0000949509-18-000014.txt : 20181114
0000949509-18-000014.hdr.sgml : 20181114
20181114142013
ACCESSION NUMBER: 0000949509-18-000014
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180930
FILED AS OF DATE: 20181114
DATE AS OF CHANGE: 20181114
EFFECTIVENESS DATE: 20181114
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: 181182671
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
09-30-2018
09-30-2018
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
11-14-2018
4
213
7430242
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
3Q18_13F_XML.xml
ACORDA THERAPEUTICS INC
CV SR UNSEC NT PNC
00484MAA4
5094
6000000
PRN
DFND
1,2,3,4
6000000
0
0
ALDER BIOPHARMACEUTICALS INC
CV SR UNSEC NT PNC
014339AA3
9143
8525000
PRN
DFND
1,2,3,4
8525000
0
0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
CV SR UNSEC NT
01988PAD0
15824
15000000
PRN
DFND
1,2,3,4
15000000
0
0
ALLY FINANCIAL INC
COMMON STOCK
02005N100
230443
8712400
SH
DFND
1,2,3,4
8712400
0
0
ALTABA INC
COMMON STOCK
021346101
32961
483866
SH
DFND
1,2,3,4
483866
0
0
ANGLOGOLD ASHANTI-SPON ADR
ADR
035128206
33527
3907565
SH
DFND
1,2,3,4
3907565
0
0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
CV SR UNSEC NT
03762UAB1
32610
32406000
PRN
DFND
1,2,3,4
32406000
0
0
ARES CAPITAL CORP
CV SR UNSEC NT
04010LAM5
21402
21319000
PRN
DFND
1,2,3,4
21319000
0
0
ATLAS AIR WORLDWIDE HOLDINGS INC
CV SR UNSEC NT
049164BH8
8286
7155000
PRN
DFND
1,2,3,4
7155000
0
0
AZUL SA-ADR
ADR
05501U106
33325
1873216
SH
DFND
1,2,3,4
1873216
0
0
BANCO BRADESCO-ADR
ADR
059460303
27871
3936583
SH
DFND
1,2,3,4
3936583
0
0
BANK OF AMERICA CORP
7.250000% CV PFD PERPETUAL PNC
060505682
9836
7600
SH
DFND
1,2,3,4
7600
0
0
BECTON DICKINSON AND CO
6.125% CV PFD
075887208
42814
655020
SH
DFND
1,2,3,4
655020
0
0
BEL FUSE INC
COMMON STOCK
077347201
1586
71613
SH
DFND
1,2,3,4
71613
0
0
BEL FUSE INC
COMMON STOCK
077347300
4639
175060
SH
DFND
1,2,3,4
175060
0
0
BELLATRIX EXPLORATION LTD
COMMON STOCK
078314507
3499
3350000
SH
DFND
1,2,3,4
3350000
0
0
BIOMARIN PHARMACEUTICAL INC
CV SR SUB NT
09061GAF8
16527
13720000
PRN
DFND
1,2,3,4
13720000
0
0
BIOMARIN PHARMACEUTICAL INC
CV SR SUB NT
09061GAH4
20150
18865000
PRN
DFND
1,2,3,4
18865000
0
0
BLACKROCK CAPITAL INVESTMENT CORP
CV SR UNSEC NT
092533AC2
6074
5950000
PRN
DFND
1,2,3,4
5950000
0
0
BLACKROCK TCP CAPITAL CORP
CV SR UNSEC NT
87238QAB9
11025
10891000
PRN
DFND
1,2,3,4
10891000
0
0
BLACKROCK TCP CAPITAL CORP
CV SR UNSEC NT
87238QAD5
1292
