13F-HR 1 cnh2q07.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: June 30,2007 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 July 31, 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: 340 Form13F Information Table Value Total: $4,875,586 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 1-800 CONTACTS INC COM 681977104 459 19555 SH SOLE 19555 0 0 21ST CENTY INS GROUP COM 90130N103 623 28519 SH SOLE 28519 0 0 24/7 REAL MEDIA INC COM NEW 901314203 742 63221 SH SOLE 63221 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 3060 1040734 SH SOLE 1040734 0 0 ACCREDITED HOME LENDRS HLDG COM 00437P107 1125 82317 SH SOLE 82317 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 50318 31200000 PRN SOLE 0 0 0 AEROFLEX INC COM 007768104 1178 83167 SH SOLE 83167 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 1448 25537 SH SOLE 25537 0 0 AGCO CORP NOTE 1.750%12/3 001084AL6 44052 22015000 PRN SOLE 0 0 0 AGILE SOFTWARE CORP DEL COM 00846X105 948 117574 SH SOLE 117574 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 11563 9393000 PRN SOLE 0 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 128203 40500000 PRN SOLE 0 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1526 19750 SH SOLE 19750 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 6542 5000000 PRN SOLE 0 0 0 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 16150 11500000 PRN SOLE 0 0 0 ALLSCRIPTS HEALTHCARE SOLUTI DBCV 3.500% 7/1 01988PAB4 68844 29595000 PRN SOLE 0 0 0 ALLTEL CORP COM 020039103 1285 19023 SH SOLE 19023 0 0 ALPHARMA INC NOTE 2.125% 3/1 020813AH4 2019 2000000 PRN SOLE 0 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 31896 28202000 PRN SOLE 0 0 0 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 19256 32500000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 11832 10500000 PRN SOLE 0 0 0 AMERICAN TECHNICNAL CERAMICS COM 030137103 589 24688 SH SOLE 24688 0 0 AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK8 6930 2000000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 5425 5000000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 1.750%11/1 03060RAM3 18471 12500000 PRN SOLE 0 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 17653 14000000 PRN SOLE 0 0 0 AMR CORP NOTE 4.250% 9/2 001765BA3 6437 4000000 PRN SOLE 0 0 0 AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD0 19781 14482000 PRN SOLE 0 0 0 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AE8 4879 5000000 PRN SOLE 0 0 0 ANDREW CORP NOTE 3.250% 8/1 034425AB4 4503 4150000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 2612 2300000 PRN SOLE 0 0 0 AON CORP DBCV 3.500%11/1 037389AT0 47651 24000000 PRN SOLE 0 0 0 AQUANTIVE INC NOTE 2.250% 8/1 03839GAB1 96408 19615000 PRN SOLE 0 0 0 AQUANTIVE INC COM 03839G105 1341 21016 SH SOLE 21016 0 0 AQUILA INC COM 03840P102 2595 634480 SH SOLE 634480 0 0 ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC1 3151 3000000 PRN SOLE 0 0 0 ARCHSTONE SMITH TR COM 039583109 1289 21804 SH SOLE 21804 0 0 ARMOR HOLDINGS INC COM 042260109 1297 14931 SH SOLE 14931 0 0 ARMOR 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56343 SH SOLE 56343 0 0 C D W CORP COM 12512N105 1104 12997 SH SOLE 12997 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1832 50619 SH SOLE 50619 0 0 CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB4 1416 1000000 PRN SOLE 0 