VALUE 09/21/12

FINANCIAL TRUST COMPANY INC ACCT

Chase

MXN SELL

BUY

JPMorgan

JPM

MXN EXCHANGE

FX Fwd Contract SETTLE FORWARD CURRENCY

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

921 Spot FX

Settle Date Selection Method Description Cog Amount Amount

MXN EXCHANGE RATE 12928950000

Wells Fargo

JP Morgan Account

9/25 Corporate Interest COUNTRYWIDE HOME

9/25 Corporate Interest BEAR STEARNS

0MXNPR-AA-7

Total Inflows & Outflows

06/292033 DTD 06/01/2003

JP Morgan Account

BANC OF AMERICA MORTGAGE SECURMES SER

LLC

VALUE 9/21/12