4,000 12480333 1,453 12480333 3,047 12504336 1,000 12504336 153 12504336 380 12606837 1,100 12813175 867 13166533 333 13166533 1,200 13226275 342 13555332 07/19/05 SHT 07/19/05 SHT 07/19/05 SHT 07/19/05 SHT 07/19/05 SHT 07/19/05 SHT 07/19/05 SHT 07/19/05 SHT 07/28/05 SHT 07/28/05 SHT 07/28/05 SHT 09/06/05 SHT 11/17/05 SHT 03/17/06 SHT 03/17/06 SHT 04/04/06 SHT 05/11/06 SHT 07/22/05 SHT 08/30/05 CVS 15,805.44 15,805.44 -83.39 -83.39 9,614.60 9,614.60 270,752.66 39,622.34 19,811.17 39,292.16 39,622.34 18,160.24 132,074.47 47,976.05 105,174.08 34,517.25 5,281.14 11,896.79 32,509.63 27,938.48 10,730.69 EFTA01592414

39,745.53 11,377.48 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 1.0000 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num -2,059,600.00 13235886 -1,544,700.00 13934017 -3,604,300.00 15,805.44 13612490 15,805.44 1.0000 -83.39 13019532 -83.39 9,614.60 14159027 9,614.60 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 270,752.66 13136603 39,622.34 13149802 19,811.17 13149862 39,292.16 13571095 39,622.34 13577000 18,160.24 13582455 132,074.47 13663555 47,976.05 13687352 105,174.08 13687352 34,517.25 13699101 5,281.14 13801463 11,896.79 13801463 32,509.63 13801463 27,938.48 13801463 10,730.69 13969365 EFTA01592415

39,745.53 13969365 11,377.48 13969365 05/25/06 CVS Trade Date 04/06/06 08/15/06 Trx. Type SEL SEL Closing Transaction Local Proceeds 1,681,108.20 1,591,601.02 3,272,709.22 -17,433.56 -17,433.56 01/31/06 SHT 68.62 68.62 09/29/06 CVS -8,932.65 -8,932.65 03/08/06 03/13/06 03/13/06 05/16/06 05/17/06 05/18/06 06/07/06 06/13/06 06/13/06 06/15/06 07/14/06 07/14/06 07/14/06 07/14/06 08/23/06 08/23/06 08/23/06 CVS BUY CVS CVS CVS CVS EFTA01592416

CVS CVS CVS CVS CVS CVS CVS CVS CVS CVS CVS -249,803.49 -36,372.00 -17,974.68 -38,085.83 -37,194.12 -17,077.61 -116,495.20 -41,547.52 -87,126.83 -27,985.50 -4,152.14 -10,312.52 -29,852.02 -23,528.82 -8,895.23 -32,054.88 -9,135.64 1.0000 FX Rate 1.0000 1.0000 Realized P&L Functional Proceeds 1,681,108.20 1,591,601.02 3,272,709.22 -17,433.56 -17,433.56 1.0000 68.62 68.62 1.0000 -8,932.65 -8,932.65 1.0000 1.0000 1.0000 1.0000 1.0000 EFTA01592417

1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 -249,803.49 -36,372.00 -17,974.68 -38,085.83 -37,194.12 -17,077.61 -116,495.20 -41,547.52 -87,126.83 -27,985.50 -4,152.14 -10,312.52 -29,852.02 -23,528.82 -8,895.23 -32,054.88 -9,135.64 Local -378,491.80 46,901.02 -331,590.78 -1,628.12 -1,628.12 -14.77 -14.77 681.95 681.95 20,949.17 3,250.34 1,836.49 1,206.33 2,428.22 1,082.63 15,579.27 6,428.53 18,047.24 6,531.75 1,129.00 1,584.27 EFTA01592418

2,657.61 4,409.66 1,835.47 7,690.65 2,241.84 Functional Trading -378,491.80 46,901.02 -331,590.78 -1,628.12 -1,628.12 -14.77 -14.77 681.95 681.95 20,949.17 3,250.34 1,836.49 1,206.33 2,428.22 1,082.63 15,579.27 6,428.53 18,047.24 6,531.75 1,129.00 1,584.27 2,657.61 4,409.66 1,835.47 7,690.65 2,241.84 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 EFTA01592419

