EFTA01593869.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 0.80429170000 CHF/USD Short Market Value 0.80429170000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.27640000000 EUR/USD Short Market Value 1.27640000000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.90747000000 GBP/USD Short Market Value 1.90747000000 GBP/USD Debit Balance Short Balance Net Portfolio Value 91,509.60 174,551.81 174,551.81 111,741.49 91,509.60 142,626.83 174,551.81 142,626.83 174,551.81 270.56 111,741.49 217.60 142,626.83 217.60 142,626.83 270.56 217.60 EFTA01593869 217.60 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 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 -3629 EFTA01593870 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 ) 23,573,763.75 17,806,125.6515,449,255.5217,681,750.65 8,000,133.23 23,573,763.75 17,806,125.6515,449,255.5217,681,750.65 8,000,133.23 8,317,529.47 8,317,529.47 23,573,763.75 17,806,125.6515,449,255.5217,681,750.65 8,000,133.23 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 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 EFTA01593871 EFTA01593872 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 270.56 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 0.30 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 2.03 MONTH 0.30 YTD 2.03 270.56 100.00 Opening Balance EFTA01593873 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 270.56 0.30 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 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 270.26 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE N -3629 T F EFTA01593874 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 10/02/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 1.268 FOR 30 DAYS FROM 09/01 TO 09/30 CLOSE BAL 270.26 CR AVG BAL 270.26 CR DEBIT CREDIT 0.30 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 4 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 EFTA01593875 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 111,741.49 Credit Interest Dividend Income Municipal Income Govt. Income Other Bond Income Other Income Div/Int Chgd Loan Interest Chgd Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income 262.28 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 57,045.24DB 262.28 YTD EFTA01593876 541.72 111,741.49 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 111,741.49 262.28 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 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 111,479.21 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL FAX EFTA01593877 Statement of Account *** ALL AMOUNTS IN EURO *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 10/02/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 2.824 FOR 30 DAYS FROM 09/01 TO 09/30 CLOSE BAL 111479.21 CR AVG BAL 111479.21 CR DEBIT CREDIT 262.28 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 6 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW vnRK Nv innin-3629 TEL: FAX: EFTA01593878 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 91,509.60 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 346.22 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 3,218.97 346.22 YTD 3,218.97 91,509.60 100.00 Opening Balance EFTA01593879 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 91,509.60 346.22 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 7 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 17 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 91,163.38 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593880 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 10/02/06 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 4.621 FOR 30 DAYS FROM 09/01 TO 09/30 CLOSE BAL 91163.38 CR AVG BAL 91163.38 CR DEBIT CREDIT 346.22 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 8 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593881 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 8,000,133.23 23,573,763.75 17,806,125.6515,449,255.5217,681,750.65 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 67,250.18DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 15,274.32 663,790.99 463,336.34 54,784.75DB EFTA01593882 82,524.50DB 1,193,536.45DB 92,913.55DB YTD 28,280.32 23,573,763.75 17,806,125.6556.97 43.03 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 2,013,395.00 2,013,395.00 2,232,495.13 3,991,649.70 1,515,686.75 67,250.18 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 9 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 17 MONTHLY ACTIVITY SUMMARY DEBIT 176,217.64 CREDIT CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593883 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 10/02 MRKD/MARKET 01 10/02 TND 03 10/02 MRKD/MARKET 03 10/02 JOURNAL 03 10/02 JOURNAL 03 10/02 JOURNAL 01 10/03 MRKD/MARKET 