📄 Extracted Text (10,915 words)
HARRY BELLER
C/O HBRK ASSOCIATES
301 E 66TH ST APT 10F
NEW YORK NY 10065-6216
EFTA01539938
EFTA01539939
For the Period 8/1/12 to 8/31/12
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
1
2
Beginning Net
Market Value
72,373,316.29
306,937.05
$72,680,253.34
Ending Net
Market Value
75,461,078.51
305,051.26
$75,766,129.77
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
3,087,762.22
(1,885.79)
$3,085,876.43
Start on
Page
4
40
0000000006.15.0.15.00001.BELLE18.20120917
Consolidated Statement Page 1
EFTA01539940
EFTA01539941
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01539942
For the Period 8/1/12 to 8/31/12
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
24,621,765.39
(223,035.51)
47,408,181.46
$71,806,911.34
873,342.00
$72,680,253.34
Ending
Market Value
25,259,818.62
1,327,185.82
48,370,563.98
$74,957,568.42
808,561.35
$75,766,129.77
Change
In Value
638,053.23
1,550,221.33
962,382.52
$3,150,657.08
(64,780.65)
$3,085,876.43
Estimated
1,181,716.63
Current
Annual Income Allocation
34%
2%
2,393,966.57
$3,575,683.20
64%
100%
Equity
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
Current
EFTA01539943
Portfolio Activity
Beginning Market Value
Net Contributions/Withdrawals
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
Period Value
71,806,911.34
8,469.45
409,791.58
2,732,396.05
$74,957,568.42
808,561.35
$75,766,129.77
Year-to-Date
Value
69,562,571.76
(7,393.41)
1,943,384.25
3,459,005.82
$74,957,568.42
808,561.35
$75,766,129.77
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
EFTA01539944
For the Period 8/1/12 to 8/31/12
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
Account
Number
Beginning
Market Value
69,262,768.82
299,802.94
$69,562,571.76
Taxable
Income
1,944,389.21
(1,004.96)
$1,943,384.25
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Net Contributions/
Withdrawals
(7,197.47)
(195.94)
($7,393.41)
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
1,944,389.21
(1,004.96)
$1,943,384.25
Change in
Investment Value
3,452,556.60
6,449.22
$3,459,005.82
Realized Gain/Loss
EFTA01539945
Short-term
(622,467.69)
($622,467.69)
Long-term
2,200,339.51
(5.94)
$2,200,333.57
Ending Market Value
with Accruals
75,461,078.51
305,051.26
$75,766,129.77
Unrealized
Gain/Loss,
3,086,792.37
11,237.88
$3,098,030.25
CONTINUED
Consolidated Statement Page 3
EFTA01539946
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Asset Account
J.P. Morgan Team
Paul Morris
Paul Barrett
Janet Young
Gina Magliocco
Online access
Banker
Investment Specialist
Client Service Team
Client Service Team
www.jpmorganonline.com
Please see disclosures located at the end of this statement package for
important information relating to each J.P.Morgan account(s).
Table of Contents
Account Summary
Holdings
Equity
Alternative Assets
Cash & Fixed Income
Portfolio Activity
Page
2
4
8
11
19
Account Page 1 of 36
Consolidated Statement Page 4
EFTA01539947
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Account Summary
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
24,639,233.04
(223,035.51)
47,083,776.76
$71,499,974.29
873,342.00
$72,373,316.29
Ending
Market Value
25,279,148.46
1,327,185.82
48,046,182.88
$74,652,517.16
808,561.35
$75,461,078.51
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
71,499,974.29
23,479.00
(14,985.94)
(0.01)
$8,493.05
409,791.58
2,734,258.24
$74,652,517.16
808,561.35
$75,461,078.51
Change
In Value
EFTA01539948
639,915.42
1,550,221.33
962,406.12
$3,152,542.87
(64,780.65)
$3,087,762.22
Equity
Year-to-Date
Value
69,262,768.82
1,051,933.65
(31,218.35)
(1,027,912.77)
($7,197.47)
1,944,389.21
3,452,556.60
$74,652,517.16
808,561.35
$75,461,078.51
Estimated
1,184,266.75
Current
Annual Income Allocation
33%
2%
2,393,966.57
$3,578,233.32
65%
100%
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
Account Page 2 of 36
Consolidated Statement Page 5
EFTA01539949
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Account Summary
Tax Summary
Domestic Dividends/Distributions
Foreign Dividends
Currency Gain/Loss
Interest Income
Ordinary Income
Accrued Interest Current Year
Taxable Income
CONTINUED
Current
Period Value
67,256.25
6,424.09
327,140.76
20,953.74
(11,983.26)
$409,791.58
Year-to-Date
Value
497,575.00
39,863.24
257,386.23
1,245,922.62
27,949.80
(124,307.68)
$1,944,389.21
Unrealized Gain/Loss
To-Date Value
$3,086,792.37
ST Realized Gain/Loss
LT Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
(235,953.38)
(137,090.95)
($373,044.33)
Year-to-Date
Value
(622,467.69)
2,200,339.51
$1,577,871.82
Cost Summary
Equity
Cash & Fixed Income
Total
46,937,696.24
Cost
EFTA01539950
27,385,628.91
$74,323,325.15
Account Page 3 of 36
Consolidated Statement Page 6
EFTA01539951
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Equity Summary
Asset Categories
US Large Cap Equity
US Small/Mid Cap Equity
Preferred Stocks
Concentrated & Other Equity
Total Value
Market Value/Cost
Market Value
Tax Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Dividends
Yield
Beginning
Market Value
12,301,578.40
711,000.00
5,101,532.50
6,525,122.14
$24,639,233.04
Ending
Market Value
9,162,450.65
722,000.00
6,945,022.50
8,449,675.31
$25,279,148.46
Current
Period Value
25,279,148.46
27,385,628.91
(262,055.76)
1,184,266.75
222,936.71
4.66%
Preferred Stocks
Concentrated & Other Equity
Change
In Value
(3,139,127.75)
11,000.00
1,843,490.00
1,924,553.17
$639,915.42
Current
Allocation
12%
1%
EFTA01539952
9%
11%
33%
US Small/Mid Cap Equity
US Large Cap Equity
Asset Categories
Equity as a percentage of your portfolio - 33 %
Account Page 4 of 36
Consolidated Statement Page 7
EFTA01539953
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
