Statement of Account " ALL AMOUNTS IN US DOLLAR '" INV REP OMIT 20ST UNDISCLOSED 08/01/06 TO 08/31/06 16 OF TAXPAYER ID. STATEMENT PERIOD PAGE TYPE LONG OR SHORT(S) PORTFOLIO DESCRIPTION EQUITIES PRICE MARKET VALUE 03 21,490 (S) AMERICAN FINL GROUP INC 46.72000 1,004,012.80- *CSSU RATING :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 03 1,060 (S) AMGEN 67.93000 72,005.80- *CSSU RATING • INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 03 6,432 (S) CBRL GROUP INC 37.84000 243,386.88- 'CSSU RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 59,867 (SI CMS ENERGY CORP 14.64000 876,452.88- 03 30,738 (SI CSX CORPORATION 30.22000 928,902.36- .CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 51,000 (SI CELGENE CORPORATION 40.69000 2,075,190.00- 03 154,147 (SI CENTERPOINT ENERGY INC 14.45000 2,227,424.15- *CSSU RATING :UNDERPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 3,026 (SI CHENIERE ENERGY INC 32.90000 99,555.40- 'CSSU RATING :OUTPERFORM INDEPENDENT RATING:Sell PROVIDER:Market Edge Research 03 18,345 (SI EDO CORPORATION 23.33000 427,988.85- .CSSU RATING :UNDERPERFORM li!t CREDIT SUISSE INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's CREDIT SUISSE SECURITIES ( USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 ESTIMATED CURRENT ANNUAL INCOME YIELD % 11,819.50- 1.177 3,344.64- 1.374 12,295.20- 1.324 92,488.20- 4.152 2,201.40- .514 TEL: 212-325-2000 FAX: 212-538-5540 18 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061982 EFTA01582446