0001085146-17-002451.txt : 20171114
0001085146-17-002451.hdr.sgml : 20171114
20171114162304
ACCESSION NUMBER: 0001085146-17-002451
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171114
DATE AS OF CHANGE: 20171114
EFFECTIVENESS DATE: 20171114
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: 171201893
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
09-30-2017
09-30-2017
false
CNH PARTNERS LLC
TWO GREENWICH PLAZA
GREENWICH
CT
06830
13F HOLDINGS REPORT
028-10114
N
Henry Parkin
Authorized Signatory
203-742-3600
/s/ Henry Parkin
Greenwich
CT
11-02-2017
2
322
9235892
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
NOTE 3.500% 2/0
004397AF2
1503
1475000
PRN
DFND
1475000
0
0
ACORDA THERAPEUTICS INC
NOTE 1.750% 6/1
00484MAA4
24162
26625000
PRN
DFND
26625000
0
0
ADIENT PLC
ORD SHS
G0084W101
29465
350811
SH
DFND
350811
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
103498
58350000
PRN
DFND
58350000
0
0
ADVANSIX INC
COM
00773T101
517
13011
SH
DFND
13011
0
0
ADVISORY BRD CO
COM
00762W107
24596
458665
SH
DFND
458665
0
0
AGRIUM INC
COM
008916108
6812
63535
SH
DFND
63535
0
0
AKAMAI TECHNOLOGIES INC
DBCV 2/1
00971TAG6
34227
35150000
PRN
DFND
35150000
0
0
AKORN INC
COM
009728106
109380
3295577
SH
DFND
3295577
0
0
ALCOA CORP
COM
013872106
18830
403897
SH
DFND
403897
0
0
ALERE INC
COM
01449J105
108673
2131268
SH
DFND
2131268
0
0
ALLEGHENY TECHNOLOGIES INC
NOTE 4.750% 7/0
01741RAG7
62298
33950000
PRN
DFND
33950000
0
0
ALLERGAN PLC
PFD CONV SER A
G0177J116
43819
59750
SH
DFND
59750
0
0
ALLIANCE CALIF MUN INCOME FD
COM
018546101
193
13965
SH
DFND
13965
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
NOTE 1.250% 7/0
01988PAD0
32141
30250000
PRN
DFND
30250000
0
0
ALTABA INC
COM
021346101
312818
4722497
SH
DFND
4722497
0
0
AMAG PHARMACEUTICALS INC
NOTE 3.250% 6/0
00163UAD8
30786
31575000
PRN
DFND
31575000
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
4030
4000000
PRN
DFND
4000000
0
0
AMERIGAS PARTNERS L P
UNIT L P INT
030975106
574
12764
SH
DFND
12764
0
0
AMTRUST FINL SVCS INC
NOTE 2.750%12/1
032359AG6
9916
13400000
PRN
DFND
13400000
0
0
AMYRIS INC
COM NEW
03236M200
207
64745
SH
DFND
64745
0
0
AMYRIS INC
NOTE 9.500% 4/1
03236MAF8
6997
9626000
PRN
DFND
9626000
0
0
ANDEAVOR LOGISTICS LP
COM UNIT LP INT
03350F106
578
11550
SH
DFND
11550
0
0
ANTERO MIDSTREAM GP LP
COM SHS REPSTG
03675Y103
618
30200
SH
DFND
30200
0
0
ANTHEM INC
NOTE 2.750%10/1
94973VBG1
140735
54129000
PRN
DFND
54129000
0
0
ANTHEM INC
UNIT 05/01/20188
036752202
100877
1920000
SH
DFND
1920000
0
0
APOLLO COML REAL EST FIN INC
NOTE 4.750% 8/2
03762UAB1
15291
15000000
PRN
DFND
15000000
0
0
APOLLO COML REAL EST FIN INC
NOTE 5.500% 3/1
03762UAA3
24561
22650000
PRN
DFND
22650000
0
0
APTEVO THERAPEUTICS INC
COM
03835L108
303
132502
SH
DFND
132502
0
0
ARMSTRONG FLOORING INC
COM
04238R106
220
13995
SH
DFND
13995
0
0
ASTORIA FINL CORP
COM
046265104
34823
1619668
SH
DFND
1619668
0
0
ATLANTICUS HLDGS CORP
COM
04914Y102
444
191430
SH
DFND
191430
0
0
ATLAS AIR WORLDWIDE HLDGS IN
NOTE 1.875% 6/0
049164BJ4
36476
28525000
PRN
DFND
28525000
0
0
ATWOOD OCEANICS INC
COM