1290000
PRN
DFND
1,2,3,4
1290000
0
0
BLACKSTONE MORTGAGE TRUST INC
CV SR UNSEC NT
09257WAB6
43017
42910000
PRN
DFND
1,2,3,4
42910000
0
0
BONANZA CREEK ENERGY INC
COMMON STOCK
097793400
17010
571208
SH
DFND
1,2,3,4
571208
0
0
BOOKING HOLDINGS INC
CV SR UNSEC NT
741503AX4
36719
30884000
PRN
DFND
1,2,3,4
30884000
0
0
BRF SA-ADR
ADR
10552T107
28043
5117302
SH
DFND
1,2,3,4
5117302
0
0
CANADIAN SOLAR INC
CV SR UNSEC NT PNC
136635AE9
3443
3475000
PRN
DFND
1,2,3,4
3475000
0
0
CAPITAL PRODUCT PARTNERS LP
COMMON STOCK
Y11082107
2278
819228
SH
DFND
1,2,3,4
819228
0
0
CARDTRONICS INC
CV SR UNSEC NT
14161HAG3
23986
24789000
PRN
DFND
1,2,3,4
24789000
0
0
CEMEX SAB DE CV
CV SUB NT
151290BR3
10951
10845000
PRN
DFND
1,2,3,4
10845000
0
0
CEMEX SAB DE CV
CV SUB NT
151290BT9
7447
7370000
PRN
DFND
1,2,3,4
7370000
0
0
CEMEX SAB-SPONS ADR PART CER
ADR
151290889
33853
4808700
SH
DFND
1,2,3,4
4808700
0
0
CENTURY COMMUNITIES INC
COMMON STOCK
156504300
47749
1819003
SH
DFND
1,2,3,4
1819003
0
0
CHENIERE ENERGY INC
CV SR UNSEC NT PNC
16411RAG4
11432
14163000
PRN
DFND
1,2,3,4
14163000
0
0
CHESAPEAKE ENERGY CORP
CV SR UNSEC NT PNC
165167CY1
14650
14795000
PRN
DFND
1,2,3,4
14795000
0
0
CIMAREX ENERGY CO
COMMON STOCK
171798101
13117
141130
SH
DFND
1,2,3,4
141130
0
0
CITRIX SYSTEMS INC
CV SR UNSEC NT
177376AD2
21902
14237000
PRN
DFND
1,2,3,4
14237000
0
0
CLEVELAND-CLIFFS INC
CV SR UNSEC NT PNC
185899AA9
3410
2075000
PRN
DFND
1,2,3,4
2075000
0
0
CNOOC LTD-SPON ADR
ADR
126132109
54470
275740
SH
DFND
1,2,3,4
275740
0
0
COLONY CAPITAL INC
CV SR UNSEC NT REIT PNC
19624RAB2
26984
28505000
PRN
DFND
1,2,3,4
28505000
0
0
COOPER TIRE & RUBBER CO
COMMON STOCK
216831107
33960
1200000
SH
Put
DFND
1,2,3,4
1200000
0
0
CROWN CASTLE INTERNATIONAL CORP
6.875% CV PFD
22822V309
34752
32000
SH
DFND
1,2,3,4
32000
0
0
CTRIP.COM INTERNATIONAL LTD
CV SR UNSEC NT (SERIES: C)
22943FAF7
29804
30380000
PRN
DFND
1,2,3,4
30380000
0
0
CTRIP.COM INTERNATIONAL LTD
CV SR UNSEC NT
22943FAM2
5800
5915000
PRN
DFND
1,2,3,4
5915000
0
0
CTRIP.COM INTERNATIONAL-ADR
ADR
22943F100
22048
593153
SH
DFND
1,2,3,4
593153
0
0
CUMULUS MEDIA INC
COMMON STOCK
231082801
716
42075
SH
DFND
1,2,3,4
42075
0
0
DEXCOM INC
CV SR UNSEC NT PNC
252131AF4
7370
4790000
PRN
DFND
1,2,3,4
4790000
0
0
DHT HOLDINGS INC
CV SR UNSEC NT PNC
23335SAB2
7458
7256000
PRN
DFND
1,2,3,4
7256000
0
0
DISH NETWORK CORP
CV SR UNSEC NT
25470MAB5
65864
68875000
PRN
DFND
1,2,3,4
68875000
0
0
DOMINION ENERGY INC
6.75% CV PFD
25746U836
