📄 Extracted Text (11,434 words)
HARRY BELLER
C/O HBRK ASSOCIATES
301 E 66TH ST APT 10F
NEW YORK NY 10065-6216
EFTA01540036
EFTA01540037
For the Period 9/1/12 to 9/30/12
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
W23560001,
242006862
Beginning Net
Market Value
75,461,078.51
305,051.26
$75,766,129.77
Ending Net
Market Value
68,457,831.65
303,917.19
$68,761,748.84
This account summary is provided for informational purposes and includes
assets at different entities.
(1) Assets held at JPMorgan Chase Bank, N.A., member Federal Deposit
Insurance Corporation ("FDIC"), except for exchangelisted
options, which are held at 3PMorgan Clearing Corporation ("JPMCC"). The
Asset Account Statement reflects brokerage
transactions executed through J.P. Morgan Securities LLC ("JPMS"), see
"Portfolio Activity Detail". Equity securities, fixed income
securities, and listed options transactions are generally cleared through
JPMCC, a wholly owned subsidiary of JPMS. Please see
"Additional Information About Your Accounts" at the end of the Asset Account
Statement.
(2) Assets held in Margin Account at JPMCC, member Financial Regulatory
Authority ("FINRA") and Securities Insurance Protection
Corporation ("SIPC"). The Margin Account Statement reflects brokerage
transactions executed by JPMS, see "Portfolio Activity
Detail". Such transactions are cleared and carried through JPMCC.
Please see disclosures located at the end of this statement package for
important information relating to each 3.P.Morgan account(s).
Change
In Value
(7,003,246.86)
(1,134.07)
($7,004,380.93)
Start on
Page
5
41
Client News
J.P. Morgan Securities LLC's (JPMS LLC) and
J.P. Morgan Clearing Corp.'s (JPMCC) Net Capital
EFTA01540038
and Net Capital Requirements
At June 30, 2012, JPMS LLC's net capital of $11.8 billion
exceeded the minimum regulatory net capital
requirement of $1.4 billion by $10.3 billion. JPMCC's net
capital of $7.3 billion was approximately 7.5% of
aggregate debit items and exceeded the minimum
regulatory net capital requirement of $2.0 billion by $5.3
billion.
Complete copies of JPMS LLC's and JPMCC's individual
unaudited Statement of Financial Condition may be
obtained, at no cost, by accessing the following
JPMorgan Chase & Co website address:
http://investor.shareholder.com/jpmorganchase/financialcondition.cfm
Additionally,
you may call the following toll-free phone
number to request a hard copy of the statement:
1-866-576-1300.
0000000022.15.0.15.00001.BELLE18.20121010
Consolidated Statement Page 1
EFTA01540039
For the Period 9/1/12 to 9/30/12
Client News
Please note that a change will be made to how interest is
calculated on uninvested cash balances and new cash
deposits in your Asset Account if they are transferred
automatically to the Deposit Sweep that is described in
the Asset Account Agreement. Effective on or about
November 16th, the Deposit Sweep interest calculation
will be based on the daily balance method, as described
below.
The
Combined Terms and Conditions
have been
modified to reflect this change. Unless otherwise
indicated below, all other terms and conditions of the
various account agreements still apply. Please contact
your J.P. Morgan team if you have questions about this
change.
The Second Paragraph of Section 1 of the Asset
Account Agreement shall be replaced as follows:
Interest will be compounded, calculated daily using the
daily balance method, and credited to your Account on
the first day of the month. The daily balance method
applies the daily periodic rate to the principal in the
account each day. Interest will begin to accrue on the
first business day that funds are swept into the Account.
Interest is computed on a 365-day basis. We pay interest
only in whole cents. Therefore, at the end of each
interest payment period, any fractional amount of interest
less then half of one cent will be rounded down and any
fractional amount of interest equal to half of one cent or
more will be rounded up to the next whole cent.
Consolidated Statement Page 2
EFTA01540040
For the Period 9/1/12 to 9/30/12
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
25,259,818.62
1,327,185.82
48,370,563.98
$74,957,568.42
808,561.35
$75,766,129.77
Ending
Market Value
21,544,728.05
760,960.62
45,684,959.85
$67,990,648.52
771,100.32
$68,761,748.84
Change
In Value
(3,715,090.57)
(566,225.20)
(2,685,604.13)
($6,966,919.90)
(37,461.03)
($7,004,380.93)
Estimated
1,245,851.63
Current
Annual Income Allocation
32%
1%
1,990,739.06
$3,236,590.69
67%
100%
Equity
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
Current
EFTA01540041
Portfolio Activity
Beginning Market Value
Net Contributions/Withdrawals
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
Period Value
74,957,568.42
(10,000,025.99)
341,428.65
2,691,677.44
$67,990,648.52
771,100.32
$68,761,748.84
Year-to-Date
Value
69,562,571.76
(10,007,419.40)
2,284,812.90
6,150,683.26
$67,990,648.52
771,100.32
$68,761,748.84
This Consolidated Summary shows all of your investments at J.P. Morgan other
than investments we hold in trust for you. These investments may be held in
custody or investment
management account at JPMorgan Chase Bank, N.A. (the "Bank") or in a
brokerage or margin account at J.P. Morgan Clearing Corp. ("JPMCC").
Brokerage and margin accounts are
non-discretionary and all investment decisions are made by the client. J.P.
Morgan Securities LLC ("JPMS") does not provide advice on asset allocation
or investment management
services, nor do its personnel take discretion over any client accounts.
Such advice and services are provided exclusively by the Bank.
Consolidated Statement Page 3
EFTA01540042
For the Period 9/1/12 to 9/30/12
Consolidated Summary
INVESTMENT ACCOUNT(S) YEAR-TO-DATE
Portfolio Activity
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Tax Summary
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
Account
Number
W23560001
24200686
Account
Number
W23560001
24200686
Beginning
Market Value
69,262,768.82
299,802.94
$69,562,571.76
Taxable
Income
2,285,817.86
(1,004.96)
$2,284,812.90
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Net Contributions/
Withdrawals
(10,007,197.47)
(221.93)
($10,007,419.40 )
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
2,285,817.86
(1,004.96)
$2,284,812.90
Change in
Investment Value
6,145,342.12
5,341.14
$6,150,683.26
Realized Gain/Loss
EFTA01540043
Short-term
70,159.40
$70,159.40
Long-term
2,408,614.74
(5.94)
$2,408,608.80
Ending Market Value
with Accruals
68,457,831.65
303,917.19
$68,761,748.84
Unrealized
Gain/Loss,
1,319,286.42
10,129.80
$1,329,416.22
CONTINUED
Consolidated Statement Page 4
EFTA01540044
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Asset Account
J.P. Morgan Team
Paul Morris
Paul Barrett
Janet Young
Gina Magliocco
Online access
Banker
Investment Specialist
Client Service Team
Client Service Team
www.jpmorganonline.com
Please see disclosures located at the end of this statement package for
important information relating to each J.P.Morgan account(s).
