EFTA01593934.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 0.81718707000 CHF/USD Short Market Value 0.81718707000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.27840000000 EUR/USD Short Market Value 1.27840000000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.84757000000 GBP/USD Short Market Value 1.84757000000 GBP/USD Debit Balance Short Balance Net Portfolio Value 90,147.18 166,553.22 166,553.22 1,056,897.10 983,562.58963,824.50983,562.58 93,072.60 90,147.18 1,351,137.25 1,257,386.401,232,153.241,257,386.40 118,984.01 166,553.22 1,351,137.25 1,257,386.401,232,153.241,257,386.40 118,984.01 166,553.22 269.34 220.10 EFTA01593934 220.10 269.34 220.10 220.10 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 1 OF 20 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/0 FINANCIAL TRUST COMPANY INC LONDON E144Q3 GBR CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593935 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 ) 31,158,911.25 19,474,097.9424,124,492.5919,474,097.94 7,034,418.66 31,158,911.25 19,474,097.9424,124,492.5919,474,097.94 7,034,418.66 7,320,175.99 7,320,175.99 31,158,911.25 19,474,097.9424,124,492.5919,474,097.94 7,034,418.66 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 2 OF 20 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 LONDON E14403 GBR CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593936 EFTA01593937 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 269.34 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. 0.81 MONTH 0.31 YTD 0.81 269.34 100.00 Opening Balance EFTA01593938 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 269.34 0.31 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 269.03 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 3 OF 20 CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC LONDON E144Q3 GBR CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593939 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 0.923 FOR 31 DAYS FROM 05/01 TO 05/31 CLOSE BAL 269.03 CR AVG BAL 269.03 CR DEBIT CREDIT 0.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 4 OF 20 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593940 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 93,072.60 1,056,897.10 1,056,897.10 983,562.58963,824.50983,562.58 51.80 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 6,553.41DB 1,812.18DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 4,741.23 EFTA01593941 14,200.00 34,937.76 72,254.55DB 52,626.78DB 75,743.57DB YTD 983,562.5848.20 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 332,287.02 332,287.02 19,738.08 1,812.18 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 21,550.26 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 5 OF 20 CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC LONDON E144QJ GBR CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593942 Statement of Account *** ALL AMOUNTS IN EURO *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/01 MRKD/MARKET 03 06/01 MRKD/MARKET 01 06/02 MRKD/MARKET 03 06/02 MRKD/MARKET 01 06/05 MRKD/MARKET 03 06/05 MRKD/MARKET 01 06/06 MRKD/MARKET 03 06/06 MRKD/MARKET 01 06/07 MRKD/MARKET 03 06/07 MRKD/MARKET 01 06/08 MRKD/MARKET 03 06/08 MRKD/MARKET 01 06/09 MRKD/MARKET 03 06/09 MRKD/MARKET 01 06/12 MRKD/MARKET 03 06/12 MRKD/MARKET 01 06/13 MRKD/MARKET 03 06/13 MRKD/MARKET 01 06/14 MRKD/MARKET 03 06/14 MRKD/MARKET 01 06/15 MRKD/MARKET 03 06/15 MRKD/MARKET 01 06/16 MRKD/MARKET 03 06/16 MRKD/MARKET 01 06/19 MRKD/MARKET 03 06/19 MRKD/MARKET 01 06/20 MRKD/MARKET 03 06/20 MRKD/MARKET 01 06/21 MRKD/MARKET 03 06/21 MRKD/MARKET 01 06/22 MRKD/MARKET 03 06/22 MRKD/MARKET 01 06/23 MRKD/MARKET 03 06/23 MRKD/MARKET 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 EFTA01593943 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 