CNH Partners

CNH Partners as of June 30, 2012

Portfolio Holdings for CNH Partners

CNH Partners holds 244 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Textron Inc note 4.500% 5/0 5.0 $22M 12M 1.93
Verisign Inc sdcv 3.250% 8/1 3.5 $15M 11M 1.40
Western Refng Inc note 5.750% 6/1 3.1 $14M 6.3M 2.17
Holdings Inc Note 5.25 3.0 $13M 7.8M 1.67
Enpro Industries Inc note 2.7 $12M 9.3M 1.27
Leucadia Natl Corp debt 2.2 $9.7M 8.8M 1.10
Photronics Inc note 5.500%10/0 2.1 $9.3M 6.5M 1.44
Equinix Inc note 4.750% 6/1 2.1 $9.1M 4.1M 2.20
Pier 1 Imports 2.0 $8.6M 525k 16.43
Virgin Media Inc note 6.500%11/1 1.8 $7.8M 5.2M 1.50
Vector Group Ltd Var Int frnt 11/1 1.8 $7.8M 6.1M 1.27
Whiting Petroleum Corporation 1.7 $7.3M 178k 41.12
Salesforce Com Inc note 0.750% 1/1 1.7 $7.3M 4.2M 1.72
Akamai Technologies (AKAM) 1.6 $7.2M 227k 31.75
D R Horton Inc note 2.000% 5/1 1.6 $7.1M 4.8M 1.49
Sonic Automotive Inc note 5.000% 10/0 1.6 $6.9M 5.3M 1.31
Stewart Information Serv 6.00000000 cnv 1.5 $6.6M 4.9M 1.34
Regis Corp Minn note 5.000% 7/1 1.5 $6.5M 5.0M 1.30
On Semiconductor Corporation note 1.875%12/ 1.5 $6.4M 5.7M 1.13
Terex Corp New note 4.000% 6/0 1.4 $6.2M 4.7M 1.33
Coinstar Inc note 4.000% 9/0 1.4 $6.0M 3.4M 1.79
note 5.500% 7/1 1.2 $5.4M 5.6M 0.96
Agco Corp note 1.250%12/1 1.1 $5.0M 4.0M 1.26
National Finl Partners Corp note 4.000% 6/1 1.1 $5.0M 4.1M 1.23
Level 3 Communications Inc note 1.1 $4.9M 4.1M 1.20
United Rentals Inc note 4.000%11/1 1.1 $4.7M 1.5M 3.12
Convergys Corp sdcv 5.750% 9/1 1.0 $4.5M 3.0M 1.51
Pdl Biopharma Inc cnv 1.0 $4.5M 3.9M 1.16
Wesco Intl Inc dbcv 6.000% 9/1 1.0 $4.3M 2.0M 2.16
Alcoa Inc debt 1.0 $4.3M 2.9M 1.50
American Eqty Invt Life Hld note 5.250%12/0 1.0 $4.2M 4.2M 1.02
BioMarin Pharmaceutical (BMRN) 0.9 $4.1M 103k 39.58
United States Stl Corp New note 4.000% 5/1 0.9 $4.1M 4.0M 1.02
Microchip Technology Inc sdcv 2.125%12/1 0.9 $4.0M 3.2M 1.25
Netapp Inc note 1.750% 6/0 0.9 $4.0M 3.5M 1.15
Stewart Enterprises Inc cnv 0.9 $4.0M 4.0M 1.00
Jetblue Airways Corp dbcv 5.500% 10/1 0.9 $3.9M 3.0M 1.30
Nash Finch Co frnt 1.631% 3/1 0.9 $3.8M 8.0M 0.47
Smithfield Foods Inc note 4.000% 6/3 0.8 $3.7M 3.3M 1.12
Mgic Invt Corp Wis note 5.000% 5/0 0.8 $3.6M 5.3M 0.68
TAKE-TWO INTER CONVERTIBLE security 0.8 $3.5M 3.1M 1.16
Barnes (B) 0.8 $3.4M 140k 24.29
Progress Energy 0.7 $3.2M 54k 60.16
Notes Gencorp Inc. 4.0625% dbcv 0.7 $3.2M 3.1M 1.02
Cooper Industries 0.7 $3.1M 45k 68.18
