THE. HAZE TRUST ACCT.
For the Period 6/I/I I to 6/30/I I
Equity Summary
Beginning Ending Change Current
Asset Categories Market Value Market Value In Value Allocation
Concentrated 8 Other Equity 1023.100.00 2.999.700 00 (23.400 00) 15%
Current
Market Value/Cost Period Value
Market Value 2,999,700.00
Tax Cost 3,000,000.00
Unrealized Gain/Loss (300.00)
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 EC) CVX 06/31/12 99.99 3,000,000.000 2,999,700.00 10610.000.00 (300.00)
80% CONTIN BARRIER- 10 6%CPN
20% CAP
INITIAL LEVEL-05/13/11 CVX:102.39
J.P.Morgan Page 4 of 10
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026247
Chase
CONFIDENTIAL SDNY_GM_00295445
EFTA01501840