EFTA Document EFTA01593975

Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** ***PREF CURRENCY REPORTED IN USD *** HOLDING CURRENCY SWISS FRANC Exchange Rate: PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY Cash Balance Long Market Value 0.83471757000 CHF/USD Short Market Value 0.83471757000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.32491001000 EUR/USD Short Market Value 1.32491001000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.96599002000 GBP/USD Short Market Value 1.96599002000 GBP/USD Debit Balance Short Balance Net Portfolio Value 91,869.49 180,614.50 180,614.50 112,036.52 91,869.49 148,438.30 180,614.50 148,438.30 180,614.50 270.87 112,036.52 226.09 148,438.30 226.09 148,438.30 270.87 226.09 EFTA01593975 226.09 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 1 OF 17 This Statement is provided on behalf of Credit Suisse Securities (Europe) Limited("CSSE") for information only. This is not a Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language on back of Statement (including SIPC/excess SIPC coverage provisions) is inapplicable. Positions shown on Statement are carried by CSSE (affiliate of CSSU). CSSE is not a SIPC member. CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593976 Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** ***PREF CURRENCY REPORTED IN USD *** HOLDING CURRENCY US DOLLAR Exchange Rate: PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY Cash Balance Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value TOTAL PORTFOLIO VALUE (USD ) TOTAL PORTFOLIO VALUE (USD ) 27,777,962.50 18,010,496.7115,053,453.7617,878,946.71 12,592,958.74 27,777,962.50 18,010,496.7115,053,453.7617,878,946.71 12,592,958.74 12,922,237.63 12,922,237.63 27,777,962.50 18,010,496.7115,053,453.7617,878,946.71 12,592,958.74 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 2 OF 17 This Statement is provided on behalf of Credit Suisse Securities (Europe) Limited("CSSE") for information only. This is not a Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language on back of Statement (including SIPC/excess SIPC coverage provisions) is inapplicable. Positions shown on Statement are carried by CSSE (affiliate of CSSU). CSSE is not a SIPC member. CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593977 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** PORTFOLIO SUMMARY CURRENT VALUE % ASSETS Cash Equities Stocks Options Convertibles Short Equities Other Municipals Taxable Fixed Income Governments & Agencies Corporates Asset Backed Securities Money Markets Debt Options Other Assets Long Market Value Short Market Value Debit Balance Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Rev Repur Fails Net Portfolio Value 270.87 Credit Interest Dividend Income Municipal Income Govt. Income Other Bond Income Other Income Div/Int Chgd Loan Interest Chgd Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 0.31 The understanding of CS Sec USA LLC is that credit balances held in your account are ending reinvestment. TEL: FAX: 212-538-5540 2.34 MONTH 0.31 EFTA01593978 YTD 2.34 270.87 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 270.87 0.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 3 OF 17 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 270.56 EFTA01593979 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 11/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 1.390 FOR 31 DAYS FROM 10/01 TO 10/31 CLOSE BAL 270.56 CR AVG BAL 270.55 CR DEBIT CREDIT 0.31 PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 4 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593980 Statement of Account *** ALL AMOUNTS IN EURO *** PORTFOLIO SUMMARY CURRENT VALUE % ASSETS Cash Equities Stocks Options Convertibles Short Equities Other Municipals Taxable Fixed Income Governments & Agencies Corporates Asset Backed Securities Money Markets Debt Options Other Assets MONTH Long Market Value Short Market Value Debit Balance Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Rev Repur Fails Net Portfolio Value 112,036.52 Credit Interest Dividend Income Municipal Income Govt. Income Other Bond Income Other Income Div/Int Chgd Loan Interest Chgd Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 295.03 The understanding of CS Sec USA LLC is that credit balances held in your account are ending reinvestment. TEL: FAX: 212-538-5540 32,750.00 38,855.38 EFTA01593981 72,254.55DB 56,937.79DB 56,750.21DB 295.03 