sample reports grace
DESCRIPTION
Sample Reports Catalog.TRANSCRIPT
SampleReporting
Catalog
Copyright Notice
The software described in this document is furnished under a license agreement or non-disclosure statement. The software may be used or copied only in accordance with the terms of the agreement.
It is against the law to copy the software on any medium except as specifically allowed in the license or non-disclosure agreement. No part of this manual may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopying and recording, for any purpose without the expressed written permission from PortfolioShop Inc.
Copyright © 2010 by PortfolioShop Inc. All Rights Reserved
Disclaimer
The information displayed in the sample reports contained herein is not indicative of any actual firm’s management. The data created was for sample use only.
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Table of Contents
About FixQ Reporting 3Automated Packaging & Distribution 4Widget Gateway 5
Appraisal
Portfolio Appraisal 7Tax Lot Portfolio Appraisal 8Portfolio Appraisal (Multicurrency) 9Appraisal by Asset Class 10Appraisal by Security Type Summary 11Liquidity Analysis 12Appraisal with CUSIP 13Maturity Alerts 14Appraisal by Sector and Industry 15Appraisal by Sector and Industry Summary 17Appraisal Ranked by Market Value 18Appraisal Ranked by Market with Percent Gain/Loss 19Appraisal Ranked by Percent Gain/Loss 20Appraisal by Underlying Security 21Fixed Income Segment Appraisal 22
Transaction
Transaction Summary 23Commission Transaction Summary 24Commission Transaction Detail 25Income and Expenses 26Purchases and Sales Recap 27Contributions and Withdrawals 28Dividend Accruals 29Interest Accruals 30
Cash Ledger
Cash Ledger 31Cash Ledger (Multicurrency) 32
2
Performance
Performance Summary 33Performance TR Summary 34Performance TR Management Summary 35Performance Attribution by Sector and Industry 36Performance Attribution by Sector/Industry Summary 37Historical Performance Analytics 38Year-to-Date Performance 39Performance Snapshot 40Profit & Loss Detail 41Realized Gains & Losses by Security 42Turnover 43
Management
Client Billing 44Security Cross Reference 45
Rebalance
Rebalance to Source 46Rebalance to Allocation Profile 47Rebalance Trade Ticket 48
Fund Administrator
Balance Sheet 49Statement of Operations 50Assets Under Management 52
Risk
Risk Analysis - Market Driven Moves 53Risk Analysis - Market Linear Moves 54Option Analysis 55Market Exposure Summary 56
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About FixQ Reporting
A robust reporting system is key to any investment management system, because reports are the means by which the voluminous amount of data maintained by the portfolio management system is organized and made available. Clear, structured reports provide the link between information and action. With a wide array of reports and many options for report dissemination, FixQ offers your firm an effective, uncomplicated business information platform.
Broad Coverage
You and your clients demand financial information that is at once comprehensive and comprehensible. FixQ’s diverse suite of reports gives you myriad axes on which to analyze financial data. With over 200 reports, ranging from high-level performance overviews to in-depth risk simulations, FixQ provides you the details you need to effectively understand the status of investments.
Ease of Use
FixQ is designed to streamline the reporting process. With the simple Easy Reporting tool, users can generate any available report in just a few clicks.
Packaging & Distribution
In addition to on-demand reporting, FixQ allows you to create Macros, groups of reports that can be combined into a single document, with a table of contents, and scheduled for automatic e-mail distribution on a regular basis. Any report you run is also saved to the Recent section of the Easy Reporting tool for instant retrieval at a later date.
Real-Time Knowledge
When you activate FixQ’s real-time features, reports can be delivered with up-to-the-minute accuracy, enabling you make the most of dynamic information.
The Easy Reporting tool is the nexus for FixQ Reporting. Users can request any report, create and schedule their own macros, or review reports that recently completed.
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Automated Packaging & Distribution
Convenient Scheduling
With a broad selection of scheduling options, you can ensure that your clients and staff have access to crucial information as soon as possible. You can schedule reports and similar tasks to run at any time and day, so you can share the day-to-day progress with your client, and automatically distribute period-end reports to managers quickly.
Macros can also be executed as part of queues, eliminating the need to select specific time intervals for individual macros in favor of running a large group of macros in a single task at a time of your choosing.
Packaged Documents
Macros combine a group of reports into a single file, indexed with bookmarks and a cover page, to form a cohesive, readily consumable document.
Custom Macros
Using the Easy Reporting tool, users can create and maintain their own macros and schedule them into any available queues, which means increased flexibility for your clients.
The creation of reports is but one step in sharing and acting on information. FixQ’s Macros provide a powerful delivery mechanism, allowing you to schedule recurring operations and reports to take place smoothly in the background, and automatically send them via e-mail to any individuals. Your clients can receive appraisal and performance information regularly, managers can arrive in the morning to pertinent compliance data, and portfolio maintenance operations can be performed without any human intervention.
You can schedule macros for any time interval, or add them to a queue for one-step scheduling. In addition to e-mailing macros, you can send them directly to any user’s Easy Reporting tool.
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Widget Gateway
Even though FixQ’s assortment of reports offer many avenues for investment analysis, sometimes you and your clients want a quick, digestible snapshot of portfolio status. FixQ’s home page is designed to put all the information about a portfolio at your fingertips in a highly customizable console. The tools on the home page grant instant access to portfolio status and relevant news, as well as the ability to run any report, control account preferences, and assess risk and performance.
Winners and Losers
• Top and bottom five positions, ranked by P&L• View month-to-date, quarter-to-date, and year-to-date results
Historical Performance
• Compare long-term performance against four indexes• Uses linked rate of return or cumulative growth
At a Glance
• High-level portfolio overview• Account and security-level detail• Intraday results available
Easy Reporting
• Generate any available report• Create and manage macros• Review recently completed reports
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Portfolio Composition
• Visual analysis of a portfolio by type, currency, country, sector, and industry
Risk
• Analyze risk metrics for portfolio and its individual holdings• Break out VaR on three axes.• Test hedging strategies and assess impact on risk.
User Preferences
• Change user name, e-mail, password, and other defaults.• Select custom reporting logo
News
• Links to pertinent news, tailored to each portfolio’s holdings.
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Appraisal
General Sample Portfolio
4/15/2010
Total CostQuantity Security Market Value % PortSymbol UnrealizedUnit Cost Price
LONG COMMON STOCK
19,500 37.67 273,963.60 50.681 64.730CLXCLOROX CO 1,262,235.00 988,271.40
2,046 3.96 6,133.40 61.902 64.900JNJJOHNSON & JOHNSON 132,785.40 126,652.00
280,097.00 41.63 1,395,020.40 1,114,923.40
SHORT COMMON STOCK
-300 -0.41-966.00 43.000 46.220DVYISHARES DOW JONES
SELECT DIVID
-13,866.00-12,900.00
-966.00 -0.41-13,866.00-12,900.00
LONG CORPORATE BONDS
138,000 3.65-10,785.90 93.566 85.750165167BU0CHESAPEAKE ENERGY
CORPORATION 6.875% DUE
11-15-20
118,335.00 129,120.90
3,953.13Accrued Interest
-10,785.90 3.65 122,288.13 129,120.90
SHORT EQUITY CALL OPTIONS
-15 -0.51-3,162.91 9.191 11.300189054DAR[CLX] CLX APR 10 50 C -16,950.00-13,787.09
-3,162.91 -0.51-16,950.00-13,787.09
CASH & EQUIVALENTS
52.10 0.00 1.000CASHCASH - US DOLLARS 1,745,555.24 1,745,555.24
0.00 52.10 1,745,555.24 1,745,555.24
LONG FUTURES
25 0.65 21,875.00 1,191.000 1,208.500.PES0000010FJUN 10 EMINI S&P 500 1,510,625.00 1,488,750.00
21,875.00 0.65LONG FUTURES Total 1,510,625.00 1,488,750.00
ADDED TO GRAND TOTAL 21,875.00 0.00
LONG COMMON STOCK - GREAT BRITAIN
2,500 0.88 1,402.67 11.202 11.763MOTGBBFMOTHERCARE ORD GBP 0.50 29,407.49 28,004.82
5,000 1.38 15,739.81 6.114 9.262NOGFFNORSEMAN GOLD PLC 46,311.00 30,571.19
17,142.48 2.26 75,718.49 58,576.01
CASH - GREAT BRITAIN
13,595 0.63-888.08 1.609 1.544CASHCASH - BRITISH POUNDS 20,986.42 21,874.50
-888.08 0.63 20,986.42 21,874.50
100.00 303,311.59 3,350,627.67 3,043,362.96Total 67778
Summary:
3,099,698.89 2,791,370.31Long Securities 92.5
-1,519,566.00-1,515,437.09Short Securities -45.4
1,767,429.74Net Cash Equivalents 52.7 1,766,541.66
Accrued Dividends 0.0 0.00 0.00
3,953.13Accrued Interest 0.1
3,350,627.67 3,043,362.96 Total Account 100.0
Run Date: 5/26/2010 10:46:59AM
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Grace Financial Group
Portfolio Appraisal
The Portfolio Appraisal is the fundamental report in FixQ, providing per-position valuation as of a given date. The information is sorted by security type and broken out by security.
8
Tax Lot Portfolio Appraisal
Like the regular Portfolio Appraisal, the Tax Lot Portfolio Appraisal provides a per-position valuation as of a given date, however tax lots of each position are displayed individually.
Total
Cost
Quantity Security Market
Value
Accr
Int
Symbol UnrealizedUnit
Cost
PriceDate
Acquired
Pct
Port
Lot
Appraisal
General Sample Portfolio
4/15/2010
Days
LT
Location
LONG COMMON STOCK (csus)
18,000 CLOROX CO 0.00 50.026 64.73002/20/09 34.8 1CLX 900,464.40 1,165,140.00 264,675.60gsec
1,500 CLOROX CO 0.00 58.538 64.73009/10/09 2.9 2CLX 87,807.00 97,095.00149 9,288.00gsec
0.00 37.7 19,500 50.681 64.730 988,271.40 1,262,235.00CLOROX CO Total 273,963.60
100 JOHNSON & JOHNSON 0.00 60.000 64.90002/24/10 0.2 3JNJ 6,000.00 6,490.00316 490.00gsec
1,946 JOHNSON & JOHNSON 0.00 62.000 64.90003/02/10 3.8 4JNJ 120,652.00 126,295.40322 5,643.40gsec
0.00 4.0 2,046 61.902 64.900 126,652.00 132,785.40JOHNSON & JOHNSON Total 6,133.40
0.00 41.6LONG COMMON STOCK Total 1,395,020.40 280,097.00 1,114,923.40
SHORT COMMON STOCK (csus)
-300 ISHARES DOW JONES
SELECT DIVID
0.00 43.000 46.22002/24/10 -0.4 18DVY -12,900.00 -13,866.00316 -966.00gsec
0.00 -0.4SHORT COMMON STOCK Total -13,866.00 -966.00-12,900.00
LONG CORPORATE BONDS (cbus)
138,000 CHESAPEAKE ENERGY
CORPORATION 6.875% Due
11-15-20
3,953.13 93.566 85.75004/15/10 3.6 1165167BU0 129,120.90 118,335.00366 -10,785.90gsec
3,953.13 3.6LONG CORPORATE BONDS Total 118,335.00 -10,785.90 129,120.90
SHORT EQUITY CALL OPTIONS (clus)
-1 CLX APR 10 50 C 0.00 9.191 11.30009/10/09 0.0 1189054DAR -919.14 -1,130.00149 -210.86gsec
-14 CLX APR 10 50 C 0.00 9.191 11.30009/10/09 -0.5 2189054DAR -12,867.95 -15,820.00149 -2,952.05gsec
Run Date: 5/26/2010 10:47:14AM
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Portfolio Appraisal (Multicurrency)
The Multicurrency Portfolio Appraisal shows per position cost basis and valuation separated by currency as of a given date. The information is sorted by currency, security type and broken out by security.
Price Market ValueTotal CostQuantity
Reporting CurrencyLocal Currency
Security Market Value
Pct.
PortSymbol UnrealizedUnit Cost
US DollarReporting Currency:
Appraisal
Foreign Assets
4/15/2010
UK Pound (FX = 1.5437)
LONG COMMON STOCK - GREAT BRITAIN 10.20MONITISE PLC CMN 2.18MONIF -344.36 10.00 1,000 15,745.74 10,200.00 10,000.00
2.18-344.36 15,745.74 10,000.00 10,200.00
UK Pound Total 10,000.00 15,745.74 2.18-344.36 10,200.00
European Monetary Unit (FX = 1.3541)
LONG COMMON STOCK - EURO 22.12ASM INTL NV 4.97ASMIZ 17,913.04 20.00 1,200 35,943.23 26,544.00 24,000.00
69.25EUROFINS SCIENTIFIC 64.90EUFSF 13,817.73 67.00 5,000 468,857.13 346,250.00 335,000.00
69.87 31,730.77 504,800.36 359,000.00 372,794.00
CASH - EURO 1.00CASH - EURO 26.43cash -596.48 1.00 141,000 190,927.56 141,000.00 141,000.00
26.43-596.48 190,927.56 141,000.00 141,000.00
European Monetary Unit Total 500,000.00 695,727.92 96.30 31,134.29 513,794.00
Japanese Yen (FX = 92.9060)
LONG COMMON STOCK - JAPAN 445.29TOSHIBA MACHINE 0.66tshmf 284.41 422.71 1,000 4,792.91 445,290.00 422,707.50
0.66 284.41 4,792.91 422,707.50 445,290.00
CASH - JAPAN 1.00CASH - JAPAN 0.86cash 56.47 1.00 577,292.500 6,213.73 577,292.50 577,292.50
0.86 56.47 6,213.73 577,292.50 577,292.50
Japanese Yen Total 1,000,000.00 11,006.64 1.52 340.88 1,022,582.50
722,480.29 100.00 31,130.82Total FGN789
(107)
FGN789
Run Date: 5/26/2010 10:46:45AM
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Grace Financial Group
Appraisal by Asset Class
The Appraisal by Asset Class report shows the cost, local price, FX rate, and value of positions in a portfolio as of the selected date, sorted by asset class.
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Local Price Local Market ValueQuantity Security USD Market ValueSymbol
Appraisal by Asset Class
Foreign Assets
4/15/2010
FX RateCusip
Long Equities
22.12ASM INTL NV ASMIZ 1,200 35,943.23 26,544.00 1.35415165294
69.25EUROFINS SCIENTIFIC EUFSF 5,000 468,857.13 346,250.00 1.35415972643
10.20MONITISE PLC CMN MONIF 1,000 15,745.74 10,200.00 1.5437B1YMRB8
445.29TOSHIBA MACHINE tshmf 1,000 4,792.91 445,290.00 92.90606897262
Total Long Equities 525,339.00
525,339.00Total Equities
Long Cash and Equiv.
1.00CASH - EURO cash 141,000 190,927.56 141,000.00 1.3541000000999
1.00CASH - JAPAN cash 577,292.500 6,213.73 577,292.50 92.9060
Total Long Cash and Equiv. 197,141.29
197,141.29Total Cash and Equiv.
722,480.29Total FGN789
(167)
FGN789
Run Date: 5/26/2010 10:49:37AM
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Grace Financial Group
Appraisal by Security Type Summary
The Appraisal by Security Type Summary report shows the cost and value of positions in a portfolio as of the selected date, summarized and aggregated by security type.
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Appraisal by Security Type Summary
General Sample Portfolio
4/15/2010
Total CostSecurity Type Market Value
%
AssetUnrealized
Cur.