050095108
37356
3978237
SH
DFND
3978237
0
0
AVID TECHNOLOGY INC
NOTE 2.000% 6/1
05367PAB6
452
600000
PRN
DFND
600000
0
0
AVISTA CORP
COM
05379B107
111015
2144385
SH
DFND
2144385
0
0
AVISTA HEALTHCARE PUB ACQ CO
*W EXP 99/99/999
G0726L117
400
1000000
SH
DFND
1000000
0
0
AVISTA HEALTHCARE PUB ACQ CO
CL A
G0726L125
2000
200000
SH
DFND
200000
0
0
BANKRATE INC DEL
COM
06647F102
47061
3373518
SH
DFND
3373518
0
0
BARD C R INC
COM
067383109
169222
527993
SH
DFND
527993
0
0
BARINGTON HILCO ACQUISITION
*W EXP 02/11/201
06759V127
49
487260
SH
DFND
487260
0
0
BARINGTON HILCO ACQUISITION
RIGHT 02/13/2017
06759V119
122
487260
SH
DFND
487260
0
0
BECTON DICKINSON & CO
PFD SHS CONV A
075887208
11765
213125
SH
DFND
213125
0
0
BIOVERATIV INC
COM
09075E100
26713
468072
SH
DFND
468072
0
0
BISON CAP ACQUISITION CORP
ORD SHS
G1142P104
1481
150000
SH
DFND
150000
0
0
BISON CAP ACQUISITION CORP
RIGHT 03/20/2019
G1142P138
45
150000
SH
DFND
150000
0
0
BLACK HILLS CORP
UNIT 99/99/9999
092113125
21173
281523
SH
DFND
281523
0
0
BLACKHAWK NETWORK HLDGS INC
COM
09238E104
8187
186927
SH
DFND
186927
0
0
BLACKSTONE MTG TR INC
NOTE 4.375% 5/0
09257WAB6
17697
17500000
PRN
DFND
17500000
0
0
BOARDWALK PIPELINE PARTNERS
UT LTD PARTNER
096627104
548
37302
SH
DFND
37302
0
0
BOB EVANS FARMS INC
COM
096761101
4988
64357
SH
DFND
64357
0
0
BORQS TECHNOLOGIES INC
SHS
G1466B103
133
23130
SH
DFND
23130
0
0
BOULEVARD ACQUISITION
*W EXP 09/25/202
10157Q110
1178
1323740
SH
DFND
1323740
0
0
BRIGHTHOUSE FINL INC
COM
10922N103
26702
439181
SH
DFND
439181
0
0
BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
188652
15786776
SH
DFND
15786776
0
0
BROCADE COMMUNICATIONS SYS I
NOTE 1.375% 1/0
111621AQ1
10031
10000000
PRN
DFND
10000000
0
0
BROOKDALE SR LIVING INC
NOTE 2.750% 6/1
112463AA2
4644
4650000
PRN
DFND
4650000
0
0
BUCKEYE PARTNERS L P
UNIT LTD PARTN
118230101
564
9887
SH
DFND
9887
0
0
CALGON CARBON CORP
COM
129603106
29960
1400000
SH
DFND
1400000
0
0
CALPINE CORP
COM NEW
131347304
115750
7847445
SH
DFND
7847445
0
0
CAPITAL BK FINL CORP
CL A COM
139794101
71393
1739172
SH
DFND
1739172
0
0
CAPITOL INVT CORP IV
UNIT 99/99/9999
G18920119
5060
500000
SH
DFND
500000
0
0
CARS COM INC
COM
14575E105
17100
642609
SH
DFND
642609
0
0
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
11113
9700000
PRN
DFND
9700000
0
0
CENTRAL SECS CORP
COM
155123102
302
11677
SH
DFND
11677
0
0
CF CORP
*W EXP 05/25/202
G20307115
633
300000
SH
DFND
300000
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
576
19985
SH
DFND
19985
0
0
CIENA CORP
NOTE 3.750%10/1
171779AJ0
44845
37005000
PRN
DFND
37005000
0
0
COLONY CAP INC
NOTE 3.875% 1/1
19624RAB2
36998
36700000
PRN
DFND
36700000
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 99/99/9999
203668116
108
9282097
SH
DFND
9282097
0
0
COMPUCREDIT HLDGS CORP
NOTE 5.875%11/3
20478NAD2
2413
5000000
PRN
DFND
5000000
0
0
CONDUENT INC
COM
206787103
26515
1692094
SH
DFND
1692094
0
0
CONE MIDSTREAM PARTNERS LP
COM UNIT REPST
206812109
526
33200
SH
DFND
33200
0
0
CONSTELLATION ALPHA CAP CORP
RIGHT 99/99/9999
G2379F132
224
700000
SH
DFND
700000
0
0
CONSTELLATION ALPHA CAP CORP
