SEC Info - Oaktree Capital Management LP - ‘13F-HR’ for 3/31/18

SEC Info℠

Home

Help

Please Sign In

Oaktree Capital Management LP – ‘13F-HR’ for 3/31/18 – ‘INFO-TABLE’

On: Monday, 5/14/18, at 7:52pm ET · As of: 5/15/18 · Effective: 5/15/18 · For: 3/31/18 · Accession #: 949509-18-6 · File #: 28-05050

  As Of               Filer                 Filing    For·On·As Docs:Size

 5/15/18  Oaktree Capital Management LP     13F-HR      3/31/18    2:97K

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a      HTML      3K 
                Money Manager -- primary_doc.xml                                 
 2: INFO-TABLE  Portfolio Securities Holdings Info Table --         HTML      3K 
                1Q18_13F_XML.xml

‘INFO-TABLE’ — Portfolio Securities Holdings Info Table — 1Q18_13F_XML.xml

This ‘INFO-TABLE’ Document is an XML Data File that may be rendered in various formats:

Information Table – Plain Text – SEC Website – EDGAR System – XML Data – <?xml?> File

SEC Info℠ rendering: Portfolio Securities Holdings Info Table

Oaktree Capital Management LP
CA
· Form 13F Combination Report

§13(f) Securities Holdings · For: 3/31/18 · Assets: $6,225,459,400 · History: Assets Under Management

2 Related Money Managers also Reported Holdings in this Quarter for this Manager.

Security

Market Valueª

Shares or Principal

Investment
Discretion

Other
Managersº

Voting Authority

Issuer Name

Issue Class

Opt.

CUSIP/CINS

$1000s

Weight

Amount

S/P

Price

Sole

Shared

None

↓List

(S/P Amounts or For All)

ACORDA THERAPEUTICS INC

CV SR UNSEC NT PNC

–

00484M·AA·4

11,866

0.19%

12,985,000

Pr.

91.4%

Defined

#1, 2, 3, 4

Sole

–

AEGEAN MARINE PETROLEUM NETWORK INC

CV SR UNSEC NT PNC

–

00773V·AB·2

14,029

0.23%

22,621,000

Pr.

62.0%

Defined

#1, 2, 3, 4

Sole

–

AKAMAI TECHNOLOGIES INC

CV SR UNSEC NT

–

00971T·AG·6

56,030

0.90%

54,532,000

Pr.

102.7%

Defined

#1, 2, 3, 4

Sole

–

ALASKA COMMUNICATIONS SYSTEMS GROUP INC

CV SR SUB NT

–

01167P·AE·1

1,253

0.02%

1,227,000

Pr.

102.1%

Defined

#1, 2, 3, 4

Sole

–

ALIBABA GROUP HOLDING-SP ADR

ADR

–

01609W·10·2

92,932

1.49%

506,330

Sh.

183.54

Defined

#1, 2, 3, 4

Sole

–

ALLSCRIPTS HEALTHCARE SOLUTIONS INC

CV SR UNSEC NT

–

01988P·AD·0

16,145

0.26%

16,033,000

Pr.

100.7%

Defined

#1, 2, 3, 4

Sole

–

ALLY FINANCIAL INC

COMMON STOCK

–

02005N·10·0

236,543

3.80%

8,712,400

Sh.

27.15

Defined

#1, 2, 3, 4

Sole

–

ALTABA INC

COMMON STOCK

–

021346·10·1

295,213

4.74%

3,987,215

Sh.

74.04

Defined

#1, 2, 3, 4

Sole

–

ALTABA INC

CV SR UNSEC NT

–

984332·AF·3

27,189

0.44%

19,421,000

Pr.

140.0%

Defined

#1, 2, 3, 4

Sole

–

AMAG PHARMACEUTICALS INC

CV SR UNSEC NT

–

00163U·AD·8

5,509

0.09%

5,335,000

Pr.

103.3%

Defined

#1, 2, 3, 4

Sole

–

AMBEV SA-ADR

ADR

–

02319V·10·3

41,030

0.66%

5,643,716

Sh.

7.27

Defined

#1, 2, 3, 4

Sole

–

ANGLOGOLD ASHANTI-SPON ADR

ADR

–

035128·20·6

32,123

0.52%

3,384,965

Sh.

9.49

Defined

#1, 2, 3, 4

Sole

–

ANI PHARMACEUTICALS INC

CV SR UNSEC NT

–

00182C·AA·1

12,987

0.21%

11,857,000

Pr.

109.5%

Defined

#1, 2, 3, 4

Sole

–

ANTHEM INC

5.25% CV MAND PFD

–

036752·20·2

10,740

0.17%

200,000

Sh.

53.70

Defined

#1, 2, 3, 4

Sole

–

APOLLO COMMERCIAL REAL ESTATE FINANCE INC

CV SR UNSEC NT

–

03762U·AB·1

29,519

0.47%

29,492,000

Pr.

100.1%

Defined

#1, 2, 3, 4

Sole

–

ARBOR REALTY TRUST INC

CV SR UNSEC NT

–

038923·AB·4

10,302

0.17%

10,125,000

Pr.

101.7%

Defined

#1, 2, 3, 4

Sole

–

ARES CAPITAL CORP

CV SR UNSEC NT

–

04010L·AM·5

5,933

0.10%

5,839,000

Pr.

101.6%

Defined

#1, 2, 3, 4

Sole

–

ARRAY BIOPHARMA INC

CV SR UNSEC NT 144A PNC

–

04269X·AB·1

9,149

0.15%

6,860,000

Pr.

133.4%

Defined

#1, 2, 3, 4

Sole

–

ATLAS AIR WORLDWIDE HOLDINGS INC

CV SR UNSEC NT

–

049164·BH·8

1,871

0.03%

1,635,000

Pr.

