CNH Partners

CNH Partners as of Sept. 30, 2011

Portfolio Holdings for CNH Partners

CNH Partners holds 383 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Alexion Pharmaceuticals 2.7 $24M 375k 64.06
Holdings Inc Note 5.25 2.2 $20M 15M 1.31
Textron Inc note 4.500% 5/0 2.1 $18M 12M 1.51
Sina Corporation 1.9 $17M 235k 71.61
Enpro Industries Inc note 1.6 $15M 13M 1.12
Ford Motor Company (F) 1.6 $14M 1.4M 9.67
Constellation Energy 1.6 $14M 361k 38.06
Progress Energy 1.5 $13M 256k 51.72
Newell Rubbermaid (NWL) 1.5 $13M 1.1M 11.87
TAKE-TWO INTER CONVERTIBLE security 1.4 $12M 9.1M 1.36
Sonic Automotive Inc note 5.000% 10/0 1.4 $12M 11M 1.11
Vector Group Ltd Var Int frnt 11/1 1.4 $12M 9.3M 1.32
Verisign Inc sdcv 3.250% 8/1 1.4 $12M 12M 1.03
Virgin Media Inc note 6.500%11/1 1.3 $12M 7.7M 1.51
Western Refng Inc note 5.750% 6/1 1.3 $11M 8.2M 1.37
BJ's Wholesale Club 1.2 $11M 216k 51.24
Leucadia Natl Corp debt 1.2 $11M 8.8M 1.19
Nalco Holding Company 1.2 $10M 296k 34.98
Coinstar Inc note 4.000% 9/0 1.1 $10M 8.0M 1.25
Regis Corp Minn note 5.000% 7/1 1.1 $9.9M 8.5M 1.17
D R Horton Inc note 2.000% 5/1 1.0 $9.2M 9.1M 1.01
Mylan 1.0 $8.8M 520k 17.00
Allegheny Technologies Inc note 4.250% 6/0 1.0 $8.7M 7.2M 1.21
Medco Health Solutions 0.9 $8.4M 180k 46.89
Motorola Mobility Holdings 0.9 $8.2M 218k 37.78
Photronics Inc note 5.500%10/0 0.9 $8.0M 6.5M 1.24
Ameron International Corporation 0.9 $7.7M 91k 84.94
Arch Chemicals 0.9 $7.6M 163k 46.92
Terex Corp New note 4.000% 6/0 0.9 $7.6M 7.8M 0.98
Nash Finch Co frnt 1.631% 3/1 0.8 $7.5M 17M 0.44
Blackboard 0.8 $7.3M 163k 44.66
note 5.500% 7/1 0.8 $7.3M 9.0M 0.81
Stewart Information Serv 6.00000000 cnv 0.8 $7.2M 7.5M 0.96
Varian Semiconductor 0.8 $7.1M 115k 61.15
Emdeon 0.8 $7.0M 374k 18.79
National Finl Partners Corp note 4.000% 6/1 0.8 $7.0M 6.5M 1.07
Southern Union Company 0.8 $6.9M 171k 40.57
LoopNet 0.8 $6.9M 405k 17.13
NetLogic Microsystems 0.8 $6.7M 140k 48.11
On Semiconductor Corporation note 1.875%12/ 0.8 $6.7M 5.7M 1.18
Nicor 0.8 $6.6M 121k 55.01
Cephalon Inc note 2.000% 6/0 0.7 $6.3M 3.6M 1.75
Whiting Petroleum Corporation 0.7 $6.2M 178k 35.08
Dollar Thrifty Automotive 0.7 $6.1M 109k 56.30
Notes 0.7 $6.2M 3.0M 2.05
Cephalon 0.7 $5.8M 72k 80.70
D Synnex Corp Ser B Sr Uns Conv convrt bonds 0.6 $5.6M 5.0M 1.11
Temple-Inland 0.6 $5.5M 174k 31.37
Convergys Corp sdcv 5.750% 9/1 0.6 $5.5M 4.7M 1.16
