EFTA01581826.pdf

Fund: I fighbridge - Financial Irmo Co. REALIZED GAIN/LOSS REPORT Datc: 10164)6 4:23201'M Dais: 1/12006 to 9402006 HIghbridge Capital Monsgensen1 FliabrIdge Floantial Trent Co. Pagc: 1 of l7 1/1/2006 to 9/302006 Uscr. tunas CURRENCY: EUROPEAN MONETARY ('NIT BROKER: CREDIT-RUSE FIRST BOSION Opening Transaction Closing 'transaction Realized MI. Trade Tn. Local Functional Trade Tr:. Local Functional Functional Functional Functional ON Tr:. Num ode Type Proceeds EX Rate Proceeds in. Nam Date -Dope Proceeds FX Rate Proceeds Local Trading EX SECURITY DPB 2.65 07/07 - DEATSCIIE POSTBANK 2.6.5%7/2/07 -70012582066 082505 BUY -843.500.00 0.8152 4.034.721.15 13810509 07/18/06 SE1, *MAXIM 0.7986 1.051.890.00 -3.500.00 4.293:15 21,462.00 17.168.55 -700 -843-400.00 4,034,721.45 640,000.00 1,051190.00 -3700.00 4,293.45 21,462.00 17.168.55 SECURITY DPBGN.DE - Deutsche Postbank 13,373 12582070 08 2505 syt, 581,400.10 0.8152 716183.60 13837513 07/2606 BUY 498,031.82 0.7918 -755,284.29 -13,631.72 -14722.03 -21,678.65 -38,400.68 2,000 12750902 102505 SIR 91,29180 0.8350 109,323.89 13837513 0125'06 BUY 49,138.69 0.7918 -112,956.60 1,855.11 2,221.58 -5,849.29 -3,627.71 235 12771/1/ 11/03/05 13.67305 0.8294 16.484.91 13837513 012106 BUY -12.745.01 0.7918 -16.096.32 928.01 1,118.89 -730,29 388.60 1,200 12981159 01/15106 SHE 64,61733 0.8272 73,115.69 13837513 0125/06 Buy -53,663.22 0.7918 -67,773.96 10,954.11 13,212.13 -2,900.50 10,341.93 640 130935/3 02/2306 SHE 36.768.34 0.8400 43,771.47 13[37513 0725/06 BUY -23.620.38 0.7918 -36.146.11 8,148.46 9,700,33 -2.071.98 7,625.35 4.304 13837513 07/2$06 BUY -58,314.03 0.7918 -73.61170 13852251 07123/06 SEL 73,305.08 0.7867 93,185./2 14,991.05 18,932.95 601.77 19,537.72 14194 732,439.09 890,937.06 -709,191.04 495,071.86 23.215.05 28,494.15 42,628.91 4.134.79 SECURITY DPBGN.DE CNV Deutsche Paul/mak conversion sha -18,80213810515 011106 BUY 440.813.15 0.7986 -1,052,908.27 13637312 0125/06 SEL 840.813.15 0.7918 1,061,904.97 0.00 0.00 8,996.70 8,996.70 -18.802 -844013.15 -1,052908.27 840,813.1$ 1061.904,97 0.00 0.00 8196,70 8,996.70 SECURITY DPW 15 02/10. DEUTSCHE POST AG 0.5%2/3/10 -40012291534 051305 BUY 414,50060 0.7955 -521,017.23 13289357 01/24106 SEL 448,200.00 0.8107 552,832.29 33,700.00 42,362.59 -10,577.52 31,785.07 400 12291554 05/2905 BUY 414,50000 0.7955 -521,047.23 13294290 062546 SEL 446,500.00 0.8067 553,459.08 32,000.00 40125.60 -7,813.75 32,411.85 -200 12291554 05125405 BUY -207.25000 0.7955 -260.523.61 13549024 05/1006 SEL 234,900.00 0.7138 299,697.17 27,650.00 34,757.43 1116.12 39,173.55 -20112291554 05/25/05 BUY -207.25000 0.7955 -260.523.61 13549027 054006 SEL 243,200.00 0.7838 310,286.72 35,950.00 45,190.95 0,572.16 49,763.11 -200 12291554 05425105 BUY -207,250.00 0.7955 -260,523.61 /3554933 0611/06 sir 212,25000 anis 309,849.86 35,000.00 43,996.75 5,329.50 49,326.25 -200 12291554 05/2605 BUY -207,250.00 0.7955 -260,523.61 13565208 04/2106 SEE. 223,000.00 0.8037 277.473.90 15,750.00 19.793.54 -2.843.25 14955.29 -200 12291534 05/2505 BUY -207,250.00 0.7935 -260,523.61 13582011 05/18/06 230,200.00 0.7859 292,929.50 22,950.00 23,849.30 3,556.59 32,405.89 -1012291551 0512105 BUY 41,450.00 0.7955 -32,101.72 1358201/ 0548/06 SF.L 4405000 0.7859 58,598.63 1.600.00 5.762.13 711.47 6.493.90 460 12484959 07/22/05 BUY 473.200.00 0.8205 -211.087.50 13582014 05/18/06 SEL 181200.00 0.7859 234.391.50 11,000.00 13106.25 9.90075 23,307.00 440 12484959 07/22/05 BUY -909,300.00 0.8205 4.108.209.38 13606143 05/2106 SEL 955700.00 07786 1,227,214.20 46.200,00 56,306.25 62.72157 119,034.82 .2.840 -2.989.200.00 4,714114.11 3,254,000.00 1116170.35 264,800.00 330676.09 69,980.61 400,656.73 SECURITY DPWGn.DE - DEXTSCHE POST AG 7,000 12291569 0512705 SEL 132,230.00 0.7955 164219.72 13074675 02/1606 Cvs -151,130.76 01414 -183,176.70 -21.900.76 -27,530.35 10.573.37 -16,956.98 7,000 12291569 05/23'05 al. 132,230.00 0.7955 166.219.72 13153271 034606 CVS -117.357.13 08377 -176.504.81 -15.627.43 -19.644.46 9,359.38 -10.285.08 15,064 12291569 012505 SEL 234758.96 0.7955 3571 04.81 13239313 0112606 cys -316,193.36 woo -390,008.70 -31,634.40 -39.766.02 7,162.16 -32.303.86 Copynghi (C) 2002-2003 Integrated Business Swans. Inc. Iliad Portfolio Manager - Syl Saver ITM0128 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061273 EFTA01581826