0000949509-17-000006.txt : 20170814
0000949509-17-000006.hdr.sgml : 20170814
20170811185422
ACCESSION NUMBER: 0000949509-17-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170814
DATE AS OF CHANGE: 20170811
EFFECTIVENESS DATE: 20170814
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: 171026493
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
06-30-2017
06-30-2017
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
08-11-2017
5
197
6115392
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.
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2Q17_13F_XML.xml
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CV SR NT
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PRN
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ACETO CORP
CV SR UNSEC NT
004446AD2
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7814000
PRN
DFND
1,2,3,4
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0
ACORDA THERAPEUTICS INC
CV SR UNSEC NT PNC
00484MAA4
6021
7000000
PRN
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1,2,3,4
7000000
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AEGEAN MARINE PETROLEUM NETWORK INC
CV SR UNSEC NT PNC
Y0020QAA9
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PRN
DFND
1,2,3,4
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0
0
AEGERION PHARMACEUTICALS INC
CV SR UNSEC NT
00767EAB8
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4750000
PRN
DFND
1,2,3,4
4750000
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0
AKAMAI TECHNOLOGIES INC
CV SR UNSEC NT
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3999
4080000
PRN
DFND
1,2,3,4
4080000
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0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC
CV SR SUB NT
01167PAE1
1273
1227000
PRN
DFND
1,2,3,4
1227000
0
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ALIBABA GROUP HOLDING-SP ADR
ADR
01609W102
91151
647279
SH
DFND
1,2,3,4
647279
0
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ALLERGAN PLC
5.50% MAND CV PFD SER A
G0177J116
60975
70296
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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ALTABA INC
COMMON STOCK
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1,2,3,4
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ALTABA INC
CV SR UNSEC NT
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AMBEV SA-ADR
ADR
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AMERICA MOVIL-SPN ADR CL L
ADR
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1,2,3,4
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AMERICAN TOWER CORP
5.50% MAND CV SER-B PFD REIT
03027X407
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214761
SH
DFND
1,2,3,4
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0
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AMTRUST FINANCIAL SERVICES INC
CV SR UNSEC NT PNC CPDI
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PRN
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1,2,3,4
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ANGLOGOLD ASHANTI-SPON ADR
ADR
035128206
