EFTA01489070.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Settlement Per Unit Reatted Date Date Type Description Quantity Amount Proceeds Tax Cost Gain/Loss Settled Sales/Maturities/Redemptions 5/2I 5/26 Sale MACEFtICH CO (22,000.000) 39.939 878,885.12 (902.000.00) 20,00437 S 40.00 880,000.00 BROKERAGE 1,320.00 TAX 8/OR SEC 14.88 J.P. MORGAN SECURITIES INC. TRADE DATE 05/21/10 5/8 5/8 Expired Option 1PAYER SWAPTION CALL (1.000) (155,000.00) (155,000.00) 5 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS. 3ML EXP DATE 05/28/2010 DEAL 5163368 EXPIRATION OF PURCHASED OTC CALL Total Settled Sales/Maturities/Redemptions 417.439.823.52 (517.169.700.00) 5677.462.77 S (5364.000.00) C Trade Settlement Per Unit Date Date Type Description Quantity Amount Market Cost Settled Securities Purchased 427 53 Purchase APOLLO INVESTMENT CORP 19,000.000 12.40 (235,800.00) • 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 428 54 Purchase KANSAS CITY SOUTHERN INDUSTRES NC 2,000.000 39.00 (78,000.00) ' 39.00 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 Accoal Page 3 1 of 58 Page 35 of 65 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10894 Chase CONFIDENTIAL SDNY_GM_00280092 EFTA01489070