INV REP ACCOUNT Statement of Account 20JQ TAXPAYER ID. STATEMENT UNDISCLOSED 09/01/05 PERIOD TO 09/30/05 PAGE 22 OF 22 PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD I 01 4,000,000 MASCO CORP CVT 45.87500 1,835,000.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 130.62500 3,918,750.00 79,750 .00 2.010 02.6250 05/15/2023 01 2,700,000 RPM INTL INC SR NT CV 33 53.87500 1,454,625.00 37,503.00 2.578 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 32.87500 1,315,000.00 11/02/2031 01 3,000,000 TJX COS INC CONY 76.00000 2,280,000.00 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 105.00000 525,000.00 22,500.00 4.286 04.5000 03/01/2035 01 2,000,000 VORNADO RLTY L P SR 106.12500 2,122,500.00 77,500.00 3.651 DEB EXC 03.8750 04/15/2025 01 2,000,000 METH NOTE SR CVT FR 103.50000 2,070,000.00 47,800.00 2.309 02.3900 01/15/2024 OTHER ASSETS 01 3,000,000 INTERNATIONAL GAME TECHNOLOGY ZERO 63.50000 1,905,000.00 01/29/2033 TOTAL PRICED PORTFOLIO 14,609,227.05 266,580.64 * Please see the last Page for securities ratings disclosure letter. CREDIT FIRST I SUISSE BOSTON CREDIT SUISSE FIRST BOSTON LLC TEL ELEVEN MADISON AVENUE FAX NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061745 EFTA01582229