EFTA01592314.pdf

Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: EUROPEAN MONETARY UNIT CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 12582066 Trade Date Trx. Type 08/25/05 BUY Opening Transaction Local Proceeds FX Rate SECURITY DPB_2.65_07/07 - DEUTSCHE POSTBANK 2.65% 7/2/07 -700 -700 SECURITY DPBGN.DE - Deutsche Postbank 13,373 12582070 2,000 12750902 285 12771484 1,200 12984199 640 13093543 -1,304 13837513 16,194 13810515 08/25/05 SEL 10/25/05 SHT 11/03/05 SHT 01/19/06 SHT 02/23/06 SHT 07/25/06 BUY -843,500.00 -843,500.00 584,400.10 91,293.80 13,673.05 64,617.33 36,768.84 -58,314.03 732,439.09 SECURITY DPBGN.DE_CNV - Deutsche Postbank conversion sha EFTA01592314 -18,802 07/18/06 BUY -18,802 12291554 -400 12291554 -200 12291554 -200 12291554 -200 12291554 -200 12291554 -200 12291554 -40 12291554 -160 12484959 -840 12484959 -2,840 12291569 7,000 12291569 15,064 12291569 05/25/05 SEL 05/25/05 SEL 05/25/05 SEL 05/25/05 BUY 05/25/05 BUY 05/25/05 BUY 05/25/05 BUY 05/25/05 BUY 05/25/05 BUY 05/25/05 BUY 05/25/05 BUY 07/22/05 BUY 07/22/05 BUY -840,813.15 -840,813.15 -414,500.00 -414,500.00 -207,250.00 -207,250.00 -207,250.00 -207,250.00 -207,250.00 -41,450.00 -173,200.00 -909,300.00 SECURITY DPW_0.5_02/10 - DEUTSCHE POST AG 0.5% 2/3/10 -400 0.7986 0.8152 Functional Proceeds Trx. Num -1,034,721.45 13810509 -1,034,721.45 0.8152 EFTA01592315 0.8350 0.8294 0.8272 0.8400 0.7918 716,883.60 13837513 109,328.89 13837513 16,484.91 13837513 78,115.89 13837513 43,771.47 13837513 -73,647.70 13852251 890,937.06 -1,052,908.27 13837512 -1,052,908.27 0.7955 0.7955 0.7955 0.7955 0.7955 0.7955 0.7955 0.7955 0.8205 0.8205 -2,989,200.00 SECURITY DPWGn.DE DEUTSCHE POST AG 7,000 132,230.00 132,230.00 284,558.96 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 0.7955 0.7955 0.7955 -521,047.23 13289357 -521,047.23 13294290 -260,523.61 13549024 -260,523.61 13549027 -260,523.61 13554933 -260,523.61 13565208 -260,523.61 13582011 -52,104.72 13582014 -211,087.50 13582014 -1,108,209.38 13606143 -3,716,114.11 166,219.72 13074675 166,219.72 13153271 357,704.84 13289313 02/16/06 03/14/06 04/24/06 EFTA01592316 CVS CVS CVS 07/25/06 SEL Trade Date 07/18/06 Trx. Type SEL Closing Transaction Local Proceeds 840,000.00 840,000.00 07/25/06 07/25/06 07/25/06 07/25/06 07/25/06 07/28/06 BUY BUY BUY BUY BUY SEL -598,031.82 -89,438.69 -12,745.01 -53,663.22 -28,620.38 73,305.08 -709,194.04 840,813.15 840,813.15 04/24/06 04/25/06 05/10/06 05/10/06 05/11/06 04/27/06 05/18/06 05/18/06 05/18/06 05/24/06 SEL SEL SEL SEL EFTA01592317 SHT SEL SEL SEL SEL SEL 448,200.00 446,500.00 234,900.00 243,200.00 242,250.00 223,000.00 230,200.00 46,050.00 184,200.00 955,500.00 3,254,000.00 -154,130.76 -147,857.43 -316,193.36 0.8414 0.8377 0.8107 0.7918 FX Rate 0.7986 Realized P&L Functional Proceeds 1,051,890.00 1,051,890.00 0.7918 0.7918 0.7918 0.7918 0.7918 0.7867 -755,284.29 -112,956.60 -16,096.32 -67,773.96 -36,146.11 93,185.42 -895,071.86 1,061,904.97 1,061,904.97 0.8107 0.8067 0.7838 0.7838 0.7818 EFTA01592318 0.8037 0.7859 0.7859 0.7859 0.7786 552,832.29 553,459.08 299,697.17 310,286.72 309,849.86 277,478.90 292,929.50 58,598.63 234,394.50 1,227,244.20 4,116,770.85 -183,176.70 -176,504.81 -390,008.70 Local -3,500.00 -3,500.00 -13,631.72 1,855.11 928.04 10,954.11 8,148.46 14,991.05 23,245.05 0.00 0.00 33,700.00 32,000.00 27,650.00 35,950.00 35,000.00 15,750.00 22,950.00 4,600.00 11,000.00 46,200.00 264,800.00 -21,900.76 -15,627.43 -31,634.40 Functional Trading -4,293.45 -4,293.45 -16,722.03 2,221.58 EFTA01592319 1,118.89 13,242.43 9,700.33 18,932.95 28,494.15 0.00 0.00 42,362.59 40,225.60 34,757.43 45,190.95 43,996.75 19,798.54 28,849.30 5,782.43 13,406.25 56,306.25 330,676.09 -27,530.35 -19,644.46 -39,766.02 Functional FX 21,462.00 21,462.00 -21,678.65 -5,849.29 -730.29 -2,900.50 -2,074.98 604.77 -32,628.94 8,996.70 8,996.70 -10,577.52 -7,813.75 4,416.12 4,572.16 5,329.50 -2,843.25 3,556.59 711.47 9,900.75 62,728.57 69,980.64 10,573.37 9,359.38 7,462.16 Functional Total 17,168.55 EFTA01592320 17,168.55 -38,400.68 -3,627.71 388.60 10,341.93 7,625.35 19,537.72 -4,134.79 8,996.70 8,996.70 31,785.07 32,411.85 39,173.55 49,763.11 49,326.25 16,955.29 32,405.89 6,493.90 23,307.00 119,034.82 400,656.73 -16,956.98 -10,285.08 -32,303.86 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 1 of 17 4:23:20PM EFTA01592321 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: EUROPEAN MONETARY UNIT CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 8,666 12291569 5,984 12484960 7,535 12484960 8,255 12484960 7,949 12484960 6,913 12484960 1,342 12489183 4,558 12489183 942 12800128 7,058 12800128 782 12984196 7,741 12984196 1,200 12984196 15,277 12984196 11,000 13027737 5,000 13553638 129,266 12871134 12/08/05 SHT Trade Date Trx. Type 05/25/05 SEL 07/22/05 SHT 07/22/05 SHT 07/22/05 SHT 07/22/05 SHT 07/22/05 SHT 07/25/05 SHT 07/25/05 SHT 11/14/05 SHT 11/14/05 SHT 01/19/06 SHT 01/19/06 SHT 01/19/06 SHT 01/19/06 SHT 02/01/06 SEL EFTA01592322 05/10/06 SHT Opening Transaction Local 163,700.74 120,816.96 152,131.65 166,668.45 160,490.31 139,573.47 27,132.42 92,153.19 17,871.15 133,900.85 17,225.04 170,510.31 26,432.29 336,505.10 258,551.59 114,927.36 2,647,609.84 SECURITY FGBMH6 - Euro-bobl Mar 06 Future 11 11 13107715 02/28/06 SHT SECURITY FGBMM6 - Euro-bobl Jun 06 Future 11 11 12871136 12/08/05 SHT 1,244,320.00 1,244,320.00 1,222,870.00 