0001085146-16-004357.txt : 20160815 0001085146-16-004357.hdr.sgml : 20160815 20160815164644 ACCESSION NUMBER: 0001085146-16-004357 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 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: 161833459 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001167456 XXXXXXXX 06-30-2016 06-30-2016 false CNH PARTNERS LLC

TWO GREENWICH PLAZA GREENWICH CT 06830

13F HOLDINGS REPORT 028-10114 N Bradley Asness 203-742-3600 /s/ Bradley Asness Greenwich CT 08-03-2016 2 387 9245789 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 *W EXP 07/15/202 68245V129 150 500600 SH DFND 500600 0 0 1347 CAP CORP COM 68245V103 4172 450540 SH DFND 450540 0 0 1347 CAP CORP RIGHT 07/21/2016 68245V111 130 500600 SH DFND 500600 0 0 ACCURAY INC DEBT 3.500% 2/0 004397AF2 1672 1475000 PRN DFND 1475000 0 0 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 23682 26950000 PRN DFND 26950000 0 0 ADAMS DIVERSIFIED EQUITY FD COM 006212104 344 27121 SH DFND 27121 0 0 ADVENT CLAY CONV SEC INC FD COM 007639107 835 151205 SH DFND 151205 0 0 ADVENT CLAYMORE CV SECS & IN COM 00764C109 228 16366 SH DFND 16366 0 0 AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 4938 6250000 PRN DFND 6250000 0 0 AGL RES INC COM 001204106 105793 1603656 SH DFND 1603656 0 0 AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 512 540000 SH DFND 540000 0 0 ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 1647 1600000 PRN DFND 1600000 0 0 ALERE INC COM 01449J105 132666 3182963 SH DFND 3182963 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1776 22335 SH DFND 22335 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 4240 4000000 PRN DFND 4000000 0 0 ALLERGAN PLC PFD CONV SER A G0177J116 166883 200400 SH DFND 200400 0 0 ALLIANZGI NFJ DIVID INT & PR COM 01883A107 157 12764 SH DFND 12764 0 0 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 29636 29525000 PRN DFND 29525000 0 0 ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 4748 5450000 PRN DFND 5450000 0 0 ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 641 75821 SH DFND 75821 0 0 ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 2154 392364 SH DFND 392364 0 0 ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 726 100037 SH DFND 100037 0 0 AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 1383 1250000 PRN DFND 1250000 0 0 AMERICAN CAP LTD COM 02503Y103 24666 1558168 SH DFND 1558168 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 1941 51880 SH DFND 51880 0 0 AMERIGAS PARTNERS L P UNIT L P INT 030975106 512 10964 SH DFND 10964 0 0 AMSURG CORP PFD CNV SR A-1 % 03232P504 1659 11400 SH DFND 11400 0 0 AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 2654 3425000 PRN DFND 3425000 0 0 AMYRIS INC DBCV 9.500% 4/1 03236MAD3 5814 12049000 PRN DFND 12049000 0 0 ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 568 525000 PRN DFND 525000 0 0 ANTHEM INC UNIT 05/01/20188 036752202 111131 2478950 SH DFND 2478950 0 0 APOLLO ED GROUP INC CL A 037604105 36875 4043273 SH DFND 4043273 0 0 APOLLO RESIDENTIAL MTG INC COM 03763V102 2279 170071 SH DFND 170071 0 0 AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 53 750000 SH DFND 750000 0 0 ARES DYNAMIC CR ALLOCATION F COM 04014F102 1097 79814 SH DFND 79814 0 0 ARK RESTAURANTS CORP COM 040712101 520 23278 SH DFND 23278 0 0 ARMSTRONG FLOORING INC COM 04238R106 790 46614 SH DFND 46614 0 0 AROWANA INC RIGHT 01/01/2017 G05011120 103 800000 SH DFND 800000 0 0 AROWANA INC SHS G05011104 8768 875000 SH DFND 875000 0 0 ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 28 23450 SH DFND 23450 0 0 ASTORIA FINL CORP COM 046265104 65963 4302859 SH DFND 4302859 0 0 ATLANTICUS HLDGS CORP COM 04914Y102 557 191430 SH DFND 