TOTAL TRANSFERABLE SECURITIES NOT ADMITTED

TRANSFERABLE SECURITIES ADMITTED TO AN OFFICIAL STOCK EXCHANGE LISTING SHARES

Banks

500,000 Bank of America Corp. USA USD 7,530,000 1.53

6,000 Bank of America Corp., 7.25%, cvt. pfd., L USA USD 5,274,000 1.08

191,500 Wells Fargo & Co. USA USD 5,168,585 1.05

400,000 HSBC Holdings PLC GBR GBP 4,582,787 0.93

3,000 Wells Fargo & Co., 7.50%, cvt. pfd., A USA USD 2,754,000 0.56

150,000 Barclays PLC GBR GBP 668,108 0.14

25,977,480 5.29 Brewers

125,000 Diageo PLC GBR GBP 2,188,664 0.45

Consumer Finance

121,700 Fannie Mae, 8.25%, pfd. USA USD 133,870 0.03

124,300 Freddie Mac, 8.375%, pfd., Z USA USD 130,515 0.02

264,385 0.05 Diversified Financial Services

85,000 JPMorgan Chase & Co. USA USD 3,541,950 0.72

500,000 Citigroup Inc. USA USD 1,655,000 0.34

5,196,950 1.06 Diversified Metals & Mining

70,000 Newmont Mining Corp. USA USD 3,311,700 0.67

12,600 Barrick Gold Corp. CAN USD 496,188 0.10

3,807,888 0.77 Electric Utilities

250,000 Xcel Energy Inc. USA USD 5,305,000 1.08

300,000 Duke Energy Corp. USA USD 5,163,000 1.05

150,000 The Southern Co. USA USD 4,998,000 1.02

150,000 Public Service Enterprise Group Inc. USA USD 4,987,500 1.01 132,700 American Electric Power Co. Inc. USA USD 4,616,633 0.94

100,000 PG&E Corp. USA USD 4,465,000 0.91

100,000 Progress Energy Inc. USA USD 4,101,000 0.83

90,000 DTE Energy Co. USA USD 3,923,100 0.80

100,000 Dominion Resources Inc. USA USD 3,892,000 0.79

100,000 Pinnacle West Capital Corp. USA USD 3,658,000 0.74

125,000 Ameren Corp. USA USD 3,493,750 0.71

70,000 Consolidated Edison Inc. USA USD 3,180,100 0.65

50,000 FPL Group Inc. USA USD 2,641,000 0.54

150,000 TECO Energy Inc. USA USD 2,433,000 0.50

81,900 Portland General Electric Co. USA USD 1,671,579 0.34

35,000 FirstEnergy Corp. USA USD 1,625,750 0.33

100,000 CenterPoint Energy Inc. USA USD 1,451,000 0.30

61,605,412 12.54

Gas Utilities

200,000 Spectra Energy Corp. USA USD 4,102,000 0.83

50,000 Sempra Energy USA USD 2,799,000 0.57

75,000 AGL Resources Inc. USA USD 2,735,250 0.56

9,636,250 1.96 General Merchandise Stores

30,000 Target Corp. USA USD 1,451,100 0.29

Integrated Oil & Gas

125,000 Exxon Mobil Corp. USA USD 8,523,750 1.73

250,000 Canadian Oil Sands Trust CAN CAD 7,113,638 1.45

100,000 ConocoPhillips USA USD 5,107,000 1.04

20,744,388 4.22 Integrated Telecommunication Services

175,000 AT&T Inc. USA USD 4,905,250 1.00

85,000 Verizon Communications Inc. USA USD 2,816,050 0.57

7,721,300 1.57 Networking Equipment

67,500 Comcast Corp., A USA USD 1,138,050 0.23

Office Electronics

160,000 Xerox Corp. USA USD 1,353,600 0.28

Oil & Gas Drilling

51,563 Callon Petroleum Co. USA USD 77,345 0.02

Pharmaceuticals

210,000 Merck & Co. Inc. USA USD 7,673,400 1.56

35,000 Johnson & Johnson USA USD 2,254,350 0.46

27,100 Abbott Laboratories USA USD 1,463,129 0.30

11,390,879 2.32 Real Estate Investment Trusts

45,000 Felcor Lodging Trust Inc., 7.80%, cvt. pfd., A USA USD 489,150 0.10 Semiconductors

