r 30,2006 NYCO WFR 0.00 746FY0 HIGH CAPITAL MABRIOGE RA 7,842.00 (31.030.681S) Mar 31, 2006 Mar 31, 2006 Mar 31, 2006 NYCO NYCO INC 0.00 CONSECO INC 3.6% 09/35 208464861 23,515.63 (31.016,165.46) Mar 31, 2006 Mar 91, 2006 Mar 31, 2006 MTM 0.00 MARK TO MARKET 17,028.08 (30.999.137.38) ES Bal

NT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 08/01/05 TO 08 /31/05 14 OF TRADING ACTIVITY FOR THE MONTH QUANTITY DESCRIPTION -2, 00 0 CONSECO INC DONE AT EDGE IRA S/D FINANCING R FROM 74 6FY 0 S/D FINANCING FROM 2F8EE 0 TO MARK TO MARKET - 860 ALLERGAN INC OFFSHORE ARRANG TO 736FY0 FROM

M PA NY CONSECO INC CORRECT ION DONE AT GOLDMAN SACHS AND COMPANY CONSECO INC CVT 144A 03. 5000 09/30/2035 DONE AT GOLDMAN SACHS AND COMPANY CONSECO INC DONE AT EX BKR/CUTTONE & CO, INC. S/D FINANCING RETURN FROM 74 6FY 0 TO 2 FOE EO S/D FINANCING FROM 2F8EE 0 TO 746FY0 FROM 74 6FT 0 TO 7 36FY

Y0 HIGHBRIDGE CAPITAL MANA 03 02/01 JOURNAL 3,000 CONSECO INC 73,061.41 OFFSHORE ARRANGING FLIP TO 736F10 FROM 7461'10 03 02/01 SOLD -3,000 CONSECO INC 24.36080 73,061.41 DONE AT EDGETRADE.COM INC. 01 02/02 JOURNAL S/D FINANCING RETURN 14,636.31 FROM 746F10 TO 2F8EE0 01 02/02 JOURNAL S/D

NANCING 42,415.37 FROMWEE0 TOIII6FY0 01 05/09 WIRED FUND ECEIVED BY WIRE 6,734.00 II6FY0 HIGIIBRIDGE CAPITAL MANA 01 05/09 JOURNAL -2,392 CONSECO INC 54,439.29 OFF ORE ARRANGING FLIP TO MO6FY0 FROM III6FY0 03 05/09 JOURNAL 1,580 RPM INCORPORATED 30,391.47 OFFAMORE ARRANUAG FLIP TO MISFY0 F

NCELLATION AS OF 04/06/06 DONE AT EDGETRADE.COM INC. CMS ENERGY CORP 13.01740 10,418.32 CORRECTION AS OF 04/06/06 DONE AT EDGETRADE.COM INC. CONSECO INC 25.52170 17,095.32 CANCELLATION AS OF 04/12/06 DONE AT EDGETRADE.COM INC. CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK,

FY0 TO 736FY0 USD/EUR CONSECO INC CVT 831,601.01 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 MARK TO MARKET 283,606.57 CONSECO INC 517,517.94 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 TJX COMPANIES INC NEW 117,801.00 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 ALLER

TATEMENT PERIOD PAGE 20ST 746FY UNDISCLOSED 05/01/06 TO 05/31/06 21 OF 26 TRADING ACTIVITY FOR THE DESCRIPTION MONTH PRICE DEBIT CREDIT CONSECO INC 25.52170 17,095.32 CORRECTION AS OF 04/12/06 DONE AT EDGETRADE.COM INC. CONSECO INC 22.75340 54,439.29 CORRECTION AS OF 05/09/06 DONE AT E

FSHORE ARRANGING FLIP TO FROM CONSECO INC 76,830.00 OFFSHORE ARRANGING FLIP TO FROM MASCO CORP 39,745.53 OFFSHORE ARRANGING FLIP TO FROM CONSECO INC 25.56000 76,830.00 DONE AT MORGAN, STANLEY AND COMPANY, INCORPORATED CREDIT SUISSE SECURITIES(USA)L1C NEW YORK, NY 10010-3629 TEL: FAX Confi