Yield
Est. Annual
Income
280,097.00 41.63 1,395,020.40 1,114,923.40LONG COMMON STOCK 0.00 0.00
-966.00 -0.41-13,866.00-12,900.00SHORT COMMON STOCK 0.00 0.00
-10,785.90 3.65 122,288.13 129,120.90LONG CORPORATE BONDS 9,487.50 8.02
-3,162.91 -0.51-16,950.00-13,787.09SHORT EQUITY CALL OPTIONS 0.00 0.00
0.00 52.10 1,745,555.24 1,745,555.24CASH & EQUIVALENTS
21,875.00 0.65 1,510,625.00 1,488,750.00LONG FUTURES
LONG FUTURES Total ADDED
TO GRAND TOTAL
21,875.00 0.00
17,142.48 2.26 75,718.49 58,576.01LONG COMMON STOCK - GREAT BRITAIN 0.00 0.00
-888.08 0.63 20,986.42 21,874.50CASH - GREAT BRITAIN 0.00 0.00
100.00 303,311.59 3,350,627.67 3,047,316.08Total 67778 9,487.50 0.20
Summary:
3,099,698.89 2,791,370.31Long Securities 92.51
-1,519,566.00-1,515,437.09Short Securities -45.35
1,767,429.74Net Cash Equivalents 52.75 1,766,541.66
Accrued Dividends 0.00 0.00 0.00
3,953.13 3,953.13Accrued Interest 0.12
3,350,627.67 3,047,316.08 Total Account 100.00
Run Date: 5/26/2010 10:49:51AM
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Liquidity Analysis
The Liquidity Analysis is used to rank holdings in a portfolio in terms of how many days it would take to liquidate each position, based on its 30, 60, and 90-day average daily trading volume.
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Liquidity Analysis
Demonstration Portfolio
3/31/2010
QuantitySecurity
Pct of
PortSymbol
30 Day
Avg Volume
Pct of
Daily Volume
Days to
Liquidate 50%
Very Liquid - less than 3%-1,000 -11.845AMEX S & P DEPOSITARY RECEIPTSSPY 190,365,811 -0.001 0
4,000 18.070AUTOMATIC DATA PROCESSING INCADP 3,406,685 0.117 1
3,000 1.237CITIGROUP INCC 409,234,943 0.001 1
1,500 9.837CLOROX COCLX 1,076,483 0.139 1
800 5.768GENERAL MLS INCGIS 1,901,183 0.042 1
2,100 9.744HONEYWELL INTL INCHON 4,897,052 0.043 1
500 4.525ISHARES 20+ YEAR TREASURY INDETLT 3,583,831 0.014 1
-300 -1.405ISHARES DOW JONES SELECT DIVIDDVY 410,012 -0.073 0
100 0.657JOHNSON & JOHNSONJNJ 11,035,954 0.001 1
2,000 7.274LILLY ELI & COLLY 6,160,902 0.032 1
1,500 5.819MCCORMICK & CO NON-VTGMKC 633,218 0.237 1
2,000 7.600MERCK & CO INCMRK 14,748,780 0.014 1
1,000 5.820RAYTHEON CO (NEW)RTN 2,356,750 0.042 1
100 0.336SOUTHERN COSO 4,043,765 0.002 1
2,000 7.112THE WALT DISNEY COMPANYDIS 12,647,424 0.016 1
30,000 29.451XEROX CORPXRX 13,487,473 0.222 1
Run Date: 7/19/2010 1:05:20PM
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Grace Financial Group
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Appraisal with CUSIP
Demonstration Portfolio
7/23/2010
Total CostQuantity Security Market Value % PortSymbol UnrealizedUnit Cost PriceCUSIP
Cur.
Yield
Est. Annual
Income
LONG COMMON STOCK
4,000 48.59 15,584.80 151,775.20 37.944 167,360.00 41.840ADPAUTOMATIC DATA
PROCESSING INC
053015103 3.23 5,400.00
3,000 3.50 3,060.00 9,000.00 3.000 12,060.00 4.020CCITIGROUP INC 172967101 0.00 0.00
1,500 28.42 10,068.00 87,807.00 58.538 97,875.00 65.250CLXCLOROX CO 189054109 3.07 3,000.00
100 1.67-251.00 6,000.00 60.000 5,749.00 57.490JNJJOHNSON & JOHNSON 478160104 3.50 201.00
2,000 20.35 2,195.00 67,905.00 33.953 70,100.00 35.050LLYLILLY ELI & CO 532457108 5.59 3,920.00
322,487.20 353,144.00 30,656.80 102.53 3.55 12,521.00
SHORT EQUITY CALL OPTIONS
-15 -0.02 13,712.09-13,787.09 9.191 -75.00 0.050189054DAR[CLX] CLX APR 10 50 C 189054DAR 0.00 0.00
-10 -2.51-2,106.00-6,544.00 6.544 -8,650.00 8.650931142FAJ[WMT] WMT JUN 10 45 C 931142FAJ 0.00 0.00
-20,331.09 -8,725.00 11,606.09 -2.53 0.00 0.00
100.00 42,262.89 344,419.00 302,156.11Total 4VFT 3.64 12,521.00
Summary:
353,144.00 322,487.20Long Securities 102.53
-8,725.00-20,331.09Short Securities -2.53
0.00Net Cash Equivalents 0.00 0.00
0.00 0.00Long Accrued Dividends 0.00
0.00 0.00Short Accrued Dividends 0.00
0.00Accrued Interest 0.00
344,419.00 302,156.11 Total Account 100.00
Run Date: 7/26/2010 4:02:39PM
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Appraisal with CUSIP
The Appraisal with Cusip report shows the cost and value of positions in a portfolio as of the selected date, with an emphasis on current yield.
Maturity Alerts
The Maturity Alert reports provides analysis of time-sensitive instruments, like bonds and options, sorted by time remaining until expiration, facilitating action on those positions.
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Grace Financial Group
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Appraisal by Sector and Industry
The Appraisal by Sector and Industry shows a per-position valuation as of a given date, including sector and industry information.
Total CostQuantity Security Market Value % PortSymbol UnrealizedUnit Cost Price
Appraisal by Sectors and Industries
General Sample Portfolio
4/15/2010
CASH AND EQUIVALENTS
CASH AND EQUIVALENTS
13,595 CASH - BRITISH POUNDS 0.6cash -888.08 21,874.50 1.609 20,986.42 1.544
CASH - US DOLLARS 52.1cash 0.00 1,745,555.24 1,745,555.24 1.000
1,766,541.66 1,767,429.74Total CASH AND EQUIVALENTS -888.08 52.7
Total CASH AND EQUIVALENTS 52.7-888.08 1,767,429.74 1,766,541.66
CONSUMER CYCLICAL
Household Goods & Home Furnishings
2,500 MOTHERCARE ORD GBP
0.50
0.9MOTGBBF 1,402.67 28,004.82 11.202 29,407.49 11.763
5,000 NORSEMAN GOLD PLC 1.4nogff 15,739.81 30,571.19 6.114 46,311.00 9.262
75,718.49 58,576.01Total Household Goods & Home Furnishings 17,142.48 2.3
Total CONSUMER CYCLICAL 2.3 17,142.48 58,576.01 75,718.49
CONSUMER NONCYCLICAL
Drugs & Pharmaceuticals
2,046 JOHNSON & JOHNSON 4.0jnj 6,133.40 126,652.00 61.902 132,785.40 64.900
132,785.40 126,652.00Total Drugs & Pharmaceuticals 6,133.40 4.0
Personal Care & Cosmetics
19,500 CLOROX CO 37.7CLX 273,963.60 988,271.40 50.681 1,262,235.00 64.730
-15 CLX APR 10 50 C -0.5189054DA
R
-3,162.91-13,787.09 9.191 -16,950.00 11.300
1,245,285.00 974,484.31Total Personal Care & Cosmetics 270,800.69 37.2
Total CONSUMER NONCYCLICAL 41.1 276,934.09 1,101,136.31 1,378,070.40
FINANCIAL SERVICES
Diversified Financial Services
-300 ISHARES DOW JONES
SELECT DIVID
-0.4dvy -966.00-12,900.00 43.000 -13,866.00 46.220
-13,866.00-12,900.00Total Diversified Financial Services -966.00 -0.4
Run Date: 5/26/2010 10:47:50AM
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Total CostQuantity Security Market Value % PortSymbol UnrealizedUnit Cost Price
Appraisal by Sectors and Industries
General Sample Portfolio
4/15/2010
Summary:
Long Securities
Short Securities
Net Cash Equivalents
Total Account
2,791,370.31
-26,687.09
3,099,698.89
-30,816.00
100.0
-0.9
92.5
1,767,429.74 52.7
Accrued Interest
3,350,627.67
3,953.13 0.12
1,766,541.66
0.00 0.00 0.00Accrued Dividends
3,043,362.96
CASH AND EQUIVALENTS 27.9%1,766,542
CONSUMER CYCLICAL 1.2%75,718
CONSUMER NONCYCLICAL 21.8%1,378,070
FINANCIAL SERVICES 25.6%1,619,047
Unclassi fied Industry (23.5)%-1,488,750
Total : 100.0%6,328,128
Portfolio Composition by Market Value
Run Date: 5/26/2010 10:47:50AM
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Appraisal by Sector and Industry Summary
The Appraisal by Sectors and Industries summary shows portfolio valuation as of a given date aggregated by sector and industry.
Appraisal by Sectors and Industries Summary
General Sample Portfolio
4/15/2010
Cost Market Value % PortUnrealizedDescription
1,766,541.66 1,767,429.74 -888.08CASH AND EQUIVALENTS - CASH AND EQUIVALENTS 52.7
CASH AND EQUIVALENTS Total 52.7-888.08 1,766,541.66 1,767,429.74
75,718.49 58,576.01 17,142.48CONSUMER CYCLICAL - Household Goods & Home Furnishings 2.3
CONSUMER CYCLICAL Total 2.3 17,142.48 75,718.49 58,576.01
132,785.40 126,652.00 6,133.40CONSUMER NONCYCLICAL - Drugs & Pharmaceuticals 4.0
1,245,285.00 974,484.31 270,800.69CONSUMER NONCYCLICAL - Personal Care & Cosmetics 37.2
CONSUMER NONCYCLICAL Total 41.1 276,934.09 1,378,070.40 1,101,136.31
-13,866.00-12,900.00 -966.00FINANCIAL SERVICES - Diversified Financial Services -0.4
1,632,913.13 1,621,824.03 11,089.10FINANCIAL SERVICES - Other Financial Services 4.3
FINANCIAL SERVICES Total 3.9 10,123.10 1,619,047.13 1,608,924.03
-1,488,750.00-1,488,750.00 0.00Unclassified Industry - Unclassified Sector 0.0
Unclassified Industry Total 0.0 0.00-1,488,750.00-1,488,750.00
Total 67778 100.0 303,311.59 3,350,627.67 3,047,316.08
Run Date: 5/26/2010 10:48:03AM
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Grace Financial Group
Total CostQuantity Security Market Value % PortSymbol UnrealizedUnit Cost Price
Appraisal Ranked by Market Value
General Sample Portfolio
4/15/2010
Fixed Income 138,000 CHESAPEAKE ENERGY
CORPORATION 6.875%
Due 11-15-20
3.6165167BU0 -10,785.90 129,120.90 93.566 118,335.00 85.750
3,953.13Accrued Interest
133,074.03Total Fixed Income 122,288.13 -10,785.90 3.65
Equities 25 JUN 10 EMINI S&P 500 0.7.pes0000010f 21,875.00 1,488,750.00 1,191.000 1,510,625.00 1,208.500
19,500 CLOROX CO 37.7CLX 273,963.60 988,271.40 50.681 1,262,235.00 64.730X
2,046 JOHNSON & JOHNSON 4.0jnj 6,133.40 126,652.00 61.902 132,785.40 64.900X
5,000 NORSEMAN GOLD PLC 1.4nogff 15,739.81 30,571.19 6.114 46,311.00 9.262
2,500 MOTHERCARE ORD GBP
0.50
0.9MOTGBBF 1,402.67 28,004.82 11.202 29,407.49 11.763
-300 ISHARES DOW JONES
SELECT DIVID
-0.4dvy -966.00-12,900.00 43.000 -13,866.00 46.220X
-15 CLX APR 10 50 C -0.5189054DAR -3,162.91-13,787.09 9.191 -16,950.00 11.300X
LONG FUTURES Zero
Market Value Adjustment
0.0 0.00-1,488,750.00 0.000 -1,488,750.00 0.000
1,146,812.32Total Equities 1,461,797.89 314,985.57 43.63
Cash and Equiv.CASH - US DOLLARS 52.1cash 0.00 1,745,555.24 1,745,555.24 1.000
13,595 CASH - BRITISH POUNDS 0.6cash -888.08 21,874.50 1.609 20,986.42 1.544
1,767,429.74Total Cash 1,766,541.66 -888.08 52.72
3,350,627.67 3,047,316.08Total 67778 303,311.59 100.0
Summary:
Long Securities
Short Securities
Net Cash Equivalents
Total Account
2,791,370.31
-26,687.09
3,099,698.89
-30,816.00
100.0
-0.9
92.5
0.00
0.00
1,767,429.74 1,767,429.74
0.00
0.00
Long Accrued Dividends
Short Accrued Dividends
52.7
0.0
0.00
Accrued Interest 3,953.13
3,350,627.67 3,047,316.08
3,953.13 0.12
Run Date: 5/26/2010 10:48:17AM
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Grace Financial Group
18
Appraisal Ranked by Market Value
The Appraisal Ranked by Market Value is an appraisal report that arranges the positions in a portfolio from highest to lowest market value, within asset class.
Total CostQuantitySecurity Market Value % PortSymbol % ChangeUnit Cost Price
Appraisal Ranked by Market Value with Percent G/L
General Sample Portfolio
4/15/2010
Unrealized
Fixed Income
138,000CHESAPEAKE ENERGY CORPORATION 6.875%
Due 11-15-20
3.65 129,120.90 93.566 118,335.00 85.750 -8.35165167BU0 -10,785.90
3,953.13Accrued Interest
133,074.03 122,288.13 3.65-8.11 -10,785.90
Total Fixed Income
Equities
25JUN 10 EMINI S&P 500 0.65 1,488,750.00 1,191.000 1,510,625.00 1,208.500 1.47.PES0000010F 21,875.00
19,500CLOROX CO 37.67 988,271.40 50.681 1,262,235.00 64.730 27.72CLX 273,963.60
2,046JOHNSON & JOHNSON 3.96 126,652.00 61.902 132,785.40 64.900 4.84JNJ 6,133.40
5,000NORSEMAN GOLD PLC 1.38 30,571.19 6.114 46,311.00 9.262 51.49NOGFF 15,739.81
2,500MOTHERCARE ORD GBP 0.50 0.88 28,004.82 11.202 29,407.49 11.763 5.01MOTGBBF 1,402.67
-300ISHARES DOW JONES SELECT DIVID -0.41-12,900.00 43.000 -13,866.00 46.220 -7.49DVY -966.00
-15CLX APR 10 50 C -0.51-13,787.09 9.191 -16,950.00 11.300 -22.94189054DAR -3,162.91
LONG FUTURES Zero Market Value Adjustment 0.00-1,488,750.00 0.000 -1,488,750.00 0.000 0.00 0.00
1,146,812.32 1,461,797.89 43.63 27.47 314,985.57
Total Equities
Cash and Equiv.
