CNH Partners

CNH Partners as of Sept. 30, 2012

Portfolio Holdings for CNH Partners

CNH Partners holds 213 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 4.5 $17M 11M 1.53
Holdings Inc Note 5.25 3.8 $14M 7.8M 1.78
Enpro Industries Inc note 3.2 $12M 9.3M 1.24
Equinix Inc note 4.750% 6/1 2.9 $11M 4.1M 2.54
Pier 1 Imports 2.7 $9.8M 525k 18.74
Virgin Media Inc note 6.500%11/1 2.5 $9.0M 5.2M 1.73
Akamai Technologies (AKAM) 2.4 $8.7M 227k 38.26
Photronics Inc note 5.500%10/0 2.4 $8.6M 6.5M 1.34
Whiting Petroleum Corporation 2.3 $8.4M 178k 47.38
Stewart Information Serv 6.00000000 cnv 2.2 $8.2M 4.9M 1.66
Salesforce Com Inc note 0.750% 1/1 2.2 $7.9M 4.2M 1.86
Vector Group Ltd Var Int frnt 11/1 2.1 $7.8M 6.1M 1.28
D R Horton Inc note 2.000% 5/1 2.1 $7.8M 4.8M 1.64
Terex Corp New note 4.000% 6/0 2.0 $7.4M 4.7M 1.59
On Semiconductor Corporation note 1.875%12/ 1.6 $5.9M 5.7M 1.03
Pdl Biopharma Inc cnv 1.4 $5.2M 3.9M 1.33
Agco Corp note 1.250%12/1 1.4 $5.0M 4.0M 1.26
Level 3 Communications Inc note 1.4 $5.0M 4.1M 1.21
Convergys Corp sdcv 5.750% 9/1 1.3 $4.8M 3.0M 1.60
United Rentals Inc note 4.000%11/1 1.2 $4.5M 1.5M 3.01
Wesco Intl Inc dbcv 6.000% 9/1 1.2 $4.3M 2.0M 2.15
Leucadia Natl Corp debt 1.2 $4.3M 3.8M 1.14
Alcoa Inc debt 1.2 $4.3M 2.9M 1.49
American Eqty Invt Life Hld note 5.250%12/0 1.1 $4.2M 4.2M 1.01
BioMarin Pharmaceutical (BMRN) 1.1 $4.1M 103k 40.27
Stewart Enterprises Inc cnv 1.1 $4.1M 4.0M 1.04
note 5.500% 7/1 1.1 $4.1M 4.2M 0.97
Microchip Technology Inc sdcv 2.125%12/1 1.1 $4.1M 3.2M 1.26
Notes Gencorp Inc. 4.0625% dbcv 1.0 $3.8M 3.0M 1.26
Viropharma Inc note 2.000% 3/1 1.0 $3.7M 2.1M 1.76
National Finl Partners Corp note 4.000% 6/1 1.0 $3.7M 2.6M 1.47
Jetblue Airways Corp dbcv 5.500% 10/1 1.0 $3.6M 3.0M 1.21
Barnes 1.0 $3.5M 140k 25.01
Regis Corp Minn note 5.000% 7/1 0.9 $3.3M 2.5M 1.31
Mgic Invt Corp Wis note 5.000% 5/0 0.9 $3.3M 4.9M 0.68
Keycorp New pfd 7.75% sr a 0.8 $3.1M 25k 124.20
Kansas City Southern 0.8 $3.1M 41k 75.77
Developers Diversified Rlty note 1.750%11/1 0.8 $3.1M 2.8M 1.12
Regions Financial Corporation (RF) 0.8 $3.0M 410k 7.21
Alexion Pharmaceuticals 0.8 $2.9M 25k 114.42
Cno Finl Group Inc dbcv 7.000%12/3 0.8 $2.8M 1.6M 1.83
Lucent Technologies Inc dbcv 2.875% 6/1 0.7 $2.5M 2.5M 0.98
Coinstar Inc note 4.000% 9/0 0.7 $2.5M 1.9M 1.31
MasTec (MTZ) 0.7 $2.4M 124k 19.70
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.7 $2.4M 1.9k 1237.92
Health Care Reit Inc note 3.000%12/0 0.7 $2.4M 2.0M 1.19
Gilead Sciences conv 0.7 $2.4M 1.5M 1.57
Green Plains Renewable E note 0.6 $2.3M 2.9M 0.79
Chart Industries 2% conv 0.6 $2.2M 1.7M 1.31
Cno Financial Group Inc 7 12-1 convert 0.6 $2.1M 1.2M 1.83
