EFTA01493620.pdf

FI NA NC lAl. 'FRC st COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Quantity Per Um! Settle Date Selection Method Description Cost Amount Amount 11;1 Interest Income DEPOSIT SWEEP INTEREST FOR OCT. © .01% RATE ON 148.40 NET AVG COLLECTED BALANCE OF $17,284,791.47 AS OF 11/01/12 11/5 Dery Swap Close LONG TOTAL RETURN SWAP 4,044,412.80 USD (14,740.58) NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028664 DERIVATIVE SWAP CLOSE SWAP RESET (ID: SWPBDP-MH-a) 11/5 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY CHF SELL 80,000.000 (85,197.02) USD EXCHANGE RATE .939000000 DEAL 11/02/12 85,197.02 VALUE 11/05/12 (ID: OCHFPR-M-4) 11/8 Foreign Interest PETROLEOS DE VENEZUELA S8 1/2% NOV 02 2017 DID 1,500000.000 0.043 83,750.00 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK18 SEDOL B5SCOL3 AS OF 11/02/12 (ID: 716550.9A-8) 11/8 Accrued IM Paid ENTRY REVERSED ON 11/09/2012 GLOBAL MORTGAGE 1,750,000.000 (750.74) SECURITIZATION LTD 2004-A CL B3 5.250% 0.00 11/25/2032 DID 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE VALUE 4,184,308.00 (ID: 378981-AH-9) 11/9 Accrued Int Paid TO REVERSE ENTRY OF 11108/2012 GLOBAL MORTGAGE (1,750,000.000) 750.74 SECURITIZATION LTD 2004-A CL B3 5.250% 0.00 11/25/2032 DID 11/01/2004 fa 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/06/12 FACE VALUE 4,184,308.00 AS OF 11/08/12 (ID: 378981-AH-9) J.P Morgan Account W23560001 Page 20 of 43 Consolidated Statement Page 23 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016505 Chase CONFIDENTIAL SDNY_GM_00285703 EFTA01493620