📄 Extracted Text (9,925 words)
FINANCIAL TRUST COMPANY INC
6100 RED HOOK QUARTER STE B-3
ST THOMAS 00802
VIRGIN ISLANDS, U.S.
EFTA01540355
EFTA01540356
For the Period 12/1/12 to 12/31/12
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
W23560001,
242006862
Beginning Net
Market Value
67,905,099.69
304,267.64
$68,209,367.33
Ending Net
Market Value
67,729,464.62
303,532.75
$68,032,997.37
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
(175,635.07)
(734.89)
($176,369.96)
Start on
Page
4
36
Client News
2012 Year End Tax 1099's
You will be able to view your 2012 Form 1099 on Morgan
EFTA01540357
Online beginning Feb 22, 2013. Unless you have
selected edelivery, you should expect to receive them via
mail shortly thereafter. You may contact your
J.P. Morgan Team with any questions.
0000006180.15.0.15.00002.FINAN48.20130108
Consolidated Statement Page 1
EFTA01540358
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01540359
For the Period 12/1/12 to 12/31/12
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
23,365,867.93
325,236.60
43,613,550.30
$67,304,654.83
904,712.50
$68,209,367.33
Ending
Market Value
22,446,963.63
79,346.66
45,088,564.08
$67,614,874.37
418,123.00
$68,032,997.37
Change
In Value
(918,904.30)
(245,889.94)
1,475,013.78
$310,219.54
(486,589.50)
($176,369.96)
Estimated
1,370,099.88
Current
Annual Income Allocation
33%
1%
1,855,977.01
$3,226,076.89
66%
100%
Equity
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
Current
EFTA01540360
Portfolio Activity
Beginning Market Value
Net Contributions/Withdrawals
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
Period Value
67,304,654.83
(26.98)
1,063,366.86
(753,120.34)
$67,614,874.37
418,123.00
$68,032,997.37
Year-to-Date
Value
69,562,571.76
(11,379,811.15)
3,701,470.94
5,730,642.82
$67,614,874.37
418,123.00
$68,032,997.37
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
EFTA01540361
For the Period 12/1/12 to 12/31/12
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
3,702,475.90
(1,004.96)
$3,701,470.94
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Net Contributions/
Withdrawals
(11,379,527.97)
(283.18)
($11,379,811.15 )
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
3,702,475.90
(1,004.96)
$3,701,470.94
Change in
Investment Value
5,725,624.87
5,017.95
$5,730,642.82
Realized Gain/Loss
EFTA01540362
Short-term
1,940,322.85
$1,940,322.85
Long-term
2,619,579.99
(5.94)
$2,619,574.05
Ending Market Value
with Accruals
67,729,464.62
303,532.75
$68,032,997.37
Unrealized
Gain/Loss,
(854.41)
9,806.61
$8,952.20
CONTINUED
Consolidated Statement Page 3
EFTA01540363
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
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
9
17
Account W23560001 Page 1 of 32
Consolidated Statement Page 4
EFTA01540364
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Account Summary
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
23,385,921.10
325,236.60
43,289,229.49
$67,000,387.19
904,712.50
$67,905,099.69
Ending
Market Value
22,467,724.74
79,346.66
44,764,270.22
$67,311,341.62
418,123.00
$67,729,464.62
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
(0.03)
($0.03)
1,063,366.86
(752,412.40)
$67,311,341.62
418,123.00
$67,729,464.62
Period Value
67,000,387.19
Change
In Value
(918,196.36)
(245,889.94)
EFTA01540365
1,475,040.73
$310,954.43
(486,589.50)
($175,635.07)
Equity
Year-to-Date
Value
69,262,768.82
1,203,424.65
(11,045,958.93)
(1,536,993.69)
($11,379,527.97 )
3,702,475.90
5,725,624.87
$67,311,341.62
418,123.00
$67,729,464.62
Estimated
1,372,650.00
Current
Annual Income Allocation
33%
1%
1,855,977.01
$3,228,627.01
66%
100%
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
Account W23560001 Page 2 of 32
Consolidated Statement Page 5
EFTA01540366
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
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
114,593.75
18,125.00
25,686.16
905,345.63
(383.68)
$1,063,366.86
Year-to-Date
Value
1,101,372.92
77,919.86
193,826.49
2,503,965.11
123,025.58
(292,550.73)
(5,083.33)
$3,702,475.90
ST Realized Gain/Loss
LT Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
32,276.18
$32,276.18
Year-to-Date
Value
1,940,322.85
2,619,579.99
$4,559,902.84
Unrealized Gain/Loss
To-Date Value
($854.41)
Cost Summary
Equity
Cash & Fixed Income
Total
46,399,766.89
EFTA01540367
Cost
20,801,442.90
$67,201,209.79
Account W23560001 Page 3 of 32
Consolidated Statement Page 6
EFTA01540368
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
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
1,600,566.15
624,000.00
963,600.00
6,416,284.00
13,781,470.95
$23,385,921.10
Ending
Market Value
1,502,386.45
589,500.00
956,400.00
5,457,782.00
13,961,656.29
$22,467,724.74
Current
Period Value
22,467,724.74
20,801,442.90
996,905.55
1,372,650.00
94,024.00
6.07%
Preferred Stocks
Change
In Value
(98,179.70)
(34,500.00)
(7,200.00)
(958,502.00)
180,185.34
($918,196.36)
Current
EFTA01540369
Allocation
2%
1%
1%
8%
21%
33%
Asset Categories
US Large Cap Equity
US Small/Mid Cap Equity
Non-US Equity
Concentrated & Other Equity
Equity as a percentage of your portfolio - 33 %
Account W23560001 Page 4 of 32
Consolidated Statement Page 7
EFTA01540370
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
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
DEAN FOODS CO
FACEBOOK INC-A
04033A-10-0 ARIA
146.37
09062X-10-3 BIIB
16.51
242370-10-4 DF
26.62
30303M-10-2 FB
Total US Large Cap Equity
$1,502,386.45
$1,637,370.22
($134,983.77)
$0.00
0.00%
17,500.000
465,850.00
665,000.00
(199,150.00)
25,000.000
412,750.00
470,439.75
(57,689.75)
2,095.000
306,645.15
250,454.95
56,190.20
19.18
16,535.000
317,141.30
251,475.52
65,665.78
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
EFTA01540371
Est. Annual Inc.
