0000949509-15-000008.txt : 20151113
0000949509-15-000008.hdr.sgml : 20151113
20151113160739
ACCESSION NUMBER: 0000949509-15-000008
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150930
FILED AS OF DATE: 20151113
DATE AS OF CHANGE: 20151113
EFFECTIVENESS DATE: 20151113
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: OAKTREE CAPITAL MANAGEMENT LP
CENTRAL INDEX KEY: 0000949509
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05050
FILM NUMBER: 151229211
BUSINESS ADDRESS:
STREET 1: 333 S GRAND AVENUE 28TH FL
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
BUSINESS PHONE: 2138306300
MAIL ADDRESS:
STREET 1: 333 S GRAND AVE 28TH FL
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
FORMER COMPANY:
FORMER CONFORMED NAME: OAKTREE CAPITAL MANAGEMENT LLC
DATE OF NAME CHANGE: 20010605
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000949509
XXXXXXXX
09-30-2015
09-30-2015
OAKTREE CAPITAL MANAGEMENT LP
333 S GRAND AVE 28TH FL
LOS ANGELES
CA
90071
13F HOLDINGS REPORT
028-05050
N
Jason Pae
Assistant Vice President
213-356-3282
Jason Pae
Los Angeles
CA
11-13-2015
5
174
7628188
false
1
0001403525
028-12809
Oaktree Capital Group Holdings GP, LLC
2
0001403527
028-12810
Oaktree Capital Group Holdings, L.P.
3
0001403528
028-12811
Oaktree Capital Group, LLC
4
0001403382
028-12812
Oaktree Holdings, Inc.
5
0000721204
028-01190
RUSSELL FRANK CO/
INFORMATION TABLE
2
3Q15_13F_XML.xml
51JOB INC
CV SR NT
316827AC8
26382
27738000
PRN
DFND
1,2,3,4
27738000
0
0
AAR CORP
CV SR UNSEC NT
000361AM7
6868
6860000
PRN
DFND
1,2,3,4
6860000
0
0
ALERE INC
3% CV CUM PFD PERP SER B
01449J204
44934
142733
SH
DFND
1,2,3,4
142733
0
0
ALERE INC
CV SR SUB NT
01449JAA3
5901
5113000
PRN
DFND
1,2,3,4
5113000
0
0
ALLERGAN PLC
PFD CONV SER A
G0177J116
67929
72000
SH
DFND
1,2,3,4
72000
0
0
ALLIANCE HEALTHCARE SERVICES INC
COMMON STOCK
018606301
83239
4756491
SH
DFND
1,2,3,4
4756491
0
0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
CV SR UNSEC NT
01988PAD0
35465
35785000
PRN
DFND
1,2,3,4
35785000
0
0
ALLY FINANCIAL INC
COMMON STOCK
02005N100
175890
8630530
SH
DFND
1,2,3,4
8630530
0
0
AMTRUST FINANCIAL SERVICES INC
CV SR UNSEC NT PNC CPDI
032359AG6
41141
43750000
PRN
DFND
1,2,3,4
43750000
0
0
ANGLOGOLD ASHANTI-SPON ADR
ADR
035128206
18417
2248731
SH
DFND
1,2,3,4
2248731
0
0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
CV SR UNSEC NT REIT
03762UAA3
13845
14000000
PRN
DFND
1,2,3,4
14000000
0