03 10/03 MRKD/MARKET 01 10/04 MRKD/MARKET 03 10/04 MRKD/MARKET 03 10/04 JOURNAL 03 10/04 JOURNAL 01 10/05 MRKD/MARKET 01 10/05 WIRED 03 10/05 MRKD/MARKET 01 10/06 MRKD/MARKET 03 10/06 MRKD/MARKET 03 10/06 JOURNAL 01 10/09 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET -4,000,000 SVU 0.0 11/31 CONTRA 11/02/2031 TENDER CREDIT MARK TO MARKET -1,400 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,300 SUPERVALU INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,000 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET -2,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 300 CHENIERE ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE EFTA01593884 WIRE TO CITIBANK FUT MGN MARK TO MARKET MARK TO MARKET MARK TO MARKET 100 CHENIERE ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 8,932.65 36,577.08 9,965.00 36,577.08 177,665.53 177,665.53 2,608.14 81,210.94 31,913.82 190,480.31 32,460.60 31,913.82 190,480.31 81,629.03 67,935.56 PRICE DEBIT 11,787.94 1,309,880.00 11,787.94 27,140.82 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 10 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593885 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 10/09 MRKD/MARKET 03 10/09 JOURNAL 03 10/09 JOURNAL 03 10/09 JOURNAL 01 10/10 MRKD/MARKET 03 10/10 MRKD/MARKET 03 10/10 JOURNAL 03 10/10 JOURNAL 03 10/10 JOURNAL 01 10/11 MRKD/MARKET 03 10/11 MRKD/MARKET 03 10/11 JOURNAL 03 10/11 JOURNAL 03 10/11 JOURNAL 01 10/12 MRKD/MARKET 03 10/12 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET 2,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 2,000 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -200 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,000 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,000 CBRL GROUP INC EFTA01593886 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 83,443.76 168,258.94 168,258.94 41,721.89 11,438.08 11,438.08 6,810.84 83,443.79 83,443.76 46,732.21 35,713.60 83,443.79 46,732.21 83,443.79 81,629.03 PRICE DEBIT CREDIT 81,210.94 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 11 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593887 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 10/13 MRKD/MARKET 03 10/13 MRKD/MARKET 01 10/16 MRKD/MARKET 03 10/16 MRKD/MARKET 01 10/17 MRKD/MARKET 03 10/17 MRKD/MARKET 03 10/17 JOURNAL 01 10/18 MRKD/MARKET 03 10/18 MRKD/MARKET 03 10/18 JOURNAL 03 10/18 JOURNAL 03 10/18 JOURNAL 03 10/18 JOURNAL 01 10/19 MRKD/MARKET 03 10/19 MRKD/MARKET 03 10/19 JOURNAL 03 10/19 JOURNAL 01 10/20 MRKD/MARKET 03 10/20 MRKD/MARKET 03 10/20 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET -1,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -1,500 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,000 HCC INSURANCE HOLDINGS INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -400 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -4,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -1,100 CBRL GROUP INC EFTA01593888 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,800 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -200 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 44,673.17 44,673.17 7,146.36 41,446.28 55,821.02 55,821.02 46,677.68 58,683.98 16,957.77 33,567.96 159,149.10 159,149.10 22,131.37 PRICE DEBIT 97,799.89 92,201.58 25,626.41 CREDIT 97,799.89 92,201.58 25,626.41 14,620.75 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 12 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593889 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 10/23 MRKD/MARKET 03 10/23 MRKD/MARKET 03 10/23 JOURNAL 03 10/23 JOURNAL 01 10/24 MRKD/MARKET 03 10/24 MRKD/MARKET 01 10/25 MRKD/MARKET 01 10/25 WIRED 03 10/25 MRKD/MARKET 01 10/26 MRKD/MARKET 01 10/26 WIRED 03 10/26 MRKD/MARKET 01 10/27 MRKD/MARKET 01 10/27 WIRED 03 10/27 MRKD/MARKET 01 10/30 MRKD/MARKET 01 10/30 WIRED 03 10/30 MRKD/MARKET 03 10/30 JOURNAL 01 10/31 MRKD/MARKET 01 10/31 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET -200 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,500 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN EFTA01593890 MARK TO MARKET -800 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -75,000 GENERAL MTRS CORP CV C 33 06.2500 07/15/2033 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 101,667.22 1,796,119.71 7,047.00 147,512.70 4,026.12 5,479.00 4,026.12 30,108.71 133,443.23 133,443.23 5,704.08 14,191.00 5,704.08 247,903.25 5,479.00 247,903.25 147,512.70 22,524.65 PRICE DEBIT 141,802.38 141,802.38 7,224.82 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 13 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593891 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 10/31 JOURNAL 03 10/31 MRKD/MARKET 03 10/31 JOURNAL 03 10/31 JOURNAL 03 10/31 JOURNAL 03 10/31 