EFTA01592630

Realized ytd breakout Syld SyCode DlTpCode OTrdDate OXRate PeriodFuncReal StDesc 10013812 BAA_2.625_08/09 SWAP 12/31/2005 0.582021 3,575 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 23,859 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 23,796 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 23,709 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 23,324 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 83,627 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 42,649 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 1/31/2006 0.56577 497,922 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 2/23/2006 0.573641 21,452 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 71 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 1,043 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 13,591 Off Balance Sheet-Bond 10013812 BAA_2.62508/09 SWAP 3/28/2006 0.572229 7,179 Off Balance Sheet-_Bond 10013812 BAA 2.625 08/09 SWAP 3/28/2006 0.572229 2,672 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 8,003 Off Balance Sheet-Bond 10013812 BAA_2.625_08/09 SWAP 3/28/2006 0.572229 23,595 Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 12/31/2005 0.582021 (46,715) Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 1/31/2006 0.56577 - Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 1/31/2006 0.56577 9,364 Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 1/31/2006 0.56577 53,685 Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 2/23/2006 0.573641 21,941 Off Balance Sheet-Bond 10010511 HG_3.375_10/10 SWAP 3/28/2006 0.572229 15,349 Off Balance Sheet-Bond SUBTOTAL(9,F2:F24)=853,691 Off Balance Sheet-Bond Total 111727 BAA.L SWAP 12/31/2005 0.582021 (15,550) EFTA01592630 Off Balance Sheet-STOCK 111727 BAA.L SWAP 2/8/2006 0.572918 (87,347) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 Off Balance Sheet- STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (25,492) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (25,858) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (26,147) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (26,405) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (90,487) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (45,651) Off Balance Sheet-STOCK 111727 BAA.L SWAP 1/31/2006 0.56577 (330,295) Off Balance Sheet-STOCK 111727 BAA.L SWAP 2/23/2006 0.573641 (31,657) Off Balance Sheet-STOCK 111727 BAA.L SWAP 4/13/2006 0.571788 (1,518) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (620) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (13,043) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (6,617) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (3,092) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (8,315) Off Balance Sheet-STOCK 111727 BAA.L SWAP 3/28/2006 0.572229 (22,411) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 12/31/2005 0.582021 (37,535) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 1/31/2006 0.56577 - Off Balance Sheet-STOCK 10010489 LAD.L SWAP 1/31/2006 0.56577 (5,956) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 1/31/2006 0.56577 (26,972) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 2/17/2006 0.576236 901 Off Balance Sheet-STOCK 10010489 LAD.L SWAP 3/3/2006 0.570532 (3,758) Off Balance Sheet-STOCK 10010489 LAD.L SWAP 2/23/2006 0.573641 (32,439) Off Balance Sheet-STOCK EFTA01592631 10010489 LAD.L SWAP 3/28/2006 0.572229 (19,158) Off Balance Sheet-STOCK SUBTOTAL(9,F26:F52)=(885,421) Off Balance Sheet-STOCK Total 10015067 DPB_2.65_07/07 8/25/2005 0.815195 (4,293) BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 42,363 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 40,226 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 34,757 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 45,191 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 43,997 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 19,799 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 28,849 BOND 10019313 DPW_0.5_02/10 5/25/2005 0.795513 5,782 BOND 10019313 DPW_0.5_02/10 7/22/2005 0.820512 13,406 BOND 10019313 DPW_0.5_02/10 7/22/2005 0.820512 56,306 BOND 10005563 AGN_0_11/22 6/14/2005 1 32,644 BOND 10005563 AGN_0_11/22 7/18/2005 1 (17,184) BOND 10005563 AGN_0_11/22 7/27/2005 1 (5,854) BOND 10005563 AGN 0 11/22 10/20/2005 1 (9,605) BOND 10013788 AMLN_2.5_4/11 8/29/2005 1 156,665 BOND 10013788 AMLN 2.5 4/11 9/1/2005 1 152,125 BOND 10021211 6_3.75_8725_144A 7/27/2005 1 705 BOND 10021211 B_3.75_8/25_144A 7/27/2005 1 380 BOND 10021369 CN0_3.5_9/35_144A 8/9/2005 1 10,448 BOND 10021369 CN0_3.5_9/35_144A 8/10/2005 1 3,326 BOND 10021369 CN0_3.5_9/35_144A 8/10/2005 1 27,500 BOND 10021369 CN0_3.5_9/35_144A 8/10/2005 1 19,725 BOND 10021369 CN0_3.5_9/35_144A 8/10/2005 1 32,539 BOND 10020900 CVTX 3.25 8/13 6/29/2005 1 671 BOND 10020900 CVTX_3.25_8/13 6/29/2005 1 1,348 BOND 10007696 DIS_2.125_4/23 6/14/2005 1 (16,642) BOND 121621 TJX 0 2/21 - - 5/23/2005 1 17,647 BOND EFTA01592632 121621 TJX_0_2/21 5/23/2005 1 13,125 BOND 121621 TJX_0_2/21 5/23/2005 1 2,539 BOND 121621 TJX_0_2/21 5/23/2005 1 8,366 BOND 10012212 WYE_FLT_1/24 8/16/2005 1 32,500 BOND SUBTOTAL(9,F54:F85)=789,349 BOND Total 10022816 FGBMH6 12/8/2005 0.852987 14,743 FUTURE 10023759 FGBMM6 2/28/2006 0.843099 12,857 FUTURE 10022817 FGBSH6 12/8/2005 0.852987 996 FUTURE 10023761 FGBSM6 2/28/2006 0.843099 455 FUTURE 10022652 FLGH6 11/29/2005 0.57725 (452) FUTURE 10022652 FLGH6 5/26/2005 0.57725 (452) FUTURE 10023760 FLGM6 2/28/2006 0.574729 9,634 FUTURE 10023760 FLGM6 5/26/2005 0.574729 11,929 FUTURE 10022642 FVH6 5/24/2005 1 6,797 FUTURE 10022642 FVH6 5/24/2005 1 18,125 FUTURE 10022642 FVH6 5/24/2005 1 1,133 FUTURE 10022642 FVH6 5/24/2005 1 3,398 FUTURE 10022642 FVH6 5/24/2005 1 1,133 FUTURE 10022642 FVH6 5/24/2005 1 2,266 FUTURE 10022642 FVH6 5/26/2005 1 6,797 FUTURE 10022642 FVH6 5/26/2005 1 2,266 FUTURE 10022642 FVH6 6/14/2005 1 1,133 FUTURE 10022642 FVH6 6/14/2005 1 2,227 FUTURE 10022642 FVH6 6/22/2005 1 4,531 FUTURE 10022642 FVH6 7/19/2005 1 4,531 FUTURE 10022642 FVH6 7/26/2005 1 3,398 FUTURE 10022642 FVH6 8/10/2005 1 4,531 FUTURE 10022642 FVH6 8/16/2005 1 (1,391) FUTURE 10023746 FVM6 5/24/2005 1 6,375 FUTURE 10023746 FVM6 5/24/2005 1 17,000 FUTURE 10023746 FVM6 5/24/2005 1 1,063 FUTURE 10023746 FVM6 5/24/2005 1 3,188 FUTURE 10023746 FVM6 5/24/2005 1 1,063 FUTURE 10023746 FVM6 5/24/2005 1 2,125 FUTURE 10023746 FVM6 5/26/2005 1 6,375 FUTURE 10023746 FVM6 5/26/2005 1 2,125 FUTURE 10023746 FVM6 6/14/2005 1 719 FUTURE 10023746 FVM6 6/22/2005 1 4,250 FUTURE 10023746 FVM6 7/19/2005 1 4,250 FUTURE 10023746 FVM6 7/26/2005 1 3,188 FUTURE 10023746 FVM6 8/10/2005 1 4,250 FUTURE 10025296 FVU6 5/31/2006 1 1,188 FUTURE 10025296 FVU6 5/31/2006 1 2,188 FUTURE 10022643 TYH6 11/29/2005 1 22,188 FUTURE 10023745 TYM6 2/27/2006 1 28,438 FUTURE SUBTOTAL(9,F87:F126)=220,553 FUTURE Total 10009531 GPM.N 5/20/2005 1 (378,492) PREFERRED STOCK SUBTOTAL(9,F128:F128)=(378,492) PREFERRED STOCK Total 10015096 DPBGN.DE 8/25/2005 0.815195 (16,722) STOCK EFTA01592633 10015096 DPBGN.DE 10/25/2005 0.835038 2,222 STOCK 10015096 DPBGN.DE 11/3/2005 0.829428 1,119 STOCK 10015096 DPBGN.DE 1/19/2006 0.827198 13,242 STOCK 10015096 DPBGN.DE 2/23/2006 0.840018 9,700 STOCK 10015096 DPBGN.DE 7/25/2006 0.791797 18,933 STOCK 10026253 DPBGN.DE_CNV 7/18/2006 0.798562 STOCK 10006832 DPWGn.DE 5/25/2005 0.795513 (27,530) STOCK 10006832 DPWGn.DE 5/25/2005 0.795513 (19,644) STOCK 10006832 DPWGn.DE 5/25/2005 0.795513 (39,766) STOCK 10006832 DPWGn.DE 5/25/2005 0.795513 (22,550) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (5,616) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (6,796) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (32,295) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (21,023) STOCK 10006832 DPWGn.DE 7/22/2005 0.820512 (20,221) STOCK 10006832 DPWGn.DE 7/25/2005 0.828397 (3,843) STOCK 10006832 DPWGn.DE 7/25/2005 0.828397 (7,121) STOCK 10006832 DPWGn.DE 11/14/2005 0.854335 (2,801) STOCK 10006832 DPWGn.DE 11/14/2005 0.854335 (17,502) STOCK 10006832 DPWGn.DE 1/19/2006 0.827197 886 STOCK 10006832 DPWGn.DE 1/19/2006 0.827198 8,768 STOCK 10006832 DPWGn.DE 1/19/2006 0.827198 2,550 STOCK 10006832 DPWGn.DE 1/19/2006 0.827198 24,136 STOCK 10006832 DPWGn.DE 2/1/2006 0.821254 37,299 STOCK 10006832 DPWGn.DE 5/10/2006 0.783791 14,452 STOCK 10002383 AFG.N 11/17/2005 1 (3,325) STOCK EFTA01592634 10002383 AFG.N 11/17/2005 1 (2,031) STOCK 106791 AGN.N 6/14/2005 1 (38,639) STOCK 106791 AGN.N 6/14/2005 1 (37,310) STOCK 106791 AGN.N 6/14/2005 1 (34,631) STOCK 106791 AGN.N 6/14/2005 1 (2,405) STOCK 106791 AGN.N 6/20/2005 1 (3,390) STOCK 106791 AGN.N 7/18/2005 1 (9,373) STOCK 106791 AGN.N 7/18/2005 1 (20,349) STOCK 106791 AGN.N 7/18/2005 1 (21,082) STOCK 106791 AGN.N 7/18/2005 1 (3,974) STOCK 106791 AGN.N 7/18/2005 1 (13,485) STOCK 106791 AGN.N 7/18/2005 1 (17,233) STOCK 106791 AGN.N 7/18/2005 1 (5,057) STOCK 106791 AGN.N 7/18/2005 1 (26,339) STOCK 106791 AGN.N 7/27/2005 1 (11,941) STOCK 106791 AGN.N 7/27/2005 1 (9,960) STOCK 106791 AGN.N 7/27/2005 1 (1,567) STOCK 106791 AGN.N 8/9/2005 