EFTA01493283.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/12 to 7f3I/12 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cost Amount Amount 7/2 Accrued Int Paid GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DTD 2.000,000 000 0.004 (7.916.67) 06/12/2012 • 105.75 JP MORGAN I LLC 0.00 (BIDL) TRADE DATE 06/27/12 (ID: 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: 7/2 Interest Income ANNALY CAPITAL MGMT PFD 7 5/8% (0 0.238281 PER 170,000.000 0.238 40,507.77 SHARE (Ile 712 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 SCO C 5.05% JAN 08 2015 1,000,000.000 0.025 25,250.00 DID 12/08/2004 7/18 Corporate Interest NRG ENERGY N 15 2018 DTD 1,000,000.000 0.038 38,125.00 07/15/2011 (ID: 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: 7/20 Corporate Interest BANC OF AMERICA FUNDING CORPORATION SER 2006-G 2,459,655.510 1,073.54 CL RATE JUL 20 2038 DTD 07/31/2005 (ID: 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 02127/2003 (ID: 7/23 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL 12,900,000.000 (939.206.41) USD CONTRACT RATE : 13.7350004300 TRADE 6/19/12 953,028.27 VALUE 7/23/12 (ID:e) JP Morgan Account a'age 20 of 28 Consolidated Statement Page 23 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16127 Chase CONFIDENTIAL SDNY_GM_00285325 EFTA01493283