Statement of Account '•• ALL AMOUNTS IN US DOLLAR "," INV REP r TAXPAYER ID. STATEMENT PERIOD PAGE 203Q UNDISCLOSED 02/01/06 TO 02/28/06 18 OF 21 PORTFOLIO TYPE LONG OR SHORT(S) DESCRIPTION EQUITIES PRICE MARKET VALUE 03 38,174 IS) ALLERCAN INC 108.26000 4,132,717.24- 'CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 19,890 (S1 AMERICAN FINL GROUP INC 41.40000 823,446.00- •CSSU RATING :OUTPERFORM INDEPENDENT RATING: PROVIDER:Standard 6 Poor's 03 5,660 IS) AMGEN 75.48000 427,216.80- 'CSSU RATING :Restricted INDEPENDENT RATING:Not Shown PROVIDER:Standard 6 Poor's 03 25,400 4S) AMYLIN PHARMACEUTICALS INC 43.38000 1,101,852.00- 03 19,223 IS) CBRL GROUP INC 44.43000 854,077.89- 'CSSU RATING :NOT RATED INDEPENDENT RATING:2 STAR - Avoid PROVIDER:Standard 6 Poor's 03 58,167 IS) CMS ENERGY CORP 14.08000 818,991.36- 03 13,314 (S1 CSX CORPORATION 55.38000 737,329.32- •CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 25,500 IS) CELGENE CORPORATION 38.00000 969,000.00- 03 124,200 IS) CENTERPOINT ENERGY INC 12.97000 1,610,874.00- •CSSU RATING :UNDERPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 3,026 IS) CHENIERE ENERGY INC 39.65000 119,980.90- 'CSSU RATING :OUTPERFORM INDEPENDENT RATING:Buy CREDIT SUISSE PROVIDER:Market Edge Research CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 ESTIMATED ANNUAL INCOME CURRENT YIELD % 15,269.60- .369 10,939.50- 1.329 9,995.96- 1.170 6,923.28- .939 74,520.00- 4.626 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062019 EFTA01582482