114.4%

Defined

#1, 2, 3, 4

Sole

–

AZUL SA-ADR

ADR

–

05501U·10·6

37,171

0.60%

1,069,674

Sh.

34.75

Defined

#1, 2, 3, 4

Sole

–

BANK OF AMERICA CORP

7.250000% CV PFD PERPETUAL PNC

–

060505·68·2

5,932

0.10%

4,600

Sh.

1,289.57

Defined

#1, 2, 3, 4

Sole

–

BECTON DICKINSON AND CO

6.125% CV PFD

–

075887·20·8

34,282

0.55%

586,720

Sh.

58.43

Defined

#1, 2, 3, 4

Sole

–

BEL FUSE INC

COMMON STOCK

–

077347·30·0

2,123

0.03%

112,327

Sh.

18.90

Defined

#1, 2, 3, 4

Sole

–

BELLATRIX EXPLORATION LTD

COMMON STOCK

–

078314·50·7

4,072

0.07%

3,750,000

Sh.

1.09

Defined

#1, 2, 3, 4

Sole

–

BIOMARIN PHARMACEUTICAL INC

CV SR SUB NT

–

09061G·AE·1

5,069

0.08%

4,945,000

Pr.

102.5%

Defined

#1, 2, 3, 4

Sole

–

BLACKROCK CAPITAL INVESTMENT CORP

CV SR UNSEC NT

–

092533·AC·2

2,228

0.04%

2,160,000

Pr.

103.1%

Defined

#1, 2, 3, 4

Sole

–

BLACKSTONE MORTGAGE TRUST INC

CV SR UNSEC NT

–

09257W·AB·6

23,108

0.37%

23,410,000

Pr.

98.7%

Defined

#1, 2, 3, 4

Sole

–

BONANZA CREEK ENERGY INC

COMMON STOCK

–

097793·40·0

6,642

0.11%

239,724

Sh.

27.71

Defined

#1, 2, 3, 4

Sole

–

BOOKING HOLDINGS INC

CV SR UNSEC NT

–

741503·AX·4

36,484

0.59%

29,174,000

Pr.

125.1%

Defined

#1, 2, 3, 4

Sole

–

BRF SA-ADR

ADR

–

10552T·10·7

24,893

0.40%

3,597,257

Sh.

6.92

Defined

#1, 2, 3, 4

Sole

–

BRISTOW GROUP INC

CV SR UNSEC NT

–

110394·AF·0

5,696

0.09%

5,144,000

Pr.

110.7%

Defined

#1, 2, 3, 4

Sole

–

BROOKDALE SENIOR LIVING INC

CV SR UNSEC NT

–

112463·AA·2

22,212

0.36%

22,184,000

Pr.

100.1%

Defined

#1, 2, 3, 4

Sole

–

CALAMP CORP

CV SR UNSEC NT

–

128126·AB·5

16,996

0.27%

15,865,000

Pr.

107.1%

Defined

#1, 2, 3, 4

Sole

–

CANADIAN SOLAR INC

CV SR UNSEC NT PNC

–

136635·AE·9

12,577

0.20%

12,705,000

Pr.

99.0%

Defined

#1, 2, 3, 4

Sole

–

CAPITAL PRODUCT PARTNERS LP

COMMON STOCK

–

Y11082·10·7

2,556

0.04%

819,228

Sh.

3.12

Defined

#1, 2, 3, 4

Sole

–

CARDTRONICS INC

CV SR UNSEC NT

–

14161H·AG·3

14,159

0.23%

15,163,000

Pr.

93.4%

Defined

#1, 2, 3, 4

Sole

–

CENTURY COMMUNITIES INC

COMMON STOCK

–

156504·30·0

54,479

0.88%

1,819,003

Sh.

29.95

Defined

#1, 2, 3, 4

Sole

–

CHART INDUSTRIES INC

CV SR SUB NT

–

16115Q·AC·4

4,223

0.07%

4,139,000

Pr.

102.0%

Defined

#1, 2, 3, 4

Sole

–

CHENIERE ENERGY INC

CV SR UNSEC NT PNC

–

16411R·AG·4

9,273

0.15%

11,871,000

Pr.

78.1%

Defined

#1, 2, 3, 4

Sole

–

CITRIX SYSTEMS INC

CV SR UNSEC NT

–

177376·AD·2

41,735

0.67%

31,643,000

Pr.

131.9%

Defined

#1, 2, 3, 4

Sole

–

CLEVELAND-CLIFFS INC

CV SR UNSEC NT PNC

–

185899·AA·9

4,673

0.08%

4,320,000

Pr.

108.2%

Defined

#1, 2, 3, 4

Sole

–

CNOOC LTD-SPON ADR

ADR

–

126132·10·9

33,555

0.54%

226,924

Sh.

147.87

Defined

#1, 2, 3, 4

Sole

–

COMSTOCK RESOURCES INC

CV SEC 2ND LIEN PIK NT PNC

–

205768·AM·6

19,354

0.31%

20,719,978

Pr.

93.4%

Defined

#1, 2, 3, 4

Sole

–

COMSTOCK RESOURCES INC

CV SEC 2ND LIEN PIK NT PNC

–

205768·AN·4

36,893

0.59%

39,279,264

Pr.

93.9%

Defined

#1, 2, 3, 4

Sole

–

CORNERSTONE ONDEMAND INC

CV SR UNSEC NT

–

21925Y·AB·9

26,356

0.42%

26,350,000

Pr.

100.0%

Defined

#1, 2, 3, 4

Sole

–

COWEN INC

CV SR UNSEC NT

–

223622·AB·7

12,918

0.21%

13,020,000

Pr.

