Howard Marks - Oaktree Capital Management
As of Q2 2026, Howard Marks reported 49 long-equity positions worth $3.78B in aggregate.
It also disclosed $1.75B of put notional and $144.58M of call notional. Notional is the contracts’ face value, not the premium paid, so it is reported separately from the equity above — see the Options section below.
Copy-investor backtest
- Latest quarter
- -1.99%
- 1-year
- +43.50%
- 3-year
- +72.44%
- 5-year
- +127.86%
- 3-year vs S&P 500
- -4.01%
- 5-year vs S&P 500
- +54.92%
- 5-year top 5
- +191.55%
Return from mechanically copying the disclosed 13F equity portfolio after each filing and rebalancing at the next. The vs S&P 500 figures subtract SPY over that manager's own rebalance dates, so both sides cover the same days; both are price return, excluding dividends. Method & limitations.
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Updated 2026-09-19 from SEC 13F data.
Live quotes available for 6 of 237 rows. Rows without a quote are marked unavailable.
| 1 | XCO | * EXCO RESOURCES INC COM | 9.92% | - | 34,778,946 | $508.12M | No quote | No quote |
| 2 | SOLR | * GT SOLAR INTL INC COM | 8.40% | - | 76,788,149 | $430.01M | No quote | No quote |
| 3 | CIT | * CIT GROUP INC COM NEW | 5.76% | Add +0.5% | 8,715,434 | $295.11M | No quote | No quote |
| 4 | - | SBA COMMUNICATIONS CORP NOTE 1.875% 5/0CUSIP 78388JAN6 | 2.58% | - | 0 | $132.28M | No quote | No quote |
| 5 | - | MICRON TECHNOLOGY INC NOTE 1.875% 6/0CUSIP 595112AH6 | 2.15% | - | 0 | $110.02M | No quote | No quote |
| 6 | - | VIRGIN MEDIA INC NOTE 6.500%11/1CUSIP 92769LAB7 | 1.90% | Add +20.1% | 83,700,000 | $97.4M | No quote | No quote |
| 7 | - | INVITROGEN CORP NOTE 1.500% 2/1CUSIP 46185RAK6 | 1.86% | Add +3.5% | 85,818,000 | $95.31M | No quote | No quote |
| 8 | TWC | * TIME WARNER CABLE INC COM | 1.78% | Add +2.1% | 1,754,932 | $91.4M | No quote | No quote |
| 9 | - | EQUINIX INC NOTE 2.500% 4/1CUSIP 29444UAF3 | 1.75% | - | 88,453,000 | $89.69M | No quote | No quote |
| 10 | AIQ | * ALLIANCE HEALTHCARE SRVCS IN COM NEW | 1.71% | - | 21,629,005 | $87.38M | No quote | No quote |
| 11 | - | ON SEMICONDUCTOR CORP NOTE 2.625%12/1CUSIP 682189AG0 | 1.66% | New | 89,975,000 | $85.04M | No quote | No quote |
| 12 | - | E M C CORP MASS NOTE 1.750%12/0CUSIP 268648AK8 | 1.46% | Add +1.6% | 61,695,000 | $74.87M | No quote | No quote |
| 13 | - | AMR CORP NOTE 6.250%10/1CUSIP 001765BC9 | 1.41% | Add +5.5% | 76,118,000 | $72.12M | No quote | No quote |
| 14 | - | STEEL DYNAMICS INC NOTE 5.125% 6/1CUSIP 858119AP5 | 1.38% | Reduce -3.0% | 65,290,000 | $70.91M | No quote | No quote |
| 15 | - | CEPHALON INC NOTE 2.500% 5/0CUSIP 156708AR0 | 1.31% | Reduce -15.9% | 64,045,000 | $67.15M | No quote | No quote |
| 16 | - | NETAPP INC NOTE 1.750% 6/0CUSIP 64110DAB0 | 1.23% | Reduce -17.8% | 48,545,000 | $63.13M | No quote | No quote |
| 17 | - | TIME WARNER TELECOM INC DBCV 2.375% 4/0CUSIP 887319AC5 | 1.17% | Add +6.5% | 55,990,000 | $60.15M | No quote | No quote |
| 18 | - | ARVINMERITOR INC FRNT 4.625% 3/0CUSIP 043353AF8 | 1.16% | Add +126.7% | 65,730,000 | $59.38M | No quote | No quote |
| 19 | CHK | CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 | 1.14% | Reduce -8.9% | 66,748,000 | $58.52M | No quote | No quote |
| 20 | - | TYSON FOODS INC NOTE 3.250%10/1CUSIP 902494AP8 | 1.13% | Reduce -8.5% | 49,350,000 | $58.06M | No quote | No quote |
| 21 | - | TRANSOCEAN INC NOTE 1.500%12/1CUSIP 893830AV1 | 1.08% | New | 62,075,000 | $55.42M | No quote | No quote |
| 22 | - | NUVASIVE INC NOTE 2.250% 3/1CUSIP 670704AB1 | 1.08% | New | 52,335,000 | $55.08M | No quote | No quote |
| 23 | - | NAVISTAR INTL CORP NEW NOTE 3.000%10/1CUSIP 63934EAL2 | 1.03% | Reduce -6.8% | 43,955,000 | $52.64M | No quote | No quote |
