0001085146-17-000787.txt : 20170214
0001085146-17-000787.hdr.sgml : 20170214
20170214170640
ACCESSION NUMBER: 0001085146-17-000787
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170214
DATE AS OF CHANGE: 20170214
EFFECTIVENESS DATE: 20170214
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: 17610282
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
12-31-2016
12-31-2016
false
CNH PARTNERS LLC
TWO GREENWICH PLAZA
GREENWICH
CT
06830
13F HOLDINGS REPORT
028-10114
N
Bradley Asness
Authorized Signatory
203-742-3600
/s/ Bradley Asness
Greenwich
CT
01-25-2017
2
344
9636264
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
ACCURAY INC
DEBT 3.500% 2/0
004397AF2
1602
1475000
PRN
DFND
1475000
0
0
ACORDA THERAPEUTICS INC
NOTE 1.750% 6/1
00484MAA4
20617
26950000
PRN
DFND
26950000
0
0
ADAM NAT RES FD INC
COM
00548F105
372
18463
SH
DFND
18463
0
0
ADAMS DIVERSIFIED EQUITY FD
COM
006212104
817
64284
SH
DFND
64284
0
0
ADIENT PLC
ORD SHS
G0084W101
33294
568156
SH
DFND
568156
0
0
ADVANSIX INC
COM
00773T101
344
15523
SH
DFND
15523
0
0
ADVENT CLAY CONV SEC INC FD
COM
007639107
280
47691
SH
DFND
47691
0
0
AEP INDS INC
COM
001031103
16588
142877
SH
DFND
142877
0
0
AGRIUM INC
COM
008916108
96754
962250
SH
DFND
962250
0
0
AGROFRESH SOLUTIONS
*W EXP 07/31/202
00856G117
95
540000
SH
DFND
540000
0
0
ALBANY MOLECULAR RESH INC
NOTE 2.250%11/1
012423AB5
2084
1600000
PRN
DFND
1600000
0
0
ALCOA CORP
COM
013872106
28102
1000779
SH
DFND
1000779
0
0
ALERE INC
COM
01449J105
79180
2031808
SH
DFND
2031808
0
0
ALLEGHENY TECHNOLOGIES INC
NOTE 4.750% 7/0
01741RAG7
42283
31525000
PRN
DFND
31525000
0
0
ALLIANZGI NFJ DIVID INT & PR
COM
01883A107
208
16500
SH
DFND
16500
0
0
ALLIED WRLD ASSUR COM HLDG A
SHS
H01531104
15516
288889
SH
DFND
288889
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
NOTE 1.250% 7/0
01988PAD0
27754
29525000
PRN
DFND
29525000
0
0
ALON USA ENERGY INC
NOTE 3.000% 9/1
020520AB8
5753
5450000
PRN
DFND
5450000
0
0
ALPINE GLOBAL DYNAMIC DIVD F
COM NEW
02082E205
494
56318
SH
DFND
56318
0
0
ALPINE GLOBAL PREMIER PPTYS
COM SBI
02083A103
1692
329906
SH
DFND
329906
0
0
ALPINE TOTAL DYNAMIC DIVID F
COM SH BEN INT N
021060207
422
55630
SH
DFND
55630
0
0
AMAG PHARMACEUTICALS INC
NOTE 2.500% 2/1
00163UAA4
3182
2250000
PRN
DFND
2250000
0
0
AMC ENTMT HLDGS INC
CL A COM
00165C104
5227
155321
SH
DFND
155321
0
0
AMERICAN CAP LTD
COM
02503Y103
25791
1439225
SH
DFND
1439225
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
4000
4000000
PRN
DFND
4000000
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
3882
3875000
PRN
DFND
3875000
0
0
AMERIGAS PARTNERS L P
UNIT L P INT
030975106
525
10964
SH
DFND
10964
0
0
AMTRUST FINL SVCS INC
NOTE 2.750%12/1
032359AG6
2939
3425000
PRN
DFND
3425000
0
0
AMYRIS INC
COM
03236M101
11
15000
SH
DFND
15000
0
0
AMYRIS INC
NOTE 9.500% 4/1
03236MAF8
6131
9626000
PRN
DFND
9626000
0
0
ANI PHARMACEUTICALS INC
NOTE 3.000%12/0
00182CAA1
605
525000
PRN
DFND
525000
0
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
107987
54129000
PRN
DFND
54129000
0
0
ANTHEM INC
UNIT 05/01/20188
036752202
62421
1320250
SH
DFND
1320250
0
0
APOLLO COML REAL EST FIN INC
NOTE 5.500% 3/1
03762UAA3
9917
9450000
PRN
DFND
9450000
0
0
APOLLO ED GROUP INC
CL A
037604105
40361
4076868
SH
DFND
4076868
0
0
