Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q2 2013 (← Previous) (Next →)
Filing Date: Aug 14, 2013
Total Value: $4.922B (39.9% shares, 60.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| FBP | FIRST BANCORP PUERTO RICO | 50,684,485 | $359M | 7.3% | $4.40 | +15.6% | COMMON STOCK | 318672706 |
| — | EXCO RESOURCES INC | 36,778,946 | $281M | 5.7% | $6.63 | — | COMMON STOCK | 269279402 |
| — | CHARTER COMMUNICATION-A | 1,973,595 | $244M | 5.0% | $63.45 | — | COMMON STOCK | 16117M305 |
| — | DYNEGY INC | 7,800,986 | $176M | 3.6% | $19.38 | — | COMMON STOCK | 26817R108 |
| — | COBALT INTL ENERGY INC | 146,500,000 | $156M | 3.2% | $1.07 | — | CV SR UNSEC NT | 19075FAA4 |
| — | DELPHI AUTOMOTIVE PLC | 3,000,000 | $152M | 3.1% | $31.59 | — | COMMON STOCK | G27823106 |
| — | SALIX PHARMACEUTICALS LTD | 113,465,000 | $136M | 2.8% | $1.20 | — | CV SR UNSEC NT | 795435AE6 |
| — | TESLA MOTORS INC | 98,400,000 | $112M | 2.3% | $1.14 | — | CV SR UNSEC NT | 88160RAA9 |
| — | MGM RESORTS INTL | 91,865,000 | $103M | 2.1% | $1.09 | — | CV SR UNSEC NT | 55303QAE0 |
| — | SANDISK CORP | 68,930,000 | $92.44M | 1.9% | $1.17 | — | CV SR UNSEC NT | 80004CAD3 |
| — | OMNICARE INC | 73,560,000 | $91.57M | 1.9% | $0.94 | — | CV SR SUB NT CPDI PNC | 681904AP3 |
| — | CEMEX SAB DE CV | 75,077,000 | $86.6M | 1.8% | $1.01 | — | CV SUB NT | 151290AV5 |
| — | BROOKDALE SENIOR LIVING | 72,975,000 | $86.18M | 1.8% | $0.99 | — | CV SR UNSEC NT | 112463AA2 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,490 | $74.39M | 1.5% | $7.77 | — | COMMON STOCK | 018606301 |
| — | FOREST CITY ENTERPRISES | 65,171,000 | $73.34M | 1.5% | $1.06 | — | CV SR UNSEC NT PNC | 345550AP2 |
| MTG | MGIC INVESTMENT CORP | 12,000,000 | $72.84M | 1.5% | $4.86 | +17.1% | COMMON STOCK | 552848103 |
| — | ON SEMICONDUCTOR CORP | 58,945,000 | $68.08M | 1.4% | $1.16 | — | CV SR SUB NT SER-B | 682189AH8 |
| — | LAM RESEARCH CORP | 53,200,000 | $56.23M | 1.1% | $1.04 | — | CV SR UNSEC NT | 512807AJ7 |
| — | MENTOR GRAPHICS CORP | 43,806,000 | $53.32M | 1.1% | $1.08 | — | CV SUB UNSEC NT | 587200AK2 |
| — | HELIX ENERGY SOLUTIONS | 41,392,000 | $52.81M | 1.1% | $1.07 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | GENESEE & WYOMING INC | 427,500 | $51.25M | 1.0% | $116.08 | — | 5% CV MAND PFD EQUITY UNITS | 371559204 |
| — | INTEL CORP | 46,225,000 | $50.53M | 1.0% | $1.07 | — | CV JR SUB NT CPDI PNC | 458140AD2 |
| — | HOLOGIC INC | 46,575,000 | $46.36M | 0.9% | $0.95 | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | GROUP 1 AUTOMOTIVE INC | 38,202,000 | $45.89M | 0.9% | $1.14 | — | CV SR UNSEC NT (PNC) | 398905AE9 |
