EFTA01540660.pdf
dataset_10 PDF 3.0 MB • Feb 4, 2026 • 93 pages
FINANCIAL TRUST COMPANY INC
6100 RED HOOK QUARTER STE B-3
ST THOMAS 00802
VIRGIN ISLANDS, U.S.
EFTA01540660
EFTA01540661
For the Period 3/1/13 to 3/31/13
Account Summary
Account
Number
Investment Account(s)
FINANCIAL TRUST COMPANY INC
FINANCIAL TRUST COMPANY INC
Total Value
W23560001,
242006862
Beginning Net
Market Value
69,261,931.64
300,900.74
$69,562,832.38
Ending Net
Market Value
5,846,753.51
300,126.67
$6,146,880.18
This account summary is provided for informational purposes and includes
assets at different entities.
(1) Assets held at JPMorgan Chase Bank, N.A., member Federal Deposit
Insurance Corporation ("FDIC"), except for exchangelisted
options, which are held at 3PMorgan Clearing Corporation ("JPMCC"). The
Asset Account Statement reflects brokerage
transactions executed through J.P. Morgan Securities LLC ("JPMS"), see
"Portfolio Activity Detail". Equity securities, fixed income
securities, and listed options transactions are generally cleared through
JPMCC, a wholly owned subsidiary of JPMS. Please see
"Additional Information About Your Accounts" at the end of the Asset Account
Statement.
(2) Assets held in Margin Account at JPMCC, member Financial Regulatory
Authority ("FINRA") and Securities Insurance Protection
Corporation ("SIPC"). The Margin Account Statement reflects brokerage
transactions executed by JPMS, see "Portfolio Activity
Detail". Such transactions are cleared and carried through JPMCC.
Please see disclosures located at the end of this statement package for
important information relating to each 3.P.Morgan account(s).
Change
In Value
(63,415,178.13)
(774.07)
($63,415,952.20 )
Start on
Page
4
40
Client News
J.P. Morgan Securities LLC's (JPMS LLC) and
J.P. Morgan Clearing Corp.'s (JPMCC) Net Capital
EFTA01540662
and Net Capital Requirements
At December 31, 2012, JPMS LLC's net capital of $13.5
billion exceeded the minimum regulatory net capital
requirement of $1.5 billion by $12.0 billion. JPMCC's net
capital of $6.6 billion was approximately 8.3% of
aggregate debit items and exceeded the minimum
regulatory net capital requirement of $1.6 billion by $5.0
billion.
Complete copies of JPMS LLC's and JPMCC's individual
audited Statement of Financial Condition may be
obtained, at no cost, by accessing:
http://investor.shareholder.com/jpmorganchase/financialcondition.cfm
Additionally,
you may call 1-866-576-1300 to request a
hard copy of the statement.
0000015277.15.0.15.00002.FINAN48.20130402
Consolidated Statement Page 1
EFTA01540663
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01540664
For the Period 3/1/13 to 3/31/13
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
29,054,115.22
39,856,755.19
$68,910,870.41
651,961.97
$69,562,832.38
Ending
Market Value
964,248.20
5,170,493.73
$6,134,741.93
12,138.25
$6,146,880.18
Change
In Value
(28,089,867.02)
(34,686,261.46)
($62,776,128.48 )
(639,823.72)
($63,415,952.20 )
Estimated
Current
Annual Income Allocation
(1,245.05)
($1,245.05)
16%
84%
100%
Equity
Cash &
Fixed Income
Asset Allocation
Current
Portfolio Activity
Beginning Market Value
Net Contributions/Withdrawals
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
EFTA01540665
Period Value
68,910,870.41
(63,342,969.29)
468,988.69
97,852.12
$6,134,741.93
12,138.25
$6,146,880.18
Year-to-Date
Value
67,614,874.37
(63,353,775.10)
(755,962.96)
2,629,605.62
$6,134,741.93
12,138.25
$6,146,880.18
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
EFTA01540666
For the Period 3/1/13 to 3/31/13
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
($755,962.96)
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Account
Number
W23560001
24200686
Beginning
Market Value
67,311,341.62
303,532.75
$67,614,874.37
Taxable
Income
(755,962.96)
Net Contributions/
Withdrawals
(63,353,708.40)
(66.70)
($63,353,775.10 )
Tax-Exempt
Income
Other Income
& Receipts
Income &
Distributions
(755,962.96)
($755,962.96)
Short-term
449,514.29
(3,308.60)
$446,205.69
$79,375.00
Change in
Investment Value
2,632,945.00
EFTA01540667
(3,339.38)
$2,629,605.62
Realized Gain/Loss
Long-term
79,375.00
Ending Market Value
with Accruals
5,846,753.51
300,126.67
$6,146,880.18
Unrealized
Gain/Loss,
1,437,667.72
9,775.83
$1,447,443.55
CONTINUED
Consolidated Statement Page 3
EFTA01540668
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Asset Account
J.P. Morgan Team
Justin Nelson
Paul Barrett
Janet Young
Gina Magliocco
Jason Grosse
Online access
Banker
Investment Specialist
Client Service Team
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
Cash & Fixed Income
Portfolio Activity
Page
2
4
7
12
Account W23560001 Page 1 of 36
Consolidated Statement Page 4
EFTA01540669
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Account Summary
Asset Allocation
Equity
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
29,074,153.00
39,535,816.67
$68,609,969.67
651,961.97
$69,261,931.64
Ending
Market Value
985,040.09
4,849,575.17
$5,834,615.26
12,138.25
$5,846,753.51
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
