📄 Extracted Text (12,458 words)
FINANCIAL TRUST COMPANY INC
6100 RED HOOK QUARTER STE B-3
ST THOMAS 00802
VIRGIN ISLANDS, U.S.
EFTA01540244
EFTA01540245
For the Period 11/1/12 to 11/30/12
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
W23560001,
242006862
Beginning Net
Market Value
67,330,898.03
304,108.41
$67,635,006.44
Ending Net
Market Value
67,905,099.69
304,267.64
$68,209,367.33
This account summary is provided for informational purposes and includes
assets at different entities.
(1) Assets held at JPMorgan Chase Bank, N.A., member Federal Deposit
Insurance Corporation ("FDIC"), except for exchangelisted
options, which are held at 3PMorgan Clearing Corporation ("JPMCC"). The
Asset Account Statement reflects brokerage
transactions executed through J.P. Morgan Securities LLC ("JPMS"), see
"Portfolio Activity Detail". Equity securities, fixed income
securities, and listed options transactions are generally cleared through
JPMCC, a wholly owned subsidiary of 3PMS. Please see
"Additional Information About Your Accounts" at the end of the Asset Account
Statement.
(2) Assets held in Margin Account at JPMCC, member Financial Regulatory
Authority ("FINRA") and Securities Insurance Protection
Corporation ("SIPC"). The Margin Account Statement reflects brokerage
transactions executed by JPMS, see "Portfolio Activity
Detail". Such transactions are cleared and carried through JPMCC.
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
574,201.66
159.23
$574,360.89
Start on
Page
4
47
0000019233.15.0.15.00002.FINAN48.20121204
Consolidated Statement Page 1
EFTA01540246
EFTA01540247
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01540248
For the Period 11/1/12 to 11/30/12
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
18,925,733.76
215,018.91
47,594,669.48
$66,735,422.15
899,584.29
$67,635,006.44
Ending
Market Value
23,365,867.93
325,236.60
43,613,550.30
$67,304,654.83
904,712.50
$68,209,367.33
Change
In Value
4,440,134.17
110,217.69
(3,981,119.18)
$569,232.68
5,128.21
$574,360.89
Equity
Estimated
1,437,449.88
4,850.00
Current
Annual Income Allocation
35%
1%
1,754,864.26
$3,197,164.14
64%
100%
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
EFTA01540249
Current
Portfolio Activity
Beginning Market Value
Net Contributions/Withdrawals
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
Period Value
66,735,422.15
(1,426,372.24)
193,150.79
1,802,454.13
$67,304,654.83
904,712.50
$68,209,367.33
Year-to-Date
Value
69,562,571.76
(11,379,784.17)
2,638,104.08
6,483,763.16
$67,304,654.83
904,712.50
$68,209,367.33
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 2
EFTA01540250
For the Period 11/1/12 to 11/30/12
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
2,639,109.04
(1,004.96)
$2,638,104.08
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Net Contributions/
Withdrawals
(11,379,527.94)
(256.23)
($11,379,784.17 )
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
2,639,109.04
(1,004.96)
$2,638,104.08
Change in
Investment Value
6,478,037.27
5,725.89
$6,483,763.16
Realized Gain/Loss
EFTA01540251
Short-term
1,931,327.29
$1,931,327.29
Long-term
2,619,579.99
(5.94)
$2,619,574.05
Ending Market Value
with Accruals
67,905,099.69
304,267.64
$68,209,367.33
Unrealized
Gain/Loss,
73,015.02
10,514.55
$83,529.57
CONTINUED
Consolidated Statement Page 3
EFTA01540252
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Asset Account
J.P. Morgan Team
Justin Nelson
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).
203/629-3124
212/622-2770
800/634-1318
Table of Contents
Account Summary
Holdings
Equity
Alternative Assets
Cash & Fixed Income
Portfolio Activity
Page
2
4
8
11
19
Account W23560001 Page 1 of 43
Consolidated Statement Page 4
EFTA01540253
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Account Summary
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
18,945,956.22
215,018.91
47,270,338.61
$66,431,313.74
899,584.29
$67,330,898.03
Ending
Market Value
23,385,921.10
325,236.60
43,289,229.49
$67,000,387.19
904,712.50
$67,905,099.69
Current
Portfolio Activity
Beginning Market Value
Contributions
Withdrawals & Fees
Securities Transferred Out
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Accruals
Market Value with Accruals
Period Value
66,431,313.74
97,458.00
(1,014,740.58)
(509,079.60)
($1,426,362.18)
193,150.79
1,802,284.84
$67,000,387.19
904,712.50
$67,905,099.69
Change
In Value
EFTA01540254
4,439,964.88
110,217.69
(3,981,109.12)
$569,073.45
5,128.21
$574,201.66
Equity
Year-to-Date
Value
69,262,768.82
1,203,424.65
(11,045,958.93)
(1,536,993.66)
($11,379,527.94 )
2,639,109.04
6,478,037.27
$67,000,387.19
904,712.50
$67,905,099.69
Estimated
1,440,000.00
4,850.00
Current
Annual Income Allocation
35%
2%
1,754,864.26
$3,199,714.26
63%
100%
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
Account W23560001 Page 2 of 43
Consolidated Statement Page 5
EFTA01540255
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Account Summary
Tax Summary
Domestic Dividends/Distributions
Foreign Dividends
Currency Gain/Loss
Interest Income
Ordinary Income
Accrued Interest Current Year
Accrued Interest Subsequent Year
Taxable Income
