0000949509-16-000017.txt : 20161114
0000949509-16-000017.hdr.sgml : 20161111
20161114135708
ACCESSION NUMBER: 0000949509-16-000017
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160930
FILED AS OF DATE: 20161114
DATE AS OF CHANGE: 20161114
EFFECTIVENESS DATE: 20161114
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: 161993451
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
09-30-2016
09-30-2016
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
11-14-2016
5
187
7708914
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
3Q16_13F_XML.xml
51JOB INC
CV SR NT
316827AC8
40837
38363000
PRN
DFND
1,2,3,4
38363000
0
0
ADVANCEPIERRE FOODS HOLDINGS INC
COMMON STOCK
00782L107
1192481
43268538
SH
DFND
1,2,3,4
43268538
0
0
AEGEAN MARINE PETROLEUM NETWORK INC
CV SR UNSEC NT PNC
Y0020QAA9
11628
11599000
PRN
DFND
1,2,3,4
11599000
0
0
AEGERION PHARMACEUTICALS
CV SR UNSEC NT
00767EAB8
1331
2000000
PRN
DFND
1,2,3,4
2000000
0
0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC
CV SR SUB NT
01167PAE1
2514
2542000
PRN
DFND
1,2,3,4
2542000
0
0
ALIBABA GROUP HOLDING-SP ADR
ADR
01609W102
59238
560148
SH
DFND
1,2,3,4
560148
0
0
ALLERGAN PLC
PFD CONV SER A
G0177J116
5062
6183
SH
DFND
1,2,3,4
6183
0
0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
CV SR UNSEC NT
01988PAD0
23689
23058000
PRN
DFND
1,2,3,4
23058000
0
0
ALLY FINANCIAL INC
COMMON STOCK
02005N100
202516
10401462
SH
DFND
1,2,3,4
10401462
0
0
ALON USA ENERGY INC
CV SR UNSEC NT
020520AB8
10216
10667000
PRN
DFND
1,2,3,4
10667000
0
0
AMBEV SA-ADR
ADR
02319V103
22694
3727958
SH
DFND
1,2,3,4
3727958
0
0
AMERICAN TOWER CORP
5.50% MAND CV SER-B PFD REIT
03027X407
70491
643239
SH
DFND
1,2,3,4
643239
0
0
AMTRUST FINANCIAL SERVICES INC
CV SR UNSEC NT PNC CPDI
032359AG6
41190
47576000
PRN
DFND
1,2,3,4
47576000
0
0
ANGLOGOLD ASHANTI-SPON ADR
ADR
035128206
24241
1523352
SH
DFND
1,2,3,4
1523352
0
0
ANI PHARMACEUTICALS INC
CV SR UNSEC NT
00182CAA1
1284
1042000
PRN
DFND
1,2,3,4
1042000
0
0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
CV SR UNSEC NT REIT
03762UAA3
29293
28470000
PRN
DFND
1,2,3,4
28470000
0
0
APOLLO GLOBAL MANAGEMENT LLC
COMMON STOCK
037612306
6355
353842
SH
DFND
1,2,3,4
353842
0
0
ARES CAPITAL CORP
CV SR UNSEC NT
04010LAG8
5130
5045000
PRN
DFND
1,2,3,4
5045000
0
0
ARRAY BIOPHARMA INC
CV SR UNSEC NT PNC
04269XAA3
23231
19600000
PRN
DFND
1,2,3,4
19600000
0
0
AVID TECHNOLOGY INC
CV SR UNSEC NT
05367PAB6
13689
17000000
PRN
DFND
1,2,3,4
17000000
0
0
BAIDU INC - SPON ADR
ADR
056752108
1496
8214
SH
DFND