150,000 Intel Corp. USA USD 3,060,000 0.62

Water Utilities

17,400 American Water Works Co. Inc. USA USD 389,934 0.08

Wireless Telecommunication Services

1,000,000 Vodafone Group PLC GBR GBP 2,318,691 0.47

TOTAL SHARES 158,811,466 32.32

TOTAL TRANSFERABLE SECURITIES ADMITTED

TO AN OFFICIAL STOCK EXCHANGE LISTING 158,811,466 32.32 TRANSFERABLE SECURITIES DEALT IN

ON ANOTHER REGULATED MARKET SHARES

Automobile Manufacturers

100,000 General Motors Corp., 6.25%, cvt. pfd., C USA USD 555,000 0.11 Electric Utilities

10,000 FPL Group Inc., 8.375%, cvt. pfd. USA USD 524,200 0.11 Fertilizers & Agricultural Chemicals

3,261 GMAC Inc., 7.00%, pfd., 144A USA USD 2,149,610 0.44

Health Care Facilities

1,500 Tenet Healthcare Corp., 7.00%, cvt. pfd. USA USD 1,446,680 0.29 Networking Equipment

224,146 Charter Communications Inc. USA USD 7,957,183 1.62

77,192 Charter Communications Inc., A USA USD 2,740,316 0.56 10,697,499 2.18 Oil & Gas Drilling

45,000 The Goldman Sachs Group Inc. into XTO Energy Inc., 9.00%, cvt. pfd., 144A USA USD 2,008,103 0.41 60,000 Deutsche Bank AG into Chesapeake Energy Corp., 12.00%, cvt. pfd., 144A USA USD 1,622,280 0.33 20,000 The Goldman Sachs Group Inc. into Devon Energy Corp., 10.55%, cvt. pfd., 144A USA USD 1,217,520 0.25 400 McMoRan Exploration Co., 8.00%, cvt. pfd. USA USD 563,800 0.11

4,219 Callon Petroleum Co., cvt. pfd. USA USD 62,230 0.01

5,473,933 1.11 Oil & Gas Equipment & Services

100,000 Credit Suisse into Weatherford International Ltd., 11.00%, cvt. pfd. USA USD 1,916,880 0.39

TOTAL SHARES 22,763,802 4.63

BONDS

Corporate Bonds

10,000,000 Ford Motor Credit Co. LLC, 7.375%, 02/01/11 USA USD 10,225,000 2.08 10,217,000 GMAC LLC, senior note, 144A, 6.875%, 09/15/11 USA USD 10,165,915 2.07 12,000,000 Texas Competitive Electric Holdings Co. LLC, senior note, A, 10.25%,

11/01/15 USA USD 9,780,000 1.99

8,000,000 Sanmina-SCI Corp., senior sub. note, 6.75%, 03/01/13 USA USD 7,930,000 1.61 6,800,000 JPMorgan Chase & Co., junior sub. note, 1, 7.90%, Perpetual USA USD 7,036,871 1.43 5,950,000 Tenet Healthcare Corp., senior note, 144A, 9.00%, 05/01/15 USA USD 6,455,750 1.31 6,000,000 Ford Motor Credit Co. LLC, senior note, 7.50%, 08/01/12 USA USD 6,054,234 1.23 5,800,000 KB Home, senior note, 5.75%, 02/01/14 USA USD 5,481,000 1.12 5,700,000 Freescale Semiconductor Inc., senior note, 8.875%, 12/15/14 USA USD 5,258,250 1.07 6,000,000 Dynegy Holdings Inc., senior note, 7.75%, 06/01/19 USA USD 5,235,000 1.07 5,000,000 Tenet Healthcare Corp., senior note, 7.375%, 02/01/13 USA USD 5,037,500 1.03 4,700,000 Community Health Systems Inc., senior sub. note, 8.875%, 07/15/15 USA USD 4,876,250 0.99 4,000,000 CBS Corp., senior note, 8.875%, 05/15/19 USA USD 4,793,220 0.98 5,000,000 El Paso Corp., senior note, MTN, 7.75%, 01/15/32 USA USD 4,753,065 0.97 4,625,000 RBS Global & Rexnord Corp., 144A, 9.50%, 08/01/14 USA USD 4,659,687 0.95 6,360,000 Energy Future Holdings Corp., senior note, PIK, 12.00%, 11/01/17 USA USD 4,531,500 0.92 4,000,000 HCA Inc., senior secured note, 144A, 7.875%, 02/15/20 USA USD 4,175,000 0.85 4,000,000 Hertz Corp., senior note, 8.875%, 01/01/14 USA USD 4,110,000 0.84 4,000,000 Quintiles Transnational Corp., senior note, 144A, PIK, 9.50%, 12/30/14 USA USD 4,030,000 0.82 3,500,000 Dollar General Corp., senior note, 10.625%, 07/15/15 USA USD 3,893,750 0.79

