EFTA01502093

THE HAZE TRUST ACCT. For the Period 5/1/12 to 5/31/12 Type Quantity Per Unit Settle Date Selection Method Description Cost Amount Amount Income 5/15 Accnzed Int Pald ENTRY REVERSED ON 06/31/2012 CHASE MORTGAGE 938,470.480 0.002 (2,029 00) FINANCE CORPORATION SER 2007-A1 CL 12A3 5.5595% 0.00 MAR 25 2037 DTD 02/01/2037 @ 78.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/10/12 FACE VALUE 1,000,000.00 (ID: 161630-8Z-0) 5.15 Corporate Interest BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 3,000,003.030 0.041 121,875 00 DTD 04/30/2008 (ID: 060505-DT-8) 5,30 Accrued Int Paid TO REVERSE ENTRY OF 05/10/2012 WAMU MORTGAGE 1690,778.480 404.18 PASS-THROUGH CERTIFICATES SER 2004-AR3 CL 82 2.585797% JUN 25 2034 DTD 04/01/2004 AS OF 05/10/12 (ID: 92922F-NM-6) 5/30 Accrued IM Paid WAMU MORTGAGE PASS-THROUGH CERTIFICATES SER 1,885,791.720 (406.71) 2004-AR3 CL B2 2.585797% JUN 25 2034 DTD 0.00 04/01/2P304 • 60.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/01/12 FACE VALUE 2,592,800.00 (ID: 92922F-NM-6) 5/31 Accrued Int Paid TO REVERSE ENTRY OF 05/15/2012 CHASE MORTGAGE 938,470.480 0.002 2,029.00 FINANCE CORPORATION SER 2007-A1 CL 12A35.5695% MAR 25 2037 DTD 0201/2007 AS OF 05/15/12 (ID: 161630-8Z-0) 5/31 Accrued Int Paid CHASE MORTGAGE FINANCE CORPORATION SER 2007-A1 924,297.610 0.002 (1,961.65) CL 12A3 5.5595% MAR 25 2037 DTD 02/01/2007 G 0.00 78.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/10/12 FACE VALUE 1,000,000.00 (ID: 161630-BZ-0) Total Income $186,396.66 J.P. Morgan Account W48054006 Page 10 of 13 Consolidated Statement Page 13 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026531 Chase CONFIDENTIAL SDNY_GM_00295729 EFTA01502093