Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q4 2012 (← Previous) (Next →)
Filing Date: Jul 8, 2013
Total Value: $5.443B (45.8% shares, 54.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CHARTER COMMUNICATION- | 12,147,369 | $926M | 17.0% | $76.24 | — | — | COMMON STOCK | 16117M305 |
| — | EXCO RESOURCES INC | 36,778,946 | $249M | 4.6% | $6.77 | — | — | COMMON STOCK | 269279402 |
| — | DELPHI AUTOMOTIVE PLC | 6,400,728 | $245M | 4.5% | $38.25 | — | — | COMMON STOCK | G27823106 |
| FBP | FIRST BANCORP PUERTO R | 50,684,485 | $232M | 4.3% | $4.58 | — | — | COMMON STOCK | 318672706 |
| — | CIT GROUP INC | 3,780,553 | $146M | 2.7% | $38.64 | — | — | COMMON STOCK | 125581801 |
| — | DYNEGY INC | 7,224,407 | $138M | 2.5% | $19.13 | — | — | COMMON STOCK | 26817R108 |
| — | OMNICARE INC | 99,510,000 | $101M | 1.9% | $1.02 | — | — | CV SR SUB NT CPDI PNC | 681904AP3 |
| — | SANDISK CORP | 86,730,000 | $101M | 1.9% | $1.16 | — | — | CV SR UNSEC NT | 80004CAD3 |
| — | CEMEX SAB DE CV | 90,176,000 | $98.52M | 1.8% | $1.09 | — | — | CV SUB NT | 151290AV5 |
| — | BROOKDALE SENIOR LIVIN | 83,100,000 | $96.86M | 1.8% | $1.17 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | NUANCE COMMUNICATIONS | 70,070,000 | $76.63M | 1.4% | $1.09 | — | — | CV SR UNSEC NT | 67020YAF7 |
| — | FOREST CITY ENTERPRISE | 65,671,000 | $69.53M | 1.3% | $1.06 | — | — | CV SR UNSEC NT PNC | 345550AP2 |
| — | GENERAL MOTORS CO | 1,427,400 | $62.99M | 1.2% | $44.13 | — | — | 4.75% MAND CV SER-B JR | 37045V209 |
| — | HELIX ENERGY SOLUTIONS | 53,350,000 | $62.93M | 1.2% | $1.18 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | VERISIGN INC | 47,500,000 | $60.46M | 1.1% | $1.27 | — | — | CV JR SUB NT PNC CPDI | 92343EAD4 |
| — | CEMEX SAB DE CV | 51,375,000 | $58.41M | 1.1% | $1.14 | — | — | CV SUB NT | 151290BB8 |
| — | MENTOR GRAPHICS CORP | 47,556,000 | $56.13M | 1.0% | $1.18 | — | — | CV SUB UNSEC NT | 587200AK2 |
| — | STILLWATER MINING COMP | 48,000,000 | $56.04M | 1.0% | $1.17 | — | — | CV SR UNSEC NT | 86074QAL6 |
| — | INTEGRA LIFESCIENCES H | 54,788,000 | $55.44M | 1.0% | $1.01 | — | — | CV SR UNSEC NT | 457985AK5 |
| — | HOLOGIC INC | 48,679,000 | $54.55M | 1.0% | $1.12 | — | — | CV SR UNSEC NT SER-201 | 436440AB7 |
| — | US STEEL CORP | 50,070,000 | $54.13M | 1.0% | $1.08 | — | — | CV SR UNSEC NT | 912909AE8 |
| — | HOLOGIC INC | 54,575,000 | $54.09M | 1.0% | $0.99 | — | — | CV SR UNSEC NT 2% MULT | 436440AC5 |
