Statement of Account " ALL AMOUNTS IN US DOLLAR ••* TYPE LONG OR DESCRIPTION SHORT(S) INV REP 20ST PORTFOLIO 01 4,000,000 MASCO CORP CVT 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 02.6250 05/15/2023 01 3,830,000 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 11/02/2031 01 500,000 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 01 789,000 VALASSIS COMMUNICATIONS INC SR NT CV1. 01.0843 05/22/2033 TOTAL PRICED PORTFOLIO ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 736FY UNDISCLOSED 08/01/06 TO 08/31/06 18 OF PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % 45.50000 1,820,000.00 139.50000 4,185,000.00 78,750.00 1.882 55.12500 2,111,287.50 53,198.70 2.520 32.62500 1,305,000.00 104.87500 524,375.00 22,500.00 4.291 61.50000 485,235.00 8,552.76 1.763 10,268,126.75 157,886.58 1.538 ' Please see the last page for securities ratings disclosure letter. li!t CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 18 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061984 EFTA01582448