191430 0 0 AVENUE FINL HLDGS INC COM 05358K102 2294 116735 SH DFND 116735 0 0 AVENUE INCOME CR STRATEGIES COM 05358E106 476 39701 SH DFND 39701 0 0 AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 410 600000 PRN DFND 600000 0 0 AXIALL CORP COM 05463D100 41877 1284176 SH DFND 1284176 0 0 BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 27 545520 SH DFND 545520 0 0 BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 65 545520 SH DFND 545520 0 0 BARNES & NOBLE ED INC COM 06777U101 621 61196 SH DFND 61196 0 0 BLACK HILLS CORP UNIT 99/99/9999 092113125 31772 448500 SH DFND 448500 0 0 BLACKHAWK NETWORK HLDGS INC COM 09238E104 8474 253019 SH DFND 253019 0 0 BLACKROCK CORE BD TR SHS BEN INT 09249E101 899 64340 SH DFND 64340 0 0 BLACKROCK RES & COMM STRAT T SHS 09257A108 3033 393876 SH DFND 393876 0 0 BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT 09257D102 428 29637 SH DFND 29637 0 0 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 649 37202 SH DFND 37202 0 0 BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 573 116799 SH DFND 116799 0 0 BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 523 1867842 SH DFND 1867842 0 0 BROOKFIELD GLOBL LISTED INFR COM SHS 11273Q109 648 49250 SH DFND 49250 0 0 BROOKFIELD HIGH INCOME FD IN COM 11272P102 73 10081 SH DFND 10081 0 0 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 470 6687 SH DFND 6687 0 0 C1 FINL INC COM 12591N109 1772 75940 SH DFND 75940 0 0 CABLE ONE INC COM 12685J105 18455 36086 SH DFND 36086 0 0 CALAMOS GBL DYN INCOME FUND COM 12811L107 274 38983 SH DFND 38983 0 0 CALIFORNIA RES CORP COM NEW 13057Q206 3997 327650 SH DFND 327650 0 0 CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 613 1750000 SH DFND 1750000 0 0 CARE CAP PPTYS INC COM 141624106 15304 583891 SH DFND 583891 0 0 CARMIKE CINEMAS INC COM 143436400 28918 960090 SH DFND 960090 0 0 CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 2359 2000000 PRN DFND 2000000 0 0 CASH AMER INTL INC COM 14754D100 11941 280168 SH DFND 280168 0 0 CBRE CLARION GLOBAL REAL EST COM 12504G100 2330 283142 SH DFND 283142 0 0 CDK GLOBAL INC COM 12508E101 17534 315988 SH DFND 315988 0 0 CELATOR PHARMACEUTICALS INC COM 15089R102 33542 1111391 SH DFND 1111391 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 40734 39500000 PRN DFND 39500000 0 0 CENTRAL SECS CORP COM 155123102 1133 57681 SH DFND 57681 0 0 CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2539 2725000 PRN DFND 2725000 0 0 CF CORP UNIT 99/99/9999 G20307123 14880 1500000 SH DFND 1500000 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1408 6156 SH DFND 6156 0 0 CHEMOURS CO COM 163851108 14687 1782454 SH DFND 1782454 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 36067 63275000 PRN DFND 63275000 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 542 18085 SH DFND 18085 0 0 CHICOPEE BANCORP INC COM 168565109 556 30432 SH DFND 30432 0 0 CIENA CORP DEBT 4.000%12/1 171779AK7 10043 8010000 PRN DFND 8010000 0 0 CIGNA CORPORATION COM 125509109 144840 1131649 SH DFND 1131649 0 0 CITRIX SYS INC COM 177376100 3588 44800 SH DFND 44800 0 0 CLOUGH GLOBAL EQUITY FD COM 18914C100 206 19275 SH DFND 19275 0 0 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 420 45033 SH DFND 45033 0 0 COHEN & STEERS QUALITY RLTY COM 19247L106 1580 115147 SH DFND 115147 0 0 COHEN & STEERS REIT & PFD IN COM 19247X100 1195 58201 SH DFND 58201 0 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 17502 18375000 PRN DFND 18375000 0 0 COLUMBIA PIPELINE GROUP INC COM 198280109 80529 3159230 SH DFND 3159230 0 0 COMMUNICATIONS SALES&LEAS IN COM 20341J104 15741 544685 SH DFND 544685 0 0 COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 45 10026149 SH DFND 