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
- -2.57%
- 1-year
- +42.80%
- 3-year
- +67.77%
- 5-year
- +122.77%
- 3-year vs S&P 500
- -5.47%
- 5-year vs S&P 500
- +49.09%
- 5-year top 5
- +183.78%
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 2026-06-06 from SEC 13F data.
Live quotes available for 12 of 179 rows. Rows without a quote are marked unavailable.
| 1 | CHTR | CHARTER COMMUNICATIONS INC D CL A NEW | 13.70% | - | 19,725,105 | $768.1M | $38.94 | No quote |
| 2 | LYB | LYONDELLBASELL INDUSTRIES N SHS - A - | 8.00% | - | 13,032,434 | $448.32M | $34.40 | No quote |
| 3 | GMPRB | GENERAL MTRS CO JR PFD CNV SRB | 2.73% | - | 2,826,000 | $152.92M | No quote | No quote |
| 4 | TWC | TIME WARNER CABLE INC COM | 2.07% | - | 1,754,932 | $115.88M | No quote | No quote |
| 5 | AIQ | ALLIANCE HEALTHCARE SRVCS IN COM NEW | 1.80% | - | 23,782,451 | $100.84M | No quote | No quote |
| 6 | - | AMR CORP NOTE 6.250%10/1CUSIP 001765BC9 | 1.73% | - | 85,218,000 | $97.14M | No quote | No quote |
| 7 | - | INVITROGEN CORP NOTE 1.500% 2/1CUSIP 46185RAK6 | 1.63% | - | 75,318,000 | $91.29M | No quote | No quote |
| 8 | - | ON SEMICONDUCTOR CORP NOTE 2.625%12/1CUSIP 682189AG0 | 1.55% | - | 73,320,000 | $86.73M | No quote | No quote |
| 9 | - | EQUINIX INC NOTE 2.500% 4/1CUSIP 29444UAF3 | 1.52% | - | 83,453,000 | $85.41M | No quote | No quote |
| 10 | - | ARVINMERITOR INC FRNT 4.625% 3/0CUSIP 043353AF8 | 1.49% | - | 65,980,000 | $83.48M | No quote | No quote |
| 11 | - | STEEL DYNAMICS INC NOTE 5.125% 6/1CUSIP 858119AP5 | 1.47% | - | 64,551,000 | $82.39M | No quote | No quote |
| 12 | - | MICRON TECHNOLOGY INC NOTE 1.875% 6/0CUSIP 595112AH6 | 1.39% | - | 83,000,000 | $78.07M | No quote | No quote |
| 13 | - | CEPHALON INC NOTE 2.500% 5/0CUSIP 156708AR0 | 1.33% | - | 66,045,000 | $74.72M | No quote | No quote |
| 14 | - | SANDISK CORP NOTE 1.500% 8/1CUSIP 80004CAD3 | 1.33% | - | 65,500,000 | $74.58M | No quote | No quote |
| 15 | CXPO | CRIMSON EXPLORATION INC COM NEW | 1.18% | - | 15,524,819 | $66.14M | No quote | No quote |
| 16 | - | SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1CUSIP 86800CAE4 | 1.15% | - | 73,076,000 | $64.39M | No quote | No quote |
| 17 | - | HOLOGIC INC FRNT 2.000%12/1CUSIP 436440AB7 | 1.09% | - | 58,000,000 | $61.36M | No quote | No quote |
| 18 | FITBP | FIFTH THIRD BANCORP CNV PFD DEP1/250 | 1.09% | - | 409,940 | $60.91M | No quote | No quote |
| 19 | WMG | WARNER MUSIC GROUP CORP COM | 1.04% | - | 10,408,077 | $58.6M | $5.63 | No quote |
| 20 | - | MYLAN INC NOTE 1.250% 3/1CUSIP 628530AG2 | 0.98% | - | 51,725,000 | $55.02M | No quote | No quote |
| 21 | - | TIME WARNER TELECOM INC DBCV 2.375% 4/0CUSIP 887319AC5 | 0.98% | - | 49,490,000 | $54.78M | No quote | No quote |