99.2%

Defined

#1, 2, 3, 4

Sole

–

CROWN CASTLE INTERNATIONAL CORP

6.875% CV PFD

–

22822V·30·9

31,871

0.51%

28,509

Sh.

1,117.93

Defined

#1, 2, 3, 4

Sole

–

CSG SYSTEMS INTERNATIONAL INC

CV SR UNSEC NT PNC

–

126349·AF·6

22,527

0.36%

20,406,000

Pr.

110.4%

Defined

#1, 2, 3, 4

Sole

–

CTRIP.COM INTERNATIONAL LTD

CV SR UNSEC NT (SERIES: C)

–

22943F·AF·7

40,303

0.65%

37,350,000

Pr.

107.9%

Defined

#1, 2, 3, 4

Sole

–

CTRIP.COM INTERNATIONAL-ADR

ADR

–

22943F·10·0

31,720

0.51%

680,393

Sh.

46.62

Defined

#1, 2, 3, 4

Sole

–

CYPRESS SEMICONDUCTOR CORP

CV SR UNSEC NT

–

232806·AM·1

5,526

0.09%

3,955,000

Pr.

139.7%

Defined

#1, 2, 3, 4

Sole

–

DEPOMED INC

CV SR UNSEC NT PNC

–

249908·AA·2

8,357

0.13%

10,260,000

Pr.

81.5%

Defined

#1, 2, 3, 4

Sole

–

DHT HOLDINGS INC

CV SR UNSEC NT PNC

–

23335S·AB·2

8,419

0.14%

8,686,000

Pr.

96.9%

Defined

#1, 2, 3, 4

Sole

–

DYCOM INDUSTRIES INC

CV SR UNSEC NT

–

267475·AB·7

17,436

0.28%

13,721,000

Pr.

127.1%

Defined

#1, 2, 3, 4

Sole

–

DYNEGY INC

7% CV PFD

–

26817R·40·5

18,812

0.30%

216,950

Sh.

86.71

Defined

#1, 2, 3, 4

Sole

–

DYNEGY INC

COMMON STOCK

–

26817R·10·8

64,111

1.03%

4,741,904

Sh.

13.52

Defined

#1, 2, 3, 4

Sole

–

EAGLE BULK SHIPPING INC

COMMON STOCK

–

Y2187A·14·3

3,887

0.06%

785,363

Sh.

4.95

Defined

#1, 2, 3, 4

Sole

–

ECHO GLOBAL LOGISTICS INC

CV SR UNSEC NT

–

27875T·AA·9

10,149

0.16%

9,955,000

Pr.

101.9%

Defined

#1, 2, 3, 4

Sole

–

ENCORE CAPITAL GROUP INC

CV SR UNSEC NT

–

292554·AF·9

20,490

0.33%

17,864,000

Pr.

114.7%

Defined

#1, 2, 3, 4

Sole

–

ENCORE CAPITAL GROUP INC

CV SR UNSEC NT

–

292554·AH·5

12,789

0.21%

12,751,000

Pr.

100.3%

Defined

#1, 2, 3, 4

Sole

–

ENERGY XXI GULF COAST INC

COMMON STOCK

–

29276K·10·1

15,017

0.24%

3,910,545

Sh.

3.84

Defined

#1, 2, 3, 4

Sole

–

ENSCO JERSEY FINANCE LTD

CV SR UNSEC NT

–

29359W·AB·1

4,289

0.07%

5,336,000

Pr.

80.4%

Defined

#1, 2, 3, 4

Sole

–

ENVESTNET INC

CV SR UNSEC NT

–

29404K·AA·4

24,340

0.39%

22,113,000

Pr.

110.1%

Defined

#1, 2, 3, 4

Sole

–

EXACT SCIENCES CORP

CV SR UNSEC NT

–

30063P·AA·3

3,216

0.05%

3,600,000

Pr.

89.3%

Defined

#1, 2, 3, 4

Sole

–

EXTRACTION OIL & GAS INC

COMMON STOCK

–

30227M·10·5

2,324

0.04%

202,787

Sh.

11.46

Defined

#1, 2, 3, 4

Sole

–

EZCORP INC

CV SR UNSEC MULTI CPN NT

–

302301·AB·2

15,332

0.25%

14,515,000

Pr.

105.6%

Defined

#1, 2, 3, 4

Sole

–

FIESTA RESTAURANT GROUP INC

COMMON STOCK

–

31660B·10·1

24,512

0.39%

1,325,000

Sh.

18.50

Defined

#1, 2, 3, 4

Sole

–

FINISAR CORP

CV SR UNSEC NT

–

31787A·AM·3

12,470

0.20%

12,660,000

Pr.

98.5%

Defined

#1, 2, 3, 4

Sole

–

FIREEYE INC

CV SR UNSEC NT

–

31816Q·AB·7

20,923

0.34%

21,946,000

Pr.

95.3%

Defined

#1, 2, 3, 4

Sole

–

FLUIDIGM CORP

CV SR UNSEC NT PNC

–

34385P·AA·6

2,599

0.04%

3,045,000

Pr.

85.4%

Defined

#1, 2, 3, 4

Sole

–

FORESTAR GROUP INC

CV SR UNSEC NT

–

346232·AB·7

11,688

0.19%

11,688,000

Pr.

100.0%

Defined

#1, 2, 3, 4

Sole

–

GCI LIBERTY INC

COMMON STOCK

–

36164V·30·5

7,929

0.13%

150,000

Sh.

52.86

Defined

#1, 2, 3, 4

Sole

–

GENER8 MARITIME INC

COMMON STOCK

–

Y26889·10·8

73,801

1.19%

13,062,118

Sh.

