📄 Extracted Text (11,555 words)
For the Period 5/1/10 to 5/31/10
0000000035.00.0.01.RRRRR.BELLE18.20100625
HARRY BELLER
C/O HBRK ASSOCIATES
301 E 66TH ST APT 1OF
NEW YORK NY 10065-6216
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
1
2
Beginning Net
Market Value
74,884,774.22
0.00
$74,884,774.22
Ending Net
Market Value
66,864,391.44
0.00
$66,864,391.44
This account summary is provided for informational purposes and includes
assets at different entities.
(1) Assets held at JPMorgan Chase Bank, N.A., member Federal Deposit
Insurance Corporation ("FDIC"), except for exchangelisted
options, which are held at JPMorgan Clearing Corporation ("JPMCC"). The
Asset Account Statement reflects brokerage
transactions executed through J.P. Morgan Securities, Inc. ("JPMSI"), see
"Portfolio Activity Detail". Equity securities, fixed
income securities, and listed options transactions are generally cleared
through JPMCC, a wholly owned subsidiary of JPMSI.
Please see "Additional Information About Your Accounts" at the end of the
Asset Account Statement.
(2) Assets held in Margin Account at JPMCC, member Financial Regulatory
Authority ("FINRA") and Securities Insurance Protection
Corporation ("SIPC"). The Margin Account Statement reflects brokerage
transactions executed by JPMSI, see "Portfolio Activity
Detail". Such transactions are cleared and carried through JPMCC.
Page 1 of 65
Change
In Value
(8,020,382.78)
0.00
($8,020,382.78)
Start on
Page
5
EFTA01534761
63
EFTA01534762
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01534763
For the Period 5/1/10 to 5/31/10
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
20,419,540.00
24,686,461.56
30,515,088.00
(924,361.77)
218,446.13
(328,464.35)
$74,586,709.57
298,064.65
$74,884,774.22
Ending
Market Value
19,248,577.50
35,288,211.90
19,041,704.00
(1,665,791.50)
(717,387.04)
(4,569,518.13)
$66,625,796.73
238,594.71
$66,864,391.44
Change
In Value
(1,170,962.50)
10,601,750.34
(11,473,384.00)
(741,429.73)
(935,833.17)
(4,241,053.78)
($7,960,912.84)
(59,469.94)
($8,020,382.78)
Estimated
1,389,305.00
377,757.02
1,111,851.50
Current
EFTA01534764
Annual Income Allocation
29%
39%
29%
1%
1%
1%
$2,878,913.52
100%
Equity
Asset Allocation
Cash &
Short Term
Fixed
Income
This Consolidated Summary shows all of your investments at J.P. Morgan other
than investments we hold in trust for you. These investments may be held in
custody or investment
management account at JPMorgan Chase Bank, N.A. (the "Bank") or in a
brokerage or margin account at J.P. Morgan Clearing Corp. ("JPMCC").
Brokerage and margin accounts are
non-discretionary and all investment decisions are made by the client. J.P.
Morgan Securities Inc. ("JPMSI") does not provide advice on asset allocation
or investment management
services, nor do its personnel take discretion over any client accounts.
Such advice and services are provided exclusively by the Bank.
Page 2 of 65
EFTA01534765
For the Period 5/1/10 to 5/31/10
Consolidated Summary
Portfolio Activity
Net Contributions/Withdrawals
Beginning Market Value
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
CONTINUED
Current
Period Value
74,586,709.57
(829,787.33)
(596,750.29)
(6,534,375.22)
$66,625,796.73
238,594.71
$66,864,391.44
Year-to-Date
Value
0.00
74,268,768.23
(744,998.21)
(6,897,973.29)
$66,625,796.73
238,594.71
$66,864,391.44
Page 3 of 65
EFTA01534766
For the Period 5/1/10 to 5/31/10
Consolidated Summary
INVESTMENT ACCOUNT(S) YEAR-TO-DATE
Portfolio Activity
FINANCIAL TRUST COMPANY INC
Tax Summary
FINANCIAL TRUST COMPANY INC
Account
Number
CONTINUED
Beginning
Market Value
0.00
Account
Number
Taxable
Income
(744,998.21)
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Net Contributions/
Withdrawals
74,268,768.23
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
(744,998.21)
Short-term
417,365.88
Change in
Investment Value
(6,897,973.29)
Realized Gain/Loss
Long-term
Ending Market Value
with Accruals
66,864,391.44
Unrealized
Gain/Loss'
(2,333,439.03)
Page 4 of 65
EFTA01534767
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01534768
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Asset Account
J.P. Morgan Team
Paul Morris
Jeffrey Matusow
Janet Young
William Doherty III
Banker
Investment Specialist
Client Service Team
Client Service Team
M
Table of Contents
Account Summary
Holdings
Equity
Cash and Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Portfolio Activity
Online access
www.MorganOnline.com
Page
2
4
6
8
11
16
18
21
Account Page 1 of 58
Page 5 of 65
EFTA01534769
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Account Summary
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Ending
Market Value
20,419,540.00
24,686,461.56
30,515,088.00
(924,361.77)
218,446.13
(328,464.35)
$74,586,709.57
298,064.65
$74,884,774.22
Market Value
19,248,577.50
35,288,211.90
19,041,704.00
(1,665,791.50)
(717,387.04)
(4,569,518.13)
$66,625,796.73
238,594.71
$66,864,391.44
Current
Portfolio Activity
Beginning Market Value
Contributions
Withdrawals & Fees
Securities Transferred Out
