-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, L5HQ//wclRP1lVKBfUi9y+ffJitfNshMGW3qoZ7QQUo7BPccmujSWbuCvsh8m5Er W1yH5yHMrMeAv7UJGJxI1Q== 0001085146-09-002264.txt : 20090515 0001085146-09-002264.hdr.sgml : 20090515 20090515161515 ACCESSION NUMBER: 0001085146-09-002264 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090515 DATE AS OF CHANGE: 20090515 EFFECTIVENESS DATE: 20090515 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: 09833225 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 cnh1q09.txt CNH PARTNERS UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CNH Partners, LLC Address: Two Greenwich Plaza, 3rd Floor Greenwich, CT 06830 13F File Number: 28-10114 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Clifford S. Asness Title: As Managing Member of AQR Capital Management, LLC Phone: 203-742-3600 Signature, Place, and Date of Signing: /s/ Clifford S. Asness Greenwich, CT May 11, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 291 Form13F Information Table Value Total: $746,133 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AAR CORP NOTE 1.750% 2/0 000361AH8 216 300000 PRN SOLE 0 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 8838 10500000 PRN SOLE 0 0 0 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 381 1000000 PRN SOLE 0 0 0 ADVANCED TECHNOLOGY ACQU COR COM 007556103 791 102300 SH SOLE 102300 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 3057 4000000 PRN SOLE 0 0 0 AGCO CORP NOTE 1.750%12/3 001084AL6 12423 11500000 PRN SOLE 0 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 1059 1393000 PRN SOLE 0 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 20964 15500000 PRN SOLE 0 0 0 ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 1531 133253 SH SOLE 133253 0 0 ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 7104 2950000 PRN SOLE 0 0 0 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 8315 8062000 PRN SOLE 0 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 455 450000 PRN SOLE 0 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 1069 111000 SH SOLE 111000 0 0 AMERICAN BANCORP N J INC COM 02407E104 1986 210112 SH SOLE 210112 0 0 AMERICAN CMNTY BANCSHARES IN COM 02520W106 376 68503 SH SOLE 68503 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 2876 4500000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 824 1000000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 661 1500000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 267 700000 PRN SOLE 0 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 4691 5000000 PRN SOLE 0 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 1938 2500000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 231 300000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 5178 9500000 PRN SOLE 0 0 0 APEX BIOVENTURES ACQ CORP COM 03753Q105 387 50000 SH SOLE 50000 0 0 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 365 10000 SH SOLE 10000 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 6738 8875000 PRN SOLE 0 0 0 ASM INTL NV NOTE 4.250%12/0 00207DAG7 703 1000000 PRN SOLE 0 0 0 AVANEX CORP COM NEW 05348W307 186 106370 SH SOLE 106370 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 2050 2500000 PRN SOLE 0 0 0 BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE3 562 4500000 PRN SOLE 0 0 0 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 5758 6700000 PRN SOLE 0 0 0 BENJAMIN FRANKLIN BANCORP IN COM 082073107 557 62600 SH SOLE 62600 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 2370 2500000 PRN SOLE 0 0 0 BLACKROCK DIVID ACHIEVRS TM COM 09250N107 88 13875 SH SOLE 13875 0 0 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 17827 12800000 PRN SOLE 0 0 0 BLACKROCK PFD & EQ ADVANTAGE COM 092508100 116 18275 SH SOLE 18275 0 0 BPW ACQUISITION CORP COM 055637102 983 105000 SH SOLE 105000 0 0 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1774 3000000 PRN SOLE 0 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 4064 8500000 PRN SOLE 0 0 0 CALGON CARBON CORP COM 129603106 2778 196078 SH SOLE 196078 0 0 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 874 1500000 PRN SOLE 0 0 0 CAPITOL ACQUISITION CORP DEL COM 14055E104 531 56000 SH SOLE 56000 0 0 CARNIVAL CORP DBCV 4/2 143658AV4 113 175000 PRN SOLE 0 0 0 CARNIVAL CORP PAIRED CTF 143658300 333 15400 SH SOLE 15400 0 0 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 511 1000000 PRN SOLE 0 