EFTA01592242

DETAIL Syld SyCode SyDesc DlTpCode Qty LocalTotalCost FuncTotalCost OrgTrdDate OTrxNum OSysTxTpCode OTrdDate OXRate PeriodFuncReal PeriodLocalReal PeriodFuncRealFX PeriodTotalReal CTrxNum CTrdDate CSysTxTpCode CXRate CuCode CuDesc ClrBrkrCode CLocalTotalProceeds CFuncTotalProceeds LTPeriodLocalReal STPeriodLocalReal LTPeriodFuncReal STPeriodFuncReal LTPeriodFuncRealFX STPeriodFuncRealFX LTPeriodTotalReal STPeriodTotalReal PositionDirection FnCode FUND ClrBrkrDesc PeriodFuncTotalPNL StDesc 10015067 DPB_2.65_O7/O7 DEUTSCHE POSTBANK 2.65% 7/2/07 -700 -843500 -1034721.45 8/25/2005 12582066 BUY 8/25/2005 0.815195 (4,293) (3,500) 21,462 17,169 13810509 7/18/2006 SEL 0.798562587 EUR EUROPEAN MONETARY UNIT CSFB 840000 1051890 0 -3500 0 -4293.45 0 21462 0 17168.55 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (157,223) BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -400 -414500 -521047.23 5/25/2005 12291554 BUY 5/25/2005 0.795513 42,363 33,700 (10,578) 31,785 13289357 4/24/2006 SEL 0.81073412 EUR EUROPEAN MONETARY UNIT CSFB 448200 552832.29 0 33700 0 42362.59 0 -10577.52 0 31785.07 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 761 BOND 10019313 DPW 0.5 02/10 DEUTSCHE POST AG 0.5% 2/3/10 -400 -414500- -521047.23 5/25/2005 12291554 BUY 5/25/2005 0.795513 40,226 32,000 (7,814) 32,412 13294290 4/25/2006 SEL 0.806744383 EUR EUROPEAN MONETARY UNIT CSFB 446500 553459.08 0 32000 0 40225.6 0 -7813.75 0 32411.85 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,848) BOND 10019313 DPW 0.5 02/10 DEUTSCHE POST AG 0.5% 2/3/10 -200 -207250- -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 34,757 27,650 4,416 39,174 13549024 5/10/2006 SEL 0.783791198 EUR EUROPEAN MONETARY UNIT CSFB 234900 299697.17 0 27650 0 34757.43 0 4416.12 0 39173.55 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 331 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 45,191 35,950 4,572 49,763 13549027 5/10/2006 SEL 0.783791198 EUR EUROPEAN MONETARY UNIT CSFB 243200 310286.72 0 35950 0 45190.95 0 4572.16 0 49763.11 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 10,921 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% EFTA01592242 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 43,997 35,000 5,330 49,326 13554933 5/11/2006 SHT 0.781830265 EUR EUROPEAN MONETARY UNIT CSFB 242250 309849.86 0 35000 0 43996.75 0 5329.5 0 49326.25 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,163) BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 19,799 15,750 (2,843) 16,955 13565208 4/27/2006 SEL 0.803664711 EUR EUROPEAN MONETARY UNIT CSFB 223000 277478.9 0 15750 0 19798.54 0 -2843.25 0 16955.29 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 30 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 28,849 22,950 3,557 32,406 13582011 5/18/2006 SEL 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB 230200 292929.5 0 22950 0 28849.3 0 3556.59 0 32405.89 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,265) BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -40 -41450 -52104.72 5/25/2005 12291554 BUY 5/25/2005 0.795513 5,782 4,600 711 6,494 13582014 5/18/2006 SEL 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB 46050 58598.63 0 4600 0 5782.43 0 711.47 0 6493.9 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (240) BOND 10019313 DPW 0.5 02/10 DEUTSCHE POST AG 0.5% 2/3/10 -160 -173200 -211087.5 7/22/2005 12484959 BUY 7/22/2005 0.820512 13,406 11,000 9,901 23,307 13582014 5/18/2006 SEL 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB 184200 234394.5 0 11000 0 13406.25 0 9900.75 0 23307 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (961) BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% 2/3/10 -840 -909300 -1108209.38 7/22/2005 12484959 BUY 7/22/2005 0.820512 56,306 46,200 62,729 119,035 13606143 5/24/2006 SEL 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB 955500 1227244.2 0 46200 0 56306.25 0 62728.57 0 119034.82 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 6,981 BOND 10005563 AGN_0_11/22 Allergan Inc 0% 11/6/2022 -1000 -965570 -965570 6/14/2005 12357455 BUY 6/14/2005 1 32,644 32,644 - 32,644 13600365 5/23/2006 SEL 1 USD US DOLLAR CSFB 998213.8 998213.8 0 32643.8 0 32643.8 0 0 0 32643.8 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (91,786) BOND EFTA01592243 10005563 AGN 0 11/22 Allergan Inc 0% 11/6/2022 -1500 -1514505 -1514505 7/18/2005 12467125 BUY 7/18/2005 1 (17,184) (17,184) - (17,184) 13600365 5/23/2006 SEL 1 USD US DOLLAR CSFB 1497320.7 1497320.7 0 -17184.3 0 -17184.3 0 0 0 -17184.3 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (137,679) BOND 10005563 AGN 011/22 Allergan Inc 0% 11/6/2022 -290 — -295336 -295336 7/27/2005 12499290 BUY 7/27/2005 1 (5,854) (5,854) - (5,854) 13600365 5/23/2006 SEL 1 USD US DOLLAR CSFB 289482 289482 0 -5854 0 -5854 0 0 0 -5854 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (26,618) BOND 10005563 AGN 0 11/22 Allergan Inc 0% 11/6/2022 -576 — -584576.64 -584576.64 10/20/2005 12732105 BUY 10/20/2005 1 (9,605) (9,605) - (9,605) 13600365 5/23/2006 SEL 1 USD US DOLLAR CSFB 574971.15 574971.15 0 -9605.49 0 -9605.49 0 0 0 -9605.49 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (52,869) BOND 10000606 AMGN 0 3/32 AMGEN 0% 3/32 -2000 -15846U0 -1584660 9/27/2005 12663375 BUY 9/27/2005 1 (95,910) (95,910) - (95,910) 14104796 9/19/2006 SEL 1 USD US DOLLAR CSFB 1488750 1488750 0 -95910 0 -95910 0 0 0 -95910 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3,750 BOND 10013788 AMLN 2.5_4/11 Amylin Pharm 2.5% 4/15/2011 144a -500 -540230 540230 8/29/2005 12588752 BUY 8/29/2005 1 156,665 156,665 - 156,665 13112671 3/1/2006 SEL 1 USD US DOLLAR CSFB 696895 696895 0 156665 0 156665 0 0 0 156665 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 9,122 BOND 10013788 AMLN 2.5 4/11 Amylin Pharm 2.5% 4/15/2011 144a -500 -544770 :544770 9/1/2005 12599520 BUY 9/1/2005 1 152,125 152,125 - 152,125 13112671 3/1/2006 SEL 1 USD US DOLLAR CSFB 696895 696895 0 152125 0 152125 0 0 0 152125 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 9,122 BOND 10021211 B_3.75_8/25 144A BARNES GROUP INC 3.75% 8/1/2025 144a -9 -9000 -9000 7/27/2005 12499158 BUY 7/27/2005 1 705 705 - 705 13074760 2/16/2006 SEL 1 USD US DOLLAR CSFB 9705.06 9705.06 0 705.06 0 705.06 0 0 0 705.06 L HBFT 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 7/27/2005 12499171 BUY 7/27/2005 1 380 380 380 13074760 2/16/2006 SEL 1 USD US DOLLAR CSFB 8626.72 8626.72 0 380.05 0 380.05 0 0 0 380.05 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 223 BOND 10021369 CNO 3.5_9/35 144A Conseco Inc 3.5% 9/30/2035 -75 -74230 -74250 8/9/2005 12546248 BUY 8/9/2005 1 10,448 10,448 - 10,448 13225939 4/4/2006 SEL 1 USD US DOLLAR CSFB 84697.5 84697.5 0 10447.5 0 10447.5 0 0 0 10447.5 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 977 BOND 10021369 CNO 3.5 9/35 144A Conseco Inc 3.5% 9/30/2035 -25- --249- 06.25 -24906.25 8/10/2005 12546251 BUY 8/10/2005 1 3,326 3,326 - 3,326 13225939 4/4/2006 SEL 1 USD US DOLLAR CSFB 28232.5 28232.5 0 3326.25 0 3326.25 0 0 0 3326.25 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 326 BOND 10021369 CNO 3.5_9/35_144A Conseco Inc 3.5% 9/30/2035 -200 -199250 -199250 8/10/2005 12546251 BUY 8/10/2005 1 27,500 27,500 - 27,500 13235876 4/6/2006 SEL 1 USD US DOLLAR CSFB 226750 226750 0 27500 0 27500 0 0 0 27500 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 391 BOND 10021369 CNO 3.5_9/35 144A Conseco Inc 3.5% 9/30/2035 -275 -273- 968.75 -273968.75 8/10/2005 12546251 BUY 8/10/2005 1 19,725 19,725 - 19,725 13903732 5/17/2006 SEL 1 USD US DOLLAR CSFB 293693.95 293693.95 0 19725.2 0 19725.2 0 0 0 19725.2 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,358) BOND 10021369 CNO 3.5 9/35 144A Conseco Inc 3.5% 9/30/2035 -500 --501- 450 -501450 8/10/2005 12546323 BUY 8/10/2005 1 32,539 32,539 - 32,539 13903732 5/17/2006 SEL 1 USD US DOLLAR CSFB 533989 533989 0 32539 0 32539 0 0 0 32539 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (4,287) BOND 10020900 CVTX 3.25 8/13 Cv Therapeutics 3.25 8/16/2013 -5 -5278.13 -5278.13 6/29/2005 12411068 BUY 6/29/2005 1 671 671 671 13015153 1/30/2006 SEL 1 USD US DOLLAR CSFB 5949 5949 0 670.88 0 670.88 0 0 0 670.88 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 38 BOND 10020900 CVTX_3.25_8/13 Cv Therapeutics 3.25 EFTA01592245 8/16/2013 -10 -10550 -10550 6/29/2005 12411072 BUY 6/29/2005 1 1,348 1,348 - 1,348 13015153 1/30/2006 SEL 1 USD US DOLLAR CSFB 11898 11898 0 1348 0 1348 0 0 0 1348 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 76 BOND 10007696 DIS 2.125_4/23 Disney 2.125% 4/15/2023 -1000 -1073040 -1073040 6/14/2005 12357536 BUY 6/14/2005 1 (16,642) (16,642) - (16,642) 13042146 2/7/2006 SEL 1 USD US DOLLAR CSFB 1056398 1056398 0 -16642 0 -16642 0 0 0 -16642 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 35,684 BOND 121621 -DX 0 2/21 Tjx 0% 02/2021 -1000 -805625 -805625 5/23/2005 - - 12282511 - - BUY 5/23/2005 1 17,647 17,647 - 17,647 13265642 4/17/2006 SEL 1 USD US DOLLAR CSFB 823272 823272 0 17647 0 17647 0 0 0 17647 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (937) BOND 121621 TJX 0 2/21 Tjx 0% 02/2ä2f -500 -402812.5 -402812.5 5/23/2005 12282511 BUY 5/23/2005 1 13,125 13,125 - 13,125 13280201 4/20/2006 SEL 1 USD US DOLLAR CSFB 415937.5 415937.5 0 13125 0 13125 0 0 0 13125 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 938 BOND 121621 -DX 0_2/21 Tjx 0% 02/2ä2f -750 -604218.75 -604218.75 5/23/2005 12282511 BUY 5/23/2005 1 2,539 2,539 - 2,539 13606457 5/24/2006 SEL 1 USD US DOLLAR CSFB 606757.5 606757.5 2538.75 0 2538.75 0 0 0 2538.75 0 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,135 BOND 121621 TJX 0 2/21 Tjx 0% 02/2ä2f -750 -604218.75 -604218.75 5/23/2005 12282511 BUY 5/23/2005 1 8,366 8,366 - 8,366 13797059 7/13/2006 SEL 1 USD US DOLLAR CSFB 612584.25 612584.25 8365.5 0 8365.5 0 0 0 8365.5 0 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,508 BOND 10020462 VNO 3.875_4/25 Vornado Rlty Trust 3.875% 4/15/2025 -2000 -2055000 -2055000 5/23/2005 12282672 BUY 5/23/2005 1 347,660 347,660 - 347,660 13954319 8/17/2006 SEL 1 USD US DOLLAR CSFB 2402660 2402660 347660 0 347660 0 0 0 347660 0 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3,685) BOND 10012212 WYE FLT 1/24 WYETH CORP FLT 1/15/2024 -2000 --2057500 -2057500 8/16/2005 12560477 BUY 8/16/2005 1 32,500 32,500 - EFTA01592246 32,500 13047334 2/8/2006 SEL 1 USD US DOLLAR CSFB 2090000 2090000 0 32500 0 32500 0 0 0 32500 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,057) BOND SUBTOTAL(9,P2:P35)=1,132,541 BOND Total 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -1500 -1706552.45 -2932113.09 12/31/2005 12966996 BUY 12/31/2005 0.582021 3,575 2,023 - 3,575 13074772 1/31/2006 SEL 0.565770863 GBP BRITISH POUND CSFB 1708575 3019906.31 0 2022.55 0 3574.86 0 0 0 3574.86 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (61,064) BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP 0 1708575 3019906.31 1/31/2006 13074773 BUY 1/31/2006 0.56577 - - 0 0 GBP BRITISH POUND CSFB 0 0 0 0 0 0 0 0.01 0 0.01 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 670,209 BOND-OFF BALANCE SHEET 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -60 -68343 -120796.25 1/31/2006 13074773 BUY 1/31/2006 0.56577 23,859 13,707 - 23,859 13055925 2/10/2006 SEL 0.574498032 GBP BRITISH POUND CSFB 82050 142820.33 0 13707 0 23859.09 0 0 0 23859.09 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,842 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -60 -68343 -120796.25 1/31/2006 13074773 BUY 1/31/2006 0.56577 23,796 13,671 - 23,796 13055926 2/10/2006 SEL 0.574498032 GBP BRITISH POUND CSFB 82014 142757.67 0 13671 0 23796.43 0 0 0 23796.43 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,779 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -60 -68343 -120796.25 1/31/2006 13074773 BUY 1/31/2006 0.56577 23,709 13,579 - 23,709 13060589 2/13/2006 SEL 0.572754088 GBP BRITISH POUND CSFB 81922.14 143031.96 0 13579.14 0 23708.5 0 0 0 23708.5 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 810 BOND-OFF BALANCE SHEET 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -60 -68343 -120796.25 1/31/2006 13074773 BUY 1/31/2006 0.56577 23,324 13,359 - 23,324 13060591 2/13/2006 SEL 0.572754088 GBP BRITISH POUND CSFB 81702.06 142647.71 0 13359.06 0 23324.25 0 0 0 23324.25 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 426 BOND-OFF BALANCE SHEET EFTA01592247 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -210 -239200.5 -422786.88 1/31/2006 13074773 BUY 1/31/2006 0.56577 83,627 47,975 - 83,627 13065054 2/14/2006 SEL 0.573674096 GBP BRITISH POUND CSFB 287175 500589.1 0 