CNH Partners

CNH Partners as of March 31, 2011

Portfolio Holdings for CNH Partners

CNH Partners holds 406 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Terex Corp New note 4.000% 6/0 3.0 $38M 16M 2.39
Holdings Inc Note 5.25 2.4 $30M 15M 2.02
Textron Inc note 4.500% 5/0 2.2 $28M 13M 2.14
Ford Motor Company (F) 2.0 $26M 1.7M 14.91
Sina Corp note 7/1 2.0 $26M 6.2M 4.15
Virgin Media Inc note 6.500%11/1 1.9 $23M 14M 1.70
United States Stl Corp New note 4.000% 5/1 1.8 $23M 12M 1.83
Arcelormittal Sa Luxembourg note 5.000% 5/1 1.8 $22M 16M 1.45
Newell Rubbermaid (NWL) 1.7 $21M 1.1M 19.13
Rambus Inc Del note 5.000% 6/1 1.6 $20M 16M 1.28
TAKE-TWO INTER CONVERTIBLE security 1.6 $20M 13M 1.59
Sonic Automotive Inc note 5.000% 10/0 1.5 $19M 14M 1.32
Alexion Pharmaceuticals Cvt 1. convert 1.5 $19M 3.0M 6.27
D R Horton Inc note 2.000% 5/1 1.4 $17M 15M 1.15
Enpro Industries Inc note 1.3 $17M 13M 1.26
Leucadia Natl Corp debt 1.2 $15M 8.8M 1.73
Verisign Inc sdcv 3.250% 8/1 1.1 $14M 12M 1.21
note 5.500% 7/1 1.1 $14M 13M 1.08
Allegheny Technologies Inc note 4.250% 6/0 1.1 $14M 7.7M 1.76
Nash Finch Co frnt 1.631% 3/1 1.1 $13M 27M 0.50
Vector Group Ltd Var Int frnt 11/1 1.1 $13M 10M 1.30
Whiting Petroleum Corporation 1.0 $13M 178k 73.45
Powerwave Technologies 1.0 $13M 2.9M 4.51
Mgic Invt Corp Wis note 5.000% 5/0 1.0 $13M 12M 1.10
Photronics Inc note 5.500%10/0 1.0 $13M 6.5M 1.96
Coinstar Inc note 4.000% 9/0 1.0 $13M 9.0M 1.39
United Therapeutics Corp Del note 0.500%10/1 1.0 $13M 7.0M 1.79
Mylan 0.9 $12M 520k 22.67
Dst Sys Inc Del dbcv 4.125% 8/1 0.9 $11M 9.3M 1.22
Western Refng Inc note 5.750% 6/1 0.9 $11M 6.3M 1.76
Cephalon Inc note 2.000% 6/0 0.9 $11M 6.6M 1.67
Regis Corp Minn note 5.000% 7/1 0.8 $10M 7.5M 1.34
D Synnex Corp Ser B Sr Uns Conv convrt bonds 0.8 $9.8M 7.6M 1.29
HARVEST NATURAL Resources In note 8.250% 3/0 0.8 $9.7M 3.5M 2.78
International Coal Grp Inc N note 4.000% 4/0 0.7 $9.2M 4.4M 2.09
Sterlite Inds India Ltd note 4.000%10/3 0.7 $8.8M 8.5M 1.03
Akamai Technologies (AKAM) 0.7 $8.6M 227k 38.00
On Semiconductor Corporation note 1.875%12/ 0.7 $8.5M 5.7M 1.49
Wesco Intl Inc dbcv 6.000% 9/1 0.6 $8.1M 3.4M 2.38
ACTUANT CORP CONVERTIBLE security 0.6 $7.8M 5.3M 1.48
Quicksilver Resources Inc dbcv 1.875%11/0 0.6 $7.5M 7.0M 1.07
Qwest Communications International 0.6 $7.5M 1.1M 6.83
Mastec note 4% 06/14 0.6 $7.2M 4.8M 1.50
Trex Inc note 6.000% 7/0 0.6 $7.0M 4.5M 1.57
Convergys Corp sdcv 5.750% 9/1 0.6 $7.0M 4.7M 1.49
CRA International, Inc. cv 2.875% 6/15/2034 0.6 $7.1M 6.5M 1.09
Amr Corp note 6.250%10/1 0.6 $6.9M 6.6M 1.06
Hanover Compressor Co note 4.750% 1/1 0.5 $6.8M 6.8M 1.01
Terremark Worldwide Inc note 6.625% 6/1 0.5 $6.7M 4.0M 1.67
United Rentals Inc note 4.000%11/1 0.5 $6.3M 2.0M 3.10
Mf Global Ltd note 9.000% 6/2 0.5 $6.3M 5.3M 1.20
Spartan Stores Inc note 3.375% 5/1 0.5 $5.9M 6.2M 0.96
Dollar Thrifty Automotive 0.5 $5.9M 89k 66.73
Agco Corp note 1.250%12/1 0.5 $5.9M 4.0M 1.48
Skyworks Solutions Inc note 1.500% 3/0 0.5 $5.8M 1.7M 3.42
Exide Technologies frnt 9/1 0.5 $5.7M 6.2M 0.93
Netapp Inc note 1.750% 6/0 0.4 $5.6M 3.5M 1.59
Barnes Group Inc note 3.750% 8/0 0.4 $5.6M 5.5M 1.02
Comcast Corporation 0.4 $5.6M 240k 23.22
Human Genome cv 2.25% 0.4 $5.5M 3.1M 1.78
Goodrich Pete Corp note 5.000%10/0 0.4 $5.3M 5.2M 1.02
Molina Healthcare Inc note 3.750%10/0 0.4 $5.3M 4.6M 1.15
Pier 1 Imports 0.4 $5.3M 525k 10.15
Marshall & Ilsley Corporation 0.4 $5.3M 668k 7.99
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 0.4 $5.3M 5.5M 0.97
Bristow Group Inc note 3.000% 6/1 0.4 $5.1M 5.0M 1.01
Csg Sys Intl Inc note 2.500% 6/1 0.4 $5.1M 5.0M 1.01
NewAlliance Bancshares 0.4 $5.1M 342k 14.84
China Med Technologies Inc note 6.250%12/1 0.4 $5.0M 4.6M 1.08
Dendreon Corp note 0.4 $5.1M 4.8M 1.06
American Eqty Invt Life Hld note 5.250%12/0 0.4 $4.9M 4.5M 1.09
Novamed Inc Del note 1.000% 6/1 0.4 $4.9M 5.0M 0.99
China Med Technologies Inc note 4.000% 8/1 0.4 $4.8M 5.4M 0.90
Discovery Communications 0.4 $4.7M 135k 35.21
Level 3 Communications Inc note 0.4 $4.8M 4.1M 1.17
Eastman Kodak Co note 7.000% 4/0 0.4 $4.7M 5.3M 0.90
Hypercom Corporation (HYC) 0.4 $4.6M 385k 12.03
Massey Energy Company 0.4 $4.6M 67k 68.35
Incyte Corp note 4.750%10/0 0.4 $4.6M 2.3M 2.01
Jetblue Airways Corp dbcv 5.500% 10/1 0.4 $4.7M 3.0M 1.56
Notes Gencorp Inc. 4.0625% dbcv 0.4 $4.6M 4.6M 1.00
Molex Incorporated 0.3 $4.4M 215k 20.69
Ladish 0.3 $4.4M 81k 54.65
Alcon 0.3 $4.4M 27k 165.52
Finisar Corporation 0.3 $4.3M 176k 24.60
Gmx Res Inc note 4.500% 5/0 0.3 $4.1M 5.0M 0.82
Level 3 Communications Inc note 6.500%10/0 0.3 $4.2M 2.8M 1.47
Thoratec Corp note 1.379% 5/1 0.3 $4.0M 5.3M 0.77
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.3 $4.0M 3.8k 1037.65
Core Laboratories 0.3 $4.0M 39k 102.16
Stewart Enterprises Inc cnv 0.3 $4.0M 4.0M 1.01
Keycorp New pfd 7.75% sr a 0.3 $3.9M 35k 112.63
Pride International 0.3 $3.9M 91k 42.95
Stewart Enterprises Inc note 3.125% 7/1 0.3 $3.8M 3.7M 1.03