CASH - US DOLLARS 52.10 1,745,555.24 1,745,555.24 1.000CASH 0.00
13,595CASH - BRITISH POUNDS 0.63 21,874.50 1.609 20,986.42 1.544 -4.06CASH -888.08
1,767,429.74 1,766,541.66 52.72-0.05 -888.08
Total Cash and Equiv.
3,350,627.67 3,047,316.08Total 67778 100.0 9.95 303,311.59
Run Date: 5/26/2010 10:48:59AM
Page 1 of 2
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67778
1919
Appraisal Ranked by Market with Percent Gain/Loss
The Appraisal Ranked by Market Value with Percent G/L is an appraisal report that includes the Percentage Gain or Loss for each position in a portfolio by market value from highest to lowest.
Grace Financial Group
20
Appraisal Ranked by Percent Gain/Loss
The Appraisal Ranked by Percent Gain/Loss ranks positions in a portfolio as of a given date by Percent Gain or loss.
Total CostQuantity Security Market Value % PortSymbol % UnrUnit Cost Price
Appraisal Ranked by Percent Gain/Loss
General Sample Portfolio
4/15/2010
Fixed Income 138,000 CHESAPEAKE ENERGY
CORPORATION 6.875% Due
11-15-20
3.6165167BU0 129,120.90 93.566 118,335.00 85.750 -8.35
3,953.13Accrued Interest
133,074.03Total Fixed Income 122,288.13 3.65-8.35
Equities 5,000 NORSEMAN GOLD PLC 1.4nogff 30,571.19 6.114 46,311.00 9.262 51.49
19,500 CLOROX CO 37.7CLX 988,271.40 50.681 1,262,235.00 64.730 27.72
-15 CLX APR 10 50 C -0.5189054DAR -13,787.09 9.191 -16,950.00 11.300 22.94
-300 ISHARES DOW JONES
SELECT DIVID
-0.4dvy -12,900.00 43.000 -13,866.00 46.220 7.49
2,500 MOTHERCARE ORD GBP
0.50
0.9MOTGBBF 28,004.82 11.202 29,407.49 11.763 5.01
2,046 JOHNSON & JOHNSON 4.0jnj 126,652.00 61.902 132,785.40 64.900 4.84
25 JUN 10 EMINI S&P 500 0.7.pes0000010f 1,488,750.00 1,191.000 1,510,625.00 1,208.500 1.47
LONG FUTURES Zero Market
Value Adjustment
0.0-1,488,750.00 0.000 -1,488,750.00 0.000 0.00
1,146,812.32Total Equities 1,461,797.89 43.63 120.96
Cash and Equiv.CASH - US DOLLARS 52.1cash 1,745,555.24 1,745,555.24 1.000 0.00
13,595 CASH - BRITISH POUNDS 0.6cash 21,874.50 1.609 20,986.42 1.544 -4.06
1,767,429.74Total Cash and Equiv. 1,766,541.66 52.72-4.06
3,350,627.67 3,047,316.08Total 67778 100.0 108.54
Summary:
Long Securities
Short Securities
Net Cash Equivalents
Total Account
2,791,370.31
-26,687.09
3,099,698.89
-30,816.00
100.0
-0.9
92.5
0.00
0.00
1,767,429.74 1,767,429.74
0.00
0.00
Long Accrued Dividends
Short Accrued Dividends
52.7
0.0
0.00
Accrued Interest 3,953.13
3,350,627.67 3,047,316.08
3,953.13 0.12
Run Date: 5/26/2010 10:48:32AM
Page 1 of 1
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67778
Grace Financial Group
21
Appraisal by Underlying Security
The Appraisal by Underlying Security report shows the cost and value of positions in a portfolio grouped by underlying security. This report is useful for viewing hedged positions between options and their underlying security.
Appraisal by Underlying Security
Options Account
4/15/2010
Total CostQuantity Security Market Value % PortSymbol UnrealizedUnit Cost PriceUndl Sym
8.04 0.00 109,800.13 109,800.13 1.000CASHCASH - US DOLLARS CASH
2,000 9.48 113,460.00 16,000.00 8.000 129,460.00 64.730CLXCLOROX CO CLX
-15 -1.24-3,162.91-13,787.09 9.191 -16,950.00 11.300189054DARCLX APR 10 50 C CLX
2,212.91 112,510.00 110,297.09 8.24Total CLX
19,066 35.21 0.00 480,844.52 25.220 480,844.52 25.220CYBWISDOMTREE DREYFUS CHINESE YUA CYB
-85 0.00 4,097.00-4,097.00 0.482 0.00 0.000CYB 100717C00025000CYB JUL 17 2010 25.000 C CYB
-101 -0.10 1,020.10-2,323.00 0.230 -1,302.90 0.129CYB 100717C00026000CYB JUL 17 2010 26.000 C CYB
474,424.52 479,541.62 5,117.10 35.11Total CYB
19,400 10.50-4,462.00 147,828.00 7.620 143,366.00 7.390DVRCAL DIVE INTERNATIONAL, INC. DVR
-150 0.00 6,000.00-6,000.00 0.400 0.00 0.000DVR 100522C00007500DVR MAY 22 2010 7.500C DVR
141,828.00 143,366.00 1,538.00 10.50Total DVR
500 1.79 385.00 24,000.00 48.000 24,385.00 48.770KOCOCA COLA CO KO
111 6.10-555.00 83,805.00 7.550 83,250.00 7.500191216EAZKO MAY 10 47 1/2 C KO
107,805.00 107,635.00 -170.00 7.88Total KO
4,600 0.00-174,938.00 174,938.00 38.030 0.00 0.000LLOWES CORP L
-46 -0.15-639.40-1,380.00 0.300 -2,019.40 0.439L 100522C00040000L 100522C00040000 @40 05-22-10 L
173,558.00 -2,019.40 -175,577.40 -0.15Total L
16,037 12.62 2,245.18 170,152.57 10.610 172,397.75 10.750NANONANOMETRICS INC NANO
-90 -0.74-180.00-9,900.00 1.100 -10,080.00 1.120NTQ 100522C00010000NTQ MAY 22 2010 10000 C NANO
160,252.57 162,317.75 2,065.18 11.88Total NANO
3,700 18.73 2,183.00 253,672.00 68.560 255,855.00 69.150XOMEXXON MOBIL CORP. XOM
-37 -0.19-573.50-2,072.00 0.560 -2,645.50 0.715XOM 100522C00070000XOM 100522C00070000 @70 05-22-10 XOM
-10 -0.05-331.00-290.00 0.290 -621.00 0.621XOM 100522P00065000XOM 100522P00065000 @65 05-22-10 XOM
251,310.00 252,588.50 1,278.50 18.49Total XOM
100.00-55,451.53 1,365,739.60 1,421,191.13Total OPT890
Summary:
1,289,558.27 1,351,240.09Long Securities 94.4
Run Date: 5/26/2010 10:48:45AM
Page 1 of 2(154)
OPT890
Grace Financial Group
22
Fixed Income Segment Appraisal
The Fixed Income Segment Appraisal emphasizes analysis of fixed income securities, highlighting metrics like duration, yield to maturity, years to maturity, coupon and rating at individual position, security type, and portfolio levels.
Quantity Security Market
Value
Pct.
Asset
Accrued
Interest
Symbol Price YTM Mod
Dur.
Coupon Maturity Years
To Mat
Fixed Income Segment
Fixed Income Portfolio
4/15/2010
Put
Date
Rating
LONG CORPORATE BONDS
10,000 114.58 1.27121bn2 103.250 10,325.00 4.33 1.258 6.875 08/15/11 1.33XEROX CORPORATION A
138,000 3,953.13 14.92165167bu0 85.750 118,335.00 8.99 6.877 6.875 11/15/20 10.58CHESAPEAKE ENERGY CORPORATION BB
4,067.71 16.19 128,660.00 8.61 6.426 9.84 6.875 02/13/20 148,000 Ba2
LONG TREASURY BONDS
100,000 2,004.17 12.353133xkqx6 99.250 99,250.00 5.00 5.809 4.875 05/17/17 7.09FHLB AAA
2,004.17 12.35 99,250.00 5.00 5.809 7.09 4.875 05/15/17 100,000 Aaa
LONG CONVERTIBLE BONDS
60,000 625.00 7.6262913faj1 103.000 61,800.00 0.00 .742 3.125 06/15/12 0.75NII HOLDINGS, INC. 3.125% 06 01/15/11A
75,000 250.00 9.5466986waa6 103.950 77,962.50 0.00 2.142 1.000 06/15/12 2.17NOVAMED, INC. A
875.00 17.16 139,762.50 0.00 1.523 1.54 1.940 10/29/11 135,000 A2
LONG MUNICIPAL BONDS
20,000 128.33 2.54485107cr5 103.300 20,660.00 4.74 6.387 5.250 03/01/18 7.88KANSAS CITY MO TAX INCREMENT AAA
100,000 1,581.94 12.7337969ynm4 102.750 102,750.00 3.96 9.311 4.250 06/01/22 12.13GLOUCESTER CNTY N J IMPT AUTH AAA
1,710.28 15.26 123,410.00 4.09 8.822 11.42 4.417 09/10/21 120,000 Aaa
CASH & EQUIVALENTS
0.00 30.15cash 1.000 247,149.90CASH - US DOLLARS
0.00 30.15 247,149.90
LONG FNMA
75,000 33.59 8.8831398adm1 97.000 72,750.00 5.89 5.736 5.375 06/12/17 7.16FNMA AAA
33.59 8.88 72,750.00 5.89 5.736 7.16 5.375 06/09/17 75,000 Aaa
8,690.75 100.00 810,982.40 5.538 7.30A1 4.568 07/30/17Total FXD123 3.13
(125)
FXD123
Run Date: 5/26/2010 10:47:24AM
Page 1 of 1
Grace Financial Group
23
Transaction Summary
The Transaction Summary report provides a list of all transactions that occurred during a given period.
Tr Type Trade Settle Quantity Type Symbol Net AmountSymbol Description Comm Other Lot
General Sample Portfolio
1/1/2010 to 4/15/2010
Transaction Summary
SEC
Close
Meth
by csgb nogff NORSEMAN GOLD PLC 1/11/10 1/14/10 5,000 cagb cash 30,571.19 1,609.01 0.00 1 0.00
by csgb MOTGBBF MOTHERCARE ORD GBP
0.50
1/11/10 1/14/10 2,500 cagb cash 28,004.82 48.27 0.00 1 0.00
dp cagb cash CASH - BRITISH POUNDS 1/11/10 1/11/10 awgb CLIENT 80,450.52 0.00 0.00 0 0.00
cs clus 053015aes ADP JAN 10 30 C 1/15/10 1/18/10 20 caus cash 0.00 0.00 0.00 1 0.00h
cs clus 532457abb LLY JAN 10 30 C 1/15/10 1/18/10 20 caus cash 0.00 0.00 0.00 1 0.00h
cs clus 589331afg MRK JAN 10 25 C 1/15/10 1/18/10 8 caus cash 0.00 0.00 0.00 5 0.00h
cs clus 589331afg MRK JAN 10 25 C 1/15/10 1/18/10 5 caus cash 0.00 0.00 0.00 4 0.00h
cs clus 589331afg MRK JAN 10 25 C 1/15/10 1/18/10 1 caus cash 0.00 0.00 0.00 1 0.00h
cs clus 589331afg MRK JAN 10 25 C 1/15/10 1/18/10 4 caus cash 0.00 0.00 0.00 3 0.00h
cs clus 589331afg MRK JAN 10 25 C 1/15/10 1/18/10 2 caus cash 0.00 0.00 0.00 2 0.00h
cs clus 755111aea RTN JAN 10 42 C 1/15/10 1/18/10 10 caus cash 0.00 0.00 0.00 1 0.00h
cs clus 842587abv SO JAN 10 25 C 1/15/10 1/18/10 1 caus cash 0.00 0.00 0.00 1 0.00h
cs ptus 189054mca CLX JAN 10 50 P 1/15/10 1/18/10 5 caus cash 0.00 0.00 0.00 3 0.00h
cs ptus 189054mca CLX JAN 10 50 P 1/15/10 1/18/10 4 caus cash 0.00 0.00 0.00 2 0.00h
cs ptus 189054mca CLX JAN 10 50 P 1/15/10 1/18/10 1 caus cash 0.00 0.00 0.00 1 0.00h
cs ptus 191216mds KO JAN 10 22 1/2 P 1/15/10 1/18/10 20 caus cash 0.00 0.00 0.00 1 0.00h
cs ptus 35671dmnr FPA JAN 10 20 P 1/15/10 1/18/10 10 caus cash 0.00 0.00 0.00 1 0.00h
cs ptus 532457mbj LLY JAN 10 25 P 1/15/10 1/18/10 15 caus cash 0.00 0.00 0.00 1 0.00h
cs ptus 589331mfj MRK JAN 10 22 1/2 P 1/15/10 1/18/10 4 caus cash 0.00 0.00 0.00 6 0.00h
cs ptus 589331mfj MRK JAN 10 22 1/2 P 1/15/10 1/18/10 8 caus cash 0.00 0.00 0.00 7 0.00h
cs ptus 589331mfj MRK JAN 10 22 1/2 P 1/15/10 1/18/10 2 caus cash 0.00 0.00 0.00 4 0.00h
cs ptus 589331mfj MRK JAN 10 22 1/2 P 1/15/10 1/18/10 3 caus cash 0.00 0.00 0.00 5 0.00h
cs ptus 589331mfj MRK JAN 10 22 1/2 P 1/15/10 1/18/10 1 caus cash 0.00 0.00 0.00 3 0.00h
cs ptus 589331mfj MRK JAN 10 22 1/2 P 1/15/10 1/18/10 1 caus cash 0.00 0.00 0.00 2 0.00h
cs ptus 589331mfj MRK JAN 10 22 1/2 P 1/15/10 1/18/10 1 caus cash 0.00 0.00 0.00 1 0.00h
cs ptus 755111mdn RTN JAN 10 40 P 1/15/10 1/18/10 5 caus cash 0.00 0.00 0.00 1 0.00h
cs ptus 842587mbu SO JAN 10 22 1/2 P 1/15/10 1/18/10 20 caus cash 0.00 0.00 0.00 1 0.00h
cs ptus 882508maf TXN JAN 10 07 1/2 P 1/15/10 1/18/10 50 caus cash 0.00 0.00 0.00 1 0.00h
in cbus marginint MARGIN INTEREST 0%
Due 12-31-50
1/31/10 2/3/10 caus cash 128.25 0.00 0.00 0 0.00
dp epus amex AMEX BILL 1/31/10 1/31/10 caus cash 63.00 0.00 0.00 0 0.00
dp epus BLOOMBERG BLOOMBERG 2/1/10 2/1/10 caus cash 84.00 0.00 0.00 0 0.00
dp caus cash CASH - US DOLLARS 2/2/10 2/2/10 awus client 250,000.00 0.00 0.00 0 0.00
cs clus 053015baq ADP FEB 10 33 C 2/15/10 2/16/10 20 caus cash 0.00 0.00 0.00 1 0.00h
cs ptus 053015nbk ADP FEB 10 30 P 2/15/10 2/16/10 9 caus cash 0.00 0.00 0.00 3 0.00h
cs ptus 053015nbk ADP FEB 10 30 P 2/15/10 2/16/10 8 caus cash 0.00 0.00 0.00 2 0.00h
cs ptus 053015nbk ADP FEB 10 30 P 2/15/10 2/16/10 3 caus cash 0.00 0.00 0.00 1 0.00h
(700)
67778
Run Date: 5/26/2010 10:53:37AM
Page 1 of 2
Grace Financial Group
Commission Transaction Summary
The Commission Transaction Summary report provides information on transactions, aggregated by broker.
