J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Settlement Date Date Type Description Quantity Per Unit Amount Proceeds Tax Cost Reatzed Gain/Loss Settled Sales/Maturities/Redemptions 5/20 5/26 Sale RESOURCE CAPITAL CORP (a 5.15171 32,970.94 BROKERAGE 320.00 TAX 8/OR SEC .56 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 (8.400.000) 5.102 32,650.38 (33,600.00) (949.62) S 5/21 5/26 Sale MACERICH CO (a 40.00 mown) BROKERAGE 1,320.00 TAX 8JOR SEC 14.88 J.P. MORGAN SECURITIES INC. TRADE DATE 05/21/10 (22,000.000) 39.939 878,665.12 (902.000.00) 20,004.37 S 5/28 5/28 Expired Option 1 PAYER SWAPTION CALL 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 (1.000) (155,000.00) (155,000.00) S Total Settled Sales/Maturities/Redemptions $17.439,823.52 (517,169,700.00) 5677.462.77 S (5364.000.00) C Trade Settlement Date Date Type Description Quantity Per Unit Amount Market Cost Settled Securities Purchased 4/27 5/3 Purchase APOLLO INVESTMENT CORP (235 600 00) • fa 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04127/10 19,000.000 12.40 Page 31 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010508 SDNY_GM_00279706 EFTA01488784