Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST 736FY UNDISCLOSED 12/01/06 TO 12/31/06 14 OF 15 PORTFOLIO TYPE LONG OR SHORT(S) DESCRIPTION EQUITIES PRICE MARKET VALUE ESTIMATED ANNUAL INCOME CURRENT YIELD 03 33,810 (S) AMERICAN FINL GROUP INC 35.91000 1,214,117.10- 18,595.50- 1.532 *CSSU RATING :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 03 16,874 (S) CBRL GROUP INC 44.76000 755,280.24- 9,449.44- 1.251 03 62,267 (S) *CSSU RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's CMS ENERGY CORP 16.70000 1,039,858.90- 03 33,438 (S) CSX CORPORATION 34.43000 1,151,270.34- 13,375.20- 1.162 03 51,450 (S) *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's CELGENE CORPORATION 57.53000 2,959,918.50- 03 175,499 (S) CENTERPOINT ENERGY INC 16.58000 2,909,773.42- 105,299.40- 3.619 *CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 12,981 (S) EDO CORPORATION 23.74000 308,168.94- 1,557.72- .505 *CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 72,960 (S) HCC INSURANCE HOLDINGS INC 32.09000 2,341,286.40- 29,184.00- 1.246 03 1,103 (S) MASCO CORP 29.87000 32,946.61- 970.64- 2.946 01 37,214 *CSSU RATING :UNDERPERFORM INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's PPL CORP 35.84000 1,333,749.76 40,935.40 3.069 03 37,214 (S) PPL CORP 35.84000 1,333,749.76- 40,935.40- 3.069 03 66,497 (S) RPM INCORPORATED 20.89000 1,389,122.33- 46,547.90- 3.351 li!t CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010.3629 TEL: 212-325.2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061999 EFTA01582462