29892
3077225
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DFND
1,2,3,4
3077225
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ANTHEM INC
5.25% CV MAND PFD
036752202
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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
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PRN
DFND
1,2,3,4
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AZUL SA
ADR
05501U106
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DFND
1,2,3,4
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0
BANK OF AMERICA CORP
7.250000% CV PFD PERPETUAL PNC
060505682
7571
6000
SH
DFND
1,2,3,4
6000
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BECTON DICKINSON AND CO
6.125% CV PFD
075887208
45068
822700
SH
DFND
1,2,3,4
822700
0
0
BELLATRIX EXPLORATION LTD
COMMON STOCK
078314101
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18750000
SH
DFND
1,2,3,4
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0
0
BIOMARIN PHARMACEUTICAL INC
CV SR SUB NT
09061GAE1
36632
32883000
PRN
DFND
1,2,3,4
32883000
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BIOMARIN PHARMACEUTICAL INC
CV SR SUB NT
09061GAF8
5968
5000000
PRN
DFND
1,2,3,4
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BLACKROCK CAPITAL INVESTMENT CORP
CV SR UNSEC NT
092533AB4
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PRN
DFND
1,2,3,4
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0
BLACKROCK CAPITAL INVESTMENT CORP
CV SR UNSEC NT
092533AC2
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PRN
DFND
1,2,3,4
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0
BLACKSTONE MORTGAGE TRUST INC
CV SR UNSEC NT
09257WAB6
23689
23170000
PRN
DFND
1,2,3,4
23170000
0
0
BONANZA CREEK ENERGY INC
COMMON STOCK
097793400
16676
525900
SH
DFND
1,2,3,4
525900
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BRF SA-ADR
ADR
10552T107
29321
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SH
DFND
1,2,3,4
2488561
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0
BROOKDALE SENIOR LIVING INC
CV SR UNSEC NT
112463AA2
25664
25800000
PRN
DFND
1,2,3,4
25800000
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0
CALATLANTIC GROUP INC
CV SR UNSEC NT PNC
783764AS2
26204
27500000
PRN
DFND
1,2,3,4
27500000
0
0
CANADIAN SOLAR INC
CV SR UNSEC NT PNC
136635AE9
11253
11500000
PRN
DFND
1,2,3,4
11500000
0
0
CAPITAL PRODUCT PARTNERS LP
COMMON STOCK
Y11082107
2785
819228
SH
DFND
1,2,3,4
819228
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0
CEMEX SAB DE CV
COMMON STOCK ADR
151290889
68927
7320811
SH
DFND
1,2,3,4
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CEMEX SAB DE CV
CV SUB NT
151290BR3
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PRN
DFND
1,2,3,4
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CENTURY COMMUNITIES INC
COMMON STOCK
156504300
36431
1469003
SH
DFND
1,2,3,4
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CHART INDUSTRIES INC
CV SR SUB NT
16115QAC4
14197
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PRN
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CHENIERE ENERGY INC
CV SR UNSEC NT PNC
