THE HAZE TRUST ACCT. For the Period 6/1/12 to 6/30/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield US Fixed Income BANK OF AMERICA CORP 104.93 3,000,000.00 3,147,930.00 3.389.620.83 (241,690.83) 243750.00 7 72% 8 1/8% PFD STK DEC 29 2049 31,143.00 DTD 04/30/2008 060505-D1-8 BB+ /B1 Total US Fixed Income $12,431,526.90 $13,298,052.68 ($886,525.68) $861,530.46 8.53% $87,650.90 Complementary Structured Strategies JP MORGAN CHASE BANK NA 96.54 1.500.000 00 1.448.100 00 1.500.000 00 (51.900.00) 1 27% ZERO CPN 4662A0-40-1 JP Morgan Account Page 8 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026555 SDNY_GM_00295753 EFTA01502115