0000949509-18-000004.txt : 20180214
0000949509-18-000004.hdr.sgml : 20180214
20180214132027
ACCESSION NUMBER: 0000949509-18-000004
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20171231
FILED AS OF DATE: 20180214
DATE AS OF CHANGE: 20180214
EFFECTIVENESS DATE: 20180214
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/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05050
FILM NUMBER: 18610344
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/A
1
primary_doc.xml
13F-HR/A
LIVE
false
true
false
0000949509
XXXXXXXX
12-31-2017
12-31-2017
true
1
RESTATEMENT
OAKTREE CAPITAL MANAGEMENT LP
333 S GRAND AVE 28TH FL
LOS ANGELES
CA
90071
13F COMBINATION REPORT
028-05050
0001692234
028-17598
Russell Investments Group, Ltd.
0001597857
028-17875
Hartree Partners, LP
N
Andy Hottovy
Senior Vice President
213-830-6315
Andy Hottovy
Los Angeles
CA
02-14-2018
4
203
6380998
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.
INFORMATION TABLE
2
4Q17_13F_XML.xml
ACORDA THERAPEUTICS INC
CONVERTIBLE BOND
00484MAA4
11743
13785000
PRN
DFND
1,2,3,4
13785000
0
0
AEROJET ROCKETDYNE HOLDINGS INC
CONVERTIBLE BOND
007800AB1
6764
4895000
PRN
DFND
1,2,3,4
4895000
0
0
AKAMAI TECHNOLOGIES INC
CONVERTIBLE BOND
00971TAG6
61888
61389000
PRN
DFND
1,2,3,4
61389000
0
0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC
CONVERTIBLE BOND
01167PAE1
1254
1227000
PRN
DFND
1,2,3,4
1227000
0
0
ALIBABA.COM
COMMON STOCK
01609W102
84702
491227
SH
DFND
1,2,3,4
491227
0
0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
CONVERTIBLE BOND
01988PAD0
37809
35233000
PRN
DFND
1,2,3,4
35233000
0
0
ALLY FINANCIAL INC
COMMON STOCK
02005N100
284601
9760000
SH
DFND
1,2,3,4
9760000
0
0
ALTABA INC
COMMON STOCK
021346101
74151
1061588
SH
DFND
1,2,3,4
1061588
0
0
ALTABA INC
CONVERTIBLE BOND
984332AF3
43788
32421000
PRN
DFND
1,2,3,4
32421000
0
0
AMAG PHARMACEUTICALS INC
CONVERTIBLE BOND
00163UAD8
8632
10030000
PRN
DFND
1,2,3,4
10030000
0
0
AMERICAN TOWER CORP
CONVERTIBLE PREFERRED
03027X407
24797
197196
SH
DFND
1,2,3,4
197196
0
0
ANGLOGOLD ASHANTI LTD
ADR
035128206
34343
3370322
SH
DFND
1,2,3,4
3370322
0
0
ANI PHARMACEUTICALS INC
CONVERTIBLE BOND
00182CAA1
14666
12719000
PRN
DFND
1,2,3,4
12719000
0
0
ANTHEM INC
CONVERTIBLE PREFERRED
036752202
42836
764930
SH
DFND
1,2,3,4
764930
0
0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
CONVERTIBLE BOND
03762UAB1
43626
42850000
PRN
DFND
1,2,3,4
42850000
0
0
ARBOR REALTY TRUST INC
CONVERTIBLE BOND