1,222,870.00 SECURITY FGBSH6 - Euro-schatz Mar 06 Future 2 2 13107767 02/28/06 SHT SECURITY FGBSM6 - Euro-schatz Jun 06 Future 1 1 Total for HBFT-EUR-CSF Total for HBFT-EUR: 211,030.00 211,030.00 104,840.00 104,840.00 1,489,595.78 1,489,595.78 Copyright (c) 2002-2003 Integrated Business Systems, Inc. EFTA01592323 0.8530 Proceeds FX Rate 0.7955 0.8205 0.8205 0.8205 0.8205 0.8205 0.8284 0.8284 0.8543 0.8543 0.8272 0.8272 0.8272 0.8272 0.8213 0.7838 Functional Proceeds Trx. Num 205,780.02 13294131 147,245.67 13294131 185,410.45 13305158 203,127.17 13549016 195,597.57 13549021 170,105.17 13554930 32,752.90 13554930 111,242.72 13565226 20,918.18 13565226 156,730.94 13581997 20,823.36 13581997 206,129.91 13582000 31,954.00 13593059 406,801.02 13606140 314,825.34 13606140 146,630.07 13606140 3,246,218.77 1,458,778.55 13107706 1,458,778.55 0.8431 1,450,446.11 13606152 1,450,446.11 0.8530 247,401.02 13107761 247,401.02 0.8431 124,350.72 13637246 124,350.72 1,614,388.40 1,614,388.40 02/28/06 EFTA01592324 CVS Trade Date 04/25/06 04/25/06 04/27/06 05/10/06 05/10/06 05/11/06 05/11/06 05/15/06 05/15/06 05/18/06 05/18/06 05/18/06 05/22/06 05/24/06 05/24/06 05/24/06 Trx. Type CVS CVS CVS BUY CVS BUY BUY BUY BUY BUY BUY BUY CVS CVS CVS CVS Closing Transaction Local Proceeds -181,639.36 -125,424.64 -157,707.55 -193,167.00 -177,739.64 -156,164.67 -30,315.78 -98,052.61 -20,264.49 -148,853.22 -16,492.38 EFTA01592325 -163,257.69 -24,323.22 -316,539.44 -227,920.00 -103,600.00 -2,759,643.24 -1,231,890.00 -1,231,890.00 05/24/06 CVS -1,212,860.00 -1,212,860.00 02/28/06 CVS -210,190.00 -210,190.00 06/01/06 CVS -104,485.00 -104,485.00 -1,293,449.13 -1,293,449.13 0.8431 FX Rate 0.8067 0.8067 0.8037 0.7838 0.7838 0.7818 0.7818 0.7757 0.7757 0.7859 0.7859 0.7859 0.7843 0.7786 0.7786 0.7786 Realized P&L Functional Proceeds -225,151.07 -155,470.11 -196,235.50 -246,452.12 -226,769.12 -199,742.42 -38,775.40 -126,404.52 EFTA01592326 -26,123.97 -189,415.72 -20,986.55 -207,745.41 -31,012.11 -406,563.26 -292,740.45 -133,063.84 -3,472,341.78 -1,461,144.73 -1,461,144.73 0.7786 -1,557,797.38 -1,557,797.38 0.8431 -249,306.36 -249,306.36 0.7794 -134,059.48 -134,059.48 -1,539,155.77 -1,539,155.77 Local -17,938.62 -4,607.68 -5,575.90 -26,498.55 -17,249.33 -16,591.20 -3,183.36 -5,899.42 -2,393.34 -14,952.37 732.66 7,252.62 2,109.07 19,965.66 30,631.59 11,327.36 -112,033.40 12,430.00 12,430.00 10,010.00 10,010.00 840.00 840.00 355.00 355.00 196,146.65 196,146.65 Functional EFTA01592327 Trading -22,549.74 -5,615.61 -6,795.63 -32,295.11 -21,022.62 -20,220.53 -3,842.79 -7,121.48 -2,801.40 -17,501.75 885.72 8,767.69 2,549.66 24,136.49 37,298.56 14,452.01 -138,617.36 14,743.22 14,743.22 12,856.84 12,856.84 996.32 996.32 455.48 455.48 245,311.29 245,311.29 Functional FX 3,178.69 -2,608.83 -4,029.43 -11,029.84 -10,148.93 -9,416.73 -2,179.70 -8,040.31 -2,404.38 -15,183.03 -1,048.92 -10,383.19 -1,607.76 -23,898.73 -15,213.66 -885.78 -87,505.62 0.00 0.00 0.00 0.00 EFTA01592328 0.00 0.00 0.00 0.00 -19,695.22 -19,695.22 Functional Total -19,371.05 -8,224.44 -10,825.06 -43,324.95 -31,171.55 -29,637.26 -6,022.49 -15,161.79 -5,205.78 -32,684.78 -163.20 -1,615.50 941.90 237.76 22,084.90 13,566.23 -226,122.98 14,743.22 14,743.22 12,856.84 12,856.84 996.32 996.32 455.48 455.48 225,616.07 225,616.07 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 2 of 17 4:23:20PM EFTA01592329 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: BRITISH POUND CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 12967001 Trade Date SECURITY BAA.L - Baa Plc Cfd 195,500 60,000 13047317 0 13074771 10,100 13074771 10,245 13074771 10,400 13074771 10,430 13074771 35,800 13074771 13,845 13074771 104,680 13074771 164,680 13130539 3,600 13260742 0 13265513 17,700 13265513 34,666 13265513 21,007 13265513 17,678 13265513 14,220 13265513 38,209 13265513 762,760 12966996 0 13074773 -60 13074773 -60 13074773 -60 13074773 -60 13074773 -210 13074773 -80 13074773 -970 13074773 -970 13130530 12/31/05 BUY 01/31/06 BUY 01/31/06 BUY 01/31/06 BUY EFTA01592330 01/31/06 BUY 01/31/06 BUY 01/31/06 BUY 01/31/06 BUY 01/31/06 BUY 02/23/06 BUY Trx. Type 12/31/05 SHT 02/08/06 SHT 01/31/06 SHT 01/31/06 SHT 01/31/06 SHT 01/31/06 SHT 01/31/06 SHT 01/31/06 SHT 01/31/06 SHT 01/31/06 SHT 02/23/06 SHT 04/13/06 SHT 03/28/06 SHT 03/28/06 SHT 03/28/06 SHT 03/28/06 SHT 03/28/06 SHT 03/28/06 SHT 03/28/06 SHT Opening Transaction Local Proceeds FX Rate 1,232,627.50 439,494.00 -1,241,425.00 64,135.00 65,055.75 66,040.00 66,230.50 227,330.00 87,915.75 664,718.00 1,343,788.80 30,105.72 -1,361,903.60 146,379.00 286,687.82 173,727.89 146,197.06 117,599.40 315,988.43 2,870,692.02 SECURITY BAA_2.625_08/09 - Baa 2.625% 8/19/09 EFTA01592331 -1,500 -1,706,552.45 1,708,575.00 -68,343.00 -68,343.00 -68,343.00 -68,343.00 -239,200.50 -91,124.00 -1,104,878.50 -1,390,507.20 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 0.5820 0.5658 0.5658 0.5658 0.5658 0.5658 0.5658 0.5658 0.5658 0.5736 0.5820 0.5729 0.5658 0.5658 0.5658 0.5658 0.5658 0.5658 0.5658 0.5658 0.5736 0.5718 0.5722 0.5722 0.5722 0.5722 0.5722 0.5722 0.5722 Functional Proceeds Trx. Num 2,117,838.94 13074770 767,114.80 13130538 -2,194,218.69 113,358.61 13055923 114,986.04 13055924 116,725.70 13060588 117,062.41 13060590 401,805.78 13065053 EFTA01592332 155,391.09 13078380 1,174,889.07 13130538 2,342,559.83 13265499 52,651.89 13275600 -2,379,994.64 255,804.62 13235337 501,001.30 13239443 303,598.17 13239447 255,486.67 13260747 205,510.83 13269789 552,205.58 13275600 4,973,778.00 -2,932,113.09 13074772 3,019,906.31 -120,796.25 13055925 -120,796.25 13055926 -120,796.25 13060589 -120,796.25 13060591 -422,786.88 13065054 -161,061.67 13078381 -1,952,872.75 13130528 -2,424,001.68 13265249 01/31/06 02/10/06 02/10/06 02/13/06 02/13/06 02/14/06 02/17/06 02/23/06 03/28/06 SEL SEL SEL SEL SEL SEL SEL SEL SEL 04/06/06 04/07/06 04/07/06 04/13/06 04/18/06 04/19/06 CVS CVS CVS CVS CVS EFTA01592333 CVS 02/10/06 02/10/06 02/13/06 02/13/06 02/14/06 02/17/06 02/23/06 03/28/06 04/19/06 CVS CVS CVS CVS CVS CVS CVS CVS CVS Trade Date 01/31/06 02/23/06 Trx. Type CVS CVS Closing Transaction Local Proceeds -1,241,425.00 -489,600.00 0.00 -78,780.00 -79,911.00 -81,016.00 -81,354.00 -279,240.00 -114,221.25 -854,188.80 -1,361,903.60 -30,960.00 0.00 -146,733.00 -294,141.01 -177,509.15 -147,964.86 -122,292.00 -328,597.40 -5,909,837.07 1,708,575.00 EFTA01592334 0.00 82,050.00 82,014.00 81,922.14 81,702.06 287,175.00 115,700.00 1,390,507.20 1,402,782.52 0.5658 0.5745 0.5745 0.5728 0.5728 0.5737 0.5762 0.5736 0.5722 FX Rate 0.5658 0.5736 0.5745 0.5745 0.5728 0.5728 0.5737 0.5762 0.5736 0.5722 0.5626 0.5706 0.5714 0.5714 0.5718 0.5644 0.5626 Realized P&L Functional Proceeds -2,194,218.69 -853,495.20 0.00 -137,128.41 -139,097.08 -141,449.89 -142,040.02 -486,757.21 -198,219.56 -1,489,064.63 -2,379,994.64 -55,028.30 EFTA01592335 0.00 -257,149.58 -514,732.06 -310,632.14 -258,775.74 -216,683.08 -584,049.02 -10,358,515.25 3,019,906.31 0.00 142,820.33 142,757.67 143,031.96 142,647.71 500,589.10 200,785.78 2,424,001.68 2,451,432.59 Local -8,797.50 -50,106.00 0.00 -14,645.00 -14,855.25 -14,976.00 -15,123.50 -51,910.00 -26,305.50 -189,470.80 -18,114.80 -854.28 0.00 -354.00 -7,453.19 -3,781.26 -1,767.80 -4,692.60 -12,608.97 -435,816.45 2,022.55 0.00 13,707.00 13,671.00 13,579.14 13,359.06 47,974.50 24,576.00 285,628.70 12,275.32 Functional Trading EFTA01592336 -15,549.58 -87,347.28 0.00 -25,491.82 -25,857.79 -26,147.35 -26,404.87 -90,486.92 -45,650.56 -330,294.97 -31,656.52 -1,518.40 0.00 -620.39 -13,042.71 -6,617.02 -3,091.71 -8,314.58 -22,411.18 -760,503.65 3,574.86 0.00 23,859.09 23,796.43 23,708.50 23,324.25 83,626.75 42,649.19 497,922.23 21,451.74 Functional FX 0.00 0.00 0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 -0.01 0.00 0.00 0.00 0.00 0.00 0.00 EFTA01592337 0.00 0.00 0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total -15,549.58 -87,347.28 0.01 -25,491.82 -25,857.79 -26,147.35 -26,404.87 -90,486.92 -45,650.56 -330,294.97 -31,656.52 -1,518.40 -0.01 -620.39 -13,042.71 -6,617.02 -3,091.71 -8,314.58 -22,411.18 -760,503.65 3,574.86 0.01 23,859.09 23,796.43 23,708.50 23,324.25 83,626.75 42,649.19 497,922.23 21,451.74 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 3 of 17 4:23:20PM EFTA01592338 EFTA01592339 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: BRITISH POUND CREDIT-SUISSE FIRST BOSTON Qty Trx. Num -122 13265250 -102 13265250 -200 13265250 -121 13265250 -102 13265250 -82 13265250 -241 13265250 -4,940 12841443 2 12841497 4 13107756 11/29/05 SEL 05/26/05 SEL Trade Date Trx. Type 03/28/06 BUY 03/28/06 BUY 03/28/06 BUY 03/28/06 BUY 03/28/06 BUY 03/28/06 BUY 03/28/06 BUY Opening Transaction Local -176,432.44 -147,509.09 -289,233.51 -174,986.27 -147,509.09 -118,585.74 -348,526.38 -4,499,842.17 SECURITY FLGH6 - LONG GILT FUTURE March 2006 2 227,020.00 EFTA01592340 227,020.00 454,040.00 SECURITY FLGM6 - LONG GILT FUTURE JUNE 2006 2 2 13107920 4 12966998 02/28/06 SHT 05/26/05 SEL 226,700.00 226,700.00 453,400.00 SECURITY HG_3.375_10/10 Hilton Group_3.375%_10/10 -805 0 13074781 -170 13074781 -635 13074781 -635 13130534 -635 13265534 -2,880 SECURITY LAD.L - LADBROKES PLC 283,150 12967003 0 13074776 62,115 13074776 221,035 13074776 11,000 13079159 12,000 13121285 12/31/05 SHT 01/31/06 SHT 01/31/06 SHT 01/31/06 SHT 02/17/06 SHT 03/03/06 SHT 12/31/05 BUY 01/31/06 BUY 01/31/06 BUY 01/31/06 BUY 02/23/06 BUY 03/28/06 BUY -1,165,226.24 1,138,796.46 -240,491.18 -898,305.28 -929,101.44 -941,657.00 -3,035,984.68 1,025,003.00 -1,046,239.25 229,514.93 816,724.33 EFTA01592341 41,932.00 43,989.60 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 0.5820 0.5658 0.5658 0.5658 0.5762 0.5705 0.5820 0.5658 0.5658 0.5658 0.5736 0.5722 0.5747 0.5747 0.5773 0.5773 Proceeds FX Rate 0.5722 0.5722 0.5722 0.5722 0.5722 0.5722 0.5722 Functional Proceeds Trx. Num -308,324.51 13207069 -257,779.51 13235339 -505,450.02 13239445 -305,797.26 13239449 -257,779.51 13260749 -207,234.51 13269791 -609,067.27 13275602 -7,807,547.35 393,278.10 13107753 393,278.10 13107919 786,556.20 394,446.67 13275598 394,446.67 13593061 788,893.34 -2,002,033.46 13074779 2,012,822.74 -425,068.16 13093563 -1,587,754.59 13130533 -1,619,656.09 13265533 -1,645,592.69 13215629 -5,267,282.25 1,761,108.90 13074775 EFTA01592342 -1,849,227.87 405,667.63 13093562 1,443,560.24 13130540 72,768.79 13130540 77,102.77 13265535 01/31/06 02/23/06 02/23/06 02/23/06 03/28/06 CVS CVS CVS CVS CVS 01/31/06 02/23/06 02/23/06 03/28/06 03/31/06 SEL SEL SEL SEL SEL 04/19/06 05/22/06 CVS CVS 02/28/06 02/28/06 CVS BUY Trade Date 03/29/06 04/06/06 04/07/06 04/07/06 04/13/06 04/18/06 04/19/06 Trx. Type SEL SEL SEL SEL SEL SEL SEL EFTA01592343 Closing Transaction Local Proceeds 176,473.00 148,104.00 