Statement of Account *" ALL AMOUNTS IN US DOLLAR • " INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 203Q 736FY UNDISCLOSED 04/01/06 TO 04/30/06 24 OF 25 PORTFOLIO TYPE LONG OR SHORT(S) DESCRIPTION PRICE MARKET VALUE ESTIMATED ANNUAL INCOME CURRENT YIELD % 01 3,366,000 ALLERGAN INC SR NT CV ZERO 22 117.25000 3,946,635.00 11/06/2022 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 52.00000 1,040,000.00 29,720.00 2.858 NT CV1. 01.4861 06/02/2033 01 2,000,000 AMGEN INC NT ZER CV 32 73.62500 1,472,500.00 03/01/2032 01 3,000,000 CBRL GROUP INC LYON ZERO 32 47.62500 1,428,750.00 04/03/2032 01 700,000 CMS ENERGY CORP SR NT-B CV 23 132.75000 929,250.00 23,625.00 2.542 03.3750 07/15/2023 01 1,000,000 CSX CORP BOND CVT 122.12500 1,221,250.00 10/30/2021 01 625,000 CELGENE CORP CVT 344.00000 2,150,000.00 10,937.50 .509 01.7500 06/01/2008 01 2,250,000 CENTERPOINT ENERGY INC CVT SER B 111.12500 2,500,312.50 84,375.00 3.375 03.7500 05/15/2023 01 125,000 CHENIERE ENERGY INC CVT 144A 132.87500 166,093.75 2,812.50 1.693 02.2500 08/01/2012 01 975,000 CONSECO INC CVT 144A 111.75000 1,089,562.50 34,125.00 3.132 03.5000 09/30/2035 01 200,000 IS) CONSECO INC CVT 111.75000 223,500.00- 7,000.00- 3.132 03.5000 09/30/2035 01 2,000,000 DUKE ENERGY CORP CVT 123.12500 2,462,500.00 35,000.00 1.421 01.7500 05/15/2023 01 1,052,000 EDO CORP CVT SR SUB NTS 100.87500 1,061,205.00 42,080.00 3.965 04.0000 11/15/2025 01 150,000 GENERAL MTRS CORP CV C 33 18.21000 2,731,500.00 234,300.00 8.578 06.2500 07/15/2033 01 1,600,000 HCC INS HLDGS INC NT CVT 157.75000 2,524,000.00 32,000.00 1.268 02.0000 09/01/2021 01 4,000,000 MASCO CORP CVT 46.12500 1,845,000.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 116.05000 3,481,500.00 78,750.00 2.262 CREDIT SUISSE 02.6250 05/15/2023 CREDIT SUISSE SECURITIES(USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-362