Location: Los Angeles, CA
CIK: 0000949509 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 8, 2013
Total Value: $5.205B (41.1% shares, 58.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | EXCO RESOURCES INC | 36,778,946 | $248M | 4.8% | $6.74 | — | — | COMMON STOCK | 269279402 |
| FBP | FIRST BANCORP PUERTO RICO | 41,843,581 | $238M | 4.6% | $5.68 | — | — | COMMON STOCK | 318672706 |
| — | MASONITE INTERNATIONAL CORP | 4,778,334 | $234M | 4.5% | $48.93 | — | — | COMMON STOCK | 575385109 |
| — | DELPHI AUTOMOTIVE PLC | 3,000,000 | $175M | 3.4% | $58.42 | — | — | COMMON STOCK | G27823106 |
| — | DYNEGY INC | 8,245,986 | $159M | 3.1% | $19.32 | — | — | COMMON STOCK | 26817R108 |
| — | COBALT INTL ENERGY INC | 144,500,000 | $153M | 2.9% | $1.06 | — | — | CV SR UNSEC NT | 19075FAA4 |
| — | MGM RESORTS INTL | 111,365,000 | $141M | 2.7% | $1.27 | — | — | CV SR UNSEC NT | 55303QAE0 |
| — | ALLIANCE HEALTHCARE SERVICES | 4,756,490 | $132M | 2.5% | $27.69 | — | — | COMMON STOCK | 018606301 |
| — | CHARTER COMMUNICATION-A | 909,683 | $123M | 2.4% | $134.76 | — | — | COMMON STOCK | 16117M305 |
| — | SALIX PHARMACEUTICALS LTD | 89,905,000 | $111M | 2.1% | $1.23 | — | — | CV SR UNSEC NT | 795435AE6 |
| — | HORNBECK OFFSHORE SERVICES | 78,830,000 | $102M | 2.0% | $1.29 | — | — | CV SR UNSEC NT | 440543AN6 |
| — | CEMEX SAB DE CV | 75,077,000 | $89.2M | 1.7% | $1.19 | — | — | CV SUB NT | 151290AV5 |
| — | STONE ENERGY CORP | 81,700,000 | $88.95M | 1.7% | $1.09 | — | — | CV SR UNSEC NT | 861642AN6 |
| — | SANDISK CORP | 65,930,000 | $87.6M | 1.7% | $1.33 | — | — | CV SR UNSEC NT | 80004CAD3 |
| MTG | MGIC INVESTMENT CORP | 12,000,000 | $87.36M | 1.7% | $7.28 | — | — | COMMON STOCK | 552848103 |
| — | OMNICARE INC | 90,250,000 | $86.07M | 1.7% | $0.95 | — | — | CV SR SUB NT CPDI | 681904AQ1 |
| — | BROOKDALE SENIOR LIVING | 69,975,000 | $82.71M | 1.6% | $1.18 | — | — | CV SR UNSEC NT | 112463AA2 |
| — | AIR LEASE CORP | 60,600,000 | $78.18M | 1.5% | $1.29 | — | — | CV SR UNSEC NT | 00912XAK0 |
| — | FOREST CITY ENTERPRISES | 65,171,000 | $72.66M | 1.4% | $1.11 | — | — | CV SR UNSEC NT PNC | 345550AP2 |
| — | ON SEMICONDUCTOR CORP | 66,445,000 | $72.05M | 1.4% | $1.08 | — | — | CV SR SUB NT SER-B | 682189AH8 |
| — | WRIGHT MEDICAL GROUP INC | 57,612,000 | $70.71M | 1.4% | $1.23 | — | — | CV SR UNSEC NT | 98235TAC1 |
| — | LAM RESEARCH CORP | 51,400,000 | $58.09M | 1.1% | $1.13 | — | — | CV SR UNSEC NT | 512807AJ7 |
| — | MENTOR GRAPHICS CORP | 41,306,000 | $54.14M | 1.0% | $1.31 | — | — | CV SUB UNSEC NT | 587200AK2 |
