CIK: 0000949509 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 8, 2013
Total Value ($000): $5,204,880 (41.1% shares, 58.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | EXCO RESOURCES INC | 36,778,946 | $247,890 | 4.8% | $6.63 | — | COMMON STOCK | 269279402 |
| FBP | FIRST BANCORP PUERTO RICO | 41,843,581 | $237,672 | 4.6% | $4.40 | +31.1% | COMMON STOCK | 318672706 |
| — | MASONITE INTERNATIONAL CORP | 4,778,334 | $233,804 | 4.5% | $48.93 | — | COMMON STOCK | 575385109 |
| — | DELPHI AUTOMOTIVE PLC | 3,000,000 | $175,260 | 3.4% | $31.59 | — | COMMON STOCK | G27823106 |
| — | DYNEGY INC | 8,245,986 | $159,312 | 3.1% | $19.38 | — | COMMON STOCK | 26817R108 |
| — | COBALT INTL ENERGY INC | 144,500,000 | $152,599 | 2.9% | $1.07 | — | CV SR UNSEC NT | 19075FAA4 |
| — | MGM RESORTS INTL | 111,365,000 | $141,252 | 2.7% | $1.12 | — | CV SR UNSEC NT | 55303QAE0 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,490 | $131,707 | 2.5% | $7.77 | — | COMMON STOCK | 018606301 |
| — | CHARTER COMMUNICATION-A | 909,683 | $122,589 | 2.4% | $63.45 | — | COMMON STOCK | 16117M305 |
| — | SALIX PHARMACEUTICALS LTD | 89,905,000 | $110,622 | 2.1% | $1.20 | — | CV SR UNSEC NT | 795435AE6 |
| — | HORNBECK OFFSHORE SERVICES | 78,830,000 | $101,754 | 2.0% | $1.29 | — | CV SR UNSEC NT | 440543AN6 |
| — | CEMEX SAB DE CV | 75,077,000 | $89,201 | 1.7% | $1.01 | — | CV SUB NT | 151290AV5 |
| — | STONE ENERGY CORP | 81,700,000 | $88,948 | 1.7% | $1.05 | — | CV SR UNSEC NT | 861642AN6 |
| — | SANDISK CORP | 65,930,000 | $87,604 | 1.7% | $1.17 | — | CV SR UNSEC NT | 80004CAD3 |
| MTG | MGIC INVESTMENT CORP | 12,000,000 | $87,360 | 1.7% | $4.86 | +46.0% | COMMON STOCK | 552848103 |
| — | OMNICARE INC | 90,250,000 | $86,072 | 1.7% | $0.95 | — | CV SR SUB NT CPDI | 681904AQ1 |
| — | BROOKDALE SENIOR LIVING | 69,975,000 | $82,712 | 1.6% | $0.99 | — | CV SR UNSEC NT | 112463AA2 |
| — | AIR LEASE CORP | 60,600,000 | $78,180 | 1.5% | $1.29 | — | CV SR UNSEC NT | 00912XAK0 |
| — | FOREST CITY ENTERPRISES | 65,171,000 | $72,660 | 1.4% | $1.06 | — | CV SR UNSEC NT PNC | 345550AP2 |
| — | ON SEMICONDUCTOR CORP | 66,445,000 | $72,050 | 1.4% | $1.16 | — | CV SR SUB NT SER-B | 682189AH8 |
| — | WRIGHT MEDICAL GROUP INC | 57,612,000 | $70,710 | 1.4% | $1.23 | — | CV SR UNSEC NT | 98235TAC1 |
| — | LAM RESEARCH CORP | 51,400,000 | $58,090 | 1.1% | $1.04 | — | CV SR UNSEC NT | 512807AJ7 |
| — | MENTOR GRAPHICS CORP | 41,306,000 | $54,144 | 1.0% | $1.08 | — | CV SUB UNSEC NT | 587200AK2 |