| — | VOLCANO CORP | 52,350,000 | $53.09M | 1.0% | $1.01 | — | — | CV SR UNSEC NT | 928645AB6 |
| — | STANDARD PACIFIC CORP | 44,283,000 | $51.68M | 0.9% | $1.17 | — | — | CV SR UNSEC NT | 85375CBC4 |
| — | COBALT INTL ENERGY INC | 50,000,000 | $50.26M | 0.9% | $1.01 | — | — | CV SR UNSEC NT | 19075FAA4 |
| — | MICRON TECHNOLOGY INC | 50,100,000 | $46.79M | 0.9% | $0.93 | — | — | CV SR UNSEC NT 2031A P | 595112AQ6 |
| — | ROYAL GOLD INC | 39,185,000 | $43.76M | 0.8% | $1.12 | — | — | CV SR UNSEC NT PNC | 780287AA6 |
| — | CRIMSON EXPLORATION IN | 15,524,818 | $42.54M | 0.8% | $2.74 | — | — | COMMON STOCK | 22662K207 |
| — | RTI INTERNATIONAL META | 36,975,000 | $40.51M | 0.7% | $1.10 | — | — | CV SR UNSEC NT | 74973WAA5 |
| — | ON SEMICONDUCTOR CORP | 37,445,000 | $40.05M | 0.7% | $1.07 | — | — | CV SR SUB NT SER-B | 682189AH8 |
| — | MOLINA HEALTHCARE INC | 32,840,000 | $38.3M | 0.7% | $1.17 | — | — | CV SR UNSEC NT | 60855RAA8 |
| — | UNITED TECHNOLOGIES CO | 679,950 | $37.88M | 0.7% | $55.71 | — | — | 7.50% CV MAND PFD EQUI | 913017117 |
| — | GENESEE & WYOMING INC | 340,000 | $37.88M | 0.7% | $111.41 | — | — | 5% CV MAND PFD EQUITY | 371559204 |
| — | CHART INDUSTRIES INC | 29,943,000 | $37.09M | 0.7% | $1.24 | — | — | CV SR SUB NT | 16115QAC4 |
| — | OLD REPUBLIC INTL CORP | 31,823,000 | $33.44M | 0.6% | $1.05 | — | — | CV SR UNSEC NT | 680223AH7 |
| — | GROUP 1 AUTOMOTIVE INC | 27,752,000 | $32.78M | 0.6% | $1.18 | — | — | CV SR UNSEC NT (PNC) | 398905AE9 |
| — | OMNICARE CAP TRUST II | 677,760 | $32.58M | 0.6% | $48.07 | — | — | 4% CV PFD SER-B CPDI | 68214Q200 |
| — | AK STEEL CORP | 29,210,000 | $32.37M | 0.6% | $1.11 | — | — | EXCH SR UNSEC NT | 001546AP5 |
| — | ANNALY CAPITAL MGMT | 30,250,000 | $30.71M | 0.6% | $1.02 | — | — | CV SR UNSEC NT | 035710AB8 |
| — | MGM RESORTS INTL | 28,865,000 | $30.68M | 0.6% | $1.06 | — | — | CV SR UNSEC NT | 55303QAE0 |
| — | BPZ RESOURCES INC | 37,220,000 | $30.61M | 0.6% | $0.82 | — | — | CV SR UNSEC NT PNC | 055639AB4 |
| — | LAM RESEARCH CORP | 29,794,000 | $29.63M | 0.5% | $0.99 | — | — | CV SR UNSEC NT | 512807AL2 |
| VSH | VISHAY INTERTECHNOLOGY | 2,750,000 | $29.23M | 0.5% | $10.63 | — | — | COMMON STOCK | 928298108 |
| — | NOVELLUS SYSTEMS INC | 23,250,000 | $29.02M | 0.5% | $1.25 | — | — | CV SR UNSEC NT CPDI (L | 670008AD3 |
| — | DFC GLOBAL CORP | 25,190,000 | $28.64M | 0.5% | $1.14 | — | — | CV SR UNSEC NT | 256664AC7 |
| — | COMTECH TELECOMMUNICAT | 27,920,000 | $28.64M | 0.5% | $1.03 | — | — | CV SR UNSEC NT | 205826AF7 |
