EFTA01582658.pdf

Statement of Account •" INV REP 203Q ACCOUNT 736FY TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 03/01/06 TO 03/31/06 PAGE 21 OF 22 ALL AMOUNTS IN US DOLLAR PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD % 03 8,665 IS) UNISOURCE ENERGY CORP HLDG CO 30.50000 264,282.50- 7,278.60- 2.754 03 2,812 IS) VALASSIS COMMUNICATION INC 29.37000 82,588.44- 'CSSU RATING :NEUTRAL INDEPENDENT RATING:Hold PROVIDER:Rochdale Securities 03 15,733 IS) VORNADO REALTY TR 96.00000 1,510,368.00- 50,345.60- 3.333 "CSSU RATING :NOT AVAILABLE INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 01 3,366,000 ALLERGAN INC SR NT CV ZERO 22 123.75000 4,165,425.00 11/06/2022 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 49.50000 990,000.00 29,720.00 3.002 NT CV1. 01.4861 06/02/2033 01 2,000,000 AMGEN INC NT ZER CV 32 75.12500 1,502,500.00 03/01/2032 01 3,000,000 CBRL GROUP INC LYON ZERO 32 49.57550 1,487,265.00 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 130.00000 910,000.00 23,625.00 2.596 03.3750 07/1 5/2023 01 1,000,000 CSX CORP BOND CVT 107.75000 1,077,500.00 10/30/2021 01 625,000 CELGENE CORP CVT 366.62500 2,291,406.25 10,937.50 .477 01.7500 06/01/2008 01 2,000,000 CENTERPOINT ENERGY INC CVT SER B 111.83400 2,236,680.00 75,000.00 3.353 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 128.50000 160,625.00 2,812.50 1.751 02.2500 08/01/2012 01 1,075,000 CONSECO INC CVT 144A 109.75000 1,179,812.50 37,625.00 3.189 03.5000 09/30/2035 01 2,000,000 DUKE ENERGY CORP CVT 122.87500 2,457,500.00 35,000.00 1.424 01.7500 05/15/2023 01 1,052,000 EDO CORP CVT SR SUB NTS 109.75000 1,154,570.00 42,080.00 3.645 04.0000 11/15/2025 CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000 ELEVEN MADISON AVENUE FAX: 212-538-5540 CREDIT SUISSE NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062216 EFTA01582658