EFTA01592242.pdf

DETAIL 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) (3,500) 21,462 17,169 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 (157,223) 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 33,700 (10,578) 31,785 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 761 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 32,000 (7,814) 32,412 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 (2,848) 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 27,650 4,416 39,174 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 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 35,950 4,572 49,763 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 10,921 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% EFTA01592242 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 43,997 35,000 5,330 49,326 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 (1,163) 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 15,750 (2,843) 16,955 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 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 22,950 3,557 32,406 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 (1,265) BOND 10019313 DPW_0.5_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 4,600 711 6,494 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) 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 11,000 9,901 23,307 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 (961) 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 46,200 62,729 119,035 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 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 6,981 BOND 10005563 AGN_0_11/22 Allergan Inc 0% 11/6/2022 -1000 -965570 -965570 6/14/2005 12357455 BUY 6/14/2005 1 32,644 32,644 - 32,644 13600365 5/23/2006 SEL 1 USD US DOLLAR CSFB 998213.8 998213.8 0 32643.8 0 32643.8 0 0 0 32643.8 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (91,786) BOND EFTA01592243 10005563 AGN 0 11/22 Allergan Inc 0% 11/6/2022 -1500 -1514505 -1514505 7/18/2005 12467125 BUY 7/18/2005 1 (17,184) (17,184) - (17,184) 13600365 5/23/2006 SEL 1 USD US DOLLAR CSFB 1497320.7 1497320.7 0 -17184.3 0 -17184.3 0 0 0 -17184.3 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (137,679) BOND 10005563 AGN 011/22 Allergan Inc 0% 11/6/2022 -290 — -295336 -295336 7/27/2005 12499290 BUY 7/27/2005 1 (5,854) (5,854) - (5,854) 13600365 5/23/2006 SEL 1 USD US DOLLAR CSFB 289482 289482 0 -5854 0 -5854 0 0 0 -5854 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (26,618) BOND 10005563 AGN 0 11/22 Allergan Inc 0% 11/6/2022 -576 — -584576.64 -584576.64 10/20/2005 12732105 BUY 10/20/2005 1 (9,605) (9,605) - (9,605) 13600365 5/23/2006 SEL 1 USD US DOLLAR CSFB 574971.15 574971.15 0 -9605.49 0 -9605.49 0 0 0 -9605.49 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (52,869) BOND 10000606 AMGN 0 3/32 AMGEN 0% 3/32 -2000 -15846U0 -1584660 9/27/2005 12663375 BUY 9/27/2005 1 (95,910) (95,910) - (95,910) 14104796 9/19/2006 SEL 1 USD US DOLLAR CSFB 1488750 1488750 0 -95910 0 -95910 0 0 0 -95910 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3,750 BOND 10013788 AMLN 2.5_4/11 Amylin Pharm 2.5% 4/15/2011 144a -500 -540230 540230 8/29/2005 12588752 BUY 8/29/2005 1 156,665 156,665 - 156,665 13112671 3/1/2006 SEL 1 USD US DOLLAR CSFB 696895 696895 0 156665 0 156665 0 0 0 156665 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 9,122 BOND 10013788 AMLN 2.5 4/11 Amylin Pharm 2.5% 4/15/2011 144a -500 -544770 :544770 9/1/2005 12599520 BUY 9/1/2005 1 152,125 152,125 - 152,125 13112671 3/1/2006 SEL 1 USD US DOLLAR CSFB 696895 696895 0 152125 0 152125 0 0 0 152125 