SHS
G2379F108
6797
700000
SH
DFND
700000
0
0
CONVERGYS CORP
SDCV 5.750% 9/1
212485AE6
11240
4725000
PRN
DFND
4725000
0
0
CORENERGY INFRASTRUCTURE TR
NOTE 7.000% 6/1
21870UAA4
1746
1500000
PRN
DFND
1500000
0
0
COWEN INC
NOTE 3.000% 3/1
223622AB7
4481
4250000
PRN
DFND
4250000
0
0
CRESTWOOD EQUITY PARTNERS LP
UNIT LTD PARTNER
226344208
682
27936
SH
DFND
27936
0
0
CSG SYS INTL INC
NOTE 4.250% 3/1
126349AF6
22114
20595000
PRN
DFND
20595000
0
0
CU BANCORP CALIF
COM
126534106
34222
882569
SH
DFND
882569
0
0
CYPRESS SEMICONDUCTOR CORP
NOTE 4.500% 1/1
232806AM1
17038
13025000
PRN
DFND
13025000
0
0
DASEKE INC
*W EXP 02/27/202
23753F115
624
378003
SH
DFND
378003
0
0
DCP MIDSTREAM LP
COM UT LTD PTN
23311P100
715
20646
SH
DFND
20646
0
0
DELTA TECHNOLOGY HLDGS LTD
*W EXP 12/18/201
G8477B113
33
866998
SH
DFND
866998
0
0
DIGITAL RLTY TR INC
COM
253868103
2251
19024
SH
DFND
19024
0
0
DIGITALGLOBE INC
COM NEW
25389M877
72264
2050045
SH
DFND
2050045
0
0
DISH NETWORK CORP
NOTE 3.375% 8/1
25470MAB5
103947
92500000
PRN
DFND
92500000
0
0
DOMINION DIAMOND CORP
COM
257287102
54187
3821353
SH
DFND
3821353
0
0
DOMINION ENERGY INC
UNIT 08/15/2019
25746U836
15477
303475
SH
DFND
303475
0
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
274
12726
SH
DFND
12726
0
0
DOUBLE EAGLE ACQUISITION COR
*W EXP 09/16/202
G28195116
1206
1747500
SH
DFND
1747500
0
0
DRAPER OAKWOOD TECHNOLOGY
UNIT 09/30/2024
26146L202
1527
150000
SH
DFND
150000
0
0
EASTERLY ACQUISITION CORP
*W EXP 07/29/202
27616L110
487
573250
SH
DFND
573250
0
0
ECHO GLOBAL LOGISTICS INC
NOTE 2.500% 5/0
27875TAA9
11844
12250000
PRN
DFND
12250000
0
0
ELECTRUM SPL ACQUISITION COR
*W EXP 99/99/999
G3105C112
317
990000
SH
DFND
990000
0
0
EMERGENT BIOSOLUTIONS INC
NOTE 2.875% 1/1
29089QAB1
41959
29100000
PRN
DFND
29100000
0
0
ENABLE MIDSTREAM PARTNERS LP
COM UNIT RP IN
292480100
680
42553
SH
DFND
42553
0
0
ENBRIDGE ENERGY PARTNERS L P
COM
29250R106
621
38865
SH
DFND
38865
0
0
ENERGY TRANSFER PARTNERS LP
UNIT LTD PRT INT
29278N103
953
52083
SH
DFND
52083
0
0
ENLINK MIDSTREAM PARTNERS LP
COM UNIT REP LTD
29336U107
644
38409
SH
DFND
38409
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
724
27760
SH
DFND
27760
0
0
EURONET WORLDWIDE INC
NOTE 1.500%10/0
298736AH2
56099
41325000
PRN
DFND
41325000
0
0
EXPEDIA INC DEL
COM NEW
30212P303
3184
22119
SH
DFND
22119
0
0
EZCORP INC
NOTE 2.625% 6/1
302301AB2
23610
24000000
PRN
DFND
24000000
0
0
FEDERAL STR ACQUISITION CORP
*W EXP 07/24/202
31421V115
413
375000
SH
DFND
375000
0
0
FEDERAL STR ACQUISITION CORP
CL A
31421V107
7313
750000
SH
DFND
750000
0
0
FERRARI N V
COM
N3167Y103
33308
301487
SH
DFND
301487
0
0
FIDELITY & GTY LIFE
COM
315785105
11107
357700
SH
DFND
357700
0
0
FINTECH ACQUISITION CORP II
*W EXP 01/19/202
31810G117
910
700000
SH
DFND
700000
0
0
FINTECH ACQUISITION CORP II
COM
31810G109
2050
200000
SH
DFND
200000
0
0
FIRST POTOMAC RLTY TR
COM
33610F109
11161
1001892
SH
DFND
1001892
0
0
FORESTAR GROUP INC
COM
346233109
28147
1636462
SH
DFND
1636462
0
0
FORTIVE CORP
COM
34959J108
54201
765660
SH
DFND
765660
0
0
FORUM MERGER CORP
*W EXP 06/01/202
34985B111