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total -378,491.80 46,901.02 -331,590.78 -1,628.12 -1,628.12 -14.77 -14.77 681.95 681.95 20,949.17 3,250.34 1,836.49 1,206.33 2,428.22 1,082.63 15,579.27 6,428.53 18,047.24 6,531.75 1,129.00 1,584.27 2,657.61 4,409.66 1,835.47 7,690.65 2,241.84 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 13 of 17 4:23:20PM EFTA01592420

Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 848 13555332 397 14095025 28,060 SECURITY PPL.N - Pp & L Resources Inc 4,840 12581465 1,800 12581465 2,350 12581465 478 12581465 700 12581465 1,950 12581465 12,118 SECURITY RPM.N Rpm Inc/ohio 1,250 12485135 700 12485135 1,290 12485135 710 12493963 2,800 12493963 2,700 12493963 5,000 12493963 1,000 12493963 2,500 12493963 17,950 SECURITY SVU.N Supervalu Inc 7,400 12287209 4,000 12287209 3,540 12287209 950 12287209 370 12467468 380 12514484 2,260 12514484 1,490 12526216 05/24/05 SHT 05/24/05 SHT 05/24/05 SHT 05/24/05 SHT EFTA01592421

07/18/05 SHT 08/01/05 SHT 08/01/05 SHT 08/03/05 SHT 07/22/05 SHT 07/22/05 SHT 07/22/05 SHT 07/26/05 SHT 07/26/05 SHT 07/26/05 SHT 07/26/05 SHT 07/26/05 SHT 07/26/05 SHT 05/20/05 SHT 05/20/05 SHT 05/20/05 SHT 05/20/05 SHT 05/20/05 SHT 05/20/05 SHT Trade Date Trx. Type 05/11/06 SHT 09/15/06 SHT Opening Transaction Local Proceeds FX Rate 28,210.82 11,256.87 925,950.19 134,062.39 49,857.91 65,092.28 13,240.05 19,389.19 54,012.74 335,654.56 23,649.01 13,243.44 24,405.78 13,240.95 52,217.81 50,352.89 93,246.09 18,649.22 46,623.05 335,628.24 242,265.85 130,954.51 115,894.75 EFTA01592422

31,101.70 12,425.93 13,479.94 80,170.14 53,284.94 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num 28,210.82 14104851 11,256.87 14104851 925,950.19 134,062.39 13244864 49,857.91 13256659 65,092.28 13305196 13,240.05 13560364 19,389.19 13565970 54,012.74 13577002 335,654.56 23,649.01 13098270 13,243.44 13121896 24,405.78 13125685 13,240.95 13125685 52,217.81 13576992 50,352.89 13593465 93,246.09 13687349 18,649.22 13805278 EFTA01592423

46,623.05 13812018 335,628.24 242,265.85 13032770 130,954.51 13211896 115,894.75 13256662 31,101.70 13842343 12,425.93 13842343 13,479.94 13842343 80,170.14 13848064 53,284.94 13848064 02/03/06 03/30/06 04/12/06 07/26/06 07/26/06 07/26/06 07/27/06 07/27/06 CVS CVS CVS BUY BUY BUY BUY BUY 02/24/06 03/03/06 03/06/06 03/06/06 05/17/06 05/22/06 06/13/06 07/17/06 07/18/06 CVS CVS CVS CVS CVS CVS CVS CVS CVS 04/10/06 04/12/06 04/27/06 05/12/06 05/15/06 05/17/06 CVS EFTA01592424

CVS CVS CVS CVS CVS Trade Date 09/19/06 09/19/06 Trx. Type CVS CVS Closing Transaction Local Proceeds -23,193.57 -10,858.31 -821,645.91 -140,716.22 -51,480.36 -66,922.12 -14,030.50 -20,527.78 -56,427.34 -350,104.32 -22,314.50 -12,643.47 -23,209.55 -12,774.25 -51,935.24 -50,145.21 -90,552.50 -17,797.25 -44,003.75 -325,375.72 -228,300.36 -124,285.56 -104,161.31 -27,911.38 -10,870.75 -11,164.55 -62,678.92 -41,323.72 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 EFTA01592425

1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 FX Rate 1.0000 1.0000 Realized P&L Functional Proceeds -23,193.57 -10,858.31 -821,645.91 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 -140,716.22 -51,480.36 -66,922.12 -14,030.50 -20,527.78 -56,427.34 -350,104.32 -22,314.50 -12,643.47 -23,209.55 -12,774.25 -51,935.24 -50,145.21 -90,552.50 -17,797.25 -44,003.75 -325,375.72 -228,300.36 -124,285.56 -104,161.31 -27,911.38 -10,870.75 -11,164.55 -62,678.92 -41,323.72 Local EFTA01592426