24
Average Cents
Per Share
Order
Flow
Description Total
Commission
Commission Transaction Summary
General Sample Portfolio
1/1/2010 to 4/15/2010
ANY BROKER USA 1,005.00 5,134 0.1958
GOLDMAN SACHS & COMPANY 7,131.05 142,621 0.0500
JOHN DURESITE 30.00 2,547 0.0118
MORGAN STANLEY & CO. 0.00 3,130 0.0000
0.0532 8,166.05 153,432
67778
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Page 1 of 1 (703)
Grace Financial Group
Commission Transaction Detail
The Commission Transaction Detail report displays commission information on a per-transaction basis, organized by broker.
25
CPSOrder FlowDescription Commission
Commission Transaction Details
General Sample Portfolio
1/1/2010 to 4/15/2010
Trade Tran SymbolType
ANY BROKER USA [7115]
01/11/10 1,000.00by 0.1958NORSEMAN GOLD PLC 5,000csgb NOGFF
01/15/10 0.00cs 0.1958CLX JAN 10 50 P 4ptus 189054MCA
01/15/10 0.00cs 0.1958CLX JAN 10 50 P 5ptus 189054MCA
01/15/10 0.00cs 0.1958CLX JAN 10 50 P 1ptus 189054MCA
01/15/10 0.00cs 0.1958RTN JAN 10 42 C 10clus 755111AEA
01/15/10 0.00cs 0.1958SO JAN 10 25 C 1clus 842587ABV
01/15/10 0.00cs 0.1958MRK JAN 10 25 C 5clus 589331AFG
01/15/10 0.00cs 0.1958MRK JAN 10 25 C 8clus 589331AFG
02/24/10 5.00by 0.1958JOHNSON & JOHNSON 100csus JNJ
1,005.00 5,134 0.1958[ANY BROKER USA 9 TRANSACTIONS]
GOLDMAN SACHS & COMPANY [0005]
03/02/10 229.80by 0.0500JOHNSON & JOHNSON 4,596csus JNJ
04/15/10 1.25by 0.0500JUN 10 EMINI S&P 500 25ftus .PES0000010F
04/15/10 6,900.00by 0.0500CHESAPEAKE ENERGY CORPORATION 138,000cbus 165167BU0
7,131.05 142,621 0.0500[GOLDMAN SACHS & COMPANY 3 TRANSACTIONS]
JOHN DURESITE [1956]
01/11/10 30.00by 0.0118MOTHERCARE ORD GBP 0.50 2,500csgb MOTGBBF
01/15/10 0.00cs 0.0118MRK JAN 10 25 C 2clus 589331AFG
01/15/10 0.00cs 0.0118MRK JAN 10 25 C 1clus 589331AFG
01/15/10 0.00cs 0.0118MRK JAN 10 25 C 4clus 589331AFG
01/15/10 0.00cs 0.0118LLY JAN 10 30 C 20clus 532457ABB
01/15/10 0.00cs 0.0118ADP JAN 10 30 C 20clus 053015AES
30.00 2,547 0.0118[JOHN DURESITE 6 TRANSACTIONS]
MORGAN STANLEY & CO. [0015]
01/15/10 0.00cs 0.0000TXN JAN 10 07 1/2 P 50ptus 882508MAF
01/15/10 0.00cs 0.0000RTN JAN 10 40 P 5ptus 755111MDN
01/15/10 0.00cs 0.0000SO JAN 10 22 1/2 P 20ptus 842587MBU
01/15/10 0.00cs 0.0000MRK JAN 10 22 1/2 P 8ptus 589331MFJ
01/15/10 0.00cs 0.0000MRK JAN 10 22 1/2 P 2ptus 589331MFJ
01/15/10 0.00cs 0.0000MRK JAN 10 22 1/2 P 4ptus 589331MFJ
01/15/10 0.00cs 0.0000MRK JAN 10 22 1/2 P 3ptus 589331MFJ
01/15/10 0.00cs 0.0000MRK JAN 10 22 1/2 P 1ptus 589331MFJ
01/15/10 0.00cs 0.0000MRK JAN 10 22 1/2 P 1ptus 589331MFJ
01/15/10 0.00cs 0.0000MRK JAN 10 22 1/2 P 1ptus 589331MFJ
01/15/10 0.00cs 0.0000LLY JAN 10 25 P 15ptus 532457MBJ
01/15/10 0.00cs 0.0000FPA JAN 10 20 P 10ptus 35671DMNR
01/15/10 0.00cs 0.0000KO JAN 10 22 1/2 P 20ptus 191216MDS
02/15/10 0.00cs 0.0000ADP FEB 10 30 P 8ptus 053015NBK
02/15/10 0.00cs 0.0000ADP FEB 10 30 P 9ptus 053015NBK
02/15/10 0.00cs 0.0000ADP FEB 10 30 P 3ptus 053015NBK
02/15/10 0.00cs 0.0000ADP FEB 10 33 C 20clus 053015BAQ
02/24/10 0.00ss 0.0000ISHARES DOW JONES SELECT DIVID 300csus DVY
67778
Run Date: 5/26/2010 10:54:29AM
Page 1 of 2 (716)
Grace Financial Group
26
Income and Expenses
The Income and Expenses Report shows all income and expense transactions that occurred in a portfolio in a given period.
Trade Settle TypeType Symbol Tran
Income and Expenses
General Sample Portfolio
1/1/2010 to 4/15/2010
Description Symbol3 Amount
COMMON STOCK
4/1/10 4/6/10 Dividendcsus clx dv CLOROX CO clx 195.00
4/12/10 4/15/10 Dividendcsus clx dv CLOROX CO clx 200.00
Total CLOROX CO 395.00
3/15/10 3/18/10 Dividendcsus jnj dv JOHNSON & JOHNSON jnj 412.86
Total COMMON STOCK 807.86
CORPORATE BONDS
1/31/10 2/3/10 Interestcbus marginint in MARGIN INTEREST 0% Due 12-31-50 marginint 128.25
2/15/10 2/18/10 Interestcbus MARGININT in MARGIN INTEREST 0% Due 12-31-50 MARGININT 129.00
3/15/10 3/18/10 Interestcbus MARGININT in MARGIN INTEREST 0% Due 12-31-50 MARGININT 128.75
4/14/10 4/19/10 Interestcbus MARGININT in MARGIN INTEREST 0% Due 12-31-50 MARGININT 128.85
Total MARGIN INTEREST 0% Due 12-31-50 514.85
Total CORPORATE BONDS 514.85
AFTER FEE PERFORMANCE EXPENSES
1/31/10 1/31/10 Depositepus amex dp AMEX BILL amex -63.00
2/1/10 2/1/10 Depositepus BLOOMBER
G
dp BLOOMBERG BLOOMBERG -84.00
4/1/10 4/1/10 Depositepus FUTFEE dp FUTURES TRADING FEES FUTFEE -25.00
3/1/10 3/1/10 Depositepus Reuters dp REUTERS Reuters -17.00
Total AFTER FEE PERFORMANCE EXPENSES -189.00
1,133.71
67778
Run Date: 5/26/2010 10:53:49AM
Page 1 of 1 (702)
Grace Financial Group
27
Trade CPS
Purchases and Sales Recap
Demonstration Portfolio
6/30/2010 to 7/20/2010
Long Side Short Side
Buy Sell Cover Short SaleAmount Amount Amount AmountAvg. Px Avg. Px Avg. Px Avg. Px
AMEX S & P DEPOSITARY RECEIPTS [csus SPY] 1,00007/01/10 101,608.00 -1,000 102,570.27 0 0 0 0 101.608 102.570 0.000 0.000 0.000
007/07/10 0.00 0 0.00 0 -3,000 0 317,671 0.000 0.000 0.000 105.890 -0.008
007/08/10 0.00 0 0.00 0 -1,000 0 107,151 0.000 0.000 0.000 107.151 -0.008
007/13/10 0.00 0 0.00 0 -1,500 0 163,890 0.000 0.000 0.000 109.260 -0.008
007/16/10 0.00 0 0.00 1,500 0 160,073 0 0.000 0.000 106.715 0.000 0.008
007/20/10 0.00 0 0.00 750 0 79,424 0 0.000 0.000 105.898 0.000 0.008
1,000 101,608.00 -1,000 102,570.27 2,250 -5,500 239,496 588,712 101.608 102.570 106.443 107.038 -0.024
CALL SPY 08/21/10 112 @112 08-21-10 [clus SPY 100821C00112000] 007/19/10 0.00 0 0.00 0 -10 0 939 0.000 0.000 0.000 0.939 -0.008
0 0.00 0 0.00 0 -10 0 939 0.000 0.000 0.000 0.939 -0.008
SPY AUG 21 2010 91.000 P [ptus SPY 100821P00091000] 007/01/10 0.00 0 0.00 0 -10 0 1,714 0.000 0.000 0.000 1.714 -0.008
0 0.00 0 0.00 0 -10 0 1,714 0.000 0.000 0.000 1.714 -0.008
4VFT
Run Date: 7/21/2010 3:36:50PM
Page 1 of 1
(711)
Purchases and Sales Recap
The Purchases and Sales Recap report provides a list of all purchase and sale transactions in a portfolio in a given period, broken down and arranged by security. The report is designed for analyzing buy and sell transactions on the basis of average price.
Grace Financial Group
28
Contributions and Withdrawals
The Contributions and Withdrawals report provides information about all cash and security contributions to and withdrawals from a portfolio in a given period.
Trade Settle Quantity Net AmountDescription Unit CostType Symbol
Contributions and Withdrawals
Demonstration Portfolio
5/31/2010 to 7/20/2010
SHORT INNEE DEC 18 2010 40.000 P06/23/2010 06/23/2010 20 1,883.00 0.94ptus NEE
101218P00
040000
NAM:06-23-2010Cost Factor:1 Quan Factor:1
VZ1 JUL 17 2010 22.500 P07/02/2010 07/02/2010 25 723.84 0.29ptus VZ1
100717P00
022500
NAM:07-02-2010Cost Factor:1 Quan Factor:1
2,606.84TOTAL EQUITIES
2,606.842 Short In
SHORT OUTFPL DEC 18 2010 40.000 P06/23/2010 06/23/2010 20 1,883.00 0.94ptus FPL
101218P00
040000
NAM:06-23-2010Cost Factor:1 Quan Factor:1
VZ JUL 17 2010 22.500 P07/02/2010 07/02/2010 25 723.84 0.29ptus VZ
100717P00
022500
NAM:07-02-2010Cost Factor:1 Quan Factor:1
2,606.84TOTAL EQUITIES
2,606.842 Short Out
WITHDRAWALCASH - US DOLLARS06/29/2010 06/29/2010 0 500.00caus cash
CKP 00172330 ABSOLUTE FUND ADMIN
500.00TOTAL CASH AND EQUIV.
500.001 Withdrawal
4VFT
Run Date: 7/21/2010 4:05:26PM
Page 1 of 1 (704)
Grace Financial Group
29
Dividend Accruals
The Dividend Accruals report displays the value of all accrued dividends on a per-security basis at the beginning and end of a given period, with dividends earned and received.
DescriptionSymbol
Dividend Accruals
Demonstration Portfolio
6/30/2010 to 7/20/2010
Beginning
Accrued
Dividends
Dividends
Received
Dividends
Earned
Ending
Accrued
Dividends
LONG COMMON STOCK
ABBOTT LABSABT 0.00 0.00 880.00 -880.00
BAXTER INTERNATIONAL INCBAX 0.00 -870.00 870.00 0.00
CHUBB CORPCB -925.00 925.00 0.00 0.00
COCA COLA COKO 0.00 -880.00 880.00 0.00
FAMILY DLR STORES INCFDO -93.00 93.00 0.00 0.00
GENUINE PARTS COGPC 0.00 -820.00 820.00 0.00
KIMBERLY CLARK CORPKMB 0.00 -1,320.00 1,320.00 0.00
LOWES COMPANIESLOW 0.00 0.00 440.00 -440.00
-1,320.00-2,872.00 5,210.00-1,018.00Net Receivable / Payable LONG COMMON
STOCK
Total Longs -1,320.00-2,872.00 5,210.00-1,018.00
SHORT COMMON STOCK
AMEX S & P DEPOSITARY RECEIPTSSPY 4,037.72 0.00 0.00 4,037.72
4,037.72 0.00 0.00 4,037.72Net Receivable / Payable SHORT COMMON
STOCK
Total Shorts 4,037.72 0.00 0.00 4,037.72
Net Receivable / (Payable)-2,872.00 5,210.00 3,019.72 2,717.72
4VFT
Run Date: 7/21/2010 1:43:29PM
Page 1 of 1 (708)
Grace Financial Group
30
Interest Accruals
The Interest Accruals report displays the value of all accrued interest on a per-security basis at the beginning and end of a given period, with interest received and paid during the period.
DescriptionSymbolBeginning
Accrued
Interest
Purchase
Interest
Sold
Interest
Interest
Received
Earned
Interest
Ending
Accrued
Interest
Interest Accruals
Fixed Income Portfolio
From 3/31/2010 to 6/30/2010
LONG CORPORATE BONDS
XEROX CORPORATION 6.875% Due
08-15-11
121bn2 87.85 0.00 0.00 0.00 169.97 257.81
CHESAPEAKE ENERGY
CORPORATION 6.875% Due
11-15-20
165167bu0 0.00 0.00 0.00 0.00 1,185.94 1,185.94
87.85 0.00 0.00 0.00 1,355.91 1,443.75
LONG TREASURY BONDS
FHLB 4.875% Due 05-17-173133xkqx6 1,814.58 0.00 0.00 0.00 -1,232.29 582.29
1,814.58 0.00 0.00 0.00 -1,232.29 582.29
LONG CONVERTIBLE BONDS
NII HOLDINGS, INC. 3.125% 06
3.125% Due 06-15-12
62913faj1 552.08 0.00 0.00 0.00 -473.96 78.12
NOVAMED, INC. 1% Due 06-15-1266986waa6 220.83 0.00 0.00 0.00 -189.58 31.25
772.91 0.00 0.00 0.00 -663.54 109.37
LONG MUNICIPAL BONDS
KANSAS CITY MO TAX INCREMENT
5.25% Due 03-01-18
485107cr5 87.50 0.00 0.00 0.00 259.58 347.08
GLOUCESTER CNTY N J IMPT AUTH
4.25% Due 06-01-22
37969ynm4 1,416.67 0.00 0.00 0.00 -1,074.31 342.36
1,504.17 0.00 0.00 0.00 -814.73 689.44
LONG FNMA
FNMA 5.375% Due 06-12-1731398adm1 212.76 0.00 0.00 0.00 -11.20 201.56
212.76 0.00 0.00 0.00 -11.20 201.56
TOTAL PORTFOLIO 3,026.41-1,365.85 0.00 0.00 0.00 4,392.27
(217)
FXD123
Run Date: 7/21/2010 2:07:24PM
Page 1 of 1
Grace Financial Group
31
Cash Ledger
The Single Currency Cash Ledger report maintains all cash transactions in a portfolio during a given period, sorted by cash account.
Reporting
Amount
SecurityTrade
Date
Reporting
Balance
Tran
Code
Quantity Gross
Price
Cash Ledger
General Sample Portfolio
From 1/1/2010 to 4/15/2010
Gross
Amount
Other ContraComm.
