0001085146-15-001281.txt : 20150515
0001085146-15-001281.hdr.sgml : 20150515
20150515121719
ACCESSION NUMBER: 0001085146-15-001281
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150515
DATE AS OF CHANGE: 20150515
EFFECTIVENESS DATE: 20150515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CNH PARTNERS LLC
CENTRAL INDEX KEY: 0001167456
IRS NUMBER: 134172062
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10114
FILM NUMBER: 15867053
BUSINESS ADDRESS:
STREET 1: TWO GREENWICH PLAZA
STREET 2: 3RD FLOOR
CITY: GREENWICH
STATE: CT
ZIP: 06830
BUSINESS PHONE: 203-742-3600
MAIL ADDRESS:
STREET 1: TWO GREENWICH PLAZA
STREET 2: 3RD FLOOR
CITY: GREENWICH
STATE: CT
ZIP: 06830
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001167456
XXXXXXXX
03-31-2015
03-31-2015
false
CNH PARTNERS LLC
TWO GREENWICH PLAZA
3RD FLOOR
GREENWICH
CT
06830
13F HOLDINGS REPORT
028-10114
N
Bradley Asness
Authorized Signatory
203-742-3600
/s/ Bradley Asness
Greenwich
CT
05-15-2015
2
455
7771158
1
0001633376
028-16752
AQR Capital Management Holdings, LLC
2
0001167557
028-10120
AQR CAPITAL MANAGEMENT LLC
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
1347 CAP CORP
COM
68245V103
4325
450540
SH
DFND
0
450540
0
1347 CAP CORP
RIGHT 07/21/2016
68245V111
100
500600
SH
DFND
0
500600
0
1347 CAP CORP
*W EXP 07/15/202
68245V129
100
500600
SH
DFND
0
500600
0
ABERDEEN GLOBAL INCOME FD IN
COM
003013109
94
10099
SH
DFND
0
10099
0
ACCURAY INC
DEBT 3.500% 2/0
004397AF2
8027
4500000
PRN
DFND
0
4500000
0
ACORDA THERAPEUTICS INC
NOTE 1.750% 6/1
00484MAA4
2855
2775000
PRN
DFND
0
2775000
0
ACTAVIS PLC
PFD CONV SER A
G0083B116
90970
88000
SH
DFND
0
88000
0
ADVENT CLAY CONV SEC INC FD
COM
007639107
1845
274515
SH
DFND
0
274515
0
ADVENT CLAYMORE ENH GRW & IN
COM
00765E104
658
69871
SH
DFND
0
69871
0
ADVENT SOFTWARE INC
COM
007974108
35843
812593
SH
DFND
0
812593
0
AEGEAN MARINE PETE NETWORK I
NOTE 4.000%11/0
Y0020QAA9
8210
6775000
PRN
DFND
0
6775000
0
AFFYMETRIX INC
NOTE 4.000% 7/0
00826TAH1
14273
6475000
PRN
DFND
0
6475000
0
AIR METHODS CORP
COM PAR $.06
009128307
662
14200
SH
DFND
0
14200
0
ALBANY MOLECULAR RESH INC
NOTE 2.250%11/1
012423AB5
2716
2125000
PRN
DFND
0
2125000
0
ALERE INC
NOTE 3.000% 5/1
01449JAA3
592
500000
PRN
DFND
0
500000
0
ALON USA ENERGY INC
NOTE 3.000% 9/1
020520AB8
12014
9400000
PRN
DFND
0
9400000
0
ALPHA NATURAL RESOURCES INC
NOTE 4.875%12/1
02076XAF9
704
2700000
PRN
DFND
0
2700000
0
ALPINE GLOBAL DYNAMIC DIVD F
COM NEW
02082E205
683
66247
SH
DFND
0
66247
0
ALPINE GLOBAL PREMIER PPTYS
COM SBI
02083A103
2765
404217
SH
DFND
0
404217
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
31590
32400000
PRN
DFND
0
32400000
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
10193
10414000
PRN
DFND
0
10414000
0
AMERICAN TOWER CORP NEW
PFD CONV SER A
03027X308
14585
141426
SH
DFND
0
141426
0
AMERIGAS PARTNERS L P
UNIT L P INT
030975106
427
8953
SH
DFND
0
8953
0
AMSURG CORP
PFD CNV SR A-1 %
03232P504
11528
92875
SH
DFND
0
92875
0
AMTRUST FINL SVCS INC
NOTE 2.750%12/1
032359AG6
9328
10250000
PRN
DFND
0
10250000
0
ANI PHARMACEUTICALS INC
NOTE 3.000%12/0
00182CAA1
606
525000
PRN
DFND
0
525000
0
ANNALY CAP MGMT INC
NOTE 5.000% 5/1
035710AB8
39146
39000000
PRN
DFND
0
39000000
0
APOLLO SR FLOATING RATE FD I
COM
037636107
440
24681
SH
DFND
0
24681
0
AR CAP ACQUISITION CORP
COM
00191R109
9605
1010000
SH
DFND
0
1010000
0
AR CAP ACQUISITION CORP
*W EXP 10/06/201
00191R117
150
750000
SH
DFND
0
750000
0
ARES CAP CORP
NOTE 5.750% 2/0
04010LAB9
4583
4425000
PRN
DFND
0
4425000
0
ARES DYNAMIC CR ALLOCATION F
COM
04014F102
1770
108983
SH
DFND
0
108983
0
ARK RESTAURANTS CORP
COM
040712101
2431
97545
SH
DFND
0
97545
0
ARUBA NETWORKS INC
COM
043176106
42615
1740104
SH
DFND
0
1740104
0
ARVINMERITOR INC
FRNT 4.625% 3/0
043353AF8
2031
2000000
PRN
DFND
0
2000000
0
ASSOCIATED BANC CORP
*W EXP 11/21/201
045487113
59
23450
SH
DFND
0
23450
0
ATLANTICUS HLDGS CORP
COM
04914Y102
436
191430
SH
DFND
0
191430
0
ATLAS ENERGY GROUP LLC
COM
04929Q102
95
15815
SH
DFND
0
15815
0
AUSPEX PHARMACEUTICALS INC
COM
05211J102
28925
288468
SH
DFND
0
288468
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
9498
110901
SH
DFND
0
110901
0
AV HOMES INC
NOTE 7.500% 2/1
00234PAB8
10425
10360000
PRN
DFND
0
10360000
0
AVATAR HLDGS INC
NOTE 7.500% 2/1
053494AG5
8661
8688000
PRN
DFND
0
8688000
0
AVENUE INCOME CR STRATEGIES
COM
