-----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, Wh1bosYEhiJNSRLzHbQYhFnNPKJ2gFXkKfoWIegQ+0Q8G8PLI3Ve7DOpGy7G1EtD GdCHHxlxZwC9s353BmfvjQ== 0001085146-07-000580.txt : 20070511 0001085146-07-000580.hdr.sgml : 20070511 20070511170659 ACCESSION NUMBER: 0001085146-07-000580 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070511 DATE AS OF CHANGE: 20070511 EFFECTIVENESS DATE: 20070511 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: 07843169 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 cnh1q07.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, 2007 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 09, 2007 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 Form13F Information Table Entry Total: 325 Form13F Information Table Value Total: $4,663,817 (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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABITIBI-CONSOLIDATED INC COM 003924107 2119 751357 SH SOLE 751357 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 39671 29200000 PRN SOLE 0 0 0 ADESA INC COM 00686U104 1151 41642 SH SOLE 41642 0 0 AEROFLEX INC COM 007768104 1796 136591 SH SOLE 136591 0 0 AGCO CORP NOTE 1.750%12/3 001084AL6 38561 22015000 PRN SOLE 0 0 0 AGERE SYS INC COM 00845V308 4991 220625 SH SOLE 220625 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 11398 9393000 PRN SOLE 0 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 131864 40500000 PRN SOLE 0 0 0 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 14868 11500000 PRN SOLE 0 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 5957 5000000 PRN SOLE 0 0 0 ALLSCRIPTS HEALTHCARE SOLUTI DBCV 3.500% 7/1 01988PAB4 72386 29595000 PRN SOLE 0 0 0 ALTIRIS INC COM 02148M100 1920 58340 SH SOLE 58340 0 0 ALTRIA GROUP INC COM 02209S103 5130 58420 SH SOLE 58420 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 33676 28202000 PRN SOLE 0 0 0 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 19313 32500000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 13328 10500000 PRN SOLE 0 0 0 AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK8 6435 2000000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 1.750%11/1 03060RAM3 16489 12500000 PRN SOLE 0 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 15810 14000000 PRN SOLE 0 0 0 AMR CORP NOTE 4.250% 9/2 001765BA3 3680 2000000 PRN SOLE 0 0 0 AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD0 18449 14482000 PRN SOLE 0 0 0 ANDREW CORP NOTE 3.250% 8/1 034425AB4 4179 4150000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 2301 2300000 PRN SOLE 0 0 0 AON CORP DBCV 3.500%11/1 037389AT0 42480 24000000 PRN SOLE 0 0 0 AQUANTIVE INC NOTE 2.250% 8/1 03839GAB1 43570 19615000 PRN SOLE 0 0 0 AQUILA INC COM 03840P102 2652 634480 SH SOLE 634480 0 0 ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC1 3136 3000000 PRN SOLE 0 0 0 ARMOR HOLDINGS INC NOTE 2.000%11/0 042260AC3 43522 31115000 PRN SOLE 0 0 0 ASM INTL NV NOTE 4.250%12/0 00207DAG7 10832 9000000 PRN SOLE 0 0 0 ATHEROGENICS INC NOTE 4.500% 9/0 047439AB0 7689 9493000 PRN SOLE 0 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 23028 16550000 PRN SOLE 0 0 0 BANK NEW YORK INC COM 064057102 3526 86958 SH SOLE 86958 0 0 BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE3 26074 28400000 PRN SOLE 0 0 0 BAUER EDDIE HLDGS INC COM 071625107 225 19750 SH SOLE 19750 0 0 BEAZER HOMES USA INC NOTE 4.625% 6/1 07556QAL9 21381 22600000 PRN SOLE 0 0 0 BELL MICROPRODUCTS INC NOTE 3.750% 3/0 078137AC0 25743 28343000 PRN SOLE 0 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 3799 3000000 PRN SOLE 0 0 0 BIOMET INC COM 090613100 1678 39500 SH SOLE 39500 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1540 50619 SH SOLE 50619 0 0 CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB4 1362 1000000 