OCNYPR-AA-6

BUY

JPMorgan

Chase

FINANCIAL TRUST COMPANY INC ACCT

JPM

Total Inflows & Outflows

FX Fwd Contract SETTLE FORWARD CURRENCY

Type Quantity Per Unit

FINANCIAL TRUST COMPANY INC ACC

JP Morgan Account

PFD

SEQUOIA MORTGAGE TRUST

Settle Date Selection Method Description Cog Amount Amount

VALUE 6/11/12

FX Fwd

VALUE 6/11/12 QD

Barclays Bank PLC

DEC

6/11 Corporate Interest

JP MORGAN SECURITIES LLC

J.P.Morgan Account Page

Settle Date Selection Method Description Quantity Local Value Local Value Galn/Loss USD 6,11

Settle Date Selection Method Description Cost Amount Amount

JP MORGAN SECURITIES

BANC OF AMERICA FUNDING CORPORATION SER