IMT
Statement of Account INV REP
20ST
TAXPAYER ID.
UNDISCLOSED
STATEMENT PERIOD
03/01/07 TO 03/31/07
PAGE
11 OF 14
ALL AMOUNTS IN US DOLLAR ••*
TRADING ACTIVITY FOR THE MONTH
TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT
01 03/06 JOURNAL FROM 736FY0 TO 746FY0 1,126,082.18
01 03/06 MRKD/MARKET MARK TO MARKET 37,968.99
03 03/06 MRKD/MARKET MARK TO MARKET 37,968.99
01 03/07 JOURNAL FROM 746FY0 TO 736FY0 37,968.99
01 03/07 MRKD/MARKET MARK TO MARKET 15,286.95
03 03/07 MRKD/MARKET MARK TO MARKET 15,286.95
01 03/08 JOURNAL FROM 736FY0 TO 746FY0 4,436.87
01 03/08 JOURNAL FROM 736FY0 TO 746FY0 7,024,678.67
FROM 736FY0 TO 746FY0
01 03/08 MRKD/MARKET MARK TO MARKET 10,850.08
01 03/08 JOURNAL -2,000,000 AMERICAN FINL GROUP INC CVT 1,172,119.89
01.4861 06/02/2033
TO 736FY0 FROM 746FY0
01 03/08 JOURNAL -3,830,000 RPM INTL INC SR NT CV 33 2,389,330.42
01.3890 05/13/2033
OFFSHORE ARRANGING FLIP
TO 736F10 FROM 746FY0
01 03/08 JOURNAL -1,600,000 HCC 2 09/01/21 2,306,606.09
02.0000 09/01/2021
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746F10
01 03/08 JOURNAL -700,000 CMS 3.375 07/15/23 1,154,623.94
03.3750 07/15/2023
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
03 03/08 MRKD/MARKET MARK TO MARKET 10,850.08
03 03/08 JOURNAL 81,697 RPM INCORPORATED 1,825,927.95
OFFSHORE ARRANGING FLIP
TO 736F10 FROM 746FY0
03 03/08 JOURNAL 62,267 CMS ENERGY CORP 1,057,293.60
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
03 03/08 JOURNAL 73,060 HCC INSURANCE HOLDINGS INC 2,246,595.00
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
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