297,000.00 179,088.75 149,036.79 123,102.50 361,801.25 6,667,034.21 -227,280.00 -227,280.00 -454,560.00 -221,280.00 -220,340.00 -441,620.00 1,138,796.46 0.00 245,862.50 929,101.44 941,657.00 950,455.30 4,205,872.70 -1,046,239.25 0.00 -232,931.25 -832,196.78 -41,415.00 -46,140.00 0.5658 0.5736 0.5736 0.5736 0.5722 0.5658 0.5736 0.5736 0.5722 0.5732 0.5626 0.5332 0.5747 0.5747 FX Rate 0.5715 0.5706 0.5714 0.5714 0.5718 0.5644 EFTA01592344 0.5626 Realized P&L Functional Proceeds 308,801.28 259,552.26 519,735.15 313,396.36 260,650.44 218,119.16 643,065.54 11,691,293.32 -395,455.84 -395,455.84 -790,911.68 -393,303.07 -413,258.69 -806,561.76 2,012,822.74 0.00 428,599.80 1,619,656.09 1,645,592.69 1,658,116.79 7,364,788.11 -1,849,227.87 0.00 -406,057.40 -1,450,727.04 -72,196.70 -80,631.96 Local 40.56 594.91 7,766.49 4,102.48 1,527.70 4,516.76 13,274.87 458,617.04 -260.00 -260.00 -520.00 5,420.00 6,360.00 11,780.00 -26,429.78 0.00 5,371.32 30,796.16 12,555.56 EFTA01592345 8,798.30 31,091.56 -21,236.25 0.00 -3,416.33 -15,472.45 517.00 -2,150.40 Functional Trading 70.97 1,042.58 13,590.97 7,179.13 2,671.79 8,003.02 23,594.76 800,066.26 -452.39 -452.39 -904.78 9,633.51 11,928.50 21,562.01 -46,714.64 0.00 9,363.56 53,685.40 21,941.47 15,349.07 53,624.86 -37,535.07 0.00 -5,955.51 -26,972.36 901.26 -3,757.93 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.01 0.00 0.00 0.00 0.00 EFTA01592346 0.00 0.00 0.00 -0.01 0.00 0.00 0.00 0.00 -0.01 0.00 -0.02 0.00 0.00 0.00 0.00 Functional Total 70.97 1,042.58 13,590.97 7,179.13 2,671.79 8,003.02 23,594.76 800,066.27 -452.39 -452.39 -904.78 9,633.51 11,928.50 21,562.01 -46,714.64 -0.01 9,363.56 53,685.40 21,941.47 15,349.07 53,624.85 -37,535.07 -0.02 -5,955.51 -26,972.36 901.26 -3,757.93 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 4 of 17 EFTA01592347 4:23:20PM EFTA01592348 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: BRITISH POUND CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 232,035 13130541 244,035 13265536 1,065,370 Total for HBFT-GBP-CSF Total for HBFT-GBP: Trade Date Trx. Type 02/23/06 SHT 03/28/06 SHT Opening Transaction Local 873,611.78 938,314.58 2,922,850.97 -834,843.86 -834,843.86 Proceeds FX Rate 0.5736 0.5722 Functional Proceeds Trx. Num 1,522,923.74 13265535 1,639,751.64 13215627 5,073,655.84 -1,451,946.22 -1,451,946.22 Trade Date 03/28/06 03/31/06 Trx. Type CVS CVS Closing Transaction Local EFTA01592349 Proceeds -892,174.58 -949,296.15 -4,040,393.01 26,496.83 26,496.83 FX Rate 0.5722 0.5732 Realized P&L Functional Proceeds -1,559,119.69 -1,656,094.60 -7,074,055.26 26,037.48 26,037.48 Local -18,562.80 -10,981.57 -71,302.80 -6,150.65 -6,150.65 Functional Trading -32,439.42 -19,157.90 -124,916.93 -11,072.23 -11,072.23 Functional FX 0.00 0.00 -0.02 -0.02 -0.02 Functional Total -32,439.42 -19,157.90 -124,916.95 -11,072.25 -11,072.25 Date: Page: User: 10/16/06 asantos 5 of 17 4:23:20PM EFTA01592350 Copyright (c) 2002-2003 Integrated Business Systems, Inc. Visual Portfolio Manager - Sql Server VPM0128 EFTA01592351 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 12813195 Trade Date Trx. Type 400 12813195 920 12357457 11/17/05 SHT 11/17/05 SHT Opening Transaction Local Proceeds FX Rate SECURITY AFG.N - American Financial Group Inc 520 18,693.22 14,379.40 33,072.62 SECURITY AGN.N Allergan Inc 2,746 2,768 12357457 2,581 12357457 190 12357457 340 12375932 1,052 12467131 2,352 12467131 2,649 12467131 476 12467131 1,589 12467131 2,096 12467131 540 12467131 3,796 12467131 1,466 12499294 1,324 12499294 290 12499436 860 12546334 1,279 12739020 4,715 12739020 EFTA01592352 1,455 12763427 1,730 12768438 1,300 12824763 580 12863044 -6 13600381 38,168 12357455 06/14/05 BUY 06/14/05 SHT 06/14/05 SHT 06/14/05 SHT 06/14/05 SHT 06/20/05 SHT 07/18/05 SHT 07/18/05 SHT 07/18/05 SHT 07/18/05 SHT 07/18/05 SHT 07/18/05 SHT 07/18/05 SHT 07/18/05 SHT 07/27/05 SHT 07/27/05 SHT 07/27/05 SHT 08/09/05 SHT 10/20/05 SHT 10/20/05 SHT 11/01/05 SHT 11/02/05 SHT 11/22/05 SHT 12/06/05 SHT 05/23/06 BUY 227,304.37 229,125.46 213,646.24 15,727.54 29,057.42 91,467.57 204,497.85 230,320.92 41,386.47 138,157.77 182,239.58 46,951.04 330,048.39 129,251.81 116,732.20 26,183.00 78,820.95 111,971.77 412,780.98 EFTA01592353 137,334.54 172,672.82 128,913.59 60,867.85 -379.89 3,355,080.24 SECURITY AGN_0_11/22 Allergan Inc 0% 11/6/2022 -1,000 Copyright (c) 2002-2003 Integrated Business Systems, Inc. -965,570.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num 18,693.22 13587642 14,379.40 13694691 33,072.62 227,304.37 13538058 229,125.46 13543637 213,646.24 13549424 15,727.54 13570757 29,057.42 13570757 91,467.57 13560309 204,497.85 13560372 230,320.92 13565963 41,386.47 13565966 EFTA01592354 138,157.77 13570757 182,239.58 13571079 46,951.04 13582458 330,048.39 13612374 129,251.81 13582458 116,732.20 13587548 26,183.00 13587548 78,820.95 13587548 111,971.77 13587548 412,780.98 13600381 137,334.54 13600381 172,672.82 13600381 128,913.59 13600381 60,867.85 13600381 -379.89 13612481 3,355,080.24 -965,570.00 13600365 05/23/06 SEL 05/08/06 05/09/06 05/10/06 05/11/06 05/11/06 05/12/06 05/12/06 05/15/06 05/15/06 05/11/06 05/16/06 05/18/06 05/17/06 05/18/06 05/19/06 05/19/06 05/19/06 05/19/06 05/23/06 05/23/06 05/23/06 05/23/06 05/23/06 05/25/06 CVS CVS CVS CVS CVS CVS CVS CVS EFTA01592355 CVS CVS BUY CVS CVS CVS BUY BUY BUY BUY BUY BUY BUY BUY BUY SHT Trade