EFTA01493143.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 6/1/12 to 6/30/12 INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cog Amount Amount 6,21 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL 02.900.000.000) 941,60584 MXN EXCHANGE RATE 13.700000000 DEAL 06/19/12 (1.000.000.00) VALUE 06/21/12 (ID: Oh1XNPR-AA-7) 6/21 FX Option Assgned SPOT CURRENCY TRANSACTOR SETTLEMENT OF 12,903,000.000 (1,000,000.00) ASSIGNED FX OPTION BUY MXN SELL USD TRADE 1,000,000.00 6/19/12 VALUE 6121/12 (ID: OMX NPR-AA-7) 6/21 Accrued int Paid ENTRY REVERSED ON 06/26/2012 BANC OF AMERICA 2,043,869.548 0.003 (6,834.00) MORTGAGE SECURITIES SER 2007-1 CL 2Al2 6% JAN 0.00 25 2037 DTD 02/27/2007 § 57.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 08/1&12 FACE VALUE 2,081,519.00 (ID: 05952H-BY-4) 6/26 Accrued IM Paid TO REVERSE ENTRY OF 06/21/2012 BANC OF AMERICA (2,043,889.546) 0.003 6,834.00 MORTGAGE SECURITIES SER 2007-1 CL 2Al2 6% JAN 0.00 25 2037 DTD 02/27/2007 it 57.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 06/18/12 FACE VALUE 2.081019.00 AS OF 06/21/12 (ID: 05952H-BY-4) 6/26 Accrued Int Paid TO REVERSE ENTRY OF 06/05/2012 CITICORP (2,111,340.457) 0.001 1,271.59 MORTGAGE SECURMES SER 2005-1 CL 82 5.4204% 0.00 FEB 25 2035 DTD 02/01/2005 © 83.00 JP MORGAN SECURITIES LLC (BIOL) TRADE DATE 05/31/12 FACE VALUE 3,364,000.00 AS OF 06/05/12 (ID: 172973-P9-4) 6/26 Accrued IS Paid CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 2,072,272.230 0.001 (1 247 84) 5.4204% FEB 25 2035 DTD 02/01/2005 ta 83.00 JP 0.00 MORGAN SECURITIES LLC (BIDL) TRADE DATE 06/31/12 FACE VALUE 3,364000.00 (ID: 172973-P9-4) JP Morgan Account W23560001 Page 23 of 34 Consolidated Statement Page 26 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015980 Chase CONFIDENTIAL SDNY_GM_00285178 EFTA01493143