JOURNAL QUANTITY DESCRIPTION -125,000 LNG 2.25 08/01/12 02.2500 08/01/2012 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 29,450 GENERAL MOTORS OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -75 PPL CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,626 CHENIERE ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 70,823.22 2,646.54 15,438.22 1,038,996.00 101,667.22 PRICE DEBIT CREDIT 126,380.38 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 14 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW 629 TEL: FAX: EFTA01593892 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 10/02/06 INTEREST 01 10/02/06 INTEREST 03 10/02/06 SUBST CHGD 03 10/10/06 SUBST CHGD 03 10/13/06 SUBST CHGD 03 10/25/06 SUBST CHGD 03 10/31/06 SUBST CHGD DESCRIPTION DEBIT INT @ AVG RATE 5.408 FOR 30 DAYS FROM 09/01 TO 09/30 CLOSE BAL 17326007.53 DB AVG BAL -18312042.91 DB REBATE ON SHORT SALES FOR THE MONTH OF SEPTEMBER INTEREST CREDIT PPL CORP SUBSTITUTE DIVIDEND CHARGE 10/01/06 ON -116105 SHARES UNISOURCE ENERGY CORP HLDGS CO SUBSTITUTE DIVIDEND CHARGE 10/10/06 ON -10215 SHARES HCC INSURANCE HOLDINGS INC SUBSTITUTE DIVIDEND CHARGE 10/13/06 ON -72460 SHARES AMERICAN FINL GROUP INC SUBSTITUTE DIVIDEND CHARGE 10/25/06 ON -21490 SHARES RPM INCORPORATED SUBSTITUTE DIVIDEND CHARGE 10/31/06 ON -56490 SHARES 9,885.75 2,954.88 7,246.00 2,145.15 31,928.88 DEBIT 82,524.50 69,434.98 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 15 OF 17 EFTA01593893 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW 29 TEL: FAX: EFTA01593894 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 03 03 03 03 03 03 03 03 03 03 03 21,490 (S) AMERICAN FINL GROUP INC *CSSU RATING 14,674 (S) CBRL GROUP INC *CSSU RATING 61,367 (S) CMS ENERGY CORP 33,438 (S) CSX CORPORATION *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 51,000 (S) CELGENE CORPORATION 179,549 (S) CENTERPOINT ENERGY INC *CSSU RATING 18,345 (S) EDO CORPORATION *CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 23.91000 :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 73,460 (S) HCC INSURANCE HOLDINGS INC 1,103 (S) MASCO CORP *CSSU RATING 116,180 (S) PPL CORP 56,490 (S) RPM INCORPORATED 10,215 (S) UNISOURCE ENERGY CORP HLDG CO :UNDERPERFORM INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Poor's 34.52000 EFTA01593895 19.15000 35.58000 4,010,533.601,081,783.50363,449.70127,798.0039,543.008,580.603.187 3.655 2.361 33.66000 27.65000 2,472,663.6030,497.9529,384.00970.641.188 3.183 438,628.952,201.40.502 53.44000 15.48000 2,725,440.002,779,418.52107,729.403.876 47.86000 :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 43.91000 :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 14.89000 35.67000 913,754.631,192,733.4613,375.201.121 644,335.348,217,441.275 1,028,511.4011,819.501.149 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 16 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593896 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 01 01 01 01 01 01 01 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 2,000,000 3,000,000 700,000 1,000,000 625,000 2,250,000 125,000 1,052,000 1,600,000 4,000,000 3,000,000 3,830,000 500,000 789,000 AMERICAN FINL GROUP INC OHIO SR 01.4861 06/02/2033 NT CV1. CBRL GROUP INC LYON ZERO 32 04/03/2032 CMS ENERGY CORP SR NT-B CV 23 CSX CORP BOND CVT CELGENE CORP CVT CHENIERE ENERGY INC CVT 144A 125,000 (S) CHENIERE ENERGY INC CVT EDO CORP CVT SR SUB NTS HCC INS HLDGS INC NT CVT MASCO CORP CVT 02.2500 08/01/2012 02.2500 08/01/2012 EFTA01593897 04.0000 11/15/2025 02.0000 09/01/2021 07/20/2031 PPL ENERGY SUPPLY LLC CVT RPM INTL INC SR NT CV 33 UNISOURCE ENERGY CORP CVT 144A VALASSIS COMMUNICATIONS INC SR NT CV1. TOTAL PRICED PORTFOLIO * Please see the last page for securities ratings disclosure letter. 02.6250 05/15/2023 01.3890 05/13/2033 04.5000 03/01/2035 01.0843 05/22/2033 03.3750 07/15/2023 10/30/2021 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 56.00000 50.50000 146.37500 128.37500 441.12500 136.75000 99.50000 99.50000 98.00000 158.25000 46.62500 138.75000 53.50000 107.50000 62.75000 DESCRIPTION PRICE MARKET VALUE 1,120,000.00 1,515,000.00 1,024,625.00 1,283,750.00 2,757,031.25 3,076,875.00 124,375.00 124,375.001,030,960 00 2,532,000.00 1,865,000.00 4,162,500.00 2,049,050.00 537,500.00 EFTA01593898 495,097.50 5,767,638.10 ESTIMATED CURRENT ANNUAL INCOME YIELD % 29,720.00 2.654 23,625.00 10,937.50 84,375.00 2,812.50 2,812.5042,080.00 32,000.00 78,750.00 53,198.70 22,500.00 8,552.76 36,119.78 2.306 .397 2.742 2.261 2.261 4.082 1.264 1.892 2.596 4.186 1.727 .626 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 736FY PAGE UNDISCLOSED 10/01/06 TO 10/31/06 17 OF 17 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593899 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 FAX EFTA01593900