EFTA01582463.pdf

Statement of Account INV REP 20ST ACCOUNT 1=I TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 12/01/06 TO 12/31/06 PAGE 15 OF 15 **• ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD 03 8,215 (S) UNISOURCE ENERGY CORP HLDG CO 36.53000 300,093.95- 6,900.60- 2.299 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 62.62500 1,252,500.00 29,720.00 2.373 NT CV1. 01.4861 06/02/2033 01 3,000,000 CBRL GROUP INC LYON ZERO 32 49.87500 1,496,250.00 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 161.25000 1,128,750.00 23,625.00 2.093 03.3750 07/15/2023 01 1,000,000 CSX CORP BOND CVT 123.37500 1,233,750.00 10/30/2021 01 625,000 CELGENE CORP CVT 475.00000 2,968,750.00 10,937.50 .368 01.7500 06/01/2008 01 2,130,000 CENTERPOINT ENERGY INC CVT SER B 145.25000 3,093,825.00 79,875.00 2.582 03.7500 05/15/2023 01 952,000 EDO CORP CVT SR SUB NTS 96.25000 916,300.00 38,080.00 4.156 04.0000 11/15/2025 01 1,600,000 HCC INS HLDGS INC NT CVT 150.50000 2,408,000.00 32,000.00 1.329 02.0000 09/01/2021 01 4,000,000 MASCO CORP CVT 46.87500 1,875,000.00 07/20/2031 01 3,830,000 RPM INTL INC SR NT CV 33 59.75000 2,288,425.00 53,198.70 2.325 01.3890 05/13/2033 01 500,000 UNISOURCE ENERGY CORP CVT 144A 109.87500 549,375.00 22,500.00 4.096 04.5000 03/01/2035 01 120,000 (S) UNISOURCE ENERGY CORP SR NT CV 109.87500 131,850.00- 5,400.00- 4.096 4.5'• 03/3 04.5000 03/01/2035 TOTAL PRICED PORTFOLIO 4,677,238.27 52,655.80 1.126 * Please see the last page for securities ratings disclosure letter. CREDIT SUISSE SECURITIES (USA) LLC TEL: ELEVEN MADISON AVENUE CREDIT SUISSE16t NEW YORK, NY 10010.3629 FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062000 EFTA01582463