1 (3,472) STOCK 106791 AGN.N 10/20/2005 1 (10,415) STOCK 106791 AGN.N 10/20/2005 1 114,251 STOCK 106791 AGN.N 11/1/2005 1 45,211 STOCK 106791 AGN.N 11/2/2005 1 63,138 STOCK 106791 AGN.N 11/22/2005 1 46,604 STOCK 106791 AGN.N 12/6/2005 1 24,145 STOCK 106791 AGN.N 5/23/2006 1 187 STOCK 100186 AMGN.0 9/27/2005 1 2,391 STOCK 100186 AMGN.0 9/27/2005 1 3,141 STOCK 100186 AMGN.0 9/27/2005 1 32,189 STOCK 100186 AMGN.0 10/19/2005 1 3,538 STOCK 100186 AMGN.0 11/3/2005 1 551 STOCK 100186 AMGN.0 11/3/2005 1 349 STOCK 100186 AMGN.0 11/10/2005 1 4,875 STOCK 100186 AMGN.0 11/10/2005 1 14,418 STOCK 100186 AMGN.0 11/10/2005 1 3,396 STOCK 100186 AMGN.0 1/17/2006 1 4,957 STOCK 100186 AMGN.0 2/1/2006 1 8,945 STOCK 100186 AMGN.0 2/1/2006 1 11,083 STOCK 100186 AMGN.0 2/1/2006 1 8,654 STOCK 100186 AMGN.0 2/21/2006 1 214 STOCK 100186 AMGN.0 2/21/2006 1 5,417 STOCK 100186 AMGN.0 2/21/2006 1 9,704 STOCK 100186 AMGN.0 2/17/2006 1 3,855 STOCK 10001429 AMLN.0 8/29/2005 1 (117,314) STOCK 10001429 AMLN.0 9/1/2005 1 (118,844) STOCK 10001429 AMLN.0 10/24/2005 1 (15,813) STOCK 10001429 AMLN.0 1/11/2006 1 (852) STOCK 10001429 AMLN.0 2/22/2006 1 (3,276) STOCK 10002852 B.N 7/26/2005 1 (1,108) STOCK 10002852 B.N 1/31/2006 1 (36) STOCK 100032 CBRL.0 5/26/2005 1 (9,251) STOCK 100032 CBRL.0 5/26/2005 1 2,610 STOCK EFTA01592635 100032 CBRL.O 5/26/2005 1 2,979 STOCK 100032 CBRL.O 5/26/2005 1 2,825 STOCK 100032 CBRL.O 7/8/2005 1 1,269 STOCK 100032 CBRL.O 7/8/2005 1 2,141 STOCK 100032 CBRL.O 7/8/2005 1 2,159 STOCK 100032 CBRL.O 7/8/2005 1 3,198 STOCK 100032 CBRL.O 7/8/2005 1 6,424 STOCK 100032 CBRL.O 2/15/2006 1 7,688 STOCK 113743 CMS.N 6/22/2005 1 2,233 STOCK 113743 CMS.N 6/22/2005 1 1,365 STOCK 10003424 CNO.N 8/9/2005 1 (9,264) STOCK 10003424 CNO.N 8/10/2005 1 (4,541) STOCK 10003424 CNO.N 8/10/2005 1 (28,205) STOCK 10003424 CNO.N 8/10/2005 1 (4,042) STOCK 10003424 CNO.N 8/10/2005 1 (7,796) STOCK 10003424 CNO.N 8/10/2005 1 (26,973) STOCK 10003424 CNO.N 1/27/2006 1 3,371 STOCK 10003424 CNO.N 3/10/2006 1 3,043 STOCK 10003424 CNO.N 3/15/2006 1 3,214 STOCK 10003424 CNO.N 4/7/2006 1 1,531 STOCK 10001665 CNP.N 5/23/2005 1 (9,671) STOCK 10001665 CNP.N 5/23/2005 1 (536) STOCK 10001665 CNP.N 5/23/2005 1 (1,207) STOCK 10001665 CNP.N 5/23/2005 1 (525) STOCK 10001665 CNP.N 5/23/2005 1 1,757 STOCK 100277 CSX.N 7/13/2005 1 (10,584) STOCK 100277 CSX.N 7/13/2005 1 (19,145) STOCK 100277 CSX.N 7/13/2005 1 (10,147) STOCK 100277 CSX.N 7/13/2005 1 (8,845) STOCK 100277 CSX.N 7/13/2005 1 (11,287) STOCK 116081 CVTX.O 6/29/2005 1 (1,781) STOCK 100179 DIS.N 6/14/2005 1 15,305 STOCK 100179 DIS.N 6/14/2005 1 959 STOCK 102194 DUK.N 6/17/2005 1 20 STOCK 102194 DUK.N 6/17/2005 1 8,076 STOCK 102194 DUK.N 7/19/2005 1 8,124 STOCK 102194 DUK.N 9/29/2005 1 516 STOCK 102194 DUK.N 11/25/2005 1 (863) STOCK 102194 DUK.N 11/23/2005 1 (2,099) STOCK 102194 DUK.N 12/14/2005 1 (776) STOCK 102194 DUK.N 12/21/2005 1 (93) STOCK 102194 DUK.N 1/18/2006 1 (227) STOCK 102194 DUK.N 1/19/2006 1 56 STOCK 102194 DUK.N 2/22/2006 1 999 STOCK 102194 DUK.N 3/15/2006 1 1,496 STOCK 102194 DUK.N 3/16/2006 1 579 STOCK 102194 DUK.N 3/29/2006 1 727 STOCK 102194 DUK.N 4/3/2006 1 772 STOCK 102194 DUK.N 6/17/2005 1 (2,825) STOCK 10001074 EDO.N 11/16/2005 1 1,241 STOCK 10001074 EDO.N 11/16/2005 1 (260) STOCK EFTA01592636 10001074 EDO.N 11/16/2005 1 3,429 STOCK 10001074 EDO.N 11/16/2005 1 1,947 STOCK 100379 GM.N 5/20/2005 1 524,088 STOCK 123893 HCC.N 7/29/2005 1 (1,628) STOCK 116002 IVGN.O 8/30/2005 1 (15) STOCK 104019 MAS.N 7/19/2005 1 20,949 STOCK 104019 MAS.N 7/19/2005 1 3,250 STOCK 104019 MAS.N 7/19/2005 1 1,836 STOCK 104019 MAS.N 7/19/2005 1 1,206 STOCK 104019 MAS.N 7/19/2005 1 2,428 STOCK 104019 MAS.N 7/19/2005 1 1,083 STOCK 104019 MAS.N 7/19/2005 1 15,579 STOCK 104019 MAS.N 7/19/2005 1 6,429 STOCK 104019 MAS.N 7/28/2005 1 18,047 STOCK 104019 MAS.N 7/28/2005 1 6,532 STOCK 104019 MAS.N 7/28/2005 1 1,129 STOCK 104019 MAS.N 9/6/2005 1 1,584 STOCK 104019 MAS.N 11/17/2005 1 2,658 STOCK 104019 MAS.N 3/17/2006 1 4,410 STOCK 112337 PPL.N 5/20/2005 1 (6,654) STOCK 112337 PPL.N 5/20/2005 1 (1,622) STOCK 112337 PPL.N 5/20/2005 1 (1,830) STOCK 112337 PPL.N 5/20/2005 1 (790) STOCK 112337 PPL.N 5/20/2005 1 (1,139) STOCK 112337 PPL.N 5/20/2005 1 (2,415) STOCK 111899 RPM.N 7/22/2005 1 1,335 STOCK 111899 RPM.N 7/22/2005 1 600 STOCK 111899 RPM.N 7/22/2005 1 1,196 STOCK 111899 RPM.N 7/26/2005 1 467 STOCK 111899 RPM.N 7/26/2005 1 283 STOCK 111899 RPM.N 7/26/2005 1 208 STOCK 111899 RPM.N 7/26/2005 1 2,694 STOCK 111899 RPM.N 7/26/200 5 1 852 STOCK 111899 RPM.N 7/26/2005 1 2,619 STOCK 114450 SVU.N 5/24/2005 1 13,965 STOCK 114450 SVU.N 5/24/2005 1 6,669 STOCK 114450 SVU.N 5/24/2005 1 11,733 STOCK 114450 SVU.N 5/24/2005 1 3,190 STOCK 114450 SVU.N 7/18/200 5 1 1,555 STOCK 114450 SVU.N 8/1/2005 1 2,315 STOCK 114450 SVU.N 8/1/2005 1 17,491 STOCK 114450 SVU.N 8/3/2005 1 11,961 STOCK 114450 SVU.N 8/3/2005 1 5,141 STOCK 114450 SVU.N 1/23/2006 1 6,676 STOCK 114450 SVU.N 7/19/200 6 1 3,428 STOCK 101312 TJX.N 5/23/2005 1 (5,931) STOCK 101312 TJX.N 5/23/2005 1 (18,010) STOCK 101312 TJX.N 5/23/2005 1 (14,586) STOCK 101312 TJX.N 5/23/2005 1 (506) STOCK 101312 TJX.N 5/23/2005 1 (400) STOCK 101312 TJX.N 1/5/2006 1 5,779 STOCK EFTA01592637 101312 TJX.N 1/6/2006 1 3,041 STOCK 101312 TJX.N 1/6/2006 1 3,371 STOCK 101312 TJX.N 1/6/2006 1 218 STOCK 101312 TJX.N 1/31/2006 1 10,568 STOCK 101312 TJX.N 3/23/2006 1 9,635 STOCK 101312 TJX.N 7/12/2006 1 1,064 STOCK 101967 VCI.N 11/4/2005 1 3,096 STOCK 101967 VCI.N 11/4/2005 1 3,842 STOCK 101967 VCI.N 11/4/2005 1 1,375 STOCK 101967 VCI.N 11/4/2005 1 1,897 STOCK 101967 VCI.N 11/4/2005 1 669 STOCK 101967 VCI.N 11/4/2005 1 6,816 STOCK 101967 VCI.N 11/21/2005 1 8,671 STOCK 108074 VNO.N 5/23/2005 1 (5,841) STOCK 10000872 WYE.N 8/16/2005 1 (25) STOCK SUBTOTAL(9,F130:F324)=393,220 STOCK Total SUBTOTAL(9,F2:F324)=992,901 Grand Total EFTA01592638 raw 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) -3500 21462 17168.55 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 -157223.37 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 33700 -10577.52 31785.07 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 760.82 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 32000 -7813.75 32411.85 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 -2847.51 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 27650 4416.12 39173.55 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 331.41 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 35950 4572.16 49763.11 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 10920.97 BOND 10019313 DPW_0.5_02/10 DEUTSCHE POST AG 0.5% EFTA01592639 2/3/10 -200 -207250 -260523.61 5/25/2005 12291554 BUY 5/25/2005 0.795513 43,997 35000 5329.5 49326.25 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 -1162.91 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 15750 -2843.25 16955.29 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 30.09 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 22950 3556.59 32405.89 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 -1264.81 BOND 10019313 DPW0.5_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 4600 711.47 6493.9 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 -240.24 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 11000 9900.75 23307 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 -960.95 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 46200 62728.57 119034.82 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 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 6981.06 BOND 10022816 FGBMH6 Euro-bobl Mar 06 Future 11 1244320 1458778.55 12/8/2005 12871134 SHT 12/8/2005 0.852987 14,743 12430 0 14743.22 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 EFTA01592640 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -793.92 FUTURE 10023759 FGBMM6 Euro-bobl Jun 06 Future 11 1222870 1450446.11 2/28/2006 13107715 SHT 2/28/2006 0.843099 12,857 10010 0 12856.84 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 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -2849.7 FUTURE 10022817 FGBSH6 Euro-schatz Mar 06 Future 2 211030 247401.02 12/8/2005 12871136 SHT 12/8/2005 0.852987 996 840 0 996.32 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 -13.89 FUTURE 10023761 FGBSM6 Euro-schatz Jun 06 Future 1 104840 124350.72 2/28/2006 13107767 SHT 2/28/2006 0.843099 455 355 0 455.48 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 29.9 FUTURE 10015096 DPBGN.DE Deutsche Postbank 13373 584400.1 716883.6 8/25/2005 12582070 SEL 8/25/2005 0.815195 (16,722) -13631.72 -21678.65 -38400.68 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 178363.43 STOCK 10015096 DPBGN.DE Deutsche Postbank 2000 91293.8 109328.89 10/25/2005 12750902 SHT 10/25/2005 0.835038 2,222 1855.11 -5849.29 -3627.71 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 26675.15 STOCK 10015096 DPBGN.DE Deutsche Postbank 285 13673.05 16484.91 11/3/2005 12771484 SHT 11/3/2005 0.829428 1,119 928.04 -730.29 388.6 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 3801.21 STOCK 10015096 DPBGN.DE Deutsche Postbank 1200 64617.33 78115.89 1/19/2006 