THE HAZE TRUST ACCT. For the Period 5/1/12 to 5/31/12 Price Quantity Value Adjusted Tax Cost Unrealized GaireLoss Est. Annual Income Original Cost 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 BB+ 43A3 101.37 3,000,000.00 3.041.190.00 3.389.620.83 (348,430.83) 243,750.00 10.833.00 8.01% Total US Fixed Income Complementary Structured Strategies JP MORGAN CHASE BANK NA ZERO CPN 95.16 1,500,000.00 $12,192,711.83 1,427,400.00 $13,285,092.60 1,500,000.00 ($1,092,380.77) (72.600.00) 9867,047.46 990,094.68 8.94% 1.73% 4662A0-4Q-1 J.P.Morgan Account Page 7 of 13 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026528 SDNY_GM_00295726 EFTA01502090