CNH Partners

CNH Partners as of March 31, 2012

Portfolio Holdings for CNH Partners

CNH Partners holds 267 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Textron Inc note 4.500% 5/0 4.8 $25M 12M 2.15
Holdings Inc Note 5.25 3.0 $15M 7.8M 1.93
Verisign Inc sdcv 3.250% 8/1 2.7 $14M 11M 1.28
Enpro Industries Inc note 2.5 $13M 9.3M 1.37
Western Refng Inc note 5.750% 6/1 2.3 $12M 6.3M 1.89
Leucadia Natl Corp debt 2.2 $11M 8.8M 1.26
Photronics Inc note 5.500%10/0 1.9 $9.9M 6.5M 1.54
Sina Corporation 1.9 $9.7M 150k 65.00
Whiting Petroleum Corporation 1.9 $9.7M 178k 54.30
Pier 1 Imports 1.9 $9.6M 525k 18.18
Sonic Automotive Inc note 5.000% 10/0 1.8 $9.1M 6.0M 1.52
Akamai Technologies (AKAM) 1.6 $8.3M 227k 36.70
Vector Group Ltd Var Int frnt 11/1 1.6 $8.0M 6.1M 1.31
Virgin Media Inc note 6.500%11/1 1.6 $8.0M 5.2M 1.53
D R Horton Inc note 2.000% 5/1 1.5 $7.7M 6.0M 1.30
On Semiconductor Corporation note 1.875%12/ 1.5 $7.6M 5.7M 1.34
Terex Corp New note 4.000% 6/0 1.4 $7.3M 4.7M 1.58
TAKE-TWO INTER CONVERTIBLE security 1.4 $7.1M 4.6M 1.55
Regis Corp Minn note 5.000% 7/1 1.3 $6.7M 5.0M 1.34
Stewart Information Serv 6.00000000 cnv 1.2 $6.3M 4.9M 1.27
Salesforce Com Inc note 0.750% 1/1 1.2 $6.1M 3.2M 1.88
United Rentals Inc note 4.000%11/1 1.1 $5.9M 1.5M 3.90
Ford Motor Company (F) 1.1 $5.8M 463k 12.49
Coinstar Inc note 4.000% 9/0 1.1 $5.7M 3.4M 1.69
note 5.500% 7/1 1.1 $5.5M 5.6M 0.99
Level 3 Communications Inc note 1.1 $5.4M 4.1M 1.31
United States Stl Corp New note 4.000% 5/1 1.1 $5.4M 4.5M 1.19
Agco Corp note 1.250%12/1 1.0 $5.1M 4.0M 1.28
Netapp Inc note 1.750% 6/0 1.0 $5.1M 3.5M 1.45
National Finl Partners Corp note 4.000% 6/1 1.0 $4.9M 3.6M 1.36
Allegheny Technologies Inc note 4.250% 6/0 0.9 $4.6M 3.7M 1.25
Nash Finch Co frnt 1.631% 3/1 0.9 $4.5M 9.5M 0.47
American Eqty Invt Life Hld note 5.250%12/0 0.8 $4.3M 4.2M 1.04
Pdl Biopharma Inc cnv 0.8 $4.3M 3.9M 1.12
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 0.8 $4.2M 4.5M 0.94
Convergys Corp sdcv 5.750% 9/1 0.8 $4.2M 3.0M 1.41
Mgic Invt Corp Wis note 5.000% 5/0 0.8 $4.1M 5.3M 0.78
Stewart Enterprises Inc cnv 0.8 $3.8M 4.0M 0.97
Jetblue Airways Corp dbcv 5.500% 10/1 0.7 $3.8M 3.0M 1.25
Barnes 0.7 $3.7M 140k 26.31
Alcoa Inc debt 0.7 $3.5M 2.1M 1.67
BioMarin Pharmaceutical (BMRN) 0.7 $3.5M 103k 34.25
Smithfield Foods Inc note 4.000% 6/3 0.7 $3.3M 2.9M 1.14
Notes Gencorp Inc. 4.0625% dbcv 0.7 $3.3M 3.1M 1.07
Cemex Sab conv 0.7 $3.3M 3.5M 0.95
Microchip Technology Inc sdcv 2.125%12/1 0.6 $3.1M 2.2M 1.39
Developers Diversified Rlty note 1.750%11/1 0.6 $3.0M 2.8M 1.09
Kansas City Southern 0.6 $2.9M 41k 71.68
Note 3.50 0.6 $3.0M 2.5M 1.18
Pioneer Nat Res Co note 2.875% 1/1 0.6 $2.9M 1.5M 1.92
