EFTA01493968

INFLOWS & OUTFLOWS FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/13 to 2/28/B Settle Date Type Description Quantity Per Unit Amount Amount Selection Method Cost 2/15 2/15 Div Domest ALLY FINANCIAL INC 8 1/2% PFD @ 0.53125 PER SHARE (ID: 02005N-30-8) 126.600.000 0.531 67.256.25 Misc Receipt LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 SWAP UNWIND EQUITY LEG - DEAL REF 50038481 (ID: SWPBDR-RT-4) 63,236.92 2/15 Misc Disbursement LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 SWAP UNWIND INTEREST LEG - DEAL REF 50038481 (ID: SWPBDR-RT-4) (725.85) 2.115 Corporate Interest SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 (ID: 81760N-AN-9) 1,500,000.000 0.04 60,000.00 2/15 Interest Income GMAC CAPITAL TRUST I PFD STK 81/8% ar 0.507813 PER SHARE (ID: 361660-20-8) 80,000.000 0.508 40,625.04 2/20 Corporate Interest SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DM 10/302002(1D: 81744A-AB-4) 1,060=9.337 0.001 1,466.39 2/22 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT RATE :12.818900000 TRADE 1117/13 VALUE 2/22/13 (ID: OMXNPR-AA-7) 12,900,000.000 1,010,615.38 (1,022,438.16) 222 F)( Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL MXN CONTRACT RATE :12.675200000 TRADE 1/23/13 VALUE 2/22/13 (ID: OMXNPR-AA-7) (12,900,000.000) (1,010,615.38) 1,017,735.42 2/25 Corporate Interest COUNTRYWIDE HOME LOANS 2003-26 CL 81 5.33684% 08/252033 DTD 06/01/2033(1D: 12669E-RR-9) 1,502,561.057 0.004 6,702.85 225 Corporate Interest CHASE MORTGAGE FINANCE CORPORATION REMIC 2,213,723.820 0.002 5,513.31 2007-A1 CL 2A4 2.99199%02252037 DTD 02/01/2007 (ID: 161630-AK-4) J.P, Morgan Account Page 22 of 43 Consolidated Statement Page 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16907 SDNY_GM_00286105 EFTA01493968