Accrued Div.
Yield
US Small/Mid Cap Equity
DEUTSCHE BK AG LDN BRH
11.79
DBL LONG ETN38
25154H-55-8 DAG
50,000.000
589,500.00
352,529.00
236,971.00
Account W23560001 Page 5 of 32
Consolidated Statement Page 8
EFTA01540372
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Price
Non-US Equity
ROYAL BANK SCOTLAND GROUP PLC
ADR NON-CUMULATIVE
780097-71-3 RBS PTAA /P-2
Preferred Stocks
ALLY FINANCIAL INC
8 1/2% PFD
02005N-30-8
GMAC CAPITAL TRUST I
PFD STK 8 1/8%
361860-20-8
Total Preferred Stocks
$5,457,782.00
$4,665,016.11
$792,765.89
$431,505.00
7.91%
26.65
80,000.000
2,132,000.00
1,882,773.60
249,226.40
162,480.00
7.62%
23.91
40,000.000
956,400.00
951,600.00
4,800.00
72,520.00
7.58%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
26.27
126,600.000
3,325,782.00
2,782,242.51
543,539.49
269,025.00
8.09%
Concentrated & Other Equity
EFTA01540373
BANK OF AMERICA CORP
110.53
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 32
Consolidated Statement Page 9
44.13
71,000.000
3,133,230.00
3,585,969.22
(452,739.22)
168,625.00
5.38%
114.04
2,000,000.000
2,280,860.00
2,122,916.67
157,943.33
142,500.00
6,332.00
6.16%
2,000,000.000
2,210,640.00
2,081,180.56
129,459.44
162,500.00
20,762.00
7.30%
EFTA01540374
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
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 50028664
N/O Client
SWPBDP-MH-9
Total Concentrated & Other Equity
$13,961,656.29
$13,194,927.57
$97,352.43
$868,625.00
$94,024.00
6.17%
75.55
8,860.000
669,376.29
N/A **
N/A
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
113.35
5,000,000.000
5,667,550.00
5,404,861.12
262,688.88
395,000.00
66,930.00
6.89%
Account W23560001 Page 7 of 32
Consolidated Statement Page 10
EFTA01540375
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Alternative Assets Summary
Beginning
Asset Categories
Real Estate & Infrastructure
Hard Assets
Estimated Value
164,737.50
160,499.10
Alternative Assets Detail
Total Value
$325,236.60
Ending
Estimated Value
0.00
79,346.66
$79,346.66
Change
In Value
(164,737.50)
(81,152.44)
($245,889.94)
Current
Allocation
1%
1%
Price
Quantity
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 79.00
EXPIRING 02/08/2013
100,000 BARRELS
OTCBDP-JQ-W
Total Hard Assets
$79,346.66
$0.00
16.70
(100.000)
(1,670.06)
(327,000.00)
Estimated
Value
EFTA01540376
Cost
810.17
100.000
81,016.72
327,000.00
Account W23560001 Page 8 of 32
Consolidated Statement Page 11
EFTA01540377
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
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
19,010,198.13
1,089,106.76
17,973,354.04
2,383,054.40
2,819,772.34
13,743.82
$43,289,229.49
Ending
Market Value
17,750,169.52
1,290,991.15
20,878,788.69
2,221,464.60
3,181,246.31
(558,390.05)
$44,764,270.22
Current
Period Value
44,764,270.22
46,399,766.89
(1,077,106.62)
1,855,977.01
324,099.00
4.41%
Cash
Cash & Fixed Income as a percentage of your portfolio 66 %
Change
In Value
(1,260,028.61)
201,884.39
2,905,434.65
EFTA01540378
(161,589.80)
361,473.97
(572,133.87)
$1,475,040.73
Current
Allocation
26%
2%
30%
3%
5%
66%
US Fixed Income
Non-US Fixed Income
Non-USD Cash
Complementary Structured
Strategies
Asset Categories
Account W23560001 Page 9 of 32
Consolidated Statement Page 12
EFTA01540379
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
SUMMARY BY MATURITY
1
Cash & Fixed Income
0-6 months
6-12 months,
1-5 years,
5-10 years,
10+ years,
Total Value
1
SUMMARY BY TYPE
Market
Value
19,714,576.98
1,015,480.00
7,151,100.00
6,984,125.00
10,457,378.29
$45,322,660.27
% of Bond
Portfolio
47%
2%
15%
14%
22%
100%
The years indicate the number of years until the bond is scheduled to mature
based on the statement end date. Some bonds may be called, or paid in full,
before their stated maturity.
Cash & Fixed Income
Cash
NON USD Cash
Corporate Bonds
International Bonds
Mortgage and Asset Backed Bonds
Complementary Structure
Total Value
Market
Value
17,750,169.52
1,290,991.15
12,654,320.00
4,020,609.60
6,425,323.69
3,181,246.31
$45,322,660.27
% of Bond
Portfolio
EFTA01540380
45%
2%
26%
8%
13%
6%
100%
Account W23560001 Page 10 of 32
Consolidated Statement Page 13
EFTA01540381
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Cash & Fixed Income Summary
NET FX CONTRACTS EXPOSURE SUMMARY
Value
in Currency
CANADIAN DOLLAR
SWISS FRANC
EURO CURRENCY
JAPANESE YEN
MEXICAN NEW PESO
US DOLLAR
(10,000,000.00)
12,051,000.00
(10,000,000.00)
822,800,000.00
12,900,000.00
(1,011,828.19)
Note:
P indicates position adjusted for Pending Trade Activity.