10026149 0 0 COMMUNITYONE BANCORP COM 20416Q108 2553 201952 SH DFND 201952 0 0 COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2250 5000000 PRN DFND 5000000 0 0 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 284 16400 SH DFND 16400 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 10782 4725000 PRN DFND 4725000 0 0 CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1497 1500000 PRN DFND 1500000 0 0 COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 2768 3050000 PRN DFND 3050000 0 0 CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 456 22636 SH DFND 22636 0 0 CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 119388 985825 SH DFND 985825 0 0 CVENT INC COM 23247G109 51877 1452324 SH DFND 1452324 0 0 DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 609 17646 SH DFND 17646 0 0 DEL TACO RESTAURANTS INC *W EXP 06/30/202 245496112 1124 579250 SH DFND 579250 0 0 DELAWARE ENHANCED GBL DIV & COM 246060107 518 53769 SH DFND 53769 0 0 DEMANDWARE INC COM 24802Y105 65800 878499 SH DFND 878499 0 0 DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 1909 2000000 PRN DFND 2000000 0 0 DIAMOND RESORTS INTL INC COM 25272T104 32328 1079036 SH DFND 1079036 0 0 DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 146274 2394200 SH DFND 2394200 0 0 DOW CHEM CO COM 260543103 15322 308227 SH DFND 308227 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 57917 1417112 SH DFND 1417112 0 0 DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 83 225112 SH DFND 225112 0 0 DT ASIA INVTS LTD SHS G2615J104 1956 209241 SH DFND 209241 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 94125 1452546 SH DFND 1452546 0 0 DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 26963 250000 SH DFND 250000 0 0 E M C CORP MASS COM 268648102 81446 2997638 SH DFND 2997638 0 0 EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 583 925000 SH DFND 925000 0 0 EATON VANCE SH TM DR DIVR IN COM 27828V104 355 26296 SH DFND 26296 0 0 EATON VANCE SR INCOME TR SH BEN INT 27826S103 462 76817 SH DFND 76817 0 0 EBAY INC COM 278642103 14523 620380 SH DFND 620380 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 1424 1500000 PRN DFND 1500000 0 0 ELECTRO RENT CORP COM 285218103 4276 277490 SH DFND 277490 0 0 ELIZABETH ARDEN INC COM 28660G106 5603 407192 SH DFND 407192 0 0 EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 19185 16875000 PRN DFND 16875000 0 0 EMPIRE DIST ELEC CO COM 291641108 58211 1713586 SH DFND 1713586 0 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 568 42053 SH DFND 42053 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 452 19465 SH DFND 19465 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 20440 396972 SH DFND 396972 0 0 ENERGY FUELS INC COM NEW 292671708 40 17980 SH DFND 17980 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 632 16605 SH DFND 16605 0 0 ENERNOC INC DBCV 2.250% 8/1 292764AB3 2168 3000000 PRN DFND 3000000 0 0 ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 482 29009 SH DFND 29009 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 809 27660 SH DFND 27660 0 0 ENVISION HEALTHCARE HLDGS IN COM 29413U103 21151 833718 SH DFND 833718 0 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 37890 32894000 PRN DFND 32894000 0 0 EXAMWORKS GROUP INC COM 30066A105 31276 897441 SH DFND 897441 0 0 EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 13902 9350000 PRN DFND 9350000 0 0 EXELON CORP UNIT 99/99/9999 30161N127 26088 527025 SH DFND 527025 0 0 EZCORP INC NOTE 2.625% 6/1 302301AB2 2056 2450000 PRN DFND 2450000 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 42207 2126309 SH DFND 2126309 0 0 FEI CO COM 30241L109 60088 562197 SH DFND 562197 0 0 FERRARI N V COM N3167Y103 