CNH Partners 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
ACCURAY INC	DEBT 3.500% 2/0	004397AF2	1,607	1,475,000	PRN		DFND		1,475,000	0	0
ACORDA THERAPEUTICS INC	NOTE 1.750% 6/1	00484MAA4	21,653	25,325,000	PRN		DFND		25,325,000	0	0
ADAM NAT RES FD INC	COM	00548F105	369	19,015	SH		DFND		19,015	0	0
ADAMS DIVERSIFIED EQUITY FD	COM	006212104	670	48,751	SH		DFND		48,751	0	0
ADIENT PLC	ORD SHS	G0084W101	28,735	395,421	SH		DFND		395,421	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	107,329	54,275,000	PRN		DFND		54,275,000	0	0
ADVANSIX INC	COM	00773T101	355	13,011	SH		DFND		13,011	0	0
AGRIUM INC	COM	008916108	104,947	1,098,343	SH		DFND		1,098,343	0	0
AGROFRESH SOLUTIONS	*W EXP 07/31/202	00856G117	139	534,500	SH		DFND		534,500	0	0
AIR METHODS CORP	COM PAR $.06	009128307	27,879	648,354	SH		DFND		648,354	0	0
AKAMAI TECHNOLOGIES INC	DBCV 2/1	00971TAG6	20,147	20,325,000	PRN		DFND		20,325,000	0	0
ALBANY MOLECULAR RESH INC	NOTE 2.250%11/1	012423AB5	1,749	1,600,000	PRN		DFND		1,600,000	0	0
ALCOA CORP	COM	013872106	26,892	781,735	SH		DFND		781,735	0	0
ALERE INC	COM	01449J105	79,275	1,995,337	SH		DFND		1,995,337	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	51,101	34,325,000	PRN		DFND		34,325,000	0	0
ALLIANCE CALIF MUN INCOME FD	COM	018546101	179	13,469	SH		DFND		13,469	0	0
ALLIED WRLD ASSUR COM HLDG A	SHS	H01531104	29,732	559,918	SH		DFND		559,918	0	0
ALLSCRIPTS HEALTHCARE SOLUTN	NOTE 1.250% 7/0	01988PAD0	22,867	22,725,000	PRN		DFND		22,725,000	0	0
ALON USA ENERGY INC	COM	020520102	10,544	864,940	SH		DFND		864,940	0	0
ALPINE GLOBAL DYNAMIC DIVD F	COM NEW	02082E205	251	25,730	SH		DFND		25,730	0	0
ALPINE GLOBAL PREMIER PPTYS	COM SBI	02083A103	880	153,823	SH		DFND		153,823	0	0
AMAG PHARMACEUTICALS INC	NOTE 2.500% 2/1	00163UAA4	2,460	2,250,000	PRN		DFND		2,250,000	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.000% 8/0	02917TAA2	4,008	4,000,000	PRN		DFND		4,000,000	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	3,897	3,875,000	PRN		DFND		3,875,000	0	0
AMERIGAS PARTNERS L P	UNIT L P INT	030975106	516	10,964	SH		DFND		10,964	0	0
AMTRUST FINL SVCS INC	NOTE 2.750%12/1	032359AG6	10,828	14,200,000	PRN		DFND		14,200,000	0	0
AMYRIS INC	NOTE 9.500% 4/1	03236MAF8	5,054	9,626,000	PRN		DFND		9,626,000	0	0
ANI PHARMACEUTICALS INC	NOTE 3.000%12/0	00182CAA1	557	525,000	PRN		DFND		525,000	0	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	123,854	54,129,000	PRN		DFND		54,129,000	0	0
ANTHEM INC	UNIT 05/01/20188	036752202	66,329	1,320,250	SH		DFND		1,320,250	0	0
APOLLO COML REAL EST FIN INC	NOTE 5.500% 3/1	03762UAA3	10,413	9,450,000	PRN		DFND		9,450,000	0	0
APTEVO THERAPEUTICS INC	COM	03835L108	273	132,502	SH		DFND		132,502	0	0
ARMSTRONG FLOORING INC	COM	04238R106	258	13,995	SH		DFND		13,995	0	0
ASSOCIATED BANC CORP	*W EXP 11/21/201	045487113	107	20,065	SH		DFND		20,065	0	0
ASTORIA FINL CORP	COM	046265104	38,608	1,882,414	SH		DFND		1,882,414	0	0
ATLANTICUS HLDGS CORP	COM	04914Y102	500	191,430	SH		DFND		191,430	0	0
AVID TECHNOLOGY INC	NOTE 2.000% 6/1	05367PAB6	426	600,000	PRN		DFND		600,000	0	0
AVISTA HEALTHCARE PUB ACQ CO	*W EXP 99/99/999	G0726L117	410	1,000,000	SH		DFND		1,000,000	0	0
AVISTA HEALTHCARE PUB ACQ CO	CL A	G0726L125	3,980	400,000	SH		DFND		400,000	0	0
AXAR ACQUISITION CORP	*W EXP 12/31/202	05455L110	52	697,500	SH		DFND		697,500	0	0
