0000949509-19-000004.txt : 20190219 0000949509-19-000004.hdr.sgml : 20190219 20190215191545 ACCESSION NUMBER: 0000949509-19-000004 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190219 DATE AS OF CHANGE: 20190215 EFFECTIVENESS DATE: 20190219 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: 19612949 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 false false 0000949509 XXXXXXXX 12-31-2018 12-31-2018 true 1 NEW HOLDINGS 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 02-15-2019 4 192 5499209 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 4Q18_13F_XML.xml ACORDA THERAPEUTICS INC CV SR UNSEC NT PNC 00484MAA4 5410 6500000 PRN DFND 1,2,3,4 6500000 0 0 AKAMAI TECHNOLOGIES INC CV SR UNSEC NT 00971TAG6 68650 68905000 PRN DFND 1,2,3,4 68905000 0 0 ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 43640 318380 SH DFND 1,2,3,4 318380 0 0 ALLSCRIPTS HEALTHCARE SOLUTIONS INC CV SR UNSEC NT 01988PAD0 12548 12985000 PRN DFND 1,2,3,4 12985000 0 0 ALLY FINANCIAL INC COMMON STOCK 02005N100 265655 11723541 SH DFND 1,2,3,4 11723541 0 0 ALTABA INC COMMON STOCK 021346101 28035 483866 SH DFND 1,2,3,4 483866 0 0 ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 38607 3076238 SH DFND 1,2,3,4 3076238 0 0 APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 34116 36338000 PRN DFND 1,2,3,4 36338000 0 0 ARCONIC INC CV SR UNSEC NT 74973WAB3 8487 8507000 PRN DFND 1,2,3,4 8507000 0 0 ARES CAPITAL CORP CV SR UNSEC NT 04010LAM5 25794 25749000 PRN DFND 1,2,3,4 25749000 0 0 ARRAY BIOPHARMA INC CV SR UNSEC NT 144A PNC 04269XAB1 3631 3000000 PRN DFND 1,2,3,4 3000000 0 0 ASSERTIO THERAPEUTICS INC CV SR UNSEC NT PNC 249908AA2 18854 27855000 PRN DFND 1,2,3,4 27855000 0 0 AZUL SA-ADR ADR 05501U106 39939 1442364 SH DFND 1,2,3,4 1442364 0 0 BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 5886 4700 SH DFND 1,2,3,4 4700 0 0 BECTON DICKINSON AND CO 6.125% CV PFD 075887208 12966 224820 SH DFND 1,2,3,4 224820 0 0 BEL FUSE INC COMMON STOCK 077347201 985 71613 SH DFND 1,2,3,4 71613 0 0 BEL FUSE INC COMMON STOCK 077347300 3225 175060 SH DFND 1,2,3,4 175060 0 0 BELLATRIX EXPLORATION LTD COMMON STOCK 078314507 1545 3350000 SH DFND 1,2,3,4 3350000 0 0 BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAF8 7314 6560000 PRN DFND 1,2,3,4 6560000 0 0 BIOMARIN PHARMACEUTICAL INC CV SR SUB NT 09061GAH4 7377 7400000 PRN DFND 1,2,3,4 7400000 0 0 BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 7492 7635000 PRN DFND 1,2,3,4 7635000 0 0 BLACKROCK TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 12926 12878000 PRN DFND 1,2,3,4 12878000 0 0 BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 35548 36346000 PRN DFND 1,2,3,4 36346000 0 0 BONANZA CREEK ENERGY INC COMMON STOCK 097793400 35142 1700156 SH DFND 1,2,3,4 1700156 0 0 BOOKING HOLDINGS INC CV SR UNSEC NT 741503AX4 22744 20564000 PRN DFND 1,2,3,4 20564000 0 0 BRF SA-ADR ADR 10552T107 30847 5430905 SH DFND 1,2,3,4 5430905 0 0 BROADCOM LTD COMMON STOCK 11135F101 38039 150000 SH Put DFND 1,2,3,4 150000 0 0 C&J ENERGY SERVICES INC COMMON STOCK 12674R100 17887 1325000 SH DFND 1,2,3,4 1325000 0 0 CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 67900 10000000 SH DFND 1,2,3,4 10000000 0 0 CALAMP CORP CV SR UNSEC NT 128126AB5 3967 4165000 PRN DFND 1,2,3,4 4165000 0 0 CANADIAN SOLAR INC CV SR UNSEC NT PNC 136635AE9 6228 6270000 PRN DFND 1,2,3,4 6270000 0 0 CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082107 1713 819228 SH DFND 1,2,3,4 819228 0 0 CARDTRONICS INC CV SR UNSEC NT 14161HAG3 30637 32947000 PRN DFND 1,2,3,4 32947000 0 0 CEMEX SAB DE CV CV SUB NT 151290BR3 2562 2620000 PRN DFND 1,2,3,4 2620000 0 0 CEMEX SAB DE CV CV SUB NT 151290BT9 7437 7603000 PRN DFND 1,2,3,4 7603000 0 0 CEMEX SAB-SPONS ADR PART CER ADR 151290889 27759 5759215 SH DFND 1,2,3,4 5759215 0 0 CENTURY COMMUNITIES INC COMMON STOCK 156504300 31396 1819003 SH DFND 1,2,3,4 1819003 0 0 CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 2816 4020000 PRN DFND 1,2,3,4 4020000 0 0 CHESAPEAKE ENERGY CORP CV SR UNSEC NT PNC 165167CY1 4343 5380000 PRN DFND 1,2,3,4 5380000 0 0 CIMAREX ENERGY CO COMMON STOCK 171798101 21062 341630 SH DFND 1,2,3,4 341630 0 0 CITRIX SYSTEMS INC CV SR UNSEC NT 177376AD2 12131 8529000 PRN DFND 1,2,3,4 8529000 0 0 CLOVIS ONCOLOGY INC CV SR UNSEC NT PNC 189464AB6 2819 3355000 PRN DFND 1,2,3,4 3355000 0 0 CNOOC LTD-SPON ADR ADR 126132109 48149 315837 SH DFND 1,2,3,4 315837 0 0 COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 23759 25578000 PRN DFND 1,2,3,4 25578000 0 0 CONTURA ENERGY INC COMMON STOCK 21241B100 23376 355590 SH DFND 1,2,3,4 355590 0 0 COWEN INC CV SR UNSEC NT 223622AB7 5641 5670000 PRN DFND 1,2,3,4 5670000 0 0 CROWN CASTLE INTERNATIONAL CORP 6.875% CV PFD 22822V309 24399 23187 SH DFND 1,2,3,4 23187 0 0 CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAM2 15118 15595000 PRN DFND 1,2,3,4 15595000 0 0 DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 5412 5514000 PRN DFND 1,2,3,4 5514000 0 0 DISH NETWORK CORP CV SR UNSEC NT 25470MAB5 18327 22625000 PRN DFND 1,2,3,4 22625000 0 0 DOMINION ENERGY INC 6.75% CV PFD 25746U836 25634 535500 SH DFND 1,2,3,4 535500 0 0 DTE ENERGY CO 6.5% CV PFD 233331883 11107 215000 SH DFND 1,2,3,4 215000 0 0 EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 120365 26109536 SH DFND 1,2,3,4 26109536 0 0 ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 9514 9776000 PRN DFND 1,2,3,4 9776000 0 0 ELECTRONICS FOR IMAGING INC CV SR UNSEC NT 286082AC6 36157 37045000 PRN DFND 1,2,3,4 37045000 0 0 ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 8236 9864000 PRN DFND 1,2,3,4 9864000 0 0 ENSCO JERSEY FINANCE LTD CV SR UNSEC NT 29359WAB1 833 1252000 PRN DFND 1,2,3,4 1252000 0 0 EURONAV NV COMMON STOCK B38564108 63694 9191069 SH DFND 1,2,3,4 9191069 0 0 EXACT SCIENCES CORP CV SR UNSEC NT 30063PAA3 15714 14278000 PRN DFND 1,2,3,4 14278000 0 0 EXANTAS CAPITAL CORP CV SR UNSEC NT 76120WAC8 44570 46064000 PRN DFND 1,2,3,4 46064000 0 0 EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 741 172787 SH DFND 1,2,3,4 172787 0 0 EZCORP INC CV SR UNSEC MULTI CPN NT 302301AB2 15993 16347000 PRN DFND 1,2,3,4 16347000 0 0 FARMLAND PARTNERS INC COMMON STOCK REIT 31154R109 1589 350000 SH DFND 1,2,3,4 350000 0 0 FINISAR CORP CV SR UNSEC NT 31787AAP6 12981 13639000 PRN DFND 1,2,3,4 13639000 0 0 FIREEYE INC CV SR UNSEC NT 31816QAB7 9867 10266000 PRN DFND 1,2,3,4 10266000 0 0 FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 14461 14790000 PRN DFND 1,2,3,4 14790000 0 0 GCI LIBERTY INC COMMON STOCK 36164V305 6174 150000 SH DFND 1,2,3,4 150000 0 0 GLOBAL EAGLE ENTERTAINMENT INC CV SR UNSEC NT PNC 37951DAB8 2438 3285000 PRN DFND 1,2,3,4 3285000 0 0 GNC HOLDINGS INC CV SR UNSEC NT 36191GAB3 4079 5666000 PRN DFND 1,2,3,4 5666000 0 0 GOLAR LNG LTD CV SR UNSEC NT 38046YAB7 29675 32131000 PRN DFND 1,2,3,4 32131000 0 0 GOLDMAN SACHS BDC INC CV SR UNSEC NT 38147UAB3 11312 11631000 PRN DFND 1,2,3,4 11631000 0 0 GRANITE POINT MORTGAGE TRUST INC CV SR UNSEC NT 144A 38741LAB3 7188 7205000 PRN DFND 1,2,3,4 7205000 0 0 GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 16436 18598000 PRN DFND 1,2,3,4 18598000 0 0 HALCON RESOURCES CORP COMMON STOCK 40537Q605 19550 11500000 SH DFND 1,2,3,4 11500000 0 0 HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CV SR UNSEC NT 41068XAB6 7988 8769000 PRN DFND 1,2,3,4 8769000 0 0 HCI GROUP INC CV SR UNSEC NT 40416EAB9 11049 11054000 PRN DFND 1,2,3,4 11054000 0 0 HCI GROUP INC CV SR UNSEC NT 40416EAD5 1425 1405000 PRN DFND 1,2,3,4 1405000 0 0 HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 4458 4806000 PRN DFND 1,2,3,4 4806000 0 0 HERCULES CAPITAL INC CV SR UNSEC NT 427096AF9 8438 8893000 PRN DFND 1,2,3,4 8893000 0 0 HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 23690 23704000 PRN DFND 1,2,3,4 23704000 0 0 HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 31772 32260000 PRN DFND 1,2,3,4 32260000 0 0 ICICI BANK LTD-SPON ADR ADR 45104G104 96790 9406242 SH DFND 1,2,3,4 9406242 0 0 ILLUMINA INC CV SR UNSEC NT 452327AF6 21389 17466000 PRN DFND 1,2,3,4 17466000 0 0 INFINERA CORP COMMON STOCK 45667G103 83692 20975384 SH DFND 1,2,3,4 20975384 0 0 INFOSYS LTD-SP ADR ADR 456788108 31497 3308499 SH DFND 1,2,3,4 3308499 0 0 INNOVIVA INC CV SUB NT 88338TAB0 22095 20400000 PRN DFND 1,2,3,4 20400000 0 0 INPHI CORP CV SR UNSEC NT 45772FAB3 16839 15975000 PRN DFND 1,2,3,4 15975000 0 0 INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 29852 32226000 PRN DFND 1,2,3,4 32226000 0 0 INTERNATIONAL FLAVORS & FRAGRANCES INC 6.000000 CV PFD PNC 459506309 9608 189500 SH DFND 1,2,3,4 189500 0 0 INVITATION HOMES (IH MERGER SUB LLC) CV SR UNSEC NT 19625XAB8 10634 10328000 PRN DFND 1,2,3,4 10328000 0 0 IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 31233 29050000 PRN DFND 1,2,3,4 29050000 0 0 ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 4989 61500 SH DFND 1,2,3,4 61500 0 0 ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 81040 1000000 SH Put DFND 1,2,3,4 1000000 0 0 ISHARES MSCI INDIA ETF ETP 46429B598 1110 33300 SH DFND 1,2,3,4 33300 0 0 ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 100565 11002800 SH DFND 1,2,3,4 11002800 0 0 JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 2862 2944000 PRN DFND 1,2,3,4 2944000 0 0 KB HOME CV SR UNSEC NT 48666KAS8 32539 32619000 PRN DFND 1,2,3,4 32619000 0 0 LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 14190 570102 SH DFND 1,2,3,4 570102 0 0 MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAA3 48572 48753000 PRN DFND 1,2,3,4 48753000 0 0 MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAB1 3853 4440000 PRN DFND 1,2,3,4 4440000 0 0 MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 20183 3250000 SH DFND 1,2,3,4 3250000 0 0 MGIC INVESTMENT CORP COMMON STOCK 552848103 23221 2220000 SH DFND 1,2,3,4 2220000 0 0 MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AF1 6860 7000000 PRN DFND 1,2,3,4 7000000 0 0 MICRON TECHNOLOGY INC COMMON STOCK 595112103 3157 100000 SH Put DFND 1,2,3,4 100000 0 0 MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 1429 190307 SH DFND 1,2,3,4 190307 0 0 MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2089 298500 SH DFND 1,2,3,4 298500 0 0 MR COOPER GROUP INC COMMON STOCK 62482R107 22495 1927544 SH DFND 1,2,3,4 1927544 0 0 NAVISTAR INTERNATIONAL CORP CV SR SUB NT PNC 63934EAS7 35087 35087000 PRN DFND 1,2,3,4 35087000 0 0 NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AB6 19880 19781000 PRN DFND 1,2,3,4 19781000 0 0 NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 8800 8917000 PRN DFND 1,2,3,4 8917000 0 0 NEXTERA ENERGY INC 6.123% CV PFD 65339F820 27748 481390 SH DFND 1,2,3,4 481390 0 0 NMI HOLDINGS INC COMMON STOCK 629209305 101424 5681992 SH DFND 1,2,3,4 5681992 0 0 NORTHERN OIL AND GAS INC COMMON STOCK 665531109 4045 1789667 SH DFND 1,2,3,4 1789667 0 0 NOVAVAX INC CV SR UNSEC NT 670002AB0 4591 7495000 PRN DFND 1,2,3,4 7495000 0 0 NUANCE COMMUNICATIONS INC CV SR UNSEC NT CPDI 67020YAK6 17618 20225000 PRN DFND 1,2,3,4 20225000 0 0 NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 4495 4260000 PRN DFND 1,2,3,4 4260000 0 0 NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 23962 23889000 PRN DFND 1,2,3,4 23889000 0 0 NXP SEMICONDUCTORS NV Common Stock N6596X109 12919 176300 SH DFND 1,2,3,4 176300 0 0 OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1167 276000 SH DFND 1,2,3,4 276000 0 0 OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3038 392000 SH DFND 1,2,3,4 392000 0 0 OI SA COMMON STOCK ADR 670851500 3523 2201646 SH DFND 1,2,3,4 2201646 0 0 ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 18232 16500000 PRN DFND 1,2,3,4 16500000 0 0 OSI SYSTEMS INC CV SR UNSEC NT PNC 671044AD7 22169 23790000 PRN DFND 1,2,3,4 23790000 0 0 PACIRA PHARMACEUTICALS INC/DE CV SR UNSEC NT PNC 695127AD2 9640 9695000 PRN DFND 1,2,3,4 9695000 0 0 PAMPA ENERGIA SA COMMON STOCK ADR 697660207 10768 338500 SH DFND 1,2,3,4 338500 0 0 PANDORA MEDIA INC