16637 406472 SH DFND 406472 0 0 FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 131483 2186825 SH DFND 2186825 0 0 FIDELITY & GTY LIFE COM 315785105 9603 414291 SH DFND 414291 0 0 FINTECH ACQUISITION CORP *W EXP 02/19/202 31809H118 648 810000 SH DFND 810000 0 0 FINTECH ACQUISITION CORP COM 31809H100 7459 755000 SH DFND 755000 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 120927 12415508 SH DFND 12415508 0 0 FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 773 67597 SH DFND 67597 0 0 FIRST TR HIGH INCOME L/S FD COM 33738E109 1500 101114 SH DFND 101114 0 0 FIRST TR STRATEGIC HIGH INC COM SHS NEW 337353304 163 13642 SH DFND 13642 0 0 FIRSTMERIT CORP COM 337915102 130344 6430387 SH DFND 6430387 0 0 FORMFACTOR INC COM 346375108 136 15168 SH DFND 15168 0 0 FOX CHASE BANCORP INC NEW COM 35137T108 2796 137454 SH DFND 137454 0 0 FRANKLIN LTD DURATION INC TR COM 35472T101 500 43066 SH DFND 43066 0 0 FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 37419 394400 SH DFND 394400 0 0 GABELLI HLTHCARE & WELLNESS SHS 36246K103 385 36039 SH DFND 36039 0 0 GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 415 450000 PRN DFND 450000 0 0 GANNETT CO INC COM 36473H104 13685 990974 SH DFND 990974 0 0 GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 237 2785000 SH DFND 2785000 0 0 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 9397 360864 SH DFND 360864 0 0 GENCORP INC SDCV 4.062%12/3 368682AN0 16758 8250000 PRN DFND 8250000 0 0 GENERAL AMERN INVS INC COM 368802104 1121 36364 SH DFND 36364 0 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5683 9852000 PRN DFND 9852000 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 496 12925 SH DFND 12925 0 0 GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 224 1068000 SH DFND 1068000 0 0 GORES HLDGS INC *W EXP 08/13/202 382866119 844 3375000 SH DFND 3375000 0 0 GREAT WESTN BANCORP INC COM 391416104 628 19927 SH DFND 19927 0 0 GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 1121 1000000 PRN DFND 1000000 0 0 HALYARD HEALTH INC COM 40650V100 16576 509716 SH DFND 509716 0 0 HARMONY MERGER CORP *W EXP 01/01/202 413247123 326 1631880 SH DFND 1631880 0 0 HATTERAS FINL CORP COM 41902R103 58474 3565466 SH DFND 3565466 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 92755 2828745 SH DFND 2828745 0 0 HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 2125 2250000 PRN DFND 2250000 0 0 HEARTWARE INTL INC COM 422368100 44396 768758 SH DFND 768758 0 0 HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 648 1028837 SH DFND 1028837 0 0 HERBALIFE LTD COM USD SHS G4412G101 5924 101210 SH DFND 101210 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 59178 59700000 PRN DFND 59700000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 18644 1020470 SH DFND 1020470 0 0 HIGHER ONE HLDGS INC COM 42983D104 3432 671714 SH DFND 671714 0 0 HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 602 17387 SH DFND 17387 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AB7 13765 9150000 PRN DFND 9150000 0 0 HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 18134 19900000 PRN DFND 19900000 0 0 HUMANA INC COM 444859102 150500 836669 SH DFND 836669 0 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1110 800 SH DFND 800 0 0 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 7272 7125000 PRN DFND 7125000 0 0 HUTCHINSON TECHNOLOGY INC COM 448407106 803 236795 SH DFND 236795 0 0 HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 360 2000000 SH DFND 2000000 0 0 HYDRA INDS ACQUISITION CORP COM 448740100 5340 539900 SH DFND 539900 0 0 HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 310 2000000 SH DFND 2000000 0 0 IHS INC CL A 451734107 14232 123100 SH DFND 