Cash & Fixed Income Detail
Price
Cash
US DOLLAR
COST OF PENDING PURCHASES
Total Cash
1.00
1.00
19,779,308.00
(2,029,138.48 )
19,779,308.00
(2,029,138.48)
$17,750,169.52
19,779,308.00
(2,029,138.48)
$17,750,169.52
1,977.93
142.79
$0.00
$1,977.93
$142.79
0.01% 1
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
EFTA01540382
Yield
This is the Annual Percentage Yield (APY) which is the rate earned if
balances remain on deposit for a full year with compounding, there is no
change in the interest rate and all interest
is left in the account
0.01%
Account W23560001 Page 11 of 32
Consolidated Statement Page 14
EFTA01540383
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Price
Non-USD Cash
ARGENTINE PESO
CANADIAN DOLLAR
EURO PRINCIPAL CURRENCY
Total Non-USD Cash
0.20
1.00
1.32
919,190.00
0.01
837,388.58
186,978.87
0.01
1,104,012.27
$1,290,991.15
187,896.57
0.01
1,076,801.61
$1,264,698.19
(917.70)
27,210.66
$26,292.96
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
$0.00
0.00%
US Fixed Income
HCA INC
108.50
6 1/2% FEB 15 2016
DTD 2/8/2006
404119-AR-0 B- /B3
AMERICAN AXLE & MFG INC
7 7/8% MAR 1 2017
DTD 2/27/2007
02406P-AF-7 B /B2
NRG ENERGY INC
7 5/8% JAN 15 2018
DTD 07/15/2011
629377-BN-1 BB- /B1
HEADWATERS INC
EFTA01540384
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
104.75
1,000,000.00
1,047,480.00
1,033,500.00
13,980.00
107.00
1,000,000.00
1,070,000.00
1,035,000.00
35,000.00
76,250.00
19,062.00
88,750.00
11,340.00
6.25%
7.91%
110.75
1,000,000.00
1,107,500.00
1,001,500.00
106,000.00
76,250.00
35,159.00
5.17%
102.75
2,500,000.00
2,568,750.00
2,615,625.00
(46,875.00)
196,875.00
65,625.00
7.10%
1,500,000.00
1,627,500.00
1,530,000.00
97,500.00
97,500.00
36,832.50
3.60%
Account W23560001 Page 12 of 32
Consolidated Statement Page 15
EFTA01540385
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Price
US Fixed Income
KINDRED HEALTHCARE INC
8 1/4% JUN 01 2019
DTD 06/01/2011
494580-AB-9 NR /B3
LLOYDS TSB BANK PLC
MTN 9 7/8% DEC 16 2021
DTD 12/16/2011
HELD BY EUROCLEAR
ISIN XS0717735822 SEDOL B7FQXT1
G4715J-9D-3 BBB /BA1
GLOBAL MORTGAGE SECURITIZATION LTD
2004-A CL B3 5.250% 11/25/2032
DTD 11/01/2004
378961-AH-9 BB- /CAA
COUNTRYWIDE HOME LOANS 2003-26 CL B1
5.33684% 08/25/2033 DTD 06/01/2003
12669E-RR-9
IMPAC CMB TRUST SER 2005-2 CL 1M1
VAR RT 04/25/2035 DTD 03/03/2005
45254N-NB-9 CCC /B2
MORTGAGEIT TRUST 2005-2 CL 1M1
VAR RT 05/25/2035 DTD 04/27/2005
61915R-AD-8 BBB /NR
P CHASE MORTGAGE FINANCE CORPORATION
REMIC 2007-A1 CL 2A4 2.99199%
02/25/2037 DTD 02/01/2007
161630-AK-4 CCC /CA
20.64
74.21
2,008,890.08
4,601,070.99
414,614.82
3,414,500.79
1,406,223.05
4,071,947.83
(991,608.23)
(657,447.04)
13,570.05
224.99
137,663.58
11,089.48
28.24%
3.04%
73.62
53.85
1,520,282.70
1,656,462.48
EFTA01540386
1,119,186.51
891,955.35
1,170,617.68
1,159,523.71
(51,431.17)
(267,568.36)
81,134.44
6,760.69
14,174.34
11.23%
13.79%
82.23
711,465.11
585,066.22
572,729.41
12,336.81
37,351.91
622.53
5.87%
119.94
1,500,000.00
1,799,145.00
1,627,500.00
171,645.00
148,125.00
6,171.00
6.83%
98.00
2,000,000.00
1,960,000.00
1,966,250.00
(6,250.00)
165,000.00
13,750.00
8.66%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
Account W23560001 Page 13 of 32
Consolidated Statement Page 16
EFTA01540387
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Price
US Fixed Income
SOUTHERN CAL EDISON
6 1/4% DEC 31 2049
DTD 01/17/2012
842400-FU-2 BBB /BAA
Total US Fixed Income
$20,878,788.69
$22,190,399.18
($1,311,610.49)
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
109.10
3,000,000.00
3,273,090.00
2,999,982.50
273,107.50
187,500.00
78,123.00
$1,320,144.32
$284,760.19
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
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
$2,221,464.60
EFTA01540388
$2,694,500.00
($473,035.40)
$440,854.76
$35,321.52
Account W23560001 Page 14 of 32
Consolidated Statement Page 17
20.15%
7.11
7,500,000.00
533,475.00
1,038,750.00
(505,275.00)
237,652.50
11,062.50
44.52%
2.25
12/27/12
10,000,000.00
225,489.60
318,000.00
(92,510.40)
75,702.26
3,364.02
33.83%
5.66%
6.85%
97.50
1,500,000.00
1,462,500.00
1,337,750.00
124,750.00
127,500.00
20,895.00
9.15%
EFTA01540389
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Price
Complementary Structured Strategies
JPY CALL CAD PUT
FX EUROPEAN STYLE OPTION
OCT 08, 2013 @ 76.9
AT EXP KI @ 69.65
XJPYCA-SJ-Z CAD
JPY PUT CAD CALL
FX EUROPEAN STYLE OPTION
OCT 08, 2013 @ 80.9
XJPYPB-AZ-Z CAD
GS MXN STEP UP NOTE 11/22/13
LNKD TO MXN VS USD
85%BARRIER- 5% ATM CPN-22.9%MXRTRN
11/08/12
38141G-HY-3
JP MORGAN CHASE BANK NA
6.200% 04/16/2015 DTD 04/16/2012
4662A0-40-1
Total Complementary Structured Strategies
99.49
12/14/12