| — | GENESEE & WYOMING INC | 427,500 | $54.14M | 1.0% | $126.65 | — | — | 5% CV MAND PFD EQUITY UNITS | 371559204 |
| — | ALERE INC | 207,800 | $54.03M | 1.0% | $260.00 | — | — | 3% CV CUM PFD PERP SER B | 01449J204 |
| — | HELIX ENERGY SOLUTIONS | 38,392,000 | $50.9M | 1.0% | $1.33 | — | — | CV SR UNSEC NT CPDI | 42330PAG2 |
| — | INTEL CORP | 46,725,000 | $50.83M | 1.0% | $1.09 | — | — | CV JR SUB NT CPDI PNC | 458140AD2 |
| — | CRIMSON EXPLORATION INC | 15,524,818 | $46.73M | 0.9% | $3.01 | — | — | COMMON STOCK | 22662K207 |
| — | RTI INTERNATIONAL METALS | 43,600,000 | $45.32M | 0.9% | $1.04 | — | — | CV SR UNSEC NT | 74973WAB3 |
| — | MGIC INVESTMENT CORP | 35,600,000 | $45.18M | 0.9% | $1.27 | — | — | CV SR UNSEC NT | 552848AE3 |
| AIG | AMERICAN INTERNATIONAL GROUP | 929,100 | $45.18M | 0.9% | $48.63 | — | — | COMMON STOCK | 026874784 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,528,500 | $40.8M | 0.8% | $26.69 | — | — | COMMON STOCK NEW | 52729N308 |
| — | INTEL CORP | 32,000,000 | $39.58M | 0.8% | $1.24 | — | — | CV JR SUB NT PNC CPDI | 458140AF7 |
| — | STAR BULK CARRIERS CORP | 3,865,888 | $39.16M | 0.8% | $10.13 | — | — | COMMON STOCK | Y8162K121 |
| — | HOLOGIC INC | 37,575,000 | $38.27M | 0.7% | $1.02 | — | — | CV SR UNSEC NT 2% MULTI-CPN CPDI | 436440AC5 |
| — | WALTER INVESTMENT MGMT | 35,505,000 | $37.58M | 0.7% | $1.06 | — | — | CV SR SUB NT | 93317WAA0 |
| — | RTI INTERNATIONAL METALS | 31,975,000 | $36.64M | 0.7% | $1.15 | — | — | CV SR UNSEC NT | 74973WAA5 |
| — | PHOTRONICS INC | 32,698,000 | $36.54M | 0.7% | $1.12 | — | — | CV SR UNSEC NT | 719405AH5 |
| NRG | NRG ENERGY INC | 1,325,000 | $36.21M | 0.7% | $27.33 | — | — | COMMON STOCK | 629377508 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 29,828,000 | $35.75M | 0.7% | $1.20 | — | — | CV SR UNSEC NT | 874054AC3 |
| VSH | VISHAY INTERTECHNOLOGY INC | 2,750,000 | $35.45M | 0.7% | $12.89 | — | — | COMMON STOCK | 928298108 |
| — | VOLCANO CORP | 33,960,000 | $35.35M | 0.7% | $1.04 | — | — | CV SR UNSEC NT | 928645AB6 |
| — | WEB.COM GROUP INC | 29,000,000 | $33.01M | 0.6% | $1.14 | — | — | CV SR UNSEC NT PNC | 94733AAA2 |
| — | HEARTWARE INTERNATIONAL | 29,416,000 | $32.65M | 0.6% | $1.11 | — | — | CV SR UNSEC NT | 422368AA8 |
| — | COLONY FINANCIAL INC | 31,520,000 | $32.49M | 0.6% | $1.03 | — | — | CV SR UNSEC NT REIT PNC | 19624RAA4 |
| — | HANWHA SOLARONE CO LTD | 34,146,000 | $31.76M | 0.6% | $0.93 | — | — | CV SR UNSEC NT | 83415UAB4 |
| — | UNITED TECHNOLOGIES CORP | 489,950 | $31.74M | 0.6% | $64.79 | — | — | 7.50% CV MAND PFD EQUITY UNITS | 913017117 |