4590
97000
SH
DFND
1,2,3,4
97000
0
0
EAGLE BULK SHIPPING INC
COMMON STOCK
Y2187A143
4414
785363
SH
DFND
1,2,3,4
785363
0
0
ECHO GLOBAL LOGISTICS INC
CV SR UNSEC NT
27875TAA9
11382
10900000
PRN
DFND
1,2,3,4
10900000
0
0
ELECTRONICS FOR IMAGING INC
CV SR UNSEC NT
286082AC6
5662
5730000
PRN
DFND
1,2,3,4
5730000
0
0
ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AH5
10795
11536000
PRN
DFND
1,2,3,4
11536000
0
0
ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
32692
3910545
SH
DFND
1,2,3,4
3910545
0
0
ENSCO JERSEY FINANCE LTD
CV SR UNSEC NT
29359WAB1
43107
43185000
PRN
DFND
1,2,3,4
43185000
0
0
ENVESTNET INC
CV SR UNSEC NT
29404KAA4
5626
5113000
PRN
DFND
1,2,3,4
5113000
0
0
EURONAV NV
COMMON STOCK
B38564108
79891
9182915
SH
DFND
1,2,3,4
9182915
0
0
EXACT SCIENCES CORP
CV SR UNSEC NT
30063PAA3
32765
26463000
PRN
DFND
1,2,3,4
26463000
0
0
EXANTAS CAPITAL CORP
CV SR UNSEC NT REIT
76120WAA2
38420
38093000
PRN
DFND
1,2,3,4
38093000
0
0
EXANTAS CAPITAL CORP
CV SR UNSEC NT
76120WAC8
47355
47415000
PRN
DFND
1,2,3,4
47415000
0
0
EXTRACTION OIL & GAS INC
COMMON STOCK
30227M105
1950
172787
SH
DFND
1,2,3,4
172787
0
0
EZCORP INC
CV SR UNSEC MULTI CPN NT
302301AB2
14258
14351000
PRN
DFND
1,2,3,4
14351000
0
0
FARMLAND PARTNERS INC
COMMON STOCK REIT
31154R109
2158
322142
SH
DFND
1,2,3,4
322142
0
0
FINISAR CORP
CV SR UNSEC NT
31787AAM3
6596
6625000
PRN
DFND
1,2,3,4
6625000
0
0
FINISAR CORP
CV SR UNSEC NT
31787AAP6
18660
20316000
PRN
DFND
1,2,3,4
20316000
0
0
FIREEYE INC
CV SR UNSEC NT
31816QAB7
6484
6773000
PRN
DFND
1,2,3,4
6773000
0
0
FORESTAR GROUP INC
CV SR UNSEC NT
346232AB7
16928
16928000
PRN
DFND
1,2,3,4
16928000
0
0
FORTIVE CORP
5% CV PFD
34959J207
32986
30577
SH
DFND
1,2,3,4
30577
0
0
GCI LIBERTY INC
COMMON STOCK
36164V305
7650
150000
SH
DFND
1,2,3,4
150000
0
0
GLOBAL EAGLE ENTERTAINMENT INC
CV SR UNSEC NT PNC
37951DAB8
2582
3375000
PRN
DFND
1,2,3,4
3375000
0
0
GNC HOLDINGS INC
CV SR UNSEC NT
36191GAB3
4496
5802000
PRN
DFND
1,2,3,4
5802000
0
0
GOLAR LNG LTD
CV SR UNSEC NT
38046YAB7
50145
47838000
PRN
DFND
1,2,3,4
47838000
0
0
GOLDMAN SACHS BDC INC
CV SR UNSEC NT
38147UAB3
17482
17259000
PRN
DFND
1,2,3,4
17259000
0
0
GRANITE POINT MORTGAGE TRUST INC
CV SR UNSEC NT 144A
38741LAB3
7148
6895000
PRN
DFND
1,2,3,4
6895000
0
0
GREEN PLAINS INC
CV SR UNSEC NT PNC
393222AF1
10606
11058000
PRN
DFND
1,2,3,4
11058000
0
0
GUIDEWIRE SOFTWARE INC
CV SR UNSEC NT PNC
40171VAA8
22173
20655000
PRN
DFND
1,2,3,4
20655000
0
0
HALCON RESOURCES CORP
COMMON STOCK
40537Q605
5677
1270000
SH
DFND
1,2,3,4
1270000
0
0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC
CV SR UNSEC NT
41068XAB6
2283
2339000
PRN
DFND
1,2,3,4
2339000
0
0
HCI GROUP INC
CV SR UNSEC NT
40416EAB9
10082
10110000
PRN
DFND
1,2,3,4
10110000
0
0
HCI GROUP INC
CV SR UNSEC NT
40416EAD5
3801
3810000
PRN
DFND
1,2,3,4
3810000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT PNC
42330PAH0
6899
6416000
PRN
DFND
1,2,3,4
6416000
0
0
HERCULES CAPITAL INC
CV SR UNSEC NT
427096AF9
20573
21177000
PRN
DFND
1,2,3,4
21177000
0
0
HESS CORP
8% MAND CV PFD
42809H404
26761
336700
SH
DFND
1,2,3,4
336700
0
0
HORIZON PHARMA INVESTMENT LTD
CV SR UNSEC NT PNC
44052TAB7
41677
41281000
PRN
DFND
1,2,3,4
41281000
0
0
HUBSPOT INC
CV SR UNSEC NT
443573AB6
8000
4860000
PRN
DFND
1,2,3,4
4860000
0
0
HURON CONSULTING GROUP INC
CV SR UNSEC NT
447462AB8
26111
26753000
PRN
DFND
1,2,3,4
26753000
0
0
ICICI BANK LTD-SPON ADR
ADR
45104G104
89437
10534345
SH
DFND
1,2,3,4
10534345
0
0
II-VI INC
CV SR UNSEC NT
902104AB4
21035
17865000
PRN
DFND
1,2,3,4
17865000
0
0
ILLUMINA INC
CV SR UNSEC NT
452327AF6
23292
16000000
PRN
DFND
1,2,3,4
16000000
0
0
INFOSYS LTD-SP ADR
ADR
456788108
47351
4655979
SH
DFND
1,2,3,4
4655979
0
0
INNOVIVA INC
CV SUB NT
88338TAB0
8942
8805000
PRN
DFND
1,2,3,4
8805000
0
0
INPHI CORP
CV SR UNSEC NT
45772FAB3
17936
15500000
PRN
DFND
1,2,3,4
15500000
0
0
INTERCEPT PHARMACEUTICALS INC
CV SR UNSEC NT PNC
45845PAA6
43995
43316000
PRN
DFND
1,2,3,4
43316000
0
0
INTERDIGITAL INC/PA
CV SR UNSEC NT
458660AD9
12021
10230000
PRN
DFND
1,2,3,4
10230000
0
0
INTERNATIONAL FLAVORS & FRAGRANCES INC
6.000000 CV PFD PNC
459506309
13601
250000
SH
DFND
1,2,3,4
250000
0
0
INVITATION HOMES (IH MERGER SUB LLC)
CV SR UNSEC NT
19625XAB8
20494
18561000
PRN
DFND
1,2,3,4
18561000
0
0
IRONWOOD PHARMACEUTICALS INC
CV SR UNSEC NT
46333XAD0
10706
8215000
PRN
DFND
1,2,3,4
8215000
0
0
ISHARES MSCI INDIA ETF
ETP
46429B598
1030
31700
SH
DFND
1,2,3,4
31700
0
0
ITAU UNIBANCO H-SPON PRF ADR
ADR
465562106
82756
7536959
SH
DFND
1,2,3,4
7536959
0
0
J2 GLOBAL INC
CV SR UNSEC NT CPDI
48123VAC6
19976
15360000
PRN
DFND
1,2,3,4
15360000
0
0
JAZZ INVESTMENTS I LTD
CV SR UNSEC NT PNC
472145AB7
15414
14357000
PRN
DFND
1,2,3,4
14357000
0
0
JAZZ INVESTMENTS I LTD
CV SR UNSEC NT PNC
472145AD3
12437
12200000
PRN
DFND
1,2,3,4
12200000
0
0
KAMAN CORP
CV SR UNSEC NT
483548AF0
6919
5880000
PRN
DFND
1,2,3,4
5880000
0
0
LIBERTY MEDIA CORP-LIBERTY BRAVES
COMMON STOCK
531229888
15535
570102
SH
DFND
1,2,3,4
570102
0
0
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE
CV SR UNSEC NT (LMCK/FWONK)
531229AF9
24153
20625000
PRN
DFND
1,2,3,4
20625000
0
0
LUMENTUM HOLDINGS INC
CV SR UNSEC NT
55024UAB5
19233
16000000
PRN
DFND
1,2,3,4
16000000
0
0
MACQUARIE INFRASTRUCTURE CORP
CV SR UNSEC NT
55608BAA3
23446
23597000
PRN
DFND
1,2,3,4
23597000
0
0
MACQUARIE INFRASTRUCTURE CORP
CV SR UNSEC NT
55608BAB1
4178
4636000
PRN
DFND
1,2,3,4
4636000
0
0
MAGNACHIP SEMICONDUCTOR CORP
COMMON STOCK
55933J203
32175
3250000
SH
DFND
1,2,3,4
3250000
0
0
MATLIN AND PARTNERS ACQUISITION CORP
COMMON STOCK
57682V205
16140
1500000
SH
DFND
1,2,3,4
1500000
0
0
MGIC INVESTMENT CORP
COMMON STOCK
552848103
21828
1640000
SH
DFND
1,2,3,4
1640000
0
0
MICRON TECHNOLOGY INC
COMMON STOCK
595112103
58799
1300000
SH
Put
DFND
1,2,3,4
1300000
0
0
MIDSTATES PETROLEUM CO INC
COMMON STOCK
59804T407
1696
190307
SH
DFND
1,2,3,4
190307
0
0
MOBILE TELESYSTEMS PJSC
COMMON STOCK ADR
607409109
2547
298500
SH
DFND
1,2,3,4
298500
0
0
NABORS INDUSTRIES INC
CV SR UNSEC NT
62957HAB1
13776
17610000
PRN
DFND
1,2,3,4
17610000
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAQ1
12761
12755000
PRN
DFND
1,2,3,4
12755000
0
0
NAVISTAR INTERNATIONAL CORP
CV SR SUB NT PNC
63934EAS7
4541
4470000
PRN
DFND
1,2,3,4
4470000
0
0
NEUROCRINE BIOSCIENCES INC
CV SR UNSEC NT PNC
64125CAD1
15184
8895000
PRN
DFND
1,2,3,4
8895000
0
0
NEW MOUNTAIN FINANCE CORP
CV SR UNSEC NT
647551AB6
16474
16292000
PRN
DFND
1,2,3,4
16292000
0
0
NEW YORK MORTGAGE TRUST INC
CV SR UNSEC NT
649604AD7
11181
11175000
PRN
DFND
1,2,3,4
11175000
0
0
NEXTERA ENERGY INC
6.123% CV PFD
65339F820
26700
468855
SH
DFND
1,2,3,4
468855
0
0
NMI HOLDINGS INC
COMMON STOCK
629209305
128697
5681992
SH
DFND
1,2,3,4
5681992
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK
665531109
17559
4389667
SH
DFND
1,2,3,4
4389667
0
0
NOVAVAX INC
CV SR UNSEC NT
670002AB0
4627
7495000
PRN
DFND
1,2,3,4
7495000
0
0
NUANCE COMMUNICATIONS INC
CV SR UNSEC NT CPDI
67020YAK6
7285
7700000
PRN
DFND
1,2,3,4
7700000
0
0
NUANCE COMMUNICATIONS INC
CV SR UNSEC NT
67020YAN0
24668
23850000
PRN
DFND
1,2,3,4
23850000
0
0
NUVASIVE INC
CV SR UNSEC NT PNC
670704AG0
26410
20805000
PRN
DFND
1,2,3,4
20805000
0
0
NXP SEMICONDUCTORS NV
CV SR UNSEC NT
62952QAB6
6263
6000000
PRN
DFND
1,2,3,4
6000000
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
14193
166000
SH
DFND
1,2,3,4
166000
0
0
OAKTREE SPECIALTY LENDING CORP
COMMON STOCK
67401P108
1369
276000
SH
DFND
1,2,3,4
276000
0
0
OAKTREE STRATEGIC INCOME CORP
COMMON STOCK
67402D104
3391
392000
SH
DFND
1,2,3,4
392000
0
0
OASIS PETROLEUM INC
CV SR UNSEC NT PNC
674215AJ7
11119
8265000
PRN
DFND
1,2,3,4
8265000
0
0
OI SA
COMMON STOCK ADR
670851500
5610
2054854
SH
DFND
1,2,3,4
2054854
0
0
OSI SYSTEMS INC
CV SR UNSEC NT PNC
671044AD7
17612
18380000
PRN
DFND
1,2,3,4
18380000
0
0
PACIRA PHARMACEUTICALS INC/DE
CV SR UNSEC NT PNC
695127AD2
7949
7500000
PRN
DFND
1,2,3,4
7500000
0
0
PAMPA ENERGIA SA
COMMON STOCK ADR
697660207
7452
240000
SH
DFND
1,2,3,4
240000
0
0
PANDORA MEDIA INC
CV SR UNSEC NT PNC
698354AB3
24757
25245000
PRN
DFND
1,2,3,4
25245000
0
0
PATTERN ENERGY GROUP INC
CV SR UNSEC NT
70338PAB6
25158
25097000
PRN
DFND
1,2,3,4
25097000
0
0
PDL BIOPHARMA INC
CV SR UNSEC NT
69329YAG9
4657
4695000
PRN
DFND
1,2,3,4
4695000
0
0
PENNYMAC CORP
CV SR UNSEC NT REIT
70932AAB9
25606
25642000
PRN
DFND
1,2,3,4
25642000
0
0
PETROLEO BRASIL-SP PREF ADR
ADR
71654V101
85096
8135360
SH
DFND
1,2,3,4
8135360
0
0
PG&E CORP
COMMON STOCK
69331C108
55903
1215000
SH
DFND
1,2,3,4
1215000
0
0
PRA GROUP INC
CV SR UNSEC NT PNC
69354NAB2
9611
9365000
PRN
DFND
1,2,3,4
9365000
0
0
PRA GROUP INC
CV SR UNSEC NT
73640QAB1
24857
25708000
PRN
DFND
1,2,3,4
25708000
0
0
PRETIUM RESOURCES INC
CV SR SUB NT PNC
74139CAB8
1753
1990000
PRN
DFND
1,2,3,4
1990000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAQ5
7205
7135000
PRN
DFND
1,2,3,4
7135000
0
0
PTC THERAPEUTICS INC
CV SR UNSEC NT PNC
69366JAB7
9454
8200000
PRN
DFND
1,2,3,4
8200000
0
0
QTS REALTY TRUST INC
6.500000% CV PFD PERPETUAL PNC
74736A301
15630
148000
SH
DFND
1,2,3,4
148000
0
0
QIAGEN NV
CV SR UNSEC NT REG S
N72482AA5
2897
2200000
PRN
DFND
1,2,3,4
2200000
0
0
REALPAGE INC
CV SR UNSEC NT
75606NAB5
13241
8080000
PRN
DFND
1,2,3,4
8080000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT
749772AB5
20743
20452000
PRN
DFND
1,2,3,4
20452000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT
758075AD7
16888
17070000
PRN
DFND
1,2,3,4
17070000
0
0
RETROPHIN INC
CV SR UNSEC NT PNC
761299AB2
12352
12000000
PRN
DFND
1,2,3,4
12000000
0
0
ROVI CORP
CV SR UNSEC NT (ACQUIRED BY: TIVO)
779376AD4
7876
8255000
PRN
DFND
1,2,3,4
8255000
0
0
SANDRIDGE ENERGY INC
COMMON STOCK
80007P869
1467
135000
SH
DFND
1,2,3,4
135000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI
81170YAB5
23217
23824000
PRN
DFND
1,2,3,4
23824000
0
0
SEMPRA ENERGY
6% CV PFD
816851406
15363
152340
SH
DFND
1,2,3,4
152340
0
0
SEMPRA ENERGY
6.75% CV PFD
816851505
16877
166700
SH
DFND
1,2,3,4
166700
0
0
SERVICENOW INC
CV SR UNSEC NT
81762PAC6
21817
14585000
PRN
DFND
1,2,3,4
14585000
0
0
SHIP FINANCE INTERNATIONAL LTD
CV SR UNSEC NT
G81075AF3
10298
10265000
PRN
DFND
1,2,3,4
10265000
0
0
SIGA TECHNOLOGIES INC
COMMON STOCK
826917106
4155
602886
SH
DFND
1,2,3,4
602886
0
0
SM ENERGY CO
CV SR UNSEC NT
78454LAM2
10445
9500000
PRN
DFND
1,2,3,4
9500000
0
0
SOLARCITY CORP
CV SR UNSEC NT
83416TAC4
739
844000
PRN
DFND
1,2,3,4
844000
0
0
SOUTH JERSEY INDUSTRIES INC
7.25% CV PFD
838518116
16800
300000
SH
DFND
1,2,3,4
300000
0
0
SPIRIT REALTY CAPITAL INC
CV SR UNSEC NT REIT
84860WAA0
17155
17155000
PRN
DFND
1,2,3,4
17155000
0
0
SSR MINING INC
CV SR UNSEC NT PNC
82823LAC0
23035
23403000
PRN
DFND
1,2,3,4
23403000
0
0
SPDR S&P500 ETF TRUST
ETF
78462F103
1046592
3600000
SH
Call
DFND
1,2,3,4
3600000
0
0
SPDR S&P500 ETF TRUST
ETF
78462F103
145360
500000
SH
Put
DFND
1,2,3,4
500000
0
0
STANLEY BLACK & DECKER INC
5.375% CV PFD
854502887
13153
120000
SH
DFND
1,2,3,4
120000
0
0
STAR BULK CARRIERS CORP
COMMON STOCK
Y8162K204
441559
30557767
SH
DFND
1,2,3,4
30557767
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAB1
6383
5750000
PRN
DFND
1,2,3,4
5750000
0
0
STEEL CONNECT INC
CV SR UNSEC NT
60786LAB3
3660
3700000
PRN
DFND
1,2,3,4
3700000
0
0
STONEMOR PARTNERS LP
COMMON STOCK
86183Q100
22971
4477857
SH
DFND
1,2,3,4
4477857
0
0
SUNOPTA INC
COMMON STOCK
8676EP108
59481
8092699
SH
DFND
1,2,3,4
8092699
0
0
SUNPOWER CORP
CV SR UNSEC NT
867652AL3
3155
3749000
PRN
DFND
1,2,3,4
3749000
0
0
SUPER MICRO COMPUTER INC
COMMON STOCK
86800U104
30915
1500000
SH
DFND
1,2,3,4
1500000
0
0
SYNAPTICS INC
CV SR UNSEC NT PNC
87157DAD1
7605
7930000
PRN
DFND
1,2,3,4
7930000
0
0
TAIWAN SEMICONDUCTOR-SP ADR
ADR
874039100
160116
3625809
SH
DFND
1,2,3,4
3625809
0
0
TELADOC HEALTH INC
CV SR UNSEC NT PNC
87918AAB1
7826
3825000
PRN
DFND
1,2,3,4
3825000
0
0
TELECOM ARGENTINA SA
COMMON STOCK ADR
879273209
12412
712500
SH
DFND
1,2,3,4
712500
0
0
TEVA PHARMACEUTICAL FINANCE CO LLC
CV SR UNSEC NT
88163VAE9
15756
16755000
PRN
DFND
1,2,3,4
16755000
0
0
TITAN MACHINERY INC
CV SR UNSEC NT
88830RAB7
7815
7871000
PRN
DFND
1,2,3,4
7871000
0
0
TORM PLC
COMMON STOCK
G89479102
285808
47600172
SH
DFND
1,2,3,4
47600172
0
0
TOWNSQUARE MEDIA INC
COMMON STOCK
892231101
12489
1595224
SH
DFND
1,2,3,4
1595224
0
0
TPG SPECIALTY LENDING INC
CV SR UNSEC NT
87265KAB8
9725
9655000
PRN
DFND
1,2,3,4
9655000
0
0
TRANSOCEAN INC
CV SR UNSEC NT
893830BJ7
20217
13615000
PRN
DFND
1,2,3,4
13615000
0
0
TRANSPORTADORA DE GAS DEL SUR SA
COMMON STOCK ADR
893870204
4647
320000
SH
DFND
1,2,3,4
320000
0
0
TRIBUNE MEDIA CO
COMMON STOCK
896047503
209171
5442870
SH
DFND
1,2,3,4
5442870
0
0
TWITTER INC
CV SR UNSEC NT
90184LAB8
23593
24301000
PRN
DFND
1,2,3,4
24301000
0
0
TWO HARBORS INVESTMENT CORP
CV SR UNSEC NT
90187BAA9
6249
6056000
PRN
DFND
1,2,3,4
6056000
0
0
ULTRA PETROLEUM CORP
COMMON STOCK
903914208
766
683632
SH
DFND
1,2,3,4
683632
0
0
VALE SA-SP ADR
ADR
91912E105
49012
3302681
SH
DFND
1,2,3,4
3302681
0
0
VANECK VECTORS SEMICONDUCTOR ETF
ETF
92189F676
74515
700000
SH
Put
DFND
1,2,3,4
700000
0
0
VECTOR GROUP LTD
CV SR UNSEC NT VARIABLE
92240MBC1
2555
2445000
PRN
DFND
1,2,3,4
2445000
0
0
VEON LTD
COMMON STOCK ADR
91822M106
4869
1678900
SH
DFND
1,2,3,4
1678900
0
0
VERINT SYSTEMS INC
CV SR UNSEC NT
92343XAA8
22677
21911000
PRN
DFND
1,2,3,4
21911000
0
0
VERSO CORP
COMMON STOCK
92531L207
32368
961319
SH
DFND
1,2,3,4
961319
0
0
VIAVI SOLUTIONS INC
CV SR UNSEC NT
925550AB1
23813
22000000
PRN
DFND
1,2,3,4
22000000
0
0
VICI PROPERTIES INC
COMMON STOCK REIT
925652109
77320
3576319
SH
DFND
1,2,3,4
3576319
0
0
VIPSHOP HOLDINGS LTD
CV SR UNSEC NT
92763WAA1
10776
10961000
PRN
DFND
1,2,3,4
10961000
0
0
VISTRA ENERGY CORP
COMMON STOCK
92840M102
888598
35715343
SH
DFND
1,2,3,4
35715343
0
0
VISTRA ENERGY CORP
7% CV PFD
92840M300
5986
61700
SH
DFND
1,2,3,4
61700
0
0
VITAMIN SHOPPE INC
CV SR UNSEC NT
92849EAB7
9986
11495000
PRN
DFND
1,2,3,4
11495000
0
0
WAYFAIR INC
CV SR UNSEC NT PNC
94419LAB7
8114
5365000
PRN
DFND
1,2,3,4
5365000
0
0
WEATHERFORD INTERNATIONAL LTD
CV SR UNSEC NT
947075AH0
58420
61872000
PRN
DFND
1,2,3,4
61872000
0
0
WEIBO CORP-SPON ADR
ADR
948596101
29735
406600
SH
DFND
1,2,3,4
406600
0
0
WELLS FARGO & CO
7.500000% CV PFD PERPETUAL PNC
949746804
8124
6293
SH
DFND
1,2,3,4
6293
0
0
WESTERN ASSET MORTGAGE CAPITAL CORP
CV SR UNSEC NT
95790DAA3
12419
12273000
PRN
DFND
1,2,3,4
12273000
0
0
WHITING PETROLEUM CORP
CV SR UNSEC NT
966387AL6
27016
28097000
PRN
DFND
1,2,3,4
28097000
0
0
WMIH CORP
COMMON STOCK
92936P100
32151
23130531
SH
DFND
1,2,3,4
23130531
0
0
WRIGHT MEDICAL GROUP NV
CV SR UNSEC NT
98236JAB4
17349
11990000
PRN
DFND
1,2,3,4
11990000
0
0
YANDEX NV
CV SR UNSEC NT
98474TAB3
11469
11534000
PRN
DFND
1,2,3,4
11534000
0
0
YUM CHINA HOLDINGS INC
COMMON STOCK
98850P109
21575
614500
SH
DFND
1,2,3,4
614500
0
0