THE HAZE TRUST ACCT For the Period 6/11B till. Cash & Fixed Income Summary Asset Categories Cash 2.723.913.28 4.922.642.00 2.198.728.72 22% US Fixed Income 9.253.578.44 8.964.199.16 (289.379.28) 41% Complementary Structured Strategies 1.612.650 00 1.605300 00 (7.350.00) 7% Total Value $13,590,141.72 $15,492,141.16 $1,901,999.44 70% Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 15.492.141.16 Tax Cost 15.709.530.97 Unrealized Gain/ Loss (217.389.81) Estimated Annual Income 598,915.15 Accrued Interest 60,939.14 Yield 3.71% Complementary Structured Strategies Cash US Rxt4 Income Cash & Fixed Income as a percentage of your portfolio - 70 % SUMMARY BY MATURITY SUMMARY BY TYPE Cash & Fixed Income Market Value % of Bond Portfolio Cash & Fixed Income Market Value % of Bond Portfolio 0.6 months' 9,520,920.73 63% Cash 4.922.642.00 34% 1-5 years' 3.363.250.00 21% Corporate Bonds 2.772.950.00 17% 5-10 years' 1.015.000.00 6% Mortgage and Asset Backed Bonds 1.592.970.43 10% 10+ years' 1.592.970.43 10% Mutual Funds 4.598.278.73 29% Total Value $15,492,141.16 100% Complementary Structure 1.605.300.00 10% Total Value $15,492,141.16 100% ' 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. J.P.Morgan Account age 6 of 13 Consolidated Statement Page 9 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026899 SDNY_GM_00296097 EFTA01502422