Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q1 2013 (← Previous) (Next →)
Filing Date: Jul 8, 2013
Total Value: $4.926B (37.6% shares, 62.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| FBP | FIRST BANCORP PUERTO RICO | 50,684,485 | $316M | 6.4% | $4.40 | +1.8% | COMMON STOCK | 318672706 |
| — | EXCO RESOURCES INC | 36,778,946 | $262M | 5.3% | $6.63 | — | COMMON STOCK | 269279402 |
| — | CHARTER COMMUNICATION-A | 2,000,000 | $208M | 4.2% | $63.45 | — | COMMON STOCK | 16117M305 |
| — | DELPHI AUTOMOTIVE PLC | 4,000,000 | $178M | 3.6% | $31.59 | — | COMMON STOCK | G27823106 |
| — | DYNEGY INC | 7,224,407 | $173M | 3.5% | $19.13 | — | COMMON STOCK | 26817R108 |
| — | COBALT INTL ENERGY INC | 133,500,000 | $149M | 3.0% | $1.08 | — | CV SR UNSEC NT | 19075FAA4 |
| — | OMNICARE INC | 106,810,000 | $119M | 2.4% | $0.94 | — | CV SR SUB NT CPDI PNC | 681904AP3 |
| — | SANDISK CORP | 86,930,000 | $112M | 2.3% | $1.17 | — | CV SR UNSEC NT | 80004CAD3 |
| — | BROOKDALE SENIOR LIVING | 74,520,000 | $91.5M | 1.9% | $0.99 | — | CV SR UNSEC NT | 112463AA2 |
| — | MGM RESORTS INTL | 73,365,000 | $79.8M | 1.6% | $1.08 | — | CV SR UNSEC NT | 55303QAE0 |
| — | FOREST CITY ENTERPRISES | 67,671,000 | $75.56M | 1.5% | $1.06 | — | CV SR UNSEC NT PNC | 345550AP2 |
| — | ON SEMICONDUCTOR CORP | 60,945,000 | $69.16M | 1.4% | $1.16 | — | CV SR SUB NT SER-B | 682189AH8 |
| — | CEMEX SAB DE CV | 52,171,000 | $64.43M | 1.3% | $0.95 | — | CV SUB NT | 151290AV5 |
| — | PRICELINE.COM INC | 54,075,000 | $59.92M | 1.2% | $1.11 | — | CV SR UNSEC NT | 741503AQ9 |
| — | GENESEE & WYOMING INC | 462,500 | $59.69M | 1.2% | $116.08 | — | 50 CV MAND PFD EQUITY UNITS | 371559204 |
| — | ROYAL GOLD INC | 55,185,000 | $58.53M | 1.2% | $1.15 | — | CV SR UNSEC NT PNC | 780287AA6 |
| — | MENTOR GRAPHICS CORP | 48,556,000 | $57.33M | 1.2% | $1.08 | — | CV SUB UNSEC NT | 587200AK2 |
| — | HELIX ENERGY SOLUTIONS | 45,892,000 | $56.44M | 1.1% | $1.07 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | INTEGRA LIFESCIENCES HLD | 52,388,000 | $53.86M | 1.1% | $1.03 | — | CV SR UNSEC NT | 457985AK5 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 2,570,000 | $53.84M | 1.1% | $20.95 | — | MAND 60 CV SR SUB NT | L0302D178 |
| — | HOLOGIC INC | 50,575,000 | $53.27M | 1.1% | $0.95 | — | CV | 436440AC5 |
| — | UNITED THERAPEUTICS CORP | 37,610,000 | $51.68M | 1.0% | $1.37 | — | CV SR UNSEC NT | 91307CAF9 |
