📄 Extracted Text (11,803 words)
HARRY BELLER
C/O HBRK ASSOCIATES
301 E 66TH ST APT 10F
NEW YORK NY 10065-6216
EFTA01540135
EFTA01540136
For the Period 10/1/12 to 10/31/12
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
W23560001,
242006862
Beginning Net
Market Value
68,457,831.65
303,917.19
$68,761,748.84
Ending Net
Market Value
67,330,898.03
304,108.41
$67,635,006.44
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
(1,126,933.62)
191.22
($1,126,742.40)
Start on
Page
4
43
Client News
If you plan to make gifts of securities this year, please
notify your Client Service Representative before
EFTA01540137
December 1, 2012. This will allow us to process your
request before year-end and meet the deadline for tax
filing purposes.
0000000135.15.0.15.00001.BELLE18.20121108
Consolidated Statement Page 1
EFTA01540138
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01540139
For the Period 10/1/12 to 10/31/12
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
21,544,728.05
760,960.62
45,684,959.85
$67,990,648.52
771,100.32
$68,761,748.84
Ending
Market Value
18,925,733.76
215,018.91
47,594,669.48
$66,735,422.15
899,584.29
$67,635,006.44
Change
In Value
(2,618,994.29)
(545,941.71)
1,909,709.63
($1,255,226.37)
128,483.97
($1,126,742.40)
Estimated
1,140,824.88
Current
Annual Income Allocation
28%
1%
2,667,483.21
$3,808,308.09
71%
100%
Equity
Cash &
Fixed Income
Alternative
Assets
Asset Allocation
Current
EFTA01540140
Portfolio Activity
Beginning Market Value
Net Contributions/Withdrawals
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
Period Value
67,990,648.52
54,007.47
160,988.85
(1,470,222.69)
$66,735,422.15
899,584.29
$67,635,006.44
Year-to-Date
Value
69,562,571.76
(9,953,411.93)
2,444,953.29
4,681,309.03
$66,735,422.15
899,584.29
$67,635,006.44
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
EFTA01540141
For the Period 10/1/12 to 10/31/12
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
2,445,958.25
(1,004.96)
$2,444,953.29
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Net Contributions/
Withdrawals
(9,953,165.76)
(246.17)
($9,953,411.93)
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
2,445,958.25
(1,004.96)
$2,444,953.29
Change in
Investment Value
4,675,752.43
5,556.60
$4,681,309.03
Realized Gain/Loss
EFTA01540142
Short-term
332,709.55
$332,709.55
Long-term
2,522,079.99
(5.94)
$2,522,074.05
Ending Market Value
with Accruals
67,330,898.03
304,108.41
$67,635,006.44
Unrealized
Gain/Loss,
1,354,455.73
10,345.26
$1,364,800.99
CONTINUED
Consolidated Statement Page 3
EFTA01540143
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
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
12
21
Account W23560001 Page 1 of 39
Consolidated Statement Page 4
EFTA01540144
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Account Summary
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
21,565,165.97
760,960.62
45,360,604.74
$67,686,731.33
771,100.32
$68,457,831.65
Ending
Market Value
18,945,956.22
215,018.91
47,270,338.61
$66,431,313.74
899,584.29
$67,330,898.03
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
(1.29)
$54,031.71
160,988.85
(1,470,438.15)
$66,431,313.74
899,584.29
$67,330,898.03
Period Value
67,686,731.33
54,033.00
Change
In Value
(2,619,209.75)
EFTA01540145
(545,941.71)
1,909,733.87
($1,255,417.59)
128,483.97
($1,126,933.62)
Equity
Year-to-Date
Value
69,262,768.82
1,105,966.65
(10,031,218.35)
(1,027,914.06)
($9,953,165.76)
2,445,958.25
4,675,752.43
$66,431,313.74
899,584.29
$67,330,898.03
Estimated
1,143,375.00
Current
Annual Income Allocation
28%
1%
2,667,483.21
$3,810,858.21
71%
100%
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
Account W23560001 Page 2 of 39
Consolidated Statement Page 5
EFTA01540146
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
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
197,500.00
1,971.52
83,588.96
8,402.67
(125,390.97)
(5,083.33)
$160,988.85
Year-to-Date
Value
838,272.92
59,794.86
279,914.59
1,403,116.71
123,025.58
(253,083.08)
(5,083.33)
$2,445,958.25
ST Realized Gain/Loss
LT Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
262,550.15
113,465.25
$376,015.40
Year-to-Date
Value
332,709.55
2,522,079.99
$2,854,789.54
