EFTA01592556

CREDIT SUISSE SECURITIES (USA) LLC STATEMENT DATE: 31 MAR 2006 HIGHBRIDGE CAPITAL MANAGEMENT FINANCIAL TRUST COMPANY INC. OPEN POSITIONS TRADE SETTL AT LONG SHORT CONTRACT DESCRIPTION EX PRICE CC DEBIT/CREDIT 27FEB06 R1 20 JUN 06 CBT 10Y TNOTE 01 107-21 US 25,312.40 SPREAD 20* S.P. 106-12.5 25,312.40 28FEB06 R1 53 JUN 06 CBT SY T-NOTE 01 104-31 US 28,156.25 SPREAD 53* S.P. 104-14 28,156.25 28FEB06 FG 4 JUN 06 LIF LONG GILT 05 113.35 BP 6,800.00 4* S.P. 111.65 6,800.00 28FEB06 F9- 11 JUN 06 EURX EUR-BOBL 27 111.17 EU 12,100.00 11* S.P. 110.07 12,100.00 28FEB06 F9 JUN 06 EURX E-SCHATZ 27 104.840 EU 380.00 1* S.P. 104.460 380.00 ** USD SEGREGATED ** **** GBP SECURED *** EFTA01592556 2,480.43DR 29,211.43 EUR SECURED *** ** CONVERTED TOTAL** BEGINNING BALANCE 39,385.08DR 3,480.43DR 25,881.43 14,054-79DR NET DEPOSIT/WITHDRAWAL 00 .00 :00 ENDING BALANCE 39,385.08DR 3,480.43DR 25,881.43 14,054.79DR OPEN TRADE EQUITY 53,468.65 6,800.00 12,480.00 80,403.94 TOTAL EQUITY 14,083.57 3,319.57 38,361.43 66,349.15 LONG MARKET VALUE OF OPTIONS .00 00 .00 .00 SHORT MARKET VALUE-OF OPTIONS .00 00 .00 .00 NET LIQUIDITY 14,083.57 3,319.57 38,361.43 66,349.15 MARKET VALUE-SEC ON DEP-TOTAL .00 00 .00 .00 INITIAL MARGIN REQUIREMENT 33,200.00 5,800.00 9,150.00 54,362.34 MAINTENANCE MARGIN REQUIREMENT 33,200.00 5,800.00 9,150.00 54,362.34 MARGIN DEFICIT 19,116.43DR 2,480.43DR .00 23,423.27DR EXCESS CASH .00 00 29,211.43 35,410.09 PENDING EXCESS/DEFICIT 19,116.43DR 11,986.82 CREDIT SUISSE SECURITIES (USA) LLC STATEMENT DATE: 31 MAR 2006 HIGHBRIDGE CAPITAL MANAGEMENT FINANCIAL TRUST COMPANY INC. PAGE 2 ** USD SEGREGATED ** **** GBP SECURED *** **** EUR SECURED *** ** CONVERTED TOTAL** EFTA01592557 CURRENCY CONVERSION RATE TO US 1.00000000 1.73633000 1.21220000 1.00000000 CONVERTED ACCOUNT VALUE AT MKT 14,083.57 5,763.87 46,501.73 66,349.15 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:51] Page 1 of 14 CREDIT SUISSE*. CASH LEDGER gy: Posting date DISPLAY: I Non Netted FROM: IMAR-01-2006 TO: IMAR-31-2006 Report Date: Apr-10-2006 FINANCIAL TRUST COMP [736FY0C] Period: Mar-01-2006 to Mar-31-2006 Currency: CHF Balance before Mar 1, 2006 268.53 Posting Date Trade Date Settlement Date Client Ref Credit Suisse t of isse Su Description Security Id Debit Credit Balance Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 NYCO CRI 0.00 POST CREDIT INTEREST 0.02 268.55 EFTA01592558 End Balance [CHF] 268.55 'Starting balances are as of Feb-28-2006 'Activity Period for this report is Mar-01-2006 to Mar-31-2006 EFTA01592559 EFTA01592560 https://primeview.esfb.com/jsp/activity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:51] Page 2 of 14 FINANCIAL TRUST COMP [736FY0C] Currency: EUR Balance before Mar 1, 2006 (4,258,833.45) Posting Date Trade Date Settlement Date Client Ref Credit Suisse EFTA01592561 Action Quantity Description Security Id Debit Credit Balance Ref Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 NYCO DBI 0.00 POST DEBIT INTEREST (8,133.03) (4,266.966.48) Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 NYCO DBI 0.00 POST DEBIT INTEREST (360.58) (4,267,327.06) Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 NYCO INC 0.00 REBATES