THE HAZE TRUST ACCT.
For the Period 2/1/12 to 2t2sn 2
Cash & Fixed Income Detail
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quertly Value Original Cost Galn/Loss Acaued Interest Yield
Cash
JPM TAX FREE RESV SWEEP FD #3957 1.00 667,804.65 667.804.65 667,804.65 66.78 0.01 %
7-Day Annualized Yield 01% 5.31
US Fixed Income
JPM HIGH YIELD FD • SEL 7.92 640,651.14 5,073,957.01 5,359,289.13 (285,332.12) 370,937.00 7.31%
4812C0-80-3 28,168.65
FORD MOTOR CREDIT CO LLC 111.00 1,200,000.00 1,332,000.00 1,327,800.00 4,200.00 84,000.00 3.27%
SR NOTES 7% APR 15 2015 31,732.60
DTD 04/09/2010
345397-VN-0 BB* /BA1
PEABODY ENERGY COFtP 113.00 1.200.000.00 1,356,000.00 1,363,500.00 (7,500.00) 88,500.00 4.27%
SR NOTES 7 3/8% NOV 1 2016 29,499.60
DID 10/12/2006
704549-AE-4 BB+ /E4A1
SPRINT NEXTEL CORP 91.00 1,200,000.00 1,092,000.00 1,223,760.00 (131,760.00) 72.000 00 8.33%
6% DEC 1 2016 18,000 00
DID 11120/2006
852061-AD-2 B. /B3
CIT GROUP INC 100.00 1,200,000.00 1,200,000.00 1,219,500.00 (19,500.00) 84,000.00 7.00%
7% MAY 01 2017 18,900.00
DID 11/04/2009
125581-FX-1 8+ /E11
J.P Morgan A000unt Page 7 of 11 Consolidated Statement Page 10
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026434
Chase
CONFIDENTIAL SDNY_GM_00295632
EFTA01502003