| — | WALTER INVESTMENT MGMT | 25,500,000 | $26.98M | 0.5% | $1.06 | — | — | CV SR SUB NT | 93317WAA0 |
| — | MICRON TECHNOLOGY INC | 28,054,000 | $25.94M | 0.5% | $0.92 | — | — | CV SR UNSEC NT (EXCH) | 595112AK9 |
| — | STEEL DYNAMICS INC | 23,538,000 | $25.69M | 0.5% | $1.09 | — | — | CV SR UNSEC NT PNC | 858119AP5 |
| GTY | GETTY REALTY CORP | 1,422,221 | $25.68M | 0.5% | $18.06 | — | — | COMMON STOCK REIT | 374297109 |
| — | BROADSOFT INC | 22,865,000 | $25.25M | 0.5% | $1.10 | — | — | CV SR UNSEC NT PNC | 11133BAB8 |
| — | BOTTOMLINE TECHNOLOGIE | 22,500,000 | $25.02M | 0.5% | $1.11 | — | — | CV SR UNSEC NT | 101388AA4 |
| — | EPR PROPERTIES | 1,132,821 | $24.86M | 0.5% | $21.95 | — | — | 5.75% CV PERP PFD SER- | 26884U208 |
| — | WABASH NATIONAL CORP | 22,300,000 | $24.75M | 0.5% | $1.11 | — | — | CV SR UNSEC NT | 929566AH0 |
| — | VECTOR GROUP LTD | 22,000,000 | $24.14M | 0.4% | $1.10 | — | — | CV SR UNSEC VARIABLE N | 92240MAY4 |
| — | COVANTA HOLDING CORP | 19,885,000 | $24.1M | 0.4% | $1.21 | — | — | CV SR UNSEC NT | 22282EAC6 |
| — | AVIS BUDGET GROUP INC | 17,100,000 | $23.55M | 0.4% | $1.38 | — | — | CV SR UNSEC NT | 053774AB1 |
| — | BARNES GROUP INC | 21,197,000 | $22.34M | 0.4% | $1.05 | — | — | CV SR SUB NT CPDI | 067806AD1 |
| — | MICRON TECHNOLOGY INC | 23,960,000 | $22.08M | 0.4% | $0.92 | — | — | CV SR UNSEC NT 2031B P | 595112AR4 |
| — | FIDELITY NATL FINANCIA | 16,510,000 | $21.16M | 0.4% | $1.28 | — | — | CV SR UNSEC NT | 31620RAE5 |
| NRG | NRG ENERGY INC | 912,000 | $20.97M | 0.4% | $22.99 | — | — | COMMON STOCK | 629377508 |
| — | IXIA | 17,927,000 | $20.89M | 0.4% | $1.17 | — | — | CV SR UNSEC NT | 45071RAB5 |
| — | LIFEPOINT HOSPITALS IN | 20,092,000 | $20.72M | 0.4% | $1.03 | — | — | CV SR SUB NT | 53219LAH2 |
| — | GOLDCORP INC | 17,778,000 | $19.74M | 0.4% | $1.11 | — | — | CV SR UNSEC NT | 380956AB8 |
| — | INSULET CORPORATION | 17,741,000 | $19.71M | 0.4% | $1.11 | — | — | CV SR UNSEC NT PNC | 45784PAC5 |
| — | CHIQUITA BRANDS INTL | 22,563,000 | $19.67M | 0.4% | $0.87 | — | — | CV SR UNSEC NT PNC | 170032AT3 |
| — | STERLITE INDUSTRIES LT | 19,903,000 | $19.23M | 0.4% | $0.97 | — | — | CV SR UNSEC NT PNC | 859737AB4 |
| — | APOLLO GLOBAL MANAGEME | 1,100,000 | $19.1M | 0.4% | $17.36 | — | — | COMMON STOCK | 037612306 |
| AIG | AMERICAN INTERNATIONAL | 525,000 | $18.53M | 0.3% | $35.30 | — | — | COMMON STOCK | 026874784 |
| — | GREENBRIER COS INC | 20,080,000 | $18.45M | 0.3% | $0.92 | — | — | CV SR UNSEC NT | 393657AH4 |