Corporate Bonds (continued)

3,000,000 Host Hotels & Resorts LP, senior note, Q, 6.75%, 06/01/16 USA USD 3,000,000 0.61 3,000,000 Chesapeake Energy Corp., senior note, 6.50%, 08/15/17 USA USD 2,955,000 0.60 2,493,486 CCH II LLC/CCH II Capital Corp., senior note, 144A, 13.50%, 11/30/16 USA USD 2,923,612 0.60 2,500,000 DaVita Inc., senior sub. note, 7.25%, 03/15/15 USA USD 2,518,750 0.51 2,200,000 Forest Oil Corp., senior note, 144A, 8.50%, 02/15/14 USA USD 2,310,000 0.47 2,250,000 Clearwire Corp., senior secured note, 144A, 12.00%, 12/01/15 USA USD 2,295,000 0.47 1,900,000 Pride International Inc., senior note, 8.50%, 06/15/19 USA USD 2,204,000 0.45 2,000,000 HCA Inc., senior secured note, 144A, 8.50%, 04/15/19 USA USD 2,165,000 0.44 2,000,000 Cablevision Systems Corp., senior note, B, 8.00%, 04/15/12 USA USD 2,125,000 0.43 2,000,000 Harrah’s Operating Escrow, senior secured note, 144A, 11.25%, 06/01/17 USA USD 2,102,500 0.43 2,500,000 Sabine Pass LNG LP, senior secured note, 7.50%, 11/30/16 USA USD 2,093,750 0.43 8,000,000 Dex Media Inc., senior disc. note, 9.00%, 11/15/13 * USA USD 2,060,000 0.42 2,000,000 Newfield Exploration Co., senior sub. note, 6.625%, 04/15/16 USA USD 2,015,000 0.41 2,000,000 Ford Motor Credit Co. LLC, senior note, 7.00%, 10/01/13 USA USD 1,998,606 0.41 2,000,000 Host Hotels & Resorts LP, senior note, O, 6.375%, 03/15/15 USA USD 1,970,000 0.40 2,000,000 First Data Corp., senior note, 9.875%, 09/24/15 USA USD 1,875,000 0.38 2,100,000 MGM MIRAGE, senior note, 6.75%, 04/01/13 USA USD 1,827,000 0.37 1,600,000 Lamar Media Corp., senior note, 9.75%, 04/01/14 USA USD 1,774,000 0.36 1,600,000 Petrohawk Energy Corp., senior note, 10.50%, 08/01/14 USA USD 1,756,000 0.36 1,700,000 FelCor Lodging Trust Inc., senior secured note, 144A, 10.00%, 10/01/14 USA USD 1,723,375 0.35 1,500,000 Plains Exploration & Production Co., senior note, 10.00%, 03/01/16 USA USD 1,650,000 0.34 1,700,000 Chesapeake Energy Corp., senior note, 6.25%, 01/15/18 USA USD 1,640,500 0.33 1,500,000 Liberty Global Inc., cvt., senior sub. note, 144A, 4.50%, 11/15/16 USA USD 1,635,000 0.33 1,600,000 JohnsonDiversey Holdings Inc., senior note, 144A, PIK, 10.50%, 05/15/20 USA USD 1,616,000 0.33 1,373,000 Dollar General Corp., senior sub. note, PIK, 11.875%, 07/15/17 USA USD 1,592,680 0.32 1,500,000 Holly Corp., senior note, 144A, 9.875%, 06/15/17 USA USD 1,586,250 0.32 1,500,000 US Oncology Inc., senior secured note, 9.125%, 08/15/17 USA USD 1,582,500 0.32 1,500,000 DISH DBS Corp., senior note, 7.875%, 09/01/19 USA USD 1,580,625 0.32 1,500,000 Delta Air Lines Inc., senior secured note, 144A, 9.50%, 09/15/14 USA USD 1,567,500 0.32 