FI NA NC lAl. 'FRC st COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Description Quantity Cost Per Um! Amount Amount 11;1 11/5 Interest Income Dery Swap Close 11/5 Spot FX DEPOSIT SWEEP INTEREST FOR OCT. © .01% RATE ON NET AVG COLLECTED BALANCE OF $17,284,791.47 AS OF 11/01/12 LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028664 DERIVATIVE SWAP CLOSE SWAP RESET (ID: SWPBDP-MH-a) 148.40 (14,740.58) SPOT CURRENCY TRANSACTION - BUY BUY CHF SELL USD EXCHANGE RATE .939000000 DEAL 11/02/12 VALUE 11/05/12 (ID: OCHFPR-M-4) 80,000.000 85,197.02 (85,197.02) 11/8 Foreign Interest PETROLEOS DE VENEZUELA S8 1/2% NOV 02 2017 DID 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK18 SEDOL B5SCOL3 AS OF 11/02/12 (ID: 716550.9A-8) 1,500000.000 0.043 83,750.00 11/8 Accrued IM Paid ENTRY REVERSED ON 11/09/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DID 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE VALUE 4,184,308.00 (ID: 378981-AH-9) 1,750,000.000 0.00 (750.74) 11/9 Accrued Int Paid J.P Morgan TO REVERSE ENTRY OF 11108/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DID 11/01/2004 fa 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/06/12 FACE VALUE 4,184,308.00 AS OF 11/08/12 (ID: 378981-AH-9) (1,750,000.000) 0.00 750.74 Account W23560001 Page 20 of 43 Consolidated Statement Page 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00016505 SDNY_GM_00285703 EFTA01493620