038923AB4
11673
11480000
PRN
DFND
1,2,3,4
11480000
0
0
ARES CAPITAL CORP
CONVERTIBLE BOND
04010LAM5
8687
8476000
PRN
DFND
1,2,3,4
8476000
0
0
ARRAY BIOPHARMA INC
CONVERTIBLE BOND
04269XAB1
9005
8000000
PRN
DFND
1,2,3,4
8000000
0
0
ATLAS AIR WORLDWIDE HOLDINGS INC
CONVERTIBLE BOND
049164BH8
4924
4275000
PRN
DFND
1,2,3,4
4275000
0
0
ATLAS AIR WORLDWIDE HOLDINGS INC
CONVERTIBLE BOND
049164BJ4
2956
2500000
PRN
DFND
1,2,3,4
2500000
0
0
AZUL SA
COMMON STOCK
05501U106
27841
1168341
SH
DFND
1,2,3,4
1168341
0
0
BANCO ITAU
COMMON STOCK
465562106
120052
9234691
SH
DFND
1,2,3,4
9234691
0
0
BANK OF AMERICA CORP
CONVERTIBLE PREFERRED
060505682
13585
10300
SH
DFND
1,2,3,4
10300
0
0
BECTON DICKINSON AND CO
CONVERTIBLE PREFERRED
075887208
47432
819220
SH
DFND
1,2,3,4
819220
0
0
BELLATRIX EXPLORATION LTD
COMMON STOCK
078314507
6434
3750000
SH
DFND
1,2,3,4
3750000
0
0
BIOMARIN PHARMACEUTICAL INC
CONVERTIBLE BOND
09061GAE1
9549
8786000
PRN
DFND
1,2,3,4
8786000
0
0
BIOMARIN PHARMACEUTICAL INC
CONVERTIBLE BOND
09061GAF8
30822
25915000
PRN
DFND
1,2,3,4
25915000
0
0
BLACKHAWK NETWORK HOLDINGS INC
CONVERTIBLE BOND
09238EAB0
5868
5750000
PRN
DFND
1,2,3,4
5750000
0
0
BLACKROCK CAPITAL INVESTMENT CORP
CONVERTIBLE BOND
092533AB4
4049
4000000
PRN
DFND
1,2,3,4
4000000
0
0
BLACKROCK CAPITAL INVESTMENT CORP
CONVERTIBLE BOND
092533AC2
9386
9015000
PRN
DFND
1,2,3,4
9015000
0
0
BLACKSTONE MORTGAGE TRUST INC
CONVERTIBLE BOND
09257WAB6
43394
42570000
PRN
DFND
1,2,3,4
42570000
0
0
BRF - BRASIL FOODS SA
COMMON STOCK
10552T107
44790
3977774
SH
DFND
1,2,3,4
3977774
0
0
BRISTOW GROUP INC
CONVERTIBLE BOND
110394AF0
4975
4500000
PRN
DFND
1,2,3,4
4500000
0
0
BROOKDALE SENIOR LIVING INC
CONVERTIBLE BOND
112463AA2
20734
20722000
PRN
DFND
1,2,3,4
20722000
0
0
CALAMP CORP
CONVERTIBLE BOND
128126AB5
16181
15230000
PRN
DFND
1,2,3,4
15230000
0
0
CANADIAN SOLAR INC
CONVERTIBLE BOND
136635AE9
12442
12705000
PRN
DFND
1,2,3,4
12705000
0
0
CAPITAL PRODUCT PARTNERS LP
COMMON STOCK
Y11082107
2752
819228
SH
DFND
1,2,3,4
819228
0
0
CEMEX SA-SPONSORED ADR
COMMON STOCK
151290889
29926
3990115
SH
DFND
1,2,3,4
3990115
0
0
CEMEX SAB DE CV
CONVERTIBLE BOND
151290BR3
17118
16500000
PRN
DFND
1,2,3,4
16500000
0
0
CENTURY COMMUNITIES INC
COMMON STOCK
156504300
56570
1819003
SH
DFND
1,2,3,4
1819003
0
0
CHART INDUSTRIES INC
CONVERTIBLE BOND
16115QAC4
566
565000
PRN
DFND
1,2,3,4
565000
0
0
CHENIERE ENERGY INC
CONVERTIBLE BOND
16411RAG4
12300
17219000
PRN
DFND
