Statement of Account "" ALL AMOUNTS IN US DOLLAR INV REP 203Q PORTFOLIO ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 10/01/05 TO 10/31/05 22 OF 23 TYPE LONG OR SHORT(S) DESCRIPTION PRICE MARKET VALUE ESTIMATED ANNUAL INCOME CURRENT YIELD 8. 03 8,665 (S) UNISOURCE ENERGY CORP BLDG CO 31.97000 277,020.05- 6,585.40- 2.377 03 12,233 IS) VORNADO REALTY TR 81.00000 990,873.00- 39,145.60- 3.951 'CSFB RATING :NOT AVAILABLE INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 POOI'8 03 13,240 IS) WYETH 44.56000 589,974.40- 13,240.00- 2.244 "CSFB RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 01 3,366,000 ALLERGAN INC SR NT CV ZERO 22 101.25000 3,408,075.00 11/06/2022 01 2,000,000 AMGEN INC NT ZER CV 32 77.24305 1,544,861.00 03/OL/2032 01 1,000,000 AMYLIN PHARMACEUTICALS INC SR 113.25750 1,132,575.00 25,000.00 2.207 NT CV 2 02.5000 04/15/2011 01 17,000 BARNES GROUP INC CVT 144A 83.62000 14,215.40 637.50 4.485 03.7500 08/01/2025 01 3,000,000 CBRL GROUP INC LYON ZERO 32 45.81960 1,374,588.00 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 147.87500 1,035,125.00 23,625.00 2.282 03.3750 07/15/2023 01 1,000,000 CSX CORP BOND CVT 90.80223 908,022.30 10/30/2021 01 15,000 CV THERAPEUTICS INC CVT 112.82153 16,923.22 487.50 2.881 03.2500 08/16/2013 01 625,000 CELGENE CORP CVT 220.00000 1,375,000.00 10,937.50 .795 01.7500 06/OL/2008 01 2,000,000 CENTERPOINT ENERGY INC CVT SER B 122.02123 2,440,424.60 75,000.00 3.073 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 120.90100 151,126.25 2,812.50 1.861 02.2500 08/01/2012 01 1,075,000 CONSECO INC CVT 144A 99.21553 1,066,566.94 37,625.00 3.528 03.5000 09/30/2035 CREDIT FIRST I SUISSE BOSTON CREDIT SUISSE FIRST BOSTON LLC ELEVEN MADISONAVENUE NEW YORK, NY10010-3629 TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061865