THE HAZE TRUST ACCT.
For the Period 5/1/11 to 5/31/11
Cash & Fixed Income Detail
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
Cash
JPPA TAX FREE RESV SWEEP FD 1.00 203,152.51 203,152.51 203,152.51
US Fixed Income
JPM HIGH YIELD FD - SEL 834 594,530.32 4,958,382.88 5,000,000.00 (41,617.12) 382282.99 7.71%
481200-80-3 30,915.58
FORD MOTOR CREDIT CO LLC 109.24 1,200,000.00 1,310,880.00 1,327,1300.00 (16,920.00) 84,000.00 4.38%
SR NOTES 7% APR 15 2015 10,732.80
DTD 04/09/2010
3453974N-0 BB- /BA2
PEABODY ENERGY CORP 113.00 1,200,000.00 1,356,000.00 1,363,500.00 (7,500.00) 88,500.00 4.63%
SR NOTES 7 3/8% NOV 1 2016 7,374.00
DID 10/12/2006
704549-AE-4138. /BA1
SPRINT HEMEL COFtP 101.75 1,200,000.00 1,221,000.00 1,223,760.00 (2,760.00) 72,000.00 5.63%
6% DEC 1 2016 36,199.20
DTD 11/20/2006
852061-AD-2 BB- /B1
CIT GROUP INC 100.38 1,200,000.00 1,204,500.00 1,219,500.00 (15,000.00) 84.000.00 6.92%
7% MAY 01 2017 18.900 00
DTD 12/10/2009
ELECTED BONDS - EXP 6/1312011
1,200,000 Reserved Corp Action
125CON-9X-7 B+ /82
JP Morgan Page 6 of 12
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026197
Chase
CONFIDENTIAL SDNY_GM_00295395
EFTA01501797