THE. HAZE TRUST ACCT For the Period 5/1/12 to 5/31/12 Cash & Fixed Income Summary Asset Categories Beginning Markel Value Ending Market Value Change In Value Current Asset Categories Allocation Cash 1,855,688.99 3,470,985.55 1,615,296.56 17% US Fixed Income 10.658.491.99 12192711.83 1,534,219.84 60% Complementary Structured Strategies 1.500000 00 1.427.400 00 (72.600 00) 7% Total Value 814,014,180.98 817,091,097.38 $3,076,916.40 84% Complementary Sttucwted Strategies US Fixed income Market Value/Cost Current Period Value Market Value 17,091,097.38 Cash Tax Cost 18,256,078.15 Unrealized Ga1n/Los4 (1,164,980.77) Estimated Annual Income 867,394.55 Accrued Interest %Joan Yield 6.52% Cash 8 Fixed Income as a percentage of your portfolio - 84 % SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market % of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income Value Portfolio 0-6 months' 8,523,328.23 51% Cash 3,470,985.55 20% 1-5 years' 3,854,400.00 22% Corporate Bonds 5,468,190.00 34% 10• years' 4,713,369.15 27% Mortgage and Asset Backed Bonds 1,672,179.15 9% Total Value $17,091,097.38 100% Mutual Funds 5,062,342.68 29% Complementary Structure 1,427,400.00 8% ' The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Total Value 07,091,097.38 100% J.P.Morgan Account Page 5 of 13 Consolidated Statement Page 8 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026526 SDNY_GM_00295724 EFTA01502088