0000949509-19-000008.txt : 20190814 0000949509-19-000008.hdr.sgml : 20190814 20190813175312 ACCESSION NUMBER: 0000949509-19-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190814 DATE AS OF CHANGE: 20190813 EFFECTIVENESS DATE: 20190814 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: 191022054 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 06-30-2019 06-30-2019 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 08-13-2019 4 206 5333912 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 2Q19_13F_XML.xml ACORDA THERAPEUTICS INC CV SR UNSEC NT PNC 00484MAA4 6088 7114000 PRN DFND 1,2,3,4 7114000 0 0 AIR TRANSPORT SERVICES GROUP INC CV SR UNSEC NT 00922RAB1 3465 3385000 PRN DFND 1,2,3,4 3385000 0 0 AK STEEL CORP CV SR UNSEC NT 001546AP5 3967 3950000 PRN DFND 1,2,3,4 3950000 0 0 AKAMAI TECHNOLOGIES INC CV SR UNSEC NT 00971TAJ0 5501 5125000 PRN DFND 1,2,3,4 5125000 0 0 ALLY FINANCIAL INC COMMON STOCK 02005N100 339140 10943541 SH DFND 1,2,3,4 10943541 0 0 ALTABA INC COMMON STOCK 021346101 16783 241933 SH DFND 1,2,3,4 241933 0 0 AMAG PHARMACEUTICALS INC CV SR UNSEC NT 00163UAD8 1263 1575000 PRN DFND 1,2,3,4 1575000 0 0 AMERICAN ELECTRIC POWER CO INC 6.125% CV PFD 025537127 511 9550 SH DFND 1,2,3,4 9550 0 0 ANGLOGOLD ASHANTI-SPON ADR ADR 035128206 53399 2998204 SH DFND 1,2,3,4 2998204 0 0 APOLLO COMMERCIAL REAL ESTATE FINANCE INC CV SR UNSEC NT 03762UAB1 6687 6669000 PRN DFND 1,2,3,4 6669000 0 0 ARES CAPITAL CORP CV SR UNSEC NT 04010LAW3 3612 3499000 PRN DFND 1,2,3,4 3499000 0 0 ASSERTIO THERAPEUTICS INC CV SR UNSEC NT PNC 249908AA2 19126 26583000 PRN DFND 1,2,3,4 26583000 0 0 ATLAS AIR WORLDWIDE HOLDINGS INC CV SR UNSEC NT 049164BH8 5709 5750000 PRN DFND 1,2,3,4 5750000 0 0 AZUL SA-ADR ADR 05501U106 50718 1516668 SH DFND 1,2,3,4 1516668 0 0 BANK OF AMERICA CORP 7.250000% CV PFD PERPETUAL PNC 060505682 2688 1960 SH DFND 1,2,3,4 1960 0 0 BECTON DICKINSON AND CO 6.125% CV PFD 075887208 3161 51050 SH DFND 1,2,3,4 51050 0 0 BEIGENE LTD-ADR ADR 07725L102 3310 26700 SH DFND 1,2,3,4 26700 0 0 BEL FUSE INC COMMON STOCK 077347201 1092 71613 SH DFND 1,2,3,4 71613 0 0 BEL FUSE INC COMMON STOCK 077347300 3006 175060 SH DFND 1,2,3,4 175060 0 0 BERRY PETROLEUM CORP COMMON STOCK 08579X101 136653 12891717 SH DFND 1,2,3,4 12891717 0 0 BLACKROCK CAPITAL INVESTMENT CORP CV SR UNSEC NT 092533AC2 11673 