Unrealized Gain/Loss
To-Date Value
$1,354,455.73
Cost Summary
Equity
Cash & Fixed Income
EFTA01540147
Total
47,525,161.06
Cost
18,636,283.72
$66,161,444.78
Account W23560001 Page 3 of 39
Consolidated Statement Page 6
EFTA01540148
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
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
1,091,957.30
658,500.00
0.00
5,230,660.00
14,584,048.67
$21,565,165.97
Ending
Market Value
1,436,308.39
640,500.00
950,000.00
2,716,200.00
13,202,947.83
$18,945,956.22
Current
Period Value
18,945,956.22
18,636,283.72
324,574.67
1,143,375.00
128,762.00
5.99%
Change
In Value
344,351.09
(18,000.00)
950,000.00
(2,514,460.00)
(1,381,100.84)
($2,619,209.75 )
Current
Allocation
EFTA01540149
2%
1%
1%
4%
20%
28%
US Small/Mid Cap Equity
Non-US Equity
US Large Cap Equity
Preferred Stocks
Concentrated & Other Equity
Asset Categories
Equity as a percentage of your portfolio - 28 %
Account W23560001 Page 4 of 39
Consolidated Statement Page 7
EFTA01540150
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
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
DEAN FOODS CO
FACEBOOK INC-A
04033A-10-0 ARIA
138.21
09062X-10-3 BIIB
16.84
242370-10-4 DF
21.11
30303M-10-2 FB
Total US Large Cap Equity
$1,436,308.39
$1,637,370.22
($201,061.83)
$0.00
0.00%
17,500.000
369,425.00
665,000.00
(295,575.00)
25,000.000
421,000.00
470,439.75
(49,439.75)
2,095.000
289,554.14
250,454.95
39,099.19
21.55
16,535.000
356,329.25
251,475.52
104,853.73
Quantity
Value
Adjusted Tax Cost
Original Cost
EFTA01540151
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
US Small/Mid Cap Equity
DEUTSCHE BK AG LDN BRH
12.81
DBL LONG ETN38
25154H-55-8 DAG
50,000.000
640,500.00
352,529.00
287,971.00
Account W23560001 Page 5 of 39
Consolidated Statement Page 8
EFTA01540152
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Price
Non-US Equity
ROYAL BANK SCOTLAND GROUP PLC
ADR NON-CUMULATIVE
780097-71-3 RBS PTAA /P-2
Preferred Stocks
GMAC CAPITAL TRUST I
PFD STK 8 1/8%
361860-20-8
P REGIONS FINANCIAL CORP
PFD 6.375% PERPETUAL
7591EP-30-8 RFAA
Total Preferred Stocks
$2,716,200.00
$2,507,773.60
$208,426.40
$202,230.00
7.45%
25.00
25,000.000
625,000.00
625,000.00
39,750.00
6.36%
23.75
40,000.000
950,000.00
951,600.00
(1,600.00)
72,520.00
7.63%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
26.14
80,000.000
2,091,200.00
1,882,773.60
208,426.40
162,480.00
7.77%
Concentrated & Other Equity
BANK OF AMERICA CORP
EFTA01540153
112.53
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
Account W23560001 Page 6 of 39
Consolidated Statement Page 9
40.62
71,000.000
2,884,020.00
3,585,969.22
(701,949.22)
168,625.00
5.85%
114.79
2,000,000.000
2,295,840.00
2,115,000.00
180,840.00
142,500.00
53,832.00
6.11%
2,000,000.000
2,250,540.00
2,081,180.56
169,359.44
162,500.00
74,930.00
7.16%
EFTA01540154
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Price
Concentrated & Other Equity
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 9966782
N/O Client
SWPBDP-MH-9
Total Concentrated & Other Equity
$13,202,947.83
$13,187,010.90
$30,839.10
$868,625.00
$128,762.00
6.52%
1.68
8,860.000
(14,902.17)
N/A **
N/A
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
115.75
5,000,000.000
5,787,450.00
5,404,861.12
382,588.88
395,000.00
6.74%
Account W23560001 Page 7 of 39
Consolidated Statement Page 10
EFTA01540155
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Alternative Assets Summary
Beginning
Asset Categories
Hard Assets
Note:
Estimated Value
760,960.62
P indicates position adjusted for Pending Trade Activity.
Alternative Assets Detail
Original
Commitment Amount
Private Investments
P MPLX LP
55336V-10-0 MPLX
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).
0 00
Net Capital Called
Since Inception
Net Distributions
Since Inception
Estimated
Value
EFTA01540156
Ending
Estimated Value
215,018.91
Change
In Value
(545,941.71)
Current
Allocation
1%
Account W23560001 Page 8 of 39
Consolidated Statement Page 11
EFTA01540157
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Quantity/Original
Commitment Amount
Real Estate & Infrastructure
P AMERICAN CAMPUS COMMUNITIES INC
024835-10-0 ACC
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.
Accrued Div.