| — | REDWOOD TRUST INC | 43,500,000 | $48.22M | 1.0% | $1.11 | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | NAVISTAR INTL CORP | 46,534,000 | $47.78M | 1.0% | $1.04 | — | CV SR SUB NT | 63934EAL2 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 40,700,000 | $46.89M | 1.0% | $1.08 | — | CV SR UNSEC NT | 874054AC3 |
| — | RTI INTERNATIONAL METALS | 38,975,000 | $45.44M | 0.9% | $1.04 | — | CV SR UNSEC NT | 74973WAA5 |
| — | VOLCANO CORP | 45,075,000 | $44.82M | 0.9% | $1.01 | — | CV SR UNSEC NT | 928645AB6 |
| — | CRIMSON EXPLORATION INC | 15,524,819 | $44.4M | 0.9% | $4.15 | — | COMMON STOCK | 22662K207 |
| — | ALERE INC | 185,800 | $44.22M | 0.9% | $238.00 | — | 30 CV CUM PFD PERP SER B | 01449J204 |
| — | UNITED TECHNOLOGIES CORP | 689,950 | $41.29M | 0.8% | $56.15 | — | 7.500 CV MAND PFD EQUITY UNITS | 913017117 |
| — | GROUP 1 AUTOMOTIVE INC | 35,252,000 | $41.05M | 0.8% | $1.13 | — | CV SR UNSEC NT (PNC) | 398905AE9 |
| — | MGIC INVESTMENT CORP | 40,500,000 | $40.79M | 0.8% | $1.01 | — | CV SR UNSEC NT | 552848AE3 |
| — | INTEL CORP | 33,500,000 | $40.46M | 0.8% | $1.21 | — | CV JR SUB NT PNC CPDI | 458140AF7 |
| — | CAESARS ENTERTAINMENT CORP | 2,537,957 | $40.25M | 0.8% | $14.74 | — | COMMON STOCK | 127686103 |
| — | HOLOGIC INC | 32,179,000 | $38.96M | 0.8% | $1.18 | — | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 |
| — | MICRON TECHNOLOGY INC | 33,135,000 | $38.54M | 0.8% | $0.91 | — | CV SR UNSEC NT 2031A PNC | 595112AQ6 |
| — | INTEL CORP | 35,725,000 | $37.98M | 0.8% | $1.06 | — | CV JR SUB NT CPDI PNC | 458140AD2 |
| — | STILLWATER MINING COMPANY | 31,500,000 | $37.48M | 0.8% | $1.17 | — | CV SR UNSEC NT | 86074QAL6 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,750,000 | $37.43M | 0.8% | $12.16 | -19.5% | COMMON STOCK | 928298108 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,490 | $36.96M | 0.8% | $7.77 | — | COMMON STOCK | 018606301 |
| — | OLD REPUBLIC INTL CORP | 32,323,000 | $36.55M | 0.7% | $0.97 | — | CV SR UNSEC NT | 680223AH7 |
| — | WALTER INVESTMENT MGMT | 32,000,000 | $34.55M | 0.7% | $1.06 | — | CV SR SUB NT | 93317WAA0 |
| — | LAM RESEARCH CORP | 31,794,000 | $34.09M | 0.7% | $1.00 | — | CV SR UNSEC NT SER B | 512807AL2 |
| — | MERITAGE HOMES CORP | 28,250,000 | $32.03M | 0.7% | $1.05 | — | CV SR UNSEC NT | 59001AAR3 |
| — | RADIAN GROUP INC | 26,250,000 | $31.67M | 0.6% | $1.21 | — | CV SR UNSEC NT PNC | 750236AN1 |