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Accruals
Market Value with Accruals
Period Value
74,586,709.57
505,215.67
(1,030,000.00)
EFTA01534770
(305,003.00)
($829,787.33)
(596,750.29)
(6,534,375.22)
$66,625,796.73
238,594.71
$66,864,391.44
Change
In Value
(1,170,962.50)
10,601,750.34
(11,473,384.00)
(741,429.73)
(935,833.17)
(4,241,053.78)
($7,960,912.84)
(59,469.94)
($8,020,382.78)
Equity
Year-to-Date
Value
0.00
76,033,215.67
(1,459,442.44)
(305,005.00)
$74,268,768.23
(744,998.21)
(6,897,973.29)
$66,625,796.73
238,594.71
$66,864,391.44
Estimated
1,389,305.00
377,757.02
1,111,851.50
Current
Annual Income Allocation
26%
47%
26%
1%
Cash &
Short Term
Options
Asset Allocation
$2,878,913.52
100%
Fixed
Income
Account Page 2 of 58
Page 6 of 65
EFTA01534771
EFTA01534772
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Account Summary
Tax Summary
Currency Gain/Loss
Interest Income
Taxable Income
CONTINUED
Current
Period Value
(701,523.18)
104,772.89
($596,750.29)
Year-to-Date
Value
(701,840.25)
(43,157.96)
($744,998.21)
Unrealized Gain/Loss
To-Date Value
($2,333,439.03)
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
378,812.23
$378,812.23
Year-to-Date
Value
417,365.88
$417,365.88
Cost Summary
Equity
Cost
Cash & Short Term
Fixed Income
Options
Total
20,641,247.50
35,330,911.90
20,090,706.00
(1,816,724.50)
$74,246,140.90
Account Page 3 of 58
Page 7 of 65
EFTA01534773
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Equity Summary
Asset Categories
US Large Cap
US Mid Cap/Small Cap
Preferred Stocks
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Dividends
Yield
Beginning
Market Value
983,620.00
35,920.00
19,400,000.00
$20,419,540.00
Ending
Market Value
234,557.50
406,020.00
18,608,000.00
$19,248,577.50
Current
Period Value
19,248,577.50
20,641,247.50
(1,392,670.00)
1,389,305.00
11,000.00
7.22%
Preferred Stocks
Change
In Value
(749,062.50)
370,100.00
(792,000.00)
($1,170,962.50 )
Current
Allocation
1%
1%
24%
26%
US Mid Cap/Small Cap
US Large Cap
Asset Categories
EFTA01534774
Equity
Account Page 4 of 58
Page 8 of 65
EFTA01534775
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Equity Detail
Estimated
Quantity
US Large Cap
MACERICH CO
NUSTAR ENERGY LP
Total US Large Cap
554382-10-1 MAC
4,250.000
67058H-10-2 NS
4,250.000
US Mid Cap/Small Cap
METALS USA HOLDINGS CORP
SOLAR CAPITAL LTD
59132A-10-4 MUSA
13,000.000
83413U-10-0 SLRC
STRATEGIC HOTELS & RESORTS INC
Total US Mid Cap/Small Cap
86272T-10-6 BEE
35,000.000
Preferred Stocks
3PM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 3PM PC
Account Page 5 of 58
Page 9 of 65
800,000.000
23.26
18,608,000.00
19,980,000.00
(1,372,000.00)
1,340,000.00
7.20%
$406,020.00
$420,910.00
($14,890.00)
$31,200.00
7.68%
20,000.000
4.90
98,000.00
92,000.00
6,000.00
21.34
277,420.00
286,910.00
(9,490.00)
31,200.00
EFTA01534776
11.25%
2,000.000
15.30
30,600.00
42,000.00
(11,400.00)
$234,557.50
$240,337.50
($5,780.00)
$18,105.00
$11,000.00
7.72%
55.19
234,557.50
240,337.50
(5,780.00)
N/A
11,000.00
18,105.00
7.72%
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
EFTA01534777
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Cash & Short Term Summary
Beginning
Asset Categories
Cash
Short Term
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
Short Term
6-12 months
5,099,800.00
Market
Value
Market Value
24,686,461.56
0.00
$24,686,461.56
Ending
Market Value
30,188,411.90
5,099,800.00
$35,288,211.90
Current
Period Value
35,288,211.90
35,330,911.90
(42,700.00)
377,757.02
123,585.01
0.65%
SUMMARY BY TYPE
Short Term
Corporate Bonds
Market
Value
5,099,800.00
% of Bond
Portfolio
100%
Change
In Value
5,501,950.34
5,099,800.00
EFTA01534778
$10,601,750.34
Current
Allocation
40%
7%
47%
Short Term
Asset Categories
Cash &
Short Term
Cash
Account Page 6 of 58
Page 10 of 65
EFTA01534779
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Note:
This is the Annual Percentage Yield (APY) 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
Cash
PROCEEDS FROM PENDING SALES
US DOLLAR
Total Cash
Short Term
FORD MOTOR CREDIT CO
7 3/8% FEB 1 2011
DTD 1/30/2001
345397-TS-2 B- /BA3
5,000,000.00
102.00
5,099,800.00
5,142,500.00
(42,700.00)
368,750.00
122,915.00
4.29%
165,000.00
30,023,411 90
1.00
1.00
165,000.00
30,023,411.90
$30,188,411.90
165,000.00
30,023,411.90
$30,188,411.90
$0.00
9,007.02
670.01
$9,007.02
$670.01
0.03% 1
0.03%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
EFTA01534780
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
Account Page 7 of 58
Page 11 of 65
EFTA01534781
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Fixed Income Summary
Asset Categories
US Fixed Income - Taxable
Non-US Fixed Income
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
SUMMARY BY MATURITY
Fixed Income
Less than 5 years,
5-10 years,
10+ years,
Total Value
1
Market
Value
6,741,704.00
9,050,000.00
3,250,000.00
$19,041,704.00
% of Bond
Portfolio
35%
48%
17%
100%
The years indicate the number of years until the bond is scheduled to mature
based on the statement end date. Some bonds may be called, or paid in full,
before their stated maturity.