Sothebys note 3.125% 6/1 0.5 $2.0M 1.8M 1.12
Level 3 Communications Inc note 6.500%10/0 0.5 $2.0M 1.4M 1.44
Prologis Inc note 3.250% 3/1 0.5 $1.9M 1.7M 1.13
Cooper Industries 0.5 $1.9M 25k 75.05
Note 3.50 0.5 $1.9M 1.5M 1.23
Invacare Corp note 0.5 $1.9M 2.0M 0.93
Western Refng Inc note 5.750% 6/1 0.5 $1.8M 725k 2.51
Coventry Health Care 0.5 $1.8M 43k 41.70
Textron Inc note 4.500% 5/0 0.5 $1.8M 875k 2.01
General Cable Corp Del New frnt 4.500% 11/1 0.5 $1.8M 1.6M 1.08
Dollar Finl Corp note 2.875% 6/3 0.5 $1.6M 1.6M 1.03
Tyco International Ltd S hs 0.5 $1.6M 29k 56.25
Xilinx Inc sdcv 3.125% 3/1 0.4 $1.6M 1.4M 1.20
Phh Corp cnv 0.4 $1.6M 875k 1.82
Cemex Sab De Cv conv bnd 0.4 $1.6M 1.6M 0.99
Finisar Corporation 0.4 $1.5M 107k 14.30
Allegheny Technologies Inc note 4.250% 6/0 0.4 $1.5M 1.3M 1.15
Notes 0.4 $1.5M 500k 3.02
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.4 $1.5M 21k 69.19
Sunpower Corp dbcv 4.750% 4/1 0.4 $1.4M 1.5M 0.95
Enzon Pharmaceuticals Inc bond 0.4 $1.4M 1.3M 1.02
Gmx Res Inc note 4.500% 5/0 0.3 $1.3M 3.1M 0.40
Spartan Stores Inc note 3.375% 5/1 0.3 $1.3M 1.3M 0.97
Digital Realty Trust (DLR) 0.3 $1.3M 19k 69.87
Genon Energy 0.3 $1.3M 505k 2.53
TAKE-TWO INTER CONVERTIBLE security 0.3 $1.3M 1.1M 1.22
Stewart Enterprises Inc note 3.125% 7/1 0.3 $1.2M 1.2M 1.04
GeoEye 0.3 $1.2M 47k 26.43
Ttm Technologies Inc note 3.250% 5/1 0.3 $1.2M 1.2M 1.02
Shaw 0.3 $1.2M 28k 43.61
Affordable Residential Cmnty note 7.500% 8/1 0.3 $1.2M 975k 1.21
Firstservice Corp sdcv 6.500%12/3 0.3 $1.2M 1.0M 1.15
Thompson Creek Metal unit 99/99/9999 0.3 $1.1M 65k 17.09
O'reilly Automotive (ORLY) 0.3 $1.1M 13k 83.63
United Therapeutics Corporation (UTHR) 0.3 $970k 17k 55.87
Signature Bk New York N Y *w exp 12/12/201 0.3 $993k 25k 39.22
Cemex Sab conv 0.3 $1.0M 1.0M 1.00
GROUP Affymetrix Inc cnv 0.3 $980k 1.0M 0.98
Veno 0.3 $956k 81k 11.87
United States Stl Corp New note 4.000% 5/1 0.3 $944k 925k 1.02
Radian Group Inc note 3.000%11/1 0.3 $949k 1.3M 0.73
Rite Aid Corp note 8.500% 5/1 0.2 $929k 885k 1.05
Avatar Hldgs Inc note 7.500% 2/1 0.2 $918k 900k 1.02
Dollar Thrifty Automotive 0.2 $877k 10k 86.97
AMERIGROUP Corporation 0.2 $864k 9.5k 91.40
Par Pharmaceutical Companies 0.2 $878k 18k 49.99
Robbins & Myers 0.2 $871k 15k 59.58
PLX Technology 0.2 $860k 149k 5.77
Pioneer Nat Res Co note 2.875% 1/1 0.2 $827k 475k 1.74
Collective Brands 0.2 $822k 38k 21.72
Bgc Partners, Inc. note 4.500% 7/1 0.2 $837k 900k 0.93
Sandisk Corp note 1.000% 5/1 0.2 $792k 800k 0.99
Ariba 0.2 $801k 18k 44.79
Nexen 0.2 $798k 32k 25.36
CH Energy 0.2 $816k 13k 65.23
Jns 3.25% 7/15/2014 note 0.2 $795k 750k 1.06
