EFTA01501857

THE HAZE TRUST ACCT. For the Period 7/1/11 to 7/31/11 Equity Summary Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Concentrated 8 Other Equity 2,999,700.00 3,016,800.00 17,100.00 15% Current Market Value/Cost Penod Value Market Value 3,018.600.o° Tax Cost 3,000,000.00 Unrealized Gain/Loss 16,800.00 Equity Detail Adjusted Tax Cost Unrealized Est. Annual Inc. Pike Quantity Value Original Cost Gain/Loss Accrued Div. Yield Concentrated & Other Equity JPM CONT BUFF EQ CVX 05/31/12 100.56 3,000,000.000 3,018,800.00 3,000,000.00 16,800.00 80% CONTIN BARRIER- 10.6%CPN 20% CAP INITIAL LEVEL-05/13111 CVX:102 39 48125X-RN-8 JP Morgan Account Page 4 of 10 Page 7 of 17 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026267 Chase CONFIDENTIAL SDNY_GM_00295465 EFTA01501857