0000949509-16-000011.txt : 20160516
0000949509-16-000011.hdr.sgml : 20160516
20160513193312
ACCESSION NUMBER: 0000949509-16-000011
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160516
DATE AS OF CHANGE: 20160513
EFFECTIVENESS DATE: 20160516
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: 161650171
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
03-31-2016
03-31-2016
OAKTREE CAPITAL MANAGEMENT LP
333 S GRAND AVE 28TH FL
LOS ANGELES
CA
90071
13F HOLDINGS REPORT
028-05050
N
Jason Pae
Assistant Vice President
213-356-3282
Jason Pae
Los Angeles
CA
05-13-2016
5
193
5565174
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
0000721204
028-01190
RUSSELL FRANK CO/
INFORMATION TABLE
2
1Q16_13F_XML.xml
51JOB INC
CV SR NT
316827AC8
21927
21363000
PRN
DFND
1,2,3,4
21363000
0
0
AEGEAN MARINE PETROLEUM NETWORK INC
CV SR UNSEC NT PNC
Y0020QAA9
12804
15945000
PRN
DFND
1,2,3,4
15945000
0
0
ALASKA COMMUNICATIONS SYSTEMS GROUP INC
CV SR SUB NT
01167PAE1
2412
2500000
PRN
DFND
1,2,3,4
2500000
0
0
ALERE INC
3% CV CUM PFD PERP SER B
01449J204
3310
8856
SH
DFND
1,2,3,4
8856
0
0
ALLERGAN PLC
PFD CONV SER A
G0177J116
56894
61900
SH
DFND
1,2,3,4
61900
0
0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
CV SR UNSEC NT
01988PAD0
32630
32065000
PRN
DFND
1,2,3,4
32065000
0
0
ALLY FINANCIAL INC
COMMON STOCK
02005N100
180284
9630530
SH
DFND
1,2,3,4
9630530
0
0
AMTRUST FINANCIAL SERVICES INC
CV SR UNSEC NT PNC CPDI
032359AG6
30321
38270000
PRN
DFND
1,2,3,4
38270000
0
0
ANGLOGOLD ASHANTI-SPON ADR
ADR
035128206
14724
2073759
SH
DFND
1,2,3,4
2073759
0
0
ANTHEM INC
5.25% CV MAND PFD
036752202
35624
763000
SH
DFND
1,2,3,4
763000
0
0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
CV SR UNSEC NT REIT
03762UAA3
28365
28125000
PRN
DFND
1,2,3,4
28125000
0
0
APOLLO GLOBAL MANAGEMENT LLC
COMMON STOCK
037612306
6058
353842
SH
DFND
1,2,3,4
353842
0
0
ARES CAPITAL CORP
CV SR UNSEC NT
04010LAG8
10527
10319000
PRN
DFND
1,2,3,4
10319000
0
0
ATLAS AIR WORLDWIDE HOLDINGS INC
CV SR UNSEC NT
049164BH8
8105
9498000
PRN
DFND
1,2,3,4
9498000
0
0
B2GOLD CORP
CV SR SUB NT PNC
11777QAB6
13062
15355000
PRN
DFND
1,2,3,4
15355000
0
0
BANC OF CALIFORNIA INC
COMMON STOCK
05990K106
5015
286594
SH
DFND
1,2,3,4
286594
0
0
BANCO SANTANDER-CHILE-ADR
ADR
05965X109
15348
870082
SH
DFND
1,2,3,4
870082
0
0
BANNER CORP
COMMON STOCK
06652V208
109262
2598988
SH
DFND
1,2,3,4
2598988
0
0
BHP BILLITON PLC-ADR
ADR
05545E209
1402
61900
SH
DFND
1,2,3,4
61900
0
0
BIOMARIN PHARMACEUTICAL INC
CV SR SUB NT
09061GAE1
47468
40810000
PRN
DFND
1,2,3,4