1,500,000 Navistar International Corp., senior note, 8.25%, 11/01/21 USA USD 1,545,000 0.31 1,500,000 Plains Exploration & Production Co., senior note, 7.75%, 06/15/15 USA USD 1,533,750 0.31 1,400,000 Wind Acquisition Finance SA, senior note, 144A, 11.75%, 07/15/17 ITA USD 1,529,500 0.31 1,500,000 Petrohawk Energy Corp., senior note, 7.875%, 06/01/15 USA USD 1,522,500 0.31 1,500,000 JohnsonDiversey Inc., senior note, 144A, 8.25%, 11/15/19 USA USD 1,518,750 0.31 1,500,000 SESI LLC, senior note, 6.875%, 06/01/14 USA USD 1,485,000 0.30 1,500,000 Terex Corp., senior sub. note, 8.00%, 11/15/17 USA USD 1,451,250 0.30 1,875,000 Callon Petroleum Co., senior secured note, 13.00%, 09/15/16 USA USD 1,406,250 0.29 1,500,000 Western Refining Inc., senior secured note, 144A, 11.25%, 06/15/17 USA USD 1,365,000 0.28 1,500,000 SandRidge Energy Inc., senior note, FRN, 3.915%, 04/01/14 † USA USD 1,346,300 0.27 1,300,000 Calpine Construction Finance, senior secured note, 144A, 8.00%, 06/01/16 USA USD 1,345,500 0.27 1,200,000 Mariner Energy Inc., senior note, 11.75%, 06/30/16 USA USD 1,344,000 0.27 1,400,000 HCA Inc., senior note, 6.50%, 02/15/16 USA USD 1,337,000 0.27 1,600,000 Texas Competitive Electric Holdings Co. LLC, senior note, B, 10.25%, 11/01/15 USA USD 1,304,000 0.27 1,200,000 Duke Realty LP, senior note, 7.375%, 02/15/15 USA USD 1,266,842 0.26 1,200,000 Clear Channel Worldwide Holdings Inc., senior note, 144A, 9.25%, 12/15/17 USA USD 1,242,000 0.25 1,250,000 United Rentals North America Inc., senior sub. note, 7.75%, 11/15/13 USA USD 1,175,000 0.24 1,250,000 Dynegy Holdings Inc., senior note, 7.50%, 06/01/15 USA USD 1,175,000 0.24 1,000,000 JBS USA LLC, senior note, 144A, 11.625%, 05/01/14 USA USD 1,147,500 0.23 1,000,000 Wyndham Worldwide Corp., senior note, 9.875%, 05/01/14 USA USD 1,112,662 0.23 1,000,000 Wendy’s/Arby’s Restaurant LLC, senior note, 10.00%, 07/15/16 USA USD 1,095,000 0.22 1,000,000 Forest City Enterprises Inc., cvt., senior note, 144A, 5.00%, 10/15/16 USA USD 1,092,500 0.22 1,100,000 Reliant Energy Inc., senior note, 7.875%, 06/15/17 USA USD 1,086,250 0.22 1,100,000 Expro Finance Luxembourg, senior secured note, 144A, 8.50%, 12/15/16 GBR USD 1,082,620 0.22 1,000,000 Hertz Corp., senior sub. note, 10.50%, 01/01/16 USA USD 1,072,500 0.22 1,000,000 Public Service Co. of New Mexico, senior note, 7.95%, 05/15/18 USA USD 1,048,397 0.21 1,000,000 Cablevision Systems Corp., senior note, 144A, 8.625%, 09/15/17 USA USD 1,046,250 0.21 1,000,000 SUPERVALU Inc., senior note, 8.00%, 05/01/16 USA USD 1,020,000 0.21 1,000,000 SEACOR Holdings Inc., senior note, 7.375%, 10/01/19 USA USD 1,014,088 0.21 1,000,000 