CONTINUED
Current
Period Value
148,506.25
(111,774.26)
195,502.77
(39,083.97)
$193,150.79
Year-to-Date
Value
986,779.17
59,794.86
168,140.33
1,598,619.48
123,025.58
(292,167.05)
(5,083.33)
$2,639,109.04
ST Realized Gain/Loss
LT Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
1,598,617.74
97,500.00
$1,696,117.74
Year-to-Date
Value
1,931,327.29
2,619,579.99
$4,550,907.28
Unrealized Gain/Loss
To-Date Value
$73,015.02
Cost Summary
Equity
Cash & Fixed Income
Total
44,039,904.50
EFTA01540256
Cost
21,926,442.90
$65,966,347.40
Account W23560001 Page 3 of 43
Consolidated Statement Page 6
EFTA01540257
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Equity Summary
Asset Categories
US Large Cap Equity
US Small/Mid Cap Equity
Non-US 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
1,436,308.39
640,500.00
950,000.00
2,716,200.00
13,202,947.83
$18,945,956.22
Ending
Market Value
1,600,566.15
624,000.00
963,600.00
6,416,284.00
13,781,470.95
$23,385,921.10
Current
Period Value
23,385,921.10
21,926,442.90
674,697.25
1,440,000.00
153,846.25
6.12%
Preferred Stocks
Change
In Value
164,257.76
(16,500.00)
13,600.00
3,700,084.00
578,523.12
$4,439,964.88
Current
EFTA01540258
Allocation
2%
1%
1%
10%
21%
35%
US Large Cap Equity
US Small/Mid Cap Equity
Non-US Equity
Concentrated & Other Equity
Asset Categories
Equity as a percentage of your portfolio - 35 %
Account W23560001 Page 4 of 43
Consolidated Statement Page 7
EFTA01540259
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Note:
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
DEAN FOODS CO
FACEBOOK INC-A
04033A-10-0 ARIA
149.09
09062X-10-3 BIIB
17.14
242370-10-4 DF
28.00
30303M-10-2 FB
Total US Large Cap Equity
$1,600,566.15
$1,637,370.22
($36,804.07)
$0.00
0.00%
17,500.000
490,000.00
665,000.00
(175,000.00)
25,000.000
428,500.00
470,439.75
(41,939.75)
2,095.000
312,343.55
250,454.95
61,888.60
22.36
16,535.000
369,722.60
251,475.52
118,247.08
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
EFTA01540260
Est. Annual Inc.
Accrued Div.
Yield
US Small/Mid Cap Equity
DEUTSCHE BK AG LDN BRH
12.48
DBL LONG ETN38
25154H-55-8 DAG
50,000.000
624,000.00
352,529.00
271,471.00
Account W23560001 Page 5 of 43
Consolidated Statement Page 8
EFTA01540261
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Price
Non-US Equity
ROYAL BANK SCOTLAND GROUP PLC
ADR NON-CUMULATIVE
780097-71-3 RBS PTAA /P-2
Preferred Stocks
ALLY FINANCIAL INC
8 1/2% PFD
02005N-30-8
CITY NATIONAL CORP
PFD 5.5%
17800X-20-2 CYN PC
GMAC CAPITAL TRUST I
PFD STK 8 1/8%
361860-20-8
REGIONS FINANCIAL CORP
PFD 6.375% PERPETUAL
7591EP-30-8 RF PA
Total Preferred Stocks
24.77
25,000.000
619,250.00
$6,416,284.00
625,000.00
$5,790,016.11
(5,750.00)
$626,267.89
39,850.00
4,750.00
$498,855.00
$4,750.00
Concentrated & Other Equity
BANK OF AMERICA CORP
8 1/8% PFD STK DEC 29 2049
DTD 04/30/2008
060505-DT-8 BB+ /B1
6.44%
7.78%
26.05
80,000.000
2,084,000.00
1,882,773.60
201,226.40
162,480.00
7.80%
24.30
20,000.000
486,000.00
500,000.00
EFTA01540262
(14,000.00)
27,500.00
5.66%
24.09
40,000.000
963,600.00
951,600.00
12,000.00
72,520.00
7.53%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
25.49
126,600.000
3,227,034.00
2,782,242.51
444,791.49
269,025.00
8.34%
111.12
2,000,000.000
2,222,420.00
2,081,180.56
141,239.44
162,500.00
7,222.00
7.26%
Account W23560001 Page 6 of 43
Consolidated Statement Page 9
EFTA01540263
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Price
Concentrated & Other Equity
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
LONG TOTAL RETURN SWAP
4,044,412.80 USD NOTIONAL
APPLE INC
MAT FEB 05 2013 DEAL 50028664
N/O Client
SWPBDP-MH-9
Total Concentrated & Other Equity
$13,781,470.95
$13,194,927.57
($198,237.57)
$868,625.00
$149,096.25
6.25%
88.58
8,860.000
784,780.95
N/A **
N/A
112.98
5,000,000.000
5,649,100.00
5,404,861.12
244,238.88
395,000.00
34,010.00
6.92%
40.47
71,000.000
2,873,370.00
3,585,969.22
(712,599.22)
168,625.00
42,156.25
5.87%
Quantity
Value
EFTA01540264
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
112.59
2,000,000.000
2,251,800.00
2,122,916.67
128,883.33
142,500.00
65,708.00
6.25%
Account W23560001 Page 7 of 43
Consolidated Statement Page 10
EFTA01540265
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Alternative Assets Summary
Beginning
Asset Categories
Real Estate & Infrastructure
Hard Assets
Total Value
Estimated Value
0.00
215,018.91
$215,018.91
Ending
Estimated Value
164,737.50
160,499.10
$325,236.60
Change
In Value
164,737.50
(54,519.81)
$110,217.69
Current
Allocation
1%
1%
2%
Real Estate & Infrastructure
Asset Categories
Hard Assets
Alternative Assets as a percentage of your portfolio 2%
Account W23560001 Page 8 of 43
Consolidated Statement Page 11
EFTA01540266
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Note:
P indicates position adjusted for Pending Trade Activity.
Alternative Assets Detail
Quantity/Original
Commitment Amount
Real Estate & Infrastructure
P
P
AVALONBAY COMMUNITIES INC
EQUITY RESIDENTIAL
053484-10-1 AVB
0.00
S/B/I
29476L-10-7 EQR
Total Real Estate & Infrastructure
$162,500.00
$0.00
$164,737.50
$4,850.00
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).
