THE HAZE TRUST ACCT. For the Period 8/1/12 to 8/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Original Cost Accrued Interest Yield US Fixed Income BANK OF AMERICA CORP 108.86 3,000,000.00 3,265,830.00 3,389,620.83 (123,790.83) 243.750 00 7 42% 8 1/8% PFD STK DEC 29 2049 71.769 00 DTD 04/30/2008 060505-D1-8 BB• 181 Total US Fixed Income 813,848,669.18 313,803,686.37 ($168,928.21) $1,093,053.31 8.04% 8184,166.49 Complementary Structured Strategies JP MORGAN CHASE BANK NA 95.70 1,500,000.00 1,435,500.00 1,500,000.00 (64,500.00) 93.000 00 8 02% 6.200% 04/16/2015 DTD 04/16/2012 8/24112 3.87430 4662A0.4Q•1 J.P Morgan Account Page 8 of 13 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026603 SDNY_GM_00295801 EFTA01502157