(15,344,666.27)
(47,998,283.06)
($63,342,949.33 )
468,988.69
98,606.23
$5,834,615.26
12,138.25
$5,846,753.51
Period Value
68,609,969.67
Change
In Value
(28,089,112.91)
(34,686,241.50)
($62,775,354.41 )
(639,823.72)
EFTA01540670
($63,415,178.13 )
Year-to-Date
Value
67,311,341.62
86,715.92
(15,369,326.54)
(48,071,097.78)
($63,353,708.40 )
(755,962.96)
2,632,945.00
$5,834,615.26
12,138.25
$5,846,753.51
Estimated
Current
Annual Income Allocation
17%
83%
$0.00
100%
Equity
Cash &
Fixed Income
Asset Allocation
Account W23560001 Page 2 of 36
Consolidated Statement Page 5
EFTA01540671
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Account Summary
Tax Summary
Domestic Dividends/Distributions
Foreign Dividends
Currency Gain/Loss
Interest Income
Accrued Interest Current Year
Taxable Income
CONTINUED
Current
Period Value
42,156.25
54,375.00
250,579.65
121,877.79
$468,988.69
Year-to-Date
Value
203,162.50
54,375.00
(1,312,629.51)
366,509.78
(67,380.73)
($755,962.96)
Unrealized Gain/Loss
ST Realized Gain/Loss
LT Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
9,750.04
(40,625.00)
($30,874.96)
Year-to-Date
Value
449,514.29
79,375.00
$528,889.29
To-Date Value
$1,437,667.72
Cost Summary
Equity
Cash & Fixed Income
Total
3,500,000.00
Cost
1,000,000.00
$4,500,000.00
Account W23560001 Page 3 of 36
EFTA01540672
Consolidated Statement Page 6
EFTA01540673
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Equity Summary
Asset Categories
US Large Cap Equity
US Mid 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
Accrued Dividends
Beginning
Market Value
1,588,088.35
142,205.00
512,000.00
3,002,400.00
9,423,320.00
14,406,139.65
$29,074,153.00
Ending
Market Value
0.00
0.00
0.00
0.00
0.00
985,040.09
$985,040.09
Current
Period Value
985,040.09
1,000,000.00
43,750.00
8,170.00
Change
In Value
(1,588,088.35)
(142,205.00)
(512,000.00)
(3,002,400.00)
(9,423,320.00)
(13,421,099.56)
($28,089,112.91 )
Current
Allocation
EFTA01540674
17%
17%
Account W23560001 Page 4 of 36
Consolidated Statement Page 7
EFTA01540675
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
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
Preferred Stocks
GENL GROWTH PROPERTIES
PFD 6 3/8%
370023-20-2 GGP
VORNADO REALTY TRUST
PFD 5.4%
929042-84-4 VNO
Total Preferred Stocks
$0.00
$0.00
$0.00
$0.00
$8,170.00
Concentrated & Other Equity
LONG TOTAL RETURN SWAP
2,017,023.30 USD NOTIONAL
SPDR S&P 500
MAT FEB 05 2014 DEAL 50038481
N/O Client
SWPBDR-SE-6
LONG TOTAL RETURN SWAP
1,999,999.368942 USD NOTIONAL
KOSPTREQ INDEX
MAT MAR 20 2014 DEAL 30140386
N/O Client
SWPBDR-UH-6
888,972.000
1,598.82
N/A **
N/A
0.00%
0.00
6,682.50
0.00
1,487.50
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
EFTA01540676
Est. Annual Inc.
Accrued Div.
Yield
13.61
4,430.000
(60,308.73)
N/A **
N/A
Account W23560001 Page 5 of 36
Consolidated Statement Page 8
EFTA01540677
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Price
Concentrated & Other Equity
MS MARKET PLUS MRK 08/20/14
80% EKO BARRIER- 3.55%CPN
,UNCAPPED
INITIAL LEVEL-02/14/13 MRK:41.19
61761J -DA-4
Total Concentrated & Other Equity
$985,040.09
$1,000,000.00
$43,750.00
$0.00
0.00%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
104.38
1,000,000.000
1,043,750.00
1,000,000.00
43,750.00
Account W23560001 Page 6 of 36
Consolidated Statement Page 9
EFTA01540678
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
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
Accrued Interest
SUMMARY BY MATURITY
1
Cash & Fixed Income
0-6 months
6-12 months,
1-5 years,
Total Value
1
Market Value
9,145,872.20
1,094,759.13
21,363,375.26
2,904,728.18
4,530,157.36
496,924.54
$39,535,816.67
Ending
Market Value
0.00
0.00
0.00
0.00
4,893,917.72
(44,342.55)
$4,849,575.17
Current
Period Value
4,849,575.17
3,500,000.00
1,393,917.72
3,968.25
SUMMARY BY TYPE
Market
Value
EFTA01540679
1,226,637.72
2,091,680.00
1,575,600.00
$4,893,917.72
% of Bond
Portfolio
24%
44%
32%
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.
Account W23560001 Page 7 of 36
Consolidated Statement Page 10
Cash & Fixed Income
Complementary Structure
Market
Value
4,893,917.72
% of Bond
Portfolio
100%
Change
In Value
(9,145,872.20)
(1,094,759.13)
(21,363,375.26)
(2,904,728.18)
363,760.36
(541,267.09)
($34,686,241.50 )
Current
Allocation
83%
83%
EFTA01540680
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Cash & Fixed Income Summary
NET FX CONTRACTS EXPOSURE SUMMARY
Value
in Currency
CANADIAN DOLLAR
SWISS FRANC
EURO CURRENCY
JAPANESE YEN
SOUTH KOREAN WON
US DOLLAR
(10,000,000.00)
6,190,500.00
(5,000,000.00)
925,220,000.00
(5,581,750,000.00 )
4,821,222.66
Note:
1
This is the Annual Percentage Yield (APY) which is the rate earned if
balances remain on deposit for a full year with compounding, there is no
change in the interest rate and all interest
is left in the account.
Unrealized Gain/Loss is shown as "N/A" in cases where we do not have
appropriate cost information for all tax lots comprising the position.
Please contact your J.P. Morgan team for additional
information.