APPLIED MICRO CIRCUITS CORP
COM NEW
03822W406
23096
2799559
SH
DFND
2799559
0
0
APTEVO THERAPEUTICS INC
COM
03835L108
388
158936
SH
DFND
158936
0
0
ARES DYNAMIC CR ALLOCATION F
COM
04014F102
610
40474
SH
DFND
40474
0
0
ARMSTRONG FLOORING INC
COM
04238R106
332
16693
SH
DFND
16693
0
0
ASSOCIATED BANC CORP
*W EXP 11/21/201
045487113
108
20065
SH
DFND
20065
0
0
ATLANTICUS HLDGS CORP
COM
04914Y102
546
191430
SH
DFND
191430
0
0
AVENUE INCOME CR STRATEGIES
COM
05358E106
237
17639
SH
DFND
17639
0
0
AVID TECHNOLOGY INC
NOTE 2.000% 6/1
05367PAB6
405
600000
PRN
DFND
600000
0
0
AVISTA HEALTHCARE PUB ACQ CO
UNIT 99/99/9999
G0726L109
10125
1000000
SH
DFND
1000000
0
0
AXAR ACQUISITION CORP
*W EXP 12/31/202
05455L110
56
750000
SH
DFND
750000
0
0
B/E AEROSPACE INC
COM
073302101
153533
2550814
SH
DFND
2550814
0
0
BARINGTON HILCO ACQUISITION
*W EXP 02/11/201
06759V127
70
545520
SH
DFND
545520
0
0
BARINGTON HILCO ACQUISITION
RIGHT 02/13/2017
06759V119
136
545520
SH
DFND
545520
0
0
BARNES & NOBLE ED INC
COM
06777U101
382
33298
SH
DFND
33298
0
0
BATS GLOBAL MKTS INC
COM
05491G109
97040
2895845
SH
DFND
2895845
0
0
BLACK HILLS CORP
UNIT 99/99/9999
092113125
30875
448500
SH
DFND
448500
0
0
BLACKHAWK NETWORK HLDGS INC
COM
09238E104
8903
236313
SH
DFND
236313
0
0
BLACKROCK GLOBAL OPP EQTY TR
COM
092501105
339
29300
SH
DFND
29300
0
0
BLACKROCK RES & COMM STRAT T
SHS
09257A108
1746
211166
SH
DFND
211166
0
0
BLUE NILE INC
COM
09578R103
6785
167006
SH
DFND
167006
0
0
BOARDWALK PIPELINE PARTNERS
UT LTD PARTNER
096627104
646
37202
SH
DFND
37202
0
0
BOULEVARD ACQUISITION
*W EXP 09/25/202
10157Q110
990
1867842
SH
DFND
1867842
0
0
BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
129349
10356244
SH
DFND
10356244
0
0
BROCADE COMMUNICATIONS SYS I
NOTE 1.375% 1/0
111621AQ1
10069
10000000
PRN
DFND
10000000
0
0
BROOKDALE SR LIVING INC
NOTE 2.750% 6/1
112463AA2
4542
4650000
PRN
DFND
4650000
0
0
BUCKEYE PARTNERS L P
UNIT LTD PARTN
118230101
442
6687
SH
DFND
6687
0
0
CABELAS INC
COM
126804301
115322
1969639
SH
DFND
1969639
0
0
CABLE ONE INC
COM
12685J105
25475
40974
SH
DFND
40974
0
0
CAPITOL ACQUISITION CORP III
*W EXP 10/13/202
14055M114
1523
1750000
SH
DFND
1750000
0
0
CARDINAL FINL CORP
COM
14149F109
49414
1506999
SH
DFND
1506999
0
0
CARE CAP PPTYS INC
COM
141624106
17726
709054
SH
DFND
709054
0
0
CASCADE BANCORP
COM NEW
147154207
9639
1187016
SH
DFND
1187016
0
0
CBRE CLARION GLOBAL REAL EST
COM
12504G100
766
104915
SH
DFND
104915
0
0
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
44512
39500000
PRN
DFND
39500000
0
0
CENTRAL SECS CORP
COM
155123102
1036
47528
SH
DFND
47528
0
0
CENVEO CORP
NOTE 7.000% 5/1
15671BAJ0
2413
2425000
PRN
DFND
2425000
0
0
CF CORP
SHS CL A
G20307107
13972
1400000
SH
DFND
1400000
0
0
CHEMICAL FINL CORP
COM
163731102
272
5018
SH
DFND
5018
0
0
CHEMOURS CO
COM
163851108
24261
1098274
SH
DFND
1098274
0
0
CHEMTURA CORP
COM NEW
163893209
84936
2558321
SH
DFND
2558321
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
521
18085
SH
DFND
18085
0
0
CIGNA CORPORATION
COM
125509109
164730
1234951
SH
DFND
1234951
0
0
CLARCOR INC
COM
179895107
29161
353600
SH
DFND
353600
0
0
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
18914E106
805
89973
SH
DFND
89973
0
0
COLONY CAP INC
NOTE 3.875% 1/1
19624RAB2
18421
18375000
PRN