47974.5 0 83626.75 0 0 0 83626.75 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 4,597 BOND-OFF BALANCE SHEET 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -80 -91124 -161061.67 1/31/2006 13074773 BUY 1/31/2006 0.56577 42,649 24,576 - 42,649 13078381 2/17/2006 SEL 0.576236026 GBP BRITISH POUND CSFB 115700 200785.78 0 24576 0 42649.19 0 0 0 42649.19 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 4,180 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -970 -1104878.5 -1952872.75 1/31/2006 13074773 BUY 1/31/2006 0.56577 497,922 285,629 - 497,922 13130528 2/23/2006 SEL 0.573641187 GBP BRITISH POUND CSFB 1390507.2 2424001.68 0 285628.7 0 497922.23 0 0 0 497922.23 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 38,461 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -970 -1390507.2 -2424001.68 2/23/2006 13130530 BUY 2/23/2006 0.573641 21,452 12,275 - 21,452 13265249 3/28/2006 SEL 0.572229693 GBP BRITISH POUND CSFB 1402782.52 2451432.59 0 12275.32 0 21451.74 0 0 0 21451.74 L HBFT Highbridge Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (26,483) BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -122 -176432.44 -308324.51 3/28/2006 13265250 BUY 3/28/2006 0.572229 71 41 71 13207069 3/29/2006 SEL 0.571477555 GBP BRITISH POUND CSFB 176473 308801.28 0 40.56 0 70.97 0 0 0 70.97 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,917) BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -102 -147509.09 -257779.51 3/28/2006 13265250 BUY 3/28/2006 0.572229 1,043 595 - 1,043 13235339 4/6/2006 SEL 0.570613409 GBP BRITISH POUND CSFB 148104 259552.26 0 594.91 0 1042.58 0 0 0 1042.58 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (444) BOND-OFF BALANCE SHEET 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -200 -289233.51 -505450.02 3/28/2006 EFTA01592248 13265250 BUY 3/28/2006 0.572229 13,591 7,766 - 13,591 13239445 4/7/2006 SEL 0.571444898 GBP BRITISH POUND CSFB 297000 519735.15 0 7766.49 0 13590.97 0 0 0 13590.97 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 8,524 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -121 -174986.27 -305797.26 3/28/2006 13265250 BUY 3/28/2006 0.572229 7,179 4,102 - 7,179 13239449 4/7/2006 SEL 0.571444898 GBP BRITISH POUND CSFB 179088.75 313396.36 0 4102.48 0 7179.13 0 0 0 7179.13 L HBFT Highbridge - Financial Trust Co. CREDIT- SUISSE FIRST BOSTON 4,113 BOND-OFF BALANCE SHEET 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -102 -147509.09 -257779.51 3/28/2006 13265250 BUY 3/28/2006 0.572229 2,672 1,528 - 2,672 13260749 4/13/2006 SEL 0.571787981 GBP BRITISH POUND CSFB 149036.79 260650.44 0 1527.7 0 2671.79 0 0 0 2671.79 L HBFT Highbridge - Financial Trust Co. CREDIT- SUISSE FIRST BOSTON (261) BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -82 -118585.74 -207234.51 3/28/2006 13265250 BUY 3/28/2006 0.572229 8,003 4,517 - 8,003 13269791 4/18/2006 SEL 0.564381861 GBP BRITISH POUND CSFB 123102.5 218119.16 0 4516.76 0 8003.02 0 0 0 8003.02 L HBFT Highbridge - Financial Trust Co. CREDIT- SUISSE FIRST BOSTON 1,886 BOND-OFF BALANCE SHEET 10013812 BAA_2.625_08/09 Baa 2.625% 8/19/09 SWAP -241 -348526.38 -609067.27 3/28/2006 13265250 BUY 3/28/2006 0.572229 23,595 13,275 - 23,595 13275602 4/19/2006 SEL 0.562619557 GBP BRITISH POUND CSFB 361801.25 643065.54 0 13274.87 0 23594.76 0 0 0 23594.76 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (8,991) BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP -805 -1165226.24 -2002033.46 12/31/2005 12966998 BUY 12/31/2005 0.582021 (46,715) (26,430) - (46,715) 13074779 1/31/2006 SEL 0.565770863 GBP BRITISH POUND CSFB 1138796.46 2012822.74 0 -26429.78 0 -46714.64 0 0 0 -46714.64 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (58,745) BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP 0 1138796.46 2012822.74 1/31/2006 13074781 BUY 1/31/2006 0.56577 - - (0) (0) GBP EFTA01592249 BRITISH POUND CSFB 0 0 0 0 0 0 0 -0.01 0 -0.01 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 48,678 BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP -170 -240491.18 -425068.16 1/31/2006 13074781 BUY 1/31/2006 0.56577 9,364 5,371 - 9,364 13093563 2/23/2006 SEL 0.573641187 GBP BRITISH POUND CSFB 245862.5 428599.8 0 5371.32 0 9363.56 0 0 0 9363.56 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (303) BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP -635 -898305.28 -1587754.59 1/31/2006 13074781 BUY 1/31/2006 0.56577 53,685 30,796 53,685 13130533 2/23/2006 SEL 0.573641187 GBP BRITISH POUND CSFB 929101.44 1619656.09 0 30796.16 0 53685.4 0 0 0 53685.4 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 17,578 BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.37596_10/10 SWAP -635 -929101.44 -1619656.09 2/23/2006 13130534 BUY 2/23/2006 0.573641 21,941 12,556 - 21,941 13265533 3/28/2006 SEL 0.572229693 GBP BRITISH POUND CSFB 941657 1645592.69 0 12555.56 0 21941.47 0 0 0 21941.47 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (6,724) BOND-OFF BALANCE SHEET 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 SWAP -635 -941657 -1645592.69 3/28/2006 13265534 BUY 3/28/2006 0.572229 15,349 8,798 - 15,349 13215629 3/31/2006 SEL 0.573213723 GBP BRITISH POUND CSFB 950455.3 1658116.79 0 8798.3 0 15349.07 0 0 0 15349.07 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3,733 BOND-OFF BALANCE SHEET SUBTOTAL(9,P37:P59)=853,691 BOND-OFF BALANCE SHEET Total 10022816 FGBMH6 Euro-bobl Mar 06 Future 11 1244320 1458778.55 12/8/2005 12871134 SHT 12/8/2005 0.852987 14,743 12,430 - 14,743 13107706 2/28/2006 CVS 0.843099233 EUR EUROPEAN MONETARY UNIT CSFB -1231890 -1461144.73 0 12430 0 14743.22 0 0 0 14743.22 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (794) FUTURE 10023759 FGBMM6 Euro-bobl Jun 06 Future 11 1222870 1450446.11 2/28/2006 13107715 SHT 2/28/2006 0.843099 12,857 10,010 - 12,857 13606152 5/24/2006 CVS 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB -1212860 -1557797.38 0 10010 0 12856.84 0 0 0 12856.84 S HBFT EFTA01592250 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,850) FUTURE 10022817 FGBSH6 Euro-schatz Mar 06 Future 2 211030 247401.02 12/8/2005 12871136 SHT 12/8/2005 0.852987 996 840 - 996 13107761 2/28/2006 CVS 0.843099233 EUR EUROPEAN MONETARY UNIT CSFB -210190 -249306.36 0 840 0 996.32 0 0 0 996.32 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (14) FUTURE 10023761 FGBSM6 Euro-schatz Jun 06 Future 1 104840 124350.72 2/28/2006 13107767 SHT 2/28/2006 0.843099 455 355 - 455 13637246 6/1/2006 CVS 0.779392853 EUR EUROPEAN MONETARY UNIT CSFB -104485 -134059.48 0 355 0 455.48 0 0 0 455.48 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 30 FUTURE 10022652 FLGH6 LONG GILT FUTURE March 2006 2 227020 393278.1 11/29/2005 12841443 SEL 11/29/2005 0.57725 (452) (260) - (452) 13107753 2/28/2006 CVS 0.574729159 GBP BRITISH POUND CSFB -227280 -395455.84 0 -260 0 -452.39 0 0 0 -452.39 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (734) FUTURE 10022652 FLGH6 LONG GILT FUTURE March 2006 2 227020 393278.1 5/26/2005 12841497 SEL 5/26/2005 0.57725 (452) (260) - (452) 13107919 2/28/2006 BUY 0.574729159 GBP BRITISH POUND CSFB -227280 -395455.84 0 -260 0 -452.39 0 0 0 -452.39 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (731) FUTURE 10023760 FLGM6 LONG GILT FUTURE JUNE 2006 2 226700 394446.67 2/28/2006 13107756 SHT 2/28/2006 0.574729 9,634 5,420 - 9,634 13275598 4/19/2006 CVS 0.562619557 GBP BRITISH POUND CSFB -221280 -393303.07 0 5420 0 9633.51 0 0 0 9633.51 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (77) FUTURE 10023760 FLGM6 LONG GILT FUTURE JUNE 2006 2 226700 394446.67 5/26/2005 13107920 SEL 5/26/2005 0.574729 11,929 6,360 - 11,929 13593061 5/22/2006 CVS 0.533176935 GBP BRITISH POUND CSFB -220340 -413258.69 0 6360 0 11928.5 0 0 0 11928.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (907) FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 6 636984.37 636984.37 5/24/2005 12896794 SEL 5/24/2005 1 6,797 6,797 - 6,797 13116841 3/1/2006 BUY 1 USD US DOLLAR CSFB -630187.5 -630187.5 0 6796.87 0 6796.87 0 0 0 6796.87 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,219 FUTURE EFTA01592251 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 16 1698624.99 1698624.99 5/24/2005 12896796 SEL 5/24/2005 1 18,125 18,125 - 18,125 13116843 3/1/2006 BUY 1 USD US DOLLAR CSFB -1680500 -1680500 0 18124.99 0 18124.99 0 0 0 18124.99 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3,250 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 1 106164.06 106164.06 5/24/2005 12896798 SEL 5/24/2005 1 1,133 1,133 - 1,133 13116845 3/1/2006 BUY 1 USD US DOLLAR CSFB -105031.25 -105031.25 0 1132.81 0 1132.81 0 0 0 1132.81 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 203 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 3 318492.19 318492.19 5/24/2005 12896800 SEL 5/24/2005 1 3,398 3,398 - 3,398 13116847 3/1/2006 BUY 1 USD US DOLLAR CSFB -315093.75 -315093.75 0 3398.44 0 3398.44 0 0 0 3398.44 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 609 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 1 106164.06 106164.06 5/24/2005 12896802 SEL 5/24/2005 1 1,133 1,133 - 1,133 13116849 3/1/2006 BUY 1 USD US DOLLAR CSFB -105031.25 -105031.25 0 1132.81 0 1132.81 0 0 0 1132.81 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 203 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 2 212328.12 212328.12 5/24/2005 12896804 SEL 5/24/2005 1 2,266 2,266 - 2,266 13116851 3/1/2006 BUY 1 USD US DOLLAR CSFB -210062.5 -210062.5 0 2265.62 0 2265.62 0 0 0 2265.62 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 406 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 6 636984.37 636984.37 5/26/2005 12896806 SEL 5/26/2005 1 6,797 6,797 - 6,797 13116853 3/1/2006 BUY 1 USD US DOLLAR CSFB -630187.5 -630187.5 0 6796.87 0 6796.87 0 0 0 6796.87 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,219 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 2 212328.12 212328.12 5/26/2005 12896808 SEL 5/26/2005 1 2,266 2,266 - 2,266 13116855 3/1/2006 BUY 1 USD US DOLLAR CSFB -210062.5 -210062.5 0 2265.62 0 2265.62 0 0 0 2265.62 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 406 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 1 EFTA01592252 106164.06 106164.06 6/14/2005 12896810 SEL 6/14/2005 1 1,133 1,133 - 1,133 13116857 3/1/2006 BUY 1 USD US DOLLAR CSFB -105031.25 -105031.25 0 1132.81 0 1132.81 0 0 0 1132.81 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 203 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 3 318492.19 318492.19 6/14/2005 12896812 SEL 6/14/2005 1 2,227 2,227 - 2,227 13042158 2/7/2006 BUY 1 USD US DOLLAR CSFB -316265.63 -316265.63 0 2226.56 0 2226.56 0 0 0 2226.56 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 180 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 4 424656.25 424656.25 6/22/2005 12896814 SEL 6/22/2005 1 4,531 4,531 - 4,531 13116859 3/1/2006 BUY 1 USD US DOLLAR CSFB -420125 -420125 0 4531.25 0 4531.25 0 0 0 4531.25 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 813 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 4 424656.25 424656.25 7/19/2005 12896816 SEL 7/19/2005 1 4,531 4,531 - 4,531 13116861 3/1/2006 BUY 1 USD US DOLLAR CSFB -420125 -420125 0 4531.25 0 4531.25 0 0 0 4531.25 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 813 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 3 318492.19 318492.19 7/26/2005 12896818 SEL 7/26/2005 1 3,398 3,398 - 3,398 13116863 3/1/2006 BUY 1 USD US DOLLAR CSFB -315093.75 -315093.75 0 3398.44 0 3398.44 0 0 0 3398.44 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 609 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 4 424656.25 424656.25 8/10/2005 12896820 SEL 8/10/2005 1 4,531 4,531 - 4,531 13116865 3/1/2006 BUY 1 USD US DOLLAR CSFB -420125 -420125 0 4531.25 0 4531.25 0 0 0 4531.25 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 813 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 -2 -212328.12 -212328.12 8/16/2005 12896822 BUY 8/16/2005 1 (1,391) (1,391) - (1,391) 13047347 2/8/2006 SEL 1 USD US DOLLAR CSFB 210937.5 210937.5 0 -1390.62 0 -1390.62 0 0 0 -1390.62 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 26 FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 6 629812.5 629812.5 5/24/2005 13116842 SEL EFTA01592253 5/24/2005 1 6,375 6,375 - 6,375 13636941 5/31/2006 CVS 1 USD US DOLLAR CSFB -623437.5 -623437.5 6375 0 6375 0 0 0 6375 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (15) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 16 1679500 1679500 5/24/2005 13116844 SEL 5/24/2005 1 17,000 17,000 - 17,000 13636942 5/31/2006 CVS 1 USD US DOLLAR CSFB -1662500 -1662500 17000 0 17000 0 0 0 17000 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (40) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 1 104968.75 104968.75 5/24/2005 13116846 SEL 5/24/2005 1 1,063 1,063 - 1,063 13636940 5/31/2006 CVS 1 USD US DOLLAR CSFB -103906.25 -103906.25 1062.5 0 1062.5 0 0 0 1062.5 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 3 314906.25 314906.25 5/24/2005 13116848 SEL 5/24/2005 1 3,188 3,188 - 3,188 13636940 5/31/2006 CVS 1 USD US DOLLAR CSFB -311718.75 -311718.75 3187.5 0 3187.5 0 0 0 3187.5 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (8) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 1 104968.75 104968.75 5/24/2005 13116850 SEL 5/24/2005 1 1,063 1,063 - 1,063 13636945 5/31/2006 CVS 1 USD US DOLLAR CSFB -103906.25 -103906.25 1062.5 0 1062.5 0 0 0 1062.5 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 2 209937.5 209937.5 5/24/2005 13116852 SEL 5/24/2005 1 2,125 2,125 - 2,125 13636945 5/31/2006 CVS 1 USD US DOLLAR CSFB -207812.5 -207812.5 2125 0 2125 0 0 0 2125 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (5) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 6 629812.5 629812.5 5/26/2005 13116854 SEL 5/26/2005 1 6,375 6,375 - 6,375 13636937 5/31/2006 CVS 1 USD US DOLLAR CSFB -623437.5 -623437.5 6375 0 6375 0 0 0 6375 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (15) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 2 209937.5 209937.5 5/26/2005 13116856 SEL 5/26/2005 1 2,125 2,125 - 2,125 13636946 5/31/2006 CVS 1 USD US DOLLAR EFTA01592254 CSFB -207812.5 -207812.5 2125 0 2125 0 0 0 2125 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (5) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 1 104968.75 104968.75 6/14/2005 13116858 SEL 6/14/2005 1 719 719 - 719 13606481 5/24/2006 BUY 1 USD US DOLLAR CSFB -104250 -104250 0 718.75 0 718.75 0 0 0 718.