0001085146-17-001362.txt : 20170515
0001085146-17-001362.hdr.sgml : 20170515
20170515160439
ACCESSION NUMBER: 0001085146-17-001362
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170515
DATE AS OF CHANGE: 20170515
EFFECTIVENESS DATE: 20170515
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: 17844176
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
true
false
0001167456
XXXXXXXX
03-31-2017
03-31-2017
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
04-24-2017
2
335
8865290
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
1607
1475000
PRN
DFND
1475000
0
0
ACORDA THERAPEUTICS INC
NOTE 1.750% 6/1
00484MAA4
21653
25325000
PRN
DFND
25325000
0
0
ADAM NAT RES FD INC
COM
00548F105
369
19015
SH
DFND
19015
0
0
ADAMS DIVERSIFIED EQUITY FD
COM
006212104
670
48751
SH
DFND
48751
0
0
ADIENT PLC
ORD SHS
G0084W101
28735
395421
SH
DFND
395421
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
107329
54275000
PRN
DFND
54275000
0
0
ADVANSIX INC
COM
00773T101
355
13011
SH
DFND
13011
0
0
AGRIUM INC
COM
008916108
104947
1098343
SH
DFND
1098343
0
0
AGROFRESH SOLUTIONS
*W EXP 07/31/202
00856G117
139
534500
SH
DFND
534500
0
0
AIR METHODS CORP
COM PAR $.06
009128307
27879
648354
SH
DFND
648354
0
0
AKAMAI TECHNOLOGIES INC
DBCV 2/1
00971TAG6
20147
20325000
PRN
DFND
20325000
0
0
ALBANY MOLECULAR RESH INC
NOTE 2.250%11/1
012423AB5
1749
1600000
PRN
DFND
1600000
0
0
ALCOA CORP
COM
013872106
26892
781735
SH
DFND
781735
0
0
ALERE INC
COM
01449J105
79275
1995337
SH
DFND
1995337
0
0
ALLEGHENY TECHNOLOGIES INC
NOTE 4.750% 7/0
01741RAG7
51101
34325000
PRN
DFND
34325000
0
0
ALLIANCE CALIF MUN INCOME FD
COM
018546101
179
13469
SH
DFND
13469
0
0
ALLIED WRLD ASSUR COM HLDG A
SHS
H01531104
29732
559918
SH
DFND
559918
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
NOTE 1.250% 7/0
01988PAD0
22867
22725000
PRN
DFND
22725000
0
0
ALON USA ENERGY INC
COM
020520102
10544
864940
SH
DFND
864940
0
0
ALPINE GLOBAL DYNAMIC DIVD F
COM NEW
02082E205
251
25730
SH
DFND
25730
0
0
ALPINE GLOBAL PREMIER PPTYS
COM SBI
02083A103
880
153823
SH
DFND
153823
0
0
AMAG PHARMACEUTICALS INC
NOTE 2.500% 2/1
00163UAA4
2460
2250000
PRN
DFND
2250000
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
4008
4000000
PRN
DFND
4000000
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.750%12/1
02917TAB0
3897
3875000
PRN
DFND
3875000
0
0
AMERIGAS PARTNERS L P
UNIT L P INT
030975106
516
10964
SH
DFND
10964
0
0
AMTRUST FINL SVCS INC
NOTE 2.750%12/1
032359AG6
10828
14200000
PRN
DFND
14200000
0
0
AMYRIS INC
NOTE 9.500% 4/1
03236MAF8
5054
9626000
PRN
DFND
9626000
0
0
ANI PHARMACEUTICALS INC
NOTE 3.000%12/0
00182CAA1
557
525000
PRN
DFND
525000
0
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
123854
54129000
PRN
DFND
54129000
0
0
ANTHEM INC
UNIT 05/01/20188
036752202
66329
1320250
SH
DFND
1320250
0
0
APOLLO COML REAL EST FIN INC
NOTE 5.500% 3/1
03762UAA3
10413
9450000
PRN
DFND
9450000
0
0
APTEVO THERAPEUTICS INC
COM
03835L108
273
132502
SH
DFND
132502
0
0
ARMSTRONG FLOORING INC
COM
04238R106
258
13995
SH
DFND
13995
0
0
ASSOCIATED BANC CORP
*W EXP 11/21/201
045487113
107
20065
SH
DFND
20065
0
0
ASTORIA FINL CORP
COM
046265104
38608
1882414
SH
DFND
1882414
0
0