12984199 SHT 1/19/2006 0.827198 13,242 10954.11 -2900.5 EFTA01592641 10341.93 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 16005.09 STOCK 10015096 DPBGN.DE Deutsche Postbank 640 36768.84 43771.47 2/23/2006 13093543 SHT 2/23/2006 0.840018 9,700 8148.46 -2074.98 7625.35 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 8536.04 STOCK 10015096 DPBGN.DE Deutsche Postbank -1304 -58314.03 -73647.7 7/25/2006 13837513 BUY 7/25/2006 0.791797 18,933 14991.05 604.77 19537.72 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 -73.68 STOCK 10026253 DPBGN.DE_CNV Deutsche Postbank conversion shares -18802 -840813.15 -1052908.27 7/18/2006 13810515 BUY 7/18/2006 0.798562 - 0 8996.7 8996.7 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 -250773.13 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7000 132230 166219.72 5/25/2005 12291569 SEL 5/25/2005 0.795513 (27,530) -21900.76 10573.37 -16956.98 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 Co. CREDIT-SUISSE FIRST BOSTON 4669.7 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7000 132230 166219.72 5/25/2005 12291569 SEL 5/25/2005 0.795513 (19,644) -15627.43 9359.38 -10285.08 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 13265.64 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 15064 284558.96 357704.84 5/25/2005 12291569 SEL 5/25/2005 0.795513 (39,766) -31634.4 7462.16 -32303.86 13289313 4/24/2006 CVS EFTA01592642 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 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 8666 163700.74 205780.02 5/25/2005 12291569 SEL 5/25/2005 0.795513 (22,550) -17938.62 3178.69 -19371.05 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 0.01 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 5984 120816.96 147245.67 7/22/2005 12484960 SHT 7/22/2005 0.820512 (5,616) -4607.68 -2608.83 -8224.44 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 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7535 152131.65 185410.45 7/22/2005 12484960 SHT 7/22/2005 0.820512 (6,796) -5575.9 -4029.43 -10825.06 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 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 8255 166668.45 203127.17 7/22/2005 12484960 SHT 7/22/2005 0.820512 (32,295) -26498.55 -11029.84 -43324.95 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 -10953.44 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7949 160490.31 195597.57 7/22/2005 12484960 SHT 7/22/2005 0.820512 (21,023) -17249.33 -10148.93 -31171.55 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 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 6913 EFTA01592643 139573.47 170105.17 7/22/2005 12484960 SHT 7/22/2005 0.820512 (20,221) -16591.2 -9416.73 -29637.26 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 6189.43 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 1342 27132.42 32752.9 7/25/2005 12489183 SHT 7/25/2005 0.828397 (3,843) -3183.36 -2179.7 -6022.49 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 1201.55 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 4558 92153.19 111242.72 7/25/2005 12489183 SHT 7/25/2005 0.828397 (7,121) -5899.42 -8040.31 -15161.79 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 692.2 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 942 17871.15 20918.18 11/14/2005 12800128 SHT 11/14/2005 0.854335 (2,801) -2393.34 -2404.38 -5205.78 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 143.06 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7058 133900.85 156730.94 11/14/2005 12800128 SHT 11/14/2005 0.854335 (17,502) -14952.37 -15183.03 -32684.78 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 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 782 17225.04 20823.36 1/19/2006 12984196 SHT 1/19/2006 0.827197 886 732.66 -1048.92 -163.2 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 EFTA01592644 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 7741 170510.31 206129.91 1/19/2006 12984196 SHT 1/19/2006 0.827198 8,768 7252.62 -10383.19 -1615.5 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 0 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 1200 26432.29 31954 1/19/2006 12984196 SHT 1/19/2006 0.827198 2,550 2109.07 -1607.76 941.9 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 567.11 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 15277 336505.1 406801.02 1/19/2006 12984196 SHT 1/19/2006 0.827198 24,136 19965.66 -23898.73 237.76 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 -2550.82 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 11000 258551.59 314825.34 2/1/2006 13027737 SEL 2/1/2006 0.821254 37,299 30631.59 -15213.66 22084.9 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 -1836.68 STOCK 10006832 DPWGn.DE DEUTSCHE POST AG 5000 114927.36 146630.07 5/10/2006 13553638 SHT 5/10/2006 0.783791 14,452 11327.36 -885.78 13566.23 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 -834.86 STOCK 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 2022 55 0 3574.86 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 -61064.28 BOND 10013812 BAA_2.62508/09 Baa 2.625% 8/19/09 SWAP 0 1708575 3019906.31 1/31/2006 13074773 BUY EFTA01592645 1/31/2006 0.56577 - 0 0.01 0.01 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 670209.13 BOND 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 13707 0 23859.09 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 1841.52 BOND 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 13671 0 23796.43 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 1778.86 BOND 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 13579.14 0 23708.5 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 809.91 BOND 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 13359.06 0 23324.25 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 425.66 BOND 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 47974.5 0 83626.75 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 4597.39 BOND 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 24576 0 42649.19 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 4179.98 BOND EFTA01592646 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 285628.7 0 497922.23 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 38460.54 BOND 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 12275.32 0 21451.74 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 -26483.37 BOND 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 40.56 0 70.97 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 -2917.09 BOND 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 1,043 594.91 0 1042.58 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 -443.92 BOND 10013812 BAA 2.625 08/09 Baa 2.625% 8/19/09 SWAP -200 -28g233.51. -505450.02 3/28/2006 13265250 BUY 3/28/2006 0.572229 13,591 7766.49 0 13590.97 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 8523.79 BOND 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 4102.48 0 7179.13 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 4113.48 BOND 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 1527.7 0 2671.79 13260749 4/13/2006 SEL 0.571787981 EFTA01592647 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 -261.23 BOND 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 4516.76 0 8003.02 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 1885.75 BOND 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 13274.87 0 23594.76 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 -8990.52 BOND 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) -26429.78 0 -46714.64 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 -58744.86 BOND 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 -0.01 -0.01 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 48677.54 BOND 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 5371.32 0 9363.56 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 -303.06 BOND 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 30796.16 0 53685.4 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 17577.74 BOND 10010511 HG_3.375_10/10 Hilton Group_3.375%_10/10 EFTA01592648 SWAP -635 -929101.44 -1619656.09 2/23/2006 13130534 BUY 2/23/2006 0.573641 21,941 12555.56 0 21941.47 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 -6724.29 BOND 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 8798.3 0 15349.07 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 3732.83 BOND 10022652 FLGH6 LONG GILT FUTURE March 2006 2 227020 393278.1 11/29/2005 12841443 SEL 11/29/2005 0.57725 (452) -260 0 -452.39 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 -734.26 FUTURE 10022652 FLGH6 LONG GILT FUTURE March 2006 2 227020 393278.1 5/26/2005 12841497 SEL 5/26/2005 0.57725 (452) -260 0 -452.39 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 -730.78 FUTURE 10023760 FLGM6 LONG GILT FUTURE JUNE 2006 2 226700 394446.67 2/28/2006 13107756 SHT 2/28/2006 0.574729 9,634 5420 0 9633.51 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 -77.42 FUTURE 10023760 FLGM6 LONG GILT FUTURE JUNE 2006 2 226700 394446.67 5/26/2005 13107920 SEL 5/26/2005 0.574729 11,929 6360 0 