EFTA01493967

FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/13 to 2/28113 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settle Date Type Description Quantity Selection Method Cost 2/1 2/1 Corporate Interest SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 (ID: 842400-FU-2) 3.000.000.000 Interest Income Misc Disbursement DEPOSIT SWEEP INTEREST FOR 01/01/13 - 01/31/13 .01% RATE ON AVG COLLECTED BALANCE OF $16,850,971.81 AS OF 02/01/13 25 LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028684 RESET PAYMENT - EQUITY LEG - DEAL REF 50028684 (ID: SWPBDP-MH-9) 2/5 Mitt Disbursement LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028684 RESET PAYMENT - INTEREST LEG - DEAL REF 50028664 (ID: SWPBDP-MH-9) 2/8 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY CHF SELL USD EXCHANGE RATE .907800000 DEAL 02/01/13 VALUE 02708713 (ID: 0CHFPR-AA-4) 332.500.000 366,350.82 218 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY JPY SELL USD EXCHANGE RATE 93.321700000 DEAL 02/07/13 VALUE 02/06/13 (ID: OJPYPR-AA-9) 44,612,000.000 478,045.30 2/11 2/14 Accrued Int Paid SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/20320 73.75 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 02/06/13 FACE VALUE 5,701,000.00 (ID: 81744A-AB-4) 1,080,229.337 0.00 Misc Receipt LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 SWAP DIV DEAL REF 50038481 (ID: SWPBDR-RT-4) J.P.Morgan Per UM Amount Amount 0.031 93.750.00 141.03 (10,366.20) (13,568.22) (366,350.82) (478,045.30) 0.001 (1,026.47) 23.479.00 Account Page 21 of 43 Consolidated Statement Page 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16906 SDNY_GM_00286104 EFTA01493967