| — | STARWOOD PROPERTY TRUST | 30,000,000 | $31.19M | 0.6% | $1.04 | — | — | CV SR UNSEC NT REIT | 85571BAB1 |
| — | MERITAGE HOMES CORP | 28,650,000 | $30.94M | 0.6% | $1.08 | — | — | CV SR UNSEC NT | 59001AAR3 |
| — | E*TRADE FINANCIAL CORP | 1,861,400 | $30.71M | 0.6% | $16.50 | — | — | COMMON STOCK | 269246401 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 27,500,000 | $30.39M | 0.6% | $1.11 | — | — | CV SR UNSEC NT | 874054AD1 |
| — | KB HOME | 29,500,000 | $30.08M | 0.6% | $1.02 | — | — | CV SR UNSEC NT | 48666KAS8 |
| — | HOLOGIC INC | 26,179,000 | $29.64M | 0.6% | $1.13 | — | — | CV SR UNSEC NT SER-2010 CPDI | 436440AB7 |
| — | CIENA CORP | 28,500,000 | $29.21M | 0.6% | $1.02 | — | — | CV SR UNSEC NT | 171779AE1 |
| — | WABASH NATIONAL CORP | 21,980,000 | $28.99M | 0.6% | $1.32 | — | — | CV SR UNSEC NT | 929566AH0 |
| — | XPO LOGISTICS INC | 19,650,000 | $28.57M | 0.5% | $1.45 | — | — | CV SR UNSEC NT PNC | 983793AA8 |
| — | DEALERTRACK TECHNOLOGIES | 22,000,000 | $28.3M | 0.5% | $1.29 | — | — | CV SR UNSEC NT | 242309AB8 |
| — | APOLLO GLOBAL MANAGEMENT - A | 1,000,000 | $28.26M | 0.5% | $28.26 | — | — | COMMON STOCK | 037612306 |
| — | REDWOOD TRUST INC | 26,250,000 | $27.8M | 0.5% | $1.06 | — | — | CV SR UNSEC NT REIT | 758075AB1 |
| GTY | GETTY REALTY CORP | 1,422,221 | $27.63M | 0.5% | $19.43 | — | — | COMMON STOCK REIT | 374297109 |
| — | US STEEL CORP | 24,740,000 | $27.52M | 0.5% | $1.11 | — | — | CV SR UNSEC NT PNC | 912909AH1 |
| — | HEALTH CARE REIT INC | 462,874 | $26.64M | 0.5% | $57.55 | — | — | 6.5% CV PERP PFD SER-I REIT PNC | 42217K601 |
| — | GROUP 1 AUTOMOTIVE INC | 19,447,000 | $25.71M | 0.5% | $1.32 | — | — | CV SR UNSEC NT (PNC) | 398905AE9 |
| — | VECTOR GROUP LTD | 21,185,000 | $25.19M | 0.5% | $1.19 | — | — | CV SR UNSEC VARIABLE NT CPDI | 92240MAY4 |
| — | TMS INTERNATIONAL CORP-A | 1,382,425 | $24.11M | 0.5% | $17.44 | — | — | COMMON STOCK | 87261Q103 |
| — | DRYSHIPS INC | 23,510,000 | $22.79M | 0.4% | $0.97 | — | — | CV SR UNSEC NT | 262498AB4 |
| — | BOTTOMLINE TECHNOLOGIES | 18,250,000 | $21.06M | 0.4% | $1.15 | — | — | CV SR UNSEC NT | 101388AA4 |
| — | ANNALY CAPITAL MGMT | 20,500,000 | $20.93M | 0.4% | $1.02 | — | — | CV SR UNSEC NT | 035710AB8 |
| — | STARWOOD PROPERTY TRUST | 20,000,000 | $20.9M | 0.4% | $1.04 | — | — | CV SR UNSEC NT REIT | 85571BAA3 |
| — | STILLWATER MINING COMPANY | 19,432,000 | $20.4M | 0.4% | $1.05 | — | — | CV SR UNSEC NT | 86074QAL6 |
| — | EPR PROPERTIES | 949,821 | $20.23M | 0.4% | $21.30 | — | — | 5.75% CV PERP PFD SER-C REIT | 26884U208 |
