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CSX CORP BOND CVT 03.3750 07/15/2023 10/30/2021 CV THERAPEUTICS INC CVT 03.2500 08/16/2013 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 CHENIERE ENERGY INC CVT 144A CONSECO INC CVT 144A DUKE ENERGY CORP CVT EFTA01593556 WALT DISNEY COMPANY CVT FRANKLIN RES INC SR LYON CVT DUE 2031 GENERAL MTRS CO
(S) HCC INSURANCE HOLDINGS INC 35,800 (S) INTERNATIONAL GAME TECHNOLOGIES 1,835 (S) INVITROGEN CORP 27,096 (S) MASCO CORP *CSFB RATING 113,480 (S) PPL CORP 43,820 (S) RPM INCORPORATED 26,250 (S) SUPERVALU INC 53,590 (S) TJX COMPANIES INC NEW *CSFB RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold
3.3750 07/15/2023 10/30/2021 CV THERAPEUTICS INC CVT 03.2500 08/16/2013 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 CHENIERE ENERGY INC CVT 144A CONSECO INC CVT 144A 02.2500 08/01/2012 03.5000 09/30/2035 101.25000 77.24305 113.25750 83.62000 45.81960 147.87500 90.80223 112.
INSURANCE HOLDINGS INC EFTA01593658 19,700 (S) INTERNATIONAL GAME TECHNOLOGIES 1 INVITROGEN CORP 24,953 (S) MASCO CORP *CSFB RATING 113,480 (S) PPL CORP 43,820 (S) RPM INCORPORATED 21,140 (S) SUPERVALU INC 53,590 (S) TJX COMPANIES INC NEW *CSFB RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold
3.3750 07/15/2023 10/30/2021 CV THERAPEUTICS INC CVT 03.2500 08/16/2013 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 CHENIERE ENERGY INC CVT 144A CONSECO INC CVT 144A DUKE ENERGY CORP CVT WALT DISNEY COMPANY CVT FRANKLIN RES INC SR LYON CVT DUE 2031 GENERAL MTRS CORP CV C 33 HCC
66,560 (S) HCC INSURANCE HOLDINGS INC 35,800 (S) INTERNATIONAL GAME TECHNOLOGIES 1 INVITROGEN CORP 25,876 (S) MASCO CORP *CSFB RATING 113,480 (S) PPL CORP 43,820 (S) RPM INCORPORATED 21,140 (S) SUPERVALU INC 53,590 (S) TJX COMPANIES INC NEW *CSFB RATING :OUTPERFORM EFTA01593447 INDEPENDENT RATIN
OUP INC EFTA01593835 01.4861 06/02/2033 03/01/2032 04/03/2032 LYON ZERO 32 CMS ENERGY CORP SR NT-B CV 23 CSX CORP BOND CVT CELGENE CORP CVT CHENIERE ENERGY INC CVT 144A EDO CORP CVT SR SUB NTS GENERAL MTRS CORP CV C 33 HCC INS HLDGS INC NT CVT 03.3750 07/15/2023 10/30/2021 01.7500 06/01/2008 CENTERPOI
9.18000 :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 72,460 (S) HCC INSURANCE HOLDINGS INC 3,277 *CSSU RATING 113,825 (S) PPL CORP 57,090 (S) RPM INCORPORATED 2,000,000 2,000,000 3,000,000 700,000 1,000,000 625,000 2,250,000 125,000 1,052,000 75,000 1,600,000 9,965 (
CV 32 CBRL GROUP INC CSX CORP BOND CVT CELGENE CORP CVT EFTA01593969 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 CHENIERE ENERGY INC CVT 144A CONSECO INC CVT 144A 775,000 (S) CONSECO INC CVT EDO CORP CVT SR SUB NTS GENERAL MTRS CORP CV C 33 02.2500 08/01/2012 03.5000 09/30/20