| 22 | - | VERTEX PHARMACEUTICALS INC NOTE 3.350%10/0CUSIP 92532FAN0 | 0.94% | - | 52,325,000 | $52.98M | No quote | No quote |
| 23 | CMCSA | COMCAST CORP NEW CL A | 0.94% | - | 2,389,500 | $52.5M | $21.97 | No quote |
| 24 | - | TYSON FOODS INC NOTE 3.250%10/1CUSIP 902494AP8 | 0.92% | - | 42,100,000 | $51.8M | No quote | No quote |
| 25 | SOLR | GT SOLAR INTL INC COM | 0.90% | - | 5,550,785 | $50.62M | No quote | No quote |
| 26 | - | NAVISTAR INTL CORP NEW NOTE 3.000%10/1CUSIP 63934EAL2 | 0.90% | - | 37,755,000 | $50.58M | No quote | No quote |
| 27 | - | VIROPHARMA INC NOTE 2.000% 3/1CUSIP 928241AH1 | 0.89% | - | 43,749,000 | $49.76M | No quote | No quote |
| 28 | ALRPRB | ALERE INC NOTE 3.000% 5/1 | 0.86% | - | 45,720,000 | $48.4M | No quote | No quote |
| 29 | - | CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0CUSIP 229678AD9 | 0.85% | - | 49,000,000 | $47.56M | No quote | No quote |
| 30 | - | PEABODY ENERGY CORP SDCV 4.750%12/1CUSIP 704549AG9 | 0.83% | - | 35,915,000 | $46.65M | No quote | No quote |
| 31 | - | GOLDCORP INC NEW NOTE 2.000% 8/0CUSIP 380956AB8 | 0.80% | - | 36,650,000 | $44.76M | No quote | No quote |
| 32 | - | ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1CUSIP 018804AK0 | 0.79% | - | 39,677,000 | $44.51M | No quote | No quote |
| 33 | - | INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1CUSIP 460690BA7 | 0.79% | - | 39,769,000 | $44.23M | No quote | No quote |
| 34 | WPO | WASHINGTON POST CO CL B | 0.78% | - | 100,000 | $43.95M | No quote | No quote |
| 35 | - | DOLLAR FINL CORP NOTE 3.000% 4/0CUSIP 256664AC7 | 0.76% | - | 36,397,000 | $42.84M | No quote | No quote |
| 36 | - | COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0CUSIP 205826AF7 | 0.76% | - | 40,980,000 | $42.71M | No quote | No quote |
| 37 | - | LIBERTY MEDIA CORP NEW DEB 3.125% 3/3CUSIP 530718AF2 | 0.76% | - | 37,750,000 | $42.52M | No quote | No quote |
| 38 | - | SMITHFIELD FOODS INC NOTE 4.000% 6/3CUSIP 832248AR9 | 0.74% | - | 35,275,000 | $41.48M | No quote | No quote |
| 39 | - | EQUINIX INC NOTE 4.750% 6/1CUSIP 29444UAH9 | 0.73% | - | 33,055,000 | $40.74M | No quote | No quote |
| 40 | - | ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0CUSIP 018581AD0 | 0.72% | - | 37,610,000 | $40.52M | No quote | No quote |
| 41 | - | SAKS INC NOTE 2.000% 3/1CUSIP 79377WAL2 | 0.69% | - | 37,133,000 | $38.76M | No quote | No quote |
| 42 | - | CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1CUSIP 169483AC8 | 0.69% | - | 45,205,000 | $38.72M | No quote | No quote |
| 43 | - | CHEMED CORP NEW NOTE 1.875% 5/1CUSIP 16359RAC7 | 0.65% | - | 36,169,000 | $36.53M | No quote | No quote |