Goodrich Corporation 0.6 $5.4M 45k 120.68
HARVEST NATURAL Resources In note 8.250% 3/0 0.6 $5.4M 3.5M 1.56
DPL 0.6 $5.2M 174k 30.14
Pier 1 Imports 0.6 $5.1M 525k 9.78
Mgic Invt Corp Wis note 5.000% 5/0 0.6 $5.1M 9.0M 0.57
Transatlantic Holdings 0.6 $5.0M 103k 48.52
Powerwave Technologies 0.6 $4.9M 2.9M 1.72
United States Stl Corp New note 4.000% 5/1 0.6 $5.0M 4.8M 1.05
Level 3 Communications Inc note 0.6 $4.9M 4.1M 1.20
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 0.5 $4.8M 5.5M 0.87
United Therapeutics Corp Del note 0.500%10/1 0.5 $4.7M 4.5M 1.04
NYSE Euronext 0.5 $4.6M 198k 23.24
Akamai Technologies (AKAM) 0.5 $4.5M 227k 19.88
Agco Corp note 1.250%12/1 0.5 $4.5M 4.0M 1.12
Telephone & Data Sys Inc spl 0.5 $4.4M 224k 19.77
Level 3 Communications Inc note 6.500%10/0 0.5 $4.3M 3.1M 1.42
Netapp Inc note 1.750% 6/0 0.5 $4.3M 3.5M 1.22
American Eqty Invt Life Hld note 5.250%12/0 0.5 $4.2M 4.2M 1.00
PAETEC Holding 0.5 $4.2M 795k 5.29
Continucare Corporation 0.5 $4.0M 634k 6.38
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.5 $4.0M 3.8k 1032.68
Royal Dutch Shell 0.5 $4.0M 65k 61.52
Notes Gencorp Inc. 4.0625% dbcv 0.5 $4.0M 4.6M 0.87
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.4 $3.9M 3.7M 1.05
Stewart Enterprises Inc cnv 0.4 $3.8M 4.0M 0.97
Cno Financial Group Inc 7 12-1 convert 0.4 $3.6M 3.0M 1.23
Cephalon Inc note 2.500% 5/0 0.4 $3.6M 2.9M 1.24
Keycorp New pfd 7.75% sr a 0.4 $3.6M 35k 102.11
Trex Inc note 6.000% 7/0 0.4 $3.6M 3.6M 1.01
Harleysville 0.4 $3.5M 60k 58.86
Freeport-McMoRan Copper & Gold (FCX) 0.4 $3.5M 114k 30.45
United Rentals Inc note 4.000%11/1 0.4 $3.4M 2.0M 1.69
Rambus Inc Del note 5.000% 6/1 0.4 $3.4M 3.1M 1.11
Cno Finl Group Inc dbcv 7.000%12/3 0.4 $3.5M 2.8M 1.23
Jetblue Airways Corp dbcv 5.500% 10/1 0.4 $3.4M 3.0M 1.12
BioMarin Pharmaceutical (BMRN) 0.4 $3.3M 103k 31.87
Advanced Analogic Technologies In 0.4 $3.3M 760k 4.33
Skyworks Solutions Inc note 1.500% 3/0 0.4 $3.2M 1.7M 1.91
Thq Inc note 5.000% 8/1 0.4 $3.3M 3.8M 0.87
Sterlite Inds India Ltd note 4.000%10/3 0.4 $3.2M 3.8M 0.85
Global Inds Ltd dbcv 2.750% 8/0 0.3 $3.1M 3.2M 0.98
Finisar Corporation 0.3 $3.1M 176k 17.54
Ness Technologies 0.3 $3.0M 389k 7.66
M & F Worldwide (MFW) 0.3 $2.9M 119k 24.62
China Med Technologies Inc note 6.250%12/1 0.3 $2.8M 4.6M 0.61
Spartan Stores Inc note 3.375% 5/1 0.3 $2.7M 2.9M 0.94
Charles Schwab Corporation (SCHW) 0.3 $2.7M 242k 11.27
