EFTA01501795

THE HAZE TRUST ACCT For the Period 5/1/11 to 5/31/11 Equity Summary BeginNng Ending Change Current Asset Categories Market Value Market Value In Value Allocation Concentrated 8 Other Equity aoo 3,023,100.00 3,023,100.00 15% Current Market Value/Cost Penod Value Market Value 3,023,100.00 Tax Cost 3,000,000.00 Unrealized Gain/Loss 23,100.00 Equity Detail Adjusted Tax Cost Unrealized Est. Annual Inc. Price Quantity Value Original Cost Gain/Loss Accrued Div. Yield Concentrated & Other Equity JPM CONT BUFF El2 CVX 05/31/12 100.77 3,000,000.000 3,023,100.00 3,000,000.00 23,100.00 80% CONTIN BARRIER- 10.6%CPN 20% CAP INITIAL LEVEL-05/13111 CVX:102 39 48125X-RN-8 JP Morgan Page 4 of 12 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026195 Chase CONFIDENTIAL SDNY_GM_00295393 EFTA01501795