EFTA01593782.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 0.82453825000 CHF/USD Short Market Value 0.82453825000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.33695001000 EUR/USD Short Market Value 1.33695001000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.96840001000 GBP/USD Short Market Value 1.96840001000 GBP/USD Debit Balance Short Balance Net Portfolio Value 93,379.66 183,808.52 183,808.52 113,266.13 93,379.66 151,431.15 183,808.52 151,431.15 183,808.52 272.07 113,266.13 224.33 151,431.15 224.33 151,431.15 272.07 224.33 EFTA01593782 224.33 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 1 OF CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 14 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 EFTA01593783 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 ) 370,303.44277,703.44370,303.44277,703.4457,760.56 57,760.56 370,303.44277,703.4492,600.00 92,600.00 92,600.00 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 2 OF CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 14 This Statement is provided on behalf of Credit Suisse Securities (Europe) Limited("CSSE") for information only. This is not a Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language on back of Statement (including SIPC/excess SIPC coverage provisions) is inapplicable. Positions shown on Statement are carried by CSSE (affiliate of CSSU). CSSE is not a SIPC member. CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593784 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 272.07 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 0.28 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 0.90 MONTH 0.28 YTD 0.90 272.07 100.00 Opening Balance EFTA01593785 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 272.07 0.28 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 3 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 14 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 271.79 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593786 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/01/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 1.730 FOR 28 DAYS FROM 02/01 TO 02/28 CLOSE BAL 271.79 CR AVG BAL 271.79 CR DEBIT CREDIT 0.28 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 4 OF 14 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593787 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 113,266.13 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 293.18 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 940.29 293.18 YTD 940.29 113,266.13 100.00 Opening Balance EFTA01593788 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 113,266.13 293.18 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 5 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 14 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 112,972.95 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593789 Statement of Account *** ALL AMOUNTS IN EURO *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/01/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 3.337 FOR 28 DAYS FROM 02/01 TO 02/28 CLOSE BAL 112972.95 CR AVG BAL 112972.95 CR DEBIT CREDIT 293.18 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 6 OF 14 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593790 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 93,379.66 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 365.50 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 1,145.93 365.50 YTD 1,145.93 93,379.66 100.00 Opening Balance EFTA01593791 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 93,379.66 365.50 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 7 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 14 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 93,014.16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 FAX: Illi. EFTA01593792 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/01/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 5.123 FOR 28 DAYS FROM 02/01 TO 02/28 CLOSE BAL 93014.16 CR AVG BAL 93014.16 CR DEBIT CREDIT 365.50 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 8 OF 14 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593793 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 277,703.4492,600.00 370,303.44Credit 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 18,700.00 23,603.18 2,700.00DB 31,480.98DB 8,122.20 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 30,512.50 115,622.66 EFTA01593794 2,700.00DB 138,005.83DB 15,663.18 10,233.85 YTD 92,600.00 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 282,162.45 370,303.44 282,162.45 26,300,679.92 18,914,141.31 8,122.20 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 9 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 14 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 7,008,112.97 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593795 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/01 MRKD/MARKET 03 03/01 MRKD/MARKET 01 03/02 MRKD/MARKET 01 03/02 JOURNAL 01 03/02 JOURNAL 03 03/02 MRKD/MARKET 03 03/02 JOURNAL 03 03/02 JOURNAL 03 03/02 JOURNAL 03 03/02 JOURNAL 03 03/02 JOURNAL 01 03/05 JOURNAL 01 03/05 MRKD/MARKET 01 03/05 JOURNAL 03 03/05 MRKD/MARKET 