Enersys note 3.375% 6/0 0.3 $3.8M 3.0M 1.25
RehabCare 0.3 $3.8M 104k 36.87
Apache Corporation 0.3 $3.6M 28k 130.93
Genzyme Corporation 0.3 $3.6M 47k 76.15
Alberto-Culver Company 0.3 $3.6M 97k 37.27
Thq Inc note 5.000% 8/1 0.3 $3.7M 3.8M 0.98
Navistar Intl Corp New note 3.000%10/1 0.3 $3.5M 2.3M 1.51
Lubrizol Corporation 0.3 $3.5M 26k 133.97
Atheros Communications 0.3 $3.5M 80k 44.64
Danvers Ban (DNBK) 0.3 $3.5M 164k 21.42
Sterling Bancshares 0.3 $3.6M 414k 8.61
Beckman Coulter Inc note 2.500%12/1 0.3 $3.4M 2.9M 1.19
BHP Billiton 0.3 $3.4M 42k 79.60
Nicor 0.3 $3.4M 64k 53.70
Radian Group Inc note 3.000%11/1 0.3 $3.4M 3.8M 0.91
Lincoln National Corp *W EXP 07/10/2019 0.3 $3.3M 155k 21.63
Dionex Corporation 0.3 $3.3M 28k 118.05
Liberty Global 0.3 $3.2M 81k 39.99
Freeport-McMoRan Copper & Gold (FCX) 0.2 $3.2M 57k 55.55
Emergency Medical Services Corporation 0.2 $3.1M 49k 63.58
Bucyrus International 0.2 $3.2M 35k 91.46
Terremark Worldwide 0.2 $3.1M 166k 19.00
Pmi Group Inc note 4.500% 4/1 0.2 $3.2M 4.1M 0.78
Regions Financial Corporation (RF) 0.2 $3.0M 410k 7.26
Rti Intl Metals Inc note 3.000%12/0 0.2 $3.0M 2.6M 1.17
Tyson Foods Inc note 3.250%10/1 0.2 $2.9M 2.2M 1.31
M&T Bank Corporation (MTB) 0.2 $2.9M 33k 88.48
Novell 0.2 $2.9M 483k 5.93
Beazer Homes Usa Inc. unit 99/99/99 0.2 $2.9M 140k 20.82
World Accep Corporation note 3.000%10/0 0.2 $2.8M 2.5M 1.12
Earthlink Inc note 3.250%11/1 0.2 $2.8M 2.6M 1.07
Progress Energy 0.2 $2.8M 61k 46.14
Vector Group Ltd debt 0.2 $2.8M 2.4M 1.18
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.2 $2.8M 2.0M 1.41
Invacare Corp note 0.2 $2.7M 2.0M 1.37
Pioneer Nat Res Co note 2.875% 1/1 0.2 $2.7M 1.5M 1.78
BioMarin Pharmaceutical (BMRN) 0.2 $2.6M 103k 25.13
Clinical Data (CLDA) 0.2 $2.6M 86k 30.31
Pmc Sierra Inc Cv 2.25% 101525 cnv 0.2 $2.6M 2.4M 1.10
Enzon Pharmaceuticals Inc bond 0.2 $2.7M 2.1M 1.26
American Med Sys Hldgs Inc note 4.000% 9/1 0.2 $2.5M 1.9M 1.34
Avatar Hldgs Inc note 4.500% 4/0 0.2 $2.5M 2.5M 1.00
Equinix Inc note 4.750% 6/1 0.2 $2.6M 1.9M 1.35
Exterran Hldgs Inc note 4.250% 6/1 0.2 $2.5M 2.0M 1.24
SLM Corporation (SLM) 0.2 $2.5M 161k 15.30
Nationwide Health Properties 0.2 $2.5M 59k 42.53
Verigy Ltd note 5.250% 7/1 0.2 $2.5M 2.0M 1.27
Amkor Technology Inc 2.50% 05/15/2011 cnv 0.2 $2.5M 2.5M 1.00
Insulet Corp note 5.375% 6/1 0.2 $2.4M 2.0M 1.21
Lucent Technologies Inc dbcv 2.875% 6/1 0.2 $2.4M 2.5M 0.97
Harbin Electric 0.2 $2.4M 115k 20.69
Airtran Hldgs Inc note 5.500% 4/1 0.2 $2.4M 1.2M 2.07
