📄 Extracted Text (11,642 words)
For the Period 6/1/10 to 6/30/10
0000000049.00.0.01.RRRRR.BELLE18.20100803
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
66,864,391.44
0.00
$66,864,391.44
Ending Net
Market Value
62,206,344.11
127,000.59
$62,333,344.70
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 70
Change
In Value
(4,658,047.33)
127,000.59
($4,531,046.74)
Start on
Page
5
EFTA01535077
59
EFTA01535078
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01535079
For the Period 6/1/10 to 6/30/10
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
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
Ending
Market Value
19,306,180.00
37,092,334.87
17,045,334.00
(4,195,724.03)
(857,729.76)
(6,731,159.99)
$61,659,235.09
674,109.61
$62,333,344.70
Change
In Value
57,602.50
1,804,122.97
(1,996,370.00)
(2,529,932.53)
(140,342.72)
(2,161,641.86)
($4,966,561.64)
435,514.90
($4,531,046.74)
Estimated
1,371,200.00
666,510.72
1,136,500.00
Current
EFTA01535080
Annual Income Allocation
31%
38%
28%
1%
1%
1%
$3,174,210.72
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 70
EFTA01535081
For the Period 6/1/10 to 6/30/10
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
66,625,796.73
17,500.00
495,838.25
(5,479,899.89)
$61,659,235.09
674,109.61
$62,333,344.70
Year-to-Date
Value
0.00
74,286,268.23
(249,159.96)
(12,377,873.18)
$61,659,235.09
674,109.61
$62,333,344.70
Page 3 of 70
EFTA01535082
For the Period 6/1/10 to 6/30/10
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
($249,159.96)
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
($1,690,757.00)
Account
Number
CONTINUED
Beginning
Market Value
0.00
0.00
$0.00
Taxable
Income
(249,159.96)
Net Contributions/
Withdrawals
74,149,262.23
137,006.00
$74,286,268.23
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
(249,159.96)
($249,159.96)
Short-term
(1,690,757.00)
Change in
Investment Value
(12,367,867.77 )
(10,005.41)
EFTA01535083
($12,377,873.18 )
Realized Gain/Loss
Long-term
Ending Market Value
with Accruals
62,206,344.11
127,000.59
$62,333,344.70
Unrealized
Gain/Loss,
(3,393,226.02)
(10,005.41)
($3,403,231.43)
Page 4 of 70
EFTA01535084
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01535085
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
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 54
Page 5 of 70
EFTA01535086
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
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
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
Market Value
19,306,180.00
37,092,334.28
17,045,334.00
(4,322,724.03)
(857,729.76)
(6,731,159.99)
$61,532,234.50
674,109.61
$62,206,344.11
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
($119,506.00)
495,838.25
(5,469,894.48)
$61,532,234.50
EFTA01535087
674,109.61
$62,206,344.11
Period Value
66,625,796.73
17,500.00
(137,006.00)
Change
In Value
57,602.50
1,804,122.38
(1,996,370.00)
(2,656,932.53)
(140,342.72)
(2,161,641.86)
($5,093,562.23)
435,514.90
($4,658,047.33)
Equity
Year-to-Date
Value
0.00
76,050,715.67
(1,596,448.44)
(305,005.00)
$74,149,262.23
(249,159.96)
(12,367,867.77)
$61,532,234.50
674,109.61
$62,206,344.11
Estimated
1,371,200.00
666,510.72
1,136,500.00
Current
Annual Income Allocation
26%
51%
23%
Fixed
Income
$3,174,210.72
100%
Cash &
Short Term
Asset Allocation
Account Page 2 of 54
Page 6 of 70
EFTA01535088
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Account Summary
Tax Summary
Domestic Dividends/Distributions
Currency Gain/Loss
Interest Income
Taxable Income
CONTINUED
Current
Period Value
11,000.00
375,748.98
109,089.27
$495,838.25
Year-to-Date
Value
11,000.00
(326,091.27)
65,931.31
($249,159.96)
Unrealized Gain/Loss
To-Date Value
($3,393,226.02)
ST Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
(1,314,122.88)
($1,314,122.88)
Year-to-Date
Value
(1,690,757.00)
($1,690,757.00)
Cost Summary
Equity
Cost
Cash & Short Term
Fixed Income
Options
Total
20,358,910.00
37,078,734.28
18,248,206.00
(3,171,500.01)
$72,514,350.27
Account Page 3 of 54
Page 7 of 70
EFTA01535089
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
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
234,557.50
406,020.00
18,608,000.00
$19,248,577.50
Ending
Market Value
0.00
338,180.00
18,968,000.00
$19,306,180.00
Current
Period Value
19,306,180.00
20,358,910.00
(1,052,730.00)
1,371,200.00
342,800.00
7.10%
Preferred Stocks
Change
In Value
(234,557.50)
(67,840.00)
360,000.00
$57,602.50
Current
Allocation
Equity
1%
25%
26%
US Mid Cap/Small Cap
Asset Cate ories
Account Page 4 of 54
EFTA01535090
Page 8 of 70
EFTA01535091
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Equity Detail
Estimated
Quantity
US Mid Cap/Small Cap
SOLAR CAPITAL LTD
83413U-10-0 SLRC
STRATEGIC HOTELS & RESORTS INC
Total US Mid Cap/Small Cap
86272T-10-6 BEE
33,000.000
Preferred Stocks
3PM CHASE CAPITAL XXIX
6.7% PFD
48125E-20-7 3PM PC
800,000.000
23.71
18,968,000.00
19,980,000.00
(1,012,000.00)