| — | BPZ RESOURCES INC | 36,320,000 | $31.48M | 0.6% | $0.90 | — | CV SR UNSEC NT PNC | 055639AB4 |
| — | CHART INDUSTRIES INC | 22,943,000 | $31.39M | 0.6% | $1.28 | — | CV SR SUB NT | 16115QAC4 |
| — | KB HOME | 26,000,000 | $28.81M | 0.6% | $1.11 | — | CV SR UNSEC NT | 48666KAS8 |
| GTY | GETTY REALTY CORP | 1,422,221 | $28.74M | 0.6% | $19.07 | — | COMMON STOCK REIT | 374297109 |
| — | AMTRUST FINANCIAL SERVICES INC | 20,097,000 | $28.69M | 0.6% | $1.43 | — | CV SR UNSEC NT | 032359AC5 |
| — | DFC GLOBAL CORP | 26,190,000 | $28.6M | 0.6% | $1.19 | — | CV SR UNSEC NT | 256664AC7 |
| — | XPO LOGISTICS INC | 23,780,000 | $28.41M | 0.6% | $1.19 | — | CV SR UNSEC NT PNC | 983793AA8 |
| — | WABASH NATIONAL CORP | 22,300,000 | $27.43M | 0.6% | $0.97 | — | CV SR UNSEC NT | 929566AH0 |
| — | APOLLO GLOBAL MANAGEMENT - A | 1,250,000 | $27.05M | 0.5% | $16.08 | — | COMMON STOCK | 037612306 |
| — | THERAVANCE INC | 24,500,000 | $26.95M | 0.5% | $1.10 | — | CV SUB NT | 88338TAB0 |
| — | AK STEEL CORP | 28,210,000 | $26.79M | 0.5% | $1.11 | — | EXCH SR UNSEC NT | 001546AP5 |
| — | SAFEWAY INC | 1,000,000 | $26.35M | 0.5% | $20.21 | — | COMMON STOCK | 786514208 |
| — | BOTTOMLINE TECHNOLOGIES | 22,000,000 | $25.89M | 0.5% | $1.11 | — | CV SR UNSEC NT | 101388AA4 |
| — | VECTOR GROUP LTD | 22,000,000 | $25.76M | 0.5% | $1.10 | — | CV SR UNSEC VARIABLE NT CPDI | 92240MAY4 |
| NRG | NRG ENERGY INC | 912,000 | $24.16M | 0.5% | $22.99 | -20.0% | COMMON STOCK | 629377508 |
| — | EPR PROPERTIES | 1,037,821 | $23.84M | 0.5% | $21.95 | — | 5.750 CV PERP PFD SER-C REIT PNC | 26884U208 |
| — | IXIA | 17,927,000 | $23.79M | 0.5% | $1.04 | — | CV SR UNSEC NT | 45071RAB5 |
| — | STANDARD PACIFIC CORP | 18,033,000 | $23.26M | 0.5% | $1.11 | — | CV SR UNSEC NT | 85375CBC4 |
| — | ENDO HEALTH SOLUTIONS IN | 19,360,000 | $23.18M | 0.5% | $1.20 | — | CV SR SUB NT | 29264FAB2 |
| MTG | MGIC INVESTMENT CORP | 4,500,000 | $22.27M | 0.5% | $3.48 | 0.0% | COMMON STOCK | 552848103 |
| — | GREENBRIER COS INC | 21,500,000 | $21.98M | 0.4% | $0.91 | — | CV SR UNSEC NT | 393657AH4 |
| — | INSULET CORPORATION | 17,741,000 | $21.08M | 0.4% | $1.07 | — | CV SR UNSEC NT PNC | 45784PAC5 |
| — | BGC PARTNERS INC | 21,276,000 | $21.05M | 0.4% | $0.94 | — | CV SR UNSEC NT | 05541TAD3 |
| — | STERLITE INDUSTRIES LTD | 21,403,000 | $21.01M | 0.4% | $0.94 | — | CV SR UNSEC NT PNC | 859737AB4 |
| — | MGIC INVESTMENT CORP | 20,935,000 | $20.82M | 0.4% | $0.90 | — | CV SR UNSEC NT | 552848AD5 |
