EFTA01493425.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23930001 For the Period 9/1/12 to 9/3W12 INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cog Amount Amount 9+18 Accrued Int Paid ENTRY REVERSED ON 09/24/2012 WELLS FARGO 2,059,105.029 0.001 (2,636.83) MORTGAGE BACKED SECURITIES SER 2004-EE CL B1 0.00 DEC 25 2034 OTD 12/01/2004 fb 72.75 JP MORGAN SECURITIES LLC (BM) TRADE DATE 09/13/12 FACE VALUE 3,275,000.00 (ID: 949779-AD-4) 9121 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL 12,900,000.000 (976,355.54) USD CONTRACT RATE :13.212400000 TRADE 8/17112 1,005,546.09 VALUE 9/21/12 (ID: OtAMPR-AA-7) 921 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL (12.900.000.000) 997,760.84 MXN EXCHANGE RATE 12.928950000 DEAL 09/20/12 (1.005.546 09) VALUE 09/21/12 (ID: OMXNPR-AA-7) 9/24 Accrued Int Paid TO REVERSE ENTRY OF 09/18/2012 WELLS FARGO (2,059,105.029) 0.001 2,636.83 MORTGAGE BACKED SECURITIES SER 2004-EE CL B1 0.00 DEC 25 2034 DTD 121012004 tg 72.75 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 09/13/12 FACE VALUE 3,275,000.00 AS OF 09/18/12 (ID: 949779-AD-4) 9+24 Accrued Int Paid ENTRY REVERSED ON 09/27/2012 WELLS FARGO 2,0E3,369.950 0.001 (2,629.49) MORTGAGE BACKED SECURITIES SER 2004-EE CL B1 0.00 DEC 25 2034 DTD 12/01/2004 @ 72.75 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 09/13/12 FACE VALUE 3,265,878.00 (10: 949779-AD-4) 9'25 Corporate Interest BANC OF AMERICA MORTGAGE SECURMES SER 2007-1 2,019,592.876 0.005 10,097.96 CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 (ID: 05952H-BY-4) 9/25 Corporate Interest BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6 2,186,057.050 0.001 1,704.55 CL MI VAR RT 11/25/2034 DTD 10/29/2004 (ID: 073879-LR-7) 9/25 Corporate Interest COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 1,598,989.907 0.004 7,128.92 06/292033 DTD 06/01/2003 (ID: 12669E-RR-9) JP Morgan Account )A23560001 Page 22 of 36 Consolidated Statement Page 26 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16283 Chase CONFIDENTIAL SDNY_GM_00285481 EFTA01493425