Statement of Account ••• ALL AMOUNTS IN US DOLLAR ••• INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 203Q 736FY UNDISCLOSED 02/01/06 TO 02/28/06 19 OF 21 PORTFOLIO TYPE LONG OR SHORT(S) DESCRIPTION PRICE MARKET VALUE 03 30,200 IS) CONSECO INC 24.84000 750,168.00- •CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 77,541 IS) DUKE ENERGY CORP 28.40000 2,202,164.40- •CSSU RATING :Restricted INDEPENDENT RATING:Not Shown PROVIDER:Standard 6 Poor's 03 23,145 IS) EDO CORPORATION 29.13000 674,213.85- •CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 POOr'S 03 98,300 IS) GENERAL MOTORS 20.31000 1,996,473.00- •CSSU RATING :NEUTRAL INDEPENDENT RATING:2 STAR - Avoid PROVIDER:Standard 6 Poor's 03 70,080 IS) HCC INSURANCE HOLDINGS INC 32.19000 2,255,875.20- 03 24,073 IS) MASCO CORP 31.19000 750,836.87- •CSSU RATING :OUTPERFORM INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard 6 Poor's 03 109,990 IS) PPL CORP 31.80000 3,497,682.00- 03 62,160 4S) RPM INCORPORATED 18.04000 1,121,366.40- 03 14,870 IS) SUPERVALU INC 31.60000 469,892.00- 03 73,830 IS) TJX COMPANIES INC NEN 24.49000 1,808,096.70- •CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 8,665 IS) UNISOURCE ENERGY CORP HLDG CO 30.41000 263,502.65- 03 4,312 (S) VALASSIS COMMUNICATION INC 27.55000 118,795.60- CREDIT SUISSE •CSSU RATING :NEUTRAL INDEPENDENT RATING:Hold PROVIDER:ROChdale Securities CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 ESTIMATED CURRENT ANNUAL INCOME YIELD % 96,150.84- 4.366 2,777.40- .412 98,300.00- 4.924 21,024.00- .932 19,258.40- 2.565 120,989.00- 3.459 39,782.40- 3.548 9,665.50- 2.057 17,719.20- .980 7,278.60- 2.762 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062020 EFTA01582483