EFTA01593806.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 0.81270419000 CHF/USD Short Market Value 0.81270419000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.28112000000 EUR/USD Short Market Value 1.28112000000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.90480000000 GBP/USD Short Market Value 1.90480000000 GBP/USD Debit Balance Short Balance Net Portfolio Value 90,807.57 172,970.25 172,970.25 111,210.61 90,807.57 142,474.13 172,970.25 142,474.13 172,970.25 269.95 111,210.61 219.38 142,474.13 219.38 142,474.13 269.95 219.38 EFTA01593806 219.38 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 1 OF CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 18 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 EFTA01593807 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 ) 26,834,837.57 16,566,710.8218,731,135.0216,566,710.82 8,103,702.55 26,834,837.57 16,566,710.8218,731,135.0216,566,710.82 8,103,702.55 8,419,366.31 8,419,366.31 26,834,837.57 16,566,710.8218,731,135.0216,566,710.82 8,103,702.55 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 2 OF CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 18 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 EFTA01593808 EFTA01593809 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 269.95 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 0.31 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 1.42 MONTH 0.31 YTD 1.42 269.95 100.00 Opening Balance EFTA01593810 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 269.95 0.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 3 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 18 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 269.64 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593811 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 08/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 1.073 FOR 31 DAYS FROM 07/01 TO 07/31 CLOSE BAL 269.64 CR AVG BAL 269.62 CR DEBIT CREDIT 0.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 4 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593812 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 111,210.61 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 2,067.08DB 157.85DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 1,898.39 32,750.00 38,855.38 72,254.55DB 56,937.79DB 57,576.12DB MONTH EFTA01593813 10.84 YTD 10.84 111,210.61 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 111,210.61 157.85 73,305.08 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 5 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 18 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 38,063.38 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593814 Statement of Account *** ALL AMOUNTS IN EURO *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 08/01 JOURNAL QUANTITY DESCRIPTION -1,304 DEUTSCHE POSTBANK AG OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 PRICE DEBIT CREDIT 73,305.08 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 6 OF 18 INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 08/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 2.565 FOR 27 DAYS FROM 07/01 TO 07/31 CLOSE BAL 38063.38 CR AVG BAL 38063.38 CR 01 08/01/06 INTEREST 01 08/01/06 INTEREST DEBIT INT @ AVG RATE 2.996 FOR 27 DAYS FROM 07/01 TO 07/31 CLOSE BAL 38063.38 CR AVG BAL -919987.47 DB REBATE ON SHORT SALES FOR THE MONTH OF INTEREST CREDIT 2,067.08 1,898.39 DEBIT CREDIT 10.84 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593815 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 90,807.57 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 335.14 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 2,516.94 335.14 YTD 2,516.94 90,807.57 100.00 Opening Balance EFTA01593816 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 90,807.57 335.14 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 7 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 18 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 90,472.43 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593817 