EFTA01582274.pdf

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