EFTA01581828.pdf

Fund: I fighlwidgc • Financial Tnni Co. REALIZED GAIN/LOSS REPORT Dace: 10'1606 4:2320PM Date: I I 7006 to 9342006 HA/Abridge Capita/ Management Illaltbridte - Financial Trust Co. Page: 4 of 17 I I 2006 to St302006 User atantos (7URREM7Y: BRITISH POUND BROKER: CREDIT-57115556 FIRST IX/Al oN Opening Transaction (losing Transaction Realized Trade Tr:. lunl Functional 'trade Ira. Loral Functional Functional I unction:,I Functional Ni tat. Tvne Proceeds FX Rate Prnceena Trx. Num nat. Prat...rim FX Rate IRoceede Local I ratline IA -122 13265250 03'2106 BUY -176,432.44 0.5722 -306,324.51 13207069 SEL 176,473.00 asm 308,031.28 40.56 70.97 0.00 70.97 -102 13265250 01'2806 BUY -147,509.09 0.5722 -257,779.51 13235339 0406'06 SPY 148,104.00 0.5706 259.53126 594.91 1,042.58 0.00 1,042.58 -200 13265250 03'28106 BUY -289233.51 0.5722 -505.450.02 13239445 0107016 SE1. 29100000 0.5714 519.735.15 7,766.49 13,590.97 0.00 13.590.97 -121 13265250 05'21006 BUY -174,986.27 0.5722 40539726 13239449 04107/06 SEL 179,088.75 0.5714 313,396.36 4,102.48 7,179.13 0.00 7,179.13 -102 13265250 03128'06 Buy -147.509.09 0.5722 -257.779.51 13260749 04113106 SEL 149,036.79 0.5718 264650.44 1.52730 2,671.79 0.00 2,671.79 42 13265250 03.28'06 BUY -118.585.74 0.5722 -207.234.51 13269791 04118106 SEL 123302.50 0.5614 218.119.16 4,516.76 800102 0.00 8.003.02 -241 13265250 03128106 BUY -348,52638 0.5722 -609067.27 13275602 04/1906 SEL 361,801.25 0.5626 643,065.54 13,274.87 23,594.76 0.00 23,594.76 4940 -4,499,842.17 -7,811547.35 6.667.034.21 11,691293.32 451617.04 800,066.26 0.01 800.066.27 SECURITY FLG116 • LONG GILT FUTURE March 2006 2 12841443 11/2905 Sla. 227.020.00 0.5773 393.278.10 13107753 0228/06 CVS -227.280.00 0.5747 -395.455.84 -260.00 452.39 0.00 452.39 2 12841497 05'2605 SEL 227.020.00 0.5773 393.278.10 13107919 02118106 BUY -227,280.00 0.5747 495.455.84 -260.00 452.39 0.00 452.39 4 454.040.00 784556.26 454561.06 .790.911.68 -520.00 -964.78 0.00 -904.78 SECURITY FLGM6 - LONG GILT FUTURE JUNE 2006 2 13107756 02/2106 sirr 226,700.00 0.5747 394,446.67 13275598 0411106 CVS -221,280.00 0.5626 -393,303.07 5,420.00 9,633.51 0.00 9,633.51 2 13107920 012605 SF1. 22170003 0.5747 394.446.67 13593061 0522/06 CVS •220340.00 05332 413.25849 6.360.00 11,928.50 000 11,928.50 4 1e3.400.00 768,893.34 441.620.00 4106,561.76 11,780.00 21,562.01 000 21.562.01 SECURITY HG 3.375 10/10. Milton Group 3375% 10/10 -80512966998 12/31:05 BUY -1,163,126.24 0.5820 -1002033.46 13074779 WiMAM sit 1,138,796.46 0.5658 2,012,822.74 -24429.78 -46,714.64 0.00 -44714.64 0 13074781 01/31/06 Buy 1138.796.46 0.5658 2.012.822.74 0.00 0.00 0.00 0.00 -0.01 -0.01 •170 13074781 01/31/06 BUY -240491.18 0.5658 425.068.16 13093563 02/23/06 MI 245,862.50 0.5736 428,599.80 5.371.32 9)63.56 0.00 9,363.56 •635 13074781 01/31/06 BUY -898.305.28 0.5658 -1.587.754.59 /3130533 WAN% sa, 929.10144 0.5736 1.619.656.09 30796.16 53,685.40 0.00 53485.40 -635 13130534 02/23106 BUY -929.101.44 0.5736 -1.619.656.09 13263533 WM% MI 941,657.00 05722 1645.592.69 12,555.56 21,941.47 0.00 21.941.47 -635 13265534 0.128106 BUY -941,657.00 0.5722 -1,645,592-69 13215629 Wrium SE!. 950,455.30 0.5732 1,658,116.79 8.798.30 15,349.07 0.00 15,349.07 1.880 443518/68 -5,267,282.25 4.205272.70 7264388.11 31.091.56 53,624.86 4.11 53 62425 SECURITY LAD.L - LADBROKES PLC 283.150 12967003 12/31/05 SHY 1.025.003.00 0.5820 1361.108.90 13074775 0131/06 CVS -L046,239.25 05658 -1.849.227.87 -21.236.25 -37.535.07 0.00 -37,535.07 0 13074776 01/3106 sin. -1046239.25 0.5658 4.849.227.87 000 0.00 0.00 0.00 -0.02 -0.02 62,115 13074776 01/3106 sin- 229,514.93 0.5658 405,667.63 13093562 MN% cla -232,931.25 0.5736 -406,057.40 -3,416.33 -5,955.51 0.00 -5,955.51 221 035 13074776 oravoo sirr 81672433 0.5658 1.443.560.24 13130540 WAN% cla -832,196.78 0.5736 4.450.727.04 -15.472.45 -26.97236 0.00 -26.972.36 11000 13079159 02/17/06 mu 41,93203 0.5762 72,768.79 13130540 0723/06 CVS 41,415.00 05736 -72,196.70 517.00 901.26 000 901.26 12,000 13121285 01'0306 SIR 43.989.60 0.5705 77,102.77 13263533 0028/06 ca -46,140.00 05722 -80,631.96 -2,130.40 -3.757.93 0.00 -3.757.93 Ccpynghi (c) 2002-2003 Integrate/ Rusmess ..9rftems. Inc. PonfohoManager - Sy! Server ITAIO128 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061276 EFTA01581828