0
APOLLO INVESTMENT CORP
CV SR UNSEC NT
03761UAE6
3863
3810000
PRN
DFND
1,2,3,4
3810000
0
0
ARCELORMITTAL
MAND 6% CV SR SUB NT
L0302D178
2200
256300
PRN
DFND
1,2,3,4
256300
0
0
ARES CAPITAL CORP
CV SR UNSEC NT
04010LAG8
12924
12400000
PRN
DFND
1,2,3,4
12400000
0
0
ARES COMMERCIAL REAL ESTATE CORP
CV SR UNSEC NT
04013VAB4
9699
9525000
PRN
DFND
1,2,3,4
9525000
0
0
AV HOMES INC
CV SR UNSEC NT
053494AG5
10563
10497000
PRN
DFND
1,2,3,4
10497000
0
0
B2GOLD CORP
CV SR SUB NT PNC
11777QAB6
15970
18781000
PRN
DFND
1,2,3,4
18781000
0
0
BANC OF CALIFORNIA INC
COMMON STOCK
05990K106
24593
2004204
SH
DFND
1,2,3,4
2004204
0
0
BANCO SANTANDER-CHILE-ADR
ADR
05965X109
17151
941304
SH
DFND
1,2,3,4
941304
0
0
BANK OF AMERICA CORP
7.25% CV NON-CUM PFD PERP SER-L PNC
060505682
5475
5000
SH
DFND
1,2,3,4
5000
0
0
BLACKSTONE GROUP LP/THE
COMMON STOCK
09253U108
16627
525000
SH
DFND
1,2,3,4
525000
0
0
BLUCORA INC
CV SR UNSEC NT
095229AB6
12403
13033000
PRN
DFND
1,2,3,4
13033000
0
0
BRF SA-ADR
ADR
10552T107
54397
3057732
SH
DFND
1,2,3,4
3057732
0
0
BROOKDALE SENIOR LIVING INC
CV SR UNSEC NT
112463AA2
64274
59527000
PRN
DFND
1,2,3,4
59527000
0
0
CANADIAN SOLAR INC
CV SR UNSEC NT PNC
136635AE9
31871
37695000
PRN
DFND
1,2,3,4
37695000
0
0
CAPITAL PRODUCT PARTNERS LP
COMMON STOCK
Y11082107
3784
614264
SH
DFND
1,2,3,4
614264
0
0
CARDTRONICS INC
CV SR UNSEC NT
14161HAG3
52573
55188000
PRN
DFND
1,2,3,4
55188000
0
0
CEMEX SAB-SPONS ADR PART CER
ADR
151290889
46301
6623880
SH
DFND
1,2,3,4
6623880
0
0
CENTURY COMMUNITIES INC
COMMON STOCK
156504300
24355
1226931
SH
DFND
1,2,3,4
1226931
0
0
CEPHEID
CV SR UNSEC NT
15670RAC1
56273
55000000
PRN
DFND
1,2,3,4
55000000
0
0
CHART INDUSTRIES INC
CV SR SUB NT
16115QAC4
4722
5382000
PRN
DFND
1,2,3,4
5382000
0
0
CHENIERE ENERGY INC
CV SR UNSEC NT PNC
16411RAG4
23154
37000000
PRN
DFND
1,2,3,4
37000000
0
0
CHESAPEAKE ENERGY CORP
CV SR UNSEC NT CPDI
165167BW6
9165
9201000
PRN
DFND
1,2,3,4
9201000
0
0
CHESAPEAKE ENERGY CORP
CV SR UNSEC NT CPDI
165167BZ9
6765
7500000
PRN
DFND
1,2,3,4
7500000
0
0
CHESAPEAKE ENERGY CORP
CV SR UNSEC NT CPDI
165167CB1
1379
1900000
PRN
DFND
1,2,3,4
1900000
0
0
CITRIX SYSTEMS INC
CV SR UNSEC NT
177376AD2
117888
112001000
PRN
DFND
1,2,3,4
112001000
0
0
COBALT INTERNATIONAL ENERGY INC
CV SR UNSEC NT PNC
19075FAB2
30136
47250000
PRN
DFND
1,2,3,4
47250000
0
0
COLONY CAPITAL INC
CV SR UNSEC NT REIT PNC
19624RAA4
33585
34623000
PRN
DFND
1,2,3,4
34623000
0
0
