EFTA01582364.pdf

Statement of Account INV REP ACCOUNT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 01/01/07 TO 01/31/07 PAGE 12 OF 16 "" ALL AMOUNTS IN US DOLLAR •" TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 01 01/22 TND -4,000,000 MASCO CORP CVT 07/20/2031 TENDER CREDIT 01/22/07 ON 4000000 SHARES 03 01/22 MRKD/MARKET MARK TO MARKET 72,228.55 01 01/23 MIRED/MARKET MARK TO MARKET 84,407.34 01 01/23 TND -4,000,000 MASCO CORP CVT CONTRA 1,871,200.00 07/20/2031 TENDER CREDIT 03 01/23 MIRED/MARKET MARK TO MARKET 84,407.34 03 01/23 JOURNAL -1,050 CBRL GROUP INC 49,460.97 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 01/23 JOURNAL -1,050 CBRL GROUP INC 49,396.29 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 01/23 JOURNAL 1,050 CBRL GROUP INC 49,396.29 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 01/23 JOURNAL 1,050 CBRL GROUP INC 49,396.28 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 01/24 MRKD/MARKET MARK TO MARKET 158,357.40 03 01/24 MRKD/MARKET MARK TO MARKET 158,357.40 01 01/25 MRKD/MARKET MARK TO MARKET 106,009.73 03 01/25 MRKD/MARKET MARK TO MARKET 106,009.73 03 01/25 JOURNAL -3,600 RPM INCORPORATED 81,063.62 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 01/26 NM/MARKET MARK TO MARKET 12,716.41 03 01/26 MRKD/MARKET MARK TO MARKET 12,716.41 03 01/26 JOURNAL -400 CSX CORPORATION 14,513.37 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 CREDIT SUISSE SECURITIES (USA) LLC TEL: 212-325.2000 li!t ELEVEN MADISON AVENUE CREDIT SUISSE NEW YORK, NY 10010.3629 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061892 EFTA01582364