05358E106
569
37598
SH
DFND
0
37598
0
AVIV REIT INC MD
COM
05381L101
44807
1227597
SH
DFND
0
1227597
0
BAKER HUGHES INC
COM
057224107
116554
1833194
SH
DFND
0
1833194
0
BANK KY FINL CORP
COM
062896105
7358
150000
SH
DFND
0
150000
0
BARINGTON HILCO ACQUISITION
UNIT 99/99/9999T
06759V200
5970
600000
SH
DFND
0
600000
0
BEAZER HOMES USA INC
UNIT 07/15/2015
07556Q709
4074
150000
SH
DFND
0
150000
0
BLACKROCK CORE BD TR
SHS BEN INT
09249E101
5828
421708
SH
DFND
0
421708
0
BLACKROCK CORPOR HI YLD FD I
COM
09255P107
4521
405084
SH
DFND
0
405084
0
BLACKROCK CR ALLCTN INC TR
COM
092508100
6420
476973
SH
DFND
0
476973
0
BLACKROCK FLOAT RATE OME STR
COM
09255X100
1397
100481
SH
DFND
0
100481
0
BLACKROCK FLOATING RATE INCO
COM
091941104
423
31373
SH
DFND
0
31373
0
BLACKROCK GLOBAL OPP EQTY TR
COM
092501105
1891
136219
SH
DFND
0
136219
0
BLACKROCK LONG-TERM MUNI ADV
COM
09250B103
378
32856
SH
DFND
0
32856
0
BLACKROCK LTD DURATION INC T
COM SHS
09249W101
1225
77554
SH
DFND
0
77554
0
BLACKROCK MUN TARGET TERM TR
COM SHS BEN IN
09257P105
5036
240170
SH
DFND
0
240170
0
BLACKROCK MUNI INCOME INV QL
COM
09250G102
557
37749
SH
DFND
0
37749
0
BLACKROCK MUNI INTER DR FD I
COM
09253X102
871
59381
SH
DFND
0
59381
0
BLACKROCK MUNICIPL INC QLTY
COM
092479104
374
26030
SH
DFND
0
26030
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
539
36494
SH
DFND
0
36494
0
BLACKROCK MUNIHLDNGS CALI QL
COM
09254L107
770
52293
SH
DFND
0
52293
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
233
16191
SH
DFND
0
16191
0
BLACKROCK MUNIHOLDNGS QLTY I
COM
09254A101
548
40620
SH
DFND
0
40620
0
BLACKROCK MUNIYIELD NJ QLTY
COM
09255A100
363
24941
SH
DFND
0
24941
0
BLACKROCK MUNIYIELD PA QLTY
COM
09255G107
264
18227
SH
DFND
0
18227
0
BLACKROCK MUNIYLD INVST QLTY
COM
09254T100
344
24672
SH
DFND
0
24672
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
934
66210
SH
DFND
0
66210
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254W103
732
56266
SH
DFND
0
56266
0
BLACKROCK RES & COMM STRAT T
SHS
09257A108
5342
558791
SH
DFND
0
558791
0
BLACKSTONE GSO LNG SHRT CR I
COM SHS BN INT
09257D102
1507
93378
SH
DFND
0
93378
0
BLACKSTONE GSO STRATEGIC CR
COM SHS BEN IN
09257R101
3209
198356
SH
DFND
0
198356
0
BLUE BIRD CORP
*W EXP 01/23/201
095306114
666
900000
SH
DFND
0
900000
0
BOARDWALK PIPELINE PARTNERS
UT LTD PARTNER
096627104
385
23883
SH
DFND
0
23883
0
BOSTON PRIVATE FINL HLDGS IN
*W EXP 11/21/201
101119113
605
117799
SH
DFND
0
117799
0
BOULEVARD ACQUISITION CORP
COM
10157P104
7888
804905
SH
DFND
0
804905
0
BOULEVARD ACQUISITION CORP
*W EXP 02/19/201
10157P112
360
600000
SH
DFND
0
600000
0
BRIDGE CAP HLDGS
COM
108030107
2333
89367
SH
DFND
0
89367
0
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
2564
50000
SH
DFND
0
50000
0
BUCKEYE PARTNERS L P
UNIT LTD PARTN
118230101
409
5416
SH
DFND
0
5416
0
C B PHARMA ACQUISITION CORP
SHS
G2029P126
3423
350000
SH
DFND
0
350000
0
C B PHARMA ACQUISITION CORP
RIGHT 06/17/2016
G2029P134
102
350000
SH
DFND
0
350000
0
CALLIDUS SOFTWARE INC
COM
13123E500
215
16962
SH
DFND
0
16962
0
CAMBRIDGE CAP ACQUISITION CO
COM
13215Q106
15919
1584000
SH
DFND
0
1584000
0
CAMBRIDGE CAP ACQUISITION CO
*W EXP 12/17/201
13215Q114
422
1760000
SH
DFND
0
1760000
0
CAPITOL ACQUISITION CORP II
COM
14056V105
14477
1431900
SH
DFND
0
1431900
0
CAPITOL ACQUISITION CORP II
*W EXP 05/15/201
14056V113
891
891000
SH
DFND
0
891000
0
CASTLE A M & CO
NOTE 7.000%12/1
148411AF8
1034
1550000
PRN
DFND
0
1550000
0
CATAMARAN CORP
COM
148887102
28397
476934
SH
DFND
0
476934
0
CBRE CLARION GLOBAL REAL EST
COM
12504G100
2136
238695
SH
DFND
0
238695
0
CDK GLOBAL INC
COM
12508E101
14720
314792
SH
DFND
0
314792
0
CELLULAR DYNAMICS INTL INC
COM
15117V109
1698
103321
SH
DFND
0
103321
0
CEMEX SAB DE CV
NOTE 3.250% 3/1
151290BB8
28306
25175000
PRN
DFND
0
25175000
0
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
10558
8900000
PRN
DFND
0
8900000
0
CENTRAL SECS CORP
COM
155123102
1741
79870
SH
DFND
0
79870
0
CENVEO CORP
NOTE 7.000% 5/1
15671BAJ0
2565
2725000
PRN
DFND
0
2725000
0
CHENIERE ENERGY INC
NOTE 4.250% 3/1
16411RAG4
49351
59325000
PRN
DFND
0
59325000
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
523
17460
SH
DFND
0
17460
0
CHESAPEAKE LODGING TR
SH BEN INT
165240102
3045
90000
SH
DFND
0
90000
0
CIENA CORP
DEBT 4.000%12/1
171779AK7
16213
12710000
PRN
DFND
0
12710000
0
CITIZENS FINL GROUP INC
