0000949509-16-000010.txt : 20160212
0000949509-16-000010.hdr.sgml : 20160212
20160212161658
ACCESSION NUMBER: 0000949509-16-000010
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160212
DATE AS OF CHANGE: 20160212
EFFECTIVENESS DATE: 20160212
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: 161419371
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
12-31-2015
12-31-2015
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
02-12-2016
5
192
7574902
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
4Q15_13F_XML.xml
51JOB INC
CV SR NT
316827AC8
25159
25518000
PRN
DFND
1,2,3,4
25518000
0
0
AAR CORP
CV SR UNSEC NT
000361AM7
8393
8360000
PRN
DFND
1,2,3,4
8360000
0
0
ACORDA THERAPEUTICS INC
CV SR UNSEC NT PNC
00484MAA4
42596
36900000
PRN
DFND
1,2,3,4
36900000
0
0
AEGEAN MARINE PETROLEUM NETWORK INC
CV SR UNSEC NT PNC
Y0020QAA9
2588
3000000
PRN
DFND
1,2,3,4
3000000
0
0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC
CV SR SUB NT
01167PAE1
2482
2500000
PRN
DFND
1,2,3,4
2500000
0
0
ALERE INC
3% CV CUM PFD PERP SER B
01449J204
40137
142733
SH
DFND
1,2,3,4
142733
0
0
ALERE INC
CV SR SUB NT
01449JAA3
5050
4863000
PRN
DFND
1,2,3,4
4863000
0
0
ALEXANDRIA REAL ESTATE EQUITIES INC
7% CV PFD SER-D PERP REIT PNC
015271505
3125
113691
SH
DFND
1,2,3,4
113691
0
0
ALLERGAN PLC
PFD CONV SER A
G0177J116
96619
93900
SH
DFND
1,2,3,4
93900
0
0
ALLIANCE HEALTHCARE SERVICES INC
COMMON STOCK
018606301
74201
4756491
SH
DFND
1,2,3,4
4756491
0
0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
CV SR UNSEC NT
01988PAD0
37846
34785000
PRN
DFND
1,2,3,4
34785000
0
0
ALLY FINANCIAL INC
COMMON STOCK
02005N100
160874
8630530
SH
DFND
1,2,3,4
8630530
0
0
AMTRUST FINANCIAL SERVICES INC
CV SR UNSEC NT PNC CPDI
032359AG6
37598
41135000
PRN
DFND
1,2,3,4
41135000
0
0
ANGLOGOLD ASHANTI-SPON ADR
ADR
035128206
14724
2073759
SH
DFND
1,2,3,4
2073759
0
0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
CV SR UNSEC NT REIT
03762UAA3
14423
14165000
PRN
DFND
1,2,3,4
14165000
0
0
APOLLO GLOBAL MANAGEMENT LLC
COMMON STOCK
037612306
5371
353842
SH
DFND
1,2,3,4
353842
0
0
APOLLO INVESTMENT CORP
CV SR UNSEC NT
03761UAE6
5839
5834000
PRN
DFND
1,2,3,4
5834000
0
0
ARES CAPITAL CORP
CV SR UNSEC NT
04010LAG8
13384
13280000
PRN
DFND
1,2,3,4
13280000
0
0
ATLAS AIR WORLDWIDE HOLDINGS INC
CV SR UNSEC NT
049164BH8
1659
2000000
PRN
DFND
1,2,3,4
2000000
0
0
AV HOMES INC
CV SR UNSEC NT
053494AG5
10269
10497000
PRN
DFND
1,2,3,4
10497000
0
0
B2GOLD CORP
CV SR SUB NT PNC
11777QAB6
13482
16109000
PRN
DFND
1,2,3,4
16109000
0
0