263
750000
SH
DFND
750000
0
0
FORUM MERGER CORP
COM CL A
34985B103
6638
683600
SH
DFND
683600
0
0
FORUM MERGER CORP
RIGHT 06/01/2019
34985B129
582
1500000
SH
DFND
1500000
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
18606
606071
SH
DFND
606071
0
0
GENERAL CABLE CORP DEL NEW
FRNT 4.500%11/1
369300AL2
30650
34390000
PRN
DFND
34390000
0
0
GENERAL COMMUNICATION INC
CL A
369385109
10766
263937
SH
DFND
263937
0
0
GENESIS ENERGY L P
UNIT LTD PARTN
371927104
579
21965
SH
DFND
21965
0
0
GENWORTH FINL INC
COM CL A
37247D106
30016
7796296
SH
DFND
7796296
0
0
GLOBAL PARTNER ACQUISITION C
*W EXP 07/01/202
37954X113
607
768000
SH
DFND
768000
0
0
GORES HLDGS II INC
*W EXP 03/06/202
382867117
203
133333
SH
DFND
133333
0
0
GP INVTS ACQUISITION COR
*W EXP 05/19/202
G40357108
424
943380
SH
DFND
943380
0
0
GREEN PLAINS INC
NOTE 4.125% 9/0
393222AF1
1809
1750000
PRN
DFND
1750000
0
0
HANNON ARMSTRONG SUST INFR C
NOTE 4.125% 9/0
41068XAB6
2594
2500000
PRN
DFND
2500000
0
0
HARMONIC INC
NOTE 4.000%12/0
413160AB8
894
1000000
PRN
DFND
1000000
0
0
HEALTHWAYS INC
NOTE 1.500% 7/0
422245AB6
4731
2250000
PRN
DFND
2250000
0
0
HENNESSY CAP ACQUSTON CORP I
*W EXP 06/15/202
42588L113
274
375000
SH
DFND
375000
0
0
HENNESSY CAP ACQUSTON CORP I
COM
42588L105
4930
500000
SH
DFND
500000
0
0
HERC HLDGS INC
COM
42704L104
383
7787
SH
DFND
7787
0
0
HESS MIDSTREAM PARTNERS LP
UNIT LTD PR INT
428104103
615
28000
SH
DFND
28000
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
40049
2722558
SH
DFND
2722558
0
0
HILTON GRAND VACATIONS INC
COM
43283X105
20694
535696
SH
DFND
535696
0
0
HOLLY ENERGY PARTNERS L P
COM UT LTD PTN
435763107
601
18004
SH
DFND
18004
0
0
HOLOGIC INC
FRNT 12/1
436440AG6
4865
4025000
PRN
DFND
4025000
0
0
HOME BANCSHARES INC
COM
436893200
293
11629
SH
DFND
11629
0
0
HSN INC
COM
404303109
45314
1160421
SH
DFND
1160421
0
0
HUNTER MARITIME ACQUISITION
*W EXP 99/99/999
Y37828129
310
470000
SH
DFND
470000
0
0
HUNTSMAN CORP
COM
447011107
230586
8409395
SH
DFND
8409395
0
0
HURON CONSULTING GROUP INC
NOTE 1.250%10/0
447462AB8
22458
23955000
PRN
DFND
23955000
0
0
I AM CAP ACQUISITION CO
UNIT 08/15/2022
45074Q207
2304
225000
SH
DFND
225000
0
0
INDUSTREA ACQUISITION CORP
*W EXP 08/01/202
45579J112
200
500000
SH
DFND
500000
0
0
INDUSTREA ACQUISITION CORP
CL A
45579J104
4870
500000
SH
DFND
500000
0
0
INFINERA CORPORATION
DBCV 1.750% 6/0
45667GAB9
1027
1000000
PRN
DFND
1000000
0
0
INGEVITY CORP
COM
45688C107
26100
417796
SH
DFND
417796
0
0
INPHI CORP
NOTE 1.125%12/0
45772FAB3
7960
6475000
PRN
DFND
6475000
0
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
149359
81201000
PRN
DFND
81201000
0
0
INTERDIGITAL INC
NOTE 1.500% 3/0
458660AD9
17625
15000000
PRN
DFND
15000000
0
0
INVACARE CORP
NOTE 5.000% 2/1
461203AF8
4795
4000000
PRN
DFND
4000000
0
0
INVESCO VALUE MUN INCOME TR
COM
46132P108
454
30342
SH
DFND
30342
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
47220
44600000
PRN
DFND
44600000
0
0
IXYS CORP
COM
46600W106
11312
477295
SH
DFND
477295
0
0
JASON INDS INC
*W EXP 06/30/201
471172114
90
1933070
SH
DFND
1933070
0
0
JBG SMITH PPTYS
COM
46590V100
29214