| MTNA 6 01/15/16 | ARCELORMITTAL | 930,000 | $20.01M | 0.4% | $21.52 | — | — | MAND 6% CV SR SUB NT | L0302D178 |
| — | MERITOR INC | 21,068,000 | $19.42M | 0.4% | $0.92 | — | — | CV SR UNSEC STEP CPN NT | 043353AH4 |
| — | BGC PARTNERS INC | 18,676,000 | $19.26M | 0.4% | $1.03 | — | — | CV SR UNSEC NT | 05541TAD3 |
| — | CHIQUITA BRANDS INTL | 19,500,000 | $19.23M | 0.4% | $0.99 | — | — | CV SR UNSEC NT PNC | 170032AT3 |
| — | OLD REPUBLIC INTL CORP | 16,113,000 | $19.21M | 0.4% | $1.19 | — | — | CV SR UNSEC NT | 680223AH7 |
| — | ICONIX BRAND GROUP INC | 15,305,000 | $18.82M | 0.4% | $1.23 | — | — | CV SR SUB NT | 451055AE7 |
| — | STERLITE INDUSTRIES LTD | 18,961,000 | $18.63M | 0.4% | $0.98 | — | — | CV SR UNSEC NT PNC | 859737AB4 |
| — | TTM TECHNOLOGIES | 17,143,000 | $17.51M | 0.3% | $1.02 | — | — | CV SR UNSEC NT | 87305RAC3 |
| — | CUMULUS MEDIA INC-CL A | 3,294,583 | $17.43M | 0.3% | $5.29 | — | — | COMMON STOCK | 231082108 |
| — | NY COMMUNITY CAP TRUST V | 332,500 | $16.38M | 0.3% | $49.25 | — | — | 6% CV PFD (BONUSES) PNC | 64944P307 |
| — | AAR CORP | 15,000,000 | $15.81M | 0.3% | $1.05 | — | — | CV SR UNSEC NT | 000361AM7 |
| NTAP | NETAPP INC | 370,000 | $15.77M | 0.3% | $42.62 | — | — | COMMON STOCK | 64110D104 |
| — | HOME INNS HTL MNGMT INC | 16,474,000 | $15.65M | 0.3% | $0.95 | — | — | CV SR UNSEC NT | 43713WAB3 |
| — | PULSE ELECTRONICS CORP | 3,844,658 | $14.99M | 0.3% | $3.90 | — | — | COMMON STOCK | 74586W205 |
| — | DFC GLOBAL CORP | 15,065,000 | $14.62M | 0.3% | $0.97 | — | — | CV SR UNSEC NT | 256664AC7 |
| — | ALERE INC | 13,602,000 | $14.41M | 0.3% | $1.06 | — | — | CV SR SUB NT | 01449JAA3 |
| — | BRISTOW GROUP INC | 11,545,000 | $14.26M | 0.3% | $1.24 | — | — | CV SR UNSEC NT | 110394AC7 |
| — | COMMONWEALTH REIT | 653,285 | $13.67M | 0.3% | $20.93 | — | — | 6.5% CV PERP PFD SER-D REIT | 203233408 |
| — | CENTRAL EURO MEDIA ENTER | 13,830,000 | $13.31M | 0.3% | $0.96 | — | — | CV SEC NT | 153443AH9 |
| — | ENDEAVOUR INTERNATIONAL | 15,600,000 | $13.19M | 0.3% | $0.85 | — | — | CV SR UNSEC NT | 29257MAE0 |
| — | JINKOSOLAR HOLDING CO LT | 13,653,000 | $13.14M | 0.3% | $0.96 | — | — | CV SR UNSEC NT 144A | 47759TAA8 |
| — | MORGANS HOTEL GROUP CO | 13,177,000 | $12.91M | 0.2% | $0.98 | — | — | CV SR SUB NT | 61748WAB4 |
| — | HOLOGIC INC | 12,114,000 | $12.65M | 0.2% | $1.04 | — | — | CV SR UNSEC NT MULTI-CPN | 436440AG6 |
| — | YRC WORLDWIDE INC | 13,000,000 | $12.09M | 0.2% | $0.93 | — | — | CV SEC 2ND LIEN 10% PIK NT SER-A | 984249AB8 |
