00 SUPERVALU INC SR CVT BOND 32.87500 1,315,000.00 11/02/2031 01 3,000,000 TJX COS INC CONY 76.00000 2,280,000.00 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 105.00000 525,000.00 22,500.00 4.286 04.5000 03/01/2035 01 2,000,000 VORNADO RLTY L P SR 106.12500 2,122,500.00 77,500.00 3.651 DE

INV REP r I TAXPAYER ID. STATEMENT PERIOD PAGE 20JQ UNDISCLOSED 09/01/05 TO 09/30/05 18 OF 22 INCOME ACTIVITY FOR THE MONTH DESCRIPTION UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 INTEREST CREDIT 09/01/05 ON 500000 BONDS TJX COMPANIES INC NEW SUBSTITUTE DIVIDEND CHARGE 09/01/05 ON -63700 SHARES AL

000 SUPERVALU INC SR CVT BOND 35.12500 1,405,000.00 11/02/2031 01 3,000,000 TJX COS INC CONY 81.40000 2,442,000.00 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 104.06250 520,312.50 04.5000 03/01/2035 01 2,000,000 VORNADO RLTY L P SR 106.50000 2,130,000.00 DEB EXC 03.8750 04/15/2025 OTHER ASS

LL AMOUNTS IN US D0L PORTFOLIO Ti F4: LONG OR DESCRIPTION PRICE MARKET ESTIMATED CURRENT SHORT IS) VALUE ANNUAL INCOME YIELD I 500, 000 UNISOURCE ENERGY CORP CVT 144A 106.12500 530,625.00 22,500.00 4.240 04.5000 03/01/2035 2,000,000 VORNADO RLTY L P SR 106.25000 2,125,000.00 77,500.00 3. 647 DEB E

000 SUPERVALU INC SR CVT BOND 33.37500 1,335,000.00 11/02/2031 01 3,000,000 TJX COS INC CONV 78.72420 2,361,726.00 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 102.00000 510,000.00 22,500.00 4.412 04.5000 03/01/2035 01 134,000 VALASSIS COMMUNICATIONS INC CVT 62.37500 83,582.50 1,452.56 1.738

00 SUPERVALU INC SR CVT BOND 32.75000 1,310,000.00 11/02/2031 '1 3,000,000 TJX COS INC CONV 79.75000 2,392,500.00 02/13/2021 ^,1 500,000 UNISOURCE ENERGY CORP CVT 144A 100.00000 500,000.00 CREDIT FIRST I SUISSE BOSTON 04.5000 03/01/2035 CREDIT SUISSE FIRST BOSTON LLC ELEVEN MADISON AVENUE NEW YORK, N

000 SUPERVALU INC SR CVT BOND 33.59000 1,343,600.00 11/02/2031 01 3,000,000 T3X COS INC CONV 78.65855 2,359,756.50 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 102.18750 510,937.50 22,500.00 4.404 04.5000 03/01/2035 01 2,000,000 VORNADO RLTY L P SR 103.64920 2,072,984.00 77,500.00 3.739 DE

00 05/15/2023 01 1,600,000 HCC INS HLDGS INC NT CVT 02.0000 09/01/2021 01 3,830,000 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 01 120,000 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 01 120,000 (SI UNISOURCE ENERGY CORP SR NT CV 4.5% 03/3 04.5000 03/01/2035 TOTAL PRICED PORTFOLIO PRICE MARKET VAL

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 01 500,000 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. ST

8.70 2.590 01.3890 05/13/2033 SUPERVALU INC SR CVT BOND 33.50000 1,340,000.00 11/02/2031 TJX COS INC CONV 83.12500 2,493,750.00 02/13/2021 UNISOURCE ENERGY CORP CVT 144A 98.50000 492,500.00 22,500.00 4.569 04.5000 03/01/2035 vALASSIS COMMUNICATIONS INC SR 62.37500 492,138.75 8,552.76 1.738 NT CV1. 01

. HCC INS HLDGS INC N 02. MASCO CORP CVT 07/20/2031 PPL ENERGY SUPPLY LLC CVT 02.6250 05/15/2023 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 VALASSIS COMMUNICATIONS INC SR NT CV1. 01.0843 05/22/2033 INV REP 20ST PORTFOLIO INC OHIO SR 4861 06/02/2033 LYON

168,737.50 53,198.70 2.453 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND "CONTRA" 32.50000 1,300,000.00 11/02/2031 01 500,000 UNISOURCE ENERGY CORP CVT 144A 103.25000 516,250.00 22,500.00 4.358 04.5000 03/01/2035 01 789,000 VALASSIS COMMUNICATIONS INC SR 62.50000 493,125.00 8,552.76 1.73

000,000 SUPERVALU INC SR CVT BOND 32.75000 1,310,000.00 11/02/2031 01 750,000 TJX COS INC CONV 81.12500 608,437.50 02/13/2021 01 500,000 UNISOURCE ENERGY CORP CVT 144A 97.25000 486,250.00 22,500.00 4.627 04.5000 03/01/2035 01 789,000 vALASSIS COMMUNICATIONS INC SR 63.25000 499,042.50 8,552.76 1.714

000,000 SUPERVALU INC SR CVT BOND 33.00000 1,320,000.00 11/02/2031 01 750,000 TJX 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

000 SUPERVALU INC SR CVT BOND 33.18750 1,327,500.00 11/02/2031 01 3,000,000 TJX 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

INC SR NT CV 33 01.3890 05/13/2033 01 4,000,000 SUPERVALU INC SR CVT BOND 11/02/2031 01 1,500,000 TJX COS INC CONY 02/13/2021 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 01 2,000,000 VORNADO RLTY L P SR DEB EXC 03

8.70 2.615 01.3890 05/13/2033 SUPERVALU INC SR CVT BOND 32.87500 1,315,000.00 11/02/2031 TJX COS INC CONV 83.62500 2,508,750.00 02/13/2021 UNISOURCE ENERGY CORP CVT 144A 97.50000 487,500.00 22,500.00 4.615 04.5000 03/01/2035 VALASSIS COMMUNICATIONS INC SR 62.37500 492,138.75 8,552.76 1.738 NT CV1. 01

ratings disclosure letter. 64.08771 1,922,631.30 8,973,337.73 114,739.44 1.279 02.6250 05/15/2023 01.3890 05/13/2033 11/02/2031 02/13/2021 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 SR 03.8750 04/15/2025 110.68750 103.18750 123.93750 22.49000 111.25000 47.37500 121.00000 54.75000 35.12500 81.4

RPM INTL INC SR NT CV 33 EFTA01593612 SUPERVALU INC SR CVT BOND TJX COS INC CONV 02.6250 05/15/2023 01.3890 05/13/2033 11/02/2031 02/13/2021 UNISOURCE ENERGY CORP CVT 144A VALASSIS COMMUNICATIONS INC CVT 144A NT CV1. VORNADO RLTY L P DEB EXC OTHER ASSETS 01 3,000,000 INTERNATIONAL GAME TECHNOLOGY ZERO 01/

EFTA01593559 Statement of Account *** ALL AMOUNTS IN US DOLLAR *** PORTFOLIO TYPE 01 01 01 LONG OR SHORT(S) 500,000 2,000,000 2,000,000 UNISOURCE ENERGY CORP CVT 144A VORNADO RLTY L P DEB EXC OTHER ASSETS 01 3,000,000 INTERNATIONAL GAME TECHNOLOGY ZERO 01/29/2033 TOTAL PRICED PORTFOLIO * Please see th