1,340,000.00
335,000.00
7.06%
$338,180.00
$378,910.00
($40,730.00)
$31,200.00
$7,800.00
9.23%
20,000.000
4.39
87,800.00
92,000.00
(4,200.00)
Price
Market
Value
Tax Cost
Adjusted
Original
Unrealized
Gain/Loss
Annual Income
Accrued
Dividends
Yield
13,000.000
19.26
250,380.00
286,910.00
EFTA01535092
(36,530.00)
31,200.00
7,800.00
12.46%
Account Page 5 of 54
Page 9 of 70
EFTA01535093
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
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
Yield
SUMMARY BY MATURITY
Short Term
6-12 months
10,156,100.00
Market
Value
Market Value
30,188,411.90
5,099,800.00
$35,288,211.90
Ending
Market Value
26,936,234.28
10,156,100.00
$37,092,334.28
Current
Period Value
37,092,334.28
37,078,734.28
13,600.00
666,510.72
167,243.31
1.15%
SUMMARY BY TYPE
Short Term
Corporate Bonds
Market
Value
10,156,100.00
% of Bond
Portfolio
100%
Cash
Short Term
Change
In Value
EFTA01535094
(3,252,177.62)
5,056,300.00
$1,804,122.38
Current
Allocation
37%
14%
51%
Asset Categories
Cash &
Short Term
Account Page 6 of 54
Page 10 of 70
EFTA01535095
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
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
AUSTRALIAN DOLLAR
COST OF PENDING PURCHASES
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
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
345397-VF-7 B- /BA3
Total Short Term
10,000,000.00
$10,156,100.00
$10,142,500.00
$13,600.00
$658,103.00
$166,505.00
Account Page 7 of 54
Page 11 of 70
4.25%
5,000,000.00
101.25
5,062,500.00
5,000,000.00
62,500.00
289,353.00
12,860.00
4.42%
5,000,000.00
101.87
5,093,600.00
5,142,500.00
(48,900.00)
368,750.00
153,645.00
4.09%
EFTA01535096
(0.01)
(1,052,500.00 )
(37,000.00)
28,025,734.29
0.84
1.00
1.00
1.00
(0.01)
(1,052,500.00)
(37,000.00)
28,025,734.29
$26,936,234.28
(0.01)
(1,052,500.00)
(37,000.00)
28,025,734.29
$26,936,234.28
$0.00
8,407.72
738.31
$8,407.72
$738.31
0.03%
0.03%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
EFTA01535097
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
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
4,782,834.00
9,062,500.00
3,200,000.00
$17,045,334.00
% of Bond
Portfolio
28%
53%
19%
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 54
Page 12 of 70
Beginning
Market Value
17,522,954.00
1,518,750.00
$19,041,704.00
Ending
Market Value
15,595,334.00
1,450,000.00
$17,045,334.00
Current
Period Value
17,045,334.00
EFTA01535098
18,248,206.00
(1,202,872.00)
1,136,500.00
164,066.30
8.13%
SUMMARY BY TYPE
Fixed Income
Corporate Bonds
International Bonds
Total Value
Market
Value
15,595,334.00
1,450,000.00
$17,045,334.00
% of Bond
Portfolio
91%
9%
100%
Change
In Value
(1,927,620.00)
(68,750.00)
($1,996,370.00 )
Current
Allocation
21%
2%
23%
Non-US
Fixed Income
Asset Categories
Fixed
Income
US Fixed Income
- Taxable
EFTA01535099
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Note:
P indicates position adjusted for Pending Trade Activity.
Fixed Income Detail
Quantity
US Fixed Income - Taxable
P 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- /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
5,000,000.000
90.00
4,500,000.00
4,612,500.00
(112,500.00)
350,000.00
39,860.00
8.97%
5,000,000.000
91.25
4,562,500.00
4,725,000.00
(162,500.00)
350,000.00
49,580.00
8.94%
200,000.000
98.92
197,834.00
198,956.00
(1,122.00)
14,000.00
3,188.80
7.27%
Price
Market
Value
Tax Cost
EFTA01535100
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
3,000,000.000
104.50
3,135,000.00
3,157,500.00
(22,500.00)
300,000.00
50,000.00
8.70%
Account Page 9 of 54
Page 13 of 70
EFTA01535101
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Quantity
US Fixed Income - Taxable
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
Non-US Fixed Income
PETROLEOS DE VENEZUELA S
4.9% OCT 28 2014
DTD 10/28/2009
HELD BY EUROCLEAR
ISIN:XS0460546442 SEDOL:B5B82G7
71668A-9A-1
23,200,000.000
$15,595,334.00
$16,493,956.00
($898,622.00)
$1,014,000.00
$142,628.80
7.04%
Price
Market
Value
Tax Cost
Adjusted
Original
Estimated
Unrealized
Gain/Loss
Annual Income
Accrued Interest
Yield
10,000,000.000
32.00
3,200,000.00
3,800,000.00
(600,000.00)
2,500,000.000
58.00
1,450,000.00
1,754,250.00
(304,250.00)
122,500.00
21,437.50
19.78%
Account Page 10 of 54
Page 14 of 70
EFTA01535102
EFTA01535103
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Options Summary
Asset Categories
Foreign Exchange
Other
Total Value
Market Value/Cost
Market Value
Premium
Unrealized Gain/Loss
Beginning
Market Value
183,625.70
(1,849,417.20)
($1,665,791.50 )
Ending
Market Value
(950,878.29)
(3,371,845.74)
($4,322,724.03 )
Current
Period Value
(4,322,724.03)
(3,171,500.01)
(1,151,224.02)
Change
In Value
(1,134,503.99)
(1,522,428.54)
($2,656,932.53 )
Current
Allocation
Account Page 11 of 54
Page 15 of 70
EFTA01535104
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Note:
P indicates position adjusted for Pending Trade Activity.
