EFTA01581854.pdf

REALIZED GAIN/LOSS REPORT Date: 04,24'06 II:49:41AM I lighbridge Capital Management Ilighbridge - Financial Trust Co. P4c: 4 of 7 I 12006 to 3:31/2006 Use saanios (7IRRENCY: US DOLLAR BROKER: CREDII-SUISSE FIRM' IX isI ON Opening Transaction Cloning Transaction Realized 'WI. Trade Tr:. local Functional 'Trade Ira. local Functional Functional uridrat al Eli tonal Otv 7F8.NM not. 7NOC Proceeds K( Rate Proceed% Tea. Num 1.a. Tim Warred% EN Rate Proceeds Loral leadino SECIRITY TYPE: BOND SECURITY AML N 2.5 4/11 Norm 2.5%4/15/2011 144. 400 12588752 08/2605 BUY -540.230.00 1.0000 -540.230.00 1311267/ 03401/06 SEL 696,895.00 1.0000 696.895.00 154665.00 134665.00 0.00 134665.00 -500 12599520 09101/05 BUY -544.770.00 1.0000 -544.770.00 13112671 001106 SEL 694895.00 1.0000 696,895.00 151125.00 152,125.00 0.00 151125.00 -1.0110 -L085,000.00 -1.085.000.00 1,393,798.14 1,393,790.00 303.790.00 308.790.00 0.00 3011.790.00 SECURITY B 3.75 8/25 144A- BARNES GROUP INC 3.75%8/1/2 -9 12499158 07/27/05 BUY -9.000.00 1.0000 -9.000.00 13074760 02/16'06 SEL 9,705.06 1.0000 9.705.06 705.06 705.06 (8/(0 705,06 4 12499171 07/2105 BUY 4.246.67 1.0000 4.24647 13074760 02/6'06 SEL 8,626.72 1.0000 8.626.72 380.05 380.05 (10x0 180.05 -17 •17346.67 •17.24667 18,331.78 18,331.71 1,085.11 1,085.11 0.00 1685.11 SECURITY OM 3.25 8/13 Cv Therapeutics 3.25 V16/2013 4 12411068 061905 BUY -3,278.13 1.0000 -5,278.13 13013133 01/3046 SEL 5,949.00 1.0000 5,949.00 670.88 670.88 0.00 670.88 •1012411072 06/2905 BUY •10.550.00 1.0000 •10.550.0013013153 014006 SEL 11.898.00 1.0000 11,898.00 1,348.00 1.348.00 0.00 1,348.00 .15 .15,828.13 45,828.13 17447.00 17,847.00 2.018.118 2,018.88 0.00 2,018.88 SECURITY INS 2.125 4/23- Disney 2.125934/1541123 -1.00012357536 06:1405 BUY -1.073.040.00 1.0000 -1.073,040.00 13042146 0207/06 SEL 1.054398.00 1.0000 1.056.398.00 -14642.00 -14642.00 0.00 -16.642.00 -1.010 -1,17.3.041.01/ -1.173,04000 Lk44.398.00 1.054398.00 46.612.0/ -16.642.00 0.00 46,642.00 SECURITY WYE ELT 1/24 MY KnI CORP FLT 1/15/2124 •2.00012560477 OVI605 BUY -1057.50603 1.0000 -1051500.00 130/7334 0208106 SEL 2,090,003.00 1.0000 2,090,000.00 32.500.00 32,500.00 0.(x0 32,500.00 .2,0811 -2.057.500.00 -2/157,500.00 10900600 2,090,000.00 32,500011 32,500.00 0.00 32,5000 SECURITY TYPE FUTURE SECURITY FYH6 - LUSTS YEAR T.NOTE FITT MARCH 06 6 12896794 12/016)5 sty 63498437 1.0000 636,98437 13116841 0391/06 BUY -630,187.50 1.0000 430,187.50 4796.87 4796.87 0.00 4796.87 16 12896796 12/01/05 sa. 1,698,624.99 1.0000 1,698,624.99 13111843 0341/06 BUY -1.680.500.00 1.0000 -1.680.500.00 18324.99 18.124.99 0.00 18,124.99 1 12896798 12/01/05 SFI. 106.164.06 1.0000 106.164.06 13116845 0301/06 BUY -105.031.25 1.0000 -105.031.25 1.132.81 1.132.81 0.00 1.132.81 3 12896800 12101105 SE1 318,492.19 1.0000 316.492.19 13116847 0301/06 BUY -315,093.75 1.0000 415,093.75 3,398.44 3.398.41 0.00 3,398.44 1 12896802 12/01/05 Slat 104164.06 1.0000 104164.06 13116149 0301106 BUY -105,031.25 1.0300 -105,031.25 1,132.81 1,132.81 0.00 1,132.81 2 12896804 12101105 SEL 212,328.12 1.0000 211328.12 13116g51 0301/06 BUY •21406250 I.0000 •210.062.50 2,265.62 2265.62 0.00 1265.62 6 128,6406 12/01/05 sa, 63498437 1.0000 636,984.37 13116853 03.401/06 BUY -630,187.50 1.0000 -630,187.50 4796.87 6,796.87 0.00 4796.87 2 12896808 12/01/05 SM. 212.328.12 1.0000 212.328.12 13116855 03/01/06 BUY -210.062.50 1.0000 -210.062.50 2,265.62 2.265.62 0.00 2.265.62 1 12896810 12101/05 SEL 104164.06 1.0000 106.161.06 13116857 0301/06 BUY -105.031.25 1.0000 -105.031.25 1.132.81 1,132.81 0.00 1,132.81 Copyright (c) 2002.2003 Integrated Runnels 9)eleeu, Inc. Dural Portfolso3lanager • 391Server ITA/0128 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061303 EFTA01581854