ATLANTICUS HLDGS CORP
COM
04914Y102
500
191430
SH
DFND
191430
0
0
AVID TECHNOLOGY INC
NOTE 2.000% 6/1
05367PAB6
426
600000
PRN
DFND
600000
0
0
AVISTA HEALTHCARE PUB ACQ CO
*W EXP 99/99/999
G0726L117
410
1000000
SH
DFND
1000000
0
0
AVISTA HEALTHCARE PUB ACQ CO
CL A
G0726L125
3980
400000
SH
DFND
400000
0
0
AXAR ACQUISITION CORP
*W EXP 12/31/202
05455L110
52
697500
SH
DFND
697500
0
0
B/E AEROSPACE INC
COM
073302101
161445
2518256
SH
DFND
2518256
0
0
BARINGTON HILCO ACQUISITION
*W EXP 02/11/201
06759V127
92
542609
SH
DFND
542609
0
0
BARINGTON HILCO ACQUISITION
RIGHT 02/13/2017
06759V119
194
545520
SH
DFND
545520
0
0
BARNES & NOBLE ED INC
COM
06777U101
268
27916
SH
DFND
27916
0
0
BCE INC
COM NEW
05534B760
7336
166165
SH
DFND
166165
0
0
BIOVERATIV INC
COM
09075E100
32596
598525
SH
DFND
598525
0
0
BLACK HILLS CORP
UNIT 99/99/9999
092113125
20641
281523
SH
DFND
281523
0
0
BLACKHAWK NETWORK HLDGS INC
COM
09238E104
10044
247390
SH
DFND
247390
0
0
BLACKROCK RES & COMM STRAT T
SHS
09257A108
805
93589
SH
DFND
93589
0
0
BOARDWALK PIPELINE PARTNERS
UT LTD PARTNER
096627104
681
37202
SH
DFND
37202
0
0
BOULEVARD ACQUISITION
*W EXP 09/25/202
10157Q110
1393
1698740
SH
DFND
1698740
0
0
BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
137675
11031669
SH
DFND
11031669
0
0
BROCADE COMMUNICATIONS SYS I
NOTE 1.375% 1/0
111621AQ1
10138
10000000
PRN
DFND
10000000
0
0
BROOKDALE SR LIVING INC
NOTE 2.750% 6/1
112463AA2
4592
4650000
PRN
DFND
4650000
0
0
BUCKEYE PARTNERS L P
UNIT LTD PARTN
118230101
458
6687
SH
DFND
6687
0
0
CABELAS INC
COM
126804301
104184
1961659
SH
DFND
1961659
0
0
CABLE ONE INC
COM
12685J105
25587
40974
SH
DFND
40974
0
0
CANADA GOOSE HOLDINGS INC
SHS SUB VTG
135086106
239
15000
SH
DFND
15000
0
0
CAPITOL ACQUISITION CORP III
*W EXP 10/19/202
14055M114
2043
1075000
SH
DFND
1075000
0
0
CARDINAL FINL CORP
COM
14149F109
40983
1368844
SH
DFND
1368844
0
0
CARE CAP PPTYS INC
COM
141624106
18997
706991
SH
DFND
706991
0
0
CASCADE BANCORP
COM NEW
147154207
9152
1187016
SH
DFND
1187016
0
0
CBOE HLDGS INC
COM
12503M108
289
3568
SH
DFND
3568
0
0
CEB INC
COM
125134106
80630
1025832
SH
DFND
1025832
0
0
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
69727
59500000
PRN
DFND
59500000
0
0
CENTRAL SECS CORP
COM
155123102
637
26557
SH
DFND
26557
0
0
CENTRUE FINL CORP NEW
COM NEW
15643B205
1595
61214
SH
DFND
61214
0
0
CENVEO CORP
NOTE 7.000% 5/1
15671BAJ0
2413
2425000
PRN
DFND
2425000
0
0
CF CORP
*W EXP 05/25/202
G20307115
175216
955650
SH
DFND
955650
0
0
CF CORP
SHS CL A
G20307107
3003
300000
SH
DFND
300000
0
0
CHEMOURS CO
COM
163851108
27204
706607
SH
DFND
706607
0
0
CHEMTURA CORP
COM NEW
163893209
82776
2478336
SH
DFND
2478336
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
584
18085
SH
DFND
18085
0
0
COLONY CAP INC
NOTE 3.875% 1/1
19624RAB2
23562
23800000
PRN
DFND
23800000
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 99/99/9999
203668116
79
9282097
SH
DFND
9282097
0
0
COMPUCREDIT HLDGS CORP
NOTE 5.875%11/3
20478NAD2
2444
5000000
PRN
DFND
5000000
0
0
CONDUENT INC
COM
206787103
18608
1108965
SH
DFND
1108965
0
0
CONE MIDSTREAM PARTNERS LP
COM UNIT REPST
206812109
387
16400
SH
DFND
16400
0
0
CONVERGYS CORP
SDCV 5.750% 9/1
212485AE6
9347
4725000