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.2 $2.3M 2.0M 1.18
Abington Ban 0.2 $2.3M 189k 12.23
Kansas City Southern 0.2 $2.2M 41k 54.44
Whitney Holding 0.2 $2.3M 171k 13.62
Annaly Cap Mgmt Inc note 4.000% 2/1 0.2 $2.3M 2.0M 1.17
SEMICONDUCTOR Corp dbcv 8.000% 6/1 0.2 $2.2M 1.6M 1.39
L-1 Identity Solutions 0.2 $2.1M 181k 11.78
Unisys Corp 6.25% Cv Pfd A cvp 0.2 $2.2M 24k 90.00
Sunpower Corp dbcv 4.750% 4/1 0.2 $2.0M 2.0M 1.04
Ttm Technologies Inc note 3.250% 5/1 0.2 $2.1M 1.5M 1.38
CPEX Pharmaceuticals (CPEX) 0.2 $2.1M 76k 27.25
Bank Of America Corporation preferred (BAC.PL) 0.2 $2.0M 2.0k 1011.50
Finisar Corp note 5.000%10/1 0.2 $2.0M 800k 2.48
Ja Solar Holdings Co Ltd note 4.500% 5/1 0.1 $1.9M 2.0M 0.96
Seadrill 0.1 $1.9M 52k 36.06
Northgate Minerals Corp note 3.500%10/0 0.1 $1.8M 1.9M 0.99
Comtech Telecommunications Cor conv 0.1 $1.9M 1.8M 1.04
Compucredit Corp note 3.625% 5/3 0.1 $1.8M 2.0M 0.91
Via 0.1 $1.8M 38k 46.51
FirstEnergy (FE) 0.1 $1.8M 48k 37.10
Beazer Homes 7.5% 01/15/1 3 nt sub 7.5% 0.1 $1.7M 70k 24.43
Smurfit-stone Container Corp 0.1 $1.8M 47k 38.65
Developers Diversified Rlty note 1.750%11/1 0.1 $1.8M 1.7M 1.07
EXCO Resources 0.1 $1.6M 76k 20.66
Arvinmeritor Inc frnt 4.625% 3/0 0.1 $1.7M 1.5M 1.13
Dollar Finl Corp note 2.875% 6/3 0.1 $1.7M 1.6M 1.06
General Cable Corp Del New note 0.875%11/1 0.1 $1.7M 1.5M 1.10
Telephone & Data Sys Inc spl 0.1 $1.6M 54k 29.53
America Service (ASGR) 0.1 $1.6M 64k 25.64
Genco Shipping & Trading Ltd note 5.000% 8/1 0.1 $1.7M 1.8M 0.94
Evergreen Solar Inc note 4.000% 7/1 0.1 $1.5M 5.0M 0.29
L-1 Identity Solutions Inc note 3.750% 5/1 0.1 $1.5M 1.5M 1.00
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $1.6M 32k 47.93
Retail Ventures 0.1 $1.5M 86k 17.25
Robbins & Myers 0.1 $1.5M 33k 45.99
Conexant Systems 0.1 $1.5M 647k 2.38
HEICO Corporation (HEI.A) 0.1 $1.5M 33k 44.97
Tanger Pptys Ltd Partnership note 3.750% 8/1 0.1 $1.5M 1.0M 1.46
Firstservice Corp sdcv 6.500%12/3 0.1 $1.5M 1.0M 1.48
Mentor Graphics Corp sdcv 6.250% 3/0 0.1 $1.3M 1.3M 1.04
Microchip Technology Inc sdcv 2.125%12/1 0.1 $1.4M 1.0M 1.37
Verifone Sys Inc note 1.375% 6/1 0.1 $1.4M 1.0M 1.35
AirTran Holdings 0.1 $1.4M 190k 7.45
Vishay Intertechnology (VSH) 0.1 $1.4M 80k 17.74
Fifth Third Bancorp cnv pfd dep1/250 0.1 $1.3M 8.9k 147.63
Stillwater Mng Co note 1.875% 3/1 0.1 $1.2M 1.0M 1.20
Old Republic International Corporation (ORI) 0.1 $1.2M 96k 12.69
Center Financial Corporation 0.1 $1.2M 168k 7.34