11928.5 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 -906.94 FUTURE 111727 BAA.L Baa Plc Cfd SWAP 195500 1232627.5 2117838.94 12/31/2005 12967001 SHT 12/31/2005 0.582021 (15,550) -8797.5 0 -15549.58 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 43552.86 STOCK EFTA01592649 111727 BAA.L Baa Plc Cfd SWAP 60000 439494 767114.8 2/8/2006 13047317 SHT 2/8/2006 0.572918 (87,347) -50106 0 -87347.28 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 79.06 STOCK 111727 BAA.L Baa Plc Cfd SWAP 0 -1241425 -2194218.69 1/31/2006 13074771 SHT 1/31/2006 0.56577 - 0 0.01 0.01 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 -541315.78 STOCK 111727 BAA.L Baa Plc Cfd SWAP 10100 64135 113358.61 1/31/2006 13074771 SHT 1/31/2006 0.56577 (25,492) -14645 0 -25491.82 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 -1809.92 STOCK 111727 BAA.L Baa Plc Cfd SWAP 10245 65055.75 114986.04 1/31/2006 13074771 SHT 1/31/2006 0.56577 (25,858) -14855.25 0 -25857.79 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 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -1835.91 STOCK 111727 BAA.L Baa Plc Cfd SWAP 10400 66040 116725.7 1/31/2006 13074771 SHT 1/31/2006 0.56577 (26,147) -14976 0 -26147.35 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 -1423.16 STOCK 111727 BAA.L Baa Plc Cfd SWAP 10430 66230.5 117062.41 1/31/2006 13074771 SHT 1/31/2006 0.56577 (26,405) -15123.5 0 -26404.87 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 -1609.37 STOCK 111727 BAA.L Baa Plc Cfd SWAP 35800 227330 401805.78 1/31/2006 13074771 SHT 1/31/2006 0.56577 (90,487) -51910 0 -90486.92 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 EFTA01592650 Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -5223.47 STOCK 111727 BAA.L Baa Plc Cfd SWAP 13845 87915.75 155391.09 1/31/2006 13074771 SHT 1/31/2006 0.56577 (45,651) -26305.5 0 -45650.56 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 -2822.09 STOCK 111727 BAA.L Baa Plc Cfd SWAP 104680 664718 1174889.07 1/31/2006 13074771 SHT 1/31/2006 0.56577 (330,295) -189470.8 0 -330294.97 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 -14294.57 STOCK 111727 BAA.L Baa Plc Cfd SWAP 164680 1343788.8 2342559.83 2/23/2006 13130539 SHT 2/23/2006 0.573641 (31,657) -18114.8 0 -31656.52 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 20167.62 STOCK 111727 BAA.L Baa Plc Cfd SWAP 3600 30105.72 52651.89 4/13/2006 13260742 SHT 4/13/2006 0.571788 (1,518) -854.28 0 -1518.4 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 858.01 STOCK 111727 BAA.L Baa Plc Cfd SWAP 0 -1361903.6 -2379994.64 3/28/2006 13265513 SHT 3/28/2006 0.572229 - 0 -0.01 -0.01 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 -51803.14 STOCK 111727 BAA.L Baa Plc Cfd SWAP 17700 146379 255804.62 3/28/2006 13265513 SHT 3/28/2006 0.572229 (620) -354 0 -620.39 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 569.48 STOCK 111727 BAA.L Baa Plc Cfd SWAP 34666 286687.82 501001.3 3/28/2006 13265513 SHT 3/28/2006 0.572229 (13,043) -7453.19 0 -13042.71 13239443 4/7/2006 CVS 0.571444898 GBP BRITISH EFTA01592651 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 -7804.88 STOCK 111727 BAA.L Baa Plc Cfd SWAP 21007 173727.89 303598.17 3/28/2006 13265513 SHT 3/28/2006 0.572229 (6,617) -3781.26 0 -6617.02 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 -3442.98 STOCK 111727 BAA.L Baa Plc Cfd SWAP 17678 146197.06 255486.67 3/28/2006 13265513 SHT 3/28/2006 0.572229 (3,092) -1767.8 0 -3091.71 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 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 351.95 STOCK 111727 BAA.L Baa Plc Cfd SWAP 14220 117599.4 205510.83 3/28/2006 13265513 SHT 3/28/2006 0.572229 (8,315) -4692.6 0 -8314.58 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 -1803.53 STOCK 111727 BAA.L Baa Plc Cfd SWAP 38209 315988.43 552205.58 3/28/2006 13265513 SHT 3/28/2006 0.572229 (22,411) -12608.97 0 -22411.18 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 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 9432.26 STOCK 10010489 LAD.L LADBROKES PLC SWAP 283150 1025003 1761108.9 12/31/2005 12967003 SHT 12/31/2005 0.582021 (37,535) -21236.25 0 -37535.07 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 33067.54 STOCK 10010489 LAD.L LADBROKES PLC SWAP 0 -1046239.25 -1849227.87 1/31/2006 13074776 SHT 1/31/2006 0.56577 - 0 -0.02 -0.02 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 -40030.89 STOCK 10010489 LAD.L LADBROKES PLC SWAP 62115 229514.93 EFTA01592652 405667.63 1/31/2006 13074776 SHT 1/31/2006 0.56577 (5,956) -3416.33 0 -5955.51 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 2826.11 STOCK 10010489 LAD.L LADBROKES PLC SWAP 221035 816724.33 1443560.24 1/31/2006 13074776 SHT 1/31/2006 0.56577 (26,972) -15472.45 0 -26972.36 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 4276.89 STOCK 10010489 LAD.L LADBROKES PLC SWAP 11000 41932 72768.79 2/17/2006 13079159 SHT 2/17/2006 0.576236 901 517 0 901.26 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 1527.65 STOCK 10010489 LAD.L LADBROKES PLC SWAP 12000 43989.6 77102.77 3/3/2006 13121285 SHT 3/3/2006 0.570532 (3,758) -2150.4 0 -3757.93 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 -19.04 STOCK 10010489 LAD.L LADBROKES PLC SWAP 232035 873611.78 1522923.74 2/23/2006 13130541 SHT 2/23/2006 0.573641 (32,439) -18562.8 0 -32439.42 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 7811.46 STOCK 10010489 LAD.L LADBROKES PLC SWAP 244035 938314.58 1639751.64 3/28/2006 13265536 SHT 3/28/2006 0.572229 (19,158) -10981.57 0 -19157.9 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 -3879.27 STOCK 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 32643.8 0 32643.8 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 EFTA01592653 Trust Co. CREDIT-SUISSE FIRST BOSTON -91786.2 BOND 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) -17184.3 0 -17184.3 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 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -137679.3 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) -5854 0 -5854 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 -26618 BOND 10005563 AGN 0 11/22 Allergan Inc 0% 11/6/2022 -57U - -584576.64 -584576.64 10/20/2005 12732105 BUY 10/20/2005 1 (9,605) -9605.49 0 -9605.49 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 -52868.85 BOND 10013788 AMLN 2.54/11 Amylin Pharm 2.5% 4/15/2011 144a -500 -54030 :540230 8/29/2005 12588752 BUY 8/29/2005 1 156,665 156665 0 156665 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 9121.82 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 152125 0 152125 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 9121.82 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 1 705 705.06 0 705.06 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 FIRST BOSTON 250.37 BOND 10021211 B 3.75 8/25 144A BARNES GROUP INC 3.75% 8/1/2025 144a -8 -i246.U7 - -8246.67 7/27/2005 12499171 BUY 7/27/2005 1 380 380.05 0 380.05 13074760 2/16/2006 SEL 1 USD US DOLLAR CSFB 8626.72 8626.72 0 380.05 0 380.05 0 EFTA01592654 0 0 380.05 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 222.55 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 10447.5 0 10447.5 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 976.58 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 3326.25 0 3326.25 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 325.53 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 27500 0 27500 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 390.92 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 19725.2 0 19725.2 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 -2357.92 BOND 10021369 CNO 3.5 9/35 144A Conseco Inc 3.5% 9/30/2035 -50ö --501450 -501450 8/10/2005 12546323 BUY 8/10/2005 1 32,539 32539 0 32539 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 -4287.13 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 1 671 670.88 0 670.88 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 38.08 BOND 10020900 CVTX_3.25 8/13 Cv Therapeutics 3.25 8/16/2013 -10 -10550 -10550 6/29/2005 12411072 BUY 6/29/2005 1 1,348 1348 0 1348 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. EFTA01592655 CREDIT-SUISSE FIRST BOSTON 76.13 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) -16642 0 -16642 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 35683.83 BOND 121621 TJX_0_2/21 Tjx_0%_02/2021 -1000 -805625 -805625 5/23/2005 12282511 BUY 5/23/2005 1 17,647 17647 0 17647 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 TJX02/21 Tjx_0%_02/2021 -500 -402812.5 -402812.5 5/23/2005 12282511 BUY 5/23/2005 1 13,125 13125 0 13125 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 937.5 BOND 121621 TJX_0_2/21 Tjx_0%_02/2021 -750 -604218.75 -604218.75 5/23/2005 12282511 BUY 5/23/2005 1 2,539 2538.75 0 2538.75 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 2134.76 BOND 121621 TJX_0_2/21 Tjx_0%_02/2021 -750 -604218.75 -604218.75 5/23/2005 12282511 BUY 5/23/2005 1 8,366 8365.5 0 8365.5 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 1508.01 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 32500 