B/E AEROSPACE INC	COM	073302101	161,445	2,518,256	SH		DFND		2,518,256	0	0
BARINGTON HILCO ACQUISITION	*W EXP 02/11/201	06759V127	92	542,609	SH		DFND		542,609	0	0
BARINGTON HILCO ACQUISITION	RIGHT 02/13/2017	06759V119	194	545,520	SH		DFND		545,520	0	0
BARNES & NOBLE ED INC	COM	06777U101	268	27,916	SH		DFND		27,916	0	0
BCE INC	COM NEW	05534B760	7,336	166,165	SH		DFND		166,165	0	0
BIOVERATIV INC	COM	09075E100	32,596	598,525	SH		DFND		598,525	0	0
BLACK HILLS CORP	UNIT 99/99/9999	092113125	20,641	281,523	SH		DFND		281,523	0	0
BLACKHAWK NETWORK HLDGS INC	COM	09238E104	10,044	247,390	SH		DFND		247,390	0	0
BLACKROCK RES & COMM STRAT T	SHS	09257A108	805	93,589	SH		DFND		93,589	0	0
BOARDWALK PIPELINE PARTNERS	UT LTD PARTNER	096627104	681	37,202	SH		DFND		37,202	0	0
BOULEVARD ACQUISITION	*W EXP 09/25/202	10157Q110	1,393	1,698,740	SH		DFND		1,698,740	0	0
BROCADE COMMUNICATIONS SYS I	COM NEW	111621306	137,675	11,031,669	SH		DFND		11,031,669	0	0
BROCADE COMMUNICATIONS SYS I	NOTE 1.375% 1/0	111621AQ1	10,138	10,000,000	PRN		DFND		10,000,000	0	0
BROOKDALE SR LIVING INC	NOTE 2.750% 6/1	112463AA2	4,592	4,650,000	PRN		DFND		4,650,000	0	0
BUCKEYE PARTNERS L P	UNIT LTD PARTN	118230101	458	6,687	SH		DFND		6,687	0	0
CABELAS INC	COM	126804301	104,184	1,961,659	SH		DFND		1,961,659	0	0
CABLE ONE INC	COM	12685J105	25,587	40,974	SH		DFND		40,974	0	0
CANADA GOOSE HOLDINGS INC	SHS SUB VTG	135086106	239	15,000	SH		DFND		15,000	0	0
CAPITOL ACQUISITION CORP III	*W EXP 10/19/202	14055M114	2,043	1,075,000	SH		DFND		1,075,000	0	0
CARDINAL FINL CORP	COM	14149F109	40,983	1,368,844	SH		DFND		1,368,844	0	0
CARE CAP PPTYS INC	COM	141624106	18,997	706,991	SH		DFND		706,991	0	0
CASCADE BANCORP	COM NEW	147154207	9,152	1,187,016	SH		DFND		1,187,016	0	0
CBOE HLDGS INC	COM	12503M108	289	3,568	SH		DFND		3,568	0	0
CEB INC	COM	125134106	80,630	1,025,832	SH		DFND		1,025,832	0	0
CEMEX SAB DE CV	NOTE 3.750% 3/1	151290BC6	69,727	59,500,000	PRN		DFND		59,500,000	0	0
CENTRAL SECS CORP	COM	155123102	637	26,557	SH		DFND		26,557	0	0
CENTRUE FINL CORP NEW	COM NEW	15643B205	1,595	61,214	SH		DFND		61,214	0	0
CENVEO CORP	NOTE 7.000% 5/1	15671BAJ0	2,413	2,425,000	PRN		DFND		2,425,000	0	0
CF CORP	*W EXP 05/25/202	G20307115	175,216	955,650	SH		DFND		955,650	0	0
CF CORP	SHS CL A	G20307107	3,003	300,000	SH		DFND		300,000	0	0
CHEMOURS CO	COM	163851108	27,204	706,607	SH		DFND		706,607	0	0
CHEMTURA CORP	COM NEW	163893209	82,776	2,478,336	SH		DFND		2,478,336	0	0
CHENIERE ENERGY PARTNERS LP	COM UNIT	16411Q101	584	18,085	SH		DFND		18,085	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	23,562	23,800,000	PRN		DFND		23,800,000	0	0
COMMUNITY HEALTH SYS INC NEW	RIGHT 99/99/9999	203668116	79	9,282,097	SH		DFND		9,282,097	0	0
COMPUCREDIT HLDGS CORP	NOTE 5.875%11/3	20478NAD2	2,444	5,000,000	PRN		DFND		5,000,000	0	0
CONDUENT INC	COM	206787103	18,608	1,108,965	SH		DFND		1,108,965	0	0
CONE MIDSTREAM PARTNERS LP	COM UNIT REPST	206812109	387	16,400	SH		DFND		16,400	0	0
CONVERGYS CORP	SDCV 5.750% 9/1	212485AE6	9,347	4,725,000	PRN		DFND		4,725,000	0	0
CORENERGY INFRASTRUCTURE TR	NOTE 7.000% 6/1	21870UAA4	1,678	1,500,000	PRN		DFND		1,500,000	0	0
COWEN GROUP INC NEW	NOTE 3.000% 3/1	223622AB7	2,083	2,050,000	PRN		DFND		2,050,000	0	0
CRESTWOOD EQUITY PARTNERS LP	UNIT LTD PARTNER	226344208	594	22,636	SH		DFND		22,636	0	0
CST BRANDS INC	COM	12646R105	149,274	3,104,048	SH		DFND		3,104,048	0	0
