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 6 of 204 rows. Rows without a quote are marked unavailable.
| 1 | XCO | * EXCO RESOURCES INC COM | 11.57% | - | 34,778,946 | $639.24M | No quote | No quote |
| 2 | SOLR | * GT SOLAR INTL INC COM | 7.27% | - | 76,788,149 | $401.6M | No quote | No quote |
| 3 | CIT | * CIT GROUP INC COM NEW | 6.12% | - | 8,674,417 | $337.96M | No quote | No quote |
| 4 | AIQ | * ALLIANCE HEALTHCARE SRVCS IN COM NEW | 2.20% | - | 21,629,005 | $121.56M | No quote | No quote |
| 5 | - | INVITROGEN CORP NOTE 1.500% 2/1CUSIP 46185RAK6 | 1.78% | - | 82,946,000 | $98.39M | No quote | No quote |
| 6 | - | EQUINIX INC NOTE 2.500% 4/1CUSIP 29444UAF3 | 1.72% | - | 88,453,000 | $94.71M | No quote | No quote |
| 7 | TWC | * TIME WARNER CABLE INC COM | 1.66% | - | 1,719,251 | $91.65M | No quote | No quote |
| 8 | - | CEPHALON INC NOTE 2.500% 5/0CUSIP 156708AR0 | 1.59% | - | 76,190,000 | $88.03M | No quote | No quote |
| 9 | - | VIRGIN MEDIA INC NOTE 6.500%11/1CUSIP 92769LAB7 | 1.55% | - | 69,700,000 | $85.82M | No quote | No quote |
| 10 | - | STEEL DYNAMICS INC NOTE 5.125% 6/1CUSIP 858119AP5 | 1.51% | - | 67,290,000 | $83.64M | No quote | No quote |
| 11 | - | AMR CORP NOTE 6.250%10/1CUSIP 001765BC9 | 1.49% | - | 72,118,000 | $82.22M | No quote | No quote |
| 12 | - | L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0CUSIP 502413AW7 | 1.38% | - | 71,760,000 | $76M | No quote | No quote |
| 13 | - | E M C CORP MASS NOTE 1.750%12/0CUSIP 268648AK8 | 1.33% | - | 60,695,000 | $73.55M | No quote | No quote |
| 14 | - | NETAPP INC NOTE 1.750% 6/0CUSIP 64110DAB0 | 1.26% | - | 59,045,000 | $69.58M | No quote | No quote |
| 15 | - | TYSON FOODS INC NOTE 3.250%10/1CUSIP 902494AP8 | 1.25% | - | 53,950,000 | $69.3M | No quote | No quote |
| 16 | - | CHESAPEAKE ENERGY CORP NOTE 2.750%11/1CUSIP 165167BW6 | 1.23% | - | 73,248,000 | $68.01M | No quote | No quote |
| 17 | - | ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1CUSIP 02076XAA0 | 1.13% | - | 53,050,000 | $62.67M | No quote | No quote |
| 18 | FITBP | FIFTH THIRD BANCORP CNV PFD DEP1/250 | 1.13% | - | 440,440 | $62.38M | No quote | No quote |
| 19 | FPRS | FORD MTR CO CAP TR II PFD TR CV6.5% | 1.12% | - | 1,327,500 | $61.6M | No quote | No quote |
| 20 | - | TIME WARNER TELECOM INC DBCV 2.375% 4/0CUSIP 887319AC5 | 1.09% | - | 52,550,000 | $60.1M | No quote | No quote |
| 21 | - | CONTINENTAL AIRLS INC NOTE 4.500% 1/1CUSIP 210795PU8 | 1.06% | - | 44,750,000 | $58.55M | No quote | No quote |
| 22 | - | D R HORTON INC NOTE 2.000% 5/1CUSIP 23331ABB4 | 0.98% | - | 46,087,000 | $53.98M | No quote | No quote |
| 23 | - | SAKS INC NOTE 2.000% 3/1CUSIP 79377WAL2 | 0.96% | - | 55,933,000 | $53.15M | No quote | No quote |
| 24 | - | NAVISTAR INTL CORP NEW NOTE 3.000%10/1CUSIP 63934EAL2 | 0.95% | - | 47,155,000 | $52.65M | No quote | No quote |
| 25 | - | ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0CUSIP 018581AD0 | 0.94% | - | 51,110,000 | $52.03M | No quote | No quote |
