📄 Extracted Text (9,217 words)
For the Period 11/1/10 to 11/30/10
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Statement Disclosures
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 3PMorgan Clearing Corporation ("JPMCC"). The
Asset Account Statement reflects brokerage
transactions executed through J.P. Morgan Securities LLC ("JPMS"), see
"Portfolio Activity Detail". Equity securities, fixed income
securities, and listed options transactions are generally cleared through
JPMCC, a wholly owned subsidiary of 3PMS. 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 JPMS, see "Portfolio Activity
Detail". Such transactions are cleared and carried through JPMCC.
For important information regarding your accounts refer to the rear of your
statement
W23560001,
242006862
Beginning Net
Market Value
65,800,792.94
5,437,462.01
$71,238,254.95
Ending Net
Market Value
63,033,870.20
5,442,323.03
$68,476,193.23
Change
In Value
(2,766,922.74)
4,861.02
($2,762,061.72)
55
Start on
Page
5
46
Client News
EFTA01538933
Alert:
If you plan to make gifts of securities this year, please
notify your Client Service Representative before
December 15, 2010. This will allow us to process your
request before year-end and meet the deadline for tax
filing purposes.
0000001878.00.0.20.00001.BELLE18.20101209
Page 1 of 57
EFTA01538934
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01538935
For the Period 11/1/10 to 11/30/10
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Convertibles
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
11,602,575.40
24,549,411.46
23,001,905.00
1,138,750.00
(1,894,168.63)
(319,503.40)
12,868,021.07
$70,946,990.90
291,264.05
$71,238,254.95
Ending
Market Value
11,621,600.00
25,025,844.07
22,077,754.60
405,600.00
(1,121,246.50)
(175,457.34)
10,297,180.66
$68,131,275.49
344,917.74
$68,476,193.23
Change
In Value
19,024.60
476,432.61
(924,150.40)
(733,150.00)
772,922.13
144,046.06
(2,570,840.41)
($2,815,715.41)
53,653.69
($2,762,061.72)
Estimated
EFTA01538936
729,070.00
280,008.03
1,457,374.83
Current
Annual Income Allocation
17%
35%
32%
1%
Convertibles
Other
Assets
Asset Allocation
Cash &
Short Term
15%
Equity
$2,466,452.86
100%
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 LLC ("JPMS") 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 57
EFTA01538937
For the Period 11/1/10 to 11/30/10
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
70,946,990.90
(10,919.92)
(244,440.04)
(2,560,355.45)
$68,131,275.49
344,917.74
$68,476,193.23
Year-to-Date
Value
0.00
67,829,185.62
1,649,030.42
(1,346,940.55)
$68,131,275.49
344,917.74
$68,476,193.23
Page 3 of 57
EFTA01538938
For the Period 11/1/10 to 11/30/10
Consolidated Summary
INVESTMENT ACCOUNT(S) YEAR-TO-DATE
Portfolio Activity
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Tax Summary
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Account
Number
W23560001
24200686
$1,649,030.42
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Account
Number
W23560001
24200686
CONTINUED
Beginning
Market Value
0.00
0.00
$0.00
Taxable
Income
1,649,030.42
Net Contributions/
Withdrawals
62,453,929.62
5,375,256.00
$67,829,185.62
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
1,649,030.42
$1,649,030.42
Change in
Investment Value
(1,414,007.58)
67,067.03
($1,346,940.55 )
Realized Gain/Loss
Short-term
EFTA01538939
(2,690,024.55)
(210,381.16)
($2,900,405.71)
Long-term
Ending Market Value
with Accruals
63,033,870.20
5,442,323.03
$68,476,193.23
Unrealized
Gain/Loss,
179,589.65
411,750.00
$591,339.65
Page 4 of 57
EFTA01538940
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01538941
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Asset Account
J.P. Morgan Team
Paul Morris
Paul Barrett
Janet Young
William Doherty III
Banker
Investment Specialist
Client Service Team
Client Service Team
212-464-0701
(212) 622-2770
800/634-1318
Table of Contents
Account Summary
Holdings
Equity
Cash and Short Term
Fixed Income
Convertibles
Options
Foreign Exchange Contracts
Other Assets
Portfolio Activity
Online access
www.MorganOnline.com
For important information regarding your accounts refer to the rear of your
statement
Page
2
4
6
8
11
12
15
16
20
Account W23560001 Page 1 of 41
Page 5 of 57
EFTA01538942
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Account Summary
Asset Allocation
Equity
Cash & Short Term
Fixed Income
Convertibles
Options
Foreign Exchange Contracts
Other Assets
Market Value
Accruals
Market Value with Accruals
Beginning
Ending
Market Value
11,602,575.40
24,391,849.45
23,001,905.00
1,138,750.00
(1,753,318.63)
(319,503.40)
7,447,271.07
$65,509,528.89
291,264.05
$65,800,792.94
Market Value
11,621,600.00
24,995,271.04