CONTANGO OIL & GAS CO
COMMON STOCK
21075N204
9787
1287732
SH
DFND
1,2,3,4
1287732
0
0
CORNERSTONE ONDEMAND INC
CV SR UNSEC NT
21925YAB9
50022
50000000
PRN
DFND
1,2,3,4
50000000
0
0
CORSICANTO LTD
CV SR UNSEC NT
220480AB3
1433
1500000
PRN
DFND
1,2,3,4
1500000
0
0
CROWN CASTLE INTERNATIONAL CORP
4.5% MAND CV SER-A PFD
22822V200
36595
359285
SH
DFND
1,2,3,4
359285
0
0
DIAMOND FOODS INC
COMMON STOCK
252603105
136428
4420859
SH
DFND
1,2,3,4
4420859
0
0
DYNEGY INC
COMMON STOCK
26817R108
203406
9840696
SH
DFND
1,2,3,4
9840696
0
0
EAGLE BULK SHIPPING INC
COMMON STOCK
Y2187A127
93145
15707276
SH
DFND
1,2,3,4
15707276
0
0
ECHO GLOBAL LOGISTICS INC
CV SR UNSEC NT
27875TAA9
32669
36250000
PRN
DFND
1,2,3,4
36250000
0
0
ELECTRONICS FOR IMAGING INC
CV SR UNSEC NT
286082AC6
63470
61827000
PRN
DFND
1,2,3,4
61827000
0
0
EMERGENT BIOSOLUTIONS INC
CV SR UNSEC NT PNC
29089QAB1
34736
30664000
PRN
DFND
1,2,3,4
30664000
0
0
ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AF9
34364
34543000
PRN
DFND
1,2,3,4
34543000
0
0
ENERNOC INC
CV SR UNSEC NT
292764AB3
9895
14150000
PRN
DFND
1,2,3,4
14150000
0
0
EXCO RESOURCES INC
COMMON STOCK
269279402
33881
45173682
SH
DFND
1,2,3,4
45173682
0
0
EXELIXIS INC
CV SR SUB NT PNC
30161QAC8
1157
950000
PRN
DFND
1,2,3,4
950000
0
0
FIFTH STREET FINANCE CORP
CV SR UNSEC NT
31679BAC4
11512
11290000
PRN
DFND
1,2,3,4
11290000
0
0
FIRST BANCORP/PUERTO RICO
COMMON STOCK
318672706
148963
41843581
SH
DFND
1,2,3,4
41843581
0
0
FORESTAR GROUP INC
CV SR UNSEC NT
346232AB7
10296
12022000
PRN
DFND
1,2,3,4
12022000
0
0
FORTRESS INVESTMENT GROUP LLC
COMMON STOCK
34958B106
3472
625614
SH
DFND
1,2,3,4
625614
0
0
GAIN CAPITAL HOLDINGS INC
CV SR UNSEC NT PNC
36268WAB6
2894
3000000
PRN
DFND
1,2,3,4
3000000
0
0
GENER8 MARITIME INC
COMMON STOCK
Y26889108
142924
13052534
SH
DFND
1,2,3,4
13052534
0
0
GOLDEN OCEAN GROUP LTD
COMMON STOCK
G39637106
2460
1000000
SH
DFND
1,2,3,4
1000000
0
0
GRUPO TELEVISA SA-SPON ADR
ADR
40049J206
37717
1449550
SH
DFND
1,2,3,4
1449550
0
0
GSV CAPITAL CORP
CV SR UNSEC NT
36191JAB7
6873
7603000
PRN
DFND
1,2,3,4
7603000
0
0
HCI GROUP INC
CV SR UNSEC NT
40416EAB9
10278
11000000
PRN
DFND
1,2,3,4
11000000
0
0
HEALTHWAYS INC
CV SR UNSEC NT
422245AB6
24290
26250000
PRN
DFND
1,2,3,4
26250000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT CPDI
42330PAG2
816
1000000
PRN
DFND
1,2,3,4
1000000
0
0
HERBALIFE LTD
CV SR UNSEC NT
42703MAB9
59859
67235000
PRN
DFND
1,2,3,4
67235000