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
FACEBOOK INC-A
04033A-10-0 ARIA
146.59
09062X-10-3 BIIB
18.06
30303M-10-2 FB
GS CONT BUFF EQ SPX 7/9/13
80% CONTIN BARRIER- 10.5%CPN
15% CAP
INITIAL LEVEL-6/20/12 SPX:1355.69
38143U-Z9-5
HSBC MARKET PLUS SPX 05/17/13
72% KO BARRIER- 0%CPN
,UNCAPPED
INITIAL LEVEL-02/14/12 SPX:1350.50
4042K1-XQ-1
Total US Large Cap Equity
$9,162,450.65
$9,166,930.47
($4,479.82)
$0.00
0.00%
102.68
5,000,000.000
5,134,000.00
5,000,000.00
134,000.00
102.18
3,000,000.000
3,065,370.00
3,000,000.00
65,370.00
17,500.000
316,015.00
665,000.00
(348,985.00)
2,095.000
307,106.05
EFTA01539954
250,454.95
56,651.10
20.56
16,535.000
339,959.60
251,475.52
88,484.08
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
Account Page 5 of 36
Consolidated Statement Page 8
EFTA01539955
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Price
US Small/Mid Cap Equity
DEUTSCHE BK AG LDN BRH
DBL LONG ETN38
25154H-55-8 DAG
Preferred Stocks
BARCLAYS BANK PLC
PFD SHS SER 5
8 1/8%
06739H-36-2 BCS PDAA /P-2
CAPITAL ONE FINANCIAL CO
PFD 6%
14040H-40-2 COF PP
CITIGROUP CAPITAL XIII
7 7/8% PFD
173080-20-1 C PNNA /BA1
GMAC CAPITAL TRUST I
PFD STK 8 1/8%
361860-20-8
JPMORGAN CHASE & CO
PFD 5.500%
48126E-75-0 3PM PD
Total Preferred Stocks
25.04
85,000.000
2,128,400.00
$6,945,022.50
2,125,000.00
$6,760,339.10
3,400.00
$184,683.40
116,875.00
$478,141.75
$17,938.46
5.49%
6.88%
27.58
24.82
30,000.000
80,000.000
827,400.00
1,985,600.00
750,000.00
1,882,773.60
77,400.00
102,826.40
59,070.00
162,480.00
7.14%
EFTA01539956
8.18%
25.00
40,000.000
1,000,000.00
1,000,000.00
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
14.44
50,000.000
722,000.00
352,529.00
369,471.00
25.57
39,250.000
1,003,622.50
1,002,565.50
1,057.00
79,716.75
17,938.46
60,000.00
7.94%
6.00%
Account Page 6 of 36
Consolidated Statement Page 9
EFTA01539957
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
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 9966782
N/O Client
SWPBDP-MH-9
Total Concentrated & Other Equity
$8,449,675.31
$11,105,830.34
($811,730.34)
$706,125.00
$204,998.25
8.30%
208.17
8,860.000
(1,844,424.69)
N/A **
N/A
111.52
5,000,000.000
5,576,200.00
5,404,861.12
171,338.88
395,000.00
132,760.00
7.02%
35.70
71,000.000
2,534,700.00
3,585,969.22
(1,051,269.22)
168,625.00
42,156.25
6.65%
Quantity
Value
EFTA01539958
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
109.16
2,000,000.000
2,183,200.00
2,115,000.00
68,200.00
142,500.00
30,082.00
6.47%
Account Page 7 of 36
Consolidated Statement Page 10
EFTA01539959
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Alternative Assets Summary
Beginning
Asset Categories
Hard Assets
Estimated Value
(223,035.51)
Alternative Assets Detail
Price
Hard Assets
BRT CALL OPTION
USD PUT OPTION
STRIKE 126.50
EXPIRING 11/12/2012
125,000 BARRELS
OTCBDC-NA-W
BRT CALL OPTION
USD PUT OPTION
STRIKE 119.50
EXPIRING 11/12/2012
100,000 BARRELS
OTCBDC-NB-L
BRT CALL OPTION
USD PUT OPTION
STRIKE 119.00
EXPIRING 12/11/2012
100,000 BARRELS
OTCBDC-NB-M
4,793.10
100.000
479,310.44
233,000.00
3,612.11
100.000
361,211.13
184,000.00
Quantity
Estimated
Value
Cost
Ending
Estimated Value
1,327,185.82
Change
In Value
1,550,221.33
Current
Allocation
2%
1,715.08
EFTA01539960
125.000
214,384.49
75,000.00
Account Page 8 of 36
Consolidated Statement Page 11
EFTA01539961
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Price
Hard Assets
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
BRT PUT OPTION
USD CALL OPTION
STRIKE 79.50
EXPIRING 12/11/2012
100,000 BARRELS
OTCBDP-JQ-V
608.35
(100.000)
(60,835.47)
(233,000.00)
273.75
(100.000)
(27,375.04)
(184,000.00)
1,208.11
(125.000)
(151,013.20)
(1,087,500.00)
Quantity
Estimated
Value
Cost
6,407.18
100.000
640,718.08
327,000.00
Account Page 9 of 36
Consolidated Statement Page 12
EFTA01539962
EFTA01539963
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Price
Hard Assets
BRT PUT OPTION
USD CALL OPTION
STRIKE 79.00
EXPIRING 02/08/2013
100,000 BARRELS
OTCBDP-JQ-W
Total Hard Assets
$1,327,185.82
($1,012,500.00)
Quantity
Estimated
Value
Cost
1,292.15
(100.000)
(129,214.61)
(327,000.00)
Account Page 10 of 36
Consolidated Statement Page 13
EFTA01539964
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
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
11,289,886.23
1,031,285.08
31,462,181.87
779,697.30
2,523,751.58
(3,025.30)
$47,083,776.76
Ending
Market Value
14,042,698.92
1,055,527.48
29,347,187.94
1,113,416.80
2,505,184.62
(17,832.88)
$48,046,182.88
Current
Period Value
48,046,182.88
46,937,696.24
1,009,162.31
2,393,966.57
585,624.64
5.24%
Cash & Fixed Income as a percentage of your portfolio 65 %
Change
In Value
2,752,812.69
24,242.40
(2,114,993.93)
333,719.50
EFTA01539965
(18,566.96)
(14,807.58)
$962,406.12
Current
Allocation
19%
1%
41%
1%
3%
65%
Cash
Non-US Fixed Income
Non-USD Cash
Complementary Structured
Strategies
US Fixed Income
Asset Cate ories
Account Page 11 of 36
Consolidated Statement Page 14
EFTA01539966
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
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
19,274,675.02
11,682,129.36
2,788,750.00
14,318,461.38
$48,064,015.76
% of Bond
Portfolio
42%
24%
5%
29%
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
14,042,698.92
1,055,527.48
15,750,949.36
3,842,126.80
7,760,764.58
2,505,184.62
3,106,764.00
$48,064,015.76
% of Bond
Portfolio
28%
EFTA01539967
2%
36%
7%
16%
5%
6%
100%
Account Page 12 of 36
Consolidated Statement Page 15
EFTA01539968
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
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
(976,355.54)
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.
