EPSTEIN
page 1 / 311 . OCR, unverified
Dataset10 104
--- SOURCE: IMAGES__0104__EFTA01492287.txt ---
METADATA_SOURCE: IMAGES0104
METADATA_FILENAME: EFTA01492287.pdf
----------------------------------------
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/11 to 7/31/11
Price
Quantity
Value
Adjusted Tax Cost
Unreakzed
Gain/Loss
Est. Annual Income
Yield
Original Cost
Acaued Interest
Ned Income
AMERICAN AXLE 8 MFG INC
102.13
2,500,000.00
2,553,125.00
2,615,625 00
(62,500.00)
196,875.00
7.40%
7e8% MAR 12017
82,030.00
DTD 2/27/2007
02406P-AF-7 8 /82
CIT GROUP INC
100.25
5,000,000.00
5,012,500.00
4,612,500.00
400,000.00
350,000.00
6.95%
144A 7% MAY 022017
44,720.00
DTD 06/15/2011
125581-GA-0 B. /B2
JPMORGAN CHASE & CO
107.19
10,000,000.00
10,719,000.00
10,718,750.00
250.00
790.000.00
7.33%
7.9% PFD STK APR 30 2049
199,690.00
DID 04/23/2008
46625/4NA-1 BBB /BAA
BANK OF AMERICA CORP
102.99
2000.030.00
2,059,820.00
2,081,180.56
(21,380.56)
162.50000
7.88%
1/8% PFD SIX DEC 29 2049
34,304.00
DTD 04/30/2008
060505-0T-8 88. /BA3
WACHOVIA CAPITAL TRUST III
93.25
2,000,030.00
1,865,000.00
1.870.000 00
(5.000.00)
116,000.00
6.27%
VAR RATE DEC 31 2049
43.822.00
DTD 2112006
92978A•AA-0 A- /BAA
ING CAPITAL FUNDING TRUSTS III
93.54
2,500030.00
2,336,375.00
2,445820 28
(107.245.28)
96,143.75
4.18%
8.439% PFD STK DEC 31 2049
8,277.50
DTD 12/15rz000
4497814.11A.3 BBB /B1
Total US Fixed Income
336818.301.26
536.240,623.86
6677,677.39
52.604.188.75
6.71%
536.252,984.34
5623.746.70
JP Morgan
Account
Page 13 of 22
Page 16 of 35
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00014958
SDNY_GM_00284156
EFTA01492287
--- SOURCE: IMAGES__0104__EFTA01492288.txt ---
METADATA_SOURCE: IMAGES0104
METADATA_FILENAME: EFTA01492288.pdf
----------------------------------------
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/11 to 7/31/11
Pnce
Quantity
Value
Adjusted Tax Cost
Unreakzed
Gain/Loss
Est. Annual Income
Yield
Original Cost
Acaued Interest
Non-US Fixed Income
REPUBLIC OF ARGENTINA - ARS
4.15
10,000,000 00
414,609.10
318,000.00
96,609 10
89,823 60
22.34%
FLOATING RATE NOTE DEC 15 2035
56.388.77
DM 11/01/2005
HELD BY EUROCLEAR
ISIN ARARGEO3E147 SEDOL 61MYWX3
EC0698-98-7 ARS
Complementary Structured Strategies
A JPM HARRAHS 14M CLN 09/20/11
100.94
10,000,000 00
10,094.000 00
9,802516 29
291 48371
700,000.00
4.44%
INITIAL RATE 7.0% CPN
10,000.000 00
79.720.00
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
4682A0-2C-4 AA- /NR
Trade Date
Currency
Amount
Settlement Date Counter Currency
Counter Amount
Contract
Current Market
Rate
Forward Rate
Market Value
Receivable
Market Value
Payable
Unrealized
Gain/Loss
Foreign Exchange ('ontracts
CHINESE RENMINBI
US DOLLAR
Jan. 13 11
Jan. 18 12
CNY
USD
64,200,000.00
(10,000,000.00)
6.420000
6.406895
10,020,454.57
10,000,000.00
20,454.57
CHINESE RENMINBI
Jun.811
CNY
31,818,000.00
6.363600
6.384579
4,983,570.58
(16,429.42)
US DOLLAR
Jun. 11 12
USD
(5,000,000.00)
5600000.00
INDIAN RUPEE
May.11 11
INR
457,000,000.00
45.340000
44.240882
10,329,883.48
250,463.39
US DOLLAR
Aug. 16 11
USD
(10,079,400.09)
10,079,400.09
JP Morgan
Account
Page 14 of 22
Page 17 of 35
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00014959
SDNY_GM_00284157
EFTA01492288
--- SOURCE: IMAGES__0104__EFTA01492289.txt ---
METADATA_SOURCE: IMAGES0104
METADATA_FILENAME: EFTA01492289.pdf
----------------------------------------
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/1/11 to 7/31/11
Market Value
Receivable
Trade Date
Currency
Amount
Contract
Current Market
Market Value
Unrealized
Settlement Date Counter Currency
Counter Amount
Rate
Forward Rate
Payable
Gain/Loss
Foreign Exchange Contracts
SINGAPORE DOLLAR
May. 11 11
SGD
12,679,500.00
1.232131
1.203710
10,533683.35
242,975.62
US DOLLAR
Aug 16 11
USD
(10,290,707.73)
10,290.707.73
Total Foreign Exchange Contracts
936,867,671.98
$497,464.16
936,370,107.82
JP Morgan
Account
Page 15 of 72
Page 18 of 35
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 14960
SDNY_GM_00284158
EFTA01492289
--- SOURCE: IMAGES__0104__EFTA01492290.txt ---
METADATA_SOURCE: IMAGES0104
METADATA_FILENAME: EFTA01492290.pdf
----------------------------------------
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 7/I/I I to 7/31/I I
Portfolio Activity Summary - U S Dollar
Transactions
Current
Period Value
Year-To-Date
Value'
Cost Adjustments
Current
Period Value
Year-To-Date
Value•
Beginning Cash Balance
INFLOWS
8,161,307.39
Accretion
9,454.63
105,352.56
Cod Adpustments
101,800.83
Income
(6,968.57)
1,699,977.95
Total Cost Adjustments
$9,454.63
$207,163.41
Contributions
119,001.84
5,901,714.87
Foreign Exchange - Inflows
30,566,345.92
Total Inflows
OUTFLOWS —
Withdrawals
Foreign Exchange - Outflows
6112,013.27