EPSTEIN
page 2 / 266 . OCR, unverified
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489290.pdf
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J.P.Morgan
Account Summary
CONTINUED
Tax Summary
Current
Period Value
Year-to-Date
Value
Currency Gain/Loss
(701,523.18)
(701,840.25)
Interest Income
104,772.89
(43.157.96)
Taxable Income
($698,760.29)
($744.998.21)
Cost Summary
Cost
Equity
20,641,247.50
Cash 8 Short Term
35,330,911 90
Fixed Income
20,090,708.00
Options
(1,816,724.50)
Total
574,246,140.90
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Current
Year-to-Date
Period Value
Value
ST Realized Gainless
378,812.23
417,365.88
Realized Gain/Loss
$378,812.23
$417,30.88
To-Date Value
Unrealized Gain/Loss
(52,333,439.03)
Page 3 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 11198
SDNY_GM_00280396
EFTA01489290
--- SOURCE: IMAGES__0101__EFTA01489291.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489291.pdf
----------------------------------------
JPMorgan
FINANCIAL TRUST COMPANY INC ACCT
For the Period 5/1/10 to 5/31/10
Quantity
NCO
Market
Value
Tax Coat
Ad
Unrealized
Gain/Loss
Estimated
Annual Income
Yield
Accrued
Dividends
Mal
US Large Cap
NUSTAR ENERGY LP
67058H-10-2 NS
4,250.000
55.19
234 557 50
240 337 50
(5.780.00)
18,105 00
7.72%
Total US Large Cap
US Mid Cap/Small Cap
METALS USA HOLDINGS CORP
59132A-10-4 MUM
4,250.000
2,000.000
15.30
$234,557.50
30,600.00
$240.337.50
42,000.00
($5.780.00)
(11.400.00)
$18,105.00
S11,000.00
7.72%
SOLAR CAPITAL LTD
83413U-I0-0 SLRC
13,000.000
21.34
277,420.00
286,910.00
(9,490.00)
31,200.00
11.25%
STRATEGIC HOTELS & RESORTS INC
88272T-104 BEE
20.000.000
4.90
96,000.00
92,000.00
6,000.00
Total US MIA Cap/Small Cap
Preferred Stocks
JPM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 JPM PC
36,000.000
800.000.000
23.26
$406,020.00
18,608,000.00
$420,810.00
19,980,000.00
(314,880.00)
(1,372,000.00)
$31,200.00
1,340,000.00
7.68%
7.20%
Page 5 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011200
SDNY_GM_00280398
EFTA01489291
--- SOURCE: IMAGES__0101__EFTA01489292.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489292.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 5/1110 to 5/31/10
Cash & Short Term Summary
Asset Categories
Beginning
Market Value
Ending
Market Value
Change
In Value
Current
Allocation
Asset Categories
111
Gehl
Short Ten
Cash
24686,461.56
30.188,411 90
5,501,950.34
40%
7%
Shod Term
0.00
5099,800.00
s,oatectoo
Total Value
$24,686,461.56
$35,288,211.90
$10,601,750.34
47%
Market Value/Cost
Current
Period Value
Market Value
35,288211.90
Tax Cost
35,330,911.90
Unrealized Gain/Loss
(42,700.00)
Estimated Annual Income
377,757.02
Accrued Interest
123.58501
Yield
0.65%
SUMMARY BY MATURITY
SUMMARY BY TYPE
Market
Market
Short Term
value
Short Term
Value
6-12 months
5,099,900.00
Corporate Bonds
099 WO 00
snort Term
Cash
% of Bond
Portfolio
100%
Page 6 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011201
SDNY_GM_00280399
EFTA01489292
--- SOURCE: IMAGES__0101__EFTA01489293.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489293.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Fixed Income Detail
Quantity
Price
Market
Value
Tax Cost
Adjusted
Unrealized
Gain/Loss
Estimated
Annual Income
Yield
Original
Accrued Interest
US Fixed Income - Taxable
FORD MOTOR CREDIT CO LLC
5,000,000.000
100.50
5,025,000.00
5,000,000.00
25600.00
275.351.50
4.98%
FLOATING RATE NOTE JUN 15 2011
59,655.00
DTD 03/15/2007
345397-VF-7 B- /BA3
FORD MOTOR CREDIT CO LLC
200,000.000
98.98
197,954.00
198.956 00
(1.002.00)
14.000.00
7.25%
SR NOTES 7% APR 15 2015
2,022.20
DTD 04/0912010
345397-VN-0 B- /BA3
CIT GROUP INC
5.000.000.000
90.75
4.537.500.00
4,725.000.00
(187.50000)
350,000.00
9.03%
7% MAY 01 2016
20,415.00
DTD 11104/2009
125581-FVV-3B+163
CIT GROUP INC
5,000,000.000
90.25
4512.500.00
4512500.00
(100600.00)
350,000.00
8.90%
7% MAY 01 2017
10,690.00
DTD 11/04/2009
125581-FX-1 B+/63
GENERAL MOTORS CORP
10,000,000.000
32.50
3.250.000.00
3.800.000.00
(550.000.00)
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR MR
Total US Fixed Income - Taxable
25,200,000.000
517,622,954.00
518,338,468.00
($813,502.00)
3989.351.50
6.14%
$92,782.20
Page 9 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011204
SDNY_GM_00280402
EFTA01489293
--- SOURCE: IMAGES__0101__EFTA01489294.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489294.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.