01 04/12 JOURNAL -200,000 CONSECO INC CVT 226,963.89 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 04/12 JOURNAL 670 CONSECO INC 17,095.32 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 04/12 MRKD/MARKET MARK TO MARKET 93,104.82 03 04/12 JOURNAL 6,000 CONSECO INC 15

.03 OFFSHORE ARRANGING FLIP TO FROM 03 03/20 SOLD -640 CSX CORPORATION 58.60580 37,503.03 DONE AT EDGETRADE.COM INC. 03 03/20 SOLD -1,400 CONSECO INC 25.53190 35,735.86 DONE AT EDGETRADE.COM INC. 03 03/20 SOLD -2,300 DUKE ENERGY CORP 29.09810 66,910.92 DONE AT EDGETRADE.COM INC. 01 03/21

ETRADE.COM INC. 01 03/15 JOURNAL "0 FROM 17,782.53 01 03/15 JOURNAL S/D FINANCING 17,782.53 FROM 2F8EE0 TO 746FY0 03 03/15 JOURNAL 1,400 CONSECO INC 35,565.06 OF TO 03 03/15 SOLD -1,400 CONSECO INC 25.40990 35,565.06 01 03/16 JOURNAL DONE , FROM 178,512.71 USD/EUR 01 03/16 JOURNAL

ndard 6 Poor's 03 2,926 IS) CHENIERE ENERGY INC 35.83000 104,838.58- *CSFB RATING :NOT RATED INDEPENDENT RATING: PROVIDER: 03 27,200 IS) CONSECO INC 22.42000 609,824.00- *CSFB RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 18,750 IS) WALT DISNEY CO 24.9

E 203Q 736FY UNDISCLOSED 02/01/06 TO 02/28/06 19 OF 21 PORTFOLIO TYPE LONG OR SHORT(S) DESCRIPTION PRICE MARKET VALUE 03 30,200 IS) CONSECO INC 24.84000 750,168.00- •CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 77,541 IS) DUKE ENERGY CORP 28

O 05/31/06 16 OF 28 TYPE DATE TRANSACTION QUANTITY TRADING ACTIVITY FOR THE MONTH DESCRIPTION PRICE DEBIT CREDIT 01 05/09 JOURNAL 2,392 CONSECO INC 54,439.29 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 03 05/09 JOURNAL -1,580 RPM INCORPORATED 30,391.47 OFFSHORE ARRANGING FLIP TO 736FY0

ER B 113.87500 2,562,187.50 01 125,000 03.7500 05/15/2023 CHENIERE ENERGY INC CVT 144A 121.00000 151,250.00 01 775,000 02.2500 08/01/2012 CONSECO INC CUT 144A 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 ED

98.06 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 04/07 MRKD/MARKET MARK TO MARKET 327,829.93 03 04/07 JOURNAL 3,000 CONSECO INC 76,830.00 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 04/07 JOURNAL -1,200 MASCO CORP 39,745.53 OFFSHORE ARRANGING FLIP TO 736FY0 FROM

6 IS) CHENIERE ENERGY INC 40.57000 122,764.82- "CSSU RATING :OUTPERFORM INDEPENDENT RATING:Buy PROVIDER:Market Edge Research 03 33,000 (5) CONSECO INC 24.82000 819,060.00- •CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 80,441 (S) DUKE ENERGY CORP 29

06 Mar 30, 2006 NYCO WFR 0.00 746FY0 HIGHBRIDGE 7,842.00 (31,039,681.09) CAPITAL MANA Mar 31, 2006 Mar 31, 2006 Mar 31, 2006 NYCO INC 0.00 CONSECO INC 3.5% 09/35 208464BG1 EFTA01592584 23,515.63 (31,016,165.46) Mar 31, 2006 Mar 31, 2006 Mar 31, 2006 MTM 0.00 MARK TO MARKET 17,028.08 (30,999

/15 JOURNAL 01 08/15 JOURNAL 03 08/15 MRKD/MARKET 03 08/15 JOURNAL 03 08/15 JOURNAL 01 08/15 BOUGHT 03 08/15 SOLD QUANTITY DESCRIPTION -2,000 CONSECO INC DONE AT EDGETRADE.COM INC. S/D FINANCING RETURN FROM 746FY0 TO 2F8EE0 S/D FINANCING FROM 2F8EE0 TO 746FY0 MARK TO MARKET -860 ALLERGAN INC OFFS