-----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, NCyEfSUBjRF1OHWldnxpxqC6tgb+Pmj0mwHKhv+5crfUyW0E5oQE1IkLLt58KP8J somWK0okuBWfNyQFzy1hpQ== 0001085146-10-000229.txt : 20100216 0001085146-10-000229.hdr.sgml : 20100215 20100216113955 ACCESSION NUMBER: 0001085146-10-000229 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100216 DATE AS OF CHANGE: 20100216 EFFECTIVENESS DATE: 20100216 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: 10603733 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 cnh4q09.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: December 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 February 08, 2010 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 Form 13F Information Table Entry Total: 337 Form 13F Information Table Value Total: $1,394,194 (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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3COM CORP COM 885535104 1968 262340 SH SOLE 262340 0 0 AAR CORP NOTE 1.750% 2/0 000361AH8 307 300000 PRN SOLE 0 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 9177 8500000 PRN SOLE 0 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 2287 38318 SH SOLE 38318 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 4173 4000000 PRN SOLE 0 0 0 AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 218 200000 PRN SOLE 0 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 1202 1198000 PRN SOLE 0 0 0 AIRVANA INC COM 00950V101 586 77091 SH SOLE 77091 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 15850 9500000 PRN SOLE 0 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 19291 7400000 PRN SOLE 0 0 0 ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 9173 2950000 PRN SOLE 0 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 9438 6800000 PRN SOLE 0 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 12708 12500000 PRN SOLE 0 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 513 450000 PRN SOLE 0 0 0 ALLIED CAP CORP NEW COM 01903Q108 2372 656994 SH SOLE 656994 0 0 ALLION HEALTHCARE INC COM 019615103 1623 247393 SH SOLE 247393 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 9807 8690000 PRN SOLE 0 0 0 ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 112 18038 SH SOLE 18038 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 473 22529 SH SOLE 22529 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 4389 4500000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 155 137000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 1048 863000 PRN SOLE 0 0 0 AMERICAN OIL & GAS INC NEW COM 028723104 245 58304 SH SOLE 58304 0 0 AMERICAN REAL ESTATE PARTNR FRNT 8/1 029169AA7 4634 5600000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 12354 13275000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 2390 2700000 PRN SOLE 0 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 2394 2500000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 291 300000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 6931 9500000 PRN SOLE 0 0 0 AOL INC COM 00184X105 476 20426 SH SOLE 20426 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 34883 20955000 PRN SOLE 0 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 10106 10150000 PRN SOLE 0 0 0 ASM INTL NV NOTE 4.250%12/0 00207DAG7 1304 1000000 PRN SOLE 0 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 2384 2500000 PRN SOLE 0 0 0 BANK OF AMERICA CORPORATION UNIT 99/99/9999 060505419 2933 196568 SH SOLE 196568 0 0 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 5949 5700000 PRN SOLE 0 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 2007 31430 SH SOLE 31430 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 2758 2150000 PRN SOLE 0 0 0 BJ SVCS CO COM 055482103 3319 178437 SH SOLE 178437 0 0 BLACK & DECKER CORP COM 091797100 3105 47894 SH SOLE 47894 0 0 BLOCKBUSTER INC CL B 093679207 30 50800 SH SOLE 50800 0 0 BOISE INC *W EXP 06/18/201 09746Y113 101 163422 SH SOLE 163422 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 10263 10000000 PRN SOLE 0 0 0 BPW ACQUISITION CORP *W EXP 02/26/201 055637110 17 18723 SH SOLE 18723 0 0 BPW ACQUISITION CORP COM 055637102 1325 125833 SH SOLE 125833 0 0 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 7314 8001000 PRN SOLE 0 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 2450 24845 SH SOLE 24845 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 7703 8500000 PRN SOLE 0 0 0 CALGON CARBON CORP COM 129603106 1382 99412 SH SOLE 99412 0 0 CANDELA CORP COM 136907102 450 148413 SH SOLE 148413 0 0 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 1320 1500000 PRN SOLE 0 0 0 CARDINAL HEALTH INC COM 14149Y108 280 8700 SH SOLE 8700 0 0 CARNIVAL CORP PAIRED CTF 143658300 1804 56925 SH SOLE 56925 0 0 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 861 1000000 PRN SOLE 0 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 3149 3200000 PRN SOLE 0 0 0 CENOVUS ENERGY INC COM 15135U109 648 25700 SH SOLE 25700 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 5990 7000000 PRN SOLE 0 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 222 22362 SH SOLE 22362 