DEC 0% 49 887075 229.23 (4,267,097.83) Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 NYCO INC 0.00 REBATES DEC 0% 49 887075 5,974.82 (4,261,123.01) Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 NYCO MTM 0.00 MARK TO MARKET (51,925.68) (4,313,048.69) Mar 2, 2006 Mar 2, 2006 Mar 2, 2006 NYCO MTM 0.00 MARK TO MARKET 36,103.96 (4,276.944.73) Mar 3, 2006 Mar 3, 2006 Mar 3, 2006 NYCO MTM 0.00 MARK TO MARKET 16,626.04 (4,260,318.69) Mar 6, 2006 Mar 6, 2006 Mar 6, 2006 NYCO MTM 0.00 MARK TO MARKET 25,623.54 (4,234,695.15) Mar 7, 2006 Mar 7, 2006 Mar 7, 2006 NYCO MTM 0.00 MARK TO MARKET 6,974.94 (4,227,720.21) Mar 8, 2006 Mar 8, 2006 Mar 8, 2006 NYCO MTM 0.00 MARK TO MARKET (41,082.80) (4,268,803.01) Mar 9, 2006 Mar 9, 2006 Mar 9, 2006 NYCO MTM 0.00 MARK TO MARKET (57,589.74) (4,326.392.75) Mar 10, 2006 Mar 10, 2006 Mar 10, 2006 NYCO MTM 0.00 MARK TO MARKET (21,890.88) (4,348,283.63) EFTA01592562 Mar 13, 2006 Mar 13, MTM 0.00 MARK (13,181.58) Mar 14, 2006 Mar 14, MTM 0.00 MARK 192,525.04 (4,168,940 Mar 15, 2006 Mar 15, MTM 0.00 MARK (297.76) Mar 16, 2006 Mar 16, MTM 0.00 MARK 30,123.85 (4,139.114. Mar 17, 2006 Mar 17, MTM 0.00 MARK (22,050.34) Mar 20, 2006 Mar 20, MTM 0.00 MARK (13.820.56) Mar 21, 2006 Mar 21, MTM 0.00 MARK 13,895.70 (4,161,089. Mar 22, 2006 Mar 22, MTM 0.00 MARK (5,466.24) Mar 23, 2006 Mar 23, MTM 0.00 MARK (16,784.30) Mar 24, 2006 Mar 24, MTM 0.00 MARK (17,184.18) Mar 27, 2006 Mar 27, MTM 0.00 MARK (14,562.34) Mar 28, 2006 Mar 28, MTM 0.00 MARK 13,598.52 (4,201,487. 2006 Mar 13, 2006 TO MARKET (4,361,465.21) 2006 Mar 14, 2006 TO MARKET .17) 2006 Mar 15, 2006 TO MARKET (4,169,237.93) 2006 Mar 16, 2006 TO MARKET 08) 2006 Mar 17, 2006 TO MARKET (4,161,164.42) 2006 Mar 20, 2006 TO MARKET (4,174,984.98) 2006 Mar 21, 2006 TO MARKET 28) 2006 Mar 22, 2006 TO MARKET (4,166.555.52) 2006 Mar 23, 2006 TO MARKET (4,183.339.82) 2006 Mar 24, 2006 TO MARKET (4,200,524.00) 2006 Mar 27, 2006 TO MARKET (4,215,086.34) 2006 Mar 28, 2006 TO MARKET 82) NYCO NYCO NYCO NYCO NYCO NYCO NYCO NYCO NYCO NYCO NYCO NYCO EFTA01592563 EFTA01592564 EFTA01592565 https://primeview.csfb.com/jsp/activity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER . [ 1 0 Apr 2006 10:10:51] Page 3 of 14 FINANCIAL TRUST COMP [736FY0C] Currency: EUR Balance before Mar 1, 2006 (4,258,833.45) Posting Date Trade Date Settlement Date Client Ref Credit Suisse Action Quantity Description Security Id Debit Credit Balance Ref Mar 29, 2006 Mar 29, 2006 Mar 29, 2006 NYCO MTM 0.00 MARK TO MARKET (4,195,538.50) Mar 30, 2006 Mar 30, 2006 Mar 30, 2006 NYCO 5,949.32 MTM 0.00 MARK TO MARKET (4,169,896.78) Mar 31, 2006 Mar 31, 2006 Mar 31, 2006 NYCO 25,641.72 MTM 0.00 MARK TO MARKET 33,079.80 (4,136,816.98) EFTA01592566 End Balance [EUR] (4,136,816.98) 'Starting balances are as of Feb-28-2006 'Activity Period for this report is Mar-01-2006 to Mar-31-2006 EFTA01592567 EFTA01592568 EFTA01592569 https://primeview.csacom/jsp/activity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:51] Page 4 of 14 FINANCIAL TRUST COMP [736FY0C] Currency: GBP Balance before Mar 1, 2006 50,039.50 Posting Date Trade Date Settlement Date Client Ref Credit Suisse Action Quantity Description Security Id