EFTA01593041.pdf

Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** ***PREF CURRENCY REPORTED IN USD *** HOLDING CURRENCY EURO Exchange Rate: PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY 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 US DOLLAR Exchange Rate: 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 ) 910,074.14 910,074.14 918,950.62 918,950.62 910,074.14 63.9661.01 910,074.14 125.89120.10 910,074.14 125.89120.10 910,074.14 6,549.52 124.97 8,756.38 245.99 EFTA01593041 8,756.38 245.99 6,549.52 8,756.38 8,756.38 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 1 OF 13 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593042 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 6,549.52 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 17.04 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 54.46 MONTH 17.04 YTD 54.46 6,549.52 100.00 Opening Balance EFTA01593043 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 6,549.52 17.04 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 2 OF 13 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 6,532.48 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593044 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 6532.48 CR AVG BAL 6532.48 CR DEBIT CREDIT 17.04 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 3 OF 13 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593045 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 Long Market Value Short Market Value Debit Balance Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Rev Repur Fails Net Portfolio Value 61.01 63.96Credit 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 0.90 124.97 100.00 EFTA01593046 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 61.01 0.28 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 4 OF 13 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 60.73 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593047 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 60.73 CR AVG BAL 60.73 CR DEBIT CREDIT 0.28 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 5 OF 13 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593048 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 910,074.14 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 16,066.04 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. 50,714.78 16,066.04 YTD 50,714.78 910,074.14 100.00 Opening Balance EFTA01593049 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 175,057.28 175,057.28 910,074.14 44,674,993.49 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 6 OF 13 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 MONTHLY ACTIVITY SUMMARY DEBIT 13,588,832.26 CREDIT 3,822,460.94 14,773,232.91 40,562,140.00 16,066.04 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593050 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 03 03/01 SOLD 01 03/02 JOURNAL 01 03/02 JOURNAL 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 QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET 2,000 CBRL GROUP INC CANCELLATION AS OF 10/10/06 DONE AT EDGETRADE.COM INC. S/D FINANCING RETURN FROM 746FY0 TO 2F8EE0 S/D FINANCING FROM 2F8EE0 TO 746FY0 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 EFTA01593051 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 3,368,999.53 88,564.83 83,443.79 2,796,203.90 3,481,297.19 83,443.79 8,073.54 2,799,871.69 41.72790 PRICE DEBIT 83,443.79 83,443.79 6,305,153.68 6,305,153.68 83,443.79 CREDIT 83,443.79 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 7 OF 13 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593052 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/02 SOLD 01 03/02 SOLD 03 03/02 SOLD 03 03/02 BOUGHT 03 03/02 BOUGHT 03 03/02 BOUGHT 01 03/05 JOURNAL 01 03/05 JOURNAL 01 03/05 JOURNAL 01 03/05 JOURNAL 03 03/05 JOURNAL 03 03/05 BOUGHT QUANTITY DESCRIPTION -2,130,000 CNP 3.75 05/15/23 03.7500 05/15/2023 DONE AT MORGAN, STANLEY AND COMPANY, INCORPORATED -625,000 CELG 1.75 06/01/08 01.7500 06/01/2008 CORRECTION DONE AT MORGAN, STANLEY AND COMPANY, INCORPORATED -150 CELGENE CORPORATION DONE AT EDGETRADE.COM INC. 184,199 CENTERPOINT ENERGY INC DONE AT MORGAN, STANLEY AND COMPANY, INCORPORATED 51,600 CELGENE CORPORATION DONE AT MORGAN, STANLEY AND COMPANY, INCORPORATED 1,900 CBRL GROUP INC DONE AT EDGETRADE.COM INC. FROM 736FY0 TO 746FY0 FROM 736FY0 TO 746FY0 S/D FINANCING RETURN FROM 746FY0 TO 2F8EE0 S/D FINANCING 3,000,000 CBRL 0.0 04/03/32 -22,724 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 22,724 CBRL GROUP INC DONE AT MERRILL LYNCH, PIERCE, FENNER AND SMITH, INC. 46.65000 1,060,074.62 FROM 2F8EE0 TO 746FY0 EFTA01593053 04/03/2032 TO 736FY0 FROM 746FY0 1,060,074.62 1,544,753.94 46.60771 88,564.83 453,710.53 1,302,414.28 1,302,414.28 54.18999 2,796,203.90 53.83000 18.23999 8,073.54 3,368,999.53 447.53710 2,799,871.69 PRICE 162.32659 DEBIT CREDIT 