EFTA01493240.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/12 to 7/31/12 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cost Amount Amount 7/2 Accrued kit Paid GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DID 2.000,000 000 0.004 (7.916.67) 08/12/2012 al 105.75 JP MORGAN SECURITIES LLC 0.00 (BIDL) TRADE DATE 06/27/12 (ID: 389822-SN43) 7/2 Corporate Interest AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD 2,000,000.000 0.02 39,800.00 06/28/2010 (ID: O25O3Y-AF-O) 7/2 Interest Income ANNALY CAPITAL MGMT Pm 7 5/8% e 0.238281 PER 170,000.000 0.238 40,507.77 SHARE (ID: 035710-70-8) 7f2 Interest Income DEPOSIT SWEEP INTEREST FOR JUNE @ .01% RATE ON 66.03 NET AVG COLLECTED BALANCE OF 58,052,318.82 AS OF 07/01/12 7/9 Foreign Interest ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 1,000,000.000 0.025 25,250.00 DID 12/06/2004 (ID: 78OO97-AP4) 7/18 Corporate Interest NRG ENERGY INC 7 5/8% JAN 15 2018 DTD 1,000,000.000 0.038 38,125.00 07/15/2011 (ID: 82937743N-1) 7/17 Corporate Interest JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 1,500,000.000 0.015 23,122.95 04/16/2012 AS OF 07/16/12 (ID: 4862A0-403-1) 7/20 Corporate Interest BANC OF AMERICA FUNDING CORPORATION SER 2006-6 2,459,655.510 1,073.54 CL 2A5 FLOATING RATE JUL 20 2038 DID 07/31/2006 (ID: O596OM-AF-7) 7/20 Corporate Interest SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1 1,758,529.380 0.001 2,291.58 FLOATING RATE APR 20 2033 DTD 02/272003 (ID: 81743P-AH-9) 7/23 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL 12,900,000.000 (939.206.41) USD CONTRACT RATE : 13.735000000 TRADE 6/19/12 953,028.27 VALUE 7/23/12 (ID: OMXNPR-AA-7) JP Morgan Account age 20 of 28 Consolidated Statement Page 23 Confidential Treatment Requested by JPMorgan JPM-SDNY-OOO16O81 Chase CONFIDENTIAL SDNY_GM_OO285279 EFTA01493240