Options Detail
Quantity
Foreign Exchange
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .8825
XAUDCA-DY-Z AUD
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .94
XAUDCA-DZ-Z AUD
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .86
KI @ 0.83
XAUDPA-FV-Z AUD
CAD PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 23, 2010 @ 1.05
XCADPA-DM-Z
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYCA-NE-Z
(935,000,000.000 )
0.08
(776,807.26)
(470,000.00)
(306,807.26)
(5,250,000.000 )
1.94
(101,805.05)
(52,500.00)
(49,305.05)
(10,000,000.000 )
3.94
(393,530.57)
(185,083.50)
(208,447.07)
(10,000,000.000 )
0.14
(14,483.92)
(35,254.00)
20,770.08
Price
Market
Value
EFTA01535105
Premium
Unrealized
Gain/Loss
10,000,000.000
0.88
88,217.12
220,337.49
(132,120.37)
Account Page 12 of 54
Page 16 of 70
EFTA01535106
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Quantity
Foreign Exchange
3PY PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 11, 2011 @ 93.5
XJPYPA-SQ-Z
Total Foreign Exchange
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
(10.000)
30,297.17
(302,971.66)
(400,000.00)
97,028.34
10.000
34,096.78
340,967.79
450,000.00
(109,032.21)
10.000
29,627.55
296,275.45
400,000.00
(103,724.55)
(15,250,000.000 )
($950,878.29)
($52,500.01)
($898,378.28)
Price
Market
Value
Premium
EFTA01535107
Unrealized
Gain/Loss
935,000,000.000
0.03
247,531.39
470,000.00
(222,468.61)
Account Page 13 of 54
Page 17 of 70
EFTA01535108
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Quantity
Other
WTI PUT OPTION
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
OTCBDP-EX-L
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
OTCBDC-GV-H
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
OTCBDC-GW-K
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 07/14/2010 DEAL 5166838
OTCBDC-GX-M
P 1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 08/31/2010 DEAL 5167546
OTCBDC-GZ-U
(1.000)
(1,103,500.00)
1,103,500.00
(1.000)
1.00
(1,168,058.13)
(561,500.00)
(606,558.13)
(1.000)
1.00
(974,551.64)
(545,000.00)
(429,551.64)
(1.000)
1.00
(1,157,608.49)
(909,000.00)
(248,608.49)
(10.000)
40,589.91
(405,899.06)
EFTA01535109
(450,000.00)
44,100.94
Price
Market
Value
Premium
Unrealized
Gain/Loss
Account Page 14 of 54
Page 18 of 70
EFTA01535110
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Quantity
Other
P 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
OTCBDC-TB-B
Total Other
(4.000)
($3,371,845.74)
($3,119,000.00)
($252,845.74)
1.00
N/A
Price
Market
Value
Premium
Unrealized
Gain/Loss
Account Page 15 of 54
Page 19 of 70
EFTA01535111
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Foreign Exchange Contracts Summary
NET CURRENCY EXPOSURE SUMMARY
Value
CANADIAN DOLLAR
INDIAN RUPEE
NORWEGIAN KRONE
SWEDISH KRONA
US DOLLAR
in Currency
5,215,000.01
457,000,000.00
64,472,500.00
(38,272,000.00)
(20,555,386.43)
Foreign Exchange Contracts Detail
Market Value
Receivable
Trade Date
Speculative
CANADIAN DOLLAR
CANADIAN DOLLAR
CANADIAN DOLLAR
JAPANESE YEN
JAPANESE YEN
US DOLLAR
Apr. 28 10
Aug. 6 10
May. 6 10
Aug. 6 10
May. 6 10
Aug. 6 10
CAD
JPY
CAD
JPY
CAD
USD
5,000,000.00
(464,350,000.00 )
(5,246,892.65)
464,350,000.00
246,892.66
(236,652.69)
92.870000
88.500000
1.043270
83.203125
83.203125
1.062899
EFTA01535112
4,704,115.84
5,250,658.98
5,250,658.98
4,936,398.16
232,282.33
236,652.69
(546,543.14)
314,260.82
(4,370.36)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account Page 16 of 54
Page 20 of 70
EFTA01535113
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Market Value
Receivable
Trade Date
Speculative
CANADIAN DOLLAR
INDIAN RUPEE
INDIAN RUPEE
INDIAN RUPEE
NORWEGIAN KRONE
NORWEGIAN KRONE
Total Speculative
US DOLLAR
US DOLLAR
US DOLLAR
US DOLLAR
SWEDISH KRONA
US DOLLAR
Jun. 23 10
Jul. 26 10
Apr. 16 10
Oct. 20 10
Jun. 21 10
Jul. 23 10
May. 6 10
Oct. 20 10
Jun. 25 10
Jul. 29 10
Jun. 25 10
Jul. 29 10
CAD
USD
INR
USD
INR
USD
INR
USD
NOK
SEK
NOK
USD
5,215,000.00
(5,000,000.00)
446,500,000.00
(10,000,000.00)
457,000,000.00
(10,000,000.00)
(446,500,000.00 )
9,681,266.26
EFTA01535114
32,000,000.00
(38,272,000.00)
32,472,500.00
(5,000,000.00)
1.043000
44.650000
45.700000
46.120000
1.196000
6.494500
1.062823
47.024912
46.584866
47.024912
1.194835
6.513189
4,906,742.24
5,000,000.00
9,494,967.16
10,000,000.00
9,810,052.94
10,000,000.00
9,681,266.26
9,494,967.16
4,913,108.16
4,917,899.95
4,985,653.27
5,000,000.00
$53,978,847.18
$54,836,576.94
(93,257.76)
(505,032.84)
(189,947.06)
186,299.10
(4,791.79)
(14,346.73)
($857,729.76)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account Page 17 of 54
Page 21 of 70
EFTA01535115
EFTA01535116
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Other Assets Summary
Asset Categories
Swaps
Beginning
Estimated Value
(4,569,518.13)
Ending
Estimated Value
(6,731,159.99)
Change
In Value
(2,161,641.86)
Current
Allocation
Market Value/Cost
Estimated Value
(6,731,159.99)
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
(48,084.73)
N/A
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account Page 18 of 54
Page 22 of 70
EFTA01535117
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
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
19.34
(1,724,907.83)
N/A
20,000.000
29.39
(587,792.03)
N/A
30,000.000
28.15
(844,533.99)
N/A
1.000
1.00
(54,941.54)
N/A
Price
Estimated
Value
Adjusted
Original
EFTA01535118
Estimated
Gain/Loss
Accruals
Account Page 19 of 54
Page 23 of 70
EFTA01535119
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
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
($6,731,159.99)
$0.00
$0.00
50,000.000
15.03
(751,678.75)
N/A
88,261.000
30.81
(2,719,221.12)
N/A
Price
Estimated
Value
Adjusted
Original
Estimated
Gain/Loss
Accruals
Account Page 20 of 54
Page 24 of 70
EFTA01535120
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
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
161,764.62
(2,392,050.00)
($2,230,285.38)
$28,025,734.29
* Year to date information is calculated on a calendar year basis.