Account Page 8 of 58
Page 12 of 65
Beginning
Market Value
28,777,588.00
1,737,500.00
$30,515,088.00
Ending
Market Value
17,522,954.00
1,518,750.00
$19,041,704.00
Current
Period Value
19,041,704.00
EFTA01534782
20,090,706.00
(1,049,002.00)
1,111,851.50
104,009.70
7.10%
SUMMARY BY TYPE
Fixed Income
Corporate Bonds
International Bonds
Total Value
Market
Value
17,522,954.00
1,518,750.00
$19,041,704.00
% of Bond
Portfolio
92%
8%
100%
US Fixed Income
- Taxable
Change
In Value
(11,254,634.00)
(218,750.00)
($11,473,384.00 )
Current
Allocation
24%
2%
26%
Non-US
Fixed Income
Asset Categories
Fixed
Income
EFTA01534783
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Fixed Income Detail
Quantity
US Fixed Income - Taxable
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
345397-VF-7 B- /BA3
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
345397-VN-0 B- /BA3
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
125581-FW-3 B+ /B3
CIT GROUP INC
7% MAY 01 2017
DTD 11/04/2009
125581-FX-1 B+ /B3
GENERAL MOTORS CORP
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR /WR
Total US Fixed Income - Taxable
25,200,000.000
$17,522,954.00
$18,336,456.00
($813,502.00)
$989,351.50
$92,782.20
Account Page 9 of 58
Page 13 of 65
6.14%
10,000,000.000
32.50
3,250,000.00
3,800,000.00
(550,000.00)
5,000,000.000
90.25
4,512,500.00
4,612,500.00
(100,000.00)
350,000.00
10,690.00
8.90%
5,000,000.000
90.75
EFTA01534784
4,537,500.00
4,725,000.00
(187,500.00)
350,000.00
20,415.00
9.03%
200,000.000
98.98
197,954.00
198,956.00
(1,002.00)
14,000.00
2,022.20
7.25%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
5,000,000.000
100.50
5,025,000.00
5,000,000.00
25,000.00
275,351.50
59,655.00
4.98%
EFTA01534785
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Quantity
Non-US Fixed Income
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
ISIN:XS0460546442 SEDOL:85882G7
71668A-9A-1
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
2,500,000.000
60.75
1,518,750.00
1,754,250.00
(235,500.00)
122,500.00
11,227.50
18.22%
Account Page 10 of 58
Page 14 of 65
EFTA01534786
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Options Summary
Asset Categories
Equity
Foreign Exchange
Other
Total Value
Market Value/Cost
Market Value
Premium
Unrealized Gain/Loss
Beginning
Market Value
(114,400.00)
(265,100.78)
(544,860.99)
($924,361.77)
Ending
Market Value
0.00
183,625.70
(1,849,417.20)
($1,665,791.50 )
Current
Period Value
(1,665,791.50)
(1,816,724.50)
150,932.97
Change
In Value
114,400.00
448,726.48
(1,304,556.21)
($741,429.73)
Current
Allocation
Options
1%
1%
Asset Cate ories
Account Page 11 of 58
Page 15 of 65
EFTA01534787
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Note:
P indicates position adjusted for Pending Trade Activity.
Options Detail
Quantity
Foreign Exchange
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
JUL 15, 2010 @ 1.32
XEURCB-LN-Z EUR
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.4425
KI @ 1.63
XEURCB-LT-Z
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.245
KI @ 1.38
XEURCB-LU-Z
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 15, 2010 @ 1.28
XEURPB-HD-Z EUR
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 15, 2010 @ 1.24
XEURPB-HE-Z EUR
(10,000,000.000 )
3.06
(306,413.20)
(135,082.46)
(171,330.74)
10,000,000.000
5.56
555,750.61
276,597.42
279,153.19
(8,032,128.510 )
5.77
(463,522.04)
(495,000.00)
31,477.96
(6,932,409.000 )
6.61
(458,137.66)
(495,000.00)
36,862.34
Price
Market
EFTA01534788
Value
Premium
Unrealized
Gain/Loss
(10,000,000.000 )
0.32
(32,210.83)
(158,239.46)
126,028.63
Account Page 12 of 58
Page 16 of 65
EFTA01534789
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Quantity
Foreign Exchange
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.245
XEURPB-HW-Z
GBP PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.4425
XGBPPA-LM-Z
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYCA-NE-Z
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYPA-SQ-Z
Total Foreign Exchange
Other
XAU PUT OPTION
USD CALL OPTION STRIKE 1,115.00
EXPIRES 6/17/2010
KI @ 1,085
Underlying Asset Price = $1,206.13
OTCBDP-EW-G
(5,000.000)
1.14
(5,701.58)
(85,000.00)
79,298.42
(10,000,000.000 )
$183,625.70
($16,724.50)
$200,350.17
935,000,000.000
0.04
369,587.27
470,000.00
(100,413.20)
(935,000,000.000 )
0.07
(638,286.62)
(470,000.00)
(168,286.17)
6,932,409.000
8.04
557,445.77
495,000.00
EFTA01534790
62,445.77
Price
Market
Value
Premium
Unrealized
Gain/Loss
8,032,128.510
7.46
599,412.40
495,000.00
104,412.39
Account Page 13 of 58
Page 17 of 65
EFTA01534791
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Quantity
Other
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.350% S 30/360 VS 3ML
EXP DATE 07/26/2010 DEAL 5164984
Underlying Asset Price = $0.00
OTCBDC-GV-H
P 1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 08/13/2010 DEAL 5166005
Underlying Asset Price = $0.00
OTCBDC-GW-K
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS. 3ML
EXP DATE 06/30/2010 DEAL 5161946
Underlying Asset Price = $0.00
OTCBDC-TB-B
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 06/14/2010 DEAL 5162475
Underlying Asset Price = $0.00
OTCBDC-TC-N
(1.000)
1.00
(573,839.18)
(125,000.00)
(448,839.18)
(1.000)
1.00
(613,263.87)
(136,000.00)
(477,263.87)
(1.000)
(545,000.00)
545,000.00
(1.000)
1.00
(656,612.57)
(909,000.00)
252,387.43
Price
Market
Value
Premium
Unrealized
EFTA01534792
Gain/Loss
Account Page 14 of 58
Page 18 of 65
EFTA01534793
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Quantity
Other
