THE. HAZE TRUST ACCT.
For the Period 9/I/I I to 9/30/I I
Cash & Fixed Income Detail
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Galn/Loss Acaued Interest Yield
Cash
JPM TAX FREE RESV SWEEP FD 1.00 284,159 37 284,159.37 284,159.37
1.84
US Fixed Income
JPM HIGH YIELD FD SEL 7.49 609.156.33 4.562.580 89 5,118,777.44 (556,196.55) 375,849.45 8.24%
4812C0-80-3 28,630.35
FORD MOTOR CREDIT CO (SC 105.00 1,200,000.00 1,260,000.00 1.327.800.00 (67,800.00) 84,000.00 5.43%
SR NOTES 7% APR 15 2015 38,732.40
DTD 04/09/2010
3453974/N43 BB- /13A2
PEABODY ENERGY CORP 109.88 1,200,000.00 1,318,500.00 1,383500.00 (45,000.00) 88,500.00 5.14%
SR NOTES 7 318% NOV 1 2018 38,874.80
DTD 10/12/2008
704649-AE-4 BB+ /BA1
SPRINT NEXTEL CORP 88.00 1,203000.00 1,032,000.00 1,223,780.00 (191,780.00) 72,000.00 349%
8% DEC I 2016 24,000.00
DTD 11/20/2006
852061-AD-2 BB- B1
CIT GROUP INC 97.00 1,200,000.00 1,184,000.00 1,219,500.00 (55,500.00) 84,000.00 768%
7% MAY 01 2017 4,899.80
DTD 11/04/2009
125581-FX-1 B+ /62
J.P Morgan Account Page 7 of 11 Page 10 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026314
Chase
CONFIDENTIAL SDNY_GM_00295512
EFTA01501899