CV SR UNSEC NT PNC 698354AB3 21714 22887000 PRN DFND 1,2,3,4 22887000 0 0 PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 39151 39622000 PRN DFND 1,2,3,4 39622000 0 0 PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 4213 4140000 PRN DFND 1,2,3,4 4140000 0 0 PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 23730 23874000 PRN DFND 1,2,3,4 23874000 0 0 PETROLEO BRASIL-SP PREF ADR ADR 71654V101 64349 5552116 SH DFND 1,2,3,4 5552116 0 0 PG&E CORP COMMON STOCK 69331C108 28856 1215000 SH DFND 1,2,3,4 1215000 0 0 PRA GROUP INC CV SR UNSEC NT PNC 69354NAB2 6740 7965000 PRN DFND 1,2,3,4 7965000 0 0 PRA GROUP INC CV SR UNSEC NT 73640QAB1 18706 20300000 PRN DFND 1,2,3,4 20300000 0 0 PRETIUM RESOURCES INC CV SR SUB NT PNC 74139CAB8 1697 1870000 PRN DFND 1,2,3,4 1870000 0 0 PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAQ5 2663 2686000 PRN DFND 1,2,3,4 2686000 0 0 QIAGEN NV CV SR UNSEC NT REG S N72482AA5 2626 2200000 PRN DFND 1,2,3,4 2200000 0 0 QIAGEN NV CV SR UNSEC NT REG S N72482AT4 6401 6400000 PRN DFND 1,2,3,4 6400000 0 0 QTS REALTY TRUST INC 6.500000% CV PFD PERPETUAL PNC 74736A301 14457 153340 SH DFND 1,2,3,4 153340 0 0 REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 22144 21993000 PRN DFND 1,2,3,4 21993000 0 0 REDWOOD TRUST INC CV SR UNSEC NT 758075AD7 13985 14860000 PRN DFND 1,2,3,4 14860000 0 0 ROWAN COS PLC COMMON STOCK G7665A101 11697 1394146 SH DFND 1,2,3,4 1394146 0 0 ROYAL GOLD INC CV SR UNSEC NT PNC 780287AA6 48914 48549000 PRN DFND 1,2,3,4 48549000 0 0 SANDRIDGE ENERGY INC COMMON STOCK 80007P869 1027 135000 SH DFND 1,2,3,4 135000 0 0 SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 23981 25859000 PRN DFND 1,2,3,4 25859000 0 0 SEMPRA ENERGY 6.75% CV PFD 816851505 19578 203010 SH DFND 1,2,3,4 203010 0 0 SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 5012 5370000 PRN DFND 1,2,3,4 5370000 0 0 SOLARCITY CORP CV SR UNSEC NT 83416TAC4 12614 13439000 PRN DFND 1,2,3,4 13439000 0 0 SOUTH JERSEY INDUSTRIES INC 7.25% CV PFD 838518116 4366 93000 SH DFND 1,2,3,4 93000 0 0 SPDR S&P 500 ETF TRUST ETF 78462F103 74325 300000 SH Put DFND 1,2,3,4 300000 0 0 SPIRIT REALTY CAPITAL INC CV SR UNSEC NT REIT 84860WAA0 41613 41617000 PRN DFND 1,2,3,4 41617000 0 0 SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 33897 33981000 PRN DFND 1,2,3,4 33981000 0 0 STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 312239 34161751 SH DFND 1,2,3,4 34161751 0 0 STONEMOR PARTNERS LP COMMON STOCK 86183Q100 9403 4477857 SH DFND 1,2,3,4 4477857 0 0 SUNOPTA INC COMMON STOCK 8676EP108 31319 8092699 SH DFND 1,2,3,4 8092699 0 0 SUNPOWER CORP CV SR UNSEC NT 867652AL3 1917 2374000 PRN DFND 1,2,3,4 2374000 0 0 SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 27600 2000000 SH DFND 1,2,3,4 2000000 0 0 SYNCHRONOSS TECHNOLOGIES INC CV SR UNSEC NT 87157BAA1 1474 1525000 PRN DFND 1,2,3,4 1525000 0 0 TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 142050 3848577 SH DFND 1,2,3,4 3848577 0 0 TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 14611 939000 SH DFND 1,2,3,4 939000 0 0 TESLA INC CV SR UNSEC NT 88160RAC5 32767 29105000 PRN DFND 1,2,3,4 29105000 0 0 TEVA PHARMACEUTICAL FINANCE CO LLC CV SR UNSEC NT 88163VAE9 39378 43393000 PRN DFND 1,2,3,4 43393000 0 0 TITAN MACHINERY INC CV SR UNSEC NT 88830RAB7 9111 9197000 PRN DFND 1,2,3,4 9197000 0 0 TORM PLC COMMON STOCK G89479102 319743 47600172 SH DFND 1,2,3,4 47600172 0 0 TOWNSQUARE MEDIA INC COMMON STOCK 892231101 6508 1595224 SH DFND 1,2,3,4 1595224 0 0 TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 9711 9637000 PRN DFND 1,2,3,4 9637000 0 0 TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK ADR 893870204 7545 503000 SH DFND 1,2,3,4 503000 0 0 TRIBUNE MEDIA CO COMMON STOCK 896047503 1795 39551 SH DFND 1,2,3,4 39551 0 0 TWITTER INC CV SR UNSEC NT 90184LAB8 27232 27996000 PRN DFND 1,2,3,4 27996000 0 0 TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 4949 5056000 PRN DFND 1,2,3,4 5056000 0 0 ULTRA PETROLEUM CORP COMMON STOCK 903914208 486 636225 SH DFND 1,2,3,4 636225 0 0 US WELL SERVICES INC WARRANT STRIKE 5.75 EXP 11/09/2023 91274U119 900 1500000 SH DFND 1,2,3,4 1500000 0 0 VALE SA-SP ADR ADR 91912E105 39793 3016925 SH DFND 1,2,3,4 3016925 0 0 VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 73823 850000 SH Put DFND 1,2,3,4 850000 0 0 VECTOR GROUP LTD CV SR UNSEC NT VARIABLE 92240MBC1 9639 9575000 PRN DFND 1,2,3,4 9575000 0 0 VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 2402 3164000 PRN DFND 1,2,3,4 3164000 0 0 VEON LTD COMMON STOCK ADR 91822M106 3929 1678900 SH DFND 1,2,3,4 1678900 0 0 VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 21452 22061000 PRN DFND 1,2,3,4 22061000 0 0 VERSO CORP COMMON STOCK 92531L207 21534 961319 SH DFND 1,2,3,4 961319 0 0 VIAVI SOLUTIONS INC CV SR UNSEC NT 925550AB1 2671 2700000 PRN DFND 1,2,3,4 2700000 0 0 VICI PROPERTIES INC COMMON STOCK REIT 925652109 53736 2861319 SH DFND 1,2,3,4 2861319 0 0 VISTRA ENERGY CORP COMMON STOCK 92840M102 690314 30157877 SH DFND 1,2,3,4 30157877 0 0 VISTRA ENERGY CORP 7% CV PFD 92840M300 9157 100400 SH DFND 1,2,3,4 100400 0 0 VITAMIN SHOPPE INC CV SR UNSEC NT 92849EAB7 7296 7660000 PRN DFND 1,2,3,4 7660000 0 0 WEATHERFORD INTERNATIONAL LTD CV SR UNSEC NT 947075AH0 33414 52462000 PRN DFND 1,2,3,4 52462000 0 0 WEIBO CORP-SPON ADR ADR 948596101 25218 431600 SH DFND 1,2,3,4 431600 0 0 WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 7343 5819 SH DFND 1,2,3,4 5819 0 0 WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 5946 6291000 PRN DFND 1,2,3,4 6291000 0 0 WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 21537 22720000 PRN DFND 1,2,3,4 22720000 0 0 WORKDAY INC CV SR UNSEC NT 98138HAF8 15528 12658000 PRN DFND 1,2,3,4 12658000 0 0 YANDEX NV-A Common Stock N97284108 16435 600903 SH DFND 1,2,3,4 600903 0 0 YETI HOLDINGS INC COMMON STOCK 98585X104 9408 633938 SH DFND 1,2,3,4 633938 0 0 YUM CHINA HOLDINGS INC Common Stock 98850P109 30183 900168 SH DFND 1,2,3,4 900168 0 0