Debit Credit Balance Ref Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 NYCO CRI 0.00 POST CREDIT INTEREST 0.28 50,039.78 Mar 1,2006 Mar 1,2006 Mar 1,2006 NYCO CRI 0.00 POST CREDIT INTEREST 148.08 50,187.86 Mar 8, 2006 Mar 8, 2006 Mar 8, 2006 NYCO WFR 0.00 FUNDS RECEIVED BY WIRE 52,720.76 102,908.62 Mar 21, 2006 Mar 21, 2006 Mar 21, 2006 NYCO WFR 0.00 AS OF EFTA01592570 (03/07/06) 35,477.68 138,386.30 Mar 22,2006 Mar 22, 2006 Mar 22, 2006 NYCO WFF 0.00 WIRE TO LONDON (26,305.50) 112,080.80 End Balance [GBP] 112,080.80 'Starting balances are as of Feb-28-2006 'Activity Period for this report is Mar-01-2006 to Mar-31-2006 EFTA01592571 EFTA01592572 EFTA01592573 https://primeview.csfb.com/jsp/activity/cashledger.jsp?SHOW FRAME=view&todo-- GETDATA&LOCAT... 4/10/2006 Credit Suisse 10:10:51] PrimeView CASH LEDGER . [10 Apr 2006 Page 5 of 14 FINANCIAL TRUST COMP [736FY0C] Currency: USD 2006 (30,89t Balance before Mar 1, Posting Date Trade Date Settlement Date Client Ref Credit Ref isse Action Quantity Description Security Id Debit Credit Bal Mar 1, 2006 Mar CNC 0. 067806AA7 Mar 1, 2006 Mar CNG 17,000. 067806AB5 1, 2006 Mar 1, 2006 00 BARNES 3.75% 08/25 144A 0.00 (30,89E 1, 2006 Mar 1, 2006 00 BARNES CV AUG 3 3/4 25 0.00 (30,89£ NYCO NYCO EFTA01592574 Mar 1,2006 CRI INTEREST Mar 1, 2006 DBI (125,842.34) Mar 1, 2006 INC 909205AA4 Mar 1, 2006 INC 404132AC6 Mar 1,2006 Mar 1,2006 NYCO 0.00 POST CREDIT 7,566.37 (30,89' Mar 1, 2006 Mar 1, 2006 NYCO 0.00 POST DEBIT INTEREST (31,01-, Mar 1, 2006 Mar 1, 2006 0.00 UNISOURCE MAR 4 1/2 35 11,250.00 (31,00: Mar 1, 2006 Mar 1, 2006 0.00 HCC INS CV SEP 2% 21 16,000.00 (30,98f Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 INC 0.00 REBATES DEC 0% 49 887075 94,414.59 (30,89: Mar 1, 2006 ING (1,456.99) Mar 1, 2006 MTM (132,978.05) Mar 1, 2006 WFF (22,636.00) Mar 1, 2006 SEL (1.000 032346AD0 Mar 2, 2006 MTM (1,000,111.02) Mar 2, 2006 WFR 0.00 (30,64: Mar 1, 2006 Mar 1,2006 0.00 REBATES DEC 0% 49 (30,89E Mar 1, 2006 Mar 1,2006 0.00 MARK TO MARKET (31.02f Mar 1, 2006 Mar 1, 2006 0.00 WIRE TO CITIBANK FUT MGN (31,05; Mar 1, 2006 Mar 6, 2006 13112671-0 ,000.00) AMYLIN PHAR APR 2.5% 11 1,403,581.67 (29,64f Mar 2, 2006 Mar 2, 2006 0.00 MARK TO MARKET (30,64£ 2353G0 CREDIT SUISSE Mar 2, 2006 Mar 2, 2006 SECURITI NYCO NYCO NYCO NYCO 887075 NYCO NYCO NYC429678289 NYCO NYCO 3,105.15 Mar 2, 2006 Mar 2, 2006 Mar 2, 2006 NYCO EFTA01592575 WFR HIGHBRIDGE Mar 3, 2006 MTM MARKET Mar 3, 2006 WFR 0.00 (30,58f Mar 6, 2006 MTM MARKET Mar 6, WFR MANA Mar 7, MTM MARKET 0.00 746FY0 CAPITAL MANA Mar 3, 2006 Mar 3, 2006 0.00 MARK TO 746FY0 HIGHBRIDGE Mar 3, 2006 Mar 3, 2006 CAPITAL MANA Mar 6, 2006 Mar 6, 2006 0.00 MARK TO 746FY0 HIGHBRIDGE 2006 Mar 6, 2006 Mar 6, 2006 0.00 CAPITAL 2006 Mar 7, 2006 Mar 7, 2006 0.00 MARK TO Mar 7, 2006 WFR 0.00 (30,29f Mar 8, 2006 MTM (279,289.72) Mar 8, 2006 MTM (11,324.03) Mar 9, 2006 MTM 746FY0 HIGHBRIDGE Mar 7, 2006 Mar 7, 2006 CAPITAL MANA Mar 8, 2006 Mar 8, 2006 0.00 MARK TO MARKET (30,57f Mar 8, 2006 Mar 8, 2006 0.00 MARK TO MARKET (30,59C Mar 9, 2006 Mar 9, 2006 0.00 MARK TO MARKET 8,285.00 (30.63-, NYCO 24,850.56 (30.61 NYCO 24,332.00 NYCO 165,243.33 (30,42; NYCO 17,361.00 (30,40: NYCO 93,411.34 (30,31; NYCO NYCO NYCO NYCO 12,694.00 EFTA01592576 (683.58) (30,59C Mar 9, 2006 Mar 9, 2006 Mar 9, 2006 NYCO MTM 0.00 MARK TO MARKET 11,324.03 (30,57f EFTA01592577 EFTA01592578 https://primeview.csfb.com/jspiactivity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:51] Page 6 of 14 FINANCIAL TRUST COMP [736FY0C] Currency: USD Balance before Mar 1, 2006 (30,898,757: Posting Date Trade Date Settlement Date Client Ref Credit Suisse Action Quantity Description Security Id Debit Credit Balance Ref Mar 10, 2006 Mar 10, 2006 Mar 10, 2006 MTM 0.00 MARK TO MARKET (348,646.94) (30,928,307.: Mar 13, 2006 Mar 13, 2006 Mar 13, 2006 MTM 0.00 MARK TO MARKET (24,158.51) (30,952,466., 746FY0 HIGHBRIDGE Mar 13, 2006 Mar 13, 2006 Mar 13, 2006 WFR 0.00 CAPITAL MANA 11,841.00 (30,940,625., NYCO NYCO NYCO Mar 14, 2006 Mar 13, 2006 Mar 16, 2006 13149802-0 NYC432437628 BUY 1,200.00 MASCO CORP COA 1 MAS EFTA01592579 (36,372.00) (30,976,997., Mar 14, 2006 Mar 14, 2006 Mar 14, 2006 MTM 0.00 MARK TO MARKET (163,778.44) (31,140,775.. 746FY0 HIGHBRIDGECAPITAL MAMA Mar 14, 2006 Mar 14, 2006 Mar 14, 2006 WFR 0.00 6,218.00 (31,134,557.. NYCO NYCO Mar 15,2006 Mar 15,2006 Mar 15,2006 NYCO MTM 0.00 MARK TO MARKET (224,748.02) (31,359,305.. Mar 15, 2006 Mar 15, 2006 Mar 15, 2006 NYCO WFF 0.00 WIRE TO CITIBANK FUT MGN (39,116.00) (31,398,421.. Mar 16, 2006 Mar 16, 2006 Mar 16, 2006 NYCO MTM 0.00 MARK TO MARKET (212,484.82) (31,610,906.: 746FY0 HIGHBRIDGE Mar 16, 2006 Mar 16, 2006 Mar 16, 2006 NYCO WFR 0.00 9,172.00 (31,601,734. CAPITAL MANA Mar 17, 2006 Mar 17, 2006 Mar 17, 2006 NYCO MTM 0.00 MARK TO MARKET (66,337 13) (31,668,071.. Mar 17, 2006 Mar 17, 2006 Mar 17, 2006 NYCO WFF 0.00 WIRE TO CITIBANK FUT MGN (36,040.00) (31,704,111.. Mar 20, 2006 Mar 20, 2006 Mar 20, 2006 NYCO MTM 0.00 MARK TO MARKET 348,509.90 (31,355,601.: 746FY0 HIGHBRIDGE Mar 20, 2006 Mar 20, 2006 Mar 20, 2006 NYCO WFR 0.00 CAPITAL MANA 13,334.00 (31,342,267: Mar 21, 2006 Mar 21, 2006 Mar 21, 2006 NYCO EFTA01592580 MTM 0.00 MARK TO MARKET 217,448.10 (31,124,819.. Mar 21, 2006 Mar 21, 2006 Mar 21, 2006 NYCO WFF 0.00 WIRE TO CITIBANK FUT MGN (8,707,00) (31,133,526.. Mar 22, 2006 Mar 22, 2006 Mar 22, 2006 NYCO MTM 0.00 MARK TO MARKET (271,252.01) (31,404,778.. 746FY0 HIGHBRIDGE Mar 22, 2006 Mar 22, 2006 Mar 22, 2006 NYCO WFR 0.00 CAPITAL MANA 28,333.00 (31,376,445.. Mar 23, 2006 Mar 23, 2006 Mar 23, 2006 NYCO MTM 0.00 MARK TO MARKET 177,123 64 (31,199,321. Mar 24, 2006 Mar 22, 2006 Mar 27, 2006 13179048-0 NYC434924462 BUY 6,500.00 CENTERPOI ORA 0.00 GNP (78,748 80) (31,278,070.: Mar 24, 2006 Mar 24, 2006 Mar 24, 2006 NYCO MTM 0.00 MARK TO MARKET (6,065.28) (31,284,135: Mar 24, 2006 Mar 24, 2006 Mar 24, 2006 NYCO WFR 0.00 746FY0 HIGHBRIDGE 11,304.00 (31,272,831.. CAPITAL MANA Mar 27, 2006 Mar 27, 2006 Mar 27, 2006 NYCO MTM 0.00 MARK TO MARKET 8,927.68 (31,263,904. Mar 27, 2006 Mar 27, 2006 Mar 27, 2006 NYCO WFF 0.00 WIRE TO CITIBANK FUT MGN (28,795.00) (31,292,699. Mar 28, 2006 Mar 28,2006 Mar 28, 2006 NYCO MTM 0.00 MARK TO MARKET 148,736.82 (31,143,962.: EFTA01592581 EFTA01592582 https://primeview.csfb.com/jsp/activity/cashledgerjsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 EFTA01592583 