EFTA01502114

THE HAZE TRUST ACCT. For the Period 6/1/12 to 6/30/12 Cash & Fixed Income Detail Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost GaiNLoss Accrued Interest Yield Cash JPM TAX FREE RESV SWEEP FD #3957 1 00 534 695 80 534 696.80 534,696.80 53.46 0.0196 7-Day Annualized Yield: .01% 14.74 US Fixed Income JPM HIGH YIELD FD - SEL 7.87 654,598.95 5,151,503.71 5,469,079.31 (317,385.60) 358965.62 6.95% 4812C0430-3 27,493.16 PEABODY ENEFtGY CORP 110.00 1,200,000.00 1,320,000.00 1,363,500.00 (43,500.00) 88,500.00 4.79% SR NOTES 7 3/8% NOV 1 2016 14,749.20 DTD 10/12/2006 704549-AE-4 88. /BA1 SPRINT NEXTEL CORP 95.75 1,200,000.00 1,149,000.00 1,223,760.00 (74.760.00) 72,000.00 7.14% 6% DEC 1 2016 6,000.00 DTD 11/20/2006 852061-AD-2 B. /83 WAMU MORTGAGE PASS-THROUGH 51.82 1,880,789.86 974,617.78 1,137,877.86 (163,260.08) 48,633.40 27.07% CERTIFICATES SER 2004-AR3 CI. 82 4,061.22 2.585797% JUN 25 2034 DTD 04/01/2004 92922E-NM-6 CC /CA CHASE MORTGAGE FINANCE CORPORATION 75.65 909,827.50 688,285A1 714,214.58 (25,929.17) 50,581.44 7.25% SER 2007-A1 CL 12A3 5.5595% 4.21432 MAR 25 2037 DTD 02/01)2007 161630-8Z-0 NA ICAA JP Morgan AccountM Page 7 of 12 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026554 Chase CONFIDENTIAL SDNY_GM_00295752 EFTA01502114