DASEKE INC	*W EXP 03/31/202	23753F115	480	428,837	SH		DFND		428,837	0	0
DCP MIDSTREAM LP	COM UT LTD PTN	23311P100	692	17,646	SH		DFND		17,646	0	0
DELL TECHNOLOGIES INC	COM CL V	24703L103	1,512	23,600	SH		DFND		23,600	0	0
DELTA NAT GAS INC	COM	247748106	1,256	41,389	SH		DFND		41,389	0	0
DELTA TECHNOLOGY HLDGS LTD	*W EXP 12/18/201	G8477B113	51	920,480	SH		DFND		920,480	0	0
DHT HOLDINGS INC	DEBT 4.500%10/0	23335SAB2	1,755	1,750,000	PRN		DFND		1,750,000	0	0
DIGITALGLOBE INC	COM NEW	25389M877	40,970	1,250,986	SH		DFND		1,250,986	0	0
DOMINION RES INC VA NEW	UNIT 08/15/2019	25746U836	15,450	303,475	SH		DFND		303,475	0	0
DOMINION RES INC VA NEW	UNIT 99/99/9999	25746U869	10,092	200,000	SH		DFND		200,000	0	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	245	12,726	SH		DFND		12,726	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	153,716	1,913,559	SH		DFND		1,913,559	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	23,438	20,000,000	PRN		DFND		20,000,000	0	0
DYNEGY INC NEW DEL	UNIT 07/01/20191	26817R405	28,058	477,175	SH		DFND		477,175	0	0
EASTERLY ACQUISITION CORP	*W EXP 07/29/202	27616L110	288	823,250	SH		DFND		823,250	0	0
EASTERN VA BANKSHARES INC	COM	277196101	525	50,127	SH		DFND		50,127	0	0
EBAY INC	COM	278642103	24,606	732,981	SH		DFND		732,981	0	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	4,356	4,600,000	PRN		DFND		4,600,000	0	0
ELECTRUM SPL ACQUISITION COR	*W EXP 99/99/999	G3105C112	446	990,000	SH		DFND		990,000	0	0
EMERGENT BIOSOLUTIONS INC	NOTE 2.875% 1/1	29089QAB1	35,133	29,400,000	PRN		DFND		29,400,000	0	0
ENABLE MIDSTREAM PARTNERS LP	COM UNIT RP IN	292480100	702	42,053	SH		DFND		42,053	0	0
ENBRIDGE ENERGY PARTNERS L P	COM	29250R106	370	19,465	SH		DFND		19,465	0	0
ENERGIZER HLDGS INC NEW	COM	29272W109	25,604	459,264	SH		DFND		459,264	0	0
ENERGY TRANSFER PRTNRS L P	UNIT LTD PARTN	29273R109	606	16,605	SH		DFND		16,605	0	0
ENERNOC INC	DBCV 2.250% 8/1	292764AB3	2,197	2,625,000	PRN		DFND		2,625,000	0	0
ENLINK MIDSTREAM PARTNERS LP	COM UNIT REP LTD	29336U107	531	29,009	SH		DFND		29,009	0	0
ENTERPRISE PRODS PARTNERS L	COM	293792107	764	27,660	SH		DFND		27,660	0	0
ENVISION HEALTHCARE CORP	PFD CNV 5.25% A1	29414D209	1,300	11,400	SH		DFND		11,400	0	0
EURONET WORLDWIDE INC	NOTE 1.500%10/0	298736AH2	52,457	41,325,000	PRN		DFND		41,325,000	0	0
EVERBANK FINL CORP	COM	29977G102	102,891	5,281,863	SH		DFND		5,281,863	0	0
EXAR CORP	COM	300645108	5,477	420,979	SH		DFND		420,979	0	0
EXETER RES CORP	COM	301835104	556	321,130	SH		DFND		321,130	0	0
EZCORP INC	NOTE 2.625% 6/1	302301AB2	26,168	27,950,000	PRN		DFND		27,950,000	0	0
FAIRPOINT COMMUNICATIONS INC	COM NEW	305560302	6,750	406,610	SH		DFND		406,610	0	0
FBR & CO	COM NEW	30247C400	1,572	87,105	SH		DFND		87,105	0	0
FERRARI N V	COM	N3167Y103	28,435	382,401	SH		DFND		382,401	0	0
FIDELITY & GTY LIFE	COM	315785105	10,383	373,478	SH		DFND		373,478	0	0
FINTECH ACQUISITION CORP II	UNIT 99/99/9999	31810G208	18,468	1,800,000	SH		DFND		1,800,000	0	0
FIRST CMNTY FINL PARTNERS IN	COM	31985Q106	172	13,473	SH		DFND		13,473	0	0
FORTIVE CORP	COM	34959J108	25,155	417,719	SH		DFND		417,719	0	0
GAIN CAP HLDGS INC	NOTE 4.125%12/0	36268WAB6	449	450,000	PRN		DFND		450,000	0	0
GANNETT CO INC	COM	36473H104	6,753	805,882	SH		DFND		805,882	0	0
GAS NAT INC	COM	367204104	1,593	125,461	SH		DFND		125,461	0	0
GCP APPLIED TECHNOLOGIES INC	COM	36164Y101	15,721	481,512	SH		DFND		481,512	0	0
