THE HAZE TRUST ACCT. For the Period 6/I/II to 6/30/I I Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/302008 060505-OT-8 BB+ 43A3 104.43 3.000.000.00 3,132,930.00 3,389.620.83 (256,690.83) 243,750.00 31,14300 7.76% Total US Fixed Income 316,308,437.26 $16,884,496.41 ($576,059.16) $1,188,632.40 $142,799.35 6.98% J.P.Morgan Page 7 of 10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026250 SDNY_GM_00295448 EFTA01501843