Brightpoint 0.2 $757k 84k 8.98
USD.01 Mannkind Corp sr unsecured 0.2 $766k 1.3M 0.58
Mastec Inc note 4.250%12/1 0.2 $679k 475k 1.43
Ppl Corp unit 99/99/9999 0.2 $661k 12k 53.96
Medicis Pharmaceutical conv 0.2 $670k 620k 1.08
Annaly Cap Mgmt Inc note 5.000% 5/1 0.2 $670k 650k 1.03
General Cable Corp Del New note 0.875%11/1 0.2 $625k 625k 1.00
Insulet Corp note 5.375% 6/1 0.2 $615k 500k 1.23
Liberty Global 0.2 $616k 11k 56.44
Hudson City Ban 0.2 $580k 73k 7.96
Ocwen Financial Corporation 0.2 $577k 21k 27.43
Chesapeake Energy Corporation 0.1 $544k 29k 18.87
Omnicom Group Inc note 7/0 0.1 $550k 500k 1.10
Mannkind Corp note 3.750%12/1 0.1 $458k 750k 0.61
Seabright Holdings 0.1 $475k 43k 11.00
Group 0.1 $483k 57k 8.46
Wintrust Financial Corp *w exp 12/18/201 0.1 $470k 25k 18.75
Royal Dutch Shell 0.1 $429k 6.2k 69.43
Sonic Automotive (SAH) 0.1 $430k 23k 18.98
Presidential Life 0.1 $441k 32k 13.93
First California Financial 0.1 $428k 62k 6.96
Gold Resv Inc note 5.500% 6/1 0.1 $435k 500k 0.87
Beazer Homes Pfd 7.5% 2015 pfd cv 0.1 $431k 15k 29.72
Accuray Inc Del note 3.750% 8/0 0.1 $420k 400k 1.05
Actuant Corporation 0.1 $399k 14k 28.64
FSI International 0.1 $397k 64k 6.20
Northgate Minerals Corp note 3.500%10/0 0.1 $416k 400k 1.04
JetBlue Airways Corporation (JBLU) 0.1 $369k 275k 1.34
Callaway Golf Company (MODG) 0.1 $358k 58k 6.14
Sunrise Senior Living 0.1 $378k 27k 14.25
Trw Automotive 3.5% 12/01/15 conv 0.1 $371k 225k 1.65
Central European Dist Corp note 3.000% 3/1 0.1 $312k 335k 0.93
Mentor Graphics Corporation 0.1 $325k 21k 15.48
Anixter Intl Inc note 1.000% 2/1 0.1 $327k 300k 1.09
JAKKS Pacific 0.1 $330k 23k 14.57
Cazador Acquisition Corporat 0.1 $331k 33k 9.91
On Semiconductor Corp note 2.625%12/1 0.1 $306k 300k 1.02
Molson Coors Brewing Co note 2.500% 7/3 0.1 $286k 275k 1.04
Aar Corp note 1.750% 2/0 0.1 $300k 300k 1.00
Thoratec Corporation 0.1 $287k 8.3k 34.55
Helix Energy Solutions (HLX) 0.1 $274k 15k 18.27
Dex (DXCM) 0.1 $288k 19k 15.01
Vector Group Ltd debt 0.1 $297k 270k 1.10
RF MICRO DEVICE CONVERTIBLE security 0.1 $294k 300k 0.98
Kohlberg Capital Corp note 8.750% 3/1 0.1 $285k 250k 1.14
Intel Corp sdcv 0.1 $273k 250k 1.09
Lennar Corporation (LEN.B) 0.1 $255k 9.4k 26.99
Comverse Technology 0.1 $267k 44k 6.14
RailAmerica 0.1 $250k 9.1k 27.46
Citizens South Banking 0.1 $264k 38k 6.99
BlackRock Enhanced Dividend Achievers Tr (BDJ) 0.1 $239k 32k 7.55
Whiting Petroleum Corp. Perp. pfd cv 0.1 $254k 1.1k 230.07
Vitesse Semiconductor Corporate 0.1 $258k 106k 2.44
Citizens Republic Bancorp In 0.1 $247k 13k 19.33
Universal Business Pmt Sol A 0.1 $256k 43k 6.00
Central Garden & Pet (CENT) 0.1 $206k 17k 11.90