| — | MERITAGE HOMES CORP | 18,250,000 | $18.24M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 59001AAR3 |
| — | SAFEWAY INC | 1,000,000 | $18.09M | 0.3% | $18.09 | — | — | COMMON STOCK | 786514208 |
| — | NUVASIVE INC | 20,300,000 | $17.9M | 0.3% | $0.88 | — | — | CV SR UNSEC NT | 670704AC9 |
| — | OMNICARE INC | 17,815,000 | $17.83M | 0.3% | $1.00 | — | — | CV SR UNSEC NT SER-OCR | 681904AL2 |
| — | CAESARS ENTERTAINMENT | 2,537,957 | $17.56M | 0.3% | $6.92 | — | — | COMMON STOCK | 127686103 |
| — | ALPHA NATURAL RESOURCE | 18,640,000 | $17.52M | 0.3% | $0.94 | — | — | CV SR UNSEC NT | 02076XAA0 |
| — | RYLAND GROUP | 12,850,000 | $17.45M | 0.3% | $1.36 | — | — | CV SR UNSEC NT | 783764AQ6 |
| — | NASH FINCH CO | 37,157,000 | $17.29M | 0.3% | $0.47 | — | — | CV SR SUB NT CPDI | 631158AD4 |
| — | GREATBATCH INC. | 17,206,000 | $17.27M | 0.3% | $1.00 | — | — | CV SUB DEB CPDI | 39153LAB2 |
| — | GENERAL CABLE CORP | 16,842,000 | $16.78M | 0.3% | $1.00 | — | — | CV SR UNSEC NT | 369300AD0 |
| — | CHEMED CORP | 15,349,000 | $16.19M | 0.3% | $1.05 | — | — | CV SR UNSEC NT | 16359RAC7 |
| — | RAIT FINANCIAL TRUST | 15,942,000 | $16.09M | 0.3% | $1.01 | — | — | CV SR UNSEC NT REIT | 749227AA2 |
| — | ENDEAVOUR INTERNATIONA | 20,399,000 | $15.84M | 0.3% | $0.78 | — | — | CV SR UNSEC NT | 29257MAE0 |
| — | XPO LOGISTICS INC | 13,165,000 | $15.7M | 0.3% | $1.19 | — | — | CV SR UNSEC NT PNC | 983793AA8 |
| — | ELECTRONIC ARTS INC | 16,500,000 | $15.28M | 0.3% | $0.93 | — | — | CV SR UNSEC NT | 285512AA7 |
| — | RAMBUS INC | 15,215,000 | $15.24M | 0.3% | $1.00 | — | — | CV SR UNSEC NT PNC | 750917AC0 |
| — | TELEFLEX INC | 11,790,000 | $15.1M | 0.3% | $1.28 | — | — | CV SR SUB NT | 879369AA4 |
| — | LEVEL 3 COMMUNICATIONS | 650,000 | $15.02M | 0.3% | $23.11 | — | — | COMMON STOCK NEW | 52729N308 |
| — | FIVE STAR QUALITY CARE | 14,846,000 | $14.77M | 0.3% | $1.00 | — | — | CV SR UNSECD NT | 33832DAB2 |
| — | BGC PARTNERS INC | 15,706,000 | $14.61M | 0.3% | $0.93 | — | — | CV SR UNSEC NT | 05541TAD3 |
| — | ARCELORMITTAL | 13,900,000 | $14.48M | 0.3% | $1.04 | — | — | CV SR UNSEC NT | 03938LAK0 |
| — | RADIAN GROUP INC | 15,930,000 | $14.19M | 0.3% | $0.89 | — | — | CV SR UNSEC NT | 750236AK7 |
| — | TTM TECHNOLOGIES | 13,886,000 | $14.12M | 0.3% | $1.02 | — | — | CV SR UNSEC NT | 87305RAC3 |
| — | TAKE-TWO INTERACTIVE S | 14,700,000 | $14.04M | 0.3% | $0.96 | — | — | CV SR UNSEC NT | 874054AC3 |
| — | KNIGHT CAPITAL GROUP I | 14,063,000 | $14.04M | 0.3% | $1.00 | — | — | CV SR SUB NT | 499005AE6 |
