THE HAZE TRUST ACCT. For the Period 5/1/13 to 5/6/13 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CHASE MORTGAGE FINANCE CORPORATION 82 67 764,191 07 631,733.83 599889.99 31,843.84 42,484.85 3.88% SER 2007-Al CL 12A3 5.5595% 707.64 MAR 252037 DTD 02/01/2007 161630-BZ-0 NR /CAA Total US Fixed Income $8,276,313.78 $8,086,144.77 $180,169.01 028,902.51 5.55% 02.418.44 Complementary Structured Strategies JPM 3YR NC CLN TO MTOR 04/16/16 106.13 1.500.000.00 1.591.950.00 1.500,000 00 91,950.00 INITIAL RATE 6.20% CPN 5,682.00 DD 04/16/12 4662A0-4O-1 JP Morgan Page 8 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026841 SDNY_GM_00296039 EFTA01502368