CASH - US DOLLARS
01/01/10 1,739,894.43 1,739,894.43Beginning Balance
01/15/10 1,739,894.43cs 20 0.000 0.00 0.00[ADP] ADP JAN 10 30 C 1956
01/15/10 1,739,894.43cs 20 0.000 0.00 0.00[LLY] LLY JAN 10 30 C 1956
01/15/10 1,739,894.43cs 20 0.000 0.00 0.00[MRK] MRK JAN 10 25 C 1956
01/15/10 1,739,894.43cs 10 0.000 0.00 0.00[RTN] RTN JAN 10 42 C 7115
01/15/10 1,739,894.43cs 1 0.000 0.00 0.00[SO] SO JAN 10 25 C 7115
01/15/10 1,739,894.43cs 10 0.000 0.00 0.00[CLX] CLX JAN 10 50 P 7115
01/15/10 1,739,894.43cs 20 0.000 0.00 0.00[KO] KO JAN 10 22 1/2 P 0015
01/15/10 1,739,894.43cs 10 0.000 0.00 0.00[FCX] FPA JAN 10 20 P 0015
01/15/10 1,739,894.43cs 15 0.000 0.00 0.00[LLY] LLY JAN 10 25 P 0015
01/15/10 1,739,894.43cs 20 0.000 0.00 0.00[MRK] MRK JAN 10 22 1/2
P
0015
01/15/10 1,739,894.43cs 5 0.000 0.00 0.00[RTN] RTN JAN 10 40 P 0015
01/15/10 1,739,894.43cs 20 0.000 0.00 0.00[SO] SO JAN 10 22 1/2 P 0015
01/15/10 1,739,894.43cs 50 0.000 0.00 0.00[TXN] TXN JAN 10 07 1/2 P 0015
01/31/10 1,739,831.43dp -63.00-63.00AMEX BILL
01/31/10 1,739,959.68in 128.25 128.25MARGIN INTEREST 0% DUE
12-31-50
02/01/10 1,739,875.68dp -84.00-84.00BLOOMBERG
02/02/10 1,989,875.68dp 250,000.00 250,000.00CLIENT ?% DUE ??-??-??
02/15/10 1,989,875.68cs 20 0.000 0.00 0.00[ADP] ADP FEB 10 33 C 0015
02/15/10 1,989,875.68cs 20 0.000 0.00 0.00[ADP] ADP FEB 10 30 P 0015
02/15/10 1,990,004.68in 129.00 129.00MARGIN INTEREST 0% DUE
12-31-50
02/24/10 1,984,004.68by 100 59.950 -6,000.00-5,995.00 -5.00JOHNSON & JOHNSON 7115
02/24/10 1,996,904.68ss -300 43.000 12,900.00 12,900.00ISHARES DOW JONES
SELECT DIVID
0015
03/01/10 1,996,887.68dp -17.00-17.00REUTERS
03/02/10 1,711,935.68by 4,596 61.950 -284,952.00-284,722.20 -229.80JOHNSON & JOHNSON 0005
03/04/10 1,777,935.68sl -1,000 66.000 66,000.00 66,000.00JOHNSON & JOHNSON 0015
03/05/10 1,873,635.68sl -1,650 58.000 95,700.00 95,700.00JOHNSON & JOHNSON 0015
03/15/10 1,874,048.54dv 412.86 412.86JOHNSON & JOHNSON
03/15/10 1,874,177.29in 128.75 128.75MARGIN INTEREST 0% DUE
12-31-50
04/01/10 1,874,152.29dp -25.00-25.00FUTURES TRADING FEES
04/01/10 1,874,347.29dv 195.00 195.00CLOROX CO
04/12/10 1,874,547.29dv 200.00 200.00CLOROX CO
04/14/10 1,874,676.14in 128.85 128.85MARGIN INTEREST 0% DUE
12-31-50
(500)
67778
Run Date: 5/26/2010 10:53:28AM
Page 1 of 2
Grace Financial Group
32
Cash Ledger (Multicurrency)
The Multicurrency Cash Ledger report maintains all cash transactions in a portfolio during a given period and separates them by currency, displaying activity in each cash account in both the local and reporting currencies, with exchange rate information.
Reporting
Amount
SecurityTrade
Date
Settle
Date
Activity FX Rate Local
Amount
Tran
Code
Reporting
Balance
Cash Ledger
Foreign Assets
From 1/1/2010 to 4/15/2010
UK Pound
CASH - BRITISH POUNDS
01/11/10 0.00Beginning Balance 0.00 0.00
01/11/10 80,450.5201/11/10 Deposit 1.6090105 50,000.00dp 80,450.52CLIENT
03/01/10 -16,090.1003/04/10 Purchase 1.6090104 -10,000.00wd 64,360.42MONITISE PLC CMN
04/15/10 -64,360.4204/15/10 Withdrawal 1.6090104 -40,000.00lo 0.00
0.00Ending Balance04/15/10 0.00 0.00
UK Pound Total 0.00 0.00 0.00
European Monetary Unit
CASH - EURO
04/01/10 0.00Beginning Balance 0.00 0.00
04/01/10 -18,030.1904/06/10 Purchase 0.7512580 -24,000.00wd -18,030.19ASM INTL NV
04/01/10 -455,039.3904/06/10 Purchase 1.3583265 -335,000.00wd -473,069.58EUROFINS SCIENTIFIC
04/01/10 664,593.6204/01/10 Deposit 1.3294381 500,000.00dp 191,524.04CLIENT AND NONE
191,524.04Ending Balance04/15/10 141,000.00 191,524.04
European Monetary Unit Total 191,524.04 141,000.00 191,524.04
Japanese Yen
CASH - JAPAN
04/01/10 0.00Beginning Balance 0.00 0.00
04/01/10 -4,508.5004/06/10 Purchase 93.7580000 -422,707.50wd -4,508.50TOSHIBA MACHINE
04/01/10 10,665.7604/01/10 Deposit 93.7579585 1,000,000.00dp 6,157.26CLIENT AND NONE
6,157.26Ending Balance04/15/10 577,292.50 6,157.26
Japanese Yen Total 6,157.26 577,292.50 6,157.26
Total Foreign Assets
(500)
Run Date: 5/25/2010 1:41:24PM
Page 1 of 1
FGN789
Grace Financial Group
33
Performance Summary
The Performance Summary report displays a time-weighted return for a portfolio, and displays the component parts that are used to calculate this return valuation.
Performance Summary (Cost/Market)
General Sample Portfolio
12/31/2009 to 4/15/2010
Market CostUnrealized
2,882,051.43Portfolio Value on 12/31/2009 2,649,793.67-232,257.76
514.85Interest
104,870.90Unrealized Gains
28,167.98Realized Gains 61,985.05
0.00Withdrawals
330,450.52Contributions
807.86Dividends
330,450.52
0.00
33,817.07
-104,870.89
514.85
807.86
0.01
Transfers Out
Transfers In 0.00
0.00
0.00
0.00
3,953.12 3,953.12Change In Accrued
Portfolio Fees -189.00 -189.00
3,346,674.54Portfolio Value on 4/15/2010 3,043,362.96-303,311.58
3,953.12Accrued Interest 3,953.12
3,128,649.53Average Capital
-189.00Total Fees
Total Gain After Fees 138,125.72
Period IRR
71,053.82Change in Unrealized
Net Capital Change 330,450.52
4.41
Page 1 of 1
67778
Run Date: 5/26/2010 10:50:34AM
(212)
Grace Financial Group
34
Performance TR Summary
The Performance Total Return Summary shows total P&L for each position in an account during a given period.
US DollarReporting Currency:
Security Total
Return
Beginning
Quantity
Ending
Quantity
3/31/2010
Beg Price
4/15/2010
End Price
4/15/2010
Market Value
Symbol Percent
Change
Performance TR Summary
General Sample Portfolio
From 3/31/2010 to 4/15/2010
LONG COMMON STOCK 1,262,235.00 395.00 64.73 64.73 19,500 19,500CLX 0.00CLOROX CO
132,785.40 0.00 64.90 64.90 2,046 2,046jnj 0.00JOHNSON & JOHNSON
1,395,020.40 395.00 0.03
SHORT COMMON STOCK-13,866.00 0.00 46.22 46.22 -300 -300dvy 0.00ISHARES DOW JONES
SELECT DIVID
-13,866.00 0.00 0.00
LONG CORPORATE BONDS 122,288.12 -6,832.77 85.75 85.75 0 138,000165167BU0 0.00CHESAPEAKE ENERGY
CORPORATION 6.875% Due
11-15-20
0.00 128.85 0 0marginint MARGIN INTEREST 0% Due
12-31-50
122,288.12 -6,703.92 -5.20
SHORT EQUITY CALL OPTIONS-16,950.00 0.00 11.30 11.30 -15 -15189054DAR 0.00CLX APR 10 50 C
-16,950.00 0.00 0.00
CASH & EQUIVALENTS 1,745,555.24 -25.00 1.00 1.00cash 0.00CASH - US DOLLARS
1,745,555.24 -25.00 0.00
LONG FUTURES 1,510,625.00 21,875.00 1,208.50 0 25.pes0000010f JUN 10 EMINI S&P 500
-1,488,750.00 0.00 0.00 0 0 LONG FUTURES Zero Market
Value Adjustment
21,875.00 21,875.00 0.00
LONG COMMON STOCK - GREAT BRITAIN 29,407.48 2,453.93 7.08 7.62 2,500 2,500MOTGBBF 7.63MOTHERCARE ORD GBP
0.50
46,311.00 7,479.60 5.10 6.00 5,000 5,000nogff 17.65NORSEMAN GOLD PLC
75,718.48 9,933.53 15.10
CASH - GREAT BRITAIN 20,986.42 284.42 1.00 1.00 13,595 13,595cash 0.00CASH - BRITISH POUNDS
20,986.42 284.42 1.37
3,350,627.66TOTAL PORTFOLIO 25,759.03 0.77
15/25/2010
67778.cli
1:44:11PM
224percent change just a price change
percent change for the total portfolio is:
(total gain / (ending mv - total gain) * 100)
Grace Financial Group
35
Performance TR Management Summary
The Performance Total Return Management Summary report is a cross-referenced report that shows summarized performance results for a group of accounts in a given period.
3/31/2010 to 4/15/2010
Name RORTotal ReturnAverage CapitalAccount
Performance TR Management Summary
3,324,868.64 25,759.03 0.7767778 General Sample Portfolio
762,018.62 17,255.75 2.26fgn789 Foreign Assets
823,675.57 -4,002.42 -0.49fxd123 Fixed Income Portfolio
1,531,240.59 -165,500.99 -10.81opt890 Options Account
6,441,803.42 -1.96-126,488.63
Page 1 of 1
Run Date: 5/25/2010 1:44:01PM
OPT890(225)
Grace Financial Group
36
Performance Attribution by Sector and Industry
The Performance Attribution by Sector and Industry report shows the performance in a portfolio for each security, grouped by security within economic sector and industry.
Security Market Value
Unrealized
Gain/Loss
4/15/10Average
Capital
Interest
Dividends
IRR +
Fees
Realized
Gain/Loss
Performance Attribution by Sector/Industry
General Sample Portfolio
From 12/31/2009 to 4/15/2010
Pct of
AssetsType Symbol
CASH AND EQUIVALENTS
[CASH AND EQUIVALENTS]
CASH - BRITISH POUNDS 20,986.42-888.08 19,791.23 0.00 -4.49-0.02 0.63CAGB CASH
CASH - US DOLLARS 1,745,555.24 1,859,380.26 0.00 -0.01-189.00 52.10CAUS CASH
1,879,171.49 -189.02 -888.08 0.00 1,766,541.66 52.72-0.06TOTAL CASH AND EQUIVALENTS
TOTAL CASH AND EQUIVALENTS -189.02 1,879,171.49 -888.08 0.00 -0.06 1,766,541.66 52.72
DIVERSIFIED FINANCIAL SERVICES
[FINANCIAL SERVICES]
ISHARES DOW JONES SELECT DIVID -13,866.00-966.00-6,265.71 0.00 NA 0.00 -0.41CSUS DVY
-6,265.71 0.00 -966.00 0.00 -13,866.00 -0.41 0.00TOTAL FINANCIAL SERVICES
TOTAL DIVERSIFIED FINANCIAL SERVICES 0.00-6,265.71 -966.00 0.00 0.00 -13,866.00 -0.41
DRUGS & PHARMACEUTICALS
[CONSUMER NONCYCLICAL]
JOHNSON & JOHNSON 132,785.40 6,133.40 59,602.18 412.86 6.62-2,600.00 3.96CSUS JNJ
59,602.18 -2,600.00 6,133.40 412.86 132,785.40 3.96 6.62TOTAL CONSUMER NONCYCLICAL
TOTAL DRUGS & PHARMACEUTICALS -2,600.00 59,602.18 6,133.40 412.86 6.62 132,785.40 3.96
HOUSEHOLD GOODS & HOME FURNISHINGS
[CONSUMER CYCLICAL]
MOTHERCARE ORD GBP 0.50 29,407.48 1,402.67 25,337.69 0.00 5.54 0.00 0.88CSGB MOTGBBF
NORSEMAN GOLD PLC 46,311.00 15,739.81 27,659.65 0.00 56.91 0.00 1.38CSGB NOGFF
52,997.34 0.00 17,142.48 0.00 75,718.48 2.26 32.35TOTAL CONSUMER CYCLICAL
TOTAL HOUSEHOLD GOODS & HOME FURNISHINGS 0.00 52,997.34 17,142.48 0.00 32.35 75,718.48 2.26
Run Date: 5/26/2010 10:52:06AM
67778
Page 1 of 3 (252)
Grace Financial Group
37
Performance Attribution by Sector/Industry Summary
The Performance Attribution by Sector / Industry Summary report shows performance in a portfolio, grouped and summarized by security within economic sector and industry.
Sector [Industry] Market Value
Unrealized
Gain/Loss
4/15/10Average
Capital
Interest
Dividends
IRR +
Fees
Realized
Gain/Loss
Reporting Currency: US Dollar
Performance Attribution by Sector/Industry Summary
General Sample Portfolio
From 12/31/2009 to 4/15/2010
Pct of
Assets
Total
GainCount
CASH AND EQUIVALENTS [CASH AND EQUIVALENTS] 1,879,171.49 -189.02 -888.08 0.00 -1,077.10 -0.06 1,766,541.66 52.72(2)
DIVERSIFIED FINANCIAL SERVICES [FINANCIAL SERVICES] -6,265.71 0.00 -966.00 0.00 -966.00 0.00 -13,866.00 -0.41(1)
DRUGS & PHARMACEUTICALS [CONSUMER NONCYCLICAL] 59,602.18 -2,600.00 6,133.40 412.86 3,946.26 6.62 132,785.40 3.96(1)
HOUSEHOLD GOODS & HOME FURNISHINGS [CONSUMER
CYCLICAL]
52,997.34 0.00 17,142.48 0.00 17,142.48 32.35 75,718.48 2.26(2)
OTHER FINANCIAL SERVICES [FINANCIAL SERVICES] 1,229.72 0.00 11,089.10 3,953.12 15,042.23 1,223.22 1,632,913.12 48.73(2)
PERSONAL CARE & COSMETICS [CONSUMER
NONCYCLICAL]
1,172,889.52 0.00 72,360.00 395.00 72,755.00 6.20 1,245,285.00 37.17(2)
UNCLASSIFIED SECTOR [UNCLASSIFIED INDUSTRY] -30,975.01 30,768.00 0.00 514.85 31,282.85 0.00 -1,488,750.00 -44.43(17)
3,128,650 27,979 104,871 5,276 3,350,628 100.00TOTAL 67778 4.41 138,125.72
Run Date: 5/26/2010 10:52:17AM
67778
Page 1 of 1 (253)
Grace Financial Group
38
Historical Performance Analytics
The Historical Performance Analytics report is a comparative, month-over-month rate of return calculation for a portfolio versus user-selected indexes.
