EFTA01501898

THE. HAZE TRUST ACC For the Period 9/I/I I to 9/30/11 Cash & Fixed Income Summary Asset Categories Cash 263,158.72 284.159 37 21.00065 2% US Fixed Income 15,647,451.59 11.887.530 89 (3.759.920 70) 66% Total Value 515,910,610.31 512,171,690.26 (53,738,920.05) 68% Beginning Ending Change Current Asset Categories Markel Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 12,171,690.26 Tax Cost 13,927,117.64 Unrealized Gain/Loss (1,755,427.38) Estimated Annual Income 948,099.45 Accrued Interest 225,220.99 Yield 7.75% SUMMARY BY MATURITY SUMMARY BY TYPE Market %of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income 0-6 months' 4,846,740.28 42% Cash 284,159.37 2% 1-5 years' 1,260,000.00 10% Corporate Bonds 7,324,950.00 61% 5-10 ears' 3,514,500.00 28% Mutual Funds 4,562,580.89 37% 10. years' 2,550,450.00 20% Total Value $12,171,890.26 100% Total Value $12,171,690.26 100% Caen US Fixed income Cash 8 Fixed Income as a percentage of your ponfolio - 68 % Market % of Bond Vakle Portfolio ' The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. J.P Morgan Account Page 6 of 1 1 Page 9 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026313 SDNY_GM_00295511 EFTA01501898