Yield
0.00
2.98%
Price
Quantity
Hard Assets
BRT CALL OPTION
USD PUT OPTION
EFTA01540158
STRIKE 126.50
EXPIRING 11/12/2012
125,000 BARRELS
OTCBDC-NA-W
Estimated
Value
Cost
53.57
125.000
6,696.86
75,000.00
Account W23560001 Page 9 of 39
Consolidated Statement Page 12
EFTA01540159
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Price
Hard Assets
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
BRT PUT OPTION
USD CALL OPTION
STRIKE 80.00
EXPIRING 11/12/2012
100,000 BARRELS
OTCBDP-JQ-U
0.01
(100.000)
(0.61)
(184,000.00)
73.99
(125.000)
(9,249.33)
(1,087,500.00)
2,180.73
100.000
218,073.36
327,000.00
537.74
100.000
53,773.76
233,000.00
Quantity
EFTA01540160
Estimated
Value
Cost
133.36
100.000
13,336.13
184,000.00
Account W23560001 Page 10 of 39
Consolidated Statement Page 13
EFTA01540161
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Price
Hard Assets
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
$215,018.91
($1,012,500.00)
604.21
(100.000)
(60,421.04)
(327,000.00)
Quantity
Estimated
Value
Cost
71.90
(100.000)
(7,190.22)
(233,000.00)
Account W23560001 Page 11 of 39
Consolidated Statement Page 14
EFTA01540162
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
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
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
Ending
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
Current
Period Value
47,270,338.61
47,525,161.06
(197,637.85)
2,667,483.21
770,822.29
5.28%
Cash
Cash & Fixed Income as a percentage of your portfolio 71 %
Change
In Value
953,812.94
7,787.71
(382,047.27)
EFTA01540163
1,277,964.70
47,339.34
4,876.45
$1,909,733.87
Current
Allocation
27%
2%
34%
4%
4%
71%
Non-USD Cash
Non-US Fixed Income
Complementary Structured
US Fixed Income
Strategies
Asset Categories
Account W23560001 Page 12 of 39
Consolidated Statement Page 15
EFTA01540164
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
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
23,275,868.71
5,741,347.41
7,251,170.00
11,094,734.50
$47,363,120.62
% of Bond
Portfolio
51%
11%
15%
23%
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
17,847,336.04
1,085,087.29
11,654,710.00
4,357,963.00
6,579,481.50
2,667,212.79
3,171,330.00
$47,363,120.62
% of Bond
Portfolio
41%
EFTA01540165
2%
24%
9%
13%
5%
6%
100%
Account W23560001 Page 13 of 39
Consolidated Statement Page 16
EFTA01540166
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
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
(10,000,000.00)
12,900,000.00
(994,089.41)
Note:
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
18,098,876.48
(625,000.00)
18,098,876.48
(625,000.00)
18,098,876.48
(625,000.00)
1,809.88
146.40
0.01%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
Account W23560001 Page 14 of 39
EFTA01540167
Consolidated Statement Page 17
EFTA01540168
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Price
Cash
PROCEEDS FROM PENDING SALES
Total Cash
1.00
373,459.56
373,459.56
$17,847,336.04
373,459.56
$17,847,336.04
$0.00
$1,809.88
$146.40
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
1.00
1.30
0.01
0.01
837,388.58
1,085,087.28
$1,085,087.29
0.01
1,098,655.02
$1,098,655.03
(13,567.74)
($13,567.74)
$0.00
0.00%
US Fixed Income
ALLY FINANCIAL INC
25.05
8 1/2% PFD
02005N-30-8 NA /CAA
HCA INC
6 1/2% FEB 15 2016
DTD 2/8/2006
EFTA01540169
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
Account W23560001 Page 15 of 39
Consolidated Statement Page 18
109.09
1,000,000.00
1,090,850.00
1,001,500.00
89,350.00
76,250.00
22,451.00
5.59%
104.00
2,500,000.00
2,600,000.00
2,615,625.00
(15,625.00)
196,875.00
32,812.50
6.79%
109.75
1,500,000.00
1,646,250.00
1,530,000.00
116,250.00
126,600.00
3,171,330.00
2,782,242.51
389,087.49
269,025.00
67,256.25
97,500.00
20,583.00
8.48%
3.34%
EFTA01540170
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Price
US Fixed Income
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
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
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
73.87
47.65
1,558,767.33
2,157,052.02
1,151,414.66
1,027,835.29
1,200,250.84
1,013,814.46
(48,836.18)
14,020.83
83,188.29
6,931.83
18,997.15
77.65
11.42%
9.24%
76.29
1,636,073.54
1,248,193.23
EFTA01540171
998,004.86
250,188.37
95,093.50
7,923.50
11.43%
117.69
1,500,000.00
1,765,320.00
1,627,500.00
137,820.00
148,125.00
129,609.00
7.16%
98.00
1,000,000.00
980,000.00
996,250.00
(16,250.00)
82,500.00
34,375.00
8.65%
104.00
1,000,000.00
1,040,000.00
1,033,500.00
6,500.00