GENERAL AMERN INVS INC	COM	368802104	398	11,864	SH		DFND		11,864	0	0
GENERAL CABLE CORP DEL NEW	FRNT 4.500%11/1	369300AL2	22,516	28,890,000	PRN		DFND		28,890,000	0	0
GENESIS ENERGY L P	UNIT LTD PARTN	371927104	419	12,925	SH		DFND		12,925	0	0
GENWORTH FINL INC	COM CL A	37247D106	19,226	4,666,501	SH		DFND		4,666,501	0	0
GIGPEAK INC	COM	37518Q109	1,419	460,753	SH		DFND		460,753	0	0
GLOBAL PARTNER ACQUISITION C	*W EXP 07/01/202	37954X113	417	1,068,000	SH		DFND		1,068,000	0	0
GORES HLDGS II INC	UNIT 99/99/9999	382867208	4,116	400,000	SH		DFND		400,000	0	0
GP INVTS ACQUISITION COR	*W EXP 05/19/202	G40357108	395	987,500	SH		DFND		987,500	0	0
GREAT PLAINS ENERGY INC	DEP SHS 1/20 B	391164878	61,723	1,159,125	SH		DFND		1,159,125	0	0
GREEN PLAINS INC	NOTE 3.250%10/0	393222AD6	1,326	1,000,000	PRN		DFND		1,000,000	0	0
HARMONIC INC	NOTE 4.000%12/0	413160AB8	1,250	1,000,000	PRN		DFND		1,000,000	0	0
HARMONY MERGER CORP	*W EXP 01/01/202	413247123	758	1,515,467	SH		DFND		1,515,467	0	0
HEADWATERS INC	COM	42210P102	75,315	3,207,615	SH		DFND		3,207,615	0	0
HEALTHWAYS INC	NOTE 1.500% 7/0	422245AB6	3,469	2,250,000	PRN		DFND		2,250,000	0	0
HERC HLDGS INC	COM	42704L104	381	7,787	SH		DFND		7,787	0	0
HERITAGE OAKS BANCORP	COM	42724R107	9,071	679,470	SH		DFND		679,470	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	25,560	1,078,487	SH		DFND		1,078,487	0	0
HILTON GRAND VACATIONS INC	COM	43283X105	9,797	341,850	SH		DFND		341,850	0	0
HOLLY ENERGY PARTNERS L P	COM UT LTD PTN	435763107	621	17,387	SH		DFND		17,387	0	0
HOLOGIC INC	FRNT 12/1	436440AG6	22,010	17,750,000	PRN		DFND		17,750,000	0	0
HORIZON PHARMA INVT LTD	NOTE 2.500% 3/1	44052TAB7	35,571	38,875,000	PRN		DFND		38,875,000	0	0
HUNTER MARITIME ACQUISITION	UNIT 99/99/9999	Y37828103	9,880	950,000	SH		DFND		950,000	0	0
HURON CONSULTING GROUP INC	NOTE 1.250%10/0	447462AB8	20,879	22,405,000	PRN		DFND		22,405,000	0	0
ILLUMINA INC	NOTE 6/1	452327AF6	17,065	16,875,000	PRN		DFND		16,875,000	0	0
INGEVITY CORP	COM	45688C107	24,829	408,034	SH		DFND		408,034	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	30,602	22,125,000	PRN		DFND		22,125,000	0	0
INSPIRED ENTMT INC	*W EXP 10/20/202	45782N116	1,150	1,533,043	SH		DFND		1,533,043	0	0
INSPIRED ENTMT INC	COM	45782N108	668	62,976	SH		DFND		62,976	0	0
INTEGRATED DEVICE TECHNOLOGY	NOTE 0.875%11/1	458118AC0	43,432	43,243,000	PRN		DFND		43,243,000	0	0
INTEL CORP	SDCV 12/1	458140AD2	9,853	7,225,000	PRN		DFND		7,225,000	0	0
INTEL CORP	SDCV 3.250% 8/0	458140AF7	142,001	81,201,000	PRN		DFND		81,201,000	0	0
INVACARE CORP	NOTE 5.000% 2/1	461203AF8	5,063	5,000,000	PRN		DFND		5,000,000	0	0
INVENSENSE INC	COM	46123D205	53,473	4,233,776	SH		DFND		4,233,776	0	0
INVESCO CALIF VALUE MUN INC	COM	46132H106	187	15,143	SH		DFND		15,143	0	0
INVESCO VALUE MUN INCOME TR	COM	46132P108	443	30,342	SH		DFND		30,342	0	0
ISLE OF CAPRI CASINOS INC	COM	464592104	37,028	1,404,688	SH		DFND		1,404,688	0	0
IXIA	COM	45071R109	20,935	1,065,411	SH		DFND		1,065,411	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	2,676	1,975,000	PRN		DFND		1,975,000	0	0
JASON INDS INC	*W EXP 06/30/201	471172114	108	1,933,070	SH		DFND		1,933,070	0	0
JENSYN ACQUISITION CORP	*W EXP 03/01/202	47632B110	54	199,000	SH		DFND		199,000	0	0
JENSYN ACQUISITION CORP	COM	47632B102	1,784	174,000	SH		DFND		174,000	0	0