5,017.25 398.56 104,304.28 -6,653.83 -1,622.45 -1,829.84 -790.45 -1,138.59 -2,414.60 -14,449.76 1,334.51 599.97 1,196.23 466.70 282.57 207.68 2,693.59 851.97 2,619.30 10,252.52 13,965.49 6,668.95 11,733.44 3,190.32 1,555.18 2,315.38 17,491.22 11,961.23 Functional Trading 5,017.25 398.56 104,304.28 -6,653.83 -1,622.45 -1,829.84 -790.45 -1,138.59 -2,414.60 -14,449.76 1,334.51 599.97 1,196.23 466.70 282.57 207.68 2,693.59 851.97 2,619.30 10,252.52 13,965.49 EFTA01592427

6,668.95 11,733.44 3,190.32 1,555.18 2,315.38 17,491.22 11,961.23 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total 5,017.25 398.56 104,304.28 -6,653.83 -1,622.45 -1,829.84 -790.45 -1,138.59 -2,414.60 -14,449.76 1,334.51 599.97 EFTA01592428

1,196.23 466.70 282.57 207.68 2,693.59 851.97 2,619.30 10,252.52 13,965.49 6,668.95 11,733.44 3,190.32 1,555.18 2,315.38 17,491.22 11,961.23 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 14 of 17 4:23:20PM EFTA01592429

Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 750 12526216 1,130 12993233 977 13816827 2,300 14094630 25,547 SECURITY TJX.N - Tjx Companies 6,200 12282513 24,504 12282513 12,250 12282513 5,000 12282513 5,636 12282513 6,980 12945633 3,684 12949804 2,000 12949804 596 12949804 6,980 13019538 4,900 13183208 2,900 13792635 81,630 SECURITY TJX_0_2/21 - Tjx_096_02/2021 -1,000 12282511 -500 12282511 -750 12282511 -750 12282511 -3,000 SECURITY TYH6 - TYH6 20 12841921 20 SECURITY TYM6 - TYM6 20 13105081 20 02/27/06 SEL 11/29/05 SEL 05/23/05 BUY EFTA01592430

05/23/05 BUY 05/23/05 BUY 05/23/05 BUY 05/23/05 SHT 05/23/05 SHT 05/23/05 SHT 05/23/05 SHT 05/23/05 SHT 01/05/06 SHT 01/06/06 SHT 01/06/06 SHT 01/06/06 SHT 01/31/06 SHT 03/23/06 SHT 07/12/06 SHT Trade Date Trx. Type 08/03/05 SHT 01/23/06 SHT 07/19/06 SEL 09/11/06 SHT Opening Transaction Local Proceeds FX Rate 26,821.28 37,399.97 29,992.48 68,541.57 842,333.06 145,445.91 574,839.76 287,372.96 117,295.09 132,215.02 170,018.15 89,725.67 48,711.01 14,515.88 178,018.41 127,186.16 70,634.87 1,955,978.89 -805,625.00 -402,812.50 -604,218.75 -604,218.75 -2,416,875.00 2,178,437.50 2,178,437.50 EFTA01592431

2,153,125.00 2,153,125.00 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num 26,821.28 13848078 37,399.97 13858569 29,992.48 13858569 68,541.57 14145109 842,333.06 145,445.91 13244862 574,839.76 13265638 287,372.96 13280208 117,295.09 13576993 132,215.02 13606467 170,018.15 13606467 89,725.67 13606467 48,711.01 13687328 14,515.88 13797066 178,018.41 13797066 127,186.16 13797066 70,634.87 13797066 1,955,978.89 -805,625.00 13265642 -402,812.50 13280201 -604,218.75 13606457 -604,218.75 13797059 -2,416,875.00 2,178,437.50 13105066 2,178,437.50 EFTA01592432

1.0000 2,153,125.00 13236078 2,153,125.00 02/27/06 BUY 04/17/06 04/20/06 05/24/06 07/13/06 SEL SEL SEL SEL 04/10/06 04/17/06 04/20/06 05/17/06 05/24/06 05/24/06 05/24/06 06/13/06 07/13/06 07/13/06 07/13/06 07/13/06 CVS CVS CVS CVS CVS CVS CVS BUY CVS CVS CVS CVS Trade Date 07/27/06 07/31/06 07/31/06 09/27/06 Trx. Type BUY BUY BUY CVS Closing Transaction Local EFTA01592433