22,077,754.60
405,600.00
(1,121,246.50)
(175,457.34)
4,885,430.66
$62,688,952.46
344,917.74
$63,033,870.20
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
($10,919.92)
EFTA01538943
(244,440.04)
(2,565,216.47)
$62,688,952.46
344,917.74
$63,033,870.20
(10,919.92)
Period Value
65,509,528.89
Change
In Value
19,024.60
603,421.59
(924,150.40)
(733,150.00)
632,072.13
144,046.06
(2,561,840.41)
($2,820,576.43)
53,653.69
($2,766,922.74)
Year-to-Date
Value
0.00
76,555,833.97
(8,558,644.35)
(5,543,260.00)
$62,453,929.62
1,649,030.42
(1,414,007.58)
$62,688,952.46
344,917.74
$63,033,870.20
Account W23560001 Page 2 of 41
Page 6 of 57
Estimated
729,070.00
280,008.03
1,457,374.83
Current
Annual Income Allocation
18%
37%
34%
1%
1%
9%
$2,466,452 86
100%
Equity
Cash &
Short Term
EFTA01538944
Fixed
Income
Convertibles
Options
Other
Assets
Asset Allocation
EFTA01538945
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Account Summary
Tax Summary
Domestic Dividends/Distributions
Currency Gain/Loss
Interest Income
Ordinary Income
Original Issue Discount
Accrued Interest Current Year
Accrued Interest Subsequent Year
Taxable Income
CONTINUED
Current
Period Value
(377,877.33)
93,162.84
40,274.45
Year-to-Date
Value
27,800.00
31,520.32
2,135,107.87
47,770.75
40,274.45
(632,401.30)
(1,041.67)
($244,440.04)
$1,649,030.42
Unrealized Gain/Loss
To-Date Value
$179,589.65
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
300,885.98
$300,885.98
Year-to-Date
Value
(2,690,024.55)
($2,690,024.55)
Cost Summary
Equity
Cost
Cash & Short Term
Fixed Income
Convertibles
Other Assets
Total
11,082,529.00
EFTA01538946
24,702,045.49
22,136,956.00
400,000.00
5,650,165.00
$63,971,695.49
Account W23560001 Page 3 of 41
Page 7 of 57
EFTA01538947
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Equity Summary
Asset Categories
US Mid Cap/Small Cap
Preferred Stocks
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Yield
Beginning
Market Value
687,575.40
10,915,000.00
$11,602,575.40
Ending
Market Value
553,500.00
11,068,100.00
$11,621,600.00
Current
Period Value
11,621,600.00
11,082,529.00
539,071.00
729,070.00
6.27%
Preferred Stocks
Change
In Value
(134,075.40)
153,100.00
$19,024.60
Current
Allocation
1%
17%
18%
US Mid Cap/Small Cap
Asset Categories
Equity
Account W23560001 Page 4 of 41
Page 8 of 57
EFTA01538948
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Equity Detail
Estimated
Quantity
US Mid Cap/Small Cap
DEUTSCHE BK AG LDN BRH
DBL LONG ETN38
25154H-55-8 DAG
Preferred Stocks
CITIGROUP CAPITAL XIII
7 7/8% PFD
173080-20-1 C PNNA /BA1
3PM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 3PM PC
Total Preferred Stocks
430,000.000
$11,068,100.00
$10,730,000.00
$338,100.00
$729,070.00
6.59%
400,000.000
25.70
10,280,000.00
9,980,000.00
300,000.00
670,000.00
6.52%
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
50,000.000
11.07
553,500.00
352,529.00
200,971.00
30,000.000
26.27
788,100.00
750,000.00
EFTA01538949
38,100.00
59,070.00
7.50%
Account W23560001 Page 5 of 41
Page 9 of 57
EFTA01538950
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
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
Market Value
9,079,349.45
15,312,500.00
$24,391,849.45
Ending
Market Value
9,661,771.04
15,333,500.00
$24,995,271.04
Current
Period Value
24,995,271.04
24,702,045.49
293,225.55
280,008.03
59,503.87
SUMMARY BY MATURITY
Short Term
6-12 months
15,333,500.00
Market
Value
SUMMARY BY TYPE
Short Term
Corporate Bonds
Market
Value
15,333,500.00
% of Bond
Portfolio
100%
Cash
Change
In Value
582,421.59
21,000.00
$603,421.59
EFTA01538951
Current
Allocation
15%
22%
37%
Asset Categories
Cash &
Short Term
Short Term
Account W23560001 Page 6 of 41
Page 10 of 57
EFTA01538952
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Note:
0 - Bonds purchased at a discount show accretion.
1
Cash & Short Term Detail
Quantity
Cash
CANADIAN DOLLAR
US DOLLAR
Total Cash
Short Term
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
345397-VF-7 B+ /BA2
0 JPM HARRAHS 14M CLN 09/20/11
INITIAL RATE 7.0% CPN
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
4662A0-2C-4 AA- /NR
Total Short Term
15,000,000.00
$15,333,500.00
$15,040,274.45
$15,000,000.00
$293,225.55
$277,109.50
$59,270.00
Account W23560001 Page 7 of 41
Page 11 of 57
0.00%
10,000,000.00
102.21
10,221,000.00
10,040,274.45
10,000,000.00
180,725.55
5,000,000.00
102.25
5,112,500.00
5,000,000.00
112,500.00
277,109.50
59,270.00
1.32%
0.01
9,661,771.03
0.97
1.00
0.01
EFTA01538953
9,661,771.03
$9,661,771.04
0.01
9,661,771.03
$9,661,771.04
$0.00
2,898.53
233.87
$2,898.53
$233.87
0.03%
0.03%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
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.
