Fund: Date: I fighlwidgc • Financial Tnni Co. I I 7006 to 9342006 REALIZED GAIN/LOSS REPORT HA/Abridge Capita/ Management Illaltbridte - Financial Trust Co. I I 2006 to St302006 Dace: 10'1606 4:2320PM Page: 4 of 17 User atantos (7URREM7Y: BRITISH POUND BROKER: CREDIT-57115556 FIRST IX/Al oN Opening Transaction (losing Transaction Realized Trade Tr:. lunl Functional 'trade Ira. Loral Functional Functional I unction:, I Functional Ni tat. Tvne Proceeds FX Rate Prnceena Trx. Num nat. Prat...rim FX Rate IRoceede Local I ratline IA -122 13265250 03'2106 BUY -176,432.44 0.5722 -306,324.51 13207069 SEL 176,473.00 asm 308,031.28 40.56 70.97 0.00 70.97 -102 13265250 01'2806 BUY -147,509.09 0.5722 -257,779.51 13235339 0406'06 SPY 148,104.00 0.5706 259.53126 594.91 1,042.58 0.00 1,042.58 -200 13265250 03'28106 BUY -289233.51 0.5722 -505.450.02 13239445 0107016 SE1. 29100000 0.5714 519.735.15 7,766.49 13,590.97 0.00 13.590.97 -121 13265250 05'21006 BUY -174,986.27 0.5722 40539726 13239449 04107/06 SEL 179,088.75 0.5714 313,396.36 4,102.48 7,179.13 0.00 7,179.13 -102 13265250 03128'06 Buy -147.509.09 0.5722 -257.779.51 13260749 04113106 SEL 149,036.79 0.5718 264650.44 1.52730 2,671.79 0.00 2,671.79 42 13265250 03.28'06 BUY -118.585.74 0.5722 -207.234.51 13269791 04118106 SEL 123302.50 0.5614 218.119.16 4,516.76 800102 0.00 8.003.02 -241 13265250 03128106 BUY -348,52638 0.5722 -609067.27 13275602 04/1906 SEL 361,801.25 0.5626 643,065.54 13,274.87 23,594.76 0.00 23,594.76 4940 -4,499,842.17 -7,811547.35 6.667.034.21 11,691293.32 451617.04 800,066.26 0.01 800.066.27 SECURITY FLG116 • LONG GILT FUTURE March 2006 2 12841443 11/2905 Sla. 227.020.00 0.5773 393.278.10 13107753 0228/06 CVS -227.280.00 0.5747 -395.455.84 -260.00 452.39 0.00 452.39 2 12841497 05'2605 SEL 227.020.00 0.5773 393.278.10 13107919 02118106 BUY -227,2