| — | HANWHA SOLARONE CO LTD | 17,853,000 | $13.75M | 0.3% | $0.77 | — | — | CV SR UNSEC NT | 83415UAB4 |
| — | TMS INTERNATIONAL CORP | 1,095,000 | $13.71M | 0.3% | $12.52 | — | — | COMMON STOCK | 87261Q103 |
| — | PROSPECT CAPITAL CORP | 13,272,000 | $13.62M | 0.3% | $1.03 | — | — | CV SR UNSEC NT | 74348TAD4 |
| — | AAR CORP | 13,219,000 | $12.97M | 0.2% | $0.98 | — | — | CV SR UNSEC NT | 000361AK1 |
| — | PROVIDENCE SERVICE COR | 12,037,000 | $12.07M | 0.2% | $1.00 | — | — | CV SR SUB NT | 743815AB8 |
| — | RADISYS CORP | 12,091,000 | $11.98M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 750459AE9 |
| — | PULSE ELECTRONICS CORP | 38,446,588 | $11.94M | 0.2% | $0.31 | — | — | COMMON STOCK | 74586W106 |
| — | ORBOTECH LTD | 1,400,000 | $11.86M | 0.2% | $8.47 | — | — | COMMON STOCK | M75253100 |
| — | APOLLO INVESTMENT CORP | 11,305,000 | $11.8M | 0.2% | $1.04 | — | — | CV SR UNSEC NT | 03761UAE6 |
| — | PHOTRONICS INC | 11,541,000 | $11.7M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 719405AH5 |
| — | CHESAPEAKE ENERGY CORP | 12,000,000 | $11.64M | 0.2% | $0.97 | — | — | CV SR UNSEC NT CPDI | 165167BW6 |
| — | HOLOGIC INC | 11,494,000 | $11.45M | 0.2% | $1.00 | — | — | CV SR UNSEC NT CPDI | 436440AA9 |
| — | RF MICRO DEVICES INC | 11,500,000 | $11.4M | 0.2% | $0.99 | — | — | CV SUB NT | 749941AJ9 |
| — | HEADWATERS INC | 11,500,000 | $11.36M | 0.2% | $0.99 | — | — | CV SR SUB NT | 42210PAD4 |
| — | CUMULUS MEDIA INC-CL A | 3,985,983 | $10.64M | 0.2% | $2.67 | — | — | COMMON STOCK | 231082108 |
| — | ALCATEL-LUCENT USA INC | 11,318,000 | $10.53M | 0.2% | $0.93 | — | — | CV SR UNSEC NT SER A | 549463AG2 |
| — | SPARTAN STORES INC | 10,349,000 | $10.49M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 846822AE4 |
| — | INTEL CORP | 9,725,000 | $10.11M | 0.2% | $1.04 | — | — | CV JR SUB NT CPDI PNC | 458140AD2 |
| — | CARRIZO OIL & GAS INC | 9,671,000 | $9.781M | 0.2% | $1.01 | — | — | CV SR UNSEC NT | 144577AA1 |
| VALE | CIA Vale Do Rio | 460,356 | $9.649M | 0.2% | $20.96 | — | — | Vale S.A. | 91912E105 |
| FCNCA | FIRST CITIZENS BCSHS - | 62,000 | $9.63M | 0.2% | $155.32 | — | — | COMMON STOCK CLASS A | 31946M103 |
| — | GENCORP INC | 7,700,000 | $9.478M | 0.2% | $1.23 | — | — | CV SUB NT PNC | 368682AN0 |
| — | LAM RESEARCH CORP | 9,750,000 | $9.447M | 0.2% | $0.97 | — | — | CV SR UNSEC NT | 512807AJ7 |
| — | SUNPOWER CORP | 9,752,000 | $9.111M | 0.2% | $0.93 | — | — | CV SR UNSEC NT | 867652AE9 |