COM
174610105
3157
130843
SH
DFND
0
130843
0
CITRIX SYS INC
COM
177376100
3629
56816
SH
DFND
0
56816
0
CITY NATL CORP
COM
178566105
50468
566549
SH
DFND
0
566549
0
CIVEO CORP
COM
178787107
1655
651559
SH
DFND
0
651559
0
CLECO CORP NEW
COM
12561W105
63370
1162325
SH
DFND
0
1162325
0
COHEN & STEERS LTD DUR PFD I
COM
19248C105
422
17519
SH
DFND
0
17519
0
COHEN & STEERS QUALITY RLTY
COM
19247L106
5509
443547
SH
DFND
0
443547
0
COHEN & STEERS REIT & PFD IN
COM
19247X100
2041
104930
SH
DFND
0
104930
0
COHEN & STEERS TOTAL RETURN
COM
19247R103
356
26005
SH
DFND
0
26005
0
COLONIAL FINL SVCS INC
COM
19566B101
817
57122
SH
DFND
0
57122
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 01/27/2016
203668116
228
10360044
SH
DFND
0
10360044
0
COMPUCREDIT HLDGS CORP
NOTE 5.875%11/3
20478NAD2
2081
5000000
PRN
DFND
0
5000000
0
CONVERGYS CORP
SDCV 5.750% 9/1
212485AE6
26300
12550000
PRN
DFND
0
12550000
0
COURIER CORP
COM
222660102
8762
357938
SH
DFND
0
357938
0
COWEN GROUP INC NEW
NOTE 3.000% 3/1
223622AB7
8678
7600000
PRN
DFND
0
7600000
0
CRESTWOOD MIDSTREAM PARTNERS
UNIT LTD PARTNER
226378107
481
33135
SH
DFND
0
33135
0
CROWN CASTLE INTL CORP NEW
CNV PFD STK SR A
22822V200
46872
447125
SH
DFND
0
447125
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
233
16504
SH
DFND
0
16504
0
DCP MIDSTREAM PARTNERS LP
COM UT LTD PTN
23311P100
407
11024
SH
DFND
0
11024
0
DEUTSCHE HIGH INCOME TR
SHS
25155R100
256
28872
SH
DFND
0
28872
0
DEVELOPERS DIVERSIFIED RLTY
NOTE 1.750%11/1
251591AX1
8173
6467000
PRN
DFND
0
6467000
0
DIRECTV
COM
25490A309
121485
1427555
SH
DFND
0
1427555
0
DOMINION RES INC VA NEW
UNIT 04/01/2013
25746U703
89707
1592950
SH
DFND
0
1592950
0
DOMINION RES INC VA NEW
UNIT 99/99/9999
25746U869
8218
166450
SH
DFND
0
166450
0
DOMINION RES INC VA NEW
UNIT 07/01/2016
25746U885
93027
1645475
SH
DFND
0
1645475
0
DRESSER-RAND GROUP INC
COM
261608103
146010
1817170
SH
DFND
0
1817170
0
DT ASIA INVTS LTD
SHS
G2615J104
2211
225112
SH
DFND
0
225112
0
DT ASIA INVTS LTD
RIGHT 03/30/2016
G2615J112
36
225112
SH
DFND
0
225112
0
EAGLE ROCK ENERGY PARTNERS L
UNIT
26985R104
274
117574
SH
DFND
0
117574
0
EATON VANCE FLTING RATE INC
COM
278279104
849
58219
SH
DFND
0
58219
0
EATON VANCE LTD DUR INCOME F
COM
27828H105
4444
308808
SH
DFND
0
308808
0
EATON VANCE MUN BD FD
COM
27827X101
1121
86828
SH
DFND
0
86828
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
631
49552
SH
DFND
0
49552
0
EATON VANCE RISK MNGD DIV EQ
COM
27829G106
908
83943
SH
DFND
0
83943
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
1665
114919
SH
DFND
0
114919
0
EATON VANCE SR INCOME TR
SH BEN INT
27826S103
933
143381
SH
DFND
0
143381
0
ELECTRONIC ARTS INC
NOTE 0.750% 7/1
285512AA7
45911
24750000
PRN
DFND
0
24750000
0
ELLSWORTH GROWTH & INCOME FD
COM
289074106
186
21272
SH
DFND
0
21272
0
EMULEX CORP
COM NEW
292475209
4260
534532
SH
DFND
0
534532
0
ENABLE MIDSTREAM PARTNERS LP
COM UNIT RP IN
292480100
425
25923
SH
DFND
0
25923
0
ENBRIDGE ENERGY PARTNERS L P
COM
29250R106
410
11378
SH
DFND
0
11378
0
ENCORE CAP GROUP INC
NOTE 3.000% 7/0
292554AF9
1976
1825000
PRN
DFND
0
1825000
0
ENERGY FUELS INC
COM NEW
292671708
81
17980
SH
DFND
0
17980
0
ENERGY TRANSFER PRTNRS L P
UNIT LTD PARTN
29273R109
337
6042
SH
DFND
0
6042
0
ENLINK MIDSTREAM PARTNERS LP
COM UNIT REP LTD
29336U107
519
20970
SH
DFND
0
20970
0
ENOVA INTL INC
COM
29357K103
325
16509
SH
DFND
0
16509
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
911
27660
SH
DFND
0
27660
0
ENTROPIC COMMUNICATIONS INC
COM
29384R105
3567
1204929
SH
DFND
0
1204929
0
EQUINIX INC
NOTE 4.750% 6/1
29444UAH9
31666
10950000
PRN
DFND
0
10950000
0
EXELIS INC
COM
30162A108
77944
3198377
SH
DFND
0
3198377
0
FAMILY DLR STORES INC
COM
307000109
160040
2019681
SH
DFND
0
2019681
0
FIAT CHRYSLER AUTOMOBILES N
MAN COV SEC 16
N31738110
115972
840375
SH
DFND
0
840375
0
FINTECH ACQUISITION CORP
UNIT 99/99/9999
31809H209
10200
1000000
SH
DFND
0
1000000
0
FIRST TR ABERDEEN GLBL OPP F
COM SHS
337319107
1471
125477
SH
DFND
0
125477
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
3231
197271
SH
DFND
0
197271
0
FIRST TR SR FLG RTE INCM FD
COM
33733U108
539
39041
SH
DFND
0
39041
0
FLAMEL TECHNOLOGIES SA
SPONSORED ADR
338488109
1498
83300
SH
DFND
0
83300
0
FORT DEARBORN INCOME SECS IN
COM
347200107
162
11290
SH
DFND
0
11290
0
FRANKLIN LTD DURATION INC TR
COM
35472T101
1815
149151
SH