5.65

Defined

#1, 2, 3, 4

Sole

–

GOLAR LNG LTD

CV SR UNSEC NT

–

38046Y·AB·7

49,199

0.79%

48,033,000

Pr.

102.4%

Defined

#1, 2, 3, 4

Sole

–

GOLDMAN SACHS BDC INC

CV SR UNSEC NT

–

38147U·AB·3

4,197

0.07%

4,135,000

Pr.

101.5%

Defined

#1, 2, 3, 4

Sole

–

GRANITE POINT MORTGAGE TRUST INC

CV SR UNSEC NT 144A

–

38741L·AB·3

6,846

0.11%

6,955,000

Pr.

98.4%

Defined

#1, 2, 3, 4

Sole

–

GREEN PLAINS INC

CV SR UNSEC NT PNC

–

393222·AF·1

21,069

0.34%

22,086,000

Pr.

95.4%

Defined

#1, 2, 3, 4

Sole

–

GREENBRIER COS INC/THE

CV SR UNSEC NT

–

393657·AK·7

24,564

0.39%

21,407,000

Pr.

114.7%

Defined

#1, 2, 3, 4

Sole

–

GSV CAPITAL CORP

CV SR UNSEC NT

–

36191J·AB·7

4,105

0.07%

4,040,000

Pr.

101.6%

Defined

#1, 2, 3, 4

Sole

–

GUIDEWIRE SOFTWARE INC

CV SR UNSEC NT PNC

–

40171V·AA·8

22,110

0.36%

22,500,000

Pr.

98.3%

Defined

#1, 2, 3, 4

Sole

–

HCI GROUP INC

CV SR UNSEC NT

–

40416E·AB·9

8,071

0.13%

8,050,000

Pr.

100.3%

Defined

#1, 2, 3, 4

Sole

–

HELIX ENERGY SOLUTIONS GROUP INC

CV SR UNSEC NT PNC

–

42330P·AH·0

13,880

0.22%

14,625,000

Pr.

94.9%

Defined

#1, 2, 3, 4

Sole

–

HELIX ENERGY SOLUTIONS GROUP INC

CV SR UNSEC NT PNC

–

42330P·AJ·6

3,039

0.05%

3,000,000

Pr.

101.3%

Defined

#1, 2, 3, 4

Sole

–

HERBALIFE LTD

CV SR UNSEC NT

–

42703M·AB·9

32,130

0.52%

26,468,000

Pr.

121.4%

Defined

#1, 2, 3, 4

Sole

–

HERCULES CAPITAL INC

CV SR UNSEC NT

–

427096·AF·9

9,423

0.15%

9,290,000

Pr.

101.4%

Defined

#1, 2, 3, 4

Sole

–

HESS CORP

8% MAND CV PFD

–

42809H·40·4

10,590

0.17%

177,800

Sh.

59.56

Defined

#1, 2, 3, 4

Sole

–

HORIZON PHARMA INVESTMENT LTD

CV SR UNSEC NT PNC

–

44052T·AB·7

34,517

0.55%

37,487,000

Pr.

92.1%

Defined

#1, 2, 3, 4

Sole

–

HURON CONSULTING GROUP INC

CV SR UNSEC NT

–

447462·AB·8

24,676

0.40%

26,112,000

Pr.

94.5%

Defined

#1, 2, 3, 4

Sole

–

ICICI BANK LTD-SPON ADR

ADR

–

45104G·10·4

79,349

1.27%

8,966,000

Sh.

8.85

Defined

#1, 2, 3, 4

Sole

–

ILLUMINA INC

CV SR UNSEC NT

–

452327·AF·6

41,919

0.67%

37,720,000

Pr.

111.1%

Defined

#1, 2, 3, 4

Sole

–

IMPAX LABORATORIES INC

CV SR UNSEC NT

–

45256B·AE·1

11,149

0.18%

11,200,000

Pr.

99.5%

Defined

#1, 2, 3, 4

Sole

–

INFOSYS LTD-SP ADR

ADR

–

456788·10·8

63,309

1.02%

3,546,753

Sh.

17.85

Defined

#1, 2, 3, 4

Sole

–

INNOVIVA INC

CV SUB NT

–

88338T·AB·0

23,355

0.38%

21,717,000

Pr.

107.5%

Defined

#1, 2, 3, 4

Sole

–

INSULET CORP

CV SR UNSEC NT PNC

–

45784P·AF·8

2,595

0.04%

1,671,000

Pr.

155.3%

Defined

#1, 2, 3, 4

Sole

–

INTEGRATED DEVICE TECHNOLOGY INC

CV SR UNSEC NT

–

458118·AC·0

23,851

0.38%

21,125,000

Pr.

112.9%

Defined

#1, 2, 3, 4

Sole

–

INTERCEPT PHARMACEUTICALS INC

CV SR UNSEC NT PNC

–

45845P·AA·6

29,477

0.47%

36,560,000

Pr.

80.6%

Defined

#1, 2, 3, 4

Sole

–

INTERDIGITAL INC/PA

CV SR UNSEC NT

–

458660·AD·9

5,949

0.10%

5,120,000

Pr.

116.2%

Defined

#1, 2, 3, 4

Sole

–

INVITATION HOMES (IH MERGER SUB LLC)

CV SR UNSEC NT

–

19625X·AB·8

26,881

0.43%

24,006,000

Pr.

112.0%

Defined

#1, 2, 3, 4

Sole

–

IONIS PHARMACEUTICALS INC

CV SR UNSEC NT

–

464337·AJ·3

4,294

0.07%

4,335,000

Pr.

99.1%

Defined

#1, 2, 3, 4

Sole

–

ISHARES MSCI INDIA ETF

ETP

–

46429B·59·8

938

0.02%

27,500

Sh.

