THE HAZE TRUST ACCT
For the Period WWI Ito 11131/11
Equity Summary
Beginning Ending Change Current
Asset Categories Market Value Market Value In Value Allocation
Concentrated & Other Equity 5.768.430.00 6.290.430.00 522.000.00 33%
Current
Market Value/Cost Period Value
Market Value 6,290,430 00
Tax Cost 6,337,958 33
Unrealized Gain/Loss (47.528 33)
Estimated Annual Income 237.000 00
Yield 3.74%
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 EQ CVX 06/31/12 102.01 3,003,000.000 3,030,300.00 3,000,000.00 60300.00
80% CONTIN BARRIER• 10.6%CPN
20% CAP
INITIAL LEVEL-05/13/11 CVX:102.39
J.P.Morgan Account Page 4 of 11 Page 7 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026335
Chase
CONFIDENTIAL SDNY_GM_00295533
EFTA01501916