| 26 | - | SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1CUSIP 86800CAE4 | 0.90% | - | 57,787,000 | $49.6M | No quote | No quote |
| 27 | - | SMITHFIELD FOODS INC NOTE 4.000% 6/3CUSIP 832248AR9 | 0.88% | - | 42,175,000 | $48.54M | No quote | No quote |
| 28 | CXPO | CRIMSON EXPLORATION INC COM NEW | 0.82% | - | 15,524,819 | $45.33M | No quote | No quote |
| 29 | - | MYLAN INC NOTE 1.250% 3/1CUSIP 628530AG2 | 0.82% | - | 40,225,000 | $45.05M | No quote | No quote |
| 30 | - | MASSEY ENERGY CO NOTE 3.250% 8/0CUSIP 576203AJ2 | 0.77% | - | 43,815,000 | $42.72M | No quote | No quote |
| 31 | - | QUICKSILVER RESOURCES INC DBCV 1.875%11/0CUSIP 74837RAB0 | 0.75% | - | 37,070,000 | $41.52M | No quote | No quote |
| 32 | IMAPRB | INVERNESS MED INNOVATIONS IN PFD CONV SER B | 0.75% | - | 157,231 | $41.43M | No quote | No quote |
| 33 | - | GOODRICH PETE CORP NOTE 5.000%10/0CUSIP 382410AC2 | 0.74% | - | 46,825,000 | $40.97M | No quote | No quote |
| 34 | - | PEABODY ENERGY CORP SDCV 4.750%12/1CUSIP 704549AG9 | 0.74% | - | 37,615,000 | $40.78M | No quote | No quote |
| 35 | - | AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1CUSIP 02744MAB4 | 0.72% | - | 33,846,000 | $39.57M | No quote | No quote |
| 36 | - | SYMANTEC CORP NOTE 0.750% 6/1CUSIP 871503AD0 | 0.71% | - | 37,110,000 | $38.96M | No quote | No quote |
| 37 | - | DOLLAR FINL CORP NOTE 3.000% 4/0CUSIP 256664AC7 | 0.70% | - | 37,386,000 | $38.75M | No quote | No quote |
| 38 | - | TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0CUSIP 88165FAA0 | 0.69% | - | 29,720,000 | $38.34M | No quote | No quote |
| 39 | - | NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1CUSIP 67020YAB6 | 0.67% | - | 33,645,000 | $36.78M | No quote | No quote |
| 40 | - | BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2CUSIP 09061GAD3 | 0.66% | - | 28,500,000 | $36.36M | No quote | No quote |
| 41 | - | VIROPHARMA INC NOTE 2.000% 3/1CUSIP 928241AH1 | 0.65% | - | 37,683,000 | $36.1M | No quote | No quote |
| 42 | CMCSA | * COMCAST CORP NEW CL A | 0.64% | - | 1,889,500 | $35.58M | $18.83 | No quote |
| 43 | - | GILEAD SCIENCES INC NOTE 0.500% 5/0CUSIP 375558AG8 | 0.59% | - | 27,092,000 | $32.69M | No quote | No quote |
| 44 | - | SUNPOWER CORP DBCV 4.750% 4/1CUSIP 867652AC3 | 0.58% | - | 33,200,000 | $32.01M | No quote | No quote |
| 45 | - | E M C CORP MASS NOTE 1.750%12/0CUSIP 268648AM4 | 0.58% | - | 25,580,000 | $32M | No quote | No quote |
| 46 | GNK | * GENCO SHIPPING & TRADING LTD SHS | 0.58% | - | 1,512,632 | $31.93M | No quote | No quote |
| 47 | - | AMERICAN REAL ESTATE PARTNR FRNT 8/1CUSIP 029169AA7 | 0.57% | - | 35,300,000 | $31.29M | No quote | No quote |
| 48 | - | NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0CUSIP 63607PAA7 | 0.55% | - | 34,600,000 | $30.62M | No quote | No quote |
| 49 | - | CHEMED CORP NEW NOTE 1.875% 5/1CUSIP 16359RAC7 | 0.53% | - | 32,169,000 | $29.39M | No quote | No quote |
| 50 | - | GLOBAL INDS LTD DBCV 2.750% 8/0CUSIP 379336AE0 | 0.52% | - | 43,992,000 | $28.5M | No quote | No quote |