| 44 | - | ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1CUSIP 29264FAB2 | 0.64% | - | 27,000,000 | $35.96M | No quote | No quote |
| 45 | - | GOODRICH PETE CORP NOTE 5.000%10/0CUSIP 382410AC2 | 0.63% | - | 36,421,000 | $35.51M | No quote | No quote |
| 46 | - | STANLEY WKS FRNT 5/1CUSIP 854616AM1 | 0.61% | - | 29,500,000 | $34.25M | No quote | No quote |
| 47 | - | LDK SOLAR CO LTD NOTE 4.750% 4/1CUSIP 50183LAB3 | 0.61% | - | 34,550,000 | $34.13M | No quote | No quote |
| 48 | - | BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2CUSIP 09061GAD3 | 0.60% | - | 23,544,000 | $33.8M | No quote | No quote |
| 49 | - | TTM TECHNOLOGIES INC NOTE 3.250% 5/1CUSIP 87305RAC3 | 0.59% | - | 27,757,000 | $33.03M | No quote | No quote |
| 50 | - | CACI INTL INC NOTE 2.125% 5/0CUSIP 127190AD8 | 0.58% | - | 28,780,000 | $32.8M | No quote | No quote |
| 51 | - | PHH CORP NOTE 4.000% 9/0CUSIP 693320AN3 | 0.57% | - | 28,660,000 | $32.25M | No quote | No quote |
| 52 | - | EASTMAN KODAK CO NOTE 7.000% 4/0CUSIP 277461BJ7 | 0.57% | - | 30,362,000 | $32.21M | No quote | No quote |
| 53 | - | SUNPOWER CORP DBCV 4.750% 4/1CUSIP 867652AC3 | 0.57% | - | 34,300,000 | $31.84M | No quote | No quote |
| 54 | - | MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1CUSIP 595017AB0 | 0.55% | - | 25,118,000 | $30.75M | No quote | No quote |
| 55 | - | RTI INTL METALS INC NOTE 3.000%12/0CUSIP 74973WAA5 | 0.54% | - | 29,000,000 | $30.32M | No quote | No quote |
| 56 | - | NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1CUSIP 67020YAB6 | 0.54% | - | 25,645,000 | $30.19M | No quote | No quote |
| 57 | - | RADIAN GROUP INC NOTE 3.000%11/1CUSIP 750236AK7 | 0.53% | - | 30,500,000 | $29.85M | No quote | No quote |
| 58 | - | GLOBAL INDS LTD DBCV 2.750% 8/0CUSIP 379336AE0 | 0.52% | - | 39,237,000 | $29.29M | No quote | No quote |
| 59 | - | STILLWATER MNG CO NOTE 1.875% 3/1CUSIP 86074QAF9 | 0.51% | - | 24,600,000 | $28.51M | No quote | No quote |
| 60 | - | BARNES GROUP INC NOTE 3.375% 3/1CUSIP 067806AD1 | 0.50% | - | 27,457,000 | $28.1M | No quote | No quote |
| 61 | - | HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1CUSIP 440543AE6 | 0.49% | - | 29,762,000 | $27.21M | No quote | No quote |
| 62 | - | HERCULES OFFSHORE INC NOTE 3.375% 6/0CUSIP 427093AD1 | 0.47% | - | 34,321,000 | $26.26M | No quote | No quote |
| 63 | - | AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1CUSIP 02744MAB4 | 0.46% | - | 21,346,000 | $26M | No quote | No quote |
| 64 | - | TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0CUSIP 88165FAA0 | 0.44% | - | 22,436,000 | $24.6M | No quote | No quote |
| 65 | NYCBPRU | NEW YORK CMNTY CAP TR V UNIT 99/99/9999 | 0.44% | - | 461,600 | $24.56M | No quote | No quote |