Keycorp New pfd 7.75% sr a 0.6 $2.8M 25k 112.76
Spartan Stores Inc note 3.375% 5/1 0.6 $2.8M 2.9M 0.97
Regions Financial Corporation (RF) 0.5 $2.7M 410k 6.59
Exelon Corporation (EXC) 0.5 $2.6M 67k 39.21
Trex Inc note 6.000% 7/0 0.5 $2.6M 1.8M 1.47
Mylan 0.5 $2.6M 110k 23.45
Alleghany Corporation 0.5 $2.6M 7.9k 329.15
LoopNet 0.5 $2.6M 139k 18.78
SLM Corporation (SLM) 0.5 $2.5M 161k 15.76
Lucent Technologies Inc dbcv 2.875% 6/1 0.5 $2.5M 2.5M 0.99
Cno Finl Group Inc dbcv 7.000%12/3 0.5 $2.4M 1.6M 1.57
Progress Energy 0.5 $2.4M 45k 53.10
AGL Resources 0.5 $2.4M 60k 39.21
Alexion Pharmaceuticals 0.5 $2.4M 25k 92.85
Medco Health Solutions 0.5 $2.3M 33k 70.29
ZOLL Medical Corporation 0.5 $2.3M 25k 92.63
Health Care Reit Inc note 3.000%12/0 0.5 $2.3M 2.0M 1.15
MasTec (MTZ) 0.4 $2.2M 124k 18.09
Novellus Systems 0.4 $2.2M 45k 49.91
Level 3 Communications Inc note 6.500%10/0 0.4 $2.2M 1.4M 1.61
Finisar Corporation 0.4 $2.2M 107k 20.15
Invacare Corp note 0.4 $2.2M 2.0M 1.10
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.4 $2.1M 1.9k 1116.36
Chart Industries 2% conv 0.4 $2.1M 1.7M 1.28
Solutia 0.4 $2.1M 76k 27.94
Compucredit Corp note 3.625% 5/3 0.4 $2.0M 2.0M 1.00
Thoratec Corporation 0.4 $1.9M 57k 33.71
Prologis Inc note 3.250% 3/1 0.4 $1.9M 1.7M 1.14
Sothebys note 3.125% 6/1 0.4 $1.9M 1.5M 1.27
Equinix Inc note 4.750% 6/1 0.4 $1.8M 900k 2.01
Susquehanna Bancshares 0.4 $1.8M 184k 9.88
Cno Financial Group Inc 7 12-1 convert 0.4 $1.8M 1.2M 1.57
Via 0.3 $1.8M 38k 47.47
Xilinx Inc sdcv 3.125% 3/1 0.3 $1.7M 1.4M 1.27
Dollar Finl Corp note 2.875% 6/3 0.3 $1.7M 1.6M 1.08
Minefinders 0.3 $1.6M 118k 13.90
Viropharma Inc note 2.000% 3/1 0.3 $1.5M 900k 1.72
Goodrich Corporation 0.3 $1.5M 12k 125.47
Taleo Corporation 0.3 $1.5M 34k 45.92
Gilead Sciences conv 0.3 $1.5M 1.2M 1.28
RSC Holdings 0.3 $1.5M 66k 22.59
Gmx Res Inc note 4.500% 5/0 0.3 $1.4M 3.1M 0.46
Rti Intl Metals Inc note 3.000%12/0 0.3 $1.4M 1.4M 1.02
Sunpower Corp dbcv 4.750% 4/1 0.3 $1.4M 1.5M 0.94
Digital Realty Trust (DLR) 0.3 $1.4M 19k 73.98
Incyte Corp note 4.750%10/0 0.3 $1.4M 600k 2.30
Notes 0.3 $1.4M 500k 2.70
Enzon Pharmaceuticals Inc bond 0.3 $1.4M 1.3M 1.03
Vertex Pharmaceuticals Incorporated (VRTX) 0.3 $1.3M 32k 41.02
Dollar Thrifty Automotive 0.3 $1.3M 17k 80.92
JAKKS Pacific 0.3 $1.3M 75k 17.46
Convio 0.3 $1.3M 84k 15.47
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.2 $1.3M 1.2M 1.08
Ttm Technologies Inc note 3.250% 5/1 0.2 $1.3M 1.2M 1.08
Delphi Financial 0.2 $1.3M 28k 44.76
Central Vermont Public Service 0.2 $1.2M 35k 35.19
General Cable Corp Del New frnt 4.500% 11/1 0.2 $1.2M 1.2M 1.06
Veno 0.2 $1.2M 113k 10.84
