EFTA01592630.pdf

Realized ytd breakout Syld SyCode DlTpCode OTrdDate OXRate PeriodFuncReal StDesc 10013812 BAA_2.625_08/09 SWAP 12/31/2005 0.582021 3,575 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 23,859 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 23,796 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 23,709 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 23,324 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 83,627 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 42,649 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 497,922 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 2/23/2006 0.573641 21,452 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 71 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 1,043 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 13,591 Off Balance Sheet-Bond 10013812 BAA_2.62508/09 SWAP 3/28/2006 0.572229 7,179 Off Balance Sheet-_Bond 10013812 BAA 2.625 08/09 SWAP 3/28/2006 0.572229 2,672 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 8,003 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 23,595 Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 12/31/2005 0.582021 (46,715) Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 1/31/2006 0.56577 - Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 1/31/2006 0.56577 9,364 Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 1/31/2006 0.56577 53,685 Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 2/23/2006 0.573641 21,941 Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 3/28/2006 0.572229 15,349 Off Balance Sheet-Bond SUBTOTAL(9,F2:F24)=853,691 Off Balance Sheet-Bond Total 111727 BAA.L SWAP 12/31/2005 0.582021 (15,550) EFTA01592630 Off Balance Sheet-STOCK 111727 BAA.L SWAP 2/8/2006 0.572918 (87,347) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 Off Balance Sheet- STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (25,492) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (25,858) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (26,147) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (26,405) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (90,487) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (45,651) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (330,295) Off Balance Sheet-STOCK 111727 BAA.L SWAP 2/23/2006 0.573641 (31,657) Off Balance Sheet-STOCK 111727 BAA.L SWAP 4/13/2006 0.571788 (1,518) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (620) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (13,043) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (6,617) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (3,092) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (8,315) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (22,411) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 12/31/2005 0.582021 (37,535) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 1/31/2006 0.56577 - Off Balance Sheet-STOCK 10010489 LAD.L SWAP 1/31/2006 0.56577 (5,956) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 1/31/2006 0.56577 (26,972) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 2/17/2006 0.576236 901 Off Balance Sheet-STOCK 10010489 LAD.L SWAP 3/3/2006 0.570532 (3,758) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 2/23/2006 0.573641 (32,439) Off Balance Sheet-STOCK EFTA01592631 10010489 LAD.L SWAP 3/28/2006 0.572229 (19,158) Off Balance Sheet-STOCK SUBTOTAL(9,F26:F52)=(885,421) Off Balance Sheet-STOCK Total 10015067 DPB_2.65_07/07 8/25/2005 0.815195 (4,293) BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 42,363 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 40,226 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 34,757 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 45,191 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 43,997 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 19,799 