APAC Customer Services 0.3 $2.8M 326k 8.52
Tower Ban 0.3 $2.8M 133k 20.94
Barnes (B) 0.3 $2.7M 140k 19.25
Ventas (VTR) 0.3 $2.7M 54k 49.40
Rti Intl Metals Inc note 3.000%12/0 0.3 $2.6M 2.6M 1.00
Mf Global Hldgs Ltd note 3.375% 8/0 0.3 $2.6M 3.3M 0.79
Equinix Inc note 4.750% 6/1 0.3 $2.5M 1.9M 1.29
Gmx Res Inc note 4.500% 5/0 0.3 $2.5M 3.9M 0.64
World Accep Corporation note 3.000%10/0 0.3 $2.5M 2.5M 1.00
Invacare Corp note 0.3 $2.4M 2.0M 1.20
Lucent Technologies Inc dbcv 2.875% 6/1 0.3 $2.3M 2.5M 0.93
Central Vermont Public Service 0.3 $2.3M 66k 35.20
Vector Group Ltd debt 0.3 $2.3M 2.0M 1.14
Trw Automotive 3.5% 12/01/15 conv 0.3 $2.3M 1.7M 1.36
Thoratec Corporation 0.2 $2.2M 69k 32.64
MasTec (MTZ) 0.2 $2.2M 124k 17.61
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.2 $2.3M 2.0M 1.13
Nstar 0.2 $2.1M 48k 44.81
Cemex Sab conv 0.2 $2.2M 4.5M 0.48
Salesforce Com Inc note 0.750% 1/1 0.2 $2.1M 1.5M 1.48
SLM Corporation (SLM) 0.2 $2.0M 161k 12.45
Kansas City Southern 0.2 $2.0M 41k 49.96
Mastec Inc note 4.250%12/1 0.2 $2.0M 1.5M 1.37
BHP Billiton 0.2 $2.0M 37k 53.08
Fundtech 0.2 $1.9M 84k 23.09
S1 Corporation 0.2 $1.9M 211k 9.17
Global Eagle Acquisition Cor unit 99/99/9999 0.2 $1.9M 193k 10.06
Compucredit Corp note 3.625% 5/3 0.2 $1.9M 2.0M 0.94
Exterran Hldgs Inc note 4.250% 6/1 0.2 $1.8M 2.0M 0.91
Allied Healthcare International (AHCI) 0.2 $1.9M 496k 3.84
Comtech Telecommunications Cor conv 0.2 $1.9M 1.8M 1.05
Exide Technologies frnt 9/1 0.2 $1.7M 2.0M 0.87
Pioneer Nat Res Co note 2.875% 1/1 0.2 $1.8M 1.5M 1.20
Global Crossing 0.2 $1.8M 75k 23.91
Dollar Finl Corp note 2.875% 6/3 0.2 $1.7M 1.6M 1.08
Kinetic Concepts 0.2 $1.7M 26k 65.90
Insulet Corp note 5.375% 6/1 0.2 $1.6M 1.5M 1.09
VeriFone Systems 0.2 $1.6M 46k 35.02
Chart Industries 2% conv 0.2 $1.6M 1.7M 0.94
Ttm Technologies Inc note 3.250% 5/1 0.2 $1.5M 1.5M 1.00
Global Industries 0.2 $1.5M 188k 7.92
Bancorp Rhode Island (BARI) 0.2 $1.5M 36k 42.39
Bank Of America Corporation preferred (BAC.PL) 0.2 $1.5M 2.0k 771.50
Renaissance Learning (RLRN) 0.2 $1.5M 91k 16.78
Finisar Corp note 5.000%10/1 0.2 $1.5M 800k 1.91
Developers Diversified Rlty note 1.750%11/1 0.2 $1.5M 1.7M 0.92
General Cable Corp Del New note 0.875%11/1 0.2 $1.4M 1.5M 0.92
Smithfield Foods Inc note 4.000% 6/3 0.2 $1.4M 1.3M 1.11
Via 0.2 $1.5M 38k 38.73
Vertex Pharmaceuticals Incorporated (VRTX) 0.2 $1.4M 32k 44.54