Proceeds -21,680.08 -30,724.02 -26,564.05 -67,935.56 -757,600.26 -151,377.34 -592,849.78 -301,958.83 -117,801.00 -132,615.08 -164,239.40 -86,684.52 -45,339.80 -14,298.04 -167,450.20 -117,551.00 -69,571.00 -1,961,735.99 823,272.00 415,937.50 606,757.50 612,584.25 2,458,551.25 -2,156,250.00 -2,156,250.00 04/06/06 BUY -2,124,687.50 -2,124,687.50 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 FX Rate 1.0000 1.0000 1.0000 EFTA01592434

1.0000 Realized P&L Functional Proceeds -21,680.08 -30,724.02 -26,564.05 -67,935.56 -757,600.26 -151,377.34 -592,849.78 -301,958.83 -117,801.00 -132,615.08 -164,239.40 -86,684.52 -45,339.80 -14,298.04 -167,450.20 -117,551.00 -69,571.00 -1,961,735.99 823,272.00 415,937.50 606,757.50 612,584.25 2,458,551.25 -2,156,250.00 -2,156,250.00 1.0000 -2,124,687.50 -2,124,687.50 Local 5,141.20 6,675.95 3,428.43 606.01 84,732.80 -5,931.43 -18,010.02 -14,585.87 -505.91 -400.06 5,778.75 3,041.15 3,371.21 217.84 10,568.21 9,635.16 1,063.87 -5,757.10 EFTA01592435

17,647.00 13,125.00 2,538.75 8,365.50 41,676.25 22,187.50 22,187.50 28,437.50 28,437.50 Functional Trading 5,141.20 6,675.95 3,428.43 606.01 84,732.80 -5,931.43 -18,010.02 -14,585.87 -505.91 -400.06 5,778.75 3,041.15 3,371.21 217.84 10,568.21 9,635.16 1,063.87 -5,757.10 17,647.00 13,125.00 2,538.75 8,365.50 41,676.25 22,187.50 22,187.50 28,437.50 28,437.50 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 EFTA01592436

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total 5,141.20 6,675.95 3,428.43 606.01 84,732.80 -5,931.43 -18,010.02 -14,585.87 -505.91 -400.06 5,778.75 3,041.15 3,371.21 217.84 10,568.21 9,635.16 1,063.87 -5,757.10 17,647.00 13,125.00 2,538.75 8,365.50 41,676.25 22,187.50 22,187.50 28,437.50 28,437.50 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos EFTA01592437

15 of 17 4:23:20PM EFTA01592438

Fund: Date: Highbridge - Financial Trust Co 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 12775635 Trade Date Trx. Type SECURITY VCI.N Valassie Comm. 940 1,500 12775635 510 12775635 700 12775635 150 12775635 602 12775635 850 12819993 5,252 SECURITY VNO.N - Vornado Realty Trust 650 12282686 9,250 12282686 1,333 12431369 1,000 12520714 300 12854339 800 13084099 900 13089103 1,500 13153841 700 13761135 16,433 12282672 05/23/05 BUY 05/23/05 SHT 05/23/05 SHT 07/06/05 SHT 08/02/05 SHT 12/02/05 SHT 02/21/06 SHT 02/22/06 SHT 03/14/06 SHT 07/03/06 SHT 11/04/05 SHT EFTA01592439

11/04/05 SHT 11/04/05 SHT 11/04/05 SHT 11/04/05 SHT 11/04/05 SHT 11/21/05 SHT Opening Transaction Local Proceeds FX Rate 29,232.77 46,648.04 15,860.34 21,769.09 4,664.80 18,721.42 25,481.93 162,378.39 52,680.30 749,681.13 108,623.75 87,826.62 25,894.96 70,620.47 80,199.50 140,664.18 69,125.39 1,385,316.30 SECURITY VNO_3.875_4/25 Vornado Rlty Trust 3.875% 4/15/2025 -2,000 -2,000 SECURITY WYE.N - WYETH CORP 13,240 12560475 13,240 12560477 08/16/05 BUY 08/16/05 SHT -2,055,000.00 -2,055,000.00 604,910.28 604,910.28 -2,000 Total for HBFT-USD-CSF -2,057,500.00 -2,057,500.00 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 EFTA01592440

