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