Statement of Account **• ALL TYPE AMOUNTS IN US DOLLAR PORTFOLIO LONG OR DESCRIPTION SHORT(S) PRICE MARKET VALUE 03 3,026 (S) CHENIERE ENERGY INC 37.22000 112,627.72- 03 27,200 (S) CONSECO INC 23.17000 630,224.00- *CSFP RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 18,750 (S) WALT DISNEY CO 23.97000 449,437.50- 01 3,010 `CSFB RATING :OUTPERFORM INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's DUKE ENERGY CORP 27.45000 82,624.50 *CSFS RATING :Restricted INDEPENDENT RATING:Not Shown PROVIDER:Standard & Poor's 03 71,831 (S) DUKE ENERGY CORP 27.45000 1,971,760.95- •CSFB RATING :Restricted INDEPENDENT RATING:Not Shown PROVIDER:Standard & Poor's 03 24,000 (S) EDO CORPORATION 27.06000 649,440.00- *CSFB RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 4 Poor's 03 98,300 (S) GENERAL MOTORS 19.42000 1,908,986.00- *CSFR RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's )3 70,080 (S) HCC INSURANCE HOLDINGS INC 29.68000 2,079,974.40- )1 2,646 INTERNATIONAL GAME TECHNOLOGIES 30.78000 81,443.88 3 2,646 (S) INTERNATIONAL GAME TECHNOLOGIES 30.78000 81,443.88- )1 1 INVITROGEN CORP 66.64000 66.64 3 24,073 IS) MASCO CORP 30.19000 726,763.87- *CSFB RATING :OUTPERFORM INV REF CflLI T TAXPAYER ID. STATEMENT PERIOD PAGE 20.10 UNDISCLOSED 12/01/05 TO 12/31/05 18 OF 21 CREDIT FIRST I SUISSE BOSTON INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's CREDIT SUISSE FIRST BOSTON LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 ESTIMATED CURRENT ANNUAL INCOME YIELD % 5,062.50- 1.126 3,732.40 4.517 89,070.44- 4.517 2,880.00- .443 196,600.00- 10.299 21,024.00- 1.011 1,323.00 1.624 1,323.00- 1.624 19,258.40- 2.650 TEL: 212-325-2000 FAX 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061839 EFTA01582316