1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Functional Proceeds Trx. Num 29,232.77 13032759 46,648.04 13140736 15,860.34 13587556 21,769.09 13612534 4,664.80 13725744 18,721.42 13772584 25,481.93 13772584 162,378.39 52,680.30 13587565 749,681.13 13954324 108,623.75 13954324 87,826.62 13954324 25,894.96 13954324 70,620.47 13954324 80,199.50 13954324 140,664.18 13954324 69,125.39 13954324 1,385,316.30 -2,055,000.00 13954319 -2,055,000.00 1.0000 SECURITY WYE_FLT_1/24 - WYETH CORP FLT 1/15/2024 -2,000 22,012,845.06 Copyright (c) 2002-2003 Integrated Business Systems, Inc. 604,910.28 13047284 604,910.28 1.0000 -2,057,500.00 13047334 -2,057,500.00 22,012,845.06 08/17/06 SEL 05/19/06 08/17/06 08/17/06 08/17/06 08/17/06 EFTA01592441

08/17/06 08/17/06 08/17/06 08/17/06 CVS CVS CVS CVS CVS CVS CVS CVS CVS Trade Date 02/03/06 03/09/06 05/19/06 05/25/06 06/22/06 07/06/06 07/06/06 Trx. Type BUY CVS CVS CVS CVS CVS CVS Closing Transaction Local Proceeds -26,137.17 -42,806.47 -14,485.38 -19,872.51 -3,996.03 -11,905.81 -16,810.54 -136,013.91 -58,521.19 -946,830.00 -136,445.88 -102,360.00 -30,708.00 -81,888.00 -92,124.00 -153,540.00 -71,652.00 EFTA01592442

-1,674,069.07 2,402,660.00 2,402,660.00 02/08/06 CVS -604,935.60 -604,935.60 02/08/06 SEL 2,090,000.00 2,090,000.00 -21,191,153.15 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 FX Rate 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 Realized P&L Functional Proceeds -26,137.17 -42,806.47 -14,485.38 -19,872.51 -3,996.03 -11,905.81 -16,810.54 -136,013.91 -58,521.19 -946,830.00 -136,445.88 -102,360.00 -30,708.00 -81,888.00 -92,124.00 -153,540.00 -71,652.00 -1,674,069.07 EFTA01592443

2,402,660.00 2,402,660.00 1.0000 -604,935.60 -604,935.60 1.0000 2,090,000.00 2,090,000.00 -21,191,153.15 Local 3,095.60 3,841.57 1,374.96 1,896.58 668.77 6,815.60 8,671.39 26,364.47 -5,840.89 -197,148.87 -27,822.13 -14,533.38 -4,813.04 -11,267.53 -11,924.50 -12,875.82 -2,526.61 -288,752.77 347,660.00 347,660.00 -25.32 -25.32 32,500.00 32,500.00 821,691.89 Functional Trading 3,095.60 3,841.57 1,374.96 1,896.58 668.77 6,815.60 8,671.39 26,364.47 -5,840.89 -197,148.87 -27,822.13 -14,533.38 -4,813.04 -11,267.53 EFTA01592444

-11,924.50 -12,875.82 -2,526.61 -288,752.77 347,660.00 347,660.00 -25.32 -25.32 32,500.00 32,500.00 821,691.89 Functional FX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Functional Total 3,095.60 3,841.57 1,374.96 1,896.58 668.77 6,815.60 8,671.39 26,364.47 -5,840.89 -197,148.87 -27,822.13 EFTA01592445

-14,533.38 -4,813.04 -11,267.53 -11,924.50 -12,875.82 -2,526.61 -288,752.77 347,660.00 347,660.00 -25.32 -25.32 32,500.00 32,500.00 821,691.89 Visual Portfolio Manager - Sql Server VPM0128 Date: Page: User: 10/16/06 asantos 16 of 17 4:23:20PM EFTA01592446

Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: US DOLLAR CREDIT-SUISSE FIRST BOSTON Qty Trx. Num Trade Date Total for HBFT-USD: Total for HBFT: Trx. Type Opening Transaction Local Proceeds FX Rate 22,012,845.06 Functional Proceeds Trx. Num 22,012,845.06 22,175,287.24 Trade Date Trx. Type Closing Transaction Local Proceeds -21,191,153.15 FX Rate Realized P&L Functional Proceeds -21,191,153.15 -22,704,271.44 Local 821,691.89 Functional Trading 821,691.89 1,055,930.95 Functional FX 0.00 -19,695.24 EFTA01592447

Functional Total 821,691.89 1,036,235.71 Date: Page: User: 10/16/06 asantos 17 of 17 4:23:20PM Copyright (c) 2002-2003 Integrated Business Systems, Inc. Visual Portfolio Manager - Sql Server VPM0128 EFTA01592448