EFTA01582563.pdf

Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 07/01/06 TO 07/31/06 PAGE 19 OF 20 " ALL AMOUNTS IN US DOLLAR -* PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD 03 58,950 (S) GENERAL MOTORS 32.23000 1,899,958.50- 58,950.00- 3.103 *CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 72,460 (S) HCC INSURANCE HOLDINGS INC 30.49000 2,209,305.40- 28,984.00- 1.312 03 2,723 (S) MASCO CORP 26.73000 72,785.79- 2,396.24- 3.292 "CSSU RATING :NEUTRAL INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 03 113,265 (S) PPL CORP 34.02000 3,853,275.30- 124,591.50- 3.233 03 56,140 (S) RPM INCORPORATED 18.74000 1,052,063.60- 35,929.60- 3.415 01 1,700 SUPERVALU INC 27.11000 46,087.00 1,105.00 2.398 03 8,307 (S) SUPERVALU INC 27.11000 225,202.77- 5,399.55- 2.398 03 9,965 (S) UNISOURCE ENERGY CORP HLDG CO 33.36000 332,432.40- 8,370.60- 2.518 03 15,783 (S) VORNADO REALTY TR 104.55000 1,650,112.65- 50,505.60- 3.061 'CSSU RATING • INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 49.27000 985,400.00 29,720.00 3.016 NT CV1. 01.4861 06/02/2033 01 2,000,000 AMGEN INC NT ZER CV 32 74.25000 1,485,000.00 03/01/2032 01 3,000,000 CBRL GROUP INC LYON ZERO 32 45.50000 1,365,000.00 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 138.87500 972,125.00 23,625.00 2.430 03.3750 07/15/2023 01 1,000,000 CSX CORP BOND CVT 111.00000 1,110,000.00 10/30/2021 01 625,000 CELGENE CORP CVT 391.00000 2,443,750.00 10,937.50 .448 01.7500 06/01/2008 01 2,250,000 CENTERPOINT ENERGY INC CVT SER B 122.25000 2,750,625.00 84,375.00 3.067 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 117.37500 146,718.75 2,812.50 1.917 02.2500 08/01/2012 CREDIT SUISSE SECUFtMES(USA)LLC TEL: CREDIT SUISSE16t FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062107 EFTA01582563