DFND
18375000
0
0
COMMUNICATIONS SALES&LEAS IN
COM
20341J104
15074
593214
SH
DFND
593214
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 99/99/9999
203668116
45
10026149
SH
DFND
10026149
0
0
COMPUCREDIT HLDGS CORP
NOTE 5.875%11/3
20478NAD2
2338
5000000
PRN
DFND
5000000
0
0
CONE MIDSTREAM PARTNERS LP
COM UNIT REPST
206812109
386
16400
SH
DFND
16400
0
0
CONVERGYS CORP
SDCV 5.750% 9/1
212485AE6
10708
4725000
PRN
DFND
4725000
0
0
CONYERS PK ACQUISITION
UNIT 99/99/99991
212894208
271
25000
SH
DFND
25000
0
0
CORENERGY INFRASTRUCTURE TR
NOTE 7.000% 6/1
21870UAA4
1689
1500000
PRN
DFND
1500000
0
0
COUSINS PPTYS INC
COM
222795106
2814
330684
SH
DFND
330684
0
0
COWEN GROUP INC NEW
NOTE 3.000% 3/1
223622AB7
3058
3050000
PRN
DFND
3050000
0
0
CRESTWOOD EQUITY PARTNERS LP
UNIT LTD PARTNER
226344208
578
22636
SH
DFND
22636
0
0
CST BRANDS INC
COM
12646R105
153477
3187483
SH
DFND
3187483
0
0
DATALINK CORP
COM
237934104
3919
348017
SH
DFND
348017
0
0
DCP MIDSTREAM PARTNERS LP
COM UT LTD PTN
23311P100
677
17646
SH
DFND
17646
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
231
22877
SH
DFND
22877
0
0
DELL TECHNOLOGIES INC
COM CL V
24703L103
1873
34065
SH
DFND
34065
0
0
DHT HOLDINGS INC
DEBT 4.500%10/0
23335SAB2
1846
2000000
PRN
DFND
2000000
0
0
DOMINION RES INC VA NEW
UNIT 08/15/2019
25746U836
15531
305425
SH
DFND
305425
0
0
DOMINION RES INC VA NEW
UNIT 99/99/9999
25746U869
10142
200000
SH
DFND
200000
0
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
349
15186
SH
DFND
15186
0
0
DOW CHEM CO
COM
260543103
179709
3140670
SH
DFND
3140670
0
0
DYNEGY INC NEW DEL
UNIT 07/01/20191
26817R405
30551
489750
SH
DFND
489750
0
0
EASTERLY ACQUISITION CORP
*W EXP 07/29/202
27616L110
298
925000
SH
DFND
925000
0
0
EASTERN VA BANKSHARES INC
COM
277196101
524
50127
SH
DFND
50127
0
0
EBAY INC
COM
278642103
24010
808691
SH
DFND
808691
0
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
4531
4600000
PRN
DFND
4600000
0
0
EMERGENT BIOSOLUTIONS INC
NOTE 2.875% 1/1
29089QAB1
38874
30400000
PRN
DFND
30400000
0
0
EMPIRE DIST ELEC CO
COM
291641108
59732
1752179
SH
DFND
1752179
0
0
ENABLE MIDSTREAM PARTNERS LP
COM UNIT RP IN
292480100
661
42053
SH
DFND
42053
0
0
ENBRIDGE ENERGY PARTNERS L P
COM
29250R106
496
19465
SH
DFND
19465
0
0
ENDURANCE SPECIALTY HLDGS LT
SHS
G30397106
153344
1659571
SH
DFND
1659571
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
20488
459264
SH
DFND
459264
0
0
ENERGY TRANSFER PRTNRS L P
UNIT LTD PARTN
29273R109
595
16605
SH
DFND
16605
0
0
ENERNOC INC
DBCV 2.250% 8/1
292764AB3
2400
3000000
PRN
DFND
3000000
0
0
ENLINK MIDSTREAM PARTNERS LP
COM UNIT REP LTD
29336U107
534
29009
SH
DFND
29009
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
748
27660
SH
DFND
27660
0
0
ENVISION HEALTHCARE CORP
COM
29414D100
3674
58049
SH
DFND
58049
0
0
ENVISION HEALTHCARE CORP
PFD CNV 5.25% A1
29414D209
1356
11400
SH
DFND
11400
0
0
EQUITY ONE
COM
294752100
83641
2725337
SH
DFND
2725337
0
0
EURONET WORLDWIDE INC
NOTE 1.500%10/0
298736AH2
44081
37919000
PRN
DFND
37919000
0
0
EVERBANK FINL CORP
COM
29977G102
81541
4192318
SH
DFND
4192318
0
0
EXELON CORP
UNIT 99/99/9999
30161N127
32993
675800
SH
DFND
675800
0
0
EZCORP INC
NOTE 2.625% 6/1
302301AB2
28190
28950000
PRN
DFND
28950000
0
0
FAIRPOINT COMMUNICATIONS INC
COM NEW