40810000
0
0
BLACKROCK CAPITAL INVESTMENT CORP
CV SR UNSEC NT
092533AB4
6407
6218000
PRN
DFND
1,2,3,4
6218000
0
0
BLACKSTONE GROUP LP/THE
COMMON STOCK
09253U108
14726
525000
SH
DFND
1,2,3,4
525000
0
0
BLACKSTONE MORTGAGE TRUST INC
CV SR UNSEC NT REIT
09257WAA8
21412
20270000
PRN
DFND
1,2,3,4
20270000
0
0
BLUCORA INC
COMMON STOCK
095229100
1264
245000
SH
DFND
1,2,3,4
245000
0
0
BLUCORA INC
CV SR UNSEC NT
095229AB6
13611
18007000
PRN
DFND
1,2,3,4
18007000
0
0
BRF SA-ADR
ADR
10552T107
39044
2825199
SH
DFND
1,2,3,4
2825199
0
0
BROCADE COMMUNICATIONS SYSTEMS INC
CV SR UNSEC NT
111621AQ1
39426
39610000
PRN
DFND
1,2,3,4
39610000
0
0
BROOKDALE SENIOR LIVING INC
CV SR UNSEC NT
112463AA2
44005
45537000
PRN
DFND
1,2,3,4
45537000
0
0
CALATLANTIC GROUP INC
CV SR UNSEC NT PNC
783764AS2
10458
11767000
PRN
DFND
1,2,3,4
11767000
0
0
CANADIAN SOLAR INC
CV SR UNSEC NT PNC
136635AE9
26088
30845000
PRN
DFND
1,2,3,4
30845000
0
0
CAPITAL PRODUCT PARTNERS LP
COMMON STOCK
Y11082107
2589
819228
SH
DFND
1,2,3,4
819228
0
0
CARDTRONICS INC
CV SR UNSEC NT
14161HAG3
45928
47483000
PRN
DFND
1,2,3,4
47483000
0
0
CEMEX SAB DE CV
COMMON STOCK ADR
151290889
37377
6570759
SH
DFND
1,2,3,4
6570759
0
0
CEMEX SAB DE CV
CV SUB NT
151290BR3
92662
99645000
PRN
DFND
1,2,3,4
99645000
0
0
CENTURY COMMUNITIES INC
COMMON STOCK
156504300
25076
1469003
SH
DFND
1,2,3,4
1469003
0
0
CEPHEID
CV SR UNSEC NT
15670RAC1
15171
16967000
PRN
DFND
1,2,3,4
16967000
0
0
CHART INDUSTRIES INC
CV SR SUB NT
16115QAC4
6173
6866000
PRN
DFND
1,2,3,4
6866000
0
0
CHENIERE ENERGY INC
CV SR UNSEC NT PNC
16411RAG4
12899
24615000
PRN
DFND
1,2,3,4
24615000
0
0
CIENA CORP
CV SR UNSEC NT
171779AE1
12568
12728000
PRN
DFND
1,2,3,4
12728000
0
0
CITRIX SYSTEMS INC
CV SR UNSEC NT
177376AD2
110004
98521000
PRN
DFND
1,2,3,4
98521000
0
0
CNOOC LTD-SPON ADR
ADR
126132109
1482
14200
SH
DFND
1,2,3,4
14200
0
0
COBALT INTERNATIONAL ENERGY INC
CV SR UNSEC NT
19075FAA4
3431
6894000
PRN
DFND
1,2,3,4
6894000
0
0
COLONY CAPITAL INC
CV SR UNSEC NT REIT PNC
19624RAA4
24510
27323000
PRN
DFND
1,2,3,4
27323000
0
0
COLONY STARWOOD HOMES
CV SR UNSEC NT REIT
85571WAB5
12444
12565000
PRN
DFND
1,2,3,4
12565000
0
0
COLONY STARWOOD HOMES
CV SR UNSEC NT REIT
85571WAD1
8663
8348000
PRN
DFND
1,2,3,4
8348000
0
0
CONTANGO OIL & GAS CO
COMMON STOCK
21075N204
15236
1292279
SH
DFND
1,2,3,4
1292279
0
0
CONTINENTAL RESOURCES INC
COMMON STOCK
212015101
12144
400000
SH
Put
DFND
1,2,3,4
400000
0
0
CROWN CASTLE INTERNATIONAL CORP
4.5% MAND CV SER-A PFD
22822V200
32629
304385
SH
DFND
1,2,3,4
304385
0
0
DEPOMED INC
