REALIZED GAIN/LOSS REPORT I lIghbridge Capital Management 11Ighbridge - Financial Trust Co. I 1 2006 lo 331/2006 Date: 04/2406 11:49:41/0/4 Page: 2 of 7 User atagott (7URREN(7Y: BRITIMI POUND BROKER: CREDIT-SIIISSE FIRST 1105!01\ Opening Transaction Closing Transaction Realized P&L Trade Tr,. Local Functional 'trade Ira. Local Functional Functional Functional Functional OW Tr:. Nos rut. TO* Proceeds EX Rate Proceed% Tn. Num itao. oe Orneeeri., FM Rate Proceeds Loral 1\ SECURITY TYPE: BOND SECURITY LOA 2.625 0149 Boa 2.625%8/1949 -1.500 12966996 12/31/05 Buy -1,706.552.45 0.5820 -2,932,113.09 13074772 01/31/06 Mi. 1.708.575.00 asost 3,019,906.31 2.022.55 3.574.86 0.00 3,574.86 0 13074773 01/31/06 BUY 1.708.575.00 0.5658 3.019.906.31 0.00 0.00 0.00 0.00 0.01 0.01 -60 13074773 OU31/136 BUY -68343.00 0.5658 -120,796.25 13055925 0211006 SEL 82,050.00 0.5745 142,820.33 13,707.00 23.859.09 0.00 23.85909 -60 13074773 01/31,06 BUY -68.343.00 0.5658 -120.796.2513053926 02/1006 SEL 82.014.00 0.5745 142.757.67 13,671.00 23,796.43 0.00 23,796.43 .60 13074773 01/31/06 BUY -68.343.00 0.5658 -120,796.25 13060589 02/13'06 SEL 81.922.14 0.5728 143,031.96 13,579.14 23,708.50 0.00 23,708.50 -60 13074773 01/3146 Buy -68,34300 0.5658 -120,796.25 13060591 02/13106 SET. 81,702.06 0.5728 142,647.71 13,359.06 23,324.25 0.00 23,324.25 -210 13074773 01/31/06 BUY -239.200.50 0.5658 .422.786.88 13065054 02/1406 SI:L 287.17500 05737 500.589.10 47,974.50 81626.75 0.00 83.626.75 -80 13074773 01/31)06 BUY -91,124.00 0.5658 ' 161 06107 13078381 02/1706 sEl. 115.700.00 0.5762 200.785.78 24.576.00 42449.19 0.00 42.64%19 .970 13074773 01/31/06 BUY -1,104,878.50 0.5658 4,952,87175 13130526 0223'06 SEL 1,390,50%20 0.5736 2,124.001.68 285,628.70 497,922.23 0.00 497,922.23 -970 13130530 02/23/06 BUY -1.390.507.20 0.5736 -2.424.001.6813265249 0328.0