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 28,849 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 5,782 BOND 10019313 DPW_0.5_02/10 7/22/2005 0.820512 13,406 BOND 10019313 DPW_0.5_02/10 7/22/2005 0.820512 56,306 BOND 10005563 AGN_0_11/22 6/14/2005 1 32,644 BOND 10005563 AGN_0_11/22 7/18/2005 1 (17,184) BOND 10005563 AGN_0_11/22 7/27/2005 1 (5,854) BOND 10005563 AGN 0 11/22 10/20/2005 1 (9,605) BOND 10013788 AMLN_2.5_4/11 8/29/2005 1 156,665 BOND 10013788 AMLN 2.5 4/11 9/1/2005 1 152,125 BOND 10021211 6_3.75_8725_144A 7/27/2005 1 705 BOND 10021211 B_3.75_8/25_144A 7/27/2005 1 380 BOND 10021369 CN0_3.5_9/35_144A 8/9/2005 1 10,448 BOND 10021369 CN0_3.5_9/35_144A 8/10/2005 1 3,326 BOND 10021369 CN0_3.5_9/35_144A 8/10/2005 1 27,500 BOND 10021369 CN0_3.5_9/35_144A 8/10/2005 1 19,725 BOND 10021369 CN0_3.5_9/35_144A 8/10/2005 1 32,539 BOND 10020900 CVTX 3.25 8/13 6/29/2005 1 671 BOND 10020900 CVTX_3.25_8/13 6/29/2005 1 1,348 BOND 10007696 DIS_2.125_4/23 6/14/2005 1 (16,642) BOND 121621 TJX 0 2/21 5/23/2005 1 17,647 BOND - - EFTA01592632 121621 TJX_0_2/21 5/23/2005 1 13,125 BOND 121621 TJX_0_2/21 5/23/2005 1 2,539 BOND 121621 TJX_0_2/21 5/23/2005 1 8,366 BOND 10012212 WYE_FLT_1/24 8/16/2005 1 32,500 BOND SUBTOTAL(9,F54:F85)=789,349 BOND Total 10022816 FGBMH6 12/8/2005 0.852987 14,743 FUTURE 10023759 FGBMM6 2/28/2006 0.843099 12,857 FUTURE 10022817 FGBSH6 12/8/2005 0.852987 996 FUTURE 10023761 FGBSM6 2/28/2006 0.843099 455 FUTURE 10022652 FLGH6 11/29/2005 0.57725 (452) FUTURE 10022652 FLGH6 5/26/2005 0.57725 (452) FUTURE 10023760 FLGM6 2/28/2006 0.574729 9,634 FUTURE 10023760 FLGM6 5/26/2005 0.574729 11,929 FUTURE 10022642 FVH6 5/24/2005 1 6,797 FUTURE 10022642 FVH6 5/24/2005 1 18,125 FUTURE 10022642 FVH6 5/24/2005 1 1,133 FUTURE 10022642 FVH6 5/24/2005 1 3,398 FUTURE 10022642 FVH6 5/24/2005 1 1,133 FUTURE 10022642 FVH6 5/24/2005 1 2,266 FUTURE 10022642 FVH6 5/26/2005 1 6,797 FUTURE 10022642 FVH6 5/26/2005 1 2,266 FUTURE 10022642 FVH6 6/14/2005 1 1,133 FUTURE 10022642 FVH6 6/14/2005 1 2,227 FUTURE 10022642 FVH6 6/22/2005 1 4,531 FUTURE 10022642 FVH6 7/19/2005 1 4,531 FUTURE 10022642 FVH6 7/26/2005 1 3,398 FUTURE 10022642 FVH6 8/10/2005 1 4,531 FUTURE 10022642 FVH6 8/16/2005 1 (1,391) FUTURE 10023746 FVM6 5/24/2005 1 6,375 FUTURE 10023746 FVM6 5/24/2005 1 17,000 FUTURE 10023746 FVM6 5/24/2005 1 1,063 FUTURE 10023746 FVM6 5/24/2005 1 3,188 FUTURE 10023746 FVM6 5/24/2005 1 1,063 FUTURE 10023746 FVM6 5/24/2005 1 2,125 FUTURE 10023746 FVM6 5/26/2005 1 6,375 FUTURE 10023746 FVM6 5/26/2005 1 2,125 FUTURE 10023746 FVM6 6/14/2005 1 719 FUTURE 10023746 FVM6 6/22/2005 1 4,250 FUTURE 10023746 FVM6 7/19/2005 1 4,250 FUTURE 10023746 FVM6 7/26/2005 1 3,188 FUTURE 10023746 FVM6 8/10/2005 1 4,250 FUTURE 10025296 FVU6 5/31/2006 1 1,188 FUTURE 10025296 FVU6 5/31/2006 1 2,188 FUTURE 10022643 TYH6 11/29/2005 1 22,188 FUTURE 10023745 TYM6 2/27/2006 1 28,438 FUTURE SUBTOTAL(9,F87:F126)=220,553 FUTURE Total 10009531 GPM.N 5/20/2005 1 (378,492) PREFERRED STOCK SUBTOTAL(9,F128:F128)=(378,492) PREFERRED STOCK Total 10015096 DPBGN.DE 8/25/2005 0.815195 (16,722) STOCK EFTA01592633 10015096 DPBGN.DE 10/25/2005 0.835038 2,222 STOCK 10015096 DPBGN.DE 11/3/2005 0.829428 1,119 STOCK 10015096 DPBGN.DE 1/19/2006 0.827198 13,242 STOCK 10015096 DPBGN.DE 2/23/2006 0.840018 9,700 STOCK 10015096 DPBGN.DE 7/25/2006 0.791797 18,933 STOCK 10026253 DPBGN.DE_CNV 7/18/2006 0.798562 STOCK 10006832 DPWGn.DE 5/25/2005 0.795513 (27,530) STOCK 10006832 DPWGn.DE 5/25/2005 0.795513 (19,644) STOCK 10006832 DPWGn.DE 5/25/2005 0.795513 (39,766) STOCK 10006832 DPWGn.DE 5/25/2005 0.795513 (22,550) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (5,616) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (6,796) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (32,295) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (21,023) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (20,221) STOCK 10006832 