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (253) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 4 419875 419875 6/22/2005 13116860 SEL 6/22/2005 1 4,250 4,250 - 4,250 13636947 5/31/2006 CVS 1 USD US DOLLAR CSFB -415625 -415625 0 4250 0 4250 0 0 0 4250 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (10) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 4 419875 419875 7/19/2005 13116862 SEL 7/19/2005 1 4,250 4,250 - 4,250 13636948 5/31/2006 CVS 1 USD US DOLLAR CSFB -415625 -415625 0 4250 0 4250 0 0 0 4250 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (10) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 3 314906.25 314906.25 7/26/2005 13116864 SEL 7/26/2005 1 3,188 3,188 - 3,188 13636949 5/31/2006 CVS 1 USD US DOLLAR CSFB -311718.75 -311718.75 0 3187.5 0 3187.5 0 0 0 3187.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (8) FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 4 419875 419875 8/10/2005 13116866 SEL 8/10/2005 1 4,250 4,250 - 4,250 13636950 5/31/2006 CVS 1 USD US DOLLAR CSFB -415625 -415625 0 4250 0 4250 0 0 0 4250 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (10) FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 6 622968.75 622968.75 5/31/2006 13636951 SHT 5/31/2006 1 (7,219) (7,219) - (7,219) 14005573 9/4/2006 CVS 1 USD US DOLLAR CSFB -630187.5 -630187.5 0 -7218.75 0 -7218.75 0 0 0 -7218.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 375 FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 4 415312.5 415312.5 5/31/2006 13636952 SHT 5/31/2006 1 1,188 1,188 - 1,188 13797069 7/13/2006 BUY 1 USD US DOLLAR CSFB -414125 -414125 0 1187.5 0 1187.5 0 0 0 1187.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (73) FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 6 EFTA01592255 622968.75 622968.75 5/31/2006 13636953 SHT 5/31/2006 1 (7,219) (7,219) - (7,219) 14005575 9/4/2006 CVS 1 USD US DOLLAR CSFB -630187.5 -630187.5 0 -7218.75 0 -7218.75 0 0 0 -7218.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 375 FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 16 1661250 1661250 5/31/2006 13636954 SHT 5/31/2006 1 (12,250) (12,250) - (12,250) 13954347 8/17/2006 BUY 1 USD US DOLLAR CSFB -1673500 -1673500 0 -12250 0 -12250 0 0 0 -12250 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (40) FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 3 311484.38 311484.38 5/31/2006 13636955 SHT 5/31/2006 1 (3,609) (3,609) - (3,609) 14005577 9/4/2006 CVS 1 USD US DOLLAR CSFB -315093.75 -315093.75 0 -3609.37 0 -3609.37 0 0 0 -3609.37 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 188 FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 2 207656.25 207656.25 5/31/2006 13636956 SHT 5/31/2006 1 (2,406) (2,406) - (2,406) 14005579 9/4/2006 CVS 1 USD US DOLLAR CSFB -210062.5 -210062.5 0 -2406.25 0 -2406.25 0 0 0 -2406.25 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 125 FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 4 415312.5 415312.5 5/31/2006 13636957 SHT 5/31/2006 1 (4,813) (4,813) - (4,813) 14005581 9/4/2006 CVS 1 USD US DOLLAR CSFB -420125 -420125 0 -4812.5 0 -4812.5 0 0 0 -4812.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 250 FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 4 415312.5 415312.5 5/31/2006 13636958 SHT 5/31/2006 1 (4,813) (4,813) - (4,813) 14005583 9/4/2006 CVS 1 USD US DOLLAR CSFB -420125 -420125 0 -4812.5 0 -4812.5 0 0 0 -4812.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 250 FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 3 311484.38 311484.38 5/31/2006 13636959 SHT 5/31/2006 1 (3,609) (3,609) - (3,609) 14005585 9/4/2006 CVS 1 USD US DOLLAR CSFB -315093.75 -315093.75 0 -3609.37 0 -3609.37 0 0 0 -3609.37 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST EFTA01592256 BOSTON 188 FUTURE 10025296 FVU6 UST 5 YEAR T-NOTE FUT SEP 06 4 415312.5 415312.5 5/31/2006 13636960 SHT 5/31/2006 1 2,188 2,188 - 2,188 13721003 6/21/2006 BUY 1 USD US DOLLAR CSFB -413125 -413125 0 2187.5 0 2187.5 0 0 0 2187.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (73) FUTURE 10022643 TYH6 TYH6 20 2178437.5 2178437.5 11/29/2005 12841921 SEL 11/29/2005 1 22,188 22,188 - 22,188 13105066 2/27/2006 BUY 1 USD US DOLLAR CSFB -2156250 -2156250 0 22187.5 0 22187.5 0 0 0 22187.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (50) FUTURE 10023745 TYM6 TYM6 20 2153125 2153125 2/27/2006 13105081 SEL 2/27/2006 1 28,438 28,438 - 28,438 13236078 4/6/2006 BUY 1 USD US DOLLAR CSFB -2124687.5 -2124687.5 0 28437.5 0 28437.5 0 0 0 28437.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 5,575 FUTURE SUBTOTAL(9,P61:P108)=174,615 FUTURE Total 10009531 GPM.N GM 6.25% 7/15/2033 -100000 -2059600 -2059600 5/20/2005 12278519 BUY 5/20/2005 1 (378,492) (378,492) - (378,492) 13235886 4/6/2006 SEL 1 USD US DOLLAR CSFB 1681108.2 1681108.2 0 -378491.8 0 -378491.8 0 0 0 -378491.8 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (18,892) PREFERRED STOCK 10009531 GPM.N GM 6.25% 7/15/2033 -75000 -1544700 -1544700 5/20/2005 12278519 BUY 5/20/2005 1 46,901 46,901 - 46,901 13934017 8/15/2006 SEL 1 USD US DOLLAR CSFB 1591601.02 1591601.02 46901.02 0 46901.02 0 0 0 46901.02 0 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 24,101 PREFERRED STOCK SUBTOTAL(9,P110:P111)=(331,591) PREFERRED STOCK Total 10015096 DPBGN.DE Deutsche Postbank 13373 584400.1 716883.6 8/25/2005 12582070 SEL 8/25/2005 0.815195 (16,722) (13,632) (21,679) (38,401) 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -598031.82 -755284.29 0 -13631.72 0 -16722.03 0 -21678.65 0 -38400.68 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 178,363 STOCK 10015096 DPBGN.DE Deutsche Postbank 2000 91293.8 109328.89 10/25/2005 12750902 SHT 10/25/2005 EFTA01592257 0.835038 2,222 1,855 (5,849) (3,628) 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -89438.69 -112956.6 0 1855.11 0 2221.58 0 -5849.29 0 -3627.71 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 26,675 STOCK 10015096 DPBGN.DE Deutsche Postbank 285 13673.05 16484.91 11/3/2005 12771484 SHT 11/3/2005 0.829428 1,119 928 (730) 389 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -12745.01 -16096.32 0 928.04 0 1118.89 0 -730.29 0 388.6 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3,801 STOCK 10015096 DPBGN.DE Deutsche Postbank 1200 64617.33 78115.89 1/19/2006 12984199 SHT 1/19/2006 0.827198 13,242 10,954 (2,901) 10,342 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -53663.22 -67773.96 0 10954.11 0 13242.43 0 -2900.5 0 10341.93 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 16,005 STOCK 10015096 DPBGN.DE Deutsche Postbank 640 36768.84 43771.47 2/23/2006 13093543 SHT 2/23/2006 0.840018 9,700 8,148 (2,075) 7,625 13837513 7/25/2006 BUY 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB -28620.38 -36146.11 0 8148.46 0 9700.33 0 -2074.98 0 7625.35 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 8,536 STOCK 10015096 DPBGN.DE Deutsche Postbank -1304 -58314.03 -73647.7 7/25/2006 13837513 BUY 7/25/2006 0.791797 18,933 14,991 605 19,538 13852251 7/28/2006 SEL 0.786658276 EUR EUROPEAN MONETARY UNIT CSFB 73305.08 93185.42 0 14991.05 0 18932.95 0 604.77 0 19537.72 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (74) STOCK 10026253 DPBGN.DE_CNV Deutsche Postbank conversion shares -18802 -840813.15 -1052908.27 7/18/2006 13810515 BUY 7/18/2006 0.798562 - 8,997 8,997 13837512 7/25/2006 SEL 0.791796983 EUR EUROPEAN MONETARY UNIT CSFB 840813.15 1061904.97 0 0 0 0 0 8996.7 0 8996.7 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (250,773) STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7000 132230 166219.72 5/25/2005 12291569 SEL 5/25/2005 0.795513 (27,530) (21,901) 10,573 (16,957) 13074675 2/16/2006 CVS 0.841432117 EUR EUROPEAN MONETARY UNIT CSFB -154130.76 -183176.7 0 -21900.76 0 -27530.35 0 10573.37 0 -16956.98 S HBFT Highbridge - Financial Trust EFTA01592258 Co. CREDIT-SUISSE FIRST BOSTON 4,670 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7000 132230 166219.72 5/25/2005 12291569 SEL 5/25/2005 0.795513 (19,644) (15,627) 9,359 (10,285) 13153271 3/14/2006 CVS 0.837696335 EUR EUROPEAN MONETARY UNIT CSFB -147857.43 -176504.81 0 -15627.43 0 -19644.46 0 9359.38 0 -10285.08 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 13,266 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 15064 284558.96 357704.84 5/25/2005 12291569 SEL 5/25/2005 0.795513 (39,766) (31,634) 7,462 (32,304) 13289313 4/24/2006 CVS 0.81073412 EUR EUROPEAN MONETARY UNIT CSFB -316193.36 -390008.7 0 -31634.4 0 -39766.02 0 7462.16 0 -32303.86 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON - STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 8666 163700.74 205780.02 5/25/2005 12291569 SEL 5/25/2005 0.795513 (22,550) (17,939) 3,179 (19,371) 13294131 4/25/2006 CVS 0.806744383 EUR EUROPEAN MONETARY UNIT CSFB -181639.36 -225151.07 0 -17938.62 0 -22549.74 0 3178.69 0 -19371.05 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 5984 120816.96 147245.67 7/22/2005 12484960 SHT 7/22/2005 0.820512 (5,616) (4,608) (2,609) (8,224) 13294131 4/25/2006 CVS 0.806744383 EUR EUROPEAN MONETARY UNIT CSFB -125424.64 -155470.11 0 -4607.68 0 -5615.61 0 -2608.83 0 -8224.44 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON - STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7535 152131.65 185410.45 7/22/2005 12484960 SHT 7/22/2005 0.820512 (6,796) (5,576) (4,029) (10,825) 13305158 4/27/2006 CVS 0.803664711 EUR EUROPEAN MONETARY UNIT CSFB -157707.55 -196235.5 0 -5575.9 0 -6795.63 0 -4029.43 0 -10825.06 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON - STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 8255 166668.45 203127.17 7/22/2005 12484960 SHT 7/22/2005 0.820512 (32,295) (26,499) (11,030) (43,325) 13549016 5/10/2006 BUY 0.783791198 EUR EUROPEAN MONETARY UNIT CSFB -193167 -246452.12 0 -26498.55 0 -32295.11 0 -11029.84 0 -43324.95 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (10,953) STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7949 EFTA01592259 160490.31 195597.57 7/22/2005 12484960 SHT 7/22/2005 0.820512 (21,023) (17,249) (10,149) (31,172) 13549021 5/10/2006 CVS 0.783791198 EUR EUROPEAN MONETARY UNIT CSFB -177739.64 -226769.12 0 -17249.33 0 -21022.62 0 -10148.93 0 -31171.55 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON - STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 6913 139573.47 170105.17 7/22/2005 12484960 SHT 7/22/2005 0.820512 (20,221) (16,591) (9,417) (29,637) 13554930 5/11/2006 BUY 0.781830265 EUR EUROPEAN MONETARY UNIT CSFB -156164.67 -199742.42 0 -16591.2 0 -20220.53 0 -9416.73 0 -29637.26 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 6,189 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 1342 27132.42 32752.9 7/25/2005 12489183 SHT 7/25/2005 0.828397 (3,843) (3,183) (2,180) (6,022) 13554930 5/11/2006 BUY 0.781830265 EUR EUROPEAN MONETARY UNIT CSFB -30315.78 -38775.4 0 -3183.36 0 -3842.79 0 -2179.7 0 -6022.49 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,202 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 4558 92153.19 111242.72 7/25/2005 12489183 SHT 7/25/2005 0.828397 (7,121) (5,899) (8,040) (15,162) 13565226 5/15/2006 BUY 0.775704922 EUR EUROPEAN MONETARY UNIT CSFB -98052.61 -126404.52 0 -5899.42 0 -7121.48 0 -8040.31 0 -15161.79 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 692 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 942 17871.15 20918.18 11/14/2005 12800128 SHT 11/14/2005 0.854335 (2,801) (2,393) (2,404) (5,206) 13565226 5/15/2006 BUY 0.775704922 EUR EUROPEAN MONETARY UNIT CSFB -20264.49 -26123.97 0 -2393.34 0 -2801.4 0 -2404.38 0 -5205.78 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 143 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7058 133900.85 156730.94 11/14/2005 12800128 SHT 11/14/2005 0.854335 (17,502) (14,952) (15,183) (32,685) 13581997 5/18/2006 BUY 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB -148853.22 -189415.72 0 -14952.37 0 -17501.75 0 -15183.03 0 -32684.78 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON - STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 782 17225.04 20823.36 1/19/2006 12984196 SHT EFTA01592260 1/19/2006 0.827197 886 733 (1,049) (163) 13581997 5/18/2006 BUY 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB -16492.38 -20986.55 0 732.66 0 885.72 0 -1048.92 0 -163.2 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON - STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7741 170510.31 206129.91 1/19/2006 12984196 SHT 1/19/2006 0.827198 8,768 7,253 (10,383) (1,616) 13582000 5/18/2006 BUY 0.785854617 EUR EUROPEAN MONETARY UNIT CSFB -163257.69 -207745.41 0 7252.62 0 8767.69 0 -10383.19 0 -1615.