BANC OF CALIFORNIA INC
COMMON STOCK
05990K106
18993
1299144
SH
DFND
1,2,3,4
1299144
0
0
BANCO SANTANDER-CHILE-ADR
ADR
05965X109
15348
870082
SH
DFND
1,2,3,4
870082
0
0
BANK OF AMERICA CORP
7.25% CV NON-CUM PFD PERP SER-L PNC
060505682
7654
7000
SH
DFND
1,2,3,4
7000
0
0
BANNER CORP
COMMON STOCK
06652V208
119190
2598988
SH
DFND
1,2,3,4
2598988
0
0
BHP BILLITON PLC-ADR
ADR
05545E209
1402
61900
SH
DFND
1,2,3,4
61900
0
0
BLACKROCK CAPITAL INVESTMENT CORP
CV SR UNSEC NT
092533AB4
9608
9314000
PRN
DFND
1,2,3,4
9314000
0
0
BLACKSTONE GROUP LP/THE
COMMON STOCK
09253U108
15351
525000
SH
DFND
1,2,3,4
525000
0
0
BLUCORA INC
CV SR UNSEC NT
095229AB6
10812
13000000
PRN
DFND
1,2,3,4
13000000
0
0
BRF SA-ADR
ADR
10552T107
39044
2825199
SH
DFND
1,2,3,4
2825199
0
0
BROOKDALE SENIOR LIVING INC
CV SR UNSEC NT
112463AA2
53585
54057000
PRN
DFND
1,2,3,4
54057000
0
0
CALATLANTIC GROUP INC
CV SR UNSEC NT PNC
783764AS2
4507
5000000
PRN
DFND
1,2,3,4
5000000
0
0
CANADIAN SOLAR INC
CV SR UNSEC NT PNC
136635AE9
32293
35195000
PRN
DFND
1,2,3,4
35195000
0
0
CAPITAL PRODUCT PARTNERS LP
COMMON STOCK
Y11082107
4522
819228
SH
DFND
1,2,3,4
819228
0
0
CARDTRONICS INC
CV SR UNSEC NT
14161HAG3
47212
50488000
PRN
DFND
1,2,3,4
50488000
0
0
CEMEX SAB DE CV
CV SUB NT
151290BR3
56475
71500000
PRN
DFND
1,2,3,4
71500000
0
0
CEMEX SAB-SPONS ADR PART CER
ADR
151290889
34065
6115759
SH
DFND
1,2,3,4
6115759
0
0
CENTURY COMMUNITIES INC
COMMON STOCK
156504300
23979
1354003
SH
DFND
1,2,3,4
1354003
0
0
CEPHEID
CV SR UNSEC NT
15670RAC1
19777
21845000
PRN
DFND
1,2,3,4
21845000
0
0
CHENIERE ENERGY INC
CV SR UNSEC NT PNC
16411RAG4
18133
34625000
PRN
DFND
1,2,3,4
34625000
0
0
CIENA CORP
CV SR UNSEC NT
171779AE1
6114
6208000
PRN
DFND
1,2,3,4
6208000
0
0
CITRIX SYSTEMS INC
CV SR UNSEC NT
177376AD2
116712
106901000
PRN
DFND
1,2,3,4
106901000
0
0
CNOOC LTD-SPON ADR
ADR
126132109
1482
14200
SH
DFND
1,2,3,4
14200
0
0
COBALT INTERNATIONAL ENERGY INC
CV SR UNSEC NT
19075FAA4
1707
3000000
PRN
DFND
1,2,3,4
3000000
0
0
COBALT INTERNATIONAL ENERGY INC
CV SR UNSEC NT PNC
19075FAB2
24765
47110000
PRN
DFND
1,2,3,4
47110000
0
0
COLONY CAPITAL INC
CV SR UNSEC NT REIT PNC
19624RAA4
36012
37123000
PRN
DFND
1,2,3,4
37123000
0
0
CONTANGO OIL & GAS CO
COMMON STOCK
21075N204
8255
1287732
SH
DFND
1,2,3,4
1287732
0
0
CORNERSTONE ONDEMAND INC
CV SR UNSEC NT
21925YAB9
46501
47000000
PRN
DFND
1,2,3,4
47000000
0
0
CORSICANTO LTD
CV SR UNSEC NT
220480AB3
1375
1500000
PRN
DFND
1,2,3,4
1500000
0
0
CROWN CASTLE INTERNATIONAL CORP
4.5% MAND CV SER-A PFD
22822V200
34249
319285
SH
DFND