DFND
0
149151
0
FREESCALE SEMICONDUCTOR LTD
SHS
G3727Q101
24727
606660
SH
DFND
0
606660
0
GABELLI HLTHCARE & WELLNESS
SHS
36246K103
590
52418
SH
DFND
0
52418
0
GAIN CAP HLDGS INC
NOTE 4.125%12/0
36268WAB6
4070
3775000
PRN
DFND
0
3775000
0
GARNERO GROUP ACQUISITION CO
SHS
G5866L108
22752
2370000
SH
DFND
0
2370000
0
GARNERO GROUP ACQUISITION CO
RIGHT 06/25/2016
G5866L132
551
2900000
SH
DFND
0
2900000
0
GENCORP INC
SDCV 4.062%12/3
368682AN0
21249
8250000
PRN
DFND
0
8250000
0
GENERAL CABLE CORP DEL NEW
FRNT 4.500%11/1
369300AL2
6970
8747000
PRN
DFND
0
8747000
0
GENERAL MTRS CO
COM
37045V100
615
16411
SH
DFND
0
16411
0
GENERAL MTRS CO
*W EXP 12/31/201
37045V134
463
356485
SH
DFND
0
356485
0
GENESIS ENERGY L P
UNIT LTD PARTN
371927104
454
9660
SH
DFND
0
9660
0
GLOBAL DEFENSE & NATL SEC SY
COM
37953N108
9277
895500
SH
DFND
0
895500
0
GLOBANT S A
COM
L44385109
1189
56438
SH
DFND
0
56438
0
GOOGLE INC
CL C
38259P706
6967
12827
SH
DFND
0
12827
0
HAMPDEN BANCORP INC
COM
40867E107
3499
158112
SH
DFND
0
158112
0
HANCOCK JOHN INCOME SECS TR
COM
410123103
178
12421
SH
DFND
0
12421
0
HANCOCK JOHN PREMUIM DIV FD
COM SH BEN INT
41013T105
162
11661
SH
DFND
0
11661
0
HARMONY MERGER CORP
UNIT 99/99/9999
413247206
18000
1800000
SH
DFND
0
1800000
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
121989
3797900
SH
DFND
0
3797900
0
HAWAIIAN HOLDINGS INC
NOTE 5.000% 3/1
419879AD3
1984
700000
PRN
DFND
0
700000
0
HEALTH CARE REIT INC
PFD PER CON I
42217K601
96422
1418625
SH
DFND
0
1418625
0
HEALTH CARE REIT INC
NOTE 3.000%12/0
42217KAR7
37589
25175000
PRN
DFND
0
25175000
0
HEALTHWAYS INC
NOTE 1.500% 7/0
422245AB6
17237
14725000
PRN
DFND
0
14725000
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
41240
49950000
PRN
DFND
0
49950000
0
HERBALIFE LTD
COM USD SHS
G4412G101
4778
111742
SH
DFND
0
111742
0
HERITAGE FINL GROUP INC
COM
42726X102
6017
220966
SH
DFND
0
220966
0
HOLLY ENERGY PARTNERS L P
COM UT LTD PTN
435763107
528
16782
SH
DFND
0
16782
0
HOLOGIC INC
FRNT 2.000%12/1
436440AB7
13491
9150000
PRN
DFND
0
9150000
0
HOME LN SERVICING SOLUTIONS
ORD SHS
G6648D109
36797
2224742
SH
DFND
0
2224742
0
HOSPIRA INC
COM
441060100
143022
1628207
SH
DFND
0
1628207
0
HUBSPOT INC
COM
443573100
2446
61300
SH
DFND
0
61300
0
HUDSON CITY BANCORP
COM
443683107
178846
17065494
SH
DFND
0
17065494
0
HUDSON VALLEY HOLDING CORP
COM
444172100
14044
549443
SH
DFND
0
549443
0
HUNTINGTON BANCSHARES INC
PFD CONV SER A
446150401
1069
800
SH
DFND
0
800
0
HYDRA INDS ACQUISITION CORP
COM
448740100
18900
2000000
SH
DFND
0
2000000
0
HYDRA INDS ACQUISITION CORP
*W EXP 10/20/202
448740118
320
2000000
SH
DFND
0
2000000
0
HYDRA INDS ACQUISITION CORP
RIGHT 99/99/9999
448740126
740
2000000
SH
DFND
0
2000000
0
HYPERION THERAPEUTICS INC
COM
44915N101
8304
180923
SH
DFND
0
180923
0
INDEPENDENT BANK CORP MASS
COM
453836108
255
5821
SH
DFND
0
5821
0
INTEGRATED SILICON SOLUTION
COM
45812P107
7803
436148
SH
DFND
0
436148
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
103349
1435010
SH
DFND
0
1435010
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
175689
111151000
PRN
DFND
0
111151000
0
INTERNATIONAL GAME TECHNOLOG
COM
459902102
3272
187916
SH
DFND
0
187916
0
INTL PAPER CO
COM
460146103
2230
40179
SH
DFND
0
40179
0
INVACARE CORP
SDCV 4.125% 2/0
461203AD3
2656
2500000
PRN
DFND
0
2500000
0
INVESCO BD FD
COM
46132L107
678
36258
SH
DFND
0
36258
0
INVESCO DYNAMIC CR OPP FD
COM
46132R104
1631
136278
SH
DFND
0
136278
0
INVESCO HIGH INCOME TR II
COM
46131F101
243
16069
SH
DFND
0
16069
0
INVESCO MUN OPPORTUNITY TR
COM
46132C107
992
76549
SH
DFND
0
76549
0
INVESCO MUN TR
COM
46131J103
1004
78464
SH
DFND
0
78464
0
INVESCO QUALITY MUNI INC TRS
COM
46133G107
1429
113806
SH
DFND
0
113806
0
INVESCO TR INVT GRADE MUNS
COM
46131M106
706
52522
SH
DFND
0
52522
0
INVESCO TR INVT GRADE NY MUN
COM
46131T101
373
26999
SH
DFND
0
26999
0
ISTAR FINL INC
NOTE 3.000%11/1
45031UBR1
4332
3650000
PRN
DFND
0
3650000
0
JASON INDS INC
*W EXP 06/30/201
471172114
1842
2331300
SH
DFND
0
2331300
0
JOURNAL COMMUNICATIONS INC
CL A
481130102
19701
1329349
SH
DFND
0
1329349
0
KEYCORP NEW
PFD 7.75% SR A
493267405
2593
20000
SH
DFND
0
20000
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
239
6438
SH
DFND
0
6438
0
KIMBERLY CLARK CORP
COM
494368103
5102
47635
SH
DFND
0
47635
0
KINDER MORGAN INC DEL
COM
49456B101
1151
27367
SH
DFND
0
27367
0
KOFAX LTD