853956
SH
DFND
853956
0
0
JENSYN ACQUISITION CORP
*W EXP 03/07/202
47632B110
42
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
63
174000
SH
DFND
174000
0
0
KAYNE ANDERSON ACQUISITION
*W EXP 06/30/202
48661U110
223
250000
SH
DFND
250000
0
0
KAYNE ANDERSON ACQUISITION
COM CL A
48661U102
3397
348364
SH
DFND
348364
0
0
KBL MERGER CORP IV
*W EXP 01/15/202
48242A112
170
1000000
SH
DFND
1000000
0
0
KBL MERGER CORP IV
COM
48242A104
8748
900000
SH
DFND
900000
0
0
KBL MERGER CORP IV
RIGHT 03/22/2019
48242A120
300
1000000
SH
DFND
1000000
0
0
KITE PHARMA INC
COM
49803L109
136532
759314
SH
DFND
759314
0
0
KNOWLES CORP
NOTE 3.250%11/0
49926DAB5
10577
9350000
PRN
DFND
9350000
0
0
LAMB WESTON HLDGS INC
COM
513272104
36945
787914
SH
DFND
787914
0
0
LANDCADIA HLDGS INC
*W EXP 06/01/202
51476W115
370
500000
SH
DFND
500000
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
25408
4876696
SH
DFND
4876696
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
140866
2643391
SH
DFND
2643391
0
0
LSC COMMUNICATIONS INC
COM
50218P107
179
10871
SH
DFND
10871
0
0
LUMOS NETWORKS CORP
COM
550283105
8591
479425
SH
DFND
479425
0
0
M I ACQUISITIONS INC
*W EXP 99/99/999
55304A112
88
250000
SH
DFND
250000
0
0
M I ACQUISITIONS INC
COM
55304A104
2525
250000
SH
DFND
250000
0
0
M III ACQUISITION CORP
*W EXP 10/10/202
55378T112
437
808712
SH
DFND
808712
0
0
M III ACQUISITION CORP
COM
55378T104
3035
308712
SH
DFND
308712
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
1716
23773
SH
DFND
23773
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
644
9057
SH
DFND
9057
0
0
MAINSOURCE FINANCIAL GP INC
COM
56062Y102
2252
62805
SH
DFND
62805
0
0
MANITOWOC INC
COM
563571108
503
55865
SH
DFND
55865
0
0
MARTIN MIDSTREAM PRTNRS L P
UNIT L P INT
573331105
586
37694
SH
DFND
37694
0
0
MATLIN & PARTNERS ACQUISITIO
*W EXP 05/28/202
57682V114
1050
2500000
SH
DFND
2500000
0
0
MATLIN & PARTNERS ACQUISITIO
CL A
57682V106
3884
400000
SH
DFND
400000
0
0
MAXWELL TECHNOLOGIES INC
COM
577767106
484
94300
SH
DFND
94300
0
0
MICRO FOCUS INTERNATIONAL PL
SPON ADR NEW
594837304
5376
168530
SH
DFND
168530
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
153869
87925000
PRN
DFND
87925000
0
0
MICRON TECHNOLOGY INC
NOTE 2.125% 2/1
595112AV5
104784
29305000
PRN
DFND
29305000
0
0
MODERN MEDIA ACQUISITION
*W EXP 05/17/202
60765P111
459
850000
SH
DFND
850000
0
0
MODERN MEDIA ACQUISITION
COM
60765P103
7320
750000
SH
DFND
750000
0
0
MODERN MEDIA ACQUISITION
RIGHT 99/99/9999
60765P129
714
1700000
SH
DFND
1700000
0
0
MODUSLINK GLOBAL SOLUTIONS I
NOTE 5.250% 3/0
60786LAB3
871
900000
PRN
DFND
900000
0
0
MOLINA HEALTHCARE INC
DBCV 1.625% 8/1
60855RAD2
45646
36299000
PRN
DFND
36299000
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
151236
87325000
PRN
DFND
87325000
0
0
MONEYGRAM INTL INC
COM NEW
60935Y208
10490
651160
SH
DFND
651160
0
0
MONSANTO CO NEW
COM
61166W101
215796
1801000
SH
DFND
1801000
0
0
MPLX LP
COM UNIT REP LTD
55336V100
809
23115
SH
DFND
23115
0
0
MSG NETWORK INC
CL A
553573106
24841
1171724
SH
DFND
1171724
0
0
NATIONAL ENERGY SERVICES REU
*W EXP 05/05/202
G6375R115
1045
2090000