PRN
DFND
4725000
0
0
CORENERGY INFRASTRUCTURE TR
NOTE 7.000% 6/1
21870UAA4
1678
1500000
PRN
DFND
1500000
0
0
COWEN GROUP INC NEW
NOTE 3.000% 3/1
223622AB7
2083
2050000
PRN
DFND
2050000
0
0
CRESTWOOD EQUITY PARTNERS LP
UNIT LTD PARTNER
226344208
594
22636
SH
DFND
22636
0
0
CST BRANDS INC
COM
12646R105
149274
3104048
SH
DFND
3104048
0
0
DASEKE INC
*W EXP 03/31/202
23753F115
480
428837
SH
DFND
428837
0
0
DCP MIDSTREAM LP
COM UT LTD PTN
23311P100
692
17646
SH
DFND
17646
0
0
DELL TECHNOLOGIES INC
COM CL V
24703L103
1512
23600
SH
DFND
23600
0
0
DELTA NAT GAS INC
COM
247748106
1256
41389
SH
DFND
41389
0
0
DELTA TECHNOLOGY HLDGS LTD
*W EXP 12/18/201
G8477B113
51
920480
SH
DFND
920480
0
0
DHT HOLDINGS INC
DEBT 4.500%10/0
23335SAB2
1755
1750000
PRN
DFND
1750000
0
0
DIGITALGLOBE INC
COM NEW
25389M877
40970
1250986
SH
DFND
1250986
0
0
DOMINION RES INC VA NEW
UNIT 08/15/2019
25746U836
15450
303475
SH
DFND
303475
0
0
DOMINION RES INC VA NEW
UNIT 99/99/9999
25746U869
10092
200000
SH
DFND
200000
0
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
245
12726
SH
DFND
12726
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
153716
1913559
SH
DFND
1913559
0
0
DYCOM INDS INC
NOTE 0.750% 9/1
267475AB7
23438
20000000
PRN
DFND
20000000
0
0
DYNEGY INC NEW DEL
UNIT 07/01/20191
26817R405
28058
477175
SH
DFND
477175
0
0
EASTERLY ACQUISITION CORP
*W EXP 07/29/202
27616L110
288
823250
SH
DFND
823250
0
0
EASTERN VA BANKSHARES INC
COM
277196101
525
50127
SH
DFND
50127
0
0
EBAY INC
COM
278642103
24606
732981
SH
DFND
732981
0
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
4356
4600000
PRN
DFND
4600000
0
0
ELECTRUM SPL ACQUISITION COR
*W EXP 99/99/999
G3105C112
446
990000
SH
DFND
990000
0
0
EMERGENT BIOSOLUTIONS INC
NOTE 2.875% 1/1
29089QAB1
35133
29400000
PRN
DFND
29400000
0
0
ENABLE MIDSTREAM PARTNERS LP
COM UNIT RP IN
292480100
702
42053
SH
DFND
42053
0
0
ENBRIDGE ENERGY PARTNERS L P
COM
29250R106
370
19465
SH
DFND
19465
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
25604
459264
SH
DFND
459264
0
0
ENERGY TRANSFER PRTNRS L P
UNIT LTD PARTN
29273R109
606
16605
SH
DFND
16605
0
0
ENERNOC INC
DBCV 2.250% 8/1
292764AB3
2197
2625000
PRN
DFND
2625000
0
0
ENLINK MIDSTREAM PARTNERS LP
COM UNIT REP LTD
29336U107
531
29009
SH
DFND
29009
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
764
27660
SH
DFND
27660
0
0
ENVISION HEALTHCARE CORP
PFD CNV 5.25% A1
29414D209
1300
11400
SH
DFND
11400
0
0
EURONET WORLDWIDE INC
NOTE 1.500%10/0
298736AH2
52457
41325000
PRN
DFND
41325000
0
0
EVERBANK FINL CORP
COM
29977G102
102891
5281863
SH
DFND
5281863
0
0
EXAR CORP
COM
300645108
5477
420979
SH
DFND
420979
0
0
EXETER RES CORP
COM
301835104
556
321130
SH
DFND
321130
0
0
EZCORP INC
NOTE 2.625% 6/1
302301AB2
26168
27950000
PRN
DFND
27950000
0
0
FAIRPOINT COMMUNICATIONS INC
COM NEW
305560302
6750
406610
SH
DFND
406610
0
0
FBR & CO
COM NEW
30247C400
1572
87105
SH
DFND
87105
0
0
FERRARI N V
COM
N3167Y103
28435
382401
SH
DFND
382401
0
0
FIDELITY & GTY LIFE
COM
315785105
10383
373478
SH
DFND
373478
0
0
FINTECH ACQUISITION CORP II
UNIT 99/99/9999
31810G208
18468
1800000
SH
DFND
1800000
0
0
FIRST CMNTY FINL PARTNERS IN
COM
31985Q106
172
13473
SH
DFND
13473
0
0