COM USD
G5307C105
5604
511772
SH
DFND
0
511772
0
KOHLBERG CAPITAL CORP
NOTE 8.750% 3/1
500233AB7
4848
4375000
PRN
DFND
0
4375000
0
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
448
80923
SH
DFND
0
80923
0
LA QUINTA HLDGS INC
COM
50420D108
3197
135000
SH
DFND
0
135000
0
LAKES ENTMNT INC
COM NEW
51206P208
106
12400
SH
DFND
0
12400
0
LANDS END INC NEW
COM
51509F105
7244
201897
SH
DFND
0
201897
0
LEVY ACQUISITION CORP
*W EXP 11/19/201
52748T112
4586
1105000
SH
DFND
0
1105000
0
LIBERTY ALL STAR EQUITY FD
SH BEN INT
530158104
3232
553489
SH
DFND
0
553489
0
LIBERTY ALL-STAR GROWTH FD I
COM
529900102
91
17527
SH
DFND
0
17527
0
LIBERTY INTERACTIVE CORP
LBT VENT COM A
53071M880
10065
239586
SH
DFND
0
239586
0
LIBERTY TRIPADVISOR HLDGS IN
COM SER A
531465102
2690
84623
SH
DFND
0
84623
0
LIFE TIME FITNESS INC
COM
53217R207
13616
191888
SH
DFND
0
191888
0
LMP REAL ESTATE INCOME FD IN
COM
50208C108
133
10199
SH
DFND
0
10199
0
LNB BANCORP INC
COM
502100100
4260
238768
SH
DFND
0
238768
0
LORILLARD INC
COM
544147101
172279
2636254
SH
DFND
0
2636254
0
M/I HOMES INC
NOTE 3.250% 9/1
55292PAA3
3418
2875000
PRN
DFND
0
2875000
0
M/I HOMES INC
NOTE 3.000% 3/0
55292PAB1
2554
2475000
PRN
DFND
0
2475000
0
MACERICH CO
COM
554382101
23511
278798
SH
DFND
0
278798
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
667
8690
SH
DFND
0
8690
0
MANNKIND CORP
COM
56400P201
963
185113
SH
DFND
0
185113
0
MANNKIND CORP
NOTE 5.750% 8/1
56400PAC6
2362
2295000
PRN
DFND
0
2295000
0
MARKWEST ENERGY PARTNERS L P
UNIT LTD PARTN
570759100
483
7314
SH
DFND
0
7314
0
MARLIN MIDSTREAM PARTNERS LP
COM UTLTD PTN IN
57118V100
611
27655
SH
DFND
0
27655
0
MARTIN MIDSTREAM PRTNRS L P
UNIT L P INT
573331105
477
13463
SH
DFND
0
13463
0
MAVENIR SYS INC
COM
577675101
29644
1671043
SH
DFND
0
1671043
0
MEADOWBROOK INS GROUP INC
COM
58319P108
9183
1080390
SH
DFND
0
1080390
0
MEADOWBROOK INS GROUP INC
DBCV 5.000% 3/1
58319PAC2
10729
9375000
PRN
DFND
0
9375000
0
MEADWESTVACO CORP
COM
583334107
34696
695722
SH
DFND
0
695722
0
MERITAGE HOMES CORP
NOTE 1.875% 9/1
59001AAR3
3141
2925000
PRN
DFND
0
2925000
0
MERITOR INC
NOTE 7.875% 3/0
59001KAC4
42395
28275000
PRN
DFND
0
28275000
0
MFS INVT GRADE MUN TR
SH BEN INT
59318B108
594
62903
SH
DFND
0
62903
0
MFS MUN INCOME TR
SH BEN INT
552738106
633
93746
SH
DFND
0
93746
0
MGIC INVT CORP WIS
NOTE 5.000% 5/0
552848AD5
41663
37450000
PRN
DFND
0
37450000
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
123779
84025000
PRN
DFND
0
84025000
0
MGM RESORTS INTERNATIONAL
NOTE 4.250% 4/1
55303QAE0
44897
39383000
PRN
DFND
0
39383000
0
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1
595017AB0
210878
107625000
PRN
DFND
0
107625000
0
MICRON TECHNOLOGY INC
NOTE 2.125% 2/1
595112AV5
19350
7775000
PRN
DFND
0
7775000
0
MICRON TECHNOLOGY INC
NOTE 2.375% 5/0
595112AW3
112166
39775000
PRN
DFND
0
39775000
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
43695
15700000
PRN
DFND
0
15700000
0
MONTPELIER RE HOLDINGS LTD
SHS
G62185106
1211
31500
SH
DFND
0
31500
0
MORGAN STANLEY TRUSTS
INCOME SECS INC
61745P874
1100
61127
SH
DFND
0
61127
0
MPLX LP
COM UNIT REP LTD
55336V100
555
7579
SH
DFND
0
7579
0
NATIONAL OILWELL VARCO INC
COM
637071101
3654
73089
SH
DFND
0
73089
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
867
35000
SH
DFND
0
35000
0
NAVIENT CORP
COM
63938C108
9055
445403
SH
DFND
0
445403
0
NEUBERGER BERMAN HGH YLD FD
COM
64128C106
761
61680
SH
DFND
0
61680
0
NEUBERGER BERMAN RE ES SEC F
COM
64190A103
515
95029
SH
DFND
0
95029
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
138
15268
SH
DFND
0
15268
0
NICHOLAS FINANCIAL INC
COM NEW
65373J209
338
24095
SH
DFND
0
24095
0
NORTHSTAR ASSET MGMT GROUP I
COM
66705Y104
11475
491644
SH
DFND
0
491644
0
NORTHSTAR RLTY FIN CORP
COM NEW
66704R704
8148
449649
SH
DFND
0
449649
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
199394
97414000
PRN
DFND
0
97414000
0
NOW INC
COM
67011P100
6312
291693
SH
DFND
0
291693
0
NUANCE COMMUNICATIONS INC
NOTE 2.750%11/0
67020YAF7
1995
2000000
PRN
DFND
0
2000000
0
NUSTAR ENERGY LP
UNIT COM
67058H102
530
8726
SH
DFND
0
8726
0
NUVEEN AMT-FREE MUN INCOME F
COM
670657105
633
45692
SH
DFND
0
45692
0
NUVEEN CA DIV ADV MUNI FD 3
COM SH BEN INT
67070Y109
175
12768
SH
DFND
0
12768
0
NUVEEN CA DIV ADVANTG MUN FD
COM
67069X104
221
15292
SH
DFND
0
15292
0
NUVEEN CAL AMT-FREE MUN INC
COM
670651108
206
