0000949509-17-000004.txt : 20170515
0000949509-17-000004.hdr.sgml : 20170515
20170512174446
ACCESSION NUMBER: 0000949509-17-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170515
DATE AS OF CHANGE: 20170512
EFFECTIVENESS DATE: 20170515
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: 17840203
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
03-31-2017
03-31-2017
OAKTREE CAPITAL MANAGEMENT LP
333 S GRAND AVE 28TH FL
LOS ANGELES
CA
90071
13F HOLDINGS REPORT
028-05050
N
Andy Hottovy
Senior Vice President
213-830-6315
Andy Hottovy
Los Angeles
CA
05-12-2017
5
193
6875074
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
0001692234
028-17598
Russell Investments Group, Ltd.
INFORMATION TABLE
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1Q17_13F_XML.xml
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CV SR UNSEC NT PNC
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31980
37450000
PRN
DFND
1,2,3,4
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0
0
ADVANCEPIERRE FOODS HOLDINGS INC
COMMON STOCK
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31732120
SH
DFND
1,2,3,4
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AEGEAN MARINE PETROLEUM NETWORK INC
CV SR UNSEC NT PNC
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PRN
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AEGERION PHARMACEUTICALS INC
CV SR UNSEC NT
00767EAB8
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7250000
PRN
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1,2,3,4
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ALASKA COMMUNICATIONS SYSTEMS GROUP INC
CV SR SUB NT
01167PAE1
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1227000
PRN
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1,2,3,4
1227000
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ALIBABA GROUP HOLDING-SP ADR
ADR
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69324
643156
SH
DFND
1,2,3,4
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ALLERGAN PLC
5.50% MAND CV PFD SER A
00BY9D6T8
56845
67000
SH
DFND
1,2,3,4
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ALLY FINANCIAL INC
COMMON STOCK
02005N100
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DFND
1,2,3,4
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ALON USA ENERGY INC
CV SR UNSEC NT
020520AB8
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PRN
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AMBEV SA-ADR
ADR
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AMERICA MOVIL-SPN ADR CL L
ADR
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AMTRUST FINANCIAL SERVICES INC
CV SR UNSEC NT PNC CPDI
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26674
35901000
PRN
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1,2,3,4
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ANGLOGOLD ASHANTI-SPON ADR
ADR
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2746100
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DFND
1,2,3,4
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ANTHEM INC
5.25% CV MAND PFD
036752202
33508
657000
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DFND
1,2,3,4
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APOLLO COMMERCIAL REAL ESTATE FINANCE INC
CV SR UNSEC NT REIT
