EFTA01582601

Statement of Account INV REP 203Q ACCOUNT 736FY TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 01/01/06 TO 01/31/06 PAGE 19 OF 20 *" ALL AMOUNTS IN US DOLLAR •" PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD % 01 3,366,000 ALLERGAN INC SR NT CV ZERO 22 133.18750 4,483,091.25 11/06/2022 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 45.37500 907,500.00 29,720.00 3.275 NT CV1. 01.4861 06/02/2033 01 2,000,000 AMGEN INC NT ZER CV 32 75.91577 1,518,315.40 03/01/2032 01 1,000,000 AMYLIN PHARMACEUTICALS INC SR 135.79940 1,357,994.00 25,000.00 1.841 NT CV 2 02.5000 04/15/2011 01 17,000 BARNES GROUP INC CVT 144A 106.00000 18,020.00 637.50 3.538 03.7500 08/01/2025 01 3,000,000 CBRL GROUP INC LYON ZERO 32 48.86645 1,465,993.50 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 144.37500 1,010,625.00 23,625.00 2.338 03.3750 07/15/2023 01 1,000,000 CS% CORP BOND CVT 98.37500 983,750.00 10/30/2021 01 15,000 CV THERAPEUTICS INC CVT 113.37500 17,006.25 487.50 2.867 03.2500 08/16/2013 01 625,000 CELGENE CORP CVT 296.25000 1,851,562.50 10,937.50 .591 01.7500 06/01/2008 01 2,000,000 CENTERPOINT ENERGY INC CVT SER B 116.99605 2,339,921.00 75,000.00 3.205 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 125.25000 156,562.50 2,812.50 1.796 02.2500 08/01/2012 01 1,075,000 CONSECO INC CVT I44A 111.16815 1,195,057.61 37,625.00 3.148 03.5000 09/30/2035 01 1,000,000 WALT DISNEY COMPANY CVT 102.43750 1,024,375.00 21,250.00 2.074 02.1250 04/15/2023 01 2,000,000 DUKE ENERGY CORP CVT 119.87500 2,397,500.00 35,000.00 1.460 01.7500 05/15/2023 01 1,052,000 EDO CORP CVT SR SUB NTS 101.25000 1,065,150.00 42,080.00 3.951 04.0000 11/15/2025 01 250,000 GENERAL MTRS CORP CV C 33 18.12000 4,530,000.00 390,500.00 8.620 06.2500 07/15/2033 CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000 )1St ELEVEN MADISON AVENUE FAX: 212-538-5540 CREDIT SUISSE NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062149 EFTA01582601