13760
SH
DFND
0
13760
0
NUVEEN CONN PREM INCOME MUN
COM
67060D107
809
63445
SH
DFND
0
63445
0
NUVEEN CR STRATEGIES INCM FD
COM SHS
67073D102
4350
480692
SH
DFND
0
480692
0
NUVEEN DIV ADVANTAGE MUN FD
COM
67070F100
1518
107018
SH
DFND
0
107018
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
939
76949
SH
DFND
0
76949
0
NUVEEN DIVID ADV MUN FD 3
COM SH BEN INT
67070X101
1098
77370
SH
DFND
0
77370
0
NUVEEN DIVID ADVANTAGE MUN F
COM
67066V101
578
40336
SH
DFND
0
40336
0
NUVEEN DIVID ADVANTAGE MUN I
COM
67071L106
432
29757
SH
DFND
0
29757
0
NUVEEN GA DIV ADV MUN FD 2
COM
67072B107
291
22567
SH
DFND
0
22567
0
NUVEEN GLOBAL EQUITY INCOME
COM
6706EH103
840
65200
SH
DFND
0
65200
0
NUVEEN MASS PREM INCOME MUN
COM
67061E104
227
16958
SH
DFND
0
16958
0
NUVEEN MD PREM INCOME MUN FD
COM
67061Q107
1521
119387
SH
DFND
0
119387
0
NUVEEN MUN ADVANTAGE FD INC
COM
67062H106
975
70837
SH
DFND
0
70837
0
NUVEEN MUN MKT OPPORTUNITY F
COM
67062W103
1486
108441
SH
DFND
0
108441
0
NUVEEN MUN OPPORTUNITY FD IN
COM
670984103
468
31859
SH
DFND
0
31859
0
NUVEEN N C PREM INCOME MUN F
COM
67060P100
1111
84275
SH
DFND
0
84275
0
NUVEEN NJ DIV ADVANTAGE MUN
COM
67069Y102
2017
147126
SH
DFND
0
147126
0
NUVEEN NY AMT FREE MUN INCOM
COM
670656107
1581
120937
SH
DFND
0
120937
0
NUVEEN NY DIVID ADVNTG MUN F
COM
67066X107
619
44546
SH
DFND
0
44546
0
NUVEEN NY PERFORM PLUS MUN F
COM
67062R104
204
13840
SH
DFND
0
13840
0
NUVEEN PA INVT QUALITY MUN F
COM
670972108
1050
75505
SH
DFND
0
75505
0
NUVEEN PERFORMANCE PLUS MUN
COM
67062P108
1702
114447
SH
DFND
0
114447
0
NUVEEN PREM INCOME MUN FD
COM
67062T100
2309
164725
SH
DFND
0
164725
0
NUVEEN PREM INCOME MUN FD 2
COM
67063W102
1974
139140
SH
DFND
0
139140
0
NUVEEN PREM INCOME MUN FD 4
COM
6706K4105
251
18771
SH
DFND
0
18771
0
NUVEEN PREMIER MUN INCOME FD
COM
670988104
606
43567
SH
DFND
0
43567
0
NUVEEN QUALITY INCOME MUN FD
COM
670977107
1205
85841
SH
DFND
0
85841
0
NUVEEN QUALITY MUN FD INC
COM
67062N103
1964
146706
SH
DFND
0
146706
0
NUVEEN QUALITY PFD INC FD 3
COM
67072W101
420
48469
SH
DFND
0
48469
0
NUVEEN QUALITY PFD INCOME FD
COM
67071S101
528
61844
SH
DFND
0
61844
0
NUVEEN QUALITY PFD INCOME FD
COM
67072C105
1226
133841
SH
DFND
0
133841
0
NUVEEN SELECT QUALITY MUN FD
COM
670973106
1421
100826
SH
DFND
0
100826
0
NUVEEN SHT DUR CR OPP FD
COM
67074X107
627
36563
SH
DFND
0
36563
0
NUVEEN SR INCOME FD
COM
67067Y104
242
36336
SH
DFND
0
36336
0
NUVEEN VA PREM INCOME MUN FD
COM
67064R102
364
26777
SH
DFND
0
26777
0
OFFICE DEPOT INC
COM
676220106
31873
3464422
SH
DFND
0
3464422
0
OIL STS INTL INC
COM
678026105
5613
141136
SH
DFND
0
141136
0
OMNICARE CAP TR II
PFD B TR 4.00%
68214Q200
8026
84900
SH
DFND
0
84900
0
ONE GAS INC
COM
68235P108
1200
27769
SH
DFND
0
27769
0
ONEIDA FINL CORP MD
COM
682479100
1680
85100
SH
DFND
0
85100
0
ONEOK PARTNERS LP
UNIT LTD PARTN
68268N103
516
12635
SH
DFND
0
12635
0
ORBITZ WORLDWIDE INC
COM
68557K109
65846
5647201
SH
DFND
0
5647201
0
OUTFRONT MEDIA INC
COM
69007J106
7171
239672
SH
DFND
0
239672
0
PANGAEA LOGISTICS SOLUTION L
SHS
G6891L105
256
96200
SH
DFND
0
96200
0
PARAMOUNT GOLD & SILVER CORP
COM
69924P102
214
212022
SH
DFND
0
212022
0
PDL BIOPHARMA INC
NOTE 4.000% 2/0
69329YAF1
23013
23925000
PRN
DFND
0
23925000
0
PEPCO HOLDINGS INC
COM
713291102
118169
4404378
SH
DFND
0
4404378
0
PHARMACYCLICS INC
COM
716933106
69187
270313
SH
DFND
0
270313
0
PHH CORP
NOTE 6.000% 6/1
693320AQ6
101870
51352000
PRN
DFND
0
51352000
0
PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
718549207
476
6737
SH
DFND
0
6737
0
PIONEER FLOATING RATE TR
COM
72369J102
978
84116
SH
DFND
0
84116
0
PLAINS ALL AMERN PIPELINE L
UNIT LTD PARTN
726503105
393
8056
SH
DFND
0
8056
0
POLYPORE INTL INC
COM
73179V103
97801
1660460
SH
DFND
0
1660460
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
662
81230
SH
DFND
0
81230
0
PUTNAM MANAGED MUN INCOM TR
COM
746823103
1165
157647
SH
DFND
0
157647
0
PUTNAM MUN OPPORTUNITIES TR
SH BEN INT
746922103
1419
115777
SH
DFND
0
115777
0
Q2 HLDGS INC
COM
74736L109
1533
72494
SH
DFND
0
72494
0
QEP MIDSTREAM PARTNERS LP
COM UNIT RP LTD
74735R115
470
29955
SH
DFND
0
29955
0
QUANTUM CORP
NOTE 4.500%11/1
747906AJ4
2050
1750000
PRN
DFND
0
1750000
0
QUIDEL CORP
NOTE 3.250%12/1
74838JAA9
1090
1000000
PRN
DFND
0
1000000
0
QUINPARIO ACQUISITION CORP 2
UNIT 01/01/2023
74874U200
35280
3500000
SH
DFND
0
3500000
0
RADIAN GROUP INC
