EFTA01581817

Fund: lb ghlsidgc - Financial Tani Co. Clearing Broker Currency: Funiional Account Fund Number Account Description NET ASSET VALUE ANALYSIS lighbridge Capital Management As or 8/31/2006 Dale: 1011612006 3:24~1 Page 1 of 1 legin asantos As of 9/30/2006 Asset I Ølity Asset 11BFT 11BFT TØFT 103FT Harr HEFT 16020 Unrealized Security Inventor; Value 1031T 17100 Ofi Dal Contra Inventors Ca« Basis Total For Asset ICIOOD 10010 10030 11000 11300 16000 Cash Unsettled Cash Unrealized EX Cash Value Accrual Fixed Income Interest Mstain Interest Pay. Re< Settled Inventory Con Basis liability MET 11050 1-1B17 11330 11BFT 12~ 11BFT 16010 HMI 17000 Off Bal Settled Imynton. Coal Bans HAFT 17020 Unrealized 011 Bel Security Instincts Value Total For liability Total For AncEliatility Income Expense Shareholder's Equity I Expense MET 40030 IBIT 41330 WW1 46020 IIBFT 47020 11BFT 50030 Harr 51030 56020 IffIFT 56030 11BFT 57020 HAFT 57030 57130 HUFF ol000 11BFT 61300 1181.7 61400 11BFT 61900 HEFT 62000 11BFT 63000 IIBFT 64900 Other Fees 65900 Other IncaneExpensc Total For: Income Expense bliarcholckr's Equity I !BIT 30000 Onnen EtillitV Total For. Shareholders Equity Total For Income Expense Shanholder's Equity Off Bal Ceram Faxed Income Interest Unrealized EN 5bintin Interest Pay Mc Value Dividend l'av Re< Unsettled Inventon. Cost Basis Unrealized Cash FN Gain Loss Unrealized Accrued Margin Interest EX Gainiess Unrealized Inventory Security Ciantless Unrealized Off Bal Swain. Gainl.oss Realized Cash FN Gaining. Realized .Acaued Fixed Income Interest FN Los Realized Inveniery Security Gain I OM Realized Niemen FN Gain loss Realized Off Bal Security Gainless Realized Off Bal FN Gainless Realized Off bal Contra Inv FN Gainless Fixed Income Interest Margin Interest Swag lot crest (Mier Interest flisidends Executing Broker Canmissiom 1.847.164 227,481 18.833 119.215 -7,332 9,899.141 317,627 2,907,187 15,329,317 3.738,423 66.177 14.072 124344 4,047 7.866.952 518,943 2,943,062 15,276X) -1.055 -2 41.214 -227.481 -2,907.188 -33.250 .3,210,189 12,119,128 -1,055 -2 41.320 -64)89 -2.943.063 -11.375 -3,061,704 12,214,316 1.891.258 -161,304 4.762 5.130 11,379 -2.032.189 201,316 35,875 -53,297 0 0 -106 162,592 -35.875 21.875 148,486 95,189 18,833 -2 317.627 -33,250 9.963 41 1,204,250 -3.479 602,702 -59.443 59.443 779.180 -368.193 -59,321 1.951 -346.650 4,068 -374 14.072 -2 518.943 -11,375 9,963 41 1,120,217 -3.479 569.014 -59,443 59.443 811,560 -364.116 -59,321 1,466 -387,970 -1,210 -1 -374 2.119.128 2,214,316 10.000.000 10.000.000 10,000,000 12,119,128 10,690,0011 12,214,316 4.762 0 201316 21,875 0 0 44,033 0 43,667 0 0 32.380 4.047 0 -486 41,320 0 -141 95.189 0 0 95,189 Entry Date: Effecdve Date: N. A A Data Portfolio Alanawr - Sol Server ITJ(0128 Cann* ic) 2002-2003 Integrated Bstsinem *seem,. Mc. Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061261 EFTA01581817