MXN SELL

JPMorgan

JPM

FINANCIAL TRUST COMPANY INC ACCT

BUY

Chase

FX Fwd Contract SETTLE FORWARD CURRENCY

Total Inflows & Outflows

Settle Date Selection Method Description Cost Amount Amount

JP Morgan Account

LLC

MXN

MXN EXCHANGE

0MXNPR-AA-7

COUNTRYWIDE HOME

Type Quantity Per Unit

JP MORGAN SECURITIES

FX Fwd

OMXNPR-M-7

DEC

SEQUOIA MORTGAGE TRUST

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

JP Morgan

VALUE 09/21/12

Settle Date Selection Method Description Quantity Local Value Local Value

JP MORGAN CHASE BANK