**
Cash & Fixed Income Detail
Price
Cash
US DOLLAR
1.00
0.00
93.75
0.01% 1
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
Account W23560001 Page 8 of 36
Consolidated Statement Page 11
EFTA01540681
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Price
US Fixed Income
WELLS FARGO MTGE SEC 2004-EE CL B1
VAR RT 12/25/2034 DTD 12/01/2004
949779-AD-4 CCC /NR
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
HSBC REN CNH 01/24/14
LNKED TO CNH VS USD
SXLEV- 500%MAXRTRN
01/09/13 INITIAL STRIKE:6.1995
40432X-7D-7
98.37
1,000,000.00
983,700.00
1,000,000.00
(16,300.00)
110.80
1,000,000.00
1,107,980.00
1,000,000.00
107,980.00
0.15
809,000,000.00
1,247,308.40
347,756.17
899,552.23
82.96
0.00
N/A **
N/A
7.81%
Quantity
Value
Adjusted Tax Cost
Original Cost
EFTA01540682
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
(769,000,000.00 )
(20,670.68)
(347,756.17)
327,085.49
Account W23560001 Page 9 of 36
Consolidated Statement Page 12
EFTA01540683
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Price
Complementary Structured Strategies
JPM 3YR NC CLN TO MTOR 04/16/15
INITIAL RATE 6.20% CPN
DD 04/16/12
4662A0-40-1
Total Complementary Structured Strategies
$4,893,917.72
$3,500,000.00
$1,393,917.72
$0.00
$3,874.50
0.00%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
105.04
1,500,000.00
1,575,600.00
1,500,000.00
75,600.00
3,874.50
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
CANADIAN DOLLAR
CANADIAN DOLLAR
CANADIAN DOLLAR
JAPANESE YEN
SOUTH KOREAN WON
JAPANESE YEN
JAPANESE YEN
JAPANESE YEN
US DOLLAR
US DOLLAR
Mar. 28 13
Apr. 8 13
Mar. 6 13
Apr. 8 13
Mar. 28 13
May. 1 13
Mar. 28 13
EFTA01540684
Apr. 8 13
Mar. 14 13
Jun. 18 13
CAD
JPY
CAD
JPY
CAD
JPY
JPY
USD
10,000,000.00
(926,122,000.00 )
(10,000,000.00)
909,300,000.00
(10,000,000.00)
925,220,000.00
16,822,000.00
(178,777.34)
KRW (5,581,750,000.00 )
USD
5,000,000.00
1116.350000
1118.581996
92.612200
90.930000
92.522000
94.094700
92.523197
92.523197
92.463214
94.015102
9,841,312.21
9,850,779.07
9,671,850.37
9,841,312.21
9,842,672.62
9,836,418.89
178,928.70
178,777.34
5,000,000.00
4,990,023.10
(9,466.86)
(169,461.84)
6,253.73
151.36
9,976.90
Currency
Settlement Date Counter Currency
Amount
Counter Amount
EFTA01540685
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Account W23560001 Page 10 of 36
Consolidated Statement Page 13
EFTA01540686
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
SWISS FRANC
EURO CURRENCY
Total Foreign Exchange Contracts
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Feb. 1 13
May. 6 13
CHF
EUR
6,190,500.00
(5,000,000.00)
1.238100
1.215723
6,540,274.00
6,422,069.84
$41,075,037.90
$41,119,380.45
118,204.16
($44,342.55)
Account W23560001 Page 11 of 36
Consolidated Statement Page 14
EFTA01540687
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
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
* 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
6,946,194.08
(2,494,497.50)
$4,451,696.58
$0.00
16,629,199.15
(20,630,215.17)
($4,001,016.02)
-250,579.65
$468,988.69
(14,209,298.51)
($14,209,298.51)
Period
Value
9,288,613.24
218,409.04
Year-To-Date
Value*
-565,345.37
86,715.92
2,478,941.18
$3,131,002.47
(14,233,958.78)
(4,675,335.67)
($18,909,294.45)
Current
Securities
Transferred In/Out
EFTA01540688
Securities Transferred Out
Period Value
(46,954,461.22)
Year-To-Date
Value*
(47,027,275.94)
Account W23560001 Page 12 of 36
Consolidated Statement Page 15
EFTA01540689
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
3/1
3/1
3/1
3/12
3/20
3/25
3/25
3/25
3/25
3/25
Corporate Interest
Interest Income
Div Domest
FX Fwd Contract
Corporate Interest
Corporate Interest
Corporate Interest
Foreign Interest
Corporate Interest
Corporate Interest
Description
AMERICAN AXLE & MFG INC NON-TRADEABLE ASSET
CORP ACTIONS CONTRA 7.875% 03/01/2017 DTD
02/27/2007 (ID: 02499A-BW-0)
DEPOSIT SWEEP INTEREST FOR 02/01/13 - 02/28/13
@ .01% RATE ON AVG COLLECTED BALANCE OF
$10,465,585.41 AS OF 03/01/13
GENERAL MOTORS CO CV PFD B @ 0.59375 PER SHARE
(ID: 37045V-20-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
JPY CONTRACT RATE : 94.065900000 TRADE 3/06/13
VALUE 3/12/13 (ID: OJPYPR-AA-9)
SEQUOIA MORTGAGE TRUST 11 CL 81 VAR RT
12/20/2032 DTD 10/30/2002 (ID: 81744A-AB-4)
COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684%
08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9)
CHASE MORTGAGE FINANCE CORPORATION REMIC
2007-A1 CL 2A4 2.99199% 02/25/2037 DTD
02/01/2007 (ID: 161630-AK-4)
GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3
5.250% 11/25/2032 DTD 11/01/2004
(ID: 378961-AH-9)
HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT
08/25/2029 DTD 07/30/2004 (ID: 43739E-AC-1)
IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
EFTA01540690
04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9)
998,523.674
1,622,079.740
0.001
0.001
916.73
1,068.21
685,056.360
0.004
2,997.12
1,055,526.607
1,477,102.387
2,172,877.940
0.001
0.004
0.002
1,457.68
6,588.08
5,411.35
71,000.000
(23,571,000.000 )
(245,556.83)
0.594
42,156.25
250,579.65
79.12
Quantity
Cost
2,500,000.000
Per Unit
Amount
0.039
Amount
98,437.50
Account W23560001 Page 13 of 36
Consolidated Statement Page 16
EFTA01540691
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
3/27
3/28
3/29
Interest Income
Foreign Dividend
Description
ARMOUR RESIDENTIAL REIT PFD 7.875% @ 0.2461 PER
SHARE (ID: 042315-40-8)
ROYAL BANK SCOTLAND GROUP PLC ADR
NON-CUMULATIVE @ 0.453125 PER SHARE
(ID: 780097-71-3)
Misc Disbursement INTERNAL TRANSFER OF FUNDS AS REQUESTED
Total Inflows & Outflows
SECURITIES TRANSFERRED IN/OUT
Notes:
Settle Date Selection Method
Securities Transferred In
3/21
Receipt of Assets
Description
LONG TOTAL RETURN SWAP 1,999,999.368942 USD
NOTIONAL KOSPTREQ INDEX MAT MAR 20 2014 DEAL
30140386 JPMORGAN CHASE BANK TRADE DATE
03/18/13 (ID: SWPBDR-UH-6)
Securities Transferred Out
3/29
Free Delivery
(14,209,298.51)
($13,740,309.82)
Quantity
Cost
Per Unit
Amount
20,000.000
120,000.000
0.246
0.453
Amount
4,922.00
54,375.00
* 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
EFTA01540692
Cost
888,972.000
0.00
Transaction
Market Value *
COUNTRYWIDE HOME LOANS 2003-26 CL 61 5.33684%
08/25/2033 DTD 06/01/2003 TRADE DATE 03/29/13
(1,459,020.277 )
1,123,445.62
FACE VALUE 3,325,000.00 CLIENT REF 104768082
(ID: 12669E-RR-9)
(1,069,563.99)
Account W23560001 Page 14 of 36
Consolidated Statement Page 17
EFTA01540693
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Notes:
* Transaction Market Value is representative of the prior trading day's
market value. This is for informational purposes only and is not to be used
for any financial or tax
purposes. The Transaction Market Value shown is in USD.
