Confidential Treatment Requested by JPMorgan Chase 61Z1+9000-ANCIS-lAldr 01 1.,06 Portfolio Summary FINANCIAL. I Rust C OAIPANN INC 33thasn 01 2006- Linn." 31 2006 Portfolio Summary Net W0(111 tatier art, Myr &sour ;CIO 4/415102/ Mara M.Sa'41 ems/ 2 466 677 92 14 154 512 34 16 421 NO 26 Csati R. Short limn 2 466 677 93 10i ON) 310 3 467 716 12 1_406.%3 0 00 LI 333 431.34 11353.1%154 I salmhttla (11iurt1 0 00 • 2 70000000 -2 700 000 00 (Ipleoni 000 270000000 • 2 790 000 00 70I/0 2 466 677 93 Il 654 51234 19026 Accrued locum.. 11411 10 OW a X4X Ita 3 01.11 Nu Wards t 473 124 72 I 1654 3%2 34 14 130 03906 Income Summary IlitOMmarP ',Wein Not etennweld peoPftet rwi,women W. fa. 4.1100 air. ow.. AS/ • Al Pew NM NOM K 01 I rel ?LIM 1pf*J.• it.I., MV Tasal% Inkrt.aa 54 III 544E Dv. orJend, X 165 99 X165119 k., son lasi 4...arin is WIC um al we MN seiyiemsairn vases, I. UNION.. ea 41..% t..A w anA odima Nat ilolsnaa• lb 411111b11440 Pat ahe% MAAS NON OA rieura a•••..•.••'•.••4 tuul &112047 x$2047 Aditt Ilmiltanuerers WI pawed sea, c•Williel Iva* Ceerrinali MK? . I WPOWISSO JPMorgan 0 Private Bank Pc:c ni 29 EFTA01584356