11630000 PRN DFND 1,2,3,4 11630000 0 0 BLACKROCK TCP CAPITAL CORP CV SR UNSEC NT 87238QAB9 8829 8733000 PRN DFND 1,2,3,4 8733000 0 0 BLACKSTONE MORTGAGE TRUST INC CV SR UNSEC NT 09257WAB6 1995 1905000 PRN DFND 1,2,3,4 1905000 0 0 BONANZA CREEK ENERGY INC COMMON STOCK 097793400 33125 1586383 SH DFND 1,2,3,4 1586383 0 0 BOOKING HOLDINGS INC CV SR UNSEC NT 741503AX4 4012 3500000 PRN DFND 1,2,3,4 3500000 0 0 BRF SA-ADR ADR 10552T107 42544 5597803 SH DFND 1,2,3,4 5597803 0 0 CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 180255 15250000 SH DFND 1,2,3,4 15250000 0 0 CALAMP CORP CV SR UNSEC NT 128126AB5 3752 3844000 PRN DFND 1,2,3,4 3844000 0 0 CAPITAL PRODUCT PARTNERS LP COMMON STOCK Y11082206 338 32142 SH DFND 1,2,3,4 32142 0 0 CARDTRONICS INC CV SR UNSEC NT 14161HAG3 24500 25174000 PRN DFND 1,2,3,4 25174000 0 0 CEMEX SAB DE CV COMMON STOCK ADR 151290889 3435 810000 SH DFND 1,2,3,4 810000 0 0 CEMEX SAB DE CV CV SUB NT 151290BR3 8338 8335000 PRN DFND 1,2,3,4 8335000 0 0 CEMEX SAB DE CV CV SUB NT 151290BT9 6805 6805000 PRN DFND 1,2,3,4 6805000 0 0 CEMEX SAB-SPONS ADR PART CER ADR 151290889 27023 6373331 SH DFND 1,2,3,4 6373331 0 0 CENTURY COMMUNITIES INC COMMON STOCK 156504300 48349 1819003 SH DFND 1,2,3,4 1819003 0 0 CHENIERE ENERGY INC CV SR UNSEC NT PNC 16411RAG4 666 845000 PRN DFND 1,2,3,4 845000 0 0 CIMAREX ENERGY CO COMMON STOCK 171798101 24665 415735 SH DFND 1,2,3,4 415735 0 0 CLEAR CHANNEL OUTDOOR HOLDINGS INC COMMON STOCK 18453H106 7938 1681898 SH DFND 1,2,3,4 1681898 0 0 CLOVIS ONCOLOGY INC CV SR UNSEC NT PNC 189464AB6 5634 6315000 PRN DFND 1,2,3,4 6315000 0 0 CNOOC LTD-SPON ADR ADR 126132109 59112 346997 SH DFND 1,2,3,4 346997 0 0 COLONY CAPITAL INC CV SR UNSEC NT REIT PNC 19624RAB2 27691 28328000 PRN DFND 1,2,3,4 28328000 0 0 CONTURA ENERGY INC COMMON STOCK 21241B100 5191 100000 SH DFND 1,2,3,4 100000 0 0 CROWN CASTLE INTERNATIONAL CORP 6.875% CV PFD 22822V309 2887 2402 SH DFND 1,2,3,4 2402 0 0 CSG SYSTEMS INTERNATIONAL INC CV SR UNSEC NT PNC 126349AF6 2223 2000000 PRN DFND 1,2,3,4 2000000 0 0 CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT (SERIES: C) 22943FAF7 1137 1150000 PRN DFND 1,2,3,4 1150000 0 0 CTRIP.COM INTERNATIONAL LTD CV SR UNSEC NT 22943FAM2 15353 15416000 PRN DFND 1,2,3,4 15416000 0 0 CYPRESS SEMICONDUCTOR CORP CV SR UNSEC NT 232806AM1 424 252000 PRN DFND 