1,2,3,4
319285
0
0
DEPOMED INC
CV SR UNSEC NT PNC
249908AA2
40761
35500000
PRN
DFND
1,2,3,4
35500000
0
0
DIAMOND FOODS INC
COMMON STOCK
252603105
170425
4420859
SH
DFND
1,2,3,4
4420859
0
0
DYNEGY INC
COMMON STOCK
26817R108
131865
9840696
SH
DFND
1,2,3,4
9840696
0
0
EAGLE BULK SHIPPING INC
COMMON STOCK
Y2187A127
55290
15707276
SH
DFND
1,2,3,4
15707276
0
0
ECHO GLOBAL LOGISTICS INC
CV SR UNSEC NT
27875TAA9
14283
16250000
PRN
DFND
1,2,3,4
16250000
0
0
ELECTRONICS FOR IMAGING INC
CV SR UNSEC NT
286082AC6
65539
61527000
PRN
DFND
1,2,3,4
61527000
0
0
EMERGENT BIOSOLUTIONS INC
CV SR UNSEC NT PNC
29089QAB1
34198
24664000
PRN
DFND
1,2,3,4
24664000
0
0
ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AF9
30647
35543000
PRN
DFND
1,2,3,4
35543000
0
0
ENVESTNET INC
CV SR UNSEC NT
29404KAA4
3535
4000000
PRN
DFND
1,2,3,4
4000000
0
0
EPR PROPERTIES
9% CV PERP PFD SER-E REIT PNC
26884U307
458
14657
SH
DFND
1,2,3,4
14657
0
0
EURONET WORLDWIDE INC
CV SR UNSEC NT PNC
298736AH2
79190
66630000
PRN
DFND
1,2,3,4
66630000
0
0
EXCO RESOURCES INC
COMMON STOCK
269279402
56015
45173682
SH
DFND
1,2,3,4
45173682
0
0
EZCORP INC
CV SR UNSEC MULTI CPN NT
302301AB2
1136
1641000
PRN
DFND
1,2,3,4
1641000
0
0
FIFTH STREET FINANCE CORP
CV SR UNSEC NT
31679BAC4
12007
11950000
PRN
DFND
1,2,3,4
11950000
0
0
FINISAR CORP
CV SR UNSEC NT
31787AAM3
3922
4183000
PRN
DFND
1,2,3,4
4183000
0
0
FIRST BANCORP/PUERTO RICO
COMMON STOCK
318672706
135992
41843581
SH
DFND
1,2,3,4
41843581
0
0
FLUIDIGM CORP
CV SR UNSEC NT
34385PAA6
1246
2000000
PRN
DFND
1,2,3,4
2000000
0
0
FORESTAR GROUP INC
CV SR UNSEC NT
346232AB7
10184
12447000
PRN
DFND
1,2,3,4
12447000
0
0
FORTRESS INVESTMENT GROUP LLC
COMMON STOCK
34958B106
12343
2425000
SH
DFND
1,2,3,4
2425000
0
0
GAIN CAPITAL HOLDINGS INC
CV SR UNSEC NT PNC
36268WAB6
7000
7100000
PRN
DFND
1,2,3,4
7100000
0
0
GENER8 MARITIME INC
COMMON STOCK
Y26889108
123347
13052534
SH
DFND
1,2,3,4
13052534
0
0
GERDAU SA -SPON ADR
ADR
373737105
10562
8801905
SH
DFND
1,2,3,4
8801905
0
0
GSV CAPITAL CORP
CV SR UNSEC NT
36191JAB7
7247
7603000
PRN
DFND
1,2,3,4
7603000
0
0
HCI GROUP INC
CV SR UNSEC NT
40416EAB9
9695
11125000
PRN
DFND
1,2,3,4
11125000
0
0
HEALTHWAYS INC
CV SR UNSEC NT
422245AB6
25147
26475000
PRN
DFND
1,2,3,4
26475000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT CPDI
42330PAG2
2358
3000000
PRN
DFND
1,2,3,4
3000000
0
0
HERBALIFE LTD
CV SR UNSEC NT
42703MAB9
57751
68435000
PRN
DFND
1,2,3,4
68435000
0
0
HOLOGIC INC
CV SR UNSEC NT 2% MULTI-CPN CPDI
436440AC5
20720
15405000
PRN
DFND
1,2,3,4
15405000
0
0