YTD 836.75 112,036.52 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 112,036.52 295.03 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 5 OF 17 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 111,741.49 EFTA01593982 Statement of Account *** ALL AMOUNTS IN EURO *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 11/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 3.067 FOR 31 DAYS FROM 10/01 TO 10/31 CLOSE BAL 111741.49 CR AVG BAL 111733.02 CR DEBIT CREDIT 295.03 PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 6 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593983 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** PORTFOLIO SUMMARY CURRENT VALUE % ASSETS Cash Equities Stocks Options Convertibles Short Equities Other Municipals Taxable Fixed Income Governments & Agencies Corporates Asset Backed Securities Money Markets Debt Options Other Assets MONTH Long Market Value Short Market Value Debit Balance Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Rev Repur Fails Net Portfolio Value 91,869.49 Credit Interest Dividend Income Municipal Income Govt. Income Other Bond Income Other Income Div/Int Chgd Loan Interest Chgd Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 359.89 The understanding of CS Sec USA LLC is that credit balances held in your account are ending reinvestment. TEL: FAX: 212-538-5540 3,578.86 359.89 EFTA01593984 YTD 3,578.86 91,869.49 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 91,869.49 359.89 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 7 OF 17 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 91,509.60 EFTA01593985 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 11/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 4.631 FOR 31 DAYS FROM 10/01 TO 10/31 CLOSE BAL 91509.60 CR AVG BAL 91498.43 CR DEBIT CREDIT 359.89 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 8 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593986 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO SUMMARY CURRENT VALUE % ASSETS Cash Equities Stocks Options Convertibles Short Equities Other Municipals Taxable Fixed Income Governments & Agencies Corporates Asset Backed Securities Money Markets Debt Options Other Assets MONTH Long Market Value Short Market Value Debit Balance Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Rev Repur Fails Net Portfolio Value 12,592,958.74 27,777,962.50 18,010,496.7115,053,453.7617,878,946.71 Credit Interest Dividend Income Municipal Income Govt. Income Other Bond Income Other Income Div/Int Chgd Loan Interest Chgd Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 124,070.34 The understanding of CS Sec USA LLC is that credit balances held in your account are ending reinvestment. TEL: EFTA01593987 FAX: 212-538-5540 127,201.85 74,384.00 790,992.84 537,720.34 54,784.75DB 77,515.51DB 1,271,051.96DB 31,156.79 YTD 28,280.32 27,777,962.50 60.67 18,010,496.71- 39.33 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 2,210,444.22 2,210,444.22 2,825,492.95 1,270,617.70 1,739,545.18 124,070.34 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 9 OF 17 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 2,232,495.13 EFTA01593988 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 11/01 MRKD/MARKET 01 11/01 WIRED 03 11/01 MRKD/MARKET 03 11/01 JOURNAL 01 11/02 MRKD/MARKET 01 11/02 WIRED 03 11/02 MRKD/MARKET 03 11/02 JOURNAL 03 11/02 JOURNAL 03 11/02 JOURNAL 01 11/03 MRKD/MARKET 03 11/03 MRKD/MARKET 03 11/03 JOURNAL 01 11/06 MRKD/MARKET 01 11/06 JOURNAL 03 11/06 MRKD/MARKET 03 11/06 JOURNAL 01 11/07 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET FUNDS PAID BY WIRE CITIBANK MARK TO MARKET -350 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET -450 CELGENE CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,400 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -250 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -3,500 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET EFTA01593989 -789,000 VALASSIS COMMUNICATIONS CVT 144A 01.0843 05/22/2033 TO 736FY0 FROM 746FY0 MARK TO MARKET -1,500 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 127,280.98 116,431.14 494,310.55 116,431.14 28,958.26 40,934.28 8,754.30 40,934.28 153,185.94 21,607.63 6,148.00 154,895.48 22,364.68 7,675.00 138,977.17 16,801.26 154,895.48 PRICE DEBIT CREDIT 138,977.17 PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 10 