EFTA01520795.pdf

CHISLAINE MAXWELL For the Period 9/1/11 to 9/30/11 Adjusted Tax Cost Unrealized Est Annual Income Prize Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income A STATE OF NEW YORK DORMITORY 107.78 100,000.0D 107,781.00 100,229.98 7,551.02 4,000.00 2.42% AUTH REVS NONST SUPPORTED DEBT MUN 100,348.08 844.40 HLTH FAGS LEASE 4% SUB 2-1 JAN 15 2017 DTD 12/21/2001 HELD BY DTC BOOK ENTRY ONLY 649903-F5-5 AA- /AA3 BARCLAYS BANK PLC 92.25 150,000.00 138,375.00 150.06000 (11,825.00) 3,750.00 3.95% MEDIUM TERM NOTE 2 2/1% OCT 20 2017 1,677.00 DTD 10202010 06740P-VG-8 NA /AA3 A STATE OF NEW YORK DORMITORY 110.75 100,000.00 110,751.00 100,087.04 10,663.96 4,000.00 2.27% AUTH REVS NON ST SUPPORTED DEBT MEM 100,118.58 1,000.00 SLOAN KETTERING 4% SUBSER A2 JUL 01 2018 DTD 05/13/2008 HELD BY DTC BOOK ENTRY ONLY 649503-B4-2 AA /AA2 Total US Fixed Income $629,932.80 $646,711.62 ($16,779.02) $20299.19 3.86% $646,861.12 86,832.46 Non-US Fixed Income KFW - TRY 56.88 200,000.00 113,784.82 135,555.56 (21,790.74) 10,486.97 6.22% MTN 9 3/4% JUL 18 2013 2.206.24 DTD 02/102010 HELD BY EUROCLEAR ISIN X50484842470 SEDOL 8637YV8 14085A-9A-6 MA /AM TRY J.P Morgan Page 12 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048133 Chase CONFIDENTIAL SDNY_GM_00317331 EFTA01520795