CV SR UNSEC NT PNC
249908AA2
18068
19205000
PRN
DFND
1,2,3,4
19205000
0
0
DYNEGY INC
COMMON STOCK
26817R108
136864
9524322
SH
DFND
1,2,3,4
9524322
0
0
EAGLE BULK SHIPPING INC
COMMON STOCK
Y2187A127
5655
15707276
SH
DFND
1,2,3,4
15707276
0
0
ECHO GLOBAL LOGISTICS INC
CV SR UNSEC NT
27875TAA9
27579
27198000
PRN
DFND
1,2,3,4
27198000
0
0
ELECTRONICS FOR IMAGING INC
CV SR UNSEC NT
286082AC6
54409
52026000
PRN
DFND
1,2,3,4
52026000
0
0
ENCORE CAPITAL GROUP INC
CV SR UNSEC NT
292554AF9
27903
35859000
PRN
DFND
1,2,3,4
35859000
0
0
ENERNOC INC
CV SR UNSEC NT
292764AB3
8393
11820000
PRN
DFND
1,2,3,4
11820000
0
0
ENVESTNET INC
CV SR UNSEC NT
29404KAA4
2732
3150000
PRN
DFND
1,2,3,4
3150000
0
0
EPR PROPERTIES
9% CV PERP PFD SER-E REIT PNC
26884U307
4803
137227
SH
DFND
1,2,3,4
137227
0
0
EURONET WORLDWIDE INC
CV SR UNSEC NT PNC
298736AH2
45616
38230000
PRN
DFND
1,2,3,4
38230000
0
0
EXCO RESOURCES INC
COMMON STOCK
269279402
44681
45173682
SH
DFND
1,2,3,4
45173682
0
0
FIFTH STREET FINANCE CORP
CV SR UNSEC NT
31679BAC4
11991
11950000
PRN
DFND
1,2,3,4
11950000
0
0
FINISAR CORP
CV SR UNSEC NT
31787AAM3
6858
7000000
PRN
DFND
1,2,3,4
7000000
0
0
FIRST BANCORP/PUERTO RICO
COMMON STOCK
318672706
122183
41843581
SH
DFND
1,2,3,4
41843581
0
0
FORESTAR GROUP INC
CV SR UNSEC NT
346232AB7
13985
16060000
PRN
DFND
1,2,3,4
16060000
0
0
FORTRESS INVESTMENT GROUP LLC
COMMON STOCK
34958B106
11592
2425000
SH
DFND
1,2,3,4
2425000
0
0
GAIN CAPITAL HOLDINGS INC
CV SR UNSEC NT PNC
36268WAB6
6032
6500000
PRN
DFND
1,2,3,4
6500000
0
0
GENER8 MARITIME INC
COMMON STOCK
Y26889108
92151
13052534
SH
DFND
1,2,3,4
13052534
0
0
GENERAL CABLE CORP
CV SUB NT MULTI-CPN PNC
369300AL2
2782
5000000
PRN
DFND
1,2,3,4
5000000
0
0
GERDAU SA -SPON ADR
ADR
373737105
10562
8801905
SH
DFND
1,2,3,4
8801905
0
0
GSV CAPITAL CORP
CV SR UNSEC NT
36191JAB7
5412
5887000
PRN
DFND
1,2,3,4
5887000
0
0
HCI GROUP INC
CV SR UNSEC NT
40416EAB9
12043
13885000
PRN
DFND
1,2,3,4
13885000
0
0
HEALTHWAYS INC
CV SR UNSEC NT
422245AB6
22349
24515000
PRN
DFND
1,2,3,4
24515000
0
0
HELIX ENERGY SOLUTIONS GROUP INC
CV SR UNSEC NT CPDI
42330PAG2
8200
10240000
PRN
DFND
1,2,3,4
10240000
0
0
HERBALIFE LTD
CV SR UNSEC NT
42703MAB9
85673
88521000
PRN
DFND
1,2,3,4
88521000
0
0
HOLOGIC INC
CV SR UNSEC NT 2%/0% MULTI-CPN
436440AG6
51988
41635000
PRN
DFND
1,2,3,4
41635000
0
0
HORIZON PHARMA INVESTMENT LTD
CV SR UNSEC NT PNC
44052TAB7
21835
25307000
PRN
DFND
1,2,3,4
25307000
0
0
HORNBECK OFFSHORE SERVICES INC
CV SR UNSEC NT
440543AN6
7616
12834000
PRN
DFND
1,2,3,4
12834000
0
0
HURON CONSULTING GROUP INC