| — | MGIC INVESTMENT CORP | 39,500,000 | $44.96M | 0.9% | $1.01 | — | CV SR UNSEC NT | 552848AE3 |
| — | CRIMSON EXPLORATION INC | 15,524,819 | $43.78M | 0.9% | $4.15 | — | COMMON STOCK | 22662K207 |
| — | ALERE INC | 190,800 | $42.93M | 0.9% | $237.66 | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| — | INTEL CORP | 33,000,000 | $42.19M | 0.9% | $1.21 | — | CV JR SUB NT PNC CPDI | 458140AF7 |
| — | REDWOOD TRUST INC | 42,250,000 | $41.95M | 0.9% | $1.11 | — | CV SR UNSEC NT REIT | 758075AB1 |
| — | UNITED TECHNOLOGIES CORP | 664,950 | $39.47M | 0.8% | $56.15 | — | 7.50% CV MAND PFD EQUITY UNITS | 913017117 |
| — | RTI INTERNATIONAL METALS | 41,100,000 | $38.94M | 0.8% | $0.95 | — | CV SR UNSEC NT | 74973WAB3 |
| — | RTI INTERNATIONAL METALS | 35,475,000 | $38.81M | 0.8% | $1.04 | — | CV SR UNSEC NT | 74973WAA5 |
| — | HEARTWARE INTERNATIONAL | 30,625,000 | $38.29M | 0.8% | $1.25 | — | CV SR UNSEC NT | 422368AA8 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,750,000 | $38.2M | 0.8% | $12.16 | -10.4% | COMMON STOCK | 928298108 |
| — | WALTER INVESTMENT MGMT | 36,505,000 | $37.14M | 0.8% | $1.06 | — | CV SR SUB NT | 93317WAA0 |
| — | PHOTRONICS INC | 32,758,000 | $35.91M | 0.7% | $1.06 | — | CV SR UNSEC NT | 719405AH5 |
| NRG | NRG ENERGY INC | 1,325,000 | $35.38M | 0.7% | $22.20 | -7.8% | COMMON STOCK | 629377508 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 1,880,000 | $35.29M | 0.7% | $20.95 | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | COLONY FINANCIAL INC | 33,520,000 | $33.89M | 0.7% | $1.01 | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 29,828,000 | $33.01M | 0.7% | $1.08 | — | CV SR UNSEC NT | 874054AC3 |
| — | MERITAGE HOMES CORP | 29,650,000 | $32.46M | 0.7% | $1.05 | — | CV SR UNSEC NT | 59001AAR3 |
| — | US STEEL CORP | 32,100,000 | $31.86M | 0.6% | $0.99 | — | CV SR UNSEC NT PNC | 912909AH1 |
| — | KB HOME | 29,500,000 | $31.1M | 0.6% | $1.10 | — | CV SR UNSEC NT | 48666KAS8 |
| — | APOLLO GLOBAL MANAGEMENT - A | 1,250,000 | $30.13M | 0.6% | $16.08 | — | COMMON STOCK | 037612306 |
| — | DEALERTRACK TECHNOLOGIES | 26,000,000 | $30.12M | 0.6% | $1.16 | — | CV SR UNSEC NT | 242309AB8 |
| — | OLD REPUBLIC INTL CORP | 26,023,000 | $29.57M | 0.6% | $0.97 | — | CV SR UNSEC NT | 680223AH7 |
| — | HOLOGIC INC | 26,179,000 | $29.38M | 0.6% | $1.18 | — | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 |
