Epstein Secrets

2,899,687.50 01 125,000 03.7500 05/15/2023 CHENIERE ENERGY INC CVT 144A 112.87500 141,093.75 01 1,052,000 02.2500 08/01/2012 EDO CORP CVT SR SUB NTS 97.12500 1,021,755.00 01 75,000 04.0000 11/15/2025 GENERAL MTRS CORP CV C 33 21.00000 1,575,000.00 01 1,600,000 06.2500 07/15/2033 HCC IN

DER:Standard & Poor's 03 113,825 (S) PPL CORP 34.97000 3,980,460.25- 03 57,090 (S) RPM INCORPORATED 18.81000 1,073,862.90- 03 9,965 (S) UNISOURCE ENERGY CORP HLDG CO 34.51000 343,892.15- 01 2,000,000 AMERICAN FINL GROUP INC OHIO SR 55.00000 1,100,000.00 01 2,000,000 NT CV1. 01.4861 06/02/2033 AMGEN INC N

0 07/15/2023 CSX CORP BOND CVT 10/30/2021 CELGENE CORP CVT 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 EDO CORP CVT SR SUB NTS 04.0000 11/15/2025 HCC INS HLDGS INC NT CVT 02.0000 09/01/2021 MASCO CORP CVT 07/20/2031 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 UNISOURC

500,000 01 120,000 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST 1=I UNDISCLOSED 12/01/06 TO 12/31/06 15 OF 15 PORTFOLIO (S) UNISOURCE ENERGY CORP HLDG CO AMERICAN FINL GROUP INC OHIO SR NT CV1. 01.4861 06/02/2033 CBRL GROUP INC LYON ZERO 32 04/03/2032 CMS ENERGY CORP SR NT-B CV 23 03.3750 07/1

106.25000 823,437.50 03.5000 09/30/2035 03 775,000 (S) CONSECO INC CUT 106.25000 823,437.50- 01 1,052,000 03.5000 09/30/2035 EDO CORP CVT SR SUB NTS 97.37500 1,024,385.00 01 150,000 04.0000 11/15/2025 GENERAL MTRS CORP CV C 33 20.16000 3,024,000.00 CREDIT SUISSE 06.2500 07/15/2033 CREDI

01/06 TO 06/30/06 19 OF 20 *" TYPE ALL AMOUNTS IN US DOLLAR ", PORTFOLIO LONG OR DESCRIPTION SHORT(S) PRICE MARKET VALUE 03 8,665 (S) UNISOURCE ENERGY CORP HLDG CO 31.15000 269,914.75- 03 1,452 IS) VALASSIS COMMUNICATION INC 23.59000 34,252.68- 'CSSU RATING :NEUTRAL INDEPENDENT RATING:Hold PROVIDER:Ro