EFTA01489119.pdf

J.P. Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Settlement Per UM Realized Date Date Type Description Quantity Amount Proceeds Tax Coat Gain/Loss Settled SaleslMaturltleslRedemptlons 5/20 5/25 Sale VITAMIN SHOPPE INC (2,000.000) 23.111 48,221.95 (47,000.00) (778.06) S (22 23.16137 48,322.74 BROKERAGE 100.00 TAX 8/OR SEC .79 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 5/24 5/28 Option Buyback 1 RECEIVER SWAPTION CALL 1.000 88,000.00 (88,000.00) 80,000.00 (8,000.00) S 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS WI EXP DATE 0924/2010 DEAL 5163005 BUY BACK OTC CALL SWAP UNWIND - REF # 5183005 TRADE DATE 05/24/10 5/20 5/28 Sale ACCRETIVE HEALTH INC (1,500.000) 13.393 20,089.65 (18,000.00) 2,089.65 S 6 13.46 20,190.00 BROKERAGE 100.00 TAX 8/OR SEC .35 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 5/20 5/26 Sale RESOURCE CAPITAL CORP (6,400.000) 5.102 32,650.38 (33,600.00) (949.62) S • 5.15171 32,970.94 BROKERAGE 320.00 TAX 8JOR SEC .56 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 5121 5126 Sale MACERICH CO (22000.000) 39.939 878,665.12 (B02,000 00) 20 004 37 S • 40.00 ammo) BROKERAGE 1,320.00 TAX 8/OR SEC 14.88 J.P. MORGAN SECURITIES INC. TRADE DATE 05/21/10 Page 29 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010954 Chase CONFIDENTIAL SDNY_GM_00280152 EFTA01489119