PRN SOLE 0 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 15339 11000000 PRN SOLE 0 0 0 CAPITALSOURCE INC DBCV 3.500% 7/1 14055XAD4 39740 34500000 PRN SOLE 0 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 7396 6000000 PRN SOLE 0 0 0 CARREKER CORP COM 144433109 1391 173449 SH SOLE 173449 0 0 CASCADE NAT GAS CORP COM 147339105 1103 41866 SH SOLE 41866 0 0 CATALINA MARKETING CORP COM 148867104 1806 57195 SH SOLE 57195 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 4320 4500000 PRN SOLE 0 0 0 CBOT HLDGS INC CL A 14984K106 4613 25418 SH SOLE 25418 0 0 CELGENE CORP NOTE 1.750% 6/0 151020AC8 156847 36177000 PRN SOLE 0 0 0 CENTERPOINT ENERGY INC COM 15189T107 380 21204 SH SOLE 21204 0 0 CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM9 4386 2750000 PRN SOLE 0 0 0 CENTRAL PKG CORP COM 154785109 422 19019 SH SOLE 19019 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 31089 19000000 PRN SOLE 0 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 91966 55500000 PRN SOLE 0 0 0 CERADYNE INC NOTE 2.875%12/1 156710AA3 36001 31002000 PRN SOLE 0 0 0 CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB8 63150 43150000 PRN SOLE 0 0 0 CHARMING SHOPPES INC NOTE 4.750% 6/0 161133AC7 25103 18926000 PRN SOLE 0 0 0 CIENA CORP NOTE 0.250% 5/0 171779AB7 9143 10000000 PRN SOLE 0 0 0 CIVITAS BANKGROUP INC COM 178871109 535 57548 SH SOLE 57548 0 0 CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG0 5464 2500000 PRN SOLE 0 0 0 CLAIRES STORES INC COM 179584107 956 29763 SH SOLE 29763 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 2127 60692 SH SOLE 60692 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 13294 7750000 PRN SOLE 0 0 0 COASTAL FINL CORP DEL COM 19046E105 1431 91561 SH SOLE 91561 0 0 COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ1 17097 18750000 PRN SOLE 0 0 0 COMMERCIAL BANKSHARES INC COM 201607108 1224 25046 SH SOLE 25046 0 0 COMMONWEALTH TEL ENTERPRISES NOTE 3.250% 7/1 203349AC9 19828 18080000 PRN SOLE 0 0 0 COMMSCOPE INC SDCV 1.000% 3/1 203372AD9 65055 32500000 PRN SOLE 0 0 0 COMPASS BANCSHARES INC COM 20449H109 2853 41463 SH SOLE 41463 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 12701 12500000 PRN SOLE 0 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 34323 25500000 PRN SOLE 0 0 0 COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD2 41533 31750000 PRN SOLE 0 0 0 CONCEPTUS INC NOTE 2.250% 2/1 206016AA5 1481 1500000 PRN SOLE 0 0 0 CORILLIAN CORP COM 218725109 86 17202 SH SOLE 17202 0 0 CORNELL COMPANIES INC COM 219141108 1433 70863 SH SOLE 70863 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 35117 32600000 PRN SOLE 0 0 0 CTS CORP NOTE 2.125% 5/0 126501AC9 20727 19500000 PRN SOLE 0 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 2445 2500000 PRN SOLE 0 0 0 CUMBERLAND RES LTD COM 23077R100 1358 205717 SH SOLE 205717 0 0 CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF1 13955 17500000 PRN SOLE 0 0 0 CYTYC CORP NOTE 2.250% 3/1 232946AB9 1541 1250000 PRN SOLE 0 0 0 DECODE GENETICS INC NOTE 3.500% 4/1 243586AB0 2672 3750000 PRN SOLE 0 0 0 DELTA & PINE LD CO COM 247357106 2151 52219 SH SOLE 52219 0 0 DENDRITE INTL INC COM 248239105 1362 86948 SH SOLE 86948 0 0 DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 3648 3500000 PRN SOLE 0 0 0 DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 22103 16500000 PRN SOLE 0 0 0 DIODES INC NOTE 2.250%10/0 254543AA9 5121 5500000 PRN SOLE 0 0 0 DIRECT GEN CORP COM 25456W204 924 43477 SH SOLE 43477 0 0 DOBSON COMMUNICATIONS CORP SDCV 1.500%10/0 256069AG0 7248 6750000 PRN SOLE 0 0 0 DOLLAR GEN CORP COM 256669102 1766 83484 SH SOLE 83484 0 0 DRESS BARN INC NOTE 2.500%12/1 261570AB1 43880 20750000 PRN SOLE 0 0 0 DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 3787 2400000 PRN SOLE 0 