CIK: 0000949509 · Show all filings
Period: Q4 2012 (← Previous) (Next →)
Filing Date: Jul 8, 2013
Total Value ($000): $5,442,802 (45.8% shares, 54.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CHARTER COMMUNICATION- | 12,147,369 | $926,115 | 17.0% | $63.45 | — | COMMON STOCK | 16117M305 |
| — | EXCO RESOURCES INC | 36,778,946 | $248,993 | 4.6% | $6.63 | — | COMMON STOCK | 269279402 |
| — | DELPHI AUTOMOTIVE PLC | 6,400,728 | $244,828 | 4.5% | $31.59 | — | COMMON STOCK | G27823106 |
| FBP | FIRST BANCORP PUERTO R | 50,684,485 | $232,135 | 4.3% | $4.40 | — | COMMON STOCK | 318672706 |
| — | CIT GROUP INC | 3,780,553 | $146,081 | 2.7% | $41.24 | — | COMMON STOCK | 125581801 |
| — | DYNEGY INC | 7,224,407 | $138,203 | 2.5% | $19.13 | — | COMMON STOCK | 26817R108 |
| — | OMNICARE INC | 99,510,000 | $101,372 | 1.9% | $0.92 | — | CV SR SUB NT CPDI PNC | 681904AP3 |
| — | SANDISK CORP | 86,730,000 | $100,932 | 1.9% | $1.17 | — | CV SR UNSEC NT | 80004CAD3 |
| — | CEMEX SAB DE CV | 90,176,000 | $98,517 | 1.8% | $0.95 | — | CV SUB NT | 151290AV5 |
| — | BROOKDALE SENIOR LIVIN | 83,100,000 | $96,864 | 1.8% | $0.99 | — | CV SR UNSEC NT | 112463AA2 |
| — | NUANCE COMMUNICATIONS | 70,070,000 | $76,630 | 1.4% | $1.09 | — | CV SR UNSEC NT | 67020YAF7 |
| — | FOREST CITY ENTERPRISE | 65,671,000 | $69,529 | 1.3% | $1.06 | — | CV SR UNSEC NT PNC | 345550AP2 |
| — | GENERAL MOTORS CO | 1,427,400 | $62,991 | 1.2% | $41.93 | — | 4.75% MAND CV SER-B JR | 37045V209 |
| — | HELIX ENERGY SOLUTIONS | 53,350,000 | $62,932 | 1.2% | $1.07 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | VERISIGN INC | 47,500,000 | $60,463 | 1.1% | $1.27 | — | CV JR SUB NT PNC CPDI | 92343EAD4 |
| — | CEMEX SAB DE CV | 51,375,000 | $58,413 | 1.1% | $0.90 | — | CV SUB NT | 151290BB8 |
| — | MENTOR GRAPHICS CORP | 47,556,000 | $56,126 | 1.0% | $1.08 | — | CV SUB UNSEC NT | 587200AK2 |
| — | STILLWATER MINING COMP | 48,000,000 | $56,044 | 1.0% | $1.17 | — | CV SR UNSEC NT | 86074QAL6 |
| — | INTEGRA LIFESCIENCES H | 54,788,000 | $55,437 | 1.0% | $1.03 | — | CV SR UNSEC NT | 457985AK5 |
| — | HOLOGIC INC | 48,679,000 | $54,555 | 1.0% | $1.18 | — | CV SR UNSEC NT SER-201 | 436440AB7 |
| — | US STEEL CORP | 50,070,000 | $54,129 | 1.0% | $1.16 | — | CV SR UNSEC NT | 912909AE8 |
| — | HOLOGIC INC | 54,575,000 | $54,087 | 1.0% | $0.95 | — | CV SR UNSEC NT 2% MULT | 436440AC5 |