0
0
HOLOGIC INC
CV SR UNSEC NT 2% MULTI-CPN CPDI
436440AC5
33013
24405000
PRN
DFND
1,2,3,4
24405000
0
0
HOLOGIC INC
CV SR UNSEC NT 2%/0% MULTI-CPN
436440AG6
62933
49800000
PRN
DFND
1,2,3,4
49800000
0
0
HORNBECK OFFSHORE SERVICES INC
CV SR UNSEC NT
440543AN6
4105
5459000
PRN
DFND
1,2,3,4
5459000
0
0
HURON CONSULTING GROUP INC
CV SR UNSEC NT
447462AB8
54194
51915000
PRN
DFND
1,2,3,4
51915000
0
0
ICICI BANK LTD-SPON ADR
ADR
45104G104
37799
4510647
SH
DFND
1,2,3,4
4510647
0
0
ICONIX BRAND GROUP INC
CV SR SUB NT
451055AE7
1421
1500000
PRN
DFND
1,2,3,4
1500000
0
0
ICONIX BRAND GROUP INC
CV SR SUB NT
451055AF4
56800
70862000
PRN
DFND
1,2,3,4
70862000
0
0
IKANG HEALTHCARE GROUP-ADR
ADR
45174L108
712
48100
SH
DFND
1,2,3,4
48100
0
0
ILLUMINA INC
CV SR UNSEC NT
452327AH2
72581
62570000
PRN
DFND
1,2,3,4
62570000
0
0
INFOSYS LTD-SP ADR
ADR
456788108
8976
470200
SH
DFND
1,2,3,4
470200
0
0
INSULET CORP
CV SR UNSEC NT PNC
45784PAD3
35097
37819000
PRN
DFND
1,2,3,4
37819000
0
0
INTEL CORP
CV JR SUB NT CPDI MULTI CPN
458140AD2
27456
22500000
PRN
DFND
1,2,3,4
22500000
0
0
INVENSENSE INC
CV SR UNSEC NT
46123DAB2
5510
6033000
PRN
DFND
1,2,3,4
6033000
0
0
ISHARES MSCI EMERGING MARKET
ETP
464287234
1246
38000
SH
DFND
1,2,3,4
38000
0
0
ISHARES MSCI INDIA ETF
ETP
46429B598
17178
601246
SH
DFND
1,2,3,4
601246
0
0
ISHARES RUSSELL 2000
ETF
464287655
17745
162500
SH
Put
DFND
1,2,3,4
162500
0
0
ITAU UNIBANCO H-SPON PRF ADR
ADR
465562106
42355
6398060
SH
DFND
1,2,3,4
6398060
0
0
IXIA
CV SR UNSEC NT
45071RAB5
14290
14184000
PRN
DFND
1,2,3,4
14184000
0
0
J2 GLOBAL INC
CV SR UNSEC NT CPDI
48123VAC6
88832
74459000
PRN
DFND
1,2,3,4
74459000
0
0
JARDEN CORP
CV SUB NT PNC
471109AM0
95757
83286000
PRN
DFND
1,2,3,4
83286000
0
0
JAZZ INVESTMENTS I LTD
CV SR UNSEC NT
472145AB7
108510
106480000
PRN
DFND
1,2,3,4
106480000
0
0
JD.COM INC-ADR
ADR
47215P106
40667
1560503
SH
DFND
1,2,3,4
1560503
0
0
JEFFERIES GROUP LLC
CV SR UNSEC NT PNC
472319AG7
11098
10810000
PRN
DFND
1,2,3,4
10810000
0
0
KEYW HOLDING CORP/THE
CV SR UNSEC NT
493723AA8
30591
40145000
PRN
DFND
1,2,3,4
40145000
0
0
LIBERTY MEDIA CORP
CV SR UNSEC NT
531229AB8
82357
86240000
PRN
DFND
1,2,3,4
86240000
0
0
LIBERTY VENTURES
COMMON STOCK CL A
53071M880
35306
875000
SH
DFND
1,2,3,4
875000
0
0
MEDIDATA SOLUTIONS INC
CV SR UNSEC NT
58471AAB1
56830
53721000
PRN
DFND
1,2,3,4
53721000
0
0
MGIC INVESTMENT CORP
COMMON STOCK
552848103
83618
9030000
SH
DFND
1,2,3,4
9030000