Viropharma Inc note 2.000% 3/1 0.7 $3.0M 2.1M 1.42
Developers Diversified Rlty note 1.750%11/1 0.7 $3.0M 2.8M 1.08
Kansas City Southern 0.7 $2.8M 41k 69.57
Keycorp New pfd 7.75% sr a 0.6 $2.8M 25k 112.00
Regions Financial Corporation (RF) 0.6 $2.8M 410k 6.75
Cemex Sab conv 0.6 $2.7M 3.0M 0.89
Sothebys note 3.125% 6/1 0.6 $2.6M 2.3M 1.16
Alexion Pharmaceuticals 0.6 $2.5M 25k 99.29
Lucent Technologies Inc dbcv 2.875% 6/1 0.6 $2.5M 2.5M 0.99
Cno Finl Group Inc dbcv 7.000%12/3 0.6 $2.4M 1.6M 1.57
Trex Inc note 6.000% 7/0 0.6 $2.4M 1.8M 1.38
Health Care Reit Inc note 3.000%12/0 0.5 $2.4M 2.0M 1.19
Solutia 0.5 $2.3M 83k 28.05
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.5 $2.2M 1.9k 1125.19
Invacare Corp note 0.5 $2.0M 2.0M 1.02
Chart Industries 2% conv 0.5 $2.0M 1.7M 1.24
Spartan Stores Inc note 3.375% 5/1 0.5 $2.0M 2.0M 0.98
Thoratec Corporation 0.4 $1.9M 57k 33.59
Note 3.50 0.4 $1.9M 1.5M 1.25
Level 3 Communications Inc note 6.500%10/0 0.4 $1.9M 1.4M 1.40
MasTec (MTZ) 0.4 $1.9M 124k 15.04
Prologis Inc note 3.250% 3/1 0.4 $1.9M 1.7M 1.10
Catalyst Health Solutions 0.4 $1.8M 19k 93.45
Cno Financial Group Inc 7 12-1 convert 0.4 $1.8M 1.2M 1.57
Dollar Finl Corp note 2.875% 6/3 0.4 $1.7M 1.6M 1.05
Finisar Corporation 0.4 $1.6M 107k 14.96
Xilinx Inc sdcv 3.125% 3/1 0.4 $1.6M 1.4M 1.20
General Cable Corp Del New frnt 4.500% 11/1 0.4 $1.6M 1.6M 0.98
Allegheny Technologies Inc note 4.250% 6/0 0.3 $1.5M 1.3M 1.16
Gilead Sciences conv 0.3 $1.5M 1.2M 1.30
Gmx Res Inc note 4.500% 5/0 0.3 $1.4M 3.1M 0.46
Digital Realty Trust (DLR) 0.3 $1.4M 19k 75.09
Notes 0.3 $1.4M 500k 2.88
Enzon Pharmaceuticals Inc bond 0.3 $1.4M 1.3M 1.02
Cemex Sab De Cv conv bnd 0.3 $1.4M 1.6M 0.85
Sunpower Corp dbcv 4.750% 4/1 0.3 $1.3M 1.5M 0.90
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.3 $1.3M 21k 61.84
Thompson Creek Metal unit 99/99/9999 0.3 $1.3M 69k 18.69
Stewart Enterprises Inc note 3.125% 7/1 0.3 $1.2M 1.2M 1.00
Ttm Technologies Inc note 3.250% 5/1 0.3 $1.2M 1.2M 1.00
Ariba 0.3 $1.2M 26k 44.75
Rti Intl Metals Inc note 3.000%12/0 0.3 $1.1M 1.1M 1.02
Firstservice Corp sdcv 6.500%12/3 0.3 $1.2M 1.0M 1.15
Affordable Residential Cmnty note 7.500% 8/1 0.2 $1.1M 975k 1.11
O'reilly Automotive (ORLY) 0.2 $1.1M 13k 83.78
Phh Corp cnv 0.2 $1.1M 675k 1.61
Intel Corp sdcv 0.2 $1.1M 925k 1.14
Standard Microsystems Corporation 0.2 $1.0M 28k 36.90
P.F. Chang's China Bistro 0.2 $993k 19k 51.47
Collective Brands 0.2 $986k 46k 21.43