| — | GENESEE & WYOMING INC | 427,500 | $54,143 | 1.0% | $116.08 | — | 5% CV MAND PFD EQUITY UNITS | 371559204 |
| — | ALERE INC | 207,800 | $54,029 | 1.0% | $239.49 | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| — | HELIX ENERGY SOLUTIONS | 38,392,000 | $50,903 | 1.0% | $1.07 | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | INTEL CORP | 46,725,000 | $50,833 | 1.0% | $1.07 | — | CV JR SUB NT CPDI PNC | 458140AD2 |
| — | CRIMSON EXPLORATION INC | 15,524,818 | $46,730 | 0.9% | $4.15 | — | COMMON STOCK | 22662K207 |
| — | RTI INTERNATIONAL METALS | 43,600,000 | $45,323 | 0.9% | $0.95 | — | CV SR UNSEC NT | 74973WAB3 |
| — | MGIC INVESTMENT CORP | 35,600,000 | $45,184 | 0.9% | $1.01 | — | CV SR UNSEC NT | 552848AE3 |
| AIG | AMERICAN INTERNATIONAL GROUP | 929,100 | $45,182 | 0.9% | $35.16 | +2.5% | COMMON STOCK | 026874784 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,528,500 | $40,796 | 0.8% | $24.82 | — | COMMON STOCK NEW | 52729N308 |
| — | INTEL CORP | 32,000,000 | $39,578 | 0.8% | $1.21 | — | CV JR SUB NT PNC CPDI | 458140AF7 |
| — | STAR BULK CARRIERS CORP | 3,865,888 | $39,161 | 0.8% | $10.13 | — | COMMON STOCK | Y8162K121 |
| — | HOLOGIC INC | 37,575,000 | $38,269 | 0.7% | $0.95 | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | WALTER INVESTMENT MGMT | 35,505,000 | $37,578 | 0.7% | $1.06 | — | CV SR SUB NT | 93317WAA0 |
| — | RTI INTERNATIONAL METALS | 31,975,000 | $36,636 | 0.7% | $1.04 | — | CV SR UNSEC NT | 74973WAA5 |
| — | PHOTRONICS INC | 32,698,000 | $36,541 | 0.7% | $1.06 | — | CV SR UNSEC NT | 719405AH5 |
| NRG | NRG ENERGY INC | 1,325,000 | $36,212 | 0.7% | $22.20 | -7.0% | COMMON STOCK | 629377508 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 29,828,000 | $35,754 | 0.7% | $1.08 | — | CV SR UNSEC NT | 874054AC3 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,750,000 | $35,448 | 0.7% | $12.16 | -10.6% | COMMON STOCK | 928298108 |
| — | VOLCANO CORP | 33,960,000 | $35,351 | 0.7% | $1.04 | — | CV SR UNSEC NT | 928645AB6 |
| — | WEB.COM GROUP INC | 29,000,000 | $33,010 | 0.6% | $1.14 | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | HEARTWARE INTERNATIONAL | 29,416,000 | $32,650 | 0.6% | $1.25 | — | CV SR UNSEC NT | 422368AA8 |
| — | COLONY FINANCIAL INC | 31,520,000 | $32,486 | 0.6% | $1.01 | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | HANWHA SOLARONE CO LTD | 34,146,000 | $31,756 | 0.6% | $0.82 | — | CV SR UNSEC NT | 83415UAB4 |