EFTA01538954
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
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
8,814,682.00
9,787,500.00
3,475,572.60
$22,077,754.60
% of Bond
Portfolio
40%
44%
16%
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 W23560001 Page 8 of 41
Page 12 of 57
Beginning
Market Value
22,678,134.00
323,771.00
$23,001,905.00
Ending
Market Value
21,752,182.00
325,572.60
$22,077,754.60
Current
Period Value
22,077,754.60
EFTA01538955
22,136,956.00
(59,201.40)
1,457,374.83
285,413.87
6.12%
SUMMARY BY TYPE
Fixed Income
Corporate Bonds
International Bonds
Total Value
Market
Value
21,752,182.00
325,572.60
$22,077,754.60
% of Bond
Portfolio
99%
1%
100%
US Fixed Income
- Taxable
Change
In Value
(925,952.00)
1,801.60
($924,150.40)
Current
Allocation
33%
1%
34%
Non-US
Fixed Income
Asset Categories
Fixed
Income
EFTA01538956
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Fixed Income Detail
Quantity
US Fixed Income - Taxable
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
31430Q-BA-4 B- /B2
FORD MOTOR CREDIT CO LLC
SR NOTES 7% APR 15 2015
DTD 04/09/2010
345397-VN-0 B+ /BA2
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
28,200,000.000
$21,752,182.00
$21,818,956.00
($66,774.00)
$1,364,000.00
$195,671.80
Account W23560001 Page 9 of 41
Page 13 of 57
5.78%
10,000,000.000
31.50
3,150,000.00
3,800,000.00
(650,000.00)
5,000,000.000
97.50
4,875,000.00
4,612,500.00
262,500.00
350,000.00
78,750.00
7.49%
5,000,000.000
98.25
EFTA01538957
4,912,500.00
4,725,000.00
187,500.00
350,000.00
20,415.00
7.39%
5,200,000.000
105.69
5,495,932.00
5,523,956.00
(28,024.00)
364,000.00
46,508.80
5.52%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
3,000,000.000
110.63
3,318,750.00
3,157,500.00
161,250.00
300,000.00
49,998.00
6.80%
EFTA01538958
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Quantity
Non-US Fixed Income
REPUBLIC OF ARGENTINA - ARS
FLOATING RATE NOTE DEC 15 2035
DTD 11/01/2005 HELD BY EUROCLEAR
ISIN:ARARGEO3E147
SEDOL:B1MYWX3
EC0698-9B-7 ARS
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
10,000,000.000
3.26
325,572.60
318,000.00
7,572.60
93,374.83
89,742.07
28.96%
Account W23560001 Page 10 of 41
Page 14 of 57
EFTA01538959
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Convertibles Summary
Asset Categories
Convertibles - Fixed Income
Convertibles - Equity
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Convertibles Detail
Estimated
Quantity
Convertibles - Equity
GENERAL MOTORS CO
CV PFD B
37045V-20-9 GM PB
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
Beginning
Market Value
1,138,750.00
0.00
$1,138,750.00
Ending
Market Value
0.00
405,600.00
$405,600.00
Current
Period Value
405,600.00
400,000.00
5,600.00
Change
In Value
(1,138,750.00)
405,600.00
($733,150.00)
Current
EFTA01538960
Allocation
Convertibles
1%
1%
Asset Categories
8,000.000
50.70
405,600.00
400,000.00
5,600.00
Account W23560001 Page 11 of 41
Page 15 of 57
EFTA01538961
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Options Summary
Asset Categories
Foreign Exchange
Other
Total Value
Market Value/Cost
Market Value
Unrealized Gain/Loss
Beginning
Market Value
(1,609,712.33)
(143,606.30)
($1,753,318.63 )
Ending
Market Value
(1,197,720.04)
76,473.54
($1,121,246.50 )
Current
Period Value
(1,121,246.50)
(1,121,246.50)
Change
In Value
411,992.29
220,079.84
$632,072.13
Current
Allocation
Options
1%
1%
Asset Categories
Account W23560001 Page 12 of 41
Page 16 of 57
EFTA01538962
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Options Detail
Quantity
Foreign Exchange
3PY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
KNOCKED IN @ 81.50
XJPYCA-NE-Z
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYPA-SQ-Z
Total Foreign Exchange
Other
DJUBCN3T CALL OPTION
USD PUT OPTION
STRIKE 76.5053
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
OTCEQC-ZX-F
DJUBCN3T PUT OPTION
USD CALL OPTION
STRIKE 70.0530
EXPIRES 12/21/2010
PART OF COLLAR REF 6018672
OTCEQP-ZX-F
2,500,000.000
0.01
13,078.59
125,750.00
(112,671.41)
(2,500,000.000 )
0.04
(103,116.37)
(125,750.00)
22,633.63
($1,197,720.04)
$0.00
($1,197,720.04)
935,000,000.000
35,823.77
470,000.00
(434,176.23)
Price
Market
Value
Premium
Unrealized
Gain/Loss
EFTA01538963
(935,000,000.000 )
0.13
(1,233,543.81)
(470,000.00)
(763,543.81)
Account W23560001 Page 13 of 41
Page 17 of 57
EFTA01538964
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Quantity
Other
WTI CALL OPTION
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDC-GW-X
WTI CALL OPTION
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDC-GW-Y
WTI PUT OPTION
USD CALL OPTION
STRIKE 65.50
EXPIRES 12/15/2010
100,000 BARRELS
OTCBDP-EX-K
WTI PUT OPTION
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-L
Total Other
$76,473.54
$0.00
$76,473.54
(10.000)
10,511.09
(105,110.85)
(450,000.00)
344,889.15
(10.000)
6.70
(67.04)
(400,000.00)
399,932.96
10.000
23,906.80
239,068.03
450,000.00
(210,931.97)
10.000
3,262.12
32,621.18
400,000.00
EFTA01538965
(367,378.82)
Price
Market
Value
Premium
Unrealized
Gain/Loss
Account W23560001 Page 14 of 41
Page 18 of 57
EFTA01538966
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
in Currency
INDIAN RUPEE
US DOLLAR
457,000,000.00
(9,987,979.45)
Foreign Exchange Contracts Detail
Market Value
Receivable
Trade Date
Speculative
INDIAN RUPEE
US DOLLAR
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Nov. 15 10
Feb. 18 11
INR
USD
457,000,000.00
(9,987,979.45)
45.755000
46.573143
9,812,522.11
9,987,979.45
(175,457.34)
Account W23560001 Page 15 of 41
Page 19 of 57
EFTA01538967
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Other Assets Summary
Asset Categories
Swaps
Structured Investments
Total Value
Market Value/Cost
Estimated Value
Tax Cost
Estimated Gain/Loss
Beginning
Estimated Value
793,808.41
6,653,462.66
$7,447,271.07
Ending
Estimated Value
(1,286,875.34)
6,172,306.00
$4,885,430.66
Current
Period Value
4,885,430.66
5,650,165.00
522,141.00
Change
In Value
(2,080,683.75)
(481,156.66)
($2,561,840.41 )
Current
Allocation
Other
Assets
9%
9%
Asset Categories
Account W23560001 Page 16 of 41
Page 20 of 57
EFTA01538968
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Other Assets Detail
Cost
Quantity
Swaps
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
LONG TOTAL RETURN SWAP
3,008,270.00 USD NOTIONAL
BP
MAT NOV 16 2011 DEAL 5958346
N/O Client
SWPBDG-UX-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
1.98
176,965.21
N/A
71,000.000
2.39
(169,969.07)
N/A
20,000.000
4.06
(81,116.46)
N/A
30,000.000
2.81
(84,290.50)
N/A
Price
Estimated
Value
Adjusted
Original
EFTA01538969
Estimated
Gain/Loss
Accruals
Account W23560001 Page 17 of 41
Page 21 of 57
EFTA01538970
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
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
Structured Investments
3PM CORN DLY LIQUIDITY NT 07/25/13
LNKD TO DJUBCN3T
07/22/10
48124A-WK-9
3PM MARKET PLUS PFE 04/24/12
75% CONTIN BARRIER-12.2%CPN
,UNCAPPED
INITIAL LEVEL-10/19/10 PFE: 17.39
48124A-T6-4
3,000,000.000
94.06
2,821,800.00
3,000,000.00
(178,200.00)
2,500,000.000
133.82
3,345,500.00
2,512,500.00
833,000.00
($1,286,875.34)
$0.00
$0.00
50,000.000
2.57
128,639.72
N/A
88,261.000
14.24
(1,257,104.24)
N/A
Price
Estimated
EFTA01538971
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account W23560001 Page 18 of 41
Page 22 of 57
EFTA01538972
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Cost
Quantity
Structured Investments
3PM PUT SPREAD WARRANT W ZO 12/03/10
STRIKE LEVEL -$6.00/BUSHEL, $27.50
INITIAL LEVEL -08/13/10 W ZO:734.25
48121C-32-0
Total Structured Investments
5,505,006.000
$6,172,306.00
$5,650,165.00
$522,141.00
5,006.000
100.00
5,006.00
137,665.00
(132,659.00)
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account W23560001 Page 19 of 41
Page 23 of 57
EFTA01538973
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
INFLOWS
Income
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS
Withdrawals
Interest Purchased
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
4,760,552.68
(3,810,515.00)
$950,037.68
$9,661,771.03
* Year to date information is calculated on a calendar year basis.
