EFTA01582502.pdf

Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 10/01/06 TO 10/31/06 PAGE 17 OF 17 " ALL AMOUNTS IN US DOLLAR ••* PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD % 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 56.00000 1,120,000.00 29,720.00 2.654 NT CV1. 01.4861 06/02/2033 01 3,000,000 CBRL GROUP INC LYON ZERO 32 50.50000 1,515,000.00 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 146.37500 1,024,625.00 23,625.00 2.306 03.3750 07/15/2023 01 1,000,000 CSX CORP BOND CVT 128.37500 1,283,750.00 10/30/2021 01 625,000 CELGENE CORP CVT 441.12500 2,757,031.25 10,937.50 .397 01.7500 06/01/2008 01 2,250,000 CENTERPOINT ENERGY INC CVT SER B 136.75000 3,076,875.00 84,375.00 2.742 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 99.50000 124,375.00 2,812.50 2.261 02.2500 08/01/2012 01 125,000 (SI CHENIERE ENERGY INC CVT 99.50000 124,375.00- 2,8]2.50- 2.261 02.2500 08/01/2012 01 1,052,000 EDO CORP CVT SR SUB NTS 98.00000 1,030,960.00 42,080.00 4.082 04.0000 11/15/2025 01 1,600,000 HCC INS HLDGS INC NT CVT 158.25000 2,532,000.00 32,000.00 1.264 02.0000 09/01/2021 01 4,000,000 MASCO CORP CVT 46.62500 1,865,000.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 138.75000 4,162,500.00 78,750.00 1.892 02.6250 05/15/2023 01 3,830,000 RPM INTL INC SR NT CV 33 53.50000 2,049,050.00 53,198.70 2.596 01.3890 05/13/2033 01 500,000 UNISOURCE ENERGY CORP CVT 144A 107.50000 537,500.00 22,500.00 4.186 04.5000 03/01/2035 0] 789,000 VALASSIS COMMUNICATIONS INC SR 62.75000 495,097.50 8,552.76 1.727 NT CV1. 01.0843 05/22/2033 TOTAL PRICED PORTFOLIO 5,767,638.10 36,119.78 .626 • 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-00062040 EFTA01582502