123100 0 0 INCONTACT INC COM 45336E109 35306 2549193 SH DFND 2549193 0 0 INGEVITY CORP COM 45688C107 12091 355208 SH DFND 355208 0 0 INGRAM MICRO INC CL A 457153104 34414 989470 SH DFND 989470 0 0 INTEL CORP SDCV 12/1 458140AD2 9361 7225000 PRN DFND 7225000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 195221 119951000 PRN DFND 119951000 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 313 19706 SH DFND 19706 0 0 INVACARE CORP SDCV 4.125% 2/0 461203AD3 2458 2500000 PRN DFND 2500000 0 0 INVESCO DYNAMIC CR OPP FD COM 46132R104 693 62919 SH DFND 62919 0 0 ISTAR INC NOTE 3.000%11/1 45031UBR1 2628 2600000 PRN DFND 2600000 0 0 ITC HLDGS CORP COM 465685105 130148 2779760 SH DFND 2779760 0 0 JASON INDS INC *W EXP 06/30/201 471172114 464 1933070 SH DFND 1933070 0 0 JENSYN ACQUISITION CORP UNIT 99/99/9999 47632B201 2018 200000 SH DFND 200000 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 2648 20000 SH DFND 20000 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 18687 642392 SH DFND 642392 0 0 KINDER MORGAN INC DEL COM 49456B101 512 27367 SH DFND 27367 0 0 KLA-TENCOR CORP COM 482480100 183677 2507530 SH DFND 2507530 0 0 KLR ENERGY ACQUISITION CORP UNIT 12/31/2020 49877M207 5050 500000 SH DFND 500000 0 0 KLX INC COM 482539103 19038 614130 SH DFND 614130 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 14187 676839 SH DFND 676839 0 0 LAKE SUNAPEE BK GROUP COM 510866106 567 33111 SH DFND 33111 0 0 LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 5015 500000 SH DFND 500000 0 0 LAPORTE BANCORP INC MD COM 516651106 634 38851 SH DFND 38851 0 0 LAZARD GLB TTL RET&INCM FD I COM 52106W103 170 12992 SH DFND 12992 0 0 LDR HLDG CORP COM 50185U105 17048 461387 SH DFND 461387 0 0 LEXMARK INTL INC CL A 529771107 38092 1009052 SH DFND 1009052 0 0 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 2380 474160 SH DFND 474160 0 0 LIBERTY BROADBAND CORP COM SER A 530307107 8504 143159 SH DFND 143159 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 15373 702611 SH DFND 702611 0 0 LINKEDIN CORP COM CL A 53578A108 80540 425574 SH DFND 425574 0 0 LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 55659 56115000 PRN DFND 56115000 0 0 LMP CAP & INCOME FD INC COM 50208A102 524 39917 SH DFND 39917 0 0 LUMENTUM HLDGS INC COM 55024U109 10366 428352 SH DFND 428352 0 0 MACQUARIE GLBL INFRA TOTL RE COM 55608D101 657 30696 SH DFND 30696 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 681 8957 SH DFND 8957 0 0 MANITOWOC FOODSERVICE INC COM 563568104 650 36879 SH DFND 36879 0 0 MANITOWOC INC COM 563571108 930 170694 SH DFND 170694 0 0 MARKETO INC COM 57063L107 34237 983245 SH DFND 983245 0 0 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 434 18768 SH DFND 18768 0 0 MEDIA GEN INC NEW COM 58441K100 53367 3104515 SH DFND 3104515 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 47887 40475000 PRN DFND 40475000 0 0 MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 6179 5675000 PRN DFND 5675000 0 0 MEDIVATION INC COM 58501N101 17715 293778 SH DFND 293778 0 0 MEMORIAL RESOURCE DEV CORP COM 58605Q109 33483 2108526 SH DFND 2108526 0 0 MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 17313 15775000 PRN DFND 15775000 0 0 MERITOR INC NOTE 7.875% 3/0 59001KAC4 23994 21281000 PRN DFND 21281000 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 90733 81375000 PRN DFND 81375000 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 184781 87600000 PRN DFND 87600000 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 33291 22930000 PRN DFND 22930000 0 0 MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 45037 29975000 PRN DFND 29975000 0 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 24070 15700000 PRN DFND 15700000 