JENSYN ACQUISITION CORP	RIGHT 99/99/9999	47632B128	61	174,000	SH		DFND		174,000	0	0
JOY GLOBAL INC	COM	481165108	55,083	1,949,851	SH		DFND		1,949,851	0	0
KAYNE ANDERSON ACQUISITION	UNIT 06/30/2022	48661U201	7,515	750,000	SH		DFND		750,000	0	0
KINDER MORGAN INC DEL	COM	49456B101	595	27,367	SH		DFND		27,367	0	0
KLR ENERGY ACQUISITION CORP	*W EXP 09/16/202	49877M116	590	500,000	SH		DFND		500,000	0	0
KLR ENERGY ACQUISITION CORP	CL A	49877M108	2,058	200,000	SH		DFND		200,000	0	0
LAMB WESTON HLDGS INC	COM	513272104	29,424	699,565	SH		DFND		699,565	0	0
LANDCADIA HLDGS INC	*W EXP 06/01/202	51476W115	340	500,000	SH		DFND		500,000	0	0
LANDCADIA HLDGS INC	CL A	51476W107	2,493	250,000	SH		DFND		250,000	0	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	19,722	2,849,962	SH		DFND		2,849,962	0	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	128,818	2,251,274	SH		DFND		2,251,274	0	0
LIBERTY ALL STAR EQUITY FD	SH BEN INT	530158104	1,077	197,207	SH		DFND		197,207	0	0
LIBERTY MEDIA CORP	DEB 3.500% 1/1	530715AN1	10,244	18,774,646	PRN		DFND		18,774,646	0	0
LMI AEROSPACE INC	COM	502079106	1,778	129,011	SH		DFND		129,011	0	0
LSC COMMUNICATIONS INC	COM	50218P107	274	10,871	SH		DFND		10,871	0	0
LUMENTUM HLDGS INC	COM	55024U109	24,117	452,047	SH		DFND		452,047	0	0
LUMOS NETWORKS CORP	COM	550283105	8,486	479,425	SH		DFND		479,425	0	0
M I ACQUISITIONS INC	*W EXP 99/99/999	55304A112	80	250,000	SH		DFND		250,000	0	0
M I ACQUISITIONS INC	COM	55304A104	2,518	250,000	SH		DFND		250,000	0	0
M III ACQUISITION CORP	*W EXP 10/10/202	55378T112	275	808,712	SH		DFND		808,712	0	0
M III ACQUISITION CORP	COM	55378T104	7,925	808,712	SH		DFND		808,712	0	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	2,043	25,348	SH		DFND		25,348	0	0
MAGELLAN MIDSTREAM PRTNRS LP	COM UNIT RP LP	559080106	689	8,957	SH		DFND		8,957	0	0
MANITOWOC INC	COM	563571108	318	55,865	SH		DFND		55,865	0	0
MARTIN MIDSTREAM PRTNRS L P	UNIT L P INT	573331105	375	18,768	SH		DFND		18,768	0	0
MATLIN & PARTNERS ACQUISITIO	UNIT 05/28/2021A	57682V205	25,050	2,500,000	SH		DFND		2,500,000	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	117,829	1,322,734	SH		DFND		1,322,734	0	0
MEDICINES CO	NOTE 2.500% 1/1	584688AE5	74,991	47,425,000	PRN		DFND		47,425,000	0	0
MEDIDATA SOLUTIONS INC	NOTE 1.000% 8/0	58471AAB1	4,757	4,150,000	PRN		DFND		4,150,000	0	0
MERCHANTS BANCSHARES	COM	588448100	6,701	137,606	SH		DFND		137,606	0	0
MERITOR INC	NOTE 7.875% 3/0	59001KAC4	37,295	21,281,000	PRN		DFND		21,281,000	0	0
METALDYNE PERFORMANCE GROUP	COM	59116R107	9,587	419,567	SH		DFND		419,567	0	0
MGIC INVT CORP WIS	NOTE 2.000% 4/0	552848AE3	29,150	20,000,000	PRN		DFND		20,000,000	0	0
MICROCHIP TECHNOLOGY INC	SDCV 2.125%12/1	595017AB0	66,801	21,475,000	PRN		DFND		21,475,000	0	0
MICRON TECHNOLOGY INC	NOTE 2.125% 2/1	595112AV5	81,124	30,355,000	PRN		DFND		30,355,000	0	0
MOBILEYE N V AMSTELVEEN	ORD SHS	N51488117	156,451	2,548,068	SH		DFND		2,548,068	0	0
MODUSLINK GLOBAL SOLUTIONS I	NOTE 5.250% 3/0	60786LAB3	854	900,000	PRN		DFND		900,000	0	0
MOLINA HEALTHCARE INC	DBCV 1.625% 8/1	60855RAD2	19,821	18,699,000	PRN		DFND		18,699,000	0	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	110,496	86,325,000	PRN		DFND		86,325,000	0	0
MONEYGRAM INTL INC	COM NEW	60935Y208	11,938	710,147	SH		DFND		710,147	0	0
MONSANTO CO NEW	COM	61166W101	152,159	1,344,164	SH		DFND		1,344,164	0	0
