THE HAZE TRUST ACCT.
For the Period 6/1/12 to 6/30/12
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
BANK OF AMERICA CORP 104.93 3,000,000.00 3,147,930.00 3.389.620.83 (241,690.83) 243750.00 7 72%
8 1/8% PFD STK DEC 29 2049 31,143.00
DTD 04/30/2008
060505-D1-8 BB+ /B1
Total US Fixed Income $12,431,526.90 $13,298,052.68 ($886,525.68) $861,530.46 8.53%
$87,650.90
Complementary Structured Strategies
JP MORGAN CHASE BANK NA 96.54 1.500.000 00 1.448.100 00 1.500.000 00 (51.900.00) 1 27%
ZERO CPN
4662A0-40-1
JP Morgan Account Page 8 of 12 Consolidated Statement Page 11
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026555
Chase
CONFIDENTIAL SDNY_GM_00295753
EFTA01502115