1,2,3,4 252000 0 0 DANAHER CORP 4.75% CV PFD 235851300 3237 2930 SH DFND 1,2,3,4 2930 0 0 DERMIRA INC CV SR UNSEC NT 24983LAB0 5521 6380000 PRN DFND 1,2,3,4 6380000 0 0 DHT HOLDINGS INC CV SR UNSEC NT PNC 23335SAB2 2068 1973000 PRN DFND 1,2,3,4 1973000 0 0 DIAMOND S SHIPPING INC COMMON STOCK Y20676105 282 22076 SH DFND 1,2,3,4 22076 0 0 DISH NETWORK CORP CV SR UNSEC NT 25470MAB5 32734 33584000 PRN DFND 1,2,3,4 33584000 0 0 DISH NETWORK CORP CV SR UNSEC NT 25470MAD1 26046 28081000 PRN DFND 1,2,3,4 28081000 0 0 DTE ENERGY CO 6.5% CV PFD 233331883 1534 27300 SH DFND 1,2,3,4 27300 0 0 DYCOM INDUSTRIES INC CV SR UNSEC NT 267475AB7 17229 17576000 PRN DFND 1,2,3,4 17576000 0 0 EAGLE BULK SHIPPING INC COMMON STOCK Y2187A143 141658 27034083 SH DFND 1,2,3,4 27034083 0 0 ECHO GLOBAL LOGISTICS INC CV SR UNSEC NT 27875TAA9 16715 16810000 PRN DFND 1,2,3,4 16810000 0 0 ENCORE CAPITAL GROUP INC CV SR UNSEC NT 292554AH5 19348 20353000 PRN DFND 1,2,3,4 20353000 0 0 ENVESTNET INC CV SR UNSEC NT PNC 29404KAB2 2706 2265000 PRN DFND 1,2,3,4 2265000 0 0 EURONAV NV COMMON STOCK B38564108 76532 8107246 SH DFND 1,2,3,4 8107246 0 0 EXACT SCIENCES CORP CV SR UNSEC NT 30063PAB1 5056 3992000 PRN DFND 1,2,3,4 3992000 0 0 EXANTAS CAPITAL CORP CV SR UNSEC NT 76120WAC8 72815 71093000 PRN DFND 1,2,3,4 71093000 0 0 EXTRACTION OIL & GAS INC COMMON STOCK 30227M105 749 172787 SH DFND 1,2,3,4 172787 0 0 FARMLAND PARTNERS INC COMMON STOCK REIT 31154R109 1410 200000 SH DFND 1,2,3,4 200000 0 0 FIREEYE INC CV SR UNSEC NT 31816QAB7 4206 4314000 PRN DFND 1,2,3,4 4314000 0 0 FLEXION THERAPEUTICS INC CV SR UNSEC NT PNC 33938JAB2 3012 3449000 PRN DFND 1,2,3,4 3449000 0 0 FORESTAR GROUP INC CV SR UNSEC NT 346232AB7 17083 17060000 PRN DFND 1,2,3,4 17060000 0 0 GCI LIBERTY INC COMMON STOCK 36164V305 9219 150000 SH DFND 1,2,3,4 150000 0 0 GNC HOLDINGS INC CV SR UNSEC NT 36191GAB3 3150 3694000 PRN DFND 1,2,3,4 3694000 0 0 GOLAR LNG LTD CV SR UNSEC NT 38046YAB7 13483 14555000 PRN DFND 1,2,3,4 14555000 0 0 GOLDMAN SACHS BDC INC CV SR UNSEC NT 38147UAB3 11603 11520000 PRN DFND 1,2,3,4 11520000 0 0 GOPRO INC CV SR UNSEC NT 38268TAB9 1523 1535000 PRN DFND 1,2,3,4 1535000 0 0 GREEN PLAINS INC CV SR UNSEC NT PNC 393222AF1 15249 17636000 PRN DFND 1,2,3,4 17636000 0 0 GRUPO TELEVISA SAB COMMON STOCK ADR 40049J206 3250 385000 SH DFND 1,2,3,4 385000 0 0 GUIDEWIRE