MPLX LP	COM UNIT REP LTD	55336V100	830	23,015	SH		DFND		23,015	0	0
MSG NETWORK INC	CL A	553573106	26,399	1,130,558	SH		DFND		1,130,558	0	0
MULTI PACKAGING SOLUTIONS IN	COM	G6331W109	38,270	2,132,031	SH		DFND		2,132,031	0	0
MYLAN N V	SHS EURO	N59465109	390	10,000	SH		DFND		10,000	0	0
NEUSTAR INC	CL A	64126X201	21,960	662,432	SH		DFND		662,432	0	0
NEW YORK MTG TR INC	NOTE 6.250% 1/1	649604AD7	3,664	3,725,000	PRN		DFND		3,725,000	0	0
NEWS CORP NEW	CL A	65249B109	3,386	260,487	SH		DFND		260,487	0	0
NICE LTD	SPONSORED ADR	653656108	2,651	39,000	SH		DFND		39,000	0	0
NIMBLE STORAGE INC	COM	65440R101	45,278	3,622,232	SH		DFND		3,622,232	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	379,423	99,914,000	PRN		DFND		99,914,000	0	0
NUSTAR ENERGY LP	UNIT COM	67058H102	610	11,739	SH		DFND		11,739	0	0
NUVEEN CA QUALTY MUN INCOME	COM	67066Y105	287	19,944	SH		DFND		19,944	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	164,749	1,591,780	SH		DFND		1,591,780	0	0
NXP SEMICONDUCTORS N V	DBCV 1.000%12/0	62952QAB6	20,111	17,300,000	PRN		DFND		17,300,000	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	23,647	17,500,000	PRN		DFND		17,500,000	0	0
ONEOK PARTNERS LP	UNIT LTD PARTN	68268N103	921	17,057	SH		DFND		17,057	0	0
ORIGO ACQUISITION CORP	*W EXP 12/17/202	G67789118	39	350,000	SH		DFND		350,000	0	0
ORIGO ACQUISITION CORP	RIGHT 09/12/2017	G67789134	55	325,500	SH		DFND		325,500	0	0
ORIGO ACQUISITION CORP	SHS	G67789126	3,385	325,500	SH		DFND		325,500	0	0
PACIFIC CONTINENTAL CORP	COM	69412V108	21,036	858,629	SH		DFND		858,629	0	0
PACIFIC SPL ACQUISITION CORP	RIGHT 03/15/2017	G68588113	159	398,300	SH		DFND		398,300	0	0
PACIFIC SPL ACQUISITION CORP	SHS	G68588105	3,866	373,500	SH		DFND		373,500	0	0
PALO ALTO NETWORKS INC	NOTE 7/0	697435AB1	90,880	76,050,000	PRN		DFND		76,050,000	0	0
PANDORA MEDIA INC	NOTE 1.750%12/0	698354AB3	39,776	39,480,000	PRN		DFND		39,480,000	0	0
PARK HOTELS RESORTS INC	COM	700517105	14,674	571,652	SH		DFND		571,652	0	0
PARKWAY INC	COM	70156Q107	241	12,098	SH		DFND		12,098	0	0
PATTERN ENERGY GROUP INC	NOTE 4.000% 7/1	70338PAB6	4,981	5,000,000	PRN		DFND		5,000,000	0	0
PDL BIOPHARMA INC	NOTE 2.750%12/0	69329YAG9	4,366	5,000,000	PRN		DFND		5,000,000	0	0
PHILLIPS 66 PARTNERS LP	COM UNIT REP INT	718549207	423	8,245	SH		DFND		8,245	0	0
PJT PARTNERS INC	COM CL A	69343T107	334	9,524	SH		DFND		9,524	0	0
PLAINS ALL AMERN PIPELINE L	UNIT LTD PARTN	726503105	559	17,670	SH		DFND		17,670	0	0
PLAYA HOTELS & RESORTS NV	*W EXP 03/10/202	N70544114	115	150,000	SH		DFND		150,000	0	0
PRICELINE GRP INC	COM NEW	741503403	2,328	1,308	SH		DFND		1,308	0	0
PRICELINE GRP INC	NOTE 1.000% 3/1	741503AQ9	101,312	53,675,000	PRN		DFND		53,675,000	0	0
PRIVATEBANCORP INC	COM	742962103	82,624	1,391,683	SH		DFND		1,391,683	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	18,560	18,700,000	PRN		DFND		18,700,000	0	0
QUALITY CARE PPTYS INC	COM	747545101	22,373	1,186,263	SH		DFND		1,186,263	0	0
QUIDEL CORP	NOTE 3.250%12/1	74838JAA9	1,029	1,000,000	PRN		DFND		1,000,000	0	0
QUINPARIO ACQUISITION CORP 2	*W EXP 01/01/202	74874U119	1,440	2,880,708	SH		DFND		2,880,708	0	0
QUORUM HEALTH CORP	COM	74909E106	259	47,681	SH		DFND		47,681	0	0
RAMBUS INC DEL	NOTE 1.125% 8/1	750917AE6	4,292	3,575,000	PRN		DFND		3,575,000	0	0
RENEWABLE ENERGY GROUP INC	MTNF 2.750% 6/1	75972AAA1	676	675,000	PRN		DFND		675,000	0	0
