to ♦/30/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Inc. Yield Original Cost Accrued Div. Preferred Stocks CITIGROUP CAPITAL XIII 28.24 10,000.00D 282,400.00 261,300.00 21,100.00 19690.00 6.97% 7 7,6% PFD 173080-20-1 C PNNA /BA1 COUNTRYWIDE CAPITAL V 25.28 4,200.000

to 5/31/13 Price Guantky Value Adjusted Tax Cost Unrealized Gainr Loss Est Annual Inc. Yield Original Cost Accrued Div. Preferred Stocks CITIGROUP CAPITAL XIII 28.09 10,000.000 280,900.00 261300 00 19,600.00 19,690.00 7.01 % 7 743% PFD 173080.20-1 C PNNA ,8A1 COUNTRYWIDE CAPITAL V 25.27 4200.000

B to 6131113 Price Ouantky Value Adjusted Tax Cost Unrealized Gairrloss Est Annual Inc. Yield Original Cost Accrued Div. Preferred Stocks CITIGROUP CAPITAL XIII 27.88 18000.000 278,800.00 261.300 00 17,500.00 19,690.00 7.06% 7 78% PFD 173080-20-1 C PN NA /6A1 COUNTRYWIDE CAPITAL Y 25.16 4,200.000

3 to 7/31/13 Nice Quantity Value Adjusted Tax Cost Unrealized GairyLoss Est Annual Inc. Yield Original Cost Accrued Div. Preferred Stocks CITIGROUP CAPITAL XIII 27.50 10,000.000 275,000.00 261.300 00 13,700.00 19,690.00 7.16% 7 78% PFD 173080-20-1 C PN NA /841 COUNTRYWIDE CAPITAL V 25.10 4,200.000

3 to 9130/13 Priv° OusMky Value Adjusted Tax Cost Unrealized Gain, Loss Est Annual Inc. Yield Original Cost Accrued Div. Preferred Stocks CITIGROUP CAPITAL XIII 27.47 10000.000 274,700.00 261300 00 13,400.00 19,690.00 7.17% 7 78% PFD 173080-20-1 C PN NA /I3A1 COUNTRYWIDE CAPITAL V 25.22 4,200.000

Accrued Div. Non-US Equity RIO TINTO PLC 56.47 3.000 169.41 212.23 (42.82) ISIN GB0007188757 SEDOL 0718875 766994-90-9 BP Preferred Stocks CITIGROUP CAPITAL XIII 27.25 10.000.000 272,500.00 281,300.00 11,200.00 19,690.00 7.23% 7 7/8% PFD 173080.204 C PN NA /BA1 COUNTRYWIDE CAPITAL V 25.36 4,200.000

2032 DTD 08/03/2005 HELD BY DTC BOOK ENTRY ONLY PAR CALL 07/15/2015 410 100 (ID: 57588C-FW-0) 50,000.000 0.025 1,250.00 1/30 Interest Income CITIGROUP CAPITAL XIII 7 7/8% PFD (a 0.492187 PER SHARE (ID: 173080-20-1) 10,000.000 0.492 4,921.87 1/31 Div Dornest SPQR S&P 500 ETF TRUST 0.98025 PER SHARE (ID:

ccrued Div. Non-US Equity RIO TINTO PLC 57.52 3.000 172.57 212.23 139.66) ISIN GB00071843757 SEDOL 0718875 766994-90-9 BP Preferred Stocks CITIGROUP CAPITAL XIII 27.50 10,000.000 275,000.00 261,300.00 13,700.00 19,690.00 7.16% 7 7/8% PFD 173080.204 C PN NA 43A1 COUNTRYWIDE CAPITAL V 25.19 4,200.000

Cost Accrued Div. Non-US Equity RIO TINTO PLC ISIN GB00071843757 SEDOL 0718875 766994-90-9 BP 55.64 0.00 261.300.00 3.29 Preferred Stocks CITIGROUP CAPITAL XIII 7 7/8% PFD 173060-204 C PN NA /BAI 27.74 10,000.000 277,400.00 16,100.00 19,690.00 7.10% COUNTRYWIDE CAPITAL V 7% PFD 222388-20-9 CFC PB