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:511 Page 7 of 14 FINANCIAL TRUST COMP [736FY0C] Currency: USD Balance before Mar 1, 2006 (30,898,757.87) Posting Date Trade Date Settlement Date Client Ref Credit Suisse Action Quantity Description Security Id Debit Credit Balance Ref Mar 28, 2006 Mar 28, 2006 Mar 28, 2006 NYCO WFR 0.00 746FY0 HIGHBRIDGE 9,041.00 (31,134,921.37) CAPITAL MANA Mar 29, 2006 Mar 29, 2006 Mar 29, 2006 NYCO MTM 0.00 MARK TO MARKET (143,491.99) (31,278,413.36) Mar 29, 2006 Mar 29,2006 Mar 29,2006 NYCO WFR 0.00 746FY0 HIGHBRIDGE 39,824.00 (31,238,589.36) CAPITAL MANA Mar 30, 2006 Mar 30, 2006 Mar 30, 2006 NYCO MTM 0.00 MARK TO MARKET 191,066.27 (31,047,523.09) Mar 30, 2006 Mar 30, 2006 Mar 30, 2006 NYCO WFR 0.00 746FY0 HIGHBRIDGE 7,842.00 (31,039,681.09) CAPITAL MANA Mar 31, 2006 Mar 31, 2006 Mar 31, 2006 NYCO INC 0.00 CONSECO INC 3.5% 09/35 208464BG1 EFTA01592584 23,515.63 (31,016,165.46) Mar 31, 2006 Mar 31, 2006 Mar 31, 2006 MTM 0.00 MARK TO MARKET 17,028.08 (30,999,137.38) NYCO End Balance [USD] (30,999,137.38) 'Starting balances are as of Feb-28-2006 'Activity Period for this report is Mar-01-2006 to Mar-31-2006 EFTA01592585 EFTA01592586 EFTA01592587 https://primeview.csfb.com/jsp/activity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:51] Page 8 of 14 FINANCIAL TRUST COMP [736FY0C] (SHORT) Currency: EUR Balance before Mar 1, 2006 3,593,050.90 Posting Action Credit Date Trade Date Settlement Date Client Quantity Description Security Id Balance Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 MTM 0.00 MARK TO MARKET 51,925.68 3,644,976.58 Mar 2, 2006 Mar 2, 2006 Mar 2, 2006 MTM 0.00 MARK TO MARKET (36,103.96) 3,608,872.62 Mar 3, 2006 Mar 3, 2006 Mar 3, 2006 MTM 0.00 MARK TO MARKET (16,626.04) 3,592,246.58 Mar 6, 2006 Mar 6, 2006 Mar 6, 2006 MTM 0.00 MARK TO MARKET (25,623.54) 3,566,623.04 Mar 7, 2006 Mar 7, 2006 Mar 7, 2006 MTM 0.00 MARK TO MARKET (6,974.94) 3,559,648.10 Credit Suisse Ref Ref Debit NYCO NYCO NYCO NYCO NYCO EFTA01592588 Mar 8, 2006 Ma MTM 0.00 41,082.80 3,600 Mar 9, 2006 Ma MTM 0.00 57,589.74 3,658 Mar 10, 2006 Ma MTM 0.00 21,890.88 3,680 Mar 13, 2006 Ma MTM 0.00 13,181.58 3,693  8, 2006 Mar 8, 2006 MARK TO MARKET ,730.90  9, 2006 Mar 9, 2006 MARK TO MARKET ,320.64  10,2006 Mar 10,2006 MARK TO MARKET ,211.52  13, 2006 Mar 13,2006 MARK TO MARKET ,393.10 Mar 14,2006 Mar 14,2006 Mar 14,2006 MTM 0.00 MARK TO MARKET (192,525.04) 3,500,868.06 Mar 14, 2006 Mar 14, 2006 Mar 16, 2006 13153271-0 BC 7,000.00 DEUT POST ORD 0.00 4617859 (147,857.43) 3,353,010.63 Mar 15, 2006 Mar 15, 2006 Mar 15, 2006 MTM 0.00 MARK TO MARKET 297.76 3,353,308.39 Mar 16, 2006 Mar 16, 2006 Mar 16,2006 MTM 0.00 MARK TO MARKET (30,123.85) 3,323,184.54 Mar 17,2006 Mar 17,2006 Mar 17,2006 MTM 0.00 MARK TO MARKET 22,050.34 3,345,234.88 Mar 20, 2006 Mar 20, 2006 Mar 20, 2006 MTM 0.00 MARK TO MARKET 13,820.56 3,359,055.44 Mar 21, 2006 Mar 21, 2006 Mar 21, 2006 MTM 0.00 MARK TO MARKET (13,895.70) 3,345,159.74 Mar 22,2006 Mar 22,2006 Mar 22, 2006 MTM 0.00 MARK TO MARKET 5,466.24 3,350,625.98 Mar 23, 2006 Mar 23, 2006 Mar 23, 2006 MTM 0.00 MARK TO MARKET 16,784.30 3,367,410.28 NYCO NYCO NYCO NYCO NYCO NYC432628713 NYCO NYCO NYCO NYCO