EFTA01520769

QHISLAINE MAXWELL ACCT. For the Period 8/1/I I to 8/31/11 Portfolio Activity Summary - U S Dollar Cost Adjustments Current Period Value Year-To-Date Value' Cost Adjustments 439,212 42 439.212 42 Total Cost Adjustments $439,212.42 4439,212.42 • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Description a' n Per UnK Amount PRINCIPAL Amount INCOME Amount 8.1 Interest Income DEPOSIT SWEEP INTEREST FOR JULY .03% RATE ON NET AVG COLLECTED BALANCE OF $314029.89 AS OF 00/M/11 8.00 811 Interest Income CITIGROUP CAPITAL XIII 77/8% PFD @ 0.492187 PER SHARE (ID: 17308020-1) 10.000.000 0.492 4,921.87 8/1 Interest Income COUNTRYWIDE CAPITAL V 7% PFD @ 0.4375 PER SHARE (ID: 222388-20-9) 4,200.000 0.438 1,837.50 8/3 MSc Disbursement 8111 FUNDS TRANSFERRED FROM ASSET AC/ Q52167008 TO INVESTMENT MANAGEMENT AC/ A45885004 AS REQUESTED (150,000.00) Corporate Interest GENERAL ELEC CAP CORP MEDIUM TERM FLOATING RATE NOTE MAY 11 2016 DTD 05/11/2007 (ID: 36962G-2V'5) JP Morgan 50.000.000 0.001 59.51 Page 14 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048105 SDNY_GM_00317303 EFTA01520769