0
0
MICRON TECHNOLOGY INC
CV SR UNSEC NT SER-G PNC
595112AY9
26314
31000000
PRN
DFND
1,2,3,4
31000000
0
0
MOBILE TELESYSTEMS PJSC
COMMON STOCK ADR
607409109
2154
298500
SH
DFND
1,2,3,4
298500
0
0
MODUSLINK GLOBAL SOLUTIONS INC
CV SR UNSEC NT
60786LAB3
5376
6435000
PRN
DFND
1,2,3,4
6435000
0
0
MOLINA HEALTHCARE INC
CV SR UNSEC NT
60855RAD2
23560
18145000
PRN
DFND
1,2,3,4
18145000
0
0
NEW MOUNTAIN FINANCE CORP
CV SR UNSEC NT
647551AB6
12568
12655000
PRN
DFND
1,2,3,4
12655000
0
0
NEWPARK RESOURCES INC
CV SR UNSEC NT
651718AC2
3818
4025000
PRN
DFND
1,2,3,4
4025000
0
0
NMI HOLDINGS INC
COMMON STOCK
629209305
41550
5467043
SH
DFND
1,2,3,4
5467043
0
0
NRG ENERGY INC
COMMON STOCK
629377508
10588
713000
SH
DFND
1,2,3,4
713000
0
0
NUVASIVE INC
CV SR UNSEC NT
670704AC9
69694
55053000
PRN
DFND
1,2,3,4
55053000
0
0
NVIDIA CORP
CV SR UNSEC NT
67066GAC8
72501
55013000
PRN
DFND
1,2,3,4
55013000
0
0
NXP SEMICONDUCTORS NV
CV SR UNSEC NT 144A
N6596XAA7
129775
116728000
PRN
DFND
1,2,3,4
116728000
0
0
OI SA
COMMON STOCK - ADR
670851302
236
346452
SH
DFND
1,2,3,4
346452
0
0
OI SA
PREFERRED STOCK ADR
670851401
667
986395
SH
DFND
1,2,3,4
986395
0
0
PAR PETROLEUM CORP
COMMON STOCK
69888T207
3975
190862
SH
DFND
1,2,3,4
190862
0
0
PDL BIOPHARMA INC
CV SR UNSEC NT
69329YAF1
12446
14138000
PRN
DFND
1,2,3,4
14138000
0
0
PENNYMAC CORP
CV SR UNSEC NT REIT
70932AAB9
13622
15000000
PRN
DFND
1,2,3,4
15000000
0
0
PETROLEO BRASIL-SP PREF ADR
ADR
71654V101
30399
8260700
SH
DFND
1,2,3,4
8260700
0
0
PRA GROUP INC
CV SR UNSEC NT
73640QAB1
60881
58400000
PRN
DFND
1,2,3,4
58400000
0
0
PRESS GANEY HOLDINGS INC
COMMON STOCK
74113L102
1420
47987
SH
DFND
1,2,3,4
47987
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AS5
125979
106422000
PRN
DFND
1,2,3,4
106422000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAL6
14684
14976000
PRN
DFND
1,2,3,4
14976000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAQ5
2627
2909000
PRN
DFND
1,2,3,4
2909000
0
0
QIHOO 360 TECHNOLOGY CO LTD
CV SR UNSEC NT
74734MAE9
9226
10500000
PRN
DFND
1,2,3,4
10500000
0
0
RAIT FINANCIAL TRUST
CV SR UNSEC NT REIT
749227AB0
10449
12545000
PRN
DFND
1,2,3,4
12545000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT REIT
758075AB1
9690
10192000
PRN
DFND
1,2,3,4
10192000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAA2
2976
3234000
PRN
DFND
1,2,3,4
3234000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAB0
4351
4626000
PRN
DFND