FORTIVE CORP
COM
34959J108
25155
417719
SH
DFND
417719
0
0
GAIN CAP HLDGS INC
NOTE 4.125%12/0
36268WAB6
449
450000
PRN
DFND
450000
0
0
GANNETT CO INC
COM
36473H104
6753
805882
SH
DFND
805882
0
0
GAS NAT INC
COM
367204104
1593
125461
SH
DFND
125461
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
15721
481512
SH
DFND
481512
0
0
GENERAL AMERN INVS INC
COM
368802104
398
11864
SH
DFND
11864
0
0
GENERAL CABLE CORP DEL NEW
FRNT 4.500%11/1
369300AL2
22516
28890000
PRN
DFND
28890000
0
0
GENESIS ENERGY L P
UNIT LTD PARTN
371927104
419
12925
SH
DFND
12925
0
0
GENWORTH FINL INC
COM CL A
37247D106
19226
4666501
SH
DFND
4666501
0
0
GIGPEAK INC
COM
37518Q109
1419
460753
SH
DFND
460753
0
0
GLOBAL PARTNER ACQUISITION C
*W EXP 07/01/202
37954X113
417
1068000
SH
DFND
1068000
0
0
GORES HLDGS II INC
UNIT 99/99/9999
382867208
4116
400000
SH
DFND
400000
0
0
GP INVTS ACQUISITION COR
*W EXP 05/19/202
G40357108
395
987500
SH
DFND
987500
0
0
GREAT PLAINS ENERGY INC
DEP SHS 1/20 B
391164878
61723
1159125
SH
DFND
1159125
0
0
GREEN PLAINS INC
NOTE 3.250%10/0
393222AD6
1326
1000000
PRN
DFND
1000000
0
0
HARMONIC INC
NOTE 4.000%12/0
413160AB8
1250
1000000
PRN
DFND
1000000
0
0
HARMONY MERGER CORP
*W EXP 01/01/202
413247123
758
1515467
SH
DFND
1515467
0
0
HEADWATERS INC
COM
42210P102
75315
3207615
SH
DFND
3207615
0
0
HEALTHWAYS INC
NOTE 1.500% 7/0
422245AB6
3469
2250000
PRN
DFND
2250000
0
0
HERC HLDGS INC
COM
42704L104
381
7787
SH
DFND
7787
0
0
HERITAGE OAKS BANCORP
COM
42724R107
9071
679470
SH
DFND
679470
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
25560
1078487
SH
DFND
1078487
0
0
HILTON GRAND VACATIONS INC
COM
43283X105
9797
341850
SH
DFND
341850
0
0
HOLLY ENERGY PARTNERS L P
COM UT LTD PTN
435763107
621
17387
SH
DFND
17387
0
0
HOLOGIC INC
FRNT 12/1
436440AG6
22010
17750000
PRN
DFND
17750000
0
0
HORIZON PHARMA INVT LTD
NOTE 2.500% 3/1
44052TAB7
35571
38875000
PRN
DFND
38875000
0
0
HUNTER MARITIME ACQUISITION
UNIT 99/99/9999
Y37828103
9880
950000
SH
DFND
950000
0
0
HURON CONSULTING GROUP INC
NOTE 1.250%10/0
447462AB8
20879
22405000
PRN
DFND
22405000
0
0
ILLUMINA INC
NOTE 6/1
452327AF6
17065
16875000
PRN
DFND
16875000
0
0
INGEVITY CORP
COM
45688C107
24829
408034
SH
DFND
408034
0
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
30602
22125000
PRN
DFND
22125000
0
0
INSPIRED ENTMT INC
*W EXP 10/20/202
45782N116
1150
1533043
SH
DFND
1533043
0
0
INSPIRED ENTMT INC
COM
45782N108
668
62976
SH
DFND
62976
0
0
INTEGRATED DEVICE TECHNOLOGY
NOTE 0.875%11/1
458118AC0
43432
43243000
PRN
DFND
43243000
0
0
INTEL CORP
SDCV 12/1
458140AD2
9853
7225000
PRN
DFND
7225000
0
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
142001
81201000
PRN
DFND
81201000
0
0
INVACARE CORP
NOTE 5.000% 2/1
461203AF8
5063
5000000
PRN
DFND
5000000
0
0
INVENSENSE INC
COM
46123D205
53473
4233776
SH
DFND
4233776
0
0
INVESCO CALIF VALUE MUN INC
COM
46132H106
187
15143
SH
DFND
15143
0
0
INVESCO VALUE MUN INCOME TR
COM
46132P108
443
30342
SH
DFND
30342
0
0
ISLE OF CAPRI CASINOS INC
COM
464592104
37028
1404688
SH
DFND
1404688
0
0
IXIA
COM
45071R109
20935
1065411
SH
DFND
1065411
0
0
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
2676
1975000
PRN
DFND
1975000
0
0
JASON INDS INC