| — | AV HOMES INC | 8,835,000 | $9.064M | 0.2% | $1.03 | — | — | CV SR UNSEC NT | 053494AG5 |
| — | ALERE INC | 9,130,000 | $8.592M | 0.2% | $0.94 | — | — | CV SR SUB NT | 01449JAA3 |
| — | MOLYCORP INC | 12,390,000 | $8.549M | 0.2% | $0.69 | — | — | CV SR UNSEC NT | 608753AA7 |
| — | WEBMD HEALTH CORP | 10,110,000 | $8.483M | 0.2% | $0.84 | — | — | CV SR UNSEC NT | 94770VAF9 |
| — | EXIDE TECHNOLOGIES | 8,443,000 | $7.988M | 0.1% | $0.95 | — | — | CV SR SUB FRN | 302051AL1 |
| — | AAR CORP | 8,426,000 | $7.983M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 000361AM7 |
| — | Qihoo 360 Technology C | 257,900 | $7.657M | 0.1% | $29.69 | — | — | Qihoo 360 Technology C | 74734M109 |
| — | NAVISTAR INTL CORP | 8,034,000 | $7.421M | 0.1% | $0.92 | — | — | CV SR SUB NT | 63934EAL2 |
| — | HERCULES OFFSHORE LLC | 6,850,000 | $6.938M | 0.1% | $1.01 | — | — | CV SR UNSEC NT CPDI | 427093AD1 |
| — | GOODRICH PETROLEUM COR | 7,267,000 | $6.869M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 382410AC2 |
| — | CIENA CORP | 7,950,000 | $6.869M | 0.1% | $0.86 | — | — | CV SR UNSEC NT | 171779AE1 |
| — | SUNPOWER CORP | 7,188,000 | $6.821M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 867652AC3 |
| — | HORSEHEAD HOLDING CORP | 7,000,000 | $6.756M | 0.1% | $0.97 | — | — | CV SR UNSEC NT | 440694AB3 |
| — | GREEN PLAINS RENEWABLE | 7,295,000 | $6.745M | 0.1% | $0.92 | — | — | CV SR UNSEC NT PNC | 393222AB0 |
| — | ADVANCED MICRO DEVICES | 7,000,000 | $6.588M | 0.1% | $0.94 | — | — | CV SR UNSEC NT | 007903AL1 |
| — | ALLIANCE ONE INTL INC | 6,526,000 | $6.42M | 0.1% | $0.98 | — | — | CV SR SUB NT | 018772AQ6 |
| — | AMER EQUITY INVT LIFE | 6,315,000 | $6.41M | 0.1% | $1.02 | — | — | CV SR UNSECD NT CPDI | 025676AE7 |
| — | MGIC INVESTMENT CORP | 8,435,000 | $6.378M | 0.1% | $0.76 | — | — | CV SR UNSEC NT | 552848AD5 |
| — | Telecomunicacoes de Sa | 257,500 | $6.195M | 0.1% | $24.06 | — | — | TELEF BRASIL | 87936R106 |
| PBR | Petrobras | 315,855 | $6.15M | 0.1% | $19.47 | — | — | PETROLEO BRASILEIRO SA | 71654V408 |
| — | Cia Brasileira de Dist | 133,138 | $5.91M | 0.1% | $44.39 | — | — | Cia Brasileira de Dist | 20440T201 |
| — | Goldcorp Inc | 158,810 | $5.828M | 0.1% | $36.70 | — | — | Goldcorp Inc | 380956409 |
| — | STEWART ENTERPRISES | 5,650,000 | $5.755M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 860370AH8 |
| — | PHH CORP | 5,000,000 | $5.623M | 0.1% | $1.12 | — | — | CV SR UNSEC NT | 693320AN3 |