O'reilly Automotive (ORLY) 0.2 $1.2M 13k 91.32
Firstservice Corp sdcv 6.500%12/3 0.2 $1.2M 1.0M 1.24
Stewart Enterprises Inc note 3.125% 7/1 0.2 $1.2M 1.2M 0.98
ACI Worldwide (ACIW) 0.2 $1.1M 28k 40.26
Energy Transfer Equity (ET) 0.2 $1.2M 29k 40.29
Superior Energy Services 0.2 $1.2M 44k 26.36
Motorola Mobility Holdings 0.2 $1.2M 30k 39.23
Fti Consulting Inc bond 0.2 $1.2M 975k 1.21
Powerwave Technologies 0.2 $1.2M 574k 2.05
General Cable Corp Del New note 0.875%11/1 0.2 $1.1M 1.1M 0.98
SureWest Communications 0.2 $1.1M 49k 22.55
Affordable Residential Cmnty note 7.500% 8/1 0.2 $1.0M 975k 1.06
Signature Bk New York N Y *w exp 12/12/201 0.2 $1.0M 25k 39.97
Phh Corp cnv 0.2 $999k 675k 1.48
Rite Aid Corp note 8.500% 5/1 0.2 $974k 885k 1.10
Thomas & Betts Corporation 0.2 $930k 13k 71.88
Comtech Telecommunications Cor conv 0.2 $904k 800k 1.13
Exide Technologies frnt 9/1 0.2 $850k 1.0M 0.85
Harleysville 0.2 $886k 15k 57.73
F.N.B. Corporation (FNB) 0.2 $847k 70k 12.08
Nstar 0.2 $877k 18k 48.61
Radian Group Inc note 3.000%11/1 0.2 $884k 1.3M 0.68
Sandisk Corp note 1.000% 5/1 0.2 $800k 800k 1.00
United Therapeutics Corporation (UTHR) 0.2 $818k 17k 47.11
Jns 3.25% 7/15/2014 note 0.2 $803k 750k 1.07
USD.01 Mannkind Corp sr unsecured 0.2 $792k 1.3M 0.60
PharMerica Corporation 0.1 $771k 62k 12.43
AboveNet 0.1 $760k 9.2k 82.85
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.1 $787k 11k 70.67
Sonosite Inc note 3.750% 7/1 0.1 $710k 500k 1.42
Ocwen Financial Corporation 0.1 $706k 45k 15.62
Transcend Services 0.1 $705k 24k 29.37
Global Eagle Acquisition Cor unit 99/99/9999 0.1 $711k 70k 10.16
Chesapeake Energy Corporation 0.1 $668k 29k 23.18
Pmc Sierra Inc Cv 2.25% 101525 cnv 0.1 $664k 645k 1.03
Cazador Acquisition Corporat 0.1 $657k 67k 9.83
Mastec Inc note 4.250%12/1 0.1 $665k 475k 1.40
Arris Group Inc note 2.000%11/1 0.1 $592k 575k 1.03
El Paso Corporation 0.1 $595k 20k 29.56
Valley National Ban (VLY) 0.1 $601k 46k 12.95
USD0.01 Hicks Acquisition Co Ii cmn 0.1 $587k 60k 9.78
Insulet Corp note 5.375% 6/1 0.1 $580k 500k 1.16
Advance America, Cash Advance Centers 0.1 $536k 51k 10.49
CH Energy 0.1 $575k 8.6k 66.76
Mindspeed Technologies 0.1 $569k 89k 6.37
Omnicom Group Inc note 7/0 0.1 $545k 500k 1.09
Mastec note 4% 06/14 0.1 $544k 400k 1.36
Exterran Hldgs Inc note 4.250% 6/1 0.1 $500k 500k 1.00
Radvision Ltd Com Stk 0.1 $487k 42k 11.72
Archer Daniels Midland Co note 0.875% 2/1 0.1 $438k 425k 1.03
Talbots 0.1 $468k 154k 3.03
Lennar Corporation (LEN.B) 0.1 $444k 20k 22.33
Georgia Gulf Corporation 0.1 $461k 13k 34.91
Northgate Minerals Corp note 3.500%10/0 0.1 $444k 400k 1.11
Wintrust Financial Corp *w exp 12/18/201 0.1 $440k 25k 17.55