| 66 | - | USEC INC NOTE 3.000%10/0CUSIP 90333EAC2 | 0.43% | - | 26,655,000 | $24.26M | No quote | No quote |
| 67 | - | POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0CUSIP 739363AF6 | 0.43% | - | 27,045,000 | $24.21M | No quote | No quote |
| 68 | - | TELEFLEX INC NOTE 3.875% 8/0CUSIP 879369AA4 | 0.43% | - | 22,500,000 | $23.93M | No quote | No quote |
| 69 | - | LINCARE HLDGS INC NOTE 2.750%11/0CUSIP 532791AF7 | 0.42% | - | 21,766,000 | $23.83M | No quote | No quote |
| 70 | - | VERISIGN INC SDCV 3.250% 8/1CUSIP 92343EAD4 | 0.39% | - | 19,629,000 | $22.15M | No quote | No quote |
| 71 | - | BPZ RESOURCES INC MTNF 6.500% 3/0CUSIP 055639AB4 | 0.39% | - | 21,359,000 | $22.14M | No quote | No quote |
| 72 | - | RF MICRODEVICES INC NOTE 1.000% 4/1CUSIP 749941AJ9 | 0.39% | - | 19,310,000 | $21.93M | No quote | No quote |
| 73 | GNK | GENCO SHIPPING & TRADING LTD SHS | 0.39% | - | 1,512,632 | $21.78M | No quote | No quote |
| 74 | - | CAPITALSOURCE INC NOTE 7.250% 7/1CUSIP 14055XAG7 | 0.38% | - | 20,766,000 | $21.28M | No quote | No quote |
| 75 | - | DRYSHIPS INC. NOTE 5.000%12/0CUSIP 262498AB4 | 0.37% | - | 20,525,000 | $21.02M | No quote | No quote |
| 76 | - | BRISTOW GROUP INC NOTE 3.000% 6/1CUSIP 110394AC7 | 0.36% | - | 19,704,000 | $19.93M | No quote | No quote |
| 77 | - | GREATBATCH INC SDCV 2.250% 6/1CUSIP 39153LAB2 | 0.35% | - | 20,539,000 | $19.88M | No quote | No quote |
| 78 | - | CHESAPEAKE ENERGY CORP NOTE 2.750%11/1CUSIP 165167BW6 | 0.35% | - | 19,500,000 | $19.53M | No quote | No quote |
| 79 | - | LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1CUSIP 538034AB5 | 0.33% | - | 20,939,000 | $18.68M | No quote | No quote |
| 80 | - | CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1CUSIP 153435AA0 | 0.33% | - | 19,933,000 | $18.58M | No quote | No quote |
| 81 | - | MASTEC INC NOTE 4.000% 6/1CUSIP 576323AG4 | 0.33% | - | 15,100,000 | $18.23M | No quote | No quote |
| 82 | - | AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1CUSIP 032346AF5 | 0.32% | - | 20,500,000 | $17.84M | No quote | No quote |
| 83 | - | ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1CUSIP 464337AE4 | 0.31% | - | 17,620,000 | $17.35M | No quote | No quote |
| 84 | MTOR 3.25 10/15/37 | ARVINMERITOR INC FRNT 4.000% 2/1CUSIP 043353AH4 | 0.31% | - | 15,500,000 | $17.17M | No quote | No quote |
| 85 | - | EQUINIX INC NOTE 3.000%10/1CUSIP 29444UAG1 | 0.30% | - | 16,865,000 | $16.93M | No quote | No quote |
| 86 | - | NASH FINCH CO NOTE 1.631% 3/1CUSIP 631158AD4 | 0.29% | - | 31,090,000 | $16.12M | No quote | No quote |
| 87 | PBR | PETROLEO BRASILEIRO SA PETRO SPONSORED ADR | 0.28% | - | 419,700 | $15.88M | $37.84 | No quote |