Date 05/19/06 06/14/06 Trx. Type CVS CVS Closing Transaction Local Proceeds -22,018.62 -16,410.60 -38,429.22 -265,943.82 -266,435.26 -248,277.13 -18,132.20 -32,447.09 -100,840.97 -224,846.59 -251,403.35 -45,360.47 -151,642.43 -199,472.28 -52,008.08 -356,387.22 -141,192.32 -126,692.31 -27,749.83 -82,292.59 -122,386.30 -298,530.14 -92,123.30 -109,534.92 EFTA01592356 -82,309.48 -36,722.69 566.83 -3,332,163.94 998,213.80 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 FX Rate 1.0000 1.0000 Realized P&L Functional Proceeds -22,018.62 -16,410.60 -38,429.22 -265,943.82 -266,435.26 -248,277.13 -18,132.20 -32,447.09 -100,840.97 -224,846.59 -251,403.35 -45,360.47 -151,642.43 -199,472.28 -52,008.08 EFTA01592357 -356,387.22 -141,192.32 -126,692.31 -27,749.83 -82,292.59 -122,386.30 -298,530.14 -92,123.30 -109,534.92 -82,309.48 -36,722.69 566.83 -3,332,163.94 998,213.80 Local -3,325.40 -2,031.20 -5,356.60 -38,639.45 -37,309.80 -34,630.89 -2,404.66 -3,389.67 -9,373.40 -20,348.74 -21,082.43 -3,974.00 -13,484.66 -17,232.70 -5,057.05 -26,338.83 -11,940.50 -9,960.11 -1,566.83 -3,471.64 -10,414.53 114,250.84 45,211.24 63,137.90 46,604.11 24,145.16 186.94 22,916.30 32,643.80 Functional Trading -3,325.40 -2,031.20 -5,356.60 -38,639.45 -37,309.80 EFTA01592358 -34,630.89 -2,404.66 -3,389.67 -9,373.40 -20,348.74 -21,082.43 -3,974.00 -13,484.66 -17,232.70 -5,057.05 -26,338.83 -11,940.50 -9,960.11 -1,566.83 -3,471.64 -10,414.53 114,250.84 45,211.24 63,137.90 46,604.11 24,145.16 186.94 22,916.30 32,643.80 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 EFTA01592359 0.00 0.00 0.00 0.00 Functional Total -3,325.40 -2,031.20 -5,356.60 -38,639.45 -37,309.80 -34,630.89 -2,404.66 -3,389.67 -9,373.40 -20,348.74 -21,082.43 -3,974.00 -13,484.66 -17,232.70 -5,057.05 -26,338.83 -11,940.50 -9,960.11 -1,566.83 -3,471.64 -10,414.53 114,250.84 45,211.24 63,137.90 46,604.11 24,145.16 186.94 22,916.30 32,643.80 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 6 of 17 4:23:20PM EFTA01592360 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num -1,500 12467125 -290 12499290 -576 12732105 -3,366 SECURITY AMGN.O - Amgen 545 12663372 655 12663372 4,080 12663372 790 12732059 130 12772030 555 12772030 945 12792476 1,950 12792476 305 12792476 655 12975055 1,040 13024392 2,000 13024392 960 13024392 40 13084093 600 13084093 1,000 13084093 60 13084093 1,000 13088356 1,000 13153835 18,310 12663375 09/27/05 BUY 09/27/05 SHT 09/27/05 SHT 09/27/05 SHT 10/19/05 SHT 11/03/05 SHT 11/03/05 SHT 11/10/05 SHT 11/10/05 SHT 11/10/05 SHT 01/17/06 SHT EFTA01592361 02/01/06 SEL 02/01/06 SEL 02/01/06 SEL 02/21/06 SHT 02/21/06 SHT 02/21/06 SHT 02/21/06 SHT 02/17/06 SHT 03/14/06 SHT SECURITY AMGN_0_3/32 - AMGEN 0% 3/32 -2,000 -2,000 SECURITY AMLN.O - Amylin Pharm. 10,200 12588883 10,200 12599532 08/29/05 SHT 09/01/05 SHT Trade Date Trx. Type 07/18/05 BUY 07/27/05 BUY 10/20/05 BUY Opening Transaction Local -1,514,505.00 -295,336.00 -584,576.64 -3,359,987.64 44,061.41 52,954.54 329,854.21 61,174.41 10,035.35 42,843.25 77,229.40 159,362.25 24,925.89 51,193.59 82,359.39 158,383.44 76,024.05 3,020.92 45,313.76 75,522.93 4,531.38 74,031.45 74,666.26 1,447,487.88 EFTA01592362 -1,584,660.00 -1,584,660.00 330,466.18 328,936.24 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Proceeds FX Rate 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num -1,514,505.00 13600365 -295,336.00 13600365 -584,576.64 13600365 -3,359,987.64 44,061.41 12967168 52,954.54 12988927 329,854.21 13005802 61,174.41 13005802 10,035.35 13005802 42,843.25 13024380 77,229.40 13024380 159,362.25 13032735 24,925.89 13056210 51,193.59 13056210 82,359.39 13056210 158,383.44 13140823 76,024.05 13256656 3,020.92 13256656 45,313.76 13289459 75,522.93 13519418 EFTA01592363 4,531.38 14104856 74,031.45 13256656 74,666.26 14104856 1,447,487.88 -1,584,660.00 14104796 -1,584,660.00 1.0000 1.0000 330,466.18 13112675 328,936.24 13112675 09/19/06 SEL 01/12/06 01/20/06 01/26/06 01/26/06 01/26/06 02/01/06 02/01/06 02/03/06 02/10/06 02/10/06 02/10/06 03/09/06 04/12/06 04/12/06 04/24/06 05/02/06 09/19/06 04/12/06 09/19/06 CVS CVS CVS CVS CVS BUY BUY CVS CVS CVS CVS CVS CVS CVS CVS CVS CVS CVS CVS Trade EFTA01592364 Date 05/23/06 05/23/06 05/23/06 Trx. Type SEL SEL SEL Closing Transaction Local Proceeds 1,497,320.70 289,482.00 574,971.15 3,359,987.65 -41,670.12 -49,813.09 -297,665.56 -57,636.22 -9,484.44 -42,494.04 -72,354.73 -144,943.95 -21,530.06 -46,236.68 -73,413.96 -147,300.00 -67,369.77 -2,807.07 -39,896.79 -65,818.44 -4,190.04 -70,176.85 -69,834.04 -1,324,635.85 1,488,750.00 1,488,750.00 03/01/06 03/01/06 CVS CVS -447,780.00 -447,780.