NYCO NYCO NYCO EFTA01592589 Mar 24,2006 Ma MTM 0.00 17,184.18 3,384 Mar 27,2006 Ma MTM 0.00 14,562.34 3,399 r 24,2006 Mar 24,2006 MARK TO MARKET ,594.46 r 27, 2006 Mar 27, MARK TO MARKET ,156.80 Mar 28, 2006 Mar 28, 2006 Mar 28, MTM 0.00 MARK TO MARKET (13,598.52) 3,385,558.28 Mar 29, 2006 Mar 29, 2006 Mar 29, MTM 0.00 MARK TO MARKET (5,949.32) 3,379,608.96 Mar 30, 2006 Mar 30, 2006 Mar 30, MTM 0.00 MARK TO MARKET (25,641.72) 3,353,967.24 Mar 31, 2006 Mar 31, 2006 Mar 31, MTM 0.00 MARK TO MARKET (33,079.80) 3,320,887.44 3,320,887.44 2006 2006 2006 2006 2006 NYCO NYCO NYCO NYCO NYCO NYCO End Balance [EUR) "Starting balances are as of Feb-28-2006 'Activity Period for this report is Mar-01-2006 to Mar-31-2006 EFTA01592590 EFTA01592591 https://primeview.csfb.com/jsp/activity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER [10 Apr 2006 10:10:51] Page 9 of 14 FINANCIAL TRUST COMP [736FY0C] (SHORT) Currency: USD Balance before Mar 1, EFTA01592592 2006 28,803,639.78 Posting Date Trade Date Settlement Date uisse S Action Quantity Description Debit Credit Balance Mar 1, 2006 Mar 1, 2006 Mar NYCO MTM 0.00 MARKET Mar 1, 2006 Mar 1, 2006 Mar NYC429678287 BC 25,400.00 AMLN (1,115,060.00) Mar 2, 2006 Mar 2, 2006 Mar NYCO T..1X Mar 2, 2006 NYCO MARKET Mar 3, 2006 NYCO MARKET Mar 3, 2006 NYC430376566 RPM Mar 3, 2006 NYC430376564 AFG Mar 6, 2006 NYC430710994 CSX Mar 6, 2006 NYC430590919 CSX Mar 6, 2006 NYCO MARKET Mar 6, 2006 NYC430711042 RPM Mar 7, 2006 NYCO MARKET Mar 8, 2006 NYC430710994 CSX Mar 8, 2006 NYCO MARKET Mar 8, 2006 NYCO MARKET Mar 8, 2006 NYC431388042 DSG (4,429.80) Mar 2, 2006 MTM Mar 3, 2006 MTM 3, 2006 Mar BC (12,643.47) Mar 3, 2006 SS Mar SS Mar SS Mar 6, MTM Mar 6, 2006 BC (35,983.80) Mar 7, 2006 MTM Mar 3, 2006 XSS (11,324.03) Mar 8, 2006 MTM Client Ref Security Id 1, 2006 MARK TO 132,978.05 28,936,617.83 6, 2006 13112675-0 AMYLIN PHA COA 0.00 27,821,557.83 2, 2006 0.00 TJX COS IN COA 1 27,817,128.03 Mar 2, 2006 0.00 MARK TO 1,000,111.02 28,817,239.05 Mar 3, 2006 0.00 MARK TO (24.850.56) 28,792,388.49 Mar 8, 2006 13121896-0 700.00 RPM INC OH COA 0.00 28,779,745.02 Mar 8, 2006 13121876-0 (500.00) AMERICAN F ORA 0.00 20,710.46 28,800,455.48 3, 2006 Mar 8, 2006 13125221-0 (200.00) CSX CRP COA 1 11,324.03 28,811,779.51 3, 2006 Mar 8, 2006 4001636-0 (200.00) CSX CRP COA 1 11,324.38 28,823,103.89 2006 Mar 6, 2006 0.00 MARK TO (165,243.33) Mar 9, 2006 13125685-0 2,000.00 RPM INC OH COA 0.00 . 28,621,876.76 Mar 7, 2006 0.00 MARK TO (93,411.34) Mar 8, 2006 200.00 CSX CRP COA 1 28,517,141.39 Mar 8, 2006 0.00 MARK TO Mar 8, 2006 Mar 8, 2006 MTM 0.00 MARK TO 279,289.72 28,807,755.14 Mar 8, 2006 Mar 13, 2006 13136603-0 BC 8,200.00 MASCO CORP COA 1 28,657,860.56 28,528,465.42 11,324.03 28,528,465.42 EFTA01592593 MAS (249,793.58) 28,557,961.56 Mar 9, 2006 Mar 9, 2006 Mar 9, 2006 NYCO MTM 0.00 MARK TO MARKET (11,324.03) 28,546,637.53 Mar 9, 2006 Mar 9, 2006 Mar 9, 2006 NYCO MTM 0.00 MARK TO MARKET 683.58 28,547,321.11 Mar 9, 2006 Mar 9, 2006 Mar 14, 2006 13140823-0 NYC431682063 BC 2,000.00 AMGEN INC SHS 100 AMGN (147,300.09) 28,400,021.02 Mar 9, 2006 Mar 9, 2006 Mar 14, 2006 13140736-0 NYC431682104 BC 1,500.00 VALASSIS SHARES VCI (42,806.47) 