EFTA01593841.pdf

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 0.81920880000 CHF/USD Short Market Value 0.81920880000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.31755001000 EUR/USD Short Market Value 1.31755001000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.96485001000 GBP/USD Short Market Value 1.96485001000 GBP/USD Debit Balance Short Balance Net Portfolio Value 92,233.73 181,225.44 181,225.44 112,325.84 92,233.73 147,994.91 181,225.44 147,994.91 181,225.44 271.17 112,325.84 222.14 147,994.91 222.14 147,994.91 271.17 222.14 EFTA01593841 222.14 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 12/01/06 TO 12/31/06 1 OF 15 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: 212-325-2000 FAX: 212-538-5540 EFTA01593842 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 ) 20,544,674.76 15,867,436.4912,268,309.0315,735,586.49 8,144,515.73 20,544,674.76 15,867,436.4912,268,309.0315,735,586.49 8,144,515.73 8,473,958.22 8,473,958.22 20,544,674.76 15,867,436.4912,268,309.0315,735,586.49 8,144,515.73 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 12/01/06 TO 12/31/06 2 OF 15 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: 212-325-2000 FAX: 212-538-5540 EFTA01593843 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 271.17 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 0.30 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. TEL: 212-325-2000 FAX: 212-538-5540 2.64 MONTH 0.30 EFTA01593844 YTD 2.64 271.17 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 271.17 0.30 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 3 OF 15 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 270.87 EFTA01593845 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 12/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 1.437 FOR 30 DAYS FROM 11/01 TO 11/30 CLOSE BAL 270.87 CR AVG BAL 270.87 CR DEBIT CREDIT 0.30 PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 4 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593846 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 112,325.84 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 289.32 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. TEL: 212-325-2000 FAX: 212-538-5540 32,750.00 38,855.38 EFTA01593847 72,254.55DB 56,937.79DB 56,460.89DB 289.32 YTD 1,126.07 112,325.84 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 112,325.84 289.32 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 5 OF 15 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 112,036.52 EFTA01593848 Statement of Account *** ALL AMOUNTS IN EURO *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 12/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 3.099 FOR 30 DAYS FROM 11/01 TO 11/30 CLOSE BAL 112036.52 CR AVG BAL 112036.52 CR DEBIT CREDIT 289.32 PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 6 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593849 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 92,233.73 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 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 364.24 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. TEL: 212-325-2000 FAX: 212-538-5540 3,943.10 364.24 EFTA01593850 YTD 3,943.10 92,233.73 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 92,233.73 364.24 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 12/01/06 TO 12/31/06 7 OF 15 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 91,869.49 EFTA01593851 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 12/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 4.823 FOR 30 DAYS FROM 11/01 TO 11/30 CLOSE BAL 91869.49 CR AVG BAL 91869.49 CR DEBIT CREDIT 364.24 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 8 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593852 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 8,144,515.73 20,544,674.76 15,867,436.4912,268,309.0315,735,586.49 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 4,611.13DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. TEL: 212-325-2000 EFTA01593853 