*W EXP 06/30/201
471172114
108
1933070
SH
DFND
1933070
0
0
JENSYN ACQUISITION CORP
*W EXP 03/01/202
47632B110
54
199000
SH
DFND
199000
0
0
JENSYN ACQUISITION CORP
COM
47632B102
1784
174000
SH
DFND
174000
0
0
JENSYN ACQUISITION CORP
RIGHT 99/99/9999
47632B128
61
174000
SH
DFND
174000
0
0
JOY GLOBAL INC
COM
481165108
55083
1949851
SH
DFND
1949851
0
0
KAYNE ANDERSON ACQUISITION
UNIT 06/30/2022
48661U201
7515
750000
SH
DFND
750000
0
0
KINDER MORGAN INC DEL
COM
49456B101
595
27367
SH
DFND
27367
0
0
KLR ENERGY ACQUISITION CORP
*W EXP 09/16/202
49877M116
590
500000
SH
DFND
500000
0
0
KLR ENERGY ACQUISITION CORP
CL A
49877M108
2058
200000
SH
DFND
200000
0
0
LAMB WESTON HLDGS INC
COM
513272104
29424
699565
SH
DFND
699565
0
0
LANDCADIA HLDGS INC
*W EXP 06/01/202
51476W115
340
500000
SH
DFND
500000
0
0
LANDCADIA HLDGS INC
CL A
51476W107
2493
250000
SH
DFND
250000
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
19722
2849962
SH
DFND
2849962
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
128818
2251274
SH
DFND
2251274
0
0
LIBERTY ALL STAR EQUITY FD
SH BEN INT
530158104
1077
197207
SH
DFND
197207
0
0
LIBERTY MEDIA CORP
DEB 3.500% 1/1
530715AN1
10244
18774646
PRN
DFND
18774646
0
0
LMI AEROSPACE INC
COM
502079106
1778
129011
SH
DFND
129011
0
0
LSC COMMUNICATIONS INC
COM
50218P107
274
10871
SH
DFND
10871
0
0
LUMENTUM HLDGS INC
COM
55024U109
24117
452047
SH
DFND
452047
0
0
LUMOS NETWORKS CORP
COM
550283105
8486
479425
SH
DFND
479425
0
0
M I ACQUISITIONS INC
*W EXP 99/99/999
55304A112
80
250000
SH
DFND
250000
0
0
M I ACQUISITIONS INC
COM
55304A104
2518
250000
SH
DFND
250000
0
0
M III ACQUISITION CORP
*W EXP 10/10/202
55378T112
275
808712
SH
DFND
808712
0
0
M III ACQUISITION CORP
COM
55378T104
7925
808712
SH
DFND
808712
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
2043
25348
SH
DFND
25348
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
689
8957
SH
DFND
8957
0
0
MANITOWOC INC
COM
563571108
318
55865
SH
DFND
55865
0
0
MARTIN MIDSTREAM PRTNRS L P
UNIT L P INT
573331105
375
18768
SH
DFND
18768
0
0
MATLIN & PARTNERS ACQUISITIO
UNIT 05/28/2021A
57682V205
25050
2500000
SH
DFND
2500000
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
117829
1322734
SH
DFND
1322734
0
0
MEDICINES CO
NOTE 2.500% 1/1
584688AE5
74991
47425000
PRN
DFND
47425000
0
0
MEDIDATA SOLUTIONS INC
NOTE 1.000% 8/0
58471AAB1
4757
4150000
PRN
DFND
4150000
0
0
MERCHANTS BANCSHARES
COM
588448100
6701
137606
SH
DFND
137606
0
0
MERITOR INC
NOTE 7.875% 3/0
59001KAC4
37295
21281000
PRN
DFND
21281000
0
0
METALDYNE PERFORMANCE GROUP
COM
59116R107
9587
419567
SH
DFND
419567
0
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
29150
20000000
PRN
DFND
20000000
0
0
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1
595017AB0
66801
21475000
PRN
DFND
21475000
0
0
MICRON TECHNOLOGY INC
NOTE 2.125% 2/1
595112AV5
81124
30355000
PRN
DFND
30355000
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
156451
2548068
SH
DFND
2548068
0
0
MODUSLINK GLOBAL SOLUTIONS I
NOTE 5.250% 3/0
60786LAB3
854
900000
PRN
DFND
900000
0
0
MOLINA HEALTHCARE INC
DBCV 1.625% 8/1
60855RAD2
19821
18699000
PRN
DFND
18699000
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
110496
86325000
PRN
