EFTA01491229.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 to 8/31/10 Trade Settlement Per Unit Realized Date Date Type Description Quantity Amount Proceeds Tax Cost Gairi/Loss Settled Sates/Maturities/Redemptions &12 &17 Sale MEDIAMIND TECHNOLOGIES INC (1,500.000) 10.883 16,024.72 (17,250.00) (1,225.28) S © 10.75 18,125.00 BROKERAGE 100.00 TAX 8/OR SEC .26 J.P. MORGAN SECURITIES INC. TRADE DATE 08/12/10 8,13 &18 Sale SUN HEALTHCARE GROUP INC (2,000.000) 7.931 15,861.73 (15,500.00) 361.73 S ig 7.981 15,962.00 BROKERAGE 100.00 TAX 8/OR SEC .27 J.P. MORGAN SECURITIES INC. TRADE DATE 08/13/10 8/17 8/20 Sale AMERICAN CAMPUS COMMUNMES INC (2,000.000) 27.60 55,199.06 (54,000.00) 1,199.06 S . 27.85 55,300.00 BROKERAGE 100.00 TAX 8JOR SEC .94 J.P. MORGAN SECURITIES INC. TRADE DATE 08/17/10 8/18 8/23 Sale PENNANTPARK INVESTMENTCO*1P (4,000.000) 10.09 40,359.31 (40,600.00) (240.69) S fa 10.14 40,560.00 BROKERAGE 200.00 TAX 8/OR SEC .69 J.P. MORGAN SECURITIES INC. TRADE DATE 08/18/10 8,24 8,26 Option Buyback 1 RECEIVER SWAPTION CALL 1.000 2285,000.00 (2,285,000.00) 1,103,500.00 (1,181,500.00) S 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 06/31/2010 DEAL 5167546 BUY BACK OTC CALL SWAPTION UNWIND • REF* 5167546 TRADE DATE 08/24/10 Total Settled Sales/Maturities/Redemptions 58,902,465.88 (510.233,200.00) (51,330.734.12) S Page 27 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013412 Chase CONFIDENTIAL SDNY_GM_00282610 EFTA01491229