28,357,214.55 Mar 10,2006 Mar 10, 2006 Mar 10, 2006 NYCO DSG 0.00 GM CORP COA 1.666 GM (24,575.00) 28,332,639.55 Mar 10, 2006 Mar 10, 2006 Mar 10, 2006 NYCO DSG 0.00 CENTERPOI ORA 0.00 CNP (20,880.00) 28,311,759.55 Mar 10, 2006 Mar 10, 2006 Mar 10, 2006 NYCO MTM 0.00 MARK TO MARKET 348,646.94 28,660,406.49 Mar 10, 2006 Mar 10, 2006 Mar 15, 2006 13144212-0 NYC431996433 SS (1,400.00) CONSECO IN COA 0.00 CNO 35,565.06 28,695,971.55 EFTA01592594 https://primeview.csfb.com/jsp/activity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:51] Page 10 of 14 FINANCIAL TRUST COMP [736FY0C] (SHORT) Currency: USD Balance before Mar 1, 2006 28,803,639.1 Posting Date uisse S Action Id Debit Mar 13, 2006 NYCO MARKET 28,720,130.1 Mar 13, 2006 NYC432310880 MAS Mar 14, 2006 NYCO AGN Mar 14, 2006 NYCO MARKET 28,862,116., Mar 14, 2006 NYC432628732 AMGN Trade Date Quantity Credit Mar 13, 2006 MTM Mar 13, 2006 BC (17,974.68) Mar 14, 2006 DSG (3,817.40) Mar 14, 2006 MTM Settlement Date Client Ref Description Balance Mar 13, 2006 0.00 MARK TO Security 24,158.51 Mar 16, 2006 13149862-0 600.00 MASCO CORP COA 1 28,702,155.: Mar 14, 2006 0.00 ALLERGAN I COA 0.01 28,698,337.1 Mar 14, 2006 0.00 MARK TO 163,778.44 Mar 14, 2006 Mar 17, 2006 13153835-0 SS (1,000.00) AMGEN INC SHS 100 74,666.26 28,936,782.1 EFTA01592595 Mar 14, 2006 NYC432628749 VNO Mar 15, 2006 NYCO SVU Mar 15, 2006 NYCO UNS Mar 15, 2006 NYCO CSX Mar 15, 2006 NYCO MARKET 29,296,228.1 Mar 15, 2006 NYC432933477 CNO Mar 15, 2006 NYC432933476 CSX Mar 15, 2006 NYC432933479 264399106 Mar 16, 2006 NYCO 264399106 Mar 16, 2006 NYCO MARKET 29,626,064.1 Mar 16, 2006 NYC433186799 264399106 Mar 17, 2006 NYCO MARKET 29,710,045.1 Mar 17, 2006 NYC433508368 CBRL Mar 17, 2006 NYC433508207 MAS Mar 20, 2006 NYCO MARKET 29,423,540.1 Mar 21, 2006 NYCO Mar 14, 2006 Mar 17, 2006 13153841-0 SS (1,500.00) VORNADO RL COA 0.04 140,664.18 29,077,446.E Mar 15, 2006 Mar 15, 2006 DSG 0.00 SUPERVAL COA 1 (2,416.38) Mar 15, 2006 DSG (1,819.65) Mar 15, 2006 DSG (1,730.82) Mar 15, 2006 MTM Mar SS Mar SS Mar SS Mar 16, 2006 DSG (22,797.71) Mar 16, 2006 MTM 29,075,030., Mar 15, 2006 0.00 UNISOURCE ENERGY CORP 29,073,210.1 Mar 15, 2006 0.00 CSX CRP COA 1 29,071,480.1 Mar 15, 2006 0.00 MARK TO 224,748.02 15, 2006 Mar 20, 2006 13158556-0 (1,400.00) CONSECO IN COA 0.00 35,735.86 29,331,963.1 15, 2006 Mar 20, 2006 13158559-0 (640.00) CSX CRP COA 1 37,503.03 29,369,466.1 15, 2006 Mar 20, 2006 13158590-0 (2,300.00) DUKE PWR C COA 0.00 66,910.92 29,436,377.1 Mar 16, 2006 0.00 DUKE PWR C COA 0.00 29,413,580.. Mar 16, 2006 0.00 MARK TO 212,484.82 Mar 16, 2006 Mar 21, 2006 13162066-0 SS (600.00) DUKE PWR C COA 0.00 17,643.53 29,643,708., Mar 17, 2006 Mar 17, 2006 MTM 0.00 MARK TO 66,337.13 Mar 17, 2006 Mar 22, 2006 13166529-0 SS (500.00) CBRL GROUP ORA 0.50 23,335.76 29,733,381.: Mar 17, 2006 Mar 22, 2006 13166533-0 SS (1,200.00) MASCO CORP COA 1 38,669.17 29,772,050.! Mar 20, 2006 Mar 20, 2006 MTM 0.00 MARK TO (348,509.90) Mar 21, MTM 2006 Mar 21, 2006 0.00 MARK TO EFTA01592596 MARKET 29,206,092.1 Mar 22, 2006 NYCO MARKET 29,477,344.1 Mar 22, 2006 NYC434502707 CNP Mar 22, 2006 NYC434502360 HCC Mar 23, 2006 NYCO MARKET 29,358,180.1 (217,448.10) Mar 22, 2006 Mar 