EFTA01492694.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/12 to 1/31/12 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cost Amount Amount 1/3 Corporate Interest AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD 1.000900 000 0.02 19.900 00 06/28/2010 (ID: 02503Y-AF-0) 1/3 Interest Income DEPOSIT SWEEP INTEREST FOR DEC. (J .03% RATE ON 504.69 NET AVG COLLECTED BALANCE OF $19,807,110.98 AS OF 01/01/12 1/12 Corporate Interest AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD 1,000,000.000 0.01 10,000.00 06/28/2010 AS OF 12130/11 (ID: 02503Y-AF-0) 1/18 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY CNY SELL 84,200,000.000 (10,000,000.00) USD CONTRACT RATE : 6.420000000 TRADE 1/13/11 10,171,102.66 VALUE 1/18/12 (ID: OCNYPR-M-6) 1/18 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL (64,200,000.000) 10,080,330.64 CNY CONTRACT RATE : 6.381500000 TRADE 10/05/11 (10,171,102.66) VALUE 1/18112 (JD: OCNYPR-AA-6) 1/18 Accrued Int Paid AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD 1,000,000.000 0.004 (3,980.03) 06/28/2010 (0 102.00 JP MORGAN SECURITIES LLC 0.00 (BIDL) TRADE DATE 01/12/12 (ID: 02503Y-AF-0) 1/24 Accrued Int Recd SOUTHERN CAL EDISON 61/4% DEC 31 2049 DID 325,000.000 0.001 394.97 01/17/2012 (ID: 842400-FU-2) 1/27 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL (9,847,500.000) 125,734.17 JPY EXCHANGE RATE 78.320000000 DEAL 01/25/12 (125,886.86) VALUE 01/27/12 (ID: OJPYPR-AA-9) 1/30 Interest Income CMGROUP CAPITAL XIII 77/8% PFD 0 492188 30,000.000 0.492 14,765.64 PER SHARE (ID: 173080-20-1) Total Inflows & Outflows $227,650.11 JP Morgan Account W23560001 Page 19 of 27 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015504 Chase CONFIDENTIAL SDNY_GM_00284702 EFTA01492694