$3,181,246.31
$2,500,000.00
$681,246.31
1,500,000.00
1,492,350.00
1,500,000.00
(7,650.00)
93,000.00
3,874.50
$93,000.00
$3,874.50
6.44%
3.02%
101.55
1,000,000.00
1,015,480.00
1,000,000.00
15,480.00
0.09
809,000,000.00
748,233.15
347,756.17
400,476.98
Quantity
Value
Adjusted Tax Cost
Original Cost
EFTA01540390
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
0.01
(769,000,000.00 )
(74,816.84)
(347,756.17)
272,939.33
Account W23560001 Page 15 of 32
Consolidated Statement Page 18
EFTA01540391
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
CANADIAN DOLLAR
MEXICAN NEW PESO
SWISS FRANC
JAPANESE YEN
US DOLLAR
EURO CURRENCY
Total Foreign Exchange Contracts
Dec. 4 12
Jan. 8 13
Dec. 18 12
Jan. 22 13
Nov. 2 12
Feb. 6 13
CAD
JPY
MXN
USD
CHF
EUR
(10,000,000.00)
822,800,000.00
12,900,000.00
(1,011,828.19)
12,051,000.00
(10,000,000.00)
82.280000
12.749200
1.205100
86.817315
13.014592
1.206286
9,516,631.51
10,041,424.31
991,195.13
1,011,828.19
13,175,417.02
13,188,381.21
$23,683,243.66
$24,241,633.71
(524,792.80)
(20,633.06)
(12,964.19)
($558,390.05)
Currency
Settlement Date Counter Currency
EFTA01540392
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 16 of 32
Consolidated Statement Page 19
EFTA01540393
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
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
5,610,937.78
(4,244,389.35)
$1,366,548.43
$19,779,308.00
* 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
112,490,036.92
(107,609,711.76)
$4,880,325.16
-(987,477.11)
($987,477.11)
1,013,163.27
$1,862,947.40
Period
Value
17,537,289.28
849,784.13
Year-To-Date
Value*
-3,202,810.59
1,075,412.65
29,932,418.19
$34,210,641.43
(11,045,958.93)
(5,083.33)
(29,449,306.12)
($40,500,348.38)
Current
EFTA01540394
Securities
Transferred In/Out
Securities Transferred Out
Period Value
(0.03)
Year-To-Date
Value*
(1,027,912.80)
Current
Cost Adjustments
Cost Adjustments
Total Cost Adjustments
Period Value
$0.00
Year-To-Date
Value*
20,937.50
$20,937.50
Account W23560001 Page 17 of 32
Consolidated Statement Page 20
EFTA01540395
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
12/3
12/3
12/3
12/3
Corporate Interest
Interest Income
Div Domest
Accrued Int Recd
Description
KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD
06/01/2011 (ID: 494580-AB-9)
DEPOSIT SWEEP INTEREST FOR 11/01/12 - 11/30/12
@ .01% RATE ON AVG COLLECTED BALANCE OF
$17,849,336.06 AS OF 12/01/12
GENERAL MOTORS CO CV PFD B @ 0.59375 PER SHARE
(ID: 37045V-20-9)
TO REVERSE ENTRY OF 11/30/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 AS OF 11/30/12
(ID: 576434-EY-6)
12/3
12/3
12/4
12/6
12/11
Accrued Int Recd
Accrued Int Recd
Accrued Int Recd
Corporate Interest
Accrued Int Recd
MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3
5.812343% 06/25/2033 DTD 05/01/2003
(ID: 576434-EY-6)
CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2
5.4204% FEB 25 2035 DTD 02/01/2005
(ID: 172973-P9-4)
ENTRY REVERSED ON 12/28/2012 WELLS FARGO MTGE
SEC 2004-EE CL 81 VAR RT 12/25/2034 DTD
12/01/2004 (ID: 949779-AD-4)
TO REVERSE ENTRY OF 11/16/2012 JP MORGAN CHASE
BANK NA 6.200% 04/16/2015 DTD 04/16/2012 AS OF
11/16/12 (ID: 4662A0-4Q-1)
PRUDENTIAL FINANCIAL INC VAR RT 06/15/2043 DTD
11/19/2012 (ID: 744320-AM-4)
600,000.000
EFTA01540396
0.003
2,062.50
1,500,000.000
0.005
(7,750.00)
2,042,064.189
468.14
1,918,740.679
0.002
3,757.98
1,601,895.680
0.002
3,369.30
71,000.000
1,601,895.680
0.594
0.004
42,156.25
(6,997.77)
Quantity
Cost
2,000,000.000
Per Unit
Amount
0.041
Amount
82,500.00
144.59
Account W23560001 Page 18 of 32
Consolidated Statement Page 21
EFTA01540397
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
12/13
Accrued Int Paid
Description
ENTRY REVERSED ON 01/02/2013 CHASE MORTGAGE
FINANCE CORPORATION REMIC 2007-A1 CL 2A4
2.99199% 02/25/2037 DTD 02/01/2007 @ 88.50 JP
MORGAN SECURITIES LLC (BIDL) TRADE DATE
11/28/12 FACE VALUE 8,180,000.00 AS OF 12/03/12
(ID: 161630-AK-4)
12/17
12/17
12/17
12/18
12/18
12/19
12/19
12/26
Interest Income
Div Domest
Corporate Interest
Foreign Interest
Foreign Interest
FX Fwd Contract
Spot FX
Corporate Interest
REGIONS FINANCIAL CORP PFD 6.375% PERPETUAL @
0.19479 PER SHARE (ID: 7591EP-30-8)
GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DTD
06/12/2012 (ID: 369622-SN-6)
ENTRY REVERSED ON 12/27/2012 JP MORGAN CHASE
BANK NA 6.200% 04/16/2015 DTD 04/16/2012
(ID: 4662A0-4Q-1)
REPUBLIC OF ARGENTINA NOTES DEC 15 2035 DTD
11/01/2005 HELD BY EUROCLEAR ISIN US040114GM64
SEDOL BOS5NQ3 AS OF 12/17/12 (ID: 042993-9S-6)
LLOYDS TSB BANK PLC MTN 9 7/8% DEC 16 2021 DTD
12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822
SEDOL B7FQXT1 AS OF 12/17/12 (ID: G4715J-9D-3)
SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL
USD CONTRACT RATE : 13.063594000 TRADE 11/21/12
VALUE 12/19/12 (ID: OMXNPR-AA-7)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
MXN EXCHANGE RATE 12.732400000 DEAL 12/18/12
VALUE 12/19/12 (ID: OMXNPR-AA-7)
COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684%
08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9)
EFTA01540398
1,537,144.127
0.004
6,852.73
(12,900,000.000 )
(1,013,692.71)
1,013,163.27
12,900,000.000
1,013,692.71
(987,477.11)
1,500,000.000
0.099
148,125.00
7,500,000.000
0.063
469,920.00
25,000.000
2,000,000.000
1,500,000.000
0.195
0.036
0.005
4,869.75
72,437.50
7,750.00
Quantity
Cost
Per Unit
Amount
2,308,259.149
0.00
Amount
(383.68)
Account W23560001 Page 19 of 32
Consolidated Statement Page 22
EFTA01540399
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
12/26
12/26
12/26
12/27
12/28
12/28
12/31
12/31
Corporate Interest
Corporate Interest
Corporate Interest
Corporate Interest
Accrued Int Recd
Accrued Int Recd
Corporate Interest
Foreign Dividend
Total Inflows & Outflows
Description
GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3
5.250% 11/25/2032 DTD 11/01/2004
(ID: 378961-AH-9)
MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT
05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8)
IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9)
TO REVERSE ENTRY OF 12/17/2012 JP MORGAN CHASE
BANK NA 6.200% 04/16/2015 DTD 04/16/2012 AS OF
12/17/12 (ID: 4662A0-4Q-1)
TO REVERSE ENTRY OF 12/04/2012 WELLS FARGO MTGE
SEC 2004-EE CL 81 VAR RT 12/25/2034 DTD
12/01/2004 AS OF 12/04/12 (ID: 949779-AD-4)
ENTRY REVERSED ON 01/02/2013 WELLS FARGO MTGE
SEC 2004-EE CL 81 VAR RT 12/25/2034 DTD
12/01/2004 (ID: 949779-AD-4)
WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT
12/25/2034 DTD 12/01/2004 AS OF 12/26/12
(ID: 949779-AD-4)
ROYAL BANK SCOTLAND GROUP PLC ADR
NON-CUMULATIVE @ 0.453125 PER SHARE
(ID: 780097-71-3)
$875,470.29
40,000.000
0.453
18,125.00
2,042,064.200
0.002
EFTA01540400
4,681.20
2,036,368.211
468.14
2,042,064.189
(468.14)
2,027,728.916
1,660,673.290
1,500,000.000
0.001
0.001
0.005
1,094.13
1,179.77
(7,750.00)
Quantity
Cost
Per Unit
Amount
724,969.830
0.004
Amount
3,171.74
Account W23560001 Page 20 of 32
Consolidated Statement Page 23
EFTA01540401
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
SECURITIES TRANSFERRED IN/OUT
Notes:
Settle Date Selection Method
Securities Transferred Out
12/14
Free Delivery
Description
MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3
5.812343% 06/25/2033 DTD 05/01/2003 DELIVER OFF
FRACTIONAL SHARES TRADE DATE 12/14/12 FACE
VALUE 1.00 CLIENT REF 104269092
(ID: 576434-EY-6)
12/17
Free Delivery
BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6
CL M1 VAR RT 11/25/2034 DTD 10/29/2004 DELIVER
OFF FRACTIONAL SHARES TRADE DATE 12/17/12 FACE
VALUE 1.00 CLIENT REF 104269092
(ID: 073879-LR-7)
Total Securities Transferred Out
($0.03)
(0.020)
0.01
(0.01)
* 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
(0.027)
0.02
Transaction
Market Value *
(0.02)
Account W23560001 Page 21 of 32
Consolidated Statement Page 24
EFTA01540402
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
TRADE ACTIVITY
Note:
S
Trade Date
Settle Date
11/8
12/3
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
TO REVERSE ENTRY OF 11/30/2012 MASTR
ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343%
06/25/2033 DTD 05/01/2003 @ 72.00 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 3,412,000.00
AS OF 11/30/12 (ID: 576434-EY-6)
11/8
12/3
Sale
FIFO
TO REVERSE ENTRY OF 11/28/2012 CITICORP
MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204%
FEB 25 2035 DTD 02/01/2005 @ 87.50 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 3,364,000.00
AS OF 11/28/12 (ID: 172973-P9-4)
11/8
12/3
11/8
12/3
11/29
12/4
11/29
12/4
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3
5.812343% 06/25/2033 DTD 05/01/2003 @ 72.00 JP
MORGAN SECURITIES LLC (BIDL) FACE VALUE
EFTA01540403
3,412,000.00 (ID: 576434-EY-6)
CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2
5.4204% FEB 25 2035 DTD 02/01/2005 @ 87.50 JP
MORGAN SECURITIES LLC (BIDL) FACE VALUE
3,364,000.00 (ID: 172973-P9-4)
EQUITY RESIDENTIAL S/B/I @ 55.68 111,360.00
BROKERAGE 100.00 TAX &/OR SEC 2.50 J.P. MORGAN
SECURITIES LLC (ID: 29476L-10-7)
ENTRY REVERSED ON 12/28/2012 WELLS FARGO MTGE
SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD
12/01/2004 @ 80.00 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,275,000.00 (ID: 949779-AD-4)
(2,042,064.189 )
80.00
1,633,651.35
(1,485,601.70)
148,049.65 S*
(2,000.000)
55.629
111,257.50
(109,500.00)
1,757.50 S*
(1,918,740.679 )
87.50
