0001085146-17-001906.txt : 20170814 0001085146-17-001906.hdr.sgml : 20170814 20170814162533 ACCESSION NUMBER: 0001085146-17-001906 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 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: 171030569 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 06-30-2017 06-30-2017 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 07-31-2017 2 338 9144661 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 1576 1475000 PRN DFND 1475000 0 0 ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 21859 25325000 PRN DFND 25325000 0 0 ADIENT PLC ORD SHS G0084W101 24441 373829 SH DFND 373829 0 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 101454 57850000 PRN DFND 57850000 0 0 ADVANSIX INC COM 00773T101 406 13011 SH DFND 13011 0 0 AGRIUM INC COM 008916108 56615 625653 SH DFND 625653 0 0 AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 186 200528 SH DFND 200528 0 0 AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 33979 34650000 PRN DFND 34650000 0 0 AKORN INC COM 009728106 116243 3465808 SH DFND 3465808 0 0 ALBANY MOLECULAR RESH INC COM 012423109 18714 862379 SH DFND 862379 0 0 ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 6501 4550000 PRN DFND 4550000 0 0 ALCOA CORP COM 013872106 29021 888850 SH DFND 888850 0 0 ALERE INC COM 01449J105 106426 2120458 SH DFND 2120458 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 49063 34325000 PRN DFND 34325000 0 0 ALLIANCE CALIF MUN INCOME FD COM 018546101 191 13965 SH DFND 13965 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 29295 553787 SH DFND 553787 0 0 ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 29635 29125000 PRN DFND 29125000 0 0 ALON USA ENERGY INC COM 020520102 9861 740306 SH DFND 740306 0 0 AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 31409 32675000 PRN DFND 32675000 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 4023 4000000 PRN DFND 4000000 0 0 AMERIGAS PARTNERS L P UNIT L P INT 030975106 540 11964 SH DFND 11964 0 0 AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 10008 13400000 PRN DFND 13400000 0 0 AMYRIS INC COM NEW 03236M200 206 64745 SH DFND 64745 0 0 AMYRIS INC NOTE 9.500% 4/1 03236MAF8 6973 9626000 PRN DFND 9626000 0 0 ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 554 525000 PRN DFND 525000 0 0 ANTERO MIDSTREAM GP LP COM SHS REPSTG 03675Y103 319 14500 SH DFND 14500 0 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 139687 54129000 PRN DFND 54129000 0 0 ANTHEM INC UNIT 05/01/20188 036752202 101894 1920000 SH DFND 1920000 0 0 APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 10383 9450000 PRN DFND 9450000 0 0 APTEVO THERAPEUTICS INC COM 03835L108 274 132502 SH DFND 132502 0 0 ARMSTRONG FLOORING INC COM 04238R106 251 13995 SH DFND 13995 0 0 ASTORIA FINL CORP COM 046265104 37904 1881081 SH DFND 1881081 0 0 ATLANTICUS HLDGS CORP COM 04914Y102 509 191430 SH DFND 191430 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 32111 29325000 PRN DFND 29325000 0 0 ATWOOD OCEANICS INC COM 050095108 27399 3361829 SH DFND 3361829 0 0 AVID TECHNOLOGY INC NOTE 2.000% 6/1 05367PAB6 443 600000 PRN DFND 600000 0 0 AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 450 1000000 SH DFND 1000000 0 0 AVISTA HEALTHCARE PUB ACQ CO CL A G0726L125 3500 355300 SH DFND 355300 0 0 AXAR ACQUISITION CORP *W EXP 12/31/202 05455L110 56 697500 SH DFND 697500 0 0 AZUL S A SPONSR ADR PFD 05501U106 316 15000 SH DFND 15000 0 0 BARD C R INC COM 067383109 116100 367276 SH DFND 367276 0 0 BARINGTON HILCO ACQUISITION *W EXP 02/11/201 06759V127 74 487260 SH DFND 487260 0 0 BARINGTON HILCO ACQUISITION RIGHT 02/13/2017 06759V119 195 487260 SH DFND 487260 0 0 BARNES & NOBLE ED INC COM 