| GTY | GETTY REALTY CORP | 1,422,221 | $29.37M | 0.6% | $19.07 | — | COMMON STOCK REIT | 374297109 |
| — | XPO LOGISTICS INC | 23,440,000 | $28.95M | 0.6% | $1.19 | — | CV SR UNSEC NT PNC | 983793AA8 |
| AIG | AMERICAN INTERNATIONAL GROUP | 645,000 | $28.83M | 0.6% | $34.78 | -6.5% | COMMON STOCK | 026874784 |
| — | CAESARS ENTERTAINMENT CORP | 2,077,157 | $28.46M | 0.6% | $14.74 | — | COMMON STOCK | 127686103 |
| — | BPZ RESOURCES INC | 34,665,000 | $28.15M | 0.6% | $0.90 | — | CV SR UNSEC NT PNC | 055639AB4 |
| — | WABASH NATIONAL CORP | 21,980,000 | $27.21M | 0.6% | $0.97 | — | CV SR UNSEC NT | 929566AH0 |
| — | DFC GLOBAL CORP | 26,190,000 | $27.1M | 0.6% | $1.19 | — | CV SR UNSEC NT | 256664AC7 |
| — | VECTOR GROUP LTD | 21,185,000 | $25.56M | 0.5% | $1.10 | — | CV SR UNSEC VARIABLE NT CPDI | 92240MAY4 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 25,000,000 | $24.39M | 0.5% | $0.98 | — | CV SR UNSEC NT | 874054AD1 |
| — | RADIAN GROUP INC | 18,750,000 | $24.26M | 0.5% | $1.21 | — | CV SR UNSEC NT PNC | 750236AN1 |
| — | PRICELINE.COM INC | 19,825,000 | $23.08M | 0.5% | $1.11 | — | CV SR UNSEC NT | 741503AQ9 |
| — | BOTTOMLINE TECHNOLOGIES | 19,250,000 | $21.25M | 0.4% | $1.11 | — | CV SR UNSEC NT | 101388AA4 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,000,000 | $21.08M | 0.4% | $23.83 | — | COMMON STOCK NEW | 52729N308 |
| — | STARWOOD PROPERTY TRUST | 20,000,000 | $20.65M | 0.4% | $1.03 | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | TMS INTERNATIONAL CORP-A | 1,382,425 | $20.5M | 0.4% | $13.00 | — | COMMON STOCK | 87261Q103 |
| — | EPR PROPERTIES | 887,821 | $20.38M | 0.4% | $21.95 | — | 5.75% CV PERP PFD SER-C REIT PNC | 26884U208 |
| — | STILLWATER MINING COMPANY | 19,432,000 | $20.27M | 0.4% | $1.17 | — | CV SR UNSEC NT | 86074QAL6 |
| — | ADVANCED MICRO DEVICES | 19,667,000 | $20.19M | 0.4% | $1.01 | — | CV SR UNSEC NT | 007903AL1 |
| — | INSULET CORPORATION | 15,199,000 | $20.02M | 0.4% | $1.07 | — | CV SR UNSEC NT PNC | 45784PAC5 |
| — | ANNALY CAPITAL MGMT | 18,916,000 | $19.12M | 0.4% | $1.00 | — | CV SR UNSEC NT | 035710AB8 |
| — | RYLAND GROUP | 21,000,000 | $19.1M | 0.4% | $0.91 | — | CV SR UNSEC NT PNC | 783764AS2 |
| — | STERLITE INDUSTRIES LTD | 19,586,000 | $19.02M | 0.4% | $0.94 | — | CV SR UNSEC NT PNC | 859737AB4 |
| — | BGC PARTNERS INC | 18,676,000 | $18.96M | 0.4% | $0.94 | — | CV SR UNSEC NT | 05541TAD3 |
| — | GT ADV TECHNOLOGIES INC | 22,000,000 | $18.89M | 0.4% | $0.84 | — | CV SR UNSEC NT | 36191UAA4 |
| — | CHIQUITA BRANDS INTL | 18,500,000 | $17.74M | 0.4% | $0.88 | — | CV SR UNSEC NT PNC | 170032AT3 |
