Statement of Account fl y ALL AMOUNTS IN US DOLLAR "' INV REP (COUNT TAXPAYER ID. STATEMENT PERIOD PAGE 203Q 36FY UNDISCLOSED 07/01/05 TO 07/31/05 21 OF 23 PORTFOLIO TYPE LONG OR SHORT(S) DESCRIPTION EQUITIES PRICE MARKET VALUE 03 24,250 (S) ALLERCAN INC 89.37000 2,167,222.50- *CSFB RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 253 (S) BARNES GROUP INC 34.04000 8,612.12- 03 16,580 (S) CBRL GROUP INC 39.17000 649,438.60- 'CSFB RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 POOr'S 03 55,567 (S) CMS ENERGY CORP 15.84000 880,181.28- 03 7,480 (S) CSX CORPORATION 45.54000 340,639.20- 'CSFB RATING • INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 426 (S) CV THERAPEUTICS INC 28.17000 12,000.42- 03 137,400 IS) CENTERPOINT ENERGY INC 13.74000 1,887,876.00- *CSFB RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 2,926 IS) CHENIERE ENERGY INC 33.99000 99,454.74- 03 21,720 IS) WALT DISNEY CO 25.64000 556,900.80- *CSFB RATING :OUTPERFORM INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 01 72,060 (S) DUKE ENERGY CORP 29.54000 2,128,652.40- *CSFB RATING :OUTPERFORM INDEPENDENT RATING:5 STAR - Buy PROVIDER:Standard 6 POOr'S 03 5,200 (S) DUKE ENERGY CORP 29.54000 153,608.00- *CSFB RATING :OUTPERFORM CREDIT FIRST I SUISSE BOSTON INDEPENDENT RATING:5 STAR - Buy PROVIDER:Standard 6 Poor's ESTIMATED ANNUAL INCOME CURRENT YIELD % 9,700.00- .448 222.64- 2.585 7,958.40- 1.225 2,992.00- .878 38,472.00- 2.038 5,212.80- .936 89,354.40- 4.198 6,448.00- 4.198 CREDIT SUISSE FIRST BOSTON LLC TEL: ELEVEN MADISON AVENUE FAX: NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061767 EFTA01582251