| — | MICRON TECHNOLOGY INC | 17,460,000 | $20.5M | 0.4% | $0.91 | — | CV SR UNSEC NT 2031B PNC | 595112AR4 |
| AIG | AMERICAN INTERNATIONAL GROUP | 525,000 | $20.38M | 0.4% | $35.30 | -19.2% | COMMON STOCK | 026874784 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,000,000 | $20.29M | 0.4% | $23.83 | — | COMMON STOCK NEW | 52729N308 |
| — | HANWHA SOLARONE CO LTD | 22,560,000 | $20.12M | 0.4% | $0.73 | — | CV SR UNSEC NT | 83415UAB4 |
| — | AAR CORP | 20,115,000 | $19.6M | 0.4% | $0.96 | — | CV SR UNSEC NT | 000361AM7 |
| — | GENERAL MOTORS CO | 427,400 | $18.35M | 0.4% | $41.93 | — | 4.750 MAND CV SER-B JR PFD | 37045V209 |
| — | CIT GROUP INC | 405,979 | $17.65M | 0.4% | $41.24 | — | COMMON STOCK | 125581801 |
| — | NUVASIVE INC | 18,000,000 | $17.53M | 0.4% | $0.87 | — | CV SR UNSEC NT | 670704AC9 |
| — | WEBMD HEALTH CORP | 18,943,000 | $17.5M | 0.4% | $0.88 | — | CV SR UNSEC NT | 94770VAF9 |
| — | DRYSHIPS INC | 20,000,000 | $17.18M | 0.3% | $0.86 | — | CV SR UNSEC NT | 262498AB4 |
| — | LIFEPOINT HOSPITALS INC | 15,592,000 | $17.11M | 0.3% | $1.05 | — | CV SR SUB NT | 53219LAH2 |
| — | LAM RESEARCH CORP | 16,250,000 | $16.59M | 0.3% | $0.99 | — | CV SR UNSEC NT | 512807AJ7 |
| — | OMNICARE INC | 15,815,000 | $15.94M | 0.3% | $0.93 | — | CV SR UNSEC NT SER-OCR CPDI | 681904AL2 |
| — | CHIQUITA BRANDS INTL | 17,183,000 | $15.6M | 0.3% | $0.88 | — | CV SR UNSEC NT PNC | 170032AT3 |
| — | PULSE ELECTRONICS CORP | 38,446,588 | $15.57M | 0.3% | $0.33 | — | COMMON STOCK | 74586W106 |
| — | SUNPOWER CORP | 15,252,000 | $15.42M | 0.3% | $0.95 | — | CV SR UNSEC NT | 867652AE9 |
| — | PROVIDENCE SERVICE CORP | 14,537,000 | $14.82M | 0.3% | $1.00 | — | CV SR SUB NT | 743815AB8 |
| — | TTM TECHNOLOGIES | 14,643,000 | $14.65M | 0.3% | $1.03 | — | CV SR UNSEC NT | 87305RAC3 |
| — | TMS INTERNATIONAL CORP-A | 1,095,000 | $14.45M | 0.3% | $12.52 | — | COMMON STOCK | 87261Q103 |
| — | ADVANCED MICRO DEVICES | 14,401,000 | $14.36M | 0.3% | $1.01 | — | CV SR UNSEC NT | 007903AL1 |
| — | ORBOTECH LTD | 1,400,000 | $14.11M | 0.3% | $8.53 | — | COMMON STOCK | M75253100 |
| — | ANNALY CAPITAL MGMT | 13,180,000 | $13.71M | 0.3% | $1.00 | — | CV SR UNSEC NT | 035710AB8 |
| — | CUMULUS MEDIA INC-CL A | 3,985,983 | $13.43M | 0.3% | $3.49 | — | COMMON STOCK | 231082108 |
| — | PHOTRONICS INC | 12,541,000 | $13.13M | 0.3% | $1.00 | — | CV SR UNSEC NT | 719405AH5 |