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 9,122 BOND 10021211 B_3.75_8/25 144A BARNES GROUP INC 3.75% 8/1/2025 144a -9 -9000 -9000 7/27/2005 12499158 BUY 7/27/2005 1 705 705 - 705 13074760 2/16/2006 SEL 1 USD US DOLLAR CSFB 9705.06 9705.06 0 705.06 0 705.06 0 0 0 705.06 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE EFTA01592244 FIRST BOSTON 250 BOND 10021211 B 3.75 8/25_144A BARNES GROUP INC 3.75% 8/1/2025 144a -8 -8246.67 -8246.67 7/27/2005 12499171 BUY 7/27/2005 1 380 380 380 13074760 2/16/2006 SEL 1 USD US DOLLAR CSFB 8626.72 8626.72 0 380.05 0 380.05 0 0 0 380.05 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 223 BOND 10021369 CNO 3.5_9/35 144A Conseco Inc 3.5% 9/30/2035 -75 -74230 -74250 8/9/2005 12546248 BUY 8/9/2005 1 10,448 10,448 - 10,448 13225939 4/4/2006 SEL 1 USD US DOLLAR CSFB 84697.5 84697.5 0 10447.5 0 10447.5 0 0 0 10447.5 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 977 BOND 10021369 CNO 3.5 9/35 144A Conseco Inc 3.5% 9/30/2035 -25- --249- 06.25 -24906.25 8/10/2005 12546251 BUY 8/10/2005 1 3,326 3,326 - 3,326 13225939 4/4/2006 SEL 1 USD US DOLLAR CSFB 28232.5 28232.5 0 3326.25 0 3326.25 0 0 0 3326.25 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 326 BOND 10021369 CNO 3.5_9/35_144A Conseco Inc 3.5% 9/30/2035 -200 -199250 -199250 8/10/2005 12546251 BUY 8/10/2005 1 27,500 27,500 - 27,500 13235876 4/6/2006 SEL 1 USD US DOLLAR CSFB 226750 226750 0 27500 0 27500 0 0 0 27500 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 391 BOND 10021369 CNO 3.5_9/35 144A Conseco Inc 3.5% 9/30/2035 -275 -273- 968.75 -273968.75 8/10/2005 12546251 BUY 8/10/2005 1 19,725 19,725 - 19,725 13903732 5/17/2006 SEL 1 USD US DOLLAR CSFB 293693.95 293693.95 0 19725.2 0 19725.2 0 0 0 19725.2 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,358) BOND 10021369 CNO 3.5 9/35 144A Conseco Inc 3.5% 9/30/2035 -500 --501- 450 -501450 8/10/2005 12546323 BUY 8/10/2005 1 32,539 32,539 - 32,539 13903732 5/17/2006 SEL 1 USD US DOLLAR CSFB 533989 533989 0 32539 0 32539 0 0 0 32539 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (4,287) BOND 10020900 CVTX 3.25 8/13 Cv Therapeutics 3.25 8/16/2013 -5 -5278.13 -5278.13 6/29/2005 12411068 BUY 6/29/2005 1 671 671 671 13015153 1/30/2006 SEL 1 USD US DOLLAR CSFB 5949 5949 0 670.88 0 670.88 0 0 0 670.88 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 38 BOND 10020900 CVTX_3.25_8/13 Cv Therapeutics 3.25 EFTA01592245 8/16/2013 -10 -10550 -10550 6/29/2005 12411072 BUY 6/29/2005 1 1,348 1,348 - 1,348 13015153 1/30/2006 SEL 1 USD US DOLLAR CSFB 11898 11898 0 1348 0 1348 0 0 0 1348 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 76 BOND 10007696 DIS 2.125_4/23 Disney 2.125% 4/15/2023 -1000 -1073040 -1073040 6/14/2005 12357536 BUY 6/14/2005 1 (16,642) (16,642) - (16,642) 13042146 2/7/2006 SEL 1 USD US DOLLAR CSFB 1056398 1056398 0 -16642 0 -16642 0 0 0 -16642 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 35,684 BOND 121621 -DX 0 2/21 Tjx 0% 02/2021 -1000 -805625 -805625 5/23/2005 - - 12282511 - - BUY 5/23/2005 1 17,647 17,647 - 17,647 13265642 4/17/2006 SEL 1 USD US DOLLAR CSFB 823272 823272 0 17647 0 17647 0 0 0 17647 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (937) BOND 121621 TJX 0 2/21 Tjx 0% 02/2ä2f -500 -402812.5 -402812.5 5/23/2005 12282511 BUY 5/23/2005 1 13,125 13,125 - 13,125 13280201 4/20/2006 SEL 1 USD US DOLLAR CSFB 415937.5 415937.5 0 13125 0 13125 0 0 0 13125 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 938 BOND 121621 -DX 0_2/21 Tjx 0% 02/2ä2f -750 -604218.75 -604218.75 5/23/2005 12282511 BUY 5/23/2005 1 2,539 2,539 - 2,539 13606457 5/24/2006 SEL 1 USD US DOLLAR CSFB 606757.5 606757.5 2538.75 0 