03762UAA3
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PRN
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1,2,3,4
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AVID TECHNOLOGY INC
CV SR UNSEC NT
05367PAB6
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5000000
PRN
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1,2,3,4
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7.250000% CV PFD PERPETUAL PNC
060505682
4184
3500
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DFND
1,2,3,4
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0
BELLATRIX EXPLORATION LTD
COMMON STOCK
078314101
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18750000
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DFND
1,2,3,4
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BIOMARIN PHARMACEUTICAL INC
CV SR SUB NT
09061GAE1
36696
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PRN
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BLACKROCK CAPITAL INVESTMENT CORP
CV SR UNSEC NT
092533AB4
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PRN
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1,2,3,4
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BLACKSTONE MORTGAGE TRUST INC
CV SR UNSEC NT REIT
09257WAA8
15862
13826000
PRN
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1,2,3,4
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BLUCORA INC
CV SR UNSEC NT
095229AB6
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PRN
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1,2,3,4
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BROOKDALE SENIOR LIVING INC
CV SR UNSEC NT
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19226
19500000
PRN
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1,2,3,4
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CALATLANTIC GROUP INC
CV SR UNSEC NT PNC
783764AS2
20809
22050000
PRN
DFND
1,2,3,4
22050000
0
0
CANADIAN SOLAR INC
CV SR UNSEC NT PNC
136635AE9
2359
2500000
PRN
DFND
1,2,3,4
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CAPITAL PRODUCT PARTNERS LP
COMMON STOCK
Y11082107
2925
819228
SH
DFND
1,2,3,4
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0
CARDTRONICS INC
CV SR UNSEC NT
14161HAG3
28465
26175000
PRN
DFND
1,2,3,4
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CEMEX SAB DE CV
COMMON STOCK ADR
151290889
62548
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SH
DFND
1,2,3,4
6898566
0
0
CEMEX SAB DE CV
CV SUB NT
151290BR3
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90950000
PRN
DFND
1,2,3,4
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CENTURY COMMUNITIES INC
COMMON STOCK
156504300
37313
1469003
SH
DFND
1,2,3,4
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0
CHART INDUSTRIES INC
CV SR SUB NT
16115QAC4
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16000000
PRN
DFND
1,2,3,4
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0
CHENIERE ENERGY INC
CV SR UNSEC NT PNC
16411RAG4
18467
27116000
PRN
DFND
1,2,3,4
27116000
0
0
CHINA MOBILE LTD-SPON ADR
ADR
16941M109
1311
23741
SH
DFND
1,2,3,4
23741
0
0
CITRIX SYSTEMS INC
CV SR UNSEC NT
177376AD2
41320
32787000
PRN
DFND
1,2,3,4
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0
CLOVIS ONCOLOGY INC
CV SR UNSEC NT PNC