NOTE 3.000%11/1
750236AK7
59275
38600000
PRN
DFND
0
38600000
0
RADIAN GROUP INC
NOTE 2.250% 3/0
750236AN1
53724
33408000
PRN
DFND
0
33408000
0
RAMBUS INC DEL
NOTE 1.125% 8/1
750917AE6
9943
8175000
PRN
DFND
0
8175000
0
RAYONIER ADVANCED MATLS INC
COM
75508B104
4299
288494
SH
DFND
0
288494
0
RAYONIER INC
COM
754907103
7084
262767
SH
DFND
0
262767
0
RED HAT INC
COM
756577102
13096
172880
SH
DFND
0
172880
0
REGENCY ENERGY PARTNERS L P
COM UNITS L P
75885Y107
586
25613
SH
DFND
0
25613
0
RENEWABLE ENERGY GROUP INC
MTNF 2.750% 6/1
75972AAA1
5205
5600000
PRN
DFND
0
5600000
0
RESOURCE CAP CORP
NOTE 6.000%12/0
76120WAA2
1723
1875000
PRN
DFND
0
1875000
0
RESOURCE CAP CORP
NOTE 8.000% 1/1
76120WAB0
1928
2000000
PRN
DFND
0
2000000
0
RETROPHIN INC
COM
761299106
3582
149500
SH
DFND
0
149500
0
RICE MIDSTREAM PARTNERS LP
UNIT LTD PARTN
762819100
147
10400
SH
DFND
0
10400
0
RIO ALTO MNG LTD NEW
COM
76689T104
5698
2311700
SH
DFND
0
2311700
0
RITE AID CORP
NOTE 8.500% 5/1
767754BU7
4823
1435000
PRN
DFND
0
1435000
0
RIVERBED TECHNOLOGY INC
COM
768573107
58894
2816569
SH
DFND
0
2816569
0
RMR REAL ESTATE INCOME FUND
COM
76970B101
1090
51274
SH
DFND
0
51274
0
ROI ACQUISITION CORP II
COM
74966G101
10353
1050000
SH
DFND
0
1050000
0
ROI ACQUISITION CORP II
*W EXP 09/17/201
74966G119
181
1050000
SH
DFND
0
1050000
0
ROSE ROCK MIDSTREAM L P
COM U REP LTD
777149105
524
11040
SH
DFND
0
11040
0
ROYAL BK SCOTLAND GROUP PLC
SPONS ADR 20 ORD
780097689
362
35877
SH
DFND
0
35877
0
RTI INTL METALS INC
COM
74973W107
14440
402116
SH
DFND
0
402116
0
SALIX PHARMACEUTICALS INC
COM
795435106
110815
641251
SH
DFND
0
641251
0
SALIX PHARMACEUTICALS INC
NOTE 1.500% 3/1
795435AE6
9587
3600000
PRN
DFND
0
3600000
0
SANDISK CORP
NOTE 1.500% 8/1
80004CAD3
143803
105206000
PRN
DFND
0
105206000
0
SEARS HLDGS CORP
COM
812350106
10981
265364
SH
DFND
0
265364
0
SEQUENOM INC
NOTE 5.000%10/0
817337AB4
9887
9450000
PRN
DFND
0
9450000
0
SEVENTY SEVEN ENERGY INC
COM
818097107
342
82312
SH
DFND
0
82312
0
SHIP FINANCE INTERNATIONAL L
NOTE 3.250% 2/0
G81075AE6
28657
28675000
PRN
DFND
0
28675000
0
SIGMA ALDRICH CORP
COM
826552101
159116
1150929
SH
DFND
0
1150929
0
SIMON PPTY GROUP INC NEW
COM
828806109
2058
10521
SH
DFND
0
10521
0
SLM CORP
COM
78442P106
8958
965318
SH
DFND
0
965318
0
SOURCE CAP INC
COM
836144105
1394
19014
SH
DFND
0
19014
0
SOUTHWESTERN ENERGY CO
DEP SHS 1/20 B
845467208
91886
1815025
SH
DFND
0
1815025
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
440
8497
SH
DFND
0
8497
0
SPECTRUM PHARMACEUTICALS INC
NOTE 2.750%12/1
84763AAB4
6665
7250000
PRN
DFND
0
7250000
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
19925
19925000
PRN
DFND
0
19925000
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
9687
9675000
PRN
DFND
0
9675000
0
SPROTT FOCUS TR INC
COM
85208J109
93
12837
SH
DFND
0
12837
0
SQUARE 1 FINL INC
CL A
85223W101
21094
787986
SH
DFND
0
787986
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
18238
14730000
PRN
DFND
0
14730000
0
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
41698
37800000
PRN
DFND
0
37800000
0
STARWOOD PPTY TR INC
NOTE 4.000% 1/1
85571BAB1
26391
22825000
PRN
DFND
0
22825000
0
STARWOOD PPTY TR INC
NOTE 3.750%10/1
85571BAC9
25297
24150000
PRN
DFND
0
24150000
0
STATE INVS BANCORP INC
COM
857030100
874
41625
SH
DFND
0
41625
0
STILLWATER MNG CO
NOTE 1.750%10/1
86074QAL6
14255
12450000
PRN
DFND
0
12450000
0
STONE HBR EMERG MKTS TL INC
COM
86164W100
207
14330
SH
DFND
0
14330
0
SUCAMPO PHARMACEUTICALS INC
CL A
864909106
1961
126000
SH
DFND
0
126000
0
SUMMIT MIDSTREAM PARTNERS LP
COM UNIT LTD
866142102
424
13195
SH
DFND
0
13195
0
SUNEDISON INC
NOTE 2.000%10/0
86732YAC3
158599
91975000
PRN
DFND
0
91975000
0
SUNEDISON INC
NOTE 2.750% 1/0
86732YAD1
77011
43975000
PRN
DFND
0
43975000
0
SUNOCO LOGISTICS PRTNRS L P
COM UNITS
86764L108
722
17472
SH
DFND
0
17472
0
SURGICAL CARE AFFILIATES INC
COM
86881L106
1202
35000
SH
DFND
0
35000
0
SUSQUEHANNA BANCSHARES INC P
COM
869099101
61697
4500149
SH
DFND
0
4500149
0
SWISS HELVETIA FD INC
COM
870875101
347
30047
SH
DFND
0
30047
0
SYNCHRONY FINL
COM
87165B103
4922
162161
SH
DFND
0
162161
0
T MOBILE US INC
CONV PFD SER A
872590203
86945
1475900
SH
DFND
0
1475900
0
TAKE-TWO INTERACTIVE SOFTWAR
NOTE 1.750%12/0
874054AC3
16074
11400000
PRN
DFND
0
11400000
0
TALISMAN ENERGY INC
COM
87425E103
81242
10578353
SH
DFND
0
10578353
0