DPWGn.DE 7/25/2005 0.828397 (3,843) STOCK 10006832 DPWGn.DE 7/25/2005 0.828397 (7,121) STOCK 10006832 DPWGn.DE 11/14/2005 0.854335 (2,801) STOCK 10006832 DPWGn.DE 11/14/2005 0.854335 (17,502) STOCK 10006832 DPWGn.DE 1/19/2006 0.827197 886 STOCK 10006832 DPWGn.DE 1/19/2006 0.827198 8,768 STOCK 10006832 DPWGn.DE 1/19/2006 0.827198 2,550 STOCK 10006832 DPWGn.DE 1/19/2006 0.827198 24,136 STOCK 10006832 DPWGn.DE 2/1/2006 0.821254 37,299 STOCK 10006832 DPWGn.DE 5/10/2006 0.783791 14,452 STOCK 10002383 AFG.N 11/17/2005 1 (3,325) STOCK EFTA01592634 10002383 AFG.N 11/17/2005 1 (2,031) STOCK 106791 AGN.N 6/14/2005 1 (38,639) STOCK 106791 AGN.N 6/14/2005 1 (37,310) STOCK 106791 AGN.N 6/14/2005 1 (34,631) STOCK 106791 AGN.N 6/14/2005 1 (2,405) STOCK 106791 AGN.N 6/20/2005 1 (3,390) STOCK 106791 AGN.N 7/18/2005 1 (9,373) STOCK 106791 AGN.N 7/18/2005 1 (20,349) STOCK 106791 AGN.N 7/18/2005 1 (21,082) STOCK 106791 AGN.N 7/18/2005 1 (3,974) STOCK 106791 AGN.N 7/18/2005 1 (13,485) STOCK 106791 AGN.N 7/18/2005 1 (17,233) STOCK 106791 AGN.N 7/18/2005 1 (5,057) STOCK 106791 AGN.N 7/18/2005 1 (26,339) STOCK 106791 AGN.N 7/27/2005 1 (11,941) STOCK 106791 AGN.N 7/27/2005 1 (9,960) STOCK 106791 AGN.N 7/27/2005 1 (1,567) STOCK 106791 AGN.N 8/9/2005 1 (3,472) STOCK 106791 AGN.N 10/20/2005 1 (10,415) STOCK 106791 AGN.N 10/20/2005 1 114,251 STOCK 106791 AGN.N 11/1/2005 1 45,211 STOCK 106791 AGN.N 11/2/2005 1 63,138 STOCK 106791 AGN.N 11/22/2005 1 46,604 STOCK 106791 AGN.N 12/6/2005 1 24,145 STOCK 106791 AGN.N 5/23/2006 1 187 STOCK 100186 AMGN.0 9/27/2005 1 2,391 STOCK 100186 AMGN.0 9/27/2005 1 3,141 STOCK 100186 AMGN.0 9/27/2005 1 32,189 STOCK 100186 AMGN.0 10/19/2005 1 3,538 STOCK 100186 AMGN.0 11/3/2005 1 551 STOCK 100186 AMGN.0 11/3/2005 1 349 STOCK 100186 AMGN.0 11/10/2005 1 4,875 STOCK 100186 AMGN.0 11/10/2005 1 14,418 STOCK 100186 AMGN.0 11/10/2005 1 3,396 STOCK 100186 AMGN.0 1/17/2006 1 4,957 STOCK 100186 AMGN.0 2/1/2006 1 8,945 STOCK 100186 AMGN.0 2/1/2006 1 11,083 STOCK 100186 AMGN.0 2/1/2006 1 8,654 STOCK 100186 AMGN.0 2/21/2006 1 214 STOCK 100186 AMGN.0 2/21/2006 1 5,417 STOCK 100186 AMGN.0 2/21/2006 1 9,704 STOCK 100186 AMGN.0 2/17/2006 1 3,855 STOCK 10001429 AMLN.0 8/29/2005 1 (117,314) STOCK 10001429 AMLN.0 9/1/2005 1 (118,844) STOCK 10001429 AMLN.0 10/24/2005 1 (15,813) STOCK 10001429 AMLN.0 1/11/2006 1 (852) STOCK 10001429 AMLN.0 2/22/2006 1 (3,276) STOCK 10002852 B.N 7/26/2005 1 (1,108) STOCK 10002852 B.N 1/31/2006 1 (36) STOCK 100032 CBRL.0 5/26/2005 1 (9,251) STOCK 100032 CBRL.0 5/26/2005 1 2,610 STOCK EFTA01592635 100032 CBRL.O 5/26/2005 1 2,979 STOCK 100032 CBRL.O 5/26/2005 1 2,825 STOCK 100032 CBRL.O 7/8/2005 1 1,269 STOCK 100032 CBRL.O 7/8/2005 1 2,141 STOCK 100032 CBRL.O 7/8/2005 1 2,159 STOCK 100032 CBRL.O 7/8/2005 1 3,198 STOCK 100032 CBRL.O 7/8/2005 1 6,424 STOCK 100032 CBRL.O 2/15/2006 1 7,688 STOCK 113743 CMS.N 6/22/2005 1 2,233 STOCK 113743 CMS.N 6/22/2005 1 1,365 STOCK 10003424 CNO.N 8/9/2005 1 (9,264) STOCK 10003424 CNO.N 8/10/2005 1 (4,541) STOCK 10003424 CNO.N 8/10/2005 1 (28,205) STOCK 10003424 CNO.N 8/10/2005 1 (4,042) STOCK 10003424 CNO.N 8/10/2005 1 (7,796) STOCK 10003424 CNO.N 8/10/2005 1 (26,973) STOCK 10003424 CNO.N 1/27/2006 1 3,371 STOCK 10003424 CNO.N 3/10/2006 1 3,043 STOCK 10003424 CNO.N 3/15/2006 1 3,214 STOCK 10003424 CNO.N 4/7/2006 1 1,531 STOCK 10001665 CNP.N 5/23/2005 1 (9,671) STOCK 10001665 CNP.N 5/23/2005 1 (536) STOCK 10001665 CNP.N 5/23/2005 1 (1,207) STOCK 10001665 CNP.N 5/23/2005 1 (525) STOCK 10001665 CNP.N 5/23/2005 1 1,757 STOCK 100277 CSX.N 7/13/2005 1 (10,584) STOCK 100277 CSX.N 7/13/2005 1 (19,145) STOCK 100277 CSX.N 7/13/2005 1 (10,147) STOCK 100277 CSX.N 7/13/2005 1 (8,845) STOCK 100277 CSX.N 7/13/2005 1 (11,287) STOCK 116081 CVTX.O 6/29/2005 1 (1,781) STOCK 100179 DIS.N 6/14/2005 1 15,305 STOCK 100179 DIS.N 6/14/2005 1 959 STOCK 102194 DUK.N 6/17/2005 1 20 STOCK 102194 DUK.N 6/17/2005 1 8,076 STOCK 102194 DUK.N 