189464AB6
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PRN
DFND
1,2,3,4
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CNOOC LTD-SPON ADR
ADR
126132109
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SH
DFND
1,2,3,4
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COLONY NORTHSTAR INC
CV SR UNSEC NT REIT PNC
19624RAA4
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PRN
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1,2,3,4
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0
COLONY NORTHSTAR INC
CV SR UNSEC NT REIT PNC
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PRN
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COMSTOCK RESOURCES INC
CV SEC 2ND LIEN PIK NT PNC
205768AM6
16385
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PRN
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1,2,3,4
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COMSTOCK RESOURCES INC
CV SEC 2ND LIEN PIK NT PNC
205768AN4
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PRN
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1,2,3,4
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CONTANGO OIL & GAS CO
COMMON STOCK
21075N204
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1296813
SH
DFND
1,2,3,4
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0
0
CSG SYSTEMS INTERNATIONAL INC
CV SR UNSEC NT PNC
126349AF6
12326
11838000
PRN
DFND
1,2,3,4
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0
CTRIP.COM INTERNATIONAL LTD
CV SR UNSEC NT (SERIES: C)
22943FAF7
46139
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PRN
DFND
1,2,3,4
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0
0
DHT HOLDINGS INC
CV SR UNSEC NT PNC
23335SAB2
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9000000
PRN
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1,2,3,4
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0
0
DYCOM INDUSTRIES INC
CV SR UNSEC NT
267475AB7
10343
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PRN
DFND
1,2,3,4
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DYNEGY INC
COMMON STOCK
26817R108
66215
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DFND
1,2,3,4
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EAGLE BULK SHIPPING INC
COMMON STOCK
Y2187A143
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DFND
1,2,3,4
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EGALET CORP
CV SR UNSEC NT
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PRN
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ELECTRONICS FOR IMAGING INC
CV SR UNSEC NT
286082AC6
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PRN
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ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
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PRN
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ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AH5
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PRN
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0
ENDOLOGIX INC
CV SR UNSEC NT PNC
29266SAA4
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PRN
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ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
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SH