Cash & Fixed Income Detail
Price
Cash
US DOLLAR
1.00
14,042,698.92
14,042,698.92
14,042,698.92
1,404.26
106.54
Non-USD Cash
CANADIAN DOLLAR
0.01%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
1.01
0.01
0.01
0.01
Account Page 13 of 36
Consolidated Statement Page 16
EFTA01539969
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Price
Non-USD Cash
EURO PRINCIPAL CURRENCY
Total Non-USD Cash
1.26
837,388.58
1,055,527.47
$1,055,527.48
1,099,726.08
$1,099,726.09
(44,198.61)
($44,198.61)
$0.00
0.00%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
US Fixed Income
ALLY FINANCIAL INC
24.54
8 1/2% PFD
02005N-30-8 NA /CAA
ROYAL BANK SCOTLAND GRP PLC
5.05% JAN 08 2015
DTD 12/08/2004
780097-AP-6 BB+ /BA3
HCA INC
6 1/2% FEB 15 2016
DTD 2/8/2006
404119-AR-0 B- /B3
CIT GROUP INC
144A 7% MAY 02 2016
JUN 15 2011
125581-FZ-6 BB- /B1
AMERICAN AXLE & MFG INC
7 7/8% MAR 1 2017
DTD 2/27/2007
02406P-AF-7 B /B2
CIT GROUP INC
144A 7% MAY 02 2017
DTD 06/15/2011
125581-GA-0 BB- /B1
Account Page 14 of 36
EFTA01539970
Consolidated Statement Page 17
100.49
959,777.22
964,499.32
885,394.49
(38,052.38)
67,184.40
15,116.49
6.63%
104.25
2,500,000.00
2,606,250.00
2,615,625.00
(9,375.00)
196,875.00
98,982.50
6.76%
100.61
4,010,282.83
4,034,545.04
3,789,717.27
244,827.77
101.50
1,000,000.00
1,014,960.00
966,000.00
48,960.00
50,500.00
7,434.00
108.43
1,500,000.00
1,626,375.00
1,530,000.00
96,375.00
97,500.00
4,332.00
280,719.79
16,373.98
4.37%
126,600.00
3,106,764.00
2,782,242.51
324,521.49
268,392.00
8.64%
3.87%
6.81%
EFTA01539971
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 8/1/12 to 8/31/12
Price
US Fixed Income
NRG ENERGY INC
7 5/8% JAN 15 2018
DTD 07/15/2011
629377-BN-1 BB- /B1
LLOYDS TSB BANK PLC
MTN 9 7/8% DEC 16 2021
DTD 12/16/2011
HELD BY EUROCLEAR
ISIN XS0717735822 SEDOL B7FQXT1
G4715J-9D-3 BBB /BA1
MASTR ALTERNATIVE LOANS TRUST
2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003
576434-EY-6 CCC /
COUNTRYWIDE HOME LOANS 2003-26 CL B1
5.33684% 08/25/2033 DTD 06/01/2003
12669E-RR-9
BEAR STEARNS ASSET BACKED SECURITIES
2004-AC6 CL M1 VAR RT 11/25/2034
DTD 10/29/2004
073879-LR-7 B- /CA
CITICORP MORTGAGE SECURITIES
SER 2005-1 CL B2 5.4204%
FEB 25 2035 DTD 02/01/2005
172973-P9-4 NA /NR
BANC OF AMERICA FUNDING CORPORATION
SER 2006-G CL 2A5 FLOATING RATE
JUL 20 2036 DTD 07/31/2006
05950M-AF-7 CCC /CA
68.84
2,378,735.40
1,637,402.51
1,546,178.02
91,224.49
12,298.06
161.75
3.75%
73.29
2,011,915.45
1,474,512.71
1,669,889.82
(195,377.11)
109,053.86
9,087.82
7.82%
74.02
46.68
EFTA01539972
1,598,989.91
2,186,057.05
1,183,620.30
1,020,342.13
1,231,222.23
1,027,446.82
(47,601.93)
(7,104.69)
85,334.89
7,110.70
19,794.74
83.07
11.28%
10.19%
77.52
1,694,219.80
1,313,410.02
1,033,474.08
279,935.94
98,473.13
8,205.10
11.54%
114.25
1,500,000.00
1,713,750.00
1,627,500.00
86,250.00
148,125.00
104,920.50
7.66%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
107.50
1,000,000.00
1,075,000.00
1,001,500.00
73,500.00
76,250.00
9,743.00
5.97%
Account Page 15 of 36
Consolidated Statement Page 18
EFTA01539973
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 8/1/12 to 8/31/12
Price
US Fixed Income
BANC OF AMERICA MORTGAGE SECURITIES
SER 2007-1 CL 2Al2 6% JAN 25 2037
DTD 02/27/2007
05952H-BY-4 CCC /C
BANK OF AMERICA CORP
8 1/8% PFD STK DEC 29 2049
DTD 04/30/2008
060505-DT-8 BB+ /B1
SOUTHERN CAL EDISON
6 1/4% DEC 31 2049
DTD 01/17/2012
842400-FU-2 BBB /BAA
Total US Fixed Income
108.90
3,000,000.00
3,267,060.00
2,999,982.50
267,077.50
187,500.00
15,624.00
$29,347,187.94
$27,938,521.23
$1,291,509.50
$1,981,676.44
$355,118.87
Non-US Fixed Income
REPUBLIC OF ARGENTINA - ARS
FLOATING RATE NOTE DEC 15 2035
DTD 11/01/2005
HELD BY EUROCLEAR
ISIN ARARGE03E147 SEDOL B1MYWX3
EC0698-9B-7 ARS
5.67%
108.86
2,000,000.00
2,177,220.00
2,081,180.56
96,039.44
162,500.00
47,846.00
7.42%
56.03
2,019,592.88
1,131,476.91
1,151,167.93
(19,691.02)
121,175.57
EFTA01539974
10,097.96
7.18%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
7.09%
2.88
10,000,000.00
287,516.80
318,000.00
(30,483.20)
80,233.37
57,054.73
28.25%
Account Page 16 of 36
Consolidated Statement Page 19
EFTA01539975
FINANCIAL TRUST COMPANY INC ACCT. •
For the Period 8/1/12 to 8/31/12
Price
Non-US Fixed Income
REPUBLIC OF ARGENTINA
NOTES DEC 15 2035
DTD 11/01/2005
HELD BY EUROCLEAR
ISIN US040114GM64 SEDOL BOS5NQ3
042993-9S-6
Total Non-US Fixed Income
$1,113,416.80
$1,356,750.00
($243,333.20)
$317,885.87
$226,524.73
Complementary Structured Strategies
JPY CALL CAD PUT
FX EUROPEAN STYLE OPTION
OCT 08, 2013 @ 76.9
AT EXP KI @ 69.65
XJPYCA-SJ-Z CAD
JPY PUT CAD CALL
FX EUROPEAN STYLE OPTION
OCT 08, 2013 @ 80.9
XJPYPB-AZ-Z CAD
HSBC MARKET PLUS MXN NOTE 11/2/12
LNKED TO MXN VS USD
25% BUFFER, 9.75%CPN, 100%MAXRTN
10/26/11
4042K1-RA-3
109.42
1,000,000.00
1,094,200.00
1,000,000.00
94,200.00
0.05
809,000,000.00
384,269.73
347,756.17
36,513.56
28.92%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
EFTA01539976
11.01
7,500,000.00
825,900.00
1,038,750.00
(212,850.00)
237,652.50
169,470.00
29.15%
0.05
(769,000,000.00 )
(408,785.11)
(347,756.17)
(61,028.94)
Account Page 17 of 36
Consolidated Statement Page 20