TALLGRASS ENERGY PARTNERS LP
COM UNIT
874697105
518
10248
SH
DFND
0
10248
0
TANDEM DIABETES CARE INC
COM
875372104
792
62723
SH
DFND
0
62723
0
TARGA RES CORP
COM
87612G101
548
5722
SH
DFND
0
5722
0
TARGA RESOURCES PARTNERS LP
COM UNIT
87611X105
325
7849
SH
DFND
0
7849
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
415
6375
SH
DFND
0
6375
0
TEEKAY LNG PARTNERS L P
PRTNRSP UNITS
Y8564M105
399
10685
SH
DFND
0
10685
0
TEMPLETON GLOBAL INCOME FD
COM
880198106
1830
254472
SH
DFND
0
254472
0
TEREX CORP NEW
NOTE 4.000% 6/0
880779AV5
19902
12085000
PRN
DFND
0
12085000
0
TERRAPIN 3 ACQUISITION CORP
COM CL A
88104P104
16320
1700000
SH
DFND
0
1700000
0
TERRAPIN 3 ACQUISITION CORP
*W EXP 06/27/201
88104P112
544
1700000
SH
DFND
0
1700000
0
TESLA MTRS INC
NOTE 1.500% 6/0
88160RAA9
90039
55925000
PRN
DFND
0
55925000
0
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
4700
75439
SH
DFND
0
75439
0
TIME INC NEW
COM
887228104
9104
405716
SH
DFND
0
405716
0
TIME WARNER CABLE INC
COM
88732J207
174909
1166995
SH
DFND
0
1166995
0
TIME WARNER INC
COM NEW
887317303
9642
114182
SH
DFND
0
114182
0
TIMKEN CO
COM
887389104
8682
206017
SH
DFND
0
206017
0
TIMKENSTEEL CORP
COM
887399103
4847
183123
SH
DFND
0
183123
0
TORNIER N V
SHS
N87237108
10872
414643
SH
DFND
0
414643
0
TRANSAMERICA INCOME SHS INC
COM
893506105
976
47887
SH
DFND
0
47887
0
TRANSMONTAIGNE PARTNERS L P
COM UNIT L P
89376V100
516
15988
SH
DFND
0
15988
0
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
165230
1575868
SH
DFND
0
1575868
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
10362
9425000
PRN
DFND
0
9425000
0
TYSON FOODS INC
UNIT 99/99/9999
902494301
89364
1827850
SH
DFND
0
1827850
0
UIL HLDG CORP
COM
902748102
4878
94858
SH
DFND
0
94858
0
UNITED STATES STL CORP NEW
NOTE 2.750% 4/0
912909AH1
21913
18054000
PRN
DFND
0
18054000
0
URANERZ ENERGY CORP
COM
91688T104
18
16400
SH
DFND
0
16400
0
URBAN EDGE PPTYS
COM
91704F104
286
12050
SH
DFND
0
12050
0
UTI WORLDWIDE INC
NOTE 4.500% 3/0
90349LAB0
44712
39700000
PRN
DFND
0
39700000
0
VALERO ENERGY PARTNERS LP
COM UNT REP LP
91914J102
446
9224
SH
DFND
0
9224
0
VALLEY NATL BANCORP
*W EXP 11/14/201
919794131
23
116185
SH
DFND
0
116185
0
VANTAGE DRILLING COMPANY
NOTE 7.875% 9/0
G93205AA3
4787
5250000
PRN
DFND
0
5250000
0
VECTOR GROUP LTD
FRNT 1/1
92240MAY4
15031
10625000
PRN
DFND
0
10625000
0
VERSO CORP
COM
92531L108
743
412918
SH
DFND
0
412918
0
VIASYSTEMS GROUP INC
COM PAR$.01
92553H803
4535
259270
SH
DFND
0
259270
0
VITESSE SEMICONDUCTOR CORP
COM NEW
928497304
3664
690000
SH
DFND
0
690000
0
VOYA PRIME RATE TR
SH BEN INT
92913A100
410
74097
SH
DFND
0
74097
0
WCI CMNTYS INC
COM PAR $0.01
92923C807
707
29516
SH
DFND
0
29516
0
WEBMD HEALTH CORP
NOTE 2.500% 1/3
94770VAF9
10059
9850000
PRN
DFND
0
9850000
0
WEBMD HEALTH CORP
NOTE 2.250% 3/3
94770VAH5
9137
9075000
PRN
DFND
0
9075000
0
WEBMD HEALTH CORP
NOTE 1.500%12/0
94770VAK8
51618
48725000
PRN
DFND
0
48725000
0
WELLPOINT INC
NOTE 2.750%10/1
94973VBG1
177629
85785000
PRN
DFND
0
85785000
0
WELLS FARGO ADVANTAGE INCOME
COM SHS
94987B105
596
67754
SH
DFND
0
67754
0
WELLS FARGO ADVANTAGE MULTI
COM SHS
94987D101
1864
139628
SH
DFND
0
139628
0
WESCO INTL INC
DBCV 6.000% 9/1
95082PAH8
12378
5000000
PRN
DFND
0
5000000
0
WESTERN ASSET GLB HI INCOME
COM
95766B109
481
43292
SH
DFND
0
43292
0
WESTERN ASSET GLB PTNRS INCO
COM
95766G108
476
49783
SH
DFND
0
49783
0
WESTERN ASSET GLOBAL CP DEFI
COM
95790C107
1461
82596
SH
DFND
0
82596
0
WESTERN ASSET HIGH INCM OPP
COM
95766K109
1941
364913
SH
DFND
0
364913
0
WESTERN ASSET INCOME FD
COM
95766T100
146
10554
SH
DFND
0
10554
0
WESTERN ASSET MGD HI INCM FD
COM
95766L107
1522
294426
SH
DFND
0
294426
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
1071
94471
SH
DFND
0
94471
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
512
7781
SH
DFND
0
7781
0
WEYERHAEUSER CO
PREF CONV SER A
962166872
17637
320847
SH
DFND
0
320847
0
WILLIAMS PARTNERS L P NEW
COM UNIT LTD PAR
96949L105
932
18936
SH
DFND
0
18936
0
WL ROSS HLDG CORP
COM SHS
92939D104
34500
3450000
SH
DFND
0
3450000
0
WL ROSS HLDG CORP
*W EXP 06/11/201
92939D112
2105
3450000
SH
DFND
0
3450000
0
WP GLIMCHER IN
COM
92939N102
8099
487024
SH
DFND
0
487024
0
YAHOO INC
COM
984332106
106493
2396603
SH
DFND
0
2396603
0
ZENDESK INC
COM
98936J101
2677
118000
SH
DFND
0
118000
0
ZS PHARMA INC
COM
98979G105
3156
75000
SH
DFND
0
75000
0