THE HAZE TRUST ACCT. For the Period 2/1/12 to 2/29/12 Cash & Fixed Income Detail Price Quertly Adjusted Tax Cost Unrealized Galn/Loss Est. Annual Income Yield Value Original Cost Acaued Interest Cash JPM TAX FREE RESV SWEEP FD #3957 7-Day Annualized Yield 01% US Fixed Income JPM HIGH YIELD FD • SEL 4812C0-80-3 1.00 667,804.65 667.804.65 667,804.65 66.78 5.31 0.01 % 7.31% 7.92 640,651.14 5,073,957.01 5,359,289.13 (285,332.12) 370,937.00 28,168.65 FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 BB* /BA1 111.00 1,200,000.00 1,332,000.00 1,327,800.00 4,200.00 84,000.00 31,732.60 3.27% PEABODY ENERGY COFtP SR NOTES 7 3/8% NOV 1 2016 DID 10/12/2006 704549-AE-4 BB+ /E4A1 113.00 1.200.000.00 1,356,000.00 1,363,500.00 (7,500.00) 88,500.00 29,499.60 4.27% SPRINT NEXTEL CORP 6% DEC 1 2016 DID 11120/2006 852061-AD-2 B. /B3 91.00 1,200,000.00 1692,000.00 1,223,760.00 (131,760.00) 72,000.00 18,000.00 833% CIT GROUP INC 7% MAY 01 2017 DID 11/04/2009 125581-FX-1 8+ /B1 100.00 1,200,000.00 1,200,000.00 1,219,500.00 (19,500.00) 84,000.00 18,900.00 7.00% J.P Morgan AooDunt Page 7 of 11 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026458 SDNY_GM_00295656 EFTA01502027