RATING:2 STAR - Avoid PROVIDER:Standard & Poor's 72,460 (S) HCC INSURANCE HOLDINGS INC 5,223 (S) MASCO CORP EFTA01593966 *CSSU RATING 110,982 (S) PPL CORP 57,340 (S) RPM INCORPORATED 7,330 (S) SUPERVALU INC 12,476 (S) TJX COMPANIES INC NEW *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold
V1. CBRL GROUP INC 01.4861 06/02/2033 LYON ZERO 32 04/03/2032 CMS ENERGY CORP SR NT-B CV 23 CSX CORP BOND CVT EFTA01593928 CELGENE CORP CVT CHENIERE ENERGY INC CVT 144A EDO CORP CVT SR SUB NTS GENERAL MTRS CORP CV C 33 HCC INS HLDGS INC NT CVT MASCO CORP CVT PPL ENERGY SUPPLY LLC CVT 02.6250 05/15/2023
1 01 01 01 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 72,460 (S) HCC INSURANCE HOLDINGS INC 1,103 (S) MASCO CORP *CSSU RATING 116,105 (S) PPL CORP 57,090 (S) RPM INCORPORATED 2,300 (S) SUPERVALU INC 2,000,000 3,000,000 700,000 1,000,000 625,000 2,250,000 125,000 1,052,000 75,000 1,60
C OHIO SR 01.4861 06/02/2033 NT CV1. CBRL GROUP INC LYON ZERO 32 04/03/2032 CMS ENERGY CORP SR NT-B CV 23 CSX CORP BOND CVT CELGENE CORP CVT CHENIERE ENERGY INC CVT 144A 125,000 (S) CHENIERE ENERGY INC CVT EDO CORP CVT SR SUB NTS HCC INS HLDGS INC NT CVT MASCO CORP CVT 02.2500 08/01/2012 02.2500 08/01/2
AL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 73,460 (S) HCC INSURANCE HOLDINGS INC 1,103 (S) MASCO CORP *CSSU RATING 116,180 (S) PPL CORP 56,490 (S) RPM INCORPORATED 10,215 (S) UNISOURCE ENERGY CORP HLDG CO :UNDERPERFORM INDEPENDENT RATING:4 STAR - Accumulate PROVIDER:Standard & Po
CV 32 CBRL GROUP INC CSX CORP BOND CVT CELGENE CORP CVT 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 EFTA01594051 CHENIERE ENERGY INC CVT 144A CONSECO INC CVT 144A 200,000 (S) CONSECO INC CVT DUKE ENERGY CORP CVT EDO CORP CVT SR SUB NTS GENERAL MTRS CORP CV C 33 HCC INS HLDGS
IDER:Standard & Poor's 73,030 (S) HCC INSURANCE HOLDINGS INC 1,200 *CSSU RATING 17,673 (S) MASCO CORP *CSSU RATING 103,350 (S) PPL CORP 3,000 (S) PPL CORP 66,260 (S) RPM INCORPORATED 7,330 (S) SUPERVALU INC 35,776 (S) TJX COMPANIES INC NEW *CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold
Entities connected to both CHENIERE ENERGY INC and S) PPL CORP
CENTERPOINT ENERGY INC
ORGANIZATIONStandard & Poor's
ORGANIZATIONVORNADO REALTY TR
ORGANIZATIONCBRL GROUP INC
ORGANIZATIONthis Independent Research
ORGANIZATIONIndependent Third Party
ORGANIZATIONCMS ENERGY CORP
ORGANIZATIONZER CV
ORGANIZATIONPPL ENERGY SUPPLY LLC
ORGANIZATIONFIRST BOSTON LLC
ORGANIZATIONUNISOURCE ENERGY CORP CVT
ORGANIZATIONSR SUB NTS
ORGANIZATIONCSX CORPORATION
ORGANIZATIONAMERICAN FINL GROUP INC
ORGANIZATIONCREDIT SUISSE SECURITIES (USA) LLC
ORGANIZATIONCSX CORP BOND CVT
ORGANIZATIONCELGENE CORP CVT
ORGANIZATIONDUKE ENERGY CORP CVT
ORGANIZATIONS) UNISOURCE ENERGY CORP HLDG CO
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