| — | UNITED TECHNOLOGIES CORP | 489,950 | $31,744 | 0.6% | $56.15 | — | 7.50% CV MAND PFD EQUITY UNITS | 913017117 |
| — | STARWOOD PROPERTY TRUST | 30,000,000 | $31,189 | 0.6% | $1.04 | — | CV SR UNSEC NT REIT | 85571BAB1 |
| — | MERITAGE HOMES CORP | 28,650,000 | $30,940 | 0.6% | $1.05 | — | CV SR UNSEC NT | 59001AAR3 |
| — | E*TRADE FINANCIAL CORP | 1,861,400 | $30,713 | 0.6% | $14.70 | — | COMMON STOCK | 269246401 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 27,500,000 | $30,388 | 0.6% | $0.99 | — | CV SR UNSEC NT | 874054AD1 |
| — | KB HOME | 29,500,000 | $30,084 | 0.6% | $1.10 | — | CV SR UNSEC NT | 48666KAS8 |
| — | HOLOGIC INC | 26,179,000 | $29,638 | 0.6% | $1.18 | — | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 |
| — | CIENA CORP | 28,500,000 | $29,207 | 0.6% | $1.02 | — | CV SR UNSEC NT | 171779AE1 |
| — | WABASH NATIONAL CORP | 21,980,000 | $28,993 | 0.6% | $0.97 | — | CV SR UNSEC NT | 929566AH0 |
| — | XPO LOGISTICS INC | 19,650,000 | $28,572 | 0.5% | $1.19 | — | CV SR UNSEC NT PNC | 983793AA8 |
| — | DEALERTRACK TECHNOLOGIES | 22,000,000 | $28,298 | 0.5% | $1.16 | — | CV SR UNSEC NT | 242309AB8 |
| — | APOLLO GLOBAL MANAGEMENT - A | 1,000,000 | $28,260 | 0.5% | $16.08 | — | COMMON STOCK | 037612306 |
| — | REDWOOD TRUST INC | 26,250,000 | $27,805 | 0.5% | $1.11 | — | CV SR UNSEC NT REIT | 758075AB1 |
| GTY | GETTY REALTY CORP | 1,422,221 | $27,634 | 0.5% | $19.07 | — | COMMON STOCK REIT | 374297109 |
| — | US STEEL CORP | 24,740,000 | $27,519 | 0.5% | $0.99 | — | CV SR UNSEC NT PNC | 912909AH1 |
| — | HEALTH CARE REIT INC | 462,874 | $26,638 | 0.5% | $57.55 | — | 6.5% CV PERP PFD SER-I REIT PNC | 42217K601 |
| — | GROUP 1 AUTOMOTIVE INC | 19,447,000 | $25,712 | 0.5% | $1.14 | — | CV SR UNSEC NT (PNC) | 398905AE9 |
| — | VECTOR GROUP LTD | 21,185,000 | $25,189 | 0.5% | $1.10 | — | CV SR UNSEC VARIABLE NT CPDI | 92240MAY4 |
| — | TMS INTERNATIONAL CORP-A | 1,382,425 | $24,109 | 0.5% | $13.00 | — | COMMON STOCK | 87261Q103 |
| — | DRYSHIPS INC | 23,510,000 | $22,785 | 0.4% | $0.88 | — | CV SR UNSEC NT | 262498AB4 |
| — | BOTTOMLINE TECHNOLOGIES | 18,250,000 | $21,061 | 0.4% | $1.11 | — | CV SR UNSEC NT | 101388AA4 |
| — | ANNALY CAPITAL MGMT | 20,500,000 | $20,935 | 0.4% | $1.00 | — | CV SR UNSEC NT | 035710AB8 |
| — | STARWOOD PROPERTY TRUST | 20,000,000 | $20,897 | 0.4% | $1.03 | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | STILLWATER MINING COMPANY | 19,432,000 | $20,397 | 0.4% | $1.17 | — | CV SR UNSEC NT | 86074QAL6 |