PharMerica Corporation 0.2 $1.4M 100k 14.27
HEICO Corporation (HEI.A) 0.2 $1.4M 41k 33.65
Dst Sys Inc Del dbcv 4.125% 8/1 0.1 $1.3M 1.2M 1.15
Family Dollar Stores 0.1 $1.4M 27k 50.85
Regions Financial Corporation (RF) 0.1 $1.4M 410k 3.33
Abington Ban 0.1 $1.4M 189k 7.20
JAKKS Pacific 0.1 $1.3M 70k 18.95
Carnival (CUK) 0.1 $1.3M 43k 30.79
Xilinx Inc sdcv 3.125% 3/1 0.1 $1.4M 1.4M 1.01
Enzon Pharmaceuticals Inc bond 0.1 $1.4M 1.3M 1.03
Sunpower Corp dbcv 4.750% 4/1 0.1 $1.3M 1.5M 0.88
Tyson Foods Inc note 3.250%10/1 0.1 $1.2M 1.0M 1.21
Clorox Company (CLX) 0.1 $1.2M 19k 66.34
Veno 0.1 $1.2M 140k 8.81
Beazer Homes Usa Inc. unit 99/99/99 0.1 $1.3M 140k 9.05
Parkvale Financial (PVSA) 0.1 $1.2M 66k 18.35
Fti Consulting Inc bond 0.1 $1.2M 975k 1.23
Ppl Corporation 8.75% pfd cv 0.1 $1.2M 23k 54.31
Fifth Third Bancorp cnv pfd dep1/250 0.1 $1.1M 8.9k 129.35
Microchip Technology Inc sdcv 2.125%12/1 0.1 $1.2M 1.0M 1.16
Stewart Enterprises Inc note 3.125% 7/1 0.1 $1.2M 1.2M 0.99
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.1 $1.1M 1.0M 1.13
Mannkind Corp note 3.750%12/1 0.1 $1.1M 2.0M 0.57
Center Financial Corporation 0.1 $1.1M 241k 4.69
Novellus Systems 0.1 $1.2M 43k 27.25
Australia Acquisition Corp 0.1 $1.2M 118k 9.78
Verifone Sys Inc note 1.375% 6/1 0.1 $1.0M 1.0M 1.04
Digital Realty Trust (DLR) 0.1 $1.0M 19k 55.16
Asa (ASA) 0.1 $1.0M 38k 27.00
Eaton Vance Tax Managed Buy Write Opport (ETV) 0.1 $1.0M 96k 10.92
Eaton Vance Tax Managed Diversified Eq. (ETY) 0.1 $1.0M 121k 8.53
Incyte Corp note 4.750%10/0 0.1 $1.1M 600k 1.78
Northgate Minerals Corp note 3.500%10/0 0.1 $1.1M 950k 1.11
Eaton Vance Tax-Managed Global Buy-Write (ETW) 0.1 $1.1M 108k 9.76
Eaton Vance Tax-Managed Global Dive Eq (EXG) 0.1 $1.0M 131k 8.00
Eaton Vance Risk Managed Diversified (ETJ) 0.1 $1.1M 99k 10.95
Firstservice Corp sdcv 6.500%12/3 0.1 $1.1M 1.0M 1.07
Cazador Acquisition Corporat 0.1 $1.0M 106k 9.69
Hologic Inc frnt 2.000%12/1 0.1 $940k 1.0M 0.94
Molina Healthcare Inc note 3.750%10/0 0.1 $960k 1.0M 0.96
Mylan Inc note 1.250% 3/1 0.1 $1.0M 1.0M 1.00
Sandisk Corp note 1.000% 5/1 0.1 $970k 1.0M 0.97
Amgen Inc note 0.375% 2/0 0.1 $990k 1.0M 0.99
Diodes Inc note 2.250%10/0 0.1 $1.0M 1.0M 1.00
Affordable Residential Cmnty note 7.500% 8/1 0.1 $1.0M 975k 1.03
State Bancorp 0.1 $1.0M 96k 10.57
Orchid Cellmark 0.1 $982k 367k 2.68