| — | PROSPECT CAPITAL CORP | 12,272,000 | $13.1M | 0.3% | $0.98 | — | CV SR UNSEC NT | 74348TAD4 |
| — | GENERAL CABLE CORP | 12,905,000 | $12.9M | 0.3% | $0.98 | — | CV SR UNSEC NT | 369300AD0 |
| — | GREEN PLAINS RENEWABLE ENERGY | 11,474,000 | $12.84M | 0.3% | $0.92 | — | CV SR UNSEC NT PNC | 393222AB0 |
| — | JEFFERIES GROUP LLC | 11,850,000 | $12.21M | 0.2% | $1.00 | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | AUXILIUM PHARMACEUTICALS | 11,500,000 | $11.6M | 0.2% | $1.01 | — | CV SR UNSEC NT | 05334DAA5 |
| — | CHESAPEAKE ENERGY CORP | 12,000,000 | $11.59M | 0.2% | $0.94 | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| — | ALCATEL-LUCENT USA INC | 11,818,000 | $11.35M | 0.2% | $0.85 | — | CV SR UNSEC NT SER A 2.750 MULTI-CPN PNC | 549463AG2 |
| — | ARCELORMITTAL | 11,000,000 | $11.34M | 0.2% | $1.06 | — | CV SR UNSEC NT | 03938LAK0 |
| FCNCA | FIRST CITIZENS BCSHS -CL A | 62,000 | $10.87M | 0.2% | $155.32 | +8.0% | COMMON STOCK CLASS A | 31946M103 |
| — | HOME INNS HTL MNGMT INC | 11,974,000 | $10.85M | 0.2% | $0.89 | — | CV SR UNSEC NT | 43713WAB3 |
| — | RAIT FINANCIAL TRUST | 8,500,000 | $10.82M | 0.2% | $0.88 | — | CV SR UNSEC NT REIT | 749227AA2 |
| — | RF MICRO DEVICES INC | 10,500,000 | $10.63M | 0.2% | $0.99 | — | CV SUB NT | 749941AJ9 |
| — | MICRON TECHNOLOGY INC | 10,000,000 | $10.62M | 0.2% | $1.00 | — | CV SR UNSEC NT (EXCH) | 595112AK9 |
| — | CAPITAL BANK FINANCIAL-CL A | 616,949 | $10.57M | 0.2% | $17.13 | — | COMMON STOCK | 139794101 |
| — | GOODRICH PETROLEUM CORP | 10,454,000 | $10.45M | 0.2% | $0.97 | — | CV SR UNSEC NT | 382410AC2 |
| — | RAMBUS INC | 10,000,000 | $10.17M | 0.2% | $1.00 | — | CV SR UNSEC NT PNC | 750917AC0 |
| — | COMMONWEALTH REIT | 411,829 | $9.855M | 0.2% | $23.05 | — | 6.50 CV PERP PFD SER-D REIT | 203233408 |
| — | MERITOR INC | 12,000,000 | $9.775M | 0.2% | $0.81 | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | SUNPOWER CORP | 9,688,000 | $9.748M | 0.2% | $0.92 | — | CV SR UNSEC NT | 867652AC3 |
| — | ELECTRONIC ARTS INC | 10,000,000 | $9.736M | 0.2% | $0.92 | — | CV SR UNSEC NT | 285512AA7 |
| — | ALERE INC | 9,794,000 | $9.695M | 0.2% | $0.95 | — | CV SR SUB NT | 01449JAA3 |
| VALE | CIA Vale Do Rio | 460,356 | $9.649M | 0.2% | $21.93 | — | Vale S.A. | 91912E105 |
| — | BRISTOW GROUP INC | 8,310,000 | $9.573M | 0.2% | $1.15 | — | CV SR UNSEC NT | 110394AC7 |
| — | AFFYMETRIX INC | 9,150,000 | $9.556M | 0.2% | $1.04 | — | CV SR UNSEC NT PNC | 00826TAH1 |