1,2,3,4
17219000
0
0
CITRIX SYSTEMS INC
CONVERTIBLE BOND
177376AD2
60431
46643000
PRN
DFND
1,2,3,4
46643000
0
0
CNOOC LIMITED
ADR
126132109
31722
220967
SH
DFND
1,2,3,4
220967
0
0
COLONY NORTHSTAR INC
CONVERTIBLE BOND
19624RAB2
16617
16638000
PRN
DFND
1,2,3,4
16638000
0
0
COMPANIA DE BEBIDAS DAS AME (AMBEV)
COMMON STOCK
02319V103
35582
5508041
SH
DFND
1,2,3,4
5508041
0
0
COMSTOCK RESOURCES INC
CONVERTIBLE BOND
205768AM6
19165
20719978
PRN
DFND
1,2,3,4
20719978
0
0
COMSTOCK RESOURCES INC
CONVERTIBLE BOND
205768AN4
36529
39279264
PRN
DFND
1,2,3,4
39279264
0
0
COWEN INC
CONVERTIBLE BOND
223622AB7
13296
13020000
PRN
DFND
1,2,3,4
13020000
0
0
CROWN CASTLE INTERNATIONAL CORP
CONVERTIBLE PREFERRED
22822V309
47576
42009
SH
DFND
1,2,3,4
42009
0
0
CSG SYSTEMS INTERNATIONAL INC
CONVERTIBLE BOND
126349AF6
15842
14501000
PRN
DFND
1,2,3,4
14501000
0
0
CTRIP.COM INTERNATIONAL LTD
COMMON STOCK
22943F100
28806
653202
SH
DFND
1,2,3,4
653202
0
0
CTRIP.COM INTERNATIONAL LTD
CONVERTIBLE BOND
22943FAM2
21160
20670000
PRN
DFND
1,2,3,4
20670000
0
0
CYPRESS SEMICONDUCTOR CORP
CONVERTIBLE BOND
232806AM1
34605
26316000
PRN
DFND
1,2,3,4
26316000
0
0
DEPOMED INC
CONVERTIBLE BOND
249908AA2
4456
5255000
PRN
DFND
1,2,3,4
5255000
0
0
DHT HOLDINGS INC
CONVERTIBLE BOND
23335SAB2
5779
5901000
PRN
DFND
1,2,3,4
5901000
0
0
DOMINION ENERGY INC
CONVERTIBLE PREFERRED
25746U836
19723
381800
SH
DFND
1,2,3,4
381800
0
0
DYCOM INDUSTRIES INC
CONVERTIBLE BOND
267475AB7
40860
31221000
PRN
DFND
1,2,3,4
31221000
0
0
DYNEGY INC
COMMON STOCK
26817R108
99828
8424322
SH
DFND
1,2,3,4
8424322
0
0
DYNEGY INC
CONVERTIBLE PREFERRED
26817R405
19202
242400
SH
DFND
1,2,3,4
242400
0
0
EAGLE BULK SHIPPING INC
COMMON STOCK
Y2187A143
3518
785363
SH
DFND
1,2,3,4
785363
0
0
ECHO GLOBAL LOGISTICS INC
CONVERTIBLE BOND
27875TAA9
12590
12135000
PRN
DFND
1,2,3,4
12135000
0
0
ELECTRONICS FOR IMAGING INC
CONVERTIBLE BOND
286082AC6
5473
5661000
PRN
DFND
1,2,3,4
5661000
0
0
ENCORE CAPITAL GROUP INC
CONVERTIBLE BOND
292554AF9
16015
14396000
PRN
DFND
1,2,3,4
14396000
0
0
ENCORE CAPITAL GROUP INC
CONVERTIBLE BOND
292554AH5
9938
10141000
PRN
DFND
1,2,3,4
10141000
0
0
ENERGY TRANSFER PARTNERS LP
COMMON STOCK
29278N103
4784
267000
SH
DFND
1,2,3,4
267000
0
0
ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
22446
3910545
SH
DFND
1,2,3,4
3910545
0
0
ENSCO JERSEY FINANCE LTD
CONVERTIBLE BOND
29359WAB1
5395
6045000
PRN
DFND
1,2,3,4
6045000
0
0
ENVESTNET INC
CONVERTIBLE BOND
