EFTA01581824.pdf

Fund: 16ghlnidge - Financial 'Itssl Co. PORTFOLIO APPRAISAL Dale: 1016,1306 4:41:16P/1 Ibte: 9,30'2006 Hight:side* Capital klroarptatat Page: 2 of 2 As M9/30,2006 then manta 1.0Cal Deal Pct. Purchase 'focal I oral \larkrt I 'totalized Pd. Di' lint 1'nel Quantity nils1 Description T, Currents-Visit Ilate Cost Market Value Gainfl ens UI. Accrual Credil-suroc lint Motor' ',nil 4859.000.94 8.309.631.57 507.568.12 0.06 83.12180 1096F/ridge Financial Tnril Co. total 6103 4.859.000.94 8.309.631.57 507.568.12 0.06 83.128.80 "total 68.03 4,859,00194 8.309.631.57 507.568.12 0.06 63,128.80 Trade Dale Cash Summary Qty Accouot Cost Total Cost Market Price Market Value Unrealized Ins. 1,466,795.94 CSFA - NOT- USD 1.0000 3.466.795.94 1.0000 3.466.795.94 0.(Xl 268.53 cam-103E1 - ❑B' 01138 218.54 0.7997 214.75 -3.79 91122.09 CSF73.193E-1' • um 1.7433 159.024.61 11718 170.744.95 1111331 117,931.46 CS113 • 10317f • EUR 11679 149,530.60 1.2684 149,590.16 59.% 4016710 CSFB - 1931:1 Futures • USD 1.0000 -30,567.90 1.0000 -30,567.90 0.0o 1 40723 CSFB -11314 Figures - GBP 1.6526 15,576.56 11718 15,73736 160.80 36111.61 CSFB -13811' Futures - EUR 1.2099 44,293.87 1.2685 46,440.00 2,146.1' 036 CSI-B SWAP - IIBFT - DSU 1.0000 0.56 1.0000 0.56 0.00 45216 CSFT3 SWAP - !MET - OPP 1.7960 -273.28 1.8718 -284.81 -11.51 3.804.599.50 3,818,671.111 14,071.51 Portfolio Surnmary Asset Fusetlostal Value tonn lawmen' Value 25.543.493.54 Trade DAC Cash Inventory Value 3,118,671.01 Accrued Fixed Income Interest Inventory V 123,288.96 Accrued Marvin Inicresl 4.016.72 Accrued NW'S Inrava Unrealized FX Vi -1.78 Accrued Dividend; 41,320.03 Shen Inventory Value 47.233.861.98 12114316.44 hum Dale: NA VisualPortfolioManager - Sql Sewer ITAI0128 Etlective Dale: NA Copyrighr 0)2002-1003 IniegratedMoines, System:, lnc. Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061270 EFTA01581824