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 3070 3500000 PRN SOLE 0 0 0 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 3012 364655 SH SOLE 364655 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 3146 8400000 PRN SOLE 0 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 3338 7500000 PRN SOLE 0 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 9838 6586000 PRN SOLE 0 0 0 CERADYNE INC NOTE 2.875%12/1 156710AA3 3229 4000000 PRN SOLE 0 0 0 CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB8 5586 6500000 PRN SOLE 0 0 0 CHATTEM INC NOTE 2.000%11/1 162456AP2 297 300000 PRN SOLE 0 0 0 CHATTEM INC NOTE 1.625% 5/0 162456AR8 252 300000 PRN SOLE 0 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 1880 4000000 PRN SOLE 0 0 0 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 1865 3000000 PRN SOLE 0 0 0 CHIPOTLE MEXICAN GRILL INC CL B 169656204 287 5000 SH SOLE 5000 0 0 CITIGROUP INC COM 172967101 1733 5846 CALL SOLE 0 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 1177 1000000 PRN SOLE 0 0 0 COHEN & STEERS ADV INC RLTY COM 19247W102 24 12100 SH SOLE 12100 0 0 COHEN & STEERS GLOBAL INC BL COM 19248M103 102 16600 SH SOLE 16600 0 0 COHEN & STEERS PREM INC RLTY COM 19247V104 20 10450 SH SOLE 10450 0 0 COLUMBUS ACQUISITION CORP COM 198851107 277 35000 SH SOLE 35000 0 0 COMCAST CORP NEW CL A SPL 20030N200 683 53100 SH SOLE 53100 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 487 2000000 PRN SOLE 0 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 2652 2500000 PRN SOLE 0 0 0 CONEXANT SYSTEMS INC NOTE 4.000% 3/0 207142AH3 602 2800000 PRN SOLE 0 0 0 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 246 300000 PRN SOLE 0 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 4618 4700000 PRN SOLE 0 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 4702 5950000 PRN SOLE 0 0 0 CRAWFORD & CO CL A 224633206 306 73464 SH SOLE 73464 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 4465 5000000 PRN SOLE 0 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 7308 9100000 PRN SOLE 0 0 0 CV THERAPEUTICS INC COM 126667104 2458 123654 SH SOLE 123654 0 0 CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF1 2817 2500000 PRN SOLE 0 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 237 35000 SH SOLE 35000 0 0 DECODE GENETICS INC NOTE 3.500% 4/1 243586AB0 29 500000 PRN SOLE 0 0 0 DELTA PETE CORP NOTE 3.750% 5/0 247907AD0 122 500000 PRN SOLE 0 0 0 DEXCOM INC NOTE 4.750% 3/1 252131AD9 225 300000 PRN SOLE 0 0 0 DIODES INC NOTE 2.250%10/0 254543AA9 773 1000000 PRN SOLE 0 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 733 50000 SH SOLE 50000 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 658 1400000 PRN SOLE 0 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 423 25000 SH SOLE 25000 0 0 DREMAN/CLAYMORE DIVID & INC COM 26153R100 29 20000 SH SOLE 20000 0 0 DRESS BARN INC NOTE 2.500%12/1 261570AB1 4379 3500000 PRN SOLE 0 0 0 DREYFUS STRATEGIC MUNS INC COM 261932107 73 10958 SH SOLE 10958 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 6326 6500000 PRN SOLE 0 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 445 500000 PRN SOLE 0 0 0 DWS RREEF REAL ESTATE FD II COM 23338X102 11 26165 SH SOLE 26165 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 6535 6500000 PRN SOLE 0 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 8315 8500000 PRN SOLE 0 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 4775 5000000 PRN SOLE 0 0 0 EMAGEON INC COM 29076V109 88 48421 SH SOLE 48421 0 0 EMBARQ CORP COM 29078E105 3225 85209 SH SOLE 85209 0 0 EN POINTE TECHNOLOGIES INC COM 29247F108 98 47399 SH SOLE 47399 0 0 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 2418 3100000 PRN SOLE 0 0 0 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 1560 2000000 PRN SOLE 0 0 0 ENDOLOGIX INC COM 29266S106 561 267295 SH SOLE 267295 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 132 250000 PRN SOLE 0 0 0 ENERSYS NOTE 3.375% 6/0 29275YAA0 1598 2500000 PRN SOLE 0 0 0 ENPRO INDS INC DBCV 3.937%10/1 29355XAB3 7336 10000000 PRN SOLE 0 0 0 ENTERPRISE ACQUISITION CORP COM 29365R108 526 55000 SH SOLE 55000 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 806 1000000 PRN SOLE 0 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 3262 4500000 PRN SOLE 0 0 0 EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 1575 5000000 PRN SOLE 0 0 0 FERRO CORP NOTE 6.500% 8/1 315405AL4 174 500000 PRN SOLE 0 