EFTA01582484.pdf

Statement of Account INV REP 203Q ACCOUNT 736FY TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 02/01/06 TO 02/28/06 PAGE 20 OF 21 tee ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD % 03 14,233 IS) VORNADO REALTY TR 88.99000 1,266,594.67- 45,545.60- 3.596 "CSSU RATING :NOT AVAILABLE INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 01 3,366,000 ALLERGAN INC SR NT CV ZERO 22 123.00000 4,140,160.00 11/06/2022 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 99.21200 984,290.00 29,720.00 3.020 NT CVI. 01.4861 06/02/2033 01 2,000,000 AMGEN INC NT ZER CV 32 76.25000 1,525,000.00 03/01/2032 01 1,000,000 AMYLIN PHARMACEUTICALS INC SR 137.81800 1,378,180.00 25,000.00 1.814 NT CV 2 02.5000 04/15/2011 01 17,000 BARNES GROUP INC CVT 144A 106.50000 18,105.00 637.50 3.521 03.7500 08/01/2025 01 17,000 (S1 BARNES GROUP INC 3.751 2025 CVT 106.50000 18,105.00- 637.50- 3.521 03.7500 08/01/2025 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 23 140.37500 982,625.00 23,625.00 2.404 03.3750 07/15/2023 01 1,000,000 CSX CORP BOND CVT 101.50000 1,015,000.00 10/30/2021 01 625,000 CELGENE CORP CVT 315.87500 1,974,218.75 10,937.50 .554 01.7500 06/01/2008 01 2,000,000 CENTERPOINT ENERGY INC CVT SER B 117.25000 2,345,000.00 75,000.00 3.198 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 126.87500 158,593.75 2,812.50 1.773 02.2500 08/01/2012 01 1,075,000 CONSECO INC CVT 144A 111.50000 1,198,625.00 37,625.00 3.139 03.5000 09/30/2035 01 2,000,000 DUKE ENERGY CORP CVT 119.75000 2,395,000.00 35,000.00 1.461 01.7500 05/15/2023 01 1,052,000 EDO CORP CVT SR SUB NTS 107.12500 1,126,955.00 42,080.00 3.734 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-00062021 EFTA01582484