212/464-0701
212/622-2770
800/634-1318
Table of Contents
Account Summary
Holdings
Equity
Alternative Assets
Cash & Fixed Income
Portfolio Activity
Page
2
4
9
12
20
Account W23560001 Page 1 of 36
Consolidated Statement Page 5
EFTA01540045
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Account Summary
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
25,279,148.46
1,327,185.82
48,046,182.88
$74,652,517.16
808,561.35
$75,461,078.51
Ending
Market Value
21,565,165.97
760,960.62
45,360,604.74
$67,686,731.33
771,100.32
$68,457,831.65
Current
Portfolio Activity
Beginning Market Value
Contributions
Withdrawals & Fees
Securities Transferred Out
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Accruals
Market Value with Accruals
($10,000,000.00 )
341,428.65
2,692,785.52
$67,686,731.33
771,100.32
$68,457,831.65
(10,000,000.00)
Period Value
74,652,517.16
Change
In Value
(3,713,982.49)
(566,225.20)
EFTA01540046
(2,685,578.14)
($6,965,785.83)
(37,461.03)
($7,003,246.86)
Equity
Year-to-Date
Value
69,262,768.82
1,051,933.65
(10,031,218.35)
(1,027,912.77)
($10,007,197.47 )
2,285,817.86
6,145,342.12
$67,686,731.33
771,100.32
$68,457,831.65
Estimated
1,248,401.75
Current
Annual Income Allocation
33%
1%
1,990,739.06
$3,239,140.81
66%
100%
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
Account W23560001 Page 2 of 36
Consolidated Statement Page 6
EFTA01540047
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Account Summary
Tax Summary
Domestic Dividends/Distributions
Foreign Dividends
Currency Gain/Loss
Interest Income
Ordinary Income
Accrued Interest Current Year
Taxable Income
CONTINUED
Current
Period Value
42,156.25
19,931.62
21,405.30
174,646.80
86,673.11
(3,384.43)
$341,428.65
Year-to-Date
Value
539,731.25
59,794.86
278,791.53
1,420,569.42
114,622.91
(127,692.11)
$2,285,817.86
Unrealized Gain/Loss
ST Realized Gain/Loss
LT Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
692,627.09
208,275.23
$900,902.32
Year-to-Date
Value
70,159.40
2,408,614.74
$2,478,774.14
To-Date Value
$1,319,286.42
Cost Summary
Equity
Cash & Fixed Income
Total
45,848,846.65
EFTA01540048
Cost
19,716,809.47
$65,565,656.12
Account W23560001 Page 3 of 36
Consolidated Statement Page 7
EFTA01540049
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Equity Summary
Asset Categories
US Large Cap Equity
US Small/Mid Cap Equity
Preferred Stocks
Concentrated & Other Equity
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Dividends
Yield
Beginning
Market Value
9,162,450.65
722,000.00
6,945,022.50
8,449,675.31
$25,279,148.46
Ending
Market Value
1,091,957.30
658,500.00
5,230,660.00
14,584,048.67
$21,565,165.97
Current
Period Value
21,565,165.97
19,716,809.47
(9,612.17)
1,248,401.75
269,026.00
5.75%
Equity as a percentage of your portfolio - 33 %
Preferred Stocks
Change
In Value
(8,070,493.35)
(63,500.00)
(1,714,362.50)
6,134,373.36
($3,713,982.49 )
Current
Allocation
2%
1%
EFTA01540050
8%
22%
33%
US Large Cap Equity
US Small/Mid Cap Equity
Concentrated & Other Equity
Asset Categories
Account W23560001 Page 4 of 36
Consolidated Statement Page 8
EFTA01540051
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Note:
P
**
indicates position adjusted for Pending Trade Activity.
Unrealized Gain/Loss is shown as "N/A" in cases where we do not have
appropriate cost information for all tax lots comprising the position.
Please contact your J.P. Morgan team for additional
information.
Equity Detail
Price
US Large Cap Equity
ARIAD PHARMACEUTICALS INC
BIOGEN IDEC INC
FACEBOOK INC-A
04033A-10-0 ARIA
149.21
09062X-10-3 BIIB
21.66
30303M-10-2 FB
Total US Large Cap Equity
$1,091,957.30
$1,166,930.47
($74,973.17)
$0.00
0.00%
17,500.000
379,050.00
665,000.00
(285,950.00)
2,095.000
312,594.95
250,454.95
62,140.00
24.21
16,535.000
400,312.35
251,475.52
148,836.83
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
US Small Cap Equity
P PENNANTPARK INVESTMENT CORP
EFTA01540052
708062-10-4 PNNT
US Small/Mid Cap Equity
P CASELLA WASTE SYSTEMS INC
CL A
147448-10-4 CWST
10.61
0.00
10.56%
4.27
0.00
Account W23560001 Page 5 of 36
Consolidated Statement Page 9
EFTA01540053
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
US Small/Mid Cap Equity
DEUTSCHE BK AG LDN BRH
DBL LONG ETN38
25154H-55-8 DAG
P QUALYS INC
74758T-30-3 QLYS
Total US Small/Mid Cap Equity
$658,500.00
$352,529.00
$305,971.00
$0.00
0.00%
12.00
0.00
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
13.17
50,000.000
658,500.00
352,529.00
305,971.00
Emerging Market Equity
P GRUPO FIN SANTANDER-ADR B
12.18
40053C-10-5 BSMX
Preferred Stocks
BARCLAYS BANK PLC
PFD SHS SER 5
8 1/8%
06739H-36-2 BCS PDAA /P-2
P CBL & ASSOCIATES PROP
PFD 6 5/8%
124830-80-3 CBLA
CITIGROUP CAPITAL XIII
7 7/8% PFD
173080-20-1 C PNNA /BA1
GMAC CAPITAL TRUST I
PFD STK 8 1/8%
361860-20-8
Account W23560001 Page 6 of 36
Consolidated Statement Page 10
EFTA01540054
27.85
25.11
30,000.000
80,000.000
835,500.00
2,008,800.00
750,000.00
1,882,773.60
85,500.00
126,026.40
59,070.00
162,480.00
7.07%
8.09%
25.00
15,000.000
375,000.00
375,000.00
24,750.00
6.60%
0.00
25.92
39,250.000
1,017,360.00
1,002,565.50
14,794.50
79,716.75
7.84%
EFTA01540055
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
Preferred Stocks
PNC FINANCIAL SERVICES
PFD 5 3/8%
693475-83-2 PNC PQ
Total Preferred Stocks
24.85
40,000.000
994,000.00
$5,230,660.00
1,000,000.00
$5,010,339.10
(6,000.00)
$220,320.90
53,760.00
$379,776.75
5.41%
7.26%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
Concentrated & Other Equity
BANK OF AMERICA CORP
109.85
8 1/8% PFD STK DEC 29 2049
DTD 04/30/2008
060505-DT-8 BB+ /B1
GENERAL ELEC CAP CORP
7.125% DEC 15 2049
DTD 06/12/2012
369622-SN-6 AA- /BAA
GENERAL MOTORS CO
CV PFD B
37045V-20-9 GM PB
JPMORGAN CHASE & CO
7.9% PFD STK APR 30 2049
DTD 04/23/2008
46625H-HA-1 BBB /BA1
113.03
5,000,000.000
5,651,500.00
5,404,861.12
246,638.88
EFTA01540056
395,000.00
165,680.00
6.92%
37.28
71,000.000
2,646,880.00
3,585,969.22
(939,089.22)
168,625.00
6.37%
111.53
2,000,000.000
2,230,620.00
2,115,000.00
115,620.00
142,500.00
41,958.00
6.32%
2,000,000.000
2,197,080.00
2,081,180.56
115,899.44
162,500.00
61,388.00
7.35%
Account W23560001 Page 7 of 36
Consolidated Statement Page 11
EFTA01540057
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
Concentrated & Other Equity
LONG TOTAL RETURN SWAP
4,044,412.80 USD NOTIONAL
APPLE INC
MAT FEB 05 2013 DEAL 9966782
N/O Client
SWPBDP-MH-9
Total Concentrated & Other Equity
$14,584,048.67
$13,187,010.90
($460,930.90)
$868,625.00
$269,026.00
5.91%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
209.70
8,860.000
1,857,968.67
N/A **
N/A
Account W23560001 Page 8 of 36
Consolidated Statement Page 12
EFTA01540058
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Alternative Assets Summary
Beginning
Asset Categories
Hard Assets
Note:
Estimated Value
1,327,185.82
P indicates position adjusted for Pending Trade Activity.
