EFTA Document EFTA01594006

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 0.80567193000 CHF/USD Short Market Value 0.80567193000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.26130000000 EUR/USD Short Market Value 1.26130000000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.82160000000 GBP/USD Short Market Value 1.82160000000 GBP/USD Debit Balance Short Balance Net Portfolio Value 89,794.40 163,569.47 163,569.47 3,411,184.88 2,761,498.283,307,689.492,761,498.28 103,495.39 89,794.40 4,302,527.48 3,483,077.784,171,988.753,483,077.78 130,538.73 163,569.47 4,302,527.48 3,483,077.784,171,988.753,483,077.78 130,538.73 163,569.47 268.73 216.50 EFTA01594006 216.50 268.73 216.50 216.50 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 04/01/06 TO 04/30/06 1 OF 25 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. CS SEC EUR LTD: F/6/0 FINANCIAL TRUST COMPANY INC 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594007 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 ) 37,998,088.50 26,802,830.3629,982,392.9326,475,292.86 7,688,158.07 37,998,088.50 26,802,830.3629,982,392.9326,475,292.86 7,688,158.07 7,982,482.77 7,982,482.77 37,998,088.50 26,802,830.3629,982,392.9326,475,292.86 7,688,158.07 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 04/01/06 TO 04/30/06 2 OF 25 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. CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594008 EFTA01594009 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 268.73 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 0.18 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 0.20 MONTH 0.18 YTD 0.20 268.73 100.00 Opening Balance EFTA01594010 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 268.73 0.18 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 268.55 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 3 OF 25 CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594011 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 04/03/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 0.715 FOR 31 DAYS FROM 03/01 TO 03/31 CLOSE BAL 268.55 CR AVG BAL 268.55 CR DEBIT CREDIT 0.18 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD IIIII PAGE UNDISCLOSED 04/01/06 TO 04/30/06 4 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594012 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 Long Market Value Short Market Value Debit Balance Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Rev Repur Fails Net Portfolio Value 103,495.39 3,411,184.88 3,411,184.88 2,761,498.283,307,689.492,761,498.28 55.26 MONTH 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 10,016.01DB 2,814.45DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 36,648.48DB EFTA01594013 1,145.85 7,201.56 14,200.00 23,594.33 YTD 2,761,498.2844.74 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 262,902.36 546,191.21 262,902.36 895,615.06 623,257.36 2,814.45 MONTHLY ACTIVITY SUMMARY DEBIT 815,734.46 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 5 OF 25 CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594014 Statement of Account *** ALL AMOUNTS IN EURO *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 04/03 MRKD/MARKET 03 04/03 MRKD/MARKET 01 04/04 MRKD/MARKET 03 04/04 MRKD/MARKET 01 04/05 MRKD/MARKET 03 04/05 MRKD/MARKET 01 04/06 MRKD/MARKET 03 04/06 MRKD/MARKET 01 04/07 MRKD/MARKET 03 04/07 MRKD/MARKET 01 04/10 MRKD/MARKET 03 04/10 MRKD/MARKET 01 04/11 MRKD/MARKET 03 04/11 MRKD/MARKET 01 04/12 MRKD/MARKET 03 04/12 MRKD/MARKET 01 04/13 MRKD/MARKET 03 04/13 MRKD/MARKET 01 04/18 MRKD/MARKET 03 04/18 MRKD/MARKET 01 04/19 MRKD/MARKET 03 04/19 MRKD/MARKET 01 04/20 MRKD/MARKET 03 04/20 MRKD/MARKET 01 04/21 MRKD/MARKET 03 04/21 MRKD/MARKET 01 04/24 