19,261,116.25
(65,677,489.25)
($46,416,373.00)
-120,089.27
17,500.00
10,608,898.42
$10,746,487.69
(137,006.00)
(10,376,873.92)
($10,513,879.92)
76,931.31
76,050,715.67
11,151,081.19
$87,278,728.17
(1,596,448.44)
(11,240,172.44)
($12,836,620.88)
Period
Value
30,023,411.90
Year-To-Date
Value*
-Account
Page 21 of 54
Page 25 of 70
EFTA01535121
EFTA01535122
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
6/1
Type
Interest Income
Description
DEPOSIT SWEEP INTEREST FOR MAY @
.03% RATE ON NET AVG COLLECTED
BALANCE OF $26,295,629.06
AS OF 06/01/10
6/7
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL EUR
EXCHANGE RATE 1.224200000
DEAL 06/03/10 VALUE 06/07/10
6/8
6/10
6/15
6/25
Domestic Dividend/Distribution
Corporate Interest
Corporate Interest
Forward FX Contract
MACERICH CO
CIT GROUP INC
22,000.000
REIT PAYMENT@ 0.50 PER SHARE
5,000,000.000
7% MAY 01 2017
DTD 11/04/2009
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DTD 03/15/2007
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL AUD
CONTRACT RATE : 0.819017000
TRADE 5/20/10 VALUE 6/25/10
6/25
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY CHF SELL USD
CONTRACT RATE : 1.128396000
TRADE 6/15/10 VALUE 6/25/10
11,270,000.000
10,278,626.75
(9,987,628.34)
EFTA01535123
(277,330.960)
(239,724.84)
227,139.00
5,000,000.000
0.014
70,367.61
0.018
87,500.00
0.50
11,000.00
(197,000.000)
(240,428.63)
241,167.40
Quantity
Cost
Per Unit
Amount
Amount
670.01
Account Page 22 of 54
Page 26 of 70
EFTA01535124
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
INFLOWS & OUTFLOWS
Settlement
Date
6/25
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL CHF
CONTRACT RATE : 1.111374900
TRADE 6/17/10 VALUE 6/25/10
6/25
Misc. Disbursement
TRANSFERRED BY WIRE TO
J.P. MORGAN CLEARING CORP.
FAO FINANCIAL TRUST COMPANY
AS REQUESTED
6/29
Misc. Receipt
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
EQUITY SWAP PAYMENT
6/29
Misc. Receipt
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
EQUITY SWAP PAYMENT
6/30
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY GBP SELL USD
CONTRACT RATE : 1.494890000
TRADE 5/06/10 VALUE 6/30/10
6/30
Accrued Interest Paid
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
2,000,000.000
0.025
(49,444.44)
260,384.100
389,560.65
(389,245.58)
10,500.00
EFTA01535125
7,000.00
(137,006.00)
Quantity
Cost
Per Unit
Amount
(11,270,000.000 )
(10,278,626.75)
Amount
10,140,592.02
Account Page 23 of 54
Page 27 of 70
EFTA01535126
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
INFLOWS & OUTFLOWS
Settlement
Date
6/30
Type
Interest Income
Description
TO ADJUST INTEREST PREVIOUSLY PAID
ON CASH BALANCES BASED ON THE
FOLLOWING TRANSACTION ACTIVITY
ORIGINAL ADJUSTED TRANSACTION
TRAN DATE VALUE DATE
AMOUNT
6/15/10
5/26/10
Total Inflows & Outflows
88,000.00
6/16/10 5/26/10 882,000.00D
AS OF 06/01/10
$232,607.77
Quantity
Cost
Per Unit
Amount
Amount
(3.91)
Account Page 24 of 54
Page 28 of 70
EFTA01535127
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
TRADE ACTIVITY
Note:
Trade
Date
5/28
Settlement
Date
6/2
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
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
BUY BACK OTC CALL
SWAPTION UNWIND - REF #5163369
TRADE DATE 05/28/10
6/3
6/7
Sell Option
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.245
RESALE OF PURCHASED FX OPTION
TRADE DATE 06/03/10
6/3
6/7
Option Buyback
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.245
KI @ 1.38
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06/03/10
6/3
6/7
Option Buyback
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.4425
KI @ 1.63
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06/03/10
EFTA01535128
6,932,409.000
0.076
(529,250.00)
495,000.00
(34,250.00) C
8,032,128.510
0.055
(442,750.00)
495,000.00
52,250.00 C
(8,032,128.510 )
0.077
619,000.00
(495,000.00)
124,000.00 C
Quantity
1.000
Per Unit
Amount