| 24 | FPRS | FORD MTR CO CAP TR II PFD TR CV6.5% | 1.02% | Reduce -10.9% | 1,182,500 | $52.21M | No quote | No quote |
| 25 | - | SAKS INC NOTE 2.000% 3/1CUSIP 79377WAL2 | 0.97% | Add +1.1% | 56,533,000 | $49.81M | No quote | No quote |
| 26 | - | D R HORTON INC NOTE 2.000% 5/1CUSIP 23331ABB4 | 0.87% | Reduce -4.3% | 44,087,000 | $44.77M | No quote | No quote |
| 27 | - | ST MARY LD & EXPL CO NOTE 3.500% 4/0CUSIP 792228AD0 | 0.87% | New | 41,720,000 | $44.48M | No quote | No quote |
| 28 | - | CONTINENTAL AIRLS INC NOTE 4.500% 1/1CUSIP 210795PU8 | 0.85% | Reduce -24.6% | 33,750,000 | $43.48M | No quote | No quote |
| 29 | - | GOLDCORP INC NEW NOTE 2.000% 8/0CUSIP 380956AB8 | 0.83% | New | 36,650,000 | $42.61M | No quote | No quote |
| 30 | - | SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1CUSIP 86800CAE4 | 0.83% | Reduce -3.5% | 55,787,000 | $42.33M | No quote | No quote |
| 31 | CMCSA | * COMCAST CORP NEW CL A | 0.81% | Add +26.5% | 2,389,500 | $41.51M | $17.37 | No quote |
| 32 | CXPO | CRIMSON EXPLORATION INC COM NEW | 0.81% | - | 15,524,819 | $41.45M | No quote | No quote |
| 33 | - | ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0CUSIP 018581AD0 | 0.77% | Reduce -20.5% | 40,610,000 | $39.6M | No quote | No quote |
| 34 | - | E M C CORP MASS NOTE 1.750%12/0CUSIP 268648AM4 | 0.73% | Add +15.6% | 29,580,000 | $37.46M | No quote | No quote |
| 35 | - | MYLAN INC NOTE 1.250% 3/1CUSIP 628530AG2 | 0.73% | Reduce -7.5% | 37,225,000 | $37.31M | No quote | No quote |
| 36 | FITBP | FIFTH THIRD BANCORP CNV PFD DEP1/250 | 0.70% | Reduce -35.4% | 284,440 | $36.06M | No quote | No quote |
| 37 | - | VIROPHARMA INC NOTE 2.000% 3/1CUSIP 928241AH1 | 0.70% | Add +9.5% | 41,249,000 | $35.89M | No quote | No quote |
| 38 | - | NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1CUSIP 67020YAB6 | 0.68% | Reduce -1.5% | 33,145,000 | $34.95M | No quote | No quote |
| 39 | - | SMITHFIELD FOODS INC NOTE 4.000% 6/3CUSIP 832248AR9 | 0.67% | Reduce -15.4% | 35,675,000 | $34.53M | No quote | No quote |
| 40 | - | DOLLAR FINL CORP NOTE 3.000% 4/0CUSIP 256664AC7 | 0.65% | Reduce -4.2% | 35,820,000 | $33.27M | No quote | No quote |
| 41 | - | TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0CUSIP 88165FAA0 | 0.64% | Reduce -4.2% | 28,470,000 | $32.6M | No quote | No quote |
| 42 | - | NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0CUSIP 63607PAA7 | 0.63% | Reduce -2.9% | 33,600,000 | $32.28M | No quote | No quote |
| 43 | - | SYMANTEC CORP NOTE 1.000% 6/1CUSIP 871503AF5 | 0.62% | New | 30,750,000 | $31.52M | No quote | No quote |
| 44 | - | AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1CUSIP 02744MAB4 | 0.60% | Reduce -31.6% | 23,146,000 | $30.97M | No quote | No quote |
| 45 | - | UAL CORP NOTE 4.500% 6/3CUSIP 902549AH7 | 0.60% | Add +108.3% | 31,305,000 | $30.57M | No quote | No quote |
| 46 | - | BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2CUSIP 09061GAD3 | 0.59% | Reduce -0.9% | 28,244,000 | $30.46M | No quote | No quote |
| 47 | - | STANLEY WKS FRNT 5/1CUSIP 854616AM1 | 0.59% | New | 28,000,000 | $30.03M | No quote | No quote |
| 48 | - | GILEAD SCIENCES INC NOTE 0.625% 5/0CUSIP 375558AH6 | 0.58% | Add +76.6% | 26,513,000 | $29.74M | No quote | No quote |
| 49 | - | GOODRICH PETE CORP NOTE 5.000%10/0CUSIP 382410AC2 | 0.58% | Reduce -20.5% | 37,241,000 | $29.57M | No quote | No quote |
| 50 | - | CHEMED CORP NEW NOTE 1.875% 5/1CUSIP 16359RAC7 | 0.57% | Reduce -1.6% | 31,669,000 | $28.94M | No quote | No quote |
| 51 | IMAPRB | INVERNESS MED INNOVATIONS IN PFD CONV SER B | 0.56% | Reduce -9.4% | 142,508 | $28.93M | No quote | No quote |
