THE HAZE TRUST ACCT For the Period 5/1/11 to 5/31/11 Equity Summary Asset Categories BeginNng Ending Change Current Market Value Market Value In Value Allocation Concentrated 8 Other Equity aoo 3,023,100.00 3,023,100.00 15% Market Value/Cost Current Penod Value Market Value Tax Cost Unrealized Gain/Loss Equity Detail 3,023,100.00 3,000,000.00 23,100.00 Adjusted Tax Cost Unrealized Est. Annual Inc. Price Quantity Value Original Cost Gain/Loss Accrued Div. Yield Concentrated & Other Equity JP M CONT BUFF El2 CVX 05/31/12 100.77 3,000,000.000 3,023,100.00 3,000,000.00 23,100.00 80% CONTIN BARRIER- 10.6%CPN 20% CAP INITIAL LEVEL-05/13111 CVX:102 39 48125X-RN-8 JP Morgan Page 4 of 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026195 SDNY_GM_00295393 EFTA01501795