SOFTWARE INC CV SR UNSEC NT PNC 40171VAA8 3381 3000000 PRN DFND 1,2,3,4 3000000 0 0 HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC CV SR UNSEC NT 41068XAB6 3132 2845000 PRN DFND 1,2,3,4 2845000 0 0 HCI GROUP INC CV SR UNSEC NT 40416EAD5 3806 3862000 PRN DFND 1,2,3,4 3862000 0 0 HELIX ENERGY SOLUTIONS GROUP INC CV SR UNSEC NT PNC 42330PAH0 9420 9340000 PRN DFND 1,2,3,4 9340000 0 0 HERCULES CAPITAL INC CV SR UNSEC NT 427096AF9 11540 11507000 PRN DFND 1,2,3,4 11507000 0 0 HOPE BANCORP INC CV SR UNSEC NT 43940TAB5 21063 23000000 PRN DFND 1,2,3,4 23000000 0 0 HORIZON PHARMA INVESTMENT LTD CV SR UNSEC NT PNC 44052TAB7 2584 2325000 PRN DFND 1,2,3,4 2325000 0 0 HURON CONSULTING GROUP INC CV SR UNSEC NT 447462AB8 23672 23784000 PRN DFND 1,2,3,4 23784000 0 0 HUYA INC-ADR ADR 44852D108 13346 540100 SH DFND 1,2,3,4 540100 0 0 ICICI BANK LTD-SPON ADR ADR 45104G104 108728 8635910 SH DFND 1,2,3,4 8635910 0 0 ILLUMINA INC CV SR UNSEC NT 452327AH2 5571 3600000 PRN DFND 1,2,3,4 3600000 0 0 INFINERA CORP COMMON STOCK 45667G103 61038 20975384 SH DFND 1,2,3,4 20975384 0 0 INFOSYS LTD-SP ADR ADR 456788108 39301 3672938 SH DFND 1,2,3,4 3672938 0 0 INFRASTRUCTURE AND ENERGY ALTERNATIVES INC COMMON STOCK 45686J104 39 18926 SH DFND 1,2,3,4 18926 0 0 INPHI CORP CV SR UNSEC NT 45772FAB3 2825 2100000 PRN DFND 1,2,3,4 2100000 0 0 INSMED INC CV SR UNSEC NT PNC 457669AA7 3778 3875000 PRN DFND 1,2,3,4 3875000 0 0 INSULET CORP CV SR UNSEC NT PNC 45784PAH4 1607 1128000 PRN DFND 1,2,3,4 1128000 0 0 INTERCEPT PHARMACEUTICALS INC CV SR UNSEC NT PNC 45845PAA6 5342 5959000 PRN DFND 1,2,3,4 5959000 0 0 INVACARE CORP CV SR UNSEC NT 461203AF8 1426 1745000 PRN DFND 1,2,3,4 1745000 0 0 INVITATION HOMES (IH MERGER SUB LLC) CV SR UNSEC NT 19625XAB8 2732 2236000 PRN DFND 1,2,3,4 2236000 0 0 IONIS PHARMACEUTICALS INC CV SR UNSEC NT 464337AJ3 2828 2386000 PRN DFND 1,2,3,4 2386000 0 0 IRONWOOD PHARMACEUTICALS INC CV SR UNSEC NT 46333XAD0 1071 1000000 PRN DFND 1,2,3,4 1000000 0 0 ISHARES MSCI INDIA ETF ETP 46429B598 2114 59800 SH DFND 1,2,3,4 59800 0 0 ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 112323 11923666 SH DFND 1,2,3,4 11923666 0 0 J2 GLOBAL INC CV SR UNSEC NT CPDI 48123VAC6 4063 2910000 PRN DFND 1,2,3,4 2910000 0 0 JAZZ INVESTMENTS I LTD CV SR UNSEC NT PNC 472145AB7 2236 2190000 PRN DFND 1,2,3,4 2190000 0 0 KKR REAL