EPSTEIN
page 6 / 280 . OCR, unverified
20,358,910.00
Cash 8 Short Term
37,078,734.28
Fixed Income
16,248,206.00
Options
(3,171,50001)
Total
S72,514,350.27
Current
Year-to-Date
Period Value
Value
ST Realized Gainless
(1,314,122.88)
(1,690,757 00)
Realized Gaintoss
($1,314,122.88)
(31,690,757.00)
To-Date Value
Unrealized Gaintoss
(43,393,226.60)
Page 3 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00012444
SDNY_GM_00281642
EFTA01490301
--- SOURCE: IMAGES__0102__EFTA01490302.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490302.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to
Equity Summary
Asset Categories
Beginning
Market Value
Ending
Market Value
Change
In Value
Current
Allocation
Asset Categories
equity
US Mid Cap/Small Cap
0.00
338,180.00
338,180.00
1%
25%
Preferred Stocks
0.00
18,968,000.00
18,968,000.00
Total Value
$0.00
$19,306,180.00
$19,306,180.00
26%
Market Value/Cost
Current
Period Value
Market Value
Tax Cost
Unrealized Gain;Loss
Estimated Annual Income
Accrued Dividends
Yield
Equity Detail
19,306,180.00
20,358,910.00
(1,052,730.00)
1,371200.00
342.80600
7.10%
US Mod Cap Saul/ Cap
Preferred Stocks
Estimated
Tax Cost
Annual Income
Market
Adjusted
Unrealized
Accrued
Quantity
Price
Value
Original
Gaintoss
Dividends
Yield
US Mid Cap/Small Cap
SOLAR CAPITAL LTD
13.000.000
19.26
250.380.00
286,910.00
(36.530.00)
31,200 00
12.46%
83413U-10-0 SLRC
7,800 00
Page 4 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 12445
SDNY_GM_00281643
EFTA01490302
--- SOURCE: IMAGES__0102__EFTA01490303.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490303.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT
For the Period 6/1/10 to 6/30/10
Quantity
Price
Market
Value
Tax Coat
Ad
Unrealized
Gain/Loss
Estimated
Annual Income
Yield
Accrued
Dividends
C
anal
US Mid Cap/Small Cap
STRATEGIC HOTELS & RESORTS INC
862727-10.6 BEE
20.000.000
4.39
87.800 00
92.000 00
(4.200 00)
Total US Mid Cap/Small Cap
33,000.000
$338,180.00
$378,910.00
($40,730.00)
$31,200.00
9.23%
$7,800.00
Preferred Stocks
JPM CHASE CAPITAL XXIX
800,000.000
23.71
18.968,000 00
19.980,C00 00
(1,012.000.00)
1,340,000.00
7.06%
6.7% PFD
335,000.00
48125E-20-7 JPM PC
Page 5 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 12446
SDNY_GM_00281644
EFTA01490303
--- SOURCE: IMAGES__0102__EFTA01490304.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490304.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Cash & Short Term Summary
Asset Categories
Beginning
Market Value
Ending
Market Value
Change
In Value
Current
Allocation
Asset Categories
ch
en,,
1 1 Itt
S
Cash
0.00
26,936,234.28
26,936,234.28
37%
14%
Short Term
0.00
10,156,100.00
10,156,100.00
Total Value
$0.00
$37,092,334.28
537,092,334.28
51%
Market Value/Cost
Current
Period Value
Market Value
Tax Cost
Unrealized Gain;Loss
Estimated Annual Income
Accrued Interest
Yield
37,092,334.28
37,078,734.28
13,600.00
666.510.72
167,243.31
1.15%
SUMMARY BY MATURITY
SUMMARY BY TYPE
Short Term
Cash
ShOlt TOM
Market
Market
value
Short Term
Value
6-12 months
% of Bond
Portfolio
10,156,100.00
Corporate Bonds
156,100 00
100%
Page 6 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 12447
SDNY_GM_00281645
EFTA01490304
--- SOURCE: IMAGES__0102__EFTA01490305.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490305.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Note:
' This is the Annual Percentage Yield (ARV) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest
is left in the account.
Cash & Short Term Detail
Quantity
Price
Market
Value
Tax Cost
Adjusted
Unrealized
Gain/Loss
Estimated
Annual Income
Yield
Original
Accrued Interest
Cash
AUSTRALIAN DOLLAR
(0.01)
0.84
(0.01)
(0.01)
COST OF PENDING PURCHASES
(1,052,500.00)
1.00
(1,052,500.00)
(1,052,500.00)
JAPANESE YEN
(0.02)
0.01
N/A
PROCEEDS FROM PENDING SALES
US DOLLAR
(37,000.00)
1.00
(37,000.00)
(37.000.00)
28,025,734.29
1.00
28,025,734.29
28,025,734.29
8,407.72
738.31
0.03%'
Total Cash
Short Term
FORD MOTOR CREDIT CO
3,8% FEB 1 2011
DTD 1,30,2001
345397-TS-2 B- iBA3
5.000.000 00
101.87
$26,936,234.28
5,093,600.00
$28,936,234.20
5,142,500 00
$0.00
(48.900 00)
$11,407.72
$738.31
368.750 00
153,645 00
0.03%
4.09%
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DID 03/15/2007
345397-VF-7 B- /8A3
5,000,000.00