| — | VOLCANO CORP | 52,350,000 | $53,091 | 1.0% | $1.01 | — | CV SR UNSEC NT | 928645AB6 |
| — | STANDARD PACIFIC CORP | 44,283,000 | $51,684 | 0.9% | $1.11 | — | CV SR UNSEC NT | 85375CBC4 |
| — | COBALT INTL ENERGY INC | 50,000,000 | $50,260 | 0.9% | $1.01 | — | CV SR UNSEC NT | 19075FAA4 |
| — | MICRON TECHNOLOGY INC | 50,100,000 | $46,789 | 0.9% | $0.91 | — | CV SR UNSEC NT 2031A P | 595112AQ6 |
| — | ROYAL GOLD INC | 39,185,000 | $43,756 | 0.8% | $1.19 | — | CV SR UNSEC NT PNC | 780287AA6 |
| — | CRIMSON EXPLORATION IN | 15,524,818 | $42,538 | 0.8% | $4.15 | — | COMMON STOCK | 22662K207 |
| — | RTI INTERNATIONAL META | 36,975,000 | $40,511 | 0.7% | $1.03 | — | CV SR UNSEC NT | 74973WAA5 |
| — | ON SEMICONDUCTOR CORP | 37,445,000 | $40,052 | 0.7% | $1.18 | — | CV SR SUB NT SER-B | 682189AH8 |
| — | MOLINA HEALTHCARE INC | 32,840,000 | $38,296 | 0.7% | $1.10 | — | CV SR UNSEC NT | 60855RAA8 |
| — | UNITED TECHNOLOGIES CO | 679,950 | $37,880 | 0.7% | $56.10 | — | 7.50% CV MAND PFD EQUI | 913017117 |
| — | GENESEE & WYOMING INC | 340,000 | $37,879 | 0.7% | $111.41 | — | 5% CV MAND PFD EQUITY | 371559204 |
| — | CHART INDUSTRIES INC | 29,943,000 | $37,095 | 0.7% | $1.28 | — | CV SR SUB NT | 16115QAC4 |
| — | OLD REPUBLIC INTL CORP | 31,823,000 | $33,435 | 0.6% | $0.96 | — | CV SR UNSEC NT | 680223AH7 |
| — | GROUP 1 AUTOMOTIVE INC | 27,752,000 | $32,781 | 0.6% | $1.12 | — | CV SR UNSEC NT (PNC) | 398905AE9 |
| — | OMNICARE CAP TRUST II | 677,760 | $32,580 | 0.6% | $47.99 | — | 4% CV PFD SER-B CPDI | 68214Q200 |
| — | AK STEEL CORP | 29,210,000 | $32,365 | 0.6% | $1.11 | — | EXCH SR UNSEC NT | 001546AP5 |
| — | ANNALY CAPITAL MGMT | 30,250,000 | $30,715 | 0.6% | $1.00 | — | CV SR UNSEC NT | 035710AB8 |
| — | MGM RESORTS INTL | 28,865,000 | $30,678 | 0.6% | $1.07 | — | CV SR UNSEC NT | 55303QAE0 |
| — | BPZ RESOURCES INC | 37,220,000 | $30,613 | 0.6% | $0.90 | — | CV SR UNSEC NT PNC | 055639AB4 |
| — | LAM RESEARCH CORP | 29,794,000 | $29,631 | 0.5% | $0.99 | — | CV SR UNSEC NT | 512807AL2 |
| VSH | VISHAY INTERTECHNOLOGY | 2,750,000 | $29,233 | 0.5% | $12.16 | — | COMMON STOCK | 928298108 |
| — | NOVELLUS SYSTEMS INC | 23,250,000 | $29,019 | 0.5% | $1.20 | — | CV SR UNSEC NT CPDI (L | 670008AD3 |
| — | DFC GLOBAL CORP | 25,190,000 | $28,641 | 0.5% | $1.19 | — | CV SR UNSEC NT | 256664AC7 |
| — | COMTECH TELECOMMUNICAT | 27,920,000 | $28,635 | 0.5% | $1.12 | — | CV SR UNSEC NT | 205826AF7 |