MARK TO MARKET MARK TO MARKET MARK TO MARKET PRICE DEBIT 13,298.48 3,674.58 10,673.78 36,395.84 699.92 699.92 41,120.30 41,120.30 6,124.30 6,124.30 8,574.02 8,574.02 27,821.82 25,547.08 30,621.50 699.92 174.98 174.98 6,124.30 6,124.30 37,095.76 17,498.00 22,397.44 37,095.76 17,498.00 22,397.44 27,821.82 EFTA01593944 25,547.08 30,621.50 699.92 CREDIT 13,298.48 3,674.58 10,673.78 36,395.84 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 6 OF 20 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593945 Statement of Account *** ALL AMOUNTS IN EURO *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/26 MRKD/MARKET 03 06/26 MRKD/MARKET 01 06/27 MRKD/MARKET 03 06/27 MRKD/MARKET 01 06/28 MRKD/MARKET 03 06/28 MRKD/MARKET 01 06/29 MRKD/MARKET 03 06/29 MRKD/MARKET 01 06/30 MRKD/MARKET 03 06/30 MRKD/MARKET 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 PRICE DEBIT 2,624.70 9,798.88 8,923.98 20,822.62 1,574.82 CREDIT 2,624.70 9,798.88 8,923.98 20,822.62 1,574.82 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 7 OF 20 INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/01/06 INTEREST DESCRIPTION DEBIT INT @ AVG RATE 2.771 01 06/01/06 INTEREST EFTA01593946 FOR 31 DAYS FROM 05/01 TO 05/31 CLOSE BAL 935240.38 DB AVG BAL -2747445.20 DB REBATE ON SHORT SALES FOR THE MONTH OF INTEREST CREDIT DEBIT 6,553.41 CREDIT 4,741.23 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593947 Statement of Account *** ALL AMOUNTS IN EURO *** PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 01 17,498 (S) DEUTSCHE POSTBANK AG OTHER ASSETS 700,000 DEUTSCHE POSTBANK AG CVT 02.6500 07/02/2007 TOTAL PRICED PORTFOLIO 73,334.52 18,550.00 25.295 56.21000 150.98530 983,562.581,056,897.10 18,550.00 1.755 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 8 OF 20 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593948 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 90,147.18 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 331.82 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 1,856.55 331.82 YTD 1,856.55 90,147.18 100.00 Opening Balance EFTA01593949 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 90,147.18 331.82 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 89,815.36 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 9 OF 20 CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC LONDON E144Q3 GBR CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593950 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 4.349 FOR 31 DAYS FROM 05/01 TO 05/31 CLOSE BAL 89815.36 CR AVG BAL 89825.86 CR DEBIT CREDIT 331.82 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 10 OF 20 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593951 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 7,034,418.66 31,158,911.25 19,474,097.9424,124,492.5919,474,097.94 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 20,328.75 45,771.53 26,042.77DB 121,276.85DB 53,533.77DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. EFTA01593952 506,134.74 327,862.30 53,711.41DB 799,631.60DB 8,934.35 27,685.57 YTD 28,280.32 31,158,911.25 19,474,097.9461.54 38.46 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 3,860,494.72 4,650,394.65 3,860,494.72 262,773.18 706,986.72 53,533.77 MONTHLY ACTIVITY SUMMARY DEBIT 4,152,647.34 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 11 OF 20 CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC LONDON E144Q3 GBR CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593953 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/01 MRKD/MARKET 03 06/01 MRKD/MARKET 03 06/01 JOURNAL 01 06/02 JOURNAL 01 06/02 MRKD/MARKET 03 06/02 MRKD/MARKET 03 06/02 JOURNAL 01 06/05 MRKD/MARKET 01 06/05 WIRED 03 06/05 MRKD/MARKET 01 06/06 MRKD/MARKET 03 06/06 