| — | ICONIX BRAND GROUP INC | 15,305,000 | $17.46M | 0.4% | $1.14 | — | CV SR SUB NT | 451055AE7 |
| — | ORBOTECH LTD | 1,400,000 | $17.42M | 0.4% | $8.53 | — | COMMON STOCK | M75253100 |
| — | MERITOR INC | 18,878,000 | $16.88M | 0.3% | $0.84 | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | WEBMD HEALTH CORP | 18,074,000 | $16.82M | 0.3% | $0.88 | — | CV SR UNSEC NT | 94770VAF9 |
| — | TTM TECHNOLOGIES | 16,643,000 | $16.74M | 0.3% | $1.03 | — | CV SR UNSEC NT | 87305RAC3 |
| — | NEWMONT MINING CORP | 15,400,000 | $16.5M | 0.3% | $1.07 | — | CV SR UNSEC NT SER-B | 651639AJ5 |
| — | HANWHA SOLARONE CO LTD | 19,310,000 | $16.41M | 0.3% | $0.73 | — | CV SR UNSEC NT | 83415UAB4 |
| — | STONE ENERGY CORP | 17,491,000 | $16.25M | 0.3% | $0.93 | — | CV SR UNSEC NT | 861642AN6 |
| — | DRYSHIPS INC | 18,000,000 | $16.09M | 0.3% | $0.86 | — | CV SR UNSEC NT | 262498AB4 |
| — | ARCELORMITTAL | 14,500,000 | $14.94M | 0.3% | $1.05 | — | CV SR UNSEC NT | 03938LAK0 |
| — | AAR CORP | 15,000,000 | $14.93M | 0.3% | $0.96 | — | CV SR UNSEC NT | 000361AM7 |
| — | PROVIDENCE SERVICE CORP | 13,882,000 | $14.85M | 0.3% | $1.00 | — | CV SR SUB NT | 743815AB8 |
| — | KNIGHT CAPITAL GROUP INC | 14,659,000 | $14.7M | 0.3% | $0.98 | — | CV SR SUB NT | 499005AE6 |
| — | COMMONWEALTH REIT | 586,829 | $13.53M | 0.3% | $23.05 | — | 6.5% CV PERP PFD SER-D REIT | 203233408 |
| — | CUMULUS MEDIA INC-CL A | 3,985,983 | $13.51M | 0.3% | $3.49 | — | COMMON STOCK | 231082108 |
| — | BRISTOW GROUP INC | 11,545,000 | $13.49M | 0.3% | $1.16 | — | CV SR UNSEC NT | 110394AC7 |
| — | NUVASIVE INC | 13,500,000 | $13.34M | 0.3% | $0.87 | — | CV SR UNSEC NT | 670704AC9 |
| — | CHESAPEAKE ENERGY CORP | 14,000,000 | $13.26M | 0.3% | $0.94 | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| — | ALCATEL-LUCENT USA INC | 13,318,000 | $13.05M | 0.3% | $0.86 | — | CV SR UNSEC NT SER A 2.75% MULTI-CPN PNC | 549463AG2 |
| — | TOWER GROUP INTL LTD | 11,949,000 | $12.92M | 0.3% | $1.08 | — | CV SR UNSEC NT | 891777AC8 |
| — | US STEEL CORP | 12,000,000 | $12.35M | 0.3% | $1.03 | — | CV SR UNSEC NT | 912909AE8 |
| — | NAVISTAR INTL CORP | 12,550,000 | $12.22M | 0.2% | $1.04 | — | CV SR SUB NT | 63934EAL2 |
| — | GOODRICH PETROLEUM CORP | 12,104,000 | $12.12M | 0.2% | $0.98 | — | CV SR UNSEC NT | 382410AC2 |
| — | PROSPECT CAPITAL CORP | 11,272,000 | $11.9M | 0.2% | $0.98 | — | CV SR UNSEC NT | 74348TAD4 |
| — | SAFEWAY INC | 500,000 | $11.83M | 0.2% | $20.21 | — | COMMON STOCK | 786514208 |
| — | AFFYMETRIX INC | 11,650,000 | $11.66M | 0.2% | $1.04 | — | CV SR UNSEC NT PNC | 00826TAH1 |
| — | GREENBRIER COS INC | 11,250,000 | $11.65M | 0.2% | $0.91 | — | CV SR UNSEC NT | 393657AH4 |
| — | GENERAL CABLE CORP | 11,495,000 | $11.51M | 0.2% | $0.98 | — | CV SR UNSEC NT | 369300AD0 |
| — | MGIC INVESTMENT CORP | 10,935,000 | $11.27M | 0.2% | $0.90 | — | CV SR UNSEC NT | 552848AD5 |
| — | HOME INNS HTL MNGMT INC | 12,474,000 | $11.08M | 0.2% | $0.89 | — | CV SR UNSEC NT | 43713WAB3 |
| — | E*TRADE FINANCIAL CORP | 875,000 | $11.08M | 0.2% | $12.66 | — | COMMON STOCK | 269246401 |
| — | YRC WORLDWIDE INC | 10,500,000 | $10.66M | 0.2% | $1.01 | — | CV SEC 2ND LIEN 10% PIK NT SER-A | 984249AB8 |
| — | LEAP WIRELESS INTL INC | 10,386,000 | $10.52M | 0.2% | $1.02 | — | CV SR UNSEC NT | 521863AL4 |
| — | OMNICARE INC | 10,154,000 | $10.5M | 0.2% | $0.93 | — | CV SR UNSEC NT SER-OCR CPDI | 681904AL2 |
| — | Vale S.A. PFD | 845,600 | $10.28M | 0.2% | $12.16 | — | Vale S.A. PFD | 91912E204 |
| — | TITAN MACHINERY INC | 10,784,000 | $10.16M | 0.2% | $0.94 | — | CV SR UNSEC NT | 88830RAB7 |
| — | ALPHA NATURAL RESOURCES | 11,750,000 | $10.13M | 0.2% | $0.86 | — | CV SR UNSEC NT | 02076XAE2 |
| — | MORGANS HOTEL GROUP CO | 10,177,000 | $10.08M | 0.2% | $0.97 | — | CV SR SUB NT | 61748WAB4 |
| — | PULSE ELECTRONICS CORP | 3,844,659 | $10.07M | 0.2% | $2.62 | — | COMMON STOCK | 74586W205 |
| — | AMTRUST FINANCIAL SERVICES INC | 7,142,000 | $10.03M | 0.2% | $1.43 | — | CV SR UNSEC NT | 032359AC5 |
| — | HOLOGIC INC | 9,404,000 | $9.709M | 0.2% | $1.04 | — | CV SR UNSEC NT MULTI-CPN | 436440AG6 |
| — | AV HOMES INC | 8,835,000 | $9.277M | 0.2% | $1.00 | — | CV SR UNSEC NT | 053494AG5 |
| — | ALLIANCE ONE INTL INC | 8,876,000 | $9.006M | 0.2% | $0.98 | — | CV SR SUB NT | 018772AQ6 |
| — | JINKOSOLAR HOLDING CO LT | 12,153,000 | $8.386M | 0.2% | $0.68 | — | CV SR UNSEC NT 144A | 47759TAA8 |
| — | CENTRAL EURO MEDIA ENTER | 8,695,000 | $8.386M | 0.2% | $0.96 | — | CV SEC NT | 153443AH9 |
| — | INTERMUNE INC | 9,992,000 | $8.306M | 0.2% | $0.81 | — | CV SR UNSEC NT PNC | 45884XAE3 |
| PBR | PETROLEO BRASILEIRO SA SPONSORED ADR | 597,830 | $8.017M | 0.2% | $17.21 | — | PETROLEO BRASILEIRO SA SPONSORED ADR | 71654V408 |
| — | CADENCE DESIGN SYS INC | 8,000,000 | $8.014M | 0.2% | $1.00 | — | CV SR UNSEC NT SER-B | 127387AF5 |
| — | DOLLAR FINANCIAL CORP | 7,880,000 | $7.811M | 0.2% | $0.99 | — | CV SR UNSEC NT | 256664AB9 |
| — | HEADWATERS INC | 6,846,000 | $7.671M | 0.2% | $1.07 | — | CV SR SUB NT | 42210PAR3 |
