EFTA01593754.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 0.82109895000 CHF/USD Short Market Value 0.82109895000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.32307001000 EUR/USD Short Market Value 1.32307001000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.96372003000 GBP/USD Short Market Value 1.96372003000 GBP/USD Debit Balance Short Balance Net Portfolio Value 93,014.16 182,653.76 182,653.76 112,972.95 93,014.16 149,471.12 182,653.76 149,471.12 182,653.76 271.79 112,972.95 223.16 149,471.12 223.16 149,471.12 271.79 223.16 EFTA01593754 223.16 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 02/01/07 TO 02/28/07 1 OF CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 15 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: EFTA01593755 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 ) 14,991,311.90 13,791,850.956,648,287 9813,656,400.95 8,207,573.92 14,991,311.90 13,791,850.956,648,287 9813,656,400.95 8,207,573.92 8,539,921.96 8,539,921.96 14,991,311.90 13,791,850.956,648,287.9813,656,400.95 8,207,573.92 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 02/01/07 TO 02/28/07 2 OF CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR 15 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: EFTA01593756 EFTA01593757 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 271.79 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. 0.62 MONTH 0.31 YTD 0.62 271.79 100.00 Opening Balance EFTA01593758 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 271.79 0.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 02/01/07 TO 02/28/07 3 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 15 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 271.48 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593759 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 02/01/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 1.724 FOR 31 DAYS FROM 01/01 TO 01/31 CLOSE BAL 271.48 CR AVG BAL 271.47 CR DEBIT CREDIT 0.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD IIIII PAGE UNDISCLOSED 02/01/07 TO 02/28/07 4 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593760 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 112,972.95 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 324.47 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 647.11 324.47 YTD 647.11 112,972.95 100.00 Opening Balance EFTA01593761 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 112,972.95 324.47 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 02/01/07 TO 02/28/07 5 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 15 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 112,648.48 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593762 Statement of Account *** ALL AMOUNTS IN EURO *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 02/01/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 3.345 FOR 31 DAYS FROM 01/01 TO 01/31 CLOSE BAL 112648.48 CR AVG BAL 112638.07 CR DEBIT CREDIT 324.47 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 02/01/07 TO 02/28/07 6 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593763 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 93,014.16 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 396.02 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 780.43 396.02 YTD 780.43 93,014.16 100.00 Opening Balance EFTA01593764 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 93,014.16 396.02 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 02/01/07 TO 02/28/07 7 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 15 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 92,618.14 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593765 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 02/01/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 5.034 FOR 31 DAYS FROM 01/01 TO 01/31 CLOSE BAL 92618.14 CR AVG BAL 92605.73 CR DEBIT CREDIT 396.02 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 02/01/07 TO 02/28/07 8 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593766 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 8,207,573.92 14,991,311.90 13,791,850.956,648,287.9813,656,400.95 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 47,962.91DB 9,686.63 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 106,524.85DB 7,540.98 57,649.54 EFTA01593767 11,812.50 92,019.48 YTD 10,233.85 14,991,311.90 13,791,850.9552.08 47.92 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 1,664,971.51 1,664,971.51 7,008,112.97 1,716,028.24 2,858,115.25 9,686.63 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 02/01/07 TO 02/28/07 9 OF CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR 15 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 5,856,339.33 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593768 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 02/01 MRKD/MARKET 03 02/01 MRKD/MARKET 01 02/02 MRKD/MARKET 03 02/02 MRKD/MARKET 03 02/02 JOURNAL 01 02/05 MRKD/MARKET 03 02/05 MRKD/MARKET 01 02/06 MRKD/MARKET 01 02/06 JOURNAL 03 02/06 MRKD/MARKET 03 02/06 JOURNAL 01 02/07 MRKD/MARKET 01 02/07 WIRED 03 02/07 MRKD/MARKET 03 02/07 JOURNAL 01 02/08 MRKD/MARKET 03 02/08 MRKD/MARKET 03 02/08 JOURNAL 01 02/09 MRKD/MARKET 03 02/09 MRKD/MARKET 03 02/09 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET -100 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET -1,000,000 CSX 0.0 10/30/21 10/30/2021 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 33,838 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET -1,500 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 EFTA01593769 MARK TO MARKET MARK TO MARKET -800 EDO CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -800 EDO CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 73,497.37 59,560.83 59,560.83 19,676.91 73,497.37 20,006.19 5,407.00 6,714.80 71,315.11 1,263,172.57 6,714.80 71,346.76 65,173.95 71,346.76 PRICE DEBIT 271,746.72 271,746.72 23,641.38 23,641.38 4,684.30 65,173.95 1,333,191.00 