Nektar Therapeutics note 3.250% 9/2 0.1 $990k 1.0M 0.99
Avatar Hldgs Inc note 7.500% 2/1 0.1 $960k 1.0M 0.96
Eaton Vance Enhanced Equity Income Fund (EOI) 0.1 $882k 90k 9.78
Huntington Bancshares Inc pfd conv ser a 0.1 $848k 800.00 1060.00
O'reilly Automotive (ORLY) 0.1 $875k 13k 66.65
Pennichuck Corporation (PNNW) 0.1 $885k 32k 27.97
Sunpower Corp conv 0.1 $850k 1.0M 0.85
Arris Group Inc note 2.000%11/1 0.1 $791k 775k 1.02
China Med Technologies Inc note 4.000% 8/1 0.1 $762k 1.2M 0.64
Sesi L L C frnt 1.500%12/1 0.1 $775k 775k 1.00
99 Cents Only Stores 0.1 $807k 44k 18.43
Rite Aid Corp note 8.500% 5/1 0.1 $814k 885k 0.92
Eaton Vance Enhanced Equity Incm. Fd. II (EOS) 0.1 $777k 79k 9.86
Invesco Van Kampen Dyn Cr Opp Fund 0.1 $796k 75k 10.65
Wintrust Financial Corp *w exp 12/18/201 0.1 $782k 67k 11.61
Univeral Business Pmt Sol Ac unit 99/99/9999 0.1 $795k 132k 6.03
Nautilus Marine Acquisit Cor shsadded 0.1 $821k 86k 9.50
Navistar Intl Corp New note 3.000%10/1 0.1 $750k 750k 1.00
Liberty Global 0.1 $693k 20k 34.62
BlackRock Income Opportunity Trust 0.1 $686k 70k 9.81
Note 3.50 0.1 $728k 750k 0.97
Motorola Solutions (MSI) 0.1 $734k 18k 41.87
Eaton Vance Limited Duration Income Fund (EVV) 0.1 $723k 49k 14.67
Jns 3.25% 7/15/2014 note 0.1 $735k 750k 0.98
First Tr High Income L/s (FSD) 0.1 $688k 43k 16.03
Lincoln National Corp *W EXP 07/10/2019 0.1 $732k 79k 9.27
Signature Bk New York N Y *w exp 12/12/201 0.1 $690k 25k 27.25
Loews Corporation (L) 0.1 $663k 19k 34.53
Alliance Data Systems Corp note 1.750% 8/0 0.1 $635k 500k 1.27
Goldcorp Inc New note 2.000% 8/0 0.1 $625k 500k 1.25
Vishay Intertechnology (VSH) 0.1 $609k 73k 8.35
Molex Incorporated 0.1 $663k 39k 16.87
Mentor Graphics Corporation 0.1 $603k 63k 9.62
Fushi Copperweld 0.1 $650k 131k 4.95
Beazer Homes 7.5% 01/15/1 3 nt sub 7.5% 0.1 $658k 70k 9.44
Omnicare Inc note 3.750%12/1 0.1 $644k 575k 1.12
Radian Group Inc note 3.000%11/1 0.1 $663k 1.3M 0.50
BlackRock Core Bond Trust (BHK) 0.1 $608k 47k 12.96
Petroleum & Resources Corporation 0.1 $630k 28k 22.62
Pmc Sierra Inc Cv 2.25% 101525 cnv 0.1 $658k 645k 1.02
Ocwen Finl Corp note 3.250% 8/0 0.1 $611k 550k 1.11
Mgm Mirage conv 0.1 $660k 750k 0.88
Blue Wolf Mongolia Holdings unit 99/99/9999 0.1 $600k 59k 10.26
Nii Hldgs Inc note 3.125% 6/1 0.1 $510k 505k 1.01
Sunpower Corp dbcv 1.250% 2/1 0.1 $495k 500k 0.99
Old Rep Intl Corp note 8.000% 5/1 0.1 $510k 500k 1.02
