EFTA01592205.pdf

Fund: Clearing Broker Currency: Fund Asset/Liability Asset HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT Total For: Liability HBFT HBFT HBFT HBFT HBFT HBFT Total For: Total For: 10000 10010 10030 11000 11300 16000 16020 17100 Asset 11050 11330 12000 16010 17000 17020 Asset/Liability Income/Expense/Shareholder's Equity Income/Expense HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT EFTA01592205 HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT Total For: HBFT 40030 41330 46020 47020 50030 51030 56020 56030 57020 57030 57130 61000 61300 61400 61900 62000 63000 64900 65900 Shareholder's Equity 30000 Total For: Total For: Unrealized Cash FX Gain/Loss Unrealized Accrued Margin Interest FX Gain/Loss Unrealized Inventory Security Gain/Loss Unrealized Off Bal Security Gain/Loss Realized Cash FX Gain/Loss Realized Accrued Fixed Income Interest FX Gain/Los Realized Inventory Security Gain/Loss Realized Inventory FX Gain/Loss Realized Off Bal Security Gain/Loss Realized Off Bal FX Gain/Loss Realized Off bal Contra Inv FX Gain\Loss Fixed Income Interest Margin Interest Swap Interest Other Interest Dividends EFTA01592206 Executing Broker Commissions Other Fees Other Income/Expense Income/Expense Owners Equity Shareholder's Equity Income/Expense/Shareholder's Equity 18,833 -2 317,627 -33,250 9,963 -41 1,204,250 -3,479 602,702 -59,443 59,443 779,180 -368,193 -59,321 1,951 -346,650 -4,068 -1 -374 2,119,128 10,000,000 10,000,000 12,119,128 14,072 -2 518,943 -11,375 9,963 -41 1,120,217 -3,479 569,014 -59,443 59,443 811,560 -364,146 -59,321 1,466 -387,970 -4,210 -1 -374 2,214,316 10,000,000 EFTA01592207 10,000,000 12,214,316 -4,762 0 201,316 21,875 0 0 -84,033 0 -33,687 0 0 32,380 4,047 0 -486 -41,320 -141 0 0 95,189 0 0 95,189 Off Bal Contra Fixed Income Interest Unrealized FX Margin Interest Pay/Rec Value Dividend Pay/Rec Unsettled Inventory Cost Basis Off Bal Settled Inventory Cost Basis Unrealized Off Bal Security Inventory Value Liability Cash Unsettled Cash Unrealized FX Cash Value Accrued Fixed Income Interest Margin Interest Pay/Rec Settled Inventory Cost Basis Unrealized Security Inventory Value Off Bal Contra Inventory Cost Basis 1,847,164 227,481 18,833 119,215 -7,332 9,899,141 317,627 2,907,187 15,329,317 -1,055 -2 EFTA01592208 -41,214 -227,481 -2,907,188 -33,250 -3,210,189 12,119,128 3,738,423 66,177 14,072 124,344 4,047 7,866,952 518,943 2,943,062 15,276,020 -1,055 -2 -41,320 -64,889 -2,943,063 -11,375 -3,061,704 12,214,316 1,891,258 -161,304 -4,762 5,130 11,379 -2,032,189 201,316 35,875 -53,297 0 0 -106 162,592 -35,875 21,875 148,486 95,189 Highbridge Financial Trust Co. Functional Account Number Account Description NET ASSET VALUE ANALYSIS Highbridge Capital Management Date: Page: Login: As of 8/31/2006 10/16/2006 EFTA01592209 1 of 1 asantos As of 9/30/2006 Change 3:24:05PM Entry Date: Effective Date: N\A N\A Copyright (c) 2002-2003 Integrated Business Systems, Inc. Visual Portfolio Manager - Sql Server VPM0128 EFTA01592210