| — | WALTER INVESTMENT MGMT | 25,500,000 | $26,977 | 0.5% | $1.06 | — | CV SR SUB NT | 93317WAA0 |
| — | MICRON TECHNOLOGY INC | 28,054,000 | $25,936 | 0.5% | $1.00 | — | CV SR UNSEC NT (EXCH) | 595112AK9 |
| — | STEEL DYNAMICS INC | 23,538,000 | $25,691 | 0.5% | $1.13 | — | CV SR UNSEC NT PNC | 858119AP5 |
| GTY | GETTY REALTY CORP | 1,422,221 | $25,685 | 0.5% | $19.07 | — | COMMON STOCK REIT | 374297109 |
| — | BROADSOFT INC | 22,865,000 | $25,251 | 0.5% | $1.20 | — | CV SR UNSEC NT PNC | 11133BAB8 |
| — | BOTTOMLINE TECHNOLOGIE | 22,500,000 | $25,021 | 0.5% | $1.11 | — | CV SR UNSEC NT | 101388AA4 |
| — | EPR PROPERTIES | 1,132,821 | $24,865 | 0.5% | $21.95 | — | 5.75% CV PERP PFD SER- | 26884U208 |
| — | WABASH NATIONAL CORP | 22,300,000 | $24,747 | 0.5% | $0.97 | — | CV SR UNSEC NT | 929566AH0 |
| — | VECTOR GROUP LTD | 22,000,000 | $24,144 | 0.4% | $1.10 | — | CV SR UNSEC VARIABLE N | 92240MAY4 |
| — | COVANTA HOLDING CORP | 19,885,000 | $24,096 | 0.4% | $1.15 | — | CV SR UNSEC NT | 22282EAC6 |
| — | AVIS BUDGET GROUP INC | 17,100,000 | $23,554 | 0.4% | $1.18 | — | CV SR UNSEC NT | 053774AB1 |
| — | BARNES GROUP INC | 21,197,000 | $22,337 | 0.4% | $1.13 | — | CV SR SUB NT CPDI | 067806AD1 |
| — | MICRON TECHNOLOGY INC | 23,960,000 | $22,084 | 0.4% | $0.91 | — | CV SR UNSEC NT 2031B P | 595112AR4 |
| — | FIDELITY NATL FINANCIA | 16,510,000 | $21,158 | 0.4% | $1.23 | — | CV SR UNSEC NT | 31620RAE5 |
| NRG | NRG ENERGY INC | 912,000 | $20,967 | 0.4% | $22.99 | — | COMMON STOCK | 629377508 |
| — | IXIA | 17,927,000 | $20,885 | 0.4% | $1.04 | — | CV SR UNSEC NT | 45071RAB5 |
| — | LIFEPOINT HOSPITALS IN | 20,092,000 | $20,718 | 0.4% | $1.05 | — | CV SR SUB NT | 53219LAH2 |
| — | GOLDCORP INC | 17,778,000 | $19,743 | 0.4% | $1.21 | — | CV SR UNSEC NT | 380956AB8 |
| — | INSULET CORPORATION | 17,741,000 | $19,707 | 0.4% | $1.07 | — | CV SR UNSEC NT PNC | 45784PAC5 |
| — | CHIQUITA BRANDS INTL | 22,563,000 | $19,668 | 0.4% | $0.88 | — | CV SR UNSEC NT PNC | 170032AT3 |
| — | STERLITE INDUSTRIES LT | 19,903,000 | $19,231 | 0.4% | $0.94 | — | CV SR UNSEC NT PNC | 859737AB4 |
| — | APOLLO GLOBAL MANAGEME | 1,100,000 | $19,096 | 0.4% | $15.32 | — | COMMON STOCK | 037612306 |
| AIG | AMERICAN INTERNATIONAL | 525,000 | $18,532 | 0.3% | $35.30 | — | COMMON STOCK | 026874784 |
| — | GREENBRIER COS INC | 20,080,000 | $18,448 | 0.3% | $0.90 | — | CV SR UNSEC NT | 393657AH4 |