CV SR UNSEC NT
447462AB8
43932
44630000
PRN
DFND
1,2,3,4
44630000
0
0
ICICI BANK LTD-SPON ADR
ADR
45104G104
32454
4144876
SH
DFND
1,2,3,4
4144876
0
0
IKANG HEALTHCARE GROUP-ADR
ADR
45174L108
983
48100
SH
DFND
1,2,3,4
48100
0
0
ILLUMINA INC
CV SR UNSEC NT
452327AH2
16622
15435000
PRN
DFND
1,2,3,4
15435000
0
0
INFOSYS LTD-SP ADR
ADR
456788108
3672
219200
SH
DFND
1,2,3,4
219200
0
0
INSULET CORP
CV SR UNSEC NT PNC
45784PAD3
34756
35419000
PRN
DFND
1,2,3,4
35419000
0
0
INTEGRATED DEVICE TECHNOLOGY INC
CV SR UNSEC NT 144A
458118AB2
33314
35530000
PRN
DFND
1,2,3,4
35530000
0
0
INTEL CORP
CV JR SUB NT CPDI MULTI CPN
458140AD2
12962
10165000
PRN
DFND
1,2,3,4
10165000
0
0
INTERDIGITAL INC/PA
CV SR UNSEC NT
458660AD9
13369
13000000
PRN
DFND
1,2,3,4
13000000
0
0
ISHARES MSCI INDIA ETF
ETP
46429B598
798
29000
SH
DFND
1,2,3,4
29000
0
0
ISHARES TR RUSSELL 2000 ETF
ETF
464287655
16595
150000
SH
Put
DFND
1,2,3,4
150000
0
0
ITAU UNIBANCO H-SPON PRF ADR
ADR
465562106
40461
6215175
SH
DFND
1,2,3,4
6215175
0
0
J2 GLOBAL INC
CV SR UNSEC NT CPDI
48123VAC6
68678
62917000
PRN
DFND
1,2,3,4
62917000
0
0
JARDEN CORP
CV SUB NT PNC
471109AM0
95115
74961000
PRN
DFND
1,2,3,4
74961000
0
0
JAZZ INVESTMENTS I LTD
CV SR UNSEC NT
472145AB7
84550
81496000
PRN
DFND
1,2,3,4
81496000
0
0
JD.COM INC-ADR
ADR
47215P106
46580
1443660
SH
DFND
1,2,3,4
1443660
0
0
JEFFERIES GROUP LLC
CV SR UNSEC NT PNC
472319AG7
10589
10752000
PRN
DFND
1,2,3,4
10752000
0
0
KB HOME
CV SR UNSEC NT
48666KAS8
9089
9850000
PRN
DFND
1,2,3,4
9850000
0
0
KEYW HOLDING CORP/THE
CV SR UNSEC NT
493723AA8
25301
33960000
PRN
DFND
1,2,3,4
33960000
0
0
KINDER MORGAN INC/DE
9.75& CV MAND PFD
49456B200
35095
778100
SH
DFND
1,2,3,4
778100
0
0
LIBERTY MEDIA CORP
CV SR UNSEC NT
531229AB8
75727
75958000
PRN
DFND
1,2,3,4
75958000
0
0
LIBERTY VENTURES
COMMON STOCK CL A
53071M880
38746
990450
SH
DFND
1,2,3,4
990450
0
0
M/I HOMES INC
CV SR SUB NT PNC
55292PAB1
1214
1250000
PRN
DFND
1,2,3,4
1250000
0
0
MEDICINES CO/THE
CV SR UNSEC NT PNC
584688AE5
26530
23415000
PRN
DFND
1,2,3,4
23415000
0
0
MEDIDATA SOLUTIONS INC
CV SR UNSEC NT
58471AAB1
38772
38193000
PRN
DFND
1,2,3,4
38193000
0
0
MERITAGE HOMES CORP
CV SR UNSEC NT
59001AAR3
12250
12358000
PRN
DFND
1,2,3,4
12358000
0
0
MGIC INVESTMENT CORP
COMMON STOCK
552848103
69261
9030000
SH
DFND
1,2,3,4
9030000
0
0
MICROCHIP TECHNOLOGY INC
CV SR SUB NT
595017AD6
58001
56765000
PRN
DFND
1,2,3,4
56765000
0
0
MICRON TECHNOLOGY INC
CV SR UNSEC NT SER-G PNC
595112AY9
11696
17125000
PRN
DFND
1,2,3,4
17125000
0
0
MOBILE TELESYSTEMS PJSC
COMMON STOCK ADR