| 52 | - | QUICKSILVER RESOURCES INC DBCV 1.875%11/0CUSIP 74837RAB0 | 0.55% | Reduce -24.5% | 27,980,000 | $27.95M | No quote | No quote |
| 53 | HIGPRA | HARTFORD FINL SVCS GROUP INC DEP CONV PFD | 0.52% | New | 1,165,500 | $26.38M | No quote | No quote |
| 54 | - | SUNPOWER CORP DBCV 4.750% 4/1CUSIP 867652AC3 | 0.51% | Reduce -3.0% | 32,200,000 | $26.11M | No quote | No quote |
| 55 | - | LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1CUSIP 53219LAH2 | 0.51% | Add +166.7% | 28,000,000 | $26.06M | No quote | No quote |
| 56 | - | CACI INTL INC NOTE 2.125% 5/0CUSIP 127190AD8 | 0.50% | Reduce -1.4% | 26,030,000 | $25.36M | No quote | No quote |
| 57 | - | BARNES GROUP INC NOTE 3.375% 3/1CUSIP 067806AD1 | 0.48% | Add +5.6% | 27,457,000 | $24.63M | No quote | No quote |
| 58 | - | MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1CUSIP 595017AB0 | 0.48% | Add +21.9% | 25,000,000 | $24.56M | No quote | No quote |
| 59 | - | SESI L L C FRNT 1.500%12/1CUSIP 78412FAH7 | 0.47% | Add +74.4% | 26,260,000 | $24.23M | No quote | No quote |
| 60 | KEYPRG | KEYCORP NEW PFD 7.75% SR A | 0.47% | New | 250,727 | $23.99M | No quote | No quote |
| 61 | GNK | * GENCO SHIPPING & TRADING LTD SHS | 0.44% | - | 1,512,632 | $22.67M | No quote | No quote |
| 62 | - | NII HLDGS INC NOTE 3.125% 6/1CUSIP 62913FAJ1 | 0.44% | Add +120.2% | 23,820,000 | $22.52M | No quote | No quote |
| 63 | AHLPR | ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ | 0.44% | Reduce -14.0% | 442,180 | $22.47M | No quote | No quote |
| 64 | - | STILLWATER MNG CO NOTE 1.875% 3/1CUSIP 86074QAF9 | 0.42% | Add +180.2% | 24,100,000 | $21.55M | No quote | No quote |
| 65 | NYCBPRU | NEW YORK CMNTY CAP TR V UNIT 99/99/9999 | 0.42% | - | 461,600 | $21.52M | No quote | No quote |
| 66 | - | ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1CUSIP 02076XAA0 | 0.41% | Reduce -61.7% | 20,319,000 | $20.83M | No quote | No quote |
| 67 | - | SUNPOWER CORP DBCV 1.250% 2/1CUSIP 867652AA7 | 0.38% | Add +12.2% | 22,165,000 | $19.32M | No quote | No quote |
| 68 | - | VERISIGN INC SDCV 3.250% 8/1CUSIP 92343EAD4 | 0.35% | Add +11.0% | 20,129,000 | $18.14M | No quote | No quote |
| 69 | - | LIBERTY MEDIA CORP NEW DEB 3.125% 3/3CUSIP 530718AF2 | 0.35% | Reduce -24.2% | 17,250,000 | $17.95M | No quote | No quote |
| 70 | - | A D C TELECOMMUNICATIONS NOTE 3.500% 7/1CUSIP 000886AE1 | 0.33% | Reduce -19.7% | 20,370,000 | $16.77M | No quote | No quote |
| 71 | - | GLOBAL INDS LTD DBCV 2.750% 8/0CUSIP 379336AE0 | 0.33% | Reduce -35.7% | 28,287,000 | $16.71M | No quote | No quote |
| 72 | - | ARRIS GROUP INC NOTE 2.000%11/1CUSIP 04269QAC4 | 0.32% | Reduce -7.9% | 17,545,000 | $16.57M | No quote | No quote |
| 73 | - | INLAND REAL ESTATE CORP NOTE 4.625%11/1CUSIP 457461AB7 | 0.31% | Reduce -3.0% | 15,900,000 | $15.69M | No quote | No quote |
| 74 | - | ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1CUSIP 464337AE4 | 0.30% | Add +40.2% | 16,120,000 | $15.4M | No quote | No quote |
| 75 | - | ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1CUSIP 018804AN4 | 0.30% | Add +6.0% | 15,855,000 | $15.39M | No quote | No quote |
| 76 | - | GREATBATCH INC SDCV 2.250% 6/1CUSIP 39153LAB2 | 0.30% | Add +11.4% | 16,914,000 | $15.25M | No quote | No quote |
| 77 | - | HANOVER COMPRESSOR CO NOTE 4.750% 1/1CUSIP 410768AE5 | 0.30% | Reduce -3.0% | 16,015,000 | $15.24M | No quote | No quote |
| 78 | - | NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1CUSIP 637417AC0 | 0.29% | Reduce -2.3% | 14,090,000 | $14.94M | No quote | No quote |
| 79 | - | NASH FINCH CO FRNT 1.631% 3/1CUSIP 631158AD4 | 0.29% | Reduce -8.3% | 33,090,000 | $14.71M | No quote | No quote |
| 80 | - | GSI COMMERCE INC NOTE 2.500% 6/0CUSIP 36238GAD4 | 0.29% | Add +23.9% | 12,955,000 | $14.68M | No quote | No quote |