1,2,3,4
4626000
0
0
RESTORATION HARDWARE HOLDINGS INC
CV SR UNSEC NT 144A
761283AB6
33662
34500000
PRN
DFND
1,2,3,4
34500000
0
0
RTI INTERNATIONAL METALS INC
CV SR UNSEC NT
74973WAB3
75270
71442000
PRN
DFND
1,2,3,4
71442000
0
0
SALESFORCE.COM INC
CV SR UNSEC NT
79466LAD6
91860
74882000
PRN
DFND
1,2,3,4
74882000
0
0
SANDISK CORP
CV SR UNSEC NT
80004CAF8
26669
27500000
PRN
DFND
1,2,3,4
27500000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI
81170YAB5
10855
13558000
PRN
DFND
1,2,3,4
13558000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI PNC
811904AM3
62750
65400000
PRN
DFND
1,2,3,4
65400000
0
0
SERVICESOURCE INTERNATIONAL INC
CV SR UNSEC NT
81763UAB6
7248
8400000
PRN
DFND
1,2,3,4
8400000
0
0
SINA CORP/CHINA
CV SR UNSEC NT
82922RAD5
9475
10000000
PRN
DFND
1,2,3,4
10000000
0
0
SOLARCITY CORP
CV SR UNSEC NT
83416TAA8
28811
31000000
PRN
DFND
1,2,3,4
31000000
0
0
SOLAZYME INC
CV SR SUB NT
83415TAC5
7273
12500000
PRN
DFND
1,2,3,4
12500000
0
0
SOUFUN HOLDINGS LTD
CV SR UNSEC NT
836034AB4
7656
8000000
PRN
DFND
1,2,3,4
8000000
0
0
SPECTRUM PHARMACEUTICALS INC
CV SR UNSEC NT
84763AAB4
2489
2760000
PRN
DFND
1,2,3,4
2760000
0
0
SPIRIT REALTY CAPITAL INC
CV SR UNSEC NT REIT
84860WAA0
9116
9760000
PRN
DFND
1,2,3,4
9760000
0
0
STAR BULK CARRIERS CORP
COMMON STOCK
Y8162K121
231928
113135679
SH
DFND
1,2,3,4
113135679
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAC9
12513
12500000
PRN
DFND
1,2,3,4
12500000
0
0
STARWOOD WAYPOINT RESIDENTIAL TRUST
CV SR UNSEC NT REIT
85571WAB5
8609
9000000
PRN
DFND
1,2,3,4
9000000
0
0
STORE CAPITAL CORP
COMMON STOCK REIT
862121100
1496530
72436144
SH
DFND
1,2,3,4
72436144
0
0
SUNEDISON INC
CV SR UNSEC NT
86732YAC3
16791
22000000
PRN
DFND
1,2,3,4
22000000
0
0
SUNEDISON INC
CV SR UNSEC NT
86732YAD1
21380
29610000
PRN
DFND
1,2,3,4
29610000
0
0
SUNPOWER CORP
CV SR UNSEC NT
867652AJ8
8701
10514000
PRN
DFND
1,2,3,4
10514000
0
0
SYNCHRONOSS TECHNOLOGIES INC
CV SR UNSEC NT
87157BAA1
52086
51493000
PRN
DFND
1,2,3,4
51493000
0
0
TAIWAN SEMICONDUCTOR-SP ADR
ADR
874039100
52780
2543638
SH
DFND
1,2,3,4
2543638
0
0
TCP CAPITAL CORP
CV SR UNSEC NT
87238QAB9
15541
15530000
PRN
DFND
1,2,3,4
15530000
0
0
TELECOM ARGENTINA SA
COMMON STOCK ADR
879273209
7568
519851
SH
DFND
1,2,3,4
519851
0
0
TELEFONICA BRASIL-ADR
ADR
87936R106
19952
2185338
SH
DFND
1,2,3,4
2185338
0
0
TERNIUM SA-SPONSORED ADR
ADR
880890108
1272
103500
SH
DFND
1,2,3,4
103500
0
0
TITAN MACHINERY INC