34.11

Defined

#1, 2, 3, 4

Sole

–

ITAU UNIBANCO H-SPON PRF ADR

ADR

–

465562·10·6

125,129

2.01%

8,021,072

Sh.

15.60

Defined

#1, 2, 3, 4

Sole

–

J2 GLOBAL INC

CV SR UNSEC NT CPDI

–

48123V·AC·6

9,576

0.15%

7,500,000

Pr.

127.7%

Defined

#1, 2, 3, 4

Sole

–

JAZZ INVESTMENTS I LTD

CV SR UNSEC NT PNC

–

472145·AB·7

16,291

0.26%

15,534,000

Pr.

104.9%

Defined

#1, 2, 3, 4

Sole

–

KB HOME

CV SR UNSEC NT

–

48666K·AS·8

14,893

0.24%

13,100,000

Pr.

113.7%

Defined

#1, 2, 3, 4

Sole

–

KEYW HOLDING CORP/THE

CV SR UNSEC NT

–

493723·AA·8

9,914

0.16%

10,143,000

Pr.

97.7%

Defined

#1, 2, 3, 4

Sole

–

LEAR CORP

COMMON STOCK

–

521865·20·4

2,841

0.05%

15,312

Sh.

185.54

Defined

#1, 2, 3, 4

Sole

–

LIBERTY MEDIA CORP

CV SR UNSEC NT (EXCH TWX)

–

531229·AE·2

5,228

0.08%

5,000,000

Pr.

104.6%

Defined

#1, 2, 3, 4

Sole

–

LIBERTY MEDIA CORP-LIBERTY BRAVES

COMMON STOCK

–

531229·88·8

13,010

0.21%

570,102

Sh.

22.82

Defined

#1, 2, 3, 4

Sole

–

LUMENTUM HOLDINGS INC

CV SR UNSEC NT

–

55024U·AB·5

6,350

0.10%

5,000,000

Pr.

127.0%

Defined

#1, 2, 3, 4

Sole

–

MACQUARIE INFRASTRUCTURE CORP

CV SR UNSEC NT

–

55608B·AA·3

3,474

0.06%

3,495,000

Pr.

99.4%

Defined

#1, 2, 3, 4

Sole

–

MAGNACHIP SEMICONDUCTOR CORP

COMMON STOCK

–

55933J·20·3

28,800

0.46%

3,000,000

Sh.

9.60

Defined

#1, 2, 3, 4

Sole

–

MATLIN AND PARTNERS ACQUISITION CORP

COMMON STOCK

–

57682V·20·5

15,420

0.25%

1,500,000

Sh.

10.28

Defined

#1, 2, 3, 4

Sole

–

MEDICINES CO/THE

CV SR UNSEC NT PNC

–

584688·AG·0

15,089

0.24%

15,635,000

Pr.

96.5%

Defined

#1, 2, 3, 4

Sole

–

MGIC INVESTMENT CORP

COMMON STOCK

–

552848·10·3

2,600

0.04%

200,000

Sh.

13.00

Defined

#1, 2, 3, 4

Sole

–

MICROCHIP TECHNOLOGY INC

CV SR SUB NT

–

595017·AF·1

34,103

0.55%

28,725,000

Pr.

118.7%

Defined

#1, 2, 3, 4

Sole

–

MICRON TECHNOLOGY INC

CV SR UNSEC NT SER-G PNC

–

595112·AY·9

17,139

0.28%

9,552,000

Pr.

179.4%

Defined

#1, 2, 3, 4

Sole

–

MIDSTATES PETROLEUM CO INC

COMMON STOCK

–

59804T·40·7

2,537

0.04%

190,316

Sh.

13.33

Defined

#1, 2, 3, 4

Sole

–

MOBILE TELESYSTEMS PJSC

COMMON STOCK ADR

–

607409·10·9

3,400

0.05%

298,500

Sh.

11.39

Defined

#1, 2, 3, 4

Sole

–

NATIONAL CINEMEDIA INC

COMMON STOCK

–

635309·10·7

14,638

0.24%

2,820,255

Sh.

5.19

Defined

#1, 2, 3, 4

Sole

–

NATIONSTAR MORTGAGE HOLDINGS INC

COMMON STOCK

–

63861C·10·9

32,495

0.52%

1,809,291

Sh.

17.96

Defined

#1, 2, 3, 4

Sole

–

NATIONSTAR MORTGAGE HOLDINGS INC

COMMON STOCK

Call

63861C·10·9

449a

0.01%

250,000

Sh.

1.80

Defined

#1, 2, 3, 4

Sole

–

NAVISTAR INTERNATIONAL CORP

CV SR SUB NT PNC

–

63934E·AQ·1

11,503

0.18%

11,330,000

Pr.

101.5%

Defined

#1, 2, 3, 4

Sole

–

NAVISTAR INTERNATIONAL CORP

CV SR SUB NT PNC

–

63934E·AS·7

9,509

0.15%

9,220,000

Pr.

103.1%

Defined

#1, 2, 3, 4

Sole

–

NEVRO CORP

CV SR UNSEC NT

–

64157F·AA·1

26,368

0.42%

22,830,000

Pr.

115.5%

Defined

#1, 2, 3, 4

Sole

–

NEW MOUNTAIN FINANCE CORP

CV SR UNSEC NT

–

647551·AB·6

9,505

0.15%

9,220,000

Pr.

103.1%

Defined

#1, 2, 3, 4

Sole

–

NEW YORK MORTGAGE TRUST INC

CV SR UNSEC NT

–

649604·AD·7

9,086

0.15%

8,936,000

Pr.