DFND
1,2,3,4
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ENERNOC INC
CV SR UNSEC NT
292764AB3
2581
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PRN
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1,2,3,4
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ENVESTNET INC
CV SR UNSEC NT
29404KAA4
8951
9559000
PRN
DFND
1,2,3,4
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EXCO RESOURCES INC
COMMON STOCK
269279402
19076
30773682
SH
DFND
1,2,3,4
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0
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EXTRACTION OIL & GAS INC
COMMON STOCK
30227M105
3761
202787
SH
DFND
1,2,3,4
202787
0
0
EZCORP INC
CV SR UNSEC MULTI CPN NT
302301AB2
20252
21703000
PRN
DFND
1,2,3,4
21703000
0
0
FINISAR CORP
CV SR UNSEC NT
31787AAM3
31738
27950000
PRN
DFND
1,2,3,4
27950000
0
0
FIRST BANCORP/PUERTO RICO
COMMON STOCK
318672706
113006
20001066
SH
DFND
1,2,3,4
20001066
0
0
FLUIDIGM CORP
CV SR UNSEC NT PNC
34385PAA6
2906
4273000
PRN
DFND
1,2,3,4
4273000
0
0
FORESTAR GROUP INC
CV SR UNSEC NT
346232AB7
8409
8400000
PRN
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1,2,3,4
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0
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GAIN CAPITAL HOLDINGS INC
CV SR UNSEC NT PNC
36268WAB6
11346
11350000
PRN
DFND
1,2,3,4
11350000
0
0
GENER8 MARITIME INC
COMMON STOCK
Y26889108
74010
13052534
SH
DFND
1,2,3,4
13052534
0
0
GENERAL CABLE CORP
CV SUB NT MULTI-CPN PNC
369300AL2
22112
28350000
PRN
DFND
1,2,3,4
28350000
0
0
GERDAU SA -SPON ADR
ADR
373737105
21584
6259033
SH
DFND
1,2,3,4
6259033
0
0
GLOBAL EAGLE ENTERTAINMENT INC
CV SR UNSEC NT PNC
37951DAB8
1779
3500000
PRN
DFND
1,2,3,4
3500000
0
0
GOGO INC
CV SR UNSEC NT
38046CAB5
3327
4000000
PRN
DFND
1,2,3,4
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GSV CAPITAL CORP
CV SR UNSEC NT
36191JAB7
6335
6400000
PRN
DFND
1,2,3,4
6400000
0
0
HCI GROUP INC
CV SR UNSEC NT
40416EAB9
11461
11500000
PRN
DFND
1,2,3,4
11500000
0
0
HEALTHSOUTH CORP
CV SR SUB NT CPDI PNC
421924BL4
37024
30186000
PRN
DFND
1,2,3,4
30186000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT CPDI
42330PAG2
12813
13000000
PRN
DFND
1,2,3,4
13000000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT PNC
42330PAH0
2962
3029000
PRN
DFND
1,2,3,4
3029000
0
0
HURON CONSULTING GROUP INC
CV SR UNSEC NT
447462AB8
1551
1664000
PRN
DFND
1,2,3,4
1664000
0
0
ICICI BANK LTD-SPON ADR
ADR
45104G104
56871
6616322
SH
DFND
1,2,3,4
6616322
0
0
ICONIX BRAND GROUP INC
CV SR SUB NT
451055AF4
5744
6000000
PRN
DFND
1,2,3,4
6000000
0
0
IMMUNOMEDICS INC
CV SR UNSEC NT
452907AK4
1054
750000
PRN
DFND
1,2,3,4
750000
0
0
INFOSYS LTD-SP ADR
ADR
456788108
478
31181
SH
DFND
1,2,3,4
31181
0
0
INNOVIVA INC
CV SUB NT
88338TAB0
27580
28890000
PRN
DFND
1,2,3,4
28890000
0
0
INSEEGO CORP
CV SR UNSEC NT PNC
45782BAA2
2217
2500000
PRN
DFND
1,2,3,4
2500000
0
0
INTEGRATED DEVICE TECHNOLOGY INC
CV SR UNSEC NT
458118AC0
48224
47857000
PRN
DFND
1,2,3,4
47857000
0
0
INTERDIGITAL INC/PA
CV SR UNSEC NT
458660AD9
32177
24717000
PRN
DFND
1,2,3,4
24717000
0
0
IONIS PHARMACEUTICALS INC
CV SR UNSEC NT
464337AJ3
12915
13350000
PRN
DFND
1,2,3,4
13350000
0
0
IRONWOOD PHARMACEUTICALS INC
CV SR UNSEC NT
46333XAD0
38714
30958000
PRN