| 51 | - | CACI INTL INC NOTE 2.125% 5/0CUSIP 127190AD8 | 0.51% | - | 26,390,000 | $28.02M | No quote | No quote |
| 52 | - | QUANTA SVCS INC NOTE 3.750% 4/3CUSIP 74762EAE2 | 0.50% | - | 27,003,000 | $27.86M | No quote | No quote |
| 53 | - | ARVINMERITOR INC NOTE 4.625% 3/0CUSIP 043353AF8 | 0.50% | - | 29,000,000 | $27.8M | No quote | No quote |
| 54 | - | CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1CUSIP 229678AC1 | 0.49% | - | 27,265,000 | $27.06M | No quote | No quote |
| 55 | AHLPR | ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ | 0.47% | - | 514,380 | $26.18M | No quote | No quote |
| 56 | - | EQUINIX INC NOTE 4.750% 6/1CUSIP 29444UAH9 | 0.47% | - | 19,155,000 | $26.16M | No quote | No quote |
| 57 | - | ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1CUSIP 683399AB5 | 0.45% | - | 23,045,000 | $25.12M | No quote | No quote |
| 58 | - | ITRON INC NOTE 2.500% 8/0CUSIP 465741AJ5 | 0.45% | - | 20,400,000 | $25.05M | No quote | No quote |
| 59 | NYCBPRU | NEW YORK CMNTY CAP TR V UNIT 99/99/9999 | 0.44% | - | 461,600 | $24.29M | No quote | No quote |
| 60 | - | LIBERTY MEDIA CORP NEW DEB 3.125% 3/3CUSIP 530718AF2 | 0.44% | - | 22,750,000 | $24.27M | No quote | No quote |
| 61 | - | BARNES GROUP INC NOTE 3.750% 8/0CUSIP 067806AB5 | 0.43% | - | 22,305,000 | $23.96M | No quote | No quote |
| 62 | - | GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1CUSIP 398905AE9 | 0.43% | - | 28,684,000 | $23.85M | No quote | No quote |
| 63 | - | BARNES GROUP INC NOTE 3.375% 3/1CUSIP 067806AD1 | 0.42% | - | 26,007,000 | $23.41M | No quote | No quote |
| 64 | - | GMX RES INC NOTE 4.500% 5/0CUSIP 38011MAJ7 | 0.41% | - | 28,225,000 | $22.57M | No quote | No quote |
| 65 | - | INVITROGEN CORP NOTE 3.250% 6/1CUSIP 46185RAM2 | 0.39% | - | 18,335,000 | $21.66M | No quote | No quote |
| 66 | - | VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1CUSIP 91911XAD6 | 0.39% | - | 15,270,000 | $21.66M | No quote | No quote |
| 67 | - | WESTERN REFNG INC NOTE 5.750% 6/1CUSIP 959319AC8 | 0.38% | - | 25,430,000 | $20.76M | No quote | No quote |
| 68 | - | A D C TELECOMMUNICATIONS NOTE 3.500% 7/1CUSIP 000886AE1 | 0.38% | - | 25,370,000 | $20.75M | No quote | No quote |
| 69 | - | AFFYMETRIX INC NOTE 3.500% 1/1CUSIP 00826TAG3 | 0.37% | - | 22,946,000 | $20.7M | No quote | No quote |
| 70 | - | MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1CUSIP 595017AB0 | 0.37% | - | 20,500,000 | $20.47M | No quote | No quote |
| 71 | - | SAVVIS INC NOTE 3.000% 5/1CUSIP 805423AA8 | 0.35% | - | 20,659,000 | $19.18M | No quote | No quote |
| 72 | - | ARRIS GROUP INC NOTE 2.000%11/1CUSIP 04269QAC4 | 0.35% | - | 19,045,000 | $19.14M | No quote | No quote |
| 73 | - | GMX RES INC NOTE 5.000% 2/0CUSIP 38011MAB4 | 0.35% | - | 23,450,000 | $19.07M | No quote | No quote |
| 74 | - | GILEAD SCIENCES INC NOTE 0.625% 5/0CUSIP 375558AH6 | 0.34% | - | 15,013,000 | $18.95M | No quote | No quote |
| 75 | WH | WSP HOLDINGS LIMITED ADR | 0.34% | - | 7,044,000 | $18.81M | No quote | No quote |
| 76 | - | WORLD ACCEP CORPORATION NOTE 3.000%10/0CUSIP 981417AB4 | 0.33% | - | 18,745,000 | $17.97M | No quote | No quote |