SH
DFND
2090000
0
0
NATIONAL ENERGY SERVICES REU
SHS
G6375R107
8658
900000
SH
DFND
900000
0
0
NEUROCRINE BIOSCIENCES INC
COM
64125C109
11317
184685
SH
DFND
184685
0
0
NEURODERM LTD
ORD SHS
M74231107
53327
1370876
SH
DFND
1370876
0
0
NEW YORK MTG TR INC
NOTE 6.250% 1/1
649604AD7
3730
3725000
PRN
DFND
3725000
0
0
NEWS CORP NEW
CL A
65249B109
3454
260487
SH
DFND
260487
0
0
NEXTDECADE CORP
*W EXP 07/23/202
65342K113
1019
1095541
SH
DFND
1095541
0
0
NICE LTD
SPONSORED ADR
653656108
3751
46129
SH
DFND
46129
0
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
659256
119892000
PRN
DFND
119892000
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
2208
140451
SH
DFND
140451
0
0
NUSTAR ENERGY LP
UNIT COM
67058H102
627
15439
SH
DFND
15439
0
0
NUVEEN VIRGINIA QLTY MUNCPL
COM
67064R102
175
13300
SH
DFND
13300
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
104643
925305
SH
DFND
925305
0
0
NXSTAGE MEDICAL INC
COM
67072V103
81141
2939902
SH
DFND
2939902
0
0
OASIS PETE INC NEW
NOTE 2.625% 9/1
674215AJ7
21279
19500000
PRN
DFND
19500000
0
0
ONEOK INC NEW
COM
682680103
936
16899
SH
DFND
16899
0
0
ORBITAL ATK INC
COM
68557N103
132692
996482
SH
DFND
996482
0
0
ORIGO ACQUISITION CORP
*W EXP 12/17/202
G67789118
92
300000
SH
DFND
300000
0
0
ORIGO ACQUISITION CORP
RIGHT 03/12/2018
G67789134
101
315500
SH
DFND
315500
0
0
ORIGO ACQUISITION CORP
SHS
G67789126
3376
318461
SH
DFND
318461
0
0
OSPREY ENERGY ACQUISITION CO
*W EXP 07/21/202
688397116
410
500000
SH
DFND
500000
0
0
OSPREY ENERGY ACQUISITION CO
CL A COM
688397108
9500
1000000
SH
DFND
1000000
0
0
PACIFIC CONTINENTAL CORP
COM
69412V108
25392
942191
SH
DFND
942191
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
12085
8775000
PRN
DFND
8775000
0
0
PANDORA MEDIA INC
NOTE 1.750%12/0
698354AB3
20089
21400000
PRN
DFND
21400000
0
0
PAREXEL INTL CORP
COM
699462107
114668
1301861
SH
DFND
1301861
0
0
PARK HOTELS RESORTS INC
COM
700517105
28363
1029122
SH
DFND
1029122
0
0
PARK STERLING CORP
COM
70086Y105
6686
538288
SH
DFND
538288
0
0
PARKWAY INC
COM
70156Q107
34442
1495544
SH
DFND
1495544
0
0
PATTERN ENERGY GROUP INC
NOTE 4.000% 7/1
70338PAB6
22246
21314000
PRN
DFND
21314000
0
0
PDL BIOPHARMA INC
NOTE 2.750%12/0
69329YAG9
5444
5000000
PRN
DFND
5000000
0
0
PENSARE ACQUISITION CORP
*W EXP 07/27/202
70957E113
250
500000
SH
DFND
500000
0
0
PENSARE ACQUISITION CORP
COM
70957E105
9670
1000000
SH
DFND
1000000
0
0
PENSARE ACQUISITION CORP
RIGHT 99/99/9999
70957E121
400
1000000
SH
DFND
1000000
0
0
PHARMERICA CORP
COM
71714F104
10255
350000
SH
DFND
350000
0
0
PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
718549207
623
11845
SH
DFND
11845
0
0
PLAINS ALL AMERN PIPELINE L
UNIT LTD PARTN
726503105
582
27451
SH
DFND
27451
0
0
PRICELINE GRP INC
COM NEW
741503403
2259
1234
SH
DFND
1234
0
0
PRICELINE GRP INC
NOTE 1.000% 3/1
741503AQ9
176750
91314000
PRN
DFND
91314000
0
0
PROOFPOINT INC
COM
743424103
1884
21600
SH
DFND
21600
0
0
PROS HOLDINGS INC
NOTE 2.000%12/0
74346YAB9
5419
5300000
PRN
DFND
5300000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 4.750% 4/1
74348TAQ5
18658
18450000
PRN
DFND
18450000
