FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 5/1/12 to 5/31/12 INFLOWS & OUTFLOWS Type Settle Date Selection Method Description Quantity Cost Per Unit Amount Amount 5/21 Corporate Interest ENTRY REVERSED ON 06/04/2012 SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1 FLOATING RATE APR 20 2033 DTD 02/27/2003 (ID: 81743P-AH-9) 1,791,374.060 0.001 2,328.42 Total Inflows & Outflows TRADE ACTIVITY Note: L indicates Long Term Realized Gain/Loss S indicates Short Term Realized Gain/Loss C indicates Currency Gain/Loss O indicates Ordinary Income Realized Gain • Settled transaction was initiated in prior statement period and settled in current statement period Trade Date Type Descnphon Quantity Per Unit Amount Proceeds Tax Coat Realm! Settle Date Selection Method Gehl/Loss Settled Sales/Maturities/Redemptions 4/26 5/1 Sale FIFO ARES COMMERCIAL REAL ESTATE (§ 18.00 56,700.00 BROKERAGE 157.50 TAX 8/OR SEC 1.28 J.P. MORGAN SECURMES LLC (ID: 04013V-10-8) (3,150.000) 17.95 56,541.22 (58,275.00) (1,733.78) S* 4/26 5/1 Sale FIFO MFA FINANCIAL INC PFD 8% 42 24.91739 276,458.44 BROKERAGE 554.75 TAX 8/OR SEC 6.20 J.P. MORGAN SECURITIES LLC (ID: 55272X-30-0) (11,095.000) 24.867 275,897.49 (277,375.00) (1,477.51) 5* 4/27 5/2 Sale FIFO MFA FINANCIAL INC PFD 8%@ 24.9007 246,641.43 BROKERAGE 495.25 TAX S/OR SEC 5.53 J.P. MORGAN SECURMES LLC (10:55272X30-O) (9,905.000) 24.85 246,140.65 (247,625.00) (1,484.35) 5* 5/3 5/3 FMnelpal Payment Pro Rata CIT GROUP INC 144A 7% MAY 02 2017 0TD 06/15/2011 PAYMENT NC PRINCIPAL AS OF 05/02/12 (ID: 125581.OA-0) (303,673.1350) 100.00 303,673.65 (280,138.94) 18,538.85 L 6,996.06 O 5205.702.74 JP Morgan Account 1N23560001 Page 20 of 25 Consolidated Statement Page 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15933 SDNY_GM_00285131 EFTA01493100