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 15864 11000000 PRN SOLE 0 0 0 CAPITALSOURCE INC DBCV 4.000% 7/1 14055XAE2 40325 34500000 PRN SOLE 0 0 0 CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 3439 5000000 PRN SOLE 0 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 7568 6000000 PRN SOLE 0 0 0 CATALINA MARKETING CORP COM 148867104 1293 41059 SH SOLE 41059 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 4343 4500000 PRN SOLE 0 0 0 CELGENE CORP NOTE 1.750% 6/0 151020AC8 171361 36177000 PRN SOLE 0 0 0 CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM9 4238 2750000 PRN SOLE 0 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 35092 19000000 PRN SOLE 0 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 101675 55500000 PRN SOLE 0 0 0 CERADYNE INC NOTE 2.875%12/1 156710AA3 43114 31002000 PRN SOLE 0 0 0 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NOTE 2.000% 2/0 205826AD2 48168 31750000 PRN SOLE 0 0 0 CONCEPTUS INC NOTE 2.250% 2/1 206016AA5 1463 1500000 PRN SOLE 0 0 0 COVANSYS CORP COM 22281W103 1178 34721 SH SOLE 34721 0 0 CRESCENT REAL ESTATE EQUITIE COM 225756105 1125 50122 SH SOLE 50122 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 36231 32600000 PRN SOLE 0 0 0 CT COMMUNICATIONS INC COM NEW 126426402 611 20027 SH SOLE 20027 0 0 CTS CORP NOTE 2.125% 5/0 126501AC9 19750 19500000 PRN SOLE 0 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 2302 2500000 PRN SOLE 0 0 0 CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF1 16803 17500000 PRN SOLE 0 0 0 CYTYC CORP COM 232946103 2815 65291 SH SOLE 65291 0 0 CYTYC CORP NOTE 2.250% 3/1 232946AB9 1833 1250000 PRN SOLE 0 0 0 DECODE GENETICS INC NOTE 3.500% 4/1 243586AB0 2735 3750000 PRN SOLE 0 0 0 DELTA PETE CORP NOTE 3.750% 5/0 247907AD0 3010 3000000 PRN SOLE 0 0 0 DESERT CMNTY BK VICTORVILLE COM 25037Y109 1192 51738 SH SOLE 51738 0 0 DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 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27784T309 81 14429 SH SOLE 14429 0 0 ECOLLEGE COM COM 27887E100 1096 49260 SH SOLE 49260 0 0 EDGE PETE CORP DEL PFD CONV A 279862205 1078 20000 SH SOLE 20000 0 0 EDWARDS AG INC COM 281760108 3086 36497 SH SOLE 36497 0 0 EGL INC COM 268484102 1144 24611 SH SOLE 24611 0 0 ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB3 11582 18150000 PRN SOLE 0 0 0 ENPRO INDS INC DBCV 3.937%10/1 29355XAB3 12948 8697000 PRN SOLE 0 0 0 EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 6744 6500000 PRN SOLE 0 0 0 EQUINIX INC COM NEW 29444U502 70616 772014 SH SOLE 772014 0 0 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 9910 9500000 PRN SOLE 0 0 0 EQUITY INNS INC COM 294703103 362 16176 SH SOLE 16176 0 0 ESCHELON TELECOM INC COM 296290109 1281 43292 SH SOLE 43292 0 0 EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD1 13282 12500000 PRN SOLE 0 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 19666 19000000 PRN SOLE 0 0 0 EVERGREEN SOLAR INC NOTE 4.375% 7/0 30033RAB4 2991 2150000 PRN SOLE 0 0 0 FEI CO NOTE 6/1 30241LAD1 19504 15659000 PRN SOLE 0 0 0 FIELDSTONE INVT CORP COM 31659U300 1024 281222 SH SOLE 281222 0 0 FIRST DATA CORP COM 319963104 1329 40665 SH SOLE 40665 0 0 FIRST REP BK SAN FRANCISCO COM 336158100 1255 23383 SH SOLE 23383 0 0 FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW5 52510 23500000 PRN SOLE 0 0 0 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 15832 16997000 PRN