45,235,264.45
(104,423,168.25)
($59,187,903.80)
-(10,563,793.47)
($10,574,713.39)
10,121,816.16
$10,214,979.00
(10,919.92)
Period
Value
9,071,467.74
93,162.84
Year-To-Date
Value*
-1,530,506.57
76,555,833.96
71,222,766.52
$149,309,107.05
(8,558,644.35)
(1,041.67)
(71,899,746.20)
($80,459,432.22)
Current
Cost
Adjustments
EFTA01538974
Accretion
Total Cost Adjustments
Period Value
40,274.45
$40,274.45
Year-To-Date
Value*
40,274.45
$40,274.45
Account W23560001 Page 20 of 41
Page 24 of 57
EFTA01538975
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
11/1
Type
Interest Income
Description
DEPOSIT SWEEP INTEREST FOR OCT. @
.03% RATE ON NET AVG COLLECTED
BALANCE OF $11,024,183.53
AS OF 11/01/10
11/4
Misc. Disbursement
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
SWAP RESET PAYMENT
11/5
Spot FX
SPOT CURRENCY TRANSACTION - BUY
BUY EUR SELL USD
EXCHANGE RATE 1.411530000
DEAL 11/03/10 VALUE 11/05/10
11/8
Receipt of Assets
LONG TOTAL RETURN SWAP
3,008,270.00 USD NOTIONAL
BP
MAT NOV 03 2011 DEAL 5955541
TRADE DATE 11/03/10
11/10
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL USD
CONTRACT RATE : 1.411500000
TRADE 11/03/10 VALUE 11/10/10
11/10
Corporate Interest
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
5,000,000.000
0.018
87,500.00
212,415.590
290,977.47
(299,824.60)
EFTA01538976
71,000.000
2,500.000
3,528.82
(3,528.82)
(10,919.92)
Quantity
Cost
Per Unit
Amount
Amount
280.90
Account W23560001 Page 21 of 41
Page 25 of 57
EFTA01538977
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
INFLOWS & OUTFLOWS
Settlement
Date
11/16
11/22
Type
Accrued Interest Received
Forward FX Contract
Description
AMR CORP
CV 6 1/4% OCT 15 2014
DTD 09/28/2009
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 44.540000000
TRADE 10/18/10 VALUE 11/22/10
11/22
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL INR
CONTRACT RATE : 45.150000000
TRADE 11/15/10 VALUE 11/22/10
Total Inflows & Outflows
($359,734.39)
(457,000,000.000 )
(10,063,862.58)
10,121,816.16
457,000,000.000
10,063,862.58
(10,260,440.05)
Quantity
Cost
Per Unit
Amount
1,000,000.000
0.005
Amount
5,381.94
Account W23560001 Page 22 of 41
Page 26 of 57
EFTA01538978
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
TRADE ACTIVITY
Note:
S
Trade
Date
10/27
Settlement
Date
11/2
indicates Short Term Realized Gain/Loss
Settled transaction was initiated in prior statement period and settled in
current statement period
Type
Settled Sales/Maturities/Redemptions
Sale
Description
PACIFIC BIOSCIENCES OF CALIF
@ 16.75
50,250.00
BROKERAGE
TAX &/OR SEC
10/27
11/2
Sale
PROLOGIS
@ 13.08672
BROKERAGE
TAX &/OR SEC
10/28
11/2
Sale
150.00
.85
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/27/10
(30,000.000)
392,601.60
1,500.00
6.64
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/27/10
SEACUBE CONTAINER LEASING LT
@ 10.84266
48,791.97
BROKERAGE
TAX &/OR SEC
10/29
11/3
EFTA01538979
Sale
225.00
.83
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/28/10
FLAGSTAR BANCORP INC
@ 24.16175
BROKERAGE
TAX &/OR SEC
(4,899.000)
118,368.41
244.95
2.01
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/29/10
24.111
118,121.45
(97,980.00)
20,141.45 S*
(4,500.000)
10.792
48,566.14
(45,000.00)
3,566.14 S*
13.036
391,094.96
(369,000.00)
22,094.96 S*
Quantity
(3,000.000)
Per Unit
Amount
16.70
Proceeds
50,099.15
Tax Cost
(48,000.00)
Realized
Gain/Loss
2,099.15 S*
Account W23560001 Page 23 of 41
Page 27 of 57
EFTA01538980
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Trade
Date
11/2
Settlement
Date
11/5
Type
Settled Sales/Maturities/Redemptions
Sale
Description
FLAGSTAR BANCORP INC
@ 1.16
BROKERAGE
TAX &/OR SEC
11/3
11/8
Sale
Quantity
(40,020.000)
46,423.20
800.40
.79
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/02/10
CORPORATE OFFICE PROPERTIES TRUST
@ 36.08701
BROKERAGE
TAX &/OR SEC
11/3
11/8
Sale
HCP, INC
@ 35.67525
BROKERAGE
TAX &/OR SEC
11/3
11/10
Sale
35,675.25
100.00
.61
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/03/10
SODASTREAM INTERNATIONAL LTD
@ 24.638
36,957.00
BROKERAGE
TAX &/OR SEC
11/5
EFTA01538981
11/10
Sale
100.00
.63
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/03/10
FRESH MARKET INC THE
@ 32.2795
BROKERAGE
TAX &/OR SEC
(3,000.000)
96,838.50
150.00
1.64
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/05/10
Account W23560001 Page 24 of 41
Page 28 of 57
32.229
96,686.86
(66,000.00)
30,686.86 S
(1,500.000)
24.571
36,856.37
(30,000.00)
6,856.37 S
126,304.54
175.00
2.14
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/03/10
(1,000.000)
35.575
35,574.64
(35,250.00)
324.64 S
(3,500.000)
36.036
126,127.40
(119,875.00)
6,252.40 S
Per Unit
Amount
1.14
Proceeds
45,622.01
Tax Cost
(40,020.00)
Realized
Gain/Loss
EFTA01538982
5,602.01 S
EFTA01538983
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Trade
Date
11/5
Settlement
Date
11/10
Type
Settled Sales/Maturities/Redemptions
