EFTA01582228

Statement of Account t" ALL AMOUNTS I'. TYPE LONG OR SHORT IS) 01 2,790,000 01 2,000,000 01 1,000,000 01 17,000 01 3,000,000 01 700,000 01 1,000,000 01 15,000 01 625,000 01 2,000,000 01 125,000 01 1,075,000 01 1,000,000 01 2,000,000 01 3,000,000 01 250,000 1,600,000 CREDIT FIRST I SUISSE BOSTON DESCRIPTION INV REP 20JQ PORTFOLIO T TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 09/01/05 TO 09/30/05 21 OF 22 PRICE MARKET VALUE ESTIMATED ANNUAL INCOME CURRENT YIELD I ALLERGAN INC SR NT CV ZERO 22 104.10600 2,904,557.40 11/06/2022 AMGEN INC NT 2ER CV 32 78.50000 1,570,000.00 03/01/2032 AIIYLIN PHARMACEUTICALS INC SR 114.50000 1,145,000.00 25,000.00 2.183 NT CV 2 02.5000 04/15/2011 BARNES GROUP INC CVT 144A 104.37500 17,743.75 637.50 3.593 03.7500 08/01/2025 CBRL GROUP INC LYON ZERO 32 45.50000 1,365,000.00 04/03/2032 CMS ENERGY CORP SR NT-B CV 23 162.85000 1,139,950.00 23,625.00 2.072 03.3750 07/15/2023 CS X CORP BOND CVT 90.87500 908,750.00 10/30/2021 CV THERAPEUTICS INC CVT 119.50000 17,925.00 487.50 2.720 03.2500 08/16/2013 CELGENE CORP CVT 225.75000 1,410,937.50 10,937.50 .775 01.7500 06/01/2006 CENT ERPOI NT ENERGY INC CVT SER B 131.75000 2,635,000.00 75,000.00 2.846 03.7500 05/15/2023 CHENIERE ENERGY INC CVT 144A 130.62500 163,281.25 2,812.50 1.722 02.2500 08/01/2012 CONS ECO INC CVT 144A 102.12500 1,097,843.75 37,625.00 3.427 03.5000 09/30/2035 WALT DISNEY COMPANY CVT 101.37500 1,013,750.00 21,250.00 2.096 02.1250 04/15/2023 DUKE ENERGY CORP CVT 122.62500 2,452,500.00 35,000.00 1.427 01.7500 05/15/2023 FRANKLIN RES INC SR LYON CVT DUE 77.62500 2,328,750.00 2031 05/11/2031 GENERAL MTRS CORP CV C 33 19.74000 4,935,000.00 390,500.00 7.913 06.2500 07/15/2033 HCC INS H LDGS INC NT CVT 132.12500 2,114,000.00 32,000.00 1.514 02.0000 09/01/2021 CREDIT SUISSE FIRST BOSTON LLC TEL: ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061744 EFTA01582228