| — | MERITAGE HOMES CORP | 18,250,000 | $18,236 | 0.3% | $1.00 | — | CV SR UNSEC NT | 59001AAR3 |
| — | SAFEWAY INC | 1,000,000 | $18,090 | 0.3% | $20.21 | — | COMMON STOCK | 786514208 |
| — | NUVASIVE INC | 20,300,000 | $17,903 | 0.3% | $0.87 | — | CV SR UNSEC NT | 670704AC9 |
| — | OMNICARE INC | 17,815,000 | $17,827 | 0.3% | $0.93 | — | CV SR UNSEC NT SER-OCR | 681904AL2 |
| — | CAESARS ENTERTAINMENT | 2,537,957 | $17,563 | 0.3% | $14.74 | — | COMMON STOCK | 127686103 |
| — | ALPHA NATURAL RESOURCE | 18,640,000 | $17,522 | 0.3% | $0.94 | — | CV SR UNSEC NT | 02076XAA0 |
| — | RYLAND GROUP | 12,850,000 | $17,453 | 0.3% | $1.10 | — | CV SR UNSEC NT | 783764AQ6 |
| — | NASH FINCH CO | 37,157,000 | $17,291 | 0.3% | $0.47 | — | CV SR SUB NT CPDI | 631158AD4 |
| — | GREATBATCH INC. | 17,206,000 | $17,275 | 0.3% | $1.00 | — | CV SUB DEB CPDI | 39153LAB2 |
| — | GENERAL CABLE CORP | 16,842,000 | $16,779 | 0.3% | $0.98 | — | CV SR UNSEC NT | 369300AD0 |
| — | CHEMED CORP | 15,349,000 | $16,189 | 0.3% | $1.02 | — | CV SR UNSEC NT | 16359RAC7 |
| — | RAIT FINANCIAL TRUST | 15,942,000 | $16,085 | 0.3% | $0.88 | — | CV SR UNSEC NT REIT | 749227AA2 |
| — | ENDEAVOUR INTERNATIONA | 20,399,000 | $15,844 | 0.3% | $0.96 | — | CV SR UNSEC NT | 29257MAE0 |
| — | XPO LOGISTICS INC | 13,165,000 | $15,696 | 0.3% | $1.19 | — | CV SR UNSEC NT PNC | 983793AA8 |
| — | ELECTRONIC ARTS INC | 16,500,000 | $15,283 | 0.3% | $0.92 | — | CV SR UNSEC NT | 285512AA7 |
| — | RAMBUS INC | 15,215,000 | $15,243 | 0.3% | $1.00 | — | CV SR UNSEC NT PNC | 750917AC0 |
| — | TELEFLEX INC | 11,790,000 | $15,104 | 0.3% | $1.07 | — | CV SR SUB NT | 879369AA4 |
| — | LEVEL 3 COMMUNICATIONS | 650,000 | $15,022 | 0.3% | $25.73 | — | COMMON STOCK NEW | 52729N308 |
| — | FIVE STAR QUALITY CARE | 14,846,000 | $14,774 | 0.3% | $0.95 | — | CV SR UNSECD NT | 33832DAB2 |
| — | BGC PARTNERS INC | 15,706,000 | $14,605 | 0.3% | $0.92 | — | CV SR UNSEC NT | 05541TAD3 |
| — | ARCELORMITTAL | 13,900,000 | $14,477 | 0.3% | $1.06 | — | CV SR UNSEC NT | 03938LAK0 |
| — | RADIAN GROUP INC | 15,930,000 | $14,191 | 0.3% | $0.69 | — | CV SR UNSEC NT | 750236AK7 |
| — | TTM TECHNOLOGIES | 13,886,000 | $14,115 | 0.3% | $1.04 | — | CV SR UNSEC NT | 87305RAC3 |
| — | TAKE-TWO INTERACTIVE S | 14,700,000 | $14,045 | 0.3% | $0.96 | — | CV SR UNSEC NT | 874054AC3 |