Alternative Assets Detail
Quantity/Original
Commitment Amount
Real Estate & Infrastructure
P WESTERN ASSET MORTGAGE CAPIT
95790D-10-5 WMC
Amounts shown above under "Estimated Value" for private equity funds are
estimates based on the latest fund values received from each underlying
fund, which value may be as of a
date (underlying fund value date) prior to the period covered by this
statement. The values provided by the underlying fund have been adjusted for
any cash flows between your account
and such fund that have occurred subsequent to the underlying fund value
date to derive the "Estimated Value". Therefore, such "Estimated Value" may
not reflect the value of your
interest shown on any fund's actual books and records as of the date of this
statement. For additional information, please contact your J.P. Morgan
representative.
For private equity funds, Estimated Values are based on estimates provided
by the underlying funds that are generally presented on a US GAAP basis,
which records investments at fair
value, or "marked-to-market". Most of these underlying funds also present
their audited financial statements on a US GAAP basis (i.e., "marked-to-
market"). However, some of these
underlying funds present their audited financial statements using the Income
Tax Basis of Accounting, which records investments "at cost" based on the
accrual basis of accounting for
Federal income taxes. Where the underlying fund provides periodic estimates
on a "marked-to-market" basis but reflects investments "at cost" in its
audited financial statements, the
marked-to-market Estimated Value shown herein for a private equity fund may
be materially different from the value reflected on such fund's audited
financial statements (which are also
based on the audited financial statements of the underlying fund).
Cost/Net Capital Called
Since Inception
Net Distributions
Since Inception
Estimated
Value
Est. Annual Inc.
EFTA01540059
Accrued Div.
Yield
Ending
Estimated Value
760,960.62
Change
In Value
(566,225.20)
Current
Allocation
1%
0.00
15.32%
Account W23560001 Page 9 of 36
Consolidated Statement Page 13
EFTA01540060
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
Hard Assets
BRT CALL OPTION
USD PUT OPTION
STRIKE 126.50
EXPIRING 11/12/2012
125,000 BARRELS
OTCBDC-NA-W
BRT CALL OPTION
USD PUT OPTION
STRIKE 119.50
EXPIRING 11/12/2012
100,000 BARRELS
OTCBDC-NB-L
BRT CALL OPTION
USD PUT OPTION
STRIKE 119.00
EXPIRING 12/11/2012
100,000 BARRELS
OTCBDC-NB-M
BRT CALL OPTION
USD PUT OPTION
STRIKE 118.50
EXPIRING 02/08/2013
100,000 BARRELS
OTCBDC-NB-N
BRT PUT OPTION
USD CALL OPTION
STRIKE 96.50
EXPIRING 11/12/2012
125,000 BARRELS
OTCBDP-JQ-R
624.41
(125.000)
(78,050.66)
(1,087,500.00)
4,378.08
100.000
437,808.10
327,000.00
2,844.67
100.000
284,466.53
233,000.00
1,634.73
100.000
163,473.30
184,000.00
Quantity
EFTA01540061
Estimated
Value
Cost
606.10
125.000
75,762.37
75,000.00
Account W23560001 Page 10 of 36
Consolidated Statement Page 14
EFTA01540062
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
Hard Assets
BRT PUT OPTION
USD CALL OPTION
STRIKE 80.00
EXPIRING 11/12/2012
100,000 BARRELS
OTCBDP-JQ-U
BRT PUT OPTION
USD CALL OPTION
STRIKE 79.50
EXPIRING 12/11/2012
100,000 BARRELS
OTCBDP-JQ-V
BRT PUT OPTION
USD CALL OPTION
STRIKE 79.00
EXPIRING 02/08/2013
100,000 BARRELS
OTCBDP-JQ-W
Total Hard Assets
$760,960.62
($1,012,500.00)
848.23
(100.000)
(84,822.52)
(327,000.00)
313.00
(100.000)
(31,300.00)
(233,000.00)
Quantity
Estimated
Value
Cost
63.77
(100.000)
(6,376.50)
(184,000.00)
Account W23560001 Page 11 of 36
Consolidated Statement Page 15
EFTA01540063
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Cash & Fixed Income Summary
Beginning
Asset Categories
Cash
Non-USD Cash
US Fixed Income
Non-US Fixed Income
Complementary Structured Strategies
Foreign Exchange Contracts
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
Market Value
14,042,698.92
1,055,527.48
29,347,187.94
1,113,416.80
2,505,184.62
(17,832.88)
$48,046,182.88
Ending
Market Value
16,893,523.10
1,077,299.58
23,552,888.77
1,314,678.30
2,619,873.45
(97,658.46)
$45,360,604.74
Current
Period Value
45,360,604.74
45,848,846.65
(444,562.03)
1,990,739.06
502,074.32
5.32%
Cash
Change
In Value
2,850,824.18
21,772.10
(5,794,299.17)
201,261.50
EFTA01540064
114,688.83
(79,825.58)
($2,685,578.14 )
Current
Allocation
25%
2%
33%
2%
4%
66%
Non-US Fixed Income
Non-USD Cash
Complementary Structured
Strategies
US Fixed Income
Asset Categories
Cash & Fixed Income as a percentage of your portfolio 66 %
Account W23560001 Page 12 of 36
Consolidated Statement Page 16
EFTA01540065
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
SUMMARY BY MATURITY
1
Cash & Fixed Income
0-6 months
1-5 years'
5-10 years'
10+ years'
Total Value
1
SUMMARY BY TYPE
Market
Value
22,143,103.55
6,845,913.58
2,803,535.00
13,665,711.07
$45,458,263.20
% of Bond
Portfolio
53%
14%
5%
28%
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.