101.7%

Defined

#1, 2, 3, 4

Sole

–

NEXTERA ENERGY INC

6.123% CV PFD

–

65339F·82·0

19,629

0.32%

340,415

Sh.

57.66

Defined

#1, 2, 3, 4

Sole

–

NEXTERA ENERGY INC

6.371% CV PFD

–

65339F·84·6

8,641

0.14%

118,500

Sh.

72.92

Defined

#1, 2, 3, 4

Sole

–

NICE SYSTEMS INC

CV SR UNSEC NT

–

65366H·AB·9

24,256

0.39%

19,518,000

Pr.

124.3%

Defined

#1, 2, 3, 4

Sole

–

NMI HOLDINGS INC

COMMON STOCK

–

629209·30·5

94,037

1.51%

5,681,992

Sh.

16.55

Defined

#1, 2, 3, 4

Sole

–

NOVAVAX INC

CV SR UNSEC NT

–

670002·AB·0

9,520

0.15%

13,370,000

Pr.

71.2%

Defined

#1, 2, 3, 4

Sole

–

NUANCE COMMUNICATIONS INC

CV SR UNSEC NT CPDI

–

67020Y·AG·5

22,936

0.37%

22,395,000

Pr.

102.4%

Defined

#1, 2, 3, 4

Sole

–

OAKTREE SPECIALTY LENDING CORP

COMMON STOCK

–

67401P·10·8

1,162

0.02%

276,000

Sh.

4.21

Defined

#1, 2, 3, 4

Sole

–

OAKTREE STRATEGIC INCOME CORP

COMMON STOCK

–

67402D·10·4

3,093

0.05%

392,000

Sh.

7.89

Defined

#1, 2, 3, 4

Sole

–

OCEAN RIG UDW INC

COMMON STOCK

–

G66964·11·8

27,753

0.45%

1,100,000

Sh.

25.23

Defined

#1, 2, 3, 4

Sole

–

ON SEMICONDUCTOR CORP

CV SR UNSEC NT

–

682189·AK·1

28,394

0.46%

19,825,000

Pr.

143.2%

Defined

#1, 2, 3, 4

Sole

–

PALO ALTO NETWORKS INC

CV SR UNSEC NT

–

697435·AB·1

14,623

0.23%

8,835,000

Pr.

165.5%

Defined

#1, 2, 3, 4

Sole

–

PANDORA MEDIA INC

CV SR UNSEC NT PNC

–

698354·AB·3

32,315

0.52%

35,292,000

Pr.

91.6%

Defined

#1, 2, 3, 4

Sole

–

PATTERN ENERGY GROUP INC

CV SR UNSEC NT

–

70338P·AB·6

9,824

0.16%

9,910,000

Pr.

99.1%

Defined

#1, 2, 3, 4

Sole

–

PDC ENERGY INC

CV SR UNSEC NT

–

69327R·AD·3

23,009

0.37%

23,575,000

Pr.

97.6%

Defined

#1, 2, 3, 4

Sole

–

PDL BIOPHARMA INC

CV SR UNSEC NT

–

69329Y·AG·9

6,008

0.10%

5,870,000

Pr.

102.4%

Defined

#1, 2, 3, 4

Sole

–

PENNYMAC CORP

CV SR UNSEC NT REIT

–

70932A·AB·9

24,793

0.40%

24,699,000

Pr.

100.4%

Defined

#1, 2, 3, 4

Sole

–

PETROLEO BRASIL-SP PREF ADR

ADR

–

71654V·10·1

89,500

1.44%

6,889,922

Sh.

12.99

Defined

#1, 2, 3, 4

Sole

–

PETROLEO BRASILEIRO-SPON ADR

ADR

–

71654V·40·8

3,308

0.05%

233,980

Sh.

14.14

Defined

#1, 2, 3, 4

Sole

–

PRA GROUP INC

CV SR UNSEC NT

–

73640Q·AB·1

25,391

0.41%

26,277,000

Pr.

96.6%

Defined

#1, 2, 3, 4

Sole

–

PROOFPOINT INC

CV SR UNSEC NT PNC

–

743424·AD·5

11,877

0.19%

8,109,000

Pr.

146.5%

Defined

#1, 2, 3, 4

Sole

–

PROSPECT CAPITAL CORP

CV SR UNSEC NT

–

74348T·AQ·5

5,165

0.08%

5,145,000

Pr.

100.4%

Defined

#1, 2, 3, 4

Sole

–

PTC THERAPEUTICS INC

CV SR UNSEC NT PNC

–

69366J·AB·7

8,757

0.14%

9,400,000

Pr.

93.2%

Defined

#1, 2, 3, 4

Sole

–

QIAGEN NV

CV SR UNSEC NT REG S

–

104647723 ?

2,360

0.04%

2,000,000

Pr.

118.0%

Defined

#1, 2, 3, 4

Sole

–

QUIDEL CORP

CV SR UNSEC NT

–

74838J·AA·9

5,349

0.09%

3,083,000

Pr.

173.5%

Defined

#1, 2, 3, 4

Sole

–

RADIUS HEALTH INC

CV SR UNSEC NT PNC

–

750469·AA·6

5,166

0.08%

5,115,000

Pr.

101.0%

Defined

#1, 2, 3, 4

Sole

–

RAYONIER ADVANCED MATERIALS INC

COMMON STOCK

–

75508B·10·4

22,544

0.36%

1,050,000

Sh.

21.47

Defined

#1, 2, 3, 4

Sole

–

REDWOOD TRUST INC

CV SR UNSEC NT

–

749772·AB·5

24,627

0.40%

24,382,000

Pr.