| — | NY COMMUNITY CAP TRUST V | 150,000 | $7.2M | 0.1% | $48.00 | — | 6% CV PFD (BONUSES) PNC | 64944P307 |
| — | GOLDCORP INC | 6,968,000 | $7.059M | 0.1% | $1.21 | — | CV SR UNSEC NT | 380956AB8 |
| — | MANNKIND CORP | 7,378,000 | $7.042M | 0.1% | $0.95 | — | CV SR UNSEC NT | 56400PAA0 |
| PLPC | PREFORMED LINE PRODUCTS CO | 105,181 | $6.975M | 0.1% | $71.03 | +2.4% | COMMON STOCK | 740444104 |
| — | ACCURAY INC | 7,140,000 | $6.845M | 0.1% | $0.96 | — | CV SR UNSEC NT PNC | 004397AB1 |
| — | ARES CAPITAL CORP | 6,250,000 | $6.637M | 0.1% | $1.06 | — | CV SR UNSEC NT | 04010LAG8 |
| — | Cia Brasileira de Distribuicao Grupo Pao | 143,739 | $6.534M | 0.1% | $44.66 | — | Cia Brasileira de Distribuicao Grupo Pao | 20440T201 |
| — | TELEF BRASIL | 285,700 | $6.52M | 0.1% | $22.21 | — | TELEF BRASIL | 87936R106 |
| — | Tata Motors | 274,800 | $6.441M | 0.1% | $23.44 | — | Tata Motors | 876568502 |
| — | NOVAGOLD RESOURCES INC | 6,350,000 | $6.362M | 0.1% | $1.01 | — | CV SR UNSEC NT | 66987EAA5 |
| — | INTEROIL CORP | 6,400,000 | $6.176M | 0.1% | $0.98 | — | CV SR UNSEC NT PNC | 460951AC0 |
| — | MOLYCORP INC | 7,800,000 | $5.881M | 0.1% | $0.75 | — | CV SR UNSEC NT PNC | 608753AF6 |
| — | INTEGRA LIFESCIENCES HLD | 5,733,000 | $5.63M | 0.1% | $1.03 | — | CV SR UNSEC NT | 457985AK5 |
| — | CONSTELLIUM NV- CLASS A | 331,082 | $5.347M | 0.1% | $16.15 | — | COMMON STOCK | N22035104 |
| — | FIVE STAR QUALITY CARE INC | 5,300,000 | $5.322M | 0.1% | $0.95 | — | CV SR UNSECD NT | 33832DAB2 |
| — | ICAHN ENTERPRISES LP | 5,000,000 | $5.023M | 0.1% | $1.00 | — | CV SR UNSEC FRN PNC | 451102AB3 |
| — | JAKKS PACIFIC INC | 4,750,000 | $4.892M | 0.1% | $1.00 | — | CV SR UNSEC NT | 47012EAD8 |
| — | BALTIC TRADING LTD | 1,303,000 | $4.834M | 0.1% | $3.71 | — | COMMON STOCK | Y0553W103 |
| — | JEFFERIES GROUP LLC | 4,236,000 | $4.527M | 0.1% | $1.00 | — | CV SR UNSEC NT PNC | 472319AG7 |
| — | ENDO HEALTH SOLUTIONS IN | 3,360,000 | $4.522M | 0.1% | $1.20 | — | CV SR SUB NT | 29264FAB2 |
| — | WSP HOLDINGS LTD-ADR | 1,408,800 | $4.353M | 0.1% | $1.93 | — | COMMON STOCK | 92934F203 |
| — | Grupo Financiero Santander Mex | 300,800 | $4.274M | 0.1% | $16.00 | — | Grupo Financiero Santander Mex | 40053C105 |
| — | RF MICRO DEVICES INC | 4,000,000 | $4.05M | 0.1% | $0.99 | — | CV SUB NT | 749941AJ9 |
| — | CHESAPEAKE ENERGY CORP | 4,000,000 | $3.992M | 0.1% | $0.99 | — | CV SR UNSEC NT CPDI | 165167BW6 |
| — | HUTCHINSON TECHNOLOGY | 4,000,000 | $3.97M | 0.1% | $0.99 | — | CV SR UNSEC NT | 448407AG1 |