| 77 | - | SUNPOWER CORP DBCV 1.250% 2/1CUSIP 867652AA7 | 0.32% | - | 19,755,000 | $17.88M | No quote | No quote |
| 78 | - | INVERNESS MED INNOVATIONS IN NOTE 3.000% 5/1CUSIP 46126PAD8 | 0.31% | - | 15,515,000 | $17.06M | No quote | No quote |
| 79 | VALE | * VALE S A ADR | 0.30% | - | 514,315 | $16.56M | $32.19 | No quote |
| 80 | - | KENDLE INTERNATIONAL INC NOTE 3.375% 7/1CUSIP 48880LAA5 | 0.30% | - | 17,428,000 | $16.39M | No quote | No quote |
| 81 | - | VERISIGN INC SDCV 3.250% 8/1CUSIP 92343EAD4 | 0.29% | - | 18,129,000 | $16.2M | No quote | No quote |
| 82 | - | NASH FINCH CO FRNT 1.631% 3/1CUSIP 631158AD4 | 0.29% | - | 36,090,000 | $16.07M | No quote | No quote |
| 83 | - | AMGEN INC NOTE 0.375% 2/0CUSIP 031162AQ3 | 0.29% | - | 15,810,000 | $16.04M | No quote | No quote |
| 84 | - | INLAND REAL ESTATE CORP NOTE 4.625%11/1CUSIP 457461AB7 | 0.29% | - | 16,400,000 | $15.94M | No quote | No quote |
| 85 | - | HANOVER COMPRESSOR CO NOTE 4.750% 1/1CUSIP 410768AE5 | 0.29% | - | 16,515,000 | $15.8M | No quote | No quote |
| 86 | - | NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1CUSIP 637417AC0 | 0.28% | - | 14,420,000 | $15.67M | No quote | No quote |
| 87 | - | ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1CUSIP 018804AN4 | 0.28% | - | 14,965,000 | $15.3M | No quote | No quote |
| 88 | - | UAL CORP NOTE 4.500% 6/3CUSIP 902549AH7 | 0.27% | - | 15,025,000 | $14.88M | No quote | No quote |
| 89 | - | SESI L L C NOTE 1.500%12/1CUSIP 78412FAH7 | 0.26% | - | 15,060,000 | $14.12M | No quote | No quote |
| 90 | - | GREATBATCH INC SDCV 2.250% 6/1CUSIP 39153LAB2 | 0.25% | - | 15,189,000 | $13.68M | No quote | No quote |
| 91 | - | KKR FINANCIAL HLDGS LLC NOTE 7.500% 1/1CUSIP 48248AAD0 | 0.25% | - | 11,000,000 | $13.55M | No quote | No quote |
| 92 | - | HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1CUSIP 448407AF3 | 0.24% | - | 16,120,000 | $13.53M | No quote | No quote |
| 93 | - | CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1CUSIP 153435AA0 | 0.24% | - | 14,980,000 | $13.48M | No quote | No quote |
| 94 | - | FERRO CORP NOTE 6.500% 8/1CUSIP 315405AL4 | 0.24% | - | 13,893,000 | $13.37M | No quote | No quote |
| 95 | - | GLOBALSTAR INC NOTE 5.750% 4/0CUSIP 378973AA9 | 0.24% | - | 16,350,000 | $13.08M | No quote | No quote |
| 96 | - | HORIZON LINES INC NOTE 4.250% 8/1CUSIP 44044KAB7 | 0.24% | - | 14,830,000 | $13.04M | No quote | No quote |
| 97 | - | SMITH & WESSON HLDG CORP NOTE 4.000%12/1CUSIP 831756AB7 | 0.23% | - | 13,250,000 | $12.94M | No quote | No quote |
| 98 | - | CARRIZO OIL & CO INC NOTE 4.375% 6/0CUSIP 144577AA1 | 0.23% | - | 13,986,000 | $12.63M | No quote | No quote |
| 99 | PBR | * PETROLEO BRASILEIRO SA PETRO SPONSORED ADR | 0.23% | - | 283,600 | $12.62M | $44.50 | No quote |
| 100 | - | CHARMING SHOPPES INC NOTE 1.125% 5/0CUSIP 161133AE3 | 0.23% | - | 16,035,000 | $12.46M | No quote | No quote |
| 101 | - | EXTERRAN HLDGS INC NOTE 4.250% 6/1CUSIP 30225XAA1 | 0.22% | - | 9,705,000 | $12.05M | No quote | No quote |
