EFTA Document EFTA01493099

Portfolio Activity Detail - U S Dollar FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1112 to INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cost Amount Amount 5/1 Interest Income DEPOSIT SWEEP INTEREST FOR APR. at .01% RATE ON NET AVG COLLECTED BALANCE OF $10,933,276.63 AS OF 05101/12 89 65 Corporate Interest CIT GROUP INC 144A 7% MAY 02 2017 DTD 2,500,000.000 0.001 3,070.48 08/1512011 AS OF 05/02/12 (ID: 125581-GA-0) 5/8 Misc Disbursement LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 9966782 SWAP RESET PAYMENT AS OF 05707/12 (ID: SWPBDP-MH-9) (16,232.41) 5/10 Corporate Interest CIT GROUP INC 1W 7% MAY 02 2016 JUN 15 2011 (ID: 125581•FZ-6) 5,000,000.000 0.018 87,500.00 5/15 Div Domest ALLY FINANCIAL INC 8172% PFD 0.53125 PER 126,600.000 0.531 67,256.25 SHARE (ID: 02005N-30-8) 5/15 Accrued Int Paid LLOYDS TSB BANK PLC MTN 9 7/8% DEC 16 2021 DID 12/18/2011 HELD BY EUROCLEAR ISIN X50717735822 SEDOL B7FQXT1 (ID: G4715J-9D-3) 1,509000.000 0.00 0.041 (61,307.29) 5/15 Corporate Interest BANK OF AMERICA CORP 81/8% PFD STK DEC 29 2049 2,000,000.000 0.041 81,250.00 DTD 04/30/2008 (ID: 060505-DT-8) 5/15 Interest Income GMAC CAPITAL mu ST I PFD STK 8 1/8% 0.507813 PER SHARE (ID: 381880-20-8) 80,000.000 0.506 40,625.04 5/21 Corporate Interest BANC OF AMERICA FUNDING CORPORATION SER 2006-G 2,508,251.380 1,122.60 CL 2A5 FLOATING RATE JUL 20 2036 DTD 07/31/2006 (ID: 05950M-AF-7) JP Morgan Account Page 19 of 25 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15932 SDNY_GM_00285130 EFTA01493099