| — | LAM RESEARCH CORP | 10,000,000 | $12.01M | 0.2% | $1.20 | — | — | CV SR UNSEC NT SER B | 512807AL2 |
| — | INTEGRA LIFESCIENCES HLD | 11,566,000 | $11.76M | 0.2% | $1.02 | — | — | CV SR UNSEC NT | 457985AK5 |
| — | PROVIDENCE SERVICE CORP | 11,382,000 | $11.75M | 0.2% | $1.03 | — | — | CV SR SUB NT | 743815AB8 |
| — | GENERAL CABLE CORP | 11,495,000 | $11.52M | 0.2% | $1.00 | — | — | CV SR UNSEC NT | 369300AD0 |
| — | MOLYCORP INC | 13,800,000 | $11.13M | 0.2% | $0.81 | — | — | CV SR UNSEC NT PNC | 608753AF6 |
| — | ALCATEL-LUCENT USA INC | 10,843,000 | $10.83M | 0.2% | $1.00 | — | — | CV SR UNSEC NT SER A 2.75% MULTI-CPN PNC | 549463AG2 |
| — | GREENBRIER COS INC | 10,000,000 | $10.78M | 0.2% | $1.08 | — | — | CV SR UNSEC NT | 393657AH4 |
| — | GT ADV TECHNOLOGIES INC | 8,000,000 | $10.51M | 0.2% | $1.31 | — | — | CV SR UNSEC NT | 36191UAA4 |
| — | RADIAN GROUP INC | 7,150,000 | $10.47M | 0.2% | $1.47 | — | — | CV SR UNSEC NT PNC | 750236AN1 |
| — | TOWER GROUP INTL LTD | 12,284,000 | $10.44M | 0.2% | $0.85 | — | — | CV SR UNSEC NT | 891777AC8 |
| — | PROSPECT CAPITAL CORP | 10,000,000 | $10.42M | 0.2% | $1.04 | — | — | CV SR UNSEC NT | 74348TAD4 |
| — | CHESAPEAKE ENERGY CORP | 11,347,000 | $10.37M | 0.2% | $0.91 | — | — | CV SR UNSEC NT CPDI | 165167CB1 |
| — | MANNKIND CORP | 10,378,000 | $10.27M | 0.2% | $0.99 | — | — | CV SR UNSEC NT | 56400PAA0 |
| — | EMC CORP/MA | 400,000 | $10.22M | 0.2% | $25.56 | — | — | COMMON STOCK | 268648102 |
| PBR | PETROLEO BRASILEIRO SA SPONSORED ADR | 658,860 | $10.21M | 0.2% | $15.49 | — | — | PETROLEO BRASILEIRO SA SPONSORED ADR | 71654V408 |
| — | ARCELORMITTAL | 9,800,000 | $10M | 0.2% | $1.02 | — | — | CV SR UNSEC NT | 03938LAK0 |
| MO | ALTRIA GROUP INC | 288,000 | $9.893M | 0.2% | $34.35 | — | — | COMMON STOCK | 02209S103 |
| — | Vale S.A. PFD | 688,700 | $9.786M | 0.2% | $14.21 | — | — | Vale S.A. PFD | 91912E204 |
| — | ORBOTECH LTD | 804,356 | $9.644M | 0.2% | $11.99 | — | — | COMMON STOCK | M75253100 |
| — | AV HOMES INC | 8,835,000 | $9.484M | 0.2% | $1.07 | — | — | CV SR UNSEC NT | 053494AG5 |
| — | TITAN MACHINERY INC | 10,474,000 | $9.4M | 0.2% | $0.90 | — | — | CV SR UNSEC NT | 88830RAB7 |
| — | AK STEEL CORP | 9,719,000 | $9.296M | 0.2% | $0.96 | — | — | CV SR UNSEC NT | 001546AP5 |
| — | ALPHA NATURAL RESOURCES | 9,774,000 | $9.212M | 0.2% | $0.94 | — | — | CV SR UNSEC NT | 02076XAA0 |
| — | CAPITAL PRODUCT PARTNERS LP | 944,988 | $8.505M | 0.2% | $9.00 | — | — | COMMON STOCK | Y11082107 |
| — | MGIC INVESTMENT CORP | 7,500,000 | $8.201M | 0.2% | $1.09 | — | — | CV SR UNSEC NT | 552848AD5 |
