Statement of Account '" ALL AMOUNTS IN US DOLLAR "' TYPE LONG OR DESCRIPTION SHORT(S) INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 20,70 UNDISCLOSED 10/01/05 TO 10/31/05 23 OF 23 PORTFOLIO PRICE MARKET VALUE ESTIMATED ANNUAL INCOME CURRENT YIELD % 01 1,000,000 WALT DISNEY COMPANY CVT 101.01727 1,010,172.70 21,250.00 2.104 02.1250 04/15/2023 01 2,000,000 DUKE ENERGY CORP CVT 112.37500 2,247,500.00 35,000.00 1.557 01.7500 05/15/2023 01 3,000,000 FRANKLIN RES INC SR LYON CVT DUE 82.88991 2,486,697.30 2031 05/11/2031 01 250,000 GENERAL MTRS CORP CV C 33 18.35000 4,587,500.00 390,500.00 8.512 06.2500 07/15/2033 01 1,600,000 HCC INS HLDGS INC NT CVT 142.00000 2,272,000.00 32,000.00 1.408 02.0000 09/01/2021 01 4,000,000 MASCO CORP CVT 45.18870 1,807,548.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 125.69400 3,770,820.00 78,750.00 2.088 02.6250 05/15/2023 01 2,700,000 RPM INTL INC SR NT CV 33 53.35000 1,440,450.00 37,503.00 2.604 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 33.59000 1,343,600.00 11/02/2031 01 3,000,000 T3X COS INC CONV 78.65855 2,359,756.50 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 102.18750 510,937.50 22,500.00 4.404 04.5000 03/01/2035 01 2,000,000 VORNADO RLTY L P SR 103.64920 2,072,984.00 77,500.00 3.739 DEB EXC 03.8750 04/15/2025 01 2,000,000 WYETH NOTE SR CVT FR 103.03905 2,060,781.00 47,800.00 2.320 02.3900 01/15/2024 OTHER ASSETS 01 3,000,000 INTERNATIONAL GAME TECHNOLOGY ZERO 63.13215 1,893,964.50 01/29/2033 TOTAL PRICED PORTFOLIO 15,971,891.75 288,581.68 1.807 • Please see the last page for securities ratings disclosure letter. CREDIT FIRST I SUISSE BOSTON CREDIT SUISSE FIRST BOSTON 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-00061866 EFTA01582339