| 81 | - | WESTERN REFNG INC NOTE 5.750% 6/1CUSIP 959319AC8 | 0.28% | Reduce -27.3% | 18,480,000 | $14.43M | No quote | No quote |
| 82 | - | GMX RES INC NOTE 4.500% 5/0CUSIP 38011MAJ7 | 0.27% | Reduce -25.7% | 20,975,000 | $13.95M | No quote | No quote |
| 83 | - | CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1CUSIP 169483AC8 | 0.27% | Add +59.8% | 20,770,000 | $13.85M | No quote | No quote |
| 84 | - | SBA COMMUNICATIONS CORP NOTE 4.000%10/0CUSIP 78388JAM8 | 0.27% | New | 10,745,000 | $13.85M | No quote | No quote |
| 85 | WMG | * WARNER MUSIC GROUP CORP COM | 0.27% | New | 2,816,254 | $13.69M | $4.86 | No quote |
| 86 | - | GLOBALSTAR INC NOTE 5.750% 4/0CUSIP 378973AA9 | 0.26% | Add +0.7% | 16,460,000 | $13.52M | No quote | No quote |
| 87 | - | SAVVIS INC NOTE 3.000% 5/1CUSIP 805423AA8 | 0.26% | Reduce -31.5% | 14,159,000 | $13.35M | No quote | No quote |
| 88 | - | INVERNESS MED INNOVATIONS IN NOTE 3.000% 5/1CUSIP 46126PAD8 | 0.26% | - | 15,515,000 | $13.34M | No quote | No quote |
| 89 | - | CARRIZO OIL & CO INC NOTE 4.375% 6/0CUSIP 144577AA1 | 0.25% | Add +8.2% | 15,132,000 | $13.03M | No quote | No quote |
| 90 | CTSH | * COGNIZANT TECHNOLOGY SOLUTIO CL A | 0.25% | Add +18.1% | 258,500 | $12.94M | $50.06 | No quote |
| 91 | - | FIVE STAR QUALITY CARE INC NOTE 3.750%10/1CUSIP 33832DAB2 | 0.25% | Reduce -2.8% | 14,106,000 | $12.62M | No quote | No quote |
| 92 | - | SMITH & WESSON HLDG CORP NOTE 4.000%12/1CUSIP 831756AB7 | 0.24% | Reduce -2.6% | 12,900,000 | $12.48M | No quote | No quote |
| 93 | - | HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1CUSIP 440543AE6 | 0.24% | Add +220.0% | 16,000,000 | $12.15M | No quote | No quote |
| 94 | - | EXPRESSJET HOLDINGS INC NOTE 11.250% 8/0CUSIP 30218UAB4 | 0.23% | Reduce -2.5% | 11,700,000 | $11.84M | No quote | No quote |
| 95 | - | MOLINA HEALTHCARE INC NOTE 3.750%10/0CUSIP 60855RAA8 | 0.23% | Reduce -2.4% | 12,275,000 | $11.82M | No quote | No quote |
| 96 | - | PROVIDENCE SVC CORP NOTE 6.500% 5/1CUSIP 743815AB8 | 0.23% | Add +6.0% | 13,258,000 | $11.67M | No quote | No quote |
| 97 | - | TTM TECHNOLOGIES INC NOTE 3.250% 5/1CUSIP 87305RAC3 | 0.23% | Reduce -0.8% | 12,833,000 | $11.59M | No quote | No quote |
| 98 | WH | WSP HOLDINGS LIMITED ADR | 0.23% | - | 7,044,000 | $11.55M | No quote | No quote |
| 99 | - | EQUINIX INC NOTE 4.750% 6/1CUSIP 29444UAH9 | 0.22% | Reduce -49.6% | 9,655,000 | $11.42M | No quote | No quote |
| 100 | - | CAL DIVE INTL INC NOTE 3.250%12/1CUSIP 127914AB5 | 0.22% | Add +31.0% | 13,100,000 | $11.39M | No quote | No quote |
| 101 | - | BRISTOW GROUP INC NOTE 3.000% 6/1CUSIP 110394AC7 | 0.21% | New | 13,095,000 | $10.72M | No quote | No quote |
| 102 | - | A D C TELECOMMUNICATIONS NOTE 3.500% 7/1CUSIP 000886AF8 | 0.21% | Add +58.0% | 14,610,000 | $10.63M | No quote | No quote |
| 103 | USU | USEC INC NOTE 3.000%10/0 | 0.21% | Add +16.7% | 14,680,000 | $10.58M | No quote | No quote |
| 104 | - | POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0CUSIP 739363AF6 | 0.21% | Add +15.5% | 14,570,000 | $10.55M | No quote | No quote |
| 105 | - | WORLD ACCEP CORPORATION NOTE 3.000%10/0CUSIP 981417AB4 | 0.20% | Reduce -42.7% | 10,745,000 | $10.21M | No quote | No quote |
| 106 | - | LDK SOLAR CO LTD NOTE 4.750% 4/1CUSIP 50183LAB3 | 0.20% | Add +257.1% | 12,500,000 | $10.06M | No quote | No quote |
| 107 | CCK | * CROWN HOLDINGS INC COM | 0.20% | New | 400,000 | $10.02M | $25.04 | No quote |
| 108 | - | DST SYS INC DEL DBCV 4.125% 8/1CUSIP 233326AE7 | 0.19% | New | 10,304,000 | $9.97M | No quote | No quote |
| 109 | - | SANDISK CORP NOTE 1.000% 5/1CUSIP 80004CAC5 | 0.19% | Add +236.6% | 11,000,000 | $9.87M | No quote | No quote |