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 EFTA01592365 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 FX Rate 1.0000 1.0000 1.0000 Realized P&L Functional Proceeds 1,497,320.70 289,482.00 574,971.15 3,359,987.65 -41,670.12 -49,813.09 -297,665.56 -57,636.22 -9,484.44 -42,494.04 -72,354.73 -144,943.95 -21,530.06 -46,236.68 -73,413.96 -147,300.00 -67,369.77 -2,807.07 -39,896.79 -65,818.44 -4,190.04 -70,176.85 -69,834.04 -1,324,635.85 1,488,750.00 1,488,750.00 1.0000 1.0000 -447,780.00 -447,780.00 Local EFTA01592366 -17,184.30 -5,854.00 -9,605.49 0.01 2,391.29 3,141.45 32,188.65 3,538.19 550.91 349.20 4,874.67 14,418.30 3,395.84 4,956.91 8,945.43 11,083.44 8,654.28 213.84 5,416.97 9,704.49 341.33 3,854.60 4,832.22 122,852.01 -95,910.00 -95,910.00 -117,313.82 -118,843.76 Functional Trading -17,184.30 -5,854.00 -9,605.49 0.01 2,391.29 3,141.45 32,188.65 3,538.19 550.91 349.20 4,874.67 14,418.30 3,395.84 4,956.91 8,945.43 11,083.44 8,654.28 213.84 5,416.97 9,704.49 341.33 EFTA01592367 3,854.60 4,832.22 122,852.01 -95,910.00 -95,910.00 -117,313.82 -118,843.76 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total -17,184.30 -5,854.00 -9,605.49 0.01 2,391.29 3,141.45 32,188.65 3,538.19 550.91 349.20 4,874.67 14,418.30 EFTA01592368 3,395.84 4,956.91 8,945.43 11,083.44 8,654.28 213.84 5,416.97 9,704.49 341.33 3,854.60 4,832.22 122,852.01 -95,910.00 -95,910.00 -117,313.82 -118,843.76 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 7 of 17 4:23:20PM EFTA01592369 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 2,000 12750664 2,000 12964025 1,000 13088776 25,400 12588752 -500 12599520 -1,000 SECURITY B.N - BARNES GROUP INC 253 12498275 40 13019530 293 12499158 -8 12499171 -17 SECURITY CBRL.O - Cracker Barrel 2,571 12296045 3,300 12296045 970 12296045 782 12296045 768 12440601 1,000 12440601 1,000 12440601 900 12440601 1,232 12440601 768 13071003 13,291 SECURITY CMS.N Cms Energy Corp 1,300 12385698 06/22/05 SHT 05/26/05 SHT 05/26/05 SHT 05/26/05 SHT 05/26/05 SHT 07/08/05 SHT 07/08/05 SHT EFTA01592370 07/08/05 SHT 07/08/05 SHT 07/08/05 SHT 02/15/06 SHT 07/27/05 BUY 07/27/05 BUY 07/26/05 SHT 01/31/06 SHT 08/29/05 BUY 09/01/05 BUY Trade Date Trx. Type 10/24/05 SHT 01/11/06 SHT 02/22/06 SHT Opening Transaction Local Proceeds FX Rate 71,987.49 86,947.83 40,624.02 858,961.76 SECURITY AMLN_2.5_4/11 - Amylin Pharm 2.5% 4/15/2011 144a -500 -540,230.00 -544,770.00 -1,085,000.00 8,702.90 1,514.78 10,217.68 SECURITY B_3.75_8/25_144A - BARNES GROUP INC 3.75% 8/1/2 -9 -9,000.00 -8,246.67 -17,246.67 105,663.68 135,624.33 39,865.33 32,138.86 30,058.26 39,138.36 39,138.36 35,224.53 48,218.46 33,741.29 538,811.46 19,148.20 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 1.0000 EFTA01592371 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num 71,987.49 13112675 86,947.83 13112675 40,624.02 13112675 858,961.76 -540,230.00 13112671 -544,770.00 13112671 -1,085,000.00 8,702.90 13074757 1,514.78 13074757 10,217.68 -9,000.00 13074760 -8,246.67 13074760 -17,246.67 105,663.68 13190214 135,624.33 13524209 39,865.33 13555342 32,138.86 13577004 30,058.26 13577004 39,138.36 13617897 39,138.36 13687344 35,224.53 13739622 48,218.46 13767931 33,741.29 13767931 538,811.46 19,148.20 13220704 04/03/06 CVS 03/27/06 05/03/06 05/11/06 EFTA01592372 05/17/06 05/17/06 05/26/06 06/13/06 06/27/06 07/05/06 07/05/06 CVS CVS CVS CVS CVS CVS CVS CVS CVS CVS 02/16/06 02/16/06 SEL SEL 02/16/06 02/16/06 CVS CVS 03/01/06 03/01/06 SEL SEL Trade Date 03/01/06 03/01/06 03/01/06 Trx. Type CVS CVS CVS Closing Transaction Local Proceeds -87,800.00 -87,800.00 -43,900.00 -1,115,060.00 696,895.00 696,895.00 1,393,790.00 -9,811.34 -1,551.20 EFTA01592373 -11,362.54 9,705.06 8,626.72 18,331.78 -114,914.18 -133,014.38 -36,886.28 -29,313.97 -28,789.16 -36,997.74 -36,978.99 -32,026.04 -41,794.15 -26,053.50 -516,768.39 -16,915.08 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 FX Rate 1.0000 1.0000 1.0000 Realized P&L Functional Proceeds -87,800.00 -87,800.00 -43,900.00 -1,115,060.00 696,895.00 696,895.00 1,393,790.00 -9,811.34 -1,551.20 -11,362.54 9,705.06 EFTA01592374 8,626.72 18,331.78 -114,914.18 -133,014.38 -36,886.28 -29,313.97 -28,789.16 -36,997.74 -36,978.99 -32,026.04 -41,794.15 -26,053.50 -516,768.39 -16,915.08 Local -15,812.51 -852.17 -3,275.98 -256,098.24 156,665.00 152,125.00 308,790.00 -1,108.44 -36.42 -1,144.86 705.06 380.05 1,085.11 -9,250.50 2,609.95 2,979.05 2,824.89 1,269.10 2,140.62 2,159.37 3,198.49 6,424.31 7,687.79 22,043.07 2,233.12 Functional Trading -15,812.51 -852.17 -3,275.98 -256,098.24 156,665.00 152,125.00 308,790.00 -1,108.44 -36.42 EFTA01592375 -1,144.86 705.06 380.05 1,085.11 -9,250.50 2,609.95 2,979.05 2,824.89 1,269.10 2,140.62 2,159.37 3,198.49 6,424.31 7,687.79 22,043.07 2,233.12 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total -15,812.51 -852.17 -3,275.98 -256,098.24 156,665.00 152,125.00 EFTA01592376 308,790.00 -1,108.44 -36.42 -1,144.86 705.06 380.05 1,085.11 -9,250.50 2,609.95 2,979.05 2,824.89 1,269.10 2,140.62 2,159.37 3,198.49 6,424.31 7,687.79 22,043.07 2,233.12 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 8 of 17 4:23:20PM EFTA01592377 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 800 12385698 2,100 SECURITY CNO.N CONSECO 2,000 12546228 1,000 12546330 6,000 12546330 2,392 12546330 3,608 12546330 12,200 12546332 3,000 13009953 1,400 13144212 1,400 13158556 670 13239750 33,670 12546248 -25 12546251 -200 12546251 -275 12546251 -500 12546323 -1,075 SECURITY CNP.N Centerpoint Energy 15,000 12282502 2,600 12282502 6,500 12282502 3,000 12282502 6,170 12282502 33,270 SECURITY CSX.N Csx Corp 485 12453698 1,100 12453698 07/13/05 SHT 07/13/05 SHT 05/23/05 SHT 05/23/05 SHT 05/23/05 SHT EFTA01592378 05/23/05 SHT 05/23/05 SHT 08/09/05 BUY 08/10/05 BUY 08/10/05 BUY 08/10/05 BUY 08/10/05 BUY 08/09/05 SHT 08/10/05 SHT 08/10/05 SHT 08/10/05 SHT 08/10/05 SHT 08/10/05 SHT 01/27/06 SHT 03/10/06 SHT 03/15/06 SHT 04/07/06 SEL Trade Date Trx. Type 06/22/05 SHT Opening Transaction Local Proceeds FX Rate 11,783.51 30,931.71 41,956.24 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 73,605.01 EFTA01592379 396,894.43 21,295.46 48,298.98 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num 11,783.51 13221061 30,931.71 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 41,956.24 13225947 21,069.12 13225947 126,414.71 13235880 50,397.33 13528303 76,017.38 13576885 256,433.25 13576885 73,061.41 13576885 35,565.06 13576885 35,735.86 13576885 17,095.32 13576885 733,745.68 -74,250.00 13225939 -24,906.25 13225939 -199,250.00 13235876 -273,968.75 13903732 -501,450.00 13903732 -1,073,825.00 178,942.48 13065285 31,016.70 13179044 77,541.74 13179048 EFTA01592380 35,788.50 13182676 73,605.01 13260989 396,894.43 21,295.46 13606486 48,298.98 13669329 05/24/06 06/08/06 CVS CVS 02/14/06 03/22/06 03/22/06 03/23/06 04/13/06 CVS CVS BUY CVS CVS 04/04/06 04/04/06 04/06/06 05/17/06 05/17/06 SEL SEL SEL SEL SEL Trade Date 04/03/06 Trx. Type BUY Closing Transaction Local Proceeds -10,418.32 -27,333.40 04/04/06 04/04/06 04/06/06 05/04/06 05/17/06 05/17/06 05/17/06 05/17/06 05/17/06 05/17/06 CVS EFTA01592381 CVS CVS BUY CVS CVS CVS CVS CVS CVS -51,220.00 -25,610.00 -154,620.00 -54,439.29 -83,813.84 -283,406.00 -69,690.00 -32,522.00 -32,522.00 -15,564.10 -803,407.23 84,697.50 28,232.50 226,750.00 293,693.95 533,989.00 1,167,362.95 -188,613.00 -31,552.30 -78,748.80 -36,313.80 -71,848.41 -407,076.31 -31,879.24 -67,443.69 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 FX Rate 1.0000 Realized P&L Functional Proceeds EFTA01592382 -10,418.32 -27,333.40 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 -51,220.00 -25,610.00 -154,620.00 -54,439.29 -83,813.84 -283,406.00 -69,690.00 -32,522.00 -32,522.00 -15,564.10 -803,407.23 84,697.50 28,232.50 226,750.00 293,693.95 533,989.00 1,167,362.95 -188,613.00 -31,552.30 -78,748.80 -36,313.80 -71,848.41 -407,076.31 -31,879.24 -67,443.69 Local 1,365.19 3,598.31 -9,263.76 -4,540.88 -28,205.29 -4,041.96 -7,796.46 -26,972.75 3,371.41 3,043.06 3,213.86 1,531.22 -69,661.55 EFTA01592383 10,447.50 3,326.25 27,500.00 19,725.20 32,539.00 93,537.95 -9,670.52 -535.60 -1,207.06 -525.30 1,756.60 -10,181.88 -10,583.78 -19,144.71 Functional Trading 1,365.19 3,598.31 -9,263.76 -4,540.88 -28,205.29 -4,041.96 -7,796.46 -26,972.75 3,371.41 3,043.06 3,213.86 1,531.22 -69,661.55 10,447.50 3,326.25 27,500.00 19,725.20 32,539.00 93,537.95 -9,670.52 -535.60 -1,207.06 -525.30 1,756.60 -10,181.88 -10,583.78 -19,144.71 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 EFTA01592384 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total 1,365.19 3,598.31 -9,263.76 -4,540.88 -28,205.29 -4,041.96 -7,796.46 -26,972.75 3,371.41 3,043.06 3,213.86 1,531.22 -69,661.55 10,447.50 3,326.25 27,500.00 19,725.20 32,539.00 93,537.95 -9,670.52 -535.60 -1,207.06 -525.30 1,756.60 -10,181.88 -10,583.78 -19,144.71 Visual Portfolio Manager - Sql Server VPM0128 EFTA01592385 Date: Page: User: 10/16/06 asantos 9 of 17 4:23:20PM EFTA01592386 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 500 12453698 450 12453698 700 12453698 280 12453698 3,515 SECURITY CVTX.O - Cv Therapeutics Inc 426 12411288 426 12411068 -10 12411072 -15 12357537 06/29/05 BUY 06/29/05 BUY 06/29/05 SHT Trade Date Trx. Type 07/13/05 SHT 07/13/05 SHT 07/13/05 SHT 07/13/05 SHT Opening Transaction Local Proceeds FX Rate 21,954.08 19,758.67 30,735.71 12,294.29 154,337.19 9,358.50 9,358.50 -5,278.13 -10,550.00 1.0000 SECURITY CVTX_3.25_8/13 - Cv Therapeutics 3.25 8/16/2013 EFTA01592387 -5 -15,828.13 SECURITY DIS.N Disney 17,820 930 12357537 18,750 12357536 06/14/05 BUY 06/14/05 SHT 06/14/05 SHT 491,989.59 25,676.22 517,665.81 SECURITY DIS_2.125_4/23 Disney 2.125% 4/15/2023 -1,000 -1,000 SECURITY DUK.N Duke Energy Corp. 800 12371236 58,780 12371236 5,200 12471485 681 12672316 780 12832481 1,740 12842433 750 12901833 90 12910228 3,270 12980201 1,450 12984563 06/17/05 SHT 06/17/05 SHT 07/19/05 SHT 09/29/05 SHT 11/25/05 SHT 11/23/05 SHT 12/14/05 SHT 12/21/05 SHT 01/18/06 SHT 01/19/06 SHT -1,073,040.00 -1,073,040.00 22,863.04 1,679,862.03 156,019.47 19,885.01 21,321.76 47,389.47 20,554.80 2,466.88 92,776.38 41,296.26 Copyright (c) 2002-2003 Integrated Business Systems, Inc. EFTA01592388 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num 21,954.08 13801461 19,758.67 13822538 30,735.71 13842362 12,294.29 13904345 154,337.19 9,358.50 13015159 9,358.50 1.0000 1.0000 -5,278.13 13015153 -10,550.00 13015153 -15,828.13 491,989.59 13042151 25,676.22 13042169 517,665.81 -1,073,040.00 13042146 -1,073,040.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 22,863.04 13252145 1,679,862.03 13725985 156,019.47 13725987 19,885.01 13725989 21,321.76 13725993 47,389.47 13725991 20,554.80 13725995 2,466.88 13725997 92,776.38 13725999 41,296.26 13726001 02/07/06 SEL 02/07/06 02/07/06 CVS EFTA01592389 CVS 01/30/06 CVS Trade Date 07/14/06 07/20/06 07/26/06 08/11/06 Trx. Type CVS CVS CVS CVS Closing Transaction Local Proceeds -32,101.25 -28,604.03 -42,022.47 -16,508.59 -218,559.27 -11,139.90 -11,139.90 01/30/06 01/30/06 SEL SEL 5,949.00 11,898.00 17,847.00 -476,685.00 -24,717.63 -501,402.63 1,056,398.00 1,056,398.00 04/11/06 06/22/06 06/22/06 06/22/06 06/22/06 06/22/06 06/22/06 06/22/06 06/22/06 06/22/06 CVS CVS CVS CVS EFTA01592390 CVS CVS CVS CVS CVS CVS -22,843.20 -1,671,786.28 -147,895.35 -19,368.60 -22,184.30 -49,488.06 -21,331.06 -2,559.73 -93,003.42 -41,240.05 1.0000 1.0000 1.0000 1.0000 FX Rate 1.0000 1.0000 1.0000 1.0000 Realized P&L Functional Proceeds -32,101.25 -28,604.03 -42,022.47 -16,508.59 -218,559.27 -11,139.90 -11,139.90 1.0000 1.0000 5,949.00 11,898.00 17,847.00 -476,685.00 -24,717.63 -501,402.63 1,056,398.00 1,056,398.