MRKD/MARKET 03 06/06 JOURNAL 01 06/07 MRKD/MARKET 01 06/07 WIRED 03 06/07 MRKD/MARKET 03 06/07 JOURNAL 01 06/08 MRKD/MARKET 03 06/08 MRKD/MARKET 01 06/09 MRKD/MARKET 03 06/09 MRKD/MARKET 01 06/12 MRKD/MARKET 03 06/12 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET 1,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 FROM 736FY0 TO 746FY0 736FY0 TO 746FY0 USD/EUR MARK TO MARKET MARK TO MARKET -1,000 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MRN MARK TO MARKET MARK TO MARKET MARK TO MARKET -960 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE EFTA01593954 WIRE TO CITIBANK FUT MRN MARK TO MARKET -3,700 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 MARK TO MARKET 25,145.53 134,918.20 71,837.07 5,538.00 49,005.01 45,619.22 25,145.53 134,918.20 71,837.07 30,788.00 351,709.10 48,171.85 PRICE DEBIT 273,137.81 36,997.74 6,069.48 128,399.57 128,399.57 30,215.87 351,709.10 48,171.85 29,238.49 49,005.01 CREDIT 273,137.81 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 12 OF 20 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593955 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 06/12 JOURNAL 01 06/13 MRKD/MARKET 03 06/13 MRKD/MARKET 03 06/13 JOURNAL 01 06/14 MRKD/MARKET 01 06/14 WIRED 03 06/14 MRKD/MARKET 03 06/14 JOURNAL 01 06/15 MRKD/MARKET 03 06/15 MRKD/MARKET 03 06/15 JOURNAL 01 06/16 MRKD/MARKET 01 06/16 JOURNAL 03 06/16 MRKD/MARKET 03 06/16 JOURNAL 03 06/16 JOURNAL 03 06/16 JOURNAL QUANTITY DESCRIPTION 4,000 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 1,100 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MRN MARK TO MARKET -2,300 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -1,300 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 2,000 TJX COMPANIES INC NEW OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 4,500 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 5,000 RPM INCORPORATED EFTA01593956 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 36,978.99 90,552.50 45,339.80 42,417.27 128,674.35 440,423.61 440,423.61 41,074.18 42,417.27 PRICE DEBIT 116,495.20 249,351.92 249,351.92 67,443.69 29,756.28 6,191.00 29,756.28 71,285.62 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 13 OF 20 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593957 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/19 MRKD/MARKET 01 06/19 JOURNAL 03 06/19 MRKD/MARKET 03 06/19 JOURNAL 03 06/19 JOURNAL 01 06/20 MRKD/MARKET 03 06/20 MRKD/MARKET 03 06/20 JOURNAL 01 06/21 MRKD/MARKET 01 06/21 JOURNAL 03 06/21 MRKD/MARKET 03 06/21 JOURNAL 01 06/22 MRKD/MARKET 03 06/22 MRKD/MARKET 01 06/23 MRKD/MARKET 03 06/23 MRKD/MARKET 01 06/26 MRKD/MARKET 03 06/26 MRKD/MARKET 01 06/27 MRKD/MARKET 03 06/27 MRKD/MARKET 03 06/27 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET 775,000 CONSECO INC CVT 03.5000 09/30/2035 JNL SHORT A/C TO MARGIN A/C MARK TO MARKET -775,000 CONSECO INC CVT 03.5000 09/30/2035 JNL SHORT A/C TO MARGIN A/C 400 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 1,000 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -2,000 TJX COMPANIES INC NEW OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 2,000 TJX COMPANIES INC NEW OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET EFTA01593958 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET 150 VALASSIS COMMUNICATIONS INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 45,339.80 60,001.79 60,001.79 23,601.62 23,601.62 141,129.26 141,129.26 166,009.15 166,009.15 3,996.03 16,410.60 99,448.55 99,448.55 27,985.50 197,255.32 45,339.80 197,255.32 676,866.39 PRICE DEBIT 676,866.39 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 14 OF 20 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593959 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/28 MRKD/MARKET 03 06/28 