EFTA01489468.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Settlement Per Unit Realized Date Date Type Description Quantity Amount Proceeds Tax Cost Gain/Loss Settled Sales/Maturities/Redemptions 5/20 5,26 Sale RESOURCE CAPITAL CORP (6,400.000) 5.102 32,650.38 (33,600.00) (949.62) S 6 5.15171 32,970.94 BROKERAGE 320.00 TAX 8/OR SEC .56 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 5/21 5/26 Sale MACERICH CO (22.000.000) 39.939 87805.12 (902.000.00) 20,004.37 S (a 40.00 mown) BROKERAGE 1,320.00 TAX 8JOR SEC 14.88 J.P. MORGAN SECURITIES INC. TRADE DATE 05/21/10 5/28 5/28 Expired Option 1PAYER SWAPTION CALL (1.000) (155,000.00) (155,000.00) S 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 SalesiMaturities/Redemptions $17.439.823.52 (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 4/27 5/3 Purchase APOLLO INVESTMENT CORP 19,000.000 12.40 (235 600 00) • fa 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04127/10 Page 31 of 56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011564 Chase CONFIDENTIAL SDNY_GM_00280762 EFTA01489468