305560302
8212
439151
SH
DFND
439151
0
0
FERRARI N V
COM
N3167Y103
26475
455374
SH
DFND
455374
0
0
FIDELITY & GTY LIFE
COM
315785105
9819
414291
SH
DFND
414291
0
0
FIRST TR ABERDEEN GLBL OPP F
COM SHS
337319107
339
30419
SH
DFND
30419
0
0
FMC TECHNOLOGIES INC
COM
30249U101
80701
2271352
SH
DFND
2271352
0
0
FORTIS INC
COM
349553107
1322
42907
SH
DFND
42907
0
0
FORTIVE CORP
COM
34959J108
22456
418721
SH
DFND
418721
0
0
G & K SVCS INC
CL A
361268105
77983
808528
SH
DFND
808528
0
0
GAIN CAP HLDGS INC
NOTE 4.125%12/0
36268WAB6
440
450000
PRN
DFND
450000
0
0
GANNETT CO INC
COM
36473H104
7825
805882
SH
DFND
805882
0
0
GAS NAT INC
COM
367204104
2006
159807
SH
DFND
159807
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
12933
483458
SH
DFND
483458
0
0
GENCORP INC
SDCV 4.062%12/3
368682AN0
16402
8250000
PRN
DFND
8250000
0
0
GENERAL AMERN INVS INC
COM
368802104
1121
36011
SH
DFND
36011
0
0
GENERAL CABLE CORP DEL NEW
FRNT 4.500%11/1
369300AL2
7740
9852000
PRN
DFND
9852000
0
0
GENESIS ENERGY L P
UNIT LTD PARTN
371927104
466
12925
SH
DFND
12925
0
0
GENWORTH FINL INC
COM CL A
37247D106
17869
4689948
SH
DFND
4689948
0
0
GLOBAL PARTNER ACQUISITION C
*W EXP 07/01/202
37954X113
331
1068000
SH
DFND
1068000
0
0
GREAT PLAINS ENERGY INC
DEP SHS 1/20 B
391164878
59355
1168125
SH
DFND
1168125
0
0
GREEN PLAINS INC
NOTE 3.250%10/0
393222AD6
1444
1000000
PRN
DFND
1000000
0
0
HALYARD HEALTH INC
COM
40650V100
6228
168421
SH
DFND
168421
0
0
HARMAN INTL INDS INC
COM
413086109
126006
1133558
SH
DFND
1133558
0
0
HARMONIC INC
NOTE 4.000%12/0
413160AB8
1122
1000000
PRN
DFND
1000000
0
0
HARMONY MERGER CORP
*W EXP 01/01/202
413247123
612
1631880
SH
DFND
1631880
0
0
HEADWATERS INC
COM
42210P102
70585
3001071
SH
DFND
3001071
0
0
HEALTHWAYS INC
NOTE 1.500% 7/0
422245AB6
2887
2250000
PRN
DFND
2250000
0
0
HENNESSY CAP ACQUISITION COR
*W EXP 07/28/202
42588J118
875
1028837
SH
DFND
1028837
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
11292
234576
SH
DFND
234576
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
54700
59700000
PRN
DFND
59700000
0
0
HERC HLDGS INC
COM
42704L104
373
9290
SH
DFND
9290
0
0
HERITAGE OAKS BANCORP
COM
42724R107
7887
639698
SH
DFND
639698
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
28365
1225794
SH
DFND
1225794
0
0
HOLLY ENERGY PARTNERS L P
COM UT LTD PTN
435763107
557
17387
SH
DFND
17387
0
0
HOLOGIC INC
FRNT 12/1
436440AG6
21799
17750000
PRN
DFND
17750000
0
0
HORIZON PHARMA INVT LTD
NOTE 2.500% 3/1
44052TAB7
26512
27725000
PRN
DFND
27725000
0
0
HUMANA INC
COM
444859102
166122
814202
SH
DFND
814202
0
0
HUNTER MARITIME ACQUISITION
UNIT 99/99/9999
Y37828103
9643
950000
SH
DFND
950000
0
0
HURON CONSULTING GROUP INC
NOTE 1.250%10/0
447462AB8
10216
10405000
PRN
DFND
10405000
0
0
INGEVITY CORP
COM
45688C107
22577
411531
SH
DFND
411531
0
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
32227
24850000
PRN
DFND
24850000
0
0
INSPIRED ENTMT INC
*W EXP 10/20/202
45782N116
984
1640000
SH
DFND
1640000
0
0
INSPIRED ENTMT INC
COM
45782N108
1670
197600
SH
DFND
197600
0
0
INTEGRATED DEVICE TECHNOLOGY
NOTE 0.875%11/1
458118AC0
45298
43793000
PRN
DFND
43793000
0
0
INTEL CORP
SDCV 12/1
458140AD2
9776
7225000
PRN
DFND
7225000
0
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
143320
81201000
PRN
DFND
