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