06777U101 297 27916 SH DFND 27916 0 0 BCE INC COM NEW 05534B760 7472 166165 SH DFND 166165 0 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 32904 600000 SH DFND 600000 0 0 BIOVERATIV INC COM 09075E100 33976 564675 SH DFND 564675 0 0 BISON CAP ACQUISITION CORP UNIT 99/99/9999T G1142P120 1530 150000 SH DFND 150000 0 0 BLACK HILLS CORP UNIT 99/99/9999 092113125 20838 281523 SH DFND 281523 0 0 BLACKHAWK NETWORK HLDGS INC COM 09238E104 8331 191080 SH DFND 191080 0 0 BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 14324 14000000 PRN DFND 14000000 0 0 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 672 37302 SH DFND 37302 0 0 BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 1147 1698740 SH DFND 1698740 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 175089 13884905 SH DFND 13884905 0 0 BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 10169 10000000 PRN DFND 10000000 0 0 BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 4630 4650000 PRN DFND 4650000 0 0 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 594 9287 SH DFND 9287 0 0 CABELAS INC COM 126804301 139407 2346126 SH DFND 2346126 0 0 CABLE ONE INC COM 12685J105 19597 27567 SH DFND 27567 0 0 CAPITAL BK FINL CORP CL A COM 139794101 50800 1333344 SH DFND 1333344 0 0 CARE CAP PPTYS INC COM 141624106 95534 3578037 SH DFND 3578037 0 0 CBOE HLDGS INC COM 12503M108 326 3568 SH DFND 3568 0 0 CDN IMPERIAL BK COMM TORONTO COM 136069101 1165 14356 SH DFND 14356 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 88917 74175000 PRN DFND 74175000 0 0 CENTRAL SECS CORP COM 155123102 429 17224 SH DFND 17224 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 589 18185 SH DFND 18185 0 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 37434 36700000 PRN DFND 36700000 0 0 COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 181 9282097 SH DFND 9282097 0 0 COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2463 5000000 PRN DFND 5000000 0 0 CONDUENT INC COM 206787103 20086 1260070 SH DFND 1260070 0 0 CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 315 16600 SH DFND 16600 0 0 CONSTELLATION ALPHA CAPITAL UNIT 99/99/9999 G2379F124 7105 700000 SH DFND 700000 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 10448 4725000 PRN DFND 4725000 0 0 CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 1681 1500000 PRN DFND 1500000 0 0 COWEN INC NOTE 3.000% 3/1 223622AB7 4687 4550000 PRN DFND 4550000 0 0 CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 656 27936 SH DFND 27936 0 0 CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 14508 13395000 PRN DFND 13395000 0 0 CU BANCORP CALIF COM 126534106 30739 850314 SH DFND 850314 0 0 DASEKE INC *W EXP 03/31/202 23753F115 461 378003 SH DFND 378003 0 0 DCP MIDSTREAM LP COM UT LTD PTN 23311P100 698 20646 SH DFND 20646 0 0 DELTA NAT GAS INC COM 247748106 1793 58838 SH DFND 58838 0 0 DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 1726 1750000 PRN DFND 1750000 0 0 DIGITALGLOBE INC COM NEW 25389M877 59962 1800665 SH DFND 1800665 0 0 DOMINION ENERGY INC UNIT 08/15/2019 25746U836 15325 303475 SH DFND 303475 0 0 DOMINION ENERGY INC UNIT 99/99/9999 25746U869 9658 200000 SH DFND 200000 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 292 12726 SH DFND 12726 0 0 DOW CHEM CO COM 260543103 5134 81395 SH DFND 81395 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 74515 923249 SH DFND 923249 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 190756 3118972 SH DFND 3118972 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 17737 15225000 PRN DFND 15225000 0 0 DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 29399 477175 SH DFND 477175 0 0 EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 