EFTA01582252

Statement of Account "' ALL AMOUNTS IN US DOLLAR «" INV REP 203Q PORTFOLIO ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 07/01/05 TO 07/31/05 22 OF 23 TYPE LONG OR SHORT(S) DESCRIPTION PRICE MARKET VALUE 03 98,300 IS1 GENERAL MOTORS 36.82000 3,619,406.00- •CSFB RATING :OUTPERFORM INDEPENDENT RATING :1 STAR - Sell PROVIDER:Standard 6 Poor's 03 35,800 151 INTERNATIONAL GAME TECHNOLOGIES 27.36000 979,488.00- 03 1,835 IS) INVITROGEN CORP 85.77000 157,387.95- 03 22,896 IS1 MASCO CORP 33.91000 776,403.36- •CSFB RATING :OUTPERFORM INDEPENDENT RATING :4 STAR - Accumulate PROVIDER:Standard 6 Poor'S 03 91,340 IS) PPL CORP 61.58000 5,624,717.20- 03 43,820 151 RPM INCORPORATED 18.75000 821,625.00- 03 21,370 IS) SUPERVALU INC 35.40000 756,498.00- 03 63,700 IS1 TJX COMPANIES INC NEN 23.51000 1,497,567.00- •CSFB RATING :OUTPERFORM INDEPENDENT RATING :3 STAR - Hold PROVIDER:Standard 6 Poor's 03 8,665 IS) UNISOURCE ENERGY C ORP HLDG CO 32.25000 279,446.25- 03 11,233 IS1 VORNADO REALTY TR 88.64000 995,693.12- 01 2,500,000 •CSFB RATING :NOT AVAILABLE INDEPENDENT RATING :3 STAR - Hold PROVIDER:Standard Poor's ALLERGAN INC SR NT CV ZERO 22 102.62500 2,565,625.00 01 3,000,000 11/06/2022 CBRL GROUP INC LYON ZERO 32 46.56200 1,396,860.00 01 700,000 04/03/2032 CMS ENERGY CORP SR NT-B CV 23 156.50000 1,095,500.00 01 1,000,000 03.3750 07/15/2023 CSX CORP BOND CVT 90.25000 902,500.00 01 15,000 10/30/2021 CV THERAPEUTICS INC CVT 125.50000 18,825.00 01 2,000,000 03.2500 08/16/2013 CENTERPOINT ENERGY INC SR 124.87500 2,497,500.00 NT CV 3 03.7500 05/15/2023 CREDIT FIRST I SUISSE BOSTON CREDIT SUISSE FIRST BOSTON LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 ESTIMATED ANNUAL INCOME CURRENT YIELD % 196,600.00- 5.432 17,184.00- 1.754 18,316.80- 2.359 168,065.60- 2.988 26,292.00- 3.200 13,035.70- 1.723 15,286.00- 1.021 6,585.40- 2.357 34,148.32- 3.430 23,625.00 2.157 487.50 2.590 75,000.00 3.003 TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061768 EFTA01582252