| — | KNIGHT CAPITAL GROUP I | 14,063,000 | $14,038 | 0.3% | $0.96 | — | CV SR SUB NT | 499005AE6 |
| — | HANWHA SOLARONE CO LTD | 17,853,000 | $13,747 | 0.3% | $0.69 | — | CV SR UNSEC NT | 83415UAB4 |
| — | TMS INTERNATIONAL CORP | 1,095,000 | $13,709 | 0.3% | $12.52 | — | COMMON STOCK | 87261Q103 |
| — | PROSPECT CAPITAL CORP | 13,272,000 | $13,624 | 0.3% | $0.98 | — | CV SR UNSEC NT | 74348TAD4 |
| — | AAR CORP | 13,219,000 | $12,971 | 0.2% | $0.94 | — | CV SR UNSEC NT | 000361AK1 |
| — | PROVIDENCE SERVICE COR | 12,037,000 | $12,069 | 0.2% | $1.00 | — | CV SR SUB NT | 743815AB8 |
| — | RADISYS CORP | 12,091,000 | $11,976 | 0.2% | $0.99 | — | CV SR UNSEC NT | 750459AE9 |
| — | PULSE ELECTRONICS CORP | 38,446,588 | $11,938 | 0.2% | $0.33 | — | COMMON STOCK | 74586W106 |
| — | ORBOTECH LTD | 1,400,000 | $11,858 | 0.2% | $8.53 | — | COMMON STOCK | M75253100 |
| — | APOLLO INVESTMENT CORP | 11,305,000 | $11,804 | 0.2% | $1.00 | — | CV SR UNSEC NT | 03761UAE6 |
| — | PHOTRONICS INC | 11,541,000 | $11,704 | 0.2% | $0.99 | — | CV SR UNSEC NT | 719405AH5 |
| — | CHESAPEAKE ENERGY CORP | 12,000,000 | $11,642 | 0.2% | $0.99 | — | CV SR UNSEC NT CPDI | 165167BW6 |
| — | HOLOGIC INC | 11,494,000 | $11,452 | 0.2% | $0.99 | — | CV SR UNSEC NT CPDI | 436440AA9 |
| — | RF MICRO DEVICES INC | 11,500,000 | $11,396 | 0.2% | $0.99 | — | CV SUB NT | 749941AJ9 |
| — | HEADWATERS INC | 11,500,000 | $11,356 | 0.2% | $0.93 | — | CV SR SUB NT | 42210PAD4 |
| — | CUMULUS MEDIA INC-CL A | 3,985,983 | $10,643 | 0.2% | $3.49 | — | COMMON STOCK | 231082108 |
| — | ALCATEL-LUCENT USA INC | 11,318,000 | $10,534 | 0.2% | $0.84 | — | CV SR UNSEC NT SER A | 549463AG2 |
| — | SPARTAN STORES INC | 10,349,000 | $10,494 | 0.2% | $0.96 | — | CV SR UNSEC NT | 846822AE4 |
| — | INTEL CORP | 9,725,000 | $10,107 | 0.2% | $1.07 | — | CV JR SUB NT CPDI PNC | 458140AD2 |
| — | CARRIZO OIL & GAS INC | 9,671,000 | $9,781 | 0.2% | $1.00 | — | CV SR UNSEC NT | 144577AA1 |
| VALE | CIA Vale Do Rio | 460,356 | $9,649 | 0.2% | $21.93 | — | Vale S.A. | 91912E105 |
| FCNCA | FIRST CITIZENS BCSHS - | 62,000 | $9,630 | 0.2% | $155.32 | — | COMMON STOCK CLASS A | 31946M103 |
| — | GENCORP INC | 7,700,000 | $9,478 | 0.2% | $1.26 | — | CV SUB NT PNC | 368682AN0 |
| — | LAM RESEARCH CORP | 9,750,000 | $9,447 | 0.2% | $0.96 | — | CV SR UNSEC NT | 512807AJ7 |
| — | SUNPOWER CORP | 9,752,000 | $9,111 | 0.2% | $0.91 | — | CV SR UNSEC NT | 867652AE9 |