MRKD/MARKET 01 06/29 MRKD/MARKET 03 06/29 MRKD/MARKET 01 06/30 MRKD/MARKET 01 06/30 WIRED 03 06/30 MRKD/MARKET 03 06/30 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MRN MARK TO MARKET 900 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 32,026.04 PRICE DEBIT 95,796.72 363,652.58 192,460.12 10,160.00 192,460.12 CREDIT 95,796.72 363,652.58 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 15 OF 20 INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/01/06 INTEREST DESCRIPTION DEBIT INT @ AVG RATE 5.112 01 06/01/06 INTEREST FOR 31 DAYS FROM 05/01 TO 05/31 CLOSE BAL 22424866.83 DB EFTA01593960 AVG BAL -27574205.20 DB REBATE ON SHORT SALES 12/15/2049 INTEREST CHARGE INTERNATIONAL FEES MAY 2006 01 06/01/06 INTEREST 01 06/01/06 INTEREST REBATE ON SHORT SALES FOR THE MONTH OF MAY INTEREST CREDIT CELG 1.75 06/01/08 01.7500 06/01/2008 INTEREST CREDIT 06/01/06 ON 625000 BONDS 5,468.75 90,663.95 DEBIT 121,276.85 CREDIT 889.06 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593961 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 06/01/06 SUBST CHGD 01 06/02/06 INTEREST 03 06/02/06 SUBST CHGD 01 06/09/06 DIVIDEND 03 06/09/06 SUBST CHGD 03 06/09/06 SUBST CHGD 03 06/12/06 SUBST CHGD 01 06/13/06 DIVIDEND 03 06/13/06 SUBST CHGD 03 06/15/06 SUBST CHGD 03 06/15/06 SUBST CHGD DESCRIPTION TJX COMPANIES INC NEW SUBSTITUTE DIVIDEND CHARGE 06/01/06 ON -35776 SHARES AMERICAN FINL GROUP INC CVT 01.4861 06/02/2033 INTEREST CREDIT 06/02/06 ON 2000000 BONDS EDO CORPORATION SUBSTITUTE DIVIDEND CHARGE 06/02/06 ON -20645 SHARES CENTERPOINT ENERGY INC CASH DIVIDEND CREDIT 06/09/06 ON 6500 SHARES UNISOURCE ENERGY CORP HLDGS CO SUBSTITUTE DIVIDEND CHARGE 06/09/06 ON -8665 SHARES CENTERPOINT ENERGY INC SUBSTITUTE DIVIDEND CHARGE 06/09/06 ON -131147 SHARES GENERAL MOTORS SUBSTITUTE DIVIDEND CHARGE 06/10/06 ON -58950 SHARES ALLERGAN INC CASH DIVIDEND CREDIT 06/13/06 ON 2096 SHARES ALLERGAN INC SUBSTITUTE DIVIDEND CHARGE 06/13/06 ON -21431 SHARES SUPERVALU INC SUBSTITUTE DIVIDEND CHARGE 06/15/06 ON -7330 SHARES CSX CORPORATION SUBSTITUTE DIVIDEND CHARGE 06/15/06 ON -16964 SHARES EFTA01593962 2,205.32 1,191.13 2,143.10 209.60 14,737.50 19,672.05 1,819.65 975.00 619.35 14,860.00 DEBIT 2,504.32 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 16 OF 20 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593963 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 06/16/06 DIVIDEND 03 06/16/06 DIVIDEND DESCRIPTION DUKE ENERGY HLDG CORP CASH DIVIDEND CREDIT 06/16/06 ON 85487 SHARES DUKE ENERGY HLDG CORP CASH DIVIDEND CHARGE 06/16/06 ON -81141 SHARES 25,153.71 DEBIT CREDIT 26,500.97 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 17 OF 20 PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 03 03 20,890 (S) AMERICAN FINL GROUP INC *CSSU RATING 1,060 (S) AMGEN *CSSU RATING 8,432 (S) CBRL GROUP INC *CSSU RATING INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 33.92000 :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 286,013.444,384.641.533 42.90000 :OUTPERFORM INDEPENDENT RATING: PROVIDER:Standard & Poor's EFTA01593964 65.23000 69,143.80896,181.0011,489.501.282 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593965 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 03 03 03 03 03 03 03 03 03 03 03 03 03 LONG OR SHORT(S) 56,067 (S) CMS ENERGY CORP 15,379 (S) CSX CORPORATION *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 51,000 (S) CELGENE CORPORATION 128,347 (S) CENTERPOINT ENERGY INC *CSSU RATING :UNDERPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 3,026 (S) CHENIERE ENERGY INC *CSSU RATING 20,645 (S) EDO CORPORATION *CSSU RATING 58,950 (S) GENERAL MOTORS *CSSU RATING 39.00000 :OUTPERFORM INDEPENDENT RATING:Hold PROVIDER:Market Edge Research 24.34000 :UNDERPERFORM INDEPENDENT RATING:2 STAR - Avoid PROVIDER:Standard & Poor's 29.79000 :NEUTRAL INDEPENDENT RATING:2 STAR - Avoid PROVIDER:Standard & Poor's 72,460 (S) HCC INSURANCE HOLDINGS INC 5,223 (S) MASCO CORP EFTA01593966 *CSSU RATING 110,982 (S) PPL CORP 57,340 (S) RPM INCORPORATED 7,330 (S) SUPERVALU INC 12,476 (S) TJX COMPANIES INC NEW *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's :NEUTRAL INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 32.30000 18.00000 30.70000 22.86000 3,584,718.601,032,120.00225,031.00285,201.36122,080.2036,697.604,764.503,493. 