EFTA Document EFTA01582657

Statement of Account *" ALL AMOUNTS IN US DOLLAR "," INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 203Q 736FY UNDISCLOSED 03/01/06 TO 03/31/06 20 OF 22 PORTFOLIO TYPE LONG OR SHORT(S) DESCRIPTION PRICE MARKET VALUE 03 3,026 IS) CHENIERE ENERGY INC 40.57000 122,764.82- "CSSU RATING :OUTPERFORM INDEPENDENT RATING:Buy PROVIDER:Market Edge Research 03 33,000 (5) CONSECO INC 24.82000 819,060.00- •CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 80,441 (S) DUKE ENERGY CORP 29.15000 2,344,855.15- 'CSSU RATING :Restricted INDEPENDENT RATING:Not Shown PROVIDER:Standard 6 POOr'S 03 23,145 (S) EDO CORPORATION 30.85000 714,023.25- •CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 98,300 IS) GENERAL MOTORS 21.27000 2,090,841.00- 'CSSU RATING :NEUTRAL INDEPENDENT RATING:2 STAR - Avoid PROVIDER:Standard 6 Poor's 03 72,760 (S) HCC INSURANCE HOLDINGS INC 34.80000 2,532,048.00- 01 1,200 MASCO CORP 32.49000 38,988.00 •CSSU RATING :NEUTRAL INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard 6 Poor's 03 16,473 IS) MASCO CORP 32.49000 535,207.77- 'CSSU RATING :NEUTRAL INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard 6 Poor's 03 109,990 IS) PPL CORP 29.40000 3,233,706.00- 03 58,210 (5) RPM INCORPORATED 17.94000 1,044,287.40- 03 14,870 (S) SUPERVALU INC 30.82000 458,293.40- 03 78,730 IS) TJX COMPANIES INC NEW 24.82000 1,954,018.60- •CSSU RATING :OUTPERFORM CREDIT SUISSE INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 ESTIMATED CURRENT ANNUAL INCOME YIELD % 99,746.84- 4.254 2,777.40- .389 98,300.00- 4.701 21,828.00- .862 1,056.00 2.709 14,496.24- 2.709 120,989.00- 3.741 37,254.40- 3.567 9,665.50- 2.109 18,895.20- .967 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062215 EFTA01582657