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593990 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 11/07 MRKD/MARKET 01 11/08 MRKD/MARKET 01 11/08 WIRED 03 11/08 MRKD/MARKET 03 11/08 JOURNAL 01 11/09 MRKD/MARKET 01 11/09 WIRED 01 11/09 JOURNAL 01 11/09 JOURNAL 03 11/09 MRKD/MARKET 03 11/09 JOURNAL 03 11/09 JOURNAL 03 11/09 JOURNAL 01 11/10 MRKD/MARKET 01 11/10 CNC 01 11/10 CNG QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CS FUTURES MARK TO MARKET 500 HCC INSURANCE HOLDINGS INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CS FUTURES 789,000 VALASSIS COMMUNICATIONS CVT 144A 01.0843 05/22/2033 TO 736FY0 FROM 746FY0 -789,000 VALASSIS COMMUNICATIONS INC SR 01.0843 05/22/2033 TO 736FY0 FROM 746FY0 MARK TO MARKET -1,400 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -800 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP EFTA01593991 TO 736FY0 FROM 746FY0 MARK TO MARKET -125,000 LNG 2.25 08/01 144A 02.2500 08/01/2012 CONVERSION DELIVER 125,000 LNG 2.25 08/01/12 02.2500 08/01/2012 CONVERSION RECEIVE 167,337.34 12,539.81 44,070.61 115,166.60 27,072.50 494,310.55 5,368.00 494,310.55 PRICE DEBIT 195,468.69 6,778.00 195,468.69 16,159.35 115,166.60 CREDIT 127,280.98 PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 11 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593992 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 11/10 MRKD/MARKET 03 11/10 JOURNAL 01 11/14 MRKD/MARKET 01 11/14 JOURNAL 03 11/14 MRKD/MARKET 03 11/14 JOURNAL 03 11/14 JOURNAL 03 11/15 JOURNAL 01 11/16 MRKD/MARKET 03 11/16 MRKD/MARKET 01 11/17 MRKD/MARKET 03 11/17 MRKD/MARKET 01 11/20 MRKD/MARKET 01 11/20 WIRED 03 11/20 MRKD/MARKET 01 11/21 MRKD/MARKET 01 11/21 CNG 01 11/21 CNG QUANTITY DESCRIPTION MARK TO MARKET -750 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -100,000 EDO 4 11/15/25 04.0000 11/15/2025 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 3,900 EDO CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,464 EDO CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,500 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET EFTA01593993 FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET MARK TO MARKET 3,000,000 PPL ENERGY SUPPLY LLC CVT "CONTRA" 02.6250 05/15/2023 CONVERSION RECEIVE 3,000,000 PPL ENERGY SUPPLY CVT "CONTRA" 02.6250 05/15/2023 CONVERSION RECEIVE 92,698.79 92,698.79 30,622.89 30,622.89 8,639.00 143,435.23 69,253.10 143,435.23 24,093.16 31,022.16 81,966.30 24,564.68 24,564.68 95,943.89 PRICE DEBIT CREDIT 167,337.34 14,641.27 PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 12 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593994 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 11/21 CNC 03 11/21 MRKD/MARKET 01 11/22 MRKD/MARKET 01 11/22 JOURNAL 03 11/22 MRKD/MARKET 03 11/22 JOURNAL 03 11/22 JOURNAL 03 11/22 JOURNAL 03 11/22 JOURNAL 03 11/22 JOURNAL 01 11/24 MRKD/MARKET 03 11/24 MRKD/MARKET 03 11/24 JOURNAL 01 11/27 MRKD/MARKET 03 11/27 MRKD/MARKET 01 11/28 MRKD/MARKET 01 11/28 WIRED QUANTITY DESCRIPTION -3,000,000 PPL 2.625 05/15/23 02.6250 05/15/2023 CONVERSION DELIVER MARK TO MARKET MARK TO MARKET -120,000 UNISOURCE ENERGY CORP SR NT CV 4. 04.5000 03/01/2035 TO 736FY0 FROM 746FY0 MARK TO MARKET -2,000 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -900 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -700 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,000 UNISOURCE ENERGY CORP HLDGS CO OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,300 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET EFTA01593995 -700 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN 210,659.63 129,164.82 5,468.00 70,501.79 70,501.79 14,166.58 210,659.63 44,178.49 72,840.00 36,030.52 13,710.62 63,850.11 40,187.16 69,253.10 63,850.11 132,617.40 PRICE DEBIT CREDIT PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 13 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593996 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 11/28 MRKD/MARKET 01 11/29 MRKD/MARKET 03 11/29 MRKD/MARKET 01 11/30 MRKD/MARKET 03 11/30 MRKD/MARKET 03 11/30 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET 15,400 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 PRICE DEBIT 287,745.37 31,456.13 534,243.34 CREDIT 129,164.82 287,745.37 31,456.13 PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 14 OF 17 INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 11/01/06 INTEREST 01 11/01/06 INTEREST 03 11/06/06 SUBST