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 255 14000 SH SOLE 14000 0 0 FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 201 5000 SH SOLE 5000 0 0 FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW5 10065 6500000 PRN SOLE 0 0 0 FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB2 279 700000 PRN SOLE 0 0 0 FLIR SYS INC COM 302445101 1639 80028 SH SOLE 80028 0 0 FTI CONSULTING INC NOTE 3.750% 7/1 302941AB5 12172 7300000 PRN SOLE 0 0 0 GABELLI DIVD & INCOME TR COM 36242H104 84 10100 SH SOLE 10100 0 0 GATX CORP NOTE 5.000% 8/1 361448AE3 3342 4000000 PRN SOLE 0 0 0 GENCORP INC NOTE 4.000% 1/1 368682AJ9 3522 5000000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 9457 13500000 PRN SOLE 0 0 0 GENESCO INC SDCV 4.125% 6/1 371532AN2 1145 1107000 PRN SOLE 0 0 0 GEVITY HR INC COM 374393106 828 209593 SH SOLE 209593 0 0 GHL ACQUISITION CORP COM 36172H108 515 55000 SH SOLE 55000 0 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 13860 11000000 PRN SOLE 0 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 9879 7700000 PRN SOLE 0 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 476 50000 SH SOLE 50000 0 0 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 519 1000000 PRN SOLE 0 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 239 700000 PRN SOLE 0 0 0 GLOBALSTAR INC COM 378973408 21 60000 SH SOLE 60000 0 0 GOLD RESV INC NOTE 5.500% 6/1 38068NAB4 200 500000 PRN SOLE 0 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 5452 7250000 PRN SOLE 0 0 0 GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 84 300000 PRN SOLE 0 0 0 GRIFFON CORP NOTE 4.000% 7/1 398433AC6 3216 3500000 PRN SOLE 0 0 0 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 810 1700000 PRN SOLE 0 0 0 GSC ACQUISITION COMPANY COM 40053G106 186 19252 SH SOLE 19252 0 0 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 587 975000 PRN SOLE 0 0 0 GUIDANCE SOFTWARE INC COM 401692108 235 57600 SH SOLE 57600 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 6627 9600000 PRN SOLE 0 0 0 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 68 300000 PRN SOLE 0 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 77 15000 SH SOLE 15000 0 0 HI / FN INC COM 428358105 1006 253919 SH SOLE 253919 0 0 HICKS ACQUISITION CO I INC COM 429086309 364 38600 SH SOLE 38600 0 0 HILAND HLDGS GP LP UNIT LP INT 43129M107 30 12647 SH SOLE 12647 0 0 HILAND PARTNERS L P UT LTD PARTNR 431291103 196 24750 SH SOLE 24750 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM0 107 300000 PRN SOLE 0 0 0 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 1755 2700000 PRN SOLE 0 0 0 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 27778 16000000 PRN SOLE 0 0 0 IMAGE ENTMT INC COM NEW 452439201 286 219903 SH SOLE 219903 0 0 ING CLARION REAL EST INCOME COM SHS 449788108 29 12150 SH SOLE 12150 0 0 INLAND REAL ESTATE CORP NOTE 4.625%11/1 457461AB7 204 300000 PRN SOLE 0 0 0 INTERMUNE INC NOTE 0.250% 3/0 45884XAC7 1005 1000000 PRN SOLE 0 0 0 INTERNATIONAL COAL GRP INC N NOTE 9.000% 8/0 45928HAD8 520 950000 PRN SOLE 0 0 0 INVACARE CORP DBCV 4.125% 2/0 461203AD3 3256 4000000 PRN SOLE 0 0 0 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 4878 4500000 PRN SOLE 0 0 0 IPC HLDGS LTD ORD G4933P101 1809 66908 SH SOLE 66908 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 2310 2015000 PRN SOLE 0 0 0 ITRON INC NOTE 2.500% 8/0 465741AJ5 12570 12642000 PRN SOLE 0 0 0 JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 1014 2000000 PRN SOLE 0 0 0 JAKKS PAC INC NOTE 4.625% 6/1 47012EAB2 3337 3500000 PRN SOLE 0 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 314 30000 SH SOLE 30000 0 0 K2 INC NOTE 5.000% 6/1 482732AB0 467 500000 PRN SOLE 0 0 0 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 848 110424 SH SOLE 110424 0 0 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 6909 9800000 PRN SOLE 0 0 0 LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA0 238 300000 PRN SOLE 0 0 0 LENDER PROCESSING SVCS INC COM 52602E102 260 8500 SH SOLE 8500 0 0 LENNAR CORP CL B 526057302 398 70000 SH SOLE 70000 0 0 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 8958 10586000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK5 214 500000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 10.000% 5/0 52729NBE9 993 1500000 PRN SOLE 0 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1213 138100 SH SOLE 138100 0 0 LITHIA MTRS INC 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