THE. HAZE TRUST ACCT For the Period 3/1/12 to 3/31/12 Cash & Fixed Income Detail Price QUIndly Adjusted Tax Cost Unrealized Galn/Loss Est. Annual Income Yield Value Original Cost Accrued 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 1,888,576.63 1,888,576.63 1,888,576.63 188.85 12.36 0.01% 7.89 644,210.31 5,082,819.34 5,367,477.78 (304,658.44) 372,353.55 29,633.67 7.33% FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04409/2010 109.24 1,200,000.00 1,310,832.00 1,327,800.00 (16,968.00) 84,000.00 38,732.40 3.75% PEABODY ENERGY CORP SR NOTES 7 38% NOV 1 2016 DTD 101 a2006 109.75 1,200,000.00 1,317,000.00 1,363,500.00 (46,500.00) 88,500.00 38,874.80 4.97% SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 89.25 1,200,000.00 1,071,000.00 1,223,760.00 (152.760.00) 72,000.00 24,000.00 8.88% BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 102.96 3,000,000.00 3,088,740.00 3,389,620.83 (300,880.83) 243,750.00 92,062.00 7.88% Total US Fixed Income $11,870,391.34 612,692,168.61 ($821,767.27) $860,603.65 $221,322.87 6.95% J.P Morgan Account Page 7 of 10 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026482 SDNY_GM_00295680 EFTA01502050