2.43%
1,250.00
EFTA01540267
162,500.00
164,737.50
4,850.00
2.94%
Cost/Net Capital Called
Since Inception
Net Distributions
Since Inception
Estimated
Value
Est. Annual Inc.
Accrued Div.
Yield
Account W23560001 Page 9 of 43
Consolidated Statement Page 12
EFTA01540268
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Price
Hard Assets
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 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
$160,499.10
$0.00
82.98
(100.000)
(8,298.23)
(327,000.00)
(100.000)
(0.01)
(233,000.00)
1,553.48
100.000
155,348.24
327,000.00
Quantity
Estimated
Value
Cost
134.49
100.000
13,449.10
233,000.00
Account W23560001 Page 10 of 43
EFTA01540269
Consolidated Statement Page 13
EFTA01540270
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
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
17,847,336.04
1,085,087.29
23,170,841.50
2,592,643.00
2,667,212.79
(92,782.01)
$47,270,338.61
Ending
Market Value
19,010,198.13
1,089,106.76
17,973,354.04
2,383,054.40
2,819,772.34
13,743.82
$43,289,229.49
Current
Period Value
43,289,229.49
44,039,904.50
(764,418.83)
1,754,864.26
750,866.25
4.50%
Cash
Cash & Fixed Income as a percentage of your portfolio 63 %
Change
In Value
1,162,862.09
4,019.47
(5,197,487.46)
EFTA01540271
(209,588.60)
152,559.55
106,525.83
($3,981,109.12 )
Current
Allocation
25%
2%
27%
4%
4%
1%
63%
Foreign Exchange Contracts
Non-USD Cash
Non-US Fixed Income
Complementary Structured
US Fixed Income
Asset Categories
Strategies
Account W23560001 Page 11 of 43
Consolidated Statement Page 14
EFTA01540272
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
SUMMARY BY MATURITY
1
Cash & Fixed Income
0-6 months
6-12 months,
1-5 years,
5-10 years,
10+ years,
Total Value
1
SUMMARY BY TYPE
Market
Value
20,468,367.23
1,006,060.00
7,069,125.00
6,864,680.00
7,867,253.44
$43,275,485.67
% of Bond
Portfolio
49%
2%
16%
15%
18%
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
Total Value
Market
Value
19,010,198.13
1,089,106.76
13,171,889.00
4,149,304.40
3,035,215.04
2,819,772.34
$43,275,485.67
% of Bond
Portfolio
EFTA01540273
47%
2%
30%
9%
6%
6%
100%
Account W23560001 Page 12 of 43
Consolidated Statement Page 15
EFTA01540274
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Cash & Fixed Income Summary
NET FX CONTRACTS EXPOSURE SUMMARY
Value
in Currency
SWISS FRANC
EURO CURRENCY
MEXICAN NEW PESO
US DOLLAR
12,051,000.00
(10,000,000.00)
12,900,000.00
(987,477.11)
Note:
P indicates position adjusted for Pending Trade Activity.
Cash & Fixed Income Detail
Price
Cash
US DOLLAR
COST OF PENDING PURCHASES
PROCEEDS FROM PENDING SALES
Total Cash
1.00
1.00
1.00
17,537,289.28
(272,000.00)
1,744,908.85
17,537,289.28
(272,000.00)
1,744,908.85
$19,010,198.13
17,537,289.28
(272,000.00)
1,744,908.85
$19,010,198.13
$0.00
$1,753.72
$144.59
0.01%
1,753.72
144.59
0.01% 1
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
EFTA01540275
Est. Annual Income
Accrued Interest
Yield
This is the Annual Percentage Yield (APY) which is the rate earned if
balances remain on deposit for a full year with compounding, there is no
change in the interest rate and all interest
is left in the account.
Account W23560001 Page 13 of 43
Consolidated Statement Page 16
EFTA01540276
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Price
Non-USD Cash
CANADIAN DOLLAR
EURO PRINCIPAL CURRENCY
Total Non-USD Cash
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
1.01
1.30
0.01
0.01
837,388.58
1,089,106.75
$1,089,106.76
0.01
1,076,801.61
$1,076,801.62
12,305.14
$12,305.14
$0.00
0.00%
US Fixed Income
HCA INC
107.75
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
NRG ENERGY INC
7 5/8% JAN 15 2018
DTD 07/15/2011
629377-BN-1 BB- /B1
HEADWATERS INC
7.625 04/01/2019 DTD 03/11/2011
42210P-AQ-5 B+ /B2
EARTHLINK INC
8 7/8% MAY 15 2019
DTD 05/17/2011
270321-AC-6 B- /B2
EFTA01540277
103.34
1,000,000.00
1,033,430.00
1,033,500.00
(70.00)
104.00
1,000,000.00
1,040,000.00
1,035,000.00
5,000.00
76,250.00
12,708.00
88,750.00
3,944.00
6.83%
8.20%
110.50
1,000,000.00
1,105,000.00
1,001,500.00
103,500.00
76,250.00
28,805.00
5.26%
103.46
2,500,000.00
2,586,375.00
2,615,625.00
(29,250.00)
196,875.00
49,217.50
6.92%
1,500,000.00
1,616,250.00
1,530,000.00
86,250.00
97,500.00
28,707.00
3.90%
Account W23560001 Page 14 of 43
Consolidated Statement Page 17
EFTA01540278
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Price
US Fixed Income
KINDRED HEALTHCARE INC
8 1/4% JUN 01 2019
DTD 06/01/2011
494580-AB-9 NR /B3
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
GLOBAL MORTGAGE SECURITIZATION LTD
2004-A CL B3 5.250% 11/25/2032
DTD 11/01/2004
378961-AH-9 BB- /CAA
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 CCC /CA
P WELLS FARGO MTGE SEC 2004-EE CL B1
VAR RT 12/25/2034 DTD 12/01/2004
949779-AD-4 CCC /NR
63.81
0.01
0.01
0.01
468.14
14.94%
73.73
47.71
1,537,144.13
0.02
1,133,336.36
0.01
1,183,600.98
0.01