| — | AV HOMES INC | 8,835,000 | $9,064 | 0.2% | $1.00 | — | CV SR UNSEC NT | 053494AG5 |
| — | ALERE INC | 9,130,000 | $8,592 | 0.2% | $0.94 | — | CV SR SUB NT | 01449JAA3 |
| — | MOLYCORP INC | 12,390,000 | $8,549 | 0.2% | $0.70 | — | CV SR UNSEC NT | 608753AA7 |
| — | WEBMD HEALTH CORP | 10,110,000 | $8,483 | 0.2% | $0.84 | — | CV SR UNSEC NT | 94770VAF9 |
| — | EXIDE TECHNOLOGIES | 8,443,000 | $7,988 | 0.1% | $0.89 | — | CV SR SUB FRN | 302051AL1 |
| — | AAR CORP | 8,426,000 | $7,983 | 0.1% | $0.95 | — | CV SR UNSEC NT | 000361AM7 |
| — | Qihoo 360 Technology C | 257,900 | $7,657 | 0.1% | $29.69 | — | Qihoo 360 Technology C | 74734M109 |
| — | NAVISTAR INTL CORP | 8,034,000 | $7,421 | 0.1% | $1.10 | — | CV SR SUB NT | 63934EAL2 |
| — | HERCULES OFFSHORE LLC | 6,850,000 | $6,938 | 0.1% | $0.98 | — | CV SR UNSEC NT CPDI | 427093AD1 |
| — | GOODRICH PETROLEUM COR | 7,267,000 | $6,869 | 0.1% | $0.96 | — | CV SR UNSEC NT | 382410AC2 |
| — | CIENA CORP | 7,950,000 | $6,869 | 0.1% | $0.86 | — | CV SR UNSEC NT | 171779AE1 |
| — | SUNPOWER CORP | 7,188,000 | $6,821 | 0.1% | $0.89 | — | CV SR UNSEC NT | 867652AC3 |
| — | HORSEHEAD HOLDING CORP | 7,000,000 | $6,756 | 0.1% | $0.95 | — | CV SR UNSEC NT | 440694AB3 |
| — | GREEN PLAINS RENEWABLE | 7,295,000 | $6,745 | 0.1% | $0.81 | — | CV SR UNSEC NT PNC | 393222AB0 |
| — | ADVANCED MICRO DEVICES | 7,000,000 | $6,588 | 0.1% | $1.02 | — | CV SR UNSEC NT | 007903AL1 |
| — | ALLIANCE ONE INTL INC | 6,526,000 | $6,420 | 0.1% | $0.97 | — | CV SR SUB NT | 018772AQ6 |
| — | AMER EQUITY INVT LIFE | 6,315,000 | $6,410 | 0.1% | $1.06 | — | CV SR UNSECD NT CPDI | 025676AE7 |
| — | MGIC INVESTMENT CORP | 8,435,000 | $6,378 | 0.1% | $0.76 | — | CV SR UNSEC NT | 552848AD5 |
| — | Telecomunicacoes de Sa | 257,500 | $6,195 | 0.1% | $22.15 | — | TELEF BRASIL | 87936R106 |
| PBR | Petrobras | 315,855 | $6,150 | 0.1% | $20.61 | — | PETROLEO BRASILEIRO SA | 71654V408 |
| — | Cia Brasileira de Dist | 133,138 | $5,910 | 0.1% | $44.60 | — | Cia Brasileira de Dist | 20440T201 |
| — | Goldcorp Inc | 158,810 | $5,828 | 0.1% | $45.06 | — | Goldcorp Inc | 380956409 |
| — | STEWART ENTERPRISES | 5,650,000 | $5,755 | 0.1% | $1.00 | — | CV SR UNSEC NT | 860370AH8 |
| — | PHH CORP | 5,000,000 | $5,623 | 0.1% | $0.97 | — | CV SR UNSEC NT | 693320AN3 |