1,2,3,4
8214
0
0
BANNER CORP
COMMON STOCK
06652V208
108182
2473283
SH
DFND
1,2,3,4
2473283
0
0
BELLATRIX EXPLORATION LTD
COMMON STOCK
078314101
9974
11600000
SH
DFND
1,2,3,4
11600000
0
0
BIOMARIN PHARMACEUTICAL INC
CV SR SUB NT
09061GAE1
45625
38073000
PRN
DFND
1,2,3,4
38073000
0
0
BLACKROCK CAPITAL INVESTMENT CORP
CV SR UNSEC NT
092533AB4
6222
6000000
PRN
DFND
1,2,3,4
6000000
0
0
BLACKSTONE MORTGAGE TRUST INC
CV SR UNSEC NT REIT
09257WAA8
28396
25826000
PRN
DFND
1,2,3,4
25826000
0
0
BLUCORA INC
CV SR UNSEC NT
095229AB6
13350
13868000
PRN
DFND
1,2,3,4
13868000
0
0
BROADSOFT INC
CV SR UNSEC NT
11133BAD4
12428
9326000
PRN
DFND
1,2,3,4
9326000
0
0
CALATLANTIC GROUP INC
CV SR UNSEC NT PNC
783764AS2
4686
5000000
PRN
DFND
1,2,3,4
5000000
0
0
CANADIAN SOLAR INC
CV SR UNSEC NT PNC
136635AE9
13140
14675000
PRN
DFND
1,2,3,4
14675000
0
0
CAPITAL PRODUCT PARTNERS LP
COMMON STOCK
Y11082107
2671
819228
SH
DFND
1,2,3,4
819228
0
0
CARDTRONICS INC
CV SR UNSEC NT
14161HAG3
59301
55725000
PRN
DFND
1,2,3,4
55725000
0
0
CATERPILLAR INC
COMMON STOCK
149123101
3625
41200
SH
Put
DFND
1,2,3,4
41200
0
0
CEMEX SAB DE CV
COMMON STOCK ADR
151290889
53868
6786681
SH
DFND
1,2,3,4
6786681
0
0
CEMEX SAB DE CV
CV SUB NT
151290BR3
102720
97548000
PRN
DFND
1,2,3,4
97548000
0
0
CENTURY COMMUNITIES INC
COMMON STOCK
156504300
31598
1469003
SH
DFND
1,2,3,4
1469003
0
0
CEPHEID
CV SR UNSEC NT
15670RAC1
4160
4000000
PRN
DFND
1,2,3,4
4000000
0
0
CHART INDUSTRIES INC
CV SR SUB NT
16115QAC4
13797
14000000
PRN
DFND
1,2,3,4
14000000
0
0
CHENIERE ENERGY INC
CV SR UNSEC NT PNC
16411RAG4
28368
44312000
PRN
DFND
1,2,3,4
44312000
0
0
CITRIX SYSTEMS INC
CV SR UNSEC NT
177376AD2
114964
101437000
PRN
DFND
1,2,3,4
101437000
0
0
CLOVIS ONCOLOGY INC
CV SR UNSEC NT PNC
189464AB6
1926
2000000
PRN
DFND
1,2,3,4
2000000
0
0
CNOOC LTD-SPON ADR
ADR
126132109
21159
167337
SH
DFND
1,2,3,4
167337
0
0
COLONY CAPITAL INC
CV SR UNSEC NT REIT PNC
19624RAA4
27360
27393000
PRN
DFND
1,2,3,4
27393000
0
0
COLONY CAPITAL INC
CV SR UNSEC NT REIT PNC
19624RAB2
14735
15127000
PRN
DFND
1,2,3,4
15127000
0
0
COLONY STARWOOD HOMES
CV SR UNSEC NT REIT
85571WAB5
7768
7070000
PRN
DFND
1,2,3,4
7070000
0
0
CONTANGO OIL & GAS CO
COMMON STOCK
21075N204
13254
1296813
SH
DFND
1,2,3,4
1296813
0
0
CONTINENTAL RESOURCES INC/OK
COMMON STOCK
212015101
20784
400000
SH
Put
DFND
1,2,3,4
400000
0
0
CORENERGY INFRASTRUCTURE TRUST INC
CV SR UNSEC NT REIT
21870UAA4
9656
9500000
PRN
DFND
1,2,3,4
9500000
0
0
CTRIP.COM INTERNATIONAL LTD
CV SR UNSEC NT 144A
22943FAL4
20256
