EFTA01494010.pdf

FINANCIAL TRUST CON1P.A NV IN(' ACCT. W23560001 For the Period 3/1/13 to 3/31/13 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Quantity Per Um Settle Date Selection Method Description Cost Amount Amount 3;1 Corporate Interest AMERICAN AXLE 8 MFG INC NON-TRADEABLE ASSET 2.500.000 000 0.039 98,437.50 CORP ACTIONS CONTRA 7.875%0301/2017 DTD 02/27/2007 (ID: 02499A-BW-0) 31 Interest Income DEPOSIT SWEEP INTEREST FOR 02/01/13 - 02/28/13 79.12 .01% RATE ON AVG COLLECTED BALANCE OF $10,465,585.41 AS OF 0901/13 311 Div Domest GENERAL MOTORS CO CV PFD B 0.59375 PER SHARE 71,000.000 0.594 42,158.25 (ID: 37045V-20-9) 3/12 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL (23,571,000.000) 250,579.65 JPY CONTRACT RATE : 94.065900000 TRADE 3/06/13 (245,556.83) VALUE 3/12/13 (ID: OJPYPR-M-9) 3/20 Corporate Interest SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 1,055,526.607 0.001 1,457.68 12120/2032 070 10/302002 (ID: 81744A-AB-4) 3/25 Corporate Interest COUNTRYWIDE HOME LOANS 2003-28 CL 81 5.33884% 1,477,102.387 0.004 8,588.08 08/2512033 DID 08/01/2033 (ID: 12889E-RR-9) 3/25 Corporate Interest CHASE MORTGAGE FINANCE CORPORATION REMIC 2,172,877.940 0.002 5,411.35 2007-A1 CL 2A4 2.99199% 0225/2037 DTD 02/01/2007 (ID: 161630-AK-4) 3/25 Foreign Interest GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 685056 360 0.004 2,997.12 5.250% 11/25/2032 DTD 11)01/2004 (ID: 378961-AH-9) 3/25 Corporate Interest HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 998,523.674 0.001 916.73 08/25/2029 D7D 07/30/2004 (ID: 43739E-AC-1) 3/25 Corporate Interest IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 1,622,079.740 0.001 1,068.21 04/292035 DM 0903/2005 (ID: 45254N-NB-9) J.P, Morgan Account W23560001 Page 13 of 36 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16962 Chase CONFIDENTIAL SDNY_GM_00286160 EFTA01494010