HOLOGIC INC
CV SR UNSEC NT 2%/0% MULTI-CPN
436440AG6
61492
48100000
PRN
DFND
1,2,3,4
48100000
0
0
HORNBECK OFFSHORE SERVICES INC
CV SR UNSEC NT
440543AN6
6397
11059000
PRN
DFND
1,2,3,4
11059000
0
0
HURON CONSULTING GROUP INC
CV SR UNSEC NT
447462AB8
42374
42415000
PRN
DFND
1,2,3,4
42415000
0
0
ICICI BANK LTD-SPON ADR
ADR
45104G104
32454
4144876
SH
DFND
1,2,3,4
4144876
0
0
ICONIX BRAND GROUP INC
CV SR SUB NT
451055AF4
19654
39112000
PRN
DFND
1,2,3,4
39112000
0
0
IKANG HEALTHCARE GROUP-ADR
ADR
45174L108
983
48100
SH
DFND
1,2,3,4
48100
0
0
ILLUMINA INC
CV SR UNSEC NT
452327AH2
41084
35070000
PRN
DFND
1,2,3,4
35070000
0
0
INFOSYS LTD-SP ADR
ADR
456788108
3672
219200
SH
DFND
1,2,3,4
219200
0
0
INSULET CORP
CV SR UNSEC NT PNC
45784PAD3
36897
35619000
PRN
DFND
1,2,3,4
35619000
0
0
INTEGRATED DEVICE TECHNOLOGY INC
CV SR UNSEC NT 144A
458118AB2
59361
58200000
PRN
DFND
1,2,3,4
58200000
0
0
INTEL CORP
CV JR SUB NT CPDI MULTI CPN
458140AD2
25085
19500000
PRN
DFND
1,2,3,4
19500000
0
0
INVENSENSE INC
CV SR UNSEC NT
46123DAB2
5396
5893000
PRN
DFND
1,2,3,4
5893000
0
0
ISHARES MSCI INDIA ETF
ETP
46429B598
798
29000
SH
DFND
1,2,3,4
29000
0
0
ITAU UNIBANCO H-SPON PRF ADR
ADR
465562106
40461
6215175
SH
DFND
1,2,3,4
6215175
0
0
J2 GLOBAL INC
CV SR UNSEC NT CPDI
48123VAC6
87295
66159000
PRN
DFND
1,2,3,4
66159000
0
0
JARDEN CORP
CV SUB NT PNC
471109AM0
95021
77578000
PRN
DFND
1,2,3,4
77578000
0
0
JAZZ INVESTMENTS I LTD
CV SR UNSEC NT
472145AB7
100932
96080000
PRN
DFND
1,2,3,4
96080000
0
0
JD.COM INC-ADR
ADR
47215P106
46580
1443660
SH
DFND
1,2,3,4
1443660
0
0
JEFFERIES GROUP LLC
CV SR UNSEC NT PNC
472319AG7
12282
12290000
PRN
DFND
1,2,3,4
12290000
0
0
KB HOME
CV SR UNSEC NT
48666KAS8
2403
2650000
PRN
DFND
1,2,3,4
2650000
0
0
KEYW HOLDING CORP/THE
CV SR UNSEC NT
493723AA8
29928
40145000
PRN
DFND
1,2,3,4
40145000
0
0
LIBERTY MEDIA CORP
CV SR UNSEC NT
531229AB8
77760
78640000
PRN
DFND
1,2,3,4
78640000
0
0
LIBERTY VENTURES
COMMON STOCK CL A
53071M880
39471
875000
SH
DFND
1,2,3,4
875000
0
0
LINKEDIN CORP
CV SR UNSEC NT
53578AAB4
98813
94050000
PRN
DFND
1,2,3,4
94050000
0
0
MEDIDATA SOLUTIONS INC
CV SR UNSEC NT
58471AAB1
52146
47721000
PRN
DFND
1,2,3,4
47721000
0
0
MERITAGE HOMES CORP
CV SR UNSEC NT
59001AAR3
4855
4900000
PRN
DFND
1,2,3,4
4900000
0
0
MGIC INVESTMENT CORP
COMMON STOCK
552848103
79735
9030000
SH
DFND
1,2,3,4
9030000
0
0
MICRON TECHNOLOGY INC
CV SR UNSEC NT SER-G PNC
595112AY9
47196
56200000
PRN
DFND
1,2,3,4
56200000
0
0
MOBILE TELESYSTEMS PJSC
COMMON STOCK ADR
607409109
1844
298500
SH
DFND
1,2,3,4
298500