Ltx Credence Corporation 0.1 $1.3M 140k 9.13
Fti Consulting Inc bond 0.1 $1.3M 975k 1.29
Wintrust Financial Corp *w exp 12/18/201 0.1 $1.3M 67k 19.00
Smithfield Foods Inc note 4.000% 6/3 0.1 $1.1M 900k 1.26
Trinity Inds Inc note 3.875% 6/0 0.1 $1.1M 1.0M 1.10
Lennar Corporation (LEN.B) 0.1 $1.1M 74k 14.66
Spectrum Control 0.1 $1.1M 58k 19.68
Australia Acquisition Corp 0.1 $1.1M 118k 9.64
Cazador Acquisition Corporat 0.1 $1.1M 110k 9.80
Capitalsource Inc sdcv 4.000% 7/1 0.1 $960k 950k 1.01
Gsi Commerce Inc note 2.500% 6/0 0.1 $961k 850k 1.13
Hologic Inc frnt 2.000%12/1 0.1 $970k 1.0M 0.97
Kendle International Inc note 3.375% 7/1 0.1 $950k 1.0M 0.95
Sandisk Corp note 1.000% 5/1 0.1 $990k 1.0M 0.99
Mannkind Corp note 3.750%12/1 0.1 $1.0M 2.0M 0.51
Diodes Inc note 2.250%10/0 0.1 $1.0M 1.0M 1.04
Affordable Residential Cmnty note 7.500% 8/1 0.1 $1.1M 975k 1.08
Aon Corporation 0.1 $962k 18k 52.98
Wesco Financial Corporation 0.1 $980k 2.5k 389.35
Central Garden & Pet (CENT) 0.1 $954k 108k 8.81
Micron Technology (MU) 0.1 $1.0M 88k 11.46
Fushi Copperweld 0.1 $1.1M 131k 8.02
GSI Commerce 0.1 $1.0M 36k 29.26
McDermott International 0.1 $992k 39k 25.39
Motorola Solutions (MSI) 0.1 $998k 22k 44.68
Nektar Therapeutics note 3.250% 9/2 0.1 $1.0M 1.0M 1.01
Comerica Inc *w exp 11/14/201 0.1 $1.0M 81k 12.67
Ldk Solar Co Ltd note 4.750% 4/1 0.1 $975k 975k 1.00
Avatar Hldgs Inc note 7.500% 2/1 0.1 $1.1M 1.0M 1.06
Loews Corporation (L) 0.1 $827k 19k 43.07
Arris Group Inc note 2.000%11/1 0.1 $837k 775k 1.08
Verigy 0.1 $891k 63k 14.10
Wilmington Trust Corporation 0.1 $851k 188k 4.52
Rite Aid Corp note 8.500% 5/1 0.1 $903k 885k 1.02
Sothebys note 3.125% 6/1 0.1 $825k 500k 1.65
Rovi Corporation 0.1 $869k 16k 53.67
Silverleaf Resorts (SVLF) 0.1 $859k 354k 2.43
TomoTherapy Incorporated 0.1 $920k 201k 4.57
QEP Resources 0.1 $880k 22k 40.55
Huntington Bancshares Inc pfd conv ser a 0.1 $924k 800.00 1155.00
Xilinx Inc sdcv 3.125% 3/1 0.1 $819k 700k 1.17
Jns 3.25% 7/15/2014 note 0.1 $908k 750k 1.21
Signature Bk New York N Y *w exp 12/12/201 0.1 $847k 25k 33.45
Wts/the Pnc Financial Services Grp wts 0.1 $814k 54k 14.96
Mentor Graphics Corporation 0.1 $740k 51k 14.62
St. Jude Medical 0.1 $778k 15k 51.26
Tollgrade Communications (TLGD) 0.1 $802k 80k 10.08
Hatteras Financial 0.1 $759k 27k 28.11
Global Defense Tech Sys 0.1 $776k 32k 24.24
Babcock & Wilcox 0.1 $763k 23k 33.39
Mindspeed Technologies 0.1 $756k 89k 8.46
O'reilly Automotive (ORLY) 0.1 $754k 13k 57.43
