VALUE 09/21/12

MXN SELL

FINANCIAL TRUST COMPANY INC ACCT

Chase

BUY

JPM

JPMorgan

Total Inflows & Outflows

0MXNPR-AA-7

LLC

06/292033 DTD 06/01/2003

MXN EXCHANGE RATE 12928950000

Wells Fargo

Settle Date Selection Method Description Cog Amount Amount

BANC OF AMERICA MORTGAGE SECURMES SER

Settle Date Selection Method Description Quantity Local Value Local Value Gain/Loss USD

9/25 Corporate Interest COUNTRYWIDE HOME

9/25 Corporate Interest BEAR STEARNS

JP Morgan Account

MXN EXCHANGE

JP Morgan Account

FX Fwd Contract SETTLE FORWARD CURRENCY

921 Spot FX

VALUE 9/21/12