| — | EPR PROPERTIES | 949,821 | $20,231 | 0.4% | $21.91 | — | 5.75% CV PERP PFD SER-C REIT | 26884U208 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 930,000 | $20,009 | 0.4% | $20.95 | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | MERITOR INC | 21,068,000 | $19,423 | 0.4% | $0.85 | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | BGC PARTNERS INC | 18,676,000 | $19,260 | 0.4% | $0.94 | — | CV SR UNSEC NT | 05541TAD3 |
| — | CHIQUITA BRANDS INTL | 19,500,000 | $19,232 | 0.4% | $0.89 | — | CV SR UNSEC NT PNC | 170032AT3 |
| — | OLD REPUBLIC INTL CORP | 16,113,000 | $19,207 | 0.4% | $0.97 | — | CV SR UNSEC NT | 680223AH7 |
| — | ICONIX BRAND GROUP INC | 15,305,000 | $18,816 | 0.4% | $1.14 | — | CV SR SUB NT | 451055AE7 |
| — | STERLITE INDUSTRIES LTD | 18,961,000 | $18,628 | 0.4% | $0.94 | — | CV SR UNSEC NT PNC | 859737AB4 |
| — | TTM TECHNOLOGIES | 17,143,000 | $17,506 | 0.3% | $1.03 | — | CV SR UNSEC NT | 87305RAC3 |
| — | CUMULUS MEDIA INC-CL A | 3,294,583 | $17,428 | 0.3% | $3.49 | — | COMMON STOCK | 231082108 |
| — | NY COMMUNITY CAP TRUST V | 332,500 | $16,376 | 0.3% | $48.69 | — | 6% CV PFD (BONUSES) PNC | 64944P307 |
| — | AAR CORP | 15,000,000 | $15,806 | 0.3% | $0.96 | — | CV SR UNSEC NT | 000361AM7 |
| NTAP | NETAPP INC | 370,000 | $15,769 | 0.3% | $30.80 | 0.0% | COMMON STOCK | 64110D104 |
| — | HOME INNS HTL MNGMT INC | 16,474,000 | $15,650 | 0.3% | $0.91 | — | CV SR UNSEC NT | 43713WAB3 |
| — | PULSE ELECTRONICS CORP | 3,844,658 | $14,994 | 0.3% | $2.62 | — | COMMON STOCK | 74586W205 |
| — | DFC GLOBAL CORP | 15,065,000 | $14,622 | 0.3% | $1.19 | — | CV SR UNSEC NT | 256664AC7 |
| — | ALERE INC | 13,602,000 | $14,406 | 0.3% | $1.06 | — | CV SR SUB NT | 01449JAA3 |
| — | BRISTOW GROUP INC | 11,545,000 | $14,263 | 0.3% | $1.16 | — | CV SR UNSEC NT | 110394AC7 |
| — | COMMONWEALTH REIT | 653,285 | $13,673 | 0.3% | $22.84 | — | 6.5% CV PERP PFD SER-D REIT | 203233408 |
| — | CENTRAL EURO MEDIA ENTER | 13,830,000 | $13,311 | 0.3% | $0.96 | — | CV SEC NT | 153443AH9 |
| — | ENDEAVOUR INTERNATIONAL | 15,600,000 | $13,190 | 0.3% | $0.85 | — | CV SR UNSEC NT | 29257MAE0 |
| — | JINKOSOLAR HOLDING CO LT | 13,653,000 | $13,141 | 0.3% | $0.71 | — | CV SR UNSEC NT 144A | 47759TAA8 |
| — | MORGANS HOTEL GROUP CO | 13,177,000 | $12,913 | 0.2% | $0.97 | — | CV SR SUB NT | 61748WAB4 |
| — | HOLOGIC INC | 12,114,000 | $12,647 | 0.2% | $1.04 | — | CV SR UNSEC NT MULTI-CPN | 436440AG6 |
