EFTA01581876.pdf

Fund: lEghboidge Financial Twirl Co. NET ASSET VALUE ANALYSIS Oak: 4/21/2006 12:02:11PM Clearing Broker lighbridge Capital Managemen1 Page: 1 of 1 Currency: Finwiional Login cantos .iceount Fund Number Account Description Mot 2/28/20•6 As of3/31/2006 Change Ave Liabiliis Arse ITBF7 Accrued Fixed Income Inter® 217.943 211.237 4.706 lIBI7 Settled Inventon. Cost Basis 12,682,672 12,708.388 25.716 H1117 Umettled 1mMon. ['oil Deis -31.158 110.318 141.477 1111FT Unrealized Security Inventors. Value 661.232 680.3® 19.069 NWT Unrealized Off Bal Saurin Inventor; Value 12,576 81,074 68,498 Hill]' off Bal Oman Inventory ('ml Basis 9.962.024 10.010.658 48.634 HAFT Unrealized EX Off bal Contra Ins. Pa% Rec Value -1,094 418 1,511 Total For. Asset 13,50,194 23,802,393 298.198 Liability 11B1.7 Cash -1,945,195 4,889,161 56,035 IIBET Unsettled Cash 47.741 425,168 472,909 11B17 Unrealized EX Cash Value 13.524 -3,410 46,934 1111F7 Unrealized EX Accrued Fixed Income Interest Value 27 4 43 11817 Off Dal Contra Fard Income Interest 46.361 4..060 11,301 MET Margin 'Men® Pay.Ree -27.705 -22.435 5.270 HAFT Unrealized FX Margin Inlet® PeBec Value -13 -3 II 10117 Dividend Pay..Rce -82,467 -36,399 46,068 HUT Unrealized EX Inventory Value 400.099 47.653 12.447 HAFT Off Bal Settled Imetton. Celt Basis 40,093,247 40,002,880 90,367 111117 Off Bal Threnlett herniae Cost Basis 131,223 -7,778 -139,001 11131.7 Unrealized Off Bal FX Inveruory Value 1.094 418 4.511 Total For. Liability -12.071,479 -12.180.369 408.890 Total For Asseliabilny 11.432,715 11,622,024 189,309 Income Expense Shareholders Equity Income Expense 11BEE Unrealized Cash IX Gainless 13.524 4.410 •16934 111117 Unrealized Accrued Fixed Income Inkiest EX Cain I. 27 4 -33 IIBET Unrealized Accrued Alan® Inter® FX Crain. I A» -13 -3 ll 11B1.7 Unrealized Inventory. Security Gaintass 661.232 680.300 19.069 11111.7 Unrealized Immune FX Gaintem 400.099 47.653 12.447 11/31.7 Unrealized OilPal Securiff Gaintoss 12.576 81,074 68.498 11B1.7 Unrealized Off Bal EX Gaintoss 1.094 418 -1.511 BRET Unrealized Off bad Contra Inv EX Gaintoss -1.094 418 1.511 11/31.7 Realized Cash EX Gainless 54,227 54,226 -1 111117 Realized Awned Fixed Incarne Intenue EX Grimier -SI -12 39 HAFT Realized Inventor/ Seeurin.Dainties 300,617 372,039 71.422 111117 Realized Inventory EX Gain:Loss 26,790 36,149 9,359 111117 Realized Off Bal Security. Gainiries 459.989 491.830 31.841 11BET Realized Off Bal FX Gaintoss 40257 49,596 661 111117 Realized Off bal Contra Inv EX Gainless 60.257 59.596 461 liTIET Fixed Income Interest 511.879 566.768 54.889 111117 Margin Interest -283,651 -306,086 -22,435 ITBEI Shag Interest -57.174 •59638 -2.463 BRET Other Interest 1,951 1,951 0 i RIFF Dividends -165,081 -201,480 -36,399 MET Executing limier Commission 4.654 4,654 0 11817 Other Income Expense 474 -174 0 Total For. Inconyc'Expensc 1.432,715 1,622.024 189.309 Shareholder% F.quity HAFT 30000 Owners Equity. 10.000.000 10.000.000 0 Total For Stmehokkr% Equity 10.000.000 10.000.000 0 Total For Income1zpense Shareholder's Equity 11,432,715 11,622,024 189,309 Ellie Date: NA linealPortfolio Alanaver - Sul Server 17'310128 Effetivc Date: NA Cotostght (c) 2002-2003 Integrated lestsinear SrffeMl. Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061328 EFTA01581876