EFTA01539977
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
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
95.70
8/24/12
$2,505,184.62
$2,500,000.00
$5,184.62
1,500,000.00
1,435,500.00
1,500,000.00
(64,500.00)
93,000.00
3,874.50
$93,000.00
$3,874.50
8.02%
4.60%
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
MEXICAN NEW PESO
SWISS FRANC
US DOLLAR
EURO CURRENCY
Total Foreign Exchange Contracts
Aug. 17 12
Sep. 21 12
Aug. 1 12
Nov. 5 12
MXN
USD
CHF
EUR
12,900,000.00
(976,355.54)
EFTA01539978
11,990,000.00
(10,000,000.00)
13.212400
1.199000
13.283292
1.200201
971,144.79
976,355.54
12,602,057.52
12,614,679.65
$13,573,202.31
$13,591,035.19
(5,210.75)
(12,622.13)
($17,832.88)
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account Page 18 of 36
Consolidated Statement Page 21
EFTA01539979
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
INFLOWS
Income
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS **
Withdrawals
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
13,404,537.62
(11,123,871.79)
$2,280,665.83
$14,042,698.92
* 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
66,210,955.18
(76,432,449.87)
($10,221,494.69)
-Period
Value
11,364,702.19
382,413.75
23,479.00
978,636.89
$1,384,529.64
(14,985.94)
(972,212.80)
($987,198.74)
Year-To-Date
Value*
-1,659,053.18
1,051,933.65
25,807,154.55
$28,518,141.38
(31,218.35)
(25,411,419.21)
($25,442,637.56)
Current
EFTA01539980
Securities
Transferred In/Out
Securities Transferred Out
Period Value
(0.01)
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 Page 19 of 36
Consolidated Statement Page 22
EFTA01539981
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
8/1
8/1
8/6
8/10
8/15
8/15
8/15
8/16
8/16
Corporate Interest
Interest Income
Misc Disbursement
Corporate Interest
Div Domest
Corporate Interest
Interest Income
Misc Receipt
Accrued Int Paid
Description
SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD
01/17/2012 (ID: 842400-FU-2)
DEPOSIT SWEEP INTEREST FOR JULY @ .01% RATE ON
NET AVG COLLECTED BALANCE OF $10,316,918.79 AS
OF 08/01/12
LONG TOTAL RETURN SWAP 4,044,412.80 USD
NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 9966782
SWAP RESET PAYMENT (ID: SWPBDP-MH-9)
CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011
(ID: 125581-FZ-6)
ALLY FINANCIAL INC 8 1/2% PFD @ 0.53125 PER
SHARE (ID: 02005N-30-8)
HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006
(ID: 404119-AR-0)
GMAC CAPITAL TRUST I PFD STK 8 1/8% @ 0.507813
PER SHARE (ID: 361860-20-8)
LONG TOTAL RETURN SWAP 4,044,412.80 USD
NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 9966782
SWAP RESET PAYMENT (ID: SWPBDP-MH-9)
ENTRY REVERSED ON 08/21/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 @ 61.00 JP MORGAN SECURITIES LLC
(BIDL) TRADE DATE 08/13/12 FACE VALUE
6,781,882.00 (ID: 576434-EY-6)
3,412,000.000
0.00
EFTA01539982
0.001
(4,157.27)
5,000,000.000
126,600.000
1,500,000.000
80,000.000
0.018
0.531
0.033
0.508
87,500.00
67,256.25
48,750.00
40,625.04
23,479.00
(14,985.94)
Quantity
Cost
3,000,000.000
Per Unit
Amount
0.034
Amount
101,041 67
87.38
Account Page 20 of 36
Consolidated Statement Page 23
EFTA01539983
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
8/16
8/16
8/20
Accrued Int Recd
Corporate Interest
Accrued Int Paid
Description
SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1
FLOATING RATE APR 20 2033 DTD 02/27/2003
(ID: 81743P-AH-9)
ENTRY REVERSED ON 08/22/2012 JP MORGAN CHASE
BANK NA 6.200% 04/16/2015 DTD 04/16/2012
(ID: 4662A0-4Q-1)
BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6
CL M1 VAR RT 11/25/2034 DTD 10/29/2004 @ 47.00
JP MORGAN SECURITIES LLC (BIDL) TRADE DATE
08/15/12 FACE VALUE 10,000,000.00
(ID: 073879-LR-7)
8/20
8/21
Corporate Interest
Accrued Int Paid
BANC OF AMERICA FUNDING CORPORATION SER 2006-G
CL 2A5 FLOATING RATE JUL 20 2036 DTD 07/31/2006
(ID: 05950M-AF-7)
TO REVERSE ENTRY OF 08/16/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 @ 61.00 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 08/13/12 FACE
VALUE 6,781,882.00 AS OF 08/16/12
(ID: 576434-EY-6)
8/21
Accrued Int Paid
ENTRY REVERSED ON 08/22/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 @ 61.00 JP MORGAN SECURITIES LLC
(BIDL) TRADE DATE 08/13/12 FACE VALUE
3,412,000.00 (ID: 576434-EY-6)
8/21
8/22
Corporate Interest
Corporate Interest
CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011
AS OF 08/20/12 (ID: 125581-FZ-6)
TO REVERSE ENTRY OF 08/16/2012 JP MORGAN CHASE
BANK NA 6.200% 04/16/2015 DTD 04/16/2012 AS OF
EFTA01539984
08/16/12 (ID: 4662A0-4Q-1)
Account Page 21 of 36
Consolidated Statement Page 24
5,000,000.000
1,500,000.000
0.005
1,924.45
(7,750.00)
1,562,869.955
0.00
0.003
(4,157.27)
(3,412,000.000 )
0.00
0.001
4,157.27
2,414,447.720
1,095.17
2,236,842.500
0.00
0.001
(1,480.12)
1,500,000.000
0.005
7,750.00
Quantity
Cost
Per Unit
Amount
1,745,472.480
0.001
Amount
1,975.14
EFTA01539985
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
8/22
Accrued Int Paid
Description
TO REVERSE ENTRY OF 08/21/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 @ 61.00 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 08/13/12 FACE