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
102.50
1,000,000.00
1,025,000.00
1,035,000.00
(10,000.00)
76,250.00
6,354.00
88,750.00
40,923.00
7.13%
8.07%
Account W23560001 Page 16 of 39
Consolidated Statement Page 19
EFTA01540172
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Price
US Fixed Income
WELLS FARGO MTGE SEC 2004-EE CL B1
VAR RT 12/25/2034 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
MORTGAGEIT TRUST 2005-2 CL 1M1
VAR RT 05/25/2035 DTD 04/27/2005
61915R-AD-8 BBB /NR
SOUTHERN CAL EDISON
6 1/4% DEC 31 2049
DTD 01/17/2012
842400-FU-2 BBB /BAA
Total US Fixed Income
20.48
109.09
2,056,053.03
3,000,000.00
421,141.34
3,272,610.00
1,439,237.12
2,999,982.50
(1,018,095.78)
272,627.50
13,888.63
230.27
187,500.00
46,875.00
$23,170,841.50
$23,384,669.99
($213,828.49)
$1,595,455.36
$425,806.83
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
28.74%
5.66%
63.11
73.61
2,047,738.07
1,954,256.93
EFTA01540173
1,292,368.45
1,438,528.53
1,489,729.45
1,622,033.25
(197,361.00)
(183,504.72)
55,584.25
577.46
105,928.54
8,827.37
14.98%
7.95%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
8.26%
90.00
1,500,000.00
1,350,000.00
1,337,750.00
12,250.00
127,500.00
63,394.50
11.16%
Account W23560001 Page 17 of 39
Consolidated Statement Page 20
EFTA01540174
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Price
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
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
$2,592,643.00
$2,694,500.00
($101,857.00)
$443,217.97
$340,994.56
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
0.04
809,000,000.00
315,354.56
347,756.17
(32,401.61)
18.34%
12.53
7,500,000.00
939,600.00
1,038,750.00
(99,150.00)
237,652.50
209,077.50
26.07%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
EFTA01540175
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
3.03
10,000,000.00
303,043.00
318,000.00
(14,957.00)
78,065.47
68,522.56
26.37%
0.03
(769,000,000.00 )
(240,639.18)
(347,756.17)
107,116.99
Account W23560001 Page 18 of 39
Consolidated Statement Page 21
EFTA01540176
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Price
Complementary Structured Strategies
HSBC MARKET PLUS MXN NOTE 11/9/12
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
INTEREST RATE SWAP
MD 10/19/16 EFF 10/19/15
PAY: FLOATING RATE EUR
6 M EURIBOR DEAL 3000264371
1.335% REC FIXED, ANN 30/360
N/O Client
SWPBDT-AH-4 EUR
Total Complementary Structured Strategies
$2,667,212.79
$2,500,000.00
$131,615.38
$627,000.00
$3,874.50
4.05%
97.30
10/19/12
1.30
40,000,000.00
35,597.41
N/A **
N/A
1,500,000.00
1,459,500.00
1,500,000.00
(40,500.00)
93,000.00
3,874.50
534,000.00
7.40%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
109.74
EFTA01540177
1,000,000.00
1,097,400.00
1,000,000.00
97,400.00
Account W23560001 Page 19 of 39
Consolidated Statement Page 22
EFTA01540178
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
MEXICAN NEW PESO
SWISS FRANC
US DOLLAR
EURO CURRENCY
Total Foreign Exchange Contracts
Oct. 23 12
Nov. 26 12
Aug. 1 12
Nov. 5 12
MXN
USD
CHF
EUR
12,900,000.00
(994,089.41)
11,990,000.00
(10,000,000.00)
12.976700
1.199000
13.122291
1.206612
983,060.07
994,089.41
12,876,838.68
12,958,591.35
$13,859,898.75
$13,952,680.76
(11,029.34)
(81,752.67)
($92,782.01)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 20 of 39
Consolidated Statement Page 23
EFTA01540179
EFTA01540180
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
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
9,584,672.23
(10,418,933.10)
($834,260.87)
$18,098,876.48
* 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
99,804,086.86
(96,431,001.31)
$3,373,085.55
-(5,083.33)
(994,767.83)
($999,851.16)
1,050,994.95
$1,206,692.94
Period
Value
18,726,295.57
155,697.99
Year-To-Date
Value*
-2,048,101.41
1,051,933.65
27,855,910.34
$30,955,945.40
(10,031,218.35)
(5,083.33)
(27,382,542.58)
($37,418,844.26)
EFTA01540181
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
$0.00
Year-To-Date
Value*
13,020.83
$13,020.83
Account W23560001 Page 21 of 39
Consolidated Statement Page 24
EFTA01540182
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
10/1
10/2
10/2
Interest Income
Spot FX
Accrued Int Paid
Description
DEPOSIT SWEEP INTEREST FOR SEPT @ .01% RATE ON
NET AVG COLLECTED BALANCE OF $13,234,361.11 AS
OF 10/01/12
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
EUR EXCHANGE RATE 1.291800000 DEAL 09/28/12
VALUE 10/02/12 (ID: OEURPR-AA-9)
TO REVERSE ENTRY OF 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 AS OF 09/27/12