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 02/01/07 TO 02/28/07 10 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593770 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 02/12 MRKD/MARKET 01 02/12 JOURNAL 03 02/12 MRKD/MARKET 03 02/12 JOURNAL 01 02/13 MRKD/MARKET 03 02/13 MRKD/MARKET 03 02/13 JOURNAL 01 02/14 MRKD/MARKET 03 02/14 MRKD/MARKET 01 02/15 MRKD/MARKET 03 02/15 MRKD/MARKET 03 02/15 JOURNAL 03 02/15 JOURNAL 03 02/15 JOURNAL 01 02/16 MRKD/MARKET 03 02/16 MRKD/MARKET 03 02/16 JOURNAL 03 02/16 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET -952,000 EDO 4 11/15/25 04.0000 11/15/2025 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 14,581 EDO CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -1,400 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET -200 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -300 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET EFTA01593771 MARK TO MARKET -1,000 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -700 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 33,523.71 48,950.21 36,011.48 48,950.21 23,100.32 14,241.62 79,722.49 29,860.77 51,774.72 363,504.32 57,659.60 57,659.60 32,605.34 79,722.49 29,860.77 7,144.51 PRICE DEBIT CREDIT 51,774.72 947,048.32 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 02/01/07 TO 02/28/07 11 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593772 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 02/16 JOURNAL 01 02/20 MRKD/MARKET 03 02/20 MRKD/MARKET 03 02/20 JOURNAL 03 02/20 JOURNAL 01 02/21 MRKD/MARKET 03 02/21 MRKD/MARKET 03 02/21 JOURNAL 01 02/22 MRKD/MARKET 03 02/22 MRKD/MARKET 03 02/22 JOURNAL 01 02/23 MRKD/MARKET 03 02/23 MRKD/MARKET 03 02/23 JOURNAL 01 02/26 MRKD/MARKET 03 02/26 MRKD/MARKET 03 02/26 JOURNAL 01 02/27 MRKD/MARKET 03 02/27 MRKD/MARKET 01 02/28 MRKD/MARKET QUANTITY DESCRIPTION -1,200 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -2,100 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,100 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -100 HCC INSURANCE HOLDINGS INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -2,700 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 1,800 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 EFTA01593773 MARK TO MARKET MARK TO MARKET -1,200 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET 540,204.08 36,611.05 78,485.46 83,944.35 70,414.25 70,414.25 57,349.23 540,204.08 22,065.31 22,065.31 130,590.41 78,485.46 52,297.65 52,297.65 3,248.03 53,376.13 25,244.11 25,244.11 49,287.71 PRICE DEBIT CREDIT 21,714.93 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD la PAGE UNDISCLOSED 02/01/07 TO 02/28/07 12 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593774 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 02/28 MRKD/MARKET QUANTITY DESCRIPTION MARK TO MARKET PRICE DEBIT CREDIT 36,611.05 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD IIIII PAGE UNDISCLOSED 02/01/07 TO 02/28/07 13 OF 15 INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 02/01/07 INTEREST 01 02/01/07 INTEREST 03 02/05/07 SUBST CHGD 03 02/08/07 SUBST CHGD DESCRIPTION DEBIT INT @ AVG RATE 5.408 FOR 31 DAYS FROM 01/01 TO 01/31 CLOSE BAL 8763559.91 DB AVG BAL -10298373.87 DB REBATE ON SHORT SALES FOR THE MONTH OF JANUARY INTEREST CREDIT MASCO CORP SUBSTITUTE DIVIDEND CHARGE 02/05/07 ON -1103 SHARES CBRL GROUP INC SUBSTITUTE DIVIDEND CHARGE 02/08/07 ON -20024 SHARES 2,803.36 242.66 DEBIT 47,962.91 63,808.91 CREDIT CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593775 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 02/28/07 SUBST CHGD DESCRIPTION CMS ENERGY CORP SUBSTITUTE DIVIDEND CHARGE 02/28/07 ON -62267 SHARES DEBIT 3,113.35 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD a PAGE UNDISCLOSED 02/01/07 TO 02/28/07 14 OF 15 PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 03 03 03 34,010 (S) AMERICAN FINL GROUP INC *CSSU RATING 24,624 (S) CBRL GROUP INC *CSSU RATING 35.00000 :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 46.66000 :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 62,267 (S) CMS ENERGY CORP 51,450 (S) CELGENE CORPORATION 17.45000 53.30000 1,086,559.152,742,285.0012,453.401.146 1,148,955.8413,789.441.200 1,190,350.0013,604.001.143 DESCRIPTION PRICE MARKET VALUE EFTA01593776 ESTIMATED CURRENT ANNUAL INCOME YIELD % CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593777 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 03 03 03 01 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 184,199 (S) CENTERPOINT ENERGY INC *CSSU RATING 17.84000 :NEUTRAL INDEPENDENT RATING:2 STAR - Avoid PROVIDER:Standard & Poor's 73,060 (S) HCC INSURANCE HOLDINGS INC 81,697 (S) RPM INCORPORATED 2,000,000 3,000,000 700,000 625,000 2,130,000 1,600,000 3,830,000 120,000 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 CELGENE CORP CVT HCC INS HLDGS INC NT CVT RPM INTL INC SR NT CV 33 03.3750 07/15/2023 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 UNISOURCE ENERGY CORP CVT 144A 120,000 (S) UNISOURCE ENERGY CORP SR NT CV 4.5% 03/3 EFTA01593778 TOTAL PRICED PORTFOLIO * Please see the last page for securities ratings disclosure letter. 02.0000 09/01/2021 01.3890 05/13/2033 04.5000 03/01/2035 04.5000 03/01/2035 51.75000 167.87500 440.25000 157.62500 147.00000 64.09300 112.87500 112.87500 1,552,500.00 1,175,125.00 2,751,562.50 3,357,412.50 2,352,000.00 2,454,761.90 135,450.00 135,450.001,199,460.95 23,625.00 10,937.50 79,875.00 32,000.00 53,198.70 5,400.00 5,400.0022,157.862.010 .398 2.379 1.361 2.167 3.987 3.987 1.847 31.35000 23.40000 60.62500 2,290,431.001,911,709.801,212,500.00 29,224.0057,187.9029,720.00 1.276 2.991 2.451 DESCRIPTION PRICE MARKET VALUE 3,286,110.16ESTIMATED CURRENT ANNUAL EFTA01593779 INCOME YIELD % 125,255.323.812 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD la PAGE UNDISCLOSED 02/01/07 TO 02/28/07 15 OF 15 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593780 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: EFTA01593781