EFTA01582367.pdf

Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 01/01/07 TO 01/31/07 PAGE 16 OF 16 *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD i 01 1,000,000 CSX CORP BOND CVT 131.00000 1,310,000.00 10/30/2021 01 625,000 CELGENE CORP CVT 443.62500 2,772,656.25 10,937.50 .394 01.7500 06/01/2008 01 2,130,000 CENTERPOINT ENERGY INC CVT SER B 152.50000 3,248,250.00 79,875.00 2.459 03.7500 05/15/2023 01 952,000 EDO CORP CVT SR SUB NTS 95.75000 911,540.00 38,080.00 4.178 04.0000 11/15/2025 01 1,600,000 HCC INS HLDGS INC NT CVT 146.25000 2,340,000.00 32,000.00 1.368 02.0000 09/01/2021 01 3,830,000 RPM INTL INC SR NT CV 33 63.75000 2,441,625.00 53,198.70 2.179 01.3890 05/13/2033 01 120,000 UNISOURCE ENERGY CORP CVT 144A 111.75000 134,100.00 5,400.00 4.027 04.5000 03/01/2035 01 120,000 (S) UNISOURCE ENERGY CORP SR NT CV 111.75000 134,100.00- 5,400.00- 4.027 4.5* 03/3 04.5000 03/01/2035 TOTAL PRICED PORTFOLIO 2,335,797.01 24,003.14 1.028 * Please see the last page for securities ratings disclosure letter. CREDIT SUISSE SECURITIES (USA) LLC TEL: li!t ELEVEN MADISON AVENUE CREDIT SUISSE NEW YORK, NY 10010.3629 FAX Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061896 EFTA01582367