7/19/2005 1 8,124 STOCK 102194 DUK.N 9/29/2005 1 516 STOCK 102194 DUK.N 11/25/2005 1 (863) STOCK 102194 DUK.N 11/23/2005 1 (2,099) STOCK 102194 DUK.N 12/14/2005 1 (776) STOCK 102194 DUK.N 12/21/2005 1 (93) STOCK 102194 DUK.N 1/18/2006 1 (227) STOCK 102194 DUK.N 1/19/2006 1 56 STOCK 102194 DUK.N 2/22/2006 1 999 STOCK 102194 DUK.N 3/15/2006 1 1,496 STOCK 102194 DUK.N 3/16/2006 1 579 STOCK 102194 DUK.N 3/29/2006 1 727 STOCK 102194 DUK.N 4/3/2006 1 772 STOCK 102194 DUK.N 6/17/2005 1 (2,825) STOCK 10001074 EDO.N 11/16/2005 1 1,241 STOCK 10001074 EDO.N 11/16/2005 1 (260) STOCK EFTA01592636 10001074 EDO.N 11/16/2005 1 3,429 STOCK 10001074 EDO.N 11/16/2005 1 1,947 STOCK 100379 GM.N 5/20/2005 1 524,088 STOCK 123893 HCC.N 7/29/2005 1 (1,628) STOCK 116002 IVGN.O 8/30/2005 1 (15) STOCK 104019 MAS.N 7/19/2005 1 20,949 STOCK 104019 MAS.N 7/19/2005 1 3,250 STOCK 104019 MAS.N 7/19/2005 1 1,836 STOCK 104019 MAS.N 7/19/2005 1 1,206 STOCK 104019 MAS.N 7/19/2005 1 2,428 STOCK 104019 MAS.N 7/19/2005 1 1,083 STOCK 104019 MAS.N 7/19/2005 1 15,579 STOCK 104019 MAS.N 7/19/2005 1 6,429 STOCK 104019 MAS.N 7/28/2005 1 18,047 STOCK 104019 MAS.N 7/28/2005 1 6,532 STOCK 104019 MAS.N 7/28/2005 1 1,129 STOCK 104019 MAS.N 9/6/2005 1 1,584 STOCK 104019 MAS.N 11/17/2005 1 2,658 STOCK 104019 MAS.N 3/17/2006 1 4,410 STOCK 112337 PPL.N 5/20/2005 1 (6,654) STOCK 112337 PPL.N 5/20/2005 1 (1,622) STOCK 112337 PPL.N 5/20/2005 1 (1,830) STOCK 112337 PPL.N 5/20/2005 1 (790) STOCK 112337 PPL.N 5/20/2005 1 (1,139) STOCK 112337 PPL.N 5/20/2005 1 (2,415) STOCK 111899 RPM.N 7/22/2005 1 1,335 STOCK 111899 RPM.N 7/22/2005 1 600 STOCK 111899 RPM.N 7/22/2005 1 1,196 STOCK 111899 RPM.N 7/26/2005 1 467 STOCK 111899 RPM.N 7/26/2005 1 283 STOCK 111899 RPM.N 7/26/2005 1 208 STOCK 111899 RPM.N 7/26/2005 1 2,694 STOCK 111899 RPM.N 7/26/200 5 1 852 STOCK 111899 RPM.N 7/26/2005 1 2,619 STOCK 114450 SVU.N 5/24/2005 1 13,965 STOCK 114450 SVU.N 5/24/2005 1 6,669 STOCK 114450 SVU.N 5/24/2005 1 11,733 STOCK 114450 SVU.N 5/24/2005 1 3,190 STOCK 114450 SVU.N 7/18/200 5 1 1,555 STOCK 114450 SVU.N 8/1/2005 1 2,315 STOCK 114450 SVU.N 8/1/2005 1 17,491 STOCK 114450 SVU.N 8/3/2005 1 11,961 STOCK 114450 SVU.N 8/3/2005 1 5,141 STOCK 114450 SVU.N 1/23/2006 1 6,676 STOCK 114450 SVU.N 7/19/200 6 1 3,428 STOCK 101312 TJX.N 5/23/2005 1 (5,931) STOCK 101312 TJX.N 5/23/2005 1 (18,010) STOCK 101312 TJX.N 5/23/2005 1 (14,586) STOCK 101312 TJX.N 5/23/2005 1 (506) STOCK 101312 TJX.N 5/23/2005 1 (400) STOCK 101312 TJX.N 1/5/2006 1 5,779 STOCK EFTA01592637 101312 TJX.N 1/6/2006 1 3,041 STOCK 101312 TJX.N 1/6/2006 1 3,371 STOCK 101312 TJX.N 1/6/2006 1 218 STOCK 101312 TJX.N 1/31/2006 1 10,568 STOCK 101312 TJX.N 3/23/2006 1 9,635 STOCK 101312 TJX.N 7/12/2006 1 1,064 STOCK 101967 VCI.N 11/4/2005 1 3,096 STOCK 101967 VCI.N 11/4/2005 1 3,842 STOCK 101967 VCI.N 11/4/2005 1 1,375 STOCK 101967 VCI.N 11/4/2005 1 1,897 STOCK 101967 VCI.N 11/4/2005 1 669 STOCK 101967 VCI.N 11/4/2005 1 6,816 STOCK 101967 VCI.N 11/21/2005 1 8,671 STOCK 108074 VNO.N 5/23/2005 1 (5,841) STOCK 10000872 WYE.N 8/16/2005 1 (25) STOCK SUBTOTAL(9,F130:F324)=393,220 STOCK Total SUBTOTAL(9,F2:F324)=992,901 Grand Total EFTA01592638 raw Syld SyCode SyDesc DlTpCode Qty LocalTotalCost FuncTotalCost OrgTrdDate OTrxNum OSysTxTpCode OTrdDate OXRate PeriodFuncReal PeriodLocalReal PeriodFuncRealFX PeriodTotalReal CTrxNum CTrdDate CSysTxTpCode CXRate CuCode CuDesc ClrBrkrCode CLocalTotalProceeds CFuncTotalProceeds LTPeriodLocalReal STPeriodLocalReal LTPeriodFuncReal STPeriodFuncReal LTPeriodFuncRealFX STPeriodFuncRealFX LTPeriodTotalReal STPeriodTotalReal PositionDirection FnCode FUND ClrBrkrDesc PeriodFuncTotalPNL StDesc 10015067 DPB_2.65_O7/O7 DEUTSCHE POSTBANK 2.65% 7/2/07 -700 -843500 -1034721.45 8/25/2005 12582066 BUY 8/25/2005 0.815195 (4,293) -3500 21462 17168.55 13810509 7/18/2006 SEL 0.798562587 EUR EUROPEAN MONETARY UNIT CSFB 840000 1051890 0 -3500 0 -4293.45 0 21462 0 17168.55 