| — | CADENCE DESIGN SYS INC | 8,000,000 | $8.019M | 0.2% | $1.00 | — | — | CV SR UNSEC NT SER-B | 127387AF5 |
| — | INTERMUNE INC | 8,782,000 | $7.955M | 0.2% | $0.91 | — | — | CV SR UNSEC NT PNC | 45884XAE3 |
| — | DOLLAR FINANCIAL CORP | 7,880,000 | $7.686M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 256664AB9 |
| — | PRICELINE.COM INC | 5,925,000 | $7.646M | 0.1% | $1.29 | — | — | CV SR UNSEC NT | 741503AQ9 |
| PLPC | PREFORMED LINE PRODUCTS CO | 105,181 | $7.566M | 0.1% | $71.93 | — | — | COMMON STOCK | 740444104 |
| — | PROSPECT CAPITAL CORP | 7,304,000 | $7.546M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 74348TAL6 |
| — | CHESAPEAKE ENERGY CORP | 7,500,000 | $7.48M | 0.1% | $1.00 | — | — | CV SR UNSEC NT CPDI | 165167BZ9 |
| — | HEADWATERS INC | 6,846,000 | $7.394M | 0.1% | $1.08 | — | — | CV SR SUB NT | 42210PAR3 |
| TSM | TAIWAN SEMICONDUCTOR SPONSORED ADR | 426,184 | $7.228M | 0.1% | $16.96 | — | — | TAIWAN SEMICONDUCTOR SPONSORED ADR | 874039100 |
| — | Tata Motors | 267,500 | $7.121M | 0.1% | $26.62 | — | — | Tata Motors | 876568502 |
| — | Cia Brasileira de Distribuicao Grupo Pao | 152,428 | $7.015M | 0.1% | $46.02 | — | — | Cia Brasileira de Distribuicao Grupo Pao | 20440T201 |
| — | ACCURAY INC | 6,640,000 | $6.971M | 0.1% | $1.05 | — | — | CV SR UNSEC NT PNC | 004397AB1 |
| — | ELECTRONIC ARTS INC | 6,273,000 | $6.858M | 0.1% | $1.09 | — | — | CV SR UNSEC NT | 285512AA7 |
| — | TELEF BRASIL | 302,200 | $6.781M | 0.1% | $22.44 | — | — | TELEF BRASIL | 87936R106 |
| — | WEBMD HEALTH CORP | 7,000,000 | $6.626M | 0.1% | $0.95 | — | — | CV SR UNSEC NT | 94770VAF9 |
| — | NUVASIVE INC | 6,647,000 | $6.509M | 0.1% | $0.98 | — | — | CV SR UNSEC NT | 670704AC9 |
| — | INTEROIL CORP | 6,400,000 | $6.368M | 0.1% | $0.99 | — | — | CV SR UNSEC NT PNC | 460951AC0 |
| — | AFFYMETRIX INC | 5,000,000 | $6.306M | 0.1% | $1.26 | — | — | CV SR UNSEC NT PNC | 00826TAH1 |
| — | HUTCHINSON TECHNOLOGY | 6,045,000 | $5.57M | 0.1% | $0.92 | — | — | CV SR UNSEC NT PNC | 448407AG1 |
| — | ARES CAPITAL CORP | 5,096,000 | $5.325M | 0.1% | $1.04 | — | — | CV SR UNSEC NT | 04010LAG8 |
| — | US STEEL CORP | 5,000,000 | $5.144M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 912909AE8 |
| — | LEAP WIRELESS INTL INC | 5,000,000 | $5.102M | 0.1% | $1.02 | — | — | CV SR UNSEC NT | 521863AL4 |
| BVN | COMPANIA DE MINAS BUEN SPON ADR SER B | 378,727 | $4.435M | 0.1% | $11.71 | — | — | COMPANIA DE MINAS BUEN SPON ADR SER B | 204448104 |
| — | BALTIC TRADING LTD | 900,000 | $4.401M | 0.1% | $4.89 | — | — | COMMON STOCK | Y0553W103 |