611 718250 SH DFND 718250 0 0 EBAY INC COM 278642103 29096 833220 SH DFND 833220 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 14871 15450000 PRN DFND 15450000 0 0 ELDORADO RESORTS INC COM 28470R102 221 11064 SH DFND 11064 0 0 EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 38036 29400000 PRN DFND 29400000 0 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 678 42553 SH DFND 42553 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 491 30665 SH DFND 30665 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 18270 380471 SH DFND 380471 0 0 ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 1144 56084 SH DFND 56084 0 0 ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 651 38409 SH DFND 38409 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 752 27760 SH DFND 27760 0 0 ENVISION HEALTHCARE CORP PFD CNV 5.25% A1 29414D209 1296 11400 SH DFND 11400 0 0 EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 52999 41325000 PRN DFND 41325000 0 0 EZCORP INC NOTE 2.625% 6/1 302301AB2 27356 27950000 PRN DFND 27950000 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 8969 573084 SH DFND 573084 0 0 FELCOR LODGING TR INC COM 31430F101 39424 5467973 SH DFND 5467973 0 0 FERRARI N V COM N3167Y103 19479 226453 SH DFND 226453 0 0 FIDELITY & GTY LIFE COM 315785105 14630 471189 SH DFND 471189 0 0 FINTECH ACQUISITION CORP II *W EXP 01/19/202 31810G117 1080 900000 SH DFND 900000 0 0 FINTECH ACQUISITION CORP II COM 31810G109 2940 300000 SH DFND 300000 0 0 FIRST CMNTY FINL PARTNERS IN COM 31985Q106 174 13473 SH DFND 13473 0 0 FIRST POTOMAC RLTY TR COM 33610F109 4474 402671 SH DFND 402671 0 0 FLOOR & DECOR HLDGS INC CL A 339750101 589 15000 SH DFND 15000 0 0 FORESTAR GROUP INC COM 346233109 28065 1636462 SH DFND 1636462 0 0 FORTIVE CORP COM 34959J108 29820 470721 SH DFND 470721 0 0 FORUM MERGER CORP *W EXP 06/01/202 34985B111 255 750000 SH DFND 750000 0 0 FORUM MERGER CORP COM CL A 34985B103 6797 700000 SH DFND 700000 0 0 FORUM MERGER CORP RIGHT 06/01/2019 34985B129 547 1500000 SH DFND 1500000 0 0 GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAB6 433 450000 PRN DFND 450000 0 0 GANNETT CO INC COM 36473H104 2569 294634 SH DFND 294634 0 0 GARDNER DENVER HLDGS INC COM 36555P107 216 10000 SH DFND 10000 0 0 GARTNER INC COM 366651107 678 5490 SH DFND 5490 0 0 GAS NAT INC COM 367204104 1618 125461 SH DFND 125461 0 0 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 16511 541335 SH DFND 541335 0 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 26072 34390000 PRN DFND 34390000 0 0 GENERAL COMMUNICATION INC CL A 369385109 9671 263937 SH DFND 263937 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 594 18725 SH DFND 18725 0 0 GENWORTH FINL INC COM CL A 37247D106 29392 7796296 SH DFND 7796296 0 0 GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 214 1068000 SH DFND 1068000 0 0 GORES HLDGS II INC *W EXP 03/06/202 382867117 199 133333 SH DFND 133333 0 0 GREAT PLAINS ENERGY INC DEP SHS 1/20 B 391164878 61977 1159125 SH DFND 1159125 0 0 HARMONIC INC NOTE 4.000%12/0 413160AB8 1157 1000000 PRN DFND 1000000 0 0 HARMONY MERGER CORP *W EXP 01/01/202 413247123 1100 1375100 SH DFND 1375100 0 0 HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 4621 2250000 PRN DFND 2250000 0 0 HENNESSY CAP ACQUSTON CORP I UNIT 06/15/2024 42588L204 5025 500000 SH DFND 500000 0 0 HERC HLDGS INC COM 42704L104 306 7787 SH DFND 7787 0 0 HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 346 17000 SH DFND 17000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 20360 1227238 SH DFND 1227238 0 0 HILTON GRAND VACATIONS INC COM 43283X105 13988 387921 SH DFND 387921 0 0 HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 