| 110 | - | EQUINIX INC NOTE 3.000%10/1CUSIP 29444UAG1 | 0.19% | - | 10,365,000 | $9.77M | No quote | No quote |
| 111 | - | AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0CUSIP 025676AE7 | 0.19% | Add +109.4% | 9,570,000 | $9.76M | No quote | No quote |
| 112 | - | COGENT COMM GROUP INC NOTE 1.000% 6/1CUSIP 19239VAB0 | 0.19% | Add +13.7% | 12,428,000 | $9.62M | No quote | No quote |
| 113 | - | EURONET WORLDWIDE INC NOTE 3.500%10/1CUSIP 298736AF6 | 0.18% | Add +100.0% | 10,000,000 | $9.35M | No quote | No quote |
| 114 | AMX | * AMERICA MOVIL SAB DE CV SPON ADR L SHS | 0.18% | Reduce -14.8% | 192,500 | $9.14M | No quote | No quote |
| 115 | - | HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1CUSIP 448407AF3 | 0.18% | Reduce -31.0% | 11,120,000 | $9.09M | No quote | No quote |
| 116 | - | AFFYMETRIX INC NOTE 3.500% 1/1CUSIP 00826TAG3 | 0.17% | Reduce -58.8% | 9,446,000 | $8.84M | No quote | No quote |
| 117 | HOLX | HOLOGIC INC FRNT 2.000%12/1 | 0.17% | New | 10,312,000 | $8.78M | $0.85 | No quote |
| 118 | - | PEABODY ENERGY CORP SDCV 4.750%12/1CUSIP 704549AG9 | 0.17% | Reduce -77.1% | 8,615,000 | $8.51M | No quote | No quote |
| 119 | - | PENN VA CORP NOTE 4.500%11/1CUSIP 707882AA4 | 0.17% | New | 9,000,000 | $8.5M | No quote | No quote |
| 120 | - | AVATAR HLDGS INC NOTE 4.500% 4/0CUSIP 053494AF7 | 0.16% | Reduce -5.7% | 8,276,000 | $8.17M | No quote | No quote |
| 121 | - | TRANSOCEAN INC NOTE 1.500%12/1CUSIP 893830AW9 | 0.16% | New | 9,500,000 | $7.97M | No quote | No quote |
| 122 | - | SCHOOL SPECIALTY INC SDCV 3.750%11/3CUSIP 807863AL9 | 0.16% | New | 8,250,000 | $7.94M | No quote | No quote |
| 123 | - | SPARTAN STORES INC NOTE 3.375% 5/1CUSIP 846822AE4 | 0.15% | Add +27.1% | 8,900,000 | $7.8M | No quote | No quote |
| 124 | VIP | * VIMPELCOM LTD SPONSORED ADR | 0.15% | New | 477,100 | $7.72M | No quote | No quote |
| 125 | - | GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1CUSIP 398905AE9 | 0.15% | Reduce -65.2% | 9,984,000 | $7.67M | No quote | No quote |
| 126 | - | MENTOR GRAPHICS CORP SDCV 6.250% 3/0CUSIP 587200AF3 | 0.15% | Reduce -7.8% | 7,498,000 | $7.43M | No quote | No quote |
| 127 | SNP | * CHINA PETE & CHEM CORP SPON ADR H SHS | 0.14% | Reduce -21.2% | 90,000 | $7.25M | No quote | No quote |
| 128 | EPRPRC | ENTERTAINMENT PPTYS TR PFD C CNV 5.75% | 0.14% | Reduce -5.7% | 414,400 | $7.16M | No quote | No quote |
| 129 | - | AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0CUSIP 02744MAA6 | 0.13% | - | 5,591,000 | $6.79M | No quote | No quote |
| 130 | - | CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1CUSIP 229678AC1 | 0.13% | Reduce -73.7% | 7,183,000 | $6.75M | No quote | No quote |
| 131 | AUO | * AU OPTRONICS CORP SPONSORED ADR | 0.13% | New | 745,900 | $6.62M | No quote | No quote |
| 132 | - | CIENA CORP NOTE 0.250% 5/0CUSIP 171779AB7 | 0.13% | New | 8,000,000 | $6.48M | No quote | No quote |
| 133 | - | NEWPORT CORP NOTE 2.500% 2/1CUSIP 651824AB0 | 0.12% | Reduce -43.1% | 6,591,000 | $6.2M | No quote | No quote |
| 134 | - | CBIZ INC NOTE 3.125% 6/0CUSIP 124805AB8 | 0.11% | - | 6,000,000 | $5.82M | No quote | No quote |
| 135 | ABV | * COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD | 0.11% | Add +40.7% | 57,283 | $5.79M | No quote | No quote |
| 136 | - | GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1CUSIP 369300AD0 | 0.11% | New | 6,500,000 | $5.77M | No quote | No quote |
| 137 | - | CHARMING SHOPPES INC NOTE 1.125% 5/0CUSIP 161133AE3 | 0.11% | Reduce -53.0% | 7,535,000 | $5.75M | No quote | No quote |
| 138 | - | HERCULES OFFSHORE INC NOTE 3.375% 6/0CUSIP 427093AD1 | 0.11% | Reduce -33.0% | 7,700,000 | $5.7M | No quote | No quote |
| 139 | - | KENDLE INTERNATIONAL INC NOTE 3.375% 7/1CUSIP 48880LAA5 | 0.11% | Reduce -65.4% | 6,028,000 | $5.61M | No quote | No quote |
