EFTA01593687.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 0.80397485000 CHF/USD Short Market Value 0.80397485000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Exchange Rate: Cash Balance Long Market Value 1.30292000000 EUR/USD Short Market Value 1.30292000000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Exchange Rate: Cash Balance Long Market Value 1.96399000000 GBP/USD Short Market Value 1.96399000000 GBP/USD Debit Balance Short Balance Net Portfolio Value 92,618.14 181,901.10 181,901.10 112,648.48 92,618.14 146,771.95 181,901.10 146,771.95 181,901.10 271.48 112,648.48 218.26 146,771.95 218.26 146,771.95 271.48 218.26 EFTA01593687 218.26 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 1 OF 16 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: EFTA01593688 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 ) 17,089,796.25 14,753,999.248,763,559 9114,619,899.24 8,192,136.34 17,089,796.25 14,753,999.248,763,559 9114,619,899.24 8,192,136.34 8,521,027.65 8,521,027.65 17,089,796.25 14,753,999.248,763,559.9114,619,899.24 8,192,136.34 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 2 OF 16 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: EFTA01593689 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 271.48 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 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 0.31 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. TEL: FAX: 0.31 MONTH 0.31 EFTA01593690 YTD 0.31 271.48 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 271.48 0.31 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 3 OF 16 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 271.17 EFTA01593691 Statement of Account *** ALL AMOUNTS IN SWISS FRANC *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 01/02/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 1.609 FOR 31 DAYS FROM 12/01 TO 12/31 CLOSE BAL 271.17 CR AVG BAL 271.17 CR DEBIT CREDIT 0.31 PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 4 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593692 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 112,648.48 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 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 322.64 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. TEL: FAX: 322.64 322.64 EFTA01593693 YTD 322.64 112,648.48 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 112,648.48 322.64 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 5 OF 16 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 112,325.84 EFTA01593694 Statement of Account *** ALL AMOUNTS IN EURO *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 01/02/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 3.335 FOR 31 DAYS FROM 12/01 TO 12/31 CLOSE BAL 112325.84 CR AVG BAL 112325.84 CR DEBIT CREDIT 322.64 PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 6 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 T FAX: Mill. EFTA01593695 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 92,618.14 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 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 384.41 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. TEL: FAX: 384.4 384.41 EFTA01593696 YTD 384.41 92,618.14 100.00 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 92,618.14 384.41 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144Q3 GBR PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 7 OF 16 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 92,233.73 EFTA01593697 Statement of Account *** ALL AMOUNTS IN BRITISH POUND STERLING *** INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 01/02/07 INTEREST DESCRIPTION FUNDS DEPOSITED HAVE EARNED CREDIT INT @ AVG RATE 4.907 FOR 31 DAYS FROM 12/01 TO 12/31 CLOSE BAL 92233.73 CR AVG BAL 92233.73 CR DEBIT CREDIT 384.41 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 8 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593698 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 8,192,136.34 17,089,796.25 14,753,999.248,763,559.9114,619,899.24 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 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 58,561.94DB 2,145.65DB The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. EFTA01593699 TEL: FAX: 58,561.94DB 2,145.65DB 11,812.50 34,369.94 11,812.50 34,369.94 10,233.85 YTD 10,233.85 17,089,796.25 53.67 14,753,999.24- 46.33 Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY 2,840,730.70 2,840,730.70 5,856,339.33 3,645,938.80 1,254,731.28 2,145.65 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E14403 GBR PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 9 OF 16 MONTHLY ACTIVITY SUMMARY DEBIT CREDIT 3,467,277.46 EFTA01593700 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 01/02 MRKD/MARKET 03 01/02 MRKD/MARKET 01 01/03 MRKD/MARKET 03 01/03 MRKD/MARKET 01 01/04 MRKD/MARKET 03 01/04 MRKD/MARKET 01 01/05 WIRED 01 01/08 MRKD/MARKET 01 01/08 JOURNAL 03 01/08 MRKD/MARKET 03 01/08 JOURNAL 01 01/09 MRKD/MARKET 03 01/09 MRKD/MARKET 03 01/09 JOURNAL 03 01/09 JOURNAL 01 01/10 MRKD/MARKET 01 01/10 DELIVERED 01 01/10 JOURNAL 01 01/10 RECEIVED 03 01/10 MRKD/MARKET 03 01/10 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK FUT MGN MARK TO MARKET -37,214 PPL CORP CLOSE SHORT VS BOX MARK TO MARKET 37,214 PPL CORP CLOSE SHORT VS BOX MARK TO MARKET MARK TO MARKET -5,000 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -5,500 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET EFTA01593701 -380,000 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 CONVERSION DELIVER -680,000 UNISOURCE ENERGY CORP SR NT CV 4. 04.5000 03/01/2035 TO 736FY0 FROM 746FY0 380,000 UNISOURCE ENERGY CORP SR NT CV 4. 04.5000 03/01/2035 CONVERSION RECEIVE MARK TO MARKET 1,103 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,968.68 32,232.60 758,876.60 94,074.17 1,968.68 124,584.38 124,584.38 110,900.97 1,593,496.83 PRICE DEBIT 11,494.73 92,560.02 100,026.29 9,191.00 CREDIT 11,494.73 92,560.02 100,026.29 1,593,496.83 PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 10 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593702 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 03 01/10 JOURNAL 01 01/11 MRKD/MARKET 03 01/11 MRKD/MARKET 01 01/12 MRKD/MARKET 03 01/12 MRKD/MARKET 01 01/16 MRKD/MARKET 03 01/16 MRKD/MARKET 01 01/17 MRKD/MARKET 01 01/17 JOURNAL 01 01/17 JOURNAL 03 01/17 MRKD/MARKET 03 01/17 JOURNAL 01 01/18 MRKD/MARKET 03 01/18 MRKD/MARKET 01 01/19 MRKD/MARKET 03 01/19 MRKD/MARKET 03 01/19 JOURNAL 03 01/19 JOURNAL 01 01/22 MRKD/MARKET 01 01/22 TND QUANTITY DESCRIPTION 8,215 UNISOURCE ENERGY CORP HLDGS CO OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET -380,000 UNISOURCE ENERGY CORP SR NT CV 4. 04.5000 03/01/2035 TO 736FY0 FROM 746FY0 680,000 UNISOURCE ENERGY CORP SR NT CV 4. 04.5000 03/01/2035 TO 736FY0 FROM 746FY0 MARK TO MARKET -2,100 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET EFTA01593703 MARK TO MARKET -2,100 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,050 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 4,000,000 MASCO CORP CVT CONTRA 07/20/2031 TENDER CHARGE 01/22/07 ON 4000000 SHARES 49,396.28 72,228.55 73,482.55 16,210.30 16,210.30 46,875.18 758,876.60 41,656.61 96,083.25 73,482.55 PRICE DEBIT 300,422.55 112,709.76 21,839.44 67,370.64 112,709.76 21,839.44 67,370.64 41,656.61 424,078.10 CREDIT PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 11 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593704 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 01/22 TND 03 01/22 MRKD/MARKET 01 01/23 MRKD/MARKET 01 01/23 TND 03 01/23 MRKD/MARKET 03 01/23 JOURNAL 03 01/23 JOURNAL 03 01/23 JOURNAL 03 01/23 JOURNAL 01 01/24 MRKD/MARKET 03 01/24 MRKD/MARKET 01 01/25 MRKD/MARKET 03 01/25 MRKD/MARKET 03 01/25 JOURNAL 01 01/26 MRKD/MARKET 03 01/26 MRKD/MARKET 03 01/26 JOURNAL QUANTITY DESCRIPTION -4,000,000 MASCO CORP CVT 07/20/2031 TENDER CREDIT 01/22/07 ON 4000000 SHARES MARK TO MARKET MARK TO MARKET -4,000,000 MASCO CORP CVT CONTRA 07/20/2031 TENDER CREDIT MARK TO MARKET -1,050 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -1,050 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,050 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,050 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET MARK TO MARKET EFTA01593705 MARK TO MARKET -3,600 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET -400 CSX CORPORATION OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 12,716.41 12,716.41 14,513.37 49,396.28 158,357.40 158,357.40 106,009.73 106,009.73 81,083.62 49,396.29 49,396.29 72,228.55 84,407.34 1,871,200.00 84,407.34 49,460.97 PRICE DEBIT CREDIT PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 12 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593706 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 01/29 MRKD/MARKET 03 01/29 MRKD/MARKET 01 01/30 MRKD/MARKET 03 