EFTA01582228.pdf

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