J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Portfolio Activity Detail - U S Dollar INFLOWS 8 OUTFLOWS Settlement Date Type Description Quantity Per Unit Cost Amount Amount 7/1 Accrued Interest Paid FELCOR LODGING LP 10% OCT 01 2014 DM 10/01/2009 7/1 Interest Income DEPOSIT SWEEP INTEREST FOR JUNE .03% RATE ON NET AVG COLLECTED BALANCE OF $29,939548.47 AS OF 07/01/10 7/2 Domestic Divklend/DIstrIbutton SOLAR CAPITAL LTD @ 0.60 PER SHARE 1.000.000.000 0.025 (25.000.00) 738.31 13,000.000 0.60 7,800.00 7/2 Free Delivery CLP SWAP - CLP NOTL 13.000.000.000 MD 3/21/12 TD 3/17/10, START D 3/21/11 PAY FLOAT CLP OIS ANN ACT/380 4.15% REC FIX, DEAL 0253571031 SWAP UNWIND - REF 0 253571031 JPMORGAN CHASE BANK TRADE DATE 06/30/10 (1.000) 7/2 Free Delivery CLP SWAP -CLP NOTL 13,000,000,000 MD 3/29/12 TD 3/25/10, START D 3/29/11 PAY FLOAT CLP 015 ANN ACT/360 4.15% REC FIX, DEAL 0254489072 SWAP UNWIND - REF 0 254489072 JPMORGAN CHASE BANK TRADE DATE 06/30/10 (1.000) Account Page 22 of 44 Page 26 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012857 SDNY_GM_00282055 EFTA01490703