Cash & Fixed Income
Cash
NON USD Cash
Corporate Bonds
International Bonds
Mortgage and Asset Backed Bonds
Complementary Structure
Other
Total Value
Market
Value
16,893,523.10
1,077,299.58
8,618,965.00
4,067,513.30
9,084,452.77
2,619,873.45
3,096,636.00
$45,458,263.20
% of Bond
Portfolio
42%
EFTA01540066
2%
18%
8%
19%
5%
6%
100%
Account W23560001 Page 13 of 36
Consolidated Statement Page 17
EFTA01540067
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Cash & Fixed Income Summary
NET FX CONTRACTS EXPOSURE SUMMARY
Value
in Currency
SWISS FRANC
EURO CURRENCY
MEXICAN NEW PESO
US DOLLAR
11,990,000.00
(10,042,000.00)
12,900,000.00
(940,512.23)
Note:
P indicates position adjusted for Pending Trade Activity.
1
* *
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.
Unrealized Gain/Loss is shown as "N/A" in cases where we do not have
appropriate cost information for all tax lots comprising the position.
Please contact your J.P. Morgan team for additional
information.
Cash & Fixed Income Detail
Price
Cash
US DOLLAR
COST OF PENDING PURCHASES
1.00
1.00
18,726,295.57
(2,039,266.24 )
18,726,295.57
(2,039,266.24)
18,726,295.57
(2,039,266.24)
1,872.62
108.52
0.01% 1
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
EFTA01540068
Account W23560001 Page 14 of 36
Consolidated Statement Page 18
EFTA01540069
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
Cash
PROCEEDS FROM PENDING SALES
Total Cash
1.00
206,493.77
206,493.77
$16,893,523.10
206,493.77
$16,893,523.10
$0.00
$1,872.62
$108.52
Non-USD Cash
CANADIAN DOLLAR
EURO PRINCIPAL CURRENCY
Total Non-USD Cash
0.01%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
1.02
1.29
0.01
0.01
837,388.58
1,077,299.57
$1,077,299.58
0.01
1,099,726.08
$1,099,726.09
(22,426.51)
($22,426.51)
$0.00
0.00%
US Fixed Income
ALLY FINANCIAL INC
24.46
8 1/2% PFD
02005N-30-8 NA /CAA
ROYAL BANK SCOTLAND GRP PLC
5.05% JAN 08 2015
DTD 12/08/2004
EFTA01540070
780097-AP-6 BB+ /BA3
HCA INC
6 1/2% FEB 15 2016
DTD 2/8/2006
404119-AR-0 B- /B3
AMERICAN AXLE & MFG INC
7 7/8% MAR 1 2017
DTD 2/27/2007
02406P-AF-7 B /B2
Account W23560001 Page 15 of 36
Consolidated Statement Page 19
104.38
2,500,000.00
2,609,375.00
2,615,625.00
(6,250.00)
196,875.00
16,405.00
6.71%
103.48
1,000,000.00
1,034,810.00
966,000.00
68,810.00
50,500.00
11,643.00
110.50
1,500,000.00
1,657,500.00
1,530,000.00
127,500.00
97,500.00
12,457.50
3.44%
126,600.00
3,096,636.00
2,782,242.51
314,393.49
268,392.00
8.67%
3.19%
EFTA01540071
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
US Fixed Income
NRG ENERGY INC
7 5/8% JAN 15 2018
DTD 07/15/2011
629377-BN-1 BB- /B1
LLOYDS TSB BANK PLC
MTN 9 7/8% DEC 16 2021
DTD 12/16/2011
HELD BY EUROCLEAR
ISIN XS0717735822 SEDOL B7FQXT1
G4715J-9D-3 BBB /BA1
MASTR ALTERNATIVE LOANS TRUST
2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003
576434-EY-6 CCC /
COUNTRYWIDE HOME LOANS 2003-26 CL B1
5.33684% 08/25/2033 DTD 06/01/2003
12669E-RR-9
BEAR STEARNS ASSET BACKED SECURITIES
2004-AC6 CL M1 VAR RT 11/25/2034
DTD 10/29/2004
073879-LR-7 B- /CA
P WELLS FARGO MORTGAGE BACKED
SECURITIES SER 2004-EE CL B1
DEC 25 2034 DTD 12/01/2004
949779-AD-4 CCC /NR
CITICORP MORTGAGE SECURITIES
SER 2005-1 CL B2 5.4204%
FEB 25 2035 DTD 02/01/2005
172973-P9-4 NA /NR
73.95
1,979,579.77
1,463,800.26
1,643,051.21
(179,250.95)
107,301.14
8,941.76
7.71%
63.01
4,106,739.90
2,587,492.54
2,987,653.28
(400,160.74)
111,474.25
6,646.63
14.94%
74.66
47.08
EFTA01540072
1,577,319.43
2,174,631.47
1,177,658.23
1,023,859.99
1,214,535.96
1,022,076.80
(36,877.73)
1,783.19
84,178.38
7,014.33
19,278.10
69.58
11.18%
9.69%
77.01
1,666,948.45
1,283,700.33
1,016,838.56
266,861.77
96,888.04
8,073.03
11.35%
114.54
1,500,000.00
1,718,025.00
1,627,500.00
90,525.00
148,125.00
117,265.50
7.61%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
108.55
1,000,000.00
1,085,510.00
1,001,500.00
84,010.00
76,250.00
16,097.00
5.73%
Account W23560001 Page 16 of 36
Consolidated Statement Page 20
EFTA01540073
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
US Fixed Income
MORTGAGEIT TRUST 2005-2 CL 1M1
VAR RT 05/25/2035 DTD 04/27/2005
61915R-AD-8 BBB /NR
BANC OF AMERICA MORTGAGE SECURITIES
SER 2007-1 CL 2Al2 6% JAN 25 2037
DTD 02/27/2007
05952H-BY-4 CCC /C
SOUTHERN CAL EDISON
6 1/4% DEC 31 2049
DTD 01/17/2012
842400-FU-2 BBB /BAA
Total US Fixed Income
108.89
3,000,000.00
3,266,580.00
2,999,982.50
266,597.50
187,500.00
31,248.00
$23,552,888.77
$23,998,847.46
($445,958.69)
$1,578,921.22
$246,152.07
Non-US Fixed Income
REPUBLIC OF ARGENTINA - ARS
FLOATING RATE NOTE DEC 15 2035
DTD 11/01/2005
HELD BY EUROCLEAR
ISIN ARARGEO3E147 SEDOL B1MYWX3
EC0698-9B-7 ARS
5.67%
20.52
55.89
2,064,361.92
2,011,909.32
423,565.78
1,124,375.64
1,445,053.34
1,146,788.30
(1,021,487.56)
(22,412.66)
13,944.76
231.20
120,714.55
10,059.54
29.19%
EFTA01540074
7.05%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
8.45%
3.19
10,000,000.00
318,678.30
318,000.00
678.30
79,292.72
62,991.73
25.50%
Account W23560001 Page 17 of 36
Consolidated Statement Page 21
EFTA01540075