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON - STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 1200 26432.29 31954 1/19/2006 12984196 SHT 1/19/2006 0.827198 2,550 2,109 (1,608) 942 13593059 5/22/2006 CVS 0.784313725 EUR EUROPEAN MONETARY UNIT CSFB -24323.22 -31012.11 0 2109.07 0 2549.66 0 -1607.76 0 941.9 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 567 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 15277 336505.1 406801.02 1/19/2006 12984196 SHT 1/19/2006 0.827198 24,136 19,966 (23,899) 238 13606140 5/24/2006 CVS 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB -316539.44 -406563.26 0 19965.66 0 24136.49 0 -23898.73 0 237.76 S HBFT Highbridge - Financial Trust Co. CREDIT- SUISSE FIRST BOSTON (2,551) STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 11000 258551.59 314825.34 2/1/2006 13027737 SEL 2/1/2006 0.821254 37,299 30,632 (15,214) 22,085 13606140 5/24/2006 CVS 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB -227920 -292740.45 0 30631.59 0 37298.56 0 -15213.66 0 22084.9 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,837) STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 5000 114927.36 146630.07 5/10/2006 13553638 SHT 5/10/2006 0.783791 14,452 11,327 (886) 13,566 13606140 5/24/2006 CVS 0.778573653 EUR EUROPEAN MONETARY UNIT CSFB -103600 -133063.84 0 11327.36 0 14452.01 0 -885.78 0 13566.23 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (835) STOCK 10002383 AFG.N American Financial Group Inc 520 18693.22 18693.22 11/17/2005 12813195 SHT 11/17/2005 1 (3,325) (3,325) - (3,325) 13587642 5/19/2006 CVS 1 USD US DOLLAR CSFB -22018.62 -22018.62 0 -3325.4 0 -3325.4 EFTA01592261 0 0 0 -3325.4 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (54) STOCK 10002383 AFG.N American Financial Group Inc 400 14379.4 14379.4 11/17/2005 12813195 SHT 11/17/2005 1 (2,031) (2,031) - (2,031) 13694691 6/14/2006 CVS 1 USD US DOLLAR CSFB -16410.6 -16410.6 0 -2031.2 0 -2031.2 0 0 0 -2031.2 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 65 STOCK 106791 AGN.N Allergan Inc 2746 227304.37 227304.37 6/14/2005 12357457 SHT 6/14/2005 1 (38,639) (38,639) - (38,639) 13538058 5/8/2006 CVS 1 USD US DOLLAR CSFB -265943.82 -265943.82 0 -38639.45 0 -38639.45 0 0 0 -38639.45 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 10,469 STOCK 106791 AGN.N Allergan Inc 2768 229125.46 229125.46 6/14/2005 12357457 SHT 6/14/2005 1 (37,310) (37,310) (37,310) 13543637 5/9/2006 CVS 1 USD US DOLLAR CSFB -266435.26 -266435.26 0 -37309.8 0 -37309.8 0 0 0 -37309.8 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,171 STOCK 106791 AGN.N Allergan Inc 2581 213646.24 213646.24 6/14/2005 12357457 SHT 6/14/2005 1 (34,631) (34,631) - (34,631) 13549424 5/10/2006 CVS 1 USD US DOLLAR CSFB -248277.13 -248277.13 0 -34630.89 0 -34630.89 0 0 0 -34630.89 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 660 STOCK 106791 AGN.N Allergan Inc 190 15727.54 15727.54 6/14/2005 12357457 SHT 6/14/2005 1 (2,405) (2,405) - (2,405) 13570757 5/11/2006 CVS 1 USD US DOLLAR CSFB -18132.2 -18132.2 0 -2404.66 0 -2404.66 0 0 0 -2404.66 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 165 STOCK 106791 AGN.N Allergan Inc 340 29057.42 29057.42 6/20/2005 12375932 SHT 6/20/2005 1 (3,390) (3,390) - (3,390) 13570757 5/11/2006 CVS 1 USD US DOLLAR CSFB -32447.09 -32447.09 0 -3389.67 0 -3389.67 0 0 0 -3389.67 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 295 STOCK 106791 AGN.N Allergan Inc 1052 91467.57 91467.57 7/18/2005 12467131 SHT 7/18/2005 1 (9,373) (9,373) - (9,373) 13560309 5/12/2006 CVS 1 USD US DOLLAR CSFB -100840.97 -100840.97 EFTA01592262 0 -9373.4 0 -9373.4 0 0 0 -9373.4 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 193 STOCK 106791 AGN.N Allergan Inc 2352 204497.85 204497.85 7/18/2005 12467131 SHT 7/18/2005 1 (20,349) (20,349) - (20,349) 13560372 5/12/2006 CVS 1 USD US DOLLAR CSFB -224846.59 -224846.59 0 -20348.74 0 -20348.74 0 0 0 -20348.74 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,039 STOCK 106791 AGN.N Allergan Inc 2649 230320.92 230320.92 7/18/2005 12467131 SHT 7/18/2005 1 (21,082) (21,082) - (21,082) 13565963 5/15/2006 CVS 1 USD US DOLLAR CSFB -251403.35 -251403.35 0 -21082.43 0 -21082.43 0 0 0 -21082.43 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,894 STOCK 106791 AGN.N Allergan Inc 476 41386.47 41386.47 7/18/2005 12467131 SHT 7/18/2005 1 (3,974) (3,974) - (3,974) 13565966 5/15/2006 CVS 1 USD US DOLLAR CSFB -45360.47 -45360.47 0 -3974 0 -3974 0 0 0 -3974 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 155 STOCK 106791 AGN.N Allergan Inc 1589 138157.77 138157.77 7/18/2005 12467131 SHT 7/18/2005 1 (13,485) (13,485) - (13,485) 13570757 5/11/2006 CVS 1 USD US DOLLAR CSFB -151642.43 -151642.43 0 -13484.66 0 -13484.66 0 0 0 -13484.66 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,378 STOCK 106791 AGN.N Allergan Inc 2096 182239.58 182239.58 7/18/2005 12467131 SHT 7/18/2005 1 (17,233) (17,233) - (17,233) 13571079 5/16/2006 BUY 1 USD US DOLLAR CSFB -199472.28 -199472.28 0 -17232.7 0 -17232.7 0 0 0 -17232.7 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (206) STOCK 106791 AGN.N Allergan Inc 540 46951.04 46951.04 7/18/2005 12467131 SHT 7/18/2005 1 (5,057) (5,057) - (5,057) 13582458 5/18/2006 CVS 1 USD US DOLLAR CSFB -52008.08 -52008.08 0 -5057.05 0 -5057.05 0 0 0 -5057.05 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,448) STOCK 106791 AGN.N Allergan Inc 3796 330048.39 330048.39 7/18/2005 12467131 SHT 7/18/2005 1 EFTA01592263 (26,339) (26,339) (26,339) 13612374 5/17/2006 CVS 1 USD US DOLLAR CSFB -356387.22 -356387.22 0 -26338.83 0 -26338.83 0 0 0 -26338.83 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 5,637 STOCK 106791 AGN.N Allergan Inc 1466 129251.81 129251.81 7/27/2005 12499294 SHT 7/27/2005 1 (11,941) (11,941) (11,941) 13582458 5/18/2006 CVS 1 USD US DOLLAR CSFB -141192.32 -141192.32 0 -11940.5 0 -11940.5 0 0 0 -11940.5 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3,931) STOCK 106791 AGN.N Allergan Inc 1324 116732.2 116732.2 7/27/2005 12499294 SHT 7/27/2005 1 (9,960) (9,960) - (9,960) 13587548 5/19/2006 BUY 1 USD US DOLLAR CSFB -126692.31 -126692.31 0 -9960.11 0 -9960.11 0 0 0 -9960.11 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 941 STOCK 106791 AGN.N Allergan Inc 290 26183 26183 7/27/2005 12499436 SHT 7/27/2005 1 (1,567) (1,567) - (1,567) 13587548 5/19/2006 BUY 1 USD US DOLLAR CSFB -27749.83 -27749.83 0 -1566.83 0 -1566.83 0 0 0 -1566.83 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 206 STOCK 106791 AGN.N Allergan Inc 860 78820.95 78820.95 8/9/2005 12546334 SHT 8/9/2005 1 (3,472) (3,472) - (3,472) 13587548 5/19/2006 BUY 1 USD US DOLLAR CSFB -82292.59 -82292.59 0 -3471.64 0 -3471.64 0 0 0 -3471.64 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 611 STOCK 106791 AGN.N Allergan Inc 1279 111971.77 111971.77 10/20/2005 12739020 SHT 10/20/2005 1 (10,415) (10,415) - (10,415) 13587548 5/19/2006 BUY 1 USD US DOLLAR CSFB -122386.3 -122386.3 0 -10414.53 0 -10414.53 0 0 0 -10414.53 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 909 STOCK 106791 AGN.N Allergan Inc 4715 412780.98 412780.98 10/20/2005 12739020 SHT 10/20/2005 1 114,251 114,251 - 114,251 13600381 5/23/2006 BUY 1 USD US DOLLAR CSFB -298530.14 -298530.14 0 114250.84 0 114250.84 0 0 0 114250.84 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 145,529 STOCK 106791 AGN.N Allergan Inc 1455 137334.54 137334.54 EFTA01592264 11/1/2005 12763427 SHT 11/1/2005 1 45,211 45,211 - 45,211 13600381 5/23/2006 BUY 1 USD US DOLLAR CSFB -92123.3 -92123.3 0 45211.24 0 45211.24 0 0 0 45211.24 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 44,909 STOCK 106791 AGN.N Allergan Inc 1730 172672.82 172672.82 11/2/2005 12768438 SHT 11/2/2005 1 63,138 63,138 - 63,138 13600381 5/23/2006 BUY 1 USD US DOLLAR CSFB -109534.92 -109534.92 0 63137.9 0 63137.9 0 0 0 63137.9 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 53,396 STOCK 106791 AGN.N Allergan Inc 1300 128913.59 128913.59 11/22/2005 12824763 SHT 11/22/2005 1 46,604 46,604 - 46,604 13600381 5/23/2006 BUY 1 USD US DOLLAR CSFB -82309.48 -82309.48 0 46604.11 0 46604.11 0 0 0 46604.11 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 40,125 STOCK 106791 AGN.N Allergan Inc 580 60867.85 60867.85 12/6/2005 12863044 SHT 12/6/2005 1 24,145 24,145 - 24,145 13600381 5/23/2006 BUY 1 USD US DOLLAR CSFB -36722.69 -36722.69 0 24145.16 0 24145.16 0 0 0 24145.16 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 17,902 STOCK 106791 AGN.N Allergan Inc -6 -379.89 -379.89 5/23/2006 13600381 BUY 5/23/2006 1 187 187 187 13612481 5/25/2006 SHT 1 USD US DOLLAR CSFB 566.83 566.83 0 186.94 0 186.94 0 0 0 186.94 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2 STOCK 100186 AMGN.O Amgen 545 44061.41 44061.41 9/27/2005 12663372 SHT 9/27/2005 1 2,391 2,391 - 2,391 12967168 1/12/2006 CVS 1 USD US DOLLAR CSFB -41670.12 -41670.12 0 2391.29 0 2391.29 0 0 0 2391.29 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 739 STOCK 100186 AMGN.O Amgen 655 52954.54 52954.54 9/27/2005 12663372 SHT 9/27/2005 1 3,141 3,141 - 3,141 12988927 1/20/2006 CVS 1 USD US DOLLAR CSFB -49813.09 -49813.09 0 3141.45 0 3141.45 0 0 0 3141.45 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,519 STOCK 100186 AMGN.O Amgen 4080 329854.21 329854.21 9/27/2005 12663372 SHT 9/27/2005 1 32,189 32,189 - 32,189 13005802 1/26/2006 CVS 1 USD US DOLLAR CSFB -297665.56 -297665.56 0 EFTA01592265 32188.65 0 32188.65 0 0 0 32188.65 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 10,150 STOCK 100186 AMGN.O Amgen 790 61174.41 61174.41 10/19/2005 12732059 SHT 10/19/2005 1 3,538 3,538 - 3,538 13005802 1/26/2006 CVS 1 USD US DOLLAR CSFB -57636.22 -57636.22 0 3538.19 0 3538.19 0 0 0 3538.19 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,965 STOCK 100186 AMGN.O Amgen 130 10035.35 10035.35 11/3/2005 12772030 SHT 11/3/2005 1 551 551 - 551 13005802 1/26/2006 CVS 1 USD US DOLLAR CSFB -9484.44 -9484.44 0 550.91 0 550.91 0 0 0 550.91 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 323 STOCK 100186 AMGN.O Amgen 555 42843.25 42843.25 11/3/2005 12772030 SHT 11/3/2005 1 349 349 - 349 13024380 2/1/2006 BUY 1 USD US DOLLAR CSFB -42494.04 -42494.04 0 349.2 0 349.2 0 0 0 349.2 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,051) STOCK 100186 AMGN.O Amgen 945 77229.4 77229.4 11/10/2005 12792476 SHT 11/10/2005 1 4,875 4,875 - 4,875 13024380 2/1/2006 BUY 1 USD US DOLLAR CSFB -72354.73 -72354.73 0 4874.67 0 4874.67 0 0 0 4874.67 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3,493) STOCK 100186 AMGN.O Amgen 1950 159362.25 159362.25 11/10/2005 12792476 SHT 11/10/2005 1 14,418 14,418 - 14,418 13032735 2/3/2006 CVS 1 USD US DOLLAR CSFB -144943.95 -144943.95 0 14418.3 0 14418.3 0 0 0 14418.3 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 