22, 2006 MTM 0.00 MARK TO 271,252.01 Mar 22, 2006 Mar 27, 2006 13179044-0 BC 2,600.00 CENTERPOI ORA 0.00 (31,552.30) 29,445,792.: Mar 22, 2006 Mar 27, 2006 13179037-0 SS (2,680.00) HCC INS HL COA 1 89,511.39 29,535,303.1 Mar 23, 2006 Mar 23, 2006 MTM 0.00 MARK TO (177,123.64) EFTA01592597 https://primeview.csfb.com/jsp/activity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:51] Page 11 of 14 FINANCIAL TRUST COMP [736FY0C] (SHORT) Currency: USD 28,803,639.78 Balance before Mar 1, 2006 Posting Date Trade Date Settlement Date Client Ref Credit Suisse Action Quantity Description Security Id Debit Credit Balance Ref Mar 23, 2006 Mar 23, 2006 Mar 28, 2006 13183208-0 NYC434816336 SS (4,900.00) TJX COS IN COA 1 TJX 127,186.16 29,485,366.16 Mar 24, 2006 Mar 24, 2006 Mar 24, 2006 NYCO MTM 0.00 MARK TO MARKET 6,065.28 29,491,431.44 Mar 27, 2006 Mar 27, 2006 Mar 27, 2006 NYCO MTM 0.00 MARK TO MARKET (8.927.68) 29,482,503.76 Mar 27, 2006 Mar 27, 2006 Mar 30, 2006 13190214-0 NYC435384858 BC 2,571.00 CBRL GROUP ORA 0.50 CBRL (114,914.18) 29,367,589.58 Mar 28, 2006 Mar 28, 2006 Mar 28, 2006 NYCO MTM 0.00 MARK TO MARKET EFTA01592598 (148,736.82) 29,218,852.76 Mar 29, 2006 Mar 29, 2006 Mar 29, 2006 NYCO MTM 0.00 MARK TO MARKET 143,491.99 29,362,344.75 Mar 29, 2006 Mar 29,2006 Apr 3, 2006 13207628-0 NYC435928034 SS (700.00) DUKE PWR C COA 0.00 264399106 20,636.13 29,382,980.88 Mar 30, 2006 Mar 30, 2006 Mar 30, 2006 NYCO MTM 0.00 MARK TO MARKET (191,066.27) 29,191,914.61 Mar 30, 2006 Mar 30, 2006 Apr 4, 2006 13211896-0 NYC436246810 BC 4,000.00 SUPERVAL COA 1 SVU (124,285.56) 29,067,629.05 Mar 31, 2006 Mar 31, 2006 Mar 31, 2006 NYCO MTM 0.00 MARK TO MARKET (17,028.08) 29,050,600.97 EFTA01592599 End Balance [USD] 29,050,600.97 'Starting balances are as of Feb-28-2006 'Activity Period for this report is Mar-01-2006 to Mar-31-2006 EFTA01592600 EFTA01592601 https://primeview.csfb.com/jsp/activity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:51] Page 12 of 14 HIGHBRIDGE EVENT [736040C] Currency: USD Balance before Mar 1, 2006 (5.98) Posting Date Trade Date Settlement Date Client Ref Credit Suisse Action Quantity Description Security Id Debit Credit Balance Ref Mar 1, 2006 Mar 1, 2006 Mar 1, 2006 NYCO CRI 0.00 POST CREDIT INTEREST 73.64 67.66 Mar 1,2006 Mar 1,2006 Mar 1,2006 DBI 0.00 POST DEBIT INTEREST (5.98) NYCO (73.64) EFTA01592602 End Balance [USD] (5.98) 'Starting balances are as of Feb-28-2006 'Activity Period for this report is Mar-01-2006 to Mar-31-2006 EFTA01592603 EFTA01592604 EFTA01592605 https://primeview.csfb.com/jsp/activity/cashledger.jsp?- SHOW_FRAME=view&todo=GETDATA&LOCAT... 4/10/2006 Credit Suisse PrimeView CASH LEDGER . [10 Apr 2006 10:10:51] Page 13 of 14 HIGHBRIDGE EVENT [736040C] Currency: CAD Balance before Mar 1, 2006 9.40 t Suisse Posting Date Trade Date Settlement Date Client Ref CrediRef Action Quantity Description Security Id Debit Credit Balance EFTA01592606 End Balance [CAD] 9.40 *Starting balances are as of Feb-28-2006 'Activity Period for this report is Mar-01-2006 to Mar-31-2006 EFTA01592607 EFTA01592608 https://primeview.csfb.com/jsp/activity/cashledger.jsp?SHOW_FRAME---- view&todo—GETDATA&LOCAT... 4/10/2006 EFTA01592609