Sonosite Inc note 3.750% 7/1 0.1 $530k 500k 1.06
Sothebys note 3.125% 6/1 0.1 $565k 500k 1.13
Micron Technology (MU) 0.1 $569k 113k 5.04
MannKind Corporation 0.1 $536k 141k 3.79
Tanger Factory Outlet Centers (SKT) 0.1 $493k 19k 26.01
McCormick & Schmick's Seafood Restaurant (MSSR) 0.1 $519k 75k 6.92
American Medical Alert (AMAC) 0.1 $533k 64k 8.38
Invesco Van Kampen Bond Fund (VBF) 0.1 $497k 25k 19.73
Omnicom Group Inc note 7/0 0.1 $515k 500k 1.03
BlackRock Credit All Inc Trust II 0.1 $501k 54k 9.33
Eaton Vance Tax-Managed Buy-Write Income (ETB) 0.1 $529k 46k 11.62
Nuveen Quality Pref. Inc. Fund II 0.1 $570k 75k 7.58
BlackRock Credit All Inc Trust IV (BTZ) 0.1 $558k 49k 11.49
Mastec note 4% 06/14 0.1 $528k 400k 1.32
Prime Acquisition Corp 0.1 $562k 59k 9.49
China Growth Equity Inv Ltd unit 05/14/2016 0.1 $500k 50k 10.00
Intel Corporation (INTC) 0.1 $459k 22k 21.35
FPIC Insurance 0.1 $413k 9.9k 41.79
Level 3 Communications conv 0.1 $480k 375k 1.28
Lennar Corporation (LEN.B) 0.1 $445k 44k 10.22
Delta Pete Corp note 3.750% 5/0 0.1 $445k 500k 0.89
Babcock & Wilcox 0.1 $428k 22k 19.55
QEP Resources 0.1 $408k 15k 27.07
Blackrock Credit All Inc Trust III 0.1 $444k 45k 9.87
Mindspeed Technologies 0.1 $465k 89k 5.20
Western Asset Income Fund (PAI) 0.1 $454k 34k 13.24
Nuveen Qual Preferred Inc. Fund III 0.1 $448k 61k 7.40
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 0.1 $435k 31k 14.21
Gold Resv Inc note 5.500% 6/1 0.1 $420k 500k 0.84
Western Asset Global Cp Defi (GDO) 0.1 $423k 25k 17.29
Morgan Stanley income sec 0.1 $460k 27k 17.19
Hawaiian Holdings Inc conv 0.1 $440k 500k 0.88
Apollo Sr Floating Rate Fd I (AFT) 0.1 $468k 30k 15.75
Amc Networks Inc Cl A (AMCX) 0.1 $442k 14k 31.93
Goodrich Pete Corp note 5.000%10/0 0.0 $364k 400k 0.91
On Semiconductor Corp note 2.625%12/1 0.0 $321k 300k 1.07
Phh Corp note 4.000% 4/1 0.0 $347k 350k 0.99
Emmis Communications Corporation 0.0 $375k 560k 0.67
Home Properties 0.0 $341k 6.0k 56.83
SWS 0.0 $367k 78k 4.68
SYNNEX Corporation (SNX) 0.0 $380k 15k 26.21
Cowen 0.0 $391k 144k 2.71
Magnum Hunter Resources Corporation 0.0 $325k 98k 3.31
Eastman Kodak Co note 7.000% 4/0 0.0 $312k 1.2M 0.26
Royce Focus Tr 0.0 $344k 57k 6.03
BlackRock Corporate High Yield Fund III 0.0 $337k 52k 6.48
Comerica Inc *w exp 11/14/201 0.0 $312k 66k 4.76
RF MICRO DEVICE CONVERTIBLE security 0.0 $324k 300k 1.08