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -157223.37 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -400 -414500 -521047.23 5/25/2005 12291554 BUY 5/25/2005 0.795513 42,363 33700 -10577.52 31785.07 13289357 4/24/2006 SEL 0.81073412 EUR EUROPEAN MONETARY UNIT CSFB 448200 552832.29 0 33700 0 42362.59 0 -10577.52 0 31785.07 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 760.82 BOND 10019313 DPW 0.5 02/10 DEUTSCHE POST AG 0.5% 2/3/10 -400 -414500- -521047.23 5/25/2005 12291554 BUY 5/25/2005 0.795513 40,226 32000 -7813.75 32411.85 13294290 4/25/2006 SEL 0.806744383 EUR EUROPEAN MONETARY UNIT CSFB 446500 553459.08 0 32000 0 40225.6 0 -7813.75 0 32411.85 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -2847.51 BOND 10019313 DPW 0.5 02/10 DEUTSCHE POST AG 0.5% 2/3/10 -200 -207250- -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 34,757 27650 4416.12 39173.55 13549024 5/10/2006 SEL 0.783791198 EUR EUROPEAN MONETARY UNIT CSFB 234900 299697.17 0 27650 0 34757.43 0 4416.12 0 39173.55 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 331.41 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 45,191 35950 4572.16 49763.11 13549027 5/10/2006 SEL 0.783791198 EUR EUROPEAN MONETARY UNIT CSFB 243200 310286.72 0 35950 0 45190.95 0 4572.16 0 49763.11 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 10920.97 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% EFTA01592639 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 43,997 35000 5329.5 49326.25 13554933 5/11/2006 SHT 0.781830265 EUR EUROPEAN MONETARY UNIT CSFB 242250 309849.86 0 35000 0 43996.75 0 5329.5 0 49326.25 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -1162.91 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 19,799 15750 -2843.25 16955.29 13565208 4/27/2006 SEL 0.803664711 EUR EUROPEAN MONETARY UNIT CSFB 223000 277478.9 0 15750 0 19798.54 0 -2843.25 0 16955.29 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 30.09 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 28,849 22950 3556.59 32405.89 13582011 5/18/2006 SEL 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB 230200 292929.5 0 22950 0 28849.3 0 3556.59 0 32405.89 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -1264.81 BOND 10019313 DPW0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -40 -41450 -52104.72 5/25/2005 12291554 BUY 5/25/2005 0.795513 5,782 4600 711.47 6493.9 13582014 5/18/2006 SEL 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB 46050 58598.63 0 4600 0 5782.43 0 711.47 0 6493.9 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -240.24 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -160 -173200 -211087.5 7/22/2005 12484959 BUY 7/22/2005 0.820512 13,406 11000 9900.75 23307 13582014 5/18/2006 SEL 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB 184200 234394.5 0 11000 0 13406.25 0 9900.75 0 23307 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -960.95 BOND 10019313 DPW 0.5 02/10 DEUTSCHE POST AG 0.5% 2/3/10 -840 -909300 -1108209.38 7/22/2005 12484959 BUY 7/22/2005 0.820512 56,306 46200 62728.57 119034.82 13606143 5/24/2006 SEL 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB 955500 1227244.2 0 46200 0 56306.25 0 62728.57 0 119034.82 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 6981.06 BOND 10022816 FGBMH6 Euro-bobl Mar 06 Future 11 1244320 1458778.55 12/8/2005 12871134 SHT 12/8/2005 0.852987 14,743 12430 0 14743.22 13107706 2/28/2006 CVS 0.843099233 EUR EUROPEAN MONETARY UNIT CSFB -1231890 -1461144.73 0 12430 0 14743.22 0 0 0 14743.22 S HBFT EFTA01592640 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -793.92 FUTURE 10023759 FGBMM6 Euro-bobl Jun 06 Future 11 1222870 1450446.11 2/28/2006 13107715 SHT 2/28/2006 0.843099 12,857 10010 0 12856.84 13606152 5/24/2006 CVS 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB -1212860 -1557797.38 0 10010 0 12856.84 0 0 0 12856.84 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -2849.7 