29404KAA4
17713
17032000
PRN
DFND
1,2,3,4
17032000
0
0
EXTRACTION OIL & GAS INC
COMMON STOCK
30227M105
2901
202787
SH
DFND
1,2,3,4
202787
0
0
EZCORP INC
CONVERTIBLE BOND
302301AB2
18302
17705000
PRN
DFND
1,2,3,4
17705000
0
0
FIESTA RESTAURANT GROUP INC
COMMON STOCK
31660B101
18050
950000
SH
DFND
1,2,3,4
950000
0
0
FIREEYE INC
CONVERTIBLE BOND
31816QAB7
4031
4295000
PRN
DFND
1,2,3,4
4295000
0
0
FIRST BANCORP/PUERTO RICO
COMMON STOCK
318672706
47607
9334725
SH
DFND
1,2,3,4
9334725
0
0
FORESTAR GROUP INC
CONVERTIBLE BOND
346232AB7
10187
10018000
PRN
DFND
1,2,3,4
10018000
0
0
GENER8 MARITIME INC
COMMON STOCK
Y26889108
86471
13062118
SH
DFND
1,2,3,4
13062118
0
0
GENERAL CABLE CORP
CONVERTIBLE BOND
369300AL2
17251
16285000
PRN
DFND
1,2,3,4
16285000
0
0
GOLDMAN SACHS BDC INC
CONVERTIBLE BOND
38147UAB3
4811
4635000
PRN
DFND
1,2,3,4
4635000
0
0
GRANITE POINT MORTGAGE TRUST INC
CONVERTIBLE BOND
38741LAB3
18054
18100000
PRN
DFND
1,2,3,4
18100000
0
0
GREEN PLAINS INC
CONVERTIBLE BOND
393222AF1
4822
5100000
PRN
DFND
1,2,3,4
5100000
0
0
GSV CAPITAL CORP
CONVERTIBLE BOND
36191JAB7
5003
4960000
PRN
DFND
1,2,3,4
4960000
0
0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
CONVERTIBLE BOND
41068XAB6
17783
17245000
PRN
DFND
1,2,3,4
17245000
0
0
HCI GROUP INC
CONVERTIBLE BOND
40416EAB9
7633
7750000
PRN
DFND
1,2,3,4
7750000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CONVERTIBLE BOND
42330PAG2
14130
14095000
PRN
DFND
1,2,3,4
14095000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CONVERTIBLE BOND
42330PAH0
10811
10825000
PRN
DFND
1,2,3,4
10825000
0
0
HERBALIFE LTD
CONVERTIBLE BOND
42703MAB9
30411
30185000
PRN
DFND
1,2,3,4
30185000
0
0
HORIZON PHARMA INVESTMENT LTD
CONVERTIBLE BOND
44052TAB7
24396
26127000
PRN
DFND
1,2,3,4
26127000
0
0
HURON CONSULTING GROUP INC
CONVERTIBLE BOND
447462AB8
26348
28161000
PRN
DFND
1,2,3,4
28161000
0
0
ICICI BANK LTD.
COMMON STOCK
45104G104
85666
8804316
SH
DFND
1,2,3,4
8804316
0
0
ILLUMINA INC
CONVERTIBLE BOND
452327AF6
53638
49210000
PRN
DFND
1,2,3,4
49210000
0
0
IMPAX LABORATORIES INC
CONVERTIBLE BOND
45256BAE1
15356
15750000
PRN
DFND
1,2,3,4
15750000
0
0
INFOSYS TECHNOLOGIES-SP ADR
COMMON STOCK
456788108
46496
2866600
SH
DFND
1,2,3,4
2866600
0
0
INNOVIVA INC
CONVERTIBLE BOND
88338TAB0
21812
21950000
PRN
DFND
1,2,3,4
21950000
0
0
INPHI CORP
CONVERTIBLE BOND
45772FAC1
5973
6000000
PRN
DFND
1,2,3,4
6000000
0
0
INSULET CORP
CONVERTIBLE BOND
45784PAF8
20678
15800000
PRN
DFND