Type
Settle Date Selection Method
Securities Transferred Out
3/29
Free Delivery
Description
CHASE MORTGAGE FINANCE CORPORATION REMIC
2007-A1 CL 2A4 2.99199% 02/25/2037 DTD
02/01/2007 TRADE DATE 03/29/13 FACE VALUE
8,180,000.00 CLIENT REF 104768082
(ID: 161630-AK-4)
3/29
Free Delivery
GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3
5.250% 11/25/2032 DTD 11/01/2004 TRADE DATE
03/29/13 FACE VALUE 1,750,000.00 CLIENT REF
104768082 (ID: 378961-AH-9)
3/29
Free Delivery
HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT
08/25/2029 DTD 07/30/2004 TRADE DATE 03/29/13
FACE VALUE 9,551,000.00 CLIENT REF 104768082
(ID: 43739E-AC-1)
3/29
Free Delivery
IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
04/25/2035 DTD 03/03/2005 TRADE DATE 03/29/13
FACE VALUE 10,000,000.00 CLIENT REF 104768082
(ID: 45254N-NB-9)
3/29
Free Delivery
SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT
12/20/2032 DTD 10/30/2002 TRADE DATE 03/29/13
FACE VALUE 5,701,000.00 CLIENT REF 104768082
(ID: 81744A-AB-4)
3/29
3/29
Free Delivery
Free Delivery
REPUBLIC OF ARGENTINA NOTES DEC 15 2035 DTD
11/01/2005 HELD BY EUROCLEAR ISIN US040114GM64
SEDOL BOS5NQ3 (ID: 042993-9S-6)
PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 DTD
10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16
EFTA01540694
SEDOL BSSCOL3 (ID: 716550-9A-8)
Account W23560001 Page 15 of 36
Consolidated Statement Page 18
(1,500,000.000 )
1,337,750.00
(1,456,875.00)
(7,500,000.000 )
1,038,750.00
(431,625.00)
(1,050,851.847 )
775,003.24
(792,289.75)
(1,612,603.510 )
1,128,822.44
(904,412.55)
(996,651.384)
560,616.41
(795,866.00)
(671,750.320)
540,759.00
(536,003.02)
Quantity
Cost
(2,137,043.090 )
1,891,283.14
Transaction
Market Value *
(1,656,785.40)
EFTA01540695
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Notes:
* Transaction Market Value is representative of the prior trading day's
market value. This is for informational purposes only and is not to be used
for any financial or tax
purposes. The Transaction Market Value shown is in USD.
Type
Settle Date Selection Method
Securities Transferred Out
3/29
Free Delivery
3/29
3/29
3/29
Free Delivery
Free Delivery
Free Delivery
Description
LLOYDS TSB BANK PLC MTN 9 7/8% DEC 16 2021 DTD
12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822
SEDOL B7FQXT1 (ID: G47153-9D-3)
ALLY FINANCIAL INC 8 1/2% PFD ASSET TRANSFER TO
A/C W91850-0 SOUTHERN FINANCIAL, LLC CLIENT REF
104768082 (ID: 02005N-30-8)
ARIAD PHARMACEUTICALS INC ASSET TRANSFER TO A/C
W91850-0 SOUTHERN FINANCIAL, LLC CLIENT REF
104768082 (ID: 04033A-10-0)
BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049
DTD 04/30/2008 ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 060505-DT-8)
3/29
3/29
3/29
3/29
Free Delivery
Free Delivery
Free Delivery
Free Delivery
BIOGEN IDEC INC ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 09062X-10-3)
CLIFFS NATURAL RESOURCES CV PFD 7% ASSET
TRANSFER TO A/C W91850-0 SOUTHERN FINANCIAL,
LLC CLIENT REF 104768082 (ID: 18683K-40-8)
DEAN FOODS CO ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 242370-10-4)
DEUTSCHE BK AG LDN BRH DBL LONG ETN38 ASSET
TRANSFER TO A/C W91850-0 SOUTHERN FINANCIAL,
EFTA01540696
LLC CLIENT REF 104768082 (ID: 25154H-55-8)
(2,095.000)
250,454.95
(6,000.000)
150,000.00
(25,000.000)
470,439.75
(50,000.000)
352,529.00
(403,534.71)
(112,020.00)
(453,250.00)
(481,500.00)
(126,600.000)
2,782,242.51
(16,535.000)
290,997.40
(2,000,000.000 )
2,081,180.56
(3,390,348.00)
(298,952.80)
(2,269,540.00)
Quantity
Cost
(1,500,000.000 )
1,627,500.00
Transaction
Market Value *
(1,779,375.00)
Account W23560001 Page 16 of 36
Consolidated Statement Page 19
EFTA01540697
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Notes:
* Transaction Market Value is representative of the prior trading day's
market value. This is for informational purposes only and is not to be used
for any financial or tax
purposes. The Transaction Market Value shown is in USD.
Type
Settle Date Selection Method
Securities Transferred Out
3/29
Free Delivery
Description
EARTHLINK INC 8 7/8% MAY 15 2019 DTD 05/17/2011
ASSET TRANSFER TO A/C W91850-0 SOUTHERN
FINANCIAL, LLC CLIENT REF 104768082
(ID: 270321-AC-6)
3/29
3/29
3/29
Free Delivery
Free Delivery
Free Delivery
FACEBOOK INC-A ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 30303M-10-2)
GMAC CAPITAL TRUST I PFD STK 8 1/8% ASSET
TRANSFER TO A/C W91850-0 SOUTHERN FINANCIAL,
LLC CLIENT REF 104768082 (ID: 361860-20-8)
GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DTD
06/12/2012 ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 369622-SN-6)
3/29
3/29
Free Delivery
Free Delivery
GENERAL MOTORS CO CV PFD B ASSET TRANSFER TO
A/C W91850-0 SOUTHERN FINANCIAL, LLC CLIENT REF
104768082 (ID: 37045V-20-9)
HEADWATERS INC 7.625 04/01/2019 DTD 03/11/2011
ASSET TRANSFER TO A/C W91850-0 SOUTHERN
FINANCIAL, LLC CLIENT REF 104768082
(ID: 42210P-AQ-5)
3/29
Free Delivery
JPMORGAN CHASE & CO 7.9% PFD STK APR 30 2049
DTD 04/23/2008 ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 46625H-HA-1)
(5,000,000.000 )
EFTA01540698
5,404,861.12
(5,796,500.00)
(71,000.000)
3,585,969.22
(1,000,000.000 )
1,035,000.00
(3,048,740.00)
(1,070,000.00)
(17,500.000)
665,000.00
(80,000.000)
1,882,773.60
(2,000,000.000 )
2,122,916.67
(447,650.00)
(2,176,000.00)
(2,323,820.00)
Quantity
Cost
(1,000,000.000 )
1,033,500.00
Transaction
Market Value *
(1,011,080.00)
Account W23560001 Page 17 of 36
Consolidated Statement Page 20
EFTA01540699
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Notes:
* Transaction Market Value is representative of the prior trading day's
market value. This is for informational purposes only and is not to be used
for any financial or tax
purposes. The Transaction Market Value shown is in USD.
