EFTA01582448.pdf

Statement of Account INV REP 20ST ACCOUNT 736FY TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 08/01/06 TO 08/31/06 PAGE 18 OF 18 " ALL AMOUNTS IN US DOLLAR ••* PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD % 01 4,000,000 MASCO CORP CVT 45.50000 1,820,000.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 139.50000 4,185,000.00 78,750.00 1.882 02.6250 05/15/2023 01 3,830,000 RPM INTL INC SR NT CV 33 55.12500 2,111,287.50 53,198.70 2.520 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 32.62500 1,305,000.00 11/02/2031 01 500,000 UNISOURCE ENERGY CORP CVT 144A 104.87500 524,375.00 22,500.00 4.291 04.5000 03/01/2035 01 789,000 VALASSIS COMMUNICATIONS INC SR 61.50000 485,235.00 8,552.76 1.763 NT CV1. 01.0843 05/22/2033 TOTAL PRICED PORTFOLIO 10,268,126.75 157,886.58 1.538 ' Please see the last page for securities ratings disclosure letter. CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000 li!t CREDIT SUISSE ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061984 EFTA01582448