81201000
0
0
INTELIQUENT INC
COM
45825N107
15389
671414
SH
DFND
671414
0
0
INTEROIL CORP
COM
460951106
3513
73833
SH
DFND
73833
0
0
INTERSIL CORP
CL A
46069S109
101495
4551363
SH
DFND
4551363
0
0
INTRALINKS HLDGS INC
COM
46118H104
2023
149654
SH
DFND
149654
0
0
INVACARE CORP
SDCV 4.125% 2/0
461203AD3
11909
11850000
PRN
DFND
11850000
0
0
INVENSENSE INC
COM
46123D205
22765
1779900
SH
DFND
1779900
0
0
INVESCO CALIF VALUE MUN INC
COM
46132H106
184
15143
SH
DFND
15143
0
0
INVESCO VALUE MUN INCOME TR
COM
46132P108
444
30342
SH
DFND
30342
0
0
ISLE OF CAPRI CASINOS INC
COM
464592104
36979
1497731
SH
DFND
1497731
0
0
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
12135
9150000
PRN
DFND
9150000
0
0
JASON INDS INC
*W EXP 06/30/201
471172114
81
1933070
SH
DFND
1933070
0
0
JENSYN ACQUISITION CORP
*W EXP 03/01/202
47632B110
22
200000
SH
DFND
200000
0
0
JENSYN ACQUISITION CORP
COM
47632B102
2034
200000
SH
DFND
200000
0
0
JENSYN ACQUISITION CORP
RIGHT 99/99/9999
47632B128
47
200000
SH
DFND
200000
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
300
7282
SH
DFND
7282
0
0
JOY GLOBAL INC
COM
481165108
85704
3060874
SH
DFND
3060874
0
0
KINDER MORGAN INC DEL
COM
49456B101
567
27367
SH
DFND
27367
0
0
KLR ENERGY ACQUISITION CORP
*W EXP 09/16/202
49877M116
700
500000
SH
DFND
500000
0
0
KLR ENERGY ACQUISITION CORP
CL A
49877M108
5175
500000
SH
DFND
500000
0
0
KLX INC
COM
482539103
21839
484125
SH
DFND
484125
0
0
LAKE SUNAPEE BK GROUP
COM
510866106
948
40202
SH
DFND
40202
0
0
LAM RESEARCH CORP
COM
512807108
639
6041
SH
DFND
6041
0
0
LAMB WESTON HLDGS INC
COM
513272104
30523
806408
SH
DFND
806408
0
0
LANDCADIA HLDGS INC
*W EXP 06/01/202
51476W115
350
500000
SH
DFND
500000
0
0
LANDCADIA HLDGS INC
CL A
51476W107
4890
500000
SH
DFND
500000
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
21077
2863785
SH
DFND
2863785
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
59823
1061453
SH
DFND
1061453
0
0
LIBERTY ALL STAR EQUITY FD
SH BEN INT
530158104
2423
469637
SH
DFND
469637
0
0
LIBERTY BROADBAND CORP
COM SER A
530307107
2926
40382
SH
DFND
40382
0
0
LIFELOCK INC
COM
53224V100
38959
1628705
SH
DFND
1628705
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
229381
3678931
SH
DFND
3678931
0
0
LIONBRIDGE TECHNOLOGIES INC
COM
536252109
2720
468984
SH
DFND
468984
0
0
LSC COMMUNICATIONS INC
COM
50218P107
385
12972
SH
DFND
12972
0
0
LUMENTUM HLDGS INC
COM
55024U109
18802
486472
SH
DFND
486472
0
0
M I ACQUISITIONS INC
UNIT 99/99/9999
55304A203
5080
500000
SH
DFND
500000
0
0
M III ACQUISITION CORP
UNIT 99/99/9999T
55378T203
9546
965221
SH
DFND
965221
0
0
MACQUARIE GLBL INFRA TOTL RE
COM
55608D101
253
12827
SH
DFND
12827
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
2238
27391
SH
DFND
27391
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
677
8957
SH
DFND
8957
0
0
MANITOWOC FOODSERVICE INC
COM
563568104
386
19958
SH
DFND
19958
0
0
MANITOWOC INC
COM
563571108
399
66646
SH
DFND
66646
0
0
MARTIN MIDSTREAM PRTNRS L P
UNIT L P INT
573331105
344
18768
SH
DFND
18768
0
0
MEDIA GEN INC NEW
COM
58441K100
10187
540974
SH
DFND
540974
0
0
MEDICINES CO
NOTE 2.500% 1/1
584688AE5
58472
48575000
PRN
DFND
48575000
0
0
MENTOR GRAPHICS CORP
COM
587200106
107406
2911531
SH
DFND
2911531
0
0
MENTOR GRAPHICS CORP
SDCV 4.000% 4/0