Goodrich Pete Corp note 5.000%10/0 0.1 $396k 400k 0.99
Mannkind Corp note 3.750%12/1 0.1 $428k 750k 0.57
Intel Corporation (INTC) 0.1 $406k 14k 28.13
WESCO International (WCC) 0.1 $415k 6.4k 65.34
Phh Corp note 4.000% 4/1 0.1 $400k 400k 1.00
Carnival (CUK) 0.1 $423k 13k 32.00
Gold Resv Inc note 5.500% 6/1 0.1 $410k 500k 0.82
ACTUANT CORP CONVERTIBLE security 0.1 $404k 275k 1.47
Vitesse Semiconductor Corporate 0.1 $394k 106k 3.72
Hawaiian Holdings Inc conv 0.1 $392k 400k 0.98
Trw Automotive 3.5% 12/01/15 conv 0.1 $394k 225k 1.75
On Semiconductor Corp note 2.625%12/1 0.1 $336k 300k 1.12
Anixter Intl Inc note 1.000% 2/1 0.1 $378k 300k 1.26
Brookline Ban 0.1 $337k 36k 9.36
Central European Dist Corp note 3.000% 3/1 0.1 $298k 335k 0.89
Aar Corp note 1.750% 2/0 0.1 $297k 300k 0.99
Rf Microdevices Inc note 0.750% 4/1 0.1 $300k 300k 1.00
Molson Coors Brewing Company (TAP) 0.1 $330k 7.3k 45.24
Mentor Graphics Corporation 0.1 $328k 22k 14.87
Royal Dutch Shell 0.1 $282k 4.0k 70.15
Vector Group Ltd debt 0.1 $305k 270k 1.13
Ppl Corp unit 99/99/9999 0.1 $310k 5.7k 54.39
Eaton Vance Tax-Managed Buy-Write Income (ETB) 0.1 $328k 24k 13.70
BlackRock Enhanced Dividend Achievers Tr (BDJ) 0.1 $284k 38k 7.51
Eaton Vance Tax-Advantaged Global Divide (ETO) 0.1 $294k 15k 19.57
Whiting Petroleum Corp. Perp. pfd cv 0.1 $297k 1.1k 269.02
Petroleum & Resources Corporation 0.1 $281k 11k 26.03
RF MICRO DEVICE CONVERTIBLE security 0.1 $303k 300k 1.01
Ppl Corporation 8.75% pfd cv 0.1 $295k 5.5k 53.64
Nautilus Marine Acquisit Cor shsadded 0.1 $282k 29k 9.79
Iconix Brand Group Inc note 1.875% 6/3 0.1 $250k 250k 1.00
Molex Incorporated 0.1 $251k 11k 23.49
Central Garden & Pet (CENT) 0.1 $264k 28k 9.43
CVR Energy (CVI) 0.1 $246k 9.2k 26.74
Helix Energy Solutions (HLX) 0.1 $267k 15k 17.80
Eaton Vance Enhanced Equity Income Fund (EOI) 0.1 $247k 22k 11.06
Eaton Vance Enhanced Equity Incm. Fd. II (EOS) 0.1 $233k 21k 10.89
Eaton Vance Tax Managed Buy Write Opport (ETV) 0.1 $243k 19k 12.96
Sterlite Inds India Ltd note 4.000%10/3 0.1 $235k 250k 0.94
Thq Inc note 5.000% 8/1 0.1 $257k 525k 0.49
Eaton Vance Limited Duration Income Fund (EVV) 0.1 $237k 15k 16.04
Nuveen Equity Premium Advantage Fund 0.1 $265k 22k 12.13
Eaton V.Tax-Advantaged Dividend Inc Fund (EVT) 0.1 $231k 14k 16.72
Nuveen Equity Premium and Growth Fund (SPXX) 0.1 $242k 18k 13.32
Universal Business Pmt Sol A 0.1 $276k 48k 5.76
Nii Hldgs Inc note 3.125% 6/1 0.0 $192k 190k 1.01
Prestige Brands Holdings (PBH) 0.0 $226k 13k 17.47
Pep Boys - Manny, Moe & Jack 0.0 $214k 14k 14.92
Dex (DXCM) 0.0 $200k 19k 10.43
BlackRock Enhanced Capital and Income (CII) 0.0 $186k 14k 13.52
BlackRock Income Opportunity Trust 0.0 $180k 17k 10.51
