EFTA01582659.pdf

Statement of Account INV REP 20J0 ACCOUNT 736FY TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 03/01/06 TO 03/31/06 PAGE 22 OF 22 *" ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD % 01 250,000 GENERAL MTRS CORP CV C 33 17.46000 4,365,000.00 390,500.00 8.946 06.2500 07/15/2033 01 1,600,000 HCC INS HLDGS INC NT CVT 163.75000 2,620,000.00 32,000.00 1.221 02.0000 09/01/2021 01 4,000,000 MASCO CORP CVT 46.00000 1,840,000.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 118.62500 3,558,750.00 78,750.00 2.213 02.6250 05/15/2023 01 3,830,000 RPM INTL INC SR NT CV 33 53.12500 2,034,687.50 53,198.70 2.615 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 32.87500 1,315,000.00 11/02/2031 01 3,000,000 TJX COS INC CONV 83.62500 2,508,750.00 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 97.50000 487,500.00 22,500.00 4.615 04.5000 03/01/2035 01 789,000 VALASSIS COMMUNICATIONS INC SR 62.37500 492,138.75 8,552.76 1.738 NT CV1. 01.0843 05/22/2033 01 2,000,000 VORNADO RLTY L P SR 112.12500 2,242,500.00 77,500.00 3.456 DEB EXC 03.8750 04/15/2025 TOTAL PRICED PORTFOLIO 12,039,892.60 326,937.46 2.715 * Please see the last page for securities ratings disclosure letter. 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-00062217 EFTA01582659