0
0
MODUSLINK GLOBAL SOLUTIONS INC
CV SR UNSEC NT
60786LAB3
4367
5590000
PRN
DFND
1,2,3,4
5590000
0
0
MOLINA HEALTHCARE INC
CV SR UNSEC NT
60855RAD2
19814
16345000
PRN
DFND
1,2,3,4
16345000
0
0
NEW MOUNTAIN FINANCE CORP
CV SR UNSEC NT
647551AB6
9058
9155000
PRN
DFND
1,2,3,4
9155000
0
0
NEWPARK RESOURCES INC
CV SR UNSEC NT
651718AC2
3648
4025000
PRN
DFND
1,2,3,4
4025000
0
0
NMI HOLDINGS INC
COMMON STOCK
629209305
38362
5666443
SH
DFND
1,2,3,4
5666443
0
0
NUANCE COMMUNICATIONS INC
CV SR UNSEC NT
67020YAF7
7106
7000000
PRN
DFND
1,2,3,4
7000000
0
0
NUANCE COMMUNICATIONS INC
CV SR UNSEC NT CPDI
67020YAG5
58016
53503000
PRN
DFND
1,2,3,4
53503000
0
0
NUVASIVE INC
CV SR UNSEC NT
670704AC9
32922
23918000
PRN
DFND
1,2,3,4
23918000
0
0
NXP SEMICONDUCTORS NV
CV SR UNSEC NT
62952QAB6
96154
87627000
PRN
DFND
1,2,3,4
87627000
0
0
OI SA
COMMON STOCK - ADR
670851302
765
1255018
SH
DFND
1,2,3,4
1255018
0
0
PAR PACIFIC HOLDINGS INC
COMMON STOCK
69888T207
4492
190862
SH
DFND
1,2,3,4
190862
0
0
PDL BIOPHARMA INC
CV SR UNSEC NT
69329YAF1
6595
8296000
PRN
DFND
1,2,3,4
8296000
0
0
PENNYMAC CORP
CV SR UNSEC NT REIT
70932AAB9
12982
14000000
PRN
DFND
1,2,3,4
14000000
0
0
PETROLEO BRASIL-SP PREF ADR
ADR
71654V101
31480
9258683
SH
DFND
1,2,3,4
9258683
0
0
PRA GROUP INC
CV SR UNSEC NT
73640QAB1
37004
44050000
PRN
DFND
1,2,3,4
44050000
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AS5
85442
71922000
PRN
DFND
1,2,3,4
71922000
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AX4
23166
23000000
PRN
DFND
1,2,3,4
23000000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAL6
12421
12705000
PRN
DFND
1,2,3,4
12705000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAQ5
3709
4257000
PRN
DFND
1,2,3,4
4257000
0
0
QIHOO 360 TECHNOLOGY CO LTD
CV SR UNSEC NT
74734MAE9
8263
8527000
PRN
DFND
1,2,3,4
8527000
0
0
RAIT FINANCIAL TRUST
CV SR UNSEC NT REIT
749227AB0
9913
12545000
PRN
DFND
1,2,3,4
12545000
0
0
RED HAT INC
CV SR UNSEC NT
756577AD4
114217
87195000
PRN
DFND
1,2,3,4
87195000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT REIT
758075AB1
8399
8936000
PRN
DFND
1,2,3,4
8936000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAA2
3274
3484000
PRN
DFND
1,2,3,4
3484000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAB0
7990
8276000
PRN
DFND
1,2,3,4
8276000
0
0
RTI INTERNATIONAL METALS INC
CV SR UNSEC NT
74973WAB3
65895
64242000
PRN
DFND
1,2,3,4
64242000
0
0
RWT HOLDINGS INC
CV SR UNSEC NT
749772AB5
32882
35475000
PRN
DFND
1,2,3,4
35475000
0
0
SALESFORCE.COM INC
CV SR UNSEC NT
79466LAD6
36244
28092000