RESOURCE CAP CORP	NOTE 6.000%12/0	76120WAA2	279	275,000	PRN		DFND		275,000	0	0
RESOURCE CAP CORP	NOTE 8.000% 1/1	76120WAB0	1,513	1,500,000	PRN		DFND		1,500,000	0	0
REYNOLDS AMERICAN INC	COM	761713106	126,961	2,014,622	SH		DFND		2,014,622	0	0
RICE MIDSTREAM PARTNERS LP	UNIT LTD PARTN	762819100	627	24,868	SH		DFND		24,868	0	0
RITE AID CORP	COM	767754104	53,183	12,513,560	SH		DFND		12,513,560	0	0
RMR REAL ESTATE INCOME FUND	COM	76970B101	408	19,424	SH		DFND		19,424	0	0
SABAN CAP ACQUISITION CORP	*W EXP 09/21/202	78516C114	55	42,000	SH		DFND		42,000	0	0
SABAN CAP ACQUISITION CORP	COM CL A	78516C106	832	84,000	SH		DFND		84,000	0	0
SEACOR HOLDINGS INC	NOTE 2.500%12/1	811904AM3	20,616	20,150,000	PRN		DFND		20,150,000	0	0
SEMGROUP CORP	CL A	81663A105	574	15,933	SH		DFND		15,933	0	0
SHELL MIDSTREAM PARTNERS L P	UNIT LTD INT	822634101	310	9,609	SH		DFND		9,609	0	0
SHIP FINANCE INTERNATIONAL L	NOTE 5.750%10/1	G81075AF3	31,291	31,350,000	PRN		DFND		31,350,000	0	0
SILVER BAY RLTY TR CORP	COM	82735Q102	17,186	800,452	SH		DFND		800,452	0	0
SILVER RUN ACQUISITION	UNIT 99/99/9999	82812A202	10,440	1,000,000	SH		DFND		1,000,000	0	0
SILVER STD RES INC	NOTE 2.875% 2/0	82823LAC0	25,201	25,650,000	PRN		DFND		25,650,000	0	0
SOUTHWEST BANCORP INC OKLA	COM	844767103	9,015	344,744	SH		DFND		344,744	0	0
SOUTHWESTERN ENERGY CO	DEP SHS 1/20 B	845467208	7,586	379,300	SH		DFND		379,300	0	0
SPECTRA ENERGY PARTNERS LP	COM	84756N109	455	10,414	SH		DFND		10,414	0	0
SPECTRUM PHARMACEUTICALS INC	NOTE 2.750%12/1	84763AAB4	1,463	1,450,000	PRN		DFND		1,450,000	0	0
SPIRIT RLTY CAP INC NEW	NOTE 2.875% 5/1	84860WAA0	42,884	42,250,000	PRN		DFND		42,250,000	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	21,590	21,025,000	PRN		DFND		21,025,000	0	0
SPX CORP	COM	784635104	232	9,552	SH		DFND		9,552	0	0
STANDARD PAC CORP NEW	NOTE 1.250% 8/0	85375CBC4	22,974	22,130,000	PRN		DFND		22,130,000	0	0
STARWOOD PPTY TR INC	NOTE 4.000% 1/1	85571BAB1	39,875	34,825,000	PRN		DFND		34,825,000	0	0
STARWOOD PPTY TR INC	NOTE 4.375% 4/0	85571BAH8	20,025	20,000,000	PRN		DFND		20,000,000	0	0
STARWOOD PPTY TR INC	NOTE 4.550% 3/0	85571BAA3	8,309	7,575,000	PRN		DFND		7,575,000	0	0
STELLAR ACQUISITION III INC	*W EXP 03/22/202	Y8172W115	204	600,000	SH		DFND		600,000	0	0
STELLAR ACQUISITION III INC	COM	Y8172W107	3,015	300,000	SH		DFND		300,000	0	0
STILLWATER MNG CO	COM	86074Q102	73,846	4,275,966	SH		DFND		4,275,966	0	0
STONEGATE BK FT LAUDERDALE F	COM	861811107	8,206	174,259	SH		DFND		174,259	0	0
STONEGATE MTG CORP	COM	86181Q300	2,490	312,844	SH		DFND		312,844	0	0
SUCAMPO PHARMACEUTICALS INC	DBCV 3.250%12/1	864909AA4	33,013	33,200,000	PRN		DFND		33,200,000	0	0
SUFFOLK BANCORP	COM	864739107	6,726	166,456	SH		DFND		166,456	0	0
SUMMIT MIDSTREAM PARTNERS LP	COM UNIT LTD	866142102	627	26,128	SH		DFND		26,128	0	0
SUNOCO LOGISTICS PRTNRS L P	COM UNITS	86764L108	439	17,976	SH		DFND		17,976	0	0
SUNPOWER CORP	DBCV 0.750% 6/0	867652AG4	13,420	14,450,000	PRN		DFND		14,450,000	0	0
SUNPOWER CORP	DBCV 4.000% 1/1	867652AL3	13,357	16,975,000	PRN		DFND		16,975,000	0	0
T MOBILE US INC	CONV PFD SER A	872590203	87,901	834,525	SH		DFND		834,525	0	0
TALLGRASS ENERGY PARTNERS LP	COM UNIT	874697105	599	11,260	SH		DFND		11,260	0	0
TARGA RES CORP	COM	87612G101	1,295	21,613	SH		DFND		21,613	0	0
TC PIPELINES LP	UT COM LTD PRT	87233Q108	589	9,875	SH		DFND		9,875	0	0
TECNOGLASS INC	SHS	G87264100	707	65,127	SH		DFND		65,127	0	0