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 08/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 4.362 FOR 31 DAYS FROM 07/01 TO 07/31 CLOSE BAL 90472.43 CR AVG BAL 90451.44 CR DEBIT CREDIT 335.14 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 8 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593818 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 8,103,702.55 26,834,837.57 16,566,710.8218,731,135.0216,566,710.82 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 1,406.25 65,164.72 527.46DB 45,895.31DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 636,540.99 EFTA01593819 413,730.85 54,731.34DB 111,938.82DB 1,010,653.81DB 13,167.01 YTD 28,280.32 26,745,015.00 16,566,710.8261.62 38.17 89,822.57 .21 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 3,306,038.48 2,164,424.20 3,306,038.48 6,811,489.98 4,722,989.48 45,895.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 9 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 18 MONTHLY ACTIVITY SUMMARY DEBIT 4,207,029.39 CREDIT CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593820 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 08/01 JOURNAL 01 08/01 MRKD/MARKET 01 08/01 JOURNAL 01 08/01 JOURNAL 03 08/01 MRKD/MARKET 03 08/01 JOURNAL 01 08/02 JOURNAL 01 08/02 MRKD/MARKET 03 08/02 MRKD/MARKET 03 08/02 JOURNAL 03 08/02 JOURNAL 01 08/03 MRKD/MARKET 01 08/03 WIRED 01 08/03 JOURNAL 03 08/03 MRKD/MARKET 01 08/04 MRKD/MARKET 03 08/04 MRKD/MARKET 01 08/07 MRKD/MARKET 01 08/07 WIRED QUANTITY DESCRIPTION FROM 736FY0 TO 746FY0 736FY0 TO 746FY0 USD/EUR MARK TO MARKET 750 SUPERVALU INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 3,750 SUPERVALU INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -4,500 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 FROM 736FY0 TO 746FY0 736FY0 TO 746FY0 USD/EUR MARK TO MARKET MARK TO MARKET -950 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -560 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MRN 2,107 SUPERVALU INC EFTA01593821 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MRN 57,288.07 66,813.14 9,790.00 5,171.36 66,813.14 172,599.56 5,171.36 5,334.00 19,325.00 2,432.82 84,069.60 84,069.60 17,761.75 104,002.64 79,726.52 60,722.03 21,680.09 PRICE DEBIT 93,628.91 79,726.52 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 10 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593822 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 08/07 MRKD/MARKET 03 08/07 JOURNAL 01 08/08 MRKD/MARKET 01 08/08 WIRED 03 08/08 MRKD/MARKET 03 08/08 JOURNAL 01 08/09 MRKD/MARKET 01 08/09 RECEIVED 01 08/09 JOURNAL 01 08/09 DELIVERED 03 08/09 MRKD/MARKET 03 08/09 JOURNAL 03 08/09 JOURNAL 01 08/10 MRKD/MARKET 03 08/10 MRKD/MARKET 01 08/11 MRKD/MARKET 03 08/11 MRKD/MARKET 01 08/14 MRKD/MARKET 01 08/14 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET -600 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS RECEIVED BY WIRE CSFBGB2L MARK TO MARKET -420 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 775,000 CONSECO INC CVT 03.5000 09/30/2035 CONVERSION RECEIVE -8,307 SUPERVALU INC CLOSE SHORT VS BOX -775,000 CONSECO INC CVT 144A 03.5000 09/30/2035 CONVERSION DELIVER MARK TO MARKET 8,307 SUPERVALU INC CLOSE SHORT VS BOX -2,500 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET EFTA01593823 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET -775,000 CONSECO INC CVT 03.5000 09/30/2035 CLOSE SHORT VS BOX 108,846.43 22,341.61 34,612.06 108,846.43 22,341.61 642,023.17 338,890.30 60,763.48 26,526.31 338,890.30 PRICE DEBIT 172,599.56 26,629.17 60,763.48 861,590.81 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 11 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593824 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 08/14 MRKD/MARKET 03 08/14 JOURNAL 03 08/14 JOURNAL 01 08/15 MRKD/MARKET 01 08/15 JOURNAL 01 08/15 JOURNAL 03 08/15 MRKD/MARKET 01 08/16 MRKD/MARKET 01 08/16 WIRED 01 08/16 JOURNAL 01 08/16 JOURNAL 03 08/16 MRKD/MARKET 03 08/16 JOURNAL 01 08/17 MRKD/MARKET 01 08/17 WIRED QUANTITY DESCRIPTION MARK TO MARKET 775,000 CONSECO INC CVT 03.5000 