FUTURE 10022817 FGBSH6 Euro-schatz Mar 06 Future 2 211030 247401.02 12/8/2005 12871136 SHT 12/8/2005 0.852987 996 840 0 996.32 13107761 2/28/2006 CVS 0.843099233 EUR EUROPEAN MONETARY UNIT CSFB -210190 -249306.36 0 840 0 996.32 0 0 0 996.32 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -13.89 FUTURE 10023761 FGBSM6 Euro-schatz Jun 06 Future 1 104840 124350.72 2/28/2006 13107767 SHT 2/28/2006 0.843099 455 355 0 455.48 13637246 6/1/2006 CVS 0.779392853 EUR EUROPEAN MONETARY UNIT CSFB -104485 -134059.48 0 355 0 455.48 0 0 0 455.48 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 29.9 FUTURE 10015096 DPBGN.DE Deutsche Postbank 13373 584400.1 716883.6 8/25/2005 12582070 SEL 8/25/2005 0.815195 (16,722) -13631.72 -21678.65 -38400.68 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -598031.82 -755284.29 0 -13631.72 0 -16722.03 0 -21678.65 0 -38400.68 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 178363.43 STOCK 10015096 DPBGN.DE Deutsche Postbank 2000 91293.8 109328.89 10/25/2005 12750902 SHT 10/25/2005 0.835038 2,222 1855.11 -5849.29 -3627.71 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -89438.69 -112956.6 0 1855.11 0 2221.58 0 -5849.29 0 -3627.71 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 26675.15 STOCK 10015096 DPBGN.DE Deutsche Postbank 285 13673.05 16484.91 11/3/2005 12771484 SHT 11/3/2005 0.829428 1,119 928.04 -730.29 388.6 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -12745.01 -16096.32 0 928.04 0 1118.89 0 -730.29 0 388.6 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3801.21 STOCK 10015096 DPBGN.DE Deutsche Postbank 1200 64617.33 78115.89 1/19/2006 12984199 SHT 1/19/2006 0.827198 13,242 10954.11 -2900.5 EFTA01592641 10341.93 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -53663.22 -67773.96 0 10954.11 0 13242.43 0 -2900.5 0 10341.93 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 16005.09 STOCK 10015096 DPBGN.DE Deutsche Postbank 640 36768.84 43771.47 2/23/2006 13093543 SHT 2/23/2006 0.840018 9,700 8148.46 -2074.98 7625.35 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -28620.38 -36146.11 0 8148.46 0 9700.33 0 -2074.98 0 7625.35 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 8536.04 STOCK 10015096 DPBGN.DE Deutsche Postbank -1304 -58314.03 -73647.7 7/25/2006 13837513 BUY 7/25/2006 0.791797 18,933 14991.05 604.77 19537.72 13852251 7/28/2006 SEL 0.786658276 EUR EUROPEAN MONETARY UNIT CSFB 73305.08 93185.42 0 14991.05 0 18932.95 0 604.77 0 19537.72 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -73.68 STOCK 10026253 DPBGN.DE_CNV Deutsche Postbank conversion shares -18802 -840813.15 -1052908.27 7/18/2006 13810515 BUY 7/18/2006 0.798562 - 0 8996.7 8996.7 13837512 7/25/2006 SEL 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB 840813.15 1061904.97 0 0 0 0 0 8996.7 0 8996.7 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -250773.13 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7000 132230 166219.72 5/25/2005 12291569 SEL 5/25/2005 0.795513 (27,530) -21900.76 10573.37 -16956.98 13074675 2/16/2006 CVS 0.841432117 EUR EUROPEAN MONETARY UNIT CSFB -154130.76 -183176.7 0 -21900.76 0 -27530.35 0 10573.37 0 -16956.98 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 4669.7 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7000 132230 166219.72 5/25/2005 12291569 SEL 5/25/2005 0.795513 (19,644) -15627.43 9359.38 -10285.08 13153271 3/14/2006 CVS 0.837696335 EUR EUROPEAN MONETARY UNIT CSFB -147857.43 -176504.81 0 -15627.43 0 -19644.46 0 9359.38 0 -10285.08 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 13265.64 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 15064 284558.96 357704.84 5/25/2005 12291569 SEL 5/25/2005 0.795513 (39,766) -31634.4 7462.16 -32303.86 13289313 4/24/2006 CVS EFTA01592642 0.81073412 EUR EUROPEAN MONETARY UNIT CSFB -316193.36 -390008.7 0 -31634.4 0 -39766.02 0 7462.16 0 -32303.86 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 