ESTATE FINANCE TRUST INC CV SR UNSEC NT 48251KAB6 20137 19385000 PRN DFND 1,2,3,4 19385000 0 0 LAM RESEARCH CORP COMMON STOCK 512807108 18784 100000 SH Put DFND 1,2,3,4 100000 0 0 LIBERTY MEDIA CORP-LIBERTY BRAVES COMMON STOCK 531229888 5113 182800 SH DFND 1,2,3,4 182800 0 0 LIBERTY MEDIA CORP-LIBERTY FORMULA ONE CV SR UNSEC NT (LMCK/FWONK) 531229AF9 2976 2522000 PRN DFND 1,2,3,4 2522000 0 0 LIGAND PHARMACEUTICALS INC CV SR UNSEC NT 53220KAF5 17013 19648000 PRN DFND 1,2,3,4 19648000 0 0 LIVE NATION ENTERTAINMENT INC CV SR UNSEC NT 538034AQ2 1335 1125000 PRN DFND 1,2,3,4 1125000 0 0 LOMA NEGRA CIA INDUSTRIAL ARGENTINA SA COMMON STOCK ADR 54150E104 1252 107000 SH DFND 1,2,3,4 107000 0 0 LUMENTUM HOLDINGS INC CV SR UNSEC NT 55024UAB5 1882 1596000 PRN DFND 1,2,3,4 1596000 0 0 MACQUARIE INFRASTRUCTURE CORP CV SR UNSEC NT 55608BAB1 22724 25711000 PRN DFND 1,2,3,4 25711000 0 0 MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK 55933J203 33638 3250000 SH DFND 1,2,3,4 3250000 0 0 MEDICINES CO/THE CV SR UNSEC NT PNC 584688AG0 3549 3530000 PRN DFND 1,2,3,4 3530000 0 0 MERITOR INC CV SR UNSEC NT 59001KAF7 2712 2595000 PRN DFND 1,2,3,4 2595000 0 0 MGIC INVESTMENT CORP COMMON STOCK 552848103 29171 2220000 SH DFND 1,2,3,4 2220000 0 0 MICROCHIP TECHNOLOGY INC CV SR SUB NT 595017AF1 11294 9567000 PRN DFND 1,2,3,4 9567000 0 0 MICRON TECHNOLOGY INC COMMON STOCK 595112103 57885 1500000 SH Put DFND 1,2,3,4 1500000 0 0 MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T407 821 139473 SH DFND 1,2,3,4 139473 0 0 MOBILE TELESYSTEMS PJSC COMMON STOCK ADR 607409109 2779 298500 SH DFND 1,2,3,4 298500 0 0 MR COOPER GROUP INC COMMON STOCK 62482R107 15440 1927544 SH DFND 1,2,3,4 1927544 0 0 NEUROCRINE BIOSCIENCES INC CV SR UNSEC NT PNC 64125CAD1 3952 3000000 PRN DFND 1,2,3,4 3000000 0 0 NEVRO CORP CV SR UNSEC NT 64157FAA1 8721 8429000 PRN DFND 1,2,3,4 8429000 0 0 NEW MOUNTAIN FINANCE CORP CV SR UNSEC NT 647551AC4 4698 4545000 PRN DFND 1,2,3,4 4545000 0 0 NEW YORK MORTGAGE TRUST INC CV SR UNSEC NT 649604AD7 16611 16504000 PRN DFND 1,2,3,4 16504000 0 0 NEXTERA ENERGY INC 6.123% CV PFD 65339F820 1557 23980 SH DFND 1,2,3,4 23980 0 0 NMI HOLDINGS INC COMMON STOCK 629209305 141266 4975911 SH DFND 1,2,3,4 4975911 0 0 NRG ENERGY INC CV SR UNSEC NT 629377CG5 1531 1430000 PRN DFND 1,2,3,4 1430000 0 0 NUANCE COMMUNICATIONS INC