EFTA01582639

Statement of Account *" ALL AMOUNTS IN US DOLLAR *** TYPE LONG OR DESCRIPTION SHORT(S) INV REP 2030 PORTFOLIO 01 3,830,000 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 11/02/2031 01 1,500,000 TJX COS INC CONY 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 01 789,000 VALASSIS COMMUNICATIONS INC SR NT CV1. 01.0843 05/22/2033 01 2,000,000 VORNADO RLTY L P SR DEB EXC 03.8750 04/15/2025 TOTAL PRICED PORTFOLIO TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 04/01/06 TO 04/30/06 25 OF 25 PRICE MARKET VALUE ESTIMATED ANNUAL INCOME CURRENT YIELD % 54.00000 2,068,200.00 53,196.70 2.572 32.62500 1,305,000.00 82.25000 1,233,750.00 97.37500 486,875.00 22,500.00 4.621 62.37500 492,138.75 8,552.76 1.738 111.75000 2,235,000.00 77,500.00 3.468 11,195,258.14 215,522.18 1.925 • Please see the last page for securities ratings disclosure letter. CREDIT aUISSE)1.tt TEL: FAX Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062194 EFTA01582639