1,2,3,4
15800000
0
0
INTEGRATED DEVICE TECHNOLOGY INC
CONVERTIBLE BOND
458118AC0
31000
27725000
PRN
DFND
1,2,3,4
27725000
0
0
INTERCEPT PHARMACEUTICALS INC
CONVERTIBLE BOND
45845PAA6
22732
28415000
PRN
DFND
1,2,3,4
28415000
0
0
INTERDIGITAL INC/PA
CONVERTIBLE BOND
458660AD9
3585
3000000
PRN
DFND
1,2,3,4
3000000
0
0
IONIS PHARMACEUTICALS INC
CONVERTIBLE BOND
464337AJ3
32129
30365000
PRN
DFND
1,2,3,4
30365000
0
0
IRONWOOD PHARMACEUTICALS INC
CONVERTIBLE BOND
46333XAD0
9660
8310000
PRN
DFND
1,2,3,4
8310000
0
0
ISHARES MSCI INDIA ETF
COMMON STOCK
46429B598
920
25500
SH
DFND
1,2,3,4
25500
0
0
JAZZ INVESTMENTS I LTD
CONVERTIBLE BOND
472145AB7
5807
5775000
PRN
DFND
1,2,3,4
5775000
0
0
KB HOME
CONVERTIBLE BOND
48666KAS8
31879
25945000
PRN
DFND
1,2,3,4
25945000
0
0
LIBERTY MEDIA CORP
CONVERTIBLE BOND
531229AB8
14878
12874000
PRN
DFND
1,2,3,4
12874000
0
0
LIBERTY MEDIA CORP-LIBERTY BRAVES
COMMON STOCK
531229888
13636
613717
SH
DFND
1,2,3,4
613717
0
0
LIBERTY VENTURES
COMMON STOCK
53071M856
8136
150000
SH
DFND
1,2,3,4
150000
0
0
LIVE NATION ENTERTAINMENT INC
CONVERTIBLE BOND
538034AJ8
37898
29251000
PRN
DFND
1,2,3,4
29251000
0
0
MAGNACHIP SEMICONDUCTOR CORP
COMMON STOCK
55933J203
29850
3000000
SH
DFND
1,2,3,4
3000000
0
0
MARRIOTT VACATIONS WORLDWIDE CORP
CONVERTIBLE BOND
57164YAA5
24254
21620000
PRN
DFND
1,2,3,4
21620000
0
0
MATLIN AND PARTNERS ACQUISITION CORP
COMMON STOCK
57682V205
15120
1500000
SH
DFND
1,2,3,4
1500000
0
0
MGIC INVESTMENT CORP
COMMON STOCK
552848103
7055
500000
SH
DFND
1,2,3,4
500000
0
0
MICRON TECHNOLOGY INC
CONVERTIBLE BOND
595112AY9
20807
14381000
PRN
DFND
1,2,3,4
14381000
0
0
MIDSTATES PETROLEUM CO INC
COMMON STOCK
59804T407
3384
204107
SH
DFND
1,2,3,4
204107
0
0
MOBILE TELESYSTEMS PJSC
COMMON STOCK
607409109
3041
298500
SH
DFND
1,2,3,4
298500
0
0
MODUSLINK GLOBAL SOLUTIONS INC
CONVERTIBLE BOND
60786LAB3
9008
9020000
PRN
DFND
1,2,3,4
9020000
0
0
NATIONAL CINEMEDIA INC
COMMON STOCK
635309107
24867
3625000
SH
DFND
1,2,3,4
3625000
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COMMON STOCK
63861C109
35328
1909645
SH
DFND
1,2,3,4
1909645
0
0
NAVISTAR INTERNATIONAL CORP
CONVERTIBLE BOND
63934EAQ1
8196
7915000
PRN
DFND
1,2,3,4
7915000
0
0
NAVISTAR INTERNATIONAL CORP
CONVERTIBLE BOND
63934EAS7
19530
17980000
PRN
DFND
1,2,3,4
17980000
0
0
NEW MOUNTAIN FINANCE CORP
CONVERTIBLE BOND
647551AB6
11328
11005000
PRN
DFND
1,2,3,4
11005000
0
0
NEW YORK MORTGAGE TRUST INC
CONVERTIBLE BOND
649604AD7