| 140 | - | ISTAR FINL INC FRNT 10/0CUSIP 45031UBF7 | 0.11% | - | 7,445,000 | $5.51M | No quote | No quote |
| 141 | - | CAPITALSOURCE INC NOTE 7.250% 7/1CUSIP 14055XAG7 | 0.11% | Reduce -41.7% | 5,806,000 | $5.46M | No quote | No quote |
| 142 | GOLD | * BARRICK GOLD CORP COM | 0.10% | - | 118,215 | $5.37M | No quote | No quote |
| 143 | - | WRIGHT MED GROUP INC NOTE 2.625%12/0CUSIP 98235TAA5 | 0.10% | New | 5,884,000 | $5.17M | No quote | No quote |
| 144 | - | K V PHARMACEUTICAL CO NOTE 2.500% 5/1CUSIP 482740AC1 | 0.10% | Reduce -30.2% | 15,000,000 | $4.88M | No quote | No quote |
| 145 | SKM | * SK TELECOM LTD SPONSORED ADR | 0.09% | - | 328,200 | $4.83M | No quote | No quote |
| 146 | - | YINGLI GREEN ENERGY HLDG CO NOTE 12/1CUSIP 98584BAA1 | 0.09% | Reduce -37.0% | 4,227,000 | $4.79M | No quote | No quote |
| 147 | - | AMERICREDIT CORP NOTE 0.750% 9/1CUSIP 03060RAP6 | 0.09% | New | 5,000,000 | $4.68M | No quote | No quote |
| 148 | - | EPICOR SOFTWARE CORP NOTE 2.375% 5/1CUSIP 29426LAA6 | 0.09% | - | 5,000,000 | $4.58M | No quote | No quote |
| 149 | - | CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1CUSIP 153435AA0 | 0.09% | Reduce -63.4% | 5,480,000 | $4.51M | No quote | No quote |
| 150 | - | STEWART ENTERPRISES INC NOTE 3.125% 7/1CUSIP 860370AH8 | 0.08% | Reduce -2.1% | 4,696,000 | $4.35M | No quote | No quote |
| 151 | EPRPRE | ENTERTAINMENT PPTYS TR CONV PFD 9% SR E | 0.08% | Reduce -5.5% | 171,500 | $4.23M | No quote | No quote |
| 152 | - | BELL MICROPRODUCTS INC NOTE 3.750% 3/0CUSIP 078137AC0 | 0.08% | Reduce -50.5% | 4,080,000 | $4.06M | No quote | No quote |
| 153 | - | DOLLAR FINL CORP NOTE 2.875% 6/3CUSIP 256664AB9 | 0.08% | New | 4,487,000 | $4.06M | No quote | No quote |
| 154 | - | ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1CUSIP 043436AG9 | 0.08% | - | 4,445,000 | $4.01M | No quote | No quote |
| 155 | - | BARRETT BILL CORP NOTE 5.000% 3/1CUSIP 06846NAA2 | 0.08% | New | 4,000,000 | $3.98M | No quote | No quote |
| 156 | SVN | 7 DAYS GROUP HLDGS LTD ADR | 0.08% | Add +39.1% | 355,600 | $3.88M | No quote | No quote |
| 157 | - | GREENBRIER COS INC NOTE 2.375% 5/1CUSIP 393657AD3 | 0.08% | Reduce -46.6% | 4,576,000 | $3.87M | No quote | No quote |
| 158 | - | CHENIERE ENERGY INC NOTE 2.250% 8/0CUSIP 16411RAE9 | 0.07% | New | 6,500,000 | $3.84M | No quote | No quote |
| 159 | - | FERRO CORP NOTE 6.500% 8/1CUSIP 315405AL4 | 0.07% | Reduce -72.0% | 3,893,000 | $3.76M | No quote | No quote |
| 160 | - | HORIZON LINES INC NOTE 4.250% 8/1CUSIP 44044KAB7 | 0.07% | Reduce -70.1% | 4,430,000 | $3.7M | No quote | No quote |
| 161 | - | CONMED CORP NOTE 2.500%11/1CUSIP 207410AD3 | 0.07% | Reduce -69.5% | 3,798,000 | $3.66M | No quote | No quote |
| 162 | CMED | * CHINA MED TECHNOLOGIES INC SPONSORED ADR | 0.07% | - | 335,000 | $3.52M | No quote | No quote |
| 163 | - | NOVAMED INC DEL NOTE 1.000% 6/1CUSIP 66986WAA6 | 0.07% | Reduce -19.7% | 4,075,000 | $3.37M | No quote | No quote |
| 164 | - | ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1CUSIP 292659AA7 | 0.06% | Reduce -48.3% | 5,894,000 | $3.31M | No quote | No quote |
| 165 | - | KULICKE & SOFFA INDS INC NOTE 0.875% 6/0CUSIP 501242AT8 | 0.06% | Add +183.1% | 3,541,000 | $3.24M | No quote | No quote |
| 166 | - | VERIFONE SYS INC NOTE 1.375% 6/1CUSIP 92342YAB5 | 0.06% | Reduce -65.8% | 3,381,000 | $3.18M | No quote | No quote |
| 167 | - | CENTURY ALUM CO NOTE 1.750% 8/0CUSIP 156431AE8 | 0.06% | Add +6.3% | 3,355,000 | $3.16M | No quote | No quote |
| 168 | - | INSULET CORP NOTE 5.375% 6/1CUSIP 45784PAA9 | 0.06% | - | 3,000,000 | $3.01M | No quote | No quote |
| 169 | - | CAPITALSOURCE INC SDCV 4.000% 7/1CUSIP 14055XAE2 | 0.06% | Reduce -40.0% | 3,000,000 | $2.85M | No quote | No quote |
