Epstein Secrets

.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 11/02/2031 01 500,000 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 01 789,000 VALASSIS COMMUNICATIONS INC SR NT CV1. 01.0843 05/22/2033 TOTAL PRICED PORTFOLIO ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 736FY UNDISCLOSED 08/01/06 TO 08/31/06 18

L AMOUNTS IN US DOLLAR ••* TYPE LONG OR DESCRIPTION SHORT(S) INV REP 20ST PORTFOLIO 01 4,000,000 MASCO CORP CVT 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 02.6250 05/15/2023 01 3,830,000 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 11/02/2031 01 500,0

X COS INC CONY 79.25000 594,375.00 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 97.37500 486,875.00 04.5000 03/01/2035 01 789,000 VALASSIS COMMUNICATIONS INC SR 61.12500 482,276.25 NT CV1. 01.0843 05/22/2033 01 2,000,000 VORNADO RLTY L P SR 112.75000 2,255,000.00 DEB EXC 03.8750 04/15/2025 TO

INS HLDGS INC NT CVT 138.87500 2,222,000.00 02.0000 09/01/2021 01 4,000,000 MASCO CORP CVT 45.87500 1,835,000.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 128.25000 3,847,500.00 02.6250 05/15/2023 01 3,830,000 RPM INTL INC SR NT CV 33 53.75000 2,058,625.00 01.3890 05/13/2033 01 4,000,000

COS INC CONY 84.81250 2,544,375.00 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 99.87500 499,375.00 04.5000 03/01/2035 01 789,000 VALASSIS COMMUNICATIONS INC SR 62.37500 492,138.75 NT CV1. 01.0843 05/22/2033 01 2,000,000 VORNADO RLTY L P SR 108.37500 2,167,500.00 DEB EXC 03.8750 04/15/2025 01

INS HLDGS INC NT CVT 145.50000 2,328,000.00 02.0000 09/01/2021 01 4,000,000 MASCO CORP CVT 45.37500 1,815,000.00 07/20/2031 01 3,000,000 PPL ENERGY SUPPLY LLC CVT 119.50000 3,585,000.00 02.6250 05/15/2023 01 3,830,000 RPM INTL INC SR NT CV 33 57.50000 2,202,250.00 01.3890 05/13/2033 01 4,000,000