FAX: 212-538-5540 20,328.75 42,495.93 811,321.59 580,216.27 54,784.75DB 67,435.81DB 1,338,487.77DB 26,545.66 YTD 28,280.32 1,333,749.76 19,210,925.00 3.66 52.76 15,867,436.49- 43.58 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 2,419,279.47 2,419,279.47 3,467,277.46 3,275,843.99 2,629,448.35 4,611.13 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 9 OF 15 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 2,825,492.95 EFTA01593854 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 12/01 MRKD/MARKET 01 12/01 WIRED 01 12/01 JOURNAL 03 12/01 MRKD/MARKET 03 12/01 JOURNAL 03 12/01 JOURNAL 03 12/01 JOURNAL 01 12/04 MRKD/MARKET 01 12/04 WIRED 03 12/04 MRKD/MARKET 03 12/04 JOURNAL 03 12/04 JOURNAL 01 12/05 MRKD/MARKET 01 12/05 CNC 01 12/05 CNG 03 12/05 MRKD/MARKET 03 12/05 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET FUNDS PAID BY WIRE -120,000 CNP 3.75 05/15/23 300 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 9,750 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 13,000 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET -2,247 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 15,400 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -3,000,000 PPL ENERGY SUPPLY CVT "CONTRA" 02.6250 05/15/2023 EFTA01593855 CONVERSION DELIVER 37,214 PPL CORP CONVERSION RECEIVE MARK TO MARKET 15,224 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 551,115.46 45,835.99 556,019.65 45,835.99 456,159.31 208,775.54 8,424.00 208,775.54 45,101.52 154,830.00 WIRE TO CITIBANK FUT MGN 03.7500 05/15/2023 TO 736FY0 FROM 746FY0 MARK TO MARKET 12,673.42 PRICE DEBIT 33,936.95 8,867.00 169,550.00 33,936.95 CREDIT PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 10 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593856 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 12/06 MRKD/MARKET 01 12/06 TND 03 12/06 MRKD/MARKET 03 12/06 JOURNAL 03 12/06 JOURNAL 03 12/06 JOURNAL 01 12/07 MRKD/MARKET 03 12/07 MRKD/MARKET 01 12/08 MRKD/MARKET 03 12/08 MRKD/MARKET 03 12/08 JOURNAL 01 12/11 MRKD/MARKET 03 12/11 MRKD/MARKET 01 12/12 MRKD/MARKET 03 12/12 MRKD/MARKET 03 12/12 JOURNAL 01 12/13 MRKD/MARKET 01 12/13 WIRED 03 12/13 MRKD/MARKET 01 12/14 MRKD/MARKET 03 12/14 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET -3,000,000 PPL ENERGY SUPPLY LLC CVT "CONTRA" 02.6250 05/15/2023 TENDER CREDIT MARK TO MARKET -1,400 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 15,957 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET 950 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET EFTA01593857 MARK TO MARKET MARK TO MARKET MARK TO MARKET -10 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET MARK TO MARKET MARK TO MARKET 9,202.00 112,434.66 169,444.56 169,444.56 586,276.14 140,514.18 140,514.18 53,959.97 53,959.97 34,679.28 116,375.37 23,565.30 116,375.37 23,565.30 205.59 112,434.66 84,788.00 112,858.97 28,202.13 PRICE DEBIT CREDIT 112,858.97 3,000,000.00 PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 11 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593858 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 12/15 MRKD/MARKET 03 12/15 MRKD/MARKET 01 12/18 MRKD/MARKET 03 12/18 MRKD/MARKET 03 12/18 JOURNAL 03 12/18 JOURNAL 01 12/19 MRKD/MARKET 03 12/19 MRKD/MARKET 03 12/19 JOURNAL 01 12/20 MRKD/MARKET 03 12/20 MRKD/MARKET 01 12/21 MRKD/MARKET 03 12/21 MRKD/MARKET 03 12/21 SOLD 01 12/22 MRKD/MARKET 03 12/22 MRKD/MARKET 01 12/26 MRKD/MARKET 03 12/26 MRKD/MARKET 01 12/27 MRKD/MARKET 03 12/27 MRKD/MARKET 01 12/28 MRKD/MARKET 03 12/28 MRKD/MARKET 03 12/28 JOURNAL 01 12/29 MRKD/MARKET 03 12/29 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET -2,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,000 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 2,000 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET EFTA01593859 -11,270 AMERICAN FINL GROUP INC MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET 1,585 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET N/A 80,291.64 148,247.38 109,547.09 60,406.51 57,416.63 44,090.60 44,090.60 148,247.38 109,547.09 60,406.51 36,348.10 73,072.74 72,649.36 14,312.99 392,533.61 392,533.61 80,291.64 73,072.74 14,312.99 PRICE DEBIT 27,549.13 27,549.13 451,526.29 451,526.29 32,784.75 CREDIT PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 12 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593860 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 12/01/06 INTEREST 01 12/01/06 INTEREST 01 12/01/06 INTEREST 03 12/01/06 SUBST CHGD 01 12/04/06 INTEREST 03 12/08/06 SUBST CHGD 03 12/15/06 SUBST CHGD 03 12/27/06 SUBST CHGD DESCRIPTION DEBIT INT @ AVG RATE 5.404 FOR 30 DAYS FROM 11/01 TO 11/30 CLOSE BAL 15053453.76 DB AVG BAL -14974163.87 DB REBATE ON SHORT SALES FOR THE MONTH OF NOVEMBER INTEREST CREDIT CELG 1.75 06/01/08 01.7500 06/01/2008 INTEREST CREDIT 12/01/06 ON 625000 BONDS EDO CORPORATION SUBSTITUTE DIVIDEND CHARGE 12/01/06 ON -18345 SHARES AMERICAN FINL GROUP INC CVT 01.4861 06/02/2033 INTEREST CREDIT 12/02/06 ON 2000000 BONDS CENTERPOINT ENERGY INC SUBSTITUTE DIVIDEND CHARGE 12/08/06 ON -183249 SHARES CSX CORPORATION SUBSTITUTE DIVIDEND CHARGE 12/15/06 ON -33438 SHARES UNISOURCE ENERGY CORP HLDGS CO SUBSTITUTE DIVIDEND CHARGE 12/27/06 ON -8215 SHARES 1,725.15 3,343.80 27,487.35 14,860.00 550.35 5,468.75 DEBIT 67,435.81 EFTA01593861 75,602.58 CREDIT PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 13 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593862 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 01 03 03 33,810 (S) AMERICAN FINL GROUP INC *CSSU RATING 16,874 (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 37,214 37,214 (S) PPL CORP 66,497 (S) RPM INCORPORATED :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 51,450 (S) CELGENE CORPORATION 175,499 (S) CENTERPOINT ENERGY INC :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 23.74000 :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 EFTA01593863 PROVIDER:Standard & Poor's PPL CORP 35.84000 35.84000 20.89000 1,333,749.76 1,333,749.761,389,122.3340,935.40 40,935.4046,547.903.069 3.069 3.351 32.09000 29.87000 2,341,286.4032,946.6129,184.00970.641.246 2.946 308,168.941,557.72.505 57.53000 16.58000 2,959,918.502,909,773.42105,299,403.619 35.91000 :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 44.76000 :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 16.70000 34.43000 1,039,858.901,151,270.3413,375.201.162 755,280,249,449,441.251 1,214,117.1018,595.501.532 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 14 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593864 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST PORTFOLIO TYPE 03 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 2,130,000 952,000 1,600,000 4,000,000 3,830,000 500,000 8,215 (S) UNISOURCE ENERGY CORP HLDG CO AMERICAN FINL GROUP INC OHIO SR NT CV1. CBRL GROUP INC 01.4861 06/02/2033 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 03.7500 05/15/2023 04.0000 11/15/2025 EFTA01593865 02.0000 09/01/2021 07/20/2031 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 01.3890 05/13/2033 04.5000 03/01/2035 04.5000 03/01/2035 36.53000 62.62500 49.87500 161.25000 123.37500 475.00000 145.25000 96.25000 150.50000 46.87500 59.75000 109.87500 109.87500 DESCRIPTION PRICE MARKET VALUE 300,093.951,252,500 00 1,496,250.00 1,128,750.00 1,233,750.00 2,968,750.00 3,093,825.00 916,300.00 2,408,000.00 1,875,000.00 2,288,425.00 549,375.00 131,850.004,677,238 27 ESTIMATED 29,720.00 23,625.00 10,937.50 79,875.00 38,080.00 32,000.00 53,198.70 22,500.00 5,400.0052,655.80 CURRENT EFTA01593866 ANNUAL INCOME YIELD % 6,900,602.299 2.373 2.093 .368 2.582 4.156 1.329 2.325 4.096 4.096 1.126 PAGE 736FY UNDISCLOSED 12/01/06 TO 12/31/06 15 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593867 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 by calling (1 877 291 2683) or emailing ([email protected]) 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 (1 877 291 2683) or emailing ([email protected]). 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: 212-325-2000 FAX: 212-538-5540 EFTA01593868