EFTA Document EFTA01582485

Statement of Account *" ALL AMOUNTS IN US DOLLAR *** TYPE LONG OR DESCRIPTION SHORT(S) 01 250,000 01 1,600,000 01 4,000,000 01 3,000,000 01 3,830,000 01 4,000,000 01 3,000,000 01 500,000 01 789,000 01 2,000,000 * Please see the last page CREDIT aUISSE)1.tt INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 203Q UNDISCLOSED 02/01/06 TO 02/28/06 21 OF 21 PORTFOLIO PRICE MARKET VALUE ESTIMATED ANNUAL INCOME CURRENT YIELD % GENERAL MTRS CORP CV C 33 16.52900 4,132,250.00 390,500.00 9.450 06.2500 07/15/2033 HCC INS HLDGS INC NT CVT 151.50000 2,424,000.00 32,000.00 1.320 02.0000 09/01/2021 MASCO CORP CVT 45.75000 1,830,000.00 07/20/2031 PPL ENERGY SUPPLY LLC CVT 127.00000 3,810,000.00 78,750.00 2.067 02.6250 05/15/2023 RPM INTL INC SR NT CV 33 53.62500 2,053,837.50 53,198.70 2.590 01.3890 05/13/2033 SUPERVALU INC SR CVT BOND 33.50000 1,340,000.00 11/02/2031 TJX COS INC CONV 83.12500 2,493,750.00 02/13/2021 UNISOURCE ENERGY CORP CVT 144A 98.50000 492,500.00 22,500.00 4.569 04.5000 03/01/2035 vALASSIS COMMUNICATIONS INC SR 62.37500 492,138.75 8,552.76 1.738 NT CV1. 01.0843 05/22/2033 VORNADO Burr L P SR 107.37500 2,147,500,00 77,500.00 3.609 DEB EEC 03.8750 04/15/2025 TOTAL PRICED PORTFOLIO 13,183,446.90 348,662.18 2.645 for securities ratings disclosure letter. CREDIT SUISSE SECURITIES(USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062022 EFTA01582485