0 32500 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 -1057.19 BOND 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 6796.87 0 6796.87 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 1218.75 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 16 1698624.99 1698624.99 5/24/2005 12896796 SEL EFTA01592656 5/24/2005 1 18,125 18124.99 0 18124.99 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 3250 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 1132.81 0 1132.81 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 203.13 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 3398.44 0 3398.44 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 609.38 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 1132.81 0 1132.81 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 203.13 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 2265.62 0 2265.62 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 406.25 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 6796.87 0 6796.87 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 1218.75 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 2265.62 0 2265.62 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 406.25 FUTURE 10022642 FVH6 UST 5 YEAR T-NOTE FUT MARCH 06 1 106164.06 106164.06 6/14/2005 12896810 SEL 6/14/2005 1 1,133 1132.81 0 1132.81 13116857 EFTA01592657 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 203.13 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 2226.56 0 2226.56 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 179.94 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 4531.25 0 4531.25 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 812.5 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 4531.25 0 4531.25 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 812.5 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 3398.44 0 3398.44 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 609.38 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 4531.25 0 4531.25 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 812.5 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) -1390.62 0 -1390.62 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 26.21 FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 6 629812.5 629812.5 5/24/2005 13116842 SEL 5/24/2005 1 6,375 6375 0 6375 13636941 5/31/2006 CVS 1 USD US DOLLAR EFTA01592658 CSFB -623437.5 -623437.5 6375 0 6375 0 0 0 6375 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -15.12 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 17000 0 17000 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 -40.32 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 1062.5 0 1062.5 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 -2.52 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 3187.5 0 3187.5 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 -7.56 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 1062.5 0 1062.5 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 -2.52 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 2125 0 2125 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 -5.04 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 6375 0 6375 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 -15.12 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 2125 0 2125 13636946 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 EFTA01592659 Trust Co. CREDIT-SUISSE FIRST BOSTON -5.04 FUTURE 10023746 FVM6 UST 5 YEAR T-NOTE FUT JUNE 06 1 104968.75 104968.75 6/14/2005 13116858 SEL 6/14/2005 1 719 718.75 0 718.75 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 -252.52 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 4250 0 4250 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 -10.08 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 4250 0 4250 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 -10.08 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 3187.5 0 3187.5 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 -7.56 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 4250 0 4250 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 -10.08 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 1187.5 0 1187.5 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 -72.58 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 2187.5 0 2187.5 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 -72.58 FUTURE 10022643 TYH6 TYH6 20 2178437.5 2178437.5 11/29/2005 12841921 SEL 11/29/2005 1 22,188 22187.5 0 22187.5 13105066 2/27/2006 BUY 1 USD US DOLLAR CSFB -2156250 -2156250 0 EFTA01592660 22187.5 0 22187.5 0 0 0 22187.5 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -50.4 FUTURE 10023745 TYM6 TYM6 20 2153125 2153125 2/27/2006 13105081 SEL 2/27/2006 1 28,438 28437.5 0 28437.5 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 5574.6 FUTURE 10009531 GPM.N GM 6.25% 7/15/2033 -100000 -2059600 -2059600 5/20/2005 12278519 BUY 5/20/2005 1 (378,492) -378491.8 0 -378491.8 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 HBFT Highbridge - Financial Trust Co CREDIT-SUISSE FIRST BOSTON -18891.8 PREFERRED STOCK 10002383 AFG.N American Financial Group Inc 520 18693.22 18693.22 11/17/2005 12813195 SHT 11/17/2005 1 (3,325) -3325.4 0 -3325.4 13587642 5/19/2006 CVS 1 USD US DOLLAR CSFB -22018.62 -22018.62 0 -3325.4 0 -3325.4 0 0 0 -3325.4 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -53.82 STOCK 10002383 AFG.N American Financial Group Inc 400 14379.4 14379.4 11/17/2005 12813195 SHT 11/17/2005 1 (2,031) -2031.2 0 -2031.2 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 65.4 STOCK 106791 AGN.N Allergan Inc 2746 227304.37 227304.37 6/14/2005 12357457 SHT 6/14/2005 1 (38,639) -38639.45 0 -38639.45 13538058 5/8/2006 CVS 1 USD US DOLLAR CSFB -265943.82 -265943.82 0 -38639.45 0 -38639.45 0 -38639.45 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 10468.54 STOCK 106791 AGN.N Allergan Inc 2768 229125.46 229125.46 6/14/2005 12357457 SHT 6/14/2005 1 (37,310) -37309.8 0 -37309.8 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 2171.46 STOCK 106791 AGN.N Allergan Inc 2581 213646.24 213646.24 6/14/2005 12357457 SHT 6/14/2005 1 (34,631) -34630.89 0 -34630.89 13549424 EFTA01592661 5/10/2006 CVS 1 USD US DOLLAR CSFB -248277.13 -248277.13 0 -34630.89 0 -34630.89 0 0 0 -34630.89 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 660.31 STOCK 106791 AGN.N Allergan Inc 190 15727.54 15727.54 6/14/2005 12357457 SHT 6/14/2005 1 (2,405) -2404.66 0 -2404.66 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 164.8 STOCK 106791 AGN.N Allergan Inc 340 29057.42 29057.42 6/20/2005 12375932 SHT 6/20/2005 1 (3,390) -3389.67 0 -3389.67 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 294.91 STOCK 106791 AGN.N Allergan Inc 1052 91467.57 91467.57 7/18/2005 12467131 SHT 7/18/2005 1 (9,373) -9373.4 0 -9373.4 13560309 5/12/2006 CVS 1 USD US DOLLAR CSFB -100840.97 -100840.97 0 -9373.4 0 -9373.4 0 0 0 -9373.4 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 193.11 STOCK 106791 AGN.N Allergan Inc 2352 204497.85 204497.85 7/18/2005 12467131 SHT 7/18/2005 1 (20,349) -20348.74 0 -20348.74 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 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1039.49 STOCK 106791 AGN.N Allergan Inc 2649 230320.92 230320.92 7/18/2005 12467131 SHT 7/18/2005 1 (21,082) -21082.43 0 -21082.43 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 HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1894.03 STOCK 106791 AGN.N Allergan Inc 476 41386.47 41386.47 7/18/2005 12467131 SHT 7/18/2005 1 (3,974) -3974 0 -3974 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 154.65 STOCK EFTA01592662 106791 AGN.N Allergan Inc 1589 138157.77 138157.77 7/18/2005 12467131 SHT 7/18/2005 1 (13,485) -13484.66 0 -13484.66 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 1378.27 STOCK 106791 AGN.N Allergan Inc 2096 182239.58 182239.58 7/18/2005 12467131 SHT 7/18/2005 1 (17,233) -17232.7 0 -17232.7 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 -205.56 STOCK 106791 AGN.N Allergan Inc 540 46951.04 46951.04 7/18/2005 12467131 SHT 7/18/2005 1 (5,057) -5057.05 0 -5057.05 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 -1447.89 STOCK 106791 AGN.N Allergan Inc 3796 330048.39 330048.39 7/18/2005 12467131 SHT 7/18/2005 1 (26,339) -26338.83 0 -26338.83 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 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 5637.3 STOCK 106791 AGN.N Allergan Inc 1466 129251.81 129251.81 7/27/2005 12499294 SHT 7/27/2005 1 (11,941) -11940.5 0 -11940.5 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 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -3930.73 STOCK 106791 AGN.N Allergan Inc 1324 116732.2 116732.2 7/27/2005 12499294 SHT 7/27/2005 1 (9,960) -9960.11 0 -9960.11 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 941.29 STOCK 106791 AGN.N Allergan Inc 290 26183 26183 7/27/2005 12499436 SHT 7/27/2005 1 (1,567) -1566.83 0 -1566.83 13587548 5/19/2006 BUY 1 EFTA01592663 USD US DOLLAR CSFB -27749.83 -27749.83 0 -1566.83 0 -1566.83 0 0 0 -1566.83 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 206.17 STOCK 106791 AGN.N Allergan Inc 860 78820.95 78820.95 8/9/2005 12546334 SHT 8/9/2005 1 (3,472) -3471.64 0 -3471.64 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 611.41 STOCK 106791 AGN.N Allergan Inc 1279 111971.77 111971.77 10/20/2005 12739020 SHT 10/20/2005 1 (10,415) -10414.53 0 -10414.53 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 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 909.3 STOCK 106791 AGN.N Allergan Inc 4715 412780.98 412780.98 10/20/2005 12739020 SHT 10/20/2005 1 114,251 114250.84 0 114250.84 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 145528.56 STOCK 106791 AGN.N Allergan Inc 1455 137334.54 137334.54 11/1/2005 12763427 SHT 11/1/2005 1 45,211 45211.24 0 45211.24 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 44908.6 STOCK 106791 AGN.N Allergan Inc 1730 172672.82 172672.82 11/2/2005 12768438 SHT 11/2/2005 1 63,138 63137.9 0 63137.9 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 53396.48 STOCK 106791 AGN.N Allergan Inc 1300 128913.59 128913.59 11/22/2005 12824763 SHT 11/22/2005 1 46,604 46604.11 0 46604.11 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 40124.52 STOCK EFTA01592664 106791 AGN.N Allergan Inc 580 60867.85 60867.85 12/6/2005 12863044 SHT 12/6/2005 1 24,145 24145.16 0 24145.16 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 17901.71 STOCK 106791 AGN.N Allergan Inc -6 -379.89 -379.89 5/23/2006 13600381 BUY 5/23/2006 1 187 186.94 0 186.94 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 2.23 STOCK 100186 AMGN.O Amgen 545 44061.41 44061.41 9/27/2005 12663372 SHT 9/27/2005 1 2,391 2391.29 0 2391.29 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 739.06 STOCK 100186 AMGN.O Amgen 655 52954.54 52954.54 9/27/2005 12663372 SHT 9/27/2005 1 3,141 3141.45 0 3141.45 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 1519.26 STOCK 100186 AMGN.O Amgen 4080 329854.21 329854.21 9/27/2005 12663372 SHT 9/27/2005 1 32,189 32188.65 0 32188.65 13005802 1/26/2006 CVS 1 USD US DOLLAR CSFB -297665.56 -297665.56 0 32188.65 0 32188.65 0 0 0 32188.65 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 10150.04 STOCK 100186 AMGN.O Amgen 790 61174.41 61174.41 10/19/2005 12732059 SHT 10/19/2005 1 3,538 3538.19 0 3538.19 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 1965.33 STOCK 100186 AMGN.O Amgen 130 10035.35 10035.35 11/3/2005 12772030 SHT 11/3/2005 1 551 550.91 0 550.91 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 323.41 STOCK 100186 AMGN.O Amgen 555 42843.25 42843.25 EFTA01592665 11/3/2005 12772030 SHT 11/3/2005 1 349 349.2 0 349.2 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 -2051.2 STOCK 100186 AMGN.O Amgen 945 77229.4 77229.4 11/10/2005 12792476 SHT 11/10/2005 1 4,875 4874.67 0 4874.67 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 -3492.58 STOCK 100186 AMGN.O Amgen 1950 159362.25 159362.25 11/10/2005 12792476 SHT 11/10/2005 1 14,418 14418.3 0 14418.3 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 652.8 STOCK 100186 AMGN.O Amgen 305 24925.89 24925.89 11/10/2005 12792476 SHT 11/10/2005 1 3,396 3395.84 0 3395.84 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 129.53 STOCK 100186 AMGN.O Amgen 655 51193.59 51193.59 1/17/2006 12975055 SHT 1/17/2006 1 4,957 4956.91 0 4956.91 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 278.15 STOCK 100186 AMGN.O Amgen 1040 82359.39 82359.39 2/1/2006 13024392 SEL 2/1/2006 1 8,945 8945.43 0 8945.43 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 441.64 STOCK 100186 AMGN.O Amgen 2000 158383.44 158383.44 2/1/2006 13024392 SEL 2/1/2006 1 11,083 11083.44 0 11083.44 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 1090 STOCK 100186 AMGN.O Amgen 960 76024.05 76024.05 2/1/2006 13024392 SEL 2/1/2006 1 8,654 8654.28 0 8654.28 13256656 4/12/2006 CVS 1 EFTA01592666 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 27.02 STOCK 100186 AMGN.O Amgen 40 3020.92 3020.92 2/21/2006 13084093 SHT 2/21/2006 1 214 213.84 0 213.84 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 1.12 STOCK 100186 AMGN.O Amgen 600 45313.76 45313.76 2/21/2006 13084093 SHT 2/21/2006 1 5,417 5416.97 0 5416.97 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 63.21 STOCK 100186 AMGN.O Amgen 1000 75522.93 75522.93 2/21/2006 13084093 SHT 2/21/2006 1 9,704 9704.49 0 9704.49 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 1126.55 STOCK 100186 AMGN.O Amgen 1000 74031.45 74031.45 2/17/2006 13088356 SHT 2/17/2006 1 3,855 3854.6 0 3854.6 13256656 4/12/2006 CVS 1 USD US DOLLAR CSFB -70176.85 -70176.85 0 3854.6 0 3854.6 0 0 0 3854.6 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 28.15 STOCK 10001429 AMLN.O Amylin Pharm. 10200 330466.18 330466.18 8/29/2005 12588883 SHT 8/29/2005 1 (117,314) -117313.82 0 -117313.82 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 -5355 STOCK 10001429 AMLN.O Amylin Pharm. 10200 328936.24 328936.24 9/1/2005 12599532 SHT 9/1/2005 1 (118,844) -118843.76 0 -118843.76 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 -5355 STOCK 10001429 AMLN.O Amylin Pharm. 2000 71987.49 71987.49 10/24/2005 12750664 SHT 10/24/2005 1 (15,813) -15812.51 0 -15812.51 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 - EFTA01592667 Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -1050 STOCK 10001429 AMLN.O Amylin Pharm. 2000 86947.83 86947.83 1/11/2006 12964025 SHT 1/11/2006 1 (852) -852.17 0 -852.17 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 -1050 STOCK 10001429 AMLN.O Amylin Pharm. 1000 40624.02 40624.02 2/22/2006 13088776 SHT 2/22/2006 1 (3,276) -3275.98 0 -3275.98 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) -1108.44 0 -1108.44 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 Co. CREDIT-SUISSE FIRST BOSTON -437.69 STOCK 10002852 B.N BARNES GROUP INC 40 1514.78 1514.78 1/31/2006 13019530 SHT 1/31/2006 1 (36) -36.42 0 -36.42 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 -69.2 STOCK 100032 CBRL.O Cracker Barrel 2571 105663.68 105663.68 5/26/2005 12296045 SHT 5/26/2005 1 (9,251) -9250.5 0 -9250.5 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 -324.71 STOCK 100032 CBRL.O Cracker Barrel 3300 135624.33 135624.33 5/26/2005 12296045 SHT 5/26/2005 1 2,610 2609.95 0 2609.95 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 -816.38 STOCK 100032 CBRL.O Cracker Barrel 970 39865.33 39865.33 5/26/2005 12296045 SHT 5/26/2005 1 2,979 2979.05 0 2979.05 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 822.47 STOCK 100032 CBRL.O Cracker Barrel 782 32138.86 32138.86 EFTA01592668 5/26/2005 12296045 SHT 5/26/2005 1 2,825 2824.89 0 2824.89 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 89.23 STOCK 100032 CBRL.O Cracker Barrel 768 30058.26 30058.26 7/8/2005 12440601 SHT 7/8/2005 1 1,269 1269.1 0 1269.1 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 87.64 STOCK 100032 CBRL.O Cracker Barrel 1000 39138.36 39138.36 7/8/2005 12440601 SHT 7/8/2005 1 2,141 2140.62 0 2140.62 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 507.26 STOCK 100032 CBRL.O Cracker Barrel 1000 39138.36 39138.36 7/8/2005 12440601 SHT 7/8/2005 1 2,159 2159.37 0 2159.37 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 136.01 STOCK 100032 CBRL.O Cracker Barrel 900 35224.53 35224.53 7/8/2005 12440601 SHT 7/8/2005 1 3,198 3198.49 0 3198.49 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 796.97 STOCK 100032 CBRL.O Cracker Barrel 1232 48218.46 48218.46 7/8/2005 12440601 SHT 7/8/2005 1 6,424 6424.31 0 6424.31 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 851.54 STOCK 100032 CBRL.O Cracker Barrel 768 33741.29 33741.29 2/15/2006 13071003 SHT 2/15/2006 1 7,688 7687.79 0 7687.79 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 530.82 STOCK 113743 CMS.N Cms Energy Corp 1300 19148.2 19148.2 6/22/2005 12385698 SHT 6/22/2005 1 2,233 2233.12 0 2233.12 13220704 4/3/2006 CVS 1 USD US EFTA01592669 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 -80.08 STOCK 113743 CMS.N Cms Energy Corp 800 11783.51 11783.51 6/22/2005 12385698 SHT 6/22/2005 1 1,365 1365.19 0 1365.19 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 -58.32 STOCK 10003424 CNO.N CONSECO 2000 41956.24 41956.24 8/9/2005 12546228 SHT 8/9/2005 1 (9,264) -9263.76 0 -9263.76 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) -4540.88 0 -4540.88 13225947 4/4/2006 CVS 1 USD US DOLLAR CSFB -25610 -25610 0 -4540.88 0 -4540.88 0 0 0 -4540.88 S 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) -28205.29 0 -28205.29 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) -4041.96 0 -4041.96 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 6197.91 STOCK 10003424 CNO.N CONSECO 3608 76017.38 76017.38 8/10/2005 12546330 SHT 8/10/2005 1 (7,796) -7796.46 0 -7796.46 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) -26972.75 0 -26972.75 13576885 5/17/2006 CVS 1 USD US DOLLAR EFTA01592670 CSFB -283406 -283406 0 -26972.75 0 -26972.75 0 0 0 -26972.75 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 3050 STOCK 10003424 CNO.N CONSECO 3000 73061.41 73061.41 1/27/2006 13009953 SHT 1/27/2006 1 3,371 3371.41 0 