101.0%

Defined

#1, 2, 3, 4

Sole

–

REGIS CORP

COMMON STOCK

–

758932·10·7

4,870

0.08%

321,890

Sh.

15.13

Defined

#1, 2, 3, 4

Sole

–

RESOURCE CAPITAL CORP

CV SR UNSEC NT

–

76120W·AC·8

46,550

0.75%

47,995,000

Pr.

97.0%

Defined

#1, 2, 3, 4

Sole

–

RESOURCE CAPITAL CORP

CV SR UNSEC NT REIT

–

76120W·AA·2

37,175

0.60%

36,558,000

Pr.

101.7%

Defined

#1, 2, 3, 4

Sole

–

SANDRIDGE ENERGY INC

COMMON STOCK

–

80007P·86·9

1,959

0.03%

135,000

Sh.

14.51

Defined

#1, 2, 3, 4

Sole

–

SEACOR HOLDINGS INC

CV SR UNSEC NT CPDI

–

81170Y·AB·5

29,045

0.47%

29,906,000

Pr.

97.1%

Defined

#1, 2, 3, 4

Sole

–

SEMPRA ENERGY

6% CV PFD

–

816851·40·6

5,630

0.09%

55,000

Sh.

102.36

Defined

#1, 2, 3, 4

Sole

–

SHIP FINANCE INTERNATIONAL LTD

CV SR UNSEC NT

–

G81075·AF·3

16,350

0.26%

16,195,000

Pr.

101.0%

Defined

#1, 2, 3, 4

Sole

–

SILICON LABORATORIES INC

CV SR UNSEC NT PNC

–

826919·AB·8

31,662

0.51%

27,294,000

Pr.

116.0%

Defined

#1, 2, 3, 4

Sole

–

SOLARCITY CORP

CV SR UNSEC NT

–

83416T·AC·4

6,563

0.11%

7,174,000

Pr.

91.5%

Defined

#1, 2, 3, 4

Sole

–

SPDR S&P500 ETF TRUST

ETF

Put

78462F·10·3

6,250a

0.10%

237,500

Sh.

26.31

Defined

#1, 2, 3, 4

Sole

–

SPIRIT REALTY CAPITAL INC

CV SR UNSEC NT REIT

–

84860W·AA·0

20,130

0.32%

20,192,000

Pr.

99.7%

Defined

#1, 2, 3, 4

Sole

–

SSR MINING INC

CV SR UNSEC NT PNC

–

82823L·AC·0

25,108

0.40%

25,252,000

Pr.

99.4%

Defined

#1, 2, 3, 4

Sole

–

STANLEY BLACK & DECKER INC

5.375% CV PFD

–

854502·88·7

11,570

0.19%

100,417

Sh.

115.22

Defined

#1, 2, 3, 4

Sole

–

STAR BULK CARRIERS CORP

COMMON STOCK

–

Y8162K·20·4

378,899

6.09%

32,579,506

Sh.

11.63

Defined

#1, 2, 3, 4

Sole

–

STARWOOD PROPERTY TRUST INC

CV SR UNSEC NT REIT

–

85571B·AB·1

27,032

0.43%

25,000,000

Pr.

108.1%

Defined

#1, 2, 3, 4

Sole

–

STEEL CONNECT INC

CV SR UNSEC NT

–

60786L·AB·3

3,594

0.06%

3,700,000

Pr.

97.1%

Defined

#1, 2, 3, 4

Sole

–

STONEMOR PARTNERS LP

COMMON STOCK

–

86183Q·10·0

26,980

0.43%

4,344,634

Sh.

6.21

Defined

#1, 2, 3, 4

Sole

–

SUNOPTA INC

COMMON STOCK

–

8676EP·10·8

57,458

0.92%

8,092,699

Sh.

7.10

Defined

#1, 2, 3, 4

Sole

–

SUNPOWER CORP

CV SR UNSEC NT

–

867652·AL·3

4,419

0.07%

5,521,000

Pr.

80.0%

Defined

#1, 2, 3, 4

Sole

–

SYNCHRONOSS TECHNOLOGIES INC

CV SR UNSEC NT

–

87157B·AA·1

4,548

0.07%

4,800,000

Pr.

94.8%

Defined

#1, 2, 3, 4

Sole

–

TAIWAN SEMICONDUCTOR-SP ADR

ADR

–

874039·10·0

127,142

2.04%

2,905,441

Sh.

43.76

Defined

#1, 2, 3, 4

Sole

–

TCP CAPITAL CORP

CV SR UNSEC NT

–

87238Q·AB·9

7,237

0.12%

7,000,000

Pr.

103.4%

Defined

#1, 2, 3, 4

Sole

–

TERADYNE INC

CV SR UNSEC NT

–

880770·AG·7

4,463

0.07%

2,922,000

Pr.

152.7%

Defined

#1, 2, 3, 4

Sole

–

TEVA PHARMACEUTICAL FINANCE CO LLC

CV SR UNSEC NT

–

88163V·AE·9

13,944

0.22%

15,820,000

Pr.

88.1%

Defined

#1, 2, 3, 4

Sole

–

TITAN MACHINERY INC

CV SR UNSEC NT

–

88830R·AB·7

12,858

0.21%

12,937,000

Pr.

99.4%

Defined

#1, 2, 3, 4

Sole

–

TOWNSQUARE MEDIA INC

COMMON STOCK

–

892231·10·1

12,649

0.20%

1,595,224

Sh.

7.93

Defined

#1, 2, 3, 4

Sole

–

TPG SPECIALTY LENDING INC

CV SR UNSEC NT

–

87265K·AB·8

12,467

0.20%

12,163,000

Pr.

102.5%

Defined

#1, 2, 3, 4

Sole

–

TRIBUNE MEDIA CO

COMMON STOCK

–

896047·50·3

282,975

4.55%

6,985,341

Sh.

