THE HAZE TRUST ACC For the Period 9/1/I1 to 9/30/11 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 04/30/2008 060505-OT-8 8B+ )6A3 85.02 3,000.00000 2.550.450.00 3.389.620.83 (839,170.83) 243,750.00 92,082.00 9.60% Total US Fixed Income $11,887,530.89 513,642,958.27 ($1,765,427.38) $948,099.46 $226,219.16 7.94% J.P.Morgan Accmirirl Rage 1 1 oVI8 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026315 SDNY_GM_00295513 EFTA01501900