P 1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 05/28/2010 DEAL 5163369
Underlying Asset Price = $0.00
OTCBDC-TE-Y
Total Other
(5,004.000)
($1,849,417.20)
($1,800,000.00)
($49,417.20)
1.00
N/A
Price
Market
Value
Premium
Unrealized
Gain/Loss
Account Page 15 of 58
Page 19 of 65
EFTA01534794
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
AUSTRALIA DOLLAR
CANADIAN DOLLAR
US DOLLAR
in Currency
(0.01)
0.01
(717,387.03)
Foreign Exchange Contracts Detail
Market Value
Receivable
Trade Date
Speculative
AUSTRALIA DOLLAR
AUSTRALIA DOLLAR
AUSTRALIA DOLLAR
CANADIAN DOLLAR
CANADIAN DOLLAR
CANADIAN DOLLAR
US DOLLAR
JAPANESE YEN
May. 20 10
Jul. 30 10
Apr. 28 10
Jul. 30 10
May. 20 10
Jul. 30 10
Apr. 28 10
Aug. 6 10
AUD
CAD
AUD
CAD
AUD
USD
CAD
JPY
5,703,855.80
(5,000,000.00)
(5,426,524.85)
5,000,000.00
(277,330.96)
227,244.98
5,000,000.00
(464,350,000.00 )
0.876600
0.921400
EFTA01534795
0.819400
92.870000
1.129656
1.129656
0.841545
86.359007
4,800,050.80
4,753,280.81
4,753,280.81
4,566,664.35
227,244.98
233,386.45
4,753,054.24
5,111,408.31
46,769.99
186,616.46
(6,141.47)
(358,354.07)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account Page 16 of 58
Page 20 of 65
EFTA01534796
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Market Value
Receivable
Trade Date
Speculative
CANADIAN DOLLAR
CANADIAN DOLLAR
INDIAN RUPEE
INDIAN RUPEE
POUND STERLING
POUND STERLING
POUND STERLING
POUND STERLING
Total Speculative
JAPANESE YEN
US DOLLAR
US DOLLAR
US DOLLAR
NORWEGIAN KRONE
NORWEGIAN KRONE
NORWEGIAN KRONE
US DOLLAR
May. 6 10
Aug. 6 10
May. 6 10
Aug. 6 10
Apr. 16 10
Oct. 20 10
May. 6 10
Oct. 20 10
May. 6 10
Jun. 30 10
Mar. 26 10
Jun. 30 10
Apr. 6 10
Jun. 30 10
May. 6 10
Jun. 30 10
CAD
JPY
CAD
USD
INR
USD
INR
USD
GBP
NOK
GBP
NOK
EFTA01534797
GBP
NOK
GBP
USD
(5,246,892.65)
464,350,000.00
246,892.66
(236,652.69)
446,500,000.00
(10,000,000.00)
(446,500,000.00
9,681,266.26
13,739,615.90
(126,988,400.00
(7,000,000.00)
63,099,400.00
(7,000,000.00)
63,889,000.00
260,384.10
(389,245.58)
88.500000
1.043270
44.650000
46.120000
9.242500
9.014200
9.127000
1.494890
86.359007
1.051955
46.824051
46.824051
9.364226
9.364226
9.364226
1.445920
5,111,408.31
4,987,753.07
234,698.84
236,652.69
9,535,697.78
10,000,000.00
9,681,266.26
9,535,697.78
19,866,384.77
19,608,141.69
9,743,110.20
10,121,439.67
9,865,031.48
10,121,439.67
376,494.56
EFTA01534798
389,245.58
$78,947,723.03
$79,665,110.07
123,655.24
(1,953.85)
(464,302.22)
145,568.48
258,243.08
(378,329.47)
(256,408.19)
(12,751.02)
($717,387.04)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account Page 17 of 58
Page 21 of 65
EFTA01534799
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Other Assets Summary
Asset Categories
Swaps
Beginning
Estimated Value
(328,464.35)
Ending
Estimated Value
(4,569,518.13)
Change
In Value
(4,241,053.78)
Current
Allocation
Market Value/Cost
Estimated Value
(4,569,518.13)
Current
Period Value
Other Assets Detail
Cost
Quantity
Swaps
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/21/12
TD 3/17/10, START D 3/21/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #253571031
N/O Client
SWPBDA-ZQ-8
1.000
1.00
(18,063.74)
N/A
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account Page 18 of 58
Page 22 of 65
EFTA01534800
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Cost
Quantity
Swaps
CLP SWAP - CLP NOTL
13,000,000,000 MD 3/29/12
TD 3/25/10, START D 3/29/11
PAY FLOAT CLP OIS ANN ACT/360
4.15% REC FIX, DEAL #254489072
N/O Client
SWPBDE-JB-1
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
N/O Client
SWPBDE-TJ-3
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SWPBDE-WG-5
SX5E DIVIDEND SWAP
FIXED STRIKE EUR 112.10
NUMBER OF BASKET 89,206
MAT DEC 16 2011 DEAL 4444220
N/O Client
SWPBDE-PR-9 EUR
89,206.000
15.40
(1,373,941.37)
N/A
20,000.000
15.94
(318,729.47)
N/A
30,000.000
14.70
(440,875.77)
N/A
1.000
1.00
(24,818.46)
N/A
Price
Estimated
Value
Adjusted
Original
EFTA01534801
Estimated
Gain/Loss
Accruals
Account Page 19 of 58
Page 23 of 65
EFTA01534802
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Cost
Quantity
Swaps
SXSE DIVIDEND SWAP
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2012 DEAL 4444219
N/O Client
SWPBDE-PS-7 EUR
SXSE DIVIDEND SWAP
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/O Client
SWPBDE-WW-0 EUR
Total Swaps
($4,569,518.13)
$0.00
$0.00
50,000.000
7.19
(359,397.09)
N/A
88,261.000
23.04
(2,033,692.23)
N/A
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account Page 20 of 58
Page 24 of 65
EFTA01534803
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
Income
INFLOWS
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS
Withdrawals
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
17,439,823.52
(11,026,947.50)
$6,412,876.02
$30,023,411.90
* Year to date information is calculated on a calendar year basis.
19,099,351.63
(63,285,439.25)
($44,186,087.62)
-104,772.89
505,215.67
379,034.82
$989,023.38
(1,030,000.00)
(863,298.52)
($1,893,298.52)
(43,157.96)
76,033,215.67
542,182.77
$76,532,240.48
(1,459,442.44)
(863,298.52)
($2,322,740.96)
Period
Value
24,514,811.02
Year-To-Date
Value*
-Account
Page 21 of 58
Page 25 of 65
EFTA01534804
EFTA01534805
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
5/3
Type
Interest Income
Description
DEPOSIT SWEEP INTEREST FOR APR. @
.03% RATE ON NET AVG COLLECTED
BALANCE OF $31,396,909.44
AS OF 05/01/10
5/4
Receipt of Assets
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
JPMORGAN CHASE BANK
TRADE DATE 04/29/10
5/5
Receipt of Assets
INTEREST RATE SWAP
125,000,000 USD NOTIONAL 05/08/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 260160350