TEEKAY LNG PARTNERS L P	PRTNRSP UNITS	Y8564M105	357	20,319	SH		DFND		20,319	0	0
TESLA INC	NOTE 1.500% 6/0	88160RAA9	61,780	27,650,000	PRN		DFND		27,650,000	0	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	15,703	15,000,000	PRN		DFND		15,000,000	0	0
TESORO LOGISTICS LP	COM UNIT LP	88160T107	504	9,250	SH		DFND		9,250	0	0
THERAVANCE INC	NOTE 2.125% 1/1	88338TAB0	29,618	31,218,000	PRN		DFND		31,218,000	0	0
TIME WARNER INC	COM NEW	887317303	132,489	1,355,945	SH		DFND		1,355,945	0	0
TOPBUILD CORP	COM	89055F103	28,857	613,981	SH		DFND		613,981	0	0
TRANSMONTAIGNE PARTNERS L P	COM UNIT L P	89376V100	899	20,121	SH		DFND		20,121	0	0
TRC COS INC	COM	872625108	6,169	353,500	SH		DFND		353,500	0	0
TRINITY INDS INC	NOTE 3.875% 6/0	896522AF6	7,011	5,750,000	PRN		DFND		5,750,000	0	0
TTM TECHNOLOGIES INC	NOTE 1.750%12/1	87305RAD1	46,756	26,500,000	PRN		DFND		26,500,000	0	0
TYSON FOODS INC	UNIT 99/99/9999	902494301	155,341	2,294,550	SH		DFND		2,294,550	0	0
ULTRATECH INC	COM	904034105	5,178	174,813	SH		DFND		174,813	0	0
UNDER ARMOUR INC	CL C	904311206	800	43,718	SH		DFND		43,718	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	335	2,042	SH		DFND		2,042	0	0
UNITI GROUP INC	COM	91325V108	14,114	546,014	SH		DFND		546,014	0	0
UNIVERSAL AMERN CORP NEW	COM	91338E101	2,725	273,305	SH		DFND		273,305	0	0
VALERO ENERGY PARTNERS LP	COM UNT REP LP	91914J102	490	10,221	SH		DFND		10,221	0	0
VALLEY NATL BANCORP	*W EXP 11/14/201	919794131	40	116,185	SH		DFND		116,185	0	0
VALSPAR CORP	COM	920355104	186,421	1,680,375	SH		DFND		1,680,375	0	0
VAREX IMAGING CORP	COM	92214X106	22,484	669,170	SH		DFND		669,170	0	0
VCA INC	COM	918194101	129,918	1,419,869	SH		DFND		1,419,869	0	0
VECTOR GROUP LTD	FRNT 1/1	92240MAY4	25,814	17,775,000	PRN		DFND		17,775,000	0	0
VECTOR GROUP LTD	NOTE 1.750% 4/1	92240MBC1	9,217	8,125,000	PRN		DFND		8,125,000	0	0
VERISIGN INC	SDCV 3.250% 8/1	92343EAD4	349,952	136,800,000	PRN		DFND		136,800,000	0	0
VERSUM MATLS INC	COM	92532W103	28,340	926,131	SH		DFND		926,131	0	0
VIRTUS INVT PARTNERS INC	PFD CV SER D	92828Q208	1,748	17,975	SH		DFND		17,975	0	0
VITAMIN SHOPPE INC	NOTE 2.250%12/0	92849EAB7	853	1,000,000	PRN		DFND		1,000,000	0	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	123,508	95,975,000	PRN		DFND		95,975,000	0	0
WEBMD HEALTH CORP	NOTE 1.500%12/0	94770VAK8	28,426	23,875,000	PRN		DFND		23,875,000	0	0
WEBMD HEALTH CORP	NOTE 2.500% 1/3	94770VAF9	37,409	36,675,000	PRN		DFND		36,675,000	0	0
WELBILT INC	COM	949090104	327	16,639	SH		DFND		16,639	0	0
WELLTOWER INC	6.50% PFD PREPET	95040Q203	44,196	697,025	SH		DFND		697,025	0	0
WESTAR ENERGY INC	COM	95709T100	171,914	3,167,746	SH		DFND		3,167,746	0	0
WESTERN GAS PARTNERS LP	COM UNIT LP IN	958254104	625	10,341	SH		DFND		10,341	0	0
WESTERN REFNG INC	COM	959319104	106,149	3,026,777	SH		DFND		3,026,777	0	0
WGL HLDGS INC	COM	92924F106	58,045	703,320	SH		DFND		703,320	0	0
WHITEWAVE FOODS CO	COM	966244105	185,989	3,312,368	SH		DFND		3,312,368	0	0
WILLIAMS CLAYTON ENERGY INC	COM	969490101	18,987	143,752	SH		DFND		143,752	0	0
WILLIAMS PARTNERS L P NEW	COM UNIT LTD PAR	96949L105	773	18,936	SH		DFND		18,936	0	0
YAHOO INC	COM	984332106	176,042	3,793,194	SH		DFND		3,793,194	0	0
YUM CHINA HLDGS INC	COM	98850P109	23,616	868,237	SH		DFND		868,237	0	0
ZELTIQ AESTHETICS INC	COM	98933Q108	103,279	1,857,194	SH		DFND		1,857,194	0	0