| — | CHESAPEAKE ENERGY CORP | 6,000,000 | $5,451 | 0.1% | $0.91 | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| BVN | Buenaventura | 149,050 | $5,358 | 0.1% | $40.24 | — | COMPANIA DE MINAS BUEN | 204448104 |
| — | JEFFERIES GROUP INC | 5,350,000 | $5,331 | 0.1% | $0.97 | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | ALLIANT TECHSYSTEMS IN | 5,000,000 | $5,298 | 0.1% | $1.03 | — | CV SR SUB NT CPDI | 018804AK0 |
| — | GENCO SHIPPING & TRADI | 1,512,532 | $5,279 | 0.1% | $6.36 | — | COMMON STOCK | Y2685T107 |
| — | SALIX PHARMACEUTICALS | 4,500,000 | $5,167 | 0.1% | $1.15 | — | CV SR UNSEC NT | 795435AC0 |
| UMC | United Micro Elect. | 2,520,221 | $5,015 | 0.1% | $2.43 | — | UNITED MICROELECTRONCS | 910873405 |
| MLCO | Melco PBL Entertainmen | 292,530 | $4,926 | 0.1% | $13.49 | — | Melco PBL Entertainmen | 585464100 |
| — | MEDIVATION INC | 3,700,000 | $4,742 | 0.1% | $1.05 | — | CV SR UNSEC NT PNC | 58501NAA9 |
| — | Grupo Financiero Santa | 272,800 | $4,414 | 0.1% | $16.18 | — | Grupo Financiero Santa | 40053C105 |
| — | GOLDEN STAR RESOURCES | 3,300,000 | $4,360 | 0.1% | $0.97 | — | CV SR UNSEC NT | 38119TAE4 |
| ARCO | Arcos Dorados Holdings | 342,900 | $4,101 | 0.1% | $11.96 | — | Arcos Dorados Holdings | G0457F107 |
| — | LIVE NATION ENTERTAINM | 4,107,000 | $4,093 | 0.1% | $0.96 | — | CV UNSEC SR NT | 538034AB5 |
| — | JAMES RIVER COAL COMPA | 9,000,000 | $4,014 | 0.1% | $0.45 | — | CV SR UNSEC NT | 470355AF5 |
| — | HEADWATERS INC | 3,596,000 | $3,731 | 0.1% | $1.04 | — | CV SR SUB NT | 42210PAR3 |
| CIG | Companhia Energetica | 335,944 | $3,648 | 0.1% | $12.12 | — | Companhia Energetica A | 204409601 |
| — | INTERMUNE INC | 4,500,000 | $3,543 | 0.1% | $0.79 | — | CV SR UNSEC NT PNC | 45884XAE3 |
| — | COMMONWEALTH REIT | 140,711 | $3,248 | 0.1% | $21.36 | — | 6.5% CV PERP PFD SER-D | 203233408 |
| — | EPR PROPERTIES | 107,500 | $3,187 | 0.1% | $29.65 | — | 9% CV PERP PFD SER-E R | 26884U307 |
| — | HOME INNS HTL MNGMT IN | 3,660,000 | $3,177 | 0.1% | $0.87 | — | CV SR UNSEC NT | 43713WAB3 |
| — | FURNITURE BRANDS INTL | 2,600,000 | $2,756 | 0.1% | $1.68 | — | COMMON STOCK | 360921100 |
| — | ICAHN ENTERPRISES LP | 2,500,000 | $2,551 | 0.0% | $1.00 | — | CV SR UNSEC FRN PNC | 451102AB3 |
| — | JAMES RIVER COAL COMPA | 7,495,000 | $2,357 | 0.0% | $0.31 | — | CV SR UNSEC NT | 470355AH1 |
| — | WSP HOLDINGS LTD-ADR | 1,408,800 | $2,320 | 0.0% | $1.93 | — | COMMON STOCK | 92934F203 |