DFND
86325000
0
0
MONEYGRAM INTL INC
COM NEW
60935Y208
11938
710147
SH
DFND
710147
0
0
MONSANTO CO NEW
COM
61166W101
152159
1344164
SH
DFND
1344164
0
0
MPLX LP
COM UNIT REP LTD
55336V100
830
23015
SH
DFND
23015
0
0
MSG NETWORK INC
CL A
553573106
26399
1130558
SH
DFND
1130558
0
0
MULTI PACKAGING SOLUTIONS IN
COM
G6331W109
38270
2132031
SH
DFND
2132031
0
0
MYLAN N V
SHS EURO
N59465109
390
10000
SH
DFND
10000
0
0
NEUSTAR INC
CL A
64126X201
21960
662432
SH
DFND
662432
0
0
NEW YORK MTG TR INC
NOTE 6.250% 1/1
649604AD7
3664
3725000
PRN
DFND
3725000
0
0
NEWS CORP NEW
CL A
65249B109
3386
260487
SH
DFND
260487
0
0
NICE LTD
SPONSORED ADR
653656108
2651
39000
SH
DFND
39000
0
0
NIMBLE STORAGE INC
COM
65440R101
45278
3622232
SH
DFND
3622232
0
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
379423
99914000
PRN
DFND
99914000
0
0
NUSTAR ENERGY LP
UNIT COM
67058H102
610
11739
SH
DFND
11739
0
0
NUVEEN CA QUALTY MUN INCOME
COM
67066Y105
287
19944
SH
DFND
19944
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
164749
1591780
SH
DFND
1591780
0
0
NXP SEMICONDUCTORS N V
DBCV 1.000%12/0
62952QAB6
20111
17300000
PRN
DFND
17300000
0
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
23647
17500000
PRN
DFND
17500000
0
0
ONEOK PARTNERS LP
UNIT LTD PARTN
68268N103
921
17057
SH
DFND
17057
0
0
ORIGO ACQUISITION CORP
*W EXP 12/17/202
G67789118
39
350000
SH
DFND
350000
0
0
ORIGO ACQUISITION CORP
RIGHT 09/12/2017
G67789134
55
325500
SH
DFND
325500
0
0
ORIGO ACQUISITION CORP
SHS
G67789126
3385
325500
SH
DFND
325500
0
0
PACIFIC CONTINENTAL CORP
COM
69412V108
21036
858629
SH
DFND
858629
0
0
PACIFIC SPL ACQUISITION CORP
RIGHT 03/15/2017
G68588113
159
398300
SH
DFND
398300
0
0
PACIFIC SPL ACQUISITION CORP
SHS
G68588105
3866
373500
SH
DFND
373500
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
90880
76050000
PRN
DFND
76050000
0
0
PANDORA MEDIA INC
NOTE 1.750%12/0
698354AB3
39776
39480000
PRN
DFND
39480000
0
0
PARK HOTELS RESORTS INC
COM
700517105
14674
571652
SH
DFND
571652
0
0
PARKWAY INC
COM
70156Q107
241
12098
SH
DFND
12098
0
0
PATTERN ENERGY GROUP INC
NOTE 4.000% 7/1
70338PAB6
4981
5000000
PRN
DFND
5000000
0
0
PDL BIOPHARMA INC
NOTE 2.750%12/0
69329YAG9
4366
5000000
PRN
DFND
5000000
0
0
PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
718549207
423
8245
SH
DFND
8245
0
0
PJT PARTNERS INC
COM CL A
69343T107
334
9524
SH
DFND
9524
0
0
PLAINS ALL AMERN PIPELINE L
UNIT LTD PARTN
726503105
559
17670
SH
DFND
17670
0
0
PLAYA HOTELS & RESORTS NV
*W EXP 03/10/202
N70544114
115
150000
SH
DFND
150000
0
0
PRICELINE GRP INC
COM NEW
741503403
2328
1308
SH
DFND
1308
0
0
PRICELINE GRP INC
NOTE 1.000% 3/1
741503AQ9
101312
53675000
PRN
DFND
53675000
0
0
PRIVATEBANCORP INC
COM
742962103
82624
1391683
SH
DFND
1391683
0
0
PROSPECT CAPITAL CORPORATION
NOTE 4.750% 4/1
74348TAQ5
18560
18700000
PRN
DFND
18700000
0
0
QUALITY CARE PPTYS INC
COM
747545101
22373
1186263
SH
DFND
1186263
0
0
QUIDEL CORP
NOTE 3.250%12/1
74838JAA9
1029
1000000
PRN
DFND
1000000
0
0
QUINPARIO ACQUISITION CORP 2
*W EXP 01/01/202
74874U119
1440
2880708
SH
DFND
2880708
0
0
QUORUM HEALTH CORP
COM
74909E106
259
47681
SH
DFND
47681
0
0
RAMBUS INC DEL
NOTE 1.125% 8/1
750917AE6
4292
3575000
PRN
DFND
