EFTA01501982.pdf

THE HAZE TRUST ACCT. For the Period 1/1/12 to 1/31/12 Cash & Fixed Income Detail Adjusted Tax Cost Unrealized Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Accrued Interest Yield Cash JPM TAX FREE RESV SWEEP FD #3957 1.00 667,798 89 667.798 89 667,798 89 66.77 0.0196 7-Day Annualized Yield: .01% 5.76 US Fixed Income JPM NIGH YIELD FD - SEL 7.80 837,301.22 4,970,949.52 5,333,159 78 (362,210 26) 374,095.81 7.53% 4812C0-80-3 26,129.35 FORD MOTOR CREDIT CO LLC 110.00 1200,000.00 1,320,000.00 1,327,800.00 (7,800.00) 84,000.00 3.66% SR NOTES 7% APR 15 2015 24,733.20 DTD 04/09/2010 345397-VN-0 BB+ /BM PEABODY ENERGY CORP 111.25 1200,000.00 1,335,000.00 1,363,500.00 (28,560.00) 88,500.00 4.70% SR NOTES 7 318% NOV 1 2016 22,124.40 DTD 10/12/2006 704549-AE-4 BB+ /BA1 SPRINT NEXTEL CORP 88.25 1,200,000.00 1,059,000.00 1,223,760.00 (184,780.00) 72,000.00 9.05% 6% DEC 1 2016 12,000.00 DTD 11/20/2006 852061-AD-2 B+ /63 CIT GROUP INC 100.13 1,200,000.00 1,201,500.00 1,219,500.00 (18,ocogio) 84,000.00 6.97% 7% MAY 01 2017 11,899.20 OTD 11/04/2009 125581-FX-1 8+ /82 JP Morgan Account Page 7 of 11 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026410 Chase CONFIDENTIAL SDNY_GM_00295608 EFTA01501982