1,678,898.10
(1,592,554.76)
86,343.34 S*
(1,601,895.680 )
72.00
1,153,364.89
(977,156.36)
176,208.53 S*
1,918,740.679
89.12
(1,709,974.81)
1,592,554.76
(117,420.05) S*
Quantity
1,601,895.680
Per Unit
Amount
72.00
Proceeds
(1,153,364.89)
Tax Cost
977,156.36
Realized
Gain/Loss
(176,208.53) S*
Account W23560001 Page 22 of 32
Consolidated Statement Page 25
EFTA01540404
EFTA01540405
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Trade Date
Settle Date
11/29
12/5
12/5
12/11
12/6
12/11
12/6
12/11
12/7
12/12
12/7
12/12
12/12
12/12
12/12
12/12
12/5
12/13
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Expired Option
FIFO
Expired Option
FIFO
Sale
FIFO
AVALONBAY COMMUNITIES INC @ 133.0048 166,256.00
BROKERAGE 100.00 TAX &/OR SEC 3.73 J.P. MORGAN
SECURITIES LLC (ID: 053484-10-1)
ATLAS PIPELINE PARTNERS L P UNIT OF LIMITED
PARTNERSHIP INT @ 30.88 108,080.00 BROKERAGE
140.00 TAX &/OR SEC 2.43 J.P. MORGAN SECURITIES
LLC (ID: 049392-10-3)
PRUDENTIAL FINANCIAL INC VAR RT 06/15/2043 DTD
EFTA01540406
11/19/2012 @ 100.25 JP MORGAN SECURITIES LLC
(BIDL) (ID: 744320-AM-4)
KAR AUCTION SERVICES INC @ 17.78666 26,679.99
BROKERAGE 100.00 TAX 64/OR SEC .60 J.P. MORGAN
SECURITIES LLC (ID: 48238T-10-9)
QR ENERGY LP @ 15.90 39,750.00 BROKERAGE 100.00
TAX &/OR SEC .90 J.P. MORGAN SECURITIES LLC
(ID: 74734R-10-8)
VANTIV INC - CL A @ 20.9125 104,562.50
BROKERAGE 200.00 TAX &/OR SEC 2.35 J.P. MORGAN
SECURITIES LLC (ID: 92210H-10-5)
BRT CALL OPTION USD PUT OPTION STRIKE 119.00
EXPIRING 12/11/2012 100,000 BARRELS EXPIRATION
OF PURCHASED OTC CALL (ID: OTCBDC-NB-M)
BRT PUT OPTION USD CALL OPTION STRIKE 79.50
EXPIRING 12/11/2012 100,000 BARRELS EXPIRATION
OF WRITTEN OTC PUT (ID: OTCBDP-JQ-V)
WHITEHORSE FINANCE LLC @ 13.90212 71,943.47
BROKERAGE 207.00 TAX &/OR SEC 1.62 J.P. MORGAN
SECURITIES LLC (ID: 96524V-10-6)
(5,175.000)
13.862
71,734.85
(77,625.00)
(5,890.15) S
100.000
233,000.00
233,000.00 S
(100.000)
(233,000.00)
(233,000.00) S
(5,000.000)
20.872
104,360.15
(100,500.00)
3,860.15 S
(2,500.000)
15.86
39,649.10
(40,600.00)
(950.90) S
(1,500.000)
17.72
26,579.39
(26,250.00)
329.39 S
(600,000.000)
100.25
601,500.00
(599,964.00)
1,536.00 S
EFTA01540407
(3,500.000)
30.839
107,937.57
(108,500.00)
(562.43) S
Quantity
(1,250.000)
Per Unit
Amount
132.922
Proceeds
166,152.27
Tax Cost
(162,500.00)
Realized
Gain/Loss
3,652.27 S*
Account W23560001 Page 23 of 32
Consolidated Statement Page 26
EFTA01540408
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Trade Date
Settle Date
12/11
12/14
12/11
12/14
12/11
12/14
12/12
12/17
12/12
12/17
12/13
12/18
12/13
12/18
12/13
12/18
12/14
12/20
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
AMERICAN INTERNATIONAL GROUP INC NEW @ 34.4999
698,622.98 BROKERAGE 810.00 TAX &/OR SEC 15.65
J.P. MORGAN SECURITIES LLC (ID: 026874-78-4)
HERTZ GLOBAL HOLDINGS INC @ 15.65791 93,947.46
BROKERAGE 240.00 TAX &/OR SEC 2.11 J.P. MORGAN
SECURITIES LLC (ID: 42805T-10-5)
REGIONS FINANCIAL CORP PFD 6.375% PERPETUAL @
24.73932 618,483.00 BROKERAGE 1,000.00 TAX &/OR
EFTA01540409
SEC 13.86 J.P. MORGAN SECURITIES LLC
(ID: 7591EP-30-8)
CITY NATIONAL CORP PFD 5.5% @ 24.40525
488,105.00 BROKERAGE 800.00 TAX &/OR SEC 10.94
J.P. MORGAN SECURITIES LLC (ID: 17800X-20-2)
SPECTRA ENERGY CORPORATION @ 27.23 108,920.00
BROKERAGE 160.00 TAX &/OR SEC 2.44 J.P. MORGAN
SECURITIES LLC (ID: 847560-10-9)
GRAPHIC PACKAGING HOLDING COMPANY @ 6.20
6,200.00 BROKERAGE 100.00 TAX &/OR SEC .14 J.P.
MORGAN SECURITIES LLC (ID: 388689-10-1)
INFINITY PHARMACEUTICALS INC @ 28.033 28,033.00
BROKERAGE 100.00 TAX &/OR SEC .63 J.P. MORGAN
SECURITIES LLC (ID: 45665G-30-3)
WILLIAMS COMPANIES INC @ 31.45014 31,450.14
BROKERAGE 100.00 TAX &/OR SEC .71 J.P. MORGAN
SECURITIES LLC (ID: 969457-10-0)
SILVER BAY REALTY TRUST CORP @ 18.75 28,125.00
BROKERAGE 60.00 TAX &/OR SEC .63 J.P. MORGAN
SECURITIES LLC (ID: 82735Q-10-2)
(1,500.000)
18.71
28,064.37
(27,750.00)
314.37 S
(1,000.000)
31.349
31,349.43
(31,000.00)
349.43 S
(1,000.000)
27.932
27,932.37
(26,330.00)
1,602.37 S
(1,000.000)
6.10
6,099.86
(6,100.00)
(0.14) S
(4,000.000)
27.189
108,757.56
(107,000.00)
1,757.56 S
(20,000.000)
24.365
487,294.06
(500,000.00)
(12,705.94) S
(25,000.000)
EFTA01540410
24.699
617,469.14
(625,000.00)
(7,530.86) S
(6,000.000)
15.618
93,705.35
(94,800.00)
(1,094.65) S
Quantity
(20,250.000)
Per Unit
Amount
34.459
Proceeds
697,797.33
Tax Cost
(658,125.00)
Realized
Gain/Loss
39,672.33 S
Account W23560001 Page 24 of 32
Consolidated Statement Page 27
EFTA01540411
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
12/26
12/26
12/26
12/26
12/26
12/26
12/26
12/26
12/20
12/26
11/29
12/28
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 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3