17178
16780000
PRN
DFND
1,2,3,4
16780000
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED
65339F820
30556
543715
SH
DFND
1,2,3,4
543715
0
0
NEXTERA ENERGY INC
CONVERTIBLE PREFERRED
65339F846
12628
181500
SH
DFND
1,2,3,4
181500
0
0
NMI HOLDINGS INC
COMMON STOCK
629209305
96593
5681992
SH
DFND
1,2,3,4
5681992
0
0
NUANCE COMMUNICATIONS INC
CONVERTIBLE BOND
67020YAG5
5692
5500000
PRN
DFND
1,2,3,4
5500000
0
0
NUVASIVE INC
CONVERTIBLE BOND
670704AG0
24138
20500000
PRN
DFND
1,2,3,4
20500000
0
0
OASIS PETROLEUM INC
CONVERTIBLE BOND
674215AJ7
17353
16105000
PRN
DFND
1,2,3,4
16105000
0
0
OCEAN RIG UDW INC
COMMON STOCK
G66964118
21284
794183
SH
DFND
1,2,3,4
794183
0
0
ON SEMICONDUCTOR CORP
CONVERTIBLE BOND
682189AK1
42313
33025000
PRN
DFND
1,2,3,4
33025000
0
0
PALO ALTO NETWORKS INC
CONVERTIBLE BOND
697435AB1
26799
19535000
PRN
DFND
1,2,3,4
19535000
0
0
PATTERN ENERGY GROUP INC
CONVERTIBLE BOND
70338PAB6
24123
23665000
PRN
DFND
1,2,3,4
23665000
0
0
PDC ENERGY INC
CONVERTIBLE BOND
69327RAD3
6983
7140000
PRN
DFND
1,2,3,4
7140000
0
0
PDL BIOPHARMA INC
CONVERTIBLE BOND
69329YAF1
7296
7287000
PRN
DFND
1,2,3,4
7287000
0
0
PDL BIOPHARMA INC
CONVERTIBLE BOND
69329YAG9
4834
5000000
PRN
DFND
1,2,3,4
5000000
0
0
PENNYMAC CORP
CONVERTIBLE BOND
70932AAB9
28426
28732000
PRN
DFND
1,2,3,4
28732000
0
0
PETROBRAS
ADR
71654V101
57801
5880090
SH
DFND
1,2,3,4
5880090
0
0
PETROBRAS
ADR
71654V408
2532
246161
SH
DFND
1,2,3,4
246161
0
0
PRA GROUP INC
CONVERTIBLE BOND
73640QAB1
22824
23776000
PRN
DFND
1,2,3,4
23776000
0
0
PRICELINE GROUP INC/THE
CONVERTIBLE BOND
741503AX4
12505
10671000
PRN
DFND
1,2,3,4
10671000
0
0
PROOFPOINT INC
CONVERTIBLE BOND
743424AD5
11723
9332000
PRN
DFND
1,2,3,4
9332000
0
0
PROSPECT CAPITAL CORP
CONVERTIBLE BOND
74348TAQ5
6346
6299000
PRN
DFND
1,2,3,4
6299000
0
0
PTC THERAPEUTICS INC
CONVERTIBLE BOND
69366JAB7
7417
9510000
PRN
DFND
1,2,3,4
9510000
0
0
QUIDEL CORP
CONVERTIBLE BOND
74838JAA9
13002
8593000
PRN
DFND
1,2,3,4
8593000
0
0
RAYONIER ADVANCED MATERIALS INC
COMMON STOCK
75508B104
31850
1557493
SH
DFND
1,2,3,4
1557493
0
0
REDWOOD TRUST INC
CONVERTIBLE BOND
749772AB5
20441
20189000
PRN
DFND
1,2,3,4
20189000
0
0
REGIS CORP
COMMON STOCK
758932107
4944
321890
SH
DFND
1,2,3,4
321890
0
0
RENEWABLE ENERGY GROUP INC
CONVERTIBLE BOND
75972AAA1
1051
1009000
PRN
DFND
1,2,3,4
1009000
0
0
RESOURCE CAPITAL CORP
CONVERTIBLE BOND
76120WAA2
35495
34928000
PRN
DFND
1,2,3,4
34928000
0
0
RESOURCE CAPITAL CORP