VALUE 3,412,000.00 AS OF 08/21/12
(ID: 576434-EY-6)
8/22
Accrued Int Paid
ENTRY REVERSED ON 08/28/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 @ 61.00 JP MORGAN SECURITIES LLC
(BIDL) TRADE DATE 08/13/12 FACE VALUE
3,412,000.00 (ID: 576434-EY-6)
8/22
8/23
8/23
8/27
8/27
8/27
Corporate Interest
FX Fwd Contract
FX Fwd Contract
Corporate Interest
Corporate Interest
Corporate Interest
AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD
06/28/2010 (ID: 02503Y-AF-0)
SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL
USD CONTRACT RATE : 13.268700000 TRADE 7/19/12
VALUE 8/23/12 (ID: OMXNPR-AA-7)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
MXN CONTRACT RATE : 13.181600000 TRADE 8/17/12
VALUE 8/23/12 (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)
BANC OF AMERICA MORTGAGE SECURITIES SER 2007-1
CL 2Al2 6% JAN 25 2037 DTD 02/27/2007
(ID: 05952H-BY-4)
CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2
5.4204% FEB 25 2035 DTD 02/01/2005
(ID: 172973-P9-4)
2,047,535.690
EFTA01539986
0.005
9,255.46
2,027,700.746
0.005
10,138.50
2,236,842.500
0.001
1,752.39
(12,900,000.000 )
(983,250.44)
978,636.89
2,000,000.000
12,900,000.000
983,250.44
0.011
22,995.56
(972,212.80)
1,716,594.860
0.00
0.002
(4,157.27)
Quantity
Cost
Per Unit
Amount
(1,562,869.955 )
0.00
0.003
Amount
4,157.27
Account Page 22 of 36
Consolidated Statement Page 25
EFTA01539987
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
8/28
Accrued Int Paid
Description
TO REVERSE ENTRY OF 08/22/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 @ 61.00 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 08/13/12 FACE
VALUE 3,412,000.00 AS OF 08/22/12
(ID: 576434-EY-6)
8/28
Accrued Int Paid
MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3
5.812343% 06/25/2033 DTD 05/01/2003 @ 61.00 JP
MORGAN SECURITIES LLC (BIDL) TRADE DATE
08/13/12 FACE VALUE 3,412,000.00
(ID: 576434-EY-6)
8/28
Accrued Int Paid
COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684%
08/25/2033 DTD 06/01/2003 @ 77.00 JP MORGAN
SECURITIES LLC (BIDL) TRADE DATE 08/23/12 FACE
VALUE 3,325,000.00 (ID: 12669E-RR-9)
Total Inflows & Outflows
SECURITIES TRANSFERRED IN/OUT
Notes:
Settle Date Selection Method
Securities Transferred Out
8/20
Free Delivery
Description
SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1
FLOATING RATE APR 20 2033 DTD 02/27/2003
(ID: 81743P-AH-9)
$397,330.90
1,598,989.907
0.00
0.004
(6,400.12)
1,694,219.800
0.00
0.002
(4,103.02)
Quantity
Cost
Per Unit
Amount
EFTA01539988
(1,716,594.860 )
0.00
0.002
Amount
4,157.27
* 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
(0.010)
0.01
Transaction
Market Value *
(0.01)
Account Page 23 of 36
Consolidated Statement Page 26
EFTA01539989
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
TRADE ACTIVITY
Note:
0
Trade Date
Settle Date
7/27
8/1
8/7
8/7
8/2
8/7
8/2
8/7
8/3
8/8
8/3
8/8
8/2
8/8
8/6
8/9
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
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Redemption
Pro Rata
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
CHESAPEAKE LODGING TRUST PFD 7 3/4% @ 25.16891
927,046.46 BROKERAGE 1,841.65 TAX &/OR SEC
20.77 J.P. MORGAN SECURITIES LLC
EFTA01539990
(ID: 165240-20-1)
DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER13%CPN
30% CAP INITIAL LEVEL-07/15/11 MS:21.09
TO REDEMPTION (ID: 2515A1-A7-6)
BOARDWALK PIPELINE PARTNERS @ 27.2572 68,143.00
BROKERAGE 125.00 TAX &/OR SEC 1.53 J.P. MORGAN
SECURITIES LLC (ID: 096627-10-4)
IDENIX PHARMACEUTICALS INC @ 8.01609 126,253.42
BROKERAGE 787.50 TAX &/OR SEC 2.83 J.P. MORGAN
SECURITIES LLC (ID: 45166R-20-4)
FACEBOOK INC-A @ 20.01632 350,285.60 BROKERAGE
875.00 TAX &/OR SEC 7.85 J.P. MORGAN SECURITIES
LLC (ID: 30303M-10-2)
VANTIV INC - CL A @ 22.0632 55,158.00 BROKERAGE
125.00 TAX &/OR SEC 1.24 J.P. MORGAN SECURITIES
LLC (ID: 92210H-10-5)
ELOQUA INC @ 13.038 26,076.00 BROKERAGE 100.00
TAX &/OR SEC .59 J.P. MORGAN SECURITIES LLC
(ID: 290139-10-4)
AMERICAN INTERNATIONAL GROUP INC NEW @ 31.7346
199,927.98 BROKERAGE 315.00 TAX &/OR SEC 4.48
J.P. MORGAN SECURITIES LLC (ID: 026874-78-4)
Account Page 24 of 36
Consolidated Statement Page 27
(6,300.000)
31.684
199,608.50
(192,150.00)
7,458.50 S
(2,000.000)
12.988
25,975.41
(23,000.00)
2,975.41 S
(2,500.000)
22.013
55,031.76
(54,750.00)
281.76 S
(17,500.000)
19.966
349,402.75
(665,000.00)
(315,597.25) S
(15,750.000)
7.966
125,463.09
(126,000.00)
(536.91) S
(2,500.000)
27.207
EFTA01539991
68,016.47
(69,500.00)
(1,483.53) S
(1,000,000.000 )
61.80
617,828.35
(1,000,000.00)
(382,171.65) L
Quantity
(36,833.000)
Per Unit
Amount
25.118
Proceeds
925,184.04
Tax Cost
(920,825.00)
Realized
Gain/Loss
4,359.04 S*
EFTA01539992
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Trade Date
Settle Date
8/6
8/9
8/6
8/9
8/7
8/10
8/7
8/10
8/8
8/13
8/8
8/13
8/8
8/13
8/8
8/13
8/8
8/14
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
KIMCO REALTY CORP PFD 5 1/2% @ 24.60166
158,090.27 BROKERAGE 257.04 TAX &/OR SEC 3.55
J.P. MORGAN SECURITIES LLC (ID: 49446R-77-8)
DDR CORP PFD 6 1/2% @ 24.75 990,000.00
BROKERAGE 1,600.00 TAX &/OR SEC 22.18 J.P.