| 88 | - | HANOVER COMPRESSOR CO NOTE 4.750% 1/1CUSIP 410768AE5 | 0.28% | - | 15,830,000 | $15.8M | No quote | No quote |
| 89 | - | CONCEPTUS INC NOTE 2.250% 2/1CUSIP 206016AA5 | 0.27% | - | 15,550,000 | $15.11M | No quote | No quote |
| 90 | - | GLOBALSTAR INC NOTE 5.750% 4/0CUSIP 378973AA9 | 0.26% | - | 16,710,000 | $14.5M | No quote | No quote |
| 91 | - | CAL DIVE INTL INC NOTE 3.250%12/1CUSIP 127914AB5 | 0.26% | - | 15,020,000 | $14.49M | No quote | No quote |
| 92 | - | KENDLE INTERNATIONAL INC NOTE 3.375% 7/1CUSIP 48880LAA5 | 0.26% | - | 15,528,000 | $14.43M | No quote | No quote |
| 94 | - | COMPUCREDIT HLDGS CORP NOTE 3.625% 5/3CUSIP 20478NAB6 | 0.25% | - | 16,744,000 | $14.27M | No quote | No quote |
| 93 | - | CHINA MED TECHNOLOGIES INC NOTE 6.250%12/1CUSIP 169483AE4 | 0.25% | - | 13,905,000 | $14.27M | No quote | No quote |
| 95 | - | ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1CUSIP 292659AA7 | 0.25% | - | 18,597,000 | $14.17M | No quote | No quote |
| 96 | - | GSI COMMERCE INC NOTE 2.500% 6/0CUSIP 36238GAD4 | 0.25% | - | 12,955,000 | $14.1M | No quote | No quote |
| 97 | - | E M C CORP MASS NOTE 1.750%12/0CUSIP 268648AM4 | 0.25% | - | 9,330,000 | $14.1M | No quote | No quote |
| 98 | - | CHINA SUNERGY CORP LTD NOTE 4.750% 6/1CUSIP 16942XAB0 | 0.25% | - | 16,550,000 | $13.96M | No quote | No quote |
| 99 | - | PROVIDENCE SVC CORP NOTE 6.500% 5/1CUSIP 743815AB8 | 0.25% | - | 13,758,000 | $13.9M | No quote | No quote |
| 100 | - | NUVASIVE INC NOTE 2.250% 3/1CUSIP 670704AB1 | 0.25% | - | 14,074,000 | $13.88M | No quote | No quote |
| 101 | - | FIVE STAR QUALITY CARE INC NOTE 3.750%10/1CUSIP 33832DAB2 | 0.25% | - | 14,106,000 | $13.86M | No quote | No quote |
| 102 | - | SANDISK CORP NOTE 1.000% 5/1CUSIP 80004CAC5 | 0.24% | - | 14,000,000 | $13.71M | No quote | No quote |
| 103 | - | TRANSOCEAN INC NOTE 1.500%12/1CUSIP 893830AW9 | 0.24% | - | 13,950,000 | $13.54M | No quote | No quote |
| 104 | SID | COMPANHIA SIDERURGICA NACION SPONSORED ADR | 0.23% | - | 784,400 | $13.08M | No quote | No quote |
| 105 | - | MORGANS HOTEL GROUP CO NOTE 2.375%10/1CUSIP 61748WAB4 | 0.23% | - | 15,615,000 | $13.06M | No quote | No quote |
| 106 | - | QUICKSILVER RESOURCES INC DBCV 1.875%11/0CUSIP 74837RAB0 | 0.23% | - | 11,730,000 | $12.99M | No quote | No quote |
| 107 | GOLD | BARRICK GOLD CORP COM | 0.23% | - | 238,315 | $12.67M | No quote | No quote |
| 108 | - | SESI LLC C FRNT 1.500%12/1CUSIP 78412FAH7 | 0.22% | - | 11,970,000 | $12.3M | No quote | No quote |
| 109 | JAKK | JAKKS PAC INC COM | 0.21% | - | 655,000 | $11.93M | No quote | No quote |
| 110 | - | HOLOGIC INC FRNT 2.000%12/1CUSIP 436440AA9 | 0.21% | - | 12,500,000 | $11.81M | No quote | No quote |