Sale
Description
WESTAR ENERGY INC
@ 25.57241
BROKERAGE
TAX &/OR SEC
11/10
11/16
Sale
AMR CORP
CV 6 1/4% OCT 15 2014
DTD 09/28/2009
@ 120.25
JP MORGAN SECURITIES LLC (BIDL)
TRADE DATE 11/10/10
11/10
11/16
Sale
WESTPORT INNOVATIONS INC
@ 17.31033
51,930.99
BROKERAGE
TAX &/OR SEC
11/11
11/16
Sale
150.00
.88
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/10/10
ENBRIDGE ENERGY PARTNERS L P
UNIT OF LIMITED PARTNERSHIP INT
@ 60.15
210,525.00
BROKERAGE
TAX &/OR SEC
175.00
3.56
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/11/10
(3,500.000)
EFTA01538984
60.099
210,346.44
(210,420.00)
(73.56) S
(3,000.000)
17.26
51,780.11
(52,500.00)
(719.89) S
Quantity
(3,000.000)
76,717.23
150.00
1.30
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/05/10
(1,000,000.000 )
120.30
1,202,500.00
(1,001,250.00)
201,250.00 S
Per Unit
Amount
25.522
Proceeds
76,565.93
Tax Cost
(76,620.00)
Realized
Gain/Loss
(54.07) S
Account W23560001 Page 25 of 41
Page 29 of 57
EFTA01538985
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Trade
Date
11/11
Settlement
Date
11/16
Type
Settled Sales/Maturities/Redemptions
Sale
Description
SUNSTONE HOTEL INVESTORS-W/D
@ 9.90193
54,460.62
BROKERAGE
TAX &/OR SEC
11/10
11/17
Sale
275.00
.93
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/11/10
NOAH HOLDINGS LTD SPON ADS
@ 15.95225
31,904.50
BROKERAGE
TAX &/OR SEC
11/11
11/17
Sale
100.00
.54
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/10/10
APPROACH RESOURCES INC
@ 17.96028
62,860.98
BROKERAGE
TAX &/OR SEC
11/11
11/17
Sale
BLACK HILLS CORP
@ 30.208
BROKERAGE
TAX &/OR SEC
11/11
11/17
Sale
EFTA01538986
175.00
1.07
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/11/10
(7,000.000)
211,456.00
350.00
3.58
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/11/10
WATSON PHARMACEUTICALS INC
@ 50.22731
BROKERAGE
TAX &/OR SEC
100,454.62
100.00
1.70
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/11/10
Account W23560001 Page 26 of 41
Page 30 of 57
(2,000.000)
50.176
100,352.92
(99,500.00)
852.92 S
30.157
211,102.42
(208,250.00)
2,852.42 S
(3,500.000)
17.91
62,684.91
(56,875.00)
5,809.91 S
(2,000.000)
15.902
31,803.96
(24,000.00)
7,803.96 S
Quantity
(5,500.000)
Per Unit
Amount
9.852
Proceeds
54,184.69
Tax Cost
(56,375.00)
Realized
Gain/Loss
EFTA01538987
(2,190.31) S
EFTA01538988
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Trade
Date
11/12
Settlement
Date
11/17
Type
Settled Sales/Maturities/Redemptions
Sale
Description
SENSATA TECHNOLOGIES HOLDING
@ 24.746
49,492.00
BROKERAGE
TAX &/OR SEC
11/12
11/17
Sale
SWIFT ENERGY CO
@ 36.4815
BROKERAGE
TAX &/OR SEC
11/16
11/19
Sale
100.00
.84
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/12/10
(2,000.000)
72,963.00
100.00
1.24
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/12/10
PLAINS ALL AMERICAN PIPELINE L P
UNIT OF LIMITED PARTNERSHIP INT
@ 61.6805
123,361.00
BROKERAGE
TAX &/OR SEC
11/16
11/19
Sale
100.00
2.09
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/16/10
TRW AUTOMOTIVE HOLDING CORP
EFTA01538989
@ 46.50
116,250.00
BROKERAGE
TAX &/OR SEC
125.00
1.97
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/16/10
(2,500.000)
46.449
116,123.03
(121,250.00)
(5,126.97) S
(2,000.000)
61.629
123,258.91
(125,200.00)
(1,941.09) S
36.431
72,861.76
(73,200.00)
(338.24) S
Quantity
(2,000.000)
Per Unit
Amount
24.696
Proceeds
49,391.16
Tax Cost
(48,200.00)
Realized
Gain/Loss
1,191.16 S
Account W23560001 Page 27 of 41
Page 31 of 57
EFTA01538990
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Trade
Date
11/18
Settlement
Date
11/24
Type
Settled Sales/Maturities/Redemptions
Sale
Description
GENERAL MOTORS CO
@ 34.00
BROKERAGE
TAX &/OR SEC
11/22
11/26
Sale
Quantity
(40,000.000)
1,360,000.00
2,000.00
22.99
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/18/10
AEROFLEX HOLDING CORP
@ 13.3235
BROKERAGE
TAX &/OR SEC
11/22
11/26
Sale
(2,000.000)
26,647.00
100.00
.46
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/22/10
LPL INVESTMENT HOLDINGS INC
@ 32.2125
64,425.00
BROKERAGE
TAX &/OR SEC
Total Settled Sales/Maturities/Redemptions
Trade
Date
Settlement
Date
11/1
Type
EFTA01538991
Settled Securities Purchased
10/26
Purchase
Description
PACIFIC BIOSCIENCES OF CALIF
@ 16.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/26/10
Account W23560001 Page 28 of 41
Page 32 of 57
Quantity
3,000.000
Per Unit
Amount
16.00
100.00
1.09
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/22/10
$4,760,552.68
($4,411,765.00)
$348,787.68 S
(2,000.000)
32.162
64,323.91
(60,000.00)
4,323.91 S
13.273
26,546.54
(27,000.00)
(453.46) S
Per Unit
Amount
33.949
Proceeds
1,357,977.01
Tax Cost
(1,320,000.00)
Realized
Gain/Loss
37,977.01 S
Market Cost
(48,000.00) *
EFTA01538992
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Trade
Date
Settlement
Date
11/1
Type
Settled Securities Purchased
10/26
Purchase
