Statement of Account ALL AMOUNTS IN US DOLLAR INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 203Q UNDISCLOSED 07/01/05 TO 07/31/05 23 OF 23 PORTFOLIO TYPE LONG OR SHORT(S) DESCRIPTION PRICE MARKET VALUE 01 125,000 CHENIERE ENERGY INC CVT 144A 110.68750 138,359.37 02.2500 08/01/2012 01 1,000,000 WALT DISNEY COMPANY CVT 103.18750 1,031,875.00 02.1250 04/15/2023 01 2,000,000 DUKE ENERGY CORP CVT 123.93750 2,478,750.00 01.7500 05/15/2023 01 250,000 GENERAL MTRS CORP CV C 33 22.49000 5,622,500.00 06.2500 07/15/2033 01 175,000 INVITROGEN CORP CVT 144A 111.25000 194,667.50 03.2500 06/15/2025 01 4,000,000 MASCO CORP CVT 47.37500 1,895,000.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 121.00000 3,630,000.00 02.6250 05/15/2023 01 2,700,000 RPM INTL INC SR NT CV 33 54.75000 1,478,250.00 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 35.12500 1,405,000.00 11/02/2031 01 3,000,000 TJX COS INC CONY 81.40000 2,442,000.00 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 104.06250 520,312.50 04.5000 03/01/2035 01 2,000,000 VORNADO RLTY L P SR 106.50000 2,130,000.00 DEB EXC 03.8750 04/15/2025 OTHER ASSETS 01 3,000,000 INTERNATIONAL GAME TECHNOLOGY ZERO 64.08771 1,922,631.30 01/29/2033 TOTAL PRICED PORTFOLIO 8,973,337.73 * Please see the last page for securities ratings disclosure letter. CREDIT FIRST I SUISSE BOSTON ESTIMATED ANNUAL INCOME CURRENT YIELD % 2,812.50 2.033 21,250.00 2.059 35,000.00 1.412 390,500.00 6.945 5,687.50 2.921 78,750.00 2.169 37,503.00 2.537 22,500.00 4.324 17,500.00 3.638 114,739.44 1.279 CREDIT SUISSE FIRST BOSTON LLC TEL: ELEVEN MADISON AVENUE FAX: NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061769 EFTA01582253