3371.41 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 3043.06 0 3043.06 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 3213.86 0 3213.86 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 1531.22 0 1531.22 13576885 5/17/2006 CVS 1 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 167.5 STOCK 10001665 CNP.N Centerpoint Energy 15000 178942.48 178942.48 5/23/2005 12282502 SHT 5/23/2005 1 (9,671) -9670.52 0 -9670.52 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 3087 STOCK 10001665 CNP.N Centerpoint Energy 2600 31016.7 31016.7 5/23/2005 12282502 SHT 5/23/2005 1 (536) -535.6 0 -535.6 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 37.7 STOCK 10001665 CNP.N Centerpoint Energy 6500 77541.74 77541.74 5/23/2005 12282502 SHT 5/23/2005 1 (1,207) -1207.06 0 -1207.06 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 226.2 STOCK 10001665 CNP.N Centerpoint Energy 3000 35788.5 35788.5 EFTA01592671 5/23/2005 12282502 SHT 5/23/2005 1 (525) -525.3 0 -525.3 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 136.2 STOCK 10001665 CNP.N Centerpoint Energy 6170 73605.01 73605.01 5/23/2005 12282502 SHT 5/23/2005 1 1,757 1756.6 0 1756.6 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 525.69 STOCK 100277 CSX.N Csx Corp 485 21295.46 21295.46 7/13/2005 12453698 SHT 7/13/2005 1 (10,584) -10583.78 0 -10583.78 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 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 358.71 STOCK 100277 CSX.N Csx Corp 1100 48298.98 48298.98 7/13/2005 12453698 SHT 7/13/2005 1 (19,145) -19144.71 0 -19144.71 13669329 6/8/2006 CVS 1 USD US DOLLAR CSFB -67443.69 -67443.69 0 -19144.71 0 -19144.71 0 0 0 -19144.71 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2010.31 STOCK 100277 CSX.N Csx Corp 500 21954.08 21954.08 7/13/2005 12453698 SHT 7/13/2005 1 (10,147) -10147.17 0 -10147.17 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 173.75 STOCK 100277 CSX.N Csx Corp 450 19758.67 19758.67 7/13/2005 12453698 SHT 7/13/2005 1 (8,845) -8845.36 0 -8845.36 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 1073.47 STOCK 100277 CSX.N Csx Corp 700 30735.71 30735.71 7/13/2005 12453698 SHT 7/13/2005 1 (11,287) -11286.76 0 -11286.76 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 EFTA01592672 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 1944.53 STOCK 116081 CVTX.O Cv Therapeutics Inc 426 9358.5 9358.5 6/29/2005 12411288 SHT 6/29/2005 1 (1,781) -1781.4 0 -1781.4 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 -27.69 STOCK 100179 DIS.N Disney 17820 491989.59 491989.59 6/14/2005 12357537 SHT 6/14/2005 1 15,305 15304.59 0 15304.59 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 -31897.8 STOCK 100179 DIS.N Disney 930 25676.22 25676.22 6/14/2005 12357537 SHT 6/14/2005 1 959 958.59 0 958.59 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 -1504.83 STOCK 102194 DUK.N Duke Energy Corp. 800 22863.04 22863.04 6/17/2005 12371236 SHT 6/17/2005 1 20 19.84 0 19.84 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 108.8 STOCK 102194 DUK.N Duke Energy Corp. 58780 1679862.03 1679862.03 6/17/2005 12371236 SHT 6/17/2005 1 8,076 8075.75 0 8075.75 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 6970.52 STOCK 102194 DUK.N Duke Energy Corp. 5200 156019.47 156019.47 7/19/2005 12471485 SHT 7/19/2005 1 8,124 8124.12 0 8124.12 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 616.65 STOCK 102194 DUK.N Duke Energy Corp. 681 19885.01 19885.01 9/29/2005 12672316 SHT 9/29/2005 1 516 516.41 0 516.41 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 80.76 STOCK EFTA01592673 102194 DUK.N Duke Energy Corp. 780 21321.76 21321.76 11/25/2005 12832481 SHT 11/25/2005 1 (863) -862.54 0 -862.54 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 92.5 STOCK 102194 DUK.N Duke Energy Corp. 1740 47389.47 47389.47 11/23/2005 12842433 SHT 11/23/2005 1 (2,099) -2098.59 0 -2098.59 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 206.34 STOCK 102194 DUK.N Duke Energy Corp. 750 20554.8 20554.8 12/14/2005 12901833 SHT 12/14/2005 1 (776) -776.26 0 -776.26 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 88.94 STOCK 102194 DUK.N Duke Energy Corp. 90 2466.88 2466.88 12/21/2005 12910228 SHT 12/21/2005 1 (93) -92.85 0 -92.85 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 10.67 STOCK 102194 DUK.N Duke Energy Corp. 3270 92776.38 92776.38 1/18/2006 12980201 SHT 1/18/2006 1 (227) -227.04 0 -227.04 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 387.78 STOCK 102194 DUK.N Duke Energy Corp. 1450 41296.26 41296.26 1/19/2006 12984563 SHT 1/19/2006 1 56 56.21 0 56.21 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 171.95 STOCK 102194 DUK.N Duke Energy Corp. 4000 114764.47 114764.47 2/22/2006 13088772 SHT 2/22/2006 1 999 998.82 0 998.82 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 474.35 STOCK 102194 DUK.N Duke Energy Corp. 2300 66910.92 EFTA01592674 66910.92 3/15/2006 13158590 SHT 3/15/2006 1 1,496 1495.67 0 1495.67 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 272.75 STOCK 102194 DUK.N Duke Energy Corp. 600 17643.53 17643.53 3/16/2006 13162066 SHT 3/16/2006 1 579 578.68 0 578.68 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 71.15 STOCK 102194 DUK.N Duke Energy Corp. 700 20636.13 20636.13 3/29/2006 13207628 SHT 3/29/2006 1 727 727.14 0 727.14 13726009 6/22/2006 CVS 1 USD US DOLLAR 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 83.01 STOCK 102194 DUK.N Duke Energy Corp. 800 23525.51 23525.51 4/3/2006 13221064 SHT 4/3/2006 1 772 772.38 0 772.38 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 94.87 STOCK 102194 DUK.N Duke Energy Corp. -4346 -123606.38 -123606.38 6/17/2005 13559704 BVB 6/17/2005 1 (2,825) -2825.19 0 -2825.19 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 L HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 2005.01 STOCK 10001074 EDO.N EDO CORPORATION 1855 49420.51 49420.51 11/16/2005 12808767 SHT 11/16/2005 1 1,241 1241.08 0 1241.08 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 2814.52 STOCK 10001074 EDO.N EDO CORPORATION 2500 66604.46 66604.46 11/16/2005 12808767 SHT 11/16/2005 1 (260) -259.54 0 -259.54 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 5211 STOCK 10001074 EDO.N EDO CORPORATION 1000 26641.79 26641.79 11/16/2005 12808767 SHT 11/16/2005 EFTA01592675 1 3,429 3429.09 0 3429.09 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 -22.7 STOCK 10001074 EDO.N EDO CORPORATION 500 13320.89 13320.89 11/16/2005 12808767 SHT 11/16/2005 1 1,947 1947.19 0 1947.19 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 -68.7 STOCK 100379 GM.N General Motors 39350 1296016.69 1296016.69 5/20/2005 12278517 SHT 5/20/2005 1 524,088 524087.74 0 524087.74 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 9168.55 STOCK 123893 HCC.N Hcc Insurance Holdings Inc 570 15805.44 15805.44 7/29/2005 12509378 SHT 7/29/2005 1 (1,628) -1628.12 0 -1628.12 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 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 242.14 STOCK 116002 IVGN.O Invitrogen Corp -1 -83.39 -83.39 8/30/2005 12593206 CVS 8/30/2005 1 (15) -14.77 0 -14.77 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 0 STOCK 104019 MAS.N Masco Corp 8200 270752.66 270752.66 7/19/2005 12480333 SHT 7/19/2005 1 20,949 20949.17 0 20949.17 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 1608.51 STOCK 104019 MAS.N Masco Corp 1200 39622.34 39622.34 7/19/2005 12480333 SHT 7/19/2005 1 3,250 3250.34 0 3250.34 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 7/19/2005 12480333 SHT 7/19/2005 1 1,836 1836.49 0 1836.49 13149862 3/13/2006 CVS 1 EFTA01592676 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 697.32 STOCK 104019 MAS.N Masco Corp 1190 39292.16 39292.16 7/19/2005 12480333 SHT 7/19/2005 1 1,206 1206.33 0 1206.33 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 553.48 STOCK 104019 MAS.N Masco Corp 1200 39622.34 39622.34 7/19/2005 12480333 SHT 7/19/2005 1 2,428 2428.22 0 2428.22 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 1145.88 STOCK 104019 MAS.N Masco Corp 550 18160.24 18160.24 7/19/2005 12480333 SHT 7/19/2005 1 1,083 1082.63 0 1082.63 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 65.89 STOCK 104019 MAS.N Masco Corp 4000 132074.47 132074.47 7/19/2005 12480333 SHT 7/19/2005 1 15,579 15579.27 0 15579.27 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 2944.81 STOCK 104019 MAS.N Masco Corp 1453 47976.05 47976.05 7/19/2005 12480333 SHT 7/19/2005 1 6,429 6428.53 0 6428.53 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 -195.13 STOCK 104019 MAS.N Masco Corp 3047 105174.08 105174.08 7/28/2005 12504336 SHT 7/28/2005 1 18,047 18047.24 0 18047.24 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 -409.22 STOCK 104019 MAS.N Masco Corp 1000 34517.25 34517.25 7/28/2005 12504336 SHT 7/28/2005 1 6,532 6531.75 0 6531.75 13699101 6/15/2006 CVS 1 EFTA01592677 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 -155.5 STOCK 104019 MAS.N Masco Corp 153 5281.14 5281.14 7/28/2005 12504336 SHT 7/28/2005 1 1,129 1129 0 1129 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 20.17 STOCK 104019 