Vitesse Semiconductor Corporate 0.0 $368k 125k 2.95
Goodyear Tire Rubr Pfd 5.875% p 0.0 $332k 8.5k 39.06
Cbre Clarion Global Real Estat re (IGR) 0.0 $357k 53k 6.68
Central European Dist Corp note 3.000% 3/1 0.0 $228k 330k 0.69
Iconix Brand Group Inc note 1.875% 6/3 0.0 $248k 250k 0.99
Goodrich Pete Corp note 3.250%12/0 0.0 $227k 225k 1.01
Aar Corp note 1.750% 2/0 0.0 $291k 300k 0.97
Rf Microdevices Inc note 0.750% 4/1 0.0 $309k 300k 1.03
Nasdaq Omx (NDAQ) 0.0 $257k 11k 23.15
Kaiser Aluminum (KALU) 0.0 $241k 5.4k 44.30
Anixter Intl Inc note 1.000% 2/1 0.0 $306k 300k 1.02
Questar Corporation 0.0 $306k 17k 17.73
Tower 0.0 $291k 13k 22.85
McDermott International 0.0 $293k 27k 10.78
Realty Income (O) 0.0 $290k 9.0k 32.22
Dex (DXCM) 0.0 $230k 19k 11.99
TGC Industries 0.0 $243k 55k 4.41
Mellanox Technologies 0.0 $290k 9.3k 31.18
Avago Technologies 0.0 $236k 7.2k 32.78
Nuveen Equity Premium Income Fund (BXMX) 0.0 $301k 28k 10.67
Nuveen Equity Premium Opportunity Fund 0.0 $304k 28k 10.87
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $270k 300k 0.90
Nuveen Quality Preferred Income Fund 0.0 $274k 36k 7.52
Nuveen Equity Premium Advantage Fund 0.0 $246k 22k 10.97
Duff & Phelps Utility & Corp Bond Trust 0.0 $261k 23k 11.50
Nuveen Equity Premium and Growth Fund (SPXX) 0.0 $252k 22k 11.50
Whiting Petroleum Corp. Perp. pfd cv 0.0 $238k 1.4k 167.96
ACTUANT CORP CONVERTIBLE security 0.0 $300k 275k 1.09
Dendreon Corp note 0.0 $252k 350k 0.72
Carrizo Oil & Co Inc note 4.375% 6/0 0.0 $166k 168k 0.99
Kkr Financial Hldgs Llc note 7.000% 7/1 0.0 $206k 200k 1.03
WESCO International (WCC) 0.0 $213k 6.4k 33.54
Newcastle Investment 0.0 $183k 45k 4.07
Gabelli Global Multimedia Trust (GGT) 0.0 $142k 23k 6.18
General Cable Corp Del New frnt 4.500% 11/1 0.0 $205k 225k 0.91
Helix Energy Solutions (HLX) 0.0 $197k 15k 13.13
Wts Wells Fargo & Co. 0.0 $147k 19k 7.73
Morgan Stanley Emerging Markets Fund 0.0 $168k 13k 12.53
Kratos Defense & Security Solutions (KTOS) 0.0 $206k 31k 6.74
ING Prime Rate Trust 0.0 $170k 33k 5.11
BlackRock Floating Rate Income Strat. Fn (FRA) 0.0 $155k 12k 12.70
Eaton Vance Senior Income Trust (EVF) 0.0 $161k 26k 6.30
Eaton Vance Floating-Rate Income Trust (EFT) 0.0 $166k 12k 14.12
Magic Software Enterprises (MGIC) 0.0 $177k 43k 4.09
Montgomery Street Income Securities 0.0 $192k 12k 15.56
Eaton V.Tax-Advantaged Dividend Inc Fund (EVT) 0.0 $138k 10k 13.63