| 111 | - | FIBERTOWER CORP NOTE 9.000%11/1CUSIP 31567RAC4 | 0.21% | - | 10,181,591 | $11.61M | No quote | No quote |
| 112 | GGB | GERDAU SPONSORED ADR | 0.20% | - | 811,000 | $11.35M | $13.99 | No quote |
| 113 | - | LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1CUSIP 53219LAH2 | 0.20% | - | 11,154,000 | $11.32M | No quote | No quote |
| 114 | - | SMITH & WESSON HLDG CORP NOTE 4.000%12/1CUSIP 831756AB7 | 0.20% | - | 10,957,000 | $11.08M | No quote | No quote |
| 115 | - | HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1CUSIP 448407AF3 | 0.20% | - | 15,320,000 | $11.06M | No quote | No quote |
| 116 | - | WORLD ACCEP CORPORATION NOTE 3.000%10/0CUSIP 981417AB4 | 0.19% | - | 10,745,000 | $10.88M | No quote | No quote |
| 117 | EPRPRC | ENTERTAINMENT PPTYS TR PFD C CNV 5.75% | 0.19% | - | 564,400 | $10.88M | No quote | No quote |
| 118 | - | SPARTAN STORES INC NOTE 3.375% 5/1CUSIP 846822AE4 | 0.19% | - | 11,395,000 | $10.83M | No quote | No quote |
| 119 | BUD | ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR | 0.19% | - | 189,700 | $10.83M | $57.09 | No quote |
| 120 | - | K V PHARMACEUTICAL CO NOTE 2.500% 5/1CUSIP 482740AC1 | 0.19% | - | 19,600,000 | $10.58M | No quote | No quote |
| 121 | - | SHANDA INTERACTIVE ENTMT LTD NOTE 2.000% 9/1CUSIP 81941QAD6 | 0.19% | - | 9,300,000 | $10.56M | No quote | No quote |
| 122 | - | HORIZON LINES INC NOTE 4.250% 8/1CUSIP 44044KAB7 | 0.18% | - | 11,161,000 | $10.29M | No quote | No quote |
| 123 | - | RENTECH INC NOTE 4.000% 4/1CUSIP 760112AA0 | 0.18% | - | 11,261,000 | $10.25M | No quote | No quote |
| 124 | CHL | CHINA MOBILE LIMITED SPONSORED ADR | 0.18% | - | 206,400 | $10.24M | No quote | No quote |
| 125 | - | NOVAMED INC DEL NOTE 1.000% 6/1CUSIP 66986WAA6 | 0.18% | - | 11,075,000 | $10.23M | No quote | No quote |
| 126 | - | AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0CUSIP 025676AE7 | 0.18% | - | 9,570,000 | $10.11M | No quote | No quote |
| 127 | - | SUNPOWER CORP DBCV 1.250% 2/1CUSIP 867652AA7 | 0.17% | - | 10,105,000 | $9.53M | No quote | No quote |
| 128 | - | WESTERN REFNG INC NOTE 5.750% 6/1CUSIP 959319AC8 | 0.17% | - | 7,890,000 | $9.53M | No quote | No quote |
| 129 | WH | WSP HOLDINGS LIMITED ADR | 0.17% | - | 7,044,000 | $9.44M | No quote | No quote |
| 130 | GM | GENERAL MTRS CO COM | 0.16% | - | 250,000 | $9.22M | $36.86 | No quote |
| 131 | CTSH | COGNIZANT TECHNOLOGY SOLUTIONS CLA | 0.16% | - | 122,100 | $8.95M | $73.29 | No quote |
| 132 | - | COGENT COMM GROUP INC NOTE 1.000% 6/1CUSIP 19239VAB0 | 0.16% | - | 10,428,000 | $8.85M | No quote | No quote |
| 133 | - | KEMET CORP NOTE 2.250%11/1CUSIP 488360AB4 | 0.15% | - | 8,519,000 | $8.45M | No quote | No quote |