CV SR UNSEC NT 67020YAF7 6019 6318000 PRN DFND 1,2,3,4 6318000 0 0 NUVASIVE INC CV SR UNSEC NT PNC 670704AG0 2373 2085000 PRN DFND 1,2,3,4 2085000 0 0 NXP SEMICONDUCTORS NV CV SR UNSEC NT 62952QAB6 3616 3424000 PRN DFND 1,2,3,4 3424000 0 0 OAKTREE SPECIALTY LENDING CORP COMMON STOCK 67401P108 1496 276000 SH DFND 1,2,3,4 276000 0 0 OAKTREE STRATEGIC INCOME CORP COMMON STOCK 67402D104 3328 392000 SH DFND 1,2,3,4 392000 0 0 OI SA COMMON STOCK ADR 670851500 4425 2201646 SH DFND 1,2,3,4 2201646 0 0 ON SEMICONDUCTOR CORP CV SR UNSEC NT 682189AK1 3532 2870000 PRN DFND 1,2,3,4 2870000 0 0 OSI SYSTEMS INC CV SR UNSEC NT PNC 671044AD7 3391 2855000 PRN DFND 1,2,3,4 2855000 0 0 PAMPA ENERGIA SA COMMON STOCK ADR 697660207 18306 528000 SH DFND 1,2,3,4 528000 0 0 PATRICK INDUSTRIES INC CV SR UNSEC NT 703343AB9 14174 15547000 PRN DFND 1,2,3,4 15547000 0 0 PATTERN ENERGY GROUP INC CV SR UNSEC NT 70338PAB6 21836 21567000 PRN DFND 1,2,3,4 21567000 0 0 PDC ENERGY INC CV SR UNSEC NT 69327RAD3 5730 6086000 PRN DFND 1,2,3,4 6086000 0 0 PDL BIOPHARMA INC CV SR UNSEC NT 69329YAG9 964 914000 PRN DFND 1,2,3,4 914000 0 0 PENN VIRGINIA CORP COMMON STOCK 70788V102 7639 248979 SH DFND 1,2,3,4 248979 0 0 PENNYMAC CORP CV SR UNSEC NT REIT 70932AAB9 26497 26125000 PRN DFND 1,2,3,4 26125000 0 0 PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 34268 2200848 SH DFND 1,2,3,4 2200848 0 0 PETROLEO BRASIL-SP PREF ADR ADR 71654V101 79349 5587814 SH DFND 1,2,3,4 5587814 0 0 PG&E CORP COMMON STOCK 69331C108 27848 1215000 SH DFND 1,2,3,4 1215000 0 0 PRA GROUP INC CV SR UNSEC NT 73640QAB1 26067 26192000 PRN DFND 1,2,3,4 26192000 0 0 PRETIUM RESOURCES INC CV SR SUB NT PNC 74139CAB8 1366 1395000 PRN DFND 1,2,3,4 1395000 0 0 PTC THERAPEUTICS INC CV SR UNSEC NT PNC 69366JAB7 2219 2000000 PRN DFND 1,2,3,4 2000000 0 0 QIAGEN NV CV SR UNSEC NT REG S N72482AT4 13121 11800000 PRN DFND 1,2,3,4 11800000 0 0 QTS REALTY TRUST INC 6.500000% CV PFD PERPETUAL PNC 74736A301 1860 16790 SH DFND 1,2,3,4 16790 0 0 RADIUS HEALTH INC CV SR UNSEC NT PNC 750469AA6 10399 11460000 PRN DFND 1,2,3,4 11460000 0 0 REDFIN CORP CV SR UNSEC NT PNC 75737FAA6 5488 5901000 PRN DFND 1,2,3,4 5901000 0 0 REDWOOD TRUST INC CV SR UNSEC NT 749772AB5 18735 18577000 PRN DFND 1,2,3,4 18577000 0 0 SANDRIDGE ENERGY INC COMMON STOCK 80007P869 934 135000 SH DFND 1,2,3,4 135000 0 0 SAREPTA THERAPEUTICS INC CV SR UNSEC NT 803607AB6 691 310000 PRN DFND 1,2,3,4 310000 0 0 SCORPIO TANKERS INC CV SR UNSEC NT 80918TAB5 3001 2875000 PRN DFND 1,2,3,4 2875000 0 0 SEACOR HOLDINGS INC CV SR UNSEC NT CPDI 81170YAB5 15322 15468000 PRN DFND 1,2,3,4 15468000 0 0 SEMPRA ENERGY 6.75% CV PFD 816851505 1593 14350 SH DFND 1,2,3,4 14350 0 0 SHIP FINANCE INTERNATIONAL LTD CV SR UNSEC NT G81075AF3 22302 21993000 PRN DFND 1,2,3,4 21993000 0 0 SIGA TECHNOLOGIES INC COMMON STOCK 826917106 908 159782 SH DFND 1,2,3,4 159782 0 0 SILICON LABORATORIES INC CV SR UNSEC NT PNC 826919AB8 2449 1965000 PRN DFND 1,2,3,4 1965000 0 0 SM ENERGY CO CV SR UNSEC NT 78454LAM2 8369 9047000 PRN DFND 1,2,3,4 9047000 0 0 SOLARCITY CORP CV SR UNSEC NT 83416TAC4 26140 27039000 PRN DFND 1,2,3,4 27039000 0 0 SPDR S&P 500 ETF TRUST ETF 78462F103 237330 810000 SH Put DFND 1,2,3,4 810000 0 0 SQUARE INC CV SR UNSEC NT 852234AD5 4793 4000000 PRN DFND 1,2,3,4 4000000 0 0 SSR MINING INC CV SR UNSEC NT PNC 82823LAC0 13760 13744000 PRN DFND 1,2,3,4 13744000 0 0 STANLEY BLACK & DECKER INC 5.375% CV PFD 854502887 2862 28300 SH DFND 1,2,3,4 28300 0 0 STAR BULK CARRIERS CORP COMMON STOCK Y8162K204 361043 37413697 SH DFND 1,2,3,4 37413697 0 0 STONEMOR PARTNERS LP COMMON STOCK 86183Q100 9851 4477857 SH DFND 1,2,3,4 4477857 0 0 SUNOPTA INC COMMON STOCK 8676EP108 26625 8092699 SH DFND 1,2,3,4 8092699 0 0 SUNPOWER CORP CV SR UNSEC NT 867652AL3 2115 2374000 PRN DFND 1,2,3,4 2374000 0 0 SUPER MICRO COMPUTER INC COMMON STOCK 86800U104 46440 2400000 SH DFND 1,2,3,4 2400000 0 0 SYNAPTICS INC CV SR UNSEC NT PNC 87157DAD1 15380 17170000 PRN DFND 1,2,3,4 17170000 0 0 TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 114362 2919573 SH DFND 1,2,3,4 2919573 0 0 TELECOM ARGENTINA SA COMMON STOCK ADR 879273209 21169 1198000 SH DFND 1,2,3,4 1198000 0 0 TESLA INC CV SR UNSEC NT 88160RAC5 875 920000 PRN DFND 1,2,3,4 920000 0 0 TESLA INC CV SR UNSEC NT 88160RAD3 7901 8000000 PRN DFND 1,2,3,4 8000000 0 0 TEVA PHARMACEUTICAL FINANCE CO LLC CV SR UNSEC NT 88163VAE9 6907 7511000 PRN DFND 1,2,3,4 7511000 0 0 TORM PLC COMMON STOCK G89479102 413978 47600172 SH DFND 1,2,3,4 47600172 0 0 TOWNSQUARE MEDIA INC COMMON STOCK 892231101 8583 1595224 SH DFND 1,2,3,4 1595224 0 0 TPG SPECIALTY LENDING INC CV SR UNSEC NT 87265KAB8 10765 10686000 PRN DFND 1,2,3,4 10686000 0 0 