SureWest Communications 0.2 $1.0M 49k 21.07
Knology 0.2 $994k 51k 19.67
Fti Consulting Inc bond 0.2 $985k 975k 1.01
Rite Aid Corp note 8.500% 5/1 0.2 $956k 885k 1.08
Signature Bk New York N Y *w exp 12/12/201 0.2 $946k 25k 37.36
Via 0.2 $934k 20k 47.00
L-3 Communications Corp debt 3.000% 8/0 0.2 $858k 875k 0.98
Advanced Micro Devices Inc note 5.750% 8/1 0.2 $859k 850k 1.01
United Therapeutics Corporation (UTHR) 0.2 $857k 17k 49.36
Gen-Probe Incorporated 0.2 $845k 10k 82.24
eResearch Technology 0.2 $811k 102k 7.99
PLX Technology 0.2 $820k 129k 6.35
Benihana 0.2 $813k 51k 16.10
Comtech Telecommunications Cor conv 0.2 $848k 800k 1.06
Sandisk Corp note 1.000% 5/1 0.2 $792k 800k 0.99
CH Energy 0.2 $798k 12k 65.73
Veno 0.2 $806k 81k 10.01
Radian Group Inc note 3.000%11/1 0.2 $767k 1.3M 0.59
Royal Dutch Shell 0.2 $758k 11k 67.43
Jns 3.25% 7/15/2014 note 0.2 $765k 750k 1.02
Edelman Finl Group 0.2 $756k 87k 8.70
Cemex Sab De Cv conv bnd 0.2 $756k 900k 0.84
Pioneer Nat Res Co note 2.875% 1/1 0.2 $703k 475k 1.48
Dollar Thrifty Automotive 0.2 $713k 8.8k 80.99
Goodrich Corporation 0.2 $712k 5.6k 126.87
AboveNet 0.2 $709k 8.4k 83.96
Interline Brands 0.1 $663k 27k 25.06
Ppl Corp unit 99/99/9999 0.1 $655k 12k 53.47
EasyLink Services International 0.1 $659k 91k 7.24
Pmc Sierra Inc Cv 2.25% 101525 cnv 0.1 $645k 645k 1.00
USD.01 Mannkind Corp sr unsecured 0.1 $647k 1.3M 0.49
Annaly Cap Mgmt Inc note 5.000% 5/1 0.1 $644k 650k 0.99
General Cable Corp Del New note 0.875%11/1 0.1 $600k 625k 0.96
Insulet Corp note 5.375% 6/1 0.1 $610k 500k 1.22
JAKKS Pacific 0.1 $628k 39k 16.02
Mastec Inc note 4.250%12/1 0.1 $589k 475k 1.24
Talbots 0.1 $510k 202k 2.52
Chesapeake Energy Corporation 0.1 $536k 29k 18.60
Omnicom Group Inc note 7/0 0.1 $540k 500k 1.08
Exterran Hldgs Inc note 4.250% 6/1 0.1 $485k 500k 0.97
Exide Technologies frnt 9/1 0.1 $460k 500k 0.92
Medtronic Inc note 1.625% 4/1 0.1 $480k 475k 1.01
MEDTOX Scientific (MTOX) 0.1 $491k 18k 26.98
Mastec note 4% 06/14 0.1 $484k 400k 1.21
Ppl Corporation 8.75% pfd cv 0.1 $471k 8.8k 53.52
Archer Daniels Midland Co note 0.875% 2/1 0.1 $429k 425k 1.01
Pep Boys - Manny, Moe & Jack 0.1 $450k 46k 9.90
Ce Franklin Cad 0.1 $455k 37k 12.48
Northgate Minerals Corp note 3.500%10/0 0.1 $436k 400k 1.09
Gold Resv Inc note 5.500% 6/1 0.1 $435k 500k 0.87
Wintrust Financial Corp *w exp 12/18/201 0.1 $417k 25k 16.63
Goodrich Pete Corp note 5.000%10/0 0.1 $376k 400k 0.94
Mannkind Corp note 3.750%12/1 0.1 $405k 750k 0.54