587200AK2
18650
10000000
PRN
DFND
10000000
0
0
MERCHANTS BANCSHARES
COM
588448100
7458
137606
SH
DFND
137606
0
0
MERITOR INC
NOTE 7.875% 3/0
59001KAC4
30871
21281000
PRN
DFND
21281000
0
0
METALDYNE PERFORMANCE GROUP
COM
59116R107
9629
419567
SH
DFND
419567
0
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
29750
20000000
PRN
DFND
20000000
0
0
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1
595017AB0
235644
87600000
PRN
DFND
87600000
0
0
MICRON TECHNOLOGY INC
NOTE 2.125% 2/1
595112AV5
69633
33080000
PRN
DFND
33080000
0
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
47300
20700000
PRN
DFND
20700000
0
0
MID AMER APT CMNTYS INC
COM
59522J103
13600
138886
SH
DFND
138886
0
0
MODUSLINK GLOBAL SOLUTIONS I
NOTE 5.250% 3/0
60786LAB3
788
900000
PRN
DFND
900000
0
0
MOLINA HEALTHCARE INC
DBCV 1.625% 8/1
60855RAD2
9933
8699000
PRN
DFND
8699000
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
95384
66325000
PRN
DFND
66325000
0
0
MONSANTO CO NEW
COM
61166W101
137960
1311281
SH
DFND
1311281
0
0
MPLX LP
COM UNIT REP LTD
55336V100
797
23015
SH
DFND
23015
0
0
MSG NETWORK INC
CL A
553573106
24364
1133206
SH
DFND
1133206
0
0
NEUSTAR INC
CL A
64126X201
22227
665476
SH
DFND
665476
0
0
NEWS CORP NEW
CL A
65249B109
3037
265042
SH
DFND
265042
0
0
NEXSTAR BROADCASTING GROUP I
CL A
65336K103
2324
36709
SH
DFND
36709
0
0
NORTHSTAR ASSET MGMT GROUP I
COM
66705Y104
17653
1183165
SH
DFND
1183165
0
0
NORTHSTAR RLTY FIN CORP
COM
66704R803
16530
1091097
SH
DFND
1091097
0
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
319340
102414000
PRN
DFND
102414000
0
0
NUSTAR ENERGY LP
UNIT COM
67058H102
585
11739
SH
DFND
11739
0
0
NUVEEN CA QUALTY MUN INCOME
COM
67066Y105
341
24144
SH
DFND
24144
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
151678
1547577
SH
DFND
1547577
0
0
NXP SEMICONDUCTORS N V
DBCV 1.000%12/0
62952QAB6
19765
17300000
PRN
DFND
17300000
0
0
ON SEMICONDUCTOR CORP
COM
682189105
4750
372269
SH
DFND
372269
0
0
ONEOK PARTNERS LP
UNIT LTD PARTN
68268N103
734
17057
SH
DFND
17057
0
0
ORIGO ACQUISITION CORP
RIGHT 12/03/2017
G67789134
147
350000
SH
DFND
350000
0
0
ORIGO ACQUISITION CORP
SHS
G67789126
3385
325500
SH
DFND
325500
0
0
PACIFIC SPL ACQUISITION CORP
RIGHT 03/15/2017
G68588113
220
415000
SH
DFND
415000
0
0
PACIFIC SPL ACQUISITION CORP
SHS
G68588105
4254
415000
SH
DFND
415000
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
96821
76050000
PRN
DFND
76050000
0
0
PANDORA MEDIA INC
NOTE 1.750%12/0
698354AB3
41694
40480000
PRN
DFND
40480000
0
0
PARKWAY INC
COM
70156Q107
1241
55772
SH
DFND
55772
0
0
PATTERN ENERGY GROUP INC
NOTE 4.000% 7/1
70338PAB6
4847
5000000
PRN
DFND
5000000
0
0
PDL BIOPHARMA INC
NOTE 2.750%12/0
69329YAG9
4041
5000000
PRN
DFND
5000000
0
0
PDL BIOPHARMA INC
NOTE 4.000% 2/0
69329YAF1
5629
5748000
PRN
DFND
5748000
0
0
PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
718549207
401
8245
SH
DFND
8245
0
0
PJT PARTNERS INC
COM CL A
69343T107
353
11424
SH
DFND
11424
0
0
PLAINS ALL AMERN PIPELINE L
UNIT LTD PARTN
726503105
571
17670
SH
DFND
17670
0
0
PRICELINE GRP INC
COM NEW
741503403
3574
2438
SH
DFND
2438
0
0
PRICELINE GRP INC
NOTE 1.000% 3/1
741503AQ9
84773
53675000
PRN
DFND
53675000
0
0
PRIVATEBANCORP INC
COM
742962103
161421
2978803
SH
DFND
2978803
0
0
PROSPECT CAPITAL CORPORATION
