THE HAZE TRUST ACCT.
For the Period 5/1/11 to 5/31/I I
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
JPIAOROAN CHASE & CO 110.14 3.000000.00 3,304,110.03 3,329,400.00 (25.290.00) 237,000.00 7.12%
7.9% PFD STK APR 30 2049 20.406.00
DTD 04/232008
46625WHA-1 BBB /8AA
BANK OF AMERICA CORP 107.47 3,000,000.00 3,223,950.00 3,389,620.83 (165,670.83) 243,750.00 7.53%
81/8% PPP) STK DEC 29 2049 10.833.00
DTD 04/30/2008
060505-DT-8 BB* /8A3
Total US Fixed Income $16,678,822.88 $16,863,580.83 ($274757.96) $1,191,632.99 0.83%
6135,360.68
JP Morgan Page 7 of 12
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026216
Chase
CONFIDENTIAL SDNY_GM_00295414
EFTA01501815