EFTA01582274

Statement of Account TYPE ALL AMOUNTS IN US D0L LONG OR DESCRIPTION SHORTIS) PORTFOLIO 01 700,000 CMS ENERGY CORP SR NT-B CV 23 03.3750 07/15/2023 01 1,000,000 CS% CORP BOND CVT 10/30/2021 01 15,000 CV THERAPEUTICS INC CVT 03.2500 08/16/2013 01 2,000,000 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 02.2500 08/01/2012 01 1,075,000 CONSECO INC CVT 144A 03.5000 09/30/2035 01 1,000,000 HALT DISNEY COMPANY CVT 02.1250 04/15/2023 01 2,000,000 NJKE ENERGY CORP CVT 01.7500 05/15/2023 01 3,000,000 FRANKLIN RES INC SR LYON CVT DUE 2031 05/11/2031 01 250,000 GENERAL MTRS CORP CV C 33 06.2500 07/15/2033 01 1,600,000 MCC INS HLDGS INC NT CVT 02.0000 09/01/2021 01 175,000 INVITROGEN CORP CVT 144A 03.2500 06/15/2025 01 4,000,000 MASCO CORP CVT 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 02.6250 05/15/2023 01 2,700,000 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 11/02/2031 01 3,000,000 TJX COS INC CONY CREDIT FIRST I SUISSE BOSTON 02/13/2021 ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 08/01/05 TO 08/31/05 24 OF 25 PRICE MARKET VALUE 159.87500 1,119,125.00 89.12500 891,250.00 120.00000 18,000.00 127.75000 2,555,000.00 123.25000 154,062.50 101.87500 1,095,156.25 102.12500 1,021,250.00 122.75000 2,455,000.00 73.00000 2,190,000.00 21.46000 5,365,000.00 126.87500 2,030,000.00 109.25000 191,187.50 45.75000 1,830,000.00 121.00000 3,630,000.00 54.75000 1,478,250.00 35.25000 1,410,000.00 76.25000 2,287,500.00 ESTIMATED ANNUAL INCOME CURRENT YIELD 1 23,625.00 2.111 487.50 75,000.00 2,812.50 37,625.00 21,250.00 35,000.00 390,500.00 32,000.00 5,687.50 2.708 2.935 1.826 3.436 2.081 1.426 7.279 1.576 2.975 76,750.00 2.169 37,503.00 2.537 CREDIT SUISSE FIRST BOSTON LLC TEL ELEVEN MADISON AVENUE FAX NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061794 EFTA01582274