MAS.N Masco Corp 380 11896.79 11896.79 9/6/2005 12606837 SHT 9/6/2005 1 1,584 1584.27 0 1584.27 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 50.08 STOCK 104019 MAS.N Masco Corp 1100 32509.63 32509.63 11/17/2005 12813175 SHT 11/17/2005 1 2,658 2657.61 0 2657.61 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 144.98 STOCK 104019 MAS.N Masco Corp 867 27938.48 27938.48 3/17/2006 13166533 SHT 3/17/2006 1 4,410 4409.66 0 4409.66 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 114.27 STOCK 112337 PPL.N Pp & L Resources Inc 4840 134062.39 134062.39 5/20/2005 12581465 SHT 5/20/2005 1 (6,654) -6653.83 0 -6653.83 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 -259.42 STOCK 112337 PPL.N Pp & L Resources Inc 1800 49857.91 49857.91 5/20/2005 12581465 SHT 5/20/2005 1 (1,622) -1622.45 0 -1622.45 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 -234.36 STOCK 112337 PPL.N Pp & L Resources Inc 2350 65092.28 65092.28 5/20/2005 12581465 SHT 5/20/2005 1 (1,830) -1829.84 0 -1829.84 13305196 4/27/2006 CVS 1 USD US DOLLAR EFTA01592678 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 76.38 STOCK 112337 PPL.N Pp & L Resources Inc 478 13240.05 13240.05 5/20/2005 12581465 SHT 5/20/2005 1 (790) -790.45 0 -790.45 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 290.38 STOCK 112337 PPL.N Pp & L Resources Inc 700 19389.19 19389.19 5/20/2005 12581465 SHT 5/20/2005 1 (1,139) -1138.59 0 -1138.59 13565970 5/15/2006 CVS 1 USD US DOLLAR CSFB -20527.78 -20527.78 0 -1138.59 0 -1138.59 0 0 0 -1138.59 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 66.22 STOCK 112337 PPL.N Pp & L Resources Inc 1950 54012.74 54012.74 5/20/2005 12581465 SHT 5/20/2005 1 (2,415) -2414.6 0 -2414.6 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 1351.16 STOCK 111899 RPM.N Rpm Inc/ohio 1250 23649.01 23649.01 7/22/2005 12485135 SHT 7/22/2005 1 1,335 1334.51 0 1334.51 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 1 600 599.97 0 599.97 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 12.53 STOCK 111899 RPM.N Rpm Inc/ohio 1290 24405.78 24405.78 7/22/2005 12485135 SHT 7/22/2005 1 1,196 1196.23 0 1196.23 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 126.55 STOCK 111899 RPM.N Rpm Inc/ohio 710 13240.95 13240.95 7/26/2005 12493963 SHT 7/26/2005 1 467 466.7 0 466.7 13125685 3/6/2006 CVS 1 USD US DOLLAR CSFB -12774.25 -12774.25 0 EFTA01592679 466.7 0 466.7 0 0 0 466.7 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 69.65 STOCK 111899 RPM.N Rpm Inc/ohio 2800 52217.81 52217.81 7/26/2005 12493963 SHT 7/26/2005 1 283 282.57 0 282.57 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 -51.24 STOCK 111899 RPM.N Rpm Inc/ohio 2700 50352.89 50352.89 7/26/2005 12493963 SHT 7/26/2005 1 208 207.68 0 207.68 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 560.79 STOCK 111899 RPM.N Rpm Inc/ohio 5000 93246.09 93246.09 7/26/2005 12493963 SHT 7/26/2005 1 2,694 2693.59 0 2693.59 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 -52.5 STOCK 111899 RPM.N Rpm Inc/ohio 1000 18649.22 18649.22 7/26/2005 12493963 SHT 7/26/2005 1 852 851.97 0 851.97 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 92.75 STOCK 111899 RPM.N Rpm Inc/ohio 2500 46623.05 46623.05 7/26/2005 12493963 SHT 7/26/2005 1 2,619 2619.3 0 2619.3 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 471.25 STOCK 114450 SVU.N Supervalu Inc 7400 242265.85 242265.85 5/24/2005 12287209 SHT 5/24/2005 1 13,965 13965.49 0 13965.49 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 4059.64 STOCK 114450 SVU.N Supervalu Inc 4000 130954.51 130954.51 5/24/2005 12287209 SHT 5/24/2005 1 6,669 6668.95 0 6668.95 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 EFTA01592680 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON 474.44 STOCK 114450 SVU.N Supervalu Inc 3540 115894.75 115894.75 5/24/2005 12287209 SHT 5/24/2005 1 11,733 11733.44 0 11733.44 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 304.1 STOCK 114450 SVU.N Supervalu Inc 950 31101.7 31101.7 5/24/2005 12287209 SHT 5/24/2005 1 3,190 3190.32 0 3190.32 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 1405.62 STOCK 114450 SVU.N Supervalu Inc 370 12425.93 12425.93 7/18/2005 12467468 SHT 7/18/2005 1 1,555 1555.18 0 1555.18 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 547.45 STOCK 114450 SVU.N Supervalu Inc 380 13479.94 13479.94 8/1/2005 12514484 SHT 8/1/2005 1 2,315 2315.38 0 2315.38 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 562.24 STOCK 114450 SVU.N Supervalu Inc 2260 80170.14 80170.14 8/1/2005 12514484 SHT 8/1/2005 1 17,491 17491.22 0 17491.22 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 2296.08 STOCK 114450 SVU.N Supervalu Inc 1490 53284.94 53284.94 8/3/2005 12526216 SHT 8/3/2005 1 11,961 11961.23 0 11961.23 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 1513.79 STOCK 114450 SVU.N Supervalu Inc 750 26821.28 26821.28 8/3/2005 12526216 SHT 8/3/2005 1 5,141 5141.2 0 5141.2 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 EFTA01592681 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -117.58 STOCK 114450 SVU.N Supervalu Inc 1130 37399.97 37399.97 1/23/2006 12993233 SHT 1/23/2006 1 6,676 6675.95 0 6675.95 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 -327.02 STOCK 114450 SVU.N Supervalu Inc 977 29992.48 29992.48 7/19/2006 13816827 SEL 7/19/2006 1 3,428 3428.43 0 3428.43 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 -282.75 STOCK 101312 TJX.N Tjx Companies 6200 145445.91 145445.91 5/23/2005 12282513 SHT 5/23/2005 1 (5,931) -5931.43 0 -5931.43 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 336.66 STOCK 101312 TJX.N Tjx Companies 24504 574839.76 574839.76 5/23/2005 12282513 SHT 5/23/2005 1 (18,010) -18010.02 0 -18010.02 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 882.14 STOCK 101312 TJX.N Tjx Companies 12250 287372.96 287372.96 5/23/2005 12282513 SHT 5/23/2005 1 (14,586) -14585.87 0 -14585.87 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 -2446.33 STOCK 101312 TJX.N Tjx Companies 5000 117295.09 117295.09 5/23/2005 12282513 SHT 5/23/2005 1 (506) -505.91 0 -505.91 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) -400.06 0 -400.06 13606467 5/24/2006 CVS 1 USD US DOLLAR CSFB -132615.08 -132615.08 -400.06 0 -400.06 0 EFTA01592682 0 0 -400.06 0 S HBFT Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -338.16 STOCK 101312 TJX.N Tjx Companies 6980 170018.15 170018.15 1/5/2006 12945633 SHT 1/5/2006 1 5,779 5778.75 0 5778.75 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 -418.8 STOCK 101312 TJX.N Tjx Companies 3684 89725.67 89725.67 1/6/2006 12949804 SHT 1/6/2006 1 3,041 3041.15 0 3041.15 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 Highbridge - Financial Trust Co. CREDIT-SUISSE FIRST BOSTON -221.04 STOCK 101312 TJX.N Tjx Companies 2000 48711.01 48711.01 1/6/2006 12949804 SHT 1/6/2006 1 3,371 3371.21 0 3371.21 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 -359.8 STOCK 101312 TJX.N Tjx Companies 596 14515.88 14515.88 1/6/2006 12949804 SHT 1/6/2006 1 218 217.84 0 217.84 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 29.8 STOCK 101312 TJX.N Tjx Companies 6980 178018.41 178018.41 1/31/2006 13019538 SHT 1/31/2006 1 10,568 10568.21 0 10568.21 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 9635.16 0 9635.16 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 1063.87 0 1063.87 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 EFTA01592683 11/4/2005 12775635 SHT 11/4/2005 1 3,096 3095.6 0 3095.6 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 126.43 STOCK 101967 VCI.N Valassie Comm. 1500 46648.04 46648.04 11/4/2005 12775635 SHT 11/4/2005 1 3,842 3841.57 0 3841.57 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 528.53 STOCK 101967 VCI.N Valassie Comm. 510 15860.34 15860.34 11/4/2005 12775635 SHT 11/4/2005 1 1,375 1374.96 0 1374.96 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 -174.77 STOCK 101967 VCI.N Valassie Comm. 700 21769.09 21769.09 11/4/2005 12775635 SHT 11/4/2005 1 1,897 1896.58 0 1896.58 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 -111.5 STOCK 101967 VCI.N Valassie Comm. 150 4664.8 4664.8 11/4/2005 12775635 SHT 11/4/2005 1 669 668.77 0 668.77 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 56.97 STOCK 101967 VCI.N Valassie Comm. 602 18721.42 18721.42 11/4/2005 12775635 SHT 11/4/2005 1 6,816 6815.6 0 6815.6 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 2072.64 STOCK 101967 VCI.N Valassie Comm. 850 25481.93 25481.93 11/21/2005 12819993 SHT 11/21/2005 1 8,671 8671.39 0 8671.39 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 2926.46 STOCK 108074 VNO.N Vornado Realty Trust 650 52680.3 52680.3 5/23/2005 12282686 SHT 5/23/2005 1 (5,841) -5840.89 0 -5840.89 13587565 5/19/2006 CVS 1 USD US DOLLAR EFTA01592684 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 134.81 STOCK 10000872 WYE.N WYETH CORP 13240 604910.28 604910.28 8/16/2005 12560475 SHT 8/16/2005 1 (25) -25.32 0 -25.32 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 Trust Co. CREDIT-SUISSE FIRST BOSTON -662 STOCK SUM(M2:M319)=992,900.63 EFTA01592685 Sheet2 EFTA01592686 Sheet3 EFTA01592687