PERIOD PAGE 203Q UNDISCLOSED 07/01/05 TO 07/31/05 23 OF 23 PORTFOLIO TYPE LONG OR SHORT(S) DESCRIPTION PRICE MARKET VALUE 01 125,000 CHENIERE ENERGY INC CVT 144A 110.68750 138,359.37 02.2500 08/01/2012 01 1,000,000 WALT DISNEY COMPANY CVT 103.18750 1,031,875.00 02.1250 04/15/2023 01 2,000,000

509 01.7500 06/01/2008 01 2,250,000 CENTERPOINT ENERGY INC CVT SER B 111.50000 2,508,750.00 84,375.00 3.363 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 123.62500 154,531.25 2,812.50 1.820 02.2500 08/01/2012 01 775,000 CONSECO INC CVT I44A 108.87500 843,781.25 27,125.00 3.215 03.5000

1 01 LONG OR SHORT(S) 125,000 1,000,000 2,000,000 250,000 175,000 4,000,000 3,000,000 2,700,000 4,000,000 3,000,000 500,000 2,000,000 CHENIERE ENERGY INC CVT 144A WALT DISNEY COMPANY CVT DUKE ENERGY CORP CVT GENERAL MTRS CORP CV C 33 INVITROGEN CORP CVT 144A MASCO CORP CVT 02.2500 08/01/2012 02.1250