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 4741 5000000 PRN SOLE 0 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 9345 6586000 PRN SOLE 0 0 0 CERADYNE INC NOTE 2.875%12/1 156710AA3 3786 4000000 PRN SOLE 0 0 0 CF INDS HLDGS INC COM 125269100 869 9568 SH SOLE 9568 0 0 CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB8 6415 6500000 PRN SOLE 0 0 0 CHATTEM INC NOTE 1.625% 5/0 162456AR8 408 300000 PRN SOLE 0 0 0 CHATTEM INC NOTE 2.000%11/1 162456AP2 4130 2500000 PRN SOLE 0 0 0 CHINA GERUI ADV MAT GR LTD SHS G21101103 119 21200 SH SOLE 21200 0 0 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 4284 5125000 PRN SOLE 0 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 3425 5365000 PRN SOLE 0 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 1592 1000000 PRN SOLE 0 0 0 COHEN & STEERS DIV MJRS FDIN COM 19248G106 157 14994 SH SOLE 14994 0 0 COHEN & STEERS QUALITY RLTY COM 19247L106 183 30197 SH SOLE 30197 0 0 COHEN & STEERS REIT & PFD IN COM 19247X100 161 15513 SH SOLE 15513 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 12790 12807000 PRN SOLE 0 0 0 COMCAST CORP NEW CL A SPL 20030N200 400 25000 SH SOLE 25000 0 0 COMMSCOPE INC COM 203372107 18176 685111 SH SOLE 685111 0 0 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 23010 19275000 PRN SOLE 0 0 0 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 864 10000 SH SOLE 10000 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 780 2000000 PRN SOLE 0 0 0 COMPUCREDIT HLDGS CORP COM 20478T107 96 28829 SH SOLE 28829 0 0 CONEXANT SYSTEMS INC NOTE 4.000% 3/0 207142AH3 2576 2800000 PRN SOLE 0 0 0 CONSECO INC COM NEW 208464883 300 59936 SH SOLE 59936 0 0 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 324 300000 PRN SOLE 0 0 0 CONVERTED ORGANICS INC *W EXP 12/31/201 21254S131 18 100000 SH SOLE 100000 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 6078 4700000 PRN SOLE 0 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 4177 4450000 PRN SOLE 0 0 0 COWEN GROUP INC NEW CL A 223622101 101 17136 SH SOLE 17136 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 5014 5000000 PRN SOLE 0 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 7130 7600000 PRN SOLE 0 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 20339 18323000 PRN SOLE 0 0 0 DELTA PETE CORP NOTE 3.750% 5/0 247907AD0 353 500000 PRN SOLE 0 0 0 DENDREON CORP NOTE 4.750% 6/1 24823QAB3 1146 425000 PRN SOLE 0 0 0 DEXCOM INC NOTE 4.750% 3/1 252131AD9 334 300000 PRN SOLE 0 0 0 DIEDRICH COFFEE INC COM NEW 253675201 1393 39971 SH SOLE 39971 0 0 DIODES INC NOTE 2.250%10/0 254543AA9 974 1000000 PRN SOLE 0 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1591 60000 SH SOLE 60000 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 1740 1875000 PRN SOLE 0 0 0 DRESS BARN INC NOTE 2.500%12/1 261570AB1 7779 3500000 PRN SOLE 0 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 5237 5000000 PRN SOLE 0 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 8098 6500000 PRN SOLE 0 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 5495 5000000 PRN SOLE 0 0 0 ECTEL LTD ORD M29925100 97 78519 SH SOLE 78519 0 0 ENCANA CORP COM 292505104 713 22000 SH SOLE 22000 0 0 ENCORE ACQUISITION CO COM 29255W100 3147 65538 SH SOLE 65538 0 0 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 3125 3100000 PRN SOLE 0 0 0 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 1859 2000000 PRN SOLE 0 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 161 250000 PRN SOLE 0 0 0 ENERSYS NOTE 3.375% 6/0 29275YAA0 2236 2500000 PRN SOLE 0 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 12860 12693000 PRN SOLE 0 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 1178 1000000 PRN SOLE 0 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 1323 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$0.01 345370860 235 23490 SH SOLE 23490 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 9485 7500000 PRN SOLE 0 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 14830 11700000 PRN SOLE 0 0 0 GABELLI DIVD & INCOME TR COM 36242H104 160 12199 SH SOLE 12199 0 0 GATX CORP NOTE 5.000% 8/1 361448AE3 4797 4000000 PRN SOLE 0 0 0 GENCORP INC COM 368682100 390 55749 SH SOLE 55749 0 0 GENCORP INC NOTE 4.000% 1/1 368682AJ9 500 500000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 18886 21500000 PRN SOLE 0 0 0 GENESCO INC COM 371532102 373 13593 SH SOLE 13593 0 0 GENESIS LEASE LTD ADR 37183T107 895 100201 SH SOLE 100201 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 6425 5200000 PRN SOLE 0 0 0 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 980 1000000 PRN SOLE 0 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 434 700000 PRN SOLE 0 0 0 GMX RES INC NOTE 4.500% 5/0 38011MAJ7 4680 4575000 PRN SOLE 0 0 0 GOLD RESV INC NOTE 5.500% 6/1 38068NAB4 335 500000 PRN SOLE 0 0 0 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 6935 6725000 PRN SOLE 0 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 122 135000 PRN SOLE 0 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 7422 8710000 PRN SOLE 0 0 0 GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 