1.73% REC FIXED, S 30/360
NEW SWAP DEAL #260160350
JPMORGAN CHASE BANK
TRADE DATE 04/30/10
5/7
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL EUR
EXCHANGE RATE 1.282200000
DEAL 05/05/10 VALUE 05/07/10
5/10
Spot FX
SPOT CURRENCY TRANSACTION - BUY
BUY EUR SELL USD
EXCHANGE RATE 1.269700000
DEAL 05/06/10 VALUE 05/10/10
Account Page 22 of 58
Page 26 of 65
545,250.000
692,303.92
(692,303.92)
(13,000.000)
(16,724.50)
EFTA01534806
16,668.60
1.000
30,000.000
Quantity
Cost
Per Unit
Amount
Amount
774.25
EFTA01534807
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
INFLOWS & OUTFLOWS
Settlement
Date
5/10
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - BUY
BUY GBP SELL USD
EXCHANGE RATE 1.489500000
DEAL 05/06/10 VALUE 05/10/10
5/11
Corporate Interest
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
AS OF 05/10/10
5/14
Receipt of Assets
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
PARTIAL TERMINATION
JPMORGAN CHASE BANK
TRADE DATE 04/26/10
AS OF 04/26/10
5/14
Free Delivery
LONG TOTAL RETURN SWAP
8,021,050 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
PARTIAL TERMINATION
JPMORGAN CHASE BANK
TRADE DATE 04/26/10
AS OF 04/26/10
5/17
Accrued Interest Paid
FORD MOTOR CREDIT CO
7 3/8% FEB 1 2011
DTD 1/30/2001
5,000,000.000
0.022
(108,576.39)
(20,000.000)
20,000.000
5,000,000.000
0.018
EFTA01534808
87,500.00
Quantity
Cost
Per Unit
Amount
114,800.000
170,994.60
Amount
(170,994.60)
Account Page 23 of 58
Page 27 of 65
EFTA01534809
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 5/1/10 to 5/31/10
INFLOWS & OUTFLOWS
Settlement
Date
5/18
Type
Receipt of Assets
Description
SX5E DIVIDEND SWAP
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
JPMORGAN CHASE BANK
TRADE DATE 05/13/10
5/20
Free Delivery
INTEREST RATE SWAP
14,050,000 USD NOTIONAL 2/15/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 254307367
4.45653% PAY FIXED, S 30/360
SWAP UNWIND -REF #254307367
JPMORGAN CHASE BANK
TRADE DATE 05/18/10
5/20
Misc. Disbursement
INTEREST RATE SWAP
14,050,000 USD NOTIONAL 2/15/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 254307367
4.45653% PAY FIXED, S 30/360
SWAP UNWIND -REF #254307367 -UNWIND
PRINCIPAL
5/20
Misc. Disbursement
INTEREST RATE SWAP
14,050,000 USD NOTIONAL 2/15/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 254307367
4.45653% PAY FIXED, S 30/360
SWAP UNWIND -REF #254307367 -UNWIND
ACCRUED
(91,841.86)
(938,158.14)
(1.000)
Quantity
Cost
Per Unit
Amount
50,000.000
EFTA01534810
Amount
Account Page 24 of 58
Page 28 of 65
EFTA01534811
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
INFLOWS & OUTFLOWS
Settlement
Date
5/20
Type
Misc. Receipt
Description
INTEREST RATE SWAP
14,050,000 USD NOTIONAL 2/15/2040
REC: FLOATING RATE USD
3 MONTH LIBOR DEAL 254307367
4.45653% PAY FIXED, S 30/360
IR SWAP NET PAYMENT
FIXED -0.00 + 5,215.67 LIBOR
AS OF 05/17/10
5/20
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL JPY
CONTRACT RATE : 93.494900000
TRADE 4/14/10 VALUE 5/20/10
5/20
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL JPY
CONTRACT RATE : 93.335900000
TRADE 4/14/10 VALUE 5/20/10
5/20
5/26
Accrued Interest Received
Option Assignment
U S A NOTES
4 5/8% FEB 15 2040
DTD 02/16/2010
MACERICH CO
CALL OPTION MAY 10 @ 40
COVERED CALL ASSIGNED
TRADE DATE 05/21/10
5/26
Accrued Interest Paid
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
5,000,000.000
0.011
(55,070.00)
220.000
43,339.25
40.00
EFTA01534812
15,000,000.000
0.012
180,145.03
(17,850,000.000 )
(199,318.85)
191,244.62
(15,998,998.500 )
(178,649.97)
171,121.60
Quantity
Cost
Per Unit
Amount
Amount
5,215.67
Account Page 25 of 58
Page 29 of 65
EFTA01534813
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 5/1/10 to 5/31/10
INFLOWS & OUTFLOWS
Settlement
Date
5/27
Type
Free Delivery
Description
INTEREST RATE SWAP
125,000,000 USD NOTIONAL 04/30/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 257872357
1.7525% REC FIXED, S 30/360
SWAP UNWIND - REF # 257872357
TRADE DATE 05/25/10
5/27
Free Delivery
INTEREST RATE SWAP
125,000,000 USD NOTIONAL 05/08/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 260160350
1.73% REC FIXED, S 30/360
SWAP UNWIND - REF # 260160350
TRADE DATE 05/25/10
5/27
Misc. Receipt
INTEREST RATE SWAP
125,000,000 USD NOTIONAL 04/30/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 257872357
1.7525% REC FIXED, S 30/360
SWAP UNWIND - REF #257872357
- TOTAL CASHFLOW IS PRINCIPAL
5/27
Misc. Receipt
INTEREST RATE SWAP
125,000,000 USD NOTIONAL 05/08/2012
PAY: FLOATING RATE USD
3 MONTH LIBOR DEAL 260160350
1.73% REC FIXED, S 30/360
SWAP UNWIND - REF # 260160350
- TOTAL CASHFLOW IS PRINCIPAL
Total Inflows & Outflows
($904,275.14)
Account Page 26 of 58
Page 30 of 65
227,000.00
273,000.00
(1.000)
Quantity
EFTA01534814
Cost
Per Unit
Amount
(1.000)
Amount
EFTA01534815
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
TRADE ACTIVITY
Note:
Trade
Date
4/28
Settlement
Date
5/3
S indicates Short Term Realized Gain/Loss
C indicates Currency Gain/Loss
* Settled transaction was initiated in prior statement period and settled in
current statement period
Type
Settled Sales/Maturities/Redemptions
Sale
Description
APOLLO INVESTMENT CORP
@ 12.32005
BROKERAGE
TAX &/OR SEC
4/29
5/5
Sale
3.96
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/28/10
KANSAS CITY SOUTHERN INDUSTRIES INC
@ 40.056
80,112.00
BROKERAGE
TAX &/OR SEC
4/29
5/5
Sale
100.00
1.36
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/29/10
SYNOVUS FINANCIAL CORP
@ 3.06
306,000.00
BROKERAGE
TAX &/OR SEC
4/30
5/5
Sale
5,000.00
5.18
J.P. MORGAN SECURITIES INC.