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 EFTA01592391 1.0000 1.0000 1.0000 1.0000 -22,843.20 -1,671,786.28 -147,895.35 -19,368.60 -22,184.30 -49,488.06 -21,331.06 -2,559.73 -93,003.42 -41,240.05 Local -10,147.17 -8,845.36 -11,286.76 -4,214.30 -64,222.08 -1,781.40 -1,781.40 670.88 1,348.00 2,018.88 15,304.59 958.59 16,263.18 -16,642.00 -16,642.00 19.84 8,075.75 8,124.12 516.41 -862.54 -2,098.59 -776.26 -92.85 -227.04 56.21 Functional Trading -10,147.17 -8,845.36 -11,286.76 -4,214.30 -64,222.08 -1,781.40 -1,781.40 670.88 1,348.00 EFTA01592392 2,018.88 15,304.59 958.59 16,263.18 -16,642.00 -16,642.00 19.84 8,075.75 8,124.12 516.41 -862.54 -2,098.59 -776.26 -92.85 -227.04 56.21 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total -10,147.17 -8,845.36 -11,286.76 -4,214.30 -64,222.08 -1,781.40 EFTA01592393 -1,781.40 670.88 1,348.00 2,018.88 15,304.59 958.59 16,263.18 -16,642.00 -16,642.00 19.84 8,075.75 8,124.12 516.41 -862.54 -2,098.59 -776.26 -92.85 -227.04 56.21 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 10 of 17 4:23:20PM EFTA01592394 Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 4,000 13088772 2,300 13158590 600 13162066 700 13207628 800 13221064 -4,346 13559704 77,595 12808767 Trade Date Trx. Type 02/22/06 SHT 03/15/06 SHT 03/16/06 SHT 03/29/06 SHT 04/03/06 SHT 06/17/05 BVB SECURITY EDO.N EDO CORPORATION 1,855 2,500 12808767 1,000 12808767 500 12808767 800 12808767 6,655 12896794 16 12896796 1 12896798 3 12896800 1 12896802 2 12896804 6 12896806 2 12896808 1 12896810 3 12896812 4 12896814 4 12896816 3 12896818 EFTA01592395 4 12896820 -2 12896822 54 05/24/05 SEL 05/24/05 SEL 05/24/05 SEL 05/24/05 SEL 05/24/05 SEL 05/24/05 SEL 05/26/05 SEL 05/26/05 SEL 06/14/05 SEL 06/14/05 SEL 06/22/05 SEL 07/19/05 SEL 07/26/05 SEL 08/10/05 SEL 08/16/05 BUY 11/16/05 SHT 11/16/05 SHT 11/16/05 SHT 11/16/05 SHT 11/16/05 SHT Opening Transaction Local 114,764.47 66,910.92 17,643.53 20,636.13 23,525.51 -123,606.38 2,224,309.28 49,420.51 66,604.46 26,641.79 13,320.89 21,313.43 177,301.08 SECURITY FVH6 - UST 5 YEAR T-NOTE FUT MARCH 06 6 636,984.37 1,698,624.99 106,164.06 318,492.19 106,164.06 212,328.12 636,984.37 212,328.12 106,164.06 318,492.19 424,656.25 EFTA01592396 424,656.25 318,492.19 424,656.25 -212,328.12 5,732,859.35 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Proceeds FX Rate 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num 114,764.47 13726003 66,910.92 13726005 17,643.53 13726007 20,636.13 13726009 23,525.51 13726011 -123,606.38 13587562 2,224,309.28 49,420.51 13047297 66,604.46 13305194 26,641.79 13801458 13,320.89 13805281 21,313.43 13892994 177,301.08 636,984.37 13116841 1,698,624.99 13116843 106,164.06 13116845 EFTA01592397 318,492.19 13116847 106,164.06 13116849 212,328.12 13116851 636,984.37 13116853 212,328.12 13116855 106,164.06 13116857 318,492.19 13042158 424,656.25 13116859 424,656.25 13116861 318,492.19 13116863 424,656.25 13116865 -212,328.12 13047347 5,732,859.35 03/01/06 03/01/06 03/01/06 03/01/06 03/01/06 03/01/06 03/01/06 03/01/06 03/01/06 02/07/06 03/01/06 03/01/06 03/01/06 03/01/06 02/08/06 BUY BUY BUY BUY BUY BUY BUY BUY BUY BUY BUY BUY BUY BUY SEL 02/08/06 04/27/06 07/14/06 07/17/06 08/09/06 CVS CVS CVS EFTA01592398 CVS CVS Trade Date 06/22/06 06/22/06 06/22/06 06/22/06 06/22/06 05/19/06 Trx. Type CVS CVS CVS CVS CVS SEL Closing Transaction Local Proceeds -113,765.65 -65,415.25 -17,064.85 -19,908.99 -22,753.13 120,781.19 -2,209,826.73 -48,179.43 -66,864.00 -23,212.70 -11,373.70 -17,596.56 -167,226.39 -630,187.50 -1,680,500.00 -105,031.25 -315,093.75 -105,031.25 -210,062.50 -630,187.50 -210,062.50 -105,031.25 -316,265.63 -420,125.00 -420,125.00 -315,093.75 -420,125.00 210,937.50 -5,671,984.38 1.0000 EFTA01592399 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 FX Rate 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Realized P&L Functional Proceeds -113,765.65 -65,415.25 -17,064.85 -19,908.99 -22,753.13 120,781.19 -2,209,826.73 -48,179.43 -66,864.00 -23,212.70 -11,373.70 -17,596.56 -167,226.39 -630,187.50 -1,680,500.00 -105,031.25 -315,093.75 -105,031.25 -210,062.50 -630,187.50 -210,062.50 -105,031.25 EFTA01592400 -316,265.63 -420,125.00 -420,125.00 -315,093.75 -420,125.00 210,937.50 -5,671,984.38 Local 998.82 1,495.67 578.68 727.14 772.38 -2,825.19 14,482.55 1,241.08 -259.54 3,429.09 1,947.19 3,716.87 10,074.69 6,796.87 18,124.99 1,132.81 3,398.44 1,132.81 2,265.62 6,796.87 2,265.62 1,132.81 2,226.56 4,531.25 4,531.25 3,398.44 4,531.25 -1,390.62 60,874.97 Functional Trading 998.82 1,495.67 578.68 727.14 772.38 -2,825.19 14,482.55 1,241.08 -259.54 3,429.09 1,947.19 3,716.87 EFTA01592401 10,074.69 6,796.87 18,124.99 1,132.81 3,398.44 1,132.81 2,265.62 6,796.87 2,265.62 1,132.81 2,226.56 4,531.25 4,531.25 3,398.44 4,531.25 -1,390.62 60,874.97 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total 998.82 EFTA01592402 1,495.67 578.68 727.14 772.38 -2,825.19 14,482.55 1,241.08 -259.54 3,429.09 1,947.19 3,716.87 10,074.69 6,796.87 18,124.99 1,132.81 3,398.44 1,132.81 2,265.62 6,796.87 2,265.62 1,132.81 2,226.56 4,531.25 4,531.25 3,398.44 4,531.25 -1,390.62 60,874.97 Visual Portfolio Manager - Sql Server VPM0128