2538.75 0 0 0 2538.75 0 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,135 BOND 121621 TJX 0 2/21 Tjx 0% 02/2ä2f -750 -604218.75 -604218.75 5/23/2005 12282511 BUY 5/23/2005 1 8,366 8,366 - 8,366 13797059 7/13/2006 SEL 1 USD US DOLLAR CSFB 612584.25 612584.25 8365.5 0 8365.5 0 0 0 8365.5 0 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,508 BOND 10020462 VNO 3.875_4/25 Vornado Rlty Trust 3.875% 4/15/2025 -2000 -2055000 -2055000 5/23/2005 12282672 BUY 5/23/2005 1 347,660 347,660 - 347,660 13954319 8/17/2006 SEL 1 USD US DOLLAR CSFB 2402660 2402660 347660 0 347660 0 0 0 347660 0 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3,685) BOND 10012212 WYE FLT 1/24 WYETH CORP FLT 1/15/2024 -2000 --2057500 -2057500 8/16/2005 12560477 BUY 8/16/2005 1 32,500 32,500 - EFTA01592246 32,500 13047334 2/8/2006 SEL 1 USD US DOLLAR CSFB 2090000 2090000 0 32500 0 32500 0 0 0 32500 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,057) BOND SUBTOTAL(9,P2:P35)=1,132,541 BOND Total 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 2,023 - 3,575 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 (61,064) BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP 0 1708575 3019906.31 1/31/2006 13074773 BUY 1/31/2006 0.56577 - - 0 0 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 670,209 BOND-OFF BALANCE SHEET 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 13,707 - 23,859 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 1,842 BOND-OFF BALANCE SHEET 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 13,671 - 23,796 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 1,779 BOND-OFF BALANCE SHEET 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 13,579 - 23,709 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 810 BOND-OFF BALANCE SHEET 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 13,359 - 23,324 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 426 BOND-OFF BALANCE SHEET EFTA01592247 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 47,975 - 83,627 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 4,597 BOND-OFF BALANCE SHEET 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 24,576 - 42,649 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 FIRST BOSTON 4,180 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -970 -1104878.5 -1952872.75 1/31/2006 13074773 BUY 1/31/2006 0.56577 497,922 285,629 - 497,922 13130528 2/23/2006 SEL 0.573641187 GBP BRITISH POUND CSFB 1390507.2 2424001.68 0 285628.7 0 497922.23 0 0 0 497922.23 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 38,461 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -970 -1390507.2 -2424001.68 2/23/2006 13130530 BUY 2/23/2006 0.573641 21,452 12,275 - 21,452 13265249 3/28/2006 SEL 0.572229693 GBP BRITISH POUND CSFB 1402782.52 2451432.59 0 12275.32 0 21451.74 0 0 0 21451.74 L HBFT Highbridge Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (26,483) BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -122 -176432.44 -308324.51 3/28/2006 13265250 BUY 3/28/2006 0.572229 71 41 71 13207069 3/29/2006 SEL 0.571477555 GBP BRITISH POUND CSFB 176473 308801.28 0 40.56 0 70.97 0 0 0 70.97 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,917) BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -102 -147509.09 -257779.51 3/28/2006 13265250 BUY 3/28/2006 0.572229 1,043 595 - 1,043 13235339 4/6/2006 SEL 0.570613409 GBP BRITISH POUND CSFB 148104 259552.26 0 594.91 0 1042.58 0 0 0 1042.58 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (444) BOND-OFF BALANCE SHEET 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -200 -289233.51 -505450.02 3/28/2006 EFTA01592248 13265250 BUY 