0 0 MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 641 900000 PRN DFND 900000 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 90078 66325000 PRN DFND 66325000 0 0 MONSANTO CO NEW COM 61166W101 24258 234585 SH DFND 234585 0 0 MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 2015 2325000 PRN DFND 2325000 0 0 MPLX LP COM UNIT REP LTD 55336V100 774 23015 SH DFND 23015 0 0 MSG NETWORK INC CL A 553573106 15560 1014368 SH DFND 1014368 0 0 NATIONAL INTERSTATE CORP COM 63654U100 1893 62591 SH DFND 62591 0 0 NEUBERGER BERMAN HGH YLD FD COM 64128C106 336 30720 SH DFND 30720 0 0 NEWS CORP NEW CL A 65249B109 3008 265042 SH DFND 265042 0 0 NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 1343 1947000 SH DFND 1947000 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 14203 1391041 SH DFND 1391041 0 0 NORTHSTAR RLTY FIN CORP COM 66704R803 14868 1300747 SH DFND 1300747 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 585 11739 SH DFND 11739 0 0 NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 1616 200028 SH DFND 200028 0 0 NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 373 31873 SH DFND 31873 0 0 NUVEEN MD PREM INCOME MUN FD COM 67061Q107 510 35892 SH DFND 35892 0 0 NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 493 32053 SH DFND 32053 0 0 NVIDIA CORP NOTE 1.000%12/0 67066GAC8 467000 200000000 PRN DFND 200000000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 27849 26714000 PRN DFND 26714000 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 683 17057 SH DFND 17057 0 0 ORIGO ACQUISITION CORP RIGHT 12/12/2016 G67789134 46 350000 SH DFND 350000 0 0 ORIGO ACQUISITION CORP SHS G67789126 3577 350000 SH DFND 350000 0 0 PACIFIC SPL ACQUISITION CORP RIGHT 03/15/2017 G68588113 87 415000 SH DFND 415000 0 0 PACIFIC SPL ACQUISITION CORP SHS G68588105 4187 415000 SH DFND 415000 0 0 PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 97296 76050000 PRN DFND 76050000 0 0 PANGAEA LOGISTICS SOLUTION L SHS G6891L105 113 46772 SH DFND 46772 0 0 PARKWAY PPTYS INC COM 70159Q104 17794 1063606 SH DFND 1063606 0 0 PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 21169 22225000 PRN DFND 22225000 0 0 PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 461 8245 SH DFND 8245 0 0 PIEDMONT NAT GAS INC COM 720186105 73393 1220783 SH DFND 1220783 0 0 PJT PARTNERS INC COM CL A 69343T107 618 26861 SH DFND 26861 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 486 17670 SH DFND 17670 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 83030 59600000 PRN DFND 59600000 0 0 PRIVATEBANCORP INC COM 742962103 36783 835410 SH DFND 835410 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 21746 22875000 PRN DFND 22875000 0 0 PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 249 32506 SH DFND 32506 0 0 QLIK TECHNOLOGIES INC COM 74733T105 80423 2718822 SH DFND 2718822 0 0 QLOGIC CORP COM 747277101 29870 2026431 SH DFND 2026431 0 0 QUANTUM CORP NOTE 4.500%11/1 747906AJ4 1218 1650000 PRN DFND 1650000 0 0 QUESTAR CORP COM 748356102 92938 3663285 SH DFND 3663285 0 0 QUIDEL CORP NOTE 3.250%12/1 74838JAA9 931 1000000 PRN DFND 1000000 0 0 QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 560 3500000 SH DFND 3500000 0 0 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 56435 863974 SH DFND 863974 0 0 QUORUM HEALTH CORP COM 74909E106 1591 148519 SH DFND 148519 0 0 RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 4160 3575000 PRN DFND 3575000 0 0 RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 612 675000 PRN DFND 675000 0 0 RESOURCE AMERICA INC CL A 761195205 1364 140353 SH DFND 140353 0 0 RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 267 275000 PRN DFND 275000 0 0 RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 1471 1500000 PRN DFND 1500000 0 0 RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 508 24868 SH DFND 24868 0 0 RITE AID CORP COM 767754104 147059 19634002 SH DFND 19634002 0 0 RMR REAL ESTATE INCOME FUND COM 76970B101 1084 50980 SH DFND 50980 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 47791 1496261 SH DFND 1496261 0 0 ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 517 19584 SH DFND 19584 0 0 ROUSE PPTYS INC COM 779287101 2771 151860 SH DFND 151860 0 0 ROYCE MICRO-CAP TR INC COM 780915104 238 32429 SH DFND 32429 0 0 ROYCE VALUE TR INC COM 780910105 918 78024 SH DFND 78024 0 0 RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 9008 7000000 PRN DFND 7000000 0 0 SCIQUEST INC NEW COM 80908T101 2352 133172 SH DFND 133172 0 0 SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 9064 9225000 PRN DFND 9225000 0 0 SEQUENOM INC NOTE 5.000% 1/0 817337AC2 5528 9450000 PRN DFND 9450000 0 0 SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 325 9609 SH DFND 9609 0 0 SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 44573 42075000 PRN DFND 42075000 0 0 SHIRE PLC SPONSORED ADR 82481R106 495 2689 SH DFND 2689 0 0 SILVER RUN ACQUISITION CORP *W EXP 02/23/202 82811P119 83 72500 SH DFND 72500 0 0 SILVER RUN ACQUISITION CORP CL A 82811P101 2079 217500 SH DFND 217500 0 0 SILVER STD RES INC COM 82823L106 680 52629 SH DFND 52629 0 0 SKULLCANDY INC COM 83083J104 754 122831 SH DFND 122831 0 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 28528 940150 SH DFND 940150 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 491 10414 SH DFND 10414 0 0 SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 1346 1450000 PRN DFND 1450000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 35364 32725000 PRN DFND 32725000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 10108 9025000 PRN DFND 9025000 0 0 SPROTT FOCUS TR INC COM 85208J109 344 53638 SH DFND 53638 0 0 SPX CORP COM 784635104 642 43234 SH DFND 43234 0 0 ST JUDE MED INC COM 790849103 133441 1710778 SH DFND 1710778 0 0 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 26870 24880000 PRN DFND 24880000 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 141097 1908006 SH DFND 1908006 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 11144 11000000 PRN DFND 11000000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 15449 14600000 PRN DFND 14600000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 24994 23875000 PRN DFND 23875000 0 0 STARWOOD WAYPOINT RESIDENTL NOTE 4.500%10/1 85571WAD1 2044 1850000 PRN DFND 1850000 0 0 STARZ COM SER A 85571Q102 14261 476640 SH DFND 476640 0 0 SUFFOLK BANCORP COM 864739107 4959 158385 SH DFND 158385 0 0 SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 597 26128 SH DFND 26128 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 517 17976 SH DFND 17976 0 0 SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 13791 14450000 PRN DFND 14450000 0 0 SWISS HELVETIA FD INC COM 870875101 340 32878 SH DFND 32878 0 0 SYMMETRY SURGICAL INC COM 87159G100 622 47366 SH DFND 47366 0 0 T MOBILE US INC CONV PFD SER A 872590203 179612 2443375 SH DFND 2443375 0 0 TALEN ENERGY CORP COM 87422J105 31035 2290411 SH DFND 2290411 0 0 TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 518 11260 SH DFND 11260 0 0 TALMER BANCORP INC COM 87482X101 36791 1919186 SH DFND 1919186 0 0 TARGA RES CORP COM 87612G101 911 21613 SH DFND 21613 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 565 9875 SH DFND 9875 0 0 TECO ENERGY INC COM 872375100 74455 2693753 SH DFND 2693753 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 229 20319 SH DFND 20319 0 0 TEMPLETON GLOBAL INCOME FD COM 880198106 504 79197 SH