653 STOCK 100186 AMGN.O Amgen 305 24925.89 24925.89 11/10/2005 12792476 SHT 11/10/2005 1 3,396 3,396 - 3,396 13056210 2/10/2006 CVS 1 USD US DOLLAR CSFB -21530.06 -21530.06 0 3395.84 0 3395.84 0 0 0 3395.84 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 130 STOCK 100186 AMGN.O Amgen 655 51193.59 51193.59 1/17/2006 12975055 SHT 1/17/2006 1 4,957 4,957 - 4,957 13056210 2/10/2006 CVS 1 USD US DOLLAR CSFB -46236.68 -46236.68 0 4956.91 0 4956.91 0 0 0 4956.91 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 278 STOCK EFTA01592266 100186 AMGN.O Amgen 1040 82359.39 82359.39 2/1/2006 13024392 SEL 2/1/2006 1 8,945 8,945 - 8,945 13056210 2/10/2006 CVS 1 USD US DOLLAR CSFB -73413.96 -73413.96 0 8945.43 0 8945.43 0 0 0 8945.43 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 442 STOCK 100186 AMGN.O Amgen 2000 158383.44 158383.44 2/1/2006 13024392 SEL 2/1/2006 1 11,083 11,083 - 11,083 13140823 3/9/2006 CVS 1 USD US DOLLAR CSFB -147300 -147300 0 11083.44 0 11083.44 0 0 0 11083.44 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,090 STOCK 100186 AMGN.O Amgen 960 76024.05 76024.05 2/1/2006 13024392 SEL 2/1/2006 1 8,654 8,654 - 8,654 13256656 4/12/2006 CVS 1 USD US DOLLAR CSFB -67369.77 -67369.77 0 8654.28 0 8654.28 0 0 0 8654.28 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 27 STOCK 100186 AMGN.O Amgen 40 3020.92 3020.92 2/21/2006 13084093 SHT 2/21/2006 1 214 214 - 214 13256656 4/12/2006 CVS 1 USD US DOLLAR CSFB -2807.07 -2807.07 0 213.84 0 213.84 0 0 0 213.84 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1 STOCK 100186 AMGN.O Amgen 600 45313.76 45313.76 2/21/2006 13084093 SHT 2/21/2006 1 5,417 5,417 - 5,417 13289459 4/24/2006 CVS 1 USD US DOLLAR CSFB -39896.79 -39896.79 0 5416.97 0 5416.97 0 0 0 5416.97 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 63 STOCK 100186 AMGN.O Amgen 1000 75522.93 75522.93 2/21/2006 13084093 SHT 2/21/2006 1 9,704 9,704 - 9,704 13519418 5/2/2006 CVS 1 USD US DOLLAR CSFB -65818.44 -65818.44 0 9704.49 0 9704.49 0 0 0 9704.49 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,127 STOCK 100186 AMGN.O Amgen 60 4531.38 4531.38 2/21/2006 13084093 SHT 2/21/2006 1 341 341 - 341 14104856 9/19/2006 CVS 1 USD US DOLLAR CSFB -4190.04 -4190.04 0 341.33 0 341.33 0 0 0 341.33 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (4) STOCK 100186 AMGN.O Amgen 1000 74031.45 74031.45 2/17/2006 13088356 SHT 2/17/2006 1 3,855 3,855 - 3,855 13256656 4/12/2006 CVS 1 USD US DOLLAR CSFB -70176.85 -70176.85 0 EFTA01592267 3854.6 0 3854.6 0 0 0 3854.6 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 28 STOCK 100186 AMGN.O Amgen 1000 74666.26 74666.26 3/14/2006 13153835 SHT 3/14/2006 1 4,832 4,832 - 4,832 14104856 9/19/2006 CVS 1 USD US DOLLAR CSFB -69834.04 -69834.04 0 4832.22 0 4832.22 0 0 0 4832.22 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (64) STOCK 10001429 AMLN.O Amylin Pharm. 10200 330466.18 330466.18 8/29/2005 12588883 SHT 8/29/2005 1 (117,314) (117,314) - (117,314) 13112675 3/1/2006 CVS 1 USD US DOLLAR CSFB -447780 -447780 0 -117313.82 0 -117313.82 0 0 0 -117313.82 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (5,355) STOCK 10001429 AMLN.O Amylin Pharm. 10200 328936.24 328936.24 9/1/2005 12599532 SHT 9/1/2005 1 (118,844) (118,844) - (118,844) 13112675 3/1/2006 CVS 1 USD US DOLLAR CSFB -447780 -447780 0 -118843.76 0 -118843.76 0 0 0 -118843.76 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (5,355) STOCK 10001429 AMLN.O Amylin Pharm. 2000 71987.49 71987.49 10/24/2005 12750664 SHT 10/24/2005 1 (15,813) (15,813) - (15,813) 13112675 3/1/2006 CVS 1 USD US DOLLAR CSFB -87800 -87800 0 -15812.51 0 -15812.51 0 0 0 -15812.51 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,050) STOCK 10001429 AMLN.O Amylin Pharm. 2000 86947.83 86947.83 1/11/2006 12964025 SHT 1/11/2006 1 (852) (852) - (852) 13112675 3/1/2006 CVS 1 USD US DOLLAR CSFB -87800 -87800 0 -852.17 0 -852.17 0 0 0 -852.17 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,050) STOCK 10001429 AMLN.O Amylin Pharm. 1000 40624.02 40624.02 2/22/2006 13088776 SHT 2/22/2006 1 (3,276) (3,276) - (3,276) 13112675 3/1/2006 CVS 1 USD US DOLLAR CSFB -43900 -43900 0 -3275.98 0 -3275.98 0 0 0 -3275.98 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (525) STOCK 10002852 B.N BARNES GROUP INC 253 8702.9 8702.9 7/26/2005 12498275 SHT 7/26/2005 1 (1,108) (1,108) - (1,108) 13074757 2/16/2006 CVS 1 USD US DOLLAR CSFB -9811.34 -9811.34 0 -1108.44 0 -1108.44 0 0 0 -1108.44 S HBFT Highbridge - Financial Trust EFTA01592268 Co. CREDIT-SUISSE FIRST BOSTON (438) STOCK 10002852 B.N BARNES GROUP INC 40 1514.78 1514.78 1/31/2006 13019530 SHT 1/31/2006 1 (36) (36) - (36) 13074757 2/16/2006 CVS 1 USD US DOLLAR CSFB -1551.2 -1551.2 0 -36.42 0 -36.42 0 0 0 -36.42 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (69) STOCK 100032 CBRL.O Cracker Barrel 2571 105663.68 105663.68 5/26/2005 12296045 SHT 5/26/2005 1 (9,251) (9,251) - (9,251) 13190214 3/27/2006 CVS 1 USD US DOLLAR CSFB -114914.18 -114914.18 0 -9250.5 0 -9250.5 0 0 0 -9250.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (325) STOCK 100032 CBRL.O Cracker Barrel 3300 135624.33 135624.33 5/26/2005 12296045 SHT 5/26/2005 1 2,610 2,610 - 2,610 13524209 5/3/2006 CVS 1 USD US DOLLAR CSFB -133014.38 -133014.38 0 2609.95 0 2609.95 0 0 0 2609.95 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (816) STOCK 100032 CBRL.O Cracker Barrel 970 39865.33 39865.33 5/26/2005 12296045 SHT 5/26/2005 1 2,979 2,979 - 2,979 13555342 5/11/2006 CVS 1 USD US DOLLAR CSFB -36886.28 -36886.28 0 2979.05 0 2979.05 0 0 0 2979.05 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 822 STOCK 100032 CBRL.O Cracker Barrel 782 32138.86 32138.86 5/26/2005 12296045 SHT 5/26/2005 1 2,825 2,825 - 2,825 13577004 5/17/2006 CVS 1 USD US DOLLAR CSFB -29313.97 -29313.97 0 2824.89 0 2824.89 0 0 0 2824.89 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 89 STOCK 100032 CBRL.O Cracker Barrel 768 30058.26 30058.26 7/8/2005 12440601 SHT 7/8/2005 1 1,269 1,269 - 1,269 13577004 5/17/2006 CVS 1 USD US DOLLAR CSFB -28789.16 -28789.16 0 1269.1 0 1269.1 0 0 0 1269.1 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 88 STOCK 100032 CBRL.O Cracker Barrel 1000 39138.36 39138.36 7/8/2005 12440601 SHT 7/8/2005 1 2,141 2,141 - 2,141 13617897 5/26/2006 CVS 1 USD US DOLLAR CSFB -36997.74 -36997.74 0 2140.62 0 2140.62 0 0 0 2140.62 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 507 STOCK 100032 CBRL.O Cracker Barrel 1000 39138.36 39138.36 7/8/2005 12440601 SHT 7/8/2005 1 2,159 EFTA01592269 2,159 - 2,159 13687344 6/13/2006 CVS 1 USD US DOLLAR CSFB -36978.99 -36978.99 0 2159.37 0 2159.37 0 0 0 2159.37 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 136 STOCK 100032 CBRL.O Cracker Barrel 900 35224.53 35224.53 7/8/2005 12440601 SHT 7/8/2005 1 3,198 3,198 - 3,198 13739622 6/27/2006 CVS 1 USD US DOLLAR CSFB -32026.04 -32026.04 0 3198.49 0 3198.49 0 0 0 3198.49 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 797 STOCK 100032 CBRL.O Cracker Barrel 1232 48218.46 48218.46 7/8/2005 12440601 SHT 7/8/2005 1 6,424 6,424 - 6,424 13767931 7/5/2006 CVS 1 USD US DOLLAR CSFB -41794.15 -41794.15 0 6424.31 0 6424.31 0 0 0 6424.31 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 852 STOCK 100032 CBRL.O Cracker Barrel 768 33741.29 33741.29 2/15/2006 13071003 SHT 2/15/2006 1 7,688 7,688 - 7,688 13767931 7/5/2006 CVS 1 USD US DOLLAR CSFB -26053.5 -26053.5 0 7687.79 0 7687.79 0 0 0 7687.79 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 531 STOCK 113743 CMS.N Cms Energy Corp 1300 19148.2 19148.2 6/22/2005 12385698 SHT 6/22/2005 1 2,233 2,233 - 2,233 13220704 4/3/2006 CVS 1 USD US DOLLAR CSFB -16915.08 -16915.08 0 2233.12 0 2233.12 0 0 0 2233.12 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (80) STOCK 113743 CMS.N Cms Energy Corp 800 11783.51 11783.51 6/22/2005 12385698 SHT 6/22/2005 1 1,365 1,365 - 1,365 13221061 4/3/2006 BUY 1 USD US DOLLAR CSFB -10418.32 -10418.32 0 1365.19 0 1365.19 0 0 0 1365.19 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (58) STOCK 10003424 CNO.N CONSECO 2000 41956.24 41956.24 8/9/2005 12546228 SHT 8/9/2005 1 (9,264) (9,264) - (9,264) 13225947 4/4/2006 CVS 1 USD US DOLLAR CSFB -51220 -51220 0 -9263.76 0 -9263.76 0 0 0 -9263.76 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (800) STOCK 10003424 CNO.N CONSECO 1000 21069.12 21069.12 8/10/2005 12546330 SHT 8/10/2005 1 (4,541) (4,541) - (4,541) 13225947 4/4/2006 CVS 1 USD US DOLLAR CSFB -25610 -25610 0 -4540.88 0 -4540.88 0 0 0 -4540.88 S EFTA01592270 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (400) STOCK 10003424 CNO.N CONSECO 6000 126414.71 126414.71 8/10/2005 12546330 SHT 8/10/2005 1 (28,205) (28,205) (28,205) 13235880 4/6/2006 CVS 1 USD US DOLLAR CSFB -154620 -154620 0 -28205.29 0 -28205.29 0 0 0 -28205.29 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (300) STOCK 10003424 CNO.N CONSECO 2392 50397.33 50397.33 8/10/2005 12546330 SHT 8/10/2005 1 (4,042) (4,042) - (4,042) 13528303 5/4/2006 BUY 1 USD US DOLLAR CSFB -54439.29 -54439.29 0 -4041.96 0 -4041.96 0 0 0 -4041.96 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 6,198 STOCK 10003424 CNO.N CONSECO 3608 76017.38 76017.38 8/10/2005 12546330 SHT 8/10/2005 1 (7,796) (7,796) - (7,796) 13576885 5/17/2006 CVS 1 USD US DOLLAR CSFB -83813.84 -83813.84 0 -7796.46 0 -7796.46 0 0 0 -7796.46 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 902 STOCK 10003424 CNO.N CONSECO 12200 256433.25 256433.25 8/10/2005 12546332 SHT 8/10/2005 1 (26,973) (26,973) - (26,973) 13576885 5/17/2006 CVS 1 USD US DOLLAR CSFB -283406 -283406 0 -26972.75 0 -26972.75 0 0 0 -26972.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3,050 STOCK 10003424 CNO.N CONSECO 3000 73061.41 73061.41 1/27/2006 13009953 SHT 1/27/2006 1 3,371 3,371 - 3,371 13576885 5/17/2006 CVS 1 USD US DOLLAR CSFB -69690 -69690 0 3371.41 0 3371.41 0 0 0 3371.41 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 750 STOCK 10003424 CNO.N CONSECO 1400 35565.06 35565.06 3/10/2006 13144212 SHT 3/10/2006 1 3,043 3,043 - 3,043 13576885 5/17/2006 CVS 1 USD US DOLLAR CSFB -32522 -32522 0 3043.06 0 3043.06 0 0 0 3043.06 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 350 STOCK 10003424 CNO.N CONSECO 1400 35735.86 35735.86 3/15/2006 13158556 SHT 3/15/2006 1 3,214 3,214 - 3,214 13576885 5/17/2006 CVS 1 USD US DOLLAR CSFB -32522 -32522 0 3213.86 0 3213.86 0 0 0 3213.86 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 350 STOCK 10003424 CNO.N CONSECO 670 17095.32 17095.32 4/7/2006 13239750 SEL 4/7/2006 1 1,531 1,531 - 1,531 13576885 5/17/2006 CVS 1 EFTA01592271 USD US DOLLAR CSFB -15564.1 -15564.1 0 1531.22 0 1531.22 0 0 0 1531.22 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 168 STOCK 10001665 CNP.N Centerpoint Energy 15000 178942.48 178942.48 5/23/2005 12282502 SHT 5/23/2005 1 (9,671) (9,671) - (9,671) 13065285 2/14/2006 CVS 1 USD US DOLLAR CSFB -188613 -188613 0 -9670.52 0 -9670.52 0 0 0 -9670.52 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3,087 STOCK 10001665 CNP.N Centerpoint Energy 2600 31016.7 31016.7 5/23/2005 12282502 SHT 5/23/2005 1 (536) (536) - (536) 13179044 3/22/2006 CVS 1 USD US DOLLAR CSFB -31552.3 -31552.3 0 -535.6 0 -535.6 0 0 0 -535.6 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 38 STOCK 10001665 CNP.N Centerpoint Energy 6500 77541.74 77541.74 5/23/2005 12282502 SHT 5/23/2005 1 (1,207) (1,207) - (1,207) 13179048 3/22/2006 BUY 1 USD US DOLLAR CSFB -78748.8 -78748.8 0 -1207.06 0 -1207.06 0 0 0 -1207.06 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 226 STOCK 10001665 CNP.N Centerpoint Energy 3000 35788.5 35788.5 5/23/2005 12282502 SHT 5/23/2005 1 (525) (525) - (525) 13182676 3/23/2006 CVS 1 USD US DOLLAR CSFB -36313.8 -36313.8 0 -525.3 0 -525.3 0 0 0 -525.3 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 136 STOCK 10001665 CNP.N Centerpoint Energy 6170 73605.01 73605.01 5/23/2005 12282502 SHT 5/23/2005 1 1,757 1,757 - 1,757 13260989 4/13/2006 CVS 1 USD US DOLLAR CSFB -71848.41 -71848.41 0 1756.6 0 1756.6 0 0 0 1756.6 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 526 STOCK 100277 CSX.N Csx Corp 485 21295.46 21295.46 7/13/2005 12453698 SHT 7/13/2005 1 (10,584) (10,584) (10,584) 13606486 5/24/2006 CVS 1 USD US DOLLAR CSFB -31879.24 -31879.24 0 -10583.78 0 -10583.78 0 0 0 -10583.78 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 359 STOCK 100277 CSX.N Csx Corp 1100 48298.98 48298.98 7/13/2005 12453698 SHT 7/13/2005 1 (19,145) (19,145) (19,145) 13669329 EFTA01592272 6/8/2006 CVS 1 USD US DOLLAR CSFB -67443.69 -67443.69 0 -19144.71 0 -19144.71 0 0 0 -19144.71 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,010 STOCK 