EFTA01534816
TRADE DATE 04/29/10
PAA NATURAL GAS STORAGE LP
@ 23.29842
81,544.47
BROKERAGE
TAX &/OR SEC
175.00
1.38
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/30/10
(3,500.000)
23.248
81,368.09
(75,250.00)
6,118.09 S*
(100,000.000)
3.01
300,994.82
(275,000.00)
25,994.82 S*
(2,000.000)
40.005
80,010.64
(78,000.00)
2,010.64 S*
Quantity
(19,000.000)
234,080.95
950.00
Per Unit
Amount
12.27
Proceeds
233,126.99
Tax Cost
(235,600.00)
Realized
Gain/Loss
(2,473.01) S*
Account Page 27 of 58
Page 31 of 65
EFTA01534817
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 5/1/10 to 5/31/10
Trade
Date
5/4
Settlement
Date
5/7
Type
Settled Sales/Maturities/Redemptions
Sale
Description
KINDER MORGAN ENERGY PARTNERSHIP L P
UNIT OF LIMITED PARTNERSHIP INT
@ 65.74
262,960.00
BROKERAGE
TAX &/OR SEC
5/6
5/10
Option Buyback
BRL PUT USD CALL
FX EUROPEAN STYLE OPTION
JUN 04, 2010 @ 1.8
KI @ 1.92
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 05/06/10
5/7
5/11
Option Buyback
XPD PUT OPTION
USD CALL OPTION STRIKE 525
EXPIRES 06/02/2010
BUY BACK OTC PUT
TRADE DATE 05/07/10
5/7
5/12
Sale
IMMUNOGEN INC
@ 8.01264
BROKERAGE
TAX &/OR SEC
5/13
5/18
Sale
(12,500.000)
100,158.00
625.00
1.70
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/07/10
EFTA01534818
RAMCO-GERSHENSON PROPERTIES TRUST
@ 11.70
64,350.00
BROKERAGE
TAX &/OR SEC
275.00
1.09
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/13/10
Account Page 28 of 58
Page 32 of 65
(5,500.000)
11.65
64,073.91
(63,250.00)
823.91 S
7.963
99,531.30
(100,000.00)
(468.70) S
10,000.000
39.60
(396,000.00)
140,000.00
(256,000.00) S
200.00
4.45
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/04/10
18,000,000.000
0.021
(373,000.00)
102,000.00
(271,000.00) C
Quantity
(4,000.000)
Per Unit
Amount
65.689
Proceeds
262,755.55
Tax Cost
(265,000.00)
Realized
Gain/Loss
(2,244.45) S
EFTA01534819
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 5/1/10 to 5/31/10
Trade
Date
5/13
Settlement
Date
5/18
Type
Settled Sales/Maturities/Redemptions
Sale
Description
TELENAV INC
@ 9.38728
BROKERAGE
TAX &/OR SEC
5/18
5/20
Sale
U S A NOTES
4 5/8% FEB 15 2040
DTD 02/16/2010
@ 106.25
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 05/18/10
5/24
5/24
Expired Option
INR CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 19, 2010 @ 44.5
5/20
5/25
Sale
EXPIRATION OF PURCHASED FX OPTION
GETTY REALTY CORP
@ 21.12927
BROKERAGE
TAX &/OR SEC
5/20
5/25
Sale
REACHLOCAL INC
@ 14.09
BROKERAGE
TAX &/OR SEC
211,292.70
500.00
3.58
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/20/10
EFTA01534820
(1,500.000)
21,135.00
100.00
.36
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/20/10
14.023
21,034.64
(19,500.00)
1,534.64 S
(10,000.000)
21.079
210,789.12
(220,000.00)
(9,210.88) S
(445,000,000.000 )
(93,000.00)
(93,000.00) C
Quantity
(3,000.000)
28,161.84
150.00
.48
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/13/10
(15,000,000.000 )
106.30
15,937,500.00
(14,887,500.00)
1,050,000.00 S
Per Unit
Amount
9.337
Proceeds
28,011.36
Tax Cost
(24,000.00)
Realized
Gain/Loss
4,011.36 S
Account Page 29 of 58
Page 33 of 65
EFTA01534821
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 5/1/10 to 5/31/10
Trade
Date
5/20
Settlement
Date
5/25
Type
Settled Sales/Maturities/Redemptions
Sale
Description
VITAMIN SHOPPE INC
@ 23.16137
BROKERAGE
TAX &/OR SEC
5/24
5/26
Option Buyback
Quantity
(2,000.000)
46,322.74
100.00
.79
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/20/10
ENTRY REVERSED ON 06/15/2010
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 05/24/2010 DEAL 5163005
BUY BACK OTC CALL
SWAP UNWIND - REF # 5163005
TRADE DATE 05/24/10
5/20
5/26
Sale
ACCRETIVE HEALTH INC
@ 13.46
BROKERAGE
TAX &/OR SEC
5/20
5/26
Sale
(1,500.000)
20,190.00
100.00
.35
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/20/10
RESOURCE CAPITAL CORP
EFTA01534822
@ 5.15171
BROKERAGE
TAX &/OR SEC
(6,400.000)
32,970.94
320.00
.56
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/20/10
5.102
32,650.38
(33,600.00)
(949.62) S
13.393
20,089.65
(18,000.00)
2,089.65 S
1.000
88,000.00
(88,000.00)
80,000.00
(8,000.00) S
Per Unit
Amount
23.111
Proceeds
46,221.95
Tax Cost
(47,000.00)
Realized
Gain/Loss
(778.05) S
Account Page 30 of 58
Page 34 of 65
EFTA01534823
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade
Date
5/21
Settlement
Date
5/26
Type
Settled Sales/Maturities/Redemptions
Sale
Description
MACERICH CO
@ 40.00
BROKERAGE
TAX &/OR SEC
5/28
5/28
Expired Option
Quantity
(22,000.000)
880,000.00
1,320.00
14.88
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/21/10
1 PAYER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS. 3ML
EXP DATE 05/28/2010 DEAL 5163368
EXPIRATION OF PURCHASED OTC CALL
Total Settled Sales/Maturities/Redemptions
$17,439,823.52
($17,169,700.00)
$677,462.77 S
($364,000.00) C
Trade
Date
Settlement
Date
5/3
Type
Settled Securities Purchased
4/27
Purchase
Description
APOLLO INVESTMENT CORP
@ 12.40
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/27/10
4/28
EFTA01534824
5/4
Purchase
KANSAS CITY SOUTHERN INDUSTRIES INC
@ 39.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/28/10
2,000.000
39.00
(78,000.00) *
Quantity
19,000.000
Per Unit
Amount
12.40
(1.000)
(155,000.00)
(155,000.00) S
Per Unit
Amount
39.939
Proceeds
878,665.12
Tax Cost
(902,000.00)
Realized
Gain/Loss
20,004.37 S
Market Cost
(235,600.00) *
Account Page 31 of 58
Page 35 of 65
EFTA01534825
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade
Date
Settlement
Date
5/4
Type
Settled Securities Purchased
4/28
Purchase
Description
SYNOVUS FINANCIAL CORP
@ 2.75
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/28/10
4/29
5/4
Write Option
XPD PUT OPTION
USD CALL OPTION STRIKE 525
EXPIRES 06/02/2010
WRITTEN OTC PUT
TRADE DATE 04/29/10
4/29
5/5
Purchase
PAA NATURAL GAS STORAGE LP
@ 21.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/29/10
4/30
5/5
Purchase Option
1 PAYER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS. 3ML
EXP DATE 05/28/2010 DEAL 5163368
PURCHASE OTC CALL
NEW SWAPTION DEAL # 5163368
TRADE DATE 04/30/10
4/30
5/5
Write Option
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 05/28/2010 DEAL 5163369
WRITTEN OTC CALL
NEW SWAPTION DEAL # 5163369
TRADE DATE 04/30/10
EFTA01534826
(1.000) 113,000.00
113,000.00
*
1.000
155,000.00
(155,000.00) *
3,500.000
21.50
(75,250.00) *
(10,000.000)
14.00
140,000.00
*
Quantity
100,000.000
Per Unit
Amount
2.75
Market Cost
(275,000.00) *
Account Page 32 of 58
Page 36 of 65
EFTA01534827
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 5/1/10 to 5/31/10
Trade
Date
Settlement
Date
5/7
Type
Settled Securities Purchased
5/5
Write Option
Description
BRL PUT USD CALL
FX EUROPEAN STYLE OPTION
JUN 04, 2010 @ 1.8
KI @ 1.92
WRITTEN FX OPTION
PUT 18,000,000.00 BRL
CALL 10,000,000.00 USD
TRADE DATE 05/05/10
5/4
5/7
Purchase
KINDER MORGAN ENERGY PARTNERSHIP L P
UNIT OF LIMITED PARTNERSHIP INT
@ 66.25
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/04/10
5/6
5/12
Purchase
IMMUNOGEN INC
@ 8.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/06/10
5/11
5/13
Write Option
ENTRY REVERSED ON 05/27/2010
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.50
CTS KI @ 81.50
WRITTEN FX OPTION
CALL 95,000,000.00 JPY
PUT 10,000,000.00 USD
TRADE DATE 05/11/10
(95,000,000.000 )
0.005
470,000.00
12,500.000
EFTA01534828
8.00
(100,000.00)
4,000.000
66.25
(265,000.00)
Quantity
(18,000,000.000 )
Per Unit
Amount
0.006
Market Cost
102,000.00
Account Page 33 of 58
Page 37 of 65
EFTA01534829
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade
Date
Settlement
Date
5/13
Type
Settled Securities Purchased
5/11
Purchase Option
Description
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
PURCHASED FX OPTION
PUT 935,000,000.00 JPY
CALL 10,000,000.00 USD
TRADE DATE 05/11/10
5/13
5/17
Purchase Option
GBP PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.4425
PURCHASED FX OPTION
PUT 6,932,409.00 GBP
CALL 10,000,000.00 USD
TRADE DATE 05/13/10
5/13
5/17
Write Option
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.4425
KI @ 1.63
WRITTEN FX OPTION
CALL 6,932,409.00 EUR
PUT 10,000,000.00 USD
TRADE DATE 05/13/10
5/13
5/17
Purchase Option
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.245
PURCHASED FX OPTION
PUT 8,032,128.51 EUR
CALL 10,000,000.00 USD
TRADE DATE 05/13/10
8,032,128.510
EFTA01534830
0.062
(495,000.00)
(6,932,409.000 )
0.071
495,000.00
6,932,409.000
0.071
(495,000.00)
Quantity
935,000,000.000
Per Unit
Amount
0.001
Market Cost
(470,000.00)
Account Page 34 of 58
Page 38 of 65
EFTA01534831
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade
Date
Settlement
Date
5/17
Type
Settled Securities Purchased
5/13
Write Option
Description
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.245
KI @ 1.38
WRITTEN FX OPTION
CALL 8,032,128.51 EUR
PUT 10,000,000.00 USD
TRADE DATE 05/13/10
5/12
5/17
Purchase
FORD MOTOR CREDIT CO
7 3/8% FEB 1 2011
DTD 1/30/2001
@ 102.85
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 05/12/10
5/13
5/18
Purchase
RAMCO-GERSHENSON PROPERTIES TRUST
@ 11.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/13/10
5/13
5/18
Purchase
TELENAV INC
@ 8.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/13/10
5/13
5/19
Purchase
GETTY REALTY CORP
@ 22.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/13/10
10,000.000
EFTA01534832
22.00
(220,000.00)
3,000.000
8.00
(24,000.00)
5,500.000
11.50
(63,250.00)
5,000,000.000
102.90
(5,142,500.00)
Quantity
(8,032,128.510 )
Per Unit
Amount
0.062
Market Cost
495,000.00
Account Page 35 of 58
Page 39 of 65
EFTA01534833
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade
Date
Settlement
Date
5/19
Type
Settled Securities Purchased
5/14
Purchase
Description
NUSTAR ENERGY LP
@ 56.55
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/14/10
5/13
5/19
Purchase
SOLAR CAPITAL LTD
@ 22.07
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/13/10
5/13
5/19
Purchase
STRATEGIC HOTELS & RESORTS INC
@ 4.60
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/13/10
4/22
5/24
Write Option
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 05/24/2010 DEAL 5163005
WRITTEN OTC CALL
TRADE DATE 04/22/10
AS OF 04/26/10
5/20
5/25
Purchase
ACCRETIVE HEALTH INC
@ 12.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/20/10
5/19
5/25
Purchase
REACHLOCAL INC
EFTA01534834
@ 13.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/19/10
1,500.000
13.00
(19,500.00)
1,500.000
12.00
(18,000.00)
(1.000)
80,000.00
80,000.00
*
20,000.000
4.60
(92,000.00)
13,000.000
22.07
(286,910.00)
Quantity
4,250.000
Per Unit
Amount
56.55
Market Cost
(240,337.50)
Account Page 36 of 58
Page 40 of 65
EFTA01534835
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade
Date
Settlement
Date
5/25
Type
Settled Securities Purchased
5/19
Purchase
Description
RESOURCE CAPITAL CORP
@ 5.25
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/19/10
5/19
5/25
Purchase
VITAMIN SHOPPE INC
@ 23.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/19/10
5/24
5/26
Write Option