MRKD/MARKET 03 04/24 MRKD/MARKET 01 04/25 MRKD/MARKET 03 04/25 MRKD/MARKET 01 04/26 MRKD/MARKET 03 04/26 MRKD/MARKET 03 04/26 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET EFTA01594015 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET 15,064 DEUTSCHE POST AG OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 PRICE DEBIT 25,905.62 25,905.62 1,822.08 1,822.08 14,962.22 4,027.40 31,118.88 30,593.94 30,593.94 34,285.16 34,285.16 13,248.56 15,034.50 1,066.52 25,849.98 21,650.46 12,201.54 6,840.86 1,749.80 233.60 316,193.36 13,248.56 15,034.50 1,066.52 25,849.98 21,650.46 12,201.54 EFTA01594016 6,840.86 1,749.80 233.60 14,962.22 4,027.40 31,118.88 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 6 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594017 Statement of Account *** ALL AMOUNTS IN EURO *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 04/27 MRKD/MARKET 01 04/27 JOURNAL 03 04/27 MRKD/MARKET 03 04/27 JOURNAL 01 04/28 MRKD/MARKET 01 04/28 JOURNAL 03 04/28 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET -400,000 KFW 0.5 02/03/10 00.5000 02/03/2010 TO 736FY0 FROM 746FY0 MARK TO MARKET 14,650 DEUTSCHE POST AG OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -400,000 KFW 0.5 02/03/10 00.5000 02/03/2010 TO 736FY0 FROM 746FY0 MARK TO MARKET 307,064.00 16,704.72 446,960.27 16,704.72 PRICE DEBIT 5,606.52 448,654.79 5,606.52 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 7 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594018 Statement of Account *** ALL AMOUNTS IN EURO *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 04/03/06 INTEREST DESCRIPTION DEBIT INT @ AVG RATE 2.753 01 04/03/06 INTEREST FOR 31 DAYS FROM 03/01 TO 03/31 CLOSE BAL 4136621.90 DB AVG BAL -4225676.86 DB REBATE ON SHORT SALES FOR THE MONTH OF INTEREST CREDIT DEBIT 10,016.01 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 8 OF 25 7,201.56 PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 03 01 01 80,552 (S) DEUTSCHE POST AG 17,498 (S) DEUTSCHE POSTBANK AG OTHER ASSETS 2,040,000 700,000 KREDITANSTALT FUER WIEDERAUFBAU BOND DEUTSCHE POSTBANK AG CVT TOTAL PRICED PORTFOLIO 112.41130 00.5000 02/03/2010 02.6500 07/02/2007 159.71348 2,293,190.52 1,117,994.36 649,686.60 EFTA01594019 10,200.00 18,550.00 28,750.00 .445 1.659 4.425 21.14000 60.50000 1,702,869.281,058,629.00DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594020 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 89,794.40 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 349.77 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 1,178.17 349.77 YTD 1,178.17 89,794.40 100.00 Opening Balance EFTA01594021 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 89,794.40 58,651.28 36,072.47 349.77 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 112,023.44 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 9 OF 25 CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01594022 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 04/05 WIRED 01 04/05 WIRED 01 04/19 WIRED 01 04/27 WIRED 01 04/27 WIRED 01 04/27 WIRED 01 04/27 WIRED 01 04/27 WIRED 01 04/27 WIRED 01 04/27 WIRED QUANTITY DESCRIPTION FUNDS RECEIVED BY WIRE FUNDS PAID BY WIRE WIRE TO LONDON FUNDS PAID BY WIRE HSBC FUNDS PAID BY WIRE WIRE TO LONDON FUNDS PAID BY WIRE WIRE TO LONDON FUNDS RECEIVED BY WIRE FUNDS RECEIVED BY WIRE FUNDS RECEIVED BY WIRE FUNDS RECEIVED BY WIRE FUNDS PAID BY WIRE WIRE TO LONDON PRICE DEBIT 35,477.68 10,627.05 33.16 84.77 283.47 344.44 983.53 10,809.25 12,428.62 CREDIT 23,651.78 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 10 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE EFTA01594023 NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594024 