Mariner Energy Inc., senior note, 7.50%, 04/15/13 USA USD 1,000,000 0.20 800,000 El Paso Corp., senior note, 12.00%, 12/12/13 USA USD 942,000 0.19 800,000 Teck Resources Ltd., senior note, 9.75%, 05/15/14 CAN USD 927,000 0.19 900,000 Antero Resources Finance, senior note, 144A, 9.375%, 12/01/17 USA USD 922,500 0.19 900,000 Advanced Micro Devices Inc., senior note, 144A, 8.125%, 12/15/17 USA USD 901,125 0.18 885,000 HCP Inc., senior note, 6.70%, 01/30/18 USA USD 864,303 0.18 800,000 SandRidge Energy Inc., senior note, 144A, 9.875%, 05/15/16 USA USD 846,000 0.17 700,000 Teck Resources Ltd., senior secured note, 10.75%, 05/15/19 CAN USD 840,000 0.17 750,000 Cequel Communications Holdings I LLC, senior note, 144A, 8.625%, 11/15/17 USA USD 761,250 0.16 700,000 Cricket Communications Inc., senior note, 9.375%, 11/01/14 USA USD 707,000 0.14 600,000 Host Hotels & Resorts LP, senior note, 144A, 9.00%, 05/15/17 USA USD 651,750 0.13 500,000 Quicksilver Resources Inc., senior note, 11.75%, 01/01/16 USA USD 570,000 0.12 500,000 Univision Communications Inc., senior secured note, 144A, 12.00%, 07/01/14 USA USD 553,750 0.11 1,000,000 iStar Financial Inc., cvt., senior note, FRN, 0.751%, 10/01/12 † USA USD 551,300 0.11 500,000 Limited Brands Inc., senior note, 144A, 8.50%, 06/15/19 USA USD 546,250 0.11 500,000 Alliance One International Inc., senior note, 144A, 10.00%, 07/15/16 USA USD 527,500 0.11 500,000 Reynolds Group Escrow, senior sec. note, 144A, 7.75%, 10/15/16 GBR USD 513,750 0.10 500,000 Talecris Biotherapeutics Holdings Corp., senior note, 144A, 7.75%, 11/15/16 USA USD 510,000 0.10 5,000,000 R.H. Donnelley Corp., senior note, A-3, 8.875%, 01/15/16 * USA USD 493,750 0.10 4,600,000 R.H. Donnelley Corp., senior note, 8.875%, 10/15/17 * USA USD 454,250 0.09 400,000 Cinemark USA Inc., senior note, 144A, 8.625%, 06/15/19 USA USD 418,000 0.09

Corporate Bonds (continued)

300,000 Bill Barrett Corp., senior note, 9.875%, 07/17/16 USA USD 321,000 0.07 300,000 Nalco Co., senior note, 144A, 8.25%, 05/15/17 USA USD 320,250 0.07 300,000 Regal Cinemas Corp., senior note, 8.625%, 07/15/19 USA USD 313,500 0.06 300,000 Clear Channel Worldwide Holdings Inc., senior note, 144A, 9.25%, 12/15/17 USA USD 307,500 0.06 2,900,000 R.H. Donnelley Corp., senior disc. note, A-1, 6.875%, 01/15/13 * USA USD 286,375 0.06 335,000 NewPage Corp., senior secured note, 10.00%, 05/01/12 USA USD 241,200 0.05 209,000 KB Home, senior note, 6.375%, 08/15/11 USA USD 210,045 0.04 248,155,693 50.50

TOTAL BONDS 248,155,693 50.50

WARRANTS

Networking Equipment

7,545 Charter Communications Inc., wts., 11/30/14 USA USD 44,893 0.01

TOTAL WARRANTS 44,893 0.01