283.406 3.556 2.117 1.225 29.44000 29.64000 2,133,222.40154,809.7228,984,004,596,241.359 2.969 1,756,120.5058,950,003.357 502,499.302,477.40.493 118,014.0047.43000 12.50000 2,418,930.001,604,337.5077,008.204.800 12.94000 70.44000 DESCRIPTION PRICE MARKET VALUE 725,506.981,083,296.767,997.08.738 ESTIMATED CURRENT ANNUAL INCOME YIELD % INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 18 OF 20 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: EFTA01593967 FAX: EFTA01593968 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 03 03 03 01 01 01 01 01 01 01 01 01 03 01 01 LONG OR SHORT(S) 8,665 (S) UNISOURCE ENERGY CORP HLDG CO 1,452 (S) VALASSIS COMMUNICATION INC *CSSU RATING 15,083 (S) VORNADO REALTY TR *CSSU RATING 2,000,000 2,000,000 3,000,000 700,000 1,000,000 625,000 2,250,000 125,000 775,000 1,052,000 150,000 NT CV1. :NEUTRAL INDEPENDENT RATING:Hold PROVIDER:Rochdale Securities 97.55000 INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's AMERICAN FINL GROUP INC OHIO SR 01.4861 06/02/2033 AMGEN INC NT ZER CV 32 CBRL GROUP INC CSX CORP BOND CVT CELGENE CORP CVT EFTA01593969 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 CHENIERE ENERGY INC CVT 144A CONSECO INC CVT 144A 775,000 (S) CONSECO INC CVT EDO CORP CVT SR SUB NTS GENERAL MTRS CORP CV C 33 02.2500 08/01/2012 03.5000 09/30/2035 03.5000 09/30/2035 04.0000 11/15/2025 06.2500 07/15/2033 113.87500 121.00000 106.25000 106.25000 97.37500 20.16000 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 50.87500 73.50000 45.37500 130.37500 125.75000 392.50000 1,017,500.00 1,470,000.00 1,361,250.00 912,625.00 1,257,500.00 2,453,125.00 2,562,187.50 151,250.00 823,437.50 823,437.501,024,385.00 3,024,000.00 29,720.00 2.921 1,471,346.6548,265.603.280 31.15000 23.59000 DESCRIPTION PRICE MARKET VALUE EFTA01593970 269,914.7534,252.68ESTIMATED 7,278.60CURRENT ANNUAL INCOME YIELD % 2.697 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 19 OF 20 23,625.00 10,937.50 84,375.00 2,812.50 27,125.00 27,125.0042,080.00 234,300.00 2.589 .446 3.293 1.860 3.294 3.294 4.108 7.748 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593971 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 01 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 1,600,000 4,000,000 3,000,000 3,830,000 4,000,000 750,000 500,000 789,000 2,000,000 HCC INS HLDGS INC NT CVT MASCO CORP CVT 02.0000 09/01/2021 07/20/2031 PPL ENERGY SUPPLY LLC CVT RPM INTL INC SR NT CV 33 SUPERVALU INC SR CVT BOND TJX COS INC CONV 02.6250 05/15/2023 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. 11,684,813.31 281,884.62 2.412 112.75000 EFTA01593972 2,255,000.00 61.12500 138.87500 45.87500 128.25000 53.75000 33.00000 79.25000 97.37500 DESCRIPTION PRICE MARKET VALUE 2,222,000.00 1,835,000.00 3,847,500.00 2,058,625.00 1,320,000.00 594,375.00 486,875.00 482,276.25 ESTIMATED 32,000.00 78,750.00 53,198.70 CURRENT ANNUAL INCOME YIELD % 1.440 2.047 2.584 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 06/01/06 TO 06/30/06 20 OF 20 22,500.00 8,552.76 77,500.00 4.621 1.773 3.437 CREDIT SUISSE SECURITIES (USA) LLC NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593973 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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