SOLE 0 0 0 FLIR SYS INC NOTE 3.000% 6/0 302445AB7 65211 30400000 PRN SOLE 0 0 0 FLORIDA ROCK INDS INC COM 341140101 3218 47679 SH SOLE 47679 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 999 500000 PRN SOLE 0 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 12529 10000000 PRN SOLE 0 0 0 FRIENDLY ICE CREAM CORP NEW COM 358497105 1437 94756 SH SOLE 94756 0 0 FRONTIER AIRLINES INC NEW DBCV 5.000%12/1 359065AA7 17702 20279000 PRN SOLE 0 0 0 GATX CORP NOTE 5.000% 8/1 361448AE3 49314 24750000 PRN SOLE 0 0 0 GENCORP INC NOTE 4.000% 1/1 368682AJ9 32321 31500000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 34507 21500000 PRN SOLE 0 0 0 GENESCO INC COM 371532102 828 15820 SH SOLE 15820 0 0 GENESCO INC SDCV 4.125% 6/1 371532AN2 28856 12050000 PRN SOLE 0 0 0 GENESIS HEALTHCARE CORP COM 37184D101 439 6418 SH SOLE 6418 0 0 GENESIS HEALTHCARE CORP SDCV 2.500% 3/1 37184DAE1 36432 26264000 PRN SOLE 0 0 0 GETTY IMAGES INC SDCV 0.500% 6/0 374276AH6 20717 20500000 PRN SOLE 0 0 0 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 7864 7500000 PRN SOLE 0 0 0 GOLD RESV INC NOTE 5.500% 6/1 38068NAB4 3647 3500000 PRN SOLE 0 0 0 GOODRICH PETE CORP COM NEW 382410405 942 27200 SH SOLE 27200 0 0 GREAT AMERN FINL RES INC COM 389915109 915 37807 SH SOLE 37807 0 0 GREATER BAY BANCORP COM 391648102 2006 72047 SH SOLE 72047 0 0 GREEN BANKSHARES INC COM NEW 394361208 613 19599 SH SOLE 19599 0 0 GREY WOLF INC FRNT 4/0 397888AF5 29022 20000000 PRN SOLE 0 0 0 GREY WOLF INC NOTE 3.750% 5/0 397888AD0 20683 15550000 PRN SOLE 0 0 0 GRIFFON CORP NOTE 4.000% 7/1 398433AC6 23992 22500000 PRN SOLE 0 0 0 GSI COMMERCE 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INDS INC NOTE 1.000% 6/3 501242AP6 6306 6250000 PRN SOLE 0 0 0 LAIDLAW INTL INC COM 50730R102 1346 38948 SH SOLE 38948 0 0 LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG6 7961 5750000 PRN SOLE 0 0 0 LANDAMERICA FINL GROUP INC DBCV 3.250% 5/1 514936AD5 53783 29000000 PRN SOLE 0 0 0 LAUREATE EDUCATION INC COM 518613104 1274 20662 SH SOLE 20662 0 0 LEAR CORP COM 521865105 879 24696 SH SOLE 24696 0 0 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 27753 16593000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 5.250%12/1 52729NBF6 1596 1000000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK5 3160 2500000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 6304 1077560 SH SOLE 1 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 10.000% 5/0 52729NBE9 19630 10250000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 2.875% 7/1 52729NBA7 1627 1500000 PRN SOLE 0 0 0 LEVITT CORP CL A 52742P108 313 33233 SH SOLE 33233 0 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 834 1000000 PRN SOLE 0 0 0 LOWES 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NOTE 3.000% 3/1 728117AB8 22729 23770000 PRN SOLE 0 0 0 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 11680 12722000 PRN SOLE 0 0 0 PREMIER CMNTY BANKSHARES INC COM 740473103 2124 65029 SH SOLE 65029 0 0 PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD4 4480 3000000 PRN SOLE 0 0 0 PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB2 8163 5938000 PRN SOLE 0 0 0 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 6206 5000000 PRN SOLE 0 0 0 PROVIDIAN FINL CORP NOTE 4.000% 5/1 74406AAC6 35325 24169000 PRN SOLE 0 0 0 PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 30306 26250000 