THE HAZE TRUST ACCT.
For the Period 5/1/12 to 5/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost GaireLoss Accrued Interest Yield
US Fixed Income
BANK OF AMERICA CORP 101.37 3,000,000.00 3.041.190.00 3.389.620.83 (348,430.83) 243,750.00 8.01%
8 1/8% PFD STK DEC 29 2049 10.833.00
DTD 04/30(2008
060505-OT-8 BB+ 43A3
Total US Fixed Income $12,192,711.83 $13,285,092.60 ($1,092,380.77) 9867,047.46 8.94%
990,094.68
Complementary Structured Strategies
JP MORGAN CHASE BANK NA 95.16 1,500,000.00 1,427,400.00 1,500,000.00 (72.600.00) 1.73%
ZERO CPN
4662A0-4Q-1
J.P.Morgan Account Page 7 of 13 Consolidated Statement Page 10
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026528
Chase
CONFIDENTIAL SDNY_GM_00295726
EFTA01502090