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
Non-US Fixed Income
REPUBLIC OF ARGENTINA
NOTES DEC 15 2035
DTD 11/01/2005
HELD BY EUROCLEAR
ISIN US040114GM64 SEDOL BOS5NQ3
042993-9S-6
Total Non-US Fixed Income
$1,314,678.30
$1,356,750.00
($42,071.70)
$316,945.22
$251,939.23
Complementary Structured Strategies
JPY CALL CAD PUT
FX EUROPEAN STYLE OPTION
OCT 08, 2013 @ 76.9
AT EXP KI @ 69.65
XJPYCA-SJ-Z CAD
JPY PUT CAD CALL
FX EUROPEAN STYLE OPTION
OCT 08, 2013 @ 80.9
XJPYPB-AZ-Z CAD
HSBC MARKET PLUS MXN NOTE 11/2/12
LNKED TO MXN VS USD
25% BUFFER, 9.75%CPN, 100%MAXRTN
10/26/11
4042K1-RA-3
JP MORGAN CHASE BANK NA
6.200% 04/16/2015 DTD 04/16/2012
4662A0-4Q-1
99.35
1,500,000.00
1,490,250.00
1,500,000.00
(9,750.00)
93,000.00
3,874.50
6.48%
109.73
1,000,000.00
1,097,300.00
1,000,000.00
97,300.00
0.04
809,000,000.00
291,696.13
347,756.17
EFTA01540076
(56,060.04)
24.90%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
13.28
7,500,000.00
996,000.00
1,038,750.00
(42,750.00)
237,652.50
188,947.50
24.71%
0.04
(769,000,000.00 )
(313,351.26)
(347,756.17)
34,404.91
Account W23560001 Page 18 of 36
Consolidated Statement Page 22
EFTA01540077
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Price
Complementary Structured Strategies
INTEREST RATE SWAP
40,000,000 EUR NOTIONAL 09/12/2016
PAY: FLOATING RATE EUR
6 MONTH EURIBOR DEAL 3000244528
1.340% REC FIXED, ANN 30/360
N/O Client
SWPBDR-KV-6 EUR
Total Complementary Structured Strategies
$2,619,873.45
$2,500,000.00
$65,894.87
$93,000.00
$3,874.50
3.69%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
1.29
1.00
53,978.58
N/A **
N/A
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
EURO CURRENCY
MEXICAN NEW PESO
SWISS FRANC
US DOLLAR
US DOLLAR
EURO CURRENCY
Total Foreign Exchange Contracts
Sep. 28 12
Oct. 2 12
Sep. 20 12
Oct. 24 12
Aug. 1 12
Nov. 5 12
EUR
USD
EFTA01540078
MXN
USD
CHF
EUR
(42,000.00)
54,255.60
12,900,000.00
(994,767.83)
11,990,000.00
(10,000,000.00)
1.291800
12.967850
1.199000
0.774114
12.892440
1.208719
54,255.60
54,255.60
1,000,586.38
994,767.83
12,766,252.58
12,869,729.59
$13,821,094.56
$13,918,753.02
5,818.55
(103,477.01)
($97,658.46)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 19 of 36
Consolidated Statement Page 23
EFTA01540079
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
INFLOWS
Income
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
24,008,459.45
(9,579,618.34)
$14,428,841.11
$18,726,295.57
* Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a FIRST IN, FIRST OUT method for
relieving assets
from your position
90,219,414.63
(86,012,068.21)
$4,207,346.42
-997,760.84
$1,231,111.08
(10,000,000.00)
(976,355.54)
($10,976,355.54)
Period
Value
14,042,698.92
233,350.24
Year-To-Date
Value*
-1,892,403.42
1,051,933.65
26,804,915.39
$29,749,252.46
(10,031,218.35)
(26,387,774.75)
($36,418,993.10)
Current
Securities
EFTA01540080
Transferred In/Out
Securities Transferred Out
Period Value
Year-To-Date
Value*
(1,027,912.77)
Current
Cost Adjustments
Cost Adjustments
Total Cost Adjustments
Period Value
$0.00
Year-To-Date
Value*
13,020.83
$13,020.83
Account W23560001 Page 20 of 36
Consolidated Statement Page 24
EFTA01540081
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
9/4
9/4
9/4
9/5
9/5
9/10
9/12
9/14
Corporate Interest
Interest Income
Div Domest
Corporate Interest
Corporate Interest
Accrued Int Recd
Description
AMERICAN AXLE & MFG INC 7 7/8% MAR 1 2017 DTD
2/27/2007 (ID: 02406P-AF-7)
DEPOSIT SWEEP INTEREST FOR AUG. @ 01% RATE ON
NET AVG COLLECTED BALANCE OF $12,578,517.80 AS
OF 09/01/12
GENERAL MOTORS CO CV PFD B @ 0.59375 PER SHARE
(ID: 37045V-20-9)
CIT GROUP INC 144A 7% MAY 02 2017 DTD
06/15/2011 (ID: 125581-GA-0)
CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011
(ID: 125581-FZ-6)
BANC OF AMERICA FUNDING CORPORATION SER 2006-G
CL 2A5 FLOATING RATE JUL 20 2036 DTD 07/31/2006
(ID: 05950M-AF-7)
Misc Disbursement TRANSFERRED BY WIRE TO MORT INC. AS REQUESTED
MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT
Accrued Int Paid
05/25/2035 DTD 04/27/2005 @ 70.00 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 09/11/12 FACE
VALUE 8,126,960.00 (ID: 61915R-AD-8)
9/17
9/18
Foreign Dividend
Corporate Interest
BARCLAYS BANK PLC PFD SHS SER 5 8 1/8% @
0.507812 PER SHARE (ID: 06739H-36-2)
CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011
AS OF 09/17/12 (ID: 125581-FZ-6)
39,250.000
5,000,000.000
EFTA01540082
0.508
0.002
19,931.62
8,083.74
2,080,191.716
0.00
(10,000,000.00)
(741.62)
71,000.000
959,777.220
4,010,282.830
2,378,735.400
0.594
0.017
0.003
42,156.25
15,862.98
14,032.45
717.39
Quantity
Cost
2,500,000.000
Per Unit
Amount
0.039
Amount
98,437.50
106.54
Account W23560001 Page 21 of 36
Consolidated Statement Page 25
EFTA01540083
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
9/18
Accrued Int Paid
Description
ENTRY REVERSED ON 09/24/2012 WELLS FARGO
MORTGAGE BACKED SECURITIES SER 2004-EE CL B1
DEC 25 2034 DTD 12/01/2004 @ 72.75 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 09/13/12 FACE
VALUE 3,275,000.00 (ID: 949779-AD-4)