(ID: 949779-AD-4)
10/2
Accrued Int Paid
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)
10/4
10/10
10/12
Accrued Int Paid
Accrued Int Recd
Accrued Int Paid
KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD
06/01/2011 @ 99.625 JP MORGAN SECURITIES LLC
(BIDL) TRADE DATE 10/01/12 (ID: 494580-AB-9)
ENTRY REVERSED ON 10/23/2012 BANC OF AMERICA
MORTGAGE SECURITIES SER 2007-1 CL 2Al2 6% JAN
25 2037 DTD 02/27/2007 (ID: 05952H-BY-4)
PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 DTD
10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16
SEDOL BSSCOL3 (ID: 716550-9A-8)
500,000.000
0.00
0.038
(18,888.89)
EFTA01540183
1,000,000.000
0.00
2,011,909.315
0.028
0.001
(28,187.50)
3,017.86
2,053,369.950
0.00
0.001
(2,642.81)
(2,053,369.950 )
0.00
0.001
2,642.81
(42,000.000)
(55,104.06)
54,255.60
Quantity
Cost
Per Unit
Amount
Amount
108.52
Account W23560001 Page 22 of 39
Consolidated Statement Page 25
EFTA01540184
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
10/16
10/16
10/23
Accrued Int Paid
Corporate Interest
Accrued Int Recd
Description
PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 DTD
10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16
SEDOL BSSCOL3 (ID: 716550-9A-8)
JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD
04/16/2012 (ID: 4662A0-4Q-1)
TO REVERSE ENTRY OF 10/10/2012 BANC OF AMERICA
MORTGAGE SECURITIES SER 2007-1 CL 2Al2 6% JAN
25 2037 DTD 02/27/2007 AS OF 10/10/12
(ID: 05952H-BY-4)
10/23
10/24
10/24
10/25
10/25
10/25
10/25
Accrued Int Recd
FX Fwd Contract
Spot FX
Corporate Interest
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)
SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL
USD CONTRACT RATE : 12.967850000 TRADE 9/20/12
VALUE 10/24/12 (ID: OMXNPR-AA-7)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
MXN EXCHANGE RATE 12.942200000 DEAL 10/23/12
VALUE 10/24/12 (ID: OMXNPR-AA-7)
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%
08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9)
CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2
5.4204% FEB 25 2035 DTD 02/01/2005
EFTA01540185
(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)
Account W23560001 Page 23 of 39
Consolidated Statement Page 26
1,666,948.450
0.005
8,056.95
1,577,319.427
1,979,579.770
0.004
0.005
7,035.51
8,947.77
2,174,631.470
0.001
1,606.51
(12,900,000.000 )
(995,082.44)
996,739.35
12,900,000.000
995,082.44
(994,767.83)
1,998,886.400
0.002
2,998.33
1,500,000.000
2,011,909.315
0.016
0.001
23,377.05
(3,017.86)
Quantity
Cost
Per Unit
Amount
1,000,000.000
0.00
0.039
Amount
(38,722.22)
EFTA01540186
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
10/25
10/25
10/25
10/25
10/26
10/26
10/29
10/30
Corporate Interest
Corporate Interest
Accrued Int Paid
Accrued Int Paid
Corporate Interest
Accrued Int Paid
Accrued Int Recd
Div Domest
Total Inflows & Outflows
Description
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)
EARTHLINK INC 8 7/8% MAY 15 2019 DTD 05/17/2011
@ 103.50 JP MORGAN SECURITIES LLC (BIDL) TRADE
DATE 10/22/12 (ID: 270321-AC-6)
HEADWATERS INC 7.625 04/01/2019 DTD 03/11/2011
@ 103.50 JP MORGAN SECURITIES LLC (BIDL) TRADE
DATE 10/22/12 (ID: 42210P-AQ-5)
BANC OF AMERICA MORTGAGE SECURITIES SER 2007-1
CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 AS OF
10/25/12 (ID: 05952H-BY-4)
EARTHLINK INC 8 7/8% MAY 15 2019 DTD 05/17/2011
@ 103.25 JP MORGAN SECURITIES LLC (BIDL) TRADE
DATE 10/23/12 (ID: 270321-AC-6)
ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015
DTD 12/08/2004 (ID: 780097-AP-6)
JPMORGAN CHASE & CO 7.9% PFD STK APR 30 2049
DTD 04/23/2008 (ID: 46625H-HA-1)
1,000,000.000
5,000,000.000
0.016
0.04
15,570.83
197,500.00
$206,841.78
600,000.000
EFTA01540187
0.00
0.04
(23,814.58)
2,011,909.316
0.005
10,059.55
1,000,000.000
0.00
0.005
(5,083.33)
Quantity
Cost
Per Unit
Amount
2,064,361.916
2,053,369.950
400,000.000
0.00
0.001
0.002
0.039
Amount
1,129.38
4,698.56
(15,777.78)
Account W23560001 Page 24 of 39
Consolidated Statement Page 27
EFTA01540188
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
TRADE ACTIVITY
Note:
0
*
L indicates Long Term Realized Gain/Loss
indicates Ordinary Income Realized Gain
S indicates Short Term Realized Gain/Loss
Settled transaction was initiated in prior statement period and settled in
current statement period
** Realized Gain/Loss and tax cost are shown as "N/A" in cases where we do
not have appropriate cost information for all tax lots comprising the sale.
