2 0 380.05 0 380.05 0 0 0 380.05 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 223 BOND 10021369 CNO 3.5_9/35 144A Conseco Inc 3.5% 9/30/2035 -75 -74230 -74250 8/9/2005 12546248 BUY 8/9/2005 1 10,448 10,448 - 10,448 13225939 4/4/2006 SEL 1 USD US DOLLAR CSFB

7/2005 EFTA01592654 0 0 380.05 L HBFT Co. CREDIT-SUISSE FIRST BOSTON 10021369 CNO 3.5_9/35 144A Highbridge - Financial Trust 222.55 BOND Conseco Inc 3.5% 9/30/2035 -75 -74230 -74250 8/9/2005 12546248 BUY 8/9/2005 1 10,448 10447.5 0 10447.5 13225939 4/4/2006 SEL 1 USD US DOLLAR CSFB

,956.24 21,069.12 126,414.71 50,397.33 76,017.38 256,433.25 73,061.41 35,565.06 35,735.86 17,095.32 733,745.68 SECURITY CN0_3.5_9/35_144A Conseco Inc 3.5% 9/30/2035 -75 -74,250.00 -24,906.25 -199,250.00 -273,968.75 -501,450.00 -1,073,825.00 178,942.48 31,016.70 77,541.74 35,788.50 73,60