MORGAN SECURITIES LLC (ID: 23317H-60-7)
HEALTH CARE REIT INC @ 59.04819 162,382.52
BROKERAGE 110.00 TAX &/OR SEC 3.64 J.P. MORGAN
EFTA01539993
SECURITIES LLC (ID: 42217K-10-6)
KIMCO REALTY CORP PFD 5 1/2% @ 24.54322
161,347.13 BROKERAGE 262.96 TAX &/OR SEC 3.62
J.P. MORGAN SECURITIES LLC (ID: 49446R-77-8)
KILROY REALTY CORP @ 46.42128 92,842.56
BROKERAGE 100.00 TAX &/OR SEC 2.08 J.P. MORGAN
SECURITIES LLC (ID: 49427F-10-8)
KINDER MORGAN MANAGEMENT LLC @ 73.26444
197,813.99 BROKERAGE 108.00 TAX &/OR SEC 4.44
J.P. MORGAN SECURITIES LLC (ID: 49455U-10-0)
PEREGRINE SEMICONDUCTOR CORP @ 14.634 14,634.00
BROKERAGE 100.00 TAX &/OR SEC .33 J.P. MORGAN
SECURITIES LLC (ID: 71366R-70-3)
WILLIAMS PARTNERS LP @ 50.87 50,870.00
BROKERAGE 100.00 TAX &/OR SEC 1.14 J.P. MORGAN
SECURITIES LLC (ID: 96950E-10-4)
BLOOMIN' BRANDS INC @ 11.93077 21,475 39
BROKERAGE 100.00 TAX &/OR SEC .49 J.P. MORGAN
SECURITIES LLC (ID: 094235-10-8)
(1,800.000)
11.875
21,374.90
(19,800.00)
1,574.90 S
(1,000.000)
50.769
50,768.86
(51,430.00)
(661.14) S
(1,000.000)
14.534
14,533.67
(14,000.00)
533.67 S
(2,700.000)
73.223
197,701.55
(198,450.00)
(748.45) S
(2,000.000)
46.37
92,740.48
(92,200.00)
540.48 S
(6,574.000)
24.503
161,080.55
(164,350.00)
(3,269.45) S
(2,750.000)
59.007
EFTA01539994
162,268.88
(161,562.50)
706.38 S
(40,000.000)
24.709
988,377.82
(1,000,000.00)
(11,622.18) S
Quantity
(6,426.000)
Per Unit
Amount
24.561
Proceeds
157,829.68
Tax Cost
(160,650.00)
Realized
Gain/Loss
(2,820.32) S
Account Page 25 of 36
Consolidated Statement Page 28
EFTA01539995
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Trade Date
Settle Date
8/9
8/9
8/14
8/14
8/14
8/14
8/14
8/10
8/15
8/13
8/16
8/13
8/16
8/14
8/17
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
8/14
FIFO
Sale
FIFO
Expired Option
FIFO
Expired Option
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
INFINITY PHARMACEUTICALS INC @ 14.94506
33,626.39 BROKERAGE 100.00 TAX &/OR SEC .76
J.P. MORGAN SECURITIES LLC (ID: 45665G-30-3)
SUBURBAN PROPANE PARTNERS L P UNITS OF LIMITED
PARTNERSHIP @ 36.9775 73,955.00 BROKERAGE
100.00 TAX &/OR SEC 1.66 J.P. MORGAN SECURITIES
LLC (ID: 864482-10-4)
BRT CALL OPTION ABC INC USD PUT OPTION STRIKE
140.00 EXPIRING 08/13/2012 250,000 BARRELS
EXPIRATION OF PURCHASED OTC CALL
(ID: OTCBDC-JZ-N)
BRT PUT OPTION USD CALL OPTION STRIKE 100.00
EFTA01539996
EXPIRING 08/13/2012 250,000 BARRELS EXPIRATION
OF WRITTEN OTC PUT (ID: OTCBDP-JN-G)
MANCHESTER UNITED PLC-CL A @ 14.01683 40,999.23
BROKERAGE 117.00 TAX &/OR SEC .92 J.P. MORGAN
SECURITIES LLC (ID: G5784H-10-6)
SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1
FLOATING RATE APR 20 2033 DTD 02/27/2003 @
69.00 JP MORGAN SECURITIES LLC (BIDL) FACE
VALUE 8,000,000.00 (ID: 81743P-AH-9)
WELLS FARGO & COMPANY PFD 5.2% @ 25.02
250,200.00 BROKERAGE 400.00 TAX &/OR SEC 5.61
J.P. MORGAN SECURITIES LLC (ID: 949746-74-7)
UNITS - MARKWEST ENERGY PARTNERS L P @ 50.66454
55,730.99 BROKERAGE 100.00 TAX &/OR SEC 1.25
J.P. MORGAN SECURITIES LLC (ID: 570759-10-0)
(1,100.000)
50.572
55,629.74
(55,792.00)
(162.26) S
(10,000.000)
24.979
249,794.39
(250,000.00)
(205.61) S
(1,745,472.480 )
69.00
1,204,376.01
(1,047,283.48)
157,092.53 S
(2,925.000)
13.977
40,881.31
(40,950.00)
(68.69) S
125.000
136,250.00
136,250.00 S
(250.000)
(200,000.00)
(200,000.00) S
(2,000.000)
36.927
73,853.34
(75,220.00)
(1,366.66) S
Quantity
(2,250.000)
Per Unit
Amount
14.90
EFTA01539997
Proceeds
33,525.63
Tax Cost
(32,625.00)
Realized
Gain/Loss
900.63 S
Account Page 26 of 36
Consolidated Statement Page 29
EFTA01539998
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
8/20
8/20
8/21
8/21
8/16
8/21
8/17
8/22
8/17
8/22
8/22
8/22
8/27
8/27
8/27
8/27
8/27
8/27
Principal Payment BANC OF AMERICA FUNDING CORPORATION SER 2006-G
Pro Rata
CL 2A5 FLOATING RATE JUL 20 2036 DTD 07/31/2006
PAYMENT A/C PRINCIPAL (ID: 05950M-AF-7)
Principal Payment CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011