Historical Performance Analytics
General Sample Portfolio
12/31/2009 to 3/31/2010
Cumulative Linked Time Weighted ReturnPeriod Returns
Average
Capital
Total Gain After
Fees
Period
IRR
S & P 500 DOW JONES Russell 2000 S&P 600
Small Cap
Period (4) S&P
600 Small
Cap
(3) Russell
2000
(2) DOW
JONES
(1) S & P
500
Acct Link
ROR
2,868,767 6,131 0.21%12-31-09 to 01-31-10 0.21% -3.70% -3.46% -3.73% -3.45%-3.70% -3.46% -3.73% -3.45%
3,115,969 57,202 1.84%01-31-10 to 02-28-10 2.05% -0.95% -0.99% 0.51% 0.62% 2.85% 2.56% 4.41% 4.22%
3,182,099 49,584 1.56%02-28-10 to 03-31-10 3.64% 4.87% 4.11% 8.51% 8.32% 5.88% 5.15% 7.97% 7.65%
112,917Totals
SHARPE RATIO -0.14 -0.07 -0.39 -0.40
Sharpe Ratio: describes how much excess return you are receiving for the extra volatility that you endure for a holding a riskier asset.
The ratio helps to make the performance of one portfolio comparable to that of another portfolio by making an adjustment for risk.
S(x) = (Rx - Rf) / StdDev(x)
Where:
x is the investment
Rx is Return of the Portfolio
Rf is the Return of the Comparitive Index
StdDev(x) is the Standard Deviation of Excess Return
Abnormalities like kurtosis,fatter tails and higher peaks, or
skewness on the distribution can be problematic for the
ratio, as the standard deviation does not have the same
effectiveness when these problems exist. Sometimes it can
be downright dangerous to use this formula when return are
not normally distributed.
Page 1 of 2
67778
Run Date: 5/26/2010 10:52:23AM
(256)
Portfolio Start: 02/28/2007
Grace Financial Group
39
Year-to-Date Performance
The Year-to-Date Performance report displays comparative performance results for a portfolio versus up to four selected indexes.
YTD Performance Summary
Demonstration Portfolio
12/31/2009 to 7/20/2010
Month to Date Quarter to Date Year to DateDaily-7/20/2010
3,412,780.15Beginning Equity 3,349,167.37 3,349,167.37 2,642,615.88
Contributions
Interest
Change in Unrealized Gains
Realized Gains on Cost
Withdrawals
Transfers Out
Transfers In
0.00
-5.84
0.00
0.00
0.00
0.00
0.00
Dividends
0.00 0.00 700,000.00
0.00 0.00 -45,200.24
723.84 723.84 126,781.59
-723.84 -723.84 -126,781.59
17,099.01 17,099.01 80,544.24
52,689.68 52,689.68 14,052.22
0.00 0.00 -326.54
5,210.00 5,210.00 32,074.10
11,391.75
3,424,166.06Ending Equity 3,424,166.06 3,424,166.06 3,424,166.06
Change in Accrued Interest 0.00 0.00 0.00 0.00
11,385.91
0.00Total Fees
Total Gain After Fees
0.00 0.00 406.40
74,998.69 74,998.69 126,750.42
0.33% 2.24% 2.24% 3.83%Linked IRR
Index Returns 0.00%
0.00%
S & P 500
DOW JONES
Russell 2000 0.00%
0.00%S&P 600 Small Cap
0.00% 0.00% -7.57%
0.00% 0.00% -6.27%
0.00% -2.54%
0.00% 0.00% -1.40%
0.00%
Cash
Long Market Value
Short Market Value
Accrued Dividends
Accrued Interest
1,538,129.28
2,663,532.00
-774,777.50
-2,717.72
0.00
Summary:7/20/2010
Page 1 of 1
4VFT
Print Date: 7/21/2010 5:05:35PM
(227)Daily results are only valid for the last trading day.
Grace Financial Group
40
Performance Snapshot
The Snapshot Report is a two-year study that recaps account performance results into daily, month-to-date, year-to-date, and inception to date periods.
Snapshot Report
Demonstration Portfolio
6/30/2010
Year to Date Summary Year to Date P&L on Cost PreviousYear P&L on CostAccount Summary
1,379,987.83Cash/Margin Beginning Equity S/T Realized P&L 1,046,334.68 48,543.75 S/T Realized P&L 9,747,054.60
L/T Realized P&L 79,544.82 1,546,850.37 L/T Realized P&LShort Balance 2,851,400.00 -4,675.00Dividends
Total Realized P&L Total Realized P&L 1,595,394.12 1,125,879.50 0.00Accrued Bond Interest Interest -2,322.31
Change in Unrealized Change in Unrealized 51,052.41 1,923,216.56-5,600.00Accrued Dividends 51,052.41Change in Unrealized Gain
MVL 9,062,095.20 1,595,394.12Realized Gains on Cost
-2,677,100.00MVS -241,825.79Capital Adjustments
0.00Unsupervised Assets 0.00Unsupervised Assets
10,610,783.03Total Equity 10,610,783.03Ending Equity
Current Year Performance Statistics
Daily-6/30/2010 Month
To Date
Year
To Date
Annualized
Inception To Date
Inception
To Date
-0.30% -2.59% 11.90% -2.65% -0.14%Account
Russell 2000 -1.05% -7.88% -2.54% 116.73% 4.17%
NASDAQ COMPOSITE -1.21% -6.55% -7.05% 320.13% 7.88%
Dow Jones -0.98% -3.58% -6.27% 223.13% 6.39%
S&P 500 -1.01% -5.39% -7.57% 165.78% 5.30%
Notes:
Inception Date: 8/22/1991
ST G/L +$729811.52
LT G/L +$4008317.42
Page 1 of 1
74390090
Print Date: 7/28/2010 5:00:23PM
(268)
This report is for informational purposes only and has been prepared to assist you in the review of your account. If you note any discrepancies, please contact your Account Executive immediately. This
information is not meant to be relied on for tax, accounting, legal or other purposes. The information is believed to be from reliable sources, but we make no representation as to its accuracy or
completeness or appropriateness for comparison.
Grace Financial Group
41
Profit & Loss Detail
The Profit and Loss Detail report displays P&L attribution by security in a portfolio, as well as calculating a return on investment and contribution to total return. The report can be presented by either underlying security or security type.
Security
ROIRealized
Gain/Loss
Profit and Loss Detail by Underlying Security
Demonstration Portfolio
From 1/1/2009 to 7/20/2010
Begininng
Value
Net
Flows
Change in
Accruals
Interest *
Dividends
Change in
Unrealized
P & L ContributionEnding
ValueSymbol
Equities
ABT - ABBOTT LABS
ABBOTT LABS -30.22-13,802.00 0.00 0.00 0.00 2,560.00 -11,242.00 0.00 94,940.00 -21.407ABT
ABT MAY 09 37 1/2 P 113.45 0.00 0.00 0.00 887.41 0.00 887.41 0.00 0.00 1.690002824QCA
ABT MAY 10 45 P 289.74 0.00 0.00 0.00 441.56 0.00 441.56 0.00 0.00 0.841002824QAX
ABT AUG 21 2010 49.000 C 267.30 11,792.80 0.00 0.00 0.00 0.00 11,792.80 0.00 -990.00 22.455002824HBN
0.00 0.00 93,950.00 0.00 -2,009.20 2,560.00 1,328.97 1,879.77 5.90 3.579
ADP - AUTOMATIC DATA PROCESSING INC
AUTOMATIC DATA PROCESSING INC 10.40 0.00 0.00 0.00 1,303.84 1,485.00 2,788.84 0.00 0.00 5.310ADP
ADP AUG 09 32 1/2 P 138.82 0.00 0.00 0.00 539.98 0.00 539.98 0.00 0.00 1.028053015TAM
WWF JAN 10 30 C 0.00 0.00 0.00 16,719.57 0.00 0.00 0.00 0.00 0.00 0.000053015AEB
ADP JAN 10 30 C 0.00 0.00 0.00-16,719.57 0.00 0.00 0.00 0.00 0.00 0.000053015AES
ADP FEB 10 30 P 175.47 0.00 0.00 0.00 1,083.29 0.00 1,083.29 0.00 0.00 2.063053015NBK
ADP FEB 10 33 C 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.000053015BAQ
0.00 0.00 0.00 0.00 0.00 1,485.00 2,927.11 4,412.11 21.35 8.401
Equities 0.00 0.00 -2,009.20 4,045.00 4,256.08 0.00 93,950.00 6,291.88 11.98 11.981
TOTAL PORTFOLIO 0.00 0.00 -2,009.20 4,045.00 4,256.08 0.00 93,950.00 6,291.88 11.98 11.981
Average Capital 52,516.71
ROI: Total P&L divided by Average Capital for the Period.
Contribution: (P&L of the specific security / Total P&L for the Account) multiplied by the ROI for the total Portfolio.
Begining and Ending Values include Accrued Interest and Dividends
* Interest Dividends: Include Bond Interest,Short Rebates,Credit and Debit Interest, Miscellaneous Income and Expenses , Management Fees
Run Date: 7/21/2010 5:20:49PM
4VFT
Page 1 of 1
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Grace Financial Group
42
Realized Gains & Losses by Security
The Realized Gains & Losses by Security report calculates tax liability in terms of long- and short-term gains, in accordance with GAAP regulations for calculating return on a given security type.
Open
Date
Close
Date Quantity Proceeds
Gain or Loss
Short Term Long Term
Realized Gains/Losses - by Security
General Sample Portfolio
From 1/1/2010 to 4/15/2010
Reporting Currency: US Dollar
Cost BasisUnit Cost Unit PriceLot
LONG COMMON STOCK
JOHNSON & JOHNSON [jnj]03/02/10 03/04/10 1,000 66,000.00 4,000.00 0.00 62,000.00 62.0000 66.0000 4
03/02/10 03/05/10 1,650 95,700.00 -6,600.00 0.00 102,300.00 62.0000 58.0000 4
2,650 164,300.00 161,700.00 -2,600.00 0.00 62.0000 61.0189
164,300.00 161,700.00 -2,600.00 0.00TOTAL LONG COMMON STOCK
SHORT EQUITY PUT OPTIONS
[ADP] ADP FEB 10 30 P [053015nbk]09/02/09 02/15/10 -3 162.49 -137.51 0.00# 300.00 1.0000 0.5416 1
09/02/09 02/15/10 -9 487.48 -430.52 0.00# 918.00 1.0200 0.5416 3
09/02/09 02/15/10 -8 433.32 -350.68 0.00# 784.00 0.9800 0.5416 2
-20 2,002.00 1,083.29 -918.71 0.00 1.0010 0.5416
2,002.00 1,083.29 -918.71 0.00TOTAL SHORT EQUITY PUT OPTIONS
0.00-3,518.71
LONG POSITIONS:
TOTAL GAINS
TOTAL LOSSES
4,000.00
-6,600.00
0.00
0.00
SHORT POSITIONS:
TOTAL GAINS
TOTAL LOSSES
0.00
-918.71
0.00
0.00
NET REALIZED LONGS
NET REALIZED SHORTS
-3,518.71TOTAL REALIZED GAIN/LOSS
NET REALIZED LONGS & SHORTS
0.00-2,600.00
-918.71 0.00
164,300.00 161,700.00
2,002.00 1,083.29
166,302.00 162,783.29
Legend
# - Short Sale
& - 1256 Index Option
+ - Return of Capital
(223)
67778
Run Date: 7/21/2010 1:20:24PM
Page 1 of 1
Grace Financial Group
43
Turnover
The Turnover report calculates the rate of reinvestment for each monthly period. The rate of turnover is calculated by taking the absolute value of the purchases during a period divided the average capital
Turnover
General Sample Portfolio
1/1/2010 to 4/15/2010
Average
Capital
Total Gain
After Fees
Period
IRR
End MV Purchases Sales Turnover
2,868,767 6,131 0.21%12-31-09 to 01-31-10 2,874,897 36,405 0 0.63%
3,115,969 57,202 1.84%01-31-10 to 02-28-10 3,182,099 6,000 12,900 0.30%
3,182,099 49,584 1.56%02-28-10 to 03-31-10 3,231,683 284,952 161,700 7.02%
3,221,335 4,085 0.13%03-31-10 to 04-20-10 204,164 1,617,871 0 25.11%
117,002Totals 8.56%
Page 1 of 1
67778
Run Date: 5/25/2010 1:44:55PM(261)
Portfolio Start: 02/28/2007 Purchase and sales exclude Cash
Period Turnover: (((purchase + sales) / 2) / average capital) * 100
Portfolio Turnover: Sum of Period Turnover Weighted by Average Capital
Grace Financial Group
44
Client Billing
For FixQ managed accounts, the Client Billing report is used to generate an invoice for clients based on average capital or period-ending capital, based on a flat-fee or tiered pricing structure.
,
Your Company Name
Statement of Management Fees for 12/31/2009 to 3/31/2010
Account General Sample Portfolio
Account # : 67778.cli
3,231,683.48Total Portfolio Value as of 3/31/2010
100,000 % per quarter 0.2500@ 250.00
% per quarter 0.5000@ 1,000,000 5,000.00
% per quarter 0.7500@ 2,131,683 15,987.63
Total Quarterly Management Fee Due and Payable 21,237.63
The management fee is calculated once each calandar quarter and is based upon the market value of
assets under management at the last business day of the preceding calandar quarter. Under our
agreement, assets received into your account after it is opened will be charged a pro rata fee based
on the number of days remaining in the quarter. No fee adjustments are made for partial withdrawals
or for any appreciation or depreciation within a billing period.
In accordance with our agreement, we have invoiced your custodian directly for our fees. Please note
you are responsible for verifying the accuracy of our fee calculation - you Custodian will not determine
whether the fee is calculated properly. You should keep this statment for your records.
Please contact us if you have any questions or if there have been any changes in you financial
situation or investment objectives or if you wish to impose any restrictions on your account.
Thank you for letting us serve you.
Grace Financial Group
45
Security Cross Reference
The Security Cross Reference report displays the value of each security as it is held across a group, organized by security type. The report is an inverted appraisal, insofar as it is based on holdings in a particular security, rather than the holdings in a particular portfolio.
