THE HAZE TRUST ACCT. For the Period 5/1/11 ill 5)31/I I Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield US Fixed Income JPIAOROAN CHASE & CO 7.9% PFD STK APR 30 2049 DTD 04/232008 46625H-HA-1 BBB /SAA 110.14 3.000000.00 3,304,110.03 3,329,400.00 (25290.00) 237,000.00 20.406.00 7.12% BANK OF AMERICA CORP 81/8% PPE/ STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 /8A3 107.47 3,000,000.00 3,223,950.00 3,389,620.83 (166,670.83) 243,750.00 10,833.00 7.53% Total US Fixed Income $16.578.822.88 $16,853,580.83 ($274,757.95) $1,191,532.99 $135,360.68 0.83% JP Morgan Page 7 of 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026198 SDNY_GM_00295396 EFTA01501798