-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, R6Vrk7kIaF9Go8qJdTZEsdzLOmwSZY5a5NbMX+IxkaEF4GiSyIMOXmOGuoFw66ls ZJokNyQqmkr1iTz39KQJAQ== 0001085146-10-000487.txt : 20100517 0001085146-10-000487.hdr.sgml : 20100517 20100517115616 ACCESSION NUMBER: 0001085146-10-000487 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100517 DATE AS OF CHANGE: 20100517 EFFECTIVENESS DATE: 20100517 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CNH PARTNERS LLC CENTRAL INDEX KEY: 0001167456 IRS NUMBER: 134172062 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10114 FILM NUMBER: 10836633 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 cnh1q10.txt CNH PARTNERS UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CNH Partners, LLC Address: Two Greenwich Plaza, 3rd Floor Greenwich, CT 06830 13F File Number: 28-10114 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Clifford S. Asness Title: As Managing Member of AQR Capital Management, LLC Phone: 203-742-3600 Signature, Place, and Date of Signing: /s/ Clifford S. Asness Greenwich, CT May 07, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 360 Form 13F Information Table Value Total: $1,293,480 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3COM CORP COM 885535104 2025 263310 SH SOLE 263310 0 0 AAR CORP NOTE 1.750% 2/0 000361AH8 311 300000 PRN SOLE 0 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 9165 8500000 PRN SOLE 0 0 0 AERCAP HOLDINGS NV SHS N00985106 1251 108558 SH SOLE 108558 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 4440 4000000 PRN SOLE 0 0 0 AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 215 200000 PRN SOLE 0 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 1207 1198000 PRN SOLE 0 0 0 AIRVANA INC COM 00950V101 606 79145 SH SOLE 79145 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 19328 9500000 PRN SOLE 0 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 17077 7400000 PRN SOLE 0 0 0 ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 10209 2950000 PRN SOLE 0 0 0 ALLEGHENY ENERGY INC COM 017361106 2827 122892 SH SOLE 122892 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 10013 6800000 PRN SOLE 0 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 10321 10125000 PRN SOLE 0 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 483 450000 PRN SOLE 0 0 0 ALLIED CAP CORP NEW COM 01903Q108 1909 384188 SH SOLE 384188 0 0 ALLIED DEFENSE GROUP INC COM 019118108 204 28282 SH SOLE 28282 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 4637 3940000 PRN SOLE 0 0 0 ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 118 18038 SH SOLE 18038 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 505 22529 SH SOLE 22529 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 4569 4500000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 150 137000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 2190 1863000 PRN SOLE 0 0 0 AMERICAN ORIENTAL BIOENGR IN COM 028731107 59 14408 SH SOLE 14408 0 0 AMERICAN REAL ESTATE PARTNR FRNT 8/1 029169AA7 3363 3800000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 9570 9500000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 2631 2700000 PRN SOLE 0 0 0 AMICAS INC COM 001712108 732 121530 SH SOLE 121530 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 2425 2500000 PRN SOLE 0 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 1446 1250000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 290 300000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 6757 9500000 PRN SOLE 0 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 10989 10900000 PRN SOLE 0 0 0 AOL INC COM 00184X105 516 20426 SH SOLE 20426 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 20670 12955000 PRN SOLE 0 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 9705 9650000 PRN SOLE 0 0 0 ASM INTL NV NOTE 4.250%12/0 00207DAG7 1301 1000000 PRN SOLE 0 0 0 AUTOCHINA INTERNATIONAL LIMI SHS G06750106 862 29714 SH SOLE 29714 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 2462 2500000 PRN SOLE 0 0 0 BALTIC TRADING LIMITED COM Y0553W103 244 18000 SH SOLE 18000 0 0 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 6128 5700000 PRN SOLE 0 0 0 BEAZER HOMES USA INC NT SUB7.5%2013 07556Q402 1750 69700 SH SOLE 69700 0 0 BECKMAN COULTER INC COM 075811109 1126 17929 SH SOLE 17929 0 0 BHP BILLITON PLC SPONSORED ADR 05545E209 1466 21430 SH SOLE 21430 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 3245 2150000 PRN SOLE 0 0 0 BJ SVCS CO COM 055482103 3819 178437 SH SOLE 178437 0 0 BLOCKBUSTER INC CL B 093679207 17 88600 SH SOLE 88600 0 0 BOISE INC *W EXP 06/18/201 09746Y113 95 163422 SH SOLE 163422 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 7413 7000000 PRN SOLE 0 0 0 BOWNE & CO INC COM 103043105 953 85436 SH SOLE 85436 0 0 BPW ACQUISITION CORP *W EXP 02/26/201 055637110 31 18723 SH SOLE 18723 0 0 BPW ACQUISITION CORP COM 055637102 3182 255590 SH SOLE 255590 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 3077 72325 SH SOLE 72325 0 0 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 5336 6001000 PRN SOLE 0 0 0 BRUKER CORP COM 116794108 183 12500 SH SOLE 12500 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 513 21234 SH SOLE 21234 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 7693 8500000 PRN SOLE 0 0 0 CAPITALSOURCE INC SDCV 4.000% 7/1 14055XAE2 915 950000 PRN SOLE 0 0 0 CARDINAL HEALTH INC COM 14149Y108 313 8700 SH SOLE 8700 0 0 CARDTRONICS INC COM 14161H108 209 16632 SH SOLE 16632 0 0 CARE INVESTMENT TRUST INC COM 141657106 460 51525 SH SOLE 51525 0 0 CARNIVAL CORP PAIRED CTF 143658300 2213 56925 SH SOLE 56925 0 0 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 885 1000000 PRN SOLE 0 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 3084 3200000 PRN SOLE 0 0 0 CELSIUS HOLDINGS INC *W EXP 99/99/999 15118V116 39 35000 SH SOLE 35000 0 0 CELSIUS HOLDINGS INC COM NEW 15118V207 477 139615 SH SOLE 139615 0 0 CENOVUS ENERGY INC COM 15135U109 674 25700 SH SOLE 25700 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 8078 9000000 PRN SOLE 0 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 677 73854 SH SOLE 73854 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 9892 6586000 PRN SOLE 0 0 0 CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB8 6500 6500000 PRN SOLE 0 0 0 CHINA HYDROELECTRIC CORP SPONSORED ADR 16949D101 153 16500 SH SOLE 16500 0 0 CHINA HYDROELECTRIC CORPORAT *W EXP 01/25/201 G2112E145 15 16500 SH SOLE 16500 0 0 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 4260 5500000 PRN SOLE 0 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 3312 5365000 PRN SOLE 0 0 0 CHORDIANT SOFTWARE INC COM NEW 170404305 72 14173 SH SOLE 14173 0 0 CITIGROUP INC UNIT 99/99/9999 172967416 10338 85200 SH SOLE 85200 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 1579 1000000 PRN SOLE 0 0 0 CNX GAS CORP COM 12618H309 941 24741 SH SOLE 24741 0 0 COCA COLA ENTERPRISES INC COM 191219104 397 14335 SH SOLE 14335 0 0 COHEN & STEERS DIV MJRS FDIN COM 19248G106 167 14994 SH SOLE 14994 0 0 COHEN & STEERS QUALITY RLTY COM 19247L106 216 30297 SH SOLE 30297 0 0 COHEN & STEERS REIT & PFD IN COM 19247X100 186 15513 SH SOLE 15513 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 8854 8275000 PRN SOLE 0 0 0 COMCAST CORP NEW CL A SPL 20030N200 1016 56559 SH SOLE 56559 0 0 COMMSCOPE INC COM 203372107 17451 622822 SH SOLE 622822 0 0 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 17750 14575000 PRN SOLE 0 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 1262 2000000 PRN SOLE 0 0 0 COMPUCREDIT HLDGS CORP COM 20478T107 140 27084 SH SOLE 27084 0 0 COMSYS IT PARTNERS INC COM 20581E104 1603 91728 SH SOLE 91728 0 0 CONSOL ENERGY INC COM 20854P109 555 13000 SH SOLE 13000 0 0 CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ3 1528 1300000 PRN SOLE 0 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 5146 4000000 PRN SOLE 0 0 0 CONVERTED ORGANICS INC *W EXP 12/31/201 21254S131 24 100000 SH SOLE 100000 0 0 COPA HOLDINGS SA CL A P31076105 380 6250 SH SOLE 6250 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 6719 4700000 PRN SOLE 0 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 4198 4450000 PRN SOLE 0 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 5136 5000000 PRN SOLE 0 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 7051 7100000 PRN SOLE 0 0 0 CUSHING MLP TOTAL RETURN FD COM SHS 231631102 429 47100 SH SOLE 47100 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 16367 13950000 PRN SOLE 0 0 0 DELTA PETE CORP NOTE 3.750% 5/0 247907AD0 432 500000 PRN SOLE 0 0 0 DENDREON CORP NOTE 4.750% 6/1 24823QAB3 368 100000 PRN SOLE 0 0 0 DEXCOM INC NOTE 4.750% 3/1 252131AD9 376 300000 PRN SOLE 0 0 0 DIEDRICH COFFEE INC COM NEW 253675201 1694 48689 SH SOLE 48689 0 0 DIODES INC NOTE 2.250%10/0 254543AA9 991 1000000 PRN SOLE 0 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2100 71400 SH SOLE 71400 0 0 DJSP ENTERPRISES INCORPORATE *W EXP 08/11/201 G7982P120 278 43378 SH SOLE 43378 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 1469 1575000 PRN SOLE 0 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AE7 12455 12057000 PRN SOLE 0 0 0 DYAX CORP COM 26746E103 43 12636 SH SOLE 12636 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 8137 6500000 PRN SOLE 0 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 5527 5000000 PRN SOLE 0 0 0 ENCANA CORP COM 292505104 683 22000 SH SOLE 22000 0 0 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 3081 3100000 PRN SOLE 0 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 160 250000 PRN SOLE 0 0 0 ENERSYS NOTE 3.375% 6/0 29275YAA0 5150 5500000 PRN SOLE 0 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 17113 15872000 PRN SOLE 0 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 1190 1000000 PRN SOLE 0 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 1225 900000 PRN SOLE 0 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 4229 4500000 PRN SOLE 0 0 0 EVERGREEN SOLAR INC NOTE 4.000% 7/1 30033RAC2 2597 5000000 PRN SOLE 0 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 717 124750 SH SOLE 124750 0 0 EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 4571 7150000 PRN SOLE 0 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 1860 1500000 PRN SOLE 0 0 0 FERRO CORP NOTE 6.500% 8/1 315405AL4 481 500000 PRN SOLE 0 0 0 FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 1281 8860 SH SOLE 8860 0 0 FIRST CHESTER CNTY CORP COM 31947W100 231 22813 SH SOLE 22813 0 0 FIRST KEYSTONE FINL INC COM 320655103 139 10525 SH SOLE 10525 0 0 FIRST OPPORTUNITY FD INC COM 33587T108 89 12658 SH SOLE 12658 0 0 FIRST POTOMAC RLTY TR COM 33610F109 248 16525 SH SOLE 16525 0 0 FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB2 571 700000 PRN SOLE 0 0 0 FLAGSTAR BANCORP INC COM 337930101 27 45500 SH SOLE 45500 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 14973 10000000 PRN SOLE 0 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 15574 10400000 PRN SOLE 0 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 6555 56475 SH SOLE 56475 0 0 G WILLI FOOD INTL LTD ORD M52523103 363 60831 SH SOLE 60831 0 0 GATX CORP COM 361448103 553 19308 SH SOLE 19308 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 14522 16800000 PRN SOLE 0 0 0 GENESCO INC COM 371532102 421 13592 SH SOLE 13592 0 0 GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 5935 4700000 PRN SOLE 0 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 455 700000 PRN SOLE 0 0 0 GMX RES INC NOTE 4.500% 5/0 38011MAJ7 4624 5925000 PRN SOLE 0 0 0 GOLD RESV INC NOTE 5.500% 6/1 38068NAB4 349 500000 PRN SOLE 0 0 0 