Please contact your J.P. Morgan team for
additional information
Trade Date
Settle Date
9/25
10/1
9/26
10/1
9/28
10/3
9/28
10/3
9/28
10/4
10/3
10/9
10/3
10/9
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
PENNANTPARK INVESTMENT CORP @ 10.77 32,310.00
BROKERAGE 120.00 TAX &/OR SEC .73 J.P. MORGAN
SECURITIES LLC (ID: 708062-10-4)
EFTA01540189
GRUPO FIN SANTANDER-ADR B @ 12.65 50,600.00
BROKERAGE 160.00 TAX &/OR SEC 1.14 J.P. MORGAN
SECURITIES LLC (ID: 40053C-10-5)
CASELLA WASTE SYSTEMS INC CL A @ 4.27793
34,223.44 BROKERAGE 320.00 TAX &/OR SEC .77
J.P. MORGAN SECURITIES LLC (ID: 147448-10-4)
QUALYS INC @ 12.05 12,050.00 BROKERAGE 100.00
TAX &/OR SEC .27 J.P. MORGAN SECURITIES LLC
(ID: 74758T-30-3)
WESTERN ASSET MORTGAGE CAPIT @ 22.33 78,155.00
BROKERAGE 140.00 TAX &/OR SEC 1.76 J.P. MORGAN
SECURITIES LLC (ID: 95790D-10-5)
APOLLO COMMERCIAL REAL ESTATE FINANCE INC @
16.86222 75,879.99 BROKERAGE 180.00 TAX &/OR
SEC 1.70 J.P. MORGAN SECURITIES LLC
(ID: 03762U-10-5)
RIGEL PHARMACEUTICALS INC @ 9.5185 19,037.00
BROKERAGE 100.00 TAX &/OR SEC .43 J.P. MORGAN
SECURITIES LLC (ID: 766559-60-3)
Account W23560001 Page 25 of 39
Consolidated Statement Page 28
(2,000.000)
9.468
18,936.57
(19,000.00)
(63.43) S
(4,500.000)
16.822
75,698.29
(76,410.00)
(711.71) S
(3,500.000)
22.289
78,013.24
(77,700.00)
313.24 S*
(1,000.000)
11.95
11,949.73
(12,000.00)
(50.27) S*
(8,000.000)
4.238
33,902.67
(32,000.00)
1,902.67 S*
(4,000.000)
12.61
50,438.86
(48,739.60)
1,699.26 S*
EFTA01540190
Quantity
(3,000.000)
Per Unit
Amount
10.73
Proceeds
32,189.27
Tax Cost
(32,460.00)
Realized
Gain/Loss
(270.73) S*
EFTA01540191
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Trade Date
Settle Date
10/4
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
10/10
FIFO
ENTRY REVERSED ON 10/23/2012 BANC OF AMERICA
MORTGAGE SECURITIES SER 2007-1 CL 2Al2 6% JAN
25 2037 DTD 02/27/2007 @ 60.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 2,081,519.00
(ID: 05952H-BY-4)
10/4
10/10
10/4
10/11
10/8
10/11
10/11
10/16
10/11
10/16
10/11
10/16
10/12
10/17
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
PNC FINANCIAL SERVICES PFD 5 3/8% @ 24.95262
998,104.80 BROKERAGE 1,600.00 TAX &/OR SEC
22.36 J.P. MORGAN SECURITIES LLC
(ID: 693475-83-2)
BOARDWALK PIPELINE PARTNERS @ 26.83094
67,077.35 BROKERAGE 100.00 TAX &/OR SEC 1.51
J.P. MORGAN SECURITIES LLC (ID: 096627-10-4)
EFTA01540192
CBL & ASSOCIATES PROP PFD 6 5/8% @ 25.15
377,250.00 BROKERAGE 600.00 TAX &/OR SEC 8.46
J.P. MORGAN SECURITIES LLC (ID: 124830-80-3)
CORPORATE OFFICE PROPERTIES TRUST @ 25.6455
51,291.00 BROKERAGE 100.00 TAX &/OR SEC 1.15
J.P. MORGAN SECURITIES LLC (ID: 22002T-10-8)
KYTHERA BIOPHARMACEUTICALS I @ 19.57 23,484.00
BROKERAGE 100.00 TAX &/OR SEC .53 J.P. MORGAN
SECURITIES LLC (ID: 501570-10-5)
REALOGY HOLDINGS CORP @ 33.12201 238,478.47
BROKERAGE 288.00 TAX &/OR SEC 5.35 J.P. MORGAN
SECURITIES LLC (ID: 75605Y-10-6)
LAREDO PETROLEUM HOLDINGS IN @ 21.22121
52,522.49 BROKERAGE 100.00 TAX &/OR SEC 1.18
J.P. MORGAN SECURITIES LLC (ID: 516806-10-6)
(2,475.000)
21.18
52,421.31
(50,118.75)
2,302.56 S
(7,200.000)
33.081
238,185.12
(194,400.00)
43,785.12 S
(1,200.000)
19.486
23,383.47
(19,200.00)
4,183.47 S
(2,000.000)
25.595
51,189.85
(49,500.00)
1,689.85 S
(15,000.000)
25.109
376,641.54
(375,000.00)
1,641.54 S
(2,500.000)
26.79
66,975.84
(67,475.00)
(499.16) S
(40,000.000)
24.912
996,482.44
(1,000,000.00)
(3,517.56) S
Quantity
EFTA01540193
(2,011,909.315 )
Per Unit
Amount
60.00
Proceeds
1,207,145.59
Tax Cost
(1,146,788.30)
Realized
Gain/Loss
60,357.29 S
Account W23560001 Page 26 of 39
Consolidated Statement Page 29
EFTA01540194
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Trade Date