CONVERTIBLE BOND
76120WAC8
55272
58335000
PRN
DFND
1,2,3,4
58335000
0
0
RTI INTERNATIONAL METALS INC
CONVERTIBLE BOND
74973WAB3
23876
20830000
PRN
DFND
1,2,3,4
20830000
0
0
SANDRIDGE ENERGY INC
COMMON STOCK
80007P869
2844
135000
SH
DFND
1,2,3,4
135000
0
0
SEACOR HOLDINGS INC
CONVERTIBLE BOND
81170YAB5
32152
33867000
PRN
DFND
1,2,3,4
33867000
0
0
SEACOR HOLDINGS INC
CONVERTIBLE BOND
811904AM3
392
385000
PRN
DFND
1,2,3,4
385000
0
0
SHIP FINANCE INTERNATIONAL LTD
CONVERTIBLE BOND
G81075AF3
21765
20295000
PRN
DFND
1,2,3,4
20295000
0
0
SHUTTERFLY INC
CONVERTIBLE BOND
82568PAB2
3095
3095000
PRN
DFND
1,2,3,4
3095000
0
0
SM ENERGY CO
CONVERTIBLE BOND
78454LAM2
4136
4208000
PRN
DFND
1,2,3,4
4208000
0
0
SOLARCITY CORP
CONVERTIBLE BOND
83416TAC4
12703
13650000
PRN
DFND
1,2,3,4
13650000
0
0
SPECTRUM PHARMACEUTICALS INC
CONVERTIBLE BOND
84763AAB4
744
400000
PRN
DFND
1,2,3,4
400000
0
0
SPIRIT REALTY CAPITAL INC
CONVERTIBLE BOND
84860WAA0
10276
10238000
PRN
DFND
1,2,3,4
10238000
0
0
SSR MINING INC
CONVERTIBLE BOND
82823LAC0
25952
26482000
PRN
DFND
1,2,3,4
26482000
0
0
STANLEY BLACK & DECKER INC
CONVERTIBLE PREFERRED
854502887
27706
225715
SH
DFND
1,2,3,4
225715
0
0
STAR BULK CARRIERS CORP
COMMON STOCK
Y8162K204
366845
32579506
SH
DFND
1,2,3,4
32579506
0
0
STARWOOD PROPERTY TRUST INC
CONVERTIBLE BOND
85571BAH8
6030
5905000
PRN
DFND
1,2,3,4
5905000
0
0
STONEMOR PARTNERS LP
COMMON STOCK
86183Q100
24600
3750000
SH
DFND
1,2,3,4
3750000
0
0
SUCAMPO PHARMACEUTICALS INC
CONVERTIBLE BOND
864909AB2
7356
6045000
PRN
DFND
1,2,3,4
6045000
0
0
SUNOPTA INC
COMMON STOCK
8676EP108
62718
8092699
SH
DFND
1,2,3,4
8092699
0
0
SUNPOWER CORP
CONVERTIBLE BOND
867652AL3
12575
14697000
PRN
DFND
1,2,3,4
14697000
0
0
TAIWAN SEMI.
ADR
874039100
141407
3566356
SH
DFND
1,2,3,4
3566356
0
0
TCP CAPITAL CORP
CONVERTIBLE BOND
87238QAB9
7705
7356000
PRN
DFND
1,2,3,4
7356000
0
0
TELEVISA
ADR
40049J206
28555
1529453
SH
DFND
1,2,3,4
1529453
0
0
TERADYNE INC
CONVERTIBLE BOND
880770AG7
9345
6538000
PRN
DFND
1,2,3,4
6538000
0
0
TEVA PHARMACEUTICAL FINANCE CO LLC
CONVERTIBLE BOND
88163VAE9
12624
14305000
PRN
DFND
1,2,3,4
14305000
0
0
TITAN MACHINERY INC
CONVERTIBLE BOND
88830RAB7
13278
13337000
PRN
DFND
1,2,3,4
13337000
0
0
TOWNSQUARE MEDIA INC
COMMON STOCK
892231101
12251
1595224
SH
DFND
1,2,3,4
1595224
0
0
TPG SPECIALTY LENDING INC
CONVERTIBLE BOND
87265KAB8
12565
12163000
PRN
DFND
1,2,3,4
12163000
0
0
TRIBUNE MEDIA CO
COMMON STOCK
896047503
305146