607409109
2414
298500
SH
DFND
1,2,3,4
298500
0
0
MODUSLINK GLOBAL SOLUTIONS INC
CV SR UNSEC NT
60786LAB3
3814
5470000
PRN
DFND
1,2,3,4
5470000
0
0
MOLINA HEALTHCARE INC
CV SR UNSEC NT
60855RAD2
22220
17520000
PRN
DFND
1,2,3,4
17520000
0
0
NACCO INDUSTRIES INC
COMMON STOCK
629579103
8870
154500
SH
DFND
1,2,3,4
154500
0
0
NEW MOUNTAIN FINANCE CORP
CV SR UNSEC NT
647551AB6
5908
6040000
PRN
DFND
1,2,3,4
6040000
0
0
NEWPARK RESOURCES INC
CV SR UNSEC NT
651718AC2
6175
7025000
PRN
DFND
1,2,3,4
7025000
0
0
NMI HOLDINGS INC
COMMON STOCK
629209305
29373
5816443
SH
DFND
1,2,3,4
5816443
0
0
NUANCE COMMUNICATIONS INC
CV SR UNSEC NT
67020YAF7
12645
12575000
PRN
DFND
1,2,3,4
12575000
0
0
NUANCE COMMUNICATIONS INC
CV SR UNSEC NT CPDI
67020YAG5
46815
45828000
PRN
DFND
1,2,3,4
45828000
0
0
NXP SEMICONDUCTORS NV
CV SR UNSEC NT
62952QAB6
81390
73686000
PRN
DFND
1,2,3,4
73686000
0
0
OI SA
COMMON STOCK - ADR
670851500
357
251001
SH
DFND
1,2,3,4
251001
0
0
PAR PACIFIC HOLDINGS INC
COMMON STOCK
69888T207
3581
190862
SH
DFND
1,2,3,4
190862
0
0
PDL BIOPHARMA INC
CV SR UNSEC NT
69329YAF1
10106
11121000
PRN
DFND
1,2,3,4
11121000
0
0
PENNYMAC CORP
CV SR UNSEC NT REIT
70932AAB9
12148
13410000
PRN
DFND
1,2,3,4
13410000
0
0
PETROLEO BRASIL-SP PREF ADR
ADR
71654V101
31480
9258683
SH
DFND
1,2,3,4
9258683
0
0
POWERSHARES QQQ TRUST
ETF
73935A104
16926
155000
SH
Put
DFND
1,2,3,4
155000
0
0
PRA GROUP INC
CV SR UNSEC NT
73640QAB1
18968
23624000
PRN
DFND
1,2,3,4
23624000
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AS5
79774
66052000
PRN
DFND
1,2,3,4
66052000
0
0
PRICELINE GROUP INC/THE
CV SR UNSEC NT
741503AX4
21717
21460000
PRN
DFND
1,2,3,4
21460000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAL6
4767
4870000
PRN
DFND
1,2,3,4
4870000
0
0
PROSPECT CAPITAL CORP
CV SR UNSEC NT
74348TAQ5
10518
11837000
PRN
DFND
1,2,3,4
11837000
0
0
QIHOO 360 TECHNOLOGY CO LTD
CV SR UNSEC NT
74734MAE9
8250
8327000
PRN
DFND
1,2,3,4
8327000
0
0
RAIT FINANCIAL TRUST
CV SR UNSEC NT REIT
749227AB0
11166
13260000
PRN
DFND
1,2,3,4
13260000
0
0
RED HAT INC
CV SR UNSEC NT
756577AD4
70575
56700000
PRN
DFND
1,2,3,4
56700000
0
0
REDWOOD TRUST INC
CV SR UNSEC NT REIT
758075AB1
9434
10036000
PRN
DFND
1,2,3,4
10036000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAA2
3235
3484000
PRN
DFND
1,2,3,4
3484000
0
0
RESOURCE CAPITAL CORP
CV SR UNSEC NT REIT
76120WAB0
13679
14316000
PRN
DFND
1,2,3,4
14316000
0
0
ROVI CORP
CV SR UNSEC NT
779376AD4
65852
68576000
PRN
DFND
1,2,3,4
68576000
0
0
ROYAL GOLD INC
CV SR UNSEC NT PNC
780287AA6
11914
12283000
PRN
