EFTA01593901.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 0.79987202000 CHF/USD Short Market Value 0.79987202000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.26857000000 EUR/USD Short Market Value 1.26857000000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.87143002000 GBP/USD Short Market Value 1.87143002000 GBP/USD Debit Balance Short Balance Net Portfolio Value 91,163.38 170,605.88 170,605.88 111,479.21 91,163.38 141,419.18 170,605.88 141,419.18 170,605.88 270.26 111,479.21 216.17 141,419.18 216.17 141,419.18 270.26 216.17 EFTA01593901 216.17 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 09/01/06 TO 09/30/06 1 OF CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 17 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: EFTA01593902 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 ) 25,489,222.50 17,149,789.8917,326,007.5317,149,789.89 8,163,214.97 25,489,222.50 17,149,789.8917,326,007.5317,149,789.89 8,163,214.97 8,475,456.20 8,475,456.20 25,489,222.50 17,149,789.8917,326,007.5317,149,789.89 8,163,214.97 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 09/01/06 TO 09/30/06 2 OF CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 17 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: EFTA01593903 EFTA01593904 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 270.26 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. 1.73 MONTH 0.31 YTD 1.73 270.26 100.00 Opening Balance EFTA01593905 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 270.26 0.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 3 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 17 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 269.95 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593906 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 09/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 1.109 FOR 31 DAYS FROM 08/01 TO 08/31 CLOSE BAL 269.95 CR AVG BAL 269.95 CR DEBIT CREDIT 0.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD IIIII PAGE UNDISCLOSED 09/01/06 TO 09/30/06 4 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593907 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 111,479.21 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 268.60 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 32,750.00 38,855.38 72,254.55DB 56,937.79DB 57,307.52DB 268.60 YTD EFTA01593908 279.44 111,479.21 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 111,479.21 268.60 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD IIIII PAGE UNDISCLOSED 09/01/06 TO 09/30/06 5 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 17 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 111,210.61 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593909 Statement of Account *** ALL AMOUNTS IN EURO *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 09/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 2.805 FOR 31 DAYS FROM 08/01 TO 08/31 CLOSE BAL 111210.61 CR AVG BAL 111210.61 CR DEBIT CREDIT 268.60 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 6 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593910 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 91,163.38 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 355.81 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 2,872.75 355.81 YTD 2,872.75 91,163.38 100.00 Opening Balance EFTA01593911 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 91,163.38 355.81 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 7 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 17 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 90,807.57 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593912 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 09/01/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 4.613 FOR 31 DAYS FROM 08/01 TO 08/31 CLOSE BAL 90807.57 CR AVG BAL 90807.57 CR DEBIT CREDIT 355.81 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 8 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593913 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 8,163,214.97 25,489,222.50 17,149,789.8917,326,007.5317,149,789.89 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 27,250.00 34,331.17 53.41DB 38,830.38DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 663,790.99 EFTA01593914 448,062.02 54,784.75DB 100,358.14DB 1,111,011.95DB 25,663.37DB YTD 28,280.32 25,489,222.50 17,149,789.8959.78 40.22 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 1,596,780.58 176,217.64 1,596,780.58 2,538,608.75 511,571.81 38,830.38 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 9 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 