01/30 MRKD/MARKET 03 01/30 JOURNAL 01 01/31 MRKD/MARKET 03 01/31 MRKD/MARKET 03 01/31 JOURNAL QUANTITY DESCRIPTION MARK TO MARKET MARK TO MARKET MARK TO MARKET MARK TO MARKET 500 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET MARK TO MARKET 700 CBRL GROUP INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 01/02/07 INTEREST 01 01/02/07 INTEREST 01 01/02/07 DIVIDEND 03 01/02/07 SUBST CHGD DESCRIPTION DEBIT INT @ AVG RATE 5.412 FOR 31 DAYS FROM 12/01 TO 12/31 CLOSE BAL 12268309.03 DB AVG BAL -12566560.34 DB REBATE ON SHORT SALES FOR THE MONTH OF DECEMBER INTEREST CREDIT PPL CORP CASH DIVIDEND CREDIT 01/01/07 ON 37214 SHARES PPL CORP SUBSTITUTE DIVIDEND CHARGE 01/01/07 ON -41799 SHARES 11,494.73 DEBIT 58,561.94 EFTA01593707 69,053.65 10,233.85 CREDIT PRICE DEBIT 7,218.45 90,313.53 23,022.50 52,079.06 32,193.46 CREDIT 7,218.45 90,313.53 52,079.06 PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 13 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593708 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST INCOME ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION 01 01/16/07 INTEREST 03 01/16/07 SUBST CHGD 03 01/25/07 SUBST CHGD 03 01/31/07 SUBST CHGD DESCRIPTION CMS 3.375 07/15/23 03.3750 07/15/2023 INTEREST CREDIT 01/15/07 ON 700000 BONDS HCC INSURANCE HOLDINGS INC SUBSTITUTE DIVIDEND CHARGE 01/15/07 ON -72960 SHARES AMERICAN FINL GROUP INC SUBSTITUTE DIVIDEND CHARGE 01/25/07 ON -33810 SHARES RPM INCORPORATED SUBSTITUTE DIVIDEND CHARGE 01/31/07 ON -71497 SHARES 12,511.98 3,381.00 7,296.00 DEBIT CREDIT 11,812.50 PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 14 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: EFTA01593709 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST PORTFOLIO TYPE LONG OR SHORT(S) EQUITIES 03 03 03 03 03 03 03 03 03 01 01 01 33,810 (S) AMERICAN FINL GROUP INC *CSSU RATING 18,824 (S) CBRL GROUP INC *CSSU RATING 62,267 (S) CMS ENERGY CORP 33,838 (S) CSX CORPORATION *CSSU RATING *CSSU RATING 12,981 (S) EDO CORPORATION *CSSU RATING 2,000,000 3,000,000 700,000 :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 51,450 (S) CELGENE CORPORATION 180,999 (S) CENTERPOINT ENERGY INC :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 23.22000 :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 72,960 (S) HCC INSURANCE HOLDINGS INC 77,197 (S) RPM INCORPORATED AMERICAN FINL GROUP INC OHIO SR 01.4861 06/02/2033 NT CV1. EFTA01593710 CBRL GROUP INC LYON ZERO 32 04/03/2032 CMS ENERGY CORP SR NT-B CV 23 03.3750 07/15/2023 52.12500 161.12500 1,563,750.00 1,127,875.00 23,625.00 2.095 31.23000 23.23000 62.00000 2,278,540.801,793,286.311,240,000.00 29,184.0054,037.9029,720.00 1.281 3.013 2.397 301,418.821,557.72.517 53.68000 17.26000 2,761,836.003,124,042.74108,599,403.476 35.32000 :NEUTRAL INDEPENDENT RATING: PROVIDER:Standard & Poor's 46.88000 :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 16.69000 36.79000 1,039,236,231,244,900.0212,453.4013,535.201.198 1.087 882,469.1210,541.441.195 1,194,169.2013,524.001.133 DESCRIPTION PRICE MARKET VALUE ESTIMATED CURRENT ANNUAL INCOME YIELD % PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 15 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 EFTA01593711 TEL: FAX: EFTA01593712 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20ST PORTFOLIO TYPE 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 1,000,000 625,000 2,130,000 952,000 1,600,000 3,830,000 120,000 CSX CORP BOND CVT CELGENE CORP CVT 10/30/2021 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 EDO CORP CVT SR SUB NTS HCC INS HLDGS INC NT CVT RPM INTL INC SR NT CV 33 UNISOURCE ENERGY CORP CVT 144A TOTAL PRICED PORTFOLIO * Please see the last page for securities ratings disclosure letter. 120,000 (S) UNISOURCE ENERGY CORP SR NT CV 4.5% 03/3 04.0000 11/15/2025 02.0000 09/01/2021 01.3890 05/13/2033 04.5000 03/01/2035 04.5000 03/01/2035 131.00000 443.62500 152.50000 95.75000 146.25000 63.75000 111.75000 111.75000 DESCRIPTION EFTA01593713 PRICE MARKET VALUE 1,310,000.00 2,772,656.25 3,248,250.00 911,540.00 2,340,000.00 2,441,625.00 134,100.00 134,100.002,335,797.01 ESTIMATED 10,937.50 79,875.00 38,080.00 32,000.00 53,198.70 5,400.00 5,400.0024,003.14 CURRENT ANNUAL INCOME YIELD % .394 2.459 4.178 1.368 2.179 4.027 4.027 1.028 PAGE 736FY UNDISCLOSED 01/01/07 TO 01/31/07 16 OF 16 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: EFTA01593714 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: EFTA01593715