Description
PROLOGIS
@ 12.30
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/26/10
10/27
11/2
Purchase
SEACUBE CONTAINER LEASING LT
@ 10.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/27/10
10/28
11/2
Purchase
FLAGSTAR BANCORP INC
@ 1.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/28/10
10/28
11/2
Purchase
FLAGSTAR BANCORP INC
@ 20.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 10/28/10
11/2
11/5
Purchase
CORPORATE OFFICE PROPERTIES TRUST
@ 34.25
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/02/10
11/3
11/8
Purchase
HCP, INC
@ 35.25
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/03/10
EFTA01538993
11/3
11/9
Purchase
SODASTREAM INTERNATIONAL LTD
@ 20.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/03/10
Account W23560001 Page 29 of 41
Page 33 of 57
1,500.000
20.00
(30,000.00)
1,000.000
35.25
(35,250.00)
3,500.000
34.25
(119,875.00)
4,899.000
20.00
(97,980.00) *
40,020.000
1.00
(40,020.00) *
4,500.000
10.00
(45,000.00) *
Quantity
30,000.000
Per Unit
Amount
12.30
Market Cost
(369,000.00) *
EFTA01538994
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Trade
Date
Settlement
Date
11/10
Type
Settled Securities Purchased
11/4
Purchase
Description
FRESH MARKET INC THE
@ 22.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/04/10
11/4
11/10
Purchase
WESTAR ENERGY INC
@ 25.54
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/04/10
11/9
11/15
Purchase
SUNSTONE HOTEL INVESTORS-W/D
@ 10.25
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/09/10
11/10
11/15
Purchase
ENBRIDGE ENERGY PARTNERS L P
UNIT OF LIMITED PARTNERSHIP INT
@ 60.12
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/10/10
11/9
11/15
Purchase
WESTPORT INNOVATIONS INC
@ 17.50
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/09/10
11/9
11/16
Purchase
NOAH HOLDINGS LTD SPON ADS
@ 12.00
J.P. MORGAN SECURITIES LLC
EFTA01538995
TRADE DATE 11/09/10
2,000.000
12.00
(24,000.00)
3,000.000
17.50
(52,500.00)
3,500.000
60.12
(210,420.00)
5,500.000
10.25
(56,375.00)
3,000.000
25.54
(76,620.00)
Quantity
3,000.000
Per Unit
Amount
22.00
Market Cost
(66,000.00)
Account W23560001 Page 30 of 41
Page 34 of 57
EFTA01538996
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Trade
Date
Settlement
Date
11/17
Type
Settled Securities Purchased
11/10
Purchase
Description
APPROACH RESOURCES INC
@ 16.25
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/10/10
11/10
11/17
Purchase
BLACK HILLS CORP
@ 29.75
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/10/10
11/10
11/17
Purchase
WATSON PHARMACEUTICALS INC
@ 49.75
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/10/10
11/12
11/17
Purchase
SENSATA TECHNOLOGIES HOLDING
@ 24.10
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/12/10
11/11
11/17
Purchase
SWIFT ENERGY CO
@ 36.60
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/11/10
11/16
11/19
Purchase
PLAINS ALL AMERICAN PIPELINE L P
UNIT OF LIMITED PARTNERSHIP INT
@ 62.60
J.P. MORGAN SECURITIES LLC
EFTA01538997
TRADE DATE 11/16/10
2,000.000
62.60
(125,200.00)
2,000.000
36.60
(73,200.00)
2,000.000
24.10
(48,200.00)
2,000.000
49.75
(99,500.00)
7,000.000
29.75
(208,250.00)
Quantity
3,500.000
Per Unit
Amount
16.25
Market Cost
(56,875.00)
Account W23560001 Page 31 of 41
Page 35 of 57
EFTA01538998
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Trade
Date
Settlement
Date
11/19
Type
Settled Securities Purchased
11/16
Purchase
Description
TRW AUTOMOTIVE HOLDING CORP
@ 48.50
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/16/10
11/18
11/23
Purchase
GENERAL MOTORS CO
CV PFD B
@ 50.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/18/10
11/18
11/23
Purchase
LPL INVESTMENT HOLDINGS INC
@ 30.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/18/10
11/18
11/24
Purchase
GENERAL MOTORS CO
@ 33.00
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/18/10
11/19
11/24
Purchase
AEROFLEX HOLDING CORP
@ 13.50
J.P. MORGAN SECURITIES LLC
TRADE DATE 11/19/10
Total Settled Securities Purchased
($3,810,515.00)
2,000.000
13.50
(27,000.00)
40,000.000
EFTA01538999
33.00
(1,320,000.00)
2,000.000
30.00
(60,000.00)
8,000.000
50.00
(400,000.00)
Quantity
2,500.000
Per Unit
Amount
48.50
Market Cost
(121,250.00)
Account W23560001 Page 32 of 41
Page 36 of 57
EFTA01539000
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
COST ADJUSTMENTS
Settlement
Date
11/30
Type
Orig. Issue Discount
Description
JPM HARRAHS 14M CLN 09/20/11
INITIAL RATE 7.0% CPN
WHERE MAX RATE IS 7.0% PER ANNUM
DD 7/7/10
CORPORATE BOND OID
Quantity
10,000,000.000
Cost Basis
Adjustments
40,274.45
Account W23560001 Page 33 of 41
Page 37 of 57
EFTA01539001
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Portfolio Activity Summary - Euro
Beginning Cash Balance
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-7,143,755.77
$7,143,755.77
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.