17 MONTHLY ACTIVITY SUMMARY DEBIT 2,164,424.20 CREDIT CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593915 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 09/01 MRKD/MARKET 01 09/01 WIRED 03 09/01 MRKD/MARKET 03 09/01 JOURNAL 01 09/05 MRKD/MARKET 03 09/05 MRKD/MARKET 03 09/05 JOURNAL 01 09/06 MRKD/MARKET 01 09/06 JOURNAL 03 09/06 MRKD/MARKET 03 09/06 JOURNAL 01 09/07 MRKD/MARKET 01 09/07 JOURNAL 01 09/07 JOURNAL 03 09/07 MRKD/MARKET 03 09/07 JOURNAL 03 09/07 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET -3,742 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -250 UNISOURCE ENERGY CORP HLDGS CO OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -2,280 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -6,000 MASCO CORP EFTA01593916 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -4,102 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 59,381.59 51,010.31 50,774.76 160,201.80 50,989.69 209,711.43 79,706.58 50,774.76 97,929.87 PRICE DEBIT 196,391.17 6,802.00 196,391.17 139,149.74 97,929.87 8,625.10 209,711.43 50,989.69 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 10 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593917 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 09/07 JOURNAL 01 09/08 MRKD/MARKET 01 09/08 JOURNAL 01 09/08 JOURNAL 01 09/08 JOURNAL 01 09/08 JOURNAL 01 09/08 JOURNAL 01 09/08 JOURNAL 03 09/08 MRKD/MARKET 01 09/11 MRKD/MARKET 03 09/11 MRKD/MARKET 01 09/12 MRKD/MARKET 03 09/12 MRKD/MARKET 01 09/13 MRKD/MARKET 03 09/13 MRKD/MARKET 01 09/14 MRKD/MARKET 03 09/14 MRKD/MARKET 01 09/15 MRKD/MARKET 03 09/15 MRKD/MARKET 01 09/18 MRKD/MARKET QUANTITY DESCRIPTION -11,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET EFTA01593918 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET 10,907.90 53,680.06 43,948.28 84,312.49 24,730.85 51,010.31 106,524.07 10,907.90 53,680.06 43,948.28 84,312.49 24,730.85 5,098.58 51,010.31 51,010.31 51,010.32 51,010.32 106,524.07 51,010.32 PRICE DEBIT CREDIT 158,721.32 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD la PAGE UNDISCLOSED 09/01/06 TO 09/30/06 11 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593919 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 09/18 JOURNAL 01 09/18 JOURNAL 03 09/18 MRKD/MARKET 03 09/18 JOURNAL 01 09/19 MRKD/MARKET 03 09/19 MRKD/MARKET 03 09/19 JOURNAL 03 09/19 JOURNAL 03 09/19 JOURNAL 01 09/20 MRKD/MARKET 01 09/20 WIRED 03 09/20 MRKD/MARKET 03 09/20 JOURNAL 01 09/21 MRKD/MARKET 03 09/21 MRKD/MARKET 01 09/22 MRKD/MARKET 01 09/22 WIRED 01 09/22 JOURNAL QUANTITY DESCRIPTION 1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,875 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -300 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -2,300 SUPERVALU INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,300 SUPERVALU INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,300 SUPERVALU INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET -1,500 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 EFTA01593920 MARK TO MARKET MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN -2,000,000 AMGEN INC NT ZER CV 32 03/01/2032 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,488,750.00 121,404.15 11,243.00 68,429.83 35,460.62 5,778.00 35,460.62 42,532.24 121,404.15 33,668.31 68,429.83 29,512.66 5,098.58 9,535.92 29,512.66 68,543.68 51,010.32 PRICE DEBIT 50,063.07 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 12 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593921 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 09/22 MRKD/MARKET 03 09/22 JOURNAL 03 09/22 JOURNAL 01 09/25 MRKD/MARKET 01 09/25 WIRED 01 09/25 JOURNAL 03 09/25 MRKD/MARKET 03 09/25 JOURNAL 01 09/26 MRKD/MARKET 03 09/26 MRKD/MARKET 01 09/27 MRKD/MARKET 01 09/27 TND 01 09/27 TND 03 09/27 MRKD/MARKET 01 09/28 MRKD/MARKET 03 09/28 MRKD/MARKET 01 09/29 MRKD/MARKET 03 09/29 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET 1,060 AMGEN OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,245 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN -5,152 MASCO CORP CLOSE SHORT VS BOX MARK TO MARKET 5,152 MASCO CORP CLOSE SHORT VS BOX MARK TO MARKET MARK TO MARKET MARK TO MARKET -4,000,000 SVU 0.0 11/02/31 11/02/2031 TENDER CREDIT 09/27/06 ON 4000000 SHARES 4,000,000 SVU 0.0 11/31 CONTRA 11/02/2031 TENDER CHARGE 09/27/06 ON 4000000 SHARES EFTA01593922 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET 172,324.05 33,245.21 33,245.21 105,016.60 105,016.60 128,472.06 172,324.05 128,472.06 53,667.46 34,051.88 53,667.46 6,149.00 PRICE DEBIT 33,668.31 74,024.08 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 