| — | YRC WORLDWIDE INC | 13,000,000 | $12,090 | 0.2% | $1.00 | — | CV SEC 2ND LIEN 10% PIK NT SER-A | 984249AB8 |
| — | LAM RESEARCH CORP | 10,000,000 | $12,011 | 0.2% | $1.20 | — | CV SR UNSEC NT SER B | 512807AL2 |
| — | INTEGRA LIFESCIENCES HLD | 11,566,000 | $11,757 | 0.2% | $1.02 | — | CV SR UNSEC NT | 457985AK5 |
| — | PROVIDENCE SERVICE CORP | 11,382,000 | $11,752 | 0.2% | $1.00 | — | CV SR SUB NT | 743815AB8 |
| — | GENERAL CABLE CORP | 11,495,000 | $11,521 | 0.2% | $0.98 | — | CV SR UNSEC NT | 369300AD0 |
| — | MOLYCORP INC | 13,800,000 | $11,135 | 0.2% | $0.77 | — | CV SR UNSEC NT PNC | 608753AF6 |
| — | ALCATEL-LUCENT USA INC | 10,843,000 | $10,829 | 0.2% | $0.86 | — | CV SR UNSEC NT SER A 2.75% MULTI-CPN PNC | 549463AG2 |
| — | GREENBRIER COS INC | 10,000,000 | $10,775 | 0.2% | $0.91 | — | CV SR UNSEC NT | 393657AH4 |
| — | GT ADV TECHNOLOGIES INC | 8,000,000 | $10,508 | 0.2% | $0.84 | — | CV SR UNSEC NT | 36191UAA4 |
| — | RADIAN GROUP INC | 7,150,000 | $10,475 | 0.2% | $1.21 | — | CV SR UNSEC NT PNC | 750236AN1 |
| — | TOWER GROUP INTL LTD | 12,284,000 | $10,444 | 0.2% | $1.07 | — | CV SR UNSEC NT | 891777AC8 |
| — | PROSPECT CAPITAL CORP | 10,000,000 | $10,423 | 0.2% | $0.98 | — | CV SR UNSEC NT | 74348TAD4 |
| — | CHESAPEAKE ENERGY CORP | 11,347,000 | $10,370 | 0.2% | $0.91 | — | CV SR UNSEC NT CPDI | 165167CB1 |
| — | MANNKIND CORP | 10,378,000 | $10,274 | 0.2% | $0.96 | — | CV SR UNSEC NT | 56400PAA0 |
| — | EMC CORP/MA | 400,000 | $10,224 | 0.2% | $25.56 | — | COMMON STOCK | 268648102 |
| PBR | PETROLEO BRASILEIRO SA SPONSORED ADR | 658,860 | $10,206 | 0.2% | $17.06 | — | PETROLEO BRASILEIRO SA SPONSORED ADR | 71654V408 |
| — | ARCELORMITTAL | 9,800,000 | $10,003 | 0.2% | $1.05 | — | CV SR UNSEC NT | 03938LAK0 |
| MO | ALTRIA GROUP INC | 288,000 | $9,893 | 0.2% | $16.17 | 0.0% | COMMON STOCK | 02209S103 |
| — | Vale S.A. PFD | 688,700 | $9,786 | 0.2% | $12.16 | — | Vale S.A. PFD | 91912E204 |
| — | ORBOTECH LTD | 804,356 | $9,644 | 0.2% | $8.53 | — | COMMON STOCK | M75253100 |
| — | AV HOMES INC | 8,835,000 | $9,484 | 0.2% | $1.00 | — | CV SR UNSEC NT | 053494AG5 |
| — | TITAN MACHINERY INC | 10,474,000 | $9,400 | 0.2% | $0.94 | — | CV SR UNSEC NT | 88830RAB7 |
| — | AK STEEL CORP | 9,719,000 | $9,296 | 0.2% | $0.96 | — | CV SR UNSEC NT | 001546AP5 |
| — | ALPHA NATURAL RESOURCES | 9,774,000 | $9,212 | 0.2% | $0.94 | — | CV SR UNSEC NT | 02076XAA0 |
| — | CAPITAL PRODUCT PARTNERS LP | 944,988 | $8,505 | 0.2% | $9.00 | — | COMMON STOCK | Y11082107 |