(3,503.50)
($3,503.50)
-(456,060.36)
80,824.48
($375,235.88)
-(2,500.00)
(2,500.00)
0.00
(350,750.00)
63,000.00
(287,750.00)
-(7,140,226.95)
($7,140,226.95)
US
Dollar Value
Local Value
Year-To-Date
Value*
-7,836,059.69
$7,836,059.69
(7,462,082.95)
($7,462,082.95)
Current
Period
Value
0.00
5,214,915.59
5,214,915.59
(5,212,415.59)
EFTA01539002
(5,212,415.59)
Year-To-Date
Value*
-5,760,165.59
5,760,165.59
(5,472,415.59)
(5,472,415.59)
Account
W23560001 Page 34 of 41
Page 38 of 57
EFTA01539003
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Portfolio Activity Detail - Euro
INFLOWS & OUTFLOWS
Settlement
Date
11/5
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - BUY
BUY EUR SELL USD
EXCHANGE RATE 1.411530000
DEAL 11/03/10 VALUE 11/05/10
11/10
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL HUF
CONTRACT RATE : 283.300000000
TRADE 8/06/10 VALUE 11/10/10
11/10
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY HUF SELL EUR
CONTRACT RATE : 271.755000000
TRADE 11/03/10 VALUE 11/10/10
11/10
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL USD
CONTRACT RATE : 1.411500000
TRADE 11/03/10 VALUE 11/10/10
Total Inflows & Outflows
$3,528.82
$335,792.42
(299,824.600)
290,977.47
212,415.59
(8,847.13)
1,416,500,000.000
(7,140,226.95)
(5,212,415.59)
141,140.17
(1,416,500,000.000 )
6,849,249.48
5,000,000.00
203,499.38
Quantity
(3,528.820)
Per Unit
Amount USD
EFTA01539004
Local Value
Amount USD
Local Value
3,528.82
2,500.00
Currency
Gain/Loss USD
Account W23560001 Page 35 of 41
Page 39 of 57
EFTA01539005
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
TRADE ACTIVITY - Euro
Note:
Trade
Date
11/3
Settlement
Date
11/5
C indicates Currency Gain/Loss
Per Unit
Type
Settled Sales/Maturities/Redemptions
Option Buyback
Description
HUF PUT EUR CALL
FX EUROPEAN STYLE OPTION
NOV 10, 2010 @ 297.5
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 11/03/10
Quantity
1,487,500,000.000
Amount USD
Local Value
Proceeds USD
Local Value
(3,503.50)
(2,500.00)
Tax Cost USD
Realized
Local Value Gain/Loss USD
64,099.98
50,000.00
60,596.48 C
Per Unit
Market
Trade
Date
11/3
Settlement
Date
11/5
Type
Settled Securities Purchased
Sale
Description
HUF PUT EUR CALL
FX EUROPEAN STYLE OPTION
NOV 10, 2010 @ 297.5
REPURCHASE OF WRITTEN FX OPTION
EFTA01539006
TRADE DATE 11/03/10
Quantity
(2,500.000)
Amount USD
Local Value
Cost USD
Local Value
Currency
Gain/Loss USD
(25.32)
Account W23560001 Page 36 of 41
Page 40 of 57
EFTA01539007
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Portfolio Activity Summary - Hungarian Forint
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-7,075,268.83
$7,075,268.83
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Hungarian Forint
INFLOWS & OUTFLOWS
Settlement
Date
11/10
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL HUF
CONTRACT RATE : 283 300000000
TRADE 8/06/10 VALUE 11/10/10
Quantity
5,000,000.000
(7,075,268.83)
($7,075,268.83)
-Year-To-Date
Value*
-7,075,268.83
$7,075,268.83
(7,075,268.83)
($7,075,268.83)
-Local
Value
Current
Period Value
0.00
1,416,500,000.00
1,416,500,000.00
(1,416,500,000.00 )
(1,416,500,000.00 )
0.00
EFTA01539008
Year-To-Date
Value*
-1,416,500,000.00
1,416,500,000.00
(1,416,500,000.00
)
(1,416,500,000.00 )
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
(7,075,268.83)
(1,416,500,000.00 )
Currency
Gain/Loss USD
(429,518.73)
Account W23560001 Page 37 of 41
Page 41 of 57
EFTA01539009
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
11/10
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY HUF SELL EUR
CONTRACT RATE : 271.755000000
TRADE 11/03/10 VALUE 11/10/10
Total Inflows & Outflows
$0.00
($635,617.02)
Quantity
(5,212,415.590 )
Amount USD
Local Value
Amount USD
Local Value
7,075,268.83
1,416,500,000.00
Currency
Gain/Loss USD
(206,098.29)
Account W23560001 Page 38 of 41
Page 42 of 57
EFTA01539010
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Portfolio Activity Summary - Indian Rupee
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-10,063,862.58
$10,063,862.58
Foreign
Exchange - Outflows
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Indian Rupee
INFLOWS & OUTFLOWS
Settlement
Date
11/22
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY INR SELL USD
CONTRACT RATE : 44.540000000
TRADE 10/18/10 VALUE 11/22/10
Quantity
(10,260,440.050 )
(10,063,862.58)
($10,063,862.58)
-Year-To-Date
Value*
-40,118,445.74
$40,118,445.74
(40,063,779.27)