3575000
0
0
RENEWABLE ENERGY GROUP INC
MTNF 2.750% 6/1
75972AAA1
676
675000
PRN
DFND
675000
0
0
RESOURCE CAP CORP
NOTE 6.000%12/0
76120WAA2
279
275000
PRN
DFND
275000
0
0
RESOURCE CAP CORP
NOTE 8.000% 1/1
76120WAB0
1513
1500000
PRN
DFND
1500000
0
0
REYNOLDS AMERICAN INC
COM
761713106
126961
2014622
SH
DFND
2014622
0
0
RICE MIDSTREAM PARTNERS LP
UNIT LTD PARTN
762819100
627
24868
SH
DFND
24868
0
0
RITE AID CORP
COM
767754104
53183
12513560
SH
DFND
12513560
0
0
RMR REAL ESTATE INCOME FUND
COM
76970B101
408
19424
SH
DFND
19424
0
0
SABAN CAP ACQUISITION CORP
*W EXP 09/21/202
78516C114
55
42000
SH
DFND
42000
0
0
SABAN CAP ACQUISITION CORP
COM CL A
78516C106
832
84000
SH
DFND
84000
0
0
SEACOR HOLDINGS INC
NOTE 2.500%12/1
811904AM3
20616
20150000
PRN
DFND
20150000
0
0
SEMGROUP CORP
CL A
81663A105
574
15933
SH
DFND
15933
0
0
SHELL MIDSTREAM PARTNERS L P
UNIT LTD INT
822634101
310
9609
SH
DFND
9609
0
0
SHIP FINANCE INTERNATIONAL L
NOTE 5.750%10/1
G81075AF3
31291
31350000
PRN
DFND
31350000
0
0
SILVER BAY RLTY TR CORP
COM
82735Q102
17186
800452
SH
DFND
800452
0
0
SILVER RUN ACQUISITION
UNIT 99/99/9999
82812A202
10440
1000000
SH
DFND
1000000
0
0
SILVER STD RES INC
NOTE 2.875% 2/0
82823LAC0
25201
25650000
PRN
DFND
25650000
0
0
SOUTHWEST BANCORP INC OKLA
COM
844767103
9015
344744
SH
DFND
344744
0
0
SOUTHWESTERN ENERGY CO
DEP SHS 1/20 B
845467208
7586
379300
SH
DFND
379300
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
455
10414
SH
DFND
10414
0
0
SPECTRUM PHARMACEUTICALS INC
NOTE 2.750%12/1
84763AAB4
1463
1450000
PRN
DFND
1450000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
42884
42250000
PRN
DFND
42250000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
21590
21025000
PRN
DFND
21025000
0
0
SPX CORP
COM
784635104
232
9552
SH
DFND
9552
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
22974
22130000
PRN
DFND
22130000
0
0
STARWOOD PPTY TR INC
NOTE 4.000% 1/1
85571BAB1
39875
34825000
PRN
DFND
34825000
0
0
STARWOOD PPTY TR INC
NOTE 4.375% 4/0
85571BAH8
20025
20000000
PRN
DFND
20000000
0
0
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
8309
7575000
PRN
DFND
7575000
0
0
STELLAR ACQUISITION III INC
*W EXP 03/22/202
Y8172W115
204
600000
SH
DFND
600000
0
0
STELLAR ACQUISITION III INC
COM
Y8172W107
3015
300000
SH
DFND
300000
0
0
STILLWATER MNG CO
COM
86074Q102
73846
4275966
SH
DFND
4275966
0
0
STONEGATE BK FT LAUDERDALE F
COM
861811107
8206
174259
SH
DFND
174259
0
0
STONEGATE MTG CORP
COM
86181Q300
2490
312844
SH
DFND
312844
0
0
SUCAMPO PHARMACEUTICALS INC
DBCV 3.250%12/1
864909AA4
33013
33200000
PRN
DFND
33200000
0
0
SUFFOLK BANCORP
COM
864739107
6726
166456
SH
DFND
166456
0
0
SUMMIT MIDSTREAM PARTNERS LP
COM UNIT LTD
866142102
627
26128
SH
DFND
26128
0
0
SUNOCO LOGISTICS PRTNRS L P
COM UNITS
86764L108
439
17976
SH
DFND
17976
0
0
SUNPOWER CORP
DBCV 0.750% 6/0
867652AG4
13420
14450000
PRN
DFND
14450000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
13357
16975000
PRN
DFND
16975000
0
0
T MOBILE US INC
CONV PFD SER A
872590203
87901
834525
SH
DFND
834525
0
0
TALLGRASS ENERGY PARTNERS LP
COM UNIT
874697105
599
11260
SH
DFND
11260
0
0
TARGA RES CORP
COM
87612G101
1295
21613
SH
DFND
21613
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
