RT 07/24/2013 DID 072912013 HOMEBANC MORTGAGE TRUST 43739EAC1 960,981.704 61.817 0.02 a 691,187.11 16326 a 540,65221 50.614.90 2004-1 CL 1M1 VAR RT 08026/2029 DM 07/30/2004 REPUBLIC OF ARGENTINA 042903966 7)500000W 7.790 0.37 a 614,925.00 28.030.00 . 2038,76000 -46302800 NOTES DEC 15 2

AR RT 12/æR062 DTD 1049207* JPIICROAN CHASE a CO VAR 750200.00 RT 07/24/2013 DID 07/29/2013 HOMEBANC MORTGAGE TRUST 980,981.704 2004-1 CI. 1M1 VAR RT 08/25/2029 DTD 07/30/2004 REPUBLIC OF ARGENTINA 7,50090020 NOTES DEC 15 2035 DM 11/0112005 HELD BY EUROCLEAR ISIN US04011401.164 SEMI B29Ø G

hange (a) CM Gervtoss (SPIL) IJS DOLLAR OUSOPRM7 9.32627168 (0 100 0.004. 1373273.66 8,106.95. 9,32827318 000 LBO CAPtTAL NO.1 PLC 144A VAR RT 50178R941 3,00,000.0 106274 0.14 a 3,166,220.00 4,11900 3,241,50010 49.280.00 121293049 DID 12/192009 HELD BV EUROCLEAR1594 X50473106283 SE

RT 07/24/2013 DTD 07/29/2013 HOMEBANC MORTGAGE TRUST 43739EACI 968961.704 61.517 0.02 a 591,167.11 15836 a 540,55221 50.614.90 2004-1 CL 1M1 VAR RT 08026/2029 DM 07/30/2004 REPUBLIC OF ARGENTINA 042903966 7,508000.90 7.790 0.37 a 684,925.00 28.050.00 . 1,038,76000 -453)125.00 NOTES DEC

SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 (ID: 172973-P9-4) ENTRY REVERSED ON 12/28/2012 WELLS FARGO MTGE SEC 2004-EE CL 81 VAR RT 12/25/2034 DTD 12/01/2004 (ID: 949779-AD-4) TO REVERSE ENTRY OF 11/16/2012 JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 AS OF 11/16/1

G RATE JUL 20 2036 DTD 07/31/2006 (ID: 05950M-AF-7) Misc Disbursement TRANSFERRED BY WIRE TO MORT INC. AS REQUESTED MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT Accrued Int Paid 05/25/2035 DTD 04/27/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 09/11/12 FACE VALUE 8,126,960.00 (ID: 61915R-AD-8)

WARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 94.065900000 TRADE 3/06/13 VALUE 3/12/13 (ID: OJPYPR-AA-9) SEQUOIA MORTGAGE TRUST 11 CL 81 VAR RT 12/20/2032 DTD 10/30/2002 (ID: 81744A-AB-4) COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9) CHASE MORTG

SFERRED IN/OUT Notes: Settle Date Selection Method Securities Transferred Out 4/1 Free Delivery Description WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 DELIVER-OFF FRACTIONAL LEFT FROM 12/28/12 SALE TRADE DATE 04/01/13 FACE VALUE 1.00 (ID: 949779-AD-4) 4/2 Free Delivery

PAYMENT A/C PRINCIPAL (ID: 86359A-QW-6) 5.250% 04/25/2032 DTD 04/28/2005 PAYMENT A/C PRINCIPAL (ID: 378961-AV-8) SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT High Cost 12/20/2032 DTD 10/30/2002 @ 74.75 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 5,701,000.00 (ID: 81744A-AB-4) Total Settled Sales/Maturi

F 05/30/2013 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 AS OF 05/30/13 (ID: 45254N-NB-9) IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9) ALLY FINANCIAL INC 8 1/2% PFD @ 0.53125 PER SHARE (ID: 02005N-30-8) SERVICEMASTER COMPANY 8% FEB 15 2

ORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 (ID: 161630-AK-4) 9/23 Accrued Int Recd HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 (ID: 43739E-AC-1) 960,981.704 0.001 EFTA01547074 810.29 1,027,327.757 1,828,512.946 0.001 0.001 1,403.21 2,623.

Interest Corporate Interest JPM 3YR NC CLN TO MTOR 04/16/15 INITIAL RATE 6.20% CPN DD 04/16/12 (ID: 4662A0-4Q-1) SEQUOIA MORTGAGE TRUST 11 CL 81 VAR RT 12/20/2032 DTD 10/30/2002 (ID: 81744A-AB-4) COUNTRYWIDE HOME LOANS 2003-1 CL 81 5.750% 03/25/2033 DTD 01/01/2003 (ID: 12669D-YS-1) COUNTRYWIDE HO

cription GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 (ID: 378961-AH-9) HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 (ID: 43739E-AC-1) MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8) IMPAC CMB TRUST SER

1/26/12 (ID: OMXNPR-AA-7) COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9) MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8) WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 (ID: 949779-AD-4) SPOT CURRENCY T

d Int Paid Corporate Interest Accrued Int Paid Accrued Int Recd Div Domest Total Inflows & Outflows Description MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8) WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 (ID: 949779-AD-4) EARTHLINK INC 8

12/31/12 @ .01% RATE ON AVG COLLECTED BALANCE OF $17,054,725.80 AS OF 01/01/13 TO REVERSE ENTRY OF 12/28/2012 WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 AS OF 12/28/12 (ID: 949779-AD-4) TO REVERSE ENTRY OF 12/13/2012 CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4