| — | CHESAPEAKE ENERGY CORP | 6,000,000 | $5.451M | 0.1% | $0.91 | — | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| BVN | Buenaventura | 149,050 | $5.358M | 0.1% | $35.95 | — | — | COMPANIA DE MINAS BUEN | 204448104 |
| — | JEFFERIES GROUP INC | 5,350,000 | $5.331M | 0.1% | $1.00 | — | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | ALLIANT TECHSYSTEMS IN | 5,000,000 | $5.298M | 0.1% | $1.06 | — | — | CV SR SUB NT CPDI | 018804AK0 |
| — | GENCO SHIPPING & TRADI | 1,512,532 | $5.279M | 0.1% | $3.49 | — | — | COMMON STOCK | Y2685T107 |
| — | SALIX PHARMACEUTICALS | 4,500,000 | $5.167M | 0.1% | $1.15 | — | — | CV SR UNSEC NT | 795435AC0 |
| UMC | United Micro Elect. | 2,520,221 | $5.015M | 0.1% | $1.99 | — | — | UNITED MICROELECTRONCS | 910873405 |
| MLCO | Melco PBL Entertainmen | 292,530 | $4.926M | 0.1% | $16.84 | — | — | Melco PBL Entertainmen | 585464100 |
| — | MEDIVATION INC | 3,700,000 | $4.742M | 0.1% | $1.28 | — | — | CV SR UNSEC NT PNC | 58501NAA9 |
| — | Grupo Financiero Santa | 272,800 | $4.414M | 0.1% | $16.18 | — | — | Grupo Financiero Santa | 40053C105 |
| — | GOLDEN STAR RESOURCES | 3,300,000 | $4.36M | 0.1% | $1.32 | — | — | CV SR UNSEC NT | 38119TAE4 |
| ARCO | Arcos Dorados Holdings | 342,900 | $4.101M | 0.1% | $11.96 | — | — | Arcos Dorados Holdings | G0457F107 |
| — | LIVE NATION ENTERTAINM | 4,107,000 | $4.093M | 0.1% | $1.00 | — | — | CV UNSEC SR NT | 538034AB5 |
| — | JAMES RIVER COAL COMPA | 9,000,000 | $4.014M | 0.1% | $0.45 | — | — | CV SR UNSEC NT | 470355AF5 |
| — | HEADWATERS INC | 3,596,000 | $3.731M | 0.1% | $1.04 | — | — | CV SR SUB NT | 42210PAR3 |
| CIG | Companhia Energetica | 335,944 | $3.648M | 0.1% | $10.86 | — | — | Companhia Energetica A | 204409601 |
| — | INTERMUNE INC | 4,500,000 | $3.543M | 0.1% | $0.79 | — | — | CV SR UNSEC NT PNC | 45884XAE3 |
| — | COMMONWEALTH REIT | 140,711 | $3.248M | 0.1% | $23.08 | — | — | 6.5% CV PERP PFD SER-D | 203233408 |
| — | EPR PROPERTIES | 107,500 | $3.187M | 0.1% | $29.65 | — | — | 9% CV PERP PFD SER-E R | 26884U307 |
| — | HOME INNS HTL MNGMT IN | 3,660,000 | $3.177M | 0.1% | $0.87 | — | — | CV SR UNSEC NT | 43713WAB3 |
| — | FURNITURE BRANDS INTL | 2,600,000 | $2.756M | 0.1% | $1.06 | — | — | COMMON STOCK | 360921100 |
| — | ICAHN ENTERPRISES LP | 2,500,000 | $2.551M | 0.0% | $1.02 | — | — | CV SR UNSEC FRN PNC | 451102AB3 |
| — | JAMES RIVER COAL COMPA | 7,495,000 | $2.357M | 0.0% | $0.31 | — | — | CV SR UNSEC NT | 470355AH1 |
