0230 540230 8/29/2005 12588752 BUY 1 156,665 156,665 - 156,665 13112671 SEL 1 USD US DOLLAR CSFB 696895 156665 0 156665 0 0 0 156665 Highbridge - Financial Trust Co. CREDIT-SUISSE EFTA01592244 FIRST BOSTON 250 BOND 10021211 B 3.75 8/25_144A BARNES GROUP INC 3.75% 8/1/2025 144a -8 -8246.67 -8246.67

Local Unit Cost Total Cost Local Market Price Market Value Unrealized Gain/Loss Pct. G/L Div/Int Accrual EFTA01592302 Fund: Date: Highbridge - Financial Trust Co. 9/30/2006 PORTFOLIO APPRAISAL Highbridge Capital Management As of 9/30/2006 Date: Page: User: 10/16/2006 2 of 2 asantos 4:41:16PM Quantit

1,056 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

14039103 14039104 14039105 14039106 14039107 14039108 14114942 14114943 14114944 14148077 14148078 14148079 14148080 14148081 14148082 Highbridge - Financial Trust Co. EFTA01592309 Dividend Income LOT Clr. Brkr. Clr. Brkr. Account Account Pos Dir Symbol Trx. Num. Related Trx. Num Description Beginning

Y 0 0 0 30.63 75.32 640.34 1,952,671.66 DR 1,952,746.98 DR 1,952,106.64 DR L 14089399 CTF REC 0 6,802.00 1,952,641.03 DR L 14081957 Highbridge - Financial Trust Co. Trade Date Cash LOT Clr. Brkr. Clr. Brkr. Account Account Pos Dir Symbol Trx. Num. Related Trx. Num Description Beginning Balance MRI-PAY

796 13134797 13134798 13134799 13134800 13134801 13134802 13134803 13134804 EFTA01592612 13210746 13210747 13210748 13210749 13210750 Highbridge - Financial Trust Co. Dividend Income LOT Clr. Brkr. Clr. Brkr. Account Account Position Direction Symbol Trx. Num. Related Trx. Num Description Beginning Bala

REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 3/31/2006 CURRENCY: BROKER: EUROPEAN MONETARY UNIT CREDIT-SUISSE FIRST BOSTON Qty Trx. Num Trade Date SECURITY TYPE: FUTURE SEC

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:

5 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: