0000949509-18-000006.txt : 20180515
0000949509-18-000006.hdr.sgml : 20180515
20180514195235
ACCESSION NUMBER: 0000949509-18-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180331
FILED AS OF DATE: 20180515
DATE AS OF CHANGE: 20180514
EFFECTIVENESS DATE: 20180515
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: 18832633
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
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false
true
false
0000949509
XXXXXXXX
03-31-2018
03-31-2018
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
Angela Chiang
Assistant Vice President
213-356-3011
Angela Chiang
Los Angeles
CA
05-14-2018
5
205
6304519
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
2
1Q18_13F_XML.xml
ACORDA THERAPEUTICS INC
CV SR UNSEC NT PNC
00484MAA4
11866
12985000
PRN
DFND
1,2,3,4
12985000
0
0
AEGEAN MARINE PETROLEUM NETWORK INC
CV SR UNSEC NT PNC
00773VAB2
14029
22621000
PRN
DFND
1,2,3,4
22621000
0
0
AKAMAI TECHNOLOGIES INC
CV SR UNSEC NT
00971TAG6
56030
54532000
PRN
DFND
1,2,3,4
54532000
0
0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC
CV SR SUB NT
01167PAE1
1253
1227000
PRN
DFND
1,2,3,4
1227000
0
0
ALIBABA GROUP HOLDING-SP ADR
ADR
01609W102
92932
506330
SH
DFND
1,2,3,4
506330
0
0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
CV SR UNSEC NT
01988PAD0
16145
16033000
PRN
DFND
1,2,3,4
16033000
0
0
ALLY FINANCIAL INC
COMMON STOCK
02005N100
236543
8712400
SH
DFND
1,2,3,4
8712400
0
0
ALTABA INC
COMMON STOCK
021346101
295213
3987215
SH
DFND
1,2,3,4
3987215
0
0
ALTABA INC
CV SR UNSEC NT
984332AF3
27189
19421000
PRN
DFND
1,2,3,4
19421000
0
0
AMAG PHARMACEUTICALS INC
CV SR UNSEC NT
00163UAD8
5509
5335000
PRN
DFND
1,2,3,4
5335000
0
0
AMBEV SA-ADR
ADR
02319V103
41030
5643716
SH
DFND
1,2,3,4
5643716
0
0
ANGLOGOLD ASHANTI-SPON ADR
ADR
035128206
32123
3384965
SH
DFND
1,2,3,4
3384965
0
0
ANI PHARMACEUTICALS INC
CV SR UNSEC NT
00182CAA1
12987
11857000
PRN
DFND
1,2,3,4
11857000
0
0
ANTHEM INC
5.25% CV MAND PFD
036752202
10740
200000
SH
DFND
1,2,3,4
200000
0
0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
CV SR UNSEC NT
03762UAB1
29519
29492000
PRN
DFND
1,2,3,4
29492000
0
0
ARBOR REALTY TRUST INC
CV SR UNSEC NT
038923AB4
10302
10125000
PRN
DFND
1,2,3,4
10125000
0
0
ARES CAPITAL CORP
CV SR UNSEC NT
04010LAM5
5933
5839000
PRN
DFND
1,2,3,4
5839000
0
0
ARRAY BIOPHARMA INC
CV SR UNSEC NT 144A PNC
04269XAB1
9149
6860000
PRN
DFND
1,2,3,4
6860000
0
0
ATLAS AIR WORLDWIDE HOLDINGS INC
CV SR UNSEC NT
049164BH8
1871
1635000
PRN
DFND
1,2,3,4
1635000
0
0
AZUL SA-ADR
ADR
05501U106
37171
1069674
SH
DFND
1,2,3,4
1069674
0
0
BANK OF AMERICA CORP
7.250000% CV PFD PERPETUAL PNC
060505682
5932
4600
SH
DFND
1,2,3,4
4600
0
0
BECTON DICKINSON AND CO
6.125% CV PFD
075887208
34282
586720
SH
DFND
1,2,3,4
586720
0
0
BEL FUSE INC
COMMON STOCK
077347300
2123
112327
SH
DFND
1,2,3,4
112327
0
0
BELLATRIX EXPLORATION LTD
COMMON STOCK
078314507
4072
3750000
SH
DFND
1,2,3,4
3750000
0
0
BIOMARIN PHARMACEUTICAL INC
CV SR SUB NT
09061GAE1
5069
4945000
PRN
DFND
1,2,3,4
4945000
0
0
BLACKROCK CAPITAL INVESTMENT CORP
CV SR UNSEC NT
092533AC2
2228
2160000
PRN
DFND
1,2,3,4
2160000
0
0
BLACKSTONE MORTGAGE TRUST INC
CV SR UNSEC NT
09257WAB6
23108
23410000
PRN
DFND
1,2,3,4
23410000
0
0
BONANZA CREEK ENERGY INC
COMMON STOCK
097793400
6642
239724
SH
DFND
1,2,3,4
239724
0
0
BOOKING HOLDINGS INC
CV SR UNSEC NT
741503AX4
36484
29174000
PRN
DFND
1,2,3,4
29174000
0
0
BRF SA-ADR
ADR
10552T107
24893
3597257
SH
DFND
1,2,3,4
3597257
0
0
BRISTOW GROUP INC
CV SR UNSEC NT
110394AF0
5696
5144000
PRN
DFND
1,2,3,4
5144000
0
0
BROOKDALE SENIOR LIVING INC
CV SR UNSEC NT
112463AA2
22212
22184000
PRN
DFND
1,2,3,4
22184000
0
0
CALAMP CORP
CV SR UNSEC NT
128126AB5
16996
15865000
PRN
DFND
1,2,3,4
15865000
0
0
CANADIAN SOLAR INC
CV SR UNSEC NT PNC
136635AE9
12577
12705000
PRN
DFND
1,2,3,4
12705000
0
0
CAPITAL PRODUCT PARTNERS LP
COMMON STOCK
Y11082107
2556
819228
SH
DFND
1,2,3,4
819228
0
0
CARDTRONICS INC
CV SR UNSEC NT
14161HAG3
14159
15163000
PRN
DFND
1,2,3,4
15163000
0
0
CENTURY COMMUNITIES INC
COMMON STOCK
156504300
54479
1819003
SH
DFND
1,2,3,4
1819003
0
0
CHART INDUSTRIES INC
CV SR SUB NT
16115QAC4
4223
4139000
PRN
DFND
1,2,3,4
4139000
0
0
CHENIERE ENERGY INC
CV SR UNSEC NT PNC
16411RAG4
9273
11871000
PRN
DFND
1,2,3,4
11871000
0
0
CITRIX SYSTEMS INC
CV SR UNSEC NT
177376AD2
41735
31643000
PRN
DFND
1,2,3,4
31643000
0
0
CLEVELAND-CLIFFS INC
CV SR UNSEC NT PNC
185899AA9
4673
4320000
PRN
DFND
1,2,3,4
4320000
0
0
CNOOC LTD-SPON ADR
ADR
126132109
33555
226924
SH
DFND
1,2,3,4
226924
0
0
COMSTOCK RESOURCES INC
CV SEC 2ND LIEN PIK NT PNC
205768AM6
19354
20719978
PRN
DFND
1,2,3,4
20719978
0
0
COMSTOCK RESOURCES INC
CV SEC 2ND LIEN PIK NT PNC
205768AN4
36893
39279264
PRN
DFND
1,2,3,4
39279264
0
0
CORNERSTONE ONDEMAND INC
CV SR UNSEC NT
21925YAB9
26356
26350000
PRN
DFND
1,2,3,4
26350000
0
0
COWEN INC
CV SR UNSEC NT
223622AB7
12918
13020000
PRN
DFND
1,2,3,4
13020000
0
0
CROWN CASTLE INTERNATIONAL CORP
6.875% CV PFD
22822V309
31871
28509
SH
DFND
1,2,3,4
28509
0
0
CSG SYSTEMS INTERNATIONAL INC
CV SR UNSEC NT PNC
126349AF6
22527
20406000
PRN
DFND
1,2,3,4
20406000
0
0
CTRIP.COM INTERNATIONAL LTD
CV SR UNSEC NT (SERIES: C)
22943FAF7
40303
37350000
PRN
DFND
1,2,3,4
37350000
0
0
CTRIP.COM INTERNATIONAL-ADR
ADR
22943F100
31720
680393
SH
DFND
1,2,3,4
680393
0
0
CYPRESS SEMICONDUCTOR CORP
CV SR UNSEC NT
232806AM1
5526
3955000
PRN
DFND
1,2,3,4
3955000
0
0
DEPOMED INC
CV SR UNSEC NT PNC
249908AA2
8357
10260000
PRN
DFND
1,2,3,4
10260000
0
0
DHT HOLDINGS INC
CV SR UNSEC NT PNC
23335SAB2
8419
8686000
PRN
DFND
1,2,3,4
8686000
0
0
DYCOM INDUSTRIES INC
CV SR UNSEC NT
267475AB7
17436
13721000
PRN
DFND
1,2,3,4
13721000
0
0
DYNEGY INC
COMMON STOCK
26817R108
64111
4741904
SH
DFND
1,2,3,4
4741904
0
0
DYNEGY INC
7% CV PFD
26817R405
18812
216950
SH
DFND
1,2,3,4
216950
0
0
EAGLE BULK SHIPPING INC
COMMON STOCK
Y2187A143
3887
785363
SH
DFND
1,2,3,4
785363
0
0
ECHO GLOBAL LOGISTICS INC
CV SR UNSEC NT
27875TAA9
10149
9955000
PRN
DFND
1,2,3,4
9955000
0
0
ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AF9
20490
17864000
PRN
DFND
1,2,3,4
17864000
0
0
ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AH5
12789
12751000
PRN
DFND
1,2,3,4
12751000
0
0
ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
15017
3910545
SH
DFND
1,2,3,4
3910545
0
0
ENSCO JERSEY FINANCE LTD
CV SR UNSEC NT
29359WAB1
4289
5336000
PRN
DFND
1,2,3,4
5336000
0
0
ENVESTNET INC
CV SR UNSEC NT
29404KAA4
24340
22113000
PRN
DFND
1,2,3,4
22113000
0
0
EXACT SCIENCES CORP
CV SR UNSEC NT
30063PAA3
3216
3600000
PRN
DFND
1,2,3,4
3600000
0
0
EXTRACTION OIL & GAS INC
COMMON STOCK
30227M105
2324
202787
SH
DFND
1,2,3,4
202787
0
0
EZCORP INC
CV SR UNSEC MULTI CPN NT
302301AB2
15332
14515000
PRN
DFND
1,2,3,4
14515000
0
0
FIESTA RESTAURANT GROUP INC
COMMON STOCK
31660B101
24512
1325000
SH
DFND
1,2,3,4
1325000
0
0
FINISAR CORP
CV SR UNSEC NT
31787AAM3
12470
12660000
PRN
DFND
1,2,3,4
12660000
0
0
FIREEYE INC
CV SR UNSEC NT
31816QAB7
20923
21946000
PRN
DFND
1,2,3,4
21946000
0
0
FLUIDIGM CORP
CV SR UNSEC NT PNC
34385PAA6
2599
3045000
PRN
DFND
1,2,3,4
3045000
0
0
FORESTAR GROUP INC
CV SR UNSEC NT
346232AB7
11688
11688000
PRN
DFND
1,2,3,4
11688000
0
0
GCI LIBERTY INC
COMMON STOCK
36164V305
7929
150000
SH
DFND
1,2,3,4
150000
0
0
GENER8 MARITIME INC
COMMON STOCK
Y26889108
73801
13062118
SH
DFND
1,2,3,4
13062118
0
0
GOLAR LNG LTD
CV SR UNSEC NT
38046YAB7
49199
48033000
PRN
DFND
1,2,3,4
48033000
0
0
GOLDMAN SACHS BDC INC
CV SR UNSEC NT
38147UAB3
4197
4135000
PRN
DFND
1,2,3,4
4135000
0
0
GRANITE POINT MORTGAGE TRUST INC
CV SR UNSEC NT 144A
38741LAB3
6846
6955000
PRN
DFND
1,2,3,4
6955000
0
0
GREEN PLAINS INC
CV SR UNSEC NT PNC
393222AF1
21069
22086000
PRN
DFND
1,2,3,4
22086000
0
0
GREENBRIER COS INC/THE
CV SR UNSEC NT
393657AK7
24564
21407000
PRN
DFND
1,2,3,4
21407000
0
0
GSV CAPITAL CORP
CV SR UNSEC NT
36191JAB7
4105
4040000
PRN
DFND
1,2,3,4
4040000
0
0
GUIDEWIRE SOFTWARE INC
CV SR UNSEC NT PNC
40171VAA8
22110
22500000
PRN
DFND
1,2,3,4
22500000
0
0
HCI GROUP INC
CV SR UNSEC NT
40416EAB9
8071
8050000
PRN
DFND
1,2,3,4
8050000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT PNC
42330PAH0
13880
14625000
PRN
DFND
1,2,3,4
14625000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT PNC
42330PAJ6
3039
3000000
PRN
DFND
1,2,3,4
3000000
0
0
HERBALIFE LTD
CV SR UNSEC NT
42703MAB9
32130
26468000
PRN
DFND
1,2,3,4
26468000
0
0
HERCULES CAPITAL INC
CV SR UNSEC NT
427096AF9
9423
9290000
PRN
DFND
1,2,3,4
9290000
0
0
HESS CORP
8% MAND CV PFD
42809H404
10590
177800
SH
DFND
1,2,3,4
177800
0
0
HORIZON PHARMA INVESTMENT LTD
CV SR UNSEC NT PNC
44052TAB7
34517
37487000
PRN
DFND
1,2,3,4
37487000
0
0
HURON CONSULTING GROUP INC
CV SR UNSEC NT
447462AB8
24676
26112000
PRN
DFND
1,2,3,4
26112000
0
0
ICICI BANK LTD-SPON ADR
ADR
45104G104
79349
8966000
SH
DFND
1,2,3,4
8966000
0
0
ILLUMINA INC
CV SR UNSEC NT
452327AF6
41919
37720000
PRN
DFND
1,2,3,4
37720000
0
0
IMPAX LABORATORIES INC
CV SR UNSEC NT
45256BAE1
11149
11200000
PRN
DFND
1,2,3,4
11200000
0
0
INFOSYS LTD-SP ADR
ADR
456788108
63309
3546753
SH
DFND
1,2,3,4
3546753
0
0
INNOVIVA INC
CV SUB NT
88338TAB0
23355
21717000
PRN
DFND
1,2,3,4
21717000
0
0
INSULET CORP
CV SR UNSEC NT PNC
45784PAF8
2595
1671000
PRN
DFND
1,2,3,4
1671000
0
0
INTEGRATED DEVICE TECHNOLOGY INC
CV SR UNSEC NT
458118AC0
23851
21125000
PRN
DFND
1,2,3,4
21125000
0
0
INTERCEPT PHARMACEUTICALS INC
CV SR UNSEC NT PNC
45845PAA6
29477
36560000
PRN
DFND
1,2,3,4
36560000
0
0
INTERDIGITAL INC/PA
CV SR UNSEC NT
458660AD9
5949
5120000
PRN
DFND
1,2,3,4
5120000
0
0
INVITATION HOMES (IH MERGER SUB LLC)
CV SR UNSEC NT
19625XAB8
26881
24006000
PRN
DFND
1,2,3,4
24006000
0
0
IONIS PHARMACEUTICALS INC
CV SR UNSEC NT
464337AJ3
4294
4335000
PRN
DFND
1,2,3,4
4335000
0
0
ISHARES MSCI INDIA ETF
ETP
46429B598
938
27500
SH
DFND
1,2,3,4
27500
0
0
ITAU UNIBANCO H-SPON PRF ADR
ADR
465562106
125129
8021072
SH
DFND
1,2,3,4
8021072
0
0
J2 GLOBAL INC
CV SR UNSEC NT CPDI
48123VAC6
9576
7500000
PRN
DFND
1,2,3,4
7500000
0
0
JAZZ INVESTMENTS I LTD
CV SR UNSEC NT PNC
472145AB7
16291
15534000
PRN
DFND
1,2,3,4
15534000
0
0
KB HOME
CV SR UNSEC NT
48666KAS8
14893
13100000
PRN
DFND
1,2,3,4
13100000
0
0
KEYW HOLDING CORP/THE
CV SR UNSEC NT
493723AA8
9914
10143000
PRN
DFND
1,2,3,4
10143000
0
0
LEAR CORP
COMMON STOCK
521865204
2841
15312
SH
DFND
1,2,3,4
15312
0
0
LIBERTY MEDIA CORP
CV SR UNSEC NT (EXCH TWX)
531229AE2
5228
5000000
PRN
DFND
1,2,3,4
5000000
0
0
LIBERTY MEDIA CORP-LIBERTY BRAVES
COMMON STOCK
531229888
13010
570102
SH
DFND
1,2,3,4
570102
0
0
LUMENTUM HOLDINGS INC
CV SR UNSEC NT
55024UAB5
6350
5000000
PRN
DFND
1,2,3,4
5000000
0
0
MACQUARIE INFRASTRUCTURE CORP
CV SR UNSEC NT
55608BAA3
3474
3495000
PRN
DFND
1,2,3,4
3495000
0
0
MAGNACHIP SEMICONDUCTOR CORP
COMMON STOCK
55933J203
28800
3000000
SH
DFND
1,2,3,4
3000000
0
0
MATLIN AND PARTNERS ACQUISITION CORP
COMMON STOCK
57682V205
15420
1500000
SH
DFND
1,2,3,4
1500000
0
0
MEDICINES CO/THE
CV SR UNSEC NT PNC
584688AG0
15089
15635000
PRN
DFND
1,2,3,4
15635000
0
0
MGIC INVESTMENT CORP
COMMON STOCK
552848103
2600
200000
SH
DFND
1,2,3,4
200000
0
0
MICROCHIP TECHNOLOGY INC
CV SR SUB NT
595017AF1
34103
28725000
PRN
DFND
1,2,3,4
28725000
0
0
MICRON TECHNOLOGY INC
CV SR UNSEC NT SER-G PNC
595112AY9
17139
9552000
PRN
DFND
1,2,3,4
9552000
0
0
MIDSTATES PETROLEUM CO INC
COMMON STOCK
59804T407
2537
190316
SH
DFND
1,2,3,4
190316
0
0
MOBILE TELESYSTEMS PJSC
COMMON STOCK ADR
607409109
3400
298500
SH
DFND
1,2,3,4
298500
0
0
NATIONAL CINEMEDIA INC
COMMON STOCK
635309107
14638
2820255
SH
DFND
1,2,3,4
2820255
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COMMON STOCK
63861C109
32495
1809291
SH
DFND
1,2,3,4
1809291
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COMMON STOCK
63861C109
4490
250000
SH
Call
DFND
1,2,3,4
250000
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAQ1
11503
11330000
PRN
DFND
1,2,3,4
11330000
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAS7
9509
9220000
PRN
DFND
1,2,3,4
9220000
0
0
NEVRO CORP
CV SR UNSEC NT
64157FAA1
26368
22830000
PRN
DFND
1,2,3,4
22830000
0
0
NEW MOUNTAIN FINANCE CORP
CV SR UNSEC NT
647551AB6
9505
9220000
PRN
DFND
1,2,3,4
9220000
0
0
NEW YORK MORTGAGE TRUST INC
CV SR UNSEC NT
649604AD7
9086
8936000
PRN
DFND
1,2,3,4
8936000
0
0
NEXTERA ENERGY INC
6.123% CV PFD
65339F820
19629
340415
SH
DFND
1,2,3,4
340415
0
0
NEXTERA ENERGY INC
6.371% CV PFD
65339F846
8641
118500
SH
DFND
1,2,3,4
118500
0
0
NICE SYSTEMS INC
CV SR UNSEC NT
65366HAB9
24256
19518000
PRN
DFND
1,2,3,4
19518000
0
0
NMI HOLDINGS INC
COMMON STOCK
629209305
94037
5681992
SH
DFND
1,2,3,4
5681992
0
0
NOVAVAX INC
CV SR UNSEC NT
670002AB0
9520
13370000
PRN
DFND
1,2,3,4
13370000
0
0
NUANCE COMMUNICATIONS INC
CV SR UNSEC NT CPDI
67020YAG5
22936
22395000
PRN
DFND
1,2,3,4
22395000
0
0
OAKTREE SPECIALTY LENDING CORP
COMMON STOCK
67401P108
1162
276000
SH
DFND
1,2,3,4
276000
0
0
OAKTREE STRATEGIC INCOME CORP
COMMON STOCK
67402D104
3093
392000
SH
DFND
1,2,3,4
392000
0
0
OCEAN RIG UDW INC
COMMON STOCK
G66964118
27753
1100000
SH
DFND
1,2,3,4
1100000
0
0
ON SEMICONDUCTOR CORP
CV SR UNSEC NT
682189AK1
28394
19825000
PRN
DFND
1,2,3,4
19825000
0
0
PALO ALTO NETWORKS INC
CV SR UNSEC NT
697435AB1
14623
8835000
PRN
DFND
1,2,3,4
8835000
0
0
PANDORA MEDIA INC
CV SR UNSEC NT PNC
698354AB3
32315
35292000
PRN
DFND
1,2,3,4
35292000
0
0
PATTERN ENERGY GROUP INC
CV SR UNSEC NT
70338PAB6
9824
9910000
PRN
DFND
1,2,3,4
9910000
0
0
PDC ENERGY INC
CV SR UNSEC NT
69327RAD3
23009
23575000
PRN
DFND
1,2,3,4
23575000
0
0
PDL BIOPHARMA INC
CV SR UNSEC NT
69329YAG9
6008
5870000
PRN
DFND
1,2,3,4
5870000
0
0
PENNYMAC CORP
CV SR UNSEC NT REIT
70932AAB9
24793
24699000
PRN
DFND
1,2,3,4
24699000
0
0
PETROLEO BRASILEIRO-SPON ADR
ADR
71654V408
3308
233980
SH
DFND
1,2,3,4
233980
0
0
PETROLEO BRASIL-SP PREF ADR
ADR
71654V101
89500
6889922
SH
DFND
1,2,3,4
6889922
0
0
PRA GROUP INC
CV SR UNSEC NT
73640QAB1
25391
26277000
PRN
DFND
1,2,3,4
26277000
0
0
PROOFPOINT INC
CV SR UNSEC NT PNC
743424AD5
11877
8109000
PRN
DFND
1,2,3,4
8109000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAQ5
5165
5145000
PRN
DFND
1,2,3,4
5145000
0
0
PTC THERAPEUTICS INC
CV SR UNSEC NT PNC
69366JAB7
8757
9400000
PRN
DFND
1,2,3,4
9400000
0
0
QIAGEN NV
CV SR UNSEC NT REG S
104647723
2360
2000000
PRN
DFND
1,2,3,4
2000000
0
0
QUIDEL CORP
CV SR UNSEC NT
74838JAA9
5349
3083000
PRN
DFND
1,2,3,4
3083000
0
0
RADIUS HEALTH INC
CV SR UNSEC NT PNC
750469AA6
5166
5115000
PRN
DFND
1,2,3,4
5115000
0
0
RAYONIER ADVANCED MATERIALS INC
COMMON STOCK
75508B104
22544
1050000
SH
DFND
1,2,3,4
1050000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT
749772AB5
24627
24382000
PRN
DFND
1,2,3,4
24382000
0
0
REGIS CORP
COMMON STOCK
758932107
4870
321890
SH
DFND
1,2,3,4
321890
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAA2
37175
36558000
PRN
DFND
1,2,3,4
36558000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT
76120WAC8
46550
47995000
PRN
DFND
1,2,3,4
47995000
0
0
SANDRIDGE ENERGY INC
COMMON STOCK
80007P869
1959
135000
SH
DFND
1,2,3,4
135000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI
81170YAB5
29045
29906000
PRN
DFND
1,2,3,4
29906000
0
0
SEMPRA ENERGY
6% CV PFD
816851406
5630
55000
SH
DFND
1,2,3,4
55000
0
0
SHIP FINANCE INTERNATIONAL LTD
CV SR UNSEC NT
G81075AF3
16350
16195000
PRN
DFND
1,2,3,4
16195000
0
0
SILICON LABORATORIES INC
CV SR UNSEC NT PNC
826919AB8
31662
27294000
PRN
DFND
1,2,3,4
27294000
0
0
SOLARCITY CORP
CV SR UNSEC NT
83416TAC4
6563
7174000
PRN
DFND
1,2,3,4
7174000
0
0
SPIRIT REALTY CAPITAL INC
CV SR UNSEC NT REIT
84860WAA0
20130
20192000
PRN
DFND
1,2,3,4
20192000
0
0
SSR MINING INC
CV SR UNSEC NT PNC
82823LAC0
25108
25252000
PRN
DFND
1,2,3,4
25252000
0
0
SPDR S&P500 ETF TRUST
ETF
78462F103
62498
237500
SH
Put
DFND
1,2,3,4
237500
0
0
STANLEY BLACK & DECKER INC
5.375% CV PFD
854502887
11570
100417
SH
DFND
1,2,3,4
100417
0
0
STAR BULK CARRIERS CORP
COMMON STOCK
Y8162K204
378899
32579506
SH
DFND
1,2,3,4
32579506
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAB1
27032
25000000
PRN
DFND
1,2,3,4
25000000
0
0
STEEL CONNECT INC
CV SR UNSEC NT
60786LAB3
3594
3700000
PRN
DFND
1,2,3,4
3700000
0
0
STONEMOR PARTNERS LP
COMMON STOCK
86183Q100
26980
4344634
SH
DFND
1,2,3,4
4344634
0
0
SUNOPTA INC
COMMON STOCK
8676EP108
57458
8092699
SH
DFND
1,2,3,4
8092699
0
0
SUNPOWER CORP
CV SR UNSEC NT
867652AL3
4419
5521000
PRN
DFND
1,2,3,4
5521000
0
0
SYNCHRONOSS TECHNOLOGIES INC
CV SR UNSEC NT
87157BAA1
4548
4800000
PRN
DFND
1,2,3,4
4800000
0
0
TAIWAN SEMICONDUCTOR-SP ADR
ADR
874039100
127142
2905441
SH
DFND
1,2,3,4
2905441
0
0
TCP CAPITAL CORP
CV SR UNSEC NT
87238QAB9
7237
7000000
PRN
DFND
1,2,3,4
7000000
0
0
TERADYNE INC
CV SR UNSEC NT
880770AG7
4463
2922000
PRN
DFND
1,2,3,4
2922000
0
0
TEVA PHARMACEUTICAL FINANCE CO LLC
CV SR UNSEC NT
88163VAE9
13944
15820000
PRN
DFND
1,2,3,4
15820000
0
0
TITAN MACHINERY INC
CV SR UNSEC NT
88830RAB7
12858
12937000
PRN
DFND
1,2,3,4
12937000
0
0