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 04/03/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 4.338 FOR 31 DAYS FROM 03/01 TO 03/31 CLOSE BAL 112023.44 CR AVG BAL 95049.78 CR DEBIT CREDIT 349.77 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 11 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594025 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 7,688,158.07 37,998,088.50 26,802,830.3629,982,392.9326,475,292.86 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 38,854.51 56,857.81 1,612.28DB 135,556.64DB 41,456.60DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. EFTA01594026 332,439.17 200,910.44 5,584.92DB 550,931.26DB 22,835.82DB YTD 330.75 37,871,022.50 26,802,830.3658.44 41.36 127,066.00 .20 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 3,210,719.51 3,507,100.07 3,226,887.51 4,899,405.45 4,406,656.86 41,456.60 MONTHLY ACTIVITY SUMMARY DEBIT 3,974,560.06 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 12 OF 25 CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594027 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 04/03 MRKD/MARKET 03 04/03 MRKD/MARKET 03 04/03 JOURNAL 03 04/03 RECEIVED 03 04/03 DELIVERED 01 04/04 MRKD/MARKET 03 04/04 MRKD/MARKET 03 04/04 JOURNAL 01 04/05 JOURNAL 01 04/05 MRKD/MARKET 03 04/05 MRKD/MARKET 01 04/06 MRKD/MARKET 01 04/06 WIRED 01 04/06 RECEIVED 01 04/06 JOURNAL 01 04/06 DELIVERED 03 04/06 MRKD/MARKET 03 04/06 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET -700 DUKE ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 81,141 DUKE ENERGY CORP MERGER CHARGE -81,141 DUKE ENERGY HLDG CORP MERGER CREDIT MARK TO MARKET MARK TO MARKET 4,000 SUPERVALU INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 FROM 746FY0 TO 736FY0 746FY0 TO 736FY0 USD/GBP MARK TO MARKET MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN 100,000 CONSECO INC CVT 03.5000 09/30/2035 CONVERSION RECEIVE 800 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -100,000 CONSECO INC CVT 144A EFTA01594028 03.5000 09/30/2035 CONVERSION DELIVER MARK TO MARKET 1,300 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 386,365.35 16,915.08 10,418.32 97,584.47 97,584.47 386,365.35 18,304.00 43,899.16 124,285.56 43,899.16 62,303.41 PRICE DEBIT 195,357.85 CREDIT 195,357.85 20,636.13 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 13 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01594029 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 04/06 JOURNAL 03 04/06 JOURNAL 01 04/07 MRKD/MARKET 01 04/07 JOURNAL 03 04/07 MRKD/MARKET 03 04/07 JOURNAL 03 04/07 JOURNAL 01 04/10 JOURNAL 01 04/10 MRKD/MARKET 01 04/10 JOURNAL 03 04/10 MRKD/MARKET 03 04/10 JOURNAL 01 04/11 MRKD/MARKET 01 04/11 WIRED 01 04/11 JOURNAL QUANTITY DESCRIPTION -700 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -800 DUKE ENERGY HLDG CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -100,000 CONSECO INC CVT 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 3,000 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,200 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 WIRE POSTED IN ERROR AS OF 3/31 FR 74681 TO IIIII MARK TO MARKET 250,000 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 TO 736FY0 FROM 746FY0 MARK TO MARKET -14,030 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE -200,000 CONSECO INC CVT EFTA01594030 WIRE TO CITIBANK FUT MGN 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 13,485.00 226,963.89 286,926.79 80,841.65 172,283.08 312,574.61 39,745.53 16,168.00 80,841.65 327,829.93 76,830.00 23,525.51 327,829.93 112,998.06 PRICE DEBIT CREDIT 42,716.04 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 14 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594031 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 