| 134 | HMIN | HOME INNS & HOTELS MGMT INC SPONSORED ADR | 0.15% | - | 203,094 | $8.32M | No quote | No quote |
| 135 | - | INLAND REAL ESTATE CORP NOTE 5.000%11/1CUSIP 457461AC5 | 0.15% | - | 7,991,000 | $8.3M | No quote | No quote |
| 136 | - | JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1CUSIP 466090AA5 | 0.15% | - | 8,544,000 | $8.24M | No quote | No quote |
| 137 | - | GMX RES INC NOTE 5.000% 2/0CUSIP 38011MAB4 | 0.14% | - | 8,914,000 | $7.66M | No quote | No quote |
| 138 | - | CHARLES RIV LABS INTL INC NOTE 2.250% 6/1CUSIP 159864AB3 | 0.13% | - | 7,500,000 | $7.53M | No quote | No quote |
| 139 | - | SCHOOL SPECIALITY INC SDCV 3.750%11/3CUSIP 807863AL9 | 0.13% | - | 7,250,000 | $7.12M | No quote | No quote |
| 140 | - | ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1CUSIP 02076XAA0 | 0.13% | - | 5,298,000 | $7.09M | No quote | No quote |
| 141 | - | INTERPUBLIC GROUP COS INC NOTE 4.750% 3/1CUSIP 460690BE9 | 0.13% | - | 6,000,000 | $7.05M | No quote | No quote |
| 142 | - | INTEROIL CORP NOTE 2.750%11/1CUSIP 460951AC0 | 0.12% | - | 7,000,000 | $6.95M | No quote | No quote |
| 143 | FBR | FIBRIA CELULOSE S A SPONSORED ADR | 0.12% | - | 429,600 | $6.87M | No quote | No quote |
| 144 | AMX | AMERICA MOVIL SPONSORED ADR | 0.12% | - | 118,900 | $6.82M | No quote | No quote |
| 145 | NR 4 12/01/21 | NEWPARK RES INC NOTE 4.000%10/0CUSIP 651718AC2 | 0.11% | - | 6,700,000 | $6.14M | No quote | No quote |
| 146 | - | DOLLAR FINL CORP NOTE 2.875% 6/3CUSIP 256664AB9 | 0.11% | - | 5,987,000 | $6.11M | No quote | No quote |
| 147 | - | AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0CUSIP 02744MAA6 | 0.11% | - | 5,591,000 | $6.05M | No quote | No quote |
| 148 | TSM | TAIWAN SEMICONDUCTOR SPONSORED ADR | 0.09% | - | 390,500 | $4.9M | $12.54 | No quote |
| 149 | - | CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1CUSIP 170032AT3 | 0.09% | - | 5,000,000 | $4.86M | No quote | No quote |
| 150 | - | STEWART ENTERPRISES INC NOTE 3.125% 7/1CUSIP 860370AH8 | 0.09% | - | 4,896,000 | $4.84M | No quote | No quote |
| 151 | - | FLOTEK INDS INC DEL NOTE 5.250% 2/1CUSIP 343389AA0 | 0.09% | - | 5,435,000 | $4.83M | No quote | No quote |
| 152 | - | EPICOR SOFTWARE CORP NOTE 2.375% 5/1CUSIP 29426LAA6 | 0.09% | - | 5,000,000 | $4.82M | No quote | No quote |
| 153 | EPRPRE | ENTERTAINMENT PPTYS TR CONV PFD 9% SR E | 0.09% | - | 171,500 | $4.81M | No quote | No quote |
| 154 | KT | KT CORP SPONSORED ADR | 0.08% | - | 221,000 | $4.6M | $20.80 | No quote |
| 155 | - | GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1CUSIP 398905AE9 | 0.08% | - | 4,500,000 | $4.47M | No quote | No quote |
| 156 | EDU | NEW ORIENTAL EDUCATION SPONSORED ADR | 0.07% | - | 38,800 | $4.08M | $105.23 | No quote |