9/21
9/21
9/24
FX Fwd Contract
Spot FX
Accrued Int Paid
SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL
USD CONTRACT RATE : 13.212400000 TRADE 8/17/12
VALUE 9/21/12 (ID: OMXNPR-AA-7)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
MXN EXCHANGE RATE 12.928950000 DEAL 09/20/12
VALUE 09/21/12 (ID: OMXNPR-AA-7)
TO REVERSE ENTRY OF 09/18/2012 WELLS FARGO
MORTGAGE BACKED SECURITIES SER 2004-EE CL B1
DEC 25 2034 DTD 12/01/2004 @ 72.75 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 09/13/12 FACE
VALUE 3,275,000.00 AS OF 09/18/12
(ID: 949779-AD-4)
9/24
Accrued Int Paid
ENTRY REVERSED ON 09/27/2012 WELLS FARGO
MORTGAGE BACKED SECURITIES SER 2004-EE CL B1
DEC 25 2034 DTD 12/01/2004 @ 72.75 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 09/13/12 FACE
VALUE 3,265,878.00 (ID: 949779-AD-4)
9/25
9/25
9/25
Corporate Interest
Corporate Interest
Corporate Interest
BANC OF AMERICA MORTGAGE SECURITIES SER 2007-1
CL 2Al2 6% JAN 25 2037 DTD 02/27/2007
(ID: 05952H-BY-4)
BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6
CL M1 VAR RT 11/25/2034 DTD 10/29/2004
(ID: 073879-LR-7)
COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684%
EFTA01540084
08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9)
1,598,989.907
0.004
7,128.92
2,186,057.050
0.001
1,704.55
2,019,592.876
0.005
10,097.96
2,053,369.950
0.00
0.001
(2,629.49)
(2,059,105.029 )
0.00
0.001
2,636.83
(12,900,000.000 )
(1,005,546.09)
997,760.84
12,900,000.000
1,005,546.09
(976,355.54)
Quantity
Cost
Per Unit
Amount
2,059,105.029
0.00
0.001
Amount
(2,636.83)
Account W23560001 Page 22 of 36
Consolidated Statement Page 26
EFTA01540085
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
9/25
9/25
9/25
9/27
Corporate Interest
Corporate Interest
Corporate Interest
Accrued Int Paid
Description
CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2
5.4204% FEB 25 2035 DTD 02/01/2005
(ID: 172973-P9-4)
MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3
5.812343% 06/25/2033 DTD 05/01/2003
(ID: 576434-EY-6)
MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT
05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8)
TO REVERSE ENTRY OF 09/24/2012 WELLS FARGO
MORTGAGE BACKED SECURITIES SER 2004-EE CL B1
DEC 25 2034 DTD 12/01/2004 @ 72.75 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 09/13/12 FACE
VALUE 3,265,878.00 AS OF 09/24/12
(ID: 949779-AD-4)
9/27
Accrued Int Paid
ENTRY REVERSED ON 10/02/2012 WELLS FARGO
MORTGAGE BACKED SECURITIES SER 2004-EE CL B1
DEC 25 2034 DTD 12/01/2004 @ 72.75 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 09/13/12 FACE
VALUE 3,265,878.00 (ID: 949779-AD-4)
Total Inflows & Outflows
($9,745,244.46)
2,053,369.950
0.00
0.001
(2,642.81)
2,080,191.716
(2,053,369.950 )
0.00
0.001
0.001
1,170.97
2,629.49
1,694,219.800
0.005
8,208.91
EFTA01540086
Quantity
Cost
Per Unit
Amount
2,011,915.450
0.005
Amount
9,094.89
Account W23560001 Page 23 of 36
Consolidated Statement Page 27
EFTA01540087
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
TRADE ACTIVITY
Note:
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
9/5
9/5
9/5
9/5
9/5
9/10
9/5
9/10
9/5
9/10
9/5
9/11
9/6
9/11
9/6
9/11
Redemption
Pro Rata
Pro Rata
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
CIT GROUP INC 144A 7% MAY 02 2017 DTD
06/15/2011 ENTIRE ISSUE CALLED @ 100.00
(ID: 125581-GA-0)
Principal Payment CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011
PAYMENT A/C PRINCIPAL (ID: 125581-FZ-6)
DCT INDUSTRIAL TRUST INC @ 6.34 57,060.00
BROKERAGE 360.00 TAX &/OR SEC 1.28 J.P. MORGAN
SECURITIES LLC (ID: 233153-10-5)
NUSTAR ENERGY LP @ 48.74925 194,997.00
BROKERAGE 160.00 TAX &/OR SEC 4.37 J.P. MORGAN
SECURITIES LLC (ID: 67058H-10-2)
EFTA01540088
BANC OF AMERICA FUNDING CORPORATION SER 2006-G (2,378,735.400 )
CL 2A5 FLOATING RATE JUL 20 2036 DTD 07/31/2006
@ 73.00 JP MORGAN SECURITIES LLC (BIDL) FACE
VALUE 6,000,000.00 (ID: 05950M-AF-7)
TEEKAY LNG PARTNERS LP @ 37.95 75,900.00
BROKERAGE 100.00 TAX &/OR SEC 1.71 J.P. MORGAN
SECURITIES LLC (ID: Y8564M-10-5)
JPMORGAN CHASE & CO PFD 5.500% @ 24.97059
1,123,676.55 BROKERAGE 1,800.00 TAX &/OR SEC
25.18 J.P. MORGAN SECURITIES LLC
(ID: 48126E-75-0)
M/I HOMES INC COM @ 18.31916 73,276.64
BROKERAGE 160.00 TAX &/OR SEC 1.65 J.P. MORGAN
SECURITIES LLC (ID: 553058-10-1)
(4,000.000)
18.279
73,114.99
(70,520.00)
2,594.99 S
(45,000.000)
24.93
1,121,851.37
(1,125,000.00)
(3,148.63) S
(2,000.000)
37.899
75,798.29
(76,860.00)
(1,061.71) S
73.00
1,736,476.84
(1,546,178.02)
190,298.82 S
(4,000.000)
48.708
194,832.63
(195,760.00)
(927.37) S
(2,886,675.080 )
(9,000.000)
100.00
6.30
2,886,675.08
56,698.72
(2,727,907.95)
(55,800.00)
96,624.91 L
62,142.22 0
898.72 S
Quantity
(959,777.220)
EFTA01540089
L indicates Long Term Realized Gain/Loss
0 indicates Ordinary Income Realized Gain
S indicates Short Term Realized Gain/Loss
Per Unit
Amount
100.00
Proceeds
959,777.22
Tax Cost
(885,394.49)
Realized
Gain/Loss
74,382.73 L
Account W23560001 Page 24 of 36
Consolidated Statement Page 28
EFTA01540090
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Trade Date
Settle Date
9/7
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
9/12
9/7
9/12
9/11
9/14
9/11
9/14
9/11
9/14
9/17
9/17
9/12
9/17
9/12
9/18
9/14
9/19
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Redemption
Pro Rata
Sale
FIFO
Sale
FIFO
Sale
FIFO
JPMORGAN CHASE & CO PFD 5 500% @ 24.96062
998,424.80 BROKERAGE 1,600.00 TAX &/OR SEC
22.37 J.P. MORGAN SECURITIES LLC
(ID: 48126E-75-0)
VOCERA COMMUNICATIONS INC @ 29.47309 81,051.00
BROKERAGE 110.00 TAX &/OR SEC 1.82 J.P. MORGAN
SECURITIES LLC (ID: 92857F-10-7)
AMERICAN INTERNATIONAL GROUP INC NEW @ 32.94939
EFTA01540091
691,937.19 BROKERAGE 840.00 TAX &/OR SEC 15.50
J.P. MORGAN SECURITIES LLC (ID: 026874-78-4)
EL PASO PIPELINE PARTNERS LP @ 34.29 68,580.00
BROKERAGE 100.00 TAX &/OR SEC 1.54 J.P. MORGAN
SECURITIES LLC (ID: 283702-10-8)
FIFTH STREET FINANCE CORP @ 10.719 75,033.00
BROKERAGE 280.00 TAX &/OR SEC 1.69 J.P. MORGAN
SECURITIES LLC (ID: 31678A-10-3)
CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011
ENTIRE ISSUE CALLED @ 100.00 (ID: 125581-FZ-6)
EXACTTARGET INC @ 23.27393 46,547.86 BROKERAGE
100.00 TAX &/OR SEC 1.05 J.P. MORGAN SECURITIES
LLC (ID: 30064K-10-5)
VANGUARD NATURAL RESOURCES LLC @ 27.44
68,600.00 BROKERAGE 100.00 TAX &/OR SEC 1.54
J.P. MORGAN SECURITIES LLC (ID: 92205F-10-6)
CAPITAL ONE FINANCIAL CO PFD 6% @ 24.93331
997,332.40 BROKERAGE 1,600.00 TAX &/OR SEC
22.35 J.P. MORGAN SECURITIES LLC
(ID: 14040H-40-2)
(40,000.000)
24.893
995,710.05
(1,000,000.00)
(4,289.95) S
(2,500.000)
27.399
68,498.46
(68,775.00)
(276.54) S
(1,123,607.750 )
(2,000.000)
100.00
23.223
1,123,607.80
46,446.81
(1,061,809.32)
(45,000.00)
37,267.59 L
24,530.89 0
1,446.81 S
(7,000.000)
10.679
74,751.31
(75,530.00)
(778.69) S
(2,000.000)
34.239
68,478.46
(68,680.00)
(201.54) S
EFTA01540092
(21,000.000)
32.909
691,081.69
(682,500.00)
8,581.69 S
(2,750.000)
29.432
80,939.18
(79,062.50)
1,876.68 S
Quantity
(40,000.000)
Per Unit
Amount
24.92
Proceeds
996,802.43
Tax Cost
(1,000,000.00)
Realized
Gain/Loss
(3,197.57) S
Account W23560001 Page 25 of 36
Consolidated Statement Page 29
EFTA01540093
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Trade Date
Settle Date
9/14
9/19
9/14
9/20
9/18
9/21
9/19
9/24
9/25
9/25
9/25
9/25
9/25
9/25
9/25
9/25
9/25
9/25
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
ANNALY CAPITAL MGMT PFD 7.5% @ 24.89 622,250.00
BROKERAGE 1,000.00 TAX &/OR SEC 13.94 J.P.
MORGAN SECURITIES LLC (ID: 035710-80-5)
GENESEE & WYOMING INC CL A @ 66.142 132,284.00
BROKERAGE 100.00 TAX &/OR SEC 2.97 J.P. MORGAN
SECURITIES LLC (ID: 371559-10-5)
ANNALY CAPITAL MGMT PFD 7.5% @ 24.92 672,840.00
BROKERAGE 1,080.00 TAX &/OR SEC 15.08 J.P.
MORGAN SECURITIES LLC (ID: 035710-80-5)
HEALTH CARE REIT INC @ 57.31118 286,555.90
BROKERAGE 200.00 TAX &/OR SEC 6.42 J.P. MORGAN
SECURITIES LLC (ID: 42217K-10-6)
Principal Payment BANC OF AMERICA MORTGAGE SECURITIES SER 2007-1
Pro Rata
CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 PAYMENT
A/C PRINCIPAL (ID: 05952H-BY-4)
Principal Payment BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6
Pro Rata
EFTA01540094
CL M1 VAR RT 11/25/2034 DTD 10/29/2004 PAYMENT
A/C PRINCIPAL (ID: 073879-LR-7)
Principal Payment COUNTRYWIDE HOME LOANS 2003-26 CL 61 5.33684%
Pro Rata
08/25/2033 DTD 06/01/2003 PAYMENT A/C PRINCIPAL
(ID: 12669E-RR-9)
Principal Payment CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2
Pro Rata
5.4204% FEB 25 2035 DTD 02/01/2005 PAYMENT A/C
PRINCIPAL (ID: 172973-P9-4)
Principal Payment MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3
Pro Rata
(27,271.350)
5.812343% 06/25/2033 DTD 05/01/2003 PAYMENT A/C
PRINCIPAL (ID: 576434-EY-6)
100.00
27,271.35
(16,635.52)
10,635.83 S
(32,335.680)
100.00
32,335.68
(26,838.61)
5,497.07 S
(21,670.480)
100.00
21,670.48
(16,686.27)
4,984.21 S
(11,425.580)
100.00
11,425.58
(5,370.02)
6,055.56 S
(7,683.560)
100.00
7,683.56
(4,379.63)
3,303.93 S
(5,000.000)
57.27
286,349.48
(280,000.00)
6,349.48 S
(27,000.000)
24.879
671,744.92
(675,000.00)
(3,255.08) S
(2,000.000)
66.091
EFTA01540095
132,181.03
(129,500.00)
2,681.03 S
Quantity
(25,000.000)
Per Unit
Amount
24.849
Proceeds
621,236.06
Tax Cost
(625,000.00)
Realized
Gain/Loss
(3,763.94) S
Account W23560001 Page 26 of 36
Consolidated Statement Page 30
EFTA01540096
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
9/25
9/25
9/20
9/25
9/20
9/25
9/24
9/27
9/24
9/27
9/25
9/28
9/25
9/28
9/25
9/28
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Principal Payment MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT
Pro Rata
Quantity
(15,829.800)
05/25/2035 DTD 04/27/2005 PAYMENT A/C PRINCIPAL
(ID: 61915R-AD-8)
APPROACH RESOURCES INC @ 29.28507 292,850.70
BROKERAGE 400.00 TAX &/OR SEC 6.56 J.P. MORGAN
SECURITIES LLC (ID: 03834A-10-3)
TRULIA INC @ 23.85125 19,081.00 BROKERAGE
100.00 TAX &/OR SEC .43 J.P. MORGAN SECURITIES
LLC (ID: 897888-10-3)
GS CONT BUFF EQ SPX 7/9/13 80% CONTIN BARRIER10.5%CPN
15% CAP INITIAL LEVEL-6/20/12
EFTA01540097
SPX:1355.69 @ 105.40 JP MORGAN SECURITIES LLC