DFND 79197 0 0 TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 228 1428000 SH DFND 1428000 0 0 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 88427 52150000 PRN DFND 52150000 0 0 TESORO LOGISTICS LP COM UNIT LP 88160T107 458 9250 SH DFND 9250 0 0 TIME INC NEW COM 887228104 11852 720054 SH DFND 720054 0 0 TIVO INC COM 888706108 50061 5056700 SH DFND 5056700 0 0 TIVO INC NOTE 2.000%10/0 888706AF5 12168 12400000 PRN DFND 12400000 0 0 TOPBUILD CORP COM 89055F103 19990 552208 SH DFND 552208 0 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 827 20121 SH DFND 20121 0 0 TRI CONTL CORP COM 895436103 707 34438 SH DFND 34438 0 0 TRONC INC COM 89703P107 1649 119509 SH DFND 119509 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 22416 22500000 PRN DFND 22500000 0 0 TUMI HLDGS INC COM 89969Q104 30831 1152975 SH DFND 1152975 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 18593 687373 SH DFND 687373 0 0 TYCO INTL PLC SHS G91442106 169127 3970111 SH DFND 3970111 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 186341 2510325 SH DFND 2510325 0 0 UNITED ONLINE INC COM NEW 911268209 576 52321 SH DFND 52321 0 0 URBAN EDGE PPTYS COM 91704F104 15480 518411 SH DFND 518411 0 0 VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 480 10221 SH DFND 10221 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 8 116185 SH DFND 116185 0 0 VALSPAR CORP COM 920355104 109957 1017839 SH DFND 1017839 0 0 VANGUARD NAT RES LLC COM UNIT 92205F106 76 54023 SH DFND 54023 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 16075 11050000 PRN DFND 11050000 0 0 VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 9439 8475000 PRN DFND 8475000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 344993 136800000 PRN DFND 136800000 0 0 VIRGIN AMER INC COM VTG 92765X208 27992 497997 SH DFND 497997 0 0 WCI CMNTYS INC COM PAR $0.01 92923C807 503 29776 SH DFND 29776 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 56015 51419000 PRN DFND 51419000 0 0 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 32974 25875000 PRN DFND 25875000 0 0 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 29443 26675000 PRN DFND 26675000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 98819 54129000 PRN DFND 54129000 0 0 WELLS FARGO GLOBAL DIVIDEND WF GLOBAL OPPTY 94987C103 184 30882 SH DFND 30882 0 0 WELLS FARGO MULTI SECTOR INC WF MLT SECTR INC 94987D101 616 48671 SH DFND 48671 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 101087 1484525 SH DFND 1484525 0 0 WESTAR ENERGY INC COM 95709T100 91466 1630696 SH DFND 1630696 0 0 WESTERN ASSET GLB HI INCOME COM 95766B109 261 26896 SH DFND 26896 0 0 WESTERN ASSET GLB PTNRS INCO COM 95766G108 414 48287 SH DFND 48287 0 0 WESTERN ASSET WORLDWIDE INCO COM 957668106 599 54506 SH DFND 54506 0 0 WESTERN DIGITAL CORP COM 958102105 4753 100576 SH DFND 100576 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 521 10341 SH DFND 10341 0 0 WEYERHAEUSER CO PREF CONV SER A 962166872 46298 920800 SH DFND 920800 0 0 WHITING PETE CORP NEW DBCV 1.250% 4/0 966387AU6 26925 30000000 PRN DFND 30000000 0 0 WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 656 18936 SH DFND 18936 0 0 WILSHIRE BANCORP INC COM 97186T108 2497 239657 SH DFND 239657 0 0 WORKDAY INC NOTE 0.750% 7/1 98138HAC5 23777 21325000 PRN DFND 21325000 0 0 WPX ENERGY INC PFD SER A CV 98212B202 22184 474725 SH DFND 474725 0 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 21407 23300000 PRN DFND 23300000 0 0 XENOPORT INC COM 98411C100 1717 243917 SH DFND 243917 0 0 XURA INC COM 98420V107 8864 362839 SH DFND 362839 0 0 YAHOO INC COM 984332106 163314 4348079 SH DFND 4348079 0 0 YOUR CMNTY BANKSHARES INC COM 98779U106 1097 29529 SH DFND 29529 0 0