EFTA01493142.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/12 to 6/30/12 INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cog Amount Amount 6/8 Accrued Int Paid SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1 1,793,589.040 0.001 (1,187.14) FLOATING RATE APR 20 2033 DTD 02/27/2003 C 0.00 60.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 04/02/12 FACE VALUE 8,000,000.00 (ID: 81743P-MI-9) 6/11 FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY CNY SELL 31,818,000.000 (5,000,000.00) USD CONTRACT RATE : 8.363600000 TRADE 6/08/11 4,995,446.98 VALUE 6/11/12 OD: OCNYPR-M-6) &II FX Fwd Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL (31,818,000.000) 4,983,632.23 CNY CONTRACT RATE : 6.384500000 TRADE 10/05/11 (4,995,446.98) VALUE 6/11/12 QD: OCNYPR-AA-6) 6/11 Corporate Interest SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1 1,791,374.060 0.001 2,328.42 FLOATING RATE APR 20 2033 DTD 02/27/2003 AS OF 05/21/12 (ID: 81743P-AH-9) &II Corporate Interest SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1 1,793,589.040 0.001 2,334.28 FLOATING RATE APR 20 2033 DTD 02/27/2003 AS OF 04/20/12 (ID: 81743P-AN-9) &12 Corporate Interest CIT GROUP INC 144A 7% MAY 02 2017 DTD 2,500,000.000 0.007 16,796.10 06/15/2011 AS OF 06/11/12 (ID: 125581-GA-0) 6i15 Foreign Dividend BARCLAYS BANK PLC PFD SIIS SER 5 81/8% (1 39250.000 0.508 19,931.82 0.507812 PER SHARE (ID: 06739H-36-2) 6/20 Corporate Interest BANC OF AMERICA FUNDING CORPORATION SER 20064 2,484,283.160 1,076.00 CL 2A5 FLOATING RATE JUL 20 2038 DTD 07/31/2008 (ID: 05950M-AF-7) 6/20 Corporate Interest SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1 1,772,374.400 0.001 2,303.72 FLOATING RATE APR 20 2033 DTD 02/27/2003 (ID: 81743P-AH-9) JP Morgan Account Page 22 of 34 Consolidated Statement Page 25 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015979 Chase CONFIDENTIAL SDNY_GM_00285177 EFTA01493142