DFND
1,2,3,4
12283000
0
0
RTI INTERNATIONAL METALS INC
CV SR UNSEC NT
74973WAB3
49259
46753000
PRN
DFND
1,2,3,4
46753000
0
0
RWT HOLDINGS INC
CV SR UNSEC NT
749772AB5
20847
22630000
PRN
DFND
1,2,3,4
22630000
0
0
SANDISK CORP
CV SR UNSEC NT
80004CAF8
48626
46490000
PRN
DFND
1,2,3,4
46490000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI
81170YAB5
17730
22753000
PRN
DFND
1,2,3,4
22753000
0
0
SEACOR HOLDINGS INC
CV SR UNSEC NT CPDI PNC
811904AM3
31078
32585000
PRN
DFND
1,2,3,4
32585000
0
0
SHUTTERFLY INC
CV SR UNSEC NT
82568PAB2
24287
24260000
PRN
DFND
1,2,3,4
24260000
0
0
SINA CORP/CHINA
CV SR UNSEC NT
82922RAD5
6586
6695000
PRN
DFND
1,2,3,4
6695000
0
0
SNYDER'S-LANCE INC
COMMON STOCK
833551104
38530
1223965
SH
DFND
1,2,3,4
1223965
0
0
SOLARCITY CORP
CV SR UNSEC NT
83416TAC4
1454
2460000
PRN
DFND
1,2,3,4
2460000
0
0
SOLAZYME INC
CV SR SUB NT
83415TAC5
6811
14000000
PRN
DFND
1,2,3,4
14000000
0
0
SPECTRANETICS CORP/THE
CV SR UNSEC NT PNC
84760CAA5
2394
3000000
PRN
DFND
1,2,3,4
3000000
0
0
SPECTRUM PHARMACEUTICALS INC
CV SR UNSEC NT
84763AAB4
7124
7985000
PRN
DFND
1,2,3,4
7985000
0
0
SPIRIT REALTY CAPITAL INC
CV SR UNSEC NT REIT
84860WAA0
32741
32685000
PRN
DFND
1,2,3,4
32685000
0
0
SPIRIT REALTY CAPITAL INC
CV SR UNSEC NT REIT
84860WAB8
13790
13615000
PRN
DFND
1,2,3,4
13615000
0
0
STAR BULK CARRIERS CORP
COMMON STOCK
Y8162K121
85729
114304005
SH
DFND
1,2,3,4
114304005
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAA3
19728
19632000
PRN
DFND
1,2,3,4
19632000
0
0
STARWOOD PROPERTY TRUST INC
CV SR UNSEC NT REIT
85571BAC9
13317
13415000
PRN
DFND
1,2,3,4
13415000
0
0
STILLWATER MINING CO
CV SR UNSEC NT
86074QAL6
34048
31665000
PRN
DFND
1,2,3,4
31665000
0
0
SUNPOWER CORP
CV SR UNSEC NT
867652AJ8
2499
3204000
PRN
DFND
1,2,3,4
3204000
0
0
SYNCHRONOSS TECHNOLOGIES INC
CV SR UNSEC NT
87157BAA1
39523
40632000
PRN
DFND
1,2,3,4
40632000
0
0
TAIWAN SEMICONDUCTOR-SP ADR
ADR
874039100
101473
4460356
SH
DFND
1,2,3,4
4460356
0
0
TCP CAPITAL CORP
CV SR UNSEC NT
87238QAB9
11910
11972000
PRN
DFND
1,2,3,4
11972000
0
0
TELECOM ARGENTINA SA
COMMON STOCK ADR
879273209
9300
519851
SH
DFND
1,2,3,4
519851
0
0
TELEFONICA BRASIL-ADR
ADR
87936R106
18283
2024726
SH
DFND
1,2,3,4
2024726
0
0
TELIGENT INC
CV SR UNSEC NT PNC
449575AB5
1720
2165000
PRN
DFND
1,2,3,4
2165000
0
0
TERNIUM SA-SPONSORED ADR
ADR
880890108
1287
103500
SH
DFND
1,2,3,4
103500
0
0
TICC CAPITAL CORP
CV SR UNSEC NT
87244TAB5
5898
6004000
PRN
DFND
1,2,3,4
6004000
0
0
TITAN MACHINERY INC
CV SR UNSEC NT
88830RAB7
8917
11325000
PRN
DFND
1,2,3,4
11325000
0
