EFTA01502089

A THE HAZE TRUST ACCT For the Period 5/1/12 to 5/31/12 Cash & Fixed Income Detail Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost GaIn/Loss Accrued Interest Yield Cash JPM TAX FREE RESV SWEEP FD #3957 1.00 3,470,985.55 3,470,985.55 3,470,985.55 347.09 0.01% 7-Day Annualized Yield 01% 5.58 US Fixed Income JPM HIGH YIELD FD - SEL 7.76 651,075.09 5,052,342.68 5,441,734.16 (389.391.48) 362,648.82 7.18% 4812C0-80-3 27,345.15 PEABODY ENERGY CORP 110.75 1,200,000.00 1,329,000.00 1,363,500.00 (34,500.00) 88,500.00 4.65% SR NOTES 73/8% NOV 1 2016 7,374.00 DTD 10112/2006 704549-AE-4 BB+ /BA1 SPRINT NEXTEL CORP 91.50 1.200.000.00 1,096,000.00 1=3.760.00 (125.760.00) 72,000.00 8.30% 6% DEC 1 2016 36,199.20 DTD 11/20/2006 852061-AD-2 8+/63 WAMU MORTGAGE PASS-THFt0H011 51.11 1,885,791.72 963,818.72 1,140,90329 (177,085.27) 48,762.74 27.80% CERTIFICATES SER 2004-M3 CL B2 4,061.99 2.585797% JUN 25 2034 DID 04/01/2034 92922F-NM-6 CC /CA CHASE MORTGAGE FINANCE CORPORATION 76.64 924,297.61 708,360.43 725,573.62 (17,213.19) 51,385.90 8.79% SER 2007-Al CL 12A35.5595% 4,281.34 MAR 25 2037 DID 02/01/2007 16163044Z-0 NA /CAA J.P Morgan Account Page 6 of 13 Consolidated Statement Page 9 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026527 Chase CONFIDENTIAL SDNY_GM_00295725 EFTA01502089