CHGD 03 11/08/06 SUBST CHGD DESCRIPTION DEBIT INT @ AVG RATE 5.410 FOR 31 DAYS FROM 10/01 TO 10/31 CLOSE BAL 15449255.52 DB AVG BAL -16639095.53 DB REBATE ON SHORT SALES FOR THE MONTH OF OCTOBER INTEREST CREDIT MASCO CORP SUBSTITUTE DIVIDEND CHARGE 11/06/06 ON -1103 SHARES CBRL GROUP INC EFTA01593997 SUBSTITUTE DIVIDEND CHARGE 11/08/06 ON -14674 SHARES 2,054.36 242.66 DEBIT 77,515.51 76,681.02 CREDIT CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593998 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 11/13/06 INTEREST 01 11/15/06 INTEREST 01 11/15/06 INTEREST 01 11/15/06 INTEREST DESCRIPTION RPM INTL INC SR NT CV 33 01.3890 05/13/2033 INTEREST CREDIT 11/13/06 ON 3830000 BONDS PPL 2.625 05/15/23 02.6250 05/15/2023 INTEREST CREDIT 11/15/06 ON 3000000 BONDS CNP 3.75 05/15/23 03.7500 05/15/2023 INTEREST CREDIT 11/15/06 ON 2250000 BONDS EDO 4 11/15/25 04.0000 11/15/2025 INTEREST CREDIT 11/15/06 ON 952000 BONDS 19,040.00 42,187.50 39,375.00 DEBIT CREDIT 26,599.35 PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 15 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01593999 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 03 03 03 03 03 03 03 03 03 03 03 22,540 (S) AMERICAN FINL GROUP INC *CSSU RATING 19,174 (S) CBRL GROUP INC *CSSU RATING 62,267 (S) CMS ENERGY CORP 33,438 (S) CSX CORPORATION *CSSU RATING *CSSU RATING 12,981 (S) EDO CORPORATION *CSSU RATING *CSSU RATING 102,330 (S) PPL CORP 62,840 (S) RPM INCORPORATED 8,215 (S) UNISOURCE ENERGY CORP HLDG CO :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 51,450 (S) CELGENE CORPORATION 183,249 (S) CENTERPOINT ENERGY INC :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 21.93000 :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 72,960 (S) HCC INSURANCE HOLDINGS INC 1,103 (S) MASCO CORP :UNDERPERFORM INDEPENDENT RATING:4 STAR - Accumulate EFTA01594000 PROVIDER:Standard & Poor's 36.35000 20.17000 36.73000 3,719,695.501,267,482.80301,736.95112,563.0043,988,006,900,603.026 3.471 2.287 30.19000 28.69000 2,202,662.4031,645.0729,184.00970.641.325 3.067 284,673.331,557.72.547 55.73000 16.35000 2,867,308.502,996,121.15109,949,403.670 52.21000 :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 42.89000 :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 16.21000 35.86000 1,009,348.071,199,086.6813,375.201.115 822,372.8610,737,441.306 1,176,813.4012,397.001.053 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 16 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01594001 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST PORTFOLIO TYPE 01 01 01 01 01 01 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 2,000,000 3,000,000 700,000 1,000,000 625,000 2,250,000 952,000 1,600,000 4,000,000 3,000,000 3,000,000 3,830,000 500,000 AMERICAN FINL GROUP INC OHIO SR 01.4861 06/02/2033 NT CV1. CBRL GROUP INC LYON ZERO 32 04/03/2032 CMS ENERGY CORP SR NT-B CV 23 CSX CORP BOND CVT CELGENE CORP CVT EDO CORP CVT SR SUB NTS HCC INS HLDGS INC NT CVT MASCO CORP CVT 03.3750 07/15/2023 10/30/2021 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B EFTA01594002 03.7500 05/15/2023 04.0000 11/15/2025 02.0000 09/01/2021 07/20/2031 PPL ENERGY SUPPLY CVT "CONTRA" RPM INTL INC SR NT CV 33 UNISOURCE ENERGY CORP CVT 144A TOTAL PRICED PORTFOLIO * Please see the last page for securities ratings disclosure letter. 120,000 (S) UNISOURCE ENERGY CORP SR NT CV 4.5% 03/3 02.6250 05/15/2023 01.3890 05/13/2033 04.5000 03/01/2035 04.5000 03/01/2035 60.75000 50.12500 156.37500 129.00000 460.00000 143.87500 94.37500 142.12500 46.75000 PPL ENERGY SUPPLY LLC CVT "CONTRA" 146.00000 02.6250 05/15/2023 146.00000 57.75000 109.62500 109.62500 DESCRIPTION PRICE MARKET VALUE 1,215,000.00 1,503,750.00 1,094,625.00 1,290,000.00 2,875,000.00 3,237,187.50 898,450.00 2,274,000.00 1,870,000.00 4,380,000.00 4,380,000.00 2,211,825.00 548,125.00 131,550.009,767,465.79 ESTIMATED CURRENT ANNUAL EFTA01594003 INCOME YIELD % 29,720.00 2.446 23,625.00 10,937.50 84,375.00 38,080.00 32,000.00 78,750.00 78,750.00 53,198.70 22,500.00 5,400.00104,913.20 2.158 .380 2.606 4.238 1.407 1.798 1.798 2.405 4.105 4.105 1.074 PAGE 736FY UNDISCLOSED 11/01/06 TO 11/30/06 17 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: 212-538-5540 EFTA01594004 Statement of Account You can receive Independent Third Party research on certain companies covered in CSSU's research reports, at no cost to you. 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