EFTA01501800

THE HAZE TRUST ACCT. For the Period 5/1/11 to 5/31/I I Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description Per Unit Amount Amount Selection Method Income 5/13 Accrued Int Paid BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 0 108.97 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/10/11 (ID: 060505.DT-6) 3,000,000.000 0.04 (120,520.83) 5/13 5/13 Accrued Int Paid CIT GROUP INC 7% MAY 01 2017 DTD 11/04/2009 101.625 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/10/11 (ID: 125581-FX-1) 1,200,000.000 0.012 (14,700.00) Accrued Int Paid FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 @ 110.65 JP MORGAN SECURITIES U.0 (BIDL) TRADE DATE 05110/11 (ID: 3453974/N.0) 1,200,000.000 0.006 (8,533.33) 5/13 5/13 Accrued Int Paid JPMORGAN CHASE 8 CO 7.9% PFD STK APR 30 2049 DTD 04/23/2008 @ 110.98 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/10/11 (ID: 46625H-HA-1) 3,000,000.000 0.003 (8,558.33) Accrued Int Paid PEABODY ENERGY CORP SR NOTES 7 3/8% NOV 1 2016 DTD 10/1212006 .2 113.625 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/10111 (ID: 704549-AE-4) 1200,000.000 0002 (2,950.00) 5/13 Accrued Int Paid SPRINT NEXTEL CORP 6% DEC 1 2018 DTD 11/20/2006 101.98 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/10/11 (ID: 852061-AD-2) 1200,000.000 0.027 (32,400.00) 5/16 Corporate Interest BANK OF AMERICA CORP 81/8% PFD STK DEC 29 2049 DTD 04/30/2008 (ID: 060505-DT-8) 3,000,000.000 0.041 121875 00 Total Income ($63,787.49) JP Morgan Page 9 of 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026200 SDNY_GM_00295398 EFTA01501800