Settle Date
10/12
10/17
10/12
10/17
10/4
10/23
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Sale
FIFO
Sale
FIFO
LINN CO LLC @ 37.83291 45,399.49 BROKERAGE
100.00 TAX &/OR SEC 1.02 J.P. MORGAN SECURITIES
LLC (ID: 535782-10-6)
WORKDAY INC-CLASS A @ 46.51888 41,866.99
BROKERAGE 100.00 TAX &/OR SEC .94 J.P. MORGAN
SECURITIES LLC (ID: 98138H-10-1)
TO REVERSE ENTRY OF 10/10/2012 BANC OF AMERICA
MORTGAGE SECURITIES SER 2007-1 CL 2Al2 6% JAN
25 2037 DTD 02/27/2007 @ 60.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 2,081,519.00
AS OF 10/10/12 (ID: 05952H-BY-4)
10/4
10/23
10/18
10/23
10/19
10/24
10/19
10/24
10/19
10/24
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
BANC OF AMERICA MORTGAGE SECURITIES SER 2007-1 (1,998,886.400 )
EFTA01540195
CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 @ 60.00
JP MORGAN SECURITIES LLC (BIDL) FACE VALUE
2,081,519.00 (ID: 05952H-BY-4)
LEXICON PHARMACEUTICALS INC @ 2.24 44,800.00
BROKERAGE 800.00 TAX &/OR SEC 1.01 J.P. MORGAN
SECURITIES LLC (ID: 528872-10-4)
BARCLAYS BANK PLC PFD SHS SER 5 8 1/8% @
25.86838 1,015,333.92 BROKERAGE 1,570.00 TAX
&/OR SEC 22.75 J.P. MORGAN SECURITIES LLC
(ID: 06739H-36-2)
CITIGROUP CAPITAL XIII 7 7/8% PFD @ 28.45029
853,508.70 BROKERAGE 1,200.00 TAX &/OR SEC
19.12 J.P. MORGAN SECURITIES LLC
(ID: 173080-20-1)
COPANO ENERGY LLC @ 31.81882 636,376.40
BROKERAGE 800.00 TAX &/OR SEC 14.26 J.P. MORGAN
SECURITIES LLC (ID: 217202-10-0)
Account W23560001 Page 27 of 39
Consolidated Statement Page 30
(20,000.000)
31.778
635,562.14
(642,600.00)
(7,037.86) S
(30,000.000)
28.41
852,289.58
(750,000.00)
102,289.58 L
(39,250.000)
25.828
1,013,741.17
(1,002,565.50)
11,175.67 L
(20,000.000)
2.20
43,998.99
(45,000.00)
(1,001.01) S
60.00
1,199,331.84
(1,139,365.24)
59,966.60 S
2,011,909.315
60.00
(1,207,145.59)
1,146,788.30
(60,357.29) S
(900.000)
46.407
41,766.05
EFTA01540196
(25,200.00)
16,566.05 S
Quantity
(1,200.000)
Per Unit
Amount
37.749
Proceeds
45,298.47
Tax Cost
(43,800.00)
Realized
Gain/Loss
1,498.47 S
EFTA01540197
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
10/25
10/25
10/25
10/25
10/25
10/25
10/25
10/25
10/25
10/25
10/25
10/25
10/26
10/26
10/24
10/29
10/25
10/30
Principal Payment BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6
Pro Rata
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 B1 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
Principal Payment MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT
Pro Rata
(30,874.910)
5.812343% 06/25/2033 DTD 05/01/2003 PAYMENT A/C
PRINCIPAL (ID: 576434-EY-6)
(8,308.890)
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
(5,631.880)
12/25/2034 DTD 12/01/2004 PAYMENT A/C PRINCIPAL
EFTA01540198
(ID: 949779-AD-4)
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 AS OF 10/25/12 (ID: 05952H-BY-4)
Sale
FIFO
Sale
FIFO
ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015
DTD 12/08/2004 @ 103.00 JP MORGAN SECURITIES
LLC (BIDL) (ID: 780097-AP-6)
GENERAL ELEC CAP CORP PFD 4.875% @ 24.9503
544,440.50 BROKERAGE 872.84 TAX &/OR SEC 12.20
J.P. MORGAN SECURITIES LLC (ID: 369622-42-8)
(21,821.000)
24.91
543,555.46
(545,525.00)
(1,969.54) S
(1,000,000.000 )
103.00
1,030,000.00
(966,000.00)
55,597.33 S
8,402.67 0
(13,022.916)
100.00
13,022.93
N/A **
N/A
100.00
5,631.88
(4,097.19)
1,534.69 S
100.00
8,308.89
(5,816.22)
2,492.67 S
100.00
30,874.91
(18,833.70)
12,041.21 S
(25,322.840)
100.00
25,322.84
(21,017.96)
4,304.88 S
(18,552.100)
100.00
18,552.10
EFTA01540199
(14,285.12)
4,266.98 S
Quantity
(17,579.450)
Per Unit
Amount
100.00
Proceeds
17,579.45
Tax Cost
(8,262.34)
Realized
Gain/Loss
9,317.11 S
Account W23560001 Page 28 of 39