Pro Rata
5.250% 11/25/2032 DTD 11/01/2004 PAYMENT A/C
PRINCIPAL (ID: 378961-AH-9)
Principal Payment MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT
Pro Rata
(18,838.840)
05/25/2035 DTD 04/27/2005 PAYMENT A/C PRINCIPAL
(ID: 61915R-AD-8)
Principal Payment IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
Pro Rata
Sale
FIFO
Sale
FIFO
ENTERGY ARKANSAS INC PFD 4.9% @ 24.905
622,625.00 BROKERAGE 1,000.00 TAX &/OR SEC
13.95 J.P. MORGAN SECURITIES LLC
(ID: 29364D-76-1)
TO REVERSE ENTRY OF 12/04/2012 WELLS FARGO MTGE 2,042,064.189
SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD
12/01/2004 @ 80.00 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,275,000.00 AS OF 12/04/12
(ID: 949779-AD-4)
11/29
12/28
12/31
12/31
EFTA01540412
Sale
FIFO
ENTRY REVERSED ON 01/02/2013 WELLS FARGO MTGE
SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD
12/01/2004 @ 80.00 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 3,275,000.00 (ID: 949779-AD-4)
Principal Payment WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT
Pro Rata
Total Settled Sales/Maturities/Redemptions
(5,695.989)
12/25/2034 DTD 12/01/2004 PAYMENT A/C PRINCIPAL
AS OF 12/26/12 (ID: 949779-AD-4)
$5,610,937.78
Account W23560001 Page 25 of 32
($5,452,135.07)
$158,802.71 S
Consolidated Statement Page 28
100.00
5,695.99
(4,143.83)
1,552.16 S
(2,036,368.211 )
80.224
1,633,651.35
(1,481,457.88)
152,193.47 S*
80.00
(1,633,651.35)
1,485,601.70
(148,049.65) S*
(4,210.810)
04/25/2035 DTD 03/03/2005 PAYMENT A/C PRINCIPAL
(ID: 45254N-NB-9)
(25,000.000)
24.864
621,611.05
(625,000.00)
(3,388.95) S
100.00
4,210.81
(2,947.57)
1,263.24 S
100.00
18,838.84
(13,187.19)
5,651.65 S
(13,504.720)
100.00
13,504.72
(10,871.30)
2,633.42 S
EFTA01540413
Quantity
(16,861.430)
Per Unit
Amount
100.00
Proceeds
16,861.43
Tax Cost
(12,983.30)
Realized
Gain/Loss
3,878.13 S
EFTA01540414
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Trade Date
Settle Date
Type
Settled Securities Purchased
11/28
Purchase
12/4
11/29
12/5
12/4
12/10
12/6
12/11
12/5
12/12
12/7
12/12
12/7
12/12
11/28
12/13
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
EQUITY RESIDENTIAL S/B/I @ 54.75 J.P. MORGAN
SECURITIES LLC (ID: 29476L-10-7)
AVALONBAY COMMUNITIES INC @ 130.00 J.P. MORGAN
SECURITIES LLC (ID: 053484-10-1)
ATLAS PIPELINE PARTNERS L P UNIT OF LIMITED
PARTNERSHIP INT @ 31.00 J.P. MORGAN SECURITIES
LLC (ID: 049392-10-3)
KAR AUCTION SERVICES INC @ 17.50 J.P. MORGAN
SECURITIES LLC (ID: 48238T-10-9)
WHITEHORSE FINANCE LLC @ 15.00 J.P. MORGAN
SECURITIES LLC (ID: 96524V-10-6)
QR ENERGY LP @ 16.24 J.P. MORGAN SECURITIES LLC
(ID: 74734R-10-8)
VANTIV INC - CL A @ 20.10 J.P. MORGAN
SECURITIES LLC (ID: 92210H-10-5)
ENTRY REVERSED ON 01/02/2013 CHASE MORTGAGE
FINANCE CORPORATION REMIC 2007-A1 CL 2A4
2.99199% 02/25/2037 DTD 02/01/2007 @ 88.50 JP
MORGAN SECURITIES LLC (BIDL) FACE VALUE
8,180,000.00 AS OF 12/03/12 (ID: 161630-AK-4)
EFTA01540415
12/6
12/13
12/11
12/14
12/11
12/14
12/11
12/17
Purchase
Purchase
Purchase
Purchase
ENTERGY ARKANSAS INC PFD 4.9% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 29364D-76-1)
AMERICAN INTERNATIONAL GROUP INC NEW @ 32.50
J.P. MORGAN SECURITIES LLC (ID: 026874-78-4)
HERTZ GLOBAL HOLDINGS INC @ 15.80 J.P. MORGAN
SECURITIES LLC (ID: 42805T-10-5)
SPECTRA ENERGY CORPORATION @ 26.75 J.P. MORGAN
SECURITIES LLC (ID: 847560-10-9)
25,000.000
20,250.000
6,000.000
4,000.000
25.00
32.50
15.80
26.75
Account W23560001 Page 26 of 32
(625,000.00)
(658,125.00)
(94,800.00)
(107,000.00)
Consolidated Statement Page 29
1,500.000
5,175.000
2,500.000
5,000.000
2,308,259.149
17.50
15.00
16.24
20.10
88.50
(26,250.00)
(77,625.00)
(40,600.00)
(100,500.00)
(2,042,809.35) *
Quantity
2,000.000
EFTA01540416
1,250.000
3,500.000
Per Unit
Amount
54.75
130.00
31.00
Market Cost
(109,500.00)
(162,500.00)
(108,500.00)
*
*
EFTA01540417
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Trade Date
Settle Date
Type
Settled Securities Purchased
12/13
Purchase
12/18
12/13
12/18
12/13
12/18
12/14
12/19
Total Settled Securities Purchased
Trade Date
Est. Settle Date Type
Pending Securities Purchased
11/28
Purchase
12/3
Description
CHASE MORTGAGE FINANCE CORPORATION REMIC
2007-A1 CL 2A4 2.99199% 02/25/2037 DTD
02/01/2007 (ID: 161630-AK-4)
Quantity
2,292,811.840
Per Unit
Amount
88.50
Purchase
Purchase
Purchase
Description
GRAPHIC PACKAGING HOLDING COMPANY @ 6.10 J.P.
MORGAN SECURITIES LLC (ID: 388689-10-1)
INFINITY PHARMACEUTICALS INC @ 26.33 J.P.
MORGAN SECURITIES LLC (ID: 45665G-30-3)
WILLIAMS COMPANIES INC @ 31.00 J.P. MORGAN
SECURITIES LLC (ID: 969457-10-0)
SILVER BAY REALTY TRUST CORP @ 18.50 J.P.