| — | RF MICRO DEVICES INC | 4,000,000 | $4.057M | 0.1% | $1.01 | — | — | CV SUB NT | 749941AJ9 |
| — | GOLDCORP INC | 3,968,000 | $4.018M | 0.1% | $1.01 | — | — | CV SR UNSEC NT | 380956AB8 |
| — | Goldcorp Inc | 138,410 | $3.6M | 0.1% | $26.01 | — | — | Goldcorp Inc | 380956409 |
| — | OMNICARE INC | 3,309,000 | $3.531M | 0.1% | $1.07 | — | — | CV SR UNSEC NT SER-OCR CPDI | 681904AL2 |
| — | BPZ RESOURCES INC | 3,760,000 | $3.505M | 0.1% | $0.93 | — | — | CV SR UNSEC NT PNC | 055639AB4 |
| — | NAVISTAR INTL CORP | 3,231,000 | $3.311M | 0.1% | $1.02 | — | — | CV SR SUB NT | 63934EAL2 |
| — | GOLDEN STAR RESOURCES | 5,000,000 | $3.3M | 0.1% | $0.66 | — | — | CV SR UNSEC NT | 38119TAE4 |
| — | EPR PROPERTIES | 107,500 | $3.171M | 0.1% | $29.50 | — | — | 9% CV PERP PFD SER-E REIT PNC | 26884U307 |
| — | CHESAPEAKE ENERGY CORP | 3,000,000 | $3.128M | 0.1% | $1.04 | — | — | CV SR UNSEC NT CPDI | 165167BW6 |
| — | PROSPECT CAPITAL CORP | 3,000,000 | $3.105M | 0.1% | $1.03 | — | — | CV SR UNSEC NT | 74348TAK8 |
| — | WSP HOLDINGS LTD-ADR | 1,408,800 | $2.916M | 0.1% | $2.07 | — | — | COMMON STOCK | 92934F203 |
| — | ALPHA NATURAL RESOURCES | 3,000,000 | $2.884M | 0.1% | $0.96 | — | — | CV SR UNSEC NT | 02076XAE2 |
| — | MOLYCORP INC | 3,500,000 | $2.501M | 0.0% | $0.71 | — | — | CV SR UNSEC NT | 608753AA7 |
| — | HAWAIIAN HOLDINGS INC | 2,117,000 | $2.493M | 0.0% | $1.18 | — | — | CV SR UNSEC NT | 419879AD3 |
| — | ALLIANCE ONE INTL INC | 2,260,000 | $2.267M | 0.0% | $1.00 | — | — | CV SR SUB NT | 018772AQ6 |
| — | AMERICA MOVIL | 106,127 | $2.102M | 0.0% | $19.81 | — | — | AMERICA MOVIL | 02364W105 |
| TV | GRUPO TELEVISA SA DE SPN ADR REPORD | 72,700 | $2.032M | 0.0% | $27.95 | — | — | GRUPO TELEVISA SA DE SPN ADR REPORD | 40049J206 |
| — | COMPANHIA DE BEBIDAS SPON ADR PFD | 47,180 | $1.809M | 0.0% | $38.34 | — | — | COMPANHIA DE BEBIDAS SPON ADR PFD | 20441W203 |
| HDB | HDFC Bank Ltd. ADR | 56,557 | $1.741M | 0.0% | $30.78 | — | — | HDFC Bank Ltd. ADR | 40415F101 |
| — | ALPHA APPALACHIA HOLDING | 1,800,000 | $1.69M | 0.0% | $0.94 | — | — | CV SR UNSEC NT | 576203AJ2 |
| — | Mobile Telesystems OJSC | 72,853 | $1.622M | 0.0% | $22.26 | — | — | Mobile Telesystems OJSC | 607409109 |
| CX | Cemex SA-Sponsored ADR | 142,784 | $1.596M | 0.0% | $11.18 | — | — | Cemex SA-Sponsored ADR | 151290889 |
| TKC | TURKCELL ILETISIM HIZM SPONSORED ADR | 81,796 | $1.206M | 0.0% | $14.74 | — | — | TURKCELL ILETISIM HIZM SPONSORED ADR | 900111204 |
| — | JAKKS PACIFIC INC | 1,150,000 | $1.072M | 0.0% | $0.93 | — | — | CV SR UNSEC NT | 47012EAD8 |