JPMorgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Quantity NCO Market Value Tax Coat Ad Unrealized Gain/Loss Estimated Annual Income Yield Accrued Dividends Mal US Large Cap NUSTAR ENERGY LP 67058H-10-2 NS 4,250.000 55.19 234 557 50 240 337 50 (5.780.00) 18,105 00 7.72% Total US Large Cap US Mid Cap/Small Cap METALS USA HOLDINGS CORP 59132A-10-4 MUM 4,250.000 2,000.000 15.30 $234,557.50 30,600.00 $240.337.50 42,000.00 (55.780.00) (11.400.00) $18.105.00 $11,000.00 7.72% SOLAR CAPITAL LTD 83413U-I0-0 SLRC 13,000.000 21.34 277,420.00 286,910.00 (9,490.00) 31,200.00 11.25% STRATEGIC HOTELS & RESORTS INC 88272T-104 BEE 20.000.000 4.90 96,000.00 92,000.00 6,000.00 Total US MIA Cap/Small Cap Preferred Stocks JPM CHASE CAPITAL XXIX 6.7% PFD 48125E-20-7 JPM PC 36,000.000 800.000.000 23.26 $406,020.00 18,608,000.00 $420,810.00 19,980,000.00 (314,880.00) (1,372,000.00) $31,200.00 1,340,000.00 7.68% 7.20% Page 5 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010700 SDNY_GM_00279898 EFTA01488918