THE HAZE TRUST ACCT. For the Period 5/1/11 to 5/31/11 Cash & Fixed Income Detail Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Original Cost Accrued Interest Yield Cash JPPA TAX FREE RESV SWEEP FD US Fixed Income JPM HIGH YIELD FD - SEL 481200-80-3 1.00 203,152.51 203,152.51 4,958,382.88 203,152.51 834 594,530.32 5,000,000.00 (41,617.12) 382282.99 30,915.58 7.71% FORD MOTOR CREDIT CO LLC 109.24 1,200,000.00 1,310,880.00 1,327,1300.00 (16,920.00) 84,000.00 4.38% SR NOTES 7% APR 15 2015 10,732.80 DTD 04/09/2010 3453974N-0 BB- /BA2 PEABODY ENERGY CORP 113.00 1,200,000.00 1,356,000.00 1,363,500.00 (7,500.00) 88,500.00 4.63% SR NOTES 7 3/8% NOV 1 2016 7,374.00 DID 10/12/2006 704549-AE-4138. /BA1 SPRINT HEMEL COFtP 101.75 1,200,000.00 1,221,000.00 1,223,760.00 (2,760.00) 72,000.00 5.63% 6% DEC 1 2016 36,199.20 DTD 11/20/2006 852061-AD-2 BB- /B1 CIT GROUP INC 100.38 1,200,000.00 1,204,500.00 1,219,500.00 (15,000.00) 84.000.00 6.92% 7% MAY 01 2017 18.900 00 DTD 12/10/2009 ELECTED BONDS - EXP 6/1312011 1,200,000 Reserved Corp Action 125CON-9X-7 B+ /82 JP Morgan Page 6 of 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026197 SDNY_GM_00295395 EFTA01501797