BANC OF AMERICA FUNDING CORPORATION SER

Chase

FINANCIAL TRUST COMPANY INC ACCT

JPMorgan

JPM

JP Morgan Account

DEC

NET AVG

Type Quantity Per Unit

DTD

Settle Date Selection Method Description Cost Amount Amount

LLC

BUY

DTD

SEQUOIA MORTGAGE TRUST

CIT GROUP INC

JP MORGAN SECURITIES

OCNYPR-AA-6

MXN SELL

JP MORGAN CHASE BANK

BANK OF AMERICA CORP

MAR

PFD

7/2 Corporate Interest AMERICAN CAPITAL LTD

Settle Date Selection Method Description Cog Amount Amount

NOTIONAL APPLE INC MAT FEB