589
9875
SH
DFND
9875
0
0
TECNOGLASS INC
SHS
G87264100
707
65127
SH
DFND
65127
0
0
TEEKAY LNG PARTNERS L P
PRTNRSP UNITS
Y8564M105
357
20319
SH
DFND
20319
0
0
TESLA INC
NOTE 1.500% 6/0
88160RAA9
61780
27650000
PRN
DFND
27650000
0
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
15703
15000000
PRN
DFND
15000000
0
0
TESORO LOGISTICS LP
COM UNIT LP
88160T107
504
9250
SH
DFND
9250
0
0
THERAVANCE INC
NOTE 2.125% 1/1
88338TAB0
29618
31218000
PRN
DFND
31218000
0
0
TIME WARNER INC
COM NEW
887317303
132489
1355945
SH
DFND
1355945
0
0
TOPBUILD CORP
COM
89055F103
28857
613981
SH
DFND
613981
0
0
TRANSMONTAIGNE PARTNERS L P
COM UNIT L P
89376V100
899
20121
SH
DFND
20121
0
0
TRC COS INC
COM
872625108
6169
353500
SH
DFND
353500
0
0
TRINITY INDS INC
NOTE 3.875% 6/0
896522AF6
7011
5750000
PRN
DFND
5750000
0
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
46756
26500000
PRN
DFND
26500000
0
0
TYSON FOODS INC
UNIT 99/99/9999
902494301
155341
2294550
SH
DFND
2294550
0
0
ULTRATECH INC
COM
904034105
5178
174813
SH
DFND
174813
0
0
UNDER ARMOUR INC
CL C
904311206
800
43718
SH
DFND
43718
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
335
2042
SH
DFND
2042
0
0
UNITI GROUP INC
COM
91325V108
14114
546014
SH
DFND
546014
0
0
UNIVERSAL AMERN CORP NEW
COM
91338E101
2725
273305
SH
DFND
273305
0
0
VALERO ENERGY PARTNERS LP
COM UNT REP LP
91914J102
490
10221
SH
DFND
10221
0
0
VALLEY NATL BANCORP
*W EXP 11/14/201
919794131
40
116185
SH
DFND
116185
0
0
VALSPAR CORP
COM
920355104
186421
1680375
SH
DFND
1680375
0
0
VAREX IMAGING CORP
COM
92214X106
22484
669170
SH
DFND
669170
0
0
VCA INC
COM
918194101
129918
1419869
SH
DFND
1419869
0
0
VECTOR GROUP LTD
FRNT 1/1
92240MAY4
25814
17775000
PRN
DFND
17775000
0
0
VECTOR GROUP LTD
NOTE 1.750% 4/1
92240MBC1
9217
8125000
PRN
DFND
8125000
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
349952
136800000
PRN
DFND
136800000
0
0
VERSUM MATLS INC
COM
92532W103
28340
926131
SH
DFND
926131
0
0
VIRTUS INVT PARTNERS INC
PFD CV SER D
92828Q208
1748
17975
SH
DFND
17975
0
0
VITAMIN SHOPPE INC
NOTE 2.250%12/0
92849EAB7
853
1000000
PRN
DFND
1000000
0
0
WEATHERFORD INTL LTD
NOTE 5.875% 7/0
947075AH0
123508
95975000
PRN
DFND
95975000
0
0
WEBMD HEALTH CORP
NOTE 1.500%12/0
94770VAK8
28426
23875000
PRN
DFND
23875000
0
0
WEBMD HEALTH CORP
NOTE 2.500% 1/3
94770VAF9
37409
36675000
PRN
DFND
36675000
0
0
WELBILT INC
COM
949090104
327
16639
SH
DFND
16639
0
0
WELLTOWER INC
6.50% PFD PREPET
95040Q203
44196
697025
SH
DFND
697025
0
0
WESTAR ENERGY INC
COM
95709T100
171914
3167746
SH
DFND
3167746
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
625
10341
SH
DFND
10341
0
0
WESTERN REFNG INC
COM
959319104
106149
3026777
SH
DFND
3026777
0
0
WGL HLDGS INC
COM
92924F106
58045
703320
SH
DFND
703320
0
0
WHITEWAVE FOODS CO
COM
966244105
185989
3312368
SH
DFND
3312368
0
0
WILLIAMS CLAYTON ENERGY INC
COM
969490101
18987
143752
SH
DFND
143752
0
0
WILLIAMS PARTNERS L P NEW
COM UNIT LTD PAR
96949L105
773
18936
SH
DFND
18936
0
0
YAHOO INC
COM
984332106
176042
3793194
SH
DFND
3793194
0
0
YUM CHINA HLDGS INC
COM
98850P109
23616
868237
SH
DFND
868237
0
0
ZELTIQ AESTHETICS INC
COM
98933Q108
103279
1857194
SH
DFND
1857194
0
0