THE HAZE TRUST ACCT.
For the Period 7/1/12 to 7/31/12
Cash & Fixed Income Detail
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Galn/Loss Acaued Interest Yield
Cash
JPM TAX FREE RESV SWEEP FD #3967 1.00 1,780214.37 1,780,214.37 1,780,214.37 178.02 0,01%
7-Day Annualized Yield 01% 4.08
US Fixed Income
JPM HIGH YIELD FD - SEL 716 658,092.36 5,238,415.18 5,496,572.47 (258,157.29) 356,686.05 6.81 %
FUND 3580 28,956.06
481200.80.3
PEABODY ENERGY CORP 110.15 1,200,000.00 1,321,788.00 1,363,500.00 (41,712.00) 88,500.00 4.71%
SR NOTES 73/8% NOV 1 2016 22,124.40
DTD 10/12/2006
704549-AE-4 BB+ /BAI
WAMU MORTGAGE PASS-THROUGH 35.57 1,875,770.11 667,286.46 1,134,840.91 (467,554.45) 48,503.60 52.57%
CERTIFICATES SER 2004-AR3 CL B2 4,040.40
2.585797% JUN 25 2034 DTD 04/01/2004
92922F-NM-6 CCC /CA
CHASE MORTGAGE FINANCE CORPORATION 75.71 900,606.44 661,849.14 706,976.05 (25,126.91) 50,058.60 5.90%
SER 2007-A1 CL 12A35.5595% 4,171.60
MAR 25 2037 DTD 02/01/2007
161630-82-0 NR /CAA
BANK OF AMERICA CORP 105.26 3.000,000 00 3,157,770.00 3,389,620.83 (231,850.83) 243,750.00 7.69%
8 1/8% PFD STK DEC 29 2049 51,456.00
OTO 04/30,2008
060505-DT-8 BB• 431
Total US Fixed Income 911,067,108.78 $12,091,610.26 ($1,024,401.48) 9787,608.46 9.61%
9110,748.46
J.P, Morgan Account Page 7 of 12 Consolidated Statement Page 10
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026578
Chase
CONFIDENTIAL SDNY_GM_00295776
EFTA01502136