EFTA01592449.pdf

Fund: Clearing Broker Currency: Fund Asset/Liability Asset HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT Total For: Liability HBFT HBFT HBFT HBFT HBFT HBFT HBFT Total For: Total For: 10000 10010 10030 11000 11300 12030 16000 16020 16030 17100 Asset 11030 11050 11330 12000 16010 17000 17020 Asset/Liability Income/Expense/Shareholder's Equity Income/Expense HBFT HBFT HBFT EFTA01592449 HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT HBFT Total For: HBFT 40030 41030 41330 42030 46020 46030 47020 50030 51030 52030 56020 56030 57020 57030 57130 61000 61300 61400 61900 62000 63000 64900 65900 Shareholder's Equity 30000 Total For: Total For: Unrealized Cash FX Gain/Loss Unrealized Accrued Fixed Income Interest FX Gain/L EFTA01592450 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 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 hal Contra Inv FX Gain\Loss Fixed Income Interest Margin Interest Swap Interest Other Interest Dividends Executing Broker Commissions Other Fees Other Income/Expense Income/Expense Owners Equity Shareholder's Equity Income/Expense/Shareholder's Equity 46,924 -58 5 978 442,824 -116,668 -53,034 47,622 -15 -613 207,172 16,217 426,128 -77,596 77,596 382,408 -216,035 -48,224 1,951 -53,828 -2,148 0 -374 1,081,233 10,000,000 10,000,000 EFTA01592451 11,081,233 14,072 0 -2 0 518,943 0 -11,375 9,963 -41 0 1,120,217 -3,479 569,014 -59,443 59,443 811,560 -364,146 -59,321 1,466 -387,970 -4,210 -1 -374 2,214,316 10,000,000 10,000,000 12,214,316 -32,852 58 -6 -978 76,119 116,668 41,659 -37,659 -26 613 913,045 -19,695 142,886 18,154 -18,154 429,151 -148,111 -11,097 -486 -334,142 -2,062 -1 0 EFTA01592452 1,133,083 0 0 1,133,083 Unrealized FX Accrued Fixed Income Interest Value Off Bal Contra Fixed Income Interest Unrealized FX Margin Interest Pay/Rec Value Dividend Pay/Rec Unsettled Inventory Cost Basis Off Bal Settled Inventory Cost Basis Unrealized Off Bal Security Inventory Value Liability Cash Unsettled Cash Unrealized FX Cash Value Accrued Fixed Income Interest Margin Interest Pay/Rec Unrealized FX Dividend Pay/Rec Value Settled Inventory Cost Basis Unrealized Security Inventory Value Unrealized FX Inventory Value Off Bal Contra Inventory Cost Basis -5,955,494 -2,027 46,924 205,400 -40,138 978 16,456,550 442,824 -116,668 9,348,834 20,387,183 -58 -37,651 5 131,446 2,177 -9,348,834 -53,034 -9,305,950 11,081,233 3,738,423 66,177 14,072 124,344 4,047 0 7,866,952 518,943 0 EFTA01592453 2,943,062 15,276,020 0 -1,055 -2 -41,320 -64,889 -2,943,063 -11,375 -3,061,704 12,214,316 9,693,917 68,203 -32,852 -81,056 44,184 -978 -8,589,597 76,119 116,668 -6,405,771 -5,111,163 58 36,596 -6 -172,766 -67,066 6,405,771 41,659 6,244,246 1,133,083 Highbridge - Financial Trust Co. Functional Account Number Account Description NET ASSET VALUE ANALYSIS Highbridge Capital Management Date: Page: Login: As of 12/31/2005 10/16/2006 1 of 1 asantos As of 9/30/2006 Change 3:26:47PM Entry Date: Effective Date: N\A N\A EFTA01592454 Copyright (c) 2002-2003 Integrated Business Systems, Inc. Visual Portfolio Manager - Sql Server VPM0128 EFTA01592455