| — | CHESAPEAKE ENERGY CORP | 9,000,000 | $9.021M | 0.2% | $0.99 | — | CV SR UNSEC NT CPDI | 165167BW6 |
| — | ALLIANCE ONE INTL INC | 8,876,000 | $8.963M | 0.2% | $0.98 | — | CV SR SUB NT | 018772AQ6 |
| — | RADIAN GROUP INC | 7,430,000 | $8.955M | 0.2% | $0.69 | — | CV SR UNSEC NT | 750236AK7 |
| — | AV HOMES INC | 8,835,000 | $8.915M | 0.2% | $1.00 | — | CV SR UNSEC NT | 053494AG5 |
| — | GOLDCORP INC | 8,078,000 | $8.453M | 0.2% | $1.21 | — | CV SR UNSEC NT | 380956AB8 |
| — | DENDREON CORP | 10,250,000 | $8.2M | 0.2% | $0.80 | — | CV SR UNSEC NT | 24823QAC1 |
| — | LINEAR TECHNOLOGY CORP | 7,590,000 | $8.161M | 0.2% | $1.07 | — | CV SR UNSEC NT CPDI TRANCHE A | 535678AC0 |
| — | MCMORAN EXPLORATION CO | 7,500,000 | $7.942M | 0.2% | $1.06 | — | CV SR UNSEC NT PNC | 582411AM6 |
| — | Qihoo 360 Technology Co Ltd | 257,900 | $7.657M | 0.2% | $29.69 | — | Qihoo 360 Technology Co Ltd | 74734M109 |
| — | AAR CORP | 7,719,000 | $7.614M | 0.2% | $0.94 | — | CV SR UNSEC NT | 000361AK1 |
| — | EXIDE TECHNOLOGIES | 7,500,000 | $7.093M | 0.1% | $0.89 | — | CV SR SUB FRN | 302051AL1 |
| — | INTERMUNE INC | 7,992,000 | $6.645M | 0.1% | $0.81 | — | CV SR UNSEC NT PNC | 45884XAE3 |
| — | NOVAGOLD RESOURCES INC | 6,350,000 | $6.413M | 0.1% | $1.01 | — | CV SR UNSEC NT | 66987EAA5 |
| — | ARES CAPITAL CORP | 6,000,000 | $6.37M | 0.1% | $1.06 | — | CV SR UNSEC NT | 04010LAG8 |
| — | ALPHA NATURAL RESOURCES | 6,640,000 | $6.364M | 0.1% | $0.94 | — | CV SR UNSEC NT | 02076XAA0 |
| — | CIENA CORP | 7,000,000 | $6.341M | 0.1% | $0.86 | — | CV SR UNSEC NT | 171779AE1 |
| — | Telecomunicacoes de Sao Paulo S.A. | 257,500 | $6.195M | 0.1% | $22.15 | — | TELEF BRASIL | 87936R106 |
| PBR | Petrobras | 315,855 | $6.15M | 0.1% | $20.61 | — | PETROLEO BRASILEIRO SA SPONSORED ADR | 71654V408 |
| — | LEAP WIRELESS INTL INC | 6,000,000 | $6.127M | 0.1% | $1.02 | — | CV SR UNSEC NT | 521863AL4 |
| — | HORSEHEAD HOLDING CORP | 5,976,000 | $6.038M | 0.1% | $0.95 | — | CV SR UNSEC NT | 440694AB3 |
| — | KNIGHT CAPITAL GROUP INC | 6,000,000 | $6.013M | 0.1% | $0.96 | — | CV SR SUB NT | 499005AE6 |
| — | Cia Brasileira de Distribuicao Grupo Pao | 133,138 | $5.91M | 0.1% | $44.60 | — | Cia Brasileira de Distribuicao Grupo Pao | 20440T201 |
| — | Goldcorp Inc | 158,810 | $5.828M | 0.1% | $45.06 | — | Goldcorp Inc | 380956409 |
| — | INTEROIL CORP | 5,900,000 | $5.775M | 0.1% | $0.98 | — | CV SR UNSEC NT PNC | 460951AC0 |