PRN SOLE 0 0 0 PXRE GROUP LTD COM G73018106 2172 468170 SH SOLE 468170 0 0 QUANEX CORP DBCV 2.500% 5/1 747620AE2 56027 28475000 PRN SOLE 0 0 0 QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 41859 15000000 PRN SOLE 0 0 0 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 31118 19500000 PRN SOLE 0 0 0 QUOVADX INC COM 74913K106 203 64759 SH SOLE 64759 0 0 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 41192 23500000 PRN SOLE 0 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863100202 939 117824 SH SOLE 117824 0 0 STRIDE RITE CORP COM 863314100 2212 109158 SH SOLE 109158 0 0 SYMBION INC DEL COM 871507109 1306 60176 SH SOLE 60176 0 0 SYMMETRICOM INC NOTE 3.250% 6/1 871543AB0 15867 16000000 PRN SOLE 0 0 0 SYNERGY FINANCIAL GROUP INC COM 87162V102 215 16090 SH SOLE 16090 0 0 TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE7 8971 8000000 PRN SOLE 0 0 0 TANOX INC COM 87588Q109 1512 77911 SH SOLE 77911 0 0 TECH DATA CORP DBCV 2.750%12/1 878237AE6 7772 8000000 PRN SOLE 0 0 0 TEKELEC NOTE 2.250% 6/1 879101AE3 9288 9347000 PRN SOLE 0 0 0 TEVA PHARMACEUTICALS FIN B V DBCV 0.375%11/1 88164MAB4 1926 1000000 PRN SOLE 0 0 0 THORATEC CORP NOTE 1.379% 5/1 885175AB5 35945 53500000 PRN SOLE 0 0 0 TIERONE CORP COM 88650R108 2377 78961 SH SOLE 78961 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 6285 5000000 PRN SOLE 0 0 0 TITAN INTL INC ILL COM 88830M102 1218 82000 SH SOLE 82000 0 0 TODCO COM 88889T107 3596 76177 SH SOLE 76177 0 0 TOPPS INC COM 890786106 582 55346 SH SOLE 55346 0 0 TRIAD HOSPITALS INC COM 89579K109 1209 22495 SH SOLE 22495 0 0 TRIBUNE CO NEW COM 896047107 831 28259 SH SOLE 28259 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 9518 8500000 PRN SOLE 0 0 0 TYCO INTL LTD NEW COM 902124106 3737 110600 SH SOLE 110600 0 0 U S XPRESS ENTERPRISES INC CL A 90338N103 487 26208 SH SOLE 26208 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 36889 24500000 PRN SOLE 0 0 0 UNIVERSAL COMPRESSION HLDGS COM 913431102 5593 77173 SH SOLE 77173 0 0 VECTOR GROUP LTD NOTE 5.000%11/1 92240MAH1 577 400000 PRN SOLE 0 0 0 VECTOR GROUP LTD NOTE 5.000%11/1 92240MAE8 16012 11100000 PRN SOLE 0 0 0 VECTOR GROUP LTD COM 92240M108 1538 68250 SH SOLE 68250 0 0 VECTOR GROUP LTD DEBT 5.000%11/1 92240MAG3 584 405000 PRN SOLE 0 0 0 VERTRUE INC COM 92534N101 977 20032 SH SOLE 20032 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 974 1000000 PRN SOLE 0 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 2573 2000000 PRN SOLE 0 0 0 VORNADO RLTY TR DBCV 2.850% 3/1 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INC COM 97563A102 815 54357 SH SOLE 54357 0 0 WMS INDS INC NOTE 2.750% 7/1 929297AE9 67107 30000000 PRN SOLE 0 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 8246 8500000 PRN SOLE 0 0 0 WYNN RESORTS LTD DBCV 6.000% 7/1 983134AB3 81944 21000000 PRN SOLE 0 0 0 XCEL ENERGY INC NOTE 7.500%11/2 98389BAB6 6653 4000000 PRN SOLE 0 0 0 XEROX CORP COM 984121103 7512 406505 SH SOLE 406505 0 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 2378 202026 SH SOLE 202026 0 0 XOMA LTD ORD G9825R107 1094 610146 SH SOLE 610146 0 0 YAHOO INC FRNT 4/0 984332AB2 6077 4500000 PRN SOLE 0 0 0 YARDVILLE NATL BANCORP COM 985021104 2080 60910 SH SOLE 60910 0 0 YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA3 22616 18500000 PRN SOLE 0 0 0 ZENITH NATL INS CORP NOTE 5.750% 3/3 989390AH2 3254 1150000 PRN SOLE 0 0 0