A THE HAZE TRUST ACCT For the Period 5/1/12 to 5/31/12 Cash & Fixed Income Detail Price Quantity Adjusted Tax Cost Unrealized GaIn/Loss Est. Annual Income Value Original Cost Accrued Interest Yield Cash JPM TAX FREE RESV SWEEP FD #3957 7-Day Annualized Yield 01% US Fixed Income JPM HIGH YIELD FD - SEL 4812C0-80-3 1.00 3,470,985.55 3,470,985.55 3,470,985.55 347.09 5.58 362,648.82 27,345.15 0.01% 7.76 651,075.09 5,052,342.68 5,441,734.16 (389.391.48) 7.18% PEABODY ENERGY CORP SR NOTES 73/8% NOV 1 2016 DTD 10112/2006 704549-AE-4 BB+ /BA1 110.75 1,200,000.00 1,329,000.00 1,363,500.00 (34,500.00) 88,500.00 7,374.00 4.65% SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 852061-AD-2 8+/63 91.50 1.200.000.00 1,096,000.00 1=3.760.00 (125.760.00) 72,000.00 36,199.20 8.30% WAMU MORTGAGE PASS-THFt0H011 CERTIFICATES SER 2004-M3 CL B2 2.585797% JUN 25 2034 DID 04/01/2034 92922F-NM-6 CC /CA 51.11 1,885,791.72 963,818.72 1,140,90329 (177,085.27) 48,762.74 4,061.99 27.80% CHASE MORTGAGE FINANCE CORPORATION SER 2007-Al CL 12A35.5595% MAR 25 2037 DID 02/01/2007 16163044Z-0 NA /CAA 76.64 924,297.61 708,360.43 725,573.62 (17,213.19) 51,385.90 4,281.34 8.79% J.P Morgan Account Page 6 of 13 Consolidated Statement Page 9 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026527 SDNY_GM_00295725 EFTA01502089