Consolidated Statement Page 31
EFTA01540200
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Trade Date
Settle Date
10/25
10/30
10/25
10/30
10/26
10/31
10/26
10/31
10/26
10/31
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
NAVISTAR INTERNATIONAL CORP @ 18.50002
37,000.04 BROKERAGE 100.00 TAX &/OR SEC .83
J.P. MORGAN SECURITIES LLC (ID: 63934E-10-8)
COBANK ACB PFD 6.25% @ 104.00 1,040,000.00
BROKERAGE 400.00 J.P. MORGAN SECURITIES LLC
(ID: 19075Q-80-5)
DISCOVER FINANCIAL SVS PFD 6.5% @ 25.24468
631,117.00 BROKERAGE 1,000.00 TAX &/OR SEC
14.14 J.P. MORGAN SECURITIES LLC
(ID: 254709-20-7)
GENERAL ELEC CAP CORP PFD 4.875% @ 24.94033
203,986.96 BROKERAGE 327.16 TAX &/OR SEC 4.57
J.P. MORGAN SECURITIES LLC (ID: 369622-42-8)
WHITEWAVE FOODS CO - A @ 17.3084 43,271.00
BROKERAGE 100.00 TAX &/OR SEC .97 J.P. MORGAN
SECURITIES LLC (ID: 966244-10-5)
Total Settled Sales/Maturities/Redemptions
$9,584,672.23
($9,195,846.62)
$113,465.25 L
$253,934.76 S
$8,402.67 0
(2,500.000)
17.268
EFTA01540201
43,170.03
(42,500.00)
670.03 S
(8,179.000)
24.90
203,655.23
(204,475.00)
(819.77) S
(25,000.000)
25.204
630,102.86
(625,000.00)
5,102.86 S
(10,000.000)
103.96
1,039,600.00
(1,000,000.00)
39,600.00 S
Quantity
(2,000.000)
Per Unit
Amount
18.45
Proceeds
36,899.21
Tax Cost
(37,500.00)
Realized
Gain/Loss
(600.79) S
Trade Date
Settle Date
Type
Description
Settled Securities Purchased
9/26
Purchase
10/1
GRUPO FIN SANTANDER-ADR B @ 12.1849 J.P. MORGAN
SECURITIES LLC (ID: 40053C-10-5)
Quantity
4,000.000
Per Unit
Amount
12.185
Market Cost
(48,739.60) *
Account W23560001 Page 29 of 39
Consolidated Statement Page 32
EFTA01540202
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Trade Date
Settle Date
Type
Settled Securities Purchased
9/13
Purchase
10/2
Description
TO REVERSE ENTRY OF 09/27/2012 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 3,265,878.00
AS OF 09/27/12 (ID: 949779-AD-4)
9/13
10/2
9/28
10/3
9/28
10/3
9/28
10/3
10/1
10/4
9/28
10/5
10/3
10/9
10/3
10/9
10/4
10/10
Purchase
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)
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
CASELLA WASTE SYSTEMS INC CL A @ 4.00 J.P.
MORGAN SECURITIES LLC (ID: 147448-10-4)
QUALYS INC @ 12.00 J.P. MORGAN SECURITIES LLC
(ID: 74758T-30-3)
WESTERN ASSET MORTGAGE CAPIT @ 22.20 J.P.
EFTA01540203
MORGAN SECURITIES LLC (ID: 95790D-10-5)
KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD
06/01/2011 @ 99.625 JP MORGAN SECURITIES LLC
(BIDL) (ID: 494580-AB-9)
CBL & ASSOCIATES PROP PFD 6 5/8% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 124830-80-3)
APOLLO COMMERCIAL REAL ESTATE FINANCE INC @
16.98 J.P. MORGAN SECURITIES LLC
(ID: 03762U-10-5)
RIGEL PHARMACEUTICALS INC @ 9.50 J.P. MORGAN
SECURITIES LLC (ID: 766559-60-3)
BOARDWALK PIPELINE PARTNERS @ 26.99 J.P. MORGAN
SECURITIES LLC (ID: 096627-10-4)
2,000.000
2,500.000
9.50
26.99
(19,000.00)
(67,475.00)
15,000.000
4,500.000
25.00
16.98
(375,000.00) *
(76,410.00)
8,000.000
1,000.000
3,500.000
1,000,000.000
4.00
12.00
22.20
99.60
(32,000.00)
(12,000.00)
(77,700.00)
(996,250.00)
*
*
*
2,053,369.950
72.80
(1,493,826.64) *
Quantity
(2,053,369.950 )
Per Unit
Amount
72.80
Market Cost
1,493,826.64
*
EFTA01540204
Account W23560001 Page 30 of 39
Consolidated Statement Page 33
EFTA01540205
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 10/1/12 to 10/31/12
Trade Date
Settle Date
Type
Settled Securities Purchased
10/1
Purchase
10/11
10/2
10/11
10/9
10/12
10/11
10/16
10/9
ℹ️ Document Details
SHA-256
b56d3a25330ed119f4a1ced658e25716225b7a1149ead6fb6c72e18a9cf40671
Bates Number
EFTA01540135
Dataset
DataSet-10
Document Type
document
Pages
109
Comments 0