EFTA Document EFTA01582463

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