3/28/2006 0.572229 13,591 7,766 - 13,591 13239445 4/7/2006 SEL 0.571444898 GBP BRITISH POUND CSFB 297000 519735.15 0 7766.49 0 13590.97 0 0 0 13590.97 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 8,524 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -121 -174986.27 -305797.26 3/28/2006 13265250 BUY 3/28/2006 0.572229 7,179 4,102 - 7,179 13239449 4/7/2006 SEL 0.571444898 GBP BRITISH POUND CSFB 179088.75 313396.36 0 4102.48 0 7179.13 0 0 0 7179.13 L HBFT Highbridge - Financial Trust Co. CREDIT- SUISSE FIRST BOSTON 4,113 BOND-OFF BALANCE SHEET 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -102 -147509.09 -257779.51 3/28/2006 13265250 BUY 3/28/2006 0.572229 2,672 1,528 - 2,672 13260749 4/13/2006 SEL 0.571787981 GBP BRITISH POUND CSFB 149036.79 260650.44 0 1527.7 0 2671.79 0 0 0 2671.79 L HBFT Highbridge - Financial Trust Co. CREDIT- SUISSE FIRST BOSTON (261) BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -82 -118585.74 -207234.51 3/28/2006 13265250 BUY 3/28/2006 0.572229 8,003 4,517 - 8,003 13269791 4/18/2006 SEL 0.564381861 GBP BRITISH POUND CSFB 123102.5 218119.16 0 4516.76 0 8003.02 0 0 0 8003.02 L HBFT Highbridge - Financial Trust Co. CREDIT- SUISSE FIRST BOSTON 1,886 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -241 -348526.38 -609067.27 3/28/2006 13265250 BUY 3/28/2006 0.572229 23,595 13,275 - 23,595 13275602 4/19/2006 SEL 0.562619557 GBP BRITISH POUND CSFB 361801.25 643065.54 0 13274.87 0 23594.76 0 0 0 23594.76 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (8,991) BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP -805 -1165226.24 -2002033.46 12/31/2005 12966998 BUY 12/31/2005 0.582021 (46,715) (26,430) - (46,715) 13074779 1/31/2006 SEL 0.565770863 GBP BRITISH POUND CSFB 1138796.46 2012822.74 0 -26429.78 0 -46714.64 0 0 0 -46714.64 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (58,745) BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP 0 1138796.46 2012822.74 1/31/2006 13074781 BUY 1/31/2006 0.56577 - - (0) (0) GBP EFTA01592249 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 48,678 BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP -170 -240491.18 -425068.16 1/31/2006 13074781 BUY 1/31/2006 0.56577 9,364 5,371 - 9,364 13093563 2/23/2006 SEL 0.573641187 GBP BRITISH POUND CSFB 245862.5 428599.8 0 5371.32 0 9363.56 0 0 0 9363.56 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (303) BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP -635 -898305.28 -1587754.59 1/31/2006 13074781 BUY 1/31/2006 0.56577 53,685 30,796 53,685 13130533 2/23/2006 SEL 0.573641187 GBP BRITISH POUND CSFB 929101.44 1619656.09 0 30796.16 0 53685.4 0 0 0 53685.4 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 17,578 BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.37596_10/10 SWAP -635 -929101.44 -1619656.09 2/23/2006 13130534 BUY 2/23/2006 0.573641 21,941 12,556 - 21,941 13265533 3/28/2006 SEL 0.572229693 GBP BRITISH POUND CSFB 941657 1645592.69 0 12555.56 0 21941.47 0 0 0 21941.47 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (6,724) BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP -635 -941657 -1645592.69 3/28/2006 13265534 BUY 3/28/2006 0.572229 15,349 8,798 - 15,349 13215629 3/31/2006 SEL 0.573213723 GBP BRITISH POUND CSFB 950455.3 1658116.79 0 8798.3 0 15349.07 0 0 0 15349.07 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3,733 BOND-OFF BALANCE SHEET SUBTOTAL(9,P37:P59)=853,691 BOND-OFF BALANCE SHEET Total 10022816 FGBMH6 Euro-bobl Mar 06 Future 11 1244320 1458778.55 12/8/2005 12871134 SHT 12/8/2005 0.852987 14,743 12,430 - 14,743 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 