($40,063,779.27)
-Local
Value
Current
Period Value
0.00
457,000,000.00
457,000,000.00
(457,000,000.00)
(457,000,000.00)
0.00
EFTA01539011
Year-To-Date
Value*
-1,817,500,000.00
1,817,500,000.00
(1,817,500,000.00
)
(1,817,500,000.00 )
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
10,063,862.58
457,000,000.00
Currency
Gain/Loss USD
(196,577.47)
Account W23560001 Page 39 of 41
Page 43 of 57
EFTA01539012
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
11/22
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL INR
CONTRACT RATE : 45.150000000
TRADE 11/15/10 VALUE 11/22/10
Total Inflows & Outflows
$0.00
($138,623.89)
Quantity
10,121,816.160
Amount USD
Local Value
Amount USD
Local Value
(10,063,862.58)
(457,000,000.00)
Currency
Gain/Loss USD
57,953.58
Account W23560001 Page 40 of 41
Page 44 of 57
EFTA01539013
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/10 to 11/30/10
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Trade Related
EURO
U S DOLLAR
Speculative
EURO
HUNGARIAN FORINT
EURO
HUNGARIAN FORINT
EURO
U S DOLLAR
INDIAN RUPEE
U S DOLLAR
INDIAN RUPEE
U S DOLLAR
Nov. 3 10
Nov. 5 10
EUR
USD
Amount
Counter Amount Contract Rate Revaluation Rate
2,500.00
(3,528.82)
1.411530
1.411530
Contracted Base
Amount USD
(3,528.82)
Revalued
Amount USD
3,528.82
Currency G/L
Aug. 6 10
Nov. 10 10
EUR
Nov. 3 10
Nov. 10 10
Nov. 3 10
Nov. 10 10
Oct. 18 10
Nov. 22 10
Nov. 15 10
Nov. 22 10
EUR
EUR
USD
EFTA01539014
USD
USD
5,000,000.00
HUF (1,416,500,000.00 )
(5,212,415.59)
HUF 1,416,500,000.00
212,415.59
(299,824.60)
INR
457,000,000.00
(10,260,440.05)
INR (457,000,000.00)
10,121,816.16
44.540000
45.150000
45.410000
45.410000
(10,260,440.05)
10,121,816.16
10,063,862.58
(10,063,862.58)
(196,577.47)
57,953.58
283.300000
271.755000
1.411500
292.648657
269.282713
1.369850
(7,075,268.83)
7,075,268.83
(299,824.60)
6,849,249.48
(7,140,226.95)
290,977.47
(226,019.35)
(64,958.12)
(8,847.13)
Account W23560001 Page 41 of 41
Page 45 of 57
EFTA01539015
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01539016
J.P. Morgan Securities LLC
FINANCIAL TRUST COMPANY INC
383 Madison Avenue, New York, NY 10179
ACCT. 24200686
For the Period 11/1/10 to 11/30/10
Margin Account
J.P. Morgan Team
Paul Morris
Paul Barrett
Janet Young
William Doherty III
Online access
Banker
Investment Specialist
Client Service Team
Client Service Team
www.MorganOnline.com
Transactions cleared and carried through J.P. Morgan Clearing Corp. - One
Metrotech Center North, Brooklyn, NY 11201-3859,
(347) 643-2578
For important information regarding your accounts refer to the rear of your
statement
212-464-0701
(212) 622-2770
800/634-1318
Table of Contents
Account Summary
Holdings
Cash and Short Term
Options
Other Assets
Portfolio Activity
4
5
6
7
Page
2
Account 24200686 Page 1 of 9
Page 46 of 57
EFTA01539017
FINANCIAL TRUST COMPANY INC
Account Summary
MARGIN
Cash
Asset Allocation
Cash & Short Term
Options
Other Assets
Market Value
Market Value
0.00
0.00
0.00
$0.00
Margin
Market Value
30,573.03
0.00
5,411,750.00
$5,442,323.03
Current
Portfolio Activity
Beginning Market Value
Contributions
Withdrawals & Fees
Securities Transferred In
Net Contributions/Withdrawals
Change In Investment Value
Ending Market Value
$0.00
4,861.02
$5,442,323.03
Period Value
5,437,462.01
Short
Market Value
0.00
0.00
0.00
$0.00
Year-to-Date
Value
0.00
274,012.00
(137,006.00)
5,238,250.00
$5,375,256.00
67,067.03
$5,442,323.03
Total
30,573.03
EFTA01539018
0.00
Estimated
Current
Market Value Annual Income Allocation
1%
Cash &
Short Term
5,411,750.00
$5,442,323.03
99%
$0.00
100%
Asset Allocation - Margin
ACCT. 24200686
For the Period 11/1/10 to 11/30/10
Other
Assets
Account 24200686 Page 2 of 9
Page 47 of 57
EFTA01539019
FINANCIAL TRUST COMPANY INC
Account Summary
CONTINUED
Current
Tax Summary
ST Realized Gain/Loss
Realized Gain/Loss
Period Value
(126,988.98)
($126,988.98)
Year-to-Date
Value
(210,381.16)
($210,381.16)
ACCT. 24200686
For the Period 11/1/10 to 11/30/10
Unrealized Gain/Loss
To-Date Value
$411,750.00
Cost Summary
Cash & Short Term
Other Assets
5,000,000.00
Cost
30,573.03
Total
$5,030,573.03
Investment Objectives
Speculation Permitted
Capital Appreciation
Yes
Yes
Account 24200686 Page 3 of 9
Page 48 of 57
ℹ️ Document Details
SHA-256
4b95ddfca5f1f9b1ee2bae6162fed1f2da1be10c9f9b9a542f90fe64d3cdfa22
Bates Number
EFTA01538933
Dataset
DataSet-10
Document Type
document
Pages
105
Comments 0