Alliance Data Systems Corp note 1.750% 8/0 0.1 $605k 500k 1.21
Goldcorp Inc New note 2.000% 8/0 0.1 $640k 500k 1.28
Old Rep Intl Corp note 8.000% 5/1 0.1 $605k 500k 1.21
Beckman Coulter 0.1 $597k 7.2k 83.04
Hess (HES) 0.1 $602k 7.1k 85.20
optionsXpress Holdings 0.1 $691k 38k 18.30
Emmis Communications Corporation 0.1 $571k 560k 1.02
Boise Inc *w exp 06/18/201 0.1 $679k 399k 1.70
GAME Technolog debt 0.1 $575k 500k 1.15
Royce Focus Tr 0.1 $567k 68k 8.35
Vitesse Semiconductor Corporate 0.1 $656k 135k 4.85
Nii Hldgs Inc note 3.125% 6/1 0.0 $510k 505k 1.01
Sunpower Corp dbcv 1.250% 2/1 0.0 $490k 500k 0.98
Sonosite Inc note 3.750% 7/1 0.0 $560k 500k 1.12
Orbital Sciences Corp note 2.438% 1/1 0.0 $449k 420k 1.07
Intel Corporation (INTC) 0.0 $510k 25k 20.16
Cephalon 0.0 $553k 7.3k 75.75
Royal Dutch Shell 0.0 $533k 7.3k 72.88
ProLogis 0.0 $507k 32k 15.97
Zhongpin 0.0 $451k 30k 15.17
Metals USA Holdings 0.0 $468k 29k 16.36
Wts Wells Fargo & Co. 0.0 $558k 49k 11.30
XETA Technologies (XETA) 0.0 $551k 101k 5.47
Hldgs (UAL) 0.0 $503k 22k 23.01
Calix (CALX) 0.0 $539k 27k 20.30
Rural/Metro Corporation 0.0 $507k 30k 17.04
Motorola Mobility Holdings 0.0 $474k 19k 24.42
Omnicare Inc note 3.750%12/1 0.0 $520k 400k 1.30
Omnicom Group Inc note 7/0 0.0 $565k 500k 1.13
BlackRock Credit All Inc Trust II 0.0 $441k 45k 9.83
Nuveen Quality Preferred Income Fund 0.0 $453k 59k 7.72
Nuveen Quality Pref. Inc. Fund II 0.0 $459k 55k 8.28
Nuveen Qual Preferred Inc. Fund III 0.0 $446k 56k 8.01
BlackRock Corporate High Yield Fund V In 0.0 $444k 37k 11.89
NaviSite 0.0 $548k 100k 5.49
Whiting Petroleum Corp. Perp. pfd cv 0.0 $491k 1.4k 346.51
Western Asset Invest. Grade Defined Opp (IGI) 0.0 $442k 22k 19.85
Human Genome Sciences Inc note 2.250% 8/1 0.0 $489k 300k 1.63
Western Asset Global Cp Defi (GDO) 0.0 $441k 24k 18.29
Ocwen Finl Corp note 3.250% 8/0 0.0 $550k 550k 1.00
On Semiconductor Corp note 2.625%12/1 0.0 $354k 300k 1.18
Aar Corp note 1.750% 2/0 0.0 $339k 300k 1.13
Rf Microdevices Inc note 0.750% 4/1 0.0 $318k 300k 1.06
Molson Coors Brewing Company (TAP) 0.0 $424k 9.0k 46.86
WESCO International (WCC) 0.0 $416k 6.7k 62.55
Anixter Intl Inc note 1.000% 2/1 0.0 $378k 300k 1.26
Hertz Global Holdings 0.0 $359k 23k 15.64
Key (KEY) 0.0 $340k 38k 8.88
Saks Incorporated 0.0 $359k 32k 11.32
Questar Corporation 0.0 $380k 22k 17.43
Ypf Sa (YPF) 0.0 $321k 7.2k 44.58
RAE Systems (RAE) 0.0 $433k 244k 1.77
TGC Industries 0.0 $428k 55k 7.76
Wilber Corporation 0.0 $371k 39k 9.50