40.51

Defined

#1, 2, 3, 4

Sole

–

TWITTER INC

CV SR UNSEC NT

–

90184L·AB·8

24,724

0.40%

25,645,000

Pr.

96.4%

Defined

#1, 2, 3, 4

Sole

–

TWITTER INC

CV SR UNSEC NT

–

90184L·AD·4

4,515

0.07%

4,815,000

Pr.

93.8%

Defined

#1, 2, 3, 4

Sole

–

TWO HARBORS INVESTMENT CORP

CV SR UNSEC NT

–

90187B·AA·9

9,056

0.15%

8,650,000

Pr.

104.7%

Defined

#1, 2, 3, 4

Sole

–

ULTRA PETROLEUM CORP

COMMON STOCK

–

903914·20·8

2,954

0.05%

708,459

Sh.

4.17

Defined

#1, 2, 3, 4

Sole

–

VALE SA

COMMON STOCK

–

91912E·10·5

43,664

0.70%

3,432,680

Sh.

12.72

Defined

#1, 2, 3, 4

Sole

–

VANECK VECTORS SEMICONDUCTOR ETF

ETF

Put

92189F·67·6

2,086a

0.03%

200,000

Sh.

10.43

Defined

#1, 2, 3, 4

Sole

–

VECTOR GROUP LTD

CV SR UNSEC NT VARIABLE

–

92240M·BC·1

12,753

0.20%

11,570,000

Pr.

110.2%

Defined

#1, 2, 3, 4

Sole

–

VEECO INSTRUMENTS INC

CV SR UNSEC NT PNC

–

922417·AD·2

8,649

0.14%

9,475,000

Pr.

91.3%

Defined

#1, 2, 3, 4

Sole

–

VEON LTD

COMMON STOCK ADR

–

91822M·10·6

4,432

0.07%

1,678,900

Sh.

2.64

Defined

#1, 2, 3, 4

Sole

–

VEREIT INC

CV SR UNSEC NT REIT

–

02917T·AA·2

24,694

0.40%

24,663,000

Pr.

100.1%

Defined

#1, 2, 3, 4

Sole

–

VERSO CORP

COMMON STOCK

–

92531L·20·7

45,980

0.74%

2,730,388

Sh.

16.84

Defined

#1, 2, 3, 4

Sole

–

VIAVI SOLUTIONS INC

CV SR UNSEC NT

–

46612J·AF·8

11,295

0.18%

11,000,000

Pr.

102.7%

Defined

#1, 2, 3, 4

Sole

–

VICI PROPERTIES INC

COMMON STOCK REIT

–

925652·10·9

124,231

2.00%

6,781,234

Sh.

18.32

Defined

#1, 2, 3, 4

Sole

–

VIPSHOP HOLDINGS LTD

CV SR UNSEC NT

–

92763W·AA·1

10,580

0.17%

9,810,000

Pr.

107.8%

Defined

#1, 2, 3, 4

Sole

–

VISHAY INTERTECHNOLOGY INC

COMMON STOCK

–

928298·10·8

8,463

0.14%

455,000

Sh.

18.60

Defined

#1, 2, 3, 4

Sole

–

VISTRA ENERGY CORP

COMMON STOCK

–

92840M·10·2

1,008,980

16.21%

48,438,812

Sh.

20.83

Defined

#1, 2, 3, 4

Sole

–

WEATHERFORD INTERNATIONAL LTD

CV SR UNSEC NT

–

947075·AH·0

35,507

0.57%

39,500,000

Pr.

89.9%

Defined

#1, 2, 3, 4

Sole

–

WEB.COM GROUP INC

CV SR UNSEC NT PNC

–

94733A·AA·2

4,551

0.07%

4,574,000

Pr.

99.5%

Defined

#1, 2, 3, 4

Sole

–

WELLS FARGO & CO

7.500000% CV PFD PERPETUAL PNC

–

949746·80·4

27,319

0.44%

21,177

Sh.

1,290.03

Defined

#1, 2, 3, 4

Sole

–

WESTERN ASSET MORTGAGE CAPITAL CORP

CV SR UNSEC NT

–

95790D·AA·3

10,916

0.18%

10,993,000

Pr.

99.3%

Defined

#1, 2, 3, 4

Sole

–

WHITING PETROLEUM CORP

CV SR UNSEC NT

–

966387·AL·6

25,299

0.41%

26,735,000

Pr.

94.6%

Defined

#1, 2, 3, 4

Sole

–

WPX ENERGY INC

6.25% MAND CV PFD

–

98212B·20·2

13,041

0.21%

207,700

Sh.

62.79

Defined

#1, 2, 3, 4

Sole

–

YANDEX NV

CV SR UNSEC NT

–

98474T·AB·3

16,559

0.27%

16,277,000

Pr.

101.7%

Defined

#1, 2, 3, 4

Sole

–

ZILLOW GROUP INC

CV SR UNSEC NT PNC

–

98954M·AB·7

25,960

0.42%

21,390,000

Pr.

121.4%

Defined

#1, 2, 3, 4

Sole

–

— 193 Issuers —

— 205 Issues —

— 205 Holdings: $6,225,459,400ª —

— 5 Managersº —

____________
ª The market values of 3 Holdings (usually Options) were adjusted (a), due to conflicting security prices in other Filings. [ Show Data As Filed ]
º Other Included Managers with whom investment discretion is shared as to any Holding: 4 Other Included Managers [ 1 Not Allocated Above ]

Other Included Manager

Securities

Assets Managed

SEC File #

Related Manager

Issuers

Issues

Holdings

$1000s

Of Above

#1:

028-12809