Actuant Corporation 0.1 $378k 14k 27.14
Ocwen Financial Corporation 0.1 $395k 21k 18.78
Elster Group SE 0.1 $390k 19k 20.31
Mentor Graphics Corporation 0.1 $331k 22k 15.01
SRS Labs (SRSL) 0.1 $360k 40k 9.00
Cazador Acquisition Corporat 0.1 $330k 33k 9.88
Trw Automotive 3.5% 12/01/15 conv 0.1 $329k 225k 1.46
Royal Gold Inc conv 0.1 $341k 325k 1.05
Central European Dist Corp note 3.000% 3/1 0.1 $292k 335k 0.87
On Semiconductor Corp note 2.625%12/1 0.1 $309k 300k 1.03
Aar Corp note 1.750% 2/0 0.1 $297k 300k 0.99
Anixter Intl Inc note 1.000% 2/1 0.1 $318k 300k 1.06
Vector Group Ltd debt 0.1 $289k 270k 1.07
RF MICRO DEVICE CONVERTIBLE security 0.1 $297k 300k 0.99
Universal Business Pmt Sol A 0.1 $288k 48k 6.01
USD0.01 Hicks Acquisition Co Ii cmn 0.1 $298k 30k 9.93
Molson Coors Brewing Co note 2.500% 7/3 0.1 $278k 275k 1.01
Intel Corporation (INTC) 0.1 $250k 9.4k 26.63
Comverse Technology 0.1 $253k 44k 5.82
Helix Energy Solutions (HLX) 0.1 $246k 15k 16.40
Kenneth Cole Productions 0.1 $244k 16k 15.03
Dex (DXCM) 0.1 $249k 19k 12.98
Group 0.1 $243k 29k 8.36
Eaton Vance Tax-Managed Buy-Write Income (ETB) 0.1 $255k 19k 13.45
Nuveen Equity Premium Advantage Fund 0.1 $263k 22k 12.04
BlackRock Enhanced Dividend Achievers Tr (BDJ) 0.1 $274k 38k 7.25
Eaton Vance Tax-Advantaged Global Divide (ETO) 0.1 $247k 14k 18.00
Vitesse Semiconductor Corporate 0.1 $281k 106k 2.65
Kohlberg Capital Corp note 8.750% 3/1 0.1 $255k 250k 1.02
Lennar Corporation (LEN.B) 0.1 $227k 9.4k 24.02
Carnival (CUK) 0.1 $211k 6.2k 34.26
IntegraMed America 0.1 $222k 16k 13.87
Eaton Vance Enhanced Equity Income Fund (EOI) 0.1 $237k 22k 10.62
Eaton Vance Enhanced Equity Incm. Fd. II (EOS) 0.1 $227k 21k 10.61
Eaton Vance Tax Managed Buy Write Opport (ETV) 0.1 $233k 19k 12.43
General Growth Properties 0.1 $201k 11k 18.12
Nuveen Equity Premium Income Fund (BXMX) 0.1 $217k 18k 12.09
Nuveen Equity Premium Opportunity Fund 0.1 $197k 17k 11.90
Sterlite Inds India Ltd note 4.000%10/3 0.1 $225k 250k 0.90
Invesco Van Kampen Dyn Cr Opp Fund 0.1 $223k 19k 11.74
Australia Acquisition Corp 0.1 $220k 22k 10.00
Eaton V.Tax-Advantaged Dividend Inc Fund (EVT) 0.1 $221k 14k 16.00
Nuveen Equity Premium and Growth Fund (SPXX) 0.1 $232k 18k 12.77
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 0.1 $214k 14k 15.22
Whiting Petroleum Corp. Perp. pfd cv 0.1 $211k 1.1k 191.12
Petroleum & Resources Corporation 0.1 $231k 9.7k 23.94