Delta Pete Corp note 3.750% 5/0 0.0 $435k 500k 0.87
Svb Finl Group debt 0.0 $408k 400k 1.02
Blackrock Credit All Inc Trust III 0.0 $440k 42k 10.52
BlackRock Income Opportunity Trust 0.0 $432k 46k 9.33
Invesco Van Kampen Bond Fund (VBF) 0.0 $437k 24k 18.16
Autochina International Limi 0.0 $346k 11k 32.52
Invesco Mortgage Capital 0.0 $365k 17k 21.84
Ss&c Technologies Holding (SSNC) 0.0 $331k 16k 20.43
Chiquita Brands Intl Inc note 4.250% 8/1 0.0 $315k 300k 1.05
Western Asset Income Fund (PAI) 0.0 $439k 34k 13.05
BlackRock Corporate High Yield Fund III 0.0 $438k 61k 7.15
Magic Software Enterprises (MGIC) 0.0 $326k 43k 7.54
BlackRock Credit All Inc Trust IV (BTZ) 0.0 $439k 36k 12.11
BlackRock Core Bond Trust (BHK) 0.0 $433k 36k 12.07
Gold Resv Inc note 5.500% 6/1 0.0 $350k 500k 0.70
RF MICRO DEVICE CONVERTIBLE security 0.0 $324k 300k 1.08
Morgan Stanley income sec 0.0 $434k 27k 16.28
Dendreon Corp cnv 0.0 $377k 100k 3.77
Hovnanian Enterprises Inc unit 99/99/9999 0.0 $424k 20k 21.20
Central European Dist Corp note 3.000% 3/1 0.0 $287k 330k 0.87
Greenbrier Cos Inc note 2.375% 5/1 0.0 $294k 300k 0.98
Iconix Brand Group Inc note 1.875% 6/3 0.0 $255k 250k 1.02
Ldk Solar Co Ltd note 4.750% 4/1 0.0 $275k 275k 1.00
Kkr Financial Hldgs Llc note 7.000% 7/1 0.0 $210k 200k 1.05
Nasdaq Omx (NDAQ) 0.0 $287k 11k 25.86
Suntrust Banks Inc $1.00 Par Cmn 0.0 $271k 9.4k 28.89
Teva Pharmaceutical Industries (TEVA) 0.0 $309k 6.2k 50.19
Kaiser Aluminum (KALU) 0.0 $268k 5.4k 49.26
Green Mountain Coffee Roasters 0.0 $267k 4.1k 64.65
General Maritime Corporation 0.0 $314k 153k 2.05
LaBranche & Co 0.0 $279k 71k 3.94
Caraco Pharmaceutical Laboratories 0.0 $228k 44k 5.20
Helix Energy Solutions (HLX) 0.0 $258k 15k 17.20
Celgene Corporation 0.0 $219k 3.8k 57.66
MannKind Corporation 0.0 $291k 80k 3.64
Tower 0.0 $306k 13k 24.03
Dex (DXCM) 0.0 $298k 19k 15.53
HCP 0.0 $300k 7.9k 37.88
CoreLogic 0.0 $310k 17k 18.48
First American Financial (FAF) 0.0 $276k 17k 16.48
TESSCO Technologies 0.0 $208k 18k 11.49
Theragenics Corporation 0.0 $223k 106k 2.10
American Capital Agency 0.0 $293k 10k 29.11
Advanced Battery Technologies 0.0 $248k 128k 1.94
Scorpio Tankers 0.0 $279k 27k 10.33
Kandi Technolgies 0.0 $218k 71k 3.07
CompuCredit Holdings 0.0 $203k 31k 6.57
Kratos Defense & Security Solutions (KTOS) 0.0 $270k 19k 14.23
Airtran Hldgs Inc note 5.250%11/0 0.0 $288k 200k 1.44
Pennichuck Corporation (PNNW) 0.0 $280k 9.8k 28.48
Duff & Phelps Utility & Corp Bond Trust 0.0 $248k 23k 10.99
