5 1502301.436 0.0 0.0 0.0 0.0 1229713.83 1165348.616 0.969791 08/10/2013 0.0 0.0 0.0 0.0 9710670708 0241499376 0.0 0.0 BUY JPY SELL CAD FORWARD CONTRACT FX RATE 93.7300000TRADE 08/23/13 VALUE 10/10/13 FXJPYBERE 16/09/2013 JPY USD 4.6865E8 4.6865E8 95.806 0.0 16/09/2013 4.6865E8 0.0 4.6865E8 4

7.125% DEC 15 2049 DTD 06/12/2012 3696 2192000 NG TOTAL RETURN SWAP 1,999,999.368942 USD NOTIONAL KOSPTRE 888972 0 1 0 454429.449 BUY JPY SELL CAD FORWARD CONTRACT FX RATE 93.7300000TRADE 08 468650000 95.895 0 468650000 -1.049484310 06/01/2011 SOUTHERN FINANCIAL, LLC SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/