BANC OF AMERICA MORTGAGE SECURMES SER

BUY

JPM

JPMorgan

MXN SELL

LLC

FINANCIAL TRUST COMPANY INC ACCT

JP Morgan Account

FX Fwd

921 Spot FX

Settle Date Selection Method Description Cost Amount Amount

8,22 Accrued Int Paid

JP MORGAN SECURITIES

MXN

VALUE 09/21/12

8/27 Corporate Interest BEAR STEARNS

06/292033 DTD 06/01/2003

OMXNPR-M-7

Wells Fargo

AMERICAN CAPITAL LTD

Settle Date Selection Method Description Cog Amount Amount

Chase

Type Quantity Per Unit

9/25 Corporate Interest COUNTRYWIDE HOME

DEC

9/25 Corporate Interest BEAR STEARNS