Total CostQuantity Market Value UnrealizedUnit Cost
Security Cross Reference
4/15/2010
PortfolioAccount
Earliest
Purchase
LONG COMMON STOCK
CAL DIVE INTERNATIONAL, INC. ( DVR ) ( 7.390000 )
19,400 -4,462.00 147,828.00 7.620 143,366.00 03-08-10Options Account OPT890
CLOROX CO ( CLX ) ( 64.730000 X)
19,500 273,963.60 988,271.40 50.681 1,262,235.00 02-20-09General Sample Portfolio 67778
2,000 113,460.00 16,000.00 8.000 129,460.00 03-08-10Options Account OPT890
387,423.60 1,391,695.00 1,004,271.40 21,5002 portfolios
COCA COLA CO ( KO ) ( 48.770000 )
500 385.00 24,000.00 48.000 24,385.00 03-08-10Options Account OPT890
EXXON MOBIL CORP. ( XOM ) ( 69.150000 )
3,700 2,183.00 253,672.00 68.560 255,855.00 03-08-10Options Account OPT890
JOHNSON & JOHNSON ( JNJ ) ( 64.900000 X)
2,046 6,133.40 126,652.00 61.902 132,785.40 02-24-10General Sample Portfolio 67778
LOWES CORP ( L ) ( 0.000000 )
4,600 -174,938.00 174,938.00 38.030 0.00 03-08-10Options Account OPT890
NANOMETRICS INC ( NANO ) ( 10.750000 )
16,037 2,245.18 170,152.57 10.610 172,397.75 03-08-10Options Account OPT890
WISDOMTREE DREYFUS CHINESE YUA ( CYB ) ( 25.220000 )
19,066 0.00 480,844.52 25.220 480,844.52 03-08-10Options Account OPT890
218,970.18 2,382,358.49 2,601,328.67Total LONG COMMON STOCK
SHORT COMMON STOCK
Run Date: 5/25/2010 1:42:13PM
Page 1 of 5 (813)
SAMPLE_1
Grace Financial Group
46
Rebalance to Source
The Rebalance to Source report creates transactions that would achieve equal share concentration between the selected portfolio and a given target portfolio.
Portfolio Rebalance to Source
5/31/2008
Portfolio Quantity Market Value Total Market Percent of Change in Change to Value Assets MV Quantity
FRMO CORP 8.65 csus FRMO
4abc.cli 31,608 273,409 336,777 81.18409
31,608 273,409 336,777 81.18409
VERTICAL BRANDING INC COM 0.34 csus VBDG
4abc.cli 185,604 63,105 336,777 18.73803
185,604 63,105 336,777 18.73803
Run Date: 6/3/2008 1:25:47PM Page 1 of 1 (811)
Grace Financial Group
47
Rebalance to Allocation Profile
The Rebalance to Source report creates transactions that would achieve equal share concentration between the selected portfolio and an allocation profile.
Quantity
Portfolio Rebalance to Allocation Profile
Your Company Name
4/15/2010
Market Value Change to
Quantity
Portfolio Alloc
Pct
Percent of
Security
Price
ASM INTL NV
cseu ASMIZ 22.12
fgn789.cli 1,200 35,943 25.00000 100.00000 -900
1,200 35,943
CAL DIVE INTERNATIONAL, INC.
csus DVR 7.39
opt890.cli 19,400 143,366 20.00000 100.00000 -15,520
19,400 143,366
CHESAPEAKE ENERGY CORPORATION 6.875% Due 11-15-20
cbus 165167BU0 85.75
67778.cli 138,000 118,335 25.00000 50.00000 -69,000
fxd123.cli 138,000 118,335 30.00000 50.00000 -55,200
276,000 236,670
CLOROX CO
csus CLX 64.73
67778.cli 19,500 1,262,235 25.00000 90.69767 -14,125
opt890.cli 2,000 129,460 20.00000 9.30233 2,300
21,500 1,391,695
CLX APR 10 50 C
clus 189054DAR 11.30
67778.cli -15 -16,950 25.00000 50.00000 8
opt890.cli -15 -16,950 20.00000 50.00000 9
-30 -33,900
COCA COLA CO
csus ko 48.77
opt890.cli 500 24,385 20.00000 100.00000 -400
500 24,385
Run Date: 5/20/2010 4:15:34PM
Page 1 of 6(812)
Allocation Profile: sample_1
Grace Financial Group
48
Rebalance Trade Ticket
The Rebalance Trade Ticket is a trade ticket for each transaction generated by the rebalance operation.
Rebalance Trade Ticket
5/31/2008
[ IBM ] INTERNATIONAL BUSINESS MACHS Last Price: 0.00 @ 98.00 Target 5.00%
Portfolio Name Quantity Market Value % of Total Total Change in Cash Change to Round Held Assets Market Cash MV Warn Quantity 100
Value
SAMPLE.cli Sample Account 0 0 0.00 82,589,056 -14,760,065 4,129,453 !warn! 42,137 42,100
0 0 0.00 82,589,056 -14,760,065 4,129,453 42,137 42,100
SELL 42,100 @ 98.00
[ IBM ] INTERNATIONAL BUSINESS MACHS
Run Date: 6/3/2008 1:33:30PM Order Thresholds:Equity: 100 shares, Debt $1000, Options: 10 Contracts Page 1 of 1 (816)
Grace Financial Group
49
Balance Sheet
The Balance Sheet report is a summary of all the assets, liabilities, and capital for a portfolio or group, broken down by security type. The value of investments includes the original cost plus any unrealized gain or loss.
Balance Sheet
General Sample Portfolio
4/15/2010
Assets
INVESTMENT - LONG COMMON STOCK - COST 1,114,923.40
UNREALIZED GAIN/LOSS ON LONG COMMON STOCK 280,097.00
INVESTMENT - LONG CORPORATE BONDS - COST 129,120.90
UNREALIZED GAIN/LOSS ON LONG CORPORATE BONDS -10,785.90
ACCRUED INTEREST LONG CORPORATE BONDS 3,953.13
INVESTMENT - CASH & EQUIVALENTS - COST 1,745,555.24
UNREALIZED GAIN/LOSS ON CASH & EQUIVALENTS 0.00
INVESTMENT - LONG FUTURES - COST 0.00
UNREALIZED GAIN/LOSS ON LONG FUTURES 21,875.00
INVESTMENT - LONG COMMON STOCK - GREAT BRITAIN - COST 58,576.01
UNREALIZED GAIN/LOSS ON LONG COMMON STOCK - GREAT BRITAIN 19,520.09
UNREALIZED FX GAIN/LOSS LONG COMMON STOCK - GREAT BRITAIN -2,377.61
INVESTMENT - CASH - GREAT BRITAIN - COST 21,874.50
UNREALIZED GAIN/LOSS ON CASH - GREAT BRITAIN 0.00
UNREALIZED FX GAIN/LOSS CASH - GREAT BRITAIN -888.08
TOTAL ASSETS 3,381,443.67
Liabilities
INVESTMENT - SHORT COMMON STOCK - COST -12,900.00
UNREALIZED GAIN/LOSS ON SHORT COMMON STOCK -966.00
INVESTMENT - SHORT EQUITY CALL OPTIONS - COST -13,787.09
UNREALIZED GAIN/LOSS ON SHORT EQUITY CALL OPTIONS -3,162.91
TOTAL LIABILITIES -30,816.00
TOTAL CAPITAL -3,350,627.67
TOTAL LIABILITIES AND CAPITAL -3,381,443.67
(170)
67778
Run Date: 5/26/2010 10:50:06AM
Page 1 of 1
Grace Financial Group
50
Statement of Operations
The Statement of Operations report is used to analyze cost and cash changes from period to period. It recaps income and expenses by security type, reconciling beginning and ending cost on securities, and beginning and ending total uninvested cash.
Statement of Operations
General Sample Portfolio
From 12/31/2009 to 4/15/2010
BEGINNING CHANGE ENDING
COST ANALYSIS
REALIZED G/L - LONG COMMON STOCK -2,600.00 988,271.40 -126,652.00 1,114,923.40
DIVIDEND INCOME - LONG COMMON STOCK 807.86
78,868.40CHANGE UNREALIZED G/L - LONG COMMON STOCK
REALIZED G/L - SHORT COMMON STOCK 0.00 0.00 12,900.00 -12,900.00
-966.00CHANGE UNREALIZED G/L - SHORT COMMON STOCK
REALIZED G/L - LONG CORPORATE BONDS 0.00 0.00 -129,120.90 129,120.90
INTEREST INCOME - LONG CORPORATE BONDS 514.85
-10,785.90CHANGE UNREALIZED G/L - LONG CORPORATE BONDS
REALIZED G/L - SHORT EQUITY CALL OPTIONS 56,389.06 -70,176.15 -56,389.06 -13,787.09
-26,231.06CHANGE UNREALIZED G/L - SHORT EQUITY CALL OPTIONS
REALIZED G/L - SHORT EQUITY PUT OPTIONS 8,196.01 -8,196.01 -8,196.01 0.00
-7,961.01CHANGE UNREALIZED G/L - SHORT EQUITY PUT OPTIONS
REALIZED G/L - CASH & EQUIVALENTS 0.00 1,739,894.43 0.00 1,745,555.24
-189.00
REALIZED G/L - LONG FUTURES 0.00 0.00 0.00 0.00
21,875.00CHANGE UNREALIZED G/L - LONG FUTURES
0.01COST CHANGE WITH NO CASH FLOW:MOTHERCARE ORD GBP 0.50 [csgb - MOTGBBF]
REALIZED G/L - LONG COMMON STOCK - GREAT BRITAIN 0.00 0.00 -58,576.01 58,576.01
17,142.48CHANGE UNREALIZED G/L - LONG COMMON STOCK - GREAT BRITAIN
REALIZED G/L - CASH - GREAT BRITAIN 0.00 0.00 0.00 21,874.50
REALIZED FX G/L - CASH - GREAT BRITAIN -0.02
-888.08CHANGE UNREALIZED G/L - CASH - GREAT BRITAIN
-0.02
61,985.07
807.86
514.85
0.00
-189.00
0.00
0.00
71,053.83
TOTAL INTEREST
TOTAL DIVIDENDS
TOTAL REALIZED PRICE GAIN/LOSS
TOTAL REALIZED FX GAIN/LOSS
TOTAL CHANGE IN UNREALIZED GAIN/LOSS
TOTAL MANAGEMENT FEES
TOTAL PORTFOLIO FEES
TOTAL PERFORMANCE FEES
TOTAL FEES PAID EXTERNALLY
138,125.72
2,649,793.67 -366,033.98 3,043,362.96
TOTAL GAIN / LOSS
TOTAL CHANGE IN ACCRUED INTEREST 3,953.12
0.01TOTAL CHANGE TO COST WITH NO CASH FLOW
Run Date: 5/25/2010 1:41:45PM
67778
Page 1 of 2 (266)
Grace Financial Group
Statement of Operations
General Sample Portfolio
From 12/31/2009 to 4/15/2010
Statement of Cash Flows
1,739,894.43BEGINNING CASH & EQUIVALENTS 12/31/2009
1,133.71NET INCOME AND EXPENSES
330,450.52NET CONTRIBUTIONS AND WITHDRAWALS
NET TRANSFERS IN / OUT 0.00
NET CHANGE IN FX UNREALIZED -3,265.69
-366,033.98TOTAL CHANGE IN COST
61,985.05TOTAL REALIZED
OTHER COST ADJUSTMENTS
(refer to Contributions and Withdrawals report 704 for details)
2,377.62
1,766,541.66ENDING CASH & EQUIVALENTS 4/15/2010
Run Date: 5/25/2010 1:41:45PM
67778
Page 2 of 2 (266)
5151
Grace Financial Group
Total Market
Value
Assets Under Management
Your Company Name
4/15/2010
PortfolioAccount
Cash &
Equiv
Long
Equities
Percent Other
Assets
Percent PercentShort
Equities
Percent Taxable
Fixed Inc
PercentPercent Tax Exempt
Fixed Inc
General Sample Portfolio 67778 52.78 1,766,541.66 2,981,363.89 -1,519,566.00 122,288.13 0.00 0.00 89.08 -45.41 3.65 0.00 0.00 3,350,627.67
Foreign Assets FGN789 27.29 197,141.29 525,339.00 0.00 0.00 0.00 0.00 72.71 0.00 0.00 0.00 0.00 722,480.29
Fixed Income Portfolio FXD123 30.48 247,149.90 0.00 0.00 447,402.97 125,120.28 0.00 0.00 0.00 55.17 15.43 0.00 819,673.15
Options Account OPT890 8.04 109,800.13 1,289,558.27 -33,618.80 0.00 0.00 0.00 94.42 -2.46 0.00 0.00 0.00 1,365,739.60
2,320,632.98 0.00 125,120.28 569,691.09-1,553,184.80 4,796,261.164 Portfolios 6,258,520.71
Run Date: 5/25/2010 1:41:59PM
Page 1 of 1 (815)
SAMPLE_1
Assets Under Management
The Assets Under Management report shows the total market value of each portfolio, grouped by asset class.
52
Grace Financial Group
Risk Analysis - Market Driven Moves
The Risk Analysis reports provide a simulation of P&L in each of six user-defined market scenarios, based on a beta and value at risk (VaR) calculation of each security versus a selected index. For equity securities, the predicted P&L is based on the beta-adjusted market value of the security in each scenario. In the Market Driven Moves view, the market value and predicted P&L for options is are based on the theoretical value of the option itself.
53
7/19/2010
Risk Analysis - Market Driven MovesMarket Move
Volatility Spike
Quantity MV Beta Std. Dev.Price CorrSecurity Symbol 4.0% 12.0%VaR (99)VaR (95.00) 2.0%% Port 12.0% 4.0% 2.0%
+1.00 -1.00 +5.00 -5.00 +10.00 -10.00
DeltaImpVolUndl Price
EQUITY
ADM 2,215 1,327-1,890 -4,093 254-25 -4,063 0.77 779 1.6250 0.66 1,809039483IBUADM SEP 18 2010 26.000 C 2,644 -394-0.90 0.28 0.626 26.78
-5,171-2,585 2,585 5,171-517 2,500 66,950 0.77 1,041 26.7800 0.66 1,713ADMARCHER DANIELS MIDLAND CO 2,422 517 14.78 0.00 1.000 26.78
62,888 1,077-263 696 -1,259 -2,955* 0.77TOTAL ADM 123 100.00
AFL 15,134 7,774-7,948 -15,947 1,561-20 -43,200 1.72 2,401 21.6000 0.87 5,219AFL 101120C00025000AFL NOV 20 2010 25.000 C 6,523 -1,591-9.53 0.56 0.986 46.51
-16,006-8,003 8,003 16,006-1,601 2,000 93,020 1.72 2,405 46.5100 0.87 3,956AFLAFLAC INC 5,595 1,601 20.53 0.00 1.000 46.51
49,820 59-40 54 -229 -872* 1.72TOTAL AFL 9 100.00
BAX 661 409-707 -1,579 48-10 -2,875 0.49 802 2.8750 0.33 1,184BAX 101120C00042500BAX NOV 20 2010 42.500 C 1,775 -175-0.63 0.30 0.531 42.61
439 292-547 -1,289 38-10 -1,800 0.49 745 1.8000 0.33 1,116BAX 101120C00045000BAX NOV 20 2010 45.000 C 1,394 -129-0.40 0.29 0.396 42.61
-6,278-3,139 3,139 6,278-628 3,000 127,830 0.49 2,747 42.6100 0.33 4,518BAXBAXTER INTERNATIONAL INC 6,391 628 28.21 0.00 1.000 42.61
123,155 3,410-542 1,886 -2,439 -5,178* 0.49TOTAL BAX 325 100.00
CB 6,631 3,739-4,619 -9,741 721-25 -20,000 0.83 1,339 8.0000 0.82 2,987CB 110122C00045000CB JAN 22 2011 45.000 C 3,394 -960-4.41 0.29 0.778 51.85
-431-134 23 22-35-15 -113 0.83 0 0.0750 0.82 0CB 101016P00035000CB OCT 16 2010 35.000 P 0 -7-0.02 0.40 -0.022 51.85
-10,821-5,411 5,411 10,821-1,082 2,500 129,625 0.83 1,676 51.8500 0.82 2,757CBCHUBB CORP 3,899 1,082 28.61 0.00 1.000 51.85
109,513 1,103-397 815 -1,805 -4,621* 0.83TOTAL CB 115 100.00
DOV 5,967 3,320-3,948 -8,173 657-15 -13,575 1.37 1,349 9.0500 0.85 2,770DOV 101218C00035000DOV DEC 18 2010 35.000 C 4,387 -810-3.00 0.39 0.830 43.10
4,198 2,458-3,382 -7,252 461-15 -8,025 1.37 1,157 5.3500 0.85 2,139DOV 101218C00040000DOV DEC 18 2010 40.000 C 3,850 -716-1.77 0.35 0.665 43.10
-17,652-8,826 8,826 17,652-1,765 3,000 129,300 1.37 2,925 43.1000 0.85 4,812DOVDOVER CORP 6,805 1,765 28.54 0.00 1.000 43.10
107,700 2,227-647 1,496 -3,047 -7,487* 1.37TOTAL DOV 239 100.00
7,875-1,888 4,946 -8,778 -21,114 453,075.00TOTAL EQUITY
* Weighted Averages
*
810
453,075.00Totals
Calls Market Up Market Down
Long Gain Unlimited Max Loss is Premium
Short Loss Unlimited Max Gain is Premium
Puts Market Up Market Down
Long Max Loss is Premium Max Gain is Strike Price - Premium
Short Max Gain is Premium Max Loss is Strike Price - Premium
Market moves are based upon the Theoretical Pricing
Model for Options.