NOTE 4.750% 4/1
74348TAQ5
18338
18700000
PRN
DFND
18700000
0
0
QUALITY CARE PPTYS INC
COM
747545101
19320
1246481
SH
DFND
1246481
0
0
QUIDEL CORP
NOTE 3.250%12/1
74838JAA9
990
1000000
PRN
DFND
1000000
0
0
QUINPARIO ACQUISITION CORP 2
*W EXP 01/01/202
74874U119
627
3132626
SH
DFND
3132626
0
0
QUINTILES IMS HOLDINGS INC
COM
74876Y101
19352
254459
SH
DFND
254459
0
0
QUORUM HEALTH CORP
COM
74909E106
413
56871
SH
DFND
56871
0
0
RAMBUS INC DEL
NOTE 1.125% 8/1
750917AE6
4458
3575000
PRN
DFND
3575000
0
0
RENEWABLE ENERGY GROUP INC
MTNF 2.750% 6/1
75972AAA1
653
675000
PRN
DFND
675000
0
0
RESOURCE CAP CORP
NOTE 6.000%12/0
76120WAA2
265
275000
PRN
DFND
275000
0
0
RESOURCE CAP CORP
NOTE 8.000% 1/1
76120WAB0
1429
1500000
PRN
DFND
1500000
0
0
REYNOLDS AMERICAN INC
COM
761713106
25306
451572
SH
DFND
451572
0
0
RICE MIDSTREAM PARTNERS LP
UNIT LTD PARTN
762819100
611
24868
SH
DFND
24868
0
0
RITE AID CORP
COM
767754104
145395
17645058
SH
DFND
17645058
0
0
RMR REAL ESTATE INCOME FUND
COM
76970B101
773
37767
SH
DFND
37767
0
0
ROYCE MICRO-CAP TR INC
COM
780915104
156
19243
SH
DFND
19243
0
0
SABAN CAP ACQUISITION CORP
UNIT 99/99/9999
78516C205
1037
100000
SH
DFND
100000
0
0
SEACOR HOLDINGS INC
NOTE 2.500%12/1
811904AM3
20906
20150000
PRN
DFND
20150000
0
0
SEMGROUP CORP
CL A
81663A105
665
15933
SH
DFND
15933
0
0
SHELL MIDSTREAM PARTNERS L P
UNIT LTD INT
822634101
280
9609
SH
DFND
9609
0
0
SHIP FINANCE INTERNATIONAL L
NOTE 5.750%10/1
G81075AF3
52730
52500000
PRN
DFND
52500000
0
0
SILVER STD RES INC
NOTE 2.875% 2/0
82823LAC0
23806
25650000
PRN
DFND
25650000
0
0
SOUTHWEST BANCORP INC OKLA
COM
844767103
9998
344744
SH
DFND
344744
0
0
SOUTHWESTERN ENERGY CO
DEP SHS 1/20 B
845467208
9731
379300
SH
DFND
379300
0
0
SPECTRA ENERGY CORP
COM
847560109
171338
4169834
SH
DFND
4169834
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
477
10414
SH
DFND
10414
0
0
SPECTRUM PHARMACEUTICALS INC
NOTE 2.750%12/1
84763AAB4
1295
1450000
PRN
DFND
1450000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
44593
42775000
PRN
DFND
42775000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
9499
9025000
PRN
DFND
9025000
0
0
SPROTT FOCUS TR INC
COM
85208J109
163
23411
SH
DFND
23411
0
0
SPX CORP
COM
784635104
1026
43234
SH
DFND
43234
0
0
ST JUDE MED INC
COM
790849103
161765
2017276
SH
DFND
2017276
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
23149
22380000
PRN
DFND
22380000
0
0
STARWOOD PPTY TR INC
NOTE 4.000% 1/1
85571BAB1
39243
34825000
PRN
DFND
34825000
0
0
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
19234
17575000
PRN
DFND
17575000
0
0
STELLAR ACQUISITION III INC
UNIT 03/22/2022
Y8172W123
8240
800000
SH
DFND
800000
0
0
STERICYCLE INC
DEP PFD A 1/10
858912207
6356
100000
SH
DFND
100000
0
0
STILLWATER MNG CO
COM
86074Q102
70307
4364209
SH
DFND
4364209
0
0
SUFFOLK BANCORP
COM
864739107
7304
170579
SH
DFND
170579
0
0
SUMMIT MIDSTREAM PARTNERS LP
COM UNIT LTD
866142102
657
26128
SH
DFND
26128
0
0
SUNOCO LOGISTICS PRTNRS L P
COM UNITS
86764L108
432
17976
SH
DFND
17976
0
0
SUNPOWER CORP
DBCV 0.750% 6/0
867652AG4
13258
14450000
PRN
DFND
14450000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
16750
23325000
PRN
DFND
23325000
0
0
T MOBILE US INC
CONV PFD SER A
872590203
88425
937900
SH
DFND
937900
0
0