0
0
PROSPECT CAPITAL CORPORATION
NOTE 4.950% 7/1
74348TAR3
14944
14925000
PRN
DFND
14925000
0
0
QUALITY CARE PPTYS INC
COM
747545101
23841
1538131
SH
DFND
1538131
0
0
QUORUM HEALTH CORP
COM
74909E106
247
47681
SH
DFND
47681
0
0
RAMBUS INC DEL
NOTE 1.125% 8/1
750917AE6
4223
3575000
PRN
DFND
3575000
0
0
REALPAGE INC
COM
75606N109
6777
169856
SH
DFND
169856
0
0
REDWOOD TR INC
NOTE 4.750% 8/1
758075AC9
14981
15000000
PRN
DFND
15000000
0
0
RENEWABLE ENERGY GROUP INC
MTNF 2.750% 6/1
75972AAA1
726
675000
PRN
DFND
675000
0
0
RENT A CTR INC NEW
COM
76009N100
5285
460357
SH
DFND
460357
0
0
RESOURCE CAP CORP
NOTE 4.500% 8/1
76120WAC8
2083
2000000
PRN
DFND
2000000
0
0
RICE ENERGY INC
COM
762760106
184131
6362496
SH
DFND
6362496
0
0
RICE MIDSTREAM PARTNERS LP
UNIT LTD PARTN
762819100
579
27668
SH
DFND
27668
0
0
RICHMONT MINES INC
COM
76547T106
13804
1479763
SH
DFND
1479763
0
0
ROCKWELL COLLINS INC
COM
774341101
211559
1618539
SH
DFND
1618539
0
0
ROSEHILL RES INC
*W EXP 09/16/202
777385113
485
489600
SH
DFND
489600
0
0
SABAN CAP ACQUISITION CORP
*W EXP 09/21/202
78516C114
50
42000
SH
DFND
42000
0
0
SABAN CAP ACQUISITION CORP
COM CL A
78516C106
525
52249
SH
DFND
52249
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
186036
2165976
SH
DFND
2165976
0
0
SEACOR HOLDINGS INC
NOTE 2.500%12/1
811904AM3
19095
19000000
PRN
DFND
19000000
0
0
SEMGROUP CORP
CL A
81663A105
648
22533
SH
DFND
22533
0
0
SERVICENOW INC
COM
81762P102
5101
43400
SH
DFND
43400
0
0
SHELL MIDSTREAM PARTNERS L P
UNIT LTD INT
822634101
574
20609
SH
DFND
20609
0
0
SHIP FINANCE INTERNATIONAL L
NOTE 5.750%10/1
G81075AF3
24751
23600000
PRN
DFND
23600000
0
0
SILVER RUN ACQUISITION
*W EXP 03/28/202
82812A111
469
308333
SH
DFND
308333
0
0
SILVER SPRING NETWORKS INC
COM
82817Q103
24169
1494700
SH
DFND
1494700
0
0
SILVER STD RES INC
NOTE 2.875% 2/0
82823LAC0
25890
25650000
PRN
DFND
25650000
0
0
SINA CORP
ORD
G81477104
2522
21995
SH
DFND
21995
0
0
SOCIAL CAP HEDOSOPHIA HLDGS
UNIT 99/99/9999
G8250R111
2638
250002
SH
DFND
250002
0
0
SOUTHWEST BANCORP INC OKLA
COM
844767103
8071
292963
SH
DFND
292963
0
0
SOUTHWESTERN ENERGY CO
DEP SHS 1/20 B
845467208
5500
379300
SH
DFND
379300
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
564
12714
SH
DFND
12714
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
33647
33500000
PRN
DFND
33500000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 3.750% 5/1
84860WAB8
13846
13525000
PRN
DFND
13525000
0
0
SQUARE INC
CL A
852234103
9761
338823
SH
DFND
338823
0
0
STARWOOD PPTY TR INC
NOTE 4.375% 4/0
85571BAH8
19944
19625000
PRN
DFND
19625000
0
0
STARWOOD PPTY TR INC
NOTE 4.550% 3/0
85571BAA3
10015
9415000
PRN
DFND
9415000
0
0
STARWOOD WAYPOINT HOMES
COM
85572F105
27098
745053
SH
DFND
745053
0
0
STATE NATL COS INC
COM
85711T305
43064
2051659
SH
DFND
2051659
0
0
STELLAR ACQUISITION III INC
*W EXP 03/22/202
Y8172W115
222
600000
SH
DFND
600000
0
0
STELLAR ACQUISITION III INC
COM
Y8172W107
2030
200000
SH
DFND
200000
0
0
STRAIGHT PATH COMMUNICATNS I
CL B
862578101
32408
179375
SH
DFND
179375
0
0
SUCAMPO PHARMACEUTICALS INC
DBCV 3.250%12/1
864909AA4
35348