PRN
DFND
1,2,3,4
28092000
0
0
SANDISK CORP
CV SR UNSEC NT
80004CAF8
63232
60500000
PRN
DFND
1,2,3,4
60500000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI
81170YAB5
10448
13058000
PRN
DFND
1,2,3,4
13058000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI PNC
811904AM3
30989
32900000
PRN
DFND
1,2,3,4
32900000
0
0
SERVICESOURCE INTERNATIONAL INC
CV SR UNSEC NT
81763UAB6
5464
6400000
PRN
DFND
1,2,3,4
6400000
0
0
SINA CORP/CHINA
CV SR UNSEC NT
82922RAD5
8132
8380000
PRN
DFND
1,2,3,4
8380000
0
0
SOLARCITY CORP
CV SR UNSEC NT
83416TAA8
33085
34200000
PRN
DFND
1,2,3,4
34200000
0
0
SOLARCITY CORP
CV SR UNSEC NT
83416TAC4
3224
4000000
PRN
DFND
1,2,3,4
4000000
0
0
SOLAZYME INC
CV SR SUB NT
83415TAC5
7561
15600000
PRN
DFND
1,2,3,4
15600000
0
0
SOUFUN HOLDINGS LTD
CV SR UNSEC NT
836034AB4
4889
5105000
PRN
DFND
1,2,3,4
5105000
0
0
SOUTHWESTERN ENERGY CO
CV PFD SER B STOCK
845467208
1485
80000
SH
DFND
1,2,3,4
80000
0
0
SPECTRANETICS CORP/THE
CV SR UNSEC NT PNC
84760CAA5
1514
2000000
PRN
DFND
1,2,3,4
2000000
0
0
SPECTRUM PHARMACEUTICALS INC
CV SR UNSEC NT
84763AAB4
2181
2470000
PRN
DFND
1,2,3,4
2470000
0
0
SPIRIT REALTY CAPITAL INC
CV SR UNSEC NT REIT
84860WAA0
7933
8275000
PRN
DFND
1,2,3,4
8275000
0
0
SPIRIT REALTY CAPITAL INC
CV SR UNSEC NT REIT
84860WAB8
26374
27750000
PRN
DFND
1,2,3,4
27750000
0
0
STAR BULK CARRIERS CORP
COMMON STOCK
Y8162K121
69167
114304005
SH
DFND
1,2,3,4
114304005
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAA3
3777
3700000
PRN
DFND
1,2,3,4
3700000
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAB1
11374
10911000
PRN
DFND
1,2,3,4
10911000
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAC9
12630
12775000
PRN
DFND
1,2,3,4
12775000
0
0
STARWOOD WAYPOINT RESIDENTIAL TRUST
CV SR UNSEC NT REIT
85571WAB5
6211
6650000
PRN
DFND
1,2,3,4
6650000
0
0
STARWOOD WAYPOINT RESIDENTIAL TRUST
CV SR UNSEC NT REIT
85571WAD1
4259
4250000
PRN
DFND
1,2,3,4
4250000
0
0
STONE ENERGY CORP
CV SR UNSEC NT
861642AN6
1444
2000000
PRN
DFND
1,2,3,4
2000000
0
0
STORE CAPITAL CORP
COMMON STOCK REIT
862121100
1631800
70336144
SH
DFND
1,2,3,4
70336144
0
0
SUNEDISON INC
CV SR UNSEC NT
86732YAC3
2804
5000000
PRN
DFND
1,2,3,4
5000000
0
0
SUNPOWER CORP
CV SR UNSEC NT
867652AJ8
3046
3514000
PRN
DFND
1,2,3,4
3514000
0
0
SYNCHRONOSS TECHNOLOGIES INC
CV SR UNSEC NT
87157BAA1
51554
51493000
PRN
DFND
1,2,3,4
51493000
0
0
TAIWAN SEMICONDUCTOR-SP ADR
ADR
874039100
101473
4460356
SH
DFND
1,2,3,4
4460356
0
0
TCP CAPITAL CORP
CV SR UNSEC NT
87238QAB9
13036
13198000
PRN
DFND
1,2,3,4
13198000
0
0