| — | EAGLE BULK SHIPPING IN | 1,516,025 | $2,274 | 0.0% | $3.16 | — | COMMON STOCK NEW | Y2187A119 |
| — | MORGANS HOTEL GROUP CO | 2,000,000 | $1,891 | 0.0% | $0.95 | — | CV SR SUB NT | 61748WAB4 |
| — | ARES CAPITAL CORP | 1,735,000 | $1,885 | 0.0% | $1.09 | — | CV SR UNSEC NT | 04010LAB9 |
| — | LIBERTY INTERACTIVE LL | 1,750,000 | $1,655 | 0.0% | $0.89 | — | CV SR UNSEC DEB (EX: V | 530715AR2 |
| — | CENTRAL EUR DISTR CORP | 2,835,000 | $1,517 | 0.0% | $0.90 | — | CV SR UNSEC NT | 153435AA0 |
| — | FLOTEK INDUSTRIES INC | 1,250,000 | $1,271 | 0.0% | $1.02 | — | CV SR UNSEC NT CPDI | 343389AA0 |
| — | AFFILIATED MANAGERS GR | 1,062,000 | $1,177 | 0.0% | $1.10 | — | CV SR UNSEC NT | 008252AL2 |
| — | LEUCADIA NATL CORP | 977,000 | $1,144 | 0.0% | $1.12 | — | CV SR SUB NT | 527288AX2 |
| — | GT ADV TECHNOLOGIES IN | 1,500,000 | $1,089 | 0.0% | $0.73 | — | CV SR UNSEC NT | 36191UAA4 |
| HDB | HDFC Bank Limited | 23,573 | $960 | 0.0% | $34.43 | — | HDFC Bank Ltd. ADR | 40415F101 |
| ITUB | Banco Itau | 46,268 | $762 | 0.0% | $14.34 | — | Itau Unibanco Holding | 465562106 |
| PKX | Posco | 8,625 | $709 | 0.0% | $81.34 | — | Posco | 693483109 |
| — | Compania De Bebidas Da | 16,448 | $691 | 0.0% | $38.85 | — | COMPANHIA DE BEBIDAS S | 20441W203 |
| — | NEWMONT MINING CORP | 575,000 | $684 | 0.0% | $1.26 | — | CV SR UNSEC NT SER-A | 651639AH9 |
| TV | Televisa | 23,900 | $635 | 0.0% | $26.57 | — | GRUPO TELEVISA SA DE S | 40049J206 |
| — | LINEAR TECHNOLOGY CORP | 590,000 | $618 | 0.0% | $1.07 | — | CV SR UNSEC NT CPDI TR | 535678AC0 |
| TX | Ternium SA | 25,900 | $610 | 0.0% | $19.67 | — | Ternium SA-Sponsored A | 880890108 |
| CX | Cemex SA-Sponsored ADR | 61,600 | $608 | 0.0% | $9.87 | — | Cemex SA-Sponsored ADR | 151290889 |
| SCCO | Southern Copper Corp | 16,014 | $606 | 0.0% | $32.84 | — | Southern Copper Corp | 84265V105 |
| TSM | Taiwan Semi. | 35,070 | $602 | 0.0% | $14.40 | — | TAIWAN SEMICONDUCTOR S | 874039100 |
| — | ARCHER DANIELS | 550,000 | $552 | 0.0% | $1.00 | — | CV SR UNSEC NT | 039483AW2 |
| — | Mobile Telesystems | 29,381 | $548 | 0.0% | $17.66 | — | Mobile Telesystems OJS | 607409109 |
| SQM | Sociedad Quimica y Min | 9,061 | $522 | 0.0% | $56.61 | — | Sociedad Quimica y Min | 833635105 |
| — | ARRIS GROUP INC | 475,000 | $509 | 0.0% | $1.05 | — | CV SR UNSEC NT | 04269QAC4 |
| — | ON SEMICONDUCTOR CORP | 370,000 | $380 | 0.0% | $1.02 | — | CV SR SUB NT | 682189AG0 |