Inland Real Estate Corp note 5.000%11/1 0.1 $200k 198k 1.01
Prime Acquisition Corp 0.1 $213k 22k 9.64
China Growth Equity Inv Ltd unit 05/14/2016 0.1 $199k 20k 9.95
Powerwave Technologies 0.1 $204k 279k 0.73
Tripadvisor (TRIP) 0.1 $231k 5.2k 44.69
Human Genome Sciences 0.0 $170k 13k 13.10
Central Garden & Pet (CENT) 0.0 $190k 18k 10.38
PharMerica Corporation 0.0 $190k 17k 10.93
MannKind Corporation 0.0 $163k 71k 2.29
BlackRock Enhanced Capital and Income (CII) 0.0 $176k 14k 12.80
Eaton Vance Tax Managed Diversified Eq. (ETY) 0.0 $196k 22k 9.06
Sandisk Corp note 1.500% 8/1 0.0 $180k 175k 1.03
Eaton Vance Tax-Managed Global Buy-Write (ETW) 0.0 $180k 17k 10.50
BLACKROCK INTL GRWTH & INC T COM Bene Inter (BGY) 0.0 $154k 22k 7.13
Madison/Claymore Cov. Call & Eq. Strat. 0.0 $160k 21k 7.65
Cohen and Steers Global Income Builder 0.0 $163k 16k 10.03
CREDO Petroleum Corporation 0.0 $195k 14k 14.49
Cbre Clarion Global Real Estat re (IGR) 0.0 $194k 25k 7.93
ROI ACQUISITION Corp unit 99/99/9999 0.0 $180k 18k 10.00
Bgs Acquisition Corp unit 99/99/9999 0.0 $156k 16k 9.76
Cheniere Energy Inc note 2.250% 8/0 0.0 $150k 150k 1.00
Ford Motor Company (F) 0.0 $113k 12k 9.62
BancTrust Financial 0.0 $114k 38k 3.00
CompuCredit Holdings 0.0 $140k 39k 3.61
Omnicare Inc note 3.750%12/1 0.0 $132k 100k 1.32
Eaton Vance Tax-Managed Global Dive Eq (EXG) 0.0 $131k 16k 8.32
Eaton Vance Risk Managed Diversified (ETJ) 0.0 $143k 14k 10.24
Dendreon Corp cnv 0.0 $113k 100k 1.13
Patriot Coal Corp. 3.25% 5/31/13 conv 0.0 $140k 500k 0.28
Extorre Gold Mines 0.0 $126k 31k 4.11
Trio Merget Corp Com Stk 0.0 $110k 11k 9.65
Kkr Financial Hldgs Llc note 7.000% 7/1 0.0 $101k 100k 1.01
Network Equipment Technologies 0.0 $80k 61k 1.30
Opnext 0.0 $90k 72k 1.25
Network Engines 0.0 $74k 52k 1.42
First California Financial 0.0 $83k 12k 6.89
Royce Focus Tr 0.0 $95k 15k 6.30
Citizens South Banking 0.0 $103k 15k 6.80
ADVENT CLAY GBL CONV SEC INC COM Bene Inter 0.0 $103k 16k 6.39
Cno Finl Group Inc dbcv 7.000%12/3 0.0 $70k 45k 1.56
Gasco Energy 0.0 $34k 187k 0.18
Tii Network Technologies (TIII) 0.0 $36k 17k 2.12
Hutchinson Technology Inc note 8.500% 1/1 0.0 $65k 95k 0.68
Hicks Acquisition Co Ii-cw17 0.0 $30k 60k 0.50
Broadwind Energy 0.0 $4.0k 15k 0.27
Neostem (NBS) 0.0 $6.0k 12k 0.50
SinoHub (SIHI) 0.0 $3.0k 10k 0.30
Cormedix 0.0 $14k 64k 0.22
Cormedix Inc *w exp 03/24/201 0.0 $1.1k 38k 0.03
Universal Business Pmt Sol A *w exp 05/09/201 0.0 $7.2k 48k 0.15