EFTA01582297.pdf

Statement of Account INV REP 203Q lilT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 11/01/05 TO 11/30/05 PAGE 23 OF 24 "' ALL AMOUNTS IN US DOLLAR «" PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD % 03 12,233 IS) VORNADO REALTY TR 85.35000 1,044,086.55- 39,145.60- 3.749 "CSFB RATING :NOT AVAILABLE INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard 6 Poor's 03 13,240 IS) WYETH 41.56000 550,254.40- 13,240.00- 2.406 'CSFB RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 01 3,366,000 ALLERGAN INC SR NT CV ZERO 22 114.04560 3,838,774.89 11/06/2022 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 45.70680 914,136.00 29,720.00 3.251 NT CV1. 01.4861 06/02/2033 01 2,000,000 AMGEN INC NT ZER CV 32 79.00000 1,580,000.00 03/01/2032 01 1,000,000 AMYLIN PHARMACEUTICALS INC SR 123.37500 1,233,750.00 25,000.00 2.026 NT CV 2 02.5000 04/15/2011 01 17,000 BARNES GROUP INC CVT 144A 102.87500 17,488.75 637.50 3.645 03.7500 08/01/2025 01 3,000,000 CBRL GROUP INC LYON ZERO 32 46.38000 1,391,400.00 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 137.87500 965,125.00 23,625.00 2.448 03.3750 07/15/2023 01 1,000,000 CSX CORP BOND CVT 92.56250 925,625.00 10/30/2021 01 15,000 CV THERAPEUTICS INC CVT 110.87500 16,631.25 487.50 2.931 03.2500 08/16/2013 01 625,000 CELGENE CORP CVT 249.00000 1,556,250.00 10,937.50 .703 01.7500 06/01/2008 01 2,000,000 CENTERPOINT ENERGY INC CVT SER B 121.60400 2,432,080.00 75,000.00 3.084 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 11/.37500 146,718.75 2,812.50 1.917 02.2500 08/01/2012 01 1,075,000 CONSECO INC CVT 144A 100.37500 1,079,031.25 37,625.00 3.487 03.5000 09/30/2035 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-00061819 EFTA01582297