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 56037 34500000 PRN SOLE 0 0 0 DUKE ENERGY CORP NOTE 1.750% 5/1 264399EJ1 6468 6500000 PRN SOLE 0 0 0 DUKE ENERGY CORP NEW COM 26441C105 1911 94200 SH SOLE 94200 0 0 DUQUESNE LT HLDGS INC COM 266233105 2068 104521 SH SOLE 104521 0 0 DURECT CORP NOTE 6.250% 6/1 266605AB0 1764 1250000 PRN SOLE 0 0 0 E COM VENTURES INC COM NEW 26830K205 692 24995 SH SOLE 24995 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 18498 17000000 PRN SOLE 0 0 0 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 5004 5000000 PRN SOLE 0 0 0 EDUCATE INC COM 28138P100 827 107973 SH SOLE 107973 0 0 EGL INC COM 268484102 1095 27630 SH SOLE 27630 0 0 ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB3 12517 18150000 PRN SOLE 0 0 0 ENPRO INDS INC DBCV 3.937%10/1 29355XAB3 11535 8697000 PRN SOLE 0 0 0 EQUINIX INC COM NEW 29444U502 66108 772014 SH SOLE 772014 0 0 EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD1 12897 12500000 PRN SOLE 0 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 19176 19000000 PRN SOLE 0 0 0 EVERGREEN SOLAR INC NOTE 4.375% 7/0 30033RAB4 3064 2150000 PRN SOLE 0 0 0 FEI CO NOTE 6/1 30241LAD1 21361 15659000 PRN SOLE 0 0 0 FIELDSTONE INVT CORP COM 31659U300 816 265776 SH SOLE 265776 0 0 FIRST REP BK SAN FRANCISCO COM 336158100 1429 26602 SH SOLE 26602 0 0 FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW5 47924 23500000 PRN SOLE 0 0 0 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 16358 16997000 PRN SOLE 0 0 0 FLIR SYS INC NOTE 3.000% 6/0 302445AB7 51610 30400000 PRN SOLE 0 0 0 FLORIDA ROCK INDS INC COM 341140101 2719 40410 SH SOLE 40410 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 815 500000 PRN SOLE 0 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 11056 10000000 PRN SOLE 0 0 0 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 1135 14138 SH SOLE 14138 0 0 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 45432 686390 SH SOLE 22390 0 0 FRONTIER AIRLINES INC NEW DBCV 5.000%12/1 359065AA7 18340 20279000 PRN SOLE 0 0 0 GATX CORP NOTE 5.000% 8/1 361448AE3 48349 24750000 PRN SOLE 0 0 0 GENCORP INC NOTE 4.000% 1/1 368682AJ9 33277 31500000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 18343 15000000 PRN SOLE 0 0 0 GENESCO INC SDCV 4.125% 6/1 371532AN2 23092 12050000 PRN SOLE 0 0 0 GENESIS HEALTHCARE CORP COM 37184D101 550 8711 SH SOLE 8711 0 0 GENESIS HEALTHCARE CORP SDCV 2.500% 3/1 37184DAE1 32795 25197000 PRN SOLE 0 0 0 GETTY IMAGES INC SDCV 0.500% 6/0 374276AH6 21295 20500000 PRN SOLE 0 0 0 GIANT INDS INC COM 374508109 2137 28244 SH SOLE 28244 0 0 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 10173 7500000 PRN SOLE 0 0 0 GOODRICH PETE CORP COM NEW 382410405 915 27200 SH SOLE 27200 0 0 GOVERNMENT PPTYS TR INC COM 38374W107 1663 155452 SH SOLE 155452 0 0 GREEN MOUNTAIN PWR CORP COM 393154109 746 21395 SH SOLE 21395 0 0 GREY WOLF INC NOTE 3.750% 5/0 397888AD0 17896 15550000 PRN SOLE 0 0 0 GREY WOLF INC FRNT 4/0 397888AF5 25060 20000000 PRN SOLE 0 0 0 GRIFFON CORP NOTE 4.000% 7/1 398433AC6 26387 22500000 PRN SOLE 0 0 0 GSI COMMERCE INC NOTE 3.000% 6/0 36238GAB8 33484 23602000 PRN SOLE 0 0 0 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 41058 24000000 PRN SOLE 0 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 43178 26325000 PRN SOLE 0 0 0 HARLAND JOHN H CO COM 412693103 2024 39499 SH SOLE 39499 0 0 HARRAHS ENTMT INC COM 413619107 1668 19750 SH SOLE 19750 0 0 HARRIS CORP DEL DBCV 3.500% 8/1 413875AH8 39150 17350000 PRN SOLE 0 0 0 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 1366 1000000 PRN SOLE 0 0 0 HIGHWOODS PPTYS INC COM 431284108 349 8828 SH SOLE 8828 0 0 HORIZON HEALTH CORP COM 44041Y104 2293 117275 SH SOLE 117275 0 0 HOUSTON EXPL CO COM 442120101 4001 74159 SH SOLE 74159 0 0 HUB INTERNATIONAL LTD COM 44332P101 