DFND
1,2,3,4
30958000
0
0
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF
ETF
464288513
12289
140000
SH
Put
DFND
1,2,3,4
140000
0
0
ISHARES MSCI INDIA ETF
ETP
46429B598
567
19400
SH
DFND
1,2,3,4
19400
0
0
ITAU UNIBANCO H-SPON PRF ADR
ADR
465562106
90555
7506320
SH
DFND
1,2,3,4
7506320
0
0
J2 GLOBAL INC
CV SR UNSEC NT CPDI
48123VAC6
36650
27037000
PRN
DFND
1,2,3,4
27037000
0
0
JAZZ INVESTMENTS I LTD
CV SR UNSEC NT PNC
472145AB7
39231
36497000
PRN
DFND
1,2,3,4
36497000
0
0
JEFFERIES GROUP LLC
CV SR UNSEC NT PNC
472319AG7
19115
18844000
PRN
DFND
1,2,3,4
18844000
0
0
KB HOME
CV SR UNSEC NT
48666KAS8
6163
6000000
PRN
DFND
1,2,3,4
6000000
0
0
KEYW HOLDING CORP/THE
CV SR UNSEC NT
493723AA8
7716
8005000
PRN
DFND
1,2,3,4
8005000
0
0
LIBERTY INTERACTIVE LLC
CV SR UNSEC NT 144A (EX: CHTR)
530610AD6
68589
60850000
PRN
DFND
1,2,3,4
60850000
0
0
LIBERTY MEDIA CORP
CV SR UNSEC NT (BASKET: LMCA/FWONA...)
531229AB8
16309
14570000
PRN
DFND
1,2,3,4
14570000
0
0
LIBERTY MEDIA CORP-LIBERTY BRAVES
COMMON STOCK
531229888
22895
968078
SH
DFND
1,2,3,4
968078
0
0
LIBERTY VENTURES
COMMON STOCK
53071M856
26433
594270
SH
DFND
1,2,3,4
594270
0
0
LIVE NATION ENTERTAINMENT INC
CV SR UNSEC NT
538034AJ8
36984
33967000
PRN
DFND
1,2,3,4
33967000
0
0
M/I HOMES INC
CV SR SUB NT PNC
55292PAB1
6558
6470000
PRN
DFND
1,2,3,4
6470000
0
0
MAGNACHIP SEMICONDUCTOR CORP
COMMON STOCK
55933J203
11988
1255275
SH
DFND
1,2,3,4
1255275
0
0
MATLIN AND PARTNERS ACQUISITION CORP
COMMON STOCK
57682V205
15030
1500000
SH
DFND
1,2,3,4
1500000
0
0
MELCO RESORTS & ENTERT-ADR
ADR
585464100
2001
107927
SH
DFND
1,2,3,4
107927
0
0
MERITAGE HOMES CORP
CV SR UNSEC NT
59001AAR3
19271
19184000
PRN
DFND
1,2,3,4
19184000
0
0
MERITOR INC
CV SR UNSEC STEP CPN NT
043353AH4
8714
8301000
PRN
DFND
1,2,3,4
8301000
0
0
MGIC INVESTMENT CORP
COMMON STOCK
552848103
46264
4567000
SH
DFND
1,2,3,4
4567000
0
0
MGIC INVESTMENT CORP
CV SR UNSEC NT
552848AD5
7712
7643000
PRN
DFND
1,2,3,4
7643000
0
0
MICRON TECHNOLOGY INC
CV SR UNSEC NT SER-G PNC
595112AY9
90343
80729000
PRN
DFND
1,2,3,4
80729000
0
0
MIDSTATES PETROLEUM CO INC
COMMON STOCK
59804T407
1007
54548
SH
DFND
1,2,3,4
54548
0
0
MOBILE TELESYSTEMS PJSC
COMMON STOCK ADR
607409109
3292
298500
SH
DFND
1,2,3,4
298500
0
0
MODUSLINK GLOBAL SOLUTIONS INC
CV SR UNSEC NT
60786LAB3
3196
3400000
PRN
DFND
1,2,3,4
3400000
0
0
NACCO INDUSTRIES INC
COMMON STOCK
629579103
6840
98000
SH
DFND
1,2,3,4
98000
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COMMON STOCK
63861C109
25372
1609891
SH
DFND
1,2,3,4
1609891
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COMMON STOCK
63861C109
3152
200000
SH
Call
DFND
1,2,3,4
200000
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAQ1
5826
6000000
PRN
DFND
1,2,3,4
6000000
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAS7
7486
7750000
PRN
DFND
1,2,3,4
7750000
0
0
NETEASE INC-ADR
ADR
64110W102
11945
42080
SH
DFND
1,2,3,4
42080
0
0
NEVRO CORP
CV SR UNSEC NT
64157FAA1
33841
27840000
PRN
DFND
1,2,3,4
27840000
0
0
NEW MOUNTAIN FINANCE CORP
CV SR UNSEC NT
647551AB6
14597
14021000
PRN
DFND
1,2,3,4
14021000
0
0
NEW YORK MORTGAGE TRUST INC
CV SR UNSEC NT
649604AD7
9843
10000000
PRN
DFND
1,2,3,4
10000000
0
0
NEWPARK RESOURCES INC
CV SR UNSEC NT
651718AC2
4023
3921000
PRN
DFND
1,2,3,4
3921000
0
0