100277 CSX.N Csx Corp 500 21954.08 21954.08 7/13/2005 12453698 SHT 7/13/2005 1 (10,147) (10,147) (10,147) 13801461 7/14/2006 CVS 1 USD US DOLLAR CSFB -32101.25 -32101.25 -10147.17 0 -10147.17 0 0 0 -10147.17 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 174 STOCK 100277 CSX.N Csx Corp 450 19758.67 19758.67 7/13/2005 12453698 SHT 7/13/2005 1 (8,845) (8,845) - (8,845) 13822538 7/20/2006 CVS 1 USD US DOLLAR CSFB -28604.03 -28604.03 -8845.36 0 -8845.36 0 0 0 -8845.36 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,073 STOCK 100277 CSX.N Csx Corp 700 30735.71 30735.71 7/13/2005 12453698 SHT 7/13/2005 1 (11,287) (11,287) - (11,287) 13842362 7/26/2006 CVS 1 USD US DOLLAR CSFB -42022.47 -42022.47 -11286.76 0 -11286.76 0 0 0 -11286.76 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,945 STOCK 100277 CSX.N Csx Corp 280 12294.29 12294.29 7/13/2005 12453698 SHT 7/13/2005 1 (4,214) (4,214) - (4,214) 13904345 8/11/2006 CVS 1 USD US DOLLAR CSFB -16508.59 -16508.59 -4214.3 0 -4214.3 0 0 0 -4214.3 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 261 STOCK 116081 CVTX.O Cv Therapeutics Inc 426 9358.5 9358.5 6/29/2005 12411288 SHT 6/29/2005 1 (1,781) (1,781) - (1,781) 13015159 1/30/2006 CVS 1 USD US DOLLAR CSFB -11139.9 -11139.9 0 -1781.4 0 -1781.4 0 0 0 -1781.4 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (28) STOCK 100179 DIS.N Disney 17820 491989.59 491989.59 6/14/2005 12357537 SHT 6/14/2005 1 15,305 15,305 - 15,305 13042151 2/7/2006 CVS 1 USD US DOLLAR CSFB -476685 -476685 0 15304.59 0 15304.59 0 0 0 15304.59 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (31,898) STOCK 100179 DIS.N Disney 930 25676.22 25676.22 EFTA01592273 6/14/2005 12357537 SHT 6/14/2005 1 959 959 - 959 13042169 2/7/2006 CVS 1 USD US DOLLAR CSFB -24717.63 -24717.63 0 958.59 0 958.59 0 0 0 958.59 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,505) STOCK 102194 DUK.N Duke Energy Corp. 800 22863.04 22863.04 6/17/2005 12371236 SHT 6/17/2005 1 20 20 20 13252145 4/11/2006 CVS 1 USD US DOLLAR CSFB -22843.2 -22843.2 0 19.84 0 19.84 0 0 0 19.84 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 109 STOCK 102194 DUK.N Duke Energy Corp. 58780 1679862.03 1679862.03 6/17/2005 12371236 SHT 6/17/2005 1 8,076 8,076 - 8,076 13725985 6/22/2006 CVS 1 USD US DOLLAR CSFB -1671786.28 -1671786.28 8075.75 0 8075.75 0 0 0 8075.75 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 6,971 STOCK 102194 DUK.N Duke Energy Corp. 5200 156019.47 156019.47 7/19/2005 12471485 SHT 7/19/2005 1 8,124 8,124 - 8,124 13725987 6/22/2006 CVS 1 USD US DOLLAR CSFB -147895.35 -147895.35 0 8124.12 0 8124.12 0 0 0 8124.12 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 617 STOCK 102194 DUK.N Duke Energy Corp. 681 19885.01 19885.01 9/29/2005 12672316 SHT 9/29/2005 1 516 516 516 13725989 6/22/2006 CVS 1 USD US DOLLAR CSFB -19368.6 -19368.6 0 516.41 0 516.41 0 0 0 516.41 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 81 STOCK 102194 DUK.N Duke Energy Corp. 780 21321.76 21321.76 11/25/2005 12832481 SHT 11/25/2005 1 (863) (863) - (863) 13725993 6/22/2006 CVS 1 USD US DOLLAR CSFB -22184.3 -22184.3 0 -862.54 0 -862.54 0 0 0 -862.54 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 93 STOCK 102194 DUK.N Duke Energy Corp. 1740 47389.47 47389.47 11/23/2005 12842433 SHT 11/23/2005 1 (2,099) (2,099) - (2,099) 13725991 6/22/2006 CVS 1 USD US DOLLAR CSFB -49488.06 -49488.06 0 -2098.59 0 -2098.59 0 0 0 -2098.59 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 206 STOCK 102194 DUK.N Duke Energy Corp. 750 20554.8 20554.8 12/14/2005 12901833 SHT 12/14/2005 1 (776) EFTA01592274 (776) - (776) 13725995 6/22/2006 CVS 1 USD US DOLLAR CSFB -21331.06 -21331.06 0 -776.26 0 -776.26 0 0 0 -776.26 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 89 STOCK 102194 DUK.N Duke Energy Corp. 90 2466.88 2466.88 12/21/2005 12910228 SHT 12/21/2005 1 (93) (93) - (93) 13725997 6/22/2006 CVS 1 USD US DOLLAR CSFB -2559.73 -2559.73 0 -92.85 0 -92.85 0 0 0 -92.85 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 11 STOCK 102194 DUK.N Duke Energy Corp. 3270 92776.38 92776.38 1/18/2006 12980201 SHT 1/18/2006 1 (227) (227) - (227) 13725999 6/22/2006 CVS 1 USD US DOLLAR CSFB -93003.42 -93003.42 0 -227.04 0 -227.04 0 0 0 -227.04 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 388 STOCK 102194 DUK.N Duke Energy Corp. 1450 41296.26 41296.26 1/19/2006 12984563 SHT 1/19/2006 1 56 56 56 13726001 6/22/2006 CVS 1 USD US DOLLAR CSFB -41240.05 -41240.05 0 56.21 0 56.21 0 0 0 56.21 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 172 STOCK 102194 DUK.N Duke Energy Corp. 4000 114764.47 114764.47 2/22/2006 13088772 SHT 2/22/2006 1 999 999 999 13726003 6/22/2006 CVS 1 USD US DOLLAR CSFB -113765.65 -113765.65 0 998.82 0 998.82 0 0 0 998.82 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 474 STOCK 102194 DUK.N Duke Energy Corp. 2300 66910.92 66910.92 3/15/2006 13158590 SHT 3/15/2006 1 1,496 1,496 - 1,496 13726005 6/22/2006 CVS 1 USD US DOLLAR CSFB -65415 25 -65415.25 0 1495.67 0 1495.67 0 0 0 1495.67 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 273 STOCK 102194 DUK.N Duke Energy Corp. 600 17643.53 17643.53 3/16/2006 13162066 SHT 3/16/2006 1 579 579 579 13726007 6/22/2006 CVS 1 USD US DOLLAR CSFB -17064.85 -17064.85 0 578.68 0 578.68 0 0 0 578.68 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 71 STOCK 102194 DUK.N Duke Energy Corp. 700 20636.13 20636.13 3/29/2006 13207628 SHT 3/29/2006 1 727 727 727 13726009 6/22/2006 CVS 1 USD US DOLLAR EFTA01592275 CSFB -19908.99 -19908.99 0 727.14 0 727.14 0 0 0 727.14 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 83 STOCK 102194 DUK.N Duke Energy Corp. 800 23525.51 23525.51 4/3/2006 13221064 SHT 4/3/2006 1 772 772 - 772 13726011 6/22/2006 CVS 1 USD US DOLLAR CSFB -22753 13 -22753.13 0 772.38 0 772.38 0 0 0 772.38 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 95 STOCK 102194 DUK.N Duke Energy Corp. -4346 -123606.38 -123606.38 6/17/2005 13559704 BVB 6/17/2005 1 (2,825) (2,825) - (2,825) 13587562 5/19/2006 SEL 1 USD US DOLLAR CSFB 120781.19 120781.19 0 -2825.19 0 -2825.19 0 0 0 -2825.19 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,005 STOCK 10001074 EDO.N EDO CORPORATION 1855 49420.51 49420.51 11/16/2005 12808767 SHT 11/16/2005 1 1,241 1,241 - 1,241 13047297 2/8/2006 CVS 1 USD US DOLLAR CSFB -48179.43 -48179.43 0 1241.08 0 1241.08 0 0 0 1241.08 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,815 STOCK 10001074 EDO.N EDO CORPORATION 2500 66604.46 66604.46 11/16/2005 12808767 SHT 11/16/2005 1 (260) (260) - (260) 13305194 4/27/2006 CVS 1 USD US DOLLAR CSFB -66864 -66864 0 -259.54 0 -259.54 0 0 0 -259.54 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 5,211 STOCK 10001074 EDO.N EDO CORPORATION 1000 26641.79 26641.79 11/16/2005 12808767 SHT 11/16/2005 1 3,429 3,429 - 3,429 13801458 7/14/2006 CVS 1 USD US DOLLAR CSFB -23212.7 -23212.7 0 3429.09 0 3429.09 0 0 0 3429.09 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (23) STOCK 10001074 EDO.N EDO CORPORATION 500 13320.89 13320.89 11/16/2005 12808767 SHT 11/16/2005 1 1,947 1,947 - 1,947 13805281 7/17/2006 CVS 1 USD US DOLLAR CSFB -11373.7 -11373.7 0 1947.19 0 1947.19 0 0 0 1947.19 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (69) STOCK 10001074 EDO.N EDO CORPORATION 800 21313.43 21313.43 11/16/2005 12808767 SHT 11/16/2005 1 3,717 3,717 - 3,717 13892994 8/9/2006 CVS 1 USD US DOLLAR CSFB -17596.56 -17596.56 0 3716.87 0 3716.87 EFTA01592276 0 0 0 3716.87 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (93) STOCK 100379 GM.N General Motors 39350 1296016.69 1296016.69 5/20/2005 12278517 SHT 5/20/2005 1 524,088 524,088 - 524,088 13235890 4/6/2006 CVS 1 USD US DOLLAR CSFB -771928.95 -771928.95 0 524087.74 0 524087.74 0 0 0 524087.74 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 9,169 STOCK 100379 GM.N General Motors 29500 971600.82 971600.82 5/20/2005 12278517 SHT 5/20/2005 1 70,081 70,081 - 70,081 13924239 8/15/2006 CVS 1 USD US DOLLAR CSFB -901520 -901520 70080.82 0 70080.82 0 0 0 70080.82 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (10,620) STOCK 123893 HCC.N Hcc Insurance Holdings Inc 570 15805.44 15805.44 7/29/2005 12509378 SHT 7/29/2005 1 (1,628) (1,628) - (1,628) 13612490 5/25/2006 CVS 1 USD US DOLLAR CSFB -17433.56 -17433.56 0 -1628.12 0 -1628.12 0 0 0 -1628.12 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 242 STOCK 116002 IVGN.O Invitrogen Corp -1 -83.39 -83.39 8/30/2005 12593206 CVS 8/30/2005 1 (15) (15) - (15) 13019532 1/31/2006 SHT 1 USD US DOLLAR CSFB 68.62 68.62 0 -14.77 0 -14.77 0 0 0 -14.77 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON STOCK 10017295 LNG.A Cheniere Energy Inc 300 9614.6 9614.6 7/22/2005 12485080 SHT 7/22/2005 1 682 682 - 682 14159027 9/29/2006 CVS 1 USD US DOLLAR CSFB -8932.65 -8932.65 681.95 0 681.95 0 0 0 681.95 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1 STOCK 104019 MAS.N Masco Corp 8200 270752.66 270752.66 7/19/2005 12480333 SHT 7/19/2005 1 20,949 20,949 - 20,949 13136603 3/8/2006 CVS 1 USD US DOLLAR CSFB -249803.49 -249803.49 0 20949.17 0 20949.17 0 0 0 20949.17 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,609 STOCK 104019 MAS.N Masco Corp 1200 39622.34 39622.34 7/19/2005 12480333 SHT 7/19/2005 1 3,250 3,250 - 3,250 13149802 3/13/2006 BUY 1 USD US DOLLAR CSFB -36372 -36372 0 3250.34 0 3250.34 0 0 0 3250.34 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 972 STOCK 104019 MAS.N Masco Corp 600 19811.17 19811.17 EFTA01592277 7/19/2005 12480333 SHT 7/19/2005 1 1,836 1,836 - 1,836 13149862 3/13/2006 CVS 1 USD US DOLLAR CSFB -17974.68 -17974.68 0 1836.49 0 1836.49 0 0 0 1836.49 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 697 STOCK 104019 MAS.N Masco Corp 1190 39292.16 39292.16 7/19/2005 12480333 SHT 7/19/2005 1 1,206 1,206 - 1,206 13571095 5/16/2006 CVS 1 USD US DOLLAR CSFB -38085.83 -38085.83 0 1206.33 0 1206.33 0 0 0 1206.33 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 553 STOCK 104019 MAS.N Masco Corp 1200 39622.34 39622.34 7/19/2005 12480333 SHT 7/19/2005 1 2,428 2,428 - 2,428 13577000 5/17/2006 CVS 1 USD US DOLLAR CSFB -37194.12 -37194.12 0 2428.22 0 2428.22 0 0 0 2428.22 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,146 STOCK 104019 MAS.N Masco Corp 550 18160.24 18160.24 7/19/2005 12480333 SHT 7/19/2005 1 1,083 1,083 - 1,083 13582455 5/18/2006 CVS 1 USD US DOLLAR CSFB -17077.61 -17077.61 0 1082.63 0 1082.63 0 0 0 1082.63 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 66 STOCK 104019 MAS.N Masco Corp 4000 132074.47 132074.47 7/19/2005 12480333 SHT 7/19/2005 1 15,579 15,579 - 15,579 13663555 6/7/2006 CVS 1 USD US DOLLAR CSFB -116495.2 -116495.2 0 15579.27 0 15579.27 0 0 0 15579.27 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,945 STOCK 104019 MAS.N Masco Corp 1453 47976.05 47976.05 7/19/2005 12480333 SHT 7/19/2005 1 6,429 6,429 - 6,429 13687352 6/13/2006 CVS 1 USD US DOLLAR CSFB -41547.52 -41547.52 0 6428.53 0 6428.53 0 0 0 6428.53 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (195) STOCK 104019 MAS.N Masco Corp 3047 105174.08 105174.08 7/28/2005 12504336 SHT 7/28/2005 1 18,047 18,047 - 18,047 13687352 6/13/2006 CVS 1 USD US DOLLAR CSFB -87126.83 -87126.83 0 18047.24 0 18047.24 0 0 0 18047.24 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (409) STOCK 104019 MAS.N Masco Corp 1000 34517.25 34517.25 7/28/2005 12504336 SHT 7/28/2005 1 6,532 6,532 - 6,532 13699101 6/15/2006 CVS 1 EFTA01592278 USD US DOLLAR CSFB -27985.5 -27985.5 0 6531.75 0 6531.75 0 0 0 6531.