09/30/2035 CLOSE SHORT VS BOX 800 EDO CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 775,000 CONSECO INC CVT 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -775,000 CONSECO INC CVT 144A 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE -775,000 CONSECO INC CVT WIRE TO CITIBANK FUT MRN 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 775,000 CONSECO INC CVT 144A 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 280 CSX CORPORATION OFFSHORE ARRANGING FLIP EFTA01593825 TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MRN 10,770.00 831,601.01 388,511.25 16,508.59 16,988.32 12,081.00 831,601.01 831,601.01 152,629.66 388,511.25 17,596.56 152,629.66 831,601.01 PRICE DEBIT 642,023.17 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 12 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593826 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 08/17 MRKD/MARKET 01 08/18 MRKD/MARKET 01 08/18 JOURNAL 03 08/18 MRKD/MARKET 03 08/18 JOURNAL 03 08/18 JOURNAL 01 08/21 MRKD/MARKET 03 08/21 MRKD/MARKET 03 08/21 SOLD 01 08/22 MRKD/MARKET 01 08/22 JOURNAL 03 08/22 MRKD/MARKET 03 08/22 JOURNAL 01 08/23 MRKD/MARKET 01 08/23 WIRED 03 08/23 MRKD/MARKET 01 08/24 MRKD/MARKET 01 08/24 JOURNAL 03 08/24 MRKD/MARKET 01 08/25 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET -75,000 GENERAL MTRS CORP CV C 33 06.2500 07/15/2033 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 29,500 GENERAL MOTORS OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,000 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -15,369 CSX CORPORATION MARK TO MARKET -2,000,000 VNO 3.875 04/15/25 03.8750 04/15/2025 TO 736FY0 FROM 746FY0 MARK TO MARKET 15,783 VORNADO REALTY TR OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE EFTA01593827 WIRE TO CITIBANK FUT MGN MARK TO MARKET MARK TO MARKET -1,800 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 5,765.00 179,506.55 56,081.63 25,640.10 56,081.63 23,202.56 N/A 47,359.44 1,615,547.88 179,506.55 449,550.44 449,550.44 47,359.44 2,430,000.28 28,239.33 901,520.00 PRICE DEBIT 16,988.32 32,779.34 1,591,601.02 32,779.34 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 13 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593828 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 08/25 MRKD/MARKET 01 08/28 MRKD/MARKET 01 08/28 JOURNAL 03 08/28 MRKD/MARKET 03 08/28 JOURNAL 03 08/28 JOURNAL 01 08/29 MRKD/MARKET 03 08/29 MRKD/MARKET 01 08/30 MRKD/MARKET 03 08/30 MRKD/MARKET 01 08/31 MRKD/MARKET 01 08/31 JOURNAL 03 08/31 MRKD/MARKET 03 08/31 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET 1,800 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 6,000 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,800 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 3,277 MASCO CORP JNL SHORT A/C TO MARGIN A/C JNL FROM TYPE 3 TO TYPE 1 MARK TO MARKET -3,277 MASCO CORP JNL SHORT A/C TO MARGIN A/C JNL FROM TYPE 3 TO TYPE 1 48,880.33 48,880.33 40,691.32 40,691.32 20,767.80 20,767.80 25,640.10 160,201.80 EFTA01593829 PRICE DEBIT 23,202.56 267,844.67 25,640.10 267,844.67 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 14 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593830 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 08/01/06 INTEREST 01 08/01/06 INTEREST 01 08/01/06 INTEREST 01 08/01/06 INTEREST 03 08/07/06 SUBST CHGD 03 08/08/06 SUBST CHGD 03 08/22/06 SUBST CHGD DESCRIPTION DEBIT INT @ AVG RATE 5.412 FOR 31 DAYS FROM 07/01 TO 07/31 CLOSE BAL 24197133.45 DB AVG BAL -24018760.46 DB REBATE ON SHORT SALES FOR THE MONTH OF JULY INTEREST CREDIT REBATE ON SHORT SALES 12/15/2049 INTEREST CHARGE INTERNATIONAL FEES 07-2006 LNG 2.25 08/01 144A 02.2500 08/01/2012 INTEREST CREDIT 08/01/06 ON 125000 BONDS MASCO CORP SUBSTITUTE DIVIDEND CHARGE 08/07/06 ON -5223 SHARES CBRL GROUP INC SUBSTITUTE DIVIDEND CHARGE 08/08/06 ON -6432 SHARES VORNADO REALTY TR SUBSTITUTE DIVIDEND CHARGE 08/22/06 ON -15783 SHARES 12,626.40 836.16 1,149.06 1,406.25 527.46 DEBIT 111,938.82 79,776.34 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY EFTA01593831 PAGE UNDISCLOSED 08/01/06 TO 08/31/06 15 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593832 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 03 03 03 03 03 03 03 03 21,490 (S) AMERICAN FINL GROUP INC *CSSU RATING 1,060 (S) AMGEN *CSSU RATING 6,432 (S) CBRL GROUP INC *CSSU RATING 59,867 (S) CMS ENERGY CORP 30,738 (S) CSX CORPORATION *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 51,000 (S) CELGENE CORPORATION 154,147 (S) CENTERPOINT ENERGY INC *CSSU RATING :UNDERPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 3,026 (S) CHENIERE ENERGY INC *CSSU RATING 18,345 (S) EDO CORPORATION *CSSU RATING 32.90000 :OUTPERFORM INDEPENDENT RATING:Sell PROVIDER:Market Edge Research 23.33000 :UNDERPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 427,988.852,201.40.514 99,555.4040.69000 14.45000 2,075,190,002,227,424.1592,488.204.152 EFTA01593833 INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 37.84000 :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 14.64000 30.22000 876,452.88928,902.3612,295.201.324 243,386.883,344,641.374 46.72000 :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 67.93000 72,005.801,004,012.8011,819.501.177 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 16 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593834 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 03 03 01 03 03 03 01 01 01 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 29,450 (S) GENERAL MOTORS *CSSU RATING MASCO CORP 29.18000 :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 72,460 (S) HCC INSURANCE HOLDINGS INC 3,277 *CSSU RATING 113,825 (S) PPL CORP 57,090 (S) RPM INCORPORATED 2,000,000 2,000,000 3,000,000 700,000 1,000,000 625,000 2,250,000 125,000 1,052,000 75,000 1,600,000 9,965 (S) UNISOURCE ENERGY CORP HLDG CO AMERICAN FINL GROUP INC OHIO SR NT CV1. AMGEN INC NT ZER CV 32 CBRL GROUP INC EFTA01593835 01.4861 06/02/2033 03/01/2032 04/03/2032 LYON ZERO 32 CMS ENERGY CORP SR NT-B CV 23 CSX CORP BOND CVT CELGENE CORP CVT CHENIERE ENERGY INC CVT 144A EDO CORP CVT SR SUB NTS GENERAL MTRS CORP CV C 33 HCC INS HLDGS INC NT 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 02.2500 08/01/2012 04.0000 11/15/2025 06.2500 07/15/2033 02.0000 09/01/2021 :NEUTRAL INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 34.97000 18.81000 34.51000 55.00000 74.12500 47.50000 144.62500 111.00000 336.43300 128.87500 112.87500 97.12500 21.00000 152.75000 3,980,460.251,073,862.90343,892.151,100,000.00 1,482,500.00 1,425,000.00 1,012,375.00 1,110,000.00 2,102,706.25 2,899,687.50 141,093.75 1,021,755.00 1,575,000.00 2,444,000.00 125,207.5036,537.608,370.6029,720.00 3.146 3.402 EFTA01593836 2.434 2.702 32.49000 27.41000 2,354,225.4089,822.57 28,984.002,883.76 1.231 3.211 DESCRIPTION PRICE MARKET VALUE 859,351.00ESTIMATED CURRENT ANNUAL INCOME YIELD % 29,450,003.427 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 17 OF 18 23,625.00 10,937.50 84,375.00 2,812.50 42,080.00 117,150.00 32,000.00 2.334 .520 2.910 1.993 4.118 7.438 1.309 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593837 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 01 01 01 01 01 01 LONG OR SHORT(S) 4,000,000 3,000,000 3,830,000 4,000,000 500,000 789,000 MASCO CORP CVT 07/20/2031 PPL ENERGY SUPPLY LLC CVT RPM INTL INC SR NT CV 33 SUPERVALU INC SR CVT BOND 02.6250 05/15/2023 01.3890 05/13/2033 11/02/2031 UNISOURCE ENERGY CORP CVT 144A VALASSIS COMMUNICATIONS INC SR NT CV1. TOTAL PRICED PORTFOLIO * Please see the last page for securities ratings disclosure letter. 04.5000 03/01/2035 01.0843 05/22/2033 45.50000 139.50000 55.12500 32.62500 104.87500 61.50000 DESCRIPTION PRICE MARKET VALUE 1,820,000.00 4,185,000.00 2,111,287.50 1,305,000.00 524,375.00 485,235.00 10,268,126.75 ESTIMATED EFTA01593838 CURRENT ANNUAL INCOME YIELD % 78,750.00 53,198.70 22,500.00 8,552.76 157,886.58 1.882 2.520 4.291 1.763 1.538 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 08/01/06 TO 08/31/06 18 OF 18 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 EFTA01593839 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 EFTA01593840