1850 44379 SH SOLE 44379 0 0 HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE6 14581 15000000 PRN SOLE 0 0 0 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 9325 10000000 PRN SOLE 0 0 0 HYDRIL COM 448774109 1688 17536 SH SOLE 17536 0 0 HYPERION SOLUTIONS CORP COM 44914M104 1239 23897 SH SOLE 23897 0 0 INFRASOURCE SVCS INC COM 45684P102 1612 52800 SH SOLE 52800 0 0 INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB1 72416 22060000 PRN SOLE 0 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 2.500% 3/1 457985AD1 17766 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311 10171 SH SOLE 10171 0 0 PHOTRONICS INC NOTE 2.250% 4/1 719405AE2 5957 5433000 PRN SOLE 0 0 0 PLACER SIERRA BANCSHARES COM 726079106 3431 126795 SH SOLE 126795 0 0 PLAYBOY ENTERPRISES INC NOTE 3.000% 3/1 728117AB8 22220 23770000 PRN SOLE 0 0 0 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 11202 12722000 PRN SOLE 0 0 0 PREMIER CMNTY BANKSHARES INC COM 740473103 1958 59776 SH SOLE 59776 0 0 PREMIUM STD FARMS INC COM 74060C105 2410 114522 SH SOLE 114522 0 0 PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD4 3793 3000000 PRN SOLE 0 0 0 PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB2 7648 5938000 PRN SOLE 0 0 0 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 5912 5000000 PRN SOLE 0 0 0 PROVIDIAN FINL CORP NOTE 4.000% 5/1 74406AAC6 33689 24169000 PRN SOLE 0 0 0 PSB BANCORP INC COM 693604100 374 22388 SH SOLE 22388 0 0 PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 34008 26250000 PRN SOLE 0 0 0 PW EAGLE INC COM 69366Y108 2148 65004 SH SOLE 65004 0 0 PXRE GROUP LTD COM G73018106 381 79433 SH 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1069 26504 SH SOLE 26504 0 0 TRIAD HOSPITALS INC COM 89579K109 1117 21369 SH SOLE 21369 0 0 TRIBUNE CO NEW COM 896047107 1333 41504 SH SOLE 41504 0 0 TRIMBLE NAVIGATION LTD COM 896239100 783 29181 SH SOLE 29181 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 9388 8500000 PRN SOLE 0 0 0 TUT SYSTEMS COM 901103101 340 298146 SH SOLE 298146 0 0 TXU CORP COM 873168108 1291 20144 SH SOLE 20144 0 0 TYCO INTL GROUP S A DBCV 3.125% 1/1 902118BG2 8829 6000000 PRN SOLE 0 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 33051 24500000 PRN SOLE 0 0 0 UNITED SURGICAL PARTNERS INT COM 913016309 2215 71890 SH SOLE 71890 0 0 UNIVERSAL COMPRESSION HLDGS COM 913431102 2563 37872 SH SOLE 37872 0 0 USA TRUCK INC COM 902925106 1260 81102 SH SOLE 81102 0 0 USI HLDGS CORP COM 90333H101 2191 130056 SH SOLE 130056 0 0 VECTOR GROUP LTD COM 92240M108 1277 68250 SH SOLE 68250 0 0 VECTOR GROUP LTD NOTE 5.000%11/1 92240MAE8 13534 10500000 PRN SOLE 0 0 0 VECTOR GROUP LTD DEBT 5.000%11/1 92240MAG3 522 405000 PRN SOLE 0 0 0 VECTOR GROUP LTD NOTE 5.000%11/1 92240MAH1 1289 1000000 PRN SOLE 0 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 2765 2000000 PRN SOLE 0 0 0 WABASH NATL CORP NOTE 3.250% 8/0 929566AD9 25128 25000000 PRN SOLE 0 0 0 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AJ0 9663 9750000 PRN SOLE 0 0 0 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AK7 4955 5000000 PRN SOLE 0 0 0 WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK0 25225 25500000 PRN SOLE 0 0 0 WEBEX COMMUNICATIONS INC COM 94767L109 358 6300 SH SOLE 6300 0 0 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 23000 21000000 PRN SOLE 0 0 0 WESCO INTL INC DBCV 2.625%10/1 95082PAE5 24291 15000000 PRN SOLE 0 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 10359 10000000 PRN SOLE 0 0 0 WILD OATS MARKETS INC COM 96808B107 822 45154 SH SOLE 45154 0 0 WILD OATS MARKETS INC DBCV 3.250% 5/1 96808BAB3 38986 35610000 PRN SOLE 0 0 0 WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 24735 20632000 PRN SOLE 0 0 0 WILSHIRE ENTERPRISES INC COM 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