| 170 | SOL | * RENESOLA LTD SPONS ADS | 0.05% | Add +1985.8% | 469,302 | $2.8M | No quote | No quote |
| 171 | - | ICONIX BRAND GROUP INC NOTE 1.875% 6/3CUSIP 451055AB3 | 0.05% | New | 3,001,000 | $2.8M | No quote | No quote |
| 172 | MTL | * MECHEL OAO SPONSORED ADR | 0.05% | New | 150,000 | $2.72M | No quote | No quote |
| 173 | - | POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1CUSIP 739363AD1 | 0.05% | Add +49.3% | 2,986,000 | $2.7M | No quote | No quote |
| 174 | MLCO | * MELCO CROWN ENTMT LTD ADR | 0.05% | Reduce -57.3% | 685,900 | $2.57M | $3.74 | No quote |
| 175 | - | RADISYS CORP NOTE 2.750% 2/1CUSIP 750459AE9 | 0.05% | Reduce -28.2% | 2,550,000 | $2.51M | No quote | No quote |
| 176 | - | LECROY CORP NOTE 4.000%10/1CUSIP 52324WAB5 | 0.05% | - | 2,530,000 | $2.4M | No quote | No quote |
| 177 | - | ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1CUSIP 03938LAK0 | 0.05% | New | 2,000,000 | $2.33M | No quote | No quote |
| 178 | - | HEADWATERS INC NOTE 2.500% 2/0CUSIP 42210PAD4 | 0.04% | New | 3,200,000 | $2.28M | No quote | No quote |
| 179 | SNVPRT | SYNOVUS FINL CORP UNIT 99/99/9999 | 0.04% | New | 90,000 | $2.19M | No quote | No quote |
| 180 | - | SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1CUSIP 82966UAD5 | 0.04% | New | 2,087,000 | $2.01M | No quote | No quote |
| 181 | - | STANDARD PAC CORP NOTE 6.000%10/0CUSIP 853763AA8 | 0.04% | Reduce -68.6% | 2,063,000 | $1.96M | No quote | No quote |
| 182 | GAME | * SHANDA GAMES LTD SP ADR REPTG A | 0.04% | - | 315,000 | $1.83M | No quote | No quote |
| 183 | VIAS | VIASYSTEMS GROUP INC COM PAR .01 | 0.04% | Reduce -65.1% | 122,800 | $1.81M | No quote | No quote |
| 184 | - | GENCORP INC SDCV 2.250%11/1CUSIP 368682AL4 | 0.04% | Reduce -72.5% | 1,900,000 | $1.79M | No quote | No quote |
| 185 | - | UAL CORP DBCV 5.000% 2/0CUSIP 902549AE4 | 0.03% | New | 1,750,000 | $1.72M | No quote | No quote |
| 186 | - | CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1CUSIP 169483AB0 | 0.03% | Reduce -65.5% | 1,950,000 | $1.56M | No quote | No quote |
| 187 | - | RAYONIER TRS HLDGS INC NOTE 3.750%10/1CUSIP 75508AAB2 | 0.02% | - | 945,000 | $987K | No quote | No quote |
| 237 | - | VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1CUSIP 91911XAD6 | - | Sold | 0 | $0 | No quote | No quote |
| 236 | - | UNISOURCE ENERGY CORP NOTE 4.500% 3/0CUSIP 909205AB2 | - | Sold | 0 | $0 | No quote | No quote |
| 235 | - | TRINITY INDS INC NOTE 3.875% 6/0CUSIP 896522AF6 | - | Sold | 0 | $0 | No quote | No quote |
| 234 | - | TRICO MARINE SERVICES INC DBCV 8.125% 2/0CUSIP 896106AW1 | - | Sold | 0 | $0 | No quote | No quote |
| 233 | - | SYMANTEC CORP NOTE 0.750% 6/1CUSIP 871503AD0 | - | Sold | 0 | $0 | No quote | No quote |
| 232 | - | RICHARDSON ELECTRS LTD NOTE 7.750%12/1CUSIP 763165AE7 | - | Sold | 0 | $0 | No quote | No quote |
| 231 | - | RICHARDSON ELECTRS LTD NOTE 7.750%12/1CUSIP 763165AD9 | - | Sold | 0 | $0 | No quote | No quote |
| 230 | RHIE | RHI ENTMT INC DEL COM | - | Sold | 0 | $0 | No quote | No quote |
| 229 | - | RENTECH INC NOTE 4.000% 4/1CUSIP 760112AA0 | - | Sold | 0 | $0 | No quote | No quote |
| 228 | - | QUANTA SVCS INC NOTE 3.750% 4/3CUSIP 74762EAE2 | - | Sold | 0 | $0 | No quote | No quote |
| 227 | - | PHOTRONICS INC NOTE 5.500%10/0CUSIP 719405AF9 | - | Sold | 0 | $0 | No quote | No quote |
| 226 | - | ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1CUSIP 683399AB5 | - | Sold | 0 | $0 | No quote | No quote |
| 225 | - | OMNICARE INC DBCV 3.250%12/1CUSIP 681904AL2 | - | Sold | 0 | $0 | No quote | No quote |
| 224 | - | MORGANS HOTEL GROUP CO NOTE 2.375%10/1CUSIP 61748WAB4 | - | Sold | 0 | $0 | No quote | No quote |