| — | MGIC INVESTMENT CORP | 7,500,000 | $8,201 | 0.2% | $0.90 | — | CV SR UNSEC NT | 552848AD5 |
| — | CADENCE DESIGN SYS INC | 8,000,000 | $8,019 | 0.2% | $1.00 | — | CV SR UNSEC NT SER-B | 127387AF5 |
| — | INTERMUNE INC | 8,782,000 | $7,955 | 0.2% | $0.81 | — | CV SR UNSEC NT PNC | 45884XAE3 |
| — | DOLLAR FINANCIAL CORP | 7,880,000 | $7,686 | 0.1% | $0.99 | — | CV SR UNSEC NT | 256664AB9 |
| — | PRICELINE.COM INC | 5,925,000 | $7,646 | 0.1% | $1.11 | — | CV SR UNSEC NT | 741503AQ9 |
| PLPC | PREFORMED LINE PRODUCTS CO | 105,181 | $7,566 | 0.1% | $71.03 | -0.5% | COMMON STOCK | 740444104 |
| — | PROSPECT CAPITAL CORP | 7,304,000 | $7,546 | 0.1% | $1.03 | — | CV SR UNSEC NT | 74348TAL6 |
| — | CHESAPEAKE ENERGY CORP | 7,500,000 | $7,480 | 0.1% | $0.94 | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| — | HEADWATERS INC | 6,846,000 | $7,394 | 0.1% | $1.07 | — | CV SR SUB NT | 42210PAR3 |
| TSM | TAIWAN SEMICONDUCTOR SPONSORED ADR | 426,184 | $7,228 | 0.1% | $16.97 | — | TAIWAN SEMICONDUCTOR SPONSORED ADR | 874039100 |
| — | Tata Motors | 267,500 | $7,121 | 0.1% | $23.44 | — | Tata Motors | 876568502 |
| — | Cia Brasileira de Distribuicao Grupo Pao | 152,428 | $7,015 | 0.1% | $44.74 | — | Cia Brasileira de Distribuicao Grupo Pao | 20440T201 |
| — | ACCURAY INC | 6,640,000 | $6,971 | 0.1% | $0.96 | — | CV SR UNSEC NT PNC | 004397AB1 |
| — | ELECTRONIC ARTS INC | 6,273,000 | $6,858 | 0.1% | $1.09 | — | CV SR UNSEC NT | 285512AA7 |
| — | TELEF BRASIL | 302,200 | $6,781 | 0.1% | $22.23 | — | TELEF BRASIL | 87936R106 |
| — | WEBMD HEALTH CORP | 7,000,000 | $6,626 | 0.1% | $0.88 | — | CV SR UNSEC NT | 94770VAF9 |
| — | NUVASIVE INC | 6,647,000 | $6,509 | 0.1% | $0.87 | — | CV SR UNSEC NT | 670704AC9 |
| — | INTEROIL CORP | 6,400,000 | $6,368 | 0.1% | $0.98 | — | CV SR UNSEC NT PNC | 460951AC0 |
| — | AFFYMETRIX INC | 5,000,000 | $6,306 | 0.1% | $1.04 | — | CV SR UNSEC NT PNC | 00826TAH1 |
| — | HUTCHINSON TECHNOLOGY | 6,045,000 | $5,570 | 0.1% | $0.97 | — | CV SR UNSEC NT PNC | 448407AG1 |
| — | ARES CAPITAL CORP | 5,096,000 | $5,325 | 0.1% | $1.06 | — | CV SR UNSEC NT | 04010LAG8 |
| — | US STEEL CORP | 5,000,000 | $5,144 | 0.1% | $1.03 | — | CV SR UNSEC NT | 912909AE8 |
| — | LEAP WIRELESS INTL INC | 5,000,000 | $5,102 | 0.1% | $1.02 | — | CV SR UNSEC NT | 521863AL4 |
| BVN | COMPANIA DE MINAS BUEN SPON ADR SER B | 378,727 | $4,435 | 0.1% | $23.76 | — | COMPANIA DE MINAS BUEN SPON ADR SER B | 204448104 |
| — | BALTIC TRADING LTD | 900,000 | $4,401 | 0.1% | $3.71 | — | COMMON STOCK | Y0553W103 |