| 102 | - | EXPRESSJET HOLDINGS INC NOTE 11.250% 8/0CUSIP 30218UAB4 | 0.22% | - | 12,000,000 | $12M | No quote | No quote |
| 103 | - | ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1CUSIP 464337AE4 | 0.22% | - | 11,500,000 | $11.95M | No quote | No quote |
| 104 | - | CONMED CORP NOTE 2.500%11/1CUSIP 207410AD3 | 0.22% | - | 12,450,000 | $11.89M | No quote | No quote |
| 105 | - | TTM TECHNOLOGIES INC NOTE 3.250% 5/1CUSIP 87305RAC3 | 0.21% | - | 12,933,000 | $11.73M | No quote | No quote |
| 106 | - | DRYSHIPS INC. NOTE 5.000%12/0CUSIP 262498AB4 | 0.21% | - | 11,370,000 | $11.67M | No quote | No quote |
| 107 | - | FIVE STAR QUALITY CARE INC NOTE 3.750%10/1CUSIP 33832DAB2 | 0.21% | - | 14,506,000 | $11.64M | No quote | No quote |
| 108 | - | GSI COMMERCE INC NOTE 2.500% 6/0CUSIP 36238GAD4 | 0.21% | - | 10,455,000 | $11.59M | No quote | No quote |
| 109 | - | MOLINA HEALTHCARE INC NOTE 3.750%10/0CUSIP 60855RAA8 | 0.21% | - | 12,575,000 | $11.58M | No quote | No quote |
| 110 | AMX | * AMERICA MOVIL SAB DE CV SPON ADR L SHS | 0.21% | - | 226,000 | $11.38M | No quote | No quote |
| 111 | CTSH | * COGNIZANT TECHNOLOGY SOLUTIO CL A | 0.20% | - | 218,900 | $11.16M | $50.98 | No quote |
| 112 | - | NEWPORT CORP NOTE 2.500% 2/1CUSIP 651824AB0 | 0.20% | - | 11,591,000 | $11.04M | No quote | No quote |
| 113 | - | K V PHARMACEUTICAL CO NOTE 2.500% 5/1CUSIP 482740AC1 | 0.20% | - | 21,500,000 | $10.97M | No quote | No quote |
| 114 | - | EQUINIX INC NOTE 3.000%10/1CUSIP 29444UAG1 | 0.20% | - | 10,365,000 | $10.93M | No quote | No quote |
| 115 | - | PROVIDENCE SVC CORP NOTE 6.500% 5/1CUSIP 743815AB8 | 0.20% | - | 12,508,000 | $10.88M | No quote | No quote |
| 116 | - | FORD MTR CO DEL NOTE 4.250%11/1CUSIP 345370CN8 | 0.19% | - | 7,125,000 | $10.67M | No quote | No quote |
| 117 | - | LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1CUSIP 53219LAH2 | 0.19% | - | 10,500,000 | $10.57M | No quote | No quote |
| 118 | - | NII HLDGS INC NOTE 3.125% 6/1CUSIP 62913FAJ1 | 0.19% | - | 10,820,000 | $10.31M | No quote | No quote |
| 119 | - | KINROSS GOLD CORP NOTE 1.750% 3/1CUSIP 496902AD9 | 0.19% | - | 10,230,000 | $10.27M | No quote | No quote |
| 120 | - | USEC INC NOTE 3.000%10/0CUSIP 90333EAC2 | 0.19% | - | 12,580,000 | $10.27M | No quote | No quote |
| 121 | - | CAPITALSOURCE INC NOTE 7.250% 7/1CUSIP 14055XAG7 | 0.17% | - | 9,956,000 | $9.54M | No quote | No quote |
| 122 | SNP | * CHINA PETE & CHEM CORP SPON ADR H SHS | 0.17% | - | 114,200 | $9.39M | No quote | No quote |
| 123 | - | AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1CUSIP 032346AF5 | 0.17% | - | 10,500,000 | $9.38M | No quote | No quote |
| 124 | - | HERCULES OFFSHORE INC NOTE 3.375% 6/0CUSIP 427093AA7 | 0.17% | - | 11,500,000 | $9.22M | No quote | No quote |
| 125 | - | VERIFONE HLDGS INC NOTE 1.375% 6/1CUSIP 92342YAB5 | 0.17% | - | 9,881,000 | $9.22M | No quote | No quote |
| 126 | - | CAL DIVE INTL INC NOTE 3.250%12/1CUSIP 127914AB5 | 0.16% | - | 10,000,000 | $9.08M | No quote | No quote |
