Statement of Account " ALL AMOUNTS IN US DOLLAR ••* TYPE LONG OR DESCRIPTION SHORT(S) INV REP 20ST PORTFOLIO ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 736FY UNDISCLOSED 09/01/06 TO 09/30/06 17 OF PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % 01 3,830,000 RPM INTL INC SR NT CV 33 56.62500 2,168,737.50 53,198.70 2.453 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND "CONTRA" 32.50000 1,300,000.00 11/02/2031 01 500,000 UNISOURCE ENERGY CORP CVT 144A 103.25000 516,250.00 22,500.00 4.358 04.5000 03/01/2035 01 789,000 VALASSIS COMMUNICATIONS INC SR 62.50000 493,125.00 8,552.76 1.734 NT CV1. 01.0843 05/22/2033 TOTAL PRICED PORTFOLIO 8,339,432.61 138,262.18 1.658 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 17 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062058 EFTA01582516