(50,264.62)
82,034.30
6,835.67
11.11%
8.99%
EFTA01540279
76.69
0.03
0.02
0.02
11.36%
82.30
724,969.83
596,642.92
583,600.71
13,042.21
38,060.91
634.34
5.54%
117.75
1,500,000.00
1,766,250.00
1,627,500.00
138,750.00
148,125.00
141,952.50
7.14%
96.00
2,000,000.00
1,920,000.00
1,966,250.00
(46,250.00)
165,000.00
82,500.00
9.08%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
Account W23560001 Page 15 of 43
Consolidated Statement Page 18
EFTA01540280
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Price
US Fixed Income
IMPAC CMB TRUST SER 2005-2 CL 1M1
VAR RT 04/25/2035 DTD 03/03/2005
45254N-NB-9 CCC /B2
MORTGAGEIT TRUST 2005-2 CL 1M1
VAR RT 05/25/2035 DTD 04/27/2005
61915R-AD-8 BBB /NR
PRUDENTIAL FINANCIAL INC
VAR RT 06/15/2043 DTD 11/19/2012
744320-AM-4 BBB /BAA
SOUTHERN CAL EDISON
6 1/4% DEC 31 2049
DTD 01/17/2012
842400-FU-2 BBB /BAA
Total US Fixed Income
20.66
100.19
108.99
2,027,728.92
600,000.00
3,000,000.00
418,867.96
601,164.00
3,269,670.00
1,419,410.24
599,964.00
2,999,982.50
(1,000,542.28)
1,200.00
269,687.50
13,697.30
227.10
33,750.00
15,562.20
187,500.00
62,499.00
$17,973,354.04
$18,758,404.75
($785,050.71)
$1,218,002.89
$434,060.45
Non-US Fixed Income
PETROLEOS DE VENEZUELA S
8 1/2% NOV 02 2017
DTD 10/29/2010
HELD BY EUROCLEAR
ISIN USP7807HAK16 SEDOL BSSCOL3
716550-9A-8 B+ /NA
EFTA01540281
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
Account W23560001 Page 16 of 43
Consolidated Statement Page 19
2.48
10,000,000.00
248,254.40
318,000.00
(69,745.60)
76,955.15
73,961.21
31.37%
28.49%
5.61%
5.67%
53.37
1,660,673.29
886,367.76
1,162,471.28
(276,103.52)
14,210.38
14.04%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
7.67%
94.79
1,500,000.00
1,421,850.00
1,337,750.00
84,100.00
127,500.00
10,270.50
9.86%
EFTA01540282
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
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
$2,383,054.40
$2,694,500.00
($311,445.60)
$442,107.65
$312,786.71
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
GS MXN STEP UP NOTE 11/22/13
LNKD TO MXN VS USD
85%BARRIER- 5% ATM CPN-22.9%MXRTRN
11/08/12
38141G-HY-3
100.61
1,000,000.00
1,006,060.00
1,000,000.00
6,060.00
0.06
809,000,000.00
508,442.48
347,756.17
160,686.31
19.22%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
EFTA01540283
9.51
7,500,000.00
712,950.00
1,038,750.00
(325,800.00)
237,652.50
228,555.00
33.66%
0.02
(769,000,000.00 )
(139,380.14)
(347,756.17)
208,376.03
Account W23560001 Page 17 of 43
Consolidated Statement Page 20
EFTA01540284
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Price
Complementary Structured Strategies
JP MORGAN CHASE BANK NA
6.200% 04/16/2015 DTD 04/16/2012
4662A0-40-1
Total Complementary Structured Strategies
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
96.31
11/16/12
$2,819,772.34
$2,500,000.00
$319,772.34
1,500,000.00
1,444,650.00
1,500,000.00
(55,350.00)
93,000.00
3,874.50
$93,000.00
$3,874.50
7.91%
4.05%
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
MEXICAN NEW PESO
SWISS FRANC
US DOLLAR
EURO CURRENCY
Total Foreign Exchange Contracts
Nov. 21 12
Dec. 19 12
Nov. 2 12
Feb. 6 13
MXN
USD
CHF
EUR
12,900,000.00
(987,477.11)
EFTA01540285
12,051,000.00
(10,000,000.00)
13.063594
1.205100
12.945150
1.204664
996,512.17
987,477.11
13,019,921.77
13,015,213.01
$14,016,433.94
$14,002,690.12
9,035.06
4,708.76
$13,743.82
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 18 of 43
Consolidated Statement Page 21
EFTA01540286
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
INFLOWS
Income
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS **
Withdrawals
Interest Purchased
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
7,075,012.28
(6,934,321.10)
$140,691.18
$17,537,289.28
* 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
106,879,099.14
(103,365,322.41)
$3,513,776.73
-(1,079,286.43)
($2,094,027.01)
Period
Value
18,098,876.48
304,925.05
23,479.00
1,063,344.58
$1,391,748.63
(1,014,740.58)
Year-To-Date
Value*
-2,353,026.46
1,075,412.65
28,919,254.92
$32,347,694.03
(11,045,958.93)
(5,083.33)
(28,461,829.01)
EFTA01540287
($39,512,871.27)
Current
Securities
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
7,916.67
$7,916.67
Year-To-Date
Value*
20,937.50
$20,937.50
Account W23560001 Page 19 of 43
Consolidated Statement Page 22
EFTA01540288
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
11/1
11/5
Interest Income
Dery Swap Close
Description
DEPOSIT SWEEP INTEREST FOR OCT. @ .01% RATE ON
NET AVG COLLECTED BALANCE OF $17,284,791.47 AS
OF 11/01/12
LONG TOTAL RETURN SWAP 4,044,412.80 USD
NOTIONAL APPLE INC MAT FEB 05 2013 DEAL
50028664 DERIVATIVE SWAP CLOSE SWAP RESET
(ID: SWPBDP-MH-9)
11/5
11/6
11/8
Spot FX
Foreign Interest
Accrued Int Paid
SPOT CURRENCY TRANSACTION - BUY BUY CHF SELL
USD EXCHANGE RATE .939000000 DEAL 11/02/12
VALUE 11/05/12 (ID: OCHFPR-AA-4)
PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 DTD