| 127 | - | POWERWAVE TECHNOLOGIES INC NOTE 3.875%10/0CUSIP 739363AF6 | 0.16% | - | 12,618,000 | $8.88M | No quote | No quote |
| 128 | - | COMMSCOPE INC NOTE 3.250% 7/0CUSIP 203372AG2 | 0.16% | - | 7,140,000 | $8.69M | No quote | No quote |
| 129 | - | AVATAR HLDGS INC NOTE 4.500% 4/0CUSIP 053494AF7 | 0.16% | - | 8,776,000 | $8.59M | No quote | No quote |
| 130 | - | BELL MICROPRODUCTS INC NOTE 3.750% 3/0CUSIP 078137AC0 | 0.15% | - | 8,250,000 | $8.25M | No quote | No quote |
| 131 | EPRPRC | ENTERTAINMENT PPTYS TR PFD C CNV 5.75% | 0.14% | - | 439,400 | $8.01M | No quote | No quote |
| 132 | - | CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1CUSIP 169483AC8 | 0.14% | - | 13,000,000 | $8M | No quote | No quote |
| 133 | - | COGENT COMM GROUP INC NOTE 1.000% 6/1CUSIP 19239VAB0 | 0.14% | - | 10,928,000 | $7.98M | No quote | No quote |
| 134 | - | STILLWATER MNG CO NOTE 1.875% 3/1CUSIP 86074QAF9 | 0.14% | - | 8,600,000 | $7.94M | No quote | No quote |
| 135 | - | MENTOR GRAPHICS CORP SDCV 6.250% 3/0CUSIP 587200AF3 | 0.14% | - | 8,128,000 | $7.9M | No quote | No quote |
| 136 | MLCO | * MELCO CROWN ENTMT LTD ADR | 0.14% | - | 1,604,900 | $7.7M | $4.80 | No quote |
| 137 | VIAS | VIASYSTEMS GROUP INC COM PAR .01 | 0.14% | - | 352,034 | $7.65M | No quote | No quote |
| 138 | - | EARTHLINK INC NOTE 3.250%11/1CUSIP 270321AA0 | 0.14% | - | 6,900,000 | $7.63M | No quote | No quote |
| 139 | - | YINGLI GREEN ENERGY HLDG CO NOTE 12/1CUSIP 98584BAA1 | 0.14% | - | 6,705,000 | $7.47M | No quote | No quote |
| 140 | MBT | * MOBILE TELESYSTEMS OJSC SPONSORED ADR | 0.13% | - | 132,600 | $7.36M | No quote | No quote |
| 141 | - | ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1CUSIP 292659AA7 | 0.13% | - | 11,394,000 | $7.35M | No quote | No quote |
| 142 | LGN | LODGIAN INC COM PAR .01 | 0.13% | - | 2,788,865 | $7.08M | No quote | No quote |
| 143 | - | A D C TELECOMMUNICATIONS NOTE 3.500% 7/1CUSIP 000886AF8 | 0.13% | - | 9,250,000 | $7.02M | No quote | No quote |
| 144 | - | GREENBRIER COS INC NOTE 2.375% 5/1CUSIP 393657AD3 | 0.12% | - | 8,576,000 | $6.86M | No quote | No quote |
| 145 | BSBR | * BANCO SANTANDER BRASIL S A ADS REP 1 UNIT | 0.12% | - | 550,960 | $6.85M | No quote | No quote |
| 146 | - | COMPUCREDIT CORP NOTE 3.625% 5/3CUSIP 20478NAB6 | 0.12% | - | 10,491,000 | $6.84M | No quote | No quote |
| 147 | - | LIFETIME BRANDS INC NOTE 4.750% 7/1CUSIP 53222QAB9 | 0.12% | - | 7,180,000 | $6.79M | No quote | No quote |
| 148 | - | PHOTRONICS INC NOTE 5.500%10/0CUSIP 719405AF9 | 0.12% | - | 5,340,000 | $6.7M | No quote | No quote |
| 149 | - | EVERGREEN SOLAR INC NOTE 4.000% 7/1CUSIP 30033RAC2 | 0.12% | - | 12,669,000 | $6.62M | No quote | No quote |
| 150 | - | GENCORP INC SDCV 2.250%11/1CUSIP 368682AL4 | 0.12% | - | 6,900,000 | $6.54M | No quote | No quote |
| 151 | - | STANDARD PAC CORP NOTE 6.000%10/0CUSIP 853763AA8 | 0.12% | - | 6,563,000 | $6.51M | No quote | No quote |
| 152 | - | TRICO MARINE SERVICES INC DBCV 8.125% 2/0CUSIP 896106AW1 | 0.11% | - | 8,850,000 | $6.24M | No quote | No quote |