3,481,297.19 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 8 OF 13 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593054 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/05 SOLD 01 03/06 JOURNAL 01 03/06 WIRED 01 03/07 JOURNAL 01 03/07 WIRED 01 03/08 JOURNAL 01 03/08 JOURNAL 01 03/08 JOURNAL 01 03/08 JOURNAL 01 03/08 MRKD/MARKET 01 03/08 WIRED 01 03/08 JOURNAL 01 03/08 JOURNAL 01 03/08 JOURNAL 01 03/08 JOURNAL QUANTITY DESCRIPTION -3,000,000 CBRL 0.0 04/03/32 04/03/2032 DONE AT MERRILL LYNCH, PIERCE, FENNER AND SMITH, INC. FROM 736FY0 TO 746FY0 FUNDS RECEIVED BY WIRE 746FY0 HIGHBRIDGE CAPITAL MANA FROM 746FY0 TO 736FY0 FUNDS RECEIVED BY WIRE 746FY0 HIGHBRIDGE CAPITAL MANA FROM 736FY0 TO 746FY0 S/D FINANCING RETURN FROM 746FY0 TO 2F8EE0 S/D FINANCING FROM 2F8EE0 TO 746FY0 FROM 736FY0 TO 746FY0 FROM 736FY0 TO 746FY0 MARK TO MARKET FUNDS RECEIVED BY WIRE 746FY0 HIGHBRIDGE CAPITAL MANA 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 EFTA01593055 700,000 CMS 3.375 07/15/23 03.3750 07/15/2023 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,154,623.94 2,306,606.09 1,172,119.89 2,389,330.42 1,700.50 263.01 37,968.99 140.86 4,436.87 6,644,385.46 6,644,385.46 7,024,678.67 1,126,082.18 204.03 PRICE 51.49179 DEBIT CREDIT 1,544,753.94 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 9 OF 13 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593056 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 03/08 MRKD/MARKET 03 03/08 JOURNAL 03 03/08 JOURNAL 03 03/08 JOURNAL 03 03/08 JOURNAL 01 03/08 SOLD 01 03/08 SOLD 03 03/08 BOUGHT 03 03/08 BOUGHT 01 03/08 SOLD 01 03/08 SOLD QUANTITY DESCRIPTION MARK TO MARKET -81,697 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -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 -34,010 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,000,000 AMERICAN FINL GROUP INC CVT 01.4861 06/02/2033 DONE AT CITIGROUP GLOBAL MARKETS, INC. -1,600,000 HCC 2 09/01/21 02.0000 09/01/2021 DONE AT CITIGROUP GLOBAL MARKETS, INC. 73,060 HCC INSURANCE HOLDINGS INC DONE AT CITIGROUP GLOBAL MARKETS, INC. 34,010 AMERICAN FINL GROUP INC CORRECTION DONE AT CITIGROUP GLOBAL MARKETS, INC. -700,000 CMS 3.375 07/15/23 03.3750 07/15/2023 DONE AT J.P. MORGAN SECURITIES, INC. -3,830,000 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 DONE AT MERRILL LYNCH, PIERCE, EFTA01593057 FENNER AND SMITH, INC. 61.94089 2,389,330.42 164.44940 1,154,623.94 33.40999 1,137,974.57 30.70000 2,246,595.00 144.12399 2,306,606.09 58.20970 1,172,119.89 1,136,274.07 2,246,595.00 1,057,293.60 PRICE DEBIT CREDIT 1,700.50 1,825,927.95 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 10 OF 13 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593058 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/09 JOURNAL 01 03/09 JOURNAL 01 03/09 MRKD/MARKET 03 03/09 MRKD/MARKET 03 03/09 JOURNAL 03 03/09 JOURNAL 03 03/09 BOUGHT 01 03/12 JOURNAL 01 03/12 JOURNAL 01 03/12 MRKD/MARKET 03 03/12 MRKD/MARKET 03 03/12 JOURNAL 03 03/12 JOURNAL 03 03/12 BOUGHT QUANTITY DESCRIPTION S/D FINANCING RETURN FROM 746FY0 TO 2F8EE0 S/D FINANCING FROM 2F8EE0 TO 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 62,267 CMS ENERGY CORP CORRECTION AS OF 03/08/07 DONE AT J.P. MORGAN SECURITIES, INC. S/D FINANCING RETURN FROM 746FY0 TO 2F8EE0 S/D FINANCING FROM 2F8EE0 TO 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 81,697 RPM INCORPORATED CORRECTION AS OF 03/08/07 EFTA01593059 DONE AT MERRILL LYNCH, PIERCE, FENNER AND SMITH, INC. 22.35000 1,830,012.80 1,060,407.01 971.44 971.44 1,057,293.60 3,113.41 3,113.41 16.97999 1,060,407.01 1,136,274.07 1,412.91 1,412.91 1,137,974.57 PRICE DEBIT 1,700.50 1,700.50 CREDIT INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 11 OF 13 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593060 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/13 JOURNAL 01 03/13 JOURNAL 01 03/13 MRKD/MARKET 03 03/13 MRKD/MARKET 03 03/13 JOURNAL 03 03/13 JOURNAL 01 03/30 WIRED QUANTITY DESCRIPTION S/D FINANCING FROM 2F8EE0 TO 746FY0 S/D FINANCING RETURN FROM 746FY0 TO 2F8EE0 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 FUNDS PAID BY WIRE CITIBANK NY 11,500,000.00 1,830,012.80 4,084.85 4,084.85 4,084.85 1,825,927.95 PRICE DEBIT CREDIT 4,084.85 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 12 OF 13 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593061 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 03/01/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 5.409 FOR 28 DAYS FROM 02/01 TO 02/28 CLOSE BAL 3822460.94 CR AVG BAL 3818915.36 CR DEBIT CREDIT 16,066.04 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST 746FY PAGE UNDISCLOSED 03/01/07 TO 03/31/07 13 OF 13 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593062 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. CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593063