EFTA01582582.pdf

Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 06/01/06 TO 06/30/06 PAGE 19 OF 20 *" ALL AMOUNTS IN US DOLLAR ", PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD 8. 03 8,665 (S) UNISOURCE ENERGY CORP HLDG CO 31.15000 269,914.75- 7,278.60- 2.697 03 1,452 IS) VALASSIS COMMUNICATION INC 23.59000 34,252.68- 'CSSU RATING :NEUTRAL INDEPENDENT RATING:Hold PROVIDER:Roohdale Securities 03 15,083 IS) VORNADO REALTY TR 97.55000 1,471,346.65- 48,265.60- 3.280 "CSSU RATING • INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 50.87500 1,017,500.00 29,720.00 2.921 NT CV1. 01.4861 06/02/2033 01 2,000,000 AMGEN INC NT ZER CV 32 73.50000 1,470,000.00 03/01/2032 01 3,000,000 CBRL GROUP INC LYON ZERO 32 45.37500 1,361,250.00 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 130.37500 912,625.00 23,625.00 2.589 03.3750 07/15/2023 01 1,000,000 CSX CORP BOND CVT 125.75000 1,257,500.00 10/30/2021 01 625,000 CELGENE CORP CVT 392.50000 2,453,125.00 10,937.50 .446 01.7500 06/01/2008 01 2,250,000 CENTERPOINT ENERGY INC CVT SER B 113.87500 2,562,187.50 84,375.00 3.293 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 121.00000 151,250.00 2,812.50 1.860 02.2500 08/01/2012 01 775,000 CONSECO INC CUT 144A 106.25000 823,437.50 27,125.00 3.294 03.5000 09/30/2035 03 775,000 (S) CONSECO INC CUT 106.25000 823,437.50- 27,125.00- 3.294 03.5000 09/30/2035 01 1,052,000 EDO CORP CVT SR SUB NTS 97.37500 1,024,385.00 42,080.00 4.108 04.0000 11/15/2025 01 150,000 GENERAL MTRS CORP CV C 33 20.16000 3,024,000.00 234,300.00 7.748 06.2500 07/15/2033 CREDIT SUISSESECURffIES(USA)L1C TEL: ELEVEN MADISON AVENUE FAX: CREDIT SUISSE NEW YORK, NY 1C010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062128 EFTA01582582