16411RAG4
21440
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PRN
DFND
1,2,3,4
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CIT GROUP INC
COMMON STOCK
125581801
16588
340600
SH
DFND
1,2,3,4
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CITRIX SYSTEMS INC
CV SR UNSEC NT
177376AD2
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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
DFND
1,2,3,4
30287000
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COLONY NORTHSTAR INC
CV SR UNSEC NT REIT PNC
19624RAB2
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COMSTOCK RESOURCES INC
CV SEC 2ND LIEN PIK NT PNC
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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
27334
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PRN
DFND
1,2,3,4
35498104
0
0
CONTANGO OIL & GAS CO
COMMON STOCK
21075N204
8611
1296813
SH
DFND
1,2,3,4
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0
CSG SYSTEMS INTERNATIONAL INC
CV SR UNSEC NT PNC
126349AF6
13767
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PRN
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1,2,3,4
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CTRIP.COM INTERNATIONAL LTD
CV SR UNSEC NT (SERIES: C)
22943FAF7
25305
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PRN
DFND
1,2,3,4
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0
DHT HOLDINGS INC
CV SR UNSEC NT PNC
23335SAB2
7380
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PRN
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DOMINION ENERGY INC
6.75% CV PFD
25746U836
20330
404000
SH
DFND
1,2,3,4
404000
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0
DYCOM INDUSTRIES INC
CV SR UNSEC NT
267475AB7
22678
19554000
PRN
DFND
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19554000
0
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DYNEGY INC
COMMON STOCK
26817R108
69670
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SH
DFND
1,2,3,4
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0
DYNEGY INC
7% CV PFD
26817R405
5815
95500
SH
DFND
1,2,3,4
95500
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EAGLE BULK SHIPPING INC
COMMON STOCK
Y2187A143
3715
785363
SH
DFND
1,2,3,4
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0
EGALET CORP
CV SR UNSEC NT
28226BAB0
1844
3200000
PRN
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1,2,3,4
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ELECTRONICS FOR IMAGING INC
CV SR UNSEC NT
286082AC6
37535
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PRN
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1,2,3,4
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ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AF9
16830
15746000
PRN
DFND
1,2,3,4
15746000
0
0
ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AH5
18528
19500000
PRN
DFND
1,2,3,4
19500000
0
0
ENDOLOGIX INC
CV SR UNSEC NT PNC
29266SAA4
3814
4000000
PRN
DFND
1,2,3,4
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0
ENERGY TRANSFER PARTNERS LP
COMMON STOCK
29278N103
5444
267000
SH
DFND