585 18004 SH DFND 18004 0 0 HOLOGIC INC FRNT 12/1 436440AG6 30252 23950000 PRN DFND 23950000 0 0 HUNTSMAN CORP COM 447011107 173105 6699104 SH DFND 6699104 0 0 HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 23361 24255000 PRN DFND 24255000 0 0 ILLUMINA INC NOTE 6/1 452327AF6 44635 43975000 PRN DFND 43975000 0 0 INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 1079 1000000 PRN DFND 1000000 0 0 INGEVITY CORP COM 45688C107 26760 466198 SH DFND 466198 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 7292 6475000 PRN DFND 6475000 0 0 INSPIRED ENTMT INC COM 45782N108 819 62976 SH DFND 62976 0 0 INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 31326 29518000 PRN DFND 29518000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 134337 81201000 PRN DFND 81201000 0 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 18234 15000000 PRN DFND 15000000 0 0 INTRAWEST RESORTS HLDGS INC COM 46090K109 10864 457612 SH DFND 457612 0 0 INVACARE CORP NOTE 5.000% 2/1 461203AF8 5381 5000000 PRN DFND 5000000 0 0 INVESCO CALIF VALUE MUN INC COM 46132H106 148 11734 SH DFND 11734 0 0 INVESCO VALUE MUN INCOME TR COM 46132P108 460 30342 SH DFND 30342 0 0 JASON INDS INC *W EXP 06/30/201 471172114 175 1933070 SH DFND 1933070 0 0 JENSYN ACQUISITION CORP *W EXP 03/07/202 47632B110 35 174000 SH DFND 174000 0 0 JENSYN ACQUISITION CORP COM 47632B102 706 69000 SH DFND 69000 0 0 JENSYN ACQUISITION CORP RIGHT 99/99/9999 47632B128 42 174000 SH DFND 174000 0 0 KATE SPADE & CO COM 485865109 112633 6091574 SH DFND 6091574 0 0 KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 195 250000 SH DFND 250000 0 0 KAYNE ANDERSON ACQUISITION COM CL A 48661U102 4848 498750 SH DFND 498750 0 0 KBL MERGER CORP IV UNIT 01/15/2024 48242A203 10200 1000000 SH DFND 1000000 0 0 KCG HLDGS INC CL A 48244B100 37390 1875135 SH DFND 1875135 0 0 KINDER MORGAN INC DEL COM 49456B101 526 27467 SH DFND 27467 0 0 KNOWLES CORP NOTE 3.250%11/0 49926DAB5 11511 9750000 PRN DFND 9750000 0 0 LAMB WESTON HLDGS INC COM 513272104 31080 705730 SH DFND 705730 0 0 LANDCADIA HLDGS INC *W EXP 06/01/202 51476W115 380 500000 SH DFND 500000 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 25397 3813337 SH DFND 3813337 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 168069 2834210 SH DFND 2834210 0 0 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 11284 20800910 PRN DFND 20800910 0 0 LSC COMMUNICATIONS INC COM 50218P107 233 10871 SH DFND 10871 0 0 LUMENTUM HLDGS INC COM 55024U109 21385 374853 SH DFND 374853 0 0 LUMOS NETWORKS CORP COM 550283105 8567 479425 SH DFND 479425 0 0 M I ACQUISITIONS INC *W EXP 99/99/999 55304A112 76 250000 SH DFND 250000 0 0 M I ACQUISITIONS INC COM 55304A104 2505 250000 SH DFND 250000 0 0 M III ACQUISITION CORP *W EXP 10/10/202 55378T112 364 808712 SH DFND 808712 0 0 M III ACQUISITION CORP COM 55378T104 4005 408712 SH DFND 408712 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 2904 37045 SH DFND 37045 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 645 9057 SH DFND 9057 0 0 MANITOWOC INC COM 563571108 336 55865 SH DFND 55865 0 0 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 535 30468 SH DFND 30468 0 0 MATLIN & PARTNERS ACQUISITIO *W EXP 03/15/202 57682V114 1250 2500000 SH DFND 2500000 0 0 MATLIN & PARTNERS ACQUISITIO CL A 57682V106 3864 400000 SH DFND 400000 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 53219 40800000 PRN DFND 40800000 0 0 MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 10724 7650000 PRN DFND 7650000 0 0 MERITOR INC NOTE 7.875% 3/0 59001KAC4 36311 21281000 PRN DFND 21281000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 100487 66575000 PRN DFND 66575000 0 0 