Statement of Account " ALL AMOUNTS IN US DOLLAR '•' TYPE LONG OR DESCRIPTION SHORT(S) INV REP 20ST PORTFOLIO PRICE TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 10/01/06 TO 10/31/06 16 OF 17 MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % EQUITIES 03 21,490 (S) AMERICAN FINL GROUP INC 47.86000 1,028,511.40- 11,819.50- 1.149 *CSSU RATING :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 03 14,674 (S) CBRL GROUP INC 43.91000 644,335.34- 8,217.44- 1.275 *CSSU RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 61,367 (S) CMS ENERGY CORP 14.89000 913,754.63- 03 33,438 (S) CSX CORPORATION 35.67000 1,192,733.46- 13,375.20- 1.121 •CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 51,000 (S) CELGENE CORPORATION 53.44000 2,725,440.00- 03 179,549 (S) CENTERPOINT ENERGY INC 15.48000 2,779,418.52- 107,729.40- 3.876 *CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 18,345 (S) EDO CORPORATION 23.91000 438,628.95- 2,201.40- .502 'CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 73,460 (S) HCC INSURANCE HOLDINGS INC 33.66000 2,4/2,663.60- 29,384.00- 1.188 03 1,103 (S) MASCO CORP 27.65000 30,497.95- 970.64- 3.183 *CSSU RATING :UNDERPERFORM INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 03 116,180 (SI PPL CORP 34.52000 4,010,533.60- 127,798.00- 3.187 03 56,490 (S) RPM INCORPORATED 19.15000 1,081,783.50- 39,543.00- 3.655 03 10,215 (S) UNISOURCE ENERGY CORP HLDG CO 35.58000 363,449.70- 8,580.60- 2.361 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-00062039 EFTA01582501