380,000.00
Proceeds
(380,000.00)
Tax Cost
113,000.00
Realized
Gain/Loss
(267,000.00) S*
Account Page 25 of 54
Page 29 of 70
EFTA01535129
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 6/1/10 to 6/30/10
Trade
Date
6/3
Settlement
Date
6/7
Type
Settled Sales/Maturities/Redemptions
Sell Option
Description
GBP PUT USD CALL
FX EUROPEAN STYLE OPTION
MAY 13, 2011 @ 1.4425
RESALE OF PURCHASED FX OPTION
TRADE DATE 06/03/10
6/3
6/8
Sale
MF GLOBAL HOLDINGS LTD
@ 7.47275
BROKERAGE
TAX &/OR SEC
6/3
6/8
Sale
NUSTAR ENERGY LP
@ 56.45
BROKERAGE
TAX &/OR SEC
6/4
6/9
Sale
(12,000.000)
89,673.00
600.00
1.52
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/03/10
(3,850.000)
217,332.50
192.50
3.68
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/03/10
NU SKIN ENTERPRISES INC
CL A
@ 27.10
BROKERAGE
TAX &/OR SEC
EFTA01535130
6/4
6/9
Sale
NUSTAR ENERGY LP
@ 56.10
BROKERAGE
TAX &/OR SEC
54,200.00
100.00
.92
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/04/10
(400.000)
22,440.00
20.00
.38
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/04/10
Account Page 26 of 54
Page 30 of 70
56.049
22,419.62
(22,620.00)
(200.38) S
(2,000.000)
27.05
54,099.08
(54,000.00)
99.08 S
56.399
217,136.32
(217,717.50)
(581.18) S
7.423
89,071.48
(85,200.00)
3,871.48 S
Quantity
(6,932,409.000 )
Per Unit
Amount
0.069
Proceeds
480,000.00
Tax Cost
(495,000.00)
Realized
Gain/Loss
(15,000.00) C
EFTA01535131
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 6/1/10 to 6/30/10
Trade
Date
5/24
Settlement
Date
6/15
Type
Settled Sales/Maturities/Redemptions
Option Buyback
Description
TO REVERSE ENTRY OF 05/26/2010
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
AS OF 05/26/10
6/10
6/15
Sale
CENTERPOINT ENERGY INC
@ 13.06777
BROKERAGE
TAX &/OR SEC
6/14
6/16
Option Buyback
(4,500.000)
58,804.97
225.00
1.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/10/10
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
BUY BACK OTC CALL
SWAPTION UNWIND - REF #5162475
TRADE DATE 06/14/10
5/24
6/16
Option Buyback
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
EFTA01535132
BUY BACK OTC CALL
SWAPTION UNWIND - REF #5163005
TRADE DATE 05/24/10
AS OF 05/26/10
Account Page 27 of 54
Page 31 of 70
1.000
882,000.00
(882,000.00)
80,000.00
(802,000.00) S*
1.000
521,500.00
(521,500.00)
125,000.00
(396,500.00) S
13.018
58,578.97
(58,050.00)
528.97 S
Quantity
(1.000)
Per Unit
Amount
88,000.00
Proceeds
88,000.00
Tax Cost
(80,000.00)
Realized
Gain/Loss
8,000.00 S*
EFTA01535133
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 6/1/10 to 6/30/10
Trade
Date
6/15
Settlement
Date
6/18
Type
Settled Sales/Maturities/Redemptions
Sale
Description
LINCOLN NATIONAL CORP
@ 27.72657
BROKERAGE
TAX &/OR SEC
6/18
6/18
Expired Option
XAU PUT OPTION
USD CALL OPTION STRIKE 1,115.00
EXPIRES 6/17/2010
KI @ 1,085
6/17
6/22
Sale
EXPIRATION OF WRITTEN OTC PUT
FELCOR LODGING TRUST INC
@ 5.66
BROKERAGE
TAX &/OR SEC
6/17
6/22
Sale
56,600.00
500.00
.96
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/17/10
POLO RALPH LAUREN CORP
@ 80.9008
809,008.00
BROKERAGE
TAX &/OR SEC
6/18
6/23
Sale
500.00
13.68
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/17/10
EFTA01535134
GENERAL MARITIME CORPORATION
@ 6.96
31,320.00
BROKERAGE
TAX &/OR SEC
225.00
.53
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/18/10
Account Page 28 of 54
Page 32 of 70
(4,500.000)
6.91
31,094.47
(30,375.00)
719.47 S
(10,000.000)
80.849
808,494.32
(810,000.00)
(1,505.68) S
(10,000.000)
5.61
56,099.04
(55,000.00)
1,099.04 S
Quantity
(3,500.000)
97,043.00
175.00
1.65
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/15/10
5,000.000
85,000.00
85,000.00 S
Per Unit
Amount
27.676
Proceeds
96,866.35
Tax Cost
(95,375.00)
Realized
Gain/Loss
1,491.35 S
EFTA01535135
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Trade
Date
6/18
Settlement
Date
6/23
Type
Settled Sales/Maturities/Redemptions
Sale
Description
MOTRICITY INC
@ 9.71
BROKERAGE
TAX &/OR SEC
6/21
6/24
Sale
Quantity
(2,000.000)
19,420.00
100.00
.33
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/18/10
CENTERPOINT ENERGY INC
@ 13.93
62,685.00
BROKERAGE
TAX &/OR SEC
6/21
6/24
Sale
225.00
1.06
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/21/10
METALS USA HOLDINGS CORP
@ 15.5425
31,085.00
BROKERAGE
TAX &/OR SEC
6/23
6/28
Sale
PPL CORP
@ 24.536
BROKERAGE
TAX &/OR SEC
Total Settled Sales/Maturities/Redemptions
EFTA01535136
100.00
.53
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/21/10
(7,500.000)
184,020.00
375.00
3.11
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/23/10
$161,764.62
($1,405,387.50)
($1,370,622.88) S
$127,000.00 C
24.486
183,641.89
(180,000.00)
3,641.89 S
(2,000.000)
15.492
30,984.47
(42,000.00)
(11,015.53) S
(4,500.000)
13.88
62,458.94
(58,050.00)
4,408.94 S
Per Unit
Amount
9.66
Proceeds
19,319.67
Tax Cost
(20,000.00)
Realized
Gain/Loss
(680.33) S
Account Page 29 of 54
Page 33 of 70
EFTA01535137
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Trade
Date
Settlement
Date
6/2
Type
Settled Securities Purchased
5/28
Write Option
Description
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
WRITTEN OTC CALL
NEW SWAPTION DEAL #5166005
TRADE DATE 05/28/10
6/3
6/8
Purchase
MF GLOBAL HOLDINGS LTD
@ 7.10
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/03/10
6/3
6/9
Purchase
NU SKIN ENTERPRISES INC
CL A
@ 27.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/03/10
6/8
6/10
Purchase Option
WTI CALL OPTION
USD PUT OPTION
STRIKE 90.00
EXPIRES 12/15/2010
100,000 BARRELS
PURCHASE OTC CALL
TRADE DATE 06/08/10
6/8
6/10
Write Option
WTI PUT OPTION
USD CALL OPTION
STRIKE 65.50
EXPIRES 12/15/2010
EFTA01535138
100,000 BARRELS
WRITTEN OTC PUT
TRADE DATE 06/08/10
Account Page 30 of 54
Page 34 of 70
(10.000)
40,000.00
400,000.00
10.000
40,000.00
(400,000.00)
2,000.000
27.00
(54,000.00)
12,000.000
7.10
(85,200.00)
Quantity
Per Unit
Amount
(1.000) 545,000.00
Market Cost
545,000.00
*
EFTA01535139
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Trade
Date
Settlement
Date
6/10
Type
Settled Securities Purchased
6/8
Purchase Option
Description
WTI CALL OPTION
USD PUT OPTION
STRIKE 100.00
EXPIRES 05/17/2011
100,000 BARRELS
PURCHASE OTC CALL
TRADE DATE 06/08/10
6/8
6/10
Write Option
WTI PUT OPTION
USD CALL OPTION
STRIKE 63.00
EXPIRES 05/17/2011
100,000 BARRELS
WRITTEN OTC PUT
TRADE DATE 06/08/10
6/9
6/15
Purchase
CENTERPOINT ENERGY INC
@ 12.90
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/09/10
6/14
6/16
Write Option
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 07/14/2010 DEAL 5166838
WRITTEN OTC CALL
NEW SWAPTION DEAL #5166838
TRADE DATE 06/14/10
6/14
6/18
Purchase
LINCOLN NATIONAL CORP
@ 27.25
EFTA01535140
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/14/10
Account Page 31 of 54
Page 35 of 70
3,500.000
27.25
(95,375.00)
(1.000) 561,500.00
561,500.00
9,000.000
12.90
(116,100.00)
(10.000)
45,000.00
450,000.00
Quantity
10.000
Per Unit
Amount
45,000.00
Market Cost
(450,000.00)
EFTA01535141
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Trade
Date
Settlement
Date
6/21
Type
Settled Securities Purchased
6/15
Purchase
Description
POLO RALPH LAUREN CORP
@ 81.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/15/10
6/16
6/22
Purchase
FELCOR LODGING TRUST INC
@ 5.50
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/16/10
6/18
6/23
Purchase
GENERAL MARITIME CORPORATION
@ 6.75
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/18/10
6/17
6/23
Purchase
MOTRICITY INC
@ 10.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/17/10
6/23
6/24
Write Option
CAD PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 23, 2010 @ 1.05
WRITTEN FX OPTION
PUT 5,250,000.00 CAD
CALL 5,000,000.00 USD
TRADE DATE 06/23/10
6/22
6/28
Purchase
PPL CORP
EFTA01535142
@ 24.00
J.P. MORGAN SECURITIES INC.