| 223 | - | MASSEY ENERGY CO NOTE 3.250% 8/0CUSIP 576203AJ2 | - | Sold | 0 | $0 | No quote | No quote |
| 222 | LGN | LODGIAN INC COM PAR .01 | - | Sold | 0 | $0 | No quote | No quote |
| 221 | - | LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1CUSIP 538034AB5 | - | Sold | 0 | $0 | No quote | No quote |
| 220 | - | LIFETIME BRANDS INC NOTE 4.750% 7/1CUSIP 53222QAB9 | - | Sold | 0 | $0 | No quote | No quote |
| 219 | - | L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0CUSIP 502413AW7 | - | Sold | 0 | $0 | No quote | No quote |
| 218 | - | KKR FINANCIAL HLDGS LLC NOTE 7.500% 1/1CUSIP 48248AAD0 | - | Sold | 0 | $0 | No quote | No quote |
| 217 | - | KINROSS GOLD CORP NOTE 1.750% 3/1CUSIP 496902AD9 | - | Sold | 0 | $0 | No quote | No quote |
| 216 | - | ITRON INC NOTE 2.500% 8/0CUSIP 465741AJ5 | - | Sold | 0 | $0 | No quote | No quote |
| 215 | - | INVITROGEN CORP NOTE 3.250% 6/1CUSIP 46185RAM2 | - | Sold | 0 | $0 | No quote | No quote |
| 214 | - | INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1CUSIP 460690BA7 | - | Sold | 0 | $0 | No quote | No quote |
| 213 | - | HOSPITALITY PPTYS TR NOTE 3.800% 3/1CUSIP 44106MAK8 | - | Sold | 0 | $0 | No quote | No quote |
| 212 | - | GOODRICH PETE CORP NOTE 3.250%12/0CUSIP 382410AB4 | - | Sold | 0 | $0 | No quote | No quote |
| 211 | - | GMX RES INC NOTE 5.000% 2/0CUSIP 38011MAB4 | - | Sold | 0 | $0 | No quote | No quote |
| 210 | - | GILEAD SCIENCES INC NOTE 0.500% 5/0CUSIP 375558AG8 | - | Sold | 0 | $0 | No quote | No quote |
| 209 | - | FORD MTR CO DEL NOTE 4.250%11/1CUSIP 345370CN8 | - | Sold | 0 | $0 | No quote | No quote |
| 208 | - | EXTERRAN HLDGS INC NOTE 4.250% 6/1CUSIP 30225XAA1 | - | Sold | 0 | $0 | No quote | No quote |
| 207 | - | EVERGREEN SOLAR INC NOTE 4.000% 7/1CUSIP 30033RAC2 | - | Sold | 0 | $0 | No quote | No quote |
| 206 | - | ENCORE CAP GROUP INC NOTE 3.375% 9/1CUSIP 292554AB8 | - | Sold | 0 | $0 | No quote | No quote |
| 205 | - | EARTHLINK INC NOTE 3.250%11/1CUSIP 270321AA0 | - | Sold | 0 | $0 | No quote | No quote |
| 204 | - | DRYSHIPS INC. NOTE 5.000%12/0CUSIP 262498AB4 | - | Sold | 0 | $0 | No quote | No quote |
| 203 | - | DIXIE GROUP INC SDCV 7.000% 5/1CUSIP 255519AA8 | - | Sold | 0 | $0 | No quote | No quote |
| 202 | - | COMPUCREDIT CORP NOTE 3.625% 5/3CUSIP 20478NAB6 | - | Sold | 0 | $0 | No quote | No quote |
| 201 | - | COMMSCOPE INC NOTE 3.250% 7/0CUSIP 203372AG2 | - | Sold | 0 | $0 | No quote | No quote |
| 200 | - | C&D TECHNOLOGIES INC NOTE 5.250%11/0CUSIP 124661AD1 | - | Sold | 0 | $0 | No quote | No quote |
| 199 | - | BARNES GROUP INC NOTE 3.750% 8/0CUSIP 067806AB5 | - | Sold | 0 | $0 | No quote | No quote |
| 198 | - | ATS MED INC NOTE 6.000%10/1CUSIP 002083AB9 | - | Sold | 0 | $0 | No quote | No quote |
| 197 | - | AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1CUSIP 032346AF5 | - | Sold | 0 | $0 | No quote | No quote |
| 196 | - | AMGEN INC NOTE 0.375% 2/0CUSIP 031162AQ3 | - | Sold | 0 | $0 | No quote | No quote |
| 195 | - | AMERICAN REAL ESTATE PARTNR FRNT 8/1CUSIP 029169AA7 | - | Sold | 0 | $0 | No quote | No quote |
| 194 | - | ALLERGAN INC NOTE 1.500% 4/0CUSIP 018490AL6 | - | Sold | 0 | $0 | No quote | No quote |
| 193 | VALE | * VALE S A ADR | - | Sold | 0 | $0 | No quote | No quote |
| 192 | STP | * SUNTECH PWR HLDGS CO LTD ADR | - | Sold | 0 | $0 | No quote | No quote |
| 191 | PBR | * PETROLEO BRASILEIRO SA PETRO SPONSORED ADR | - | Sold | 0 | $0 | No quote | No quote |
| 190 | MBT | * MOBILE TELESYSTEMS OJSC SPONSORED ADR | - | Sold | 0 | $0 | No quote | No quote |
| 189 | LEA | * LEAR CORP COM NEW | - | Sold | 0 | $0 | No quote | No quote |
| 188 | BSBR | * BANCO SANTANDER BRASIL S A ADS REP 1 UNIT | - | Sold | 0 | $0 | No quote | No quote |