Fund: Date: Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: EUROPEAN MONETARY UNIT CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 12582066 Trade Date Trx. Type 08/25/05 BUY Opening Transaction Local Proceeds FX Rate SECURITY DPB_2.65_07/07 - DEUTSCHE POSTBANK 2.65% 7/2/07 -700 -700 SECURITY DPBGN.DE - Deutsche Postbank 13,373 12582070 2,000 12750902 285 12771484 1,200 12984199 640 13093543 -1,304 13837513 16,194 13810515 08/25/05 SEL 10/25/05 SHT 11/03/05 SHT 01/19/06 SHT 02/23/06 SHT 07/25/06 BUY -843,500.00 -843,500.00 584,400.10 91,293.80 13,673.05 64,617.33 36,768.84 -58,314.03 732,439.09 SECURITY DPBGN.DE_CNV - Deutsche Postbank conversion sha EFTA01592314