MORGAN SECURITIES LLC (ID: 82735Q-10-2)
Quantity
1,000.000
1,000.000
1,000.000
1,500.000
Per Unit
Amount
6.10
EFTA01540418
26.33
31.00
18.50
Market Cost
(6,100.00)
(26,330.00)
(31,000.00)
(27,750.00)
($4,244,389.35)
Market Cost
(2,029,138.48)
Account W23560001 Page 27 of 32
Consolidated Statement Page 30
EFTA01540419
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Portfolio Activity Summary - Argentine Peso
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Income
OUTFLOWS **
Total Outflows
Foreign Exchange - Outflows
$0.00
Ending Cash Balance
* 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
-Period
Value
-187,896.57
$187,896.57
Year-To-Date
Value*
-187,896.57
$187,896.57
(136,626.89)
($136,626.89)
-Local
Value
Current
Period Value
0.00
919,190.00
919,190.00
Year-To-Date
Value*
-919,190.00
919,190.00
0.00
919,190.00
(595,420.00)
(595,420.00)
-Account
W23560001 Page 28 of 32
Consolidated Statement Page 31
EFTA01540420
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Portfolio Activity Detail - Argentine Peso
INFLOWS & OUTFLOWS
Per Unit
Type
Settle Date Selection Method
12/19
Foreign Interest
Description
REPUBLIC OF ARGENTINA - ARS FLOATING RATE NOTE
DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR
ISIN ARARGEO3E147 SEDOL B1MYWX3 AS OF 12/17/12
(ID: EC0698-9B-7)
Quantity
10,000,000.000
Amount USD
Local Value
0.019
0.092
Amount USD
Local Value
187,896.57
919,190.00
Currency
Gain/Loss USD
Account W23560001 Page 29 of 32
Consolidated Statement Page 32
EFTA01540421
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Portfolio Activity Summary - Mexican New Peso
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS **
Total Outflows
Period Value
-1,013,692.71
$1,013,692.71
Foreign
Exchange - Outflows
Ending Cash Balance
* 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
(1,013,163.27)
($1,013,163.27)
-Year-To-Date
Value*
-6,943,472.82
$6,943,472.82
(6,896,483.27)
($6,896,483.27)
-Local
Value
Current
Period Value
0.00
12,900,000.00
12,900,000.00
(12,900,000.00)
(12,900,000.00)
0.00
Year-To-Date
Value*
-90,300,000.00
90,300,000.00
(90,300,000.00)
(90,300,000.00)
-Account
W23560001 Page 30 of 32
Consolidated Statement Page 33
EFTA01540422
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Portfolio Activity Detail - Mexican New Peso
INFLOWS & OUTFLOWS
Per Unit
Type
Settle Date Selection Method
12/19
12/19
FX Fwd Contract
Spot FX
Total Inflows & Outflows
Description
SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL
USD CONTRACT RATE : 13.063594000 TRADE 11/21/12
VALUE 12/19/12 (ID: OMXNPR-AA-7)
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
MXN EXCHANGE RATE 12.732400000 DEAL 12/18/12
VALUE 12/19/12 (ID: OMXNPR-AA-7)
$529.44
$25,686.16
1,013,163.270
(1,013,163.27)
(12,900,000.00)
(529.44)
Quantity
(987,477.110)
Amount USD
Local Value
Amount USD
Local Value
1,013,692.71
12,900,000.00
Currency
Gain/Loss USD
26,215.60
Account W23560001 Page 31 of 32
Consolidated Statement Page 34
EFTA01540423
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 12/1/12 to 12/31/12
Settled Foreign Exchange Contracts
Currency
Trade Date
Settle Date Counter Currency
Speculative
MEXICAN NEW PESO
U S DOLLAR
MEXICAN NEW PESO
U S DOLLAR
Nov. 21 12
Dec. 19 12
Dec. 18 12
Dec. 19 12
MXN
USD
12,900,000.00
(987,477.11)
MXN (12,900,000.00)
USD
1,013,163.27
13.063594
12.732400
12.725750
12.725750
(987,477.11)
1,013,163.27
1,013,692.71
(1,013,692.71)
26,215.60
(529.44)
Amount
Counter Amount Contract Rate Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Account W23560001 Page 32 of 32
Consolidated Statement Page 35
EFTA01540424
J.P. Morgan Securities LLC
FINANCIAL TRUST COMPANY INC
383 Madison Avenue, New York, NY 10179
ACCT. 24200686
For the Period 12/1/12 to 12/31/12
Margin 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
Transactions cleared and carried through J.P. Morgan Clearing Corp. Three
Chase Metrotech Center, Brooklyn, NY 11245-0001,
(347) 643-2578
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
Cash & Fixed Income
Portfolio Activity
Page
2
4
5
7
Account 24200686 Page 1 of 8
Consolidated Statement Page 36
EFTA01540425
FINANCIAL TRUST COMPANY INC
Account Summary
MARGIN
Cash
Asset Allocation
Equity
Cash & Fixed Income
Market Value
Market Value
0.00
0.00
$0.00
Margin
Market Value
0.00
303,979.06
$303,979.06
Current
Portfolio Activity
Beginning Market Value
Withdrawals & Fees
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Period Value
304,267.64
(26.95)
($26.95)
(707.94)
$303,532.75
Short
Market Value
(20,761.11)
20,314.80
($446.31)
Year-to-Date
Value
299,802.94
(283.18)
($283.18)
(1,004.96)
5,017.95
$303,532.75
Total
(20,761.11)
324,293.86
Estimated
Current
Market Value Annual Income Allocation
(2,550.12)
EFTA01540426
$303,532.75
($2,550.12)
100%
100%
ACCT. 24200686
For the Period 12/1/12 to 12/31/12
Account 24200686 Page 2 of 8
Consolidated Statement Page 37
EFTA01540427
FINANCIAL TRUST COMPANY INC
Account Summary
Tax Summary
Foreign Dividends
Taxable Income
CONTINUED
Current
Period Value
Year-to
ℹ️ Document Details
SHA-256
ddc433b5147341bee1ad13a7d349fa6a2d3e94b1c192f03a68b0bdf30eb37418
Bates Number
EFTA01540355
Dataset
DataSet-10
Document Type
document
Pages
89
Comments 0