THE HAZE TRUST ACCT. For the Period 7/1/12 to 7/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost GainiLoss Accrued Interest Yield Complementary Structured Strategies JP MORGAN CHASE BANK NA 6.200% 04116/2015 DTD 04/16/2012 4662A0-4Q•1 J.P.Morgan 95.63 1,500,000.00 1,434,450.00 1.500.000.00 (69550.00) 93900.00 8.00% 3,87490 Account Page 8 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026579 SDNY_GM_00295777 EFTA01502137