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 81779 29305000 PRN DFND 29305000 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 175982 2802260 SH DFND 2802260 0 0 MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 332 850000 SH DFND 850000 0 0 MODERN MEDIA ACQUISITION COM 60765P103 14167 1450000 SH DFND 1450000 0 0 MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 680 1700000 SH DFND 1700000 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 46485 36299000 PRN DFND 36299000 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 151392 86325000 PRN DFND 86325000 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 11233 651160 SH DFND 651160 0 0 MONSANTO CO NEW COM 61166W101 186459 1575358 SH DFND 1575358 0 0 MPLX LP COM UNIT REP LTD 55336V100 772 23115 SH DFND 23115 0 0 MSG NETWORK INC CL A 553573106 28103 1251805 SH DFND 1251805 0 0 NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 1150 2090000 SH DFND 2090000 0 0 NATIONAL ENERGY SERVICES REU SHS G6375R107 15137 1590000 SH DFND 1590000 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 7055 153377 SH DFND 153377 0 0 NEUSTAR INC CL A 64126X201 39778 1192744 SH DFND 1192744 0 0 NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3772 3725000 PRN DFND 3725000 0 0 NEWS CORP NEW CL A 65249B109 3569 260487 SH DFND 260487 0 0 NICE LTD SPONSORED ADR 653656108 3609 45840 SH DFND 45840 0 0 NOBLE ENERGY INC COM 655044105 1348 47645 SH DFND 47645 0 0 NORD ANGLIA EDUCATION INC SHS G6583A102 16730 513656 SH DFND 513656 0 0 NOVADAQ TECHNOLOGIES INC COM 66987G102 7340 626264 SH DFND 626264 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 501074 119892000 PRN DFND 119892000 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 3161 181559 SH DFND 181559 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 720 15439 SH DFND 15439 0 0 NXP SEMICONDUCTORS N V COM N6596X109 211928 1936300 SH DFND 1936300 0 0 NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 20717 17300000 PRN DFND 17300000 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 17893 18200000 PRN DFND 18200000 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 876 17157 SH DFND 17157 0 0 ORIGO ACQUISITION CORP RIGHT 09/12/2017 G67789134 77 325500 SH DFND 325500 0 0 ORIGO ACQUISITION CORP SHS G67789126 3385 325500 SH DFND 325500 0 0 PACIFIC CONTINENTAL CORP COM 69412V108 24073 942191 SH DFND 942191 0 0 PACIFIC PREMIER BANCORP COM 69478X105 1384 37511 SH DFND 37511 0 0 PACIFIC SPL ACQUISITION CORP RIGHT 03/15/2017 G68588113 220 373500 SH DFND 373500 0 0 PACIFIC SPL ACQUISITION CORP SHS G68588105 3735 373500 SH DFND 373500 0 0 PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 21241 22300000 PRN DFND 22300000 0 0 PANERA BREAD CO CL A 69840W108 114846 365009 SH DFND 365009 0 0 PAREXEL INTL CORP COM 699462107 109948 1265075 SH DFND 1265075 0 0 PARK HOTELS RESORTS INC COM 700517105 17507 649362 SH DFND 649362 0 0 PARK STERLING CORP COM 70086Y105 4563 384054 SH DFND 384054 0 0 PARKWAY INC COM 70156Q107 11228 490522 SH DFND 490522 0 0 PATHEON N V SHS N6865W105 46539 1334274 SH DFND 1334274 0 0 PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 18664 17639000 PRN DFND 17639000 0 0 PATTERSON UTI ENERGY INC COM 703481101 1519 75242 SH DFND 75242 0 0 PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 4525 5000000 PRN DFND 5000000 0 0 PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 417 8445 SH DFND 8445 0 0 PJT PARTNERS INC COM CL A 69343T107 383 9524 SH DFND 9524 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 467 17770 SH DFND 17770 0 0 PRICELINE GRP INC COM NEW 741503403 2430 1299 SH DFND 1299 0 0 PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 168331 85150000 PRN DFND 