| 153 | - | AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0CUSIP 02744MAA6 | 0.11% | - | 5,591,000 | $6.12M | No quote | No quote |
| 154 | - | SPARTAN STORES INC NOTE 3.375% 5/1CUSIP 846822AE4 | 0.11% | - | 7,000,000 | $6.05M | No quote | No quote |
| 155 | - | CBIZ INC NOTE 3.125% 6/0CUSIP 124805AB8 | 0.10% | - | 6,000,000 | $5.78M | No quote | No quote |
| 156 | SKM | * SK TELECOM LTD SPONSORED ADR | 0.10% | - | 328,200 | $5.67M | No quote | No quote |
| 157 | - | ISTAR FINL INC FRNT 10/0CUSIP 45031UBF7 | 0.10% | - | 7,445,000 | $5.66M | No quote | No quote |
| 158 | - | RENTECH INC NOTE 4.000% 4/1CUSIP 760112AA0 | 0.09% | - | 7,250,000 | $5.18M | No quote | No quote |
| 159 | - | CAPITALSOURCE INC SDCV 4.000% 7/1CUSIP 14055XAE2 | 0.09% | - | 5,000,000 | $4.76M | No quote | No quote |
| 160 | EPRPRE | ENTERTAINMENT PPTYS TR CONV PFD 9% SR E | 0.09% | - | 181,500 | $4.74M | No quote | No quote |
| 161 | - | EURONET WORLDWIDE INC NOTE 3.500%10/1CUSIP 298736AF6 | 0.09% | - | 5,000,000 | $4.71M | No quote | No quote |
| 162 | - | AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0CUSIP 025676AE7 | 0.08% | - | 4,570,000 | $4.65M | No quote | No quote |
| 163 | CMED | * CHINA MED TECHNOLOGIES INC SPONSORED ADR | 0.08% | - | 335,000 | $4.56M | No quote | No quote |
| 164 | GOLD | * BARRICK GOLD CORP COM | 0.08% | - | 118,215 | $4.53M | No quote | No quote |
| 165 | - | EPICOR SOFTWARE CORP NOTE 2.375% 5/1CUSIP 29426LAA6 | 0.08% | - | 5,000,000 | $4.44M | No quote | No quote |
| 166 | - | CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1CUSIP 169483AB0 | 0.08% | - | 5,650,000 | $4.4M | No quote | No quote |
| 167 | - | STEWART ENTERPRISES INC NOTE 3.125% 7/1CUSIP 860370AH8 | 0.08% | - | 4,796,000 | $4.35M | No quote | No quote |
| 168 | - | NOVAMED INC DEL NOTE 1.000% 6/1CUSIP 66986WAA6 | 0.08% | - | 5,075,000 | $4.26M | No quote | No quote |
| 169 | - | HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1CUSIP 440543AE6 | 0.08% | - | 5,000,000 | $4.22M | No quote | No quote |
| 170 | - | MORGANS HOTEL GROUP CO NOTE 2.375%10/1CUSIP 61748WAB4 | 0.08% | - | 5,620,000 | $4.18M | No quote | No quote |
| 171 | - | UNISOURCE ENERGY CORP NOTE 4.500% 3/0CUSIP 909205AB2 | 0.07% | - | 4,085,000 | $4.06M | No quote | No quote |
| 172 | - | ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1CUSIP 043436AG9 | 0.07% | - | 4,445,000 | $4.04M | No quote | No quote |
| 173 | - | GOODRICH PETE CORP NOTE 3.250%12/0CUSIP 382410AB4 | 0.07% | - | 3,999,000 | $3.76M | No quote | No quote |
| 174 | ABV | * COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD | 0.07% | - | 40,700 | $3.73M | No quote | No quote |
| 175 | - | HOSPITALITY PPTYS TR NOTE 3.800% 3/1CUSIP 44106MAK8 | 0.07% | - | 3,715,000 | $3.72M | No quote | No quote |
| 176 | - | RICHARDSON ELECTRS LTD NOTE 7.750%12/1CUSIP 763165AE7 | 0.06% | - | 3,475,000 | $3.51M | No quote | No quote |
| 177 | - | RADISYS CORP NOTE 2.750% 2/1CUSIP 750459AE9 | 0.06% | - | 3,550,000 | $3.4M | No quote | No quote |
