EFTA01581841.pdf

Fund: I fighlnidge - Financial Trusi Co. NET ASSET VALUE ANALYSIS Dale: 10'16'2006 3:26:47F%1 Clearing Broker lighbridge Capital Management Page: 1 of 1 Currency: Functional Login asantos Account Fund Number Account Description M or 12/31/2005 As of 9/30/2006 Change Asset I iabiliH Asset 1ØF7 10000 Cash -5.955.494 3.738.423 9.693.917 IMFT 10010 Unsettled Cash -2.027 66.177 68.203 11BIT 10030 Unrealized EX Cash Value 44924 14.072 -32.852 HAFT 11000 Armed Fixed Income Interest 205.400 124.3E 41.056 103Ff 11300 Idstain Interest Pay Ace 40,138 4,047 44,184 12030 Unrealized FN 1/sidendlbsibre Value 978 0 -978 1ØF7 16000 Settled Inventory CO81 Basis 16,456,550 7,866,952 -45119,597 WIT 16020 Unrealized Security Invasion Value 442,824 511,943 76,119 TØFT 16030 Unrealized EX Inventor.. Value -116.668 0 1146611 17100 Off Dal Contra Inventor.. Cost Basis 9,348,834 2,943,062 -6,405,771 Total For. Matt 20.387.183 15,274020 4111.163 liability 11B1-7 11030 Unrealized FN Accrued Fixed Income Interest Value -58 0 58 11B1a 11050 Off Dal Contra Fixed Income Interest -37.651 -1,055 34596 11131:1 11330 Unrealized FX Margin Interest Pas Rcc Value 5 -2 -6 1111FT 12000 Dividend PavRec 131.446 41.320 472,766 uturr 16010 Unsettled Invasion. Cost Basis 2,177 -67,066 17000 Off Hal Settled Insenion' Cost Basis 4.348,834 -2.943.063 4405.771 DAFT 17020 Unrealized Off Bal Security Insertion Value -53.034 •11,375 41,659 Total For. Liability 9.305.950 -3,161,704 6.244,246 Total For. Asset:Liability 11,081.233 12,214.316 1,133,083 Income Expense. Shareholder's Equity Incometypense HBFT 40030 Unrealized Cash EX Gainless 44924 14,072 -32,852 IIBET 41030 Unrealized Accrued Fixed Income Interest EX faint -58 0 51 HEFT 41330 Unrealized Accrued Margin Interest FN Graft Less 5 -2 I1BFT 42030 Unrealized :keened INvidend FN Gain loss 978 0 -978 HEFT 46020 Unrealized Inscnkev Security (oinry less 442.824 511,943 76.119 MIT 46030 Unrealized Insenion. DI Gain Lots 416,668 0 114668 LØFT 47020 Unrealized DIT Hal Seettriiv Gainless -53.034 -11.375 41.659 11BIT 50030 Realized Cash EX Gainless 47,622 9,963 -37.659 IØFT 51030 Realized Accrual Fixed Income Interest FX Gaintim -IS -41 -26 IIFIFT 52030 Realized :Accrued Dividend FX Craintorn -613 0 613 11BFT 56020 Realized Inventors. Sviurin' Gainless 207,172 1,120,217 913,045 I1BFT 56030 Realized Inventor. FX Caryl:or 16,217 -3.479 -19,695 IIBFf 57020 Realized Off Bal SOCUSV 426.128 569,014 142.886 MET 57030 Realized Off Dal FX Gentres -77,596 -59,443 18,154 11111-T 57130 Realized Off bal Contra Inv FN Gainless 77,596 59.443 -18.154 I MIT 61000 Fixed Meant Interest 382,408 811,560 429,151 11111'1 61300 Idanzin Interest -214035 -364.146 -148.111 HIRT 61400 Swap Interest 48.224 -59.321 -11.097 1Ø1T 61900 Other Interest 1,951 1,466 -486 11B1:1 62000 l%sidcnds -53.821 -387.970 -334.142 HBIT 63000 Executing Broker Commissions -2,141 -4,210 -2,062 64900 Other Fees 0 -1 -1 11BIT 65900 Other IncemesExpense -374 -374 0 Total For. Ineornell.ypense 1.081,133 2,214.316 1.133.083 Shareholder. Equity IØIT 30000 Chsner Emirs 10,000,000 10,000,000 0 Total For. Shareholder. Equirc 10,080,000 10.000.000 0 Torsi For. Income Expense Shan:hoicks'. Fenny 11.081.233 12.214,316 1.133.083 Entry Date: NA Data Portfolio Alanoyer - Sol Server ITJ10128 Effective Date: A Canny/it fa 2002-2003 IntegratedBIUMCSI *Wm,. Lm. Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061290 EFTA01581841