Madison/Claymore Cov. Call & Eq. Strat. 0.0 $168k 24k 7.12
Community Capital Corporation (CPBK) 0.0 $176k 63k 2.79
Eaton Vance Tax-Advantaged Global Divide (ETO) 0.0 $211k 13k 16.33
Level 3 Communications Inc note 3.500% 6/1 0.0 $149k 150k 0.99
Inland Real Estate Corp note 5.000%11/1 0.0 $202k 198k 1.02
Hovnanian Enterprises Inc unit 99/99/9999 0.0 $148k 20k 7.40
Unisys Corp 6.25% Cv Pfd A cvp 0.0 $209k 3.7k 57.26
Hutchinson Technology Inc note 8.500% 1/1 0.0 $135k 195k 0.69
Mosaic (MOS) 0.0 $220k 4.5k 48.89
Cno Finl Group Inc dbcv 7.000%12/3 0.0 $153k 124k 1.23
Energy Conversion Devices In note 3.000% 6/1 0.0 $115k 250k 0.46
Central Garden & Pet (CENT) 0.0 $86k 12k 6.92
CNinsure 0.0 $130k 19k 7.03
China Fire & Security (CFSG) 0.0 $103k 12k 8.79
Alaska Communications Systems 0.0 $81k 12k 6.59
Gasco Energy 0.0 $61k 321k 0.19
AVI BioPharma 0.0 $59k 53k 1.12
Theragenics Corporation 0.0 $58k 44k 1.31
Telestone Technologies Corporation (TSTC) 0.0 $88k 22k 4.09
Advanced Battery Technologies 0.0 $109k 198k 0.55
Calamos Convertible & Hi Income Fund (CHY) 0.0 $122k 11k 11.12
Antares Pharma 0.0 $116k 50k 2.32
CompuCredit Holdings 0.0 $85k 31k 2.77
Genco Shipping & Trading Ltd note 5.000% 8/1 0.0 $73k 100k 0.73
Cereplast (CERP) 0.0 $88k 31k 2.83
Conmed Healthcare Management (CONM) 0.0 $125k 33k 3.79
Cohen and Steers Global Income Builder 0.0 $95k 11k 8.71
Herald National Bank (HNB) 0.0 $116k 34k 3.42
SinoHub (SIHI) 0.0 $49k 89k 0.55
Cormedix 0.0 $68k 75k 0.91
Dendreon Corp cnv 0.0 $118k 100k 1.18
Trunkbow Intl Hldgs 0.0 $56k 25k 2.22
Ldk Solar Co Ltd note 4.750% 4/1 0.0 $128k 200k 0.64
Rosetta Genomics 0.0 $47k 45k 1.05
China Hydroelectric Corp 0.0 $23k 11k 2.07
IFM Investments (CTC) 0.0 $14k 13k 1.12
Heckmann Corp *w exp 11/09/201 0.0 $11k 105k 0.10
Identive 0.0 $40k 20k 2.00
On Track Innovations 0.0 $42k 28k 1.51
Kandi Technolgies (KNDI) 0.0 $27k 13k 2.16
Broadwind Energy 0.0 $14k 45k 0.31
Neostem (NBS) 0.0 $23k 36k 0.64
China GengSheng Minerals (CHGS) 0.0 $42k 47k 0.89
Cormedix Inc *w exp 03/24/201 0.0 $10k 38k 0.27
Cazador Acquisition Corporat *w exp 99/99/999 0.0 $33k 110k 0.30
AUSTRALIA ACQUISITION Corp *w Exp99/99/999 warrant 0.0 $34k 118k 0.29
Kips Bay Med 0.0 $18k 15k 1.21
Boston Private Finl Hldgs In *w exp 11/21/201 0.0 $24k 16k 1.49
Repros Therapeutics Inc *w exp 02/04/201 0.0 $19k 15k 1.25
Prime Acquisition Corp *w exp 99/99/999 0.0 $27k 59k 0.46