| — | WSP HOLDINGS LTD-ADR | 1,408,800 | $2.32M | 0.0% | $1.65 | — | — | COMMON STOCK | 92934F203 |
| — | EAGLE BULK SHIPPING IN | 1,516,025 | $2.274M | 0.0% | $1.50 | — | — | COMMON STOCK NEW | Y2187A119 |
| — | MORGANS HOTEL GROUP CO | 2,000,000 | $1.891M | 0.0% | $0.95 | — | — | CV SR SUB NT | 61748WAB4 |
| — | ARES CAPITAL CORP | 1,735,000 | $1.885M | 0.0% | $1.09 | — | — | CV SR UNSEC NT | 04010LAB9 |
| — | LIBERTY INTERACTIVE LL | 1,750,000 | $1.655M | 0.0% | $0.95 | — | — | CV SR UNSEC DEB (EX: V | 530715AR2 |
| — | CENTRAL EUR DISTR CORP | 2,835,000 | $1.517M | 0.0% | $0.54 | — | — | CV SR UNSEC NT | 153435AA0 |
| — | FLOTEK INDUSTRIES INC | 1,250,000 | $1.271M | 0.0% | $1.02 | — | — | CV SR UNSEC NT CPDI | 343389AA0 |
| — | AFFILIATED MANAGERS GR | 1,062,000 | $1.177M | 0.0% | $1.11 | — | — | CV SR UNSEC NT | 008252AL2 |
| — | LEUCADIA NATL CORP | 977,000 | $1.144M | 0.0% | $1.17 | — | — | CV SR SUB NT | 527288AX2 |
| — | GT ADV TECHNOLOGIES IN | 1,500,000 | $1.089M | 0.0% | $0.73 | — | — | CV SR UNSEC NT | 36191UAA4 |
| HDB | HDFC Bank Limited | 23,573 | $960K | 0.0% | $40.72 | — | — | HDFC Bank Ltd. ADR | 40415F101 |
| ITUB | Banco Itau | 46,268 | $762K | 0.0% | $16.47 | — | — | Itau Unibanco Holding | 465562106 |
| PKX | Posco | 8,625 | $709K | 0.0% | $82.20 | — | — | Posco | 693483109 |
| — | Compania De Bebidas Da | 16,448 | $691K | 0.0% | $42.01 | — | — | COMPANHIA DE BEBIDAS S | 20441W203 |
| — | NEWMONT MINING CORP | 575,000 | $684K | 0.0% | $1.19 | — | — | CV SR UNSEC NT SER-A | 651639AH9 |
| TV | Televisa | 23,900 | $635K | 0.0% | $26.57 | — | — | GRUPO TELEVISA SA DE S | 40049J206 |
| — | LINEAR TECHNOLOGY CORP | 590,000 | $618K | 0.0% | $1.05 | — | — | CV SR UNSEC NT CPDI TR | 535678AC0 |
| TX | Ternium SA | 25,900 | $610K | 0.0% | $23.55 | — | — | Ternium SA-Sponsored A | 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% | $37.84 | — | — | Southern Copper Corp | 84265V105 |
| TSM | Taiwan Semi. | 35,070 | $602K | 0.0% | $17.17 | — | — | TAIWAN SEMICONDUCTOR S | 874039100 |
| — | ARCHER DANIELS | 550,000 | $552K | 0.0% | $1.00 | — | — | CV SR UNSEC NT | 039483AW2 |
| — | Mobile Telesystems | 29,381 | $548K | 0.0% | $18.65 | — | — | Mobile Telesystems OJS | 607409109 |
| SQM | Sociedad Quimica y Min | 9,061 | $522K | 0.0% | $57.61 | — | — | Sociedad Quimica y Min | 833635105 |
| — | ARRIS GROUP INC | 475,000 | $509K | 0.0% | $1.07 | — | — | CV SR UNSEC NT | 04269QAC4 |
| — | ON SEMICONDUCTOR CORP | 370,000 | $380K | 0.0% | $1.03 | — | — | CV SR SUB NT | 682189AG0 |