| BVN | COMPANIA DE MINAS BUEN SPON ADR SER B | 251,327 | $3.71M | 0.1% | $29.87 | — | COMPANIA DE MINAS BUEN SPON ADR SER B | 204448104 |
| — | EPR PROPERTIES | 107,500 | $3.454M | 0.1% | $29.65 | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| — | HAWAIIAN HOLDINGS INC | 3,117,000 | $3.424M | 0.1% | $1.09 | — | CV SR UNSEC NT | 419879AD3 |
| — | Goldcorp Inc | 138,410 | $3.423M | 0.1% | $45.06 | — | Goldcorp Inc | 380956409 |
| — | GOLDEN STAR RESOURCES | 5,000,000 | $3.348M | 0.1% | $0.67 | — | CV SR UNSEC NT | 38119TAE4 |
| — | PROSPECT CAPITAL CORP | 3,000,000 | $3.112M | 0.1% | $1.04 | — | CV SR UNSEC NT | 74348TAK8 |
| — | GENCO SHIPPING & TRADING LTD | 1,512,532 | $2.465M | 0.1% | $6.36 | — | COMMON STOCK | Y2685T107 |
| — | GREEN PLAINS RENEWABLE ENERGY | 2,000,000 | $2.302M | 0.0% | $0.92 | — | CV SR UNSEC NT PNC | 393222AB0 |
| — | GLOBALSTAR INC | 2,116,000 | $2.027M | 0.0% | $0.96 | — | CV SR UNSEC NT (5.75% CASH/ 2.25% PIK) | 378973AD3 |
| TSM | TAIWAN SEMICONDUCTOR SPONSORED ADR | 104,598 | $1.916M | 0.0% | $17.01 | — | TAIWAN SEMICONDUCTOR SPONSORED ADR | 874039100 |
| — | MCMORAN EXPLORATION CO | 1,750,000 | $1.811M | 0.0% | $1.06 | — | CV SR UNSEC NT PNC | 582411AM6 |
| HDB | HDFC Bank Ltd. ADR | 42,267 | $1.532M | 0.0% | $35.23 | — | HDFC Bank Ltd. ADR | 40415F101 |
| — | ALPHA NATURAL RESOURCES | 1,640,000 | $1.507M | 0.0% | $0.94 | — | CV SR UNSEC NT | 02076XAA0 |
| — | FURNITURE BRANDS INTL INC | 371,428 | $1.486M | 0.0% | $4.00 | — | COMMON STOCK | 360921209 |
| ITUB | Itau Unibanco Holding SA | 112,569 | $1.454M | 0.0% | $13.50 | — | Itau Unibanco Holding SA | 465562106 |
| TV | GRUPO TELEVISA SA DE SPN ADR REPORD | 56,600 | $1.406M | 0.0% | $25.57 | — | GRUPO TELEVISA SA DE SPN ADR REPORD | 40049J206 |
| — | COMPANHIA DE BEBIDAS SPON ADR PFD | 36,688 | $1.37M | 0.0% | $38.02 | — | COMPANHIA DE BEBIDAS SPON ADR PFD | 20441W203 |
| CX | Cemex SA-Sponsored ADR | 111,084 | $1.175M | 0.0% | $10.19 | — | Cemex SA-Sponsored ADR | 151290889 |
| — | Mobile Telesystems OJSC | 56,753 | $1.075M | 0.0% | $18.28 | — | Mobile Telesystems OJSC | 607409109 |
| PKX | Posco | 14,809 | $964K | 0.0% | $74.56 | — | Posco | 693483109 |
| — | AFFILIATED MANAGERS GROUP | 712,000 | $919K | 0.0% | $1.10 | — | CV SR UNSEC NT | 008252AL2 |
| TKC | TURKCELL ILETISIM HIZM SPONSORED ADR | 63,696 | $915K | 0.0% | $14.37 | — | TURKCELL ILETISIM HIZM SPONSORED ADR | 900111204 |
| SQM | Sociedad Quimica y Minera de Chi | 22,325 | $902K | 0.0% | $46.98 | — | Sociedad Quimica y Minera de Chi | 833635105 |