EFTA Document EFTA01582601

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