THE HAZE TRUST ACCT. For the Period 11/1/12 to I I/30/12 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 31.28 5.681.828 52 1,777,219.14 1,697,446.28 79,772.86 307.693.74 10.27% 2005-9 CL B1 5.415413% 10/25/2035 25,636.41 DTD 09/01/2005 CHASE MORTGAGE FINANCE CORPORATOR 83.65 864,111 32 722.79455 678,327.39 44,467.16 48.039.87 4.73% SER 2007-A1 CL 12A3 5.5595% 4.002.56 MAR 25 2037 DTD 02/01/2007 Total US Fixed Income $10,376,151.96 $10,353,987.92 $21,164.03 $882,310.87 8.46% $105,453.63 Complementary Structured Strategies JP MORGAN CHASE BANK NA 96.31 1,500.000 00 1.444 650 00 1.500.000.00 (55.350.00) 93.000.00 7.91 % 6 200% 04 16 2015 DTD 04,1612012 11/16/12 3.874.50 J.P. Morgan Account Page 8 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026677 SDNY_GM_00295875 EFTA01502225