THE HAZE TRUST ACCT. For the Period 5/1/11 to 5/31/I I Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income JPIAOROAN CHASE & CO 7.9% PFD STK APR 30 2049 DTD 04/232008 46625WHA-1 BBB /8AA 110.14 3.000000.00 3,304,110.03 3,329,400.00 (25.290.00) 237,000.00 20.406.00 7.12% BANK OF AMERICA CORP 81/8% PPP) STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 BB* /8A3 107.47 3,000,000.00 3,223,950.00 3,389,620.83 (165,670.83) 243,750.00 10.833.00 7.53% Total US Fixed Income $16,678,822.88 $16,863,580.83 ($274757.96) $1,191,632.99 6135,360.68 0.83% JP Morgan Page 7 of 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026216 SDNY_GM_00295414 EFTA01501815