10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16
SEDOL BSSCOL3 AS OF 11/02/12 (ID: 716550-9A-8)
ENTRY REVERSED ON 11/09/2012 GLOBAL MORTGAGE
SECURITIZATION LTD 2004-A CL B3 5.250%
11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE
VALUE 4,164,308.00 (ID: 378961-AH-9)
11/9
Accrued Int Paid
TO REVERSE ENTRY OF 11/08/2012 GLOBAL MORTGAGE
SECURITIZATION LTD 2004-A CL B3 5.250%
11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE
VALUE 4,164,308.00 AS OF 11/08/12
(ID: 378961-AH-9)
(1,750,000.000 )
0.00
750.74
1,750,000.000
0.00
(750.74)
1,500,000.000
0.043
EFTA01540289
63,750.00
80,000.000
85,197.02
(85,197.02)
(14,740.58)
Quantity
Cost
Per Unit
Amount
Amount
146.40
Account W23560001 Page 20 of 43
Consolidated Statement Page 23
EFTA01540290
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
11/9
Accrued Int Paid
Description
ENTRY REVERSED ON 11/15/2012 GLOBAL MORTGAGE
SECURITIZATION LTD 2004-A CL B3 5.250%
11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE
VALUE 1,750,000.00 (ID: 378961-AH-9)
11/9
11/9
11/14
11/14
11/14
11/15
11/15
Spot FX
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
EUR EXCHANGE RATE 1.274900000 DEAL 11/07/12
VALUE 11/09/12 (ID: OEURPR-AA-9)
Misc Disbursement FUNDS TRANSFERRED FROM PRN A/C# W23560001 TO
DDA A/C# 00000000000739110438 AS REQUESTED
Accrued Int Paid
Accrued Int Recd
Accrued Int Recd
Div Domest
Accrued Int Paid
KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD
06/01/2011 @ 97.00 JP MORGAN SECURITIES LLC
(BIDL) TRADE DATE 11/08/12 (ID: 494580-AB-9)
BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6
CL M1 VAR RT 11/25/2034 DTD 10/29/2004
(ID: 073879-LR-7)
ENTRY REVERSED ON 11/28/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 (ID: 576434-EY-6)
ALLY FINANCIAL INC 8 1/2% PFD @ 0.53125 PER
SHARE (ID: 02005N-30-8)
TO REVERSE ENTRY OF 11/09/2012 GLOBAL MORTGAGE
SECURITIZATION LTD 2004-A CL B3 5.250%
11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE
VALUE 1,750,000.00 AS OF 11/09/12
(ID: 378961-AH-9)
126,600.000
(1,750,000.000 )
0.00
EFTA01540291
0.531
67,256.25
750.74
1,636,073.517
0.002
3,437.80
2,157,052.000
1,055.40
1,000,000.000
0.00
0.037
(1,000,000.00)
(37,354.17)
(58,000.000)
(74,582.45)
73,944.20
Quantity
Cost
Per Unit
Amount
1,750,000.000
0.00
Amount
(750.74)
Account W23560001 Page 21 of 43
Consolidated Statement Page 24
EFTA01540292
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
11/15
Accrued Int Paid
Description
ENTRY REVERSED ON 11/29/2012 GLOBAL MORTGAGE
SECURITIZATION LTD 2004-A CL B3 5.250%
11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE
VALUE 1,750,000.00 (ID: 378961-AH-9)
11/15
Misc Receipt
LONG TOTAL RETURN SWAP 4,044,412.80 USD
NOTIONAL APPLE INC MAT FEB 05 2013 DEAL
50028664 DIVIDEND PAYMENT - DEAL REF 50028664
(ID: SWPBDP-MH-9)
11/15
11/15
11/15
11/15
11/16
11/19
Accrued Int Recd
Div Domest
Corporate Interest
Interest Income
Corporate Interest
Accrued Int Paid
ENTRY REVERSED ON 11/28/2012 CITICORP MORTGAGE
SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035
DTD 02/01/2005 (ID: 172973-P9-4)
BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049
DTD 04/30/2008 (ID: 060505-DT-8)
EARTHLINK INC 8 7/8% MAY 15 2019 DTD 05/17/2011
(ID: 270321-AC-6)
GMAC CAPITAL TRUST I PFD STK 8 1/8% @ 0.507812
PER SHARE (ID: 361860-20-8)
JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD
04/16/2012 (ID: 4662A0-4Q-1)
ENTRY REVERSED ON 11/21/2012 IMPAC CMB TRUST
SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD
03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC
(BIDL) TRADE DATE 11/14/12 FACE VALUE
60,039,948.00 (ID: 45254N-NB-9)
11/21
Accrued Int Paid
TO REVERSE ENTRY OF 11/19/2012 IMPAC CMB TRUST
SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD
EFTA01540293
03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC
(BIDL) TRADE DATE 11/14/12 FACE VALUE
60,039,948.00 AS OF 11/19/12 (ID: 45254N-NB-9)
Account W23560001 Page 22 of 43
Consolidated Statement Page 25
(10,000,000.000 )
0.00
989.73
2,000,000.000
1,000,000.000
80,000.000
1,500,000.000
10,000,000.000
0.00
0.041
0.044
0.508
0.005
81,250.00
44,375.00
40,624.96
7,750.00
(989.73)
1,954,256.930
0.002
3,827.74
23,479.00
Quantity
Cost
Per Unit
Amount
735,416.340
0.00
0.001
Amount
(750.74)
EFTA01540294
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
11/21
Accrued Int Paid
Description
ENTRY REVERSED ON 11/27/2012 IMPAC CMB TRUST
SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD
03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC
(BIDL) TRADE DATE 11/14/12 FACE VALUE
10,000,000.00 (ID: 45254N-NB-9)
11/26
11/26
11/26
11/26
11/26
11/27
FX Fwd Contract
Corporate Interest
Corporate Interest
Corporate Interest
Spot FX
Accrued Int Paid
SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL
USD CONTRACT RATE : 12.976700000 TRADE 10/23/12
VALUE 11/26/12 (ID: OMXNPR-AA-7)
COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684%
08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9)
MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT
05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8)
WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT
12/25/2034 DTD 12/01/2004 (ID: 949779-AD-4)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
MXN EXCHANGE RATE 13.038200000 DEAL 11/21/12
VALUE 11/26/12 (ID: OMXNPR-AA-7)
TO REVERSE ENTRY OF 11/21/2012 IMPAC CMB TRUST
SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD
03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC
(BIDL) TRADE DATE 11/14/12 FACE VALUE
10,000,000.00 AS OF 11/21/12 (ID: 45254N-NB-9)
11/27
Accrued Int Paid
IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 11/14/12 FACE
VALUE 10,000,000.00 (ID: 45254N-NB-9)
11/28
Accrued Int Recd
TO REVERSE ENTRY OF 11/14/2012 MASTR
EFTA01540295
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 AS OF 11/14/12
(ID: 576434-EY-6)
Account W23560001 Page 23 of 43
Consolidated Statement Page 26
1,636,073.517
0.002
(3,437.80)
1,665,557.730
0.00
0.001
(989.73)
(10,000,000.000 )
0.00
989.73
1,558,767.327
2,056,053.026
2,047,738.070
(12,900,000.000 )
(992,872.87)
0.004
0.001
0.002
6,953.19
1,114.90
4,694.32
989,400.38
12,900,000.000
992,872.87
(994,089.41)
Quantity
Cost
Per Unit
Amount
10,000,000.000
0.00
Amount
(989.73)
EFTA01540296
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
11/28
Accrued Int Recd
Description
TO REVERSE ENTRY OF 11/15/2012 CITICORP
MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204%
FEB 25 2035 DTD 02/01/2005 AS OF 11/15/12
(ID: 172973-P9-4)
11/28
11/28
11/28
11/29
11/29
Accrued Int Recd
Accrued Int Recd
Corporate Interest
Corporate Interest
Accrued Int Paid
ENTRY REVERSED ON 11/30/2012 CITICORP MORTGAGE
SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035
DTD 02/01/2005 (ID: 172973-P9-4)
ENTRY REVERSED ON 11/30/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 (ID: 576434-EY-6)
IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
04/25/2035 DTD 03/03/2005 AS OF 11/26/12
(ID: 45254N-NB-9)
MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3
5.812343% 06/25/2033 DTD 05/01/2003 AS OF
11/26/12 (ID: 576434-EY-6)
TO REVERSE ENTRY OF 11/15/2012 GLOBAL MORTGAGE
SECURITIZATION LTD 2004-A CL B3 5.250%
11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE
VALUE 1,750,000.00 AS OF 11/15/12
(ID: 378961-AH-9)
11/29
Accrued Int Paid
GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3
5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP
MORGAN SECURITIES LLC (BIDL) TRADE DATE
11/05/12 FACE VALUE 1,750,000.00
(ID: 378961-AH-9)
11/29
Corporate Interest
CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2
5.4204% FEB 25 2035 DTD 02/01/2005 AS OF
EFTA01540297
11/26/12 (ID: 172973-P9-4)
Account W23560001 Page 24 of 43
Consolidated Statement Page 27
1,954,256.920
0.005
8,832.78
724,969.830
0.00
0.001
(740.07)
(735,416.340)
0.00
0.001
750.74
1,636,073.540
0.005
7,941.19
1,665,557.730
0.001
1,266.86
1,601,895.707
0.002
3,437.80
1,918,740.679
0.002
3,827.74
Quantity
Cost
Per Unit
Amount
1,954,256.930
0.002
Amount
(3,827.74)
EFTA01540298
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
11/30
Accrued Int Recd
Description
TO REVERSE ENTRY OF 11/28/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 AS OF 11/28/12
(ID: 576434-EY-6)
11/30
Accrued Int Recd
TO REVERSE ENTRY OF 11/28/2012 CITICORP
MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204%
FEB 25 2035 DTD 02/01/2005 AS OF 11/28/12
(ID: 172973-P9-4)
11/30
Accrued Int Recd
Total Inflows & Outflows
SECURITIES TRANSFERRED IN/OUT
Notes:
Settle Date Selection Method
Securities Transferred Out
11/5
Free Delivery
Description
ENTRY REVERSED ON 11/13/2012 LONG TOTAL RETURN
SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT
FEB 05 2013 DEAL 9966782 DERIVATIVE SWAP CLOSE
SWAP UNWIND - DEAL REF 9966782 JPMORGAN CHASE
BANK TRADE DATE 11/05/12 (ID: SWPBDP-MH-9)
ENTRY REVERSED ON 12/03/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 (ID: 576434-EY-6)
($702,278.38)
1,601,895.680
0.004
6,997.77
1,918,740.679
0.002
(3,827.74)
Quantity
Cost
Per Unit
Amount
1,601,895.707
0.002
Amount
(3,437.80)
EFTA01540299
* Transaction Market Value is representative of the prior trading day's
market value. This is for informational purposes only and is not to be used
for any financial or tax
purposes. The Transaction Market Value shown is in USD.
Type
Quantity
Cost
(8,860.000)
0.00
Transaction
Market Value *
(15,226.32)
Account W23560001 Page 25 of 43
Consolidated Statement Page 28
EFTA01540300
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Notes:
* Transaction Market Value is representative of the prior trading day's
market value. This is for informational purposes only and is not to be used
for any financial or tax
purposes. The Transaction Market Value shown is in USD.