8666 163700.74 205780.02 5/25/2005 12291569 SEL 5/25/2005 0.795513 (22,550) -17938.62 3178.69 -19371.05 13294131 4/25/2006 CVS 0.806744383 EUR EUROPEAN MONETARY UNIT CSFB -181639.36 -225151.07 0 -17938.62 0 -22549.74 0 3178.69 0 -19371.05 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 0.01 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 5984 120816.96 147245.67 7/22/2005 12484960 SHT 7/22/2005 0.820512 (5,616) -4607.68 -2608.83 -8224.44 13294131 4/25/2006 CVS 0.806744383 EUR EUROPEAN MONETARY UNIT CSFB -125424.64 -155470.11 0 -4607.68 0 -5615.61 0 -2608.83 0 -8224.44 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7535 152131.65 185410.45 7/22/2005 12484960 SHT 7/22/2005 0.820512 (6,796) -5575.9 -4029.43 -10825.06 13305158 4/27/2006 CVS 0.803664711 EUR EUROPEAN MONETARY UNIT CSFB -157707.55 -196235.5 0 -5575.9 0 -6795.63 0 -4029.43 0 -10825.06 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 8255 166668.45 203127.17 7/22/2005 12484960 SHT 7/22/2005 0.820512 (32,295) -26498.55 -11029.84 -43324.95 13549016 5/10/2006 BUY 0.783791198 EUR EUROPEAN MONETARY UNIT CSFB -193167 -246452.12 0 -26498.55 0 -32295.11 0 -11029.84 0 -43324.95 S HBFT Highbridge Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -10953.44 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7949 160490.31 195597.57 7/22/2005 12484960 SHT 7/22/2005 0.820512 (21,023) -17249.33 -10148.93 -31171.55 13549021 5/10/2006 CVS 0.783791198 EUR EUROPEAN MONETARY UNIT CSFB -177739.64 -226769.12 0 -17249.33 0 -21022.62 0 -10148.93 0 -31171.55 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 6913 EFTA01592643 139573.47 170105.17 7/22/2005 12484960 SHT 7/22/2005 0.820512 (20,221) -16591.2 -9416.73 -29637.26 13554930 5/11/2006 BUY 0.781830265 EUR EUROPEAN MONETARY UNIT CSFB -156164.67 -199742.42 0 -16591.2 0 -20220.53 0 -9416.73 0 -29637.26 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 6189.43 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 1342 27132.42 32752.9 7/25/2005 12489183 SHT 7/25/2005 0.828397 (3,843) -3183.36 -2179.7 -6022.49 13554930 5/11/2006 BUY 0.781830265 EUR EUROPEAN MONETARY UNIT CSFB -30315.78 -38775.4 0 -3183.36 0 -3842.79 0 -2179.7 0 -6022.49 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1201.55 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 4558 92153.19 111242.72 7/25/2005 12489183 SHT 7/25/2005 0.828397 (7,121) -5899.42 -8040.31 -15161.79 13565226 5/15/2006 BUY 0.775704922 EUR EUROPEAN MONETARY UNIT CSFB -98052.61 -126404.52 0 -5899.42 0 -7121.48 0 -8040.31 0 -15161.79 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 692.2 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 942 17871.15 20918.18 11/14/2005 12800128 SHT 11/14/2005 0.854335 (2,801) -2393.34 -2404.38 -5205.78 13565226 5/15/2006 BUY 0.775704922 EUR EUROPEAN MONETARY UNIT CSFB -20264.49 -26123.97 0 -2393.34 0 -2801.4 0 -2404.38 0 -5205.78 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 143.06 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7058 133900.85 156730.94 11/14/2005 12800128 SHT 11/14/2005 0.854335 (17,502) -14952.37 -15183.03 -32684.78 13581997 5/18/2006 BUY 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB -148853.22 -189415.72 0 -14952.37 0 -17501.75 0 -15183.03 0 -32684.78 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 782 17225.04 20823.36 1/19/2006 12984196 SHT 1/19/2006 0.827197 886 732.66 -1048.92 -163.2 13581997 5/18/2006 BUY 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB -16492.38 -20986.55 0 732.66 0 885.72 0 -1048.92 0 -163.2 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON EFTA01592644 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7741 170510.31 206129.91 1/19/2006 12984196 SHT 1/19/2006 0.827198 8,768 7252.62 -10383.19 -1615.5 13582000 5/18/2006 BUY 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB -163257.69 -207745.41 0 7252.62 0 8767.69 0 -10383.19 0 -1615.