4 1.05528 1.05528 0.00 0.00 USO PerUnn HEW TOTALS: 46.176 352353.46 USD 182 1.38528 1.18529 0.00 200.00 HOO 9152011 09212011 Buy CMS CMS ENERGY CORP 100.000 192895 PedJnll 0.0400 1.962.950.00 REDI NTRS 0.00 4D00.00 4D00.03 0.00 0.00 USO HOO N1812011 08.721/2011 Shen 93 SOUTHERN CO

07 10 OF TRADING ACTIVITY FOR THE MONTH 13 DESCRIPTION PRICE DEBIT CREDIT MARK TO MARKET 1,700.50 RPM INCORPORATED 1,825,927.95 TOFFtP O CMS ENERGY CORP 1,057,293.60 TO HCC INSURANCE HOLDINGS INC 2,246,595.00 OFFSHORE ARRANGING FLIP TO AMERICAN FINL GROUP INC 1,136,274.07 OFFSHORE ARRANGING FLI

P TO 736FY0 FROM 746FY0 03 08/18 JOURNAL 2,000 CMS ENERGY CORP 28,239.33 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 08/18 SOLD -2,000 CMS ENERGY CORP 14.12560 28,239.33 DONE AT EDGETRADE.COM INC. li!k CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3

N AS OF 03/16/06 DONE AT EXBKR/CUTTONE 6 CO, INC. MASCO CORP 30.30000 36,372.00 CORRECTION AS OF 03/16/06 DONE AT EXBKR/CUTTONE 6 CO, INC. CMS ENERGY CORP 13.01740 10,418.32 CANCELLATION AS OF 04/06/06 DONE AT EDGETRADE.COM INC. CMS ENERGY CORP 13.01740 10,418.32 CORRECTION AS OF 04/06/06 DON

OM SUPERVALU INC OFFSHORE ARRANGING FLIP TO FROM PPL CORP OFFSHORE ARRANGING FLIP TO FROM RPM INCORPORATE DONE AT EXBKR/CUTTONE & CO, INC. CMS ENERGY CORP DONE AT CSSU EXECUTION OMNIBUS/0355 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 PRICE 17.79250 12.85400 17

41,787.02 DONE AT EXBKR/CUTTONE & CO, INC. S/D FINANCING RETURN 6,997.23 FROM 746FY0 TO 2F8EE0 S/D FINANCING 6,997.23 FROM 2F8EE0 TO 746FY0 CMS ENERGY CORP 13,994.47 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 CMS ENERGY CORP 14.00040 13,994.47 DONE AT EDGETRADE.COM INC. S/D FINANCING 71,647.1

IES, INC. -700 AMERICAN FINL GROUP INC 51.47925 DONE AT EDGETRADE.COM INC. -2,000 RPM INCORPORATED 20.09970 DONE AT EDGETRADE.COM INC. -900 CMS ENERGY CORP 15.24000 DONE AT EDGETRADE.COM INC. -1,300 PPL CORP 33.99000 DONE AT EDGETRADE.COM INC. S/D FINANCING RETURN 7,083.29 FROM 746FY0 TO 2F8EE0

CORPORATION OFFSHORE ARRANGING FLIP TO FROM DUKE ENERGY HLDG CORP PRICE DEBIT 42,716.04 23,525.51 CREDIT OFFSHORE ARRANGING FLIP TO FROM CMS ENERGY CORP 13.00160 16,915.08 DONE AT EXBKR/CUTTONE b CO, INC. DUKE ENERGY HLDG CORP 29.41330 23,525.51 CORRECTION DONE AT EDGETRADE.COM INC. CMS ENER

BARNES GROUP INC CVT 144A 104.37500 17,743.75 637.50 3.593 03.7500 08/01/2025 CBRL GROUP INC LYON ZERO 32 45.50000 1,365,000.00 04/03/2032 CMS ENERGY CORP SR NT-B CV 23 162.85000 1,139,950.00 23,625.00 2.072 03.3750 07/15/2023 CS X CORP BOND CVT 90.87500 908,750.00 10/30/2021 CV THERAPEUTICS IN