TELECOM ARGENTINA SA
COMMON STOCK ADR
879273209
8354
519851
SH
DFND
1,2,3,4
519851
0
0
TELEFONICA BRASIL-ADR
ADR
87936R106
18283
2024726
SH
DFND
1,2,3,4
2024726
0
0
TELIGENT INC
CV SR UNSEC NT PNC
449575AB5
7341
7445000
PRN
DFND
1,2,3,4
7445000
0
0
TERNIUM SA-SPONSORED ADR
ADR
880890108
1287
103500
SH
DFND
1,2,3,4
103500
0
0
TITAN MACHINERY INC
CV SR UNSEC NT
88830RAB7
10892
16400000
PRN
DFND
1,2,3,4
16400000
0
0
TOWNSQUARE MEDIA INC
COMMON STOCK
892231101
19079
1595224
SH
DFND
1,2,3,4
1595224
0
0
TPG SPECIALTY LENDING INC
CV SR UNSEC NT
87265KAB8
6185
6245000
PRN
DFND
1,2,3,4
6245000
0
0
TRIBUNE MEDIA CO
COMMON STOCK
896047503
478257
14145447
SH
DFND
1,2,3,4
14145447
0
0
TRIBUNE PUBLISHING CO
COMMON STOCK
896082104
43256
4691371
SH
DFND
1,2,3,4
4691371
0
0
TRINA SOLAR LTD
CV SR UNSEC NT
89628EAC8
19391
19760000
PRN
DFND
1,2,3,4
19760000
0
0
TRINA SOLAR LTD-SPON ADR
ADR
89628E104
40429
3668722
SH
DFND
1,2,3,4
3668722
0
0
TTM TECHNOLOGIES INC
CV SR UNSEC NT
87305RAD1
40375
44721000
PRN
DFND
1,2,3,4
44721000
0
0
TWITTER INC
CV SR UNSEC NT
90184LAB8
6815
8000000
PRN
DFND
1,2,3,4
8000000
0
0
VALE SA-SP ADR
ADR
91912E105
1054
320300
SH
DFND
1,2,3,4
320300
0
0
VALE SA-SP PREF ADR
ADR
91912E204
23132
9071485
SH
DFND
1,2,3,4
9071485
0
0
VECTOR GROUP LTD
CV SR UNSEC NT
92240MBC1
26428
23000000
PRN
DFND
1,2,3,4
23000000
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAA2
8903
9600000
PRN
DFND
1,2,3,4
9600000
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAB0
14446
16000000
PRN
DFND
1,2,3,4
16000000
0
0
VIMPELCOM LTD
COMMON STOCK ADR
92719A106
5507
1678900
SH
DFND
1,2,3,4
1678900
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK
928298108
18196
1510000
SH
DFND
1,2,3,4
1510000
0
0
WEB.COM GROUP INC
CV SR UNSEC NT PNC
94733AAA2
50112
53723000
PRN
DFND
1,2,3,4
53723000
0
0
WEBMD HEALTH CORP
CV SR UNSEC NT
94770VAF9
17071
16525000
PRN
DFND
1,2,3,4
16525000
0
0
WEBMD HEALTH CORP
CV SR UNSEC NT
94770VAH5
9804
9790000
PRN
DFND
1,2,3,4
9790000
0
0
WEBMD HEALTH CORP
CV UNSEC NT
94770VAK8
50912
45460000
PRN
DFND
1,2,3,4
45460000
0
0
WELLS FARGO & CO
7.50% CV PFD CL-A SER-L PERP PNC
949746804
8812
7602
SH
DFND
1,2,3,4
7602
0
0
WESTROCK CO
COMMON STOCK
96145D105
12539
274864
SH
DFND
1,2,3,4
274864
0
0
YANDEX NV
CV SR UNSEC NT
98474TAB3
15203
17427000
PRN
DFND
1,2,3,4
17427000
0
0
YANDEX NV
COMMON STOCK
N97284108
1030
65500
SH
DFND
1,2,3,4
65500
0
0
YPF S.A.-SPONSORED ADR
ADR
984245100
12358
786136
SH
DFND
1,2,3,4
786136
0
0
YY INC
CV SR UNSEC NT
98426TAB2
5612
5815000
PRN
DFND
1,2,3,4
5815000
0
0