04/11 JOURNAL 03 04/11 MRKD/MARKET 03 04/11 JOURNAL 03 04/11 JOURNAL 03 04/11 JOURNAL 03 04/11 JOURNAL 01 04/12 ADJUSTMENT 01 04/12 JOURNAL 01 04/12 MRKD/MARKET 01 04/12 WIRED 01 04/12 JOURNAL 01 04/12 JOURNAL 01 04/12 JOURNAL 03 04/12 MRKD/MARKET QUANTITY DESCRIPTION -100,000 GENERAL MTRS CORP CV C 33 06.2500 07/15/2033 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 6,000 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 39,350 GENERAL MOTORS OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -380 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -380 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 WFR REC AS OF 3/31 REV ENTRY AS OF 3/31 MARK TO MARKET FUNDS PAID BY WIRE 200,000 CONSECO INC CVT -200,000 CONSECO INC CVT 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -670 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 17,095.32 174,398.27 EFTA01594032 WIRES TO CITIBANK FUT MGN 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 226,963.89 16,168.00 174,398.27 6,556.00 226,963.89 15,836.58 16,168.00 15,836.58 771,928.95 312,574.61 154,620.00 PRICE DEBIT CREDIT 1,681,108.20 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 15 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594033 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 04/12 JOURNAL 03 04/12 JOURNAL 03 04/12 JOURNAL 01 04/13 MRKD/MARKET 03 04/13 MRKD/MARKET 03 04/13 JOURNAL 03 04/13 JOURNAL 03 04/13 JOURNAL 03 04/13 JOURNAL 03 04/13 JOURNAL 03 04/13 JOURNAL 01 04/17 MRKD/MARKET 03 04/17 MRKD/MARKET 03 04/17 JOURNAL QUANTITY DESCRIPTION 6,000 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -6,000 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 380 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 6,200 TJX COMPANIES INC NEW OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -650 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 4,840 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 800 DUKE ENERGY HLDG CORP EFTA01594034 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 140,716.22 133,648.64 133,648.64 22,843.20 36,313.80 36,313.80 36,313.80 12,559.17 15,836.58 29,656.77 151,377.34 29,656.77 154,620.00 PRICE DEBIT 154,620.00 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 16 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594035 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 04/17 JOURNAL 03 04/17 JOURNAL 03 04/17 JOURNAL 01 04/18 MRKD/MARKET 01 04/18 WIRED 03 04/18 MRKD/MARKET 03 04/18 JOURNAL 03 04/18 JOURNAL 03 04/18 JOURNAL 01 04/19 MRKD/MARKET 01 04/19 WIRED 03 04/19 MRKD/MARKET 03 04/19 JOURNAL 01 04/20 MRKD/MARKET 01 04/20 JOURNAL QUANTITY DESCRIPTION -3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET 2,000 AMGEN OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 3,540 SUPERVALU INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,800 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET 6,170 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -1,000,000 TJX COS INC CONV EFTA01594036 02/13/2021 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 71,848.41 150,856.85 823,272.00 51,480.36 184,784.54 13,695.00 184,784.54 104,161.31 140,353.69 359,501.97 6,868.00 359,501.97 36,313.80 36,313.80 PRICE DEBIT CREDIT 36,313.80 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 17 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594037 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 04/20 MRKD/MARKET 03 04/20 JOURNAL 03 04/20 JOURNAL 01 04/21 MRKD/MARKET 03 04/21 MRKD/MARKET 03 04/21 JOURNAL 03 04/21 JOURNAL 01 04/24 MRKD/MARKET 03 04/24 MRKD/MARKET 03 04/24 JOURNAL 03 04/24 JOURNAL 03 04/24 JOURNAL 01 04/25 MRKD/MARKET 01 04/25 JOURNAL 03 04/25 MRKD/MARKET 03 04/25 