33.6 6000 490,426.20- 7,576.40- 1.545 • CS FB RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 4 Poor's 03 58,167 IS) CMS ENERGY CORP 16.4 5000 956,847.15- 03 8, 82 0 IS) CSX CORPORATION 46.48000 409,953.60- 3,528.00- .861 • CS FB RATING :NEUTRAL INDEPENDENT RATING:3 STAR

INC 36.99000 463,225.77- 6,511.96- 1.406 *CSFB RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 58,167 IS) CMS ENERGY CORP 13.98000 813,174.66- 03 9,944 IS) CSX CORPORATION 48.64000 483,676.16- 5,170.88- 1.069 *CSFB RATING :NEUTRAL INDEPENDENT RATING:3 STAR - H

C 35.15000 440,183.45- 6,511.96- 1.479 •CSFB RATING :NOT RATED INDEPENDENT RATING:2 STAR - Avoid PROVIDER:Standard fi PoOr'S 03 58,167 (S) CMS ENERGY CORP 14.51000 844,003.17- 03 11,164 (S) CSX CORPORATION 50.77000 566,796.28- 5,805.28- 1.024 •CSFB RATING :Neutral INDEPENDENT RATING:3 STAR - Ho

NC 34.69000 434,422.87- 6,511.96- 1.499 *CSFB RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard 6 Poor's 03 58,167 (S) CMS ENERGY CORP 14.91000 867,269.97- 03 8,974 IS) CSX CORPORATION 45.81000 411,098.94- 4,666.48- 1.135 *CSFB RATING :NEUTRAL INDEPENDENT RATING:3 STAR -

C 46.88000 882,469.12- 10,541.44- 1.195 *CSSU RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 62,267 (S) CMS ENERGY CORP 16.69000 1,039,236.23- 12,453.40- 1.198 03 33,838 (S) CSX CORPORATION 36.79000 1,244,900.02- 13,535.20- 1.087 *CSSU RATING :OUTPERFORM

ORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 10,850.08 RPM INCORPORATED 1,825,927.95 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 CMS ENERGY CORP 1,057,293.60 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 HCC INSURANCE HOLDINGS INC 2,246,595.00 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0

(S) CBRL GROUP INC 37.84000 243,386.88- 'CSSU RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's 03 59,867 (SI CMS ENERGY CORP 14.64000 876,452.88- 03 30,738 (SI CSX CORPORATION 30.22000 928,902.36- .CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDER

NC 44.76000 755,280.24- 9,449.44- 1.251 03 62,267 (S) *CSSU RATING :NOT RATED INDEPENDENT RATING:3 STAR - Hold PROVIDER:Standard & Poor's CMS ENERGY CORP 16.70000 1,039,858.90- 03 33,438 (S) CSX CORPORATION 34.43000 1,151,270.34- 13,375.20- 1.162 03 51,450 (S) *CSSU RATING :OUTPERFORM IN

IS) CBRL GROUP INC 44.43000 854,077.89- 'CSSU RATING :NOT RATED INDEPENDENT RATING:2 STAR - Avoid PROVIDER:Standard 6 Poor's 03 58,167 IS) CMS ENERGY CORP 14.08000 818,991.36- 03 13,314 (S1 CSX CORPORATION 55.38000 737,329.32- •CSSU RATING :NEUTRAL INDEPENDENT RATING:3 STAR - Hold PROVIDER:St

L AMOUNTS IN US DOLLAR ••* DATE TRANSACTION QUANTITY TRADING ACTIVITY FOR THE MONTH DESCRIPTION PRICE DEBIT CREDIT 03 07/28 JOURNAL -1,000 CMS ENERGY CORP 13,994.47 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 07/31 MRKD/MARKET MARK TO MARKET 9,959.21 01 07/31 WIRED FUNDS PAID BY WIRE 16,37

OD PAGE 20ST UNDISCLOSED 06/01/06 TO 06/30/06 18 OF 20 TYPE LONG OR SHORT(S) PORTFOLIO DESCRIPTION PRICE MARKET VALUE 03 56,067 (S) CMS ENERGY CORP 12.94000 725,506.98- 03 15,379 IS) CSX CORPORATION 70.44000 1,083,296.76- 'CSSU RATING :OUTPERFORM INDEPENDENT RATING:3 STAR - Hold PROVIDE