Type
Settle Date Selection Method
Securities Transferred Out
11/13
Free Delivery
Description
TO REVERSE ENTRY OF 11/05/2012 LONG TOTAL
RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC
MAT FEB 05 2013 DEAL 9966782 DERIVATIVE SWAP
CLOSE SWAP UNWIND - DEAL REF 9966782 JPMORGAN
CHASE BANK TRADE DATE 11/05/12 AS OF 11/05/12
(ID: SWPBDP-MH-9)
Total Securities Transferred Out
TRADE ACTIVITY
Note:
Trade Date
Settle Date
10/26
11/1
10/26
11/1
11/9
11/9
$0.00
Quantity
Cost
8,860.000
0.00
Transaction
Market Value *
15,226.32
L indicates Long Term Realized Gain/Loss
S indicates Short Term Realized Gain/Loss
* Settled transaction was initiated in prior statement period and settled in
current statement period
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Sale
FIFO
Redemption
Pro Rata
EFTA01540301
MPLX LP @ 26.0356 65,089.00 BROKERAGE 100.00
TAX &/OR SEC 1.46 J.P. MORGAN SECURITIES LLC
(ID: 55336V-10-0)
AMERICAN CAMPUS COMMUNITIES INC @ 44.10842
308,758.94 BROKERAGE 280.00 TAX &/OR SEC 6.92
J.P. MORGAN SECURITIES LLC (ID: 024835-10-0)
HSBC MARKET PLUS MXN NOTE 11/9/12 LNKED TO MXN (1,000,000.000 )
VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN
10/26/11 TO REDEMPTION (ID: 4042K1-RA-3)
109.75
1,097,500.00
(1,000,000.00)
97,500.00 L
(7,000.000)
44.067
308,472.02
(306,250.00)
2,222.02 S*
Quantity
(2,500.000)
Per Unit
Amount
25.995
Proceeds
64,987.54
Tax Cost
(55,000.00)
Realized
Gain/Loss
9,987.54 S*
Account W23560001 Page 26 of 43
Consolidated Statement Page 29
EFTA01540302
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Trade Date
Settle Date
11/8
11/8
11/14
11/8
11/14
11/8
11/14
11/14
11/14
11/14
11/14
11/14
11/14
11/14
11/14
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
11/14
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Expired Option
FIFO
Expired Option
FIFO
Expired Option
FIFO
Expired Option
FIFO
ARMSTRONG WORLD INDUSTRIES @ 51.15771
179,051.99 BROKERAGE 140.00 TAX &/OR SEC 4.02
J.P. MORGAN SECURITIES LLC (ID: 04247X-10-2)
BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6
CL M1 VAR RT 11/25/2034 DTD 10/29/2004 @ 54.50
JP MORGAN SECURITIES LLC (BIDL) FACE VALUE
10,000,000.00 (ID: 073879-LR-7)
GNC HOLDINGS INC @ 35.2545 211,527.00 BROKERAGE
240.00 TAX &/OR SEC 4.74 J.P. MORGAN SECURITIES
LLC (ID: 36191G-10-7)
ENTRY REVERSED ON 11/28/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
EFTA01540303
DTD 05/01/2003 @ 72.00 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,412,000.00 (ID: 576434-EY-6)
BRT CALL OPTION USD PUT OPTION STRIKE 126.50
EXPIRING 11/12/2012 125,000 BARRELS EXPIRATION
OF PURCHASED OTC CALL ID: OTCBDC-NA-W)
BRT CALL OPTION USD PUT OPTION STRIKE 119.50
EXPIRING 11/12/2012 100,000 BARRELS EXPIRATION
OF PURCHASED OTC CALL ID: OTCBDC-NB-L)
BRT PUT OPTION USD CALL OPTION STRIKE 96.50
EXPIRING 11/12/2012 125,000 BARRELS EXPIRATION
OF WRITTEN OTC PUT (ID: OTCBDP-JQ-R)
BRT PUT OPTION USD CALL OPTION STRIKE 80.00
EXPIRING 11/12/2012 100,000 BARRELS EXPIRATION
OF WRITTEN OTC PUT (ID: OTCBDP-JQ-U)
100.000
184,000.00
184,000.00 S
125.000
1,087,500.00
1,087,500.00 S
(100.000)
(184,000.00)
(184,000.00) S
(125.000)
(75,000.00)
(75,000.00) S
(1,636,073.517 )
72.00
1,177,972.93
(998,004.85)
179,968.08 S
(6,000.000)
35.214
211,282.26
(211,200.00)
82.26 S
(2,157,052.000 )
54.50
1,175,593.34
(1,013,814.45)
161,778.89 S
Quantity
(3,500.000)
Per Unit
Amount
51.117
Proceeds
178,907.97
Tax Cost
(178,500.00)
Realized
EFTA01540304
Gain/Loss
407.97 S
Account W23560001 Page 27 of 43
Consolidated Statement Page 30
EFTA01540305
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Trade Date
Settle Date
11/8
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
11/15
11/9
11/15
11/9
11/15
11/9
11/15
11/14
11/19
11/15
11/20
11/15
11/20
11/16
11/21
11/26
11/26
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Quantity
ENTRY REVERSED ON 11/28/2012 CITICORP MORTGAGE (1,954,256.930 )
SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035
DTD 02/01/2005 @ 87.50 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,364,000.00 (ID: 172973-P9-4)
ARRAY BIOPHARMA INC @ 3.54243 38,966.73
BROKERAGE 440.00 TAX &/OR SEC .88 J.P. MORGAN
SECURITIES LLC (ID: 04269X-10-5)
PVR PARTNERS LP @ 22.72365 113,618.25 BROKERAGE
200.00 TAX &/OR SEC 2.55 J.P. MORGAN SECURITIES
EFTA01540306
LLC (ID: 693665-10-1)
TUMI HOLDINGS INC @ 21.13133 31,697.00
BROKERAGE 100.00 TAX &/OR SEC .72 J.P. MORGAN
SECURITIES LLC (ID: 89969Q-10-4)
UNITS - MARKWEST ENERGY PARTNERS L P @ 47.41809
142,254.27 BROKERAGE 120.00 TAX &/OR SEC 3.19
J.P. MORGAN SECURITIES LLC (ID: 570759-10-0)
AK STEEL HOLDING CORP @ 3.66712 495,061.20
BROKERAGE 5,400.00 TAX &/OR SEC 11.09 J.P.
