Statement of Account *** ALL AMOUNTS IN US DOLLAR •*' INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST 736FY UNDISCLOSED 11/01/06 TO 11/30/06 17 OF 17 PORTFOLIO TYPE LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT(S) VALUE ANNUAL INCOME YIELD i 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 60.75000 1,215,000.00 29,720.00 2.446 NT CV1. 01.4861 06/02/2033 01 3,000,000 CBRL GROUP INC LYON ZERO 32 50.12500 1,503,750.00 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 156.37500 1,094,625.00 23,625.00 2.158 03.3750 07/15/2023 01 1,000,000 CSX CORP BOND CVT 129.00000 1,290,000.00 10/30/2021 01 625,000 CELGENE CORP CVT 460.00000 2,875,000.00 10,937.50 .380 01.7500 06/01/2008 01 2,250,000 CENTERPOINT ENERGY INC CVT SER B 143.87500 3,237,187.50 84,375.00 2.606 03.7500 05/15/2023 01 952,000 EDO CORP CVT SR SUB NTS 94.37500 898,450.00 38,080.00 4.238 04.0000 11/15/2025 01 1,600,000 HCC INS HLDGS INC NT CVT 142.12500 2,274,000.00 32,000.00 1.407 02.0000 09/01/2021 01 4,000,000 MASCO CORP CVT 46.75000 1,870,000.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT "CONTRA" 146.00000 4,380,000.00 78,750.00 1.798 02.6250 05/15/2023 01 3,000,000 PPL ENERGY SUPPLY CVT "CONTRA" 146.00000 4,380,000.00 78,750.00 1.798 02.6250 05/15/2023 01 3,830,000 RPM INTL INC SR NT CV 33 57.75000 2,211,825.00 53,198.70 2.405 01.3890 05/13/2033 01 500,000 UNISOURCE ENERGY CORP CVT 144A 109.62500 548,125.00 22,500.00 4.105 04.5000 03/01/2035 01 120,000 (S) UNISOURCE ENERGY CORP SR NT CV 109.62500 131,550.00- 5,400.00- 4.105 4.5-‘, 03/3 04.5000 03/01/2035 TOTAL PRICED PORTFOLIO * Please see the last page for securities ratings disclosure letter. li!t CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010.3629 9,767,465.79 104,913.20 1.074 TEL: 212-325.2000 FAX: 212-538-5540 Confidential Treatment Requested b