CV SR UNSEC NT
88830RAB7
13537
17400000
PRN
DFND
1,2,3,4
17400000
0
0
TOWNSQUARE MEDIA INC
COMMON STOCK
892231101
15586
1595224
SH
DFND
1,2,3,4
1595224
0
0
TPG SPECIALTY LENDING INC
CV SR UNSEC NT
87265KAB8
15046
15065000
PRN
DFND
1,2,3,4
15065000
0
0
TRIBUNE MEDIA CO
COMMON STOCK
896047503
503579
14145447
SH
DFND
1,2,3,4
14145447
0
0
TRIBUNE PUBLISHING CO
COMMON STOCK
896082104
36781
4691371
SH
DFND
1,2,3,4
4691371
0
0
TRINA SOLAR LTD
CV SR UNSEC NT
89628EAC8
22395
25010000
PRN
DFND
1,2,3,4
25010000
0
0
TRINA SOLAR LTD-SPON ADR
ADR
89628E104
35649
3974270
SH
DFND
1,2,3,4
3974270
0
0
TTM TECHNOLOGIES INC
CV SR UNSEC NT
87305RAD1
44124
50071000
PRN
DFND
1,2,3,4
50071000
0
0
UNITED STATES STEEL CORP
CV SR UNSEC NT PNC
912909AH1
42668
43000000
PRN
DFND
1,2,3,4
43000000
0
0
VALE SA-SP PREF ADR
ADR
91912E204
34237
10219929
SH
DFND
1,2,3,4
10219929
0
0
VECTOR GROUP LTD
CV SR UNSEC NT
92240MBC1
23916
22000000
PRN
DFND
1,2,3,4
22000000
0
0
VELOCITYSHARES DAILY INVERSE VIX SHORT TERM ETN
EXCHANGE TRADED NOTE
22542D795
4870
200000
SH
DFND
1,2,3,4
200000
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAA2
11109
11700000
PRN
DFND
1,2,3,4
11700000
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAB0
14934
16000000
PRN
DFND
1,2,3,4
16000000
0
0
VERINT SYSTEMS INC
CV SR UNSEC NT
92343XAA8
40874
42315000
PRN
DFND
1,2,3,4
42315000
0
0
VERSO CORP
COMMON STOCK
92531L108
286
2378485
SH
DFND
1,2,3,4
2378485
0
0
VIMPELCOM LTD
COMMON STOCK ADR
92719A106
6909
1678900
SH
DFND
1,2,3,4
1678900
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK
928298108
21076
2175000
SH
DFND
1,2,3,4
2175000
0
0
WEB.COM GROUP INC
CV SR UNSEC NT PNC
94733AAA2
51432
54223000
PRN
DFND
1,2,3,4
54223000
0
0
WEBMD HEALTH CORP
CV SR UNSEC NT
94770VAF9
18943
18800000
PRN
DFND
1,2,3,4
18800000
0
0
WEBMD HEALTH CORP
CV SR UNSEC NT
94770VAH5
3920
3900000
PRN
DFND
1,2,3,4
3900000
0
0
WEBMD HEALTH CORP
CV UNSEC NT
94770VAK8
50192
48650000
PRN
DFND
1,2,3,4
48650000
0
0
WELLS FARGO & CO
7.50% CV PFD CL-A SER-L PERP PNC
949746804
10644
9058
SH
DFND
1,2,3,4
9058
0
0
WESTROCK CO
COMMON STOCK
96145D105
14139
274864
SH
DFND
1,2,3,4
274864
0
0
YANDEX NV
CV SR UNSEC NT
98474TAB3
6852
8026000
PRN
DFND
1,2,3,4
8026000
0
0
YANDEX NV
COMMON STOCK
N97284108
703
65500
SH
DFND
1,2,3,4
65500
0
0
YPF S.A.-SPONSORED ADR
ADR
984245100
13069
858100
SH
DFND
1,2,3,4
858100
0
0
YY INC
CV SR UNSEC NT
98426TAB2
7987
8500000
PRN
DFND
1,2,3,4
8500000
0
0