| — | RF MICRO DEVICES INC | 4,000,000 | $4,057 | 0.1% | $0.99 | — | CV SUB NT | 749941AJ9 |
| — | GOLDCORP INC | 3,968,000 | $4,018 | 0.1% | $1.21 | — | CV SR UNSEC NT | 380956AB8 |
| — | Goldcorp Inc | 138,410 | $3,600 | 0.1% | $45.06 | — | Goldcorp Inc | 380956409 |
| — | OMNICARE INC | 3,309,000 | $3,531 | 0.1% | $0.93 | — | CV SR UNSEC NT SER-OCR CPDI | 681904AL2 |
| — | BPZ RESOURCES INC | 3,760,000 | $3,505 | 0.1% | $0.90 | — | CV SR UNSEC NT PNC | 055639AB4 |
| — | NAVISTAR INTL CORP | 3,231,000 | $3,311 | 0.1% | $1.04 | — | CV SR SUB NT | 63934EAL2 |
| — | GOLDEN STAR RESOURCES | 5,000,000 | $3,300 | 0.1% | $0.67 | — | CV SR UNSEC NT | 38119TAE4 |
| — | EPR PROPERTIES | 107,500 | $3,171 | 0.1% | $29.65 | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| — | CHESAPEAKE ENERGY CORP | 3,000,000 | $3,128 | 0.1% | $0.99 | — | CV SR UNSEC NT CPDI | 165167BW6 |
| — | PROSPECT CAPITAL CORP | 3,000,000 | $3,105 | 0.1% | $1.04 | — | CV SR UNSEC NT | 74348TAK8 |
| — | WSP HOLDINGS LTD-ADR | 1,408,800 | $2,916 | 0.1% | $1.93 | — | COMMON STOCK | 92934F203 |
| — | ALPHA NATURAL RESOURCES | 3,000,000 | $2,884 | 0.1% | $0.86 | — | CV SR UNSEC NT | 02076XAE2 |
| — | MOLYCORP INC | 3,500,000 | $2,501 | 0.0% | $0.71 | — | CV SR UNSEC NT | 608753AA7 |
| — | HAWAIIAN HOLDINGS INC | 2,117,000 | $2,493 | 0.0% | $1.09 | — | CV SR UNSEC NT | 419879AD3 |
| — | ALLIANCE ONE INTL INC | 2,260,000 | $2,267 | 0.0% | $0.98 | — | CV SR SUB NT | 018772AQ6 |
| — | AMERICA MOVIL | 106,127 | $2,102 | 0.0% | $19.81 | — | AMERICA MOVIL | 02364W105 |
| TV | GRUPO TELEVISA SA DE SPN ADR REPORD | 72,700 | $2,032 | 0.0% | $26.10 | — | GRUPO TELEVISA SA DE SPN ADR REPORD | 40049J206 |
| — | COMPANHIA DE BEBIDAS SPON ADR PFD | 47,180 | $1,809 | 0.0% | $38.09 | — | COMPANHIA DE BEBIDAS SPON ADR PFD | 20441W203 |
| HDB | HDFC Bank Ltd. ADR | 56,557 | $1,741 | 0.0% | $34.11 | — | HDFC Bank Ltd. ADR | 40415F101 |
| — | ALPHA APPALACHIA HOLDING | 1,800,000 | $1,690 | 0.0% | $0.94 | — | CV SR UNSEC NT | 576203AJ2 |
| — | Mobile Telesystems OJSC | 72,853 | $1,622 | 0.0% | $19.16 | — | Mobile Telesystems OJSC | 607409109 |
| CX | Cemex SA-Sponsored ADR | 142,784 | $1,596 | 0.0% | $10.41 | — | Cemex SA-Sponsored ADR | 151290889 |
| TKC | TURKCELL ILETISIM HIZM SPONSORED ADR | 81,796 | $1,206 | 0.0% | $14.45 | — | TURKCELL ILETISIM HIZM SPONSORED ADR | 900111204 |
| — | JAKKS PACIFIC INC | 1,150,000 | $1,072 | 0.0% | $1.00 | — | CV SR UNSEC NT | 47012EAD8 |