34050000
PRN
DFND
34050000
0
0
SUMMIT MIDSTREAM PARTNERS LP
COM UNIT LTD
866142102
621
31028
SH
DFND
31028
0
0
SUNPOWER CORP
DBCV 0.750% 6/0
867652AG4
13908
14450000
PRN
DFND
14450000
0
0
T MOBILE US INC
CONV PFD SER A
872590203
45966
459525
SH
DFND
459525
0
0
TALLGRASS ENERGY PARTNERS LP
COM UNIT
874697105
582
12160
SH
DFND
12160
0
0
TARGA RES CORP
COM
87612G101
1002
21184
SH
DFND
21184
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
564
10775
SH
DFND
10775
0
0
TEEKAY LNG PARTNERS L P
PRTNRSP UNITS
Y8564M105
566
31819
SH
DFND
31819
0
0
TELADOC INC
COM
87918A105
2806
84638
SH
DFND
84638
0
0
TESLA INC
COM
88160R101
38769
113660
SH
DFND
113660
0
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
61285
49800000
PRN
DFND
49800000
0
0
THERAVANCE INC
NOTE 2.125% 1/1
88338TAB0
30613
31218000
PRN
DFND
31218000
0
0
TIME WARNER INC
COM NEW
887317303
193830
1891951
SH
DFND
1891951
0
0
TPG PACE ENERGY HLDGS CORP
*W EXP 99/99/999
872656111
233
166667
SH
DFND
166667
0
0
TPG PACE ENERGY HLDGS CORP
CL A
872656103
4163
450001
SH
DFND
450001
0
0
TPG PACE HLDGS CORP
CL A
G89827128
1900
199998
SH
DFND
199998
0
0
TRANSMONTAIGNE PARTNERS L P
COM UNIT L P
89376V100
864
20221
SH
DFND
20221
0
0
TRINITY INDS INC
NOTE 3.875% 6/0
896522AF6
15508
11525000
PRN
DFND
11525000
0
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
44851
26500000
PRN
DFND
26500000
0
0
TUTOR PERINI CORP
NOTE 2.875% 6/1
901109AD0
21867
18700000
PRN
DFND
18700000
0
0
UNISYS CORP
NOTE 5.500% 3/0
909214BS6
17806
15325000
PRN
DFND
15325000
0
0
VALERO ENERGY PARTNERS LP
COM UNT REP LP
91914J102
556
12721
SH
DFND
12721
0
0
VALLEY NATL BANCORP
*W EXP 11/14/201
919794131
23
114185
SH
DFND
114185
0
0
VANTAGE ENERGY ACQUISITION
*W EXP 04/12/202
92211L113
650
500000
SH
DFND
500000
0
0
VAREX IMAGING CORP
COM
92214X106
25474
752764
SH
DFND
752764
0
0
VECTOR GROUP LTD
FRNT 1/1
92240MAY4
24611
16650000
PRN
DFND
16650000
0
0
VEECO INSTRS INC DEL
NOTE 2.700% 1/1
922417AD2
10814
11250000
PRN
DFND
11250000
0
0
VENATOR MATLS PLC
SHS
G9329Z100
565
25000
SH
DFND
25000
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
424745
136300000
PRN
DFND
136300000
0
0
VERSUM MATLS INC
COM
92532W103
27611
711260
SH
DFND
711260
0
0
VIRTUS INVT PARTNERS INC
PFD CV SER D
92828Q208
1860
17975
SH
DFND
17975
0
0
VITAMIN SHOPPE INC
NOTE 2.250%12/0
92849EAB7
743
1000000
PRN
DFND
1000000
0
0
VWR CORP
COM
91843L103
208207
6288335
SH
DFND
6288335
0
0
WEATHERFORD INTL LTD
NOTE 5.875% 7/0
947075AH0
85060
77725000
PRN
DFND
77725000
0
0
WELBILT INC
COM
949090104
384
16639
SH
DFND
16639
0
0
WELLTOWER INC
6.50% PFD PREPET
95040Q203
44392
697025
SH
DFND
697025
0
0
WEST CORP
COM
952355204
53202
2266806
SH
DFND
2266806
0
0
WESTAR ENERGY INC
COM
95709T100
128109
2582852
SH
DFND
2582852
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
582
11341
SH
DFND
11341
0
0
WGL HLDGS INC
COM
92924F106
125138
1486199
SH
DFND
1486199
0
0
WILLIAMS PARTNERS L P NEW
COM UNIT LTD PAR
96949L105
756
19436
SH
DFND
19436
0
0
XCERRA CORP
COM
98400J108
26968
2737871
SH
DFND
2737871
0
0
YUM CHINA HLDGS INC
COM
98850P109
18770
469593
SH
DFND
469593
0
0