Type
Settle Date Selection Method
Securities Transferred Out
3/29
Free Delivery
Description
KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD
06/01/2011 ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 494580-AB-9)
3/29
Free Delivery
NRG ENERGY INC 7 5/8% JAN 15 2018 DTD
07/15/2011 ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 629377-BN-1)
3/29
3/29
3/29
Free Delivery
Free Delivery
Free Delivery
NEXTERA ENERGY CAPITAL PFD 5% ASSET TRANSFER TO
A/C W91850-0 SOUTHERN FINANCIAL, LLC CLIENT REF
104768082 (ID: 65339K-88-6)
PUBLIC STORAGE PFD 5.2% ASSET TRANSFER TO A/C
W91850-0 SOUTHERN FINANCIAL, LLC CLIENT REF
104768082 (ID: 74460W-10-7)
ROYAL BANK SCOTLAND GROUP PLC ADR
NON-CUMULATIVE ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 780097-71-3)
3/29
3/29
Free Delivery
Free Delivery
SCE TRUST II PFD 5.1% ASSET TRANSFER TO A/C
W91850-0 SOUTHERN FINANCIAL, LLC CLIENT REF
104768082 (ID: 78407R-20-4)
SERVICEMASTER COMPANY 8% FEB 15 2020 DTD
02/13/2012 ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 81760N-AN-9)
(20,000.000)
EFTA01540700
500,000.00
(2,500,000.000 )
2,665,625.00
(499,800.00)
(2,675,000.00)
(25,000.000)
625,000.00
(15,000.000)
375,000.00
(120,000.000)
2,924,400.00
(619,250.00)
(373,800.00)
(2,923,200.00)
(1,000,000.000 )
1,001,500.00
(1,137,500.00)
Quantity
Cost
(2,000,000.000 )
1,966,250.00
Transaction
Market Value *
(2,000,000.00)
Account W23560001 Page 18 of 36
Consolidated Statement Page 21
EFTA01540701
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Notes:
* Transaction Market Value is representative of the prior trading day's
market value. This is for informational purposes only and is not to be used
for any financial or tax
purposes. The Transaction Market Value shown is in USD.
Type
Settle Date Selection Method
Securities Transferred Out
3/29
Free Delivery
Description
SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD
01/17/2012 ASSET TRANSFER TO A/C W91850-0
SOUTHERN FINANCIAL, LLC CLIENT REF 104768082
(ID: 842400-FU-2)
3/29
Free Delivery
Total Securities Transferred Out
VORNADO REALTY TRUST PFD 5.4% ASSET TRANSFER TO
A/C W91850-0 SOUTHERN FINANCIAL, LLC CLIENT REF
104768082 (ID: 929042-84-4)
(27,000.000)
675,000.00
(667,170.00)
($46,954,461.22)
Quantity
Cost
(3,000,000.000 )
2,999,982.50
Transaction
Market Value *
(3,353,010.00)
Account W23560001 Page 19 of 36
Consolidated Statement Page 22
EFTA01540702
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
TRADE ACTIVITY
Note:
Trade Date
Settle Date
3/1
3/1
L indicates Long Term Realized Gain/Loss
S indicates Short Term Realized Gain/Loss
* Settled transaction was initiated in prior statement period and settled in
current statement period
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
FIFO
AMERICAN AXLE & MFG INC NON-TRADEABLE ASSET
CORP ACTIONS CONTRA 7.875% 03/01/2017 DTD
02/27/2007 HOLDERS RECEIVE $1005.00 IN TENDER
PROCEEDS, PLUS $25.00 EARLY PREMIUM PER $1,000
P.A. OF BONDS HELD OF CUSIP 02406PAF7.
(ID: 02499A-BW-0)
2/28
3/5
2/28
3/5
3/1
3/6
3/5
3/8
3/6
3/11
3/6
3/11
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
AMERICAN CAPITAL AGENCY CORP @ 31.63 474,450.00
BROKERAGE 600.00 TAX &/OR SEC 10.63 J.P. MORGAN
SECURITIES LLC (ID: 02503X-10-5)
MEDICAL PROPERTIES TRUST INC @ 14.35 17,937.50
EFTA01540703
BROKERAGE 50.00 TAX &/OR SEC .41 J.P. MORGAN
SECURITIES LLC (ID: 58463J-30-4)
DCP MIDSTREAM PARTNERS LP @ 41.00 143,500.00
BROKERAGE 140.00 TAX &/OR SEC 3.22 J.P. MORGAN
SECURITIES LLC (ID: 23311P-10-0)
WILLIAMS PARTNERS LP @ 48.90 134,475.00
BROKERAGE 110.00 TAX &/OR SEC 3.02 J.P. MORGAN
SECURITIES LLC (ID: 96950E-10-4)
APOLLO COMMERCIAL REAL ESTATE FINANCE INC @
17.10 68,400.00 BROKERAGE 160.00 TAX &/OR SEC
1.54 J.P. MORGAN SECURITIES LLC
(ID: 03762U-10-5)
M/I HOMES INC COM @ 24.46 12,230.00 BROKERAGE
20.00 TAX &/OR SEC .28 J.P. MORGAN SECURITIES
LLC (ID: 55305B-10-1)
(500.000)
24.419
12,209.72
(11,750.00)
459.72 S
(4,000.000)
17.06
68,238.46
(68,200.00)
38.46 S
(2,750.000)
48.859
134,361.98
(135,135.00)
(773.02) S
(3,500.000)
40.959
143,356.78
(142,205.00)
1,151.78 S
(1,250.000)
14.31
17,887.09
(17,812.50)
74.59 S*
(15,000.000)
31.589
473,839.37
(474,450.00)
(610.63) S*
Quantity
(2,500,000.000 )
Per Unit
Amount
103.00
Proceeds
EFTA01540704
2,575,000.00
Tax Cost
(2,615,625.00)
Realized
Gain/Loss
(40,625.00) L
Account W23560001 Page 20 of 36
Consolidated Statement Page 23
EFTA01540705
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Trade Date
Settle Date
3/6
3/7
3/12
3/7
3/12
3/8
3/13
3/8
3/13
3/12
3/15
3/13
3/18
3/13
3/18
3/14
3/19
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
3/11
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
REALTY INCOME CORP @ 45.58 91,160.00 BROKERAGE