PAYMENT A/C PRINCIPAL AS OF 08/20/12
Pro Rata
(ID: 125581-FZ-6)
Sale
FIFO
Sale
FIFO
Sale
FIFO
Redemption
Pro Rata
SL GREEN REALTY CORP PFD 6.5% @ 24.80776
744,232.80 BROKERAGE 1,200.00 TAX &/OR SEC
16.68 J.P. MORGAN SECURITIES LLC
(ID: 78440X-50-7)
ARES CAPITAL CORPORATION @ 16.84 50,520.00
BROKERAGE 120.00 TAX &/OR SEC 1.14 J.P. MORGAN
SECURITIES LLC (ID: 04010L-10-3)
KILROY REALTY CORP PFD % 6.375 @ 24.65 7,395.00
BROKERAGE 100.00 TAX &/OR SEC .17 J.P. MORGAN
SECURITIES LLC (ID: 49427F-80-1)
EFTA01539999
AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD
06/28/2010 ENTIRE ISSUE CALLED @ 100.00
(ID: 02503Y-AF-0)
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 BANC OF AMERICA MORTGAGE SECURITIES SER 2007-1
Pro Rata
CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 PAYMENT
A/C PRINCIPAL (ID: 05952H-BY-4)
Principal Payment 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)
(35,620.240)
100.00
35,620.24
(29,564.80)
6,055.44 S
(8,107.870)
100.00
8,107.87
(4,621.49)
3,486.38 S
(50,785.450)
100.00
50,785.45
(23,869.16)
26,916.29 S
(2,000,000.000 )
100.00
2,000,000.00
(2,031,000.00)
(31,000.00) S
(300.000)
24.316
7,294.83
(7,500.00)
(205.17) S
(3,000.000)
16.80
50,398.86
(50,430.00)
(31.14) S
(30,000.000)
24.767
743,016.12
(750,000.00)
(6,983.88) S
(989,717.170)
EFTA01540000
100.00
989,717.17
(935,282.73)
33,480.70 L
20,953.74 0
Quantity
(35,712.320)
Per Unit
Amount
100.00
Proceeds
35,712.32
Tax Cost
(23,213.01)
Realized
Gain/Loss
12,499.31 S
Account Page 27 of 36
Consolidated Statement Page 30
EFTA01540001
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Trade Date
Settle Date
8/23
8/28
8/28
8/31
8/28
8/31
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Sale
FIFO
Sale
FIFO
SG MARKET PLUS SPX 02/07/13 75% CONTIN BARRIER6.25%CPN
,UNCAPPED INITIAL LEVEL-08/03/11
SPX:1,260.34 @ 110.58 JP MORGAN SECURITIES LLC
(BIDL) (ID: 78423A-2Y-7)
KILROY REALTY CORP PFD % 6.375 @ 24.55299
778,329.78 BROKERAGE 1,268.00 TAX &/OR SEC
17.44 J.P. MORGAN SECURITIES LLC
(ID: 49427F-80-1)
REGENCY CENTERS CORP PFD 6% @ 25.00029
625,007.25 BROKERAGE 1,000.00 TAX &/OR SEC
14.01 J.P. MORGAN SECURITIES LLC
(ID: 758849-80-6)
Total Settled Sales/Maturities/Redemptions
$13,404,537.62
($13,752,269.17)
($137,090.95) L
($231,594.34) S
$20,953.74 0
(25,000.000)
24.96
623,993.24
(625,000.00)
(1,006.76) S
(31,700.000)
24.512
777,044.34
(792,500.00)
(15,455.66) S
Quantity
(2,000,000.000 )
Per Unit
Amount
EFTA01540002
110.60
Proceeds
2,211,600.00
Tax Cost
(2,000,000.00)
Realized
Gain/Loss
211,600.00 L
Trade Date
Settle Date
Type
Description
Settled Securities Purchased
7/18
Purchase
8/1
8/2
8/7
8/2
8/7
Purchase
Purchase
DDR CORP PFD 6 1/2% @ 25.00 J.P. MORGAN
SECURITIES LLC (ID: 23317H-60-7)
BOARDWALK PIPELINE PARTNERS @ 27.80 J.P. MORGAN
SECURITIES LLC (ID: 096627-10-4)
ELOQUA INC @ 11.50 J.P. MORGAN SECURITIES LLC
(ID: 290139-10-4)
Quantity
40,000.000
2,500.000
2,000.000
Per Unit
Amount
25.00
27.80
11.50
Market Cost
(1,000,000.00) *
(69,500.00)
(23,000.00)
Account Page 28 of 36
Consolidated Statement Page 31
EFTA01540003
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Trade Date
Settle Date
Type
Settled Securities Purchased
8/2
Purchase
8/7
8/3
8/8
8/3
8/8
8/7
8/10
8/7
8/10
8/7
8/13
8/8
8/13
8/8
8/13
8/8
8/13
8/8
8/13
8/9
8/14
8/8
8/14
8/6
8/15
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
IDENIX PHARMACEUTICALS INC @ 8.00 J.P. MORGAN
SECURITIES LLC (ID: 45166R-20-4)
VANTIV INC - CL A @ 21.90 J.P. MORGAN
SECURITIES LLC (ID: 92210H-10-5)
AMERICAN INTERNATIONAL GROUP INC NEW @ 30.50
EFTA01540004
J.P. MORGAN SECURITIES LLC (ID: 026874-78-4)
HEALTH CARE REIT INC @ 58.75 J.P. MORGAN
SECURITIES LLC (ID: 42217K-10-6)
SL GREEN REALTY CORP PFD 6.5% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 78440X-50-7)
BLOOMIN' BRANDS INC @ 11.00 J.P. MORGAN
SECURITIES LLC (ID: 094235-10-8)
KILROY REALTY CORP @ 46.10 J.P. MORGAN
SECURITIES LLC (ID: 49427F-10-8)
KINDER MORGAN MANAGEMENT LLC @ 73.50 J.P.
