EFTA01493378.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23580001 For the Period 8/1112 to 8/31/12 INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cost Amount Amount 8,22 Accrued Int Paid TO REVERSE ENTRY OF 08/21/2012 MASTR (1.562.869 955) 0.003 4,157.27 ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 000 06/25/2033 DID 05/01/2003 la 61.00 JP MORGAN SECURMES LLC (BIDL) TRADE DATE 08/13/12 FACE VALUE 3,412,000.00 AS OF 08/21/12 (ID: 576434-EY-6) 8/22 Accrued IM Paid ENTRY REVERSED ON 08/28/2012 MASTR ALTERNATIVE 1,716,504.860 0.002 (4,157.27) LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 0.00 DTD 05/01/20030 61.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 08/13/12 FACE VALUE 3,412,000.00 (ID: 576434•EY-6) 8/22 Corporate Interest AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD 2,000,000.000 0.011 22,995.56 0028/2010 (ID: 02503Y-AF-0) 8/23 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL 12,900,000.000 (972.212.80) USD CONTRACT RATE : 13.268700000 TRADE 7/19/12 983,250.44 VALUE 8/23/12 (ID: OMXNPR-M-7) 8/23 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL (12,900,000.000) 978,636.89 MXN CONTRACT RATE : 13.181600000 TRADE 8/17/12 (983,250.44) VALUE 8/23/12 (ID: OMXNPR-M-7) 8/27 Corporate Interest BEAR STEARNS ASSET BACKED SECURITIES 2004-AC.6 2,236,842.500 0.001 1,752.39 CL MI VAR RT I1/25/2034 DTD 10/29/2004 (ID: 073879-LR-7) 8/27 Corporate Interest BANC OF AMERICA MORTGAGE SECURMES SER 2007-1 2,027,700.748 0.005 10,138.50 CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 (ID: 05952H-BY-4) 8/27 Corporate Interest CITICORP MORTGAGE SECURITIES SER 2005-1 CL 82 2,047,535.690 0.005 9,255.46 5.4204% FEB 25 2035 DTD 02/01/2005 (ID: 172973-P9-4) JP Morgan Account W23560001 Page 22 of 36 Consolidated Statement Page 25 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016229 Chase CONFIDENTIAL SDNY_GM_00285427 EFTA01493378