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 5411 6225000 PRN SOLE 0 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 119 135000 PRN SOLE 0 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 6121 6810000 PRN SOLE 0 0 0 GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 239 300000 PRN SOLE 0 0 0 GRIFFON CORP NOTE 4.000% 7/1 398433AC6 3509 3500000 PRN SOLE 0 0 0 GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 1405 1700000 PRN SOLE 0 0 0 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 941 850000 PRN SOLE 0 0 0 GT SOLAR INTL INC COM 3623E0209 248 47506 SH SOLE 47506 0 0 H & Q HEALTHCARE FD SH BEN INT 404052102 174 13542 SH SOLE 13542 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 9162 9600000 PRN SOLE 0 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 2696 402440 SH SOLE 402440 0 0 HARVEST NATURAL RESOURCES IN NOTE 8.250% 3/0 41754VAA1 4500 3000000 PRN SOLE 0 0 0 HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 220 300000 PRN SOLE 0 0 0 HECKMANN CORP *W EXP 11/09/201 422680116 82 105000 SH SOLE 105000 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 195 15000 SH SOLE 15000 0 0 HERSHA HOSPITALITY TR SH BEN INT A 427825104 194 37500 SH SOLE 37500 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 17640 12500000 PRN SOLE 0 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 900 1000000 PRN SOLE 0 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 408 52500 SH SOLE 52500 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM0 540 300000 PRN SOLE 0 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 6208 3100000 PRN SOLE 0 0 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 794 800 SH SOLE 800 0 0 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 213 250000 PRN SOLE 0 0 0 HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T107 200 49115 SH SOLE 49115 0 0 ICO INC NEW COM 449293109 1137 140708 SH SOLE 140708 0 0 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 2524 2700000 PRN SOLE 0 0 0 IFM INVTS LTD ADS 45172L100 105 15000 SH SOLE 15000 0 0 INFOGROUP INC COM 45670G108 831 106522 SH SOLE 106522 0 0 INLAND REAL ESTATE CORP NOTE 4.625%11/1 457461AB7 291 300000 PRN SOLE 0 0 0 INSULET CORP NOTE 5.375% 6/1 45784PAA9 2000 2000000 PRN SOLE 0 0 0 INTERNATIONAL ABSORBENTS INC COM NO PAR 45885E203 122 26238 SH SOLE 26238 0 0 INTERNATIONAL COAL GRP INC N NOTE 9.000% 8/0 45928HAD8 1043 900000 PRN SOLE 0 0 0 INVACARE CORP SDCV 4.125% 2/0 461203AD3 2410 2000000 PRN SOLE 0 0 0 INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 1640 6203 SH SOLE 6203 0 0 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 6910 4500000 PRN SOLE 0 0 0 IOWA TELECOMM SERVICES INC COM 462594201 1982 118708 SH SOLE 118708 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 2109 2050000 PRN SOLE 0 0 0 JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 1683 2000000 PRN SOLE 0 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 950 750000 PRN SOLE 0 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 313 242653 SH SOLE 242653 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 4441 4475000 PRN SOLE 0 0 0 JOHN HANCOCK BK &THRIFT OPP SH BEN INT NEW 409735206 221 13140 SH SOLE 13140 0 0 K TRON INTL INC COM 482730108 1337 8912 SH SOLE 8912 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 210 5440 SH SOLE 5440 0 0 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 934 1000000 PRN SOLE 0 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 3333 35000 SH SOLE 35000 0 0 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 7436 8050000 PRN SOLE 0 0 0 KIT DIGITAL INC COM NEW 482470200 176 13688 SH SOLE 13688 0 0 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 201 200000 PRN SOLE 0 0 0 KONA GRILL INC COM 50047H201 99 26354 SH SOLE 26354 0 0 LABOPHARM INC COM 504905100 134 92146 SH SOLE 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