80.00 TAX &/OR SEC 2.05 J.P. MORGAN SECURITIES
LLC (ID: 756109-10-4)
DISCOVERY COMMUNICATIONS INC - C @ 67.00
100,500.00 BROKERAGE 60.00 TAX &/OR SEC 2.26
J.P. MORGAN SECURITIES LLC (ID: 25470E-30-2)
KAR AUCTION SERVICES INC @ 19.53 29,295.00
BROKERAGE 60.00 TAX &/OR SEC .66 J.P. MORGAN
EFTA01540706
SECURITIES LLC (ID: 48238T-10-9)
PHARMACYCLICS INC @ 94.17392 235,434.80
BROKERAGE 100.00 TAX &/OR SEC 5.28 J.P. MORGAN
SECURITIES LLC (ID: 716933-10-6)
BANKUNITED INC @ 25.55 12,775.00 BROKERAGE
20.00 TAX &/OR SEC .29 J.P. MORGAN SECURITIES
LLC (ID: 06652K-10-3)
LEXINGTON REALTY TRUST @ 11.70 23,400.00
BROKERAGE 60.00 TAX &/OR SEC .53 J.P. MORGAN
SECURITIES LLC (ID: 529043-10-1)
ANNIE'S INC @ 40.00 50,000.00 BROKERAGE 50.00
TAX &/OR SEC 1.12 J.P. MORGAN SECURITIES LLC
(ID: 03600T-10-4)
HEARTWARE INTERNATIONAL INC @ 86.80 52,080.00
BROKERAGE 24.00 TAX &/OR SEC 1.17 J.P. MORGAN
SECURITIES LLC (ID: 422368-10-0)
VIPSHOP HOLDINGS LTD - ADS ADR @ 24.65
24,650.00 BROKERAGE 40.00 TAX &/OR SEC .56 J.P.
MORGAN SECURITIES LLC (ID: 92763W-10-3)
(1,000.000)
24.609
24,609.44
(24,000.00)
609.44 S
(600.000)
86.758
52,054.83
(51,870.00)
184.83 S
(1,250.000)
39.959
49,948.88
(50,000.00)
(51.12) S
(2,000.000)
11.67
23,339.47
(23,400.00)
(60.53) S
(500.000)
25.509
12,754.71
(12,625.00)
129.71 S
(2,500.000)
94.132
235,329.52
(235,500.00)
(170.48) S
(1,500.000)
19.49
EFTA01540707
29,234.34
(28,875.00)
359.34 S
(1,500.000)
66.958
100,437.74
(97,125.00)
3,312.74 S
Quantity
(2,000.000)
Per Unit
Amount
45.539
Proceeds
91,077.95
Tax Cost
(91,800.00)
Realized
Gain/Loss
(722.05) S
Account W23560001 Page 21 of 36
Consolidated Statement Page 24
EFTA01540708
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
3/20
3/20
3/15
3/20
3/15
3/20
3/15
3/21
3/25
3/25
3/25
3/25
3/25
3/25
3/25
3/25
Sale
FIFO
Sale
FIFO
Sale
FIFO
Principal Payment SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT
Pro Rata
Quantity
(4,674.760)
12/20/2032 DTD 10/30/2002 PAYMENT A/C PRINCIPAL
(ID: 81744A-AB-4)
TRULIA INC @ 31.05 31,050.00 BROKERAGE 40.00
TAX &/OR SEC .70 J.P. MORGAN SECURITIES LLC
(ID: 897888-10-3)
JPMORGAN CHASE & CO PFD 5.450% @ 24.90
1,175,578.80 BROKERAGE 1,888.48 TAX &/OR SEC
26.34 J.P. MORGAN SECURITIES LLC
(ID: 46637G-12-4)
INTERSTATE POWER & LIGHT PFD 5.1% @ 25.02
625,500.00 BROKERAGE 1,000.00 TAX &/OR SEC
14.02 J.P. MORGAN SECURITIES LLC
(ID: 461070-85-6)
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 CHASE MORTGAGE FINANCE CORPORATION REMIC
EFTA01540709
Pro Rata
2007-A1 CL 2A4 2.99199% 02/25/2037 DTD
02/01/2007 PAYMENT A/C PRINCIPAL
(ID: 161630-AK-4)
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 HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT
Pro Rata
08/25/2029 DTD 07/30/2004 PAYMENT A/C PRINCIPAL
(ID: 43739E-AC-1)
(1,872.290)
100.00
1,872.29
(1,053.16)
819.13 S
(13,306.040)
100.00
13,306.04
(10,711.36)
2,594.68 S
(35,834.850)
100.00
35,834.85
(31,713.84)
4,121.01 S
(18,082.110)
100.00
18,082.11
(13,923.22)
4,158.89 S
(25,000.000)
24.979
624,485.98
(625,000.00)
(514.02) S
(47,212.000)
24.859
1,173,663.98
(1,180,300.00)
(6,636.02) S
(1,000.000)
31.009
31,009.30
(29,750.00)
1,259.30 S
Per Unit
Amount
100.00
Proceeds
EFTA01540710
4,674.76
Tax Cost
(3,447.64)
Realized
Gain/Loss
1,227.12 S
Account W23560001 Page 22 of 36
Consolidated Statement Page 25
EFTA01540711
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
3/25
3/25
3/22
3/27
3/22
3/27
3/22
3/27
3/25
3/28
Sale
FIFO
Sale
FIFO
Sale
FIFO
Sale
FIFO
Principal Payment IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
Pro Rata
Quantity
(9,476.230)
04/25/2035 DTD 03/03/2005 PAYMENT A/C PRINCIPAL
(ID: 45254N-NB-9)
ARMOUR RESIDENTIAL REIT PFD 7.875% @ 24.95926
213,900.86 BROKERAGE 342.80 TAX &/OR SEC 4.80
J.P. MORGAN SECURITIES LLC (ID: 042315-40-8)
GENL GROWTH PROPERTIES PFD 6 3/8% @ 24.82
173,740.00 BROKERAGE 280.00 TAX &/OR SEC 3.90
J.P. MORGAN SECURITIES LLC (ID: 370023-20-2)
JPMORGAN CHASE & CO PFD 5.450% @ 24.92612
318,755.22 BROKERAGE 511.52 TAX &/OR SEC 7.15
J.P. MORGAN SECURITIES LLC (ID: 46637G-12-4)
ARMOUR RESIDENTIAL REIT PFD 7.875% @ 24.9629
285,325.95 BROKERAGE 457.20 TAX &/OR SEC 6.40
J.P. MORGAN SECURITIES LLC (ID: 042315-40-8)
Total Settled Sales/Maturities/Redemptions
$6,946,194.08
($6,977,605.08)
($40,625.00) L
$9,214.00 S
(11,430.000)
24.922
284,862.35
EFTA01540712
(285,750.00)
(887.65) S
(12,788.000)
24.886
318,236.55
(319,700.00)
(1,463.45) S
(7,000.000)
24.779
173,456.10
(175,000.00)
(1,543.90) S
(8,570.000)
24.919
213,553.26
(214,250.00)
(696.74) S
Per Unit
Amount
100.00
Proceeds
9,476.23
Tax Cost
(6,633.36)
Realized
Gain/Loss
2,842.87 S
Trade Date
Settle Date
Type
Description
Settled Securities Purchased
2/28
Purchase
3/5
2/28
3/5
Purchase
AMERICAN CAPITAL AGENCY CORP @ 31.63 J.P.
