EFTA01582445

Statement of Account ALL AMOUNTS IN US DOLLAR ••* TYPE DATE TRANSACTION 01 08/01/06 INTEREST 01 08/01/06 INTEREST 01 08/01/06 INTEREST 0] 08/01/06 INTEREST 03 08/07/06 SUBST CHGD 03 08/08/06 SUBST CHGD 03 08/22/06 SUBST CHGD li!k CREDIT SUISSE INV REP NT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 08/01/06 TO 08/31/06 15 OF INCOME ACTIVITY FOR THE MONTH DESCRIPTION DEBIT INT @ AVG RATE 5.412 FOR 31 DAYS FROM 07/01 TO 07/31 CLOSE BAL 24197133.45 DB AVG BAL -24018760.46 DB REBATE ON SHORT SALES FOR THE MONTH OF JULY INTEREST CREDIT REBATE ON SHORT SALES 12/15/2049 INTEREST CHARGE INTERNATIONAL FEES 07-2006 LNG 2.25 08/01 144A 02.2500 08/01/2012 INTEREST CREDIT 08/01/06 ON 125000 BONDS MASCO CORP SUBSTITUTE DIVIDEND CHARGE 08/07/06 ON -5223 SHARES CBRL GROUP INC SUBSTITUTE DIVIDEND CHARGE 08/08/06 ON -6432 SHARES VORNADO REALTY TR SUBSTITUTE DIVIDEND CHARGE 08/22/06 ON -15783 SHARES CREDIT SUISSE SECURITIES ( USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 DEBIT 111,938.82 527.46 1,149.06 836.16 12,626.40 CREDIT 79,776.34 1,406.25 TEL: 212-325-2000 FAX: 212-538-5540 18 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061981 EFTA01582445