1,2,3,4
267000
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ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
72619
3910545
SH
DFND
1,2,3,4
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0
0
ENERNOC INC
CV SR UNSEC NT
292764AB3
2008
2000000
PRN
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1,2,3,4
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ENVESTNET INC
CV SR UNSEC NT
29404KAA4
7092
7227000
PRN
DFND
1,2,3,4
7227000
0
0
EXCO RESOURCES INC
COMMON STOCK
269279501
5437
2051578
SH
DFND
1,2,3,4
2051578
0
0
EXTRACTION OIL & GAS INC
COMMON STOCK
30227M105
2727
202787
SH
DFND
1,2,3,4
202787
0
0
EZCORP INC
CV SR UNSEC MULTI CPN NT
302301AB2
13306
13740000
PRN
DFND
1,2,3,4
13740000
0
0
FINISAR CORP
CV SR UNSEC NT
31787AAM3
12759
11350000
PRN
DFND
1,2,3,4
11350000
0
0
FIRST BANCORP/PUERTO RICO
COMMON STOCK
318672706
115806
20001066
SH
DFND
1,2,3,4
20001066
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0
FORESTAR GROUP INC
CV SR UNSEC NT
346232AB7
4456
4400000
PRN
DFND
1,2,3,4
4400000
0
0
GAIN CAPITAL HOLDINGS INC
CV SR UNSEC NT PNC
36268WAB6
10149
10750000
PRN
DFND
1,2,3,4
10750000
0
0
GENER8 MARITIME INC
COMMON STOCK
Y26889108
74268
13052534
SH
DFND
1,2,3,4
13052534
0
0
GENERAL CABLE CORP
CV SUB NT MULTI-CPN PNC
369300AL2
9873
12780000
PRN
DFND
1,2,3,4
12780000
0
0
GERDAU SA -SPON ADR
ADR
373737105
22165
7271848
SH
DFND
1,2,3,4
7271848
0
0
GLOBAL EAGLE ENTERTAINMENT INC
CV SR UNSEC NT PNC
37951DAB8
1877
2910000
PRN
DFND
1,2,3,4
2910000
0
0
GNC HOLDINGS INC
CV SR UNSEC NT
36191GAB3
3377
5000000
PRN
DFND
1,2,3,4
5000000
0
0
GOGO INC
CV SR UNSEC NT
38046CAB5
10413
11500000
PRN
DFND
1,2,3,4
11500000
0
0
GSV CAPITAL CORP
CV SR UNSEC NT
36191JAB7
5977
6100000
PRN
DFND
1,2,3,4
6100000
0
0
HCI GROUP INC
CV SR UNSEC NT
40416EAB9
10867
10731000
PRN
DFND
1,2,3,4
10731000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT CPDI
42330PAG2
12894
13000000
PRN
DFND
1,2,3,4
13000000
0
0
HERBALIFE LTD
CV SR UNSEC NT
42703MAB9
36136
34500000
PRN
DFND
1,2,3,4
34500000
0
0
HURON CONSULTING GROUP INC
CV SR UNSEC NT
447462AB8
11622
12066000
PRN
DFND
1,2,3,4
12066000
0
0
ICICI BANK LTD-SPON ADR
ADR
45104G104
65217
7275866
SH
DFND
1,2,3,4
7275866
0
0
INFOSYS LTD-SP ADR
ADR
456788108
440
30624
SH
DFND
1,2,3,4
30624
0
0
INNOVIVA INC
CV SUB NT
88338TAB0
22016
24060000
PRN
DFND
1,2,3,4
24060000
0
0
INTEGRATED DEVICE TECHNOLOGY INC
CV SR UNSEC NT
458118AC0
37541
35175000
PRN
DFND
1,2,3,4
35175000
0
0
INTERCEPT PHARMACEUTICALS INC
CV SR UNSEC NT PNC
45845PAA6
9807
10000000
PRN
DFND
1,2,3,4
10000000
0
0
IONIS PHARMACEUTICALS INC
CV SR UNSEC NT
464337AJ3
24499
22860000
PRN
DFND
1,2,3,4
22860000
0
0
IRONWOOD PHARMACEUTICALS INC
CV SR UNSEC NT
46333XAD0
26612
19584000
PRN
DFND
1,2,3,4
19584000
0
0
ISHARES MSCI INDIA ETF
ETP
46429B598
583
20100
SH
DFND
1,2,3,4
20100
0
0
ITAU UNIBANCO H-SPON PRF ADR
ADR
465562106
97408
8821428
SH
DFND
1,2,3,4
8821428
0
0
J2 GLOBAL INC
CV SR UNSEC NT CPDI
48123VAC6
20497
14927000
PRN
DFND
1,2,3,4
14927000
0
0
JAZZ INVESTMENTS I LTD
CV SR UNSEC NT PNC
472145AB7
38015
34343000
PRN
DFND
1,2,3,4
34343000
0
0
JEFFERIES GROUP LLC