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (156) STOCK 104019 MAS.N Masco Corp 153 5281.14 5281.14 7/28/2005 12504336 SHT 7/28/2005 1 1,129 1,129 - 1,129 13801463 7/14/2006 CVS 1 USD US DOLLAR CSFB -4152.14 -4152.14 0 1129 0 1129 0 0 0 1129 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 20 STOCK 104019 MAS.N Masco Corp 380 11896.79 11896.79 9/6/2005 12606837 SHT 9/6/2005 1 1,584 1,584 - 1,584 13801463 7/14/2006 CVS 1 USD US DOLLAR CSFB -10312.52 -10312.52 0 1584.27 0 1584.27 0 0 0 1584.27 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 50 STOCK 104019 MAS.N Masco Corp 1100 32509.63 32509.63 11/17/2005 12813175 SHT 11/17/2005 1 2,658 2,658 - 2,658 13801463 7/14/2006 CVS 1 USD US DOLLAR CSFB -29852.02 -29852.02 0 2657.61 0 2657.61 0 0 0 2657.61 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 145 STOCK 104019 MAS.N Masco Corp 867 27938.48 27938.48 3/17/2006 13166533 SHT 3/17/2006 1 4,410 4,410 - 4,410 13801463 7/14/2006 CVS 1 USD US DOLLAR CSFB -23528.82 -23528.82 0 4409.66 0 4409.66 0 0 0 4409.66 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 114 STOCK 104019 MAS.N Masco Corp 333 10730.69 10730.69 3/17/2006 13166533 SHT 3/17/2006 1 1,835 1,835 - 1,835 13969365 8/23/2006 CVS 1 USD US DOLLAR CSFB -8895.23 -8895.23 0 1835.47 0 1835.47 0 0 0 1835.47 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 43 STOCK 104019 MAS.N Masco Corp 1200 39745.53 39745.53 4/4/2006 13226275 SHT 4/4/2006 1 7,691 7,691 - 7,691 13969365 8/23/2006 CVS 1 USD US DOLLAR CSFB -32054.88 -32054.88 0 7690.65 0 7690.65 0 0 0 7690.65 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 153 STOCK 104019 MAS.N Masco Corp 342 11377.48 11377.48 5/11/2006 13555332 SHT 5/11/2006 1 2,242 2,242 - 2,242 13969365 8/23/2006 CVS 1 USD US DOLLAR CSFB -9135.64 -9135.64 0 2241.84 0 2241.84 0 0 0 2241.84 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON EFTA01592279 44 STOCK 104019 MAS.N Masco Corp 848 28210.82 28210.82 5/11/2006 13555332 SHT 5/11/2006 1 5,017 5,017 - 5,017 14104851 9/19/2006 CVS 1 USD US DOLLAR CSFB -23193.57 -23193.57 0 5017.25 0 5017.25 0 0 0 5017.25 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 177 STOCK 104019 MAS.N Masco Corp 397 11256.87 11256.87 9/15/2006 14095025 SHT 9/15/2006 1 399 399 - 399 14104851 9/19/2006 CVS 1 USD US DOLLAR CSFB -10858.31 -10858.31 0 398.56 0 398.56 0 0 0 398.56 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 83 STOCK 112337 PPL.N Pp & L Resources Inc 4840 134062.39 134062.39 5/20/2005 12581465 SHT 5/20/2005 1 (6,654) (6,654) - (6,654) 13244864 4/10/2006 CVS 1 USD US DOLLAR CSFB -140716.22 -140716.22 0 -6653.83 0 -6653.83 0 0 0 -6653.83 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (259) STOCK 112337 PPL.N Pp & L Resources Inc 1800 49857.91 49857.91 5/20/2005 12581465 SHT 5/20/2005 1 (1,622) (1,622) - (1,622) 13256659 4/12/2006 CVS 1 USD US DOLLAR CSFB -51480.36 -51480.36 0 -1622.45 0 -1622.45 0 0 0 -1622.45 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (234) STOCK 112337 PPL.N Pp & L Resources Inc 2350 65092.28 65092.28 5/20/2005 12581465 SHT 5/20/2005 1 (1,830) (1,830) - (1,830) 13305196 4/27/2006 CVS 1 USD US DOLLAR CSFB -66922.12 -66922.12 0 -1829.84 0 -1829.84 0 0 0 -1829.84 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 76 STOCK 112337 PPL.N Pp & L Resources Inc 478 13240.05 13240.05 5/20/2005 12581465 SHT 5/20/2005 1 (790) (790) - (790) 13560364 5/12/2006 CVS 1 USD US DOLLAR CSFB -14030.5 -14030.5 0 -790.45 0 -790.45 0 0 0 -790.45 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 290 STOCK 112337 PPL.N Pp & L Resources Inc 700 19389.19 19389.19 5/20/2005 12581465 SHT 5/20/2005 1 (1,139) (1,139) - (1,139) 13565970 5/15/2006 CVS 1 USD US DOLLAR CSFB -20527.78 -20527.78 0 -1138.59 EFTA01592280 0 -1138.59 0 0 0 -1138.59 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 66 STOCK 112337 PPL.N Pp & L Resources Inc 1950 54012.74 54012.74 5/20/2005 12581465 SHT 5/20/2005 1 (2,415) (2,415) - (2,415) 13577002 5/17/2006 CVS 1 USD US DOLLAR CSFB -56427.34 -56427.34 0 -2414.6 0 -2414.6 0 0 0 -2414.6 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,351 STOCK 111899 RPM.N Rpm Inc/ohio 1250 23649.01 23649.01 7/22/2005 12485135 SHT 7/22/2005 1 1,335 1,335 - 1,335 13098270 2/24/2006 CVS 1 USD US DOLLAR CSFB -22314.5 -22314.5 0 1334.51 0 1334.51 0 0 0 1334.51 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (52) STOCK 111899 RPM.N Rpm Inc/ohio 700 13243.44 13243.44 7/22/2005 12485135 SHT 7/22/2005 1 600 600 - 600 13121896 3/3/2006 CVS 1 USD US DOLLAR CSFB -12643.47 -12643.47 0 599.97 0 599.97 0 0 0 599.97 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 13 STOCK 111899 RPM.N Rpm Inc/ohio 1290 24405.78 24405.78 7/22/2005 12485135 SHT 7/22/2005 1 1,196 1,196 - 1,196 13125685 3/6/2006 CVS 1 USD US DOLLAR CSFB -23209.55 -23209.55 0 1196.23 0 1196.23 0 0 0 1196.23 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 127 STOCK 111899 RPM.N Rpm Inc/ohio 710 13240.95 13240.95 7/26/2005 12493963 SHT 7/26/2005 1 467 467 - 467 13125685 3/6/2006 CVS 1 USD US DOLLAR CSFB -12774.25 -12774.25 0 466.7 0 466.7 0 0 0 466.7 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 70 STOCK 111899 RPM.N Rpm Inc/ohio 2800 52217.81 52217.81 7/26/2005 12493963 SHT 7/26/2005 1 283 283 - 283 13576992 5/17/2006 CVS 1 USD US DOLLAR CSFB -51935.24 -51935.24 0 282.57 0 282.57 0 0 0 282.57 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (51) STOCK 111899 RPM.N Rpm Inc/ohio 2700 50352.89 50352.89 7/26/2005 12493963 SHT 7/26/2005 1 208 208 - 208 13593465 5/22/2006 CVS 1 USD US DOLLAR CSFB -50145.21 -50145.21 0 207.68 0 207.68 0 0 0 207.68 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON EFTA01592281 561 STOCK 111899 RPM.N Rpm Inc/ohio 5000 93246.09 93246.09 7/26/2005 12493963 SHT 7/26/2005 1 2,694 2,694 - 2,694 13687349 6/13/2006 CVS 1 USD US DOLLAR CSFB -90552.5 -90552.5 0 2693.59 0 2693.59 0 0 0 2693.59 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (53) STOCK 111899 RPM.N Rpm Inc/ohio 1000 18649.22 18649.22 7/26/2005 12493963 SHT 7/26/2005 1 852 852 - 852 13805278 7/17/2006 CVS 1 USD US DOLLAR CSFB -17797.25 -17797.25 0 851.97 0 851.97 0 0 0 851.97 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 93 STOCK 111899 RPM.N Rpm Inc/ohio 2500 46623.05 46623.05 7/26/2005 12493963 SHT 7/26/2005 1 2,619 2,619 - 2,619 13812018 7/18/2006 CVS 1 USD US DOLLAR CSFB -44003.75 -44003.75 0 2619.3 0 2619.3 0 0 0 2619.3 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 471 STOCK 114450 SVU.N Supervalu Inc 7400 242265.85 242265.85 5/24/2005 12287209 SHT 5/24/2005 1 13,965 13,965 - 13,965 13032770 2/3/2006 CVS 1 USD US DOLLAR CSFB -228300.36 -228300.36 0 13965.49 0 13965.49 0 0 0 13965.49 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 4,060 STOCK 114450 SVU.N Supervalu Inc 4000 130954.51 130954.51 5/24/2005 12287209 SHT 5/24/2005 1 6,669 6,669 - 6,669 13211896 3/30/2006 CVS 1 USD US DOLLAR CSFB -124285.56 -124285.56 0 6668.95 0 6668.95 0 0 0 6668.95 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 474 STOCK 114450 SVU.N Supervalu Inc 3540 115894.75 115894.75 5/24/2005 12287209 SHT 5/24/2005 1 11,733 11,733 - 11,733 13256662 4/12/2006 CVS 1 USD US DOLLAR CSFB -104161.31 -104161.31 0 11733.44 0 11733.44 0 0 0 11733.44 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 304 STOCK 114450 SVU.N Supervalu Inc 950 31101.7 31101.7 5/24/2005 12287209 SHT 5/24/2005 1 3,190 3,190 - 3,190 13842343 7/26/2006 BUY 1 USD US DOLLAR CSFB -27911.38 -27911.38 3190.32 0 3190.32 0 0 0 3190.32 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,406 STOCK 114450 SVU.N Supervalu Inc 370 12425.93 12425.93 7/18/2005 12467468 SHT 7/18/2005 1 1,555 EFTA01592282 1,555 - 1,555 13842343 7/26/2006 BUY 1 USD US DOLLAR CSFB -10870.75 -10870.75 1555.18 0 1555.18 0 0 0 1555.18 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 547 STOCK 114450 SVU.N Supervalu Inc 380 13479.94 13479.94 8/1/2005 12514484 SHT 8/1/2005 1 2,315 2,315 - 2,315 13842343 7/26/2006 BUY 1 USD US DOLLAR CSFB -11164.55 -11164.55 0 2315.38 0 2315.38 0 0 0 2315.38 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 562 STOCK 114450 SVU.N Supervalu Inc 2260 80170.14 80170.14 8/1/2005 12514484 SHT 8/1/2005 1 17,491 17,491 - 17,491 13848064 7/27/2006 BUY 1 USD US DOLLAR CSFB -62678.92 -62678.92 0 17491.22 0 17491.22 0 0 0 17491.22 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,296 STOCK 114450 SVU.N Supervalu Inc 1490 53284.94 53284.94 8/3/2005 12526216 SHT 8/3/2005 1 11,961 11,961 - 11,961 13848064 7/27/2006 BUY 1 USD US DOLLAR CSFB -41323.72 -41323.72 0 11961.23 0 11961.23 0 0 0 11961.23 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,514 STOCK 114450 SVU.N Supervalu Inc 750 26821.28 26821.28 8/3/2005 12526216 SHT 8/3/2005 1 5,141 5,141 - 5,141 13848078 7/27/2006 BUY 1 USD US DOLLAR CSFB -21680.08 -21680.08 0 5141.2 0 5141.2 0 0 0 5141.2 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (118) STOCK 114450 SVU.N Supervalu Inc 1130 37399.97 37399.97 1/23/2006 12993233 SHT 1/23/2006 1 6,676 6,676 - 6,676 13858569 7/31/2006 BUY 1 USD US DOLLAR CSFB -30724.02 -30724.02 0 6675.95 0 6675.95 0 0 0 6675.95 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (327) STOCK 114450 SVU.N Supervalu Inc 977 29992.48 29992.48 7/19/2006 13816827 SEL 7/19/2006 1 3,428 3,428 - 3,428 13858569 7/31/2006 BUY 1 USD US DOLLAR CSFB -26564.05 -26564.05 0 3428.43 0 3428.43 0 0 0 3428.43 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (283) STOCK 114450 SVU.N Supervalu Inc 2300 68541.57 68541.57 9/11/2006 14094630 SHT 9/11/2006 1 606 606 - 606 14145109 9/27/2006 CVS 1 USD US DOLLAR CSFB -67935.56 -67935.56 0 EFTA01592283 606.01 0 606.01 0 0 0 606.01 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 374 STOCK 101312 TJX.N Tjx Companies 6200 145445.91 145445.91 5/23/2005 12282513 SHT 5/23/2005 1 (5,931) (5,931) - (5,931) 13244862 4/10/2006 CVS 1 USD US DOLLAR CSFB -151377.34 -151377.34 0 -5931.43 0 -5931.43 0 0 0 -5931.43 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 337 STOCK 101312 TJX.N Tjx Companies 24504 574839.76 574839.76 5/23/2005 12282513 SHT 5/23/2005 1 (18,010) (18,010) - (18,010) 13265638 4/17/2006 CVS 1 USD US DOLLAR CSFB -592849.78 -592849.78 0 -18010.02 0 -18010.02 0 0 0 -18010.02 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 882 STOCK 101312 TJX.N Tjx Companies 12250 287372.96 287372.96 5/23/2005 12282513 SHT 5/23/2005 1 (14,586) (14,586) - (14,586) 13280208 4/20/2006 CVS 1 USD US DOLLAR CSFB -301958.83 -301958.83 0 -14585.87 0 -14585.87 0 0 0 -14585.87 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,446) STOCK 101312 TJX.N Tjx Companies 5000 117295.09 117295.09 5/23/2005 12282513 SHT 5/23/2005 1 (506) (506) - (506) 13576993 5/17/2006 CVS 1 USD US DOLLAR CSFB -117801 -117801 0 -505.91 0 -505.91 0 0 0 -505.91 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 949 STOCK 101312 TJX.N Tjx Companies 5636 132215.02 132215.02 5/23/2005 12282513 SHT 5/23/2005 1 (400) (400) - (400) 13606467 5/24/2006 CVS 1 USD US DOLLAR CSFB -132615.08 -132615.08 -400.06 0 -400.06 0 0 0 -400.06 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (338) STOCK 101312 TJX.N Tjx Companies 6980 170018.15 170018.15 1/5/2006 12945633 SHT 1/5/2006 1 5,779 5,779 - 5,779 13606467 5/24/2006 CVS 1 USD US DOLLAR CSFB -164239.4 -164239.4 0 5778.75 0 5778.75 0 0 0 5778.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (419) STOCK 101312 TJX.N Tjx Companies 3684 89725.67 89725.67 1/6/2006 12949804 SHT 1/6/2006 1 3,041 3,041 - 3,041 13606467 5/24/2006 CVS 1 USD US DOLLAR CSFB -86684.52 -86684.52 0 3041.15 0 3041.15 0 0 0 3041.15 S HBFT EFTA01592284 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (221) STOCK 101312 TJX.N Tjx Companies 2000 48711.01 48711.01 1/6/2006 12949804 SHT 1/6/2006 1 3,371 3,371 - 3,371 13687328 6/13/2006 BUY 1 USD US DOLLAR CSFB -45339.8 -45339.8 0 3371.21 0 3371.21 0 0 0 3371.21 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (360) STOCK 101312 TJX.N Tjx Companies 596 14515.88 14515.88 1/6/2006 12949804 SHT 1/6/2006 1 218 218 - 218 13797066 7/13/2006 CVS 1 USD US DOLLAR CSFB -14298.04 -14298.04 0 217.84 0 217.84 0 0 0 217.84 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 30 STOCK 101312 TJX.N Tjx Companies 6980 178018.41 178018.41 1/31/2006 13019538 SHT 1/31/2006 1 10,568 10,568 - 10,568 13797066 7/13/2006 CVS 1 USD US DOLLAR CSFB -167450.2 -167450.2 0 10568.21 0 10568.21 0 0 0 10568.21 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 349 STOCK 101312 TJX.N Tjx Companies 4900 127186.16 127186.16 3/23/2006 13183208 SHT 3/23/2006 1 9,635 9,635 - 9,635 13797066 7/13/2006 CVS 1 USD US DOLLAR CSFB -117551 -117551 0 9635.16 0 9635.16 0 0 0 9635.16 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 245 STOCK 101312 TJX.N Tjx Companies 2900 70634.87 70634.87 7/12/2006 13792635 SHT 7/12/2006 1 1,064 1,064 - 1,064 13797066 7/13/2006 CVS 1 USD US DOLLAR CSFB -69571 -69571 0 1063.87 0 1063.87 0 0 0 1063.87 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 145 STOCK 101967 VCI.N Valassie Comm. 940 29232.77 29232.77 11/4/2005 12775635 SHT 11/4/2005 1 3,096 3,096 - 3,096 13032759 2/3/2006 BUY 1 USD US DOLLAR CSFB -26137.17 -26137.17 0 3095.6 0 3095.6 0 0 0 3095.6 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 126 STOCK 101967 VCI.N Valassie Comm. 1500 46648.04 46648.04 11/4/2005 12775635 SHT 11/4/2005 1 3,842 3,842 - 3,842 13140736 3/9/2006 CVS 1 USD US DOLLAR CSFB -42806.47 -42806.47 0 3841.57 0 3841.57 0 0 0 3841.57 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 529 STOCK 101967 VCI.N Valassie Comm. 510 15860.34 15860.34 11/4/2005 12775635 SHT 11/4/2005 1 1,375 EFTA01592285 1,375 - 1,375 13587556 5/19/2006 CVS 1 USD US DOLLAR CSFB -14485.38 -14485.38 0 1374.96 0 1374.96 0 0 0 1374.96 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (175) STOCK 101967 VCI.N Valassie