THE HAZE TRUST ACCT.
For the Period 10/1/11 to 10/31/11
Cash & Fixed Income Detail
Adjusted Tax Cost Unrealized Est. Annual Income
Puce Quantity Value Original Cost Galn/Loss Aeaued Interest Yield
Cash
JPM TAX FREE RESV SWEEP FD #3957 1.00 444961 21 444.661 21 444.661 21 44.48 0.01%
7-Day Annualized Yield: .01% 2.58
US Fixed Income
JPM HIGH YIELD FD SEL 7.85 612978 80 4,811.883 60 5,147,407.79 (335,524.19) 375,756.00 7.81%
4812C0-80-3 27,584.05
FORD MOTOR CREDIT CO LLC 109.00 1,200,000.00 1.308.000 00 1.327.800.00 (19,800.00) 84,000.00 4.16%
SR NOTES 7% APR 15 2015 3,733.20
DTD 04/09/2010
3453974N-0 BB. /BA1
PEABODY ENERGY COFtP 109.50 1,200,000.00 1,314,000.00 1,3033,500.00 (49,500.00) 88.500.00 5.19%
SR NOTES 73/8% NOV 1 2016 44,494 80
DTD 10/12/2008
704549-AE-4 BB+ /BA1
SPFtMT NEXTEL CORP 87.00 1,200,000.00 1,044,000.00 1,223,780.00 (179,780.00) 72,000 00 926%
8% DEC I 2016 30,000.00
DTD 11/20/2006
852081-AD-2 BB- •'Et2
CIT GROUP INC 100.00 1,200,000.00 1,200,000.00 1,219,500.00 (19,500.00) 84,000.00 7.00%
7% MAY 01 2017 11,899.20
DTD 11/04/2009
125581-FX-1 B+ 'B2
J.P Morgan Accourrge 10 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026338
Chase
CONFIDENTIAL SDNY_GM_00295536
EFTA01501919