(BIDL) (ID: 38143U-Z9-5)
HSBC MARKET PLUS SPX 05/17/13 72% KO BARRIERO%CPN
,UNCAPPED INITIAL LEVEL-02/14/12
SPX:1350.50 @ 106.30 JP MORGAN SECURITIES LLC
(BIDL) (ID: 4042K1-XQ-1)
APOLLO RESIDENTIAL MTG INC PFD 8% @ 25.07853
376,177.95 BROKERAGE 600.00 TAX &/OR SEC 8.43
J.P. MORGAN SECURITIES LLC (ID: 03763V-20-1)
APOLLO RESIDENTIAL MTG INC PFD 8% @ 25.08
250,800.00 BROKERAGE 400.00 TAX &/OR SEC 5.62
J.P. MORGAN SECURITIES LLC (ID: 03763V-20-1)
BANK OF NEW YORK MELLON PFD 5.2% @ 24.76309
1,262,917.59 BROKERAGE 2,040.00 TAX &/OR SEC
28.29 J.P. MORGAN SECURITIES LLC
(ID: 064058-20-9)
(51,000.000)
24.723
1,260,849.30
(1,275,000.00)
(14,150.70) S
(10,000.000)
25.039
250,394.38
(250,000.00)
394.38 S
(15,000.000)
25.038
375,569.52
(375,000.00)
569.52 S
(5,000,000.000 )
106.30
5,315,000.00
(5,000,000.00)
315,000.00 S
(3,000,000.000 )
105.40
3,162,000.00
(3,000,000.00)
162,000.00 S
(800.000)
23.726
18,980.57
(13,600.00)
5,380.57 S
(10,000.000)
29.244
292,444.14
(305,000.00)
(12,555.86) S
EFTA01540098
Per Unit
Amount
100.00
Proceeds
15,829.80
Tax Cost
(11,080.86)
Realized
Gain/Loss
4,748.94 S
Account W23560001 Page 27 of 36
Consolidated Statement Page 31
EFTA01540099
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Trade Date
Settle Date
9/25
9/28
9/25
9/28
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Sale
FIFO
ENTERPRISE PRODUCTS PARTNERS L P @ 53.74066
161,221.98 BROKERAGE 120.00 TAX &/OR SEC 3.62
J.P. MORGAN SECURITIES LLC (ID: 293792-10-7)
HEALTHCARE REALTY TRUST @ 23.254 93,016.00
BROKERAGE 160.00 TAX &/OR SEC 2.09 J.P. MORGAN
SECURITIES LLC (ID: 421946-10-4)
Total Settled Sales/Maturities/Redemptions
$24,008,459.45
($23,024,478.19)
$208,275.23 L
$689,032.92 S
$86,673.11 0
(4,000.000)
23.213
92,853.91
(91,400.00)
1,453.91 S
Quantity
(3,000.000)
Per Unit
Amount
53.699
Proceeds
161,098.36
Tax Cost
(159,210.00)
Realized
Gain/Loss
1,888.36 S
Trade Date
Settle Date
Type
Description
Settled Securities Purchased
9/5
Purchase
EFTA01540100
9/10
9/5
9/10
9/5
9/10
9/6
9/11
9/7
9/12
9/6
9/13
Purchase
Purchase
Purchase
Purchase
Purchase
TEEKAY LNG PARTNERS LP @ 38.43 J.P. MORGAN
SECURITIES LLC (ID: Y8564M-10-5)
DCT INDUSTRIAL TRUST INC @ 6.20 J.P. MORGAN
SECURITIES LLC (ID: 233153-10-5)
NUSTAR ENERGY LP @ 48.94 J.P. MORGAN SECURITIES
LLC (ID: 67058H-10-2)
M/I HOMES INC COM @ 17.63 J.P. MORGAN
SECURITIES LLC (ID: 553056-10-1)
VOCERA COMMUNICATIONS INC @ 28.75 J.P. MORGAN
SECURITIES LLC (ID: 92857F-10-7)
ANNALY CAPITAL MGMT PFD 7.5% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 035710-80-5)
Quantity
2,000.000
9,000.000
4,000.000
4,000.000
2,750.000
52,000.000
Per Unit
Amount
38.43
6.20
48.94
17.63
28.75
25.00
Market Cost
(76,860.00)
(55,800.00)
(195,760.00)
(70,520.00)
(79,062.50)
(1,300,000.00)
Account W23560001 Page 28 of 36
EFTA01540101
Consolidated Statement Page 32
EFTA01540102
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Trade Date
Settle Date
Type
Settled Securities Purchased
9/11
Purchase
9/14
9/11
9/14
9/11
9/14
9/11
9/14
9/12
9/17
9/12
9/17
9/13
9/18
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT
05/25/2035 DTD 04/27/2005 @ 70.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 8,126,960.00
(ID: 61915R-AD-8)
AMERICAN INTERNATIONAL GROUP INC NEW @ 32.50
J.P. MORGAN SECURITIES LLC (ID: 026874-78-4)
EL PASO PIPELINE PARTNERS LP @ 34.34 J.P.
MORGAN SECURITIES LLC (ID: 283702-10-8)
FIFTH STREET FINANCE CORP @ 10.79 J.P. MORGAN
SECURITIES LLC (ID: 31678A-10-3)
EXACTTARGET INC @ 22.50 J.P. MORGAN SECURITIES
LLC (ID: 30064K-10-5)
VANGUARD NATURAL RESOURCES LLC @ 27.51 J.P.
MORGAN SECURITIES LLC (ID: 92205F-10-6)
ENTRY REVERSED ON 09/24/2012 WELLS FARGO
MORTGAGE BACKED SECURITIES SER 2004-EE CL 81
DEC 25 2034 DTD 12/01/2004 @ 72.75 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 3,275,000.00
(ID: 949779-AD-4)
9/12
9/19
9/14
9/19
EFTA01540103
9/13
9/20
9/14
9/21
Purchase
Purchase
Purchase
Purchase
BANK OF NEW YORK MELLON PFD 5.2% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 064058-20-9)
GENESEE & WYOMING INC CL A @ 64.75 J.P. MORGAN
SECURITIES LLC (ID: 371559-10-5)
APOLLO RESIDENTIAL MTG INC PFD 8% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 03763V-20-1)
PNC FINANCIAL SERVICES PFD 5 3/8% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 693475-83-2)
51,000.000
2,000.000
25,000.000
40,000.000
25.00
64.75
25.00
25.00
(1,275,000.00)
(129,500.00)
(625,000.00)
(1,000,000.00)
21,000.000
2,000.000
7,000.000
2,000.000
2,500.000
2,059,105.029
32.50
34.34
10.79
22.50
27.51
72.80
(682,500.00)
(68,680.00)
(75,530.00)
(45,000.00)
(68,775.00)
(1,497,998.91)
Quantity
2,080,191.716
Per Unit
Amount
70.00
EFTA01540104
Market Cost
(1,456,134.20)
Account W23560001 Page 29 of 36
Consolidated Statement Page 33
EFTA01540105
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 9/1/12 to 9/30/12
Trade Date
Settle Date
Type
Settled
ℹ️ Document Details
SHA-256
4470283e389846f9f897f967e8eea561bac6987d6190b6e6f5f6e01f33e7bb2c
Bates Number
EFTA01540036
Dataset
DataSet-10
Document Type
document
Pages
99
Comments 0