THE HAZE TRUST ACCT. For the Period 5/1/12 to 5/31/12 Trade Date Settle Date Type DetalptIon Per Unit Quantity Amount Market Cost Settled Securities Purchased 5/10 Purchase TO REVERSE ENTRY OF 05/15/2012 CHASE MORTGAGE (938.470.480) 78.50 738,899.33 5/31 FINANCE CORPORATION SER 2007-A1 CL 12A3 5.5595% MAR 25 2037 DTD 02/01/2037 @ 78.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 1,000,000.00 AS OF 05/15/12 (ID: 161830-B2-0) MO Purchase CHASE MORTGAGE FINANCE CORPORATION SER 2007-A1 924.297.610 78.50 (725,573.62) 5/31 CL 12A3 5.5595% MAR 25 2037 DID 02/012007 0 78.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 1.000.000.00 (ID: 161630-8Z-0) Total Settled Securities Purchased J.P.Morgan ($1,891,100.32) Account Page 13 of 13 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026534 SDNY_GM_00295732 EFTA01502096