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET 24,504 TJX COMPANIES INC NEW OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -1,290 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -625 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -1,360 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -270 HCC INSURANCE HOLDINGS INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -485 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -500,000 TJX 0.0 02/13/21 02/13/2021 OFFSHORE ARRANGING FLIP EFTA01594038 TO 736FY0 FROM 746FY0 MARK TO MARKET 12,250 TJX COMPANIES INC NEW OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 277,167.23 301,958.82 34,059.02 277,167.23 415,937.50 9,186.27 30,627.90 41,460.65 30,627.90 26,110.85 36,313.80 54,513.72 54,513.72 24,876.62 592,849.78 PRICE DEBIT CREDIT 150,856.85 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 18 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594039 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 04/25 JOURNAL 01 04/26 JOURNAL 01 04/26 MRKD/MARKET 01 04/26 JOURNAL 03 04/26 MRKD/MARKET 01 04/27 JOURNAL 01 04/27 MRKD/MARKET 03 04/27 MRKD/MARKET 03 04/27 JOURNAL 01 04/28 MRKD/MARKET 01 04/28 JOURNAL 01 04/28 WIRED 03 04/28 MRKD/MARKET QUANTITY DESCRIPTION -4,750 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 FROM 746FY0 TO 736FY0 746FY0 TO 736FY0 USD/EUR MARK TO MARKET -3,000 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FROM 736FY0 TO 746FY0 736FY0 TO 746FY0 USD/VAR MARK TO MARKET MARK TO MARKET 600 AMGEN OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FROM 736FY0 TO 746FY0 736FY0 TO 746FY0 USD/EUR FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET 154,475.97 175,092.40 39,896.79 155,609.89 560,425.60 14,593.00 155,609.89 40,408.31 88,804.80 40,408.31 EFTA01594040 175,092.40 PRICE DEBIT CREDIT 92,232.65 393,164.30 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 19 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594041 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 04/03/06 INTEREST DESCRIPTION DEBIT INT @ AVG RATE 4.723 01 04/03/06 INTEREST 01 04/03/06 INTEREST FOR 31 DAYS FROM 03/01 TO 03/31 CLOSE BAL 33128810.46 DB AVG BAL -33334771.16 DB REBATE ON SHORT SALES FOR THE MONTH OF MARCH INTEREST CREDIT REBATE ON SHORT SALES 12/15/2049 03 04/03/06 SUBST CHGD 03 04/07/06 SUBST CHGD 01 04/13/06 ADJUSTMENT INTEREST CHARGE INTERNATIONAL FEES 03-2006 PPL CORP SUBSTITUTE DIVIDEND CHARGE 04/01/06 ON -109990 SHARES EDO CORPORATION SUBSTITUTE DIVIDEND CHARGE 04/07/06 ON -23145 SHARES CONSECO INC CVT 144A 03.5000 09/30/2035 INTEREST CREDIT 03/31/06 ON 1075000 BONDS REVERSAL 01 04/13/06 INTEREST 01 04/17/06 INTEREST 03 04/17/06 SUBST CHGD CONSECO INC CVT 144A 03.5000 09/30/2035 INTEREST CREDIT 03/31/06 ON 1075000 BONDS VORNADO RLTY L P 03.8750 04/15/2025 INTEREST CREDIT 04/15/06 ON 2000000 BONDS HCC INSURANCE HOLDINGS INC SUBSTITUTE DIVIDEND CHARGE 04/14/06 ON -72760 SHARES 5,457.00 EFTA01594042 SR 38,750.00 23,620.14 23,515.63 694.35 1,612.28 DEBIT 135,556.64 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 20 OF 25 105,529.89 30,247.25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594043 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 04/25/06 SUBST CHGD 03 04/28/06 SUBST CHGD DESCRIPTION AMERICAN FINL GROUP INC SUBSTITUTE DIVIDEND CHARGE 04/25/06 ON -20770 SHARES RPM INCORPORATED SUBSTITUTE DIVIDEND CHARGE 04/28/06 ON -58860 SHARES 9,417.60 DEBIT 2,855.88 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 21 OF 25 PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 03 03 38,174 (S) ALLERGAN INC *CSSU RATING 102.72000 INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 20,770 (S) AMERICAN FINL GROUP INC *CSSU RATING 2,060 (S) AMGEN *CSSU RATING INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 44.28000 :OUTPERFORM INDEPENDENT RATING: PROVIDER:Standard & Poor's 67.70000 139,462.00919,695.6011,423.501.242 EFTA01594044 3,921,233.2815,269.60.389 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594045 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 03 01 03 03 03 01 03 03 01 03 03 LONG OR SHORT(S) 17,152 (S) CBRL GROUP INC *CSSU RATING 800 56,867 (S) CMS ENERGY CORP 16,964 (S) CSX CORPORATION *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 51,000 (S) CELGENE CORPORATION 6,500 CENTERPOINT ENERGY INC *CSSU RATING 126,460 (S) CENTERPOINT ENERGY INC *CSSU RATING 3,026 (S) CHENIERE ENERGY INC *CSSU RATING 670 (S) CONSECO INC *CSSU RATING 24,000 (S) CONSECO INC *CSSU RATING 42.16000 12.02000 :UNDERPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 12.02000 :UNDERPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 42.85000 :OUTPERFORM INDEPENDENT RATING:Buy PROVIDER:Market Edge Research EFTA01594046 25.25000 :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 25.25000 :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 81,141 (S) DUKE ENERGY HLDG CORP *CSSU RATING 29.12000 :Restricted INDEPENDENT RATING:Not Shown PROVIDER:Standard & Poor's 2,362,825.92100,614.844.258 606,000.0016,917.50129,664.101,520,049.2075,876.004.992 2,150,160.0078,130.00 3,900.00 4.992 40.71000 :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's CMS ENERGY CORP 13.32000 13.32000 68.49000 10,656.00 757,468.441,161,864.368,821.28.759 DESCRIPTION PRICE MARKET VALUE 698,257.92ESTIMATED 8,919.04CURRENT ANNUAL INCOME YIELD % 1.277 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 22 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594047 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 03 03 03 01 03 03 01 03 03 03 03 03 03 LONG OR SHORT(S) 23,145 (S) EDO CORPORATION *CSSU RATING 58,950 (S) GENERAL MOTORS *CSSU RATING MASCO CORP 26.13000 :UNDERPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 22.88000 :NEUTRAL INDEPENDENT RATING:2 STAR - Avoid PROVIDER:Standard & Poor's 73,030 (S) HCC INSURANCE HOLDINGS INC 1,200 *CSSU RATING 17,673 (S) MASCO CORP *CSSU RATING 103,350 (S) PPL CORP 3,000 (S) PPL CORP 66,260 (S) RPM INCORPORATED 7,330 (S) SUPERVALU INC 35,776 (S) TJX COMPANIES INC NEW *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 8,665 (S) UNISOURCE ENERGY CORP HLDG CO 2,812 (S) VALASSIS COMMUNICATION INC *CSSU RATING 15,733 (S) VORNADO REALTY TR *CSSU RATING EFTA01594048 :NEUTRAL INDEPENDENT RATING:Hold PROVIDER:Rochdale Securities 95.64000 :NOT AVAILABLE INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 1,504,704.1250,345.603.346 30.25000 29.27000 262,116.2582,307.247,278.602 777 :NEUTRAL INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 31.90000 :NEUTRAL INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 29.04000 29.04000 18.40000 29.01000 24.13000 3,001,284.0087,120.001,219,184.00212,643.30863,274.88113,685.003,300.0042,406 .404,764.5010,017.283.788 3.788 3.478 2.241 1.160 563,768.7015,552.242.759 33.49000 31.90000 2,445,774.7038,280.00 21,909,001,056.00 .896 2.759 1,348,776.0058,950,004.371 DESCRIPTION PRICE MARKET VALUE 604,778.85ESTIMATED 2,777.4000RRENT ANNUAL INCOME YIELD % .459 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD IIIII PAGE EFTA01594049 UNDISCLOSED 04/01/06 TO 04/30/06 23 OF 25 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594050 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 3,366,000 2,000,000 2,000,000 3,000,000 700,000 1,000,000 625,000 2,250,000 125,000 975,000 2,000,000 1,052,000 150,000 1,600,000 4,000,000 3,000,000 ALLERGAN INC SR NT CV ZERO 22 11/06/2022 AMERICAN FINL GROUP INC OHIO SR 01.4861 