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.350% S 30/360 VS 3ML
EXP DATE 07/26/2010 DEAL 5164984
WRITTEN OTC CALL
NEW SWAPTION DEAL # 5164984
TRADE DATE 05/24/10
5/21
5/26
Purchase
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
@ 100.00
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 05/21/10
5,000,000.000
100.00
(5,000,000.00)
(1.000) 909,000.00
909,000.00
2,000.000
23.50
(47,000.00)
Quantity
EFTA01534836
6,400.000
Per Unit
Amount
5.25
Market Cost
(33,600.00)
Account Page 37 of 58
Page 41 of 65
EFTA01534837
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade
Date
Settlement
Date
5/27
Type
Settled Securities Purchased
5/11
Write Option
Description
TO REVERSE ENTRY OF 05/13/2010
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.50
CTS KI @ 81.50
WRITTEN FX OPTION
CALL 95,000,000.00 JPY
PUT 10,000,000.00 USD
TRADE DATE 05/11/10
AS OF 05/13/10
5/11
5/27
Write Option
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
WRITTEN FX OPTION
CALL 935,000,000.00 JPY
PUT 10,000,000.00 USD
TRADE DATE 05/11/10
AS OF 05/13/10
Total Settled Securities Purchased
($11,026,947.50)
(935,000,000.000 )
0.001
470,000.00
Quantity
95,000,000.000
Per Unit
Amount
0.005
Market Cost
(470,000.00)
Account Page 38 of 58
Page 42 of 65
EFTA01534838
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade
Date
5/28
Estimated
Settlement
Date
6/2
Type
Pending Sales, Maturities, Redemptions
Option Buyback
Description
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 05/28/2010 DEAL 5163369
Quantity
1.000
Per Unit
Amount
Proceeds
(380,000.00)
Tax Cost
113,000.00
Realized
Gain/Loss
(267,000.00) S
Trade
Date
Estimated
Settlement
Date
6/2
Type
Description
Pending Securities Purchased
5/28
Write Option
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 08/13/2010 DEAL 5166005
Quantity
(1.000)
Per Unit
Amount
Market Cost
545,000.00
Account Page 39 of 58
Page 43 of 65
EFTA01534839
EFTA01534840
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Portfolio Activity Summary - Canadian Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-9,534,047.18
$9,534,047.18
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Canadian Dollar
INFLOWS & OUTFLOWS
Settlement
Date
5/20
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL JPY
CONTRACT RATE : 91.600000000
TRADE 3/31/10 VALUE 5/20/10
Quantity
(934,320,000.000 )
(9,534,047.18)
($9,534,047.18)
-Year-To-Date
Value*
-9,534,047.18
$9,534,047.18
(9,534,047.18)
($9,534,047.18)
-Local
Value
Current
Period Value
0.00
10,200,000.00
10,200,000.00
(10,200,000.00)
(10,200,000.00)
0.00
EFTA01534841
Year-To-Date
Value*
-10,200,000.00
10,200,000.00
(10,200,000.00)
(10,200,000.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
9,534,047.18
10,200,000.00
Currency
Gain/Loss USD
(519,671.51)
Account Page 40 of 58
Page 44 of 65
EFTA01534842
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
5/20
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY JPY SELL CAD
CONTRACT RATE : 93.350000000
TRADE 4/14/10 VALUE 5/20/10
Total Inflows & Outflows
$0.00
$139,183.85
Quantity
952,170,000.000
Amount USD
Local Value
Amount USD
Local Value
(9,534,047.18)
(10,200,000.00)
Currency
Gain/Loss USD
658,855.36
Account Page 41 of 58
Page 45 of 65
EFTA01534843
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Portfolio Activity Summary - Euro
Beginning Cash Balance
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-692,303.92
$692,303.92
Foreign
Exchange - Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
(692,985.49)
16,724.50
($676,260.99)
-(692,985.49)
16,724.50
($676,260.99)
-(545,250.00)
13,000.00
(532,250.00)
0.00
(545,250.00)
13,000.00
(532,250.00)
-(16,668.60)
($16,668.60)
US
Dollar Value
Local Value
Year-To-Date
Value*
-692,303.92
$692,303.92
(16,668.60)
($16,668.60)
Current
Period
Value
0.00
545,250.00
EFTA01534844
545,250.00
(13,000.00)
(13,000.00)
Year-To-Date
Value*
-545,250.00
545,250.00
(13,000.00)
(13,000.00)
Account
Page 42 of 58
Page 46 of 65
EFTA01534845
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Portfolio Activity Detail - Euro
INFLOWS & OUTFLOWS
Settlement
Date
5/7
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL EUR
EXCHANGE RATE 1.282200000
DEAL 05/05/10 VALUE 05/07/10
5/10
Spot FX
SPOT CURRENCY TRANSACTION - BUY
BUY EUR SELL USD
EXCHANGE RATE 1.269700000
DEAL 05/06/10 VALUE 05/10/10
Total Inflows & Outflows
$675,635.32
($55.90)
(692,303.920)
692,303.92
545,250.00
Quantity
16,668.600
Per Unit
Amount USD
Local Value
Amount USD
Local Value
(16,668.60)
(13,000.00)
Currency
Gain/Loss USD
(55.90)
Account Page 43 of 58
Page 47 of 65
EFTA01534846
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
TRADE ACTIVITY - Euro
Note:
Trade
Date
5/6
Settlement
Date
5/10
C indicates Currency Gain/Loss
Per Unit
Type
Settled Sales/Maturities/Redemptions
Sell Option
Description
PLN CALL EUR PUT
FX EUROPEAN STYLE OPTION
APR 20, 2011 @ 3.9
RESALE OF PURCHASED FX OPTION
TRADE DATE 05/06/10
5/6
5/10
Option Buyback
PLN PUT EUR CALL
FX EUROPEAN STYLE OPTION
APR 20, 2011 @ 3.9
CTS KI @ 4.49
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 05/06/10
Total Settled Sales/Maturities/Redemptions (USD)
($692,985.49)
$0.00
($692,985.49) C
29,250,000.000
0.028
(816,903.11)
(642,750.00)
324,085.73
240,750.00
(492,817.38) C
Quantity
(29,250,000.000 )
Amount USD
Local V
ℹ️ Document Details
SHA-256
4347692de1fd8978fc4a5321de02d16f26734044b28fd36c682117f804dd1423
Bates Number
EFTA01534761
Dataset
DataSet-10
Document Type
document
Pages
118
Comments 0