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (794) FUTURE 10023759 FGBMM6 Euro-bobl Jun 06 Future 11 1222870 1450446.11 2/28/2006 13107715 SHT 2/28/2006 0.843099 12,857 10,010 - 12,857 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 EFTA01592250 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,850) FUTURE 10022817 FGBSH6 Euro-schatz Mar 06 Future 2 211030 247401.02 12/8/2005 12871136 SHT 12/8/2005 0.852987 996 840 - 996 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 (14) FUTURE 10023761 FGBSM6 Euro-schatz Jun 06 Future 1 104840 124350.72 2/28/2006 13107767 SHT 2/28/2006 0.843099 455 355 - 455 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 30 FUTURE 10022652 FLGH6 LONG GILT FUTURE March 2006 2 227020 393278.1 11/29/2005 12841443 SEL 11/29/2005 0.57725 (452) (260) - (452) 13107753 2/28/2006 CVS 0.574729159 GBP BRITISH POUND CSFB -227280 -395455.84 0 -260 0 -452.39 0 0 0 -452.39 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (734) FUTURE 10022652 FLGH6 LONG GILT FUTURE March 2006 2 227020 393278.1 5/26/2005 12841497 SEL 5/26/2005 0.57725 (452) (260) - (452) 13107919 2/28/2006 BUY 0.574729159 GBP BRITISH POUND CSFB -227280 -395455.84 0 -260 0 -452.39 0 0 0 -452.39 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (731) FUTURE 10023760 FLGM6 LONG GILT FUTURE JUNE 2006 2 226700 394446.67 2/28/2006 13107756 SHT 2/28/2006 0.574729 9,634 5,420 - 9,634 13275598 4/19/2006 CVS 0.562619557 GBP BRITISH POUND CSFB -221280 -393303.07 0 5420 0 9633.51 0 0 0 9633.51 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (77) FUTURE 10023760 FLGM6 LONG GILT FUTURE JUNE 2006 2 226700 394446.67 5/26/2005 13107920 SEL 5/26/2005 0.574729 11,929 6,360 - 11,929 13593061 5/22/2006 CVS 0.533176935 GBP BRITISH POUND CSFB -220340 -413258.69 0 6360 0 11928.5 0 0 0 11928.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (907) FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 6 636984.37 636984.37 5/24/2005 12896794 SEL 5/24/2005 1 6,797 6,797 - 6,797 13116841 3/1/2006 BUY 1 USD US DOLLAR CSFB -630187.5 -630187.5 0 6796.87 0 6796.87 0 0 0 6796.87 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,219 FUTURE EFTA01592251 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 16 1698624.99 1698624.99 5/24/2005 12896796 SEL 5/24/2005 1 18,125 18,125 - 18,125 13116843 3/1/2006 BUY 1 USD US DOLLAR CSFB -1680500 -1680500 0 18124.99 0 18124.99 0 0 0 18124.99 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3,250 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 1 106164.06 106164.06 5/24/2005 12896798 SEL 5/24/2005 1 1,133 1,133 - 1,133 13116845 3/1/2006 BUY 1 USD US DOLLAR CSFB -105031.25 -105031.25 0 1132.81 0 1132.81 0 0 0 1132.81 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 203 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 3 318492.19 318492.19 5/24/2005 12896800 SEL 5/24/2005 1 3,398 3,398 - 3,398 13116847 3/1/2006 BUY 1 USD US DOLLAR CSFB -315093.75 -315093.75 0 3398.44 0 3398.44 0 0 0 3398.44 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 609 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 1 106164.06 106164.06 5/24/2005 12896802 SEL 5/24/2005 1 1,133 1,133 - 1,133 13116849 3/1/2006 BUY 1 USD US DOLLAR CSFB -105031.25 -105031.25 0 1132.81 0 1132.81 0 0 0 1132.81 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 203 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 2 212328.12 212328.12 5/24/2005 12896804 SEL 5/24/2005 1 2,266 2,266 - 2,266 13116851 3/1/2006 BUY 1 USD US DOLLAR CSFB -210062.5 -210062.5 0 2265.62 0 2265.62 0 0 0 2265.62 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 406 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 6 636984.37 636984.37 5/26/2005 12896806 SEL 5/26/2005 1 6,797 6,797 - 6,797 13116853 3/1/2006 BUY 1 USD US DOLLAR CSFB -630187.5 -630187.5 0 6796.87 0 6796.87 0 0 0 6796.87 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,219 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 2 212328.12 212328.12 5/26/2005 12896808 SEL 5/26/2005 1 2,266 2,266 - 2,266 13116855 3/1/2006 BUY 1 USD US DOLLAR CSFB -210062.5 -210062.5 0 2265.62 0 2265.62 0 0 0 2265.62 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 406 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 1 EFTA01592252 106164.06 106164.06 6/14/2005 12896810 SEL 6/14/2005 1 1,133 1,133 - 1,133 13116857 3/1/2006 BUY 1 USD US DOLLAR CSFB -105031.25 -105031.25 0 1132.81 0 1132.81 0 0 0 1132.81 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 203 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 3 318492.19 318492.19 6/14/2005 12896812 SEL 6/14/2005 1 2,227 2,227 - 2,227 13042158 2/7/2006 BUY 1 USD US DOLLAR CSFB -316265.63 -316265.63 0 2226.56 0 2226.56 0 0 0 2226.56 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 180 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 4 424656.25 424656.25 6/22/2005 12896814 SEL 6/22/2005 1 4,531 4,531 - 4,531 13116859 3/1/2006 BUY 1 USD US DOLLAR CSFB -420125 -420125 0 4531.25 0 4531.25 0 0 0 4531.25 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 813 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 4 424656.25 424656.25 7/19/2005 12896816 SEL 7/19/2005 1 4,531 4,531 - 4,531 13116861 3/1/2006 BUY 1 USD US DOLLAR CSFB -420125 -420125 0 4531.25 0 4531.25 0 0 0 4531.25 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 813 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 3 318492.19 318492.19 7/26/2005 12896818 SEL 7/26/2005 1 3,398 3,398 - 3,398 13116863 3/1/2006 BUY 1 USD US DOLLAR CSFB -315093.75 -315093.75 0 3398.44 0 3398.44 0 0 0 3398.44 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 609 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 4 424656.25 424656.25 8/10/2005 12896820 SEL 8/10/2005 1 4,531 4,531 - 4,531 13116865 3/1/2006 BUY 1 USD US DOLLAR CSFB -420125 -420125 0 4531.25 0 4531.25 0 0 0 4531.25 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 813 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 -2 -212328.12 -212328.12 8/16/2005 12896822 BUY 8/16/2005 1 (1,391) (1,391) - (1,391) 13047347 2/8/2006 SEL 1 USD US DOLLAR CSFB 210937.5 210937.5 0 -1390.62 0 -1390.62 0 0 0 -1390.62 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 26 FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 6 629812.5 629812.5 5/24/2005 13116842 SEL EFTA01592253 5/24/2005 1 6,375 6,375 - 6,375 13636941 5/31/2006 CVS 1 USD US DOLLAR CSFB -623437.5 -623437.5 6375 0 6375 0 0 0 6375 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (15) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 16 1679500 1679500 5/24/2005 13116844 SEL 5/24/2005 1 17,000 17,000 - 17,000 13636942 5/31/2006 CVS 1 USD US DOLLAR CSFB -1662500 -1662500 17000 0 17000 0 0 0 17000 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (40) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 1 104968.75 104968.75 5/24/2005 13116846 SEL 5/24/2005 1 1,063 1,063 - 1,063 13636940 5/31/2006 CVS 1 USD US DOLLAR CSFB -103906.25 -103906.25 1062.5 0 1062.5 0 0 0 1062.5 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 3 314906.25 314906.25 5/24/2005 13116848 SEL 5/24/2005 1 3,188 3,188 - 3,188 13636940 5/31/2006 CVS 1 USD US DOLLAR CSFB -311718.75 -311718.75 3187.5 0 3187.5 0 0 0 3187.5 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (8) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 1 104968.75 104968.75 5/24/2005 13116850 SEL 5/24/2005 1 1,063 1,063 - 1,063 13636945 5/31/2006 CVS 1 USD US DOLLAR CSFB -103906.25 -103906.25 1062.5 0 1062.5 0 0 0 1062.5 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 2 209937.5 209937.5 5/24/2005 13116852 SEL 5/24/2005 1 2,125 2,125 - 2,125 13636945 5/31/2006 CVS 1 USD US DOLLAR CSFB -207812.5 -207812.5 2125 0 2125 0 0 0 2125 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (5) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 6 629812.5 629812.5 5/26/2005 13116854 SEL 5/26/2005 1 6,375 6,375 - 6,375 13636937 5/31/2006 CVS 1 USD US DOLLAR CSFB -623437.5 -623437.5 6375 0 6375 0 0 0 6375 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (15) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 2 209937.5 209937.5 5/26/2005 13116856 SEL 5/26/2005 1 2,125 2,125 - 2,125 13636946 5/31/2006 CVS 1 USD US DOLLAR EFTA01592254 CSFB -207812.5 -207812.5 2125 0 2125 0 0 0 2125 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (5) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 1 104968.75 104968.75 6/14/2005 13116858 SEL 6/14/2005 1 719 719 - 719 13606481 5/24/2006 BUY 1 USD US DOLLAR CSFB -104250 -104250 0 718.75 0 718.75 0 0 0 718.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (253) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 4 419875 419875 6/22/2005 13116860 SEL 6/22/2005 1 4,250 4,250 - 4,250 13636947 5/31/2006 CVS 1 USD US DOLLAR CSFB -415625 -415625 0 4250 0 4250 0 0 0 4250 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (10) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 4 419875 419875 7/19/2005 13116862 SEL 7/19/2005 1 4,250 4,250 - 4,250 13636948 5/31/2006 CVS 1 USD US DOLLAR CSFB -415625 -415625 0 4250 0 4250 0 0 0 4250 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (10) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 3 314906.25 314906.25 7/26/2005 13116864 SEL 7/26/2005 1 3,188 3,188 - 3,188 13636949 5/31/2006 CVS 1 USD US DOLLAR CSFB -311718.75 -311718.75 0 3187.5 0 3187.5 0 0 0 3187.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (8) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 4 419875 419875 8/10/2005 13116866 SEL 8/10/2005 1 4,250 4,250 - 4,250 13636950 5/31/2006 CVS 1 USD US DOLLAR CSFB -415625 -415625 0 4250 0 4250 0 0 0 4250 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (10) FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 6 622968.75 622968.75 5/31/2006 13636951 SHT 5/31/2006 1 (7,219) (7,219) - (7,219) 14005573 9/4/2006 CVS 1 USD US DOLLAR CSFB -630187.5 -630187.5 0 -7218.75 0 -7218.75 0 0 0 -7218.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 375 FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 4 415312.5 415312.5 5/31/2006 13636952 SHT 5/31/2006 1 1,188 1,188 - 1,188 13797069 7/13/2006 BUY 1 USD US DOLLAR CSFB -414125 -414125 0 1187.5 0 1187.5 0 0 0 1187.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (73) FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 6 EFTA01592255 622968.75 622968.75 5/31/2006 13636953 SHT 5/31/2006 1 (7,219) (7,219) - (7,219) 14005575 9/4/2006 CVS 1 USD US DOLLAR CSFB -630187.5 -630187.5 0 -7218.75 0 -7218.75 0 0 0 -7218.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 375 FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 16 1661250 1661250 5/31/2006 13636954 SHT 5/31/2006 1 (12,250) (12,250) - (12,250) 13954347 8/17/2006 BUY 1 USD US DOLLAR CSFB -1673500 -1673500 0 -12250 0 -12250 0 0 0 -12250 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (40) FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 3 311484.38 311484.38 5/31/2006 13636955 SHT 5/31/2006 1 (3,609) (3,609) - (3,609) 14005577 9/4/2006 CVS