20000000
PRN
DFND
1,2,3,4
20000000
0
0
CTRIP.COM INTERNATIONAL LTD
CV SR UNSEC NT
22943FAF7
80702
74115000
PRN
DFND
1,2,3,4
74115000
0
0
DEPOMED INC
CV SR UNSEC NT PNC
249908AA2
36175
25362000
PRN
DFND
1,2,3,4
25362000
0
0
DYCOM INDUSTRIES INC
CV SR UNSEC NT
267475AB7
54112
49417000
PRN
DFND
1,2,3,4
49417000
0
0
DYNEGY INC
COMMON STOCK
26817R108
104377
8424322
SH
DFND
1,2,3,4
8424322
0
0
EAGLE BULK SHIPPING INC
COMMON STOCK
Y2187A143
5553
785363
SH
DFND
1,2,3,4
785363
0
0
ECHO GLOBAL LOGISTICS INC
CV SR UNSEC NT
27875TAA9
20056
21153000
PRN
DFND
1,2,3,4
21153000
0
0
ELECTRONICS FOR IMAGING INC
CV SR UNSEC NT
286082AC6
57166
51523000
PRN
DFND
1,2,3,4
51523000
0
0
ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AF9
23184
27805000
PRN
DFND
1,2,3,4
27805000
0
0
ENDOLOGIX INC
CV SR UNSEC NT PNC
29266SAA4
8711
9000000
PRN
DFND
1,2,3,4
9000000
0
0
ENERNOC INC
CV SR UNSEC NT
292764AB3
5654
7666000
PRN
DFND
1,2,3,4
7666000
0
0
ENVESTNET INC
CV SR UNSEC NT
29404KAA4
24252
25095000
PRN
DFND
1,2,3,4
25095000
0
0
EPR PROPERTIES
9% CV PERP PFD SER-E REIT PNC
26884U307
2046
55000
SH
DFND
1,2,3,4
55000
0
0
EURONET WORLDWIDE INC
CV SR UNSEC NT PNC
298736AH2
49106
38734000
PRN
DFND
1,2,3,4
38734000
0
0
EXCO RESOURCES INC
COMMON STOCK
269279402
40419
37773682
SH
DFND
1,2,3,4
37773682
0
0
EZCORP INC
CV SR UNSEC MULTI CPN NT
302301AB2
44421
44770000
PRN
DFND
1,2,3,4
44770000
0
0
FINISAR CORP
CV SR UNSEC NT
31787AAM3
29511
25000000
PRN
DFND
1,2,3,4
25000000
0
0
FIRST BANCORP/PUERTO RICO
COMMON STOCK
318672706
217586
41843581
SH
DFND
1,2,3,4
41843581
0
0
FOMENTO ECONOMICO MEX-SP ADR
ADR
344419106
23013
250143
SH
DFND
1,2,3,4
250143
0
0
FORESTAR GROUP INC
CV SR UNSEC NT
346232AB7
10908
11500000
PRN
DFND
1,2,3,4
11500000
0
0
GAIN CAPITAL HOLDINGS INC
CV SR UNSEC NT PNC
36268WAB6
7734
8079000
PRN
DFND
1,2,3,4
8079000
0
0
GENER8 MARITIME INC
COMMON STOCK
Y26889108
66828
13052534
SH
DFND
1,2,3,4
13052534
0
0
GENERAL CABLE CORP
CV SUB NT MULTI-CPN PNC
369300AL2
6526
9756000
PRN
DFND
1,2,3,4
9756000
0
0
GERDAU SA -SPON ADR
ADR
373737105
21355
7854363
SH
DFND
1,2,3,4
7854363
0
0
GLOBAL EAGLE ENTERTAINMENT INC
CV SR UNSEC NT PNC
37951DAB8
3703
4405000
PRN
DFND
1,2,3,4
4405000
0
0
GOGO INC
CV SR UNSEC NT
38046CAB5
5287
6800000
PRN
DFND
1,2,3,4
6800000
0
0
GSV CAPITAL CORP
CV SR UNSEC NT
36191JAB7
7062
7440000
PRN
DFND
1,2,3,4
7440000
0
0
HCI GROUP INC
CV SR UNSEC NT
40416EAB9
12117
12500000
PRN
DFND
1,2,3,4
12500000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT CPDI
42330PAG2
12370
13000000
PRN
DFND
1,2,3,4
13000000
0
0
HERBALIFE LTD
CV SR UNSEC NT
42703MAB9
89725
90386000
PRN
DFND
1,2,3,4
90386000
0
0
HORIZON PHARMA INVESTMENT LTD
CV SR UNSEC NT PNC
44052TAB7
47069
48360000
PRN
DFND
1,2,3,4
48360000
0
0
HURON CONSULTING GROUP INC
CV SR UNSEC NT
447462AB8
47960
47386000
PRN
DFND
1,2,3,4
47386000
0
0
ICICI BANK LTD-SPON ADR
ADR
45104G104
44147
5912417
SH
DFND
1,2,3,4
5912417
0
0
ICONIX BRAND GROUP INC
CV SR SUB NT
451055AF4
13911
16000000
PRN
DFND
1,2,3,4
16000000
0
0
INTERCEPT PHARMACEUTICALS INC
CV SR UNSEC NT PNC
45845PAA6
21245
18900000
PRN
DFND
1,2,3,4
18900000
0
0
INTERDIGITAL INC/PA
CV SR UNSEC NT
458660AD9
66024
53917000
PRN
DFND
1,2,3,4
53917000
0
0
IONIS PHARMACEUTICALS INC
CV SR UNSEC NT
464337AJ3
25384
27100000
PRN
DFND
1,2,3,4
27100000
0
0
IRONWOOD PHARMACEUTICALS INC
CV SR UNSEC NT
46333XAD0
52238
43658000
PRN
DFND
1,2,3,4
43658000
0
0
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF
IBOXX HI YD ETF
464288513
17426
201500
SH
Put
DFND
1,2,3,4
201500
0
0
ITAU UNIBANCO H-SPON PRF ADR
ADR
465562106
70588
6455046
SH
DFND
1,2,3,4
6455046
0
0
J2 GLOBAL INC
CV SR UNSEC NT CPDI
48123VAC6
63643
54637000
PRN
DFND
1,2,3,4
54637000
0
0
JEFFERIES GROUP LLC
CV SR UNSEC NT PNC
472319AG7
9153
9000000
PRN
DFND
1,2,3,4
9000000
0
0
KB HOME
CV SR UNSEC NT
48666KAS8
5358
5500000
PRN
DFND
1,2,3,4
5500000
0
0
KEYW HOLDING CORP/THE
CV SR UNSEC NT
493723AA8
31689
32750000
PRN
DFND
1,2,3,4
32750000
0
0
KINDER MORGAN INC/DE
9.75& CV MAND PFD
49456B200
6518
130128
SH
DFND
1,2,3,4
130128
0
0
KINDER MORGAN INC/DE (HIGHSTAR)
COMMON STOCK
49456B101
21018
908699
SH
DFND
1,2,3,4
908699
0
0
LIBERTY BRAVES GROUP
COMMON STOCK
531229888
16825
968078
SH
DFND
1,2,3,4
968078
0
0
LIBERTY INTERACTIVE LLC
CV SR UNSEC NT 144A (EX: CHTR)
530610AD6
52462
49500000
PRN
DFND
1,2,3,4
49500000
0
0
LIBERTY MEDIA CORP
CV SR UNSEC NT
531229AB8
67947
64618000
PRN
DFND
1,2,3,4
64618000
0
0
LIBERTY VENTURES
COMMON STOCK CL A
53071M880
39489
990450
SH
DFND
1,2,3,4
990450
0
0
LIVE NATION ENTERTAINMENT INC
CV SR UNSEC NT
538034AJ8
11423
10521000
PRN
DFND
1,2,3,4
10521000
0
0
M/I HOMES INC
CV SR SUB NT PNC
55292PAB1
2470
2398000
PRN
DFND
1,2,3,4
2398000
0
0
MEDIDATA SOLUTIONS INC
CV SR UNSEC NT
58471AAB1
46613
39532000
PRN
DFND
1,2,3,4
39532000
0
0
MELCO CROWN ENTERTAINME-ADR
ADR
585464100
2133
132423
SH
DFND
1,2,3,4
132423
0
0
MERITAGE HOMES CORP
CV SR UNSEC NT
59001AAR3
9713
9666000
PRN
DFND
1,2,3,4
9666000
0
0
MERITOR INC
CV SR UNSEC STEP CPN NT
043353AH4
11066
11026000
PRN
DFND
1,2,3,4
11026000
0
0
MGIC INVESTMENT CORP
COMMON STOCK
552848103
72240
9030000
SH
DFND
1,2,3,4
9030000
0
0
MGIC INVESTMENT CORP
CV SR UNSEC NT
552848AD5
3226
3143000
PRN
DFND
1,2,3,4
3143000
0
0
MICROCHIP TECHNOLOGY INC
CV SR SUB NT
595017AD6
79661
62091000
PRN
DFND
1,2,3,4
62091000
0
0
MICRON TECHNOLOGY INC
CV SR UNSEC NT SER-G PNC
595112AY9
92089
101479000
PRN
DFND
1,2,3,4
101479000
0
0
MOBILE TELESYSTEMS PJSC
COMMON STOCK ADR
607409109
2278
298500
SH
DFND
1,2,3,4
298500
0
0
NACCO INDUSTRIES INC
COMMON STOCK
629579103
11179
164500
SH
DFND
1,2,3,4
164500
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAQ1
5111
5360000
PRN
DFND
1,2,3,4
5360000
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAS7
6595
7000000
PRN
DFND
1,2,3,4
7000000
0
0
NEVRO CORP
CV SR UNSEC NT
64157FAA1
35789
27515000
PRN
DFND
1,2,3,4
27515000
0
0
NEW MOUNTAIN FINANCE CORP
CV SR UNSEC NT
647551AB6
12437
12129000
PRN
DFND
1,2,3,4
12129000
0
0
NEWPARK RESOURCES INC
CV SR UNSEC NT
651718AC2
16358
16421000
PRN
DFND
1,2,3,4
16421000
0
0
NMI HOLDINGS INC
COMMON STOCK
629209305
44322
5816443
SH
DFND
1,2,3,4
5816443
0
0
NOVATEL WIRELESS INC
CV SR UNSEC NT PNC
66987MAE9
2948
3000000
PRN
DFND
1,2,3,4
3000000
0
0
NXP SEMICONDUCTORS NV
CV SR UNSEC NT
62952QAB6
64064
53669000
PRN
DFND
1,2,3,4
53669000
0
0
OI SA
COMMON STOCK - ADR
670851500
1426
251001
SH
DFND
1,2,3,4
251001
0
0
ON SEMICONDUCTOR CORP
CV SR UNSEC NT
682189AK1
18140
18000000
PRN
DFND
1,2,3,4
18000000
0
0
PAR PACIFIC HOLDINGS INC
COMMON STOCK
69888T207
2497
190862
SH
DFND
1,2,3,4
190862
0
0
PATTERN ENERGY GROUP INC
CV SR UNSEC NT
70338PAB6
33252
32778000
PRN
DFND
1,2,3,4
32778000
0
0
PDC ENERGY INC
CV SR UNSEC NT
69327RAD3
37586
34869000
PRN
DFND
1,2,3,4
34869000
0
0
PDL BIOPHARMA INC
CV SR UNSEC NT
69329YAF1
10842
11091000
PRN
DFND
1,2,3,4
11091000
0
0
PENNYMAC CORP
CV SR UNSEC NT REIT
70932AAB9
12419
12865000
PRN
DFND
1,2,3,4
12865000
0
0
PRA GROUP INC
CV SR UNSEC NT
73640QAB1
28632
31617000
PRN
DFND
1,2,3,4
31617000
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AS5
78977
61580000
PRN
DFND
1,2,3,4
61580000
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AX4
30292
28044000
PRN
DFND
1,2,3,4
28044000
0
0
PROOFPOINT INC
CV SR UNSEC NT PNC
743424AD5
37242
31955000
PRN
DFND
1,2,3,4
31955000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAQ5
10421
10500000
PRN
DFND
1,2,3,4
10500000
0
0
RAIT FINANCIAL TRUST
CV SR UNSEC NT REIT
749227AB0
11595
12500000
PRN
DFND
1,2,3,4
12500000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT
749772AB5
5720
5626000
PRN
DFND
1,2,3,4
5626000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT REIT
758075AB1
10208
10167000
PRN
DFND
1,2,3,4
10167000
0
0
RENEWABLE ENERGY GROUP INC
CV SR UNSEC NT
75972AAA1
861
929000
PRN
DFND
1,2,3,4
929000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAA2
9020
9189000
PRN
DFND
1,2,3,4
9189000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAB0
15566
15603000
PRN
DFND
1,2,3,4
15603000
0
0
ROVI CORP
CV SR UNSEC NT (ACQUIRED BY: TIVO)
779376AD4
69665
69603000
PRN
DFND
1,2,3,4
69603000
0
0
RTI INTERNATIONAL METALS INC
CV SR UNSEC NT
74973WAB3
42543
39715000
PRN
DFND
1,2,3,4
39715000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI
81170YAB5
45599
55675000
PRN
DFND
1,2,3,4
55675000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI PNC
811904AM3
2433
2391000
PRN
DFND
1,2,3,4
2391000
0
0
SHUTTERFLY INC
CV SR UNSEC NT
82568PAB2
22559
22828000
PRN
DFND
1,2,3,4
22828000
0
0
SM ENERGY CO
CV SR UNSEC NT
78454LAM2
27200
22600000
PRN
DFND
1,2,3,4
22600000
0
0
SOLARCITY CORP
CV SR UNSEC NT
83416TAC4
11541
15000000
PRN
DFND
1,2,3,4
15000000
0
0
SOUTHWESTERN ENERGY CO
6.25 % MAND CV PFD SER B
845467208
32749
1037340
SH
DFND
1,2,3,4
1037340
0
0
SPDR S&P500 ETF TRUST
TR UNIT
78461U101
648900
3000000
SH
Call
DFND
1,2,3,4
3000000
0
0
SPDR S&P500 ETF TRUST
TR UNIT
78461U101
13627
63000
SH
Put
DFND
1,2,3,4
63000
0
0
SPECTRANETICS CORP/THE
CV SR UNSEC NT PNC
84760CAA5
43127
40584000
PRN
DFND
1,2,3,4
40584000
0
0
SPECTRUM PHARMACEUTICALS INC
CV SR UNSEC NT
84763AAB4
7070
7819000
PRN
DFND
1,2,3,4
7819000
0
0
SPIRIT REALTY CAPITAL INC
CV SR UNSEC NT REIT
84860WAA0
25171
22641000
PRN
DFND
1,2,3,4
22641000
0
0
SPIRIT REALTY CAPITAL INC
CV SR UNSEC NT REIT
84860WAB8
14683
12890000
PRN
DFND
1,2,3,4
12890000
0
0
STAR BULK CARRIERS CORP
COMMON STOCK
Y8162K204
132019
29078777
SH
DFND
1,2,3,4
29078777
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAA3
19029
17240000
PRN
DFND
1,2,3,4
17240000
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAC9
15047
14612000
PRN
DFND
1,2,3,4
14612000
0
0
STILLWATER MINING CO
CV SR UNSEC NT
86074QAL6
37944
31466000
PRN
DFND
1,2,3,4
31466000
0
0
SUNOCO LOGISTICS PARTNERS LP
COMMON STOCK
86764L108
6165
217000
SH
DFND
1,2,3,4
217000
0
0
SYNCHRONOSS TECHNOLOGIES INC
CV SR UNSEC NT
87157BAA1
44441
41923000
PRN
DFND
1,2,3,4
41923000
0
0
TAIWAN SEMICONDUCTOR-SP ADR
ADR
874039100
103921
3398797
SH
DFND
1,2,3,4
3398797
0
0
TCP CAPITAL CORP
CV SR UNSEC NT
87238QAB9
15710
15000000
PRN
DFND
1,2,3,4
15000000
0
0
TELEFONICA BRASIL-ADR
ADR
87936R106
25531
1765161
SH
DFND
1,2,3,4
1765161
0
0
TELIGENT INC
CV SR UNSEC NT PNC
449575AB5
8350
8706000
PRN
DFND
1,2,3,4
8706000
0
0
TERRAVIA HOLDINGS INC
CV SR SUB NT
83415TAC5
7324
14600000
PRN
DFND
1,2,3,4
14600000
0
0
TICC CAPITAL CORP
CV SR UNSEC NT
87244TAB5
11150
11000000
PRN
DFND
1,2,3,4
11000000
0
0
TITAN MACHINERY INC
CV SR UNSEC NT
88830RAB7
10604
12042000
PRN
DFND
1,2,3,4
12042000
0
0
TOLL BROTHERS FINANCE CORP
CV SR UNSEC NT CPDI
88947EAM2
7446
7534000
PRN
DFND
1,2,3,4
7534000
0
0
TOWNSQUARE MEDIA INC
COMMON STOCK
892231101
14900
1595224
SH
DFND
1,2,3,4
1595224
0
0
TPG SPECIALTY LENDING INC
CV SR UNSEC NT
87265KAB8
6623
6387000
PRN
DFND
1,2,3,4
6387000
0
0
TRIBUNE MEDIA CO
COMMON STOCK
896047503
517790
14178245
SH
DFND
1,2,3,4
14178245
0
0
TRINA SOLAR LTD-SPON ADR
ADR
89628E104
25086
2450845
SH
DFND
1,2,3,4
2450845
0
0
TRONC INC
COMMON STOCK
89703P107
79268
4695947
SH
DFND
1,2,3,4
4695947
0
0
TTM TECHNOLOGIES INC
CV SR UNSEC NT
87305RAD1
22800
17171000
PRN
DFND
1,2,3,4
17171000
0
0
UNITED STATES STEEL CORP
COMMON STOCK
912909108
7412
393000
SH
Put
DFND
1,2,3,4
393000
0
0
VALE SA
COMMON STOCK
91912E105
6858
1247000
SH
DFND
1,2,3,4
1247000
0
0
VALE SA-SP PREF ADR
ADR
91912E204
38105
8093843
SH
DFND
1,2,3,4
8093843
0
0
VECTOR GROUP LTD
CV SR UNSEC NT VARIABLE
92240MBC1
41553
36450000
PRN
DFND
1,2,3,4
36450000
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAA2
15557
15524000
PRN
DFND
1,2,3,4
15524000
0
0
VERSO CORP
COMMON STOCK
92531L207
20020
3103397
SH
DFND
1,2,3,4
3103397
0
0
VIMPELCOM LTD
COMMON STOCK ADR
92719A106
17031
4895273
SH
DFND
1,2,3,4
4895273
0
0
VIPSHOP HOLDING LTD
CV SR UNSEC NT
92763WAA1
16250
15000000
PRN
DFND
1,2,3,4
15000000
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK
928298108
17612
1250000
SH
DFND
1,2,3,4
1250000
0
0
WEATHERFORD INTERNATIONAL LTD
CV SR UNSEC NT
947075AH0
36409
32300000
PRN
DFND
1,2,3,4
32300000
0
0
WEB.COM GROUP INC
CV SR UNSEC NT PNC
94733AAA2
7116
7511000
PRN
DFND
1,2,3,4
7511000
0
0
WHITING PETROLEUM CORP
CV SR UNSEC NT
966387AL6
8780
10500000
PRN
DFND
1,2,3,4
10500000
0
0
WORKDAY INC
CV SR UNSEC NT
98138HAC5
15367
12518000
PRN
DFND
1,2,3,4
12518000
0
0
WPX ENERGY INC
6.25% MAND CV PFD
98212B202
20293
330700
SH
DFND
1,2,3,4
330700
0
0
WRIGHT MEDICAL GROUP INC
CV SR UNSEC NT
98235TAE7
54566
50790000
PRN
DFND
1,2,3,4
50790000
0
0
YANDEX NV
CV SR UNSEC NT
98474TAB3
7848
8248000
PRN
DFND
1,2,3,4
8248000
0
0
YANDEX NV
COMMON STOCK
N97284108
1379
65500
SH
DFND
1,2,3,4
65500
0
0