TRANSPORTADORA DE GAS DEL SUR SA COMMON STOCK ADR 893870204 15082 1043000 SH DFND 1,2,3,4 1043000 0 0 TUTOR PERINI CORP CV SR UNSEC NT PNC 901109AD0 17235 18135000 PRN DFND 1,2,3,4 18135000 0 0 TWILIO INC CV SR UNSEC NT PNC 90138FAB8 824 410000 PRN DFND 1,2,3,4 410000 0 0 TWITTER INC CV SR UNSEC NT 90184LAB8 6659 6680000 PRN DFND 1,2,3,4 6680000 0 0 TWITTER INC CV SR UNSEC NT 90184LAD4 20151 21000000 PRN DFND 1,2,3,4 21000000 0 0 TWITTER INC CV SR UNSEC NT 90184LAF9 5397 5514000 PRN DFND 1,2,3,4 5514000 0 0 TWO HARBORS INVESTMENT CORP CV SR UNSEC NT 90187BAA9 18841 18646000 PRN DFND 1,2,3,4 18646000 0 0 ULTRA PETROLEUM CORP COMMON STOCK 903914208 109 590799 SH DFND 1,2,3,4 590799 0 0 US WELL SERVICES INC WARRANT STRIKE 5.75 EXP 11/09/2023 91274U119 950 1500000 SH DFND 1,2,3,4 1500000 0 0 VANECK VECTORS SEMICONDUCTOR ETF ETF 92189F676 82635 750000 SH Put DFND 1,2,3,4 750000 0 0 VEECO INSTRUMENTS INC CV SR UNSEC NT PNC 922417AD2 14778 16560000 PRN DFND 1,2,3,4 16560000 0 0 VEON LTD COMMON STOCK ADR 91822M106 4700 1678900 SH DFND 1,2,3,4 1678900 0 0 VERINT SYSTEMS INC CV SR UNSEC NT 92343XAA8 2614 2428000 PRN DFND 1,2,3,4 2428000 0 0 VERSO CORP COMMON STOCK 92531L207 25361 1331319 SH DFND 1,2,3,4 1331319 0 0 VIAVI SOLUTIONS INC CV SR UNSEC NT 925550AB1 3904 3315000 PRN DFND 1,2,3,4 3315000 0 0 VISTRA ENERGY CORP COMMON STOCK 92840M102 637347 28151399 SH DFND 1,2,3,4 28151399 0 0 VITAMIN SHOPPE INC CV SR UNSEC NT 92849EAB7 8487 9525000 PRN DFND 1,2,3,4 9525000 0 0 WEIBO CORP CV SR UNSEC NT 948596AC5 4698 4950000 PRN DFND 1,2,3,4 4950000 0 0 WEIBO CORP-SPON ADR ADR 948596101 23165 531918 SH DFND 1,2,3,4 531918 0 0 WELLS FARGO & CO 7.500000% CV PFD PERPETUAL PNC 949746804 984 721 SH DFND 1,2,3,4 721 0 0 WESTERN ASSET MORTGAGE CAPITAL CORP CV SR UNSEC NT 95790DAA3 7376 7452000 PRN DFND 1,2,3,4 7452000 0 0 WHITING PETROLEUM CORP CV SR UNSEC NT 966387AL6 27137 27975000 PRN DFND 1,2,3,4 27975000 0 0 WORKDAY INC CV SR UNSEC NT 98138HAF8 2516 1675000 PRN DFND 1,2,3,4 1675000 0 0 YANDEX NV-A Common Stock N97284108 22155 583020 SH DFND 1,2,3,4 583020 0 0 YETI HOLDINGS INC COMMON STOCK 98585X104 15564 537629 SH DFND 1,2,3,4 537629 0 0 ZILLOW GROUP INC CV SR UNSEC NT PNC 98954MAB7 9703 8554000 PRN DFND 1,2,3,4 8554000 0 0 ZILLOW GROUP INC CV SR UNSEC NT PNC 98954MAC5 18048 18289000 PRN DFND 1,2,3,4 18289000 0 0