TOWNSQUARE MEDIA INC
COMMON STOCK
892231101
12649
1595224
SH
DFND
1,2,3,4
1595224
0
0
TPG SPECIALTY LENDING INC
CV SR UNSEC NT
87265KAB8
12467
12163000
PRN
DFND
1,2,3,4
12163000
0
0
TRIBUNE MEDIA CO
COMMON STOCK
896047503
282975
6985341
SH
DFND
1,2,3,4
6985341
0
0
TWITTER INC
CV SR UNSEC NT
90184LAB8
24724
25645000
PRN
DFND
1,2,3,4
25645000
0
0
TWITTER INC
CV SR UNSEC NT
90184LAD4
4515
4815000
PRN
DFND
1,2,3,4
4815000
0
0
TWO HARBORS INVESTMENT CORP
CV SR UNSEC NT
90187BAA9
9056
8650000
PRN
DFND
1,2,3,4
8650000
0
0
ULTRA PETROLEUM CORP
COMMON STOCK
903914208
2954
708459
SH
DFND
1,2,3,4
708459
0
0
VALE SA
COMMON STOCK
91912E105
43664
3432680
SH
DFND
1,2,3,4
3432680
0
0
VANECK VECTORS SEMICONDUCTOR ETF
ETF
92189F676
20856
200000
SH
Put
DFND
1,2,3,4
200000
0
0
VECTOR GROUP LTD
CV SR UNSEC NT VARIABLE
92240MBC1
12753
11570000
PRN
DFND
1,2,3,4
11570000
0
0
VEECO INSTRUMENTS INC
CV SR UNSEC NT PNC
922417AD2
8649
9475000
PRN
DFND
1,2,3,4
9475000
0
0
VEON LTD
COMMON STOCK ADR
91822M106
4432
1678900
SH
DFND
1,2,3,4
1678900
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAA2
24694
24663000
PRN
DFND
1,2,3,4
24663000
0
0
VERSO CORP
COMMON STOCK
92531L207
45980
2730388
SH
DFND
1,2,3,4
2730388
0
0
VIAVI SOLUTIONS INC
CV SR UNSEC NT
46612JAF8
11295
11000000
PRN
DFND
1,2,3,4
11000000
0
0
VICI PROPERTIES INC
COMMON STOCK REIT
925652109
124231
6781234
SH
DFND
1,2,3,4
6781234
0
0
VIPSHOP HOLDINGS LTD
CV SR UNSEC NT
92763WAA1
10580
9810000
PRN
DFND
1,2,3,4
9810000
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK
928298108
8463
455000
SH
DFND
1,2,3,4
455000
0
0
VISTRA ENERGY CORP
COMMON STOCK
92840M102
1008980
48438812
SH
DFND
1,2,3,4
48438812
0
0
WEATHERFORD INTERNATIONAL LTD
CV SR UNSEC NT
947075AH0
35507
39500000
PRN
DFND
1,2,3,4
39500000
0
0
WEB.COM GROUP INC
CV SR UNSEC NT PNC
94733AAA2
4551
4574000
PRN
DFND
1,2,3,4
4574000
0
0
WELLS FARGO & CO
7.500000% CV PFD PERPETUAL PNC
949746804
27319
21177
SH
DFND
1,2,3,4
21177
0
0
WESTERN ASSET MORTGAGE CAPITAL CORP
CV SR UNSEC NT
95790DAA3
10916
10993000
PRN
DFND
1,2,3,4
10993000
0
0
WHITING PETROLEUM CORP
CV SR UNSEC NT
966387AL6
25299
26735000
PRN
DFND
1,2,3,4
26735000
0
0
WPX ENERGY INC
6.25% MAND CV PFD
98212B202
13041
207700
SH
DFND
1,2,3,4
207700
0
0
YANDEX NV
CV SR UNSEC NT
98474TAB3
16559
16277000
PRN
DFND
1,2,3,4
16277000
0
0
ZILLOW GROUP INC
CV SR UNSEC NT PNC
98954MAB7
25960
21390000
PRN
DFND
1,2,3,4
21390000
0
0