218 300000 PRN SOLE 0 0 0 GRIFFON CORP NOTE 4.000% 7/1 398433AC6 3513 3500000 PRN SOLE 0 0 0 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 1293 1700000 PRN SOLE 0 0 0 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 897 850000 PRN SOLE 0 0 0 H & Q HEALTHCARE FD SH BEN INT 404052102 161 13542 SH SOLE 13542 0 0 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 97 10266 SH SOLE 10266 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 8648 9600000 PRN SOLE 0 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 2198 341280 SH SOLE 341280 0 0 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 213 300000 PRN SOLE 0 0 0 HECKMANN CORP *W EXP 11/09/201 422680116 95 105000 SH SOLE 105000 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 176 15000 SH SOLE 15000 0 0 HERTZ GLOBAL 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INC N NOTE 9.000% 8/0 45928HAD8 2853 2600000 PRN SOLE 0 0 0 INTERSTATE HOTELS & RESRTS I COM 46088S106 241 109505 SH SOLE 109505 0 0 INVACARE CORP SDCV 4.125% 2/0 461203AD3 2286 2000000 PRN SOLE 0 0 0 INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 1661 6135 SH SOLE 6135 0 0 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 6946 4500000 PRN SOLE 0 0 0 IOWA TELECOMM SERVICES INC COM 462594201 1273 75950 SH SOLE 75950 0 0 JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 1590 2000000 PRN SOLE 0 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 904 750000 PRN SOLE 0 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 226 173882 SH SOLE 173882 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 5266 5300000 PRN SOLE 0 0 0 JOHN HANCOCK BK &THRIFT OPP SH BEN INT NEW 409735206 424 30038 SH SOLE 30038 0 0 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 899 1000000 PRN SOLE 0 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 3609 45000 SH SOLE 45000 0 0 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 8173 8800000 PRN SOLE 0 0 0 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 186 200000 PRN SOLE 0 0 0 KONA GRILL INC COM 50047H201 79 26354 SH SOLE 26354 0 0 LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA0 294 300000 PRN SOLE 0 0 0 LDK SOLAR CO LTD SPONSORED ADR 50183L107 236 33600 SH SOLE 33600 0 0 LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 1655 2000000 PRN SOLE 0 0 0 LENNAR CORP CL B 526057302 1022 103850 SH SOLE 103850 0 0 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 11119 9135000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 1700 1500000 PRN SOLE 0 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1335 138100 SH SOLE 138100 0 0 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 84 19359 SH SOLE 19359 0 0 LIBERTY GLOBAL INC COM SER A 530555101 249 11350 SH SOLE 11350 0 0 LOEWS CORP COM 540424108 698 19200 SH SOLE 19200 0 0 LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 2137 2500000 PRN SOLE 0 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 2097 3000000 PRN SOLE 0 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 3782 69935 SH SOLE 69935 0 0 MASTEC INC NOTE 4.000% 6/1 576323AG4 420 400000 PRN SOLE 0 0 0 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 3051 3000000 PRN SOLE 0 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 3139 3000000 PRN SOLE 0 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 1237 1275000 PRN SOLE 0 0 0 METRO BANCORP INC PA COM 59161R101 446 35452 SH SOLE 35452 0 0 MF GLOBAL LTD NOTE 9.000% 6/2 55276YAB2 9379 8375000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 9433 9750000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 9465 4300000 PRN SOLE 0 0 0 MOLEX INC CL A 608554200 1622 84800 SH SOLE 84800 0 0 MONTEREY GOURMET FOODS INC COM 612570101 35 12854 SH SOLE 12854 0 0 MPS GROUP INC COM 553409103 1694 123301 SH SOLE 123301 0 0 MYLAN INC PFD CONV 628530206 17118 14875 SH SOLE 14875 0 0 NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 9741 10500000 PRN SOLE 0 0 0 NASH FINCH CO FRNT 3.500% 3/1 631158AD4 16284 35425000 PRN SOLE 0 0 0 NAVIOS MARITIME ACQUIS CORP SHS Y62159101 344 35000 SH SOLE 35000 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 1976 1900000 PRN SOLE 0 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 8693 7000000 PRN SOLE 0 0 0 NETEASE COM INC SPONSORED ADR 64110W102 2347 62400 SH SOLE 62400 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 24129 12750000 PRN SOLE 0 0 0 NEWS CORP CL A 65248E104 1982 144750 SH SOLE 144750 0 0 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 4987 5000000 PRN SOLE 0 0 0 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 2637 3225000 PRN SOLE 0 0 0 OCWEN FINL CORP COM NEW 675746309 239 25000 SH SOLE 25000 0 0 OCWEN FINL CORP NOTE 3.250% 8/0 675746AD3 514 550000 PRN SOLE 0 0 0 OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 10818 7800000 PRN SOLE 0 0 0 OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 7821 6975000 PRN SOLE 0 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 7888 5700000 PRN SOLE 0 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 335 300000 PRN SOLE 0 0 0 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