EFTA01581824

Fund: Ibte: Quantity 16ghlnidge - Financial 'Itssl Co. 9,30'2006 nils 1 Description PORTFOLIO APPRAISAL Hight:side* Capital klroarptatat As M9/30,2006 Deal Pct. Purchase T, Currents-Visit Ilate 1.0Cal 1'nel Dale: 1016,1306 4:41:16P/1 Page: 2 of 2 then manta 'focal I oral \larkrt I 'totalized Pd. Di' lint Cost Market Value Gainfl ens UI. Accrual Credil-suroc lint Motor' ',nil 1096F/ridge Financial Tnril Co. total 6103 "total 68.03 4859.000.94 4.859.000.94 4,859,00194 8.309.631.57 8.309.631.57 507.568.12 0.06 83.12180 507.568.12 0.06 83.128.80 8.309.631.57 507.568.12 0.06 63,128.80 hum Dale: Etlective Dale: N A NA Trade Dale Cash Summary Qty Accouot Cost Total Cost Market Price Market Value Unrealized Ins. 1,466,795.94 CSFA - NOT- USD 1.0000 3.466.795.94 1.0000 3.466.795.94 0.(Xl 268.53 cam-103E1 - ❑B' 01138 218.54 214.75 -3.79 0.7997 91122.09 CSF73.193E-1' • um 1.7433 159.024.61 11718 170.744.95 1111331 117,931.46 CS113 • 10317f • EUR 11679 149,530.60 1.2684 149,590.16 59.% 4016710 CSFB - 1931:1 Futures • USD 1.0000 -30,567.90 1.0000 -30,567.90 0.0o 1 40723 CSFB -11314 Figures - GBP 1.6526 15,576.56 11718 15,73736 160.80 36111.61 CSFB -13811' Futures - EUR 1.2099 44,293.87 1.2685 46,440.00 2,146.1' 036 CSI-B SWAP - IIBFT - DSU 1.0000 0.56 1.0000 0.56 0.00 45216 CSFT3 SWAP - !MET - OPP 1.7960 -273.28 1.8718 -284.81 -11.51 3.804.599.50 3,818,671.111 14,071.51 Portfolio Surnmary Asset Fusetlostal Value tonn lawmen' Value 25.543.493.54 Trade DAC Cash Inventory Value 3,118,671.01 Accrued Fixed Income Interest Inventory V 123,288.96 Accrued Marvin Inicresl 4.016.72 Accrued NW'S Inrava Unrealized FX Vi -1.78 Accrued Dividend; 41,320.03 Shen Inventory Value 47.233.861.98 12114316.44 Visual Portfolio Manager - Sql Sewer ITAI0128 Copyrighr 0)2002-1003 Iniegrated Moines, System:, lnc. Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061270 EFTA01581824