THE HAZE TRUST ACCT. For the Period 7/1/12 to 7/31/12 Cash & Fixed Income Detail Price Quantity Value Adjusted Tax Cost Unrealized Galn/Loss Est. Annual Income Original Cost Acaued Interest Yield Cash JPM TAX FREE RESV SWEEP FD #3967 1.00 1,780214.37 1,780,214.37 1,780,214.37 178.02 0,01% 7-Day Annualized Yield 01% 4.08 US Fixed Income JPM HIGH YIELD FD - SEL 716 658,092.36 5,238,415.18 5,496,572.47 (258,157.29) 356,686.05 6.81 % FUND 3580 28,956.06 481200.80.3 PEABODY ENERGY CORP 110.15 1,200,000.00 1,321,788.00 1,363,500.00 (41,712.00) 88,500.00 4.71% SR NOTES 73/8% NOV 1 2016 22,124.40 DTD 10/12/2006 704549-AE-4 BB+ /BAI WAMU MORTGAGE PASS-THROUGH 35.57 1,875,770.11 667,286.46 1,134,840.91 (467,554.45) 48,503.60 52.57% CERTIFICATES SER 2004-AR3 CL B2 4,040.40 2.585797% JUN 25 2034 DTD 04/01/2004 92922F-NM-6 CCC /CA CHASE MORTGAGE FINANCE CORPORATION 75.71 900,606.44 661,849.14 706,976.05 (25,126.91) 50,058.60 5.90% SER 2007-A1 CL 12A35.5595% 4,171.60 MAR 25 2037 DTD 02/01/2007 161630-82-0 NR /CAA BANK OF AMERICA CORP 105.26 3.000,000 00 3,157,770.00 3,389,620.83 (231,850.83) 243,750.00 7.69% 8 1/8% PFD STK DEC 29 2049 51,456.00 OTO 04/30,2008 060505-DT-8 BB• 431 Total US Fixed Income 911,067,108.78 $12,091,610.26 ($1,024,401.48) 9787,608.46 9.61% 9110,748.46 J.P, Morgan Account Page 7 of 12 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026578 SDNY_GM_00295776 EFTA01502136