THE HAZE TRUST ACCT For the Period 10/1/12 to 10131/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income WELLS FARGO MORTGAGE BACKED SEC 31.51 5,682,339.52 1,790,334.71 1,697,596.94 92,735.77 307.721.41 10.58% 2005-9 CL SI 5.415413% 10/25/2035 25.638.71 DTD 09/01/2005 94982W4H4 CC /NR 84.10 889,593.53 731,345.55 682,630.92 48,714.63 48.344.65 4.81 % CHASE MORTGAGE FINANCE CORPORATOR SE R 2007-Al CL 12A35.5595% 4,027.95 MAR 25 2037 DTD 02/01/2007 161630-BZ-0 NR /CAA Total US Fixed Income $10,409,988.53 $10,339,412.71 $70,675.82 $881,873.37 SAS% $167.462.86 Complementary Structured Strategies JP MORGAN CHASE BANK NA 97.30 1.500.000.00 1,459,500.00 1,500,000.00 (40.500 00) 93.000 00 7.40% 6.200%04/1612015 DTD 04116,2012 10(19,12 3,874 50 4662A0-40.1 J.P Morgan Account Page 8 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026653 SDNY_GM_00295851 EFTA01502203