China GengSheng Minerals (CHGS) 0.0 $257k 84k 3.05
SinoHub (SIHI) 0.0 $226k 120k 1.89
Intellipharmaceuticsintl Inc C 0.0 $207k 69k 3.01
Verenium Corp note 9.000% 4/0 0.0 $230k 225k 1.02
Kingold Jewelry 0.0 $289k 118k 2.45
Inland Real Estate Corp note 5.000%11/1 0.0 $210k 198k 1.06
American Med Sys Hldgs Inc note 3.250% 7/0 0.0 $159k 137k 1.16
Carrizo Oil & Co Inc note 4.375% 6/0 0.0 $168k 168k 1.00
Energy Conversion Devices In note 3.000% 6/1 0.0 $158k 250k 0.63
Hutchinson Technology Inc note 3.250% 1/1 0.0 $115k 146k 0.79
Newcastle Investment 0.0 $154k 26k 6.04
FelCor Lodging Trust Incorporated 0.0 $116k 19k 6.13
China Integrated Energy (CBEH) 0.0 $153k 60k 2.54
SWS 0.0 $186k 31k 6.08
NGAS Resources (NGAS) 0.0 $133k 193k 0.69
Gasco Energy 0.0 $171k 364k 0.47
Animal Health International (AHII) 0.0 $91k 22k 4.19
China Hydroelectric Corp 0.0 $120k 17k 7.27
DynaVox 0.0 $86k 16k 5.51
Baltic Trading 0.0 $164k 18k 9.11
Heckmann Corp *w exp 11/09/201 0.0 $100k 105k 0.95
Telestone Technologies Corporation (TSTC) 0.0 $144k 22k 6.69
Omega Navigation Enterprises 0.0 $149k 149k 1.00
On Track Innovations 0.0 $130k 61k 2.13
Genon Energy 0.0 $130k 34k 3.80
Opko Health (OPK) 0.0 $102k 27k 3.72
BlackRock Debt Strategies Fund 0.0 $148k 37k 3.99
Cereplast (CERP) 0.0 $166k 31k 5.34
BlackRock Corporate High Yield Fund 0.0 $93k 13k 7.17
Pluristem Therapeutics 0.0 $98k 38k 2.58
Discovery Laboratories 0.0 $85k 46k 1.84
Longwei Petroleum Investment Hold 0.0 $107k 59k 1.82
Level 3 Communications Inc note 3.500% 6/1 0.0 $149k 150k 0.99
Authentidate Holding (ADAT) 0.0 $72k 120k 0.60
Emergent (LZR) 0.0 $173k 20k 8.47
Rosetta Genomics 0.0 $95k 179k 0.53
SkyPeople Fruit Juice 0.0 $111k 25k 4.40
Cormedix 0.0 $135k 75k 1.79
Kips Bay Med 0.0 $99k 16k 6.17
VELTI PLC ST Helier 0.0 $165k 13k 12.57
China Centy Dragon Media 0.0 $118k 25k 4.82
Trunkbow Intl Hldgs 0.0 $107k 26k 4.07
Goodrich Pete Corp note 3.250%12/0 0.0 $51k 50k 1.02
VCG Holding (VCGH) 0.0 $47k 21k 2.20
IFM Investments (CTC) 0.0 $53k 15k 3.53
Wts Talbots 0.0 $21k 35k 0.60
Bionovo (BNVI) 0.0 $8.9k 13k 0.68
Tengion (TNGN) 0.0 $31k 12k 2.54
RXi Pharmaceuticals Corporation 0.0 $62k 45k 1.39
Converted Organics Inc *w exp 12/31/201 0.0 $8.0k 100k 0.08
Cormedix Inc *w exp 03/24/201 0.0 $20k 38k 0.53
Opexa Therapeutics (OPXA) 0.0 $33k 20k 1.69
Boston Private Finl Hldgs In *w exp 11/21/201 0.0 $43k 16k 2.67
Hutchinson Technology Inc note 8.500% 1/1 0.0 $46k 52k 0.88
Repros Therapeutics Inc *w exp 02/04/201 0.0 $32k 15k 2.10