TRADE DATE 06/22/10
7,500.000
24.00
(180,000.00)
(5,250,000.000 )
0.01
52,500.00
2,000.000
10.00
(20,000.00)
4,500.000
6.75
(30,375.00)
10,000.000
5.50
(55,000.00)
Quantity
10,000.000
Per Unit
Amount
81.00
Market Cost
(810,000.00)
Account Page 32 of 54
Page 36 of 70
EFTA01535143
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Trade
Date
Settlement
Date
6/30
Type
Settled Securities Purchased
6/25
Purchase
Description
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
@ 105.25
JP MORGAN SECURITIES INC (BIDL)
TRADE DATE 06/25/10
Total Settled Securities Purchased
Trade
Date
6/30
Estimated
Settlement
Date
7/2
($2,392,050.00)
Quantity
2,000,000.000
Per Unit
Amount
105.30
Market Cost
(2,105,000.00)
Type
Description
Pending Sales, Maturities, Redemptions
Option Buyback
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
Quantity
1.000
Per Unit
Amount
Proceeds
(1,140,500.00)
Tax Cost
136,000.00
Realized
EFTA01535144
Gain/Loss
(1,004,500.00) S
Trade
Date
Estimated
Settlement
Date
7/1
Type
Description
Pending Securities Purchased
6/28
Purchase
FELCOR LODGING LP
10% OCT 01 2014
DTD 10/01/2009
Account Page 33 of 54
Page 37 of 70
Quantity
1,000,000.000
Per Unit
Amount
105.25
Market Cost
(1,052,500.00)
EFTA01535145
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Trade
Date
Estimated
Settlement
Date
7/2
Type
Pending Securities Purchased
6/30
Write Option
Description
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 08/31/2010 DEAL 5167546
Total Pending Securities Purchased
$51,000.00
Quantity
(1.000)
Per Unit
Amount
Market Cost
1,103,500.00
Account Page 34 of 54
Page 38 of 70
EFTA01535146
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Summary - Australia Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-4,930,412.05
$4,930,412.05
Foreign
Exchange - Outflows
TRADE ACTIVITY
Total Trade Activity
(4,930,412.06)
($4,930,412.06)
Settled Securities Purchased
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
0.01
$0.01
-Year-To-Date
Value*
-4,930,412.05
$4,930,412.05
(4,930,412.06)
($4,930,412.06)
0.01
$0.01
-0.00
(0.01)
0.00
-Local
Value
Current
Period Value
0.00
5,703,855.80
5,703,855.80
(5,703,855.81)
(5,703,855.81)
Year-To-Date
Value*
-5,703,855.80
5,703,855.80
(5,703,855.81)
EFTA01535147
(5,703,855.81)
Account
Page 35 of 54
Page 39 of 70
EFTA01535148
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Detail - Australia Dollar
INFLOWS & OUTFLOWS
Settlement
Date
6/25
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY AUD SELL CAD
CONTRACT RATE : 0.876600000
TRADE 5/20/10 VALUE 6/25/10
6/25
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL AUD
CONTRACT RATE : 0.921400000
TRADE 4/28/10 VALUE 6/25/10
6/25
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL AUD
CONTRACT RATE : 0.819017000
TRADE 5/20/10 VALUE 6/25/10
Total Inflows & Outflows
($0.01)
$497,081.95
227,139.000
(239,724.84)
(277,330.96)
(12,585.84)
5,000,000.000
(4,690,687.22)
(5,426,524.85)
252,710.63
Quantity
(5,000,000.000 )
Per Unit
Amount USD
Local Value
Amount USD
Local Value
4,930,412.05
5,703,855.80
Currency
Gain/Loss USD
256,957.16
Account Page 36 of 54
Page 40 of 70
EFTA01535149
EFTA01535150
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
TRADE ACTIVITY - Australia Dollar
Per Unit
Trade
Date
Settlement
Date
6/23
Type
Settled Securities Purchased
6/21
Purchase Option
Description
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .8825
PURCHASED FX OPTION
CALL 10,000,000.00 AUD
PUT 8,825,000.00 USD
TRADE DATE 06/21/10
6/21
6/23
Write Option
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .94
WRITTEN FX OPTION
CALL 10,000,000.00 AUD
PUT 9,400,000.00 USD
TRADE DATE 06/21/10
6/21
6/23
Write Option
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 21, 2010 @ .86
KI @ 0.83
WRITTEN FX OPTION
PUT 10,000,000.00 AUD
CALL 8,600,000.00 USD
TRADE DATE 06/21/10
Total Settled Securities Purchased (USD)
$0.01
($0.01)
(10,000,000.000 )
0.019
2.10
185,083.50
210,000.00
(10,000,000.000 )
EFTA01535151
0.004
0.40
35,254.00
40,000.00
Quantity
10,000,000 000
Amount USD
Local Value
0.022
2.50
Market
Cost USD
Local Value
(220,337.49)
(250,000.00)
Currency
Gain/Loss USD
(0.01)
Account Page 37 of 54
Page 41 of 70
EFTA01535152
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Summary - Canadian Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
Total Outflows
Period Value
-4,803,073.96
$4,803,073.96
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
6/25
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL AUD
CONTRACT RATE : 0.921400000
TRADE 4/28/10 VALUE 6/25/10
Quantity
(5,426,524.850 )
(4,803,073.96)
($4,803,073.96)
-Year-To-Date
Value*
-14,337,121.14
$14,337,121.14
(14,337,121.14)
($14,337,121.14)
-Local
Value
Current
Period Value
0.00
5,000,000.00
5,000,000.00
(5,000,000.00)
(5,000,000.00)
0.00
EFTA01535153
Year-To-Date
Value*
-15,200,000.00
15,200,000.00
(15,200,000.00)
(15,200,000.00)
-Per
Unit
Amount USD
Local Value
Amount USD
Local Value
4,803,073.96
5,000,000.00
Currency
Gain/Loss USD
(140,323.89)
Account Page 38 of 54
Page 42 of 70
EFTA01535154
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
INFLOWS & OUTFLOWS
Per Unit
Settlement
Date
6/25
Type
Forward FX Contract
Description
SETTLE FORWARD CURRENCY CONTRACT
BUY AUD SELL CAD
CONTRACT RATE : 0.876600000
TRADE 5/20/10 VALUE 6/25/10
Total Inflows & Outflows
$0.00
($269,942.96)
Quantity
5,703,855.800
Amount USD
Local Value
Amount USD
Local Value
(4,803,073.96)
(5,000,000.00)
Currency
Gain/Loss USD
(129,619.07)
Account Page 39 of 54
Page 43 of 70
EFTA01535155
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Summary - Euro
Beginning Cash Balance
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
$0.00
OUTFLOWS
Total Outflows
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.
