DS 01 10/17/05 INTEREST WALT DISNEY COMPANY CVT 10,625.00 02.1250 04/15/2023 INTEREST CREDIT 10/15/05 ON 1000000 BONDS 01 10/17/05 INTEREST VORNADO RLTY L P SR 42,194.44 03.8750 04/15/2025 INTEREST CREDIT 10/15/05 ON 2000000 BONDS 03 10/17/05 SUBST CHGD HCC INSURANCE HOLDINGS INC 4,992.0

ERSAL 01 04/13/06 INTEREST CONSECO INC CVT 144A 23,620.14 03.5000 09/30/2035 INTEREST CREDIT 03/31/06 ON 1075000 BONDS 01 04/17/06 INTEREST VORNADO RLTY L P SR 38,750.00 03.8750 04/15/2025 INTEREST CREDIT 04/15/06 ON 2000000 BONDS 03 04/17/06 SUBST CHGD HCC INSURANCE HOLDINGS INC 5,457.0

87,500.00 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. 01.0843 05/22/2033 VORNADO RLTY L P SR 112.12500 2,242,500.00 77,500.00 3.456 DEB EXC 03.8750 04/15/2025 TOTAL PRICED PORTFOLIO 12,039,892.60 326,937.46 2.715 for s

unt *** 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 the last page fo

5000 04/15/2011 INTEREST CREDIT 10/15/05 ON 1000000 BONDS WALT DISNEY COMPANY CVT 02.1250 04/15/2023 INTEREST CREDIT 10/15/05 ON 1000000 BONDS VORNADO RLTY L P 03.8750 04/15/2025 INTEREST CREDIT 10/15/05 ON 2000000 BONDS HCC INSURANCE HOLDINGS INC SUBSTITUTE DIVIDEND CHARGE 10/17/05 ON -66560

4/13/06 INTEREST 01 04/17/06 INTEREST 03 04/17/06 SUBST CHGD CONSECO INC CVT 144A 03.5000 09/30/2035 INTEREST CREDIT 03/31/06 ON 1075000 BONDS VORNADO RLTY L P 03.8750 04/15/2025 INTEREST CREDIT 04/15/06 ON 2000000 BONDS HCC INSURANCE HOLDINGS INC SUBSTITUTE DIVIDEND CHARGE 04/14/06 ON -72760