| 178 | LEA | * LEAR CORP COM NEW | 0.05% | - | 38,140 | $3.03M | $79.34 | No quote |
| 179 | - | INSULET CORP NOTE 5.375% 6/1CUSIP 45784PAA9 | 0.05% | - | 3,000,000 | $3.01M | No quote | No quote |
| 180 | - | LDK SOLAR CO LTD NOTE 4.750% 4/1CUSIP 50183LAB3 | 0.05% | - | 3,500,000 | $2.98M | No quote | No quote |
| 181 | - | CENTURY ALUM CO NOTE 1.750% 8/0CUSIP 156431AE8 | 0.05% | - | 3,155,000 | $2.95M | No quote | No quote |
| 182 | - | SANDISK CORP NOTE 1.000% 5/1CUSIP 80004CAC5 | 0.05% | - | 3,268,000 | $2.9M | No quote | No quote |
| 183 | - | ALLERGAN INC NOTE 1.500% 4/0CUSIP 018490AL6 | 0.05% | - | 2,454,000 | $2.82M | No quote | No quote |
| 184 | SVN | 7 DAYS GROUP HLDGS LTD ADR | 0.05% | - | 255,600 | $2.66M | No quote | No quote |
| 185 | - | C&D TECHNOLOGIES INC NOTE 5.250%11/0CUSIP 124661AD1 | 0.05% | - | 4,000,000 | $2.64M | No quote | No quote |
| 186 | - | LECROY CORP NOTE 4.000%10/1CUSIP 52324WAB5 | 0.04% | - | 2,530,000 | $2.35M | No quote | No quote |
| 187 | GAME | * SHANDA GAMES LTD SP ADR REPTG A | 0.04% | - | 315,000 | $2.27M | No quote | No quote |
| 188 | - | INTERPUBLIC GROUP COS INC NOTE 4.250% 3/1CUSIP 460690BA7 | 0.04% | - | 2,000,000 | $2.1M | No quote | No quote |
| 189 | - | POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1CUSIP 739363AD1 | 0.03% | - | 2,000,000 | $1.86M | No quote | No quote |
| 190 | STP | * SUNTECH PWR HLDGS CO LTD ADR | 0.03% | - | 128,000 | $1.8M | No quote | No quote |
| 191 | - | LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1CUSIP 538034AB5 | 0.03% | - | 2,000,000 | $1.78M | No quote | No quote |
| 192 | - | OMNICARE INC DBCV 3.250%12/1CUSIP 681904AL2 | 0.03% | - | 2,000,000 | $1.72M | No quote | No quote |
| 193 | - | ENCORE CAP GROUP INC NOTE 3.375% 9/1CUSIP 292554AB8 | 0.03% | - | 1,500,000 | $1.5M | No quote | No quote |
| 194 | - | ATS MED INC NOTE 6.000%10/1CUSIP 002083AB9 | 0.02% | - | 1,250,000 | $1.23M | No quote | No quote |
| 195 | - | TRINITY INDS INC NOTE 3.875% 6/0CUSIP 896522AF6 | 0.02% | - | 1,500,000 | $1.19M | No quote | No quote |
| 196 | - | KULICKE & SOFFA INDS INC NOTE 0.875% 6/0CUSIP 501242AT8 | 0.02% | - | 1,251,000 | $1.16M | No quote | No quote |
| 197 | - | RAYONIER TRS HLDGS INC NOTE 3.750%10/1CUSIP 75508AAB2 | 0.02% | - | 945,000 | $1.04M | No quote | No quote |
| 198 | - | DIXIE GROUP INC SDCV 7.000% 5/1CUSIP 255519AA8 | 0.01% | - | 556,000 | $483K | No quote | No quote |
| 199 | - | RICHARDSON ELECTRS LTD NOTE 7.750%12/1CUSIP 763165AD9 | 0.01% | - | 394,000 | $398K | No quote | No quote |
| 200 | - | SBA COMMUNICATIONS CORP NOTE 1.875% 5/0CUSIP 78388JAN6 | 0.00% | - | 0 | $147.22K | No quote | No quote |
| 201 | SOL | * RENESOLA LTD SPONS ADS | 0.00% | - | 22,500 | $133K | No quote | No quote |
| 202 | - | MICRON TECHNOLOGY INC NOTE 1.875% 6/0CUSIP 595112AH6 | 0.00% | - | 0 | $129.5K | No quote | No quote |
| 203 | - | ON SEMICONDUCTOR CORP NOTE 2.625%12/1CUSIP 682189AG0 | 0.00% | - | 0 | $109.03K | No quote | No quote |
| 204 | RHIE | RHI ENTMT INC DEL COM | 0.00% | - | 142,857 | $31K | No quote | No quote |