MannKind Corporation 0.1 $205k 71k 2.89
General Growth Properties 0.1 $216k 11k 19.47
Australia Acquisition Corp 0.1 $222k 22k 10.09
Petroleum & Resources Corporation 0.1 $202k 7.7k 26.26
Prime Acquisition Corp 0.1 $220k 22k 9.96
Av Homes Inc Sr Nt 7.5%16 corporate 0.1 $236k 225k 1.05
BlackRock Enhanced Capital and Income (CII) 0.1 $180k 14k 13.09
Eaton Vance Enhanced Equity Income Fund (EOI) 0.1 $183k 17k 11.11
Eaton Vance Enhanced Equity Incm. Fd. II (EOS) 0.1 $184k 17k 11.11
Eaton Vance Tax Managed Buy Write Opport (ETV) 0.1 $180k 14k 13.01
Eaton Vance Tax Managed Diversified Eq. (ETY) 0.1 $181k 19k 9.49
Nuveen Equity Premium Income Fund (BXMX) 0.1 $183k 15k 12.60
Nuveen Equity Premium Opportunity Fund 0.1 $184k 15k 12.60
Eaton Vance Tax-Managed Buy-Write Income (ETB) 0.1 $188k 13k 15.02
Eaton Vance Tax-Managed Global Buy-Write (ETW) 0.1 $190k 17k 11.09
Nuveen Equity Premium Advantage Fund 0.1 $197k 16k 12.66
Eaton V.Tax-Advantaged Dividend Inc Fund (EVT) 0.1 $182k 11k 17.07
Madison/Claymore Cov. Call & Eq. Strat. 0.1 $166k 21k 7.94
Nuveen Equity Premium and Growth Fund (SPXX) 0.1 $183k 14k 13.57
Inland Real Estate Corp note 5.000%11/1 0.1 $200k 198k 1.01
China Growth Equity Inv Ltd unit 05/14/2016 0.1 $200k 20k 10.00
Powerwave Technologies 0.1 $170k 279k 0.61
Roi Acquisition 0.1 $174k 18k 9.67
Micron Technology Inc. conv 0.1 $180k 200k 0.90
Complete Genomics 0.0 $140k 45k 3.11
Omnicare Inc note 3.750%12/1 0.0 $142k 100k 1.42
Eaton Vance Tax-Managed Global Dive Eq (EXG) 0.0 $139k 16k 8.83
Eaton Vance Risk Managed Diversified (ETJ) 0.0 $147k 14k 10.53
BLACKROCK INTL GRWTH & INC T COM Bene Inter (BGY) 0.0 $157k 22k 7.27
Western Liberty Ban 0.0 $128k 32k 4.07
Bgs Acquisition Corp unit 99/99/9999 0.0 $158k 16k 9.89
Ford Motor Company (F) 0.0 $116k 12k 9.88
BancTrust Financial 0.0 $114k 38k 3.00
CompuCredit Holdings 0.0 $94k 25k 3.72
ADVENT CLAY GBL CONV SEC INC COM Bene Inter 0.0 $109k 16k 6.76
Dendreon Corp cnv 0.0 $98k 100k 0.98
Trio Merget Corp Com Stk 0.0 $112k 11k 9.82
Meritage Homes Corp conv 0.0 $100k 100k 1.00
M/i Homes Inc note 3.250% 9/1 0.0 $107k 100k 1.07
Ditech Networks (DITC) 0.0 $76k 54k 1.42
Physicians Formula Holdings 0.0 $76k 16k 4.84
Royce Focus Tr 0.0 $85k 13k 6.71
Hutchinson Technology Inc note 8.500% 1/1 0.0 $56k 95k 0.59
Cno Finl Group Inc dbcv 7.000%12/3 0.0 $82k 45k 1.82
Gasco Energy 0.0 $26k 187k 0.14
LML Payment Systems 0.0 $40k 12k 3.36
Neostem (NBS) 0.0 $8.0k 12k 0.67
Cormedix 0.0 $17k 62k 0.28
Cormedix Inc *w exp 03/24/201 0.0 $3.0k 38k 0.08
Universal Business Pmt Sol A *w exp 05/09/201 0.0 $10k 48k 0.21
Roi Acquisition Corp *w exp 02/28/201 0.0 $7.0k 18k 0.39