MORGAN SECURITIES LLC (ID: 001547-10-8)
BROOKFIELD RESIDENTIAL PROPERTIES INC @
14.56178 20,386.49 BROKERAGE 100.00 TAX &/OR
SEC .46 J.P. MORGAN SECURITIES LLC
(ID: 11283W-10-4)
TARGA RESOURCES PARTNERS LP @ 35.31985
141,279.40 BROKERAGE 160.00 TAX &/OR SEC 3.17
J.P. MORGAN SECURITIES LLC (ID: 87611X-10-5)
Principal Payment COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684%
Pro Rata
08/25/2033 DTD 06/01/2003 PAYMENT A/C PRINCIPAL
(ID: 12669E-RR-9)
Account W23560001 Page 28 of 43
Consolidated Statement Page 31
(21,623.200)
100.00
21,623.20
(16,649.86)
4,973.34 S
(4,000.000)
35.279
141,116.23
(144,000.00)
(2,883.77) S
(1,400.000)
14.49
20,286.03
(20,286.00)
0.03 S
(135,000.000)
3.627
489,650.11
(540,000.00)
(50,349.89) S
(3,000.000)
47.377
142,131.08
(139,500.00)
2,631.08 S
(1,500.000)
21.064
31,596.28
EFTA01540307
(31,650.00)
(53.72) S
(5,000.000)
22.683
113,415.70
(115,550.00)
(2,134.30) S
(11,000.000)
3.502
38,525.85
(40,150.00)
(1,624.15) S
Per Unit
Amount
87.50
Proceeds
1,709,974.81
Tax Cost
(1,622,033.25)
Realized
Gain/Loss
87,941.56 S
EFTA01540308
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
11/26
11/26
11/26
11/26
11/21
11/27
11/8
11/28
Principal Payment MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT
Pro Rata
Quantity
(28,324.110)
05/25/2035 DTD 04/27/2005 PAYMENT A/C PRINCIPAL
(ID: 61915R-AD-8)
Principal Payment WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT
Pro Rata
Sale
FIFO
Sale
FIFO
(5,673.870)
12/25/2034 DTD 12/01/2004 PAYMENT A/C PRINCIPAL
(ID: 949779-AD-4)
ATLAS RESOURCE PARTNERS LP @ 22.71 68,130.00
BROKERAGE 120.00 TAX &/OR SEC 1.53 J.P. MORGAN
SECURITIES LLC (ID: 04941A-10-1)
TO REVERSE ENTRY OF 11/15/2012 CITICORP
MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204%
FEB 25 2035 DTD 02/01/2005 @ 87.50 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 3,364,000.00
AS OF 11/15/12 (ID: 172973-P9-4)
11/8
11/28
Sale
FIFO
TO REVERSE ENTRY OF 11/14/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 @ 72.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 3,412,000.00
AS OF 11/14/12 (ID: 576434-EY-6)
11/8
11/28
11/8
11/28
EFTA01540309
11/28
11/28
Sale
FIFO
Sale
FIFO
ENTRY REVERSED ON 12/03/2012 CITICORP MORTGAGE (1,918,740.679 )
SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035
DTD 02/01/2005 @ 87.50 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,364,000.00 (ID: 172973-P9-4)
ENTRY REVERSED ON 11/30/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 @ 72.00 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,412,000.00 (ID: 576434-EY-6)
Principal Payment IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
Pro Rata
(4,884.440)
04/25/2035 DTD 03/03/2005 PAYMENT A/C PRINCIPAL
AS OF 11/26/12 (ID: 45254N-NB-9)
Account W23560001 Page 29 of 43
Consolidated Statement Page 32
100.00
4,884.44
(3,419.11)
1,465.33 S
(1,601,895 707 )
73.536
1,177,972.93
(977,156.38)
200,816.55 S
89.12
1,709,974.81
(1,592,554.76)
117,420.05 S
1,636,073.517
72.00
(1,177,972.93)
998,004.85
(179,968.08) S
1,954,256.930
87.50
(1,709,974.81)
1,622,033.25
(87,941.56) S
(3,000.000)
22.669
68,008.47
(69,030.00)
(1,021.53) S
100.00
5,673.87
EFTA01540310
(4,127.74)
1,546.13 S
Per Unit
Amount
100.00
Proceeds
28,324.11
Tax Cost
(19,826.88)
Realized
Gain/Loss
8,497.23 S
EFTA01540311
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 11/1/12 to 11/30/12
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
11/29
11/29
11/29
11/29
11/8
11/30
Principal Payment MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3
Pro Rata
Quantity
(34,177.833)
5.812343% 06/25/2033 DTD 05/01/2003 PAYMENT A/C
PRINCIPAL AS OF 11/26/12 (ID: 576434-EY-6)
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 AS OF 11/26/12 (ID: 172973-P9-4)
Sale
FIFO
TO REVERSE ENTRY OF 11/28/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 @ 72.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 3,412,000.00
AS OF 11/28/12 (ID: 576434-EY-6)
11/8
11/30
Sale
FIFO
ENTRY REVERSED ON 12/03/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 @ 72.00 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,412,000.00 (ID: 576434-EY-6)
Total Settled Sales/Maturities/Redemptions
$7,075,012.28
($5,516,492.13)
$97,500.00 L
$1,461,020.15 S
(1,601,895.680 )
72.00
1,153,364.89
(977,156.36)
176,208.53 S
1,601,895.707
73.536
(1,177,972.93)
EFTA01540312
977,156.38
(200,816.55) S
(35,516.251)
100
ℹ️ Document Details
SHA-256
4b24868b1b8fc81a48427654cf6e8f63898803f26a6f0d3cf9b3cc7abc710e84
Bates Number
EFTA01540244
Dataset
DataSet-10
Document Type
document
Pages
111
Comments 0