MORGAN SECURITIES LLC (ID: 49455U-10-0)
PEREGRINE SEMICONDUCTOR CORP @ 14.00 J.P.
MORGAN SECURITIES LLC (ID: 71366R-70-3)
WILLIAMS PARTNERS LP @ 51.43 J.P. MORGAN
SECURITIES LLC (ID: 96950E-10-4)
INFINITY PHARMACEUTICALS INC @ 14.50 J.P.
MORGAN SECURITIES LLC (ID: 45665G-30-3)
SUBURBAN PROPANE PARTNERS L P UNITS OF LIMITED
PARTNERSHIP @ 37.61 J.P. MORGAN SECURITIES LLC
(ID: 864482-10-4)
KILROY REALTY CORP PFD % 6.375 @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 49427F-80-1)
32,000.000
25.00
(800,000.00)
Quantity
15,750.000
2,500.000
6,300.000
2,750.000
30,000.000
1,800.000
2,000.000
2,700.000
1,000.000
1,000.000
2,250.000
2,000.000
Per Unit
Amount
8.00
21.90
30.50
58.75
25.00
11.00
46.10
73.50
14.00
51.43
14.50
EFTA01540005
37.61
Market Cost
(126,000.00)
(54,750.00)
(192,150.00)
(161,562.50)
(750,000.00)
(19,800.00)
(92,200.00)
(198,450.00)
(14,000.00)
(51,430.00)
(32,625.00)
(75,220.00)
Account Page 29 of 36
Consolidated Statement Page 32
EFTA01540006
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Trade Date
Settle Date
Type
Settled Securities Purchased
8/10
Purchase
8/15
8/9
8/16
8/13
8/16
8/14
8/17
8/13
8/20
8/15
8/20
8/13
8/21
Purchase
Purchase
Purchase
Purchase
Purchase
Description
MANCHESTER UNITED PLC-CL A @ 14.00 J.P. MORGAN
SECURITIES LLC (ID: G5784H-10-6)
WELLS FARGO & COMPANY PFD 5.2% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 949746-74-7)
ENTRY REVERSED ON 08/21/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 @ 61.00 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 6,781,882.00 (ID: 576434-EY-6)
UNITS - MARKWEST ENERGY PARTNERS L P @ 50.72
J.P. MORGAN SECURITIES LLC (ID: 570759-10-0)
CAPITAL ONE FINANCIAL CO PFD 6% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 14040H-40-2)
BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6
CL M1 VAR RT 11/25/2034 DTD 10/29/2004 @ 47.00
JP MORGAN SECURITIES LLC (BIDL) FACE VALUE
10,000,000.00 (ID: 073879-LR-7)
Purchase
TO REVERSE ENTRY OF 08/16/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 @ 61.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 6,781,882.00
AS OF 08/16/12 (ID: 576434-EY-6)
8/13
8/21
EFTA01540007
8/13
8/22
Purchase
ENTRY REVERSED ON 08/22/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 @ 61.00 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,412,000.00 (ID: 576434-EY-6)
Purchase
TO REVERSE ENTRY OF 08/21/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 @ 61.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 3,412,000.00
AS OF 08/21/12 (ID: 576434-EY-6)
Account Page 30 of 36
Consolidated Statement Page 33
(1,562,869.955 )
67.00
1,047,122.87
1,562,869.955
67.00
(1,047,122.87)
(3,412,000.000 )
30.70
1,047,122.87
1,100.000
40,000.000
2,236,842.500
50.72
25.00
47.00
(55,792.00)
(1,000,000.00)
(1,051,315.98)
Quantity
2,925.000
10,000.000
3,412,000.000
Per Unit
Amount
14.00
25.00
30.70
Market Cost
(40,950.00)
(250,000.00)
(1,047,122.87)
EFTA01540008
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Trade Date
Settle Date
Type
Settled Securities Purchased
8/13
Purchase
8/22
8/17
8/22
8/14
8/23
8/20
8/27
8/13
8/28
Purchase
Purchase
Purchase
Purchase
Description
ENTRY REVERSED ON 08/28/2012 MASTR ALTERNATIVE
LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033
DTD 05/01/2003 @ 61.00 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,412,000.00 (ID: 576434-EY-6)
ARES CAPITAL CORPORATION @ 16.81 J.P. MORGAN
SECURITIES LLC (ID: 04010L-10-3)
REGENCY CENTERS CORP PFD 6% @ 25.00 J.P. MORGAN
SECURITIES LLC (ID: 758849-80-6)
JPMORGAN CHASE & CO PFD 5.500% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 48126E-75-0)
TO REVERSE ENTRY OF 08/22/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 @ 61.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 3,412,000.00
AS OF 08/22/12 (ID: 576434-EY-6)
8/13
8/28
8/23
8/28
Purchase
MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3
5.812343% 06/25/2033 DTD 05/01/2003 @ 61.00 JP
MORGAN SECURITIES LLC (BIDL) FACE VALUE
3,412,000.00 (ID: 576434-EY-6)
Purchase
COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684%
08/25/2033 DTD 06/01/2003 @ 77.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 3,325,000.00
(ID: 12669E-RR-9)
EFTA01540009
Total Settled Securities Purchased
($11,123,871.79)
1,598,989.907
77.00
(1,231,222.23)
1,694,219.800
61.00
(1,033,474.08)
3,000.000
25,000.000
85,000.000
(1,716,594 860 )
16.81
25.00
25.00
61.00
(50,430.00)
(625,000.00)
(2,125,000.00)
1,047,122.87
Quantity
1,716,594.860
Per Unit
Amount
61.00
Market Cost
(1,047,122.87)
Account Page 31 of 36
Consolidated Statement Page 34
EFTA01540010
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/12 to 8/31/12
Portfolio Activity Summary - Canadian Dollar
US Dollar Value
Current
Transactions
Beginning Cash Balance
Ending Cash Balance
Period Value
--Portfolio
Activity Detail - Canadian Dollar
TRADE ACTIVITY - Canadian Dollar
Note:
C indicates Currency Gain/Loss
Per
ℹ️ Document Details
SHA-256
bc612b141f47c8fff699f2dc0817ba4d59d60f6c89aea878eb75a63cdc77916c
Bates Number
EFTA01539938
Dataset
DataSet-10
Document Type
document
Pages
98
Comments 0