Statement of Account INV REP
203Q
ACCOUNT TAXPAYER ID.
UNDISCLOSED
STATEMENT PERIOD
01/01/06 TO 01/31/06
PAGE
18 OF 20
'•• ALL AMOUNTS IN US DOLLAR ","
PORTFOLIO
TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT
SHORT(S) VALUE ANNUAL INCOME YIELD %
03 24,000 IS) EDO CORPORATION 27.63000 663,120.00- 2,880.00- .434
"CSSU RATING :NEUTRAL
INDEPENDENT RATING:3 STAR - Hold
PROVIDER:Standard 6 Poor's
03 98,300 IS) GENERAL MOTORS 24.06000 2,365,098.00- 196,600.00- 8.313
'CSSU RATING :NEUTRAL
INDEPENDENT RATING:2 STAR - Avoid
PROVIDER:Standard 6 Poor's
03 70,080 IS) HCC INSURANCE HOLDINGS INC 31.06000 2,176,684.80- 21,024.00- .966
01 1 INVITROGEN CORP 68.88000 68.88
03 24,073 (S) MASCO CORP 29.65000 713,764.45- 19,258.40- 2.698
'CSSU RATING :OUTPERFORM
INDEPENDENT RATING:4 STAR - Accumulate
PROVIDER:Standard 6 Poor's
03 109,990 IS) PPL CORP 30.13000 3,313,998.70- 109,990.00- 3.319
03 62,160 IS) RPM INCORPORATED 18.90000 1,174,824.00- 39,782.40- 3.386
03 22,270 IS) SUPERVALU INC 31.93000 711,081.10- 14,475.50- 2.036
03 66,850 (S) TJX COMPANIES INC NEW 25.53000 1,706,680.50- 16,044.00- .940
'CSSU RATING :OUTPERFORM
INDEPENDENT RATING:3 STAR - Hold
PROVIDER:Standard 6 Poor's
03 8,665 IS) UNISOURCE ENERGY CORP HLDG CO 30.93000 268,008.45- 6,585.40- 2.457
03 5,252 IS) VALASSIS COMMUNICATION INC 27.90000 146,530.80-
'CSSU RATING :NEUTRAL
INDEPENDENT RATING:Hold
PROVIDER:RoChdale Securities
03 12,533 IS) VORNADO REALTY TR 88.34000 1,107,165.22- 40,105.60- 3.622
•CSSU RATING :NOT AVAILABLE
INDEPENDENT RATING:4 STAR - Accumulate
PROVIDER:Standard 6 Poor's
03 13,240 18) WYETH 46.25000 612,350.00- 13,240.00- 2.162
'CSSU RATING :NEUTRAL
INDEPENDENT RATING:4 STAR - Accumulate
PROVIDER:Standard 6 Poor's
CREDIT SUISSE SECURITIES(USA) LLC TEL:
ELEVEN MADISON AVENUE FAX:
CREDIT SUISSE NEW YORK, NY 1C010-3629
Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062148
EFTA01582600