8.10 52.760.00 1.04% $420.00 Non US Equity SPDR GOLD TRUST 400.000 132.82 53,048.00 33.482 00 19,566 00 78463V-10-7 GLD Preferred Stocks CITIGROUP CAPITAL XIII 10.000.000 26.50 265.000.00 261000.00 3.70000 19,690.00 7.43% 7 7i8% PFD 173080-20-1 C PNNA /B41 Page 5 of 37 Confidential Treatment Reque

ds Original Non US Equity SPDR GOLD TRUST 78463V-10-7 GLD 400.000 135.42 5416300 33.482 03 20,686 00 Total Non US Equity Preferred Stocks CITIGROUP CAPITAL XIII 77/8% PFD 173080-20-1 C PNNA /8A1 600.000 10.000.000 26.27 $66,356.61 262,700.00 $34,605.73 261,300 00 520,750.08 1,400.00 50.00 19,690.

55,488 00 33,482.00 22,006 00 76463V-10.7 GM Total Non US Equity 3.500.000 $100,600.00 $74,733.64 $25,766.36 $0.00 0.00% Preferred Stocks CITIGROUP CAPITAL XIII 10.000 000 26.94 269,400 00 261.300 00 8 100 00 19.690 00 7 31 7 7/8% PF 0 173080-20-1 C PNNA /BA1 Page 5 of 31 Confidential Treatment Requ

51,948.00 33,482.00 18.486 00 78463V-10-7 GLO Total Non US Equity 3,600.000 $99,964.00 $74,733.14 $15.220.36 $0.00 0.00% Preferred Stocks CITIGROUP CAPITAL XIII 10,000.000 26.73 267.300.00 281,300.00 6,000.00 19,690 00 7 37'%, 7 7i8% PFD 173080.201 C PNNA iBA1 J.P.Morgan Page 6 of 25 Confidential

TEREST FOR DEC. @ 03% RATE ON NET AVG COLLECTED BALANCE OF $92,137.61 AS OF 01/01/11 2 35 JPM CHASE CAPITAL XXIX 6.7% PFD @ 0.41875 PER SHARE CITIGROUP CAPITAL XIII 7 7/8% PFD @ 0.628906 PER SHARE 2.600.000 0.419 1,048.88 10000.000 0.629 6289.06 Total Inflows & Outflows JP Morgan $7,338.29 Page 16 of

31/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest l'S Fixed Income CITIGROUP CAPITAL XIII 27.40 10,000.00 274000.00 261,300.00 12,700.00 19,690.00 7.19% 7 7i8% PFD 173080-20-1 NA IBA1 FMB 1.26% 09/29/16 98.61 100,000.00 96,614

/30/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CITIGROUP CAPITAL XIII 27.79 10,000.00 277,900.00 261,300.00 16,600.00 19,690.00 7.09% 7 7i8% PFD 173080-20-1 NA /BA1 PCB 1.26% 09/29/16 100.04 100,000.00 100,

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

,720.00 2.65% Non-US Equity RESEARCH IN MOTION LIMITED 760975-10-2 RIMM 20.30 1,600.000 32,480.00 160,288.72 (127.808.72) Preferred Stocks CITIGROUP CAPITAL XIII 7 7/8% PEP 173080-20-1 C PNNA /BA1 26.41 10,000.000 264,100.00 261,300.00 2,800.00 19,690.00 7.46% COUNTRYWIDE CAPITAL V 7% PFD 222388-20

ued Div. Non-US Equity VODAFONE GROUP PLC ISIN GBOOBI 6GVVD56 SEDOL B16GWD5 92857W-92-8 GBP 0.00 260 61 Total Non-US Equity Preferred Stocks CITIGROUP CAPITAL XIII 7 7,8% PFD 173080-20-1 C PNNA /BA1 26.06 10,000.000 $431.810.83 280,600.00 3891,495.92 261300.00 ($270,936.82) (700 00) $540.50 $3,012.71

to 2/28/13 Price OusMky Value Adjusted Tax Cost Unrealized Gain, Loss Est. Annual Inc. Yield Original Cost Accrued Div. Preferred Stocks CITIGROUP CAPITAL XIII 28.25 10,000.000 282,500.00 261300 00 21,200.00 19,690.00 6.97% 7 738% PF D 173080-20-1 C PNNA /BAI COUNTRYWIDE CAPITAL V 25.20 4200.000