03 03/05 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET MARK TO MARKET -625,000 CELG 1.75 06/01/08 01.7500 06/01/2008 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,130,000 CNP 3.75 05/15/23 03.7500 05/15/2023 TO 736FY0 FROM 746FY0 MARK TO MARKET -150 CELGENE CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 51,600 CELGENE CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,900 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 184,199 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 FROM 736FY0 TO 746FY0 FROM 736FY0 TO 746FY0 MARK TO MARKET -3,000,000 CBRL 0.0 04/03/32 EFTA01593796 04/03/2032 TO 736FY0 FROM 746FY0 MARK TO MARKET 22,724 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 69,186.42 1,060,074.62 3,368,999.53 453,710.53 69,186.42 1,544,753.94 88,564.83 83,443.79 2,796,203.90 3,481,297.19 71,607.26 8,073.54 PRICE DEBIT 37,050.16 71,607.26 2,799,871.69 CREDIT 37,050.16 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 10 OF 14 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593797 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/06 JOURNAL 01 03/06 MRKD/MARKET 03 03/06 MRKD/MARKET 01 03/07 JOURNAL 01 03/07 MRKD/MARKET 03 03/07 MRKD/MARKET 01 03/08 JOURNAL 01 03/08 JOURNAL 01 03/08 MRKD/MARKET 01 03/08 JOURNAL 01 03/08 JOURNAL 01 03/08 JOURNAL 01 03/08 JOURNAL 03 03/08 MRKD/MARKET 03 03/08 JOURNAL 03 03/08 JOURNAL 03 03/08 JOURNAL QUANTITY DESCRIPTION FROM 736FY0 TO 746FY0 MARK TO MARKET MARK TO MARKET FROM 746FY0 TO 736FY0 MARK TO MARKET MARK TO MARKET FROM 736FY0 TO 746FY0 FROM 736FY0 TO 746FY0 FROM 736FY0 TO 746FY0 MARK TO MARKET -2,000,000 AMERICAN FINL GROUP INC CVT 01.4861 06/02/2033 TO 736FY0 FROM 746FY0 -3,830,000 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,600,000 HCC 2 09/01/21 02.0000 09/01/2021 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -700,000 CMS 3.375 07/15/23 03.3750 07/15/2023 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 81,697 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 EFTA01593798 62,267 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 73,060 HCC INSURANCE HOLDINGS INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,246,595.00 1,057,293.60 1,825,927.95 1,154,623.94 10,850.08 2,306,606.09 PRICE DEBIT 1,126,082.18 37,968.99 37,968.99 37,968.99 15,286.95 15,286.95 4,436.87 7,024,678.67 10,850.08 1,172,119.89 2,389,330.42 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 11 OF 14 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593799 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 03/08 JOURNAL 01 03/09 MRKD/MARKET 03 03/09 MRKD/MARKET 03 03/09 JOURNAL 03 03/09 JOURNAL 01 03/12 MRKD/MARKET 03 03/12 MRKD/MARKET 03 03/12 JOURNAL 03 03/12 JOURNAL 01 03/13 MRKD/MARKET 03 03/13 MRKD/MARKET 03 03/13 JOURNAL 03 03/13 JOURNAL 01 03/29 DELIVERED 01 03/29 RECEIVED QUANTITY DESCRIPTION 34,010 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -34,010 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 34,010 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 62,267 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -62,267 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -81,697 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 81,697 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -120,000 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 CONVERSION DELIVER 120,000 UNISOURCE ENERGY CORP SR NT CV 4. EFTA01593800 04.5000 03/01/2035 CONVERSION RECEIVE 1,830,012.80 4,084.85 4,084.85 1,825,927.95 1,057,293.60 1,137,974.57 3,113.41 3,113.41 1,060,407.01 PRICE DEBIT 1,136,274.07 33,014.33 33,014.33 1,136,274.07 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 12 OF 14 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593801 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/01/07 INTEREST 01 03/01/07 INTEREST 01 03/01/07 INTEREST 01 03/01/07 INTEREST 01 03/01/07 INTEREST 03 03/09/07 SUBST CHGD DESCRIPTION DEBIT INT @ AVG RATE 5.409 FOR 28 DAYS FROM 02/01 TO 02/28 CLOSE BAL 6648287.98 DB AVG BAL -7484245.97 DB REBATE ON SHORT SALES FOR THE MONTH OF FEBRUARY INTEREST CREDIT HCC 2 09/01/21 02.0000 09/01/2021 INTEREST CREDIT 03/01/07 ON 1600000 BONDS UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 INTEREST CREDIT 03/01/07 ON 120000 BONDS UNISOURCE ENERGY CORP SR NT CV 4. 04.5000 03/01/2035 INTEREST CHARGE 03/01/07 ON -120000 BONDS CENTERPOINT ENERGY INC SUBSTITUTE DIVIDEND CHARGE 03/09/07 ON -184199 SHARES 31,313.83 2,700.00 2,700.00 DEBIT 31,480.98 54,917.01 16,000.00 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 13 OF 14 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE EFTA01593802 NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593803 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 2,000 CBRL GROUP INC *CSSU RATING 46.30000 INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's TOTAL PRICED PORTFOLIO * Please see the last page for securities ratings disclosure letter. 92,600.00 1,120.00 1.210 92,600.00 1,120.00 1.210 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 14 OF 14 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593804 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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