240,428.63
$240,428.63
-(452,556.86)
16,724.50
($435,832.36)
-197,000.00
197,000.00
0.00
(348,250.00)
13,000.00
(335,250.00)
-(241,167.40)
($241,167.40)
Period
Value
-US
Dollar Value
Local Value
Year-To-Date
Value*
-692,303.92
$692,303.92
(257,836.00)
($257,836.00)
Current
Period
Value
0.00
Year-To-Date
Value*
-0.00
(197,000.00)
EFTA01535156
(197,000.00)
545,250.00
545,250.00
(210,000.00)
(210,000.00)
Account
Page 40 of 54
Page 44 of 70
EFTA01535157
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 6/1/10 to 6/30/10
Portfolio Activity Detail - Euro
INFLOWS & OUTFLOWS
Settlement
Date
6/7
Type
Spot FX
Description
SPOT CURRENCY TRANSACTION - SELL
BUY USD SELL EUR
EXCHANGE RATE 1.224200000
DEAL 06/03/10 VALUE 06/07/10
Quantity
241,167.400
Per Unit
Amount USD
Local Value
Amount USD
Local Value
(241,167.40)
(197,000.00)
Currency
Gain/Loss USD
738.77
TRADE ACTIVITY Euro
Note:
Trade
Date
6/3
Settlement
Date
6/7
C indicates Currency Gain/Loss
Per Unit
Type
Settled Sales/Maturities/Redemptions
Option Buyback
Description
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
JUL 15, 2010 @ 1.32
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06/03/10
6/3
6/7
Sell Option
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 15, 2010 @ 1.28
EFTA01535158
RESALE OF PURCHASED FX OPTION
TRADE DATE 06/03/10
Account Page 41 of 54
Page 45 of 70
(10,000,000.000 )
0.06
598,020.45
490,000.00
(276,597.42)
(215,000.00)
321,423.03 C
Quantity
10,000,000.000
Amount USD
Local Value
0.002
Proceeds USD
Local Value
(24,409.00)
(20,000.00)
Tax Cost USD
Realized
Local Value Gain/Loss USD
158,239.46
123,000.00
133,830.46 C
EFTA01535159
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Per Unit
Trade
Date
6/3
Settlement
Date
6/7
Type
Settled Sales/Maturities/Redemptions
Option Buyback
Description
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 15, 2010 @ 1.24
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06/03/10
Total Settled Sales/Maturities/Redemptions (USD)
Per Unit
Trade
Date
6/3
Settlement
Date
6/7
Type
Settled Securities Purchased
Sale
Description
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
JUL 15, 2010 @ 1.32
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06/03/10
6/3
6/7
Sale
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 15, 2010 @ 1.24
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06/03/10
Total Settled Securities Purchased (USD)
$0.00
$0.00
(273,000.000)
Quantity
(20,000.000)
Amount USD
Local Value
EFTA01535160
$240,428.63
Market
Cost USD
Local Value
Currency
Gain/Loss USD
$16,724.50
$257,153.13 C
Quantity
10,000,000.000
Amount USD
Local Value
0.033
Proceeds USD
Local Value
(333,182.82)
(273,000.00)
Tax Cost USD
Realized
Local Value Gain/Loss USD
135,082.46
105,000.00
(198,100.36) C
Account Page 42 of 54
Page 46 of 70
EFTA01535161
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Summary - Japanese Yen
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
$0.00
OUTFLOWS
Total Outflows
Foreign Exchange - Outflows
$0.00
Ending Cash Balance
* Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Japanese Yen
COST ADJUSTMENTS - Japanese Yen
Settlement
Date
6/7
6/11
Type
Cost Basis Adjustment
Cost Basis Adjustment
Description
COST BASIS ADJUSTMENT
COST BASIS ADJUSTMENT
JAPANESE YEN
(0.020)
JAPANESE YEN
Quantity
(0.020)
-Period
Value
-Year-To-Date
Value*
-20,841,850.77
$20,841,850.77
(20,841,850.77)
($20,841,850.77)
-Local
Value
Current
Period Value
0.00
Year-To-Date
Value*
-0.00
1,868,168,998.48
EFTA01535162
1,868,168,998.48
0.00
0.00
(1,868,168,998.48
(1,868,168,998.48 )
-Cost
Basis
Adjustments USD
Local Value
Account Page 43 of 54
Page 47 of 70
EFTA01535163
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
COST ADJUSTMENTS - Japanese Yen
Cost Basis
Settlement
Date
6/17
6/22
Type
Cost Basis Adjustment
Cost Basis Adjustment
Total Cost Adjustments (USD)
Description
COST BASIS ADJUSTMENT
COST BASIS ADJUSTMENT
JAPANESE YEN
(0.020)
JAPANESE YEN
$0.00
Quantity
(0.020)
Adjustments USD
Local Value
Account Page 44 of 54
Page 48 of 70
EFTA01535164
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Summary - Norwegian Krone
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS
To
ℹ️ Document Details
SHA-256
c03f7bb49aadfcaac776856d6b40e7826dc71212ba7a08b3d8ffb9ee3af15f99
Bates Number
EFTA01535077
Dataset
DataSet-10
Document Type
document
Pages
122
Comments 0