| — | DOLLAR FINANCIAL CORP | 5,630,000 | $5.609M | 0.1% | $1.00 | — | CV SR UNSEC NT | 256664AB9 |
| — | STEWART ENTERPRISES | 5,285,000 | $5.583M | 0.1% | $1.00 | — | CV SR UNSEC NT | 860370AH8 |
| BVN | Buenaventura | 149,050 | $5.358M | 0.1% | $40.24 | — | COMPANIA DE MINAS BUEN SPON ADR SER B | 204448104 |
| — | FIVE STAR QUALITY CARE INC | 5,300,000 | $5.35M | 0.1% | $0.95 | — | CV SR UNSECD NT | 33832DAB2 |
| — | SANDISK CORP | 5,070,000 | $5.079M | 0.1% | $1.00 | — | CV SR UNSEC NT | 80004CAC5 |
| UMC | United Micro Elect. | 2,520,221 | $5.015M | 0.1% | $2.43 | — | UNITED MICROELECTRONCS SPONSORED ADR | 910873405 |
| — | JAKKS PACIFIC INC | 5,000,000 | $4.999M | 0.1% | $1.00 | — | CV SR UNSEC NT | 47012EAD8 |
| MLCO | Melco PBL Entertainment | 292,530 | $4.926M | 0.1% | $13.49 | — | Melco PBL Entertainment | 585464100 |
| — | MORGANS HOTEL GROUP CO | 5,177,000 | $4.921M | 0.1% | $0.95 | — | CV SR SUB NT | 61748WAB4 |
| — | HOLOGIC INC | 4,500,000 | $4.731M | 0.1% | $1.05 | — | CV SR UNSEC NT MULTI-CPN | 436440AG6 |
| — | NUANCE COMMUNICATIONS | 4,500,000 | $4.663M | 0.1% | $1.09 | — | CV SR UNSEC NT | 67020YAF7 |
| — | HEADWATERS INC | 4,346,000 | $4.618M | 0.1% | $1.04 | — | CV SR SUB NT | 42210PAR3 |
| — | ALPHA APPALACHIA HOLDING | 4,553,000 | $4.418M | 0.1% | $0.97 | — | CV SR UNSEC NT | 576203AJ2 |
| — | Grupo Financiero Santander Mex | 272,800 | $4.414M | 0.1% | $16.18 | — | Grupo Financiero Santander Mex | 40053C105 |
| — | GENCO SHIPPING & TRADING LTD | 1,512,532 | $4.356M | 0.1% | $6.36 | — | COMMON STOCK | Y2685T107 |
| — | WSP HOLDINGS LTD-ADR | 1,408,800 | $4.353M | 0.1% | $1.93 | — | COMMON STOCK | 92934F203 |
| — | GT ADV TECHNOLOGIES INC | 5,500,000 | $4.293M | 0.1% | $0.77 | — | CV SR UNSEC NT | 36191UAA4 |
| ARCO | Arcos Dorados Holdings Inc | 342,900 | $4.101M | 0.1% | $11.96 | -8.6% | Arcos Dorados Holdings Inc | G0457F107 |
| — | MOLYCORP INC | 6,550,000 | $4.084M | 0.1% | $0.70 | — | CV SR UNSEC NT | 608753AA7 |
| — | JAMES RIVER COAL COMPANY | 10,850,000 | $3.664M | 0.1% | $0.43 | — | CV SR UNSEC NT | 470355AF5 |
| CIG | Companhia Energetica | 335,944 | $3.648M | 0.1% | $12.12 | — | Companhia Energetica ADR | 204409601 |
| — | EPR PROPERTIES | 107,500 | $3.487M | 0.1% | $29.65 | — | 90 CV PERP PFD SER-E REIT PNC | 26884U307 |
| — | PHH CORP | 3,000,000 | $3.331M | 0.1% | $0.97 | — | CV SR UNSEC NT | 693320AN3 |