CV SR UNSEC NT PNC
472319AG7
17691
17500000
PRN
DFND
1,2,3,4
17500000
0
0
KB HOME
CV SR UNSEC NT
48666KAS8
8381
7800000
PRN
DFND
1,2,3,4
7800000
0
0
KNOWLES CORP
CV SR UNSEC NT
49926DAB5
14728
12469000
PRN
DFND
1,2,3,4
12469000
0
0
LIBERTY INTERACTIVE LLC
CV SR UNSEC NT 144A (EX: CHTR)
530610AD6
62314
54180000
PRN
DFND
1,2,3,4
54180000
0
0
LIBERTY MEDIA CORP
CV SR UNSEC NT (BASKET: LMCA/FWONA...)
531229AB8
15912
13463000
PRN
DFND
1,2,3,4
13463000
0
0
LIBERTY MEDIA CORP-LIBERTY BRAVES
COMMON STOCK
531229888
23205
968078
SH
DFND
1,2,3,4
968078
0
0
LIBERTY VENTURES
COMMON STOCK
53071M856
15687
300000
SH
DFND
1,2,3,4
300000
0
0
LIVE NATION ENTERTAINMENT INC
CV SR UNSEC NT
538034AJ8
41418
36072000
PRN
DFND
1,2,3,4
36072000
0
0
M/I HOMES INC
CV SR SUB NT PNC
55292PAB1
6126
5885000
PRN
DFND
1,2,3,4
5885000
0
0
MAGNACHIP SEMICONDUCTOR CORP
COMMON STOCK
55933J203
15827
1615000
SH
DFND
1,2,3,4
1615000
0
0
MATLIN AND PARTNERS ACQUISITION CORP
COMMON STOCK
57682V205
15045
1500000
SH
DFND
1,2,3,4
1500000
0
0
MERITAGE HOMES CORP
CV SR UNSEC NT
59001AAR3
8408
8300000
PRN
DFND
1,2,3,4
8300000
0
0
MERITOR INC
CV SR UNSEC STEP CPN NT
043353AH4
5760
5500000
PRN
DFND
1,2,3,4
5500000
0
0
MGIC INVESTMENT CORP
COMMON STOCK
552848103
14168
1265000
SH
DFND
1,2,3,4
1265000
0
0
MICRON TECHNOLOGY INC
CV SR UNSEC NT SER-G PNC
595112AY9
60578
53364000
PRN
DFND
1,2,3,4
53364000
0
0
MIDSTATES PETROLEUM CO INC
COMMON STOCK
59804T407
2586
204107
SH
DFND
1,2,3,4
204107
0
0
MOBILE TELESYSTEMS PJSC
COMMON STOCK ADR
607409109
2502
298500
SH
DFND
1,2,3,4
298500
0
0
MODUSLINK GLOBAL SOLUTIONS INC
CV SR UNSEC NT
60786LAB3
3192
3400000
PRN
DFND
1,2,3,4
3400000
0
0
NACCO INDUSTRIES INC
COMMON STOCK
629579103
3285
46370
SH
DFND
1,2,3,4
46370
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COMMON STOCK
63861C109
32368
1809291
SH
DFND
1,2,3,4
1809291
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAQ1
6331
6300000
PRN
DFND
1,2,3,4
6300000
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAS7
7895
8000000
PRN
DFND
1,2,3,4
8000000
0
0
NEVRO CORP
CV SR UNSEC NT
64157FAA1
11088
10230000
PRN
DFND
1,2,3,4
10230000
0
0
NEW MOUNTAIN FINANCE CORP
CV SR UNSEC NT
647551AB6
10380
10000000
PRN
DFND
1,2,3,4
10000000
0
0
NEW YORK MORTGAGE TRUST INC
CV SR UNSEC NT
649604AD7
13542
13500000
PRN
DFND
1,2,3,4
13500000
0
0
NEWPARK RESOURCES INC
CV SR UNSEC NT
651718AC2
3991
3921000
PRN
DFND
1,2,3,4
3921000
0
0
NEXTERA ENERGY INC
6.123% CV PFD
65339F820
28997
536900
SH
DFND
1,2,3,4
536900
0
0
NMI HOLDINGS INC
COMMON STOCK
629209305
66598
5816443
SH
DFND
1,2,3,4
5816443
0
0
NUANCE COMMUNICATIONS INC
CV SR UNSEC NT CPDI
67020YAG5
24413
23415000
PRN
DFND
1,2,3,4
23415000
0
0
NUVASIVE INC
CV SR UNSEC NT PNC
670704AG0
36726
26555000
PRN
DFND
1,2,3,4
26555000
0
0
ON SEMICONDUCTOR CORP
CV SR UNSEC NT
682189AK1
44717
43040000
PRN
DFND
1,2,3,4
43040000
0
0
PALO ALTO NETWORKS INC
CV SR UNSEC NT
697435AB1
14435
11000000
PRN
DFND
1,2,3,4
11000000
0
0
PAR PACIFIC HOLDINGS INC
COMMON STOCK
69888T207
3443
190862
SH
DFND
1,2,3,4
190862
0
0
PATTERN ENERGY GROUP INC
CV SR UNSEC NT
70338PAB6
13485
13000000
PRN
DFND
1,2,3,4
13000000
0
0
PDL BIOPHARMA INC
CV SR UNSEC NT
69329YAF1
4989
5000000
PRN
DFND
1,2,3,4
5000000
0
0
PDL BIOPHARMA INC
CV SR UNSEC NT
69329YAG9
7253
8000000
PRN
DFND
1,2,3,4
8000000
0
0
PENNYMAC CORP
CV SR UNSEC NT REIT
70932AAB9
30061
30162000
PRN
DFND
1,2,3,4
30162000
0
0
PETROLEO BRASILEIRO-SPON ADR
ADR
71654V408
1967
246161
SH
DFND
1,2,3,4
246161
0
0
PETROLEO BRASIL-SP PREF ADR
ADR
71654V101
41007
5501097
SH
DFND
1,2,3,4
5501097
0
0
PRA GROUP INC
CV SR UNSEC NT
73640QAB1
25691
26850000
PRN
DFND
1,2,3,4
26850000
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AX4
52407
45669000
PRN
DFND
1,2,3,4
45669000
0
0
PROOFPOINT INC
CV SR UNSEC NT PNC
743424AD5
6617
5306000
PRN
DFND
1,2,3,4
5306000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAQ5
19077
18951000
PRN
DFND
1,2,3,4
18951000
0
0
PTC THERAPEUTICS INC
CV SR UNSEC NT PNC
69366JAB7
7617
9700000
PRN
DFND
1,2,3,4
9700000
0
0
QIAGEN NV
CV SR UNSEC NT REG S
104647723
6631
5400000
PRN
DFND
1,2,3,4
5400000
0
0
QUIDEL CORP
CV SR UNSEC NT
74838JAA9
9034
8097000
PRN
DFND
1,2,3,4
8097000
0
0
RAIT FINANCIAL TRUST
CV SR UNSEC NT REIT
749227AB0
9175
9650000
PRN
DFND
1,2,3,4
9650000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT
749772AB5
12154
11567000
PRN
DFND
1,2,3,4
11567000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT REIT
758075AB1
9370
9210000
PRN
DFND
1,2,3,4
9210000
0
0
RENEWABLE ENERGY GROUP INC
CV SR UNSEC NT
75972AAA1
2237
2009000
PRN
DFND
1,2,3,4
2009000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAA2
12389
12188000
PRN
DFND
1,2,3,4
12188000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAB0
17337
16723000
PRN
DFND
1,2,3,4
16723000
0
0
RTI INTERNATIONAL METALS INC
CV SR UNSEC NT
74973WAB3
23967
22385000
PRN
DFND
1,2,3,4
22385000
0
0
SANCHEZ ENERGY CORP
COMMON STOCK
79970Y105
258
36079
SH
DFND
1,2,3,4
36079
0
0
SANDRIDGE ENERGY INC
COMMON STOCK
80007P869
2323
135000
SH
DFND
1,2,3,4
135000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI
81170YAB5
30744
36333000
PRN
DFND
1,2,3,4
36333000
0
0
SHIP FINANCE INTERNATIONAL LTD
CV SR UNSEC NT
G81075AF3
12242
12500000
PRN
DFND
1,2,3,4
12500000
0
0
SILVER STANDARD RESOURCES INC
CV SR UNSEC NT PNC
82823LAC0
19745
20283000
PRN
DFND
1,2,3,4
20283000
0
0
SMART GLOBAL HOLDINGS INC
COMMON STOCK
G8232Y101
7580
468185
SH
DFND
1,2,3,4
468185
0
0
SOLARCITY CORP
CV SR UNSEC NT
83416TAC4
39123
41210000
PRN
DFND
1,2,3,4
41210000
0
0
SPECTRANETICS CORP/THE
CV SR UNSEC NT PNC
84760CAA5
8202
6041000
PRN
DFND
1,2,3,4
6041000
0
0
SPECTRUM PHARMACEUTICALS INC
CV SR UNSEC NT
84763AAB4
9693
9119000
PRN
DFND
1,2,3,4
9119000
0
0
SPDR S&P HOMEBUILDERS ETF
ETF
78464A888
38530
1000000
SH
Put
DFND
1,2,3,4
1000000
0
0
STANLEY BLACK & DECKER INC
5.375% CV PFD
854502887
15701
143100
SH
DFND
1,2,3,4
143100
0
0
STAR BULK CARRIERS CORP
COMMON STOCK
Y8162K204
318879
32439506
SH
DFND
1,2,3,4
32439506
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAA3
7185
6606000
PRN
DFND
1,2,3,4
6606000
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAC9
23239
23100000
PRN
DFND
1,2,3,4
23100000
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT
85571BAH8
6062
6000000
PRN
DFND
1,2,3,4
6000000
0
0
STONEMOR PARTNERS LP
COMMON STOCK
86183Q100
11812
1250000
SH
DFND
1,2,3,4
1250000
0
0
SUNOPTA INC
COMMON STOCK
8676EP108
44805
4392699
SH
DFND
1,2,3,4
4392699
0
0
SUNPOWER CORP
CV SR UNSEC NT
867652AL3
19853
23000000
PRN
DFND
1,2,3,4
23000000
0
0
TAIWAN SEMICONDUCTOR-SP ADR
ADR
874039100
133979
3835125
SH
DFND
1,2,3,4
3835125
0
0
TCP CAPITAL CORP
CV SR UNSEC NT
87238QAB9
8004
7500000
PRN
DFND
1,2,3,4
7500000
0
0
TELIGENT INC
CV SR UNSEC NT PNC
449575AB5
11241
10500000
PRN
DFND
1,2,3,4
10500000
0
0
TESLA INC
CV SR UNSEC NT
88160RAC5
73493
63340000
PRN
DFND
1,2,3,4
63340000
0
0
TICC CAPITAL CORP
CV SR UNSEC NT
87244TAB5
13168
13000000
PRN
DFND
1,2,3,4
13000000
0
0
TITAN MACHINERY INC
CV SR UNSEC NT
88830RAB7
11938
12307000
PRN
DFND
1,2,3,4
12307000
0
0
TOLL BROTHERS FINANCE CORP
CV SR UNSEC NT CPDI
88947EAM2
21236
21210000
PRN
DFND
1,2,3,4
21210000
0
0
TOWNSQUARE MEDIA INC
COMMON STOCK
892231101
16335
1595224
SH
DFND
1,2,3,4
1595224
0
0
TPG SPECIALTY LENDING INC
CV SR UNSEC NT
87265KAB8
12302
11800000
PRN
DFND
1,2,3,4
11800000
0
0
TRIBUNE MEDIA CO
COMMON STOCK
896047503
578320
14184998
SH
DFND
1,2,3,4
14184998
0
0
TWITTER INC
CV SR UNSEC NT
90184LAB8
16411
17375000
PRN
DFND
1,2,3,4
17375000
0
0
TWO HARBORS INVESTMENT CORP
CV SR UNSEC NT
90187BAA9
11643
11000000
PRN
DFND
1,2,3,4
11000000
0
0
ULTRA PETROLEUM CORP
COMMON STOCK
903914208
8931
823044
SH
DFND
1,2,3,4
823044
0
0
VALE SA
COMMON STOCK
91912E105
11699
1337000
SH
DFND
1,2,3,4
1337000
0
0
VALE SA-SP PREF ADR
ADR
91912E204
72903
8951386
SH
DFND
1,2,3,4
8951386
0
0
VECTOR GROUP LTD
CV SR UNSEC NT VARIABLE
92240MBC1
28044
24335000
PRN
DFND
1,2,3,4
24335000
0
0
VEECO INSTRUMENTS INC
CV SR UNSEC NT PNC
922417AD2
15520
15093000
PRN
DFND
1,2,3,4
15093000
0
0
VEON LTD
COMMON STOCK ADR
91822M106
6564
1678900
SH
DFND
1,2,3,4
1678900
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAA2
18631
18500000
PRN
DFND
1,2,3,4
18500000
0
0
VERINT SYSTEMS INC
CV SR UNSEC NT
92343XAA8
37591
38309000
PRN
DFND
1,2,3,4
38309000
0
0
VERSO CORP
COMMON STOCK
92531L207
13704
2921971
SH
DFND
1,2,3,4
2921971
0
0
VIAVI SOLUTIONS INC
CV SR UNSEC NT
46612JAF8
30185
27240000
PRN
DFND
1,2,3,4
27240000
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK
928298108
19013
1145367
SH
DFND
1,2,3,4
1145367
0
0
VISTRA ENERGY CORP
COMMON STOCK
92840M102
844875
50320153
SH
DFND
1,2,3,4
50320153
0
0
WARRIOR MET COAL INC
COMMON STOCK
93627C101
4164
243100
SH
DFND
1,2,3,4
243100
0
0
WEATHERFORD INTERNATIONAL LTD
CV SR UNSEC NT
947075AH0
9631
9500000
PRN
DFND
1,2,3,4
9500000
0
0
WEBMD HEALTH CORP
CV UNSEC NT
94770VAM4
11740
11955000
PRN
DFND
1,2,3,4
11955000
0
0
WELLS FARGO & CO
7.500000% CV PFD PERPETUAL PNC
949746804
38558
29409
SH
DFND
1,2,3,4
29409
0
0
WHITING PETROLEUM CORP
CV SR UNSEC NT
966387AL6
7429
8726000
PRN
DFND
1,2,3,4
8726000
0
0
WRIGHT MEDICAL GROUP INC
CV SR UNSEC NT
98235TAE7
50422
45035000
PRN
DFND
1,2,3,4
45035000
0
0
YANDEX NV
CV SR UNSEC NT
98474TAB3
6863
7070000
PRN
DFND
1,2,3,4
7070000
0
0
YANDEX NV
COMMON STOCK
N97284108
1719
65500
SH
DFND
1,2,3,4
65500
0
0