85150000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 18794 18700000 PRN DFND 18700000 0 0 PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 15019 15000000 PRN DFND 15000000 0 0 QUALITY CARE PPTYS INC COM 747545101 23939 1307407 SH DFND 1307407 0 0 QUIDEL CORP NOTE 3.250%12/1 74838JAA9 1114 1000000 PRN DFND 1000000 0 0 QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 1048 2758510 SH DFND 2758510 0 0 QUORUM HEALTH CORP COM 74909E106 198 47681 SH DFND 47681 0 0 RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 3883 3575000 PRN DFND 3575000 0 0 RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 742 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 1554 1500000 PRN DFND 1500000 0 0 REYNOLDS AMERICAN INC COM 761713106 157507 2421694 SH DFND 2421694 0 0 RICE ENERGY INC COM 762760106 140605 5279933 SH DFND 5279933 0 0 RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 498 24968 SH DFND 24968 0 0 RMR REAL ESTATE INCOME FUND COM 76970B101 227 10378 SH DFND 10378 0 0 ROCKWELL COLLINS INC COM 774341101 906 8622 SH DFND 8622 0 0 ROSEHILL RES INC *W EXP 09/16/202 777385113 534 489600 SH DFND 489600 0 0 SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 53 42000 SH DFND 42000 0 0 SABAN CAP ACQUISITION CORP COM CL A 78516C106 840 84000 SH DFND 84000 0 0 SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 20251 20150000 PRN DFND 20150000 0 0 SEACOR MARINE HLDGS INC COM 78413P101 862 42320 SH DFND 42320 0 0 SEMGROUP CORP CL A 81663A105 433 16033 SH DFND 16033 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 14669 10000000 PRN DFND 10000000 0 0 SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 297 9809 SH DFND 9809 0 0 SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 23124 24025000 PRN DFND 24025000 0 0 SILVER RUN ACQUISITION *W EXP 03/28/202 82812A111 597 333333 SH DFND 333333 0 0 SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 25089 25650000 PRN DFND 25650000 0 0 SIRIUS XM HLDGS INC COM 82968B103 366 66942 SH DFND 66942 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 7485 292963 SH DFND 292963 0 0 SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 5642 379300 SH DFND 379300 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 490 11414 SH DFND 11414 0 0 SPECTRANETICS CORP COM 84760C107 44215 1151431 SH DFND 1151431 0 0 SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 5188 3825000 PRN DFND 3825000 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 33497 33750000 PRN DFND 33750000 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 13449 13525000 PRN DFND 13525000 0 0 SPX CORP COM 784635104 240 9552 SH DFND 9552 0 0 SQUARE INC CL A 852234103 7332 312534 SH DFND 312534 0 0 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 26367 26236000 PRN DFND 26236000 0 0 STAPLES INC COM 855030102 63079 6264011 SH DFND 6264011 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 38917 34175000 PRN DFND 34175000 0 0 STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 20363 20000000 PRN DFND 20000000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 10268 9415000 PRN DFND 9415000 0 0 STELLAR ACQUISITION III INC COM Y8172W107 3006 300000 SH DFND 300000 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 29289 634233 SH DFND 634233 0 0 STRAIGHT PATH COMMUNICATNS I CL B 862578101 39956 222413 SH DFND 222413 0 0 SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 34295 34950000 PRN DFND 34950000 0 0 SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 703 31028 SH DFND 31028 0 0 SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 13872 14450000 PRN DFND 14450000 0 0 SWIFT TRANSN CO CL A 87074U101 57360 2164544 SH DFND 2164544 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 