A THE HAZE TRUST ACCT.
For the Period 6/1/I1 to 6/30/I
Cash & Fixed Income Detail
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
CASH
JPM TAX FREE RESV SWEEP FD 1.00 263,152 51 263.152 51 263,152 51
3.54
US Fixed Income
JPM HIGH YIELD FD SEL 8.20 598.237 23 4.905.545.25 5.030.915 58 (125,370.33) 379,282.40 7.73%
4812C0-80-3 28,117.15
FORD MOTOR CREDIT CO ISC 108.02 1,200,000.00 1,296,192.00 1.327300 00 (31,608.00) 84,000.00 4.66%
SR NOTES 7% APR 15 2015 17,732.40
DTD 04(09/2010
345397-VN-0 88- 16A2
PEABODY ENERGY CORP 113.00 1,200,000.00 1,356,000.00 1,383,500.00 (7,500.00) 88,500.00 4.60%
SR NOTES 73/8% NOV 1 2016 14,749.20
DTD 10/12/2006
704549-AE-4 BB+ /BA1
SPFUNT NEXTEL COftP 99.88 1,200,000.00 1,196,500.00 1,223,760.00 (25,260.00) 72,000.00 6.03%
6% DEC 1 2016 6,000.00
DTD 11/20.2006
852061-AD-2 BB- Ell
CIT GROUP INC 99.75 1,200,000.00 1,197,000.00 1,219,500.00 (22,50100) 84,000.00 7.05%
7% MAY 01 2017 4,899.60
DTD 11/04/2009
125581-FX-1 B+ A32
JPMORGAN CHASE & CO 107.41 3,000,000.00 3,222,270.00 3,329,400.00 (107.130.00) 237,000.00 7.32%
7.9% PFD STK APR 30 2049 40,158.00
DTD 04/232008
46625H-HA-1 BBB /13AA
J.P, Morgan Page 8 of 10
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026233
Chase
CONFIDENTIAL SDNY_GM_00295431
EFTA01501829