NMI HOLDINGS INC
COMMON STOCK
629209305
66308
5816443
SH
DFND
1,2,3,4
5816443
0
0
NUANCE COMMUNICATIONS INC
CV SR UNSEC NT CPDI
67020YAG5
29868
28900000
PRN
DFND
1,2,3,4
28900000
0
0
NUVASIVE INC
CV SR UNSEC NT PNC
670704AG0
46263
33765000
PRN
DFND
1,2,3,4
33765000
0
0
ON SEMICONDUCTOR CORP
CV SR UNSEC NT
682189AK1
72938
66395000
PRN
DFND
1,2,3,4
66395000
0
0
PAR PACIFIC HOLDINGS INC
COMMON STOCK
69888T207
3147
190862
SH
DFND
1,2,3,4
190862
0
0
PATTERN ENERGY GROUP INC
CV SR UNSEC NT
70338PAB6
2993
3000000
PRN
DFND
1,2,3,4
3000000
0
0
PDC ENERGY INC
CV SR UNSEC NT
69327RAD3
5209
5034000
PRN
DFND
1,2,3,4
5034000
0
0
PDL BIOPHARMA INC
CV SR UNSEC NT
69329YAF1
9157
9200000
PRN
DFND
1,2,3,4
9200000
0
0
PENNYMAC CORP
CV SR UNSEC NT REIT
70932AAB9
21947
22577000
PRN
DFND
1,2,3,4
22577000
0
0
PRA GROUP INC
CV SR UNSEC NT
73640QAB1
38054
41944000
PRN
DFND
1,2,3,4
41944000
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AS5
8815
6177000
PRN
DFND
1,2,3,4
6177000
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AX4
65974
58574000
PRN
DFND
1,2,3,4
58574000
0
0
PROOFPOINT INC
CV SR UNSEC NT PNC
743424AD5
23115
20220000
PRN
DFND
1,2,3,4
20220000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAK8
1014
1000000
PRN
DFND
1,2,3,4
1000000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAQ5
21035
21250000
PRN
DFND
1,2,3,4
21250000
0
0
PTC THERAPEUTICS INC
CV SR UNSEC NT PNC
69366JAB7
1691
2600000
PRN
DFND
1,2,3,4
2600000
0
0
RAIT FINANCIAL TRUST
CV SR UNSEC NT REIT
749227AB0
16149
16700000
PRN
DFND
1,2,3,4
16700000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT
749772AB5
12970
12567000
PRN
DFND
1,2,3,4
12567000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT REIT
758075AB1
8988
8908000
PRN
DFND
1,2,3,4
8908000
0
0
RENEWABLE ENERGY GROUP INC
CV SR UNSEC NT
75972AAA1
3558
3509000
PRN
DFND
1,2,3,4
3509000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAA2
12233
12188000
PRN
DFND
1,2,3,4
12188000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAB0
16836
16723000
PRN
DFND
1,2,3,4
16723000
0
0
ROVI CORP
CV SR UNSEC NT (ACQUIRED BY: TIVO)
779376AD4
6186
6335000
PRN
DFND
1,2,3,4
6335000
0
0
RTI INTERNATIONAL METALS INC
CV SR UNSEC NT
74973WAB3
20402
17500000
PRN
DFND
1,2,3,4
17500000
0
0
SANCHEZ ENERGY CORP
COMMON STOCK
79970Y105
372
39177
SH
DFND
1,2,3,4
39177
0
0
SANDRIDGE ENERGY INC
COMMON STOCK
80007P869
2496
135000
SH
DFND
1,2,3,4
135000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI
81170YAB5
47238
52585000
PRN
DFND
1,2,3,4
52585000
0
0
SHIP FINANCE INTERNATIONAL LTD
CV SR UNSEC NT
G81075AF3
16197
16350000
PRN
DFND
1,2,3,4
16350000
0
0
SILVER STANDARD RESOURCES INC
CV SR UNSEC NT PNC
82823LAC0
30650
31108000
PRN
DFND
1,2,3,4
31108000
0
0
SOLARCITY CORP
CV SR UNSEC NT
83416TAC4
49310
55000000
PRN
DFND
1,2,3,4
55000000
0
0
SPDR S&P500 ETF TRUST
ETF
78462F103
31825
135000
SH
Put
DFND
1,2,3,4
135000
0
0
SPDR S&P500 ETF TRUST
ETF
78462F103
412545
1750000
SH
Call
DFND
1,2,3,4
1750000
0
0
SPECTRANETICS CORP/THE
CV SR UNSEC NT PNC
84760CAA5
36023
31704000
PRN
DFND
1,2,3,4
31704000
0
0
SPECTRUM PHARMACEUTICALS INC
CV SR UNSEC NT
84763AAB4
12777
12619000
PRN
DFND
1,2,3,4
12619000
0
0
STAR BULK CARRIERS CORP
COMMON STOCK
Y8162K204
385382
32439506
SH
DFND
1,2,3,4
32439506
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAA3
13032
11902000
PRN
DFND
1,2,3,4
11902000
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAC9
3556
3500000
PRN
DFND
1,2,3,4
3500000
0
0
STONEMOR PARTNERS LP
COMMON STOCK
86183Q100
9912
1250000
SH
DFND
1,2,3,4
1250000
0
0
SUNOCO LOGISTICS PARTNERS LP
COMMON STOCK
86764L108
6520
267000
SH
DFND
1,2,3,4
267000
0
0
SUNOPTA INC
COMMON STOCK
8676EP108
20850
3000000
SH
DFND
1,2,3,4
3000000
0
0
SUNPOWER CORP
CV SR UNSEC NT
867652AL3
7071
9000000
PRN
DFND
1,2,3,4
9000000
0
0
TAIWAN SEMICONDUCTOR-SP ADR
ADR
874039100
124883
3804736
SH
DFND
1,2,3,4
3804736
0
0
TCP CAPITAL CORP
CV SR UNSEC NT
87238QAB9
15295
14600000
PRN
DFND
1,2,3,4
14600000
0
0
TELEFONICA BRASIL-ADR
ADR
87936R106
32583
2195204
SH
DFND
1,2,3,4
2195204
0
0
TELIGENT INC
CV SR UNSEC NT PNC
449575AB5
13859
13750000
PRN
DFND
1,2,3,4
13750000
0
0
TESLA INC
CV SR UNSEC NT
88160RAC5
67175
68525000
PRN
DFND
1,2,3,4
68525000
0
0
TESLA INC
CV SR UNSEC NT
88160RAD3
10434
10000000
PRN
DFND
1,2,3,4
10000000
0
0
TICC CAPITAL CORP
CV SR UNSEC NT
87244TAB5
12684
12500000
PRN
DFND
1,2,3,4
12500000
0
0
TITAN MACHINERY INC
CV SR UNSEC NT
88830RAB7
11878
12307000
PRN
DFND
1,2,3,4
12307000
0
0
TOLL BROTHERS FINANCE CORP
CV SR UNSEC NT CPDI
88947EAM2
17489
17599000
PRN
DFND
1,2,3,4
17599000
0
0
TOWNSQUARE MEDIA INC
COMMON STOCK
892231101
19430
1595224
SH
DFND
1,2,3,4
1595224
0
0
TPG SPECIALTY LENDING INC
CV SR UNSEC NT
87265KAB8
15799
15350000
PRN
DFND
1,2,3,4
15350000
0
0
TRIBUNE MEDIA CO
COMMON STOCK
896047503
528677
14184998
SH
DFND
1,2,3,4
14184998
0
0
TWO HARBORS INVESTMENT CORP
CV SR UNSEC NT
90187BAA9
10209
9900000
PRN
DFND
1,2,3,4
9900000
0
0
VALE SA
COMMON STOCK
91912E105
11846
1247000
SH
DFND
1,2,3,4
1247000
0
0
VALE SA-SP PREF ADR
ADR
91912E204
46105
5136879
SH
DFND
1,2,3,4
5136879
0
0
VECTOR GROUP LTD
CV SR UNSEC NT VARIABLE
92240MBC1
34584
30500000
PRN
DFND
1,2,3,4
30500000
0
0
VEECO INSTRUMENTS INC
CV SR UNSEC NT PNC
922417AD2
33700
32245000
PRN
DFND
1,2,3,4
32245000
0
0
VEON LTD
COMMON STOCK ADR
91822M106
6850
1678900
SH
DFND
1,2,3,4
1678900
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAA2
19833
19746000
PRN
DFND
1,2,3,4
19746000
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAB0
892
885000
PRN
DFND
1,2,3,4
885000
0
0
VERINT SYSTEMS INC
CV SR UNSEC NT
92343XAA8
40628
41129000
PRN
DFND
1,2,3,4
41129000
0
0
VERSO CORP
COMMON STOCK
92531L207
18095
3015680
SH
DFND
1,2,3,4
3015680
0
0
VIAVI SOLUTIONS INC
CV SR UNSEC NT
46612JAF8
31787
28455000
PRN
DFND
1,2,3,4
28455000
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK
928298108
18841
1145367
SH
DFND
1,2,3,4
1145367
0
0
WEATHERFORD INTERNATIONAL LTD
CV SR UNSEC NT
947075AH0
55014
42615000
PRN
DFND
1,2,3,4
42615000
0
0
WHITING PETROLEUM CORP
CV SR UNSEC NT
966387AL6
14022
16000000
PRN
DFND
1,2,3,4
16000000
0
0
WPX ENERGY INC
6.25% MAND CV PFD
98212B202
15394
254690
SH
DFND
1,2,3,4
254690
0
0
WRIGHT MEDICAL GROUP INC
CV SR UNSEC NT
98235TAE7
58519
49000000
PRN
DFND
1,2,3,4
49000000
0
0
YAHOO! INC
COMMON STOCK
984332106
40841
880000
SH
DFND
1,2,3,4
880000
0
0
YANDEX NV
CV SR UNSEC NT
98474TAB3
6180
6423000
PRN
DFND
1,2,3,4
6423000
0
0
YANDEX NV
COMMON STOCK
N97284108
1436
65500
SH
DFND
1,2,3,4
65500
0
0
YY INC
CV SR UNSEC NT
98426TAB2
7198
7184000
PRN
DFND
1,2,3,4
7184000
0
0