EFTA01585135

Confidential Treatment Requested by JPMorgan Chase 6L0S9000-ANOSINdf 05 12006 Account Nissubv Q 3017 I-00 S FINANCIAL TRUST COMPANY INC Jr7v10T0311 Chase aunt. N A 343 Paris A%Cfrib2 Ness Yon. NY 10154.1002 Asset Aecouni Portfolio May 01 2006 - Ma) 51 2006 JPNlorgan Private Bank Pam 4 of 23 Overview Os • SIM vsbig 40P seal Anil wow onsosso 672,657 20 Portfolio Summary Vacib & Short Tam MVP 13 727 215 61 47 r 13,502 900 7 1 Cause 13.727.21569 49 fl int ea 144.4 Aisou Column Other 14 124691100 -233472296 13 491 1126 76 62 324 RI 00 00 ..wale.a.141 Mud her whit. art wand dryea../. Wan> th ave 15.& )84 flaw OW USA MA 1 CHASE LAVA. an va is aid Asia Anal vottaas IMIRee Ant we MIC ~Sorra eonn othipam• mock. (BASS W. way w ww. b.) a an. •051...vs la Soft 716.1501 VlaS vavaat7 waslyma MIY iOstaga4 Nf kNN lillenmeall Ser Osmosis 439260 61 9249 II 139 380 03000 NM NIA Tool 26 856451 33 2R 7116 163 64 14 107 2i5 69 672,657 20 2 On. Mtwara) Sax Val 60~ Acres Jake aista *a Moot Swam NOM. Accrued Incurs 53 51906 $1. 017 39 Tool Ponfollo Value 26 910 040 41 28,757,201 03 Asset Allocallon 32% Cash dn.! Shan Tenn Inane Summary ilen•smalle0 Vealirair Trait Inienal 39 967 00 138 205 42 8 1 40% Comics Ds Wendt 21 720 79 69 824 75 tri "%Other feud 52 647 79 2011.030 17 Na GairdLoss Summary leaellieoewsteo PIIIMMIMIIP re Oar tor tananclIAD Net Short Term Gasnasso 240627 17 605.870 95 259 260 53 Nn 14)0g Tarn CinsorLOM -001 Total 240677 17 605 870 95 259 260 52 'Vent so dace infornininn .5 CIJCVlalerd on .5 5.4/47101/ ) ers bass. Market sabre of °Forams a not included an re Mart ENchange Razes Spot anon on or May 31 2006 Csosiss GRP faXN YAR c.essse Pk* tl .3076 6 6Q75 EFTA01585135