06/02/2033 NT CV1. AMGEN INC NT ZER CV 32 CBRL GROUP INC CSX CORP BOND CVT CELGENE CORP CVT 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 EFTA01594051 CHENIERE ENERGY INC CVT 144A CONSECO INC CVT 144A 200,000 (S) CONSECO INC CVT DUKE ENERGY CORP CVT EDO CORP CVT SR SUB NTS GENERAL MTRS CORP CV C 33 HCC INS HLDGS INC NT CVT MASCO CORP CVT 02.2500 08/01/2012 03.5000 09/30/2035 03.5000 09/30/2035 01.7500 05/15/2023 04.0000 11/15/2025 06.2500 07/15/2033 02.0000 09/01/2021 07/20/2031 PPL ENERGY SUPPLY LLC CVT 02.6250 05/15/2023 111.12500 132.87500 111.75000 111.75000 123.12500 100.87500 18.21000 157.75000 46.12500 116.05000 LYON ZERO 32 CMS ENERGY CORP SR NT-B CV 23 03.3750 07/15/2023 10/30/2021 03/01/2032 04/03/2032 73.62500 47.62500 132.75000 122.12500 344.00000 52.00000 117.25000 DESCRIPTION PRICE MARKET VALUE 3,946,635.00 1,040,000.00 1,472,500.00 1,428,750.00 929,250.00 1,221,250.00 EFTA01594052 2,150,000.00 2,500,312.50 166,093.75 1,089,562.50 223,500,002,462,500.00 1,061,205.00 2,731,500.00 2,524,000.00 1,845,000.00 3,481,500.00 ESTIMATED CURRENT ANNUAL INCOME YIELD % 29,720.00 2.858 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 24 OF 25 23,625.00 10,937.50 84,375.00 2,812.50 34,125.00 7,000.0035,000.00 42,080.00 234,300.00 32,000.00 78,750.00 2.542 .509 3.375 1.693 3.132 3.132 1.421 3.965 8.578 1.268 2.262 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594053 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 01 01 01 01 01 01 LONG OR SHORT(S) 3,830,000 4,000,000 1,500,000 500,000 789,000 2,000,000 RPM INTL INC SR NT CV 33 SUPERVALU INC SR CVT BOND TJX COS INC CONV 01.3890 05/13/2033 11/02/2031 02/13/2021 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 VALASSIS COMMUNICATIONS INC SR 01.0843 05/22/2033 NT CV1. VORNADO RLTY L P DEB EXC SR 03.8750 04/15/2025 TOTAL PRICED PORTFOLIO * Please see the last page for securities ratings disclosure letter. 11,195,258.14 215,522.18 1.925 111.75000 2,235,000.00 62.37500 54.00000 32.62500 82.25000 97.37500 DESCRIPTION PRICE MARKET VALUE 2,068,200.00 1,305,000.00 EFTA01594054 1,233,750.00 486,875.00 492,138.75 ESTIMATED 53,198.70 CURRENT ANNUAL INCOME YIELD % 2.572 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 04/01/06 TO 04/30/06 25 OF 25 22,500.00 8,552.76 77,500.00 4.621 1.738 3.468 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594055 Statement of Account You can receive Independent Third Party research on certain companies covered in CSSU's research reports, at no cost to you. You can access this Independent Research, if available from our designated providers, at (www.credit-suisse.com/ir) or b calling (1 ) or emailing ( ) to request a copy of this research. Ratings indicated on this statement reflect the rating of the indicated Independent Research Provider (IRP) as of the last day of the period covered by the statement. An explanation of both CSSU and the indicated IRPs ratings and other important ratings related information can be found at (www.credit-suisse.com/ir) or obtained by calling (1 ) or emailing ( Explanations of the meanings of ratings have been provided to CSSU by such IRP, and CSSU assumes no responsibility for such explanations or the related ratings. CSSU makes no representations or warranties regarding, and is not responsible or liable for (i) the research selection decisions of its Independent Research (IR) consultant, (ii) the content of the IR, including any rating or recommendation in the IR, (iii) customer transactions, to the extent they are based on the IR, or (iv) claims arising from, or in connection with, the inclusion of IR ratings in CSSU's confirmations and account statements or other materials. CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01594056