11:49:12PM
7/20/2010
4vft.cli[Benchmark:$INX] * - Averages are Weighted by Market Value
(3401)
1VAR METHOD:1 Volatility Based
LOOKBACK PERIOD:180 DAYS
Grace Financial Group
Risk Analysis - Market Linear Moves
The Market Linear Moves view of the Risk Analysis report presents a similar analysis to the Market Driven Moves view, with one key difference. In this view, the market value and P&L for options is calculated after converting the options into delta-adjusted equivalent shares. This value is computed based on the market move and a user-defined volatility spike in that scenario.
54
7/19/2010
Risk Analysis - Market Linear Moves
Market
Value
Beta Standard
Deviation
.
Price Corr
Coff
Security Symbol VaR
(Worst)
VaR
(95.00)
Percent
Portfolio
Demonstration Portfolio
Equiv
Shares
DeltaQuantity Undl
Price
Market Move
Volatility Spike
4.0% 12.0% 2.0% 12.0% 4.0% 2.0%
+1.00 -1.00 +5.00 -5.00 +10.00 -10.00Implied
Vol
7/19/2010
EQUITY
BAX
-2,875 0.491 802 2.8750 0.33 1,184BAX NOV 20 2010 42.500 C 1,775-530.996 -114 109 -613 500 -1,322 906-10 0.531 42.61 0.30-0.84BAX 101120C00042500
-1,800 0.491 745 1.8000 0.33 1,116BAX NOV 20 2010 45.000 C 1,394-396.194 -86 81 -478 365 -1,078 658-10 0.396 42.61 0.29-0.53BAX 101120C00045000
127,830 0.491 2,747 42.6100 0.33 4,518BAXTER INTERNATIONAL INC 6,391 3,000 628 -628 3,139 -3,139 6,278 -6,278 3,000 1.000 42.61 0.00 37.56BAX
2,073 123,155.00 428 -438 2,048 -2,274 3,878 -4,714 36.18
CB
-20,000 0.835 1,339 8.0000 0.82 2,987CB JAN 22 2011 45.000 C 3,394-1,944.163 -851 824 -4,470 3,813 -9,269 6,759-25 0.778 51.85 0.29-5.88CB 110122C00045000
-113 0.835 0 0.0750 0.82 0CB OCT 16 2010 35.000 P 0 32.595 14 -17 52 -132 94 -490-15 -0.022 51.85 0.40-0.03CB 101016P00035000
129,625 0.835 1,676 51.8500 0.82 2,757CHUBB CORP 3,899 2,500 1,082 -1,082 5,411 -5,411 10,821 -10,821 2,500 1.000 51.85 0.00 38.08CB
588 109,512.50 245 -275 992 -1,730 1,647 -4,552 32.17
DOV
-13,575 1.365 1,349 9.0500 0.85 2,770DOV DEC 18 2010 35.000 C 4,387-1,244.743 -741 716 -3,902 3,269 -8,060 5,597-15 0.830 43.10 0.39-3.99DOV 101218C00035000
-8,025 1.365 1,157 5.3500 0.85 2,139DOV DEC 18 2010 40.000 C 3,850-998.201 -605 566 -3,350 2,415 -7,242 3,811-15 0.665 43.10 0.35-2.36DOV 101218C00040000
129,300 1.365 2,925 43.1000 0.85 4,812DOVER CORP 6,805 3,000 1,765 -1,765 8,826 -8,826 17,652 -17,652 3,000 1.000 43.10 0.00 37.99DOV
757 107,700.00 419 -483 1,574 -3,142 2,350 -8,244 31.64
340,367.50TOTAL EQUITY 100.00 * 0.878 1,092 -1,195 4,615 -7,145 7,875 -17,510
340,367.50Totals * 100.00 0.878 1,092 -1,195 4,615 -7,145 7,875 -17,510
Calls Market Up Market Down
Long Gain Unlimited Max Loss is Premium
Short Loss Unlimited Max Gain is Premium
Puts Market Up Market Down
Long Max Loss is Premium Max Gain is Strike Price - Premium
Short Max Gain is Premium Max Loss is Strike Price - Premium
Market moves are based upon Equivalent Shares using the delta value
at each level of market move for Options.
17/21/2010
4vft.cli
12:15:01AM
* - Averages are Weighted by Market Value[Benchmark:$INX] Option positions are converted into delta equilvalent
shares to compute market moves
IN THE MONEY (3405)
VAR METHOD:1 Volatility Based
LOOKBACK PERIOD:180 DAYS
Grace Financial Group
Option Analysis
The Option Analysis report displays the option “Greeks,” — the beta, gamma, delta, rho, theta, and vega values that are components of calculating an option’s theoretical value.
55
Quantity
Held
Symbol USD
Market Value
Local
Price
7/19/2010Option Analysis
Vol Delta Delta
Shares
Gamma
Shares
Vega
USDTheta Theta
USD
Undl
Price
Beta BAV Delta MVSecurity Description
EQUITY
FINANCIAL
-20 21.600 -43,200 0.564 0.986d -1,972 -7 -18 171.721 -86,033 -84,833 46.51 -0.0086AFL NOV 20 2010 25.000 C AFL
101120C00025
000
-25 8.000 -20,000 0.293 0.778d -1,944 -77 -268 830.835 -93,915 -73,035 51.85 -0.0333CB JAN 22 2011 45.000 C CB
110122C00045
000
-15 0.075 -113 0.402 -0.022d 33 -9 -18 150.835 -43,827 952 51.85 -0.0100CB OCT 16 2010 35.000 P CB
101016P00035
000
-63,313 -223,775.43 -3,884 -156,915 -92.09 -304.64 115.44Total FINANCIAL 1.439
MISCELLANEOUS
-25 1.625 -4,063 0.279 0.626d -1,565 -322 -102 890.772 -50,200 -31,428 26.78 -0.0355ADM SEP 18 2010 26.000 C 039483IBU
-15 9.050 -13,575 0.389 0.830d -1,245 -40 -100 491.365 -71,673 -59,476 43.10 -0.0328DOV DEC 18 2010 35.000 C DOV
101218C00035
000
-15 5.350 -8,025 0.353 0.665d -998 -59 -149 661.365 -81,912 -54,509 43.10 -0.0439DOV DEC 18 2010 40.000 C DOV
101218C00040
000
-25,663 -203,784.22 -3,808 -145,414 -420.31 -350.79 203.62Total MISCELLANEOUS 1.271
TECHNOLOGY
-10 2.875 -2,875 0.299 0.531d -531 -56 -97 440.491 -20,874 -11,084 42.61 -0.0444BAX NOV 20 2010 42.500 C BAX
101120C00042
500
-10 1.800 -1,800 0.288 0.396d -396 -56 -94 410.491 -22,102 -8,757 42.61 -0.0412BAX NOV 20 2010 45.000 C BAX
101120C00045
000
-4,675 -42,976.37 -927 -19,841 -111.66 -191.25 85.61Total TECHNOLOGY 0.491
TOTAL EQUITY-8,619 -322,170 -624.06 -846.68 404.67-93,650 -470,536.02 1.346
-847 405-8,619 -322,170 -624-93,650 -470,536-3.440*
1
7/21/2010
4vft.cli
12:11:03AM
* beta weighted by market value(3402)
Grace Financial Group
Market Exposure Summary
The Market Exposure report aggregates a portfolio’s long, short, gross, and net market values, its delta-adjusted market values, and P&L at a selected market move along seven axes. It also displays the top ten positions by gross market value, concentration, time to liquidate, and percentage ownership based on total market capitalization.
56
Market Exposure Summary
Demonstration Portfolio
7/19/2010
LMV SMV DELTA ADJ
NAV
GMV NAVASSET CLASS DELTA ADJ
GMV
P&L UP 10%
0 0 0 1,609,144 566,819 0CASH AND EQUIV. 0
2,635,564 -831,928 3,467,492 1,803,637 983,482 -19,028EQUITIES 4,505,326
TOTAL 2,635,564 -831,928 3,467,492 3,412,780 1,550,301 -19,029 4,505,326
LMV SMV DELTA ADJ
NAV
GMV NAVSECURITY TYPE DELTA ADJ
GMV
P&L UP 10%
0 0 0 0 0 0CASH - CANADA 0
0 0 0 566,819 566,819 0CASH & EQUIVALENTS 0
2,635,564 0 2,635,564 2,635,564 2,635,564 205,438LONG COMMON STOCK 2,635,564
0 0 0 1,042,325 0 0LONG MUTUAL FUNDS 0
0 -429,160 429,160 -429,160 -429,160 -42,693SHORT COMMON STOCK 429,160
0 -387,170 387,170 -387,170 -1,330,740 -186,775SHORT EQUITY CALL OPTIONS 1,330,740
0 -15,598 15,598 -15,598 107,818 5,001SHORT EQUITY PUT OPTIONS 109,862
TOTAL 2,635,564 -831,928 3,467,492 3,412,780 1,550,301 -19,029 4,505,326
LMV SMV DELTA ADJ
NAV
GMV NAVTYPE CLASS DELTA ADJ
GMV
P&L UP 10%
0 -387,170 387,170 -387,170 -1,330,740 -186,775CALLS 1,330,740
0 0 0 566,819 566,819 0CASH & EQUIVALENTS 0
2,635,564 -429,160 3,064,724 3,248,729 2,206,404 162,745EQUITIES 3,064,724
0 -15,598 15,598 -15,598 107,818 5,001PUTS 109,862
TOTAL 2,635,564 -831,928 3,467,492 3,412,780 1,550,301 -19,029 4,505,326
LMV SMV DELTA ADJ
NAV
GMV NAVSECTOR DELTA ADJ
GMV
P&L UP 10%
125,240 0 125,240 125,240 125,240 4,802BASIC MATERIALS 125,240
0 0 0 1,611,861 569,536 0CASH AND EQUIVALENTS 0
320,858 0 320,858 320,858 320,858 24,693CONSUMER CYCLICAL 320,858
735,795 0 735,795 735,795 735,795 39,985CONSUMER NONCYCLICAL 735,795
58,430 0 58,430 58,430 58,430 4,759ENERGY 58,430
453,681 -429,160 882,841 24,521 24,521 8,778FINANCIAL SERVICES 882,841
528,505 0 528,505 528,505 528,505 49,065INDUSTRIAL 528,505
104,120 0 104,120 104,120 104,120 8,752SPECIALIZED PRODUCTS &
SERVICES
104,120
Run Date: 7/21/2010 12:33:21AM
Page 1 of 4(3,404)
4VFT
VALUES EXCLUDE ACCRUED INTEREST
Grace Financial Group
Market Exposure Summary
Demonstration Portfolio
7/19/2010
0 0 0 0 0 0CANADA 0
2,635,564 -831,928 3,467,492 3,412,780 1,550,301 -19,029UNITED STATES 4,505,326
TOTAL 2,635,564 -831,928 3,467,492 3,412,780 1,550,301 -19,029 4,505,326
CONCENTRATION NAV% OF GMV QUANTITY PRICE
CONSOLIDATED EDISON INC (HOLDN 114,175 3.29% 2,500 45.670
JOHNSON & JOHNSON 119,140 3.44% 2,000 59.570
THE J.M. SMUCKER COMPANY 123,260 3.55% 2,000 61.630
KIMBERLY CLARK CORP 125,240 3.61% 2,000 62.620
BAXTER INTERNATIONAL INC 127,830 3.69% 3,000 42.610
DOVER CORP 129,300 3.73% 3,000 43.100
CHUBB CORP 129,625 3.74% 2,500 51.850
PUBLIC STORAGE INC 138,405 3.99% 1,500 92.270
3M COMPANY 203,050 5.86% 2,500 81.220
AMEX S & P DEPOSITARY RECEIPTS -429,160 12.38% -4,000 107.290
LIQUIDITY DAYS NAV QUANTITY PRICE 30 DAY AVG
0.0045 92,631ISHARES DOW JONES SELECT DIVID 2,100 44.110 464,306
0.0041 48,560HENRY JACK & ASSOCIATES INC 2,000 24.280 490,973
0.0020 129,300DOVER CORP 3,000 43.100 1,472,644
0.0020 123,260THE J.M. SMUCKER COMPANY 2,000 61.630 983,490
0.0020 85,520GENUINE PARTS CO 2,000 42.760 998,582
0.0015 114,175CONSOLIDATED EDISON INC (HOLDN 2,500 45.670 1,664,640
0.0010 138,405PUBLIC STORAGE INC 1,500 92.270 1,483,850
0.0009 129,625CHUBB CORP 2,500 51.850 2,677,030
0.0008 103,020DUKE ENERGY CORPORATION 6,000 17.170 7,542,110
0.0008 104,120PAYCHEX INC 4,000 26.030 5,288,837
OWNERSHIP % OWNERSHIP NAV QUANTITY PRICE MKT CAP
129,625 2,500 51.850 0.0008%CHUBB CORP 16,845,100,000
114,175 2,500 45.670 0.0009%CONSOLIDATED EDISON INC (HOLDN 12,705,610,000
85,520 2,000 42.760 0.0012%GENUINE PARTS CO 6,864,580,000
74,030 1,000 74.030 0.0007%LORILLARD INC. 11,239,430,000
104,120 4,000 26.030 0.0011%PAYCHEX INC 9,277,680,000
138,405 1,500 92.270 0.0009%PUBLIC STORAGE INC 15,497,770,000
129,300 3,000 43.100 0.0016%DOVER CORP 7,952,200,000
48,560 2,000 24.280 0.0024%HENRY JACK & ASSOCIATES INC 2,050,460,000
92,631 2,100 44.110 0.0023%ISHARES DOW JONES SELECT DIVID 4,016,980,000
123,260 2,000 61.630 0.0017%THE J.M. SMUCKER COMPANY 7,348,720,000
Run Date: 7/21/2010 12:33:21AM
Page 3 of 4(3,404)
4VFT
VALUES EXCLUDE ACCRUED INTEREST
57
Grace Financial Group