| 157 | SKM | SK TELECOM LTD SPONSORED ADR | 0.07% | - | 215,500 | $4.02M | No quote | No quote |
| 158 | - | ICONIX BRAND GROUP INC NOTE 1.875% 6/3CUSIP 451055AB3 | 0.07% | - | 4,001,000 | $4M | No quote | No quote |
| 159 | - | ALBANY INTL CORP FRNT 2.250% 3/1CUSIP 012348AC2 | 0.07% | - | 4,025,000 | $3.83M | No quote | No quote |
| 160 | TTM | TATA MOTORS SPONSORED ADR | 0.07% | - | 128,000 | $3.76M | No quote | No quote |
| 161 | - | ENDEAVOR INTL CORP INC NOTE 6.000% 1/1CUSIP 29257MAB6 | 0.07% | - | 3,780,000 | $3.72M | No quote | No quote |
| 162 | - | HEADWATERS INC NOTE 2.500% 2/0CUSIP 42210PAD4 | 0.05% | - | 3,200,000 | $2.77M | No quote | No quote |
| 163 | - | EXIDE TECHNOLOGIES FRNT 9/1CUSIP 302051AL1 | 0.05% | - | 3,000,000 | $2.62M | No quote | No quote |
| 164 | - | CARRIZO OIL & CO INC NOTE 4.375% 6/0CUSIP 144577AA1 | 0.04% | - | 2,083,000 | $2.05M | No quote | No quote |
| 165 | - | MOLINA HEALTHCARE INC NOTE 3.750%10/0CUSIP 60855RAA8 | 0.04% | - | 1,962,000 | $1.98M | No quote | No quote |
| 166 | ATLC 5.875 11/30/35 | COMPUCREDIT HLDGS CORP NOTE 5.875%11/3CUSIP 20478NAD2 | 0.03% | - | 3,600,000 | $1.94M | No quote | No quote |
| 167 | - | VERENIUM CORP NOTE 5.500% 4/0CUSIP 92340PAA8 | 0.03% | - | 2,000,000 | $1.85M | No quote | No quote |
| 168 | - | GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1CUSIP 369300AD0 | 0.03% | - | 1,775,000 | $1.77M | No quote | No quote |
| 169 | - | EVERGREEN SOLAR INC NOTE 4.000% 7/1CUSIP 30033RAC2 | 0.03% | - | 4,000,000 | $1.52M | No quote | No quote |
| 170 | - | ISTAR FINL INC FRNT 10/0CUSIP 45031UBF7 | 0.02% | - | 1,445,000 | $1.3M | No quote | No quote |
| 171 | - | LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0CUSIP 535678AC0 | 0.02% | - | 1,000,000 | $1.06M | No quote | No quote |
| 172 | - | LSB INDS INC SDCV 5.500% 7/0CUSIP 502160AG9 | 0.02% | - | 1,000,000 | $1.06M | No quote | No quote |
| 173 | - | RAYONIER TRS HLDGS INC NOTE 3.750%10/1CUSIP 75508AAB2 | 0.02% | - | 945,000 | $1.05M | No quote | No quote |
| 174 | - | AMGEN INC NOTE 0.375% 2/0CUSIP 031162AQ3 | 0.02% | - | 1,000,000 | $1M | No quote | No quote |
| 175 | - | SINCLAIR BROADCAST GROUP INC SDCV 6.000% 9/1CUSIP 829226AV1 | 0.02% | - | 1,000,000 | $995K | No quote | No quote |
| 176 | - | GREENBRIER COS INC NOTE 2.375% 5/1CUSIP 393657AD3 | 0.02% | - | 1,000,000 | $921K | No quote | No quote |
| 177 | - | DIXIE GROUP INC SDCV 7.000% 5/1CUSIP 255519AA8 | 0.02% | - | 906,000 | $895K | No quote | No quote |
| 178 | - | AAR CORP NOTE 1.750% 2/0CUSIP 000361AH8 | 0.01% | - | 500,000 | $552K | No quote | No quote |
| 179 | - | SBA COMMUNICATIONS CORP NOTE 1.875% 5/0CUSIP 78388JAN6 | 0.00% | - | 0 | $158.54K | No quote | No quote |