TALLGRASS ENERGY PARTNERS LP
COM UNIT
874697105
534
11260
SH
DFND
11260
0
0
TARGA RES CORP
COM
87612G101
1212
21613
SH
DFND
21613
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
581
9875
SH
DFND
9875
0
0
TEAM HEALTH HOLDINGS INC
COM
87817A107
101501
2336033
SH
DFND
2336033
0
0
TECNOGLASS INC
SHS
G87264100
960
78348
SH
DFND
78348
0
0
TEEKAY LNG PARTNERS L P
PRTNRSP UNITS
Y8564M105
294
20319
SH
DFND
20319
0
0
TEMPLETON GLOBAL INCOME FD
COM
880198106
349
53903
SH
DFND
53903
0
0
TESLA MTRS INC
NOTE 1.500% 6/0
88160RAA9
59420
34125000
PRN
DFND
34125000
0
0
TESORO LOGISTICS LP
COM UNIT LP
88160T107
470
9250
SH
DFND
9250
0
0
THERAVANCE INC
NOTE 2.125% 1/1
88338TAB0
26613
31218000
PRN
DFND
31218000
0
0
TIME WARNER INC
COM NEW
887317303
105242
1090251
SH
DFND
1090251
0
0
TIVO CORP
COM
88870P106
14639
700434
SH
DFND
700434
0
0
TOPBUILD CORP
COM
89055F103
22436
630211
SH
DFND
630211
0
0
TRANSMONTAIGNE PARTNERS L P
COM UNIT L P
89376V100
891
20121
SH
DFND
20121
0
0
TRI CONTL CORP
COM
895436103
577
26168
SH
DFND
26168
0
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
40495
26500000
PRN
DFND
26500000
0
0
TYSON FOODS INC
UNIT 99/99/9999
902494301
170978
2510325
SH
DFND
2510325
0
0
UNDER ARMOUR INC
CL C
904311206
1100
43718
SH
DFND
43718
0
0
UNIVERSAL AMERN CORP NEW
COM
91338E101
2784
279765
SH
DFND
279765
0
0
URBAN EDGE PPTYS
COM
91704F104
17475
635214
SH
DFND
635214
0
0
VAIL RESORTS INC
COM
91879Q109
12593
78065
SH
DFND
78065
0
0
VALERO ENERGY PARTNERS LP
COM UNT REP LP
91914J102
452
10221
SH
DFND
10221
0
0
VALLEY NATL BANCORP
*W EXP 11/14/201
919794131
23
116185
SH
DFND
116185
0
0
VALSPAR CORP
COM
920355104
169036
1631468
SH
DFND
1631468
0
0
VANGUARD NAT RES LLC
COM UNIT
92205F106
36
54023
SH
DFND
54023
0
0
VASCULAR SOLUTIONS INC
COM
92231M109
5352
95400
SH
DFND
95400
0
0
VECTOR GROUP LTD
FRNT 1/1
92240MAY4
44960
28775000
PRN
DFND
28775000
0
0
VECTOR GROUP LTD
NOTE 1.750% 4/1
92240MBC1
14542
12625000
PRN
DFND
12625000
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
305150
136800000
PRN
DFND
136800000
0
0
VERSUM MATLS INC
COM
92532W103
26744
952778
SH
DFND
952778
0
0
VITAMIN SHOPPE INC
NOTE 2.250%12/0
92849EAB7
927
1000000
PRN
DFND
1000000
0
0
VIVOPOWER INTERNATIONAL PLC
SHS
G9376R100
660
120000
SH
DFND
120000
0
0
WCI CMNTYS INC
COM PAR $0.01
92923C807
25474
1086323
SH
DFND
1086323
0
0
WEATHERFORD INTL LTD
NOTE 5.875% 7/0
947075AH0
105732
97225000
PRN
DFND
97225000
0
0
WEBMD HEALTH CORP
NOTE 1.500%12/0
94770VAK8
29320
25875000
PRN
DFND
25875000
0
0
WEBMD HEALTH CORP
NOTE 2.500% 1/3
94770VAF9
27375
26675000
PRN
DFND
26675000
0
0
WELLTOWER INC
6.50% PFD PREPET
95040Q203
52241
864825
SH
DFND
864825
0
0
WESTAR ENERGY INC
COM
95709T100
164423
2917887
SH
DFND
2917887
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
608
10341
SH
DFND
10341
0
0
WESTERN REFNG INC
COM
959319104
84463
2231530
SH
DFND
2231530
0
0
WHITEWAVE FOODS CO
COM
966244105
168706
3034281
SH
DFND
3034281
0
0
WILLIAMS PARTNERS L P NEW
COM UNIT LTD PAR
96949L105
720
18936
SH
DFND
18936
0
0
WORLD WRESTLING ENTMT INC
CL A
98156Q108
445
24183
SH
DFND
24183
0
0
YADKIN FINL CORP
COM
984305102
79808
2329470
SH
DFND
2329470
0
0
YAHOO INC
COM
984332106
138318
3576882
SH
DFND
3576882
0
0
YUM CHINA HLDGS INC
COM
98850P109
23885
914417
SH
DFND
914417
0
0