0
TOLL BROTHERS FINANCE CORP
CV SR UNSEC NT CPDI
88947EAM2
11618
11829000
PRN
DFND
1,2,3,4
11829000
0
0
TOWNSQUARE MEDIA INC
COMMON STOCK
892231101
17883
1595224
SH
DFND
1,2,3,4
1595224
0
0
TPG SPECIALTY LENDING INC
CV SR UNSEC NT
87265KAB8
6074
6135000
PRN
DFND
1,2,3,4
6135000
0
0
TRIBUNE MEDIA CO
COMMON STOCK
896047503
543663
14176353
SH
DFND
1,2,3,4
14176353
0
0
TRIBUNE PUBLISHING CO
COMMON STOCK
896082104
36217
4691371
SH
DFND
1,2,3,4
4691371
0
0
TRINA SOLAR LTD
CV SR UNSEC NT
89628EAC8
16941
18377000
PRN
DFND
1,2,3,4
18377000
0
0
TRINA SOLAR LTD-SPON ADR
ADR
89628E104
40429
3668722
SH
DFND
1,2,3,4
3668722
0
0
TTM TECHNOLOGIES INC
CV SR UNSEC NT
87305RAD1
37648
41770000
PRN
DFND
1,2,3,4
41770000
0
0
TWITTER INC
CV SR UNSEC NT
90184LAB8
9552
10830000
PRN
DFND
1,2,3,4
10830000
0
0
VALE SA-SP ADR
ADR
91912E105
1054
320300
SH
DFND
1,2,3,4
320300
0
0
VALE SA-SP PREF ADR
ADR
91912E204
23132
9071485
SH
DFND
1,2,3,4
9071485
0
0
VECTOR GROUP LTD
CV SR UNSEC NT
92240MBC1
43258
39000000
PRN
DFND
1,2,3,4
39000000
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAA2
9914
10200000
PRN
DFND
1,2,3,4
10200000
0
0
VEREIT INC
CV SR UNSEC NT REIT
02917TAB0
7645
8000000
PRN
DFND
1,2,3,4
8000000
0
0
VIAVI SOLUTIONS INC
CV SR UNSEC NT
46612JAF8
9798
10000000
PRN
DFND
1,2,3,4
10000000
0
0
VIMPELCOM LTD
COMMON STOCK ADR
92719A106
7153
1678900
SH
DFND
1,2,3,4
1678900
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK
928298108
15263
1250000
SH
DFND
1,2,3,4
1250000
0
0
WEB.COM GROUP INC
CV SR UNSEC NT PNC
94733AAA2
43317
45438000
PRN
DFND
1,2,3,4
45438000
0
0
WEBMD HEALTH CORP
CV SR UNSEC NT
94770VAF9
40815
35620000
PRN
DFND
1,2,3,4
35620000
0
0
WEBMD HEALTH CORP
CV UNSEC NT
94770VAK8
44080
32885000
PRN
DFND
1,2,3,4
32885000
0
0
WESTROCK CO
COMMON STOCK
96145D105
10728
274864
SH
DFND
1,2,3,4
274864
0
0
WORKDAY INC
CV SR UNSEC NT
98138HAC5
4933
4350000
PRN
DFND
1,2,3,4
4350000
0
0
WORKDAY INC
CV SR UNSEC NT
98138HAD3
30612
25910000
PRN
DFND
1,2,3,4
25910000
0
0
WPX ENERGY INC
6.25% MAND CV PFD
98212B202
28008
761900
SH
DFND
1,2,3,4
761900
0
0
WRIGHT MEDICAL GROUP INC
CV SR UNSEC NT
98235TAE7
40918
45755000
PRN
DFND
1,2,3,4
45755000
0
0
YAHOO! INC
COMMON STOCK
984332106
15594
423626
SH
DFND
1,2,3,4
423626
0
0
YAHOO! INC
CV SR UNSEC NT
984332AF3
11603
11682000
PRN
DFND
1,2,3,4
11682000
0
0
YANDEX NV
CV SR UNSEC NT
98474TAB3
14967
16799000
PRN
DFND
1,2,3,4
16799000
0
0
YANDEX NV
COMMON STOCK
N97284108
1003
131100
SH
DFND
1,2,3,4
131100
0
0
YPF S.A.-SPONSORED ADR
ADR
984245100
12358
786136
SH
DFND
1,2,3,4
786136
0
0