16196 1479055 SH DFND 1479055 0 0 T MOBILE US INC CONV PFD SER A 872590203 45387 459525 SH DFND 459525 0 0 TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 569 11360 SH DFND 11360 0 0 TARGA RES CORP COM 87612G101 981 21713 SH DFND 21713 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 549 9975 SH DFND 9975 0 0 TECNOGLASS INC SHS G87264100 282 30211 SH DFND 30211 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 315 20519 SH DFND 20519 0 0 TESLA INC COM 88160R101 16618 45955 SH DFND 45955 0 0 TESLA INC NOTE 1.500% 6/0 88160RAA9 80774 27650000 PRN DFND 27650000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 38203 30350000 PRN DFND 30350000 0 0 TESORO CORP COM 881609101 2230 23824 SH DFND 23824 0 0 TESORO LOGISTICS LP COM UNIT LP 88160T107 483 9350 SH DFND 9350 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 28525 31218000 PRN DFND 31218000 0 0 TIME WARNER INC COM NEW 887317303 204399 2035648 SH DFND 2035648 0 0 TOPBUILD CORP COM 89055F103 23317 439358 SH DFND 439358 0 0 TPG PACE ENERGY HLDGS CORP UNIT 99/99/9999 872656202 5220 500000 SH DFND 500000 0 0 TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 2052 200000 SH DFND 200000 0 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 849 20221 SH DFND 20221 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 37052 29450000 PRN DFND 29450000 0 0 TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 49820 26500000 PRN DFND 26500000 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 126200 1845025 SH DFND 1845025 0 0 UNISYS CORP NOTE 5.500% 3/0 909214BS6 23457 15325000 PRN DFND 15325000 0 0 UNITED BANKSHARES INC WEST V COM 909907107 422 10772 SH DFND 10772 0 0 UNITEDHEALTH GROUP INC COM 91324P102 379 2042 SH DFND 2042 0 0 VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 471 10321 SH DFND 10321 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 30 116185 SH DFND 116185 0 0 VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 625 500000 SH DFND 500000 0 0 VANTAGE ENERGY ACQUISITION COM CL A 92211L105 1950 200000 SH DFND 200000 0 0 VAREX IMAGING CORP COM 92214X106 24262 717803 SH DFND 717803 0 0 VCA INC COM 918194101 162506 1760438 SH DFND 1760438 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 26096 17775000 PRN DFND 17775000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 371758 136300000 PRN DFND 136300000 0 0 VERSUM MATLS INC COM 92532W103 30342 933595 SH DFND 933595 0 0 VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 1803 17975 SH DFND 17975 0 0 VITAMIN SHOPPE INC NOTE 2.250%12/0 92849EAB7 793 1000000 PRN DFND 1000000 0 0 VWR CORP COM 91843L103 35426 1073195 SH DFND 1073195 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 97355 95975000 PRN DFND 95975000 0 0 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 37982 36675000 PRN DFND 36675000 0 0 WEBMD HEALTH CORP NOTE 2.625% 6/1 94770VAM4 17216 17500000 PRN DFND 17500000 0 0 WELBILT INC COM 949090104 314 16639 SH DFND 16639 0 0 WELLTOWER INC 6.50% PFD PREPET 95040Q203 46352 697025 SH DFND 697025 0 0 WEST CORP COM 952355204 52212 2238946 SH DFND 2238946 0 0 WESTAR ENERGY INC COM 95709T100 181773 3428377 SH DFND 3428377 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 634 11341 SH DFND 11341 0 0 WGL HLDGS INC COM 92924F106 64160 769030 SH DFND 769030 0 0 WHOLE FOODS MKT INC COM 966837106 53962 1281445 SH DFND 1281445 0 0 WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 780 19436 SH DFND 19436 0 0 WORKDAY INC NOTE 0.750% 7/1 98138HAC5 23560 19000000 PRN DFND 19000000 0 0 XACTLY CORP COM 98386L101 5712 364956 SH DFND 364956 0 0 XCERRA CORP COM 98400J108 26633 2725971 SH DFND 2725971 0 0 YUM CHINA HLDGS INC COM 98850P109 38836 984946 SH DFND 984946 0 0