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CVT 144A CBRL GROUP INC SR 02.5000 04/15/2011 03.7500 08/01/2025 * * * EFTA01593450 04/03/2032 LYON ZERO 32 CMS ENERGY CORP SR NT-B CV 23 CSX CORP BOND CVT CELGENE CORP CVT 03.3750 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
) FRANKLIN RESOURCES INC 98,300 (S) GENERAL MOTORS *CSFB RATING :OUTPERFORM INDEPENDENT RATING:1 STAR - Sell PROVIDER:Standard & Poor's 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
IOD 20ST PORTFOLIO TYPE 01 01 01 01 01 01 01 01 LONG OR SHORT(S) 1,000,000 625,000 2,130,000 952,000 1,600,000 3,830,000 120,000 CSX CORP BOND CVT CELGENE CORP CVT 10/30/2021 01.7500 06/01/2008 CENTERPOINT ENERGY INC CVT SER B 03.7500 05/15/2023 EDO CORP CVT SR SUB NTS HCC INS HLDGS INC N
DEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 23.22000 :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 72,960 (S) HCC INSURANCE HOLDINGS INC 77,197 (S) RPM INCORPORATED AMERICAN FINL GROUP INC OHIO SR 01.4861 06/02/2033 NT CV1. EFTA01593710 CBRL GROUP INC LYON ZERO 32 04/03/2032 CM
CV1. AMGEN INC NT ZER CV 32 CBRL GROUP 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
RT(S) 29,450 (S) GENERAL MOTORS *CSSU RATING MASCO CORP 29.18000 :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
CORP HLDG CO AMERICAN FINL GROUP INC OHIO SR NT CV1. 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 CELGENE CORP CVT EDO CORP CVT SR SUB NTS HCC INS HLDGS INC NT CVT MASCO CORP CVT 03.3750 07/15/2023 10/30/2021 01.7500 06/01/2008 CENTERPOINT
DEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 23.74000 :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 72,960 (S) HCC INSURANCE HOLDINGS INC 1,103 (S) MASCO CORP :UNDERPERFORM INDEPENDENT RATING:4 STAR - Accumulate EFTA01593863 PROVIDER:Standard & Poor's PPL CORP 35.84000 35.84000
ENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's AMERICAN FINL GROUP INC OHIO SR 01.4861 06/02/2033 AMGEN INC NT ZER 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
PENDENT RATING:2 STAR - Avoid PROVIDER:Standard & Poor's 29.79000 :NEUTRAL INDEPENDENT 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 COMPAN
,000 500,000 AMERICAN FINL GROUP INC 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 EDO CORP CVT SR SUB NTS HCC INS HLDGS INC NT CVT MASCO CORP CVT 03.3750 07/15/2023 10/30/2021 01.7500 06/01/2008 CENTERPOINT
DEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 21.93000 :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 72,960 (S) HCC INSURANCE HOLDINGS INC 1,103 (S) MASCO CORP :UNDERPERFORM INDEPENDENT RATING:4 STAR - Accumulate EFTA01594000 PROVIDER:Standard & Poor's 36.35000 20.17000 36.73000
Entities connected to both CSX CORP BOND CVT and S) HCC INSURANCE HOLDINGS INC
this Independent Research
ORGANIZATIONIndependent Third Party
ORGANIZATIONStandard & Poor's
ORGANIZATIONUNISOURCE ENERGY CORP CVT
ORGANIZATIONCMS ENERGY CORP
ORGANIZATIONPPL ENERGY SUPPLY LLC
ORGANIZATIONCELGENE CORP CVT
ORGANIZATIONCENTERPOINT ENERGY INC
ORGANIZATIONS) PPL CORP
ORGANIZATIONSR SUB NTS
ORGANIZATIONCREDIT SUISSE SECURITIES (USA) LLC
ORGANIZATIONS) UNISOURCE ENERGY CORP HLDG CO
ORGANIZATIONCS Sec USA LLC
ORGANIZATIONS) CBRL GROUP INC
ORGANIZATIONCHENIERE ENERGY INC
ORGANIZATIONAMERICAN FINL GROUP INC
ORGANIZATIONVORNADO REALTY TR
ORGANIZATIONZER CV
ORGANIZATION
Nintendo
ORGANIZATIONS) SUPERVALU INC
ORGANIZATION