Eaton Vance Tax Managed Diversified Eq. (ETY) 0.0 $206k 22k 9.52
General Growth Properties 0.0 $188k 11k 16.95
CompuCredit Holdings 0.0 $225k 39k 5.80
Nuveen Equity Premium Income Fund (BXMX) 0.0 $215k 18k 11.98
Nuveen Equity Premium Opportunity Fund 0.0 $202k 17k 12.20
BlackRock Floating Rate Income Strat. Fn (FRA) 0.0 $209k 14k 14.83
Eaton Vance Senior Income Trust (EVF) 0.0 $221k 31k 7.21
Eaton Vance Tax-Managed Global Buy-Write (ETW) 0.0 $189k 17k 11.03
Invesco Van Kampen Dyn Cr Opp Fund 0.0 $222k 19k 11.69
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 0.0 $213k 14k 15.15
Kayne Anderson Mdstm Energy 0.0 $204k 7.4k 27.41
Inland Real Estate Corp note 5.000%11/1 0.0 $200k 198k 1.01
Apollo Sr Floating Rate Fd I (AFT) 0.0 $216k 12k 17.91
Amc Networks Inc Cl A (AMCX) 0.0 $226k 5.1k 44.66
Cbre Clarion Global Real Estat re (IGR) 0.0 $210k 26k 8.03
Blackrock Res & Commodities Strategy Tr (BCX) 0.0 $207k 14k 15.14
Prime Acquisition Corp 0.0 $213k 22k 9.64
China Growth Equity Inv Ltd unit 05/14/2016 0.0 $200k 20k 10.00
Blue Wolf Mongolia Holdings unit 99/99/9999 0.0 $201k 20k 10.31
ROI ACQUISITION Corp unit 99/99/9999 0.0 $180k 18k 10.00
Cheniere Energy Inc note 2.250% 8/0 0.0 $150k 150k 1.00
MannKind Corporation 0.0 $131k 53k 2.48
ISTA Pharmaceuticals 0.0 $171k 19k 9.02
Omnicare Inc note 3.750%12/1 0.0 $146k 100k 1.46
Eaton Vance Tax-Managed Global Dive Eq (EXG) 0.0 $140k 16k 8.90
Eaton Vance Risk Managed Diversified (ETJ) 0.0 $148k 14k 10.60
BLACKROCK INTL GRWTH & INC T COM Bene Inter (BGY) 0.0 $169k 22k 7.83
Madison/Claymore Cov. Call & Eq. Strat. 0.0 $173k 21k 8.27
Cohen and Steers Global Income Builder 0.0 $174k 16k 10.71
Dendreon Corp cnv 0.0 $129k 100k 1.29
Hutchinson Technology Inc note 8.500% 1/1 0.0 $148k 195k 0.76
Bgs Acquisition Corp unit 99/99/9999 0.0 $158k 16k 9.89
Kkr Financial Hldgs Llc note 7.000% 7/1 0.0 $102k 100k 1.02
Comverse Technology 0.0 $77k 11k 6.85
SeraCare Life Sciences 0.0 $102k 26k 3.98
ING Prime Rate Trust 0.0 $117k 21k 5.68
Royce Focus Tr 0.0 $122k 18k 6.93
ADVENT CLAY GBL CONV SEC INC COM Bene Inter 0.0 $111k 16k 6.88
Beazer Homes USA 0.0 $38k 12k 3.22
Opnext 0.0 $44k 29k 1.54
Gasco Energy 0.0 $73k 272k 0.27
AVI BioPharma 0.0 $27k 18k 1.54
Antares Pharma 0.0 $65k 20k 3.25
Cormedix 0.0 $31k 68k 0.46
Hicks Acquisition Co Ii-cw17 0.0 $34k 60k 0.57
Cno Finl Group Inc dbcv 7.000%12/3 0.0 $71k 45k 1.58
Emmis Communications Corporation 0.0 $20k 25k 0.81
Broadwind Energy 0.0 $7.1k 15k 0.47
Neostem (NBS) 0.0 $5.0k 12k 0.42
SinoHub (SIHI) 0.0 $11k 20k 0.55
Cormedix Inc *w exp 03/24/201 0.0 $1.1k 38k 0.03
Rosetta Genomics 0.0 $7.0k 17k 0.42
Universal Business Pmt Sol A *w exp 05/09/201 0.0 $17k 48k 0.35