EFTA01592499.pdf

Fund: Clearing Broker Currency: Fund Asset/Liability Long HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT Total For: Short HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT Total For: Total For: 10000 10010 10030 11000 11030 11050 11300 EFTA01592499 11330 12000 12030 16000 16020 16030 17000 17010 17020 17030 17100 17130 81000 Long 10000 10010 12000 16000 16010 16020 16030 17000 17010 17020 17030 17100 17130 81000 Short Asset/Liability Income/Expense/Shareholder's Equity Income/Expense HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT EFTA01592500 Entry Date: Effective Date: 40030 41030 41330 42030 46020 46030 47020 47030 47130 50030 51030 52030 56020 56030 57020 57030 57130 61000 61300 N\A N\A Unrealized Cash FX Gain/Loss Unrealized Accrued Fixed Income Interest FX Gain/L Unrealized Accrued Margin Interest FX Gain/Loss Unrealized Accrued Dividend FX Gain/Loss Unrealized Inventory Security Gain/Loss Unrealized Inventory FX Gain/Loss Unrealized Off Bal Security Gain/Loss Unrealized Off Bal FX Gain/Loss Unrealized Off bal Contra Inv FX Gain\Loss Realized Cash FX Gain/Loss Realized Accrued Fixed Income Interest FX Gain/Los Realized Accrued Dividend FX Gain/Loss 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 46,924 -58 5 978 442,824 -116,668 -53,034 0 0 EFTA01592501 47,622 -15 -613 207,172 16,217 426,128 -77,596 77,596 382,408 -216,035 -3,410 -6 -3 0 680,300 -87,653 81,074 -418 418 54,226 -12 0 372,039 36,149 491,830 -59,596 59,596 566,768 -306,086 -50,334 52 -7 -978 237,476 29,016 134,108 -418 418 6,604 3 613 164,867 19,933 65,702 18,000 -18,000 184,360 -90,051 Copyright (c) 2002-2003 Integrated Business Systems, Inc. Visual Portfolio Manager - Sql Server VPM0128 Cash EFTA01592502 Unsettled Cash Dividend Pay/Rec Settled Inventory Cost Basis Unsettled Inventory Cost Basis Unrealized Security Inventory Value Unrealized FX Inventory Value Off Bal Settled Inventory Cost Basis Off Bal Unsettled Inventory Cost Basis Unrealized Off Bal Security Inventory Value Unrealized Off Bal FX Inventory Value Off Bal Contra Inventory Cost Basis Unrealized FX Off bal Contra Inv Pay/Rec Value Cash from Transfer Cash Unsettled Cash Unrealized FX Cash Value Accrued Fixed Income Interest Unrealized FX Accrued Fixed Income Interest Value Off Bal Contra Fixed Income Interest Margin Interest Pay/Rec Unrealized FX Margin Interest Pay/Rec Value Dividend Pay/Rec Unrealized FX Dividend Pay/Rec Value Settled Inventory Cost Basis Unrealized Security Inventory Value Unrealized FX Inventory Value Off Bal Settled Inventory Cost Basis Off Bal Unsettled Inventory Cost Basis Unrealized Off Bal Security Inventory Value Unrealized Off Bal FX Inventory Value Off Bal Contra Inventory Cost Basis Unrealized FX Off bal Contra Inv Pay/Rec Value Cash from Transfer -39,130,772 0 46,924 205,400 -58 -37,651 -40,138 5 194,700 978 48,027,701 577,343 -233,632 5,146,475 0 -34,558 0 -5,146,475 EFTA01592503 0 2,125,184 11,701,426 33,175,278 -2,027 -63,254 -31,571,151 2,177 -134,519 116,964 -14,495,309 0 -18,476 0 14,495,309 0 -2,125,184 -620,192 11,081,233 -33,525,662 -2,361 -3,410 211,237 -6 -5,060 -22,435 -3 0 0 43,779,003 2,678,957 -114,162 4,097,025 -1,953,917 5,645 -12,877 -2,143,108 12,877 2,125,184 15,126,929 31,636,501 -122,807 -36,399 -31,070,615 110,318 -1,998,657 26,509 -14,099,905 1,946,139 75,429 12,459 EFTA01592504 12,153,766 -12,459 -2,125,184 -3,504,905 11,622,024 5,605,110 -2,361 -50,334 5,837 52 32,592 17,703 -7 -194,700 -978 -4,248,698 2,101,615 119,471 -1,049,449 -1,953,917 40,203 -12,877 3,003,367 12,877 0 3,425,503 -1,538,776 -120,781 26,856 500,536 108,141 -1,864,138 -90,455 395,403 1,946,139 93,905 12,459 -2,341,543 -12,459 0 -2,884,713 540,791 Highbridge Financial Trust Co. Functional Accoun t Numbe Account Description NET ASSET VALUE ANALYSIS Highbridge Capital Management Date: EFTA01592505 Page: Login: As of 12/31/2005 4/21/2006 1 of 2 asantos As of 3/31/2006 Change 3:32:01PM EFTA01592506 Fund: Clearing Broker Currency: Fund HBFT HBFT HBFT HBFT HBFT Total For: HBFT Highbridge - Financial Trust Co. Functional Accoun t Numbe 61400 61900 62000 63000 65900 Shareholders Equity 30000 Total For: Total For: Account Description Swap Interest Other Interest Dividends Executing Broker Commissions Other Income/Expense Income/Expense Owners Equity Shareholders Equity Income/Expense/Shareholder's Equity NET ASSET VALUE ANALYSIS Highbridge Capital Management Date: Page: Login: As of 12/31/2005 -48,224 1,951 -53,828 -2,148 -374 1,081,233 10,000,000 10,000,000 11,081,233 4/21/2006 EFTA01592507 2 of 2 asantos As of 3/31/2006 -59,638 1,951 -201,480 -3,654 -374 1,622,024 10,000,000 10,000,000 11,622,024 Change -11,414 0 -147,652 -1,506 0 540,791 0 0 540,791 3:32:01PM Entry Date: Effective Date: N\A N\A Copyright (c) 2002-2003 Integrated Business Systems, Inc. Visual Portfolio Manager - Sql Server VPM0128 EFTA01592508