7184998
SH
DFND
1,2,3,4
7184998
0
0
TUTOR PERINI CORP
CONVERTIBLE BOND
901109AD0
11767
10625000
PRN
DFND
1,2,3,4
10625000
0
0
TWITTER INC
CONVERTIBLE BOND
90184LAB8
25881
27030000
PRN
DFND
1,2,3,4
27030000
0
0
TWO HARBORS INVESTMENT CORP
CONVERTIBLE BOND
90187BAA9
17542
16520000
PRN
DFND
1,2,3,4
16520000
0
0
ULTRA PETROLEUM CORP
COMMON STOCK
903914208
7140
788166
SH
DFND
1,2,3,4
788166
0
0
VALE SA
COMMON STOCK
91912E105
115102
9411396
SH
DFND
1,2,3,4
9411396
0
0
VECTOR GROUP LTD
CONVERTIBLE BOND
92240MBC1
13818
11945000
PRN
DFND
1,2,3,4
11945000
0
0
VEON LTD
COMMON STOCK
91822M106
6446
1678900
SH
DFND
1,2,3,4
1678900
0
0
VEREIT INC
CONVERTIBLE BOND
02917TAA2
25391
25360000
PRN
DFND
1,2,3,4
25360000
0
0
VERINT SYSTEMS INC
CONVERTIBLE BOND
92343XAA8
14829
15190000
PRN
DFND
1,2,3,4
15190000
0
0
VERSO CORP
COMMON STOCK
92531L207
47972
2730388
SH
DFND
1,2,3,4
2730388
0
0
VIAVI SOLUTIONS INC
CONVERTIBLE BOND
46612JAF8
6355
6155000
PRN
DFND
1,2,3,4
6155000
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK
928298108
9441
455000
SH
DFND
1,2,3,4
455000
0
0
VISTRA ENERGY CORP
COMMON STOCK
92840M102
921133
50280227
SH
DFND
1,2,3,4
50280227
0
0
WAYFAIR INC
CONVERTIBLE BOND
94419LAA9
7323
7000000
PRN
DFND
1,2,3,4
7000000
0
0
WEATHERFORD INTERNATIONAL LTD
CONVERTIBLE BOND
947075AH0
26613
24500000
PRN
DFND
1,2,3,4
24500000
0
0
WELLS FARGO & CO
CONVERTIBLE PREFERRED
949746804
42020
32077
SH
DFND
1,2,3,4
32077
0
0
WESTERN ASSET MORTGAGE CAPITAL CORP
CONVERTIBLE BOND
95790DAA3
11754
11873000
PRN
DFND
1,2,3,4
11873000
0
0
WHITING PETROLEUM CORP
CONVERTIBLE BOND
966387AL6
12424
13432000
PRN
DFND
1,2,3,4
13432000
0
0
WPX ENERGY INC
CONVERTIBLE PREFERRED
98212B202
14726
238100
SH
DFND
1,2,3,4
238100
0
0
YANDEX NV
CONVERTIBLE BOND
98474TAB3
13996
14138000
PRN
DFND
1,2,3,4
14138000
0
0
ZILLOW GROUP INC
CONVERTIBLE BOND
98954MAB7
13271
12120000
PRN
DFND
1,2,3,4
12120000
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COMMON STOCK
63861C109
4625
250000
SH
Call
DFND
1,2,3,4
250000
0
0
SPDR S&P HOMEBUILDERS ETF
ETF
78462F103
44260
1000000
SH
Put
DFND
1,2,3,4
1000000
0
0
SPDR S&P500 ETF TRUST
ETF
78464A888
66715
250000
SH
Put
DFND
1,2,3,4
250000
0
0
VANECK VECTORS SEMICONDUCTOR ETF
ETF
92189F676
19269
197000
SH
Put
DFND
1,2,3,4
197000
0
0
OAKTREE SPECIALTY LENDING CORP
COMMON STOCK
67401P108
1350
276000
SH
DFND
1,2,3,4
276000
0
0
OAKTREE STRATEGIC INCOME CORP
COMMON STOCK
67402D104
484
57600
SH
DFND
1,2,3,4
57600
0
0