Comm. 700 21769.09 21769.09 11/4/2005 12775635 SHT 11/4/2005 1 1,897 1,897 - 1,897 13612534 5/25/2006 CVS 1 USD US DOLLAR CSFB -19872.51 -19872.51 0 1896.58 0 1896.58 0 0 0 1896.58 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (112) STOCK 101967 VCI.N Valassie Comm. 150 4664.8 4664.8 11/4/2005 12775635 SHT 11/4/2005 1 669 669 669 13725744 6/22/2006 CVS 1 USD US DOLLAR CSFB -3996.03 -3996.03 0 668.77 0 668.77 0 0 0 668.77 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 57 STOCK 101967 VCI.N Valassie Comm. 602 18721.42 18721.42 11/4/2005 12775635 SHT 11/4/2005 1 6,816 6,816 - 6,816 13772584 7/6/2006 CVS 1 USD US DOLLAR CSFB -11905.81 -11905.81 0 6815.6 0 6815.6 0 0 0 6815.6 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,073 STOCK 101967 VCI.N Valassie Comm. 850 25481.93 25481.93 11/21/2005 12819993 SHT 11/21/2005 1 8,671 8,671 - 8,671 13772584 7/6/2006 CVS 1 USD US DOLLAR CSFB -16810.54 -16810.54 0 8671.39 0 8671.39 0 0 0 8671.39 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,926 STOCK 108074 VNO.N Vornado Realty Trust 650 52680.3 52680.3 5/23/2005 12282686 SHT 5/23/2005 1 (5,841) (5,841) - (5,841) 13587565 5/19/2006 CVS 1 USD US DOLLAR CSFB -58521.19 -58521.19 0 -5840.89 0 -5840.89 0 0 0 -5840.89 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 135 STOCK 108074 VNO.N Vornado Realty Trust 9250 749681.13 749681.13 5/23/2005 12282686 SHT 5/23/2005 1 (197,149) (197,149) - (197,149) 13954324 8/17/2006 CVS 1 USD US DOLLAR CSFB -946830 -946830 -197148.87 0 -197148.87 0 0 0 -197148.87 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,868 STOCK 108074 VNO.N Vornado Realty Trust 1333 108623.75 108623.75 7/6/2005 12431369 SHT 7/6/2005 1 (27,822) (27,822) - (27,822) 13954324 8/17/2006 CVS 1 USD US DOLLAR CSFB -136445.88 -136445.88 -27822.13 EFTA01592286 0 -27822.13 0 0 0 -27822.13 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 413 STOCK 108074 VNO.N Vornado Realty Trust 1000 87826.62 87826.62 8/2/2005 12520714 SHT 8/2/2005 1 (14,533) (14,533) - (14,533) 13954324 8/17/2006 CVS 1 USD US DOLLAR CSFB -102360 -102360 -14533.38 0 -14533.38 0 0 0 -14533.38 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 310 STOCK 108074 VNO.N Vornado Realty Trust 300 25894.96 25894.96 12/2/2005 12854339 SHT 12/2/2005 1 (4,813) (4,813) - (4,813) 13954324 8/17/2006 CVS 1 USD US DOLLAR CSFB -30708 -30708 0 -4813.04 0 -4813.04 0 0 0 -4813.04 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 93 STOCK 108074 VNO.N Vornado Realty Trust 800 70620.47 70620.47 2/21/2006 13084099 SHT 2/21/2006 1 (11,268) (11,268) - (11,268) 13954324 8/17/2006 CVS 1 USD US DOLLAR CSFB -81888 -81888 0 -11267.53 0 -11267.53 0 0 0 -11267.53 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 248 STOCK 108074 VNO.N Vornado Realty Trust 900 80199.5 80199.5 2/22/2006 13089103 SHT 2/22/2006 1 (11,925) (11,925) - (11,925) 13954324 8/17/2006 CVS 1 USD US DOLLAR CSFB -92124 -92124 0 -11924.5 0 -11924.5 0 0 0 -11924.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 279 STOCK 108074 VNO.N Vornado Realty Trust 1500 140664.18 140664.18 3/14/2006 13153841 SHT 3/14/2006 1 (12,876) (12,876) - (12,876) 13954324 8/17/2006 CVS 1 USD US DOLLAR CSFB -153540 -153540 0 -12875.82 0 -12875.82 0 0 0 -12875.82 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 465 STOCK 108074 VNO.N Vornado Realty Trust 700 69125.39 69125.39 7/3/2006 13761135 SHT 7/3/2006 1 (2,527) (2,527) - (2,527) 13954324 8/17/2006 CVS 1 USD US DOLLAR CSFB -71652 -71652 0 -2526.61 0 -2526.61 0 0 0 -2526.61 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 217 STOCK 10000872 WYE.N WYETH CORP 13240 604910.28 604910.28 8/16/2005 12560475 SHT 8/16/2005 1 (25) (25) - (25) 13047284 2/8/2006 CVS 1 USD US DOLLAR CSFB -604935.6 -604935.6 0 -25.32 0 -25.32 0 0 0 -25.32 S HBFT Highbridge - Financial EFTA01592287 Trust Co. CREDIT-SUISSE FIRST BOSTON (662) STOCK SUBTOTAL(9,P113:P327)=92,399 STOCK Total 111727 BAA.L Baa Plc Cfd SWAP 195500 1232627.5 2117838.94 12/31/2005 12967001 SHT 12/31/2005 0.582021 (15,550) (8,798) - (15,550) 13074770 1/31/2006 CVS 0.565770863 GBP BRITISH POUND CSFB -1241425 -2194218.69 0 -8797.5 0 -15549.58 0 0 0 -15549.58 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 43,553 STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 60000 439494 767114.8 2/8/2006 13047317 SHT 2/8/2006 0.572918 (87,347) (50,106) - (87,347) 13130538 2/23/2006 CVS 0.573641187 GBP BRITISH POUND CSFB -489600 -853495.2 0 -50106 0 -87347.28 0 0 0 -87347.28 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 79 STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 0 -1241425 -2194218.69 1/31/2006 13074771 SHT 1/31/2006 0.56577 - - 0 0 GBP BRITISH POUND CSFB 0 0 0 0 0 0 0 0.01 0 0.01 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (541,316) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 10100 64135 113358.61 1/31/2006 13074771 SHT 1/31/2006 0.56577 (25,492) (14,645) - (25,492) 13055923 2/10/2006 CVS 0.574498032 GBP BRITISH POUND CSFB -78780 -137128.41 0 -14645 0 -25491.82 0 0 0 -25491.82 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,810) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 10245 65055.75 114986.04 1/31/2006 13074771 SHT 1/31/2006 0.56577 (25,858) (14,855) - (25,858) 13055924 2/10/2006 CVS 0.574498032 GBP BRITISH POUND CSFB -79911 -139097.08 0 -14855.25 0 -25857.79 0 0 0 -25857.79 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,836) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 10400 66040 116725.7 1/31/2006 13074771 SHT 1/31/2006 0.56577 (26,147) (14,976) - (26,147) 13060588 2/13/2006 CVS 0.572754088 GBP BRITISH POUND CSFB -81016 -141449.89 0 -14976 0 -26147.35 0 0 0 -26147.35 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,423) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 10430 66230.5 117062.41 1/31/2006 13074771 SHT 1/31/2006 0.56577 EFTA01592288 (26,405) (15,124) - (26,405) 13060590 2/13/2006 CVS 0.572754088 GBP BRITISH POUND CSFB -81354 -142040.02 0 -15123.5 0 -26404.87 0 0 0 -26404.87 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,609) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 35800 227330 401805.78 1/31/2006 13074771 SHT 1/31/2006 0.56577 (90,487) (51,910) - (90,487) 13065053 2/14/2006 CVS 0.573674096 GBP BRITISH POUND CSFB -279240 -486757.21 0 -51910 0 -90486.92 0 0 0 -90486.92 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (5,223) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 13845 87915.75 155391.09 1/31/2006 13074771 SHT 1/31/2006 0.56577 (45,651) (26,306) - (45,651) 13078380 2/17/2006 CVS 0.576236026 GBP BRITISH POUND CSFB -114221.25 -198219.56 0 -26305.5 0 -45650.56 0 0 0 -45650.56 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (2,822) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 104680 664718 1174889.07 1/31/2006 13074771 SHT 1/31/2006 0.56577 (330,295) (189,471) - (330,295) 13130538 2/23/2006 CVS 0.573641187 GBP BRITISH POUND CSFB -854188.8 -1489064.63 0 -189470.8 0 -330294.97 0 0 0 -330294.97 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (14,295) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 164680 1343788.8 2342559.83 2/23/2006 13130539 SHT 2/23/2006 0.573641 (31,657) (18,115) (31,657) 13265499 3/28/2006 CVS 0.572229693 GBP BRITISH POUND CSFB -1361903.6 -2379994.64 0 -18114.8 0 -31656.52 0 0 0 -31656.52 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 20,168 STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 3600 30105.72 52651.89 4/13/2006 13260742 SHT 4/13/2006 0.571788 (1,518) (854) - (1,518) 13275600 4/19/2006 CVS 0.562619557 GBP BRITISH POUND CSFB -30960 -55028.3 0 -854.28 0 -1518.4 0 0 0 -1518.4 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 858 STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 0 -1361903.6 -2379994.64 3/28/2006 13265513 SHT 3/28/2006 0.572229 - (0) (0) GBP BRITISH POUND CSFB 0 0 0 0 0 0 0 -0.01 0 -0.01 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (51,803) EFTA01592289 STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 17700 146379 255804.62 3/28/2006 13265513 SHT 3/28/2006 0.572229 (620) (354) - (620) 13235337 4/6/2006 CVS 0.570613409 GBP BRITISH POUND CSFB -146733 -257149.58 0 -354 0 -620.39 0 0 0 -620.39 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 569 STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 34666 286687.82 501001.3 3/28/2006 13265513 SHT 3/28/2006 0.572229 (13,043) (7,453) - (13,043) 13239443 4/7/2006 CVS 0.571444898 GBP BRITISH POUND CSFB -294141.01 -514732.06 0 -7453.19 0 -13042.71 0 0 0 -13042.71 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (7,805) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 21007 173727.89 303598.17 3/28/2006 13265513 SHT 3/28/2006 0.572229 (6,617) (3,781) - (6,617) 13239447 4/7/2006 CVS 0.571444898 GBP BRITISH POUND CSFB -177509.15 -310632.14 0 -3781.26 0 -6617.02 0 0 0 -6617.02 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3,443) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 17678 146197.06 255486.67 3/28/2006 13265513 SHT 3/28/2006 0.572229 (3,092) (1,768) - (3,092) 13260747 4/13/2006 CVS 0.571787981 GBP BRITISH POUND CSFB -147964.86 -258775.74 0 -1767.8 0 -3091.71 0 0 0 -3091.71 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 352 STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 14220 117599.4 205510.83 3/28/2006 13265513 SHT 3/28/2006 0.572229 (8,315) (4,693) - (8,315) 13269789 4/18/2006 CVS 0.564381861 GBP BRITISH POUND CSFB -122292 -216683.08 0 -4692.6 0 -8314.58 0 0 0 -8314.58 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (1,804) STOCK-OFF BALANCE SHEET 111727 BAA.L Baa Plc Cfd SWAP 38209 315988.43 552205.58 3/28/2006 13265513 SHT 3/28/2006 0.572229 (22,411) (12,609) (22,411) 13275600 4/19/2006 CVS 0.562619557 GBP BRITISH POUND CSFB -328597.4 -584049.02 0 -12608.97 0 -22411.18 0 0 0 -22411.18 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 9,432 STOCK-OFF BALANCE SHEET 10010489 LAD.L LADBROKES PLC SWAP 283150 1025003 1761108.9 12/31/2005 12967003 SHT 12/31/2005 0.582021 (37,535) (21,236) (37,535) EFTA01592290 13074775 1/31/2006 CVS 0.565770863 GBP BRITISH POUND CSFB -1046239.25 -1849227.87 0 -21236.25 0 -37535.07 0 0 0 -37535.07 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 33,068 STOCK-OFF BALANCE SHEET 10010489 LAD.L LADBROKES PLC SWAP 0 -1046239.25 -1849227.87 1/31/2006 13074776 SHT 1/31/2006 0.56577 - - (0) (0) GBP BRITISH POUND CSFB 0 0 0 0 0 0 0 -0.02 0 -0.02 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (40,031) STOCK-OFF BALANCE SHEET 10010489 LAD.L LADBROKES PLC SWAP 62115 229514.93 405667.63 1/31/2006 13074776 SHT 1/31/2006 0.56577 (5,956) (3,416) - (5,956) 13093562 2/23/2006 CVS 0.573641187 GBP BRITISH POUND CSFB -232931.25 -406057.4 0 -3416.33 0 -5955.51 0 0 0 -5955.51 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2,826 STOCK-OFF BALANCE SHEET 10010489 LAD.L LADBROKES PLC SWAP 221035 816724.33 1443560.24 1/31/2006 13074776 SHT 1/31/2006 0.56577 (26,972) (15,472) - (26,972) 13130540 2/23/2006 CVS 0.573641187 GBP BRITISH POUND CSFB -832196.78 -1450727.04 0 -15472.45 0 -26972.36 0 0 0 -26972.36 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 4,277 STOCK-OFF BALANCE SHEET 10010489 LAD.L LADBROKES PLC SWAP 11000 41932 72768.79 2/17/2006 13079159 SHT 2/17/2006 0.576236 901 517 - 901 13130540 2/23/2006 CVS 0.573641187 GBP BRITISH POUND CSFB -41415 -72196.7 0 517 0 901.26 0 0 0 901.26 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1,528 STOCK-OFF BALANCE SHEET 10010489 LAD.L LADBROKES PLC SWAP 12000 43989.6 77102.77 3/3/2006 13121285 SHT 3/3/2006 0.570532 (3,758) (2,150) - (3,758) 13265535 3/28/2006 CVS 0.572229693 GBP BRITISH POUND CSFB -46140 -80631.96 0 -2150.4 0 -3757.93 0 0 0 -3757.93 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (19) STOCK-OFF BALANCE SHEET 10010489 LAD.L LADBROKES PLC SWAP 232035 873611.78 1522923.74 2/23/2006 13130541 SHT 2/23/2006 0.573641 (32,439) (18,563) (32,439) 13265535 3/28/2006 CVS 0.572229693 GBP BRITISH POUND CSFB -892174.58 -1559119.69 0 -18562.8 0 -32439.42 0 0 0 -32439.42 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 7,811 STOCK-OFF BALANCE SHEET EFTA01592291 10010489 LAD.L LADBROKES PLC SWAP 244035 938314.58 1639751.64 3/28/2006 13265536 SHT 3/28/2006 0.572229 (19,158) (10,982) (19,158) 13215627 3/31/2006 CVS 0.573213723 GBP BRITISH POUND CSFB -949296.15 -1656094.6 0 -10981.57 0 -19157.9 0 0 0 -19157.9 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON (3,879) STOCK-OFF BALANCE SHEET SUBTOTAL(9,P329:P355)=(885,421) STOCK-OFF BALANCE SHEET Total SUBTOTAL(9,P2:P355)=1,036,236 Grand Total EFTA01592292 Sheet2 (26) 613 913,045 (19,695) 142,886 SUM(H23:H28)=1,036,823 EFTA01592293