MORGAN SECURITIES LLC (ID: 02503X-10-5)
MEDICAL PROPERTIES TRUST INC @ 14.25 J.P.
MORGAN SECURITIES LLC (ID: 58463)-30-4)
Quantity
15,000.000
1,250.000
Per Unit
Amount
31.63
14.25
Market Cost
(474,450.00)
EFTA01540713
(17,812.50)
*
*
Account W23560001 Page 23 of 36
Consolidated Statement Page 26
EFTA01540714
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Trade Date
Settle Date
Type
Settled Securities Purchased
2/28
Purchase
3/6
3/5
3/8
3/6
3/11
3/6
3/11
3/5
3/11
3/7
3/12
3/7
3/12
3/4
3/13
3/7
3/13
3/8
3/13
3/12
3/15
3/13
3/18
3/13
3/18
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
DCP MIDSTREAM PARTNERS LP @ 40.63 J.P. MORGAN
SECURITIES LLC (ID: 23311P-10-0)
WILLIAMS PARTNERS LP @ 49.14 J.P. MORGAN
SECURITIES LLC (ID: 96950E-10-4)
APOLLO COMMERCIAL REAL ESTATE FINANCE INC @
EFTA01540715
17.05 J.P. MORGAN SECURITIES LLC
(ID: 03762U-10-5)
M/I HOMES INC COM @ 23.50 J.P. MORGAN
SECURITIES LLC (ID: 553058-10-1)
REALTY INCOME CORP @ 45.90 J.P. MORGAN
SECURITIES LLC (ID: 756109-10-4)
DISCOVERY COMMUNICATIONS INC - C @ 64.75 J.P.
MORGAN SECURITIES LLC (ID: 25470E-30-2)
KAR AUCTION SERVICES INC @ 19.25 J.P. MORGAN
SECURITIES LLC (ID: 48238T-10-9)
PUBLIC STORAGE PFD 5.2% @ 25.00 J.P. MORGAN
SECURITIES LLC (ID: 74460W-10-7)
BANKUNITED INC @ 25.25 J.P. MORGAN SECURITIES
LLC (ID: 06652K-10-3)
PHARMACYCLICS INC @ 94.20 J.P. MORGAN
SECURITIES LLC (ID: 716933-10-6)
LEXINGTON REALTY TRUST @ 11.70 J.P. MORGAN
SECURITIES LLC (ID: 529043-10-1)
ANNIE'S INC @ 40.00 J.P. MORGAN SECURITIES LLC
(ID: 03600T-10-4)
HEARTWARE INTERNATIONAL INC @ 86.45 J.P. MORGAN
SECURITIES LLC (ID: 422368-10-0)
500.000
2,000.000
1,500.000
1,500.000
15,000.000
500.000
2,500.000
2,000.000
1,250.000
600.000
23.50
45.90
64.75
19.25
25.00
25.25
94.20
11.70
40.00
86.45
(11,750.00)
(91,800.00)
(97,125.00)
(28,875.00)
(375,000.00)
(12,625.00)
(235,500.00)
(23,400.00)
(50,000.00)
EFTA01540716
(51,870.00)
Quantity
3,500.000
2,750.000
4,000.000
Per Unit
Amount
40.63
49.14
17.05
Market Cost
(142,205.00) *
(135,135.00)
(68,200.00)
Account W23560001 Page 24 of 36
Consolidated Statement Page 27
EFTA01540717
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Trade Date
Settle Date
Type
Settled Securities Purchased
3/14
Purchase
3/19
3/15
3/20
3/14
3/21
Total Settled Securities Purchased
Purchase
Purchase
Description
VIPSHOP HOLDINGS LTD - ADS ADR @ 24.00 J.P.
MORGAN SECURITIES LLC (ID: 92763W-10-3)
TRULIA INC @ 29.75 J.P. MORGAN SECURITIES LLC
(ID: 897888-10-3)
INTERSTATE POWER & LIGHT PFD 5.1% @ 25.00 J.P.
MORGAN SECURITIES LLC (ID: 461070-85-6)
Quantity
1,000.000
1,000.000
25,000.000
Per Unit
Amount
24.00
29.75
25.00
Market Cost
(24,000.00)
(29,750.00)
(625,000.00)
($2,494,497.50)
Account W23560001 Page 25 of 36
Consolidated Statement Page 28
EFTA01540718
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Summary - Argentine Peso
Beginning Cash Balance
US Dollar Value
Current
Transactions
OUTFLOWS **
Total Outflows
Foreign Exchange - Outflows
$0.00
Ending Cash Balance
-Period
Value
-Year-To-Date
Value*
-(185,425.24)
($185,425.24)
-Local
Value
Current
Period Value
0.00
Year-To-Date
Value*
-0.00
0.00
(919,190.00)
(919,190.00)
-Current
Securities
Transferred In/Out
Securities Transferred Out
Period Value
(15,621.40)
* 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
Year-To-Date
Value*
(15,621.40)
Account W23560001 Page 26 of 36
Consolidated Statement Page 29
EFTA01540719
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Detail - Argentine Peso
SECURITIES TRANSFERRED IN/OUT
Notes:
* Transaction Market Value is representative of the prior trading day's
market value. This is for informational purposes only and is not to be used
for any financial or tax
purposes. The Transaction Market Value shown is in USD.
Type
Settle Date Selection Method
Securities Transferred Out
3/29
Free Delivery
Description
REPUBLIC OF ARGENTINA - ARS FLOATING RATE NOTE
DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR
ISIN ARARGEO3E147 SEDOL B1MYWX3
(ID: EC0698-9B-7)
Quantity
Cost
(10,000,000.000 )
318,000.00
Transaction
Market Value *
(15,621.40)
Account W23560001 Page 27 of 36
Consolidated Statement Page 30
EFTA01540720
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Summary - Canadian Dollar
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS **
Withdrawals
Foreign Exchange - Outflows
Total 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
Period Value
-9,752,767.35
$9,752,767.35
(0.01)
(9,752,767.35)
($9,752,767.36)
-Year-To-Date
Value*
-29,921,961.95
$29,921,961.95
(0.01)
(29,921,961.95)
($29,921,961.96)
-Local
Value
Current
Period Value
0.01
10,000,000.00
10,000,000.00
(0.01)
(10,000,000.00)
(10,000,000.01)
0.00
Year-To-Date
Value*
-30,000,000.00
30,000,000.00
(0.01)
(30,000,000.00)
(30,000,000.01)
-Account
EFTA01540721
W23560001 Page 28 of 36
Consolidated Statement Page 31
EFTA01540722
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Detail - Canadian Dollar
INFLOWS & OUTFLOWS
Per Unit
Type
Settle Date Selection Method
3/12
3/12
3/29
FX Fwd Contract
FX Fwd Contract
Description
SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL
CAD CONTRACT RATE : 93.384900000 TRADE 2/07/13
VALUE 3/12/13 (ID: OCADPR-AA-6)
SETTLE FORWARD CURRENCY CONTRACT BUY CAD SELL
JPY CONTRACT RATE : 91.027800000 TRADE 3/06/13
VALUE 3/12/13 (ID: OCADPR-AA-6)
Misc Disbursement CAD DELIVERED TO W91850003 CANADIAN DOLLAR
(ID: OCADPR-AA-6)
Total Inflows & Outflows
(0.010)
(0.01)
($0.01)
$318,031.67
(910,278,000.000 )
9,752,767.35
10,000,000.00
52,034.94
Quantity
933,849,000.000
Amount USD
Local Value
Amount USD
Local Value
(9,752,767.35)
(10,000,000.00)
Currency
Gain/Loss USD
265,996.73
Account W23560001 Page 29 of 36
Consolidated Statement Page 32
EFTA01540723
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Summary Euro
Beginning Cash Balance
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
$0.00
OUTFLOWS **
Withdrawals
Foreign Exchange - Outflows
Total 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
(1,135,367.75)
($1,135,367.75)
-Period
Value
-US
Dollar Value
Local Value
Year-To-Date
Value*
-13,616,999.75
$13,616,999.75
(1,135,367.75)
(13,558,433.61)
($14,693,801.36)
-Current
Period
Value
837,388.58
0.00
(837,388.58)
(837,388.58)
0.00
Year-To-Date
Value*
-10,000,000.00
10,000,000.00
(837,388.58)
(10,000,000.00)
(10,837,388.58)
-Account
W23560001 Page 30 of 36
Consolidated Statement Page 33
EFTA01540724
EFTA01540725
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Detail - Euro
INFLOWS & OUTFLOWS
Per Unit
Type
Settle Date Selection Method
3/29
Description
Misc Disbursement EUR DELIVERED TO W91850003 EURO PRINCIPAL
CURRENCY (ID: OEURPR-AA-9)
Quantity
(837,388.580)
Amount USD
Local Value
Amount USD
Local Value
(1,135,367.75)
(837,388.58)
Currency
Gain/Loss USD
Account W23560001 Page 31 of 36
Consolidated Statement Page 34
EFTA01540726
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Summary - Japanese Yen
Beginning Cash Balance
US Dollar Value
Current
Transactions
INFLOWS
Total Inflows
Foreign Exchange - Inflows
OUTFLOWS **
Total Outflows
Period Value
-9,728,607.15
$9,728,607.15
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
(9,728,607.15)
($9,728,607.15)
-Year-To-Date
Value*
-30,035,143.61
$30,035,143.61
(29,897,801.75)
($29,897,801.75)
-Local
Value
Current
Period Value
0.00
933,849,000.00
933,849,000.00
(933,849,000.00)
(933,849,000.00)
0.00
Year-To-Date
Value*
-2,760,561,000.00
2,760,561,000.00
(2,760,561,000.00
)
(2,760,561,000.00 )
-Account
W23560001 Page 32 of 36
Consolidated Statement Page 35
EFTA01540727
EFTA01540728
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Detail - Japanese Yen
INFLOWS & OUTFLOWS
Per Unit
Type
Settle Date Selection Method
3/12
3/12
3/12
FX Fwd Contract
FX Fwd Contract
FX Fwd Contract
Total Inflows & Outflows
Description
SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL
CAD CONTRACT RATE : 93.384900000 TRADE 2/07/13
VALUE 3/12/13 (ID: OJPYPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY CAD SELL
JPY CONTRACT RATE : 91.027800000 TRADE 3/06/13
VALUE 3/12/13 (ID: OJPYPR-AA-9)
SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL
JPY CONTRACT RATE : 94.065900000 TRADE 3/06/13
VALUE 3/12/13 (ID: OJPYPR-AA-9)
$0.00
($67,452.02)
250,579.650
(245,556.83)
(23,571,000.00)
5,022.82
10,000,000.000
(9,483,050.32)
(910,278,000.00)
217,682.09
Quantity
(10,000,000.000 )
Amount USD
Local Value
Amount USD
Local Value
9,728,607.15
933,849,000.00
Currency
Gain/Loss USD
(290,156.93)
Account W23560001 Page 33 of 36
Consolidated Statement Page 36
EFTA01540729
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 3/1/13 to 3/31/13
Portfolio Activity Summary - Mexican New Peso
Beginning Cash Balance
US Dollar Value
Current
Transactions
INF
Entities
0 total entities mentioned
No entities found in this document
Document Metadata
- Document ID
- 3371dab9-456b-4ddc-8438-db2c9a71ceef
- Storage Key
- dataset_10/1fb2/EFTA01540660.pdf
- Content Hash
- 1fb29342acc844a28ce56e8099613e16
- Created
- Feb 4, 2026