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 1200 26432.29 31954 1/19/2006 12984196 SHT 1/19/2006 0.827198 2,550 2109.07 -1607.76 941.9 13593059 5/22/2006 CVS 0.784313725 EUR EUROPEAN MONETARY UNIT CSFB -24323.22 -31012.11 0 2109.07 0 2549.66 0 -1607.76 0 941.9 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 567.11 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 15277 336505.1 406801.02 1/19/2006 12984196 SHT 1/19/2006 0.827198 24,136 19965.66 -23898.73 237.76 13606140 5/24/2006 CVS 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB -316539.44 -406563.26 0 19965.66 0 24136.49 0 -23898.73 0 237.76 S HBFT Highbridge - Financial Trust Co. CREDIT- SUISSE FIRST BOSTON -2550.82 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 11000 258551.59 314825.34 2/1/2006 13027737 SEL 2/1/2006 0.821254 37,299 30631.59 -15213.66 22084.9 13606140 5/24/2006 CVS 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB -227920 -292740.45 0 30631.59 0 37298.56 0 -15213.66 0 22084.9 S HBFT Highbridge - Financial Trust Co. CREDIT- SUISSE FIRST BOSTON -1836.68 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 5000 114927.36 146630.07 5/10/2006 13553638 SHT 5/10/2006 0.783791 14,452 11327.36 -885.78 13566.23 13606140 5/24/2006 CVS 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB -103600 -133063.84 0 11327.36 0 14452.01 0 -885.78 0 13566.23 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -834.86 STOCK 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -1500 -1706552.45 -2932113.09 12/31/2005 12966996 BUY 12/31/2005 0.582021 3,575 2022 55 0 3574.86 13074772 1/31/2006 SEL 0.565770863 GBP BRITISH POUND CSFB 1708575 3019906.31 0 2022.55 0 3574.86 0 0 0 3574.86 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -61064.28 BOND 10013812 BAA_2.62508/09 Baa 2.625% 8/19/09 SWAP 0 1708575 3019906.31 1/31/2006 13074773 BUY EFTA01592645 1/31/2006 0.56577 - 0 0.01 0.01 GBP BRITISH POUND CSFB 0 0 0 0 0 0 0 0.01 0 0.01 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 670209.13 BOND 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -60 -68343 -120796.25 1/31/2006 13074773 BUY 1/31/2006 0.56577 23,859 13707 0 23859.09 13055925 2/10/2006 SEL 0.574498032 GBP BRITISH POUND CSFB 82050 142820.33 0 13707 0 23859.09 0 0 0 23859.09 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1841.52 BOND 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -60 -68343 -120796.25 1/31/2006 13074773 BUY 1/31/2006 0.56577 23,796 13671 0 23796.43 13055926 2/10/2006 SEL 0.574498032 GBP BRITISH POUND CSFB 82014 142757.67 0 13671 0 23796.43 0 0 0 23796.43 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1778.86 BOND 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -60 -68343 -120796.25 1/31/2006 13074773 BUY 1/31/2006 0.56577 23,709 13579.14 0 23708.5 13060589 2/13/2006 SEL 0.572754088 GBP BRITISH POUND CSFB 81922.14 143031.96 0 13579.14 0 23708.5 0 0 0 23708.5 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 809.91 BOND 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -60 -68343 -120796.25 1/31/2006 13074773 BUY 1/31/2006 0.56577 23,324 13359.06 0 23324.25 13060591 2/13/2006 SEL 0.572754088 GBP BRITISH POUND CSFB 81702.06 142647.71 0 13359.06 0 23324.25 0 0 0 23324.25 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 425.66 BOND 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -210 -239200.5 -422786.88 1/31/2006 13074773 BUY 1/31/2006 0.56577 83,627 47974.5 0 83626.75 13065054 2/14/2006 SEL 0.573674096 GBP BRITISH POUND CSFB 287175 500589.1 0 47974.5 0 83626.75 0 0 0 83626.75 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 4597.39 BOND 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -80 -91124 -161061.67 1/31/2006 13074773 BUY 1/31/2006 0.56577 42,649 24576 0 42649.19 13078381 2/17/2006 SEL 0.576236026 GBP BRITISH POUND CSFB 115700 200785.78 0 24576 0 42649.19 0 0 0 42649.19 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIR