EFTA01581852.pdf

REALIZED GAIN/LOSS REPORT Date: 04/2406 11:49:41/0/4 I lIghbridge Capital Management 11Ighbridge - Financial Trust Co. Page: 2 of 7 I 1 2006 lo 331/2006 User atagott (7URREN(7Y: BRITIMI POUND BROKER: CREDIT-SIIISSE FIRST 1105!01\ Opening Transaction Closing Transaction Realized P&L Trade Tr,. Local Functional 'trade Ira. Local Functional Functional Functional Functional OW Tr:. Nos rut. TO* Proceeds EX Rate Proceed% Tn. Num itao. oe Orneeeri., FM Rate Proceeds Loral 1\ SECURITY TYPE: BOND SECURITY LOA 2.625 0149 Boa 2.625%8/1949 -1.500 12966996 12/31/05 Buy -1,706.552.45 0.5820 -2,932,113.09 13074772 01/31/06 Mi. 1.708.575.00 asost 3,019,906.31 2.022.55 3.574.86 0.00 3,574.86 0 13074773 01/31/06 BUY 1.708.575.00 0.5658 3.019.906.31 0.00 0.00 0.00 0.00 0.01 0.01 -60 13074773 OU31/136 BUY -68343.00 0.5658 -120,796.25 13055925 0211006 SEL 82,050.00 0.5745 142,820.33 13,707.00 23.859.09 0.00 23.85909 -60 13074773 01/31,06 BUY -68.343.00 0.5658 -120.796.2513053926 02/1006 SEL 82.014.00 0.5745 142.757.67 13,671.00 23,796.43 0.00 23,796.43 .60 13074773 01/31/06 BUY -68.343.00 0.5658 -120,796.25 13060589 02/13'06 SEL 81.922.14 0.5728 143,031.96 13,579.14 23,708.50 0.00 23,708.50 -60 13074773 01/3146 Buy -68,34300 0.5658 -120,796.25 13060591 02/13106 SET. 81,702.06 0.5728 142,647.71 13,359.06 23,324.25 0.00 23,324.25 -210 13074773 01/31/06 BUY -239.200.50 0.5658 .422.786.88 13065054 02/1406 SI:L 287.17500 05737 500.589.10 47,974.50 81626.75 0.00 83.626.75 -80 13074773 01/31)06 BUY -91,124.00 0.5658 ' 161 06107 13078381 02/1706 sEl. 115.700.00 0.5762 200.785.78 24.576.00 42449.19 0.00 42.64%19 .970 13074773 01/31/06 BUY -1,104,878.50 0.5658 4,952,87175 13130526 0223'06 SEL 1,390,50%20 0.5736 2,124.001.68 285,628.70 497,922.23 0.00 497,922.23 -970 13130530 02/23/06 BUY -1.390.507.20 0.5736 -2.424.001.6813265249 0328.06 SET. 1.402.782.52 0.5722 2.451.432.59 12275.32 21.451.74 0.00 21,451.74 -122 13265250 03/28/06 BUY -176.432-44 0.5722 -300324.51 13207069 03/2006 SEL 176,473.00 0.5715 308,801.28 40.56 70.97 0.00 70.97 4092 -3,273,492.09 .5,664,439.27 5,408,900.92 9,476,774.41 426133.83 743.98401 0.01 743,504.02 SECURITY HG 3.375 IMO -11111ea Group 3375% 10/10 -80512966998 12'3105 HUY 4365.22024 0.5820 -2:002,033.46 13074779 01/31/06 SEL 1.138.796.46 03658 2_012.822.74 -26.429.78 -46.714.64 0.00 -40.714.61 0 13074781 01/3106 BUY 1.138.796.46 0.5658 2.012.822.74 0.00 0.00 0.00 0.00 -0.01 -0.01 -170 13074781 01/31/06 BUY -2A0,491.18 0.5658 -425,068.16 13093563 022306 SEI., 745,86150 05736 428,599.80 5,371.32 9,363.56 0.00 9,363.56 -635 13074781 01/31/06 BUY -898.305.28 0.5658 -1.587,754.59 13130533 02/2306 sEt., 929.101.44 03736 1.619.656.09 30.796.16 53.685.40 0.00 53.685.40 :635 13130534 02/2996 BUY -929.101.44 0.5736 -1.619.656.09 13265533 03/28/06 SEL 941.657.00 0.5722 1.645.592.69 12.555.56 21.941.47 0.00 21.941.47 -635 13265534 03/2846 BUY -941,657.00 0.5722 -1,645,592-69 13215629 0321106 al, 950,455.30 0.5732 1,658,116.79 8,798.30 15,349.07 0.00 15,349.07 .20960 4.035.984.68 4.267.282.25 4.205.872.70 7361.788.11 31.091.56 53.624.86 .0.01 53,624.85 SECIRITY. TYPE: FUTURE SECVRrn' ELGIN - LONG GILT FUR744: March 2006 2 12841443 11/29'05 SR. 227,020.03 0.5773 393,278.10 13107753 02/28/06 cvs -227.280.00 0.5747 -395,455.84 452.39 0.00 -452.39 2 12841497 11/79:05 SF2. 227.02000 0.5773 393.27010 B107949 02/28/06 Buy -227,280.00 0.5747 -395.455.84 -260.00 452.39 0.00 452.39 4 454.040.00 7116.556.20 454,56140 -790,911.61 -518.00 -91147/1 0.00 .90478 SECURITY TYPE: STOCK SECURITY BAA.L • BSI Pk CM 195,500 1296700/ 12/31/05 SHT 1,232,627.50 0.5820 2,117,838.94 B074770 01/31106 CVS -1,241,425.00 0.5656 -2,194,218.69 -8,797.50 -15,549.58 ace -15,549.58 Copyngln Ic) 2002-2003 Integrated Beuinest A)nroms, Inc. lima!PortfolsoManager • SO Server ITAI0128 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061301 EFTA01581852