13 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593923 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 09/01/06 INTEREST 01 09/01/06 INTEREST 01 09/01/06 INTEREST 01 09/01/06 INTEREST 01 09/01/06 INTEREST 03 09/08/06 SUBST CHGD 03 09/11/06 SUBST CHGD 03 09/15/06 SUBST CHGD 03 09/22/06 SUBST CHGD DESCRIPTION DEBIT INT @ AVG RATE 5.408 FOR 31 DAYS FROM 08/01 TO 08/31 CLOSE BAL 18731135.02 DB AVG BAL -21549109.48 DB REBATE ON SHORT SALES 12/15/2049 INTEREST CHARGE INTERNATIONAL FEES 08-2006 REBATE ON SHORT SALES FOR THE MONTH OF AUGUST INTEREST CREDIT HCC 2 09/01/21 02.0000 09/01/2021 INTEREST CREDIT 09/01/06 ON 1600000 BONDS UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 INTEREST CREDIT 09/01/06 ON 500000 BONDS CENTERPOINT ENERGY INC SUBSTITUTE DIVIDEND CHARGE 09/08/06 ON -152347 SHARES GENERAL MOTORS SUBSTITUTE DIVIDEND CHARGE 09/09/06 ON -58950 SHARES CSX CORPORATION SUBSTITUTE DIVIDEND CHARGE 09/15/06 ON -30738 SHARES EDO CORPORATION SUBSTITUTE DIVIDEND CHARGE 09/22/06 ON -18345 SHARES 550.35 3,073.80 14,737.50 EFTA01593924 22,852.05 11,250.00 75,544.87 16,000.00 DEBIT 100,358.14 53.41 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 14 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593925 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 10,174 (S) CBRL GROUP INC *CSSU RATING 59,867 (S) CMS ENERGY CORP 31,038 (S) CSX CORPORATION *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 51,000 (S) CELGENE CORPORATION 169,249 (S) CENTERPOINT ENERGY INC *CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 3,026 (S) CHENIERE ENERGY INC *CSSU RATING 18,345 (S) EDO CORPORATION *CSSU RATING 29,450 (S) GENERAL MOTORS *CSSU RATING 29.71000 :OUTPERFORM INDEPENDENT RATING:Sell PROVIDER:Market Edge Research 22.88000 :UNDERPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 33.26000 :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 979,507.0029,450.003.007 EFTA01593926 419,733.602,201.40.524 89,902.4643.30000 14.32000 2,208,300.002,423,645.68101,549,404.190 46.93000 :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 40.43000 :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 14.44000 32.83000 864,479.481,018,977.5412,415,201.218 411,334.825,697,441.385 1,008,525.7011,819.501.172 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 15 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593927 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 03 03 03 03 03 03 01 01 01 01 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 72,460 (S) HCC INSURANCE HOLDINGS INC 1,103 (S) MASCO CORP *CSSU RATING 116,105 (S) PPL CORP 57,090 (S) RPM INCORPORATED 2,300 (S) SUPERVALU INC 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 4,000,000 3,000,000 10,215 (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 EFTA01593928 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 MASCO CORP CVT PPL ENERGY SUPPLY LLC CVT 02.6250 05/15/2023 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 07/20/2031 :UNDERPERFORM INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 32.90000 18.99000 29.65000 33.33000 54.87500 48.50000 142.87500 118.75000 358.25000 127.50000 105.75000 96.12500 22.96000 154.62500 46.50000 132.12500 3,819,854.501,084,139.1068,195.00340,465.951,097,500.00 1,455,000.00 1,000,125.00 1,187,500.00 2,239,062.50 2,868,750.00 132,187.50 1,011,235.00 1,722,000.00 2,474,000.00 1,860,000.00 3,963,750.00 127,715.5036,537.601,518.008,580.6029,720.00 23,625.00 EFTA01593929 10,937.50 84,375.00 2,812.50 42,080.00 117,150.00 32,000.00 78,750.00 3.343 3.370 2.226 2.520 2.708 2.362 .488 2.941 2.128 4.161 6.803 1.293 1.987 32.88000 27.42000 DESCRIPTION PRICE MARKET VALUE 2,382,484.8030,244.26ESTIMATED 970.64CURRENT ANNUAL INCOME YIELD % 28,984.001.217 3.209 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 09/01/06 TO 09/30/06 16 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593930 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 01 01 01 01 LONG OR SHORT(S) 3,830,000 4,000,000 500,000 789,000 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 SUPERVALU INC SR CVT BOND "CONTRA" 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 56.62500 32.50000 103.25000 62.50000 DESCRIPTION PRICE MARKET VALUE 2,168,737.50 1,300,000.00 516,250.00 493,125.00 8,339,432.61 ESTIMATED CURRENT ANNUAL INCOME YIELD % 53,198.70 2.453 22,500.00 8,552.76 138,262.18 4.358 1.734 1.658 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD = EFTA01593931 IIIII PAGE UNDISCLOSED 09/01/06 TO 09/30/06 17 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593932 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: EFTA01593933