| — | FURNITURE BRANDS INTL INC | 2,600,000 | $2.6M | 0.1% | $1.68 | — | COMMON STOCK | 360921100 |
| PLPC | PREFORMED LINE PRODUCTS CO | 35,547 | $2.487M | 0.1% | $67.76 | 0.0% | COMMON STOCK | 740444104 |
| — | MOLINA HEALTHCARE INC | 2,090,000 | $2.48M | 0.1% | $1.10 | — | CV SR UNSEC NT | 60855RAA8 |
| — | CEMEX SAB DE CV | 1,625,000 | $2.16M | 0.0% | $0.90 | — | CV SUB NT | 151290BB8 |
| — | APOLLO INVESTMENT CORP | 1,953,000 | $2.078M | 0.0% | $1.00 | — | CV SR UNSEC NT | 03761UAE6 |
| — | JAMES RIVER COAL COMPANY | 9,345,000 | $1.936M | 0.0% | $0.29 | — | CV SR UNSEC NT | 470355AH1 |
| — | ARES CAPITAL CORP | 1,735,000 | $1.897M | 0.0% | $1.09 | — | CV SR UNSEC NT | 04010LAB9 |
| — | HAWAIIAN HOLDINGS INC | 1,250,000 | $1.353M | 0.0% | $1.08 | — | CV SR UNSEC NT | 419879AD3 |
| — | AFFILIATED MANAGERS GROU | 1,062,000 | $1.323M | 0.0% | $1.10 | — | CV SR UNSEC NT | 008252AL2 |
| — | LEUCADIA NATL CORP | 977,000 | $1.276M | 0.0% | $1.12 | — | CV SR SUB NT | 527288AX2 |
| — | JINKOSOLAR HOLDING CO LT | 1,653,000 | $1.037M | 0.0% | $0.63 | — | CV SR UNSEC NT 144A | 47759TAA8 |
| HDB | HDFC Bank Limited | 23,573 | $960K | 0.0% | $34.43 | — | HDFC Bank Ltd. ADR | 40415F101 |
| ITUB | Banco Itau | 46,268 | $762K | 0.0% | $14.34 | — | Itau Unibanco Holding SA | 465562106 |
| — | MOLYCORP INC | 1,000,000 | $720K | 0.0% | $0.72 | — | CV SR UNSEC NT PNC | 608753AF6 |
| PKX | Posco | 8,625 | $709K | 0.0% | $81.34 | — | Posco | 693483109 |
| — | Compania De Bebidas Das Ame (AMBEV) | 16,448 | $691K | 0.0% | $38.85 | — | COMPANHIA DE BEBIDAS SPON ADR PFD | 20441W203 |
| TV | Televisa | 23,900 | $635K | 0.0% | $26.57 | — | GRUPO TELEVISA SA DE SPN ADR REPORD | 40049J206 |
| TX | Ternium SA | 25,900 | $610K | 0.0% | $19.67 | — | Ternium SA-Sponsored ADR | 880890108 |
| CX | Cemex SA-Sponsored ADR | 61,600 | $608K | 0.0% | $9.87 | — | Cemex SA-Sponsored ADR | 151290889 |
| SCCO | Southern Copper Corp | 16,014 | $606K | 0.0% | $32.84 | -25.5% | Southern Copper Corp | 84265V105 |
| TSM | Taiwan Semi. | 35,070 | $602K | 0.0% | $14.40 | — | TAIWAN SEMICONDUCTOR SPONSORED ADR | 874039100 |
| — | Mobile Telesystems | 29,381 | $548K | 0.0% | $17.66 | — | Mobile Telesystems OJSC | 607409109 |
| SQM | Sociedad Quimica y Minera de Chile | 9,061 | $522K | 0.0% | $56.61 | — | Sociedad Quimica y Minera de Chi | 833635105 |
| — | ON SEMICONDUCTOR CORP | 370,000 | $386K | 0.0% | $1.02 | — | CV SR SUB NT | 682189AG0 |