13F-HR 1 cnh3q07.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: September 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 November 14, 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: 349 Form13F Information Table Value Total: $4,718,136 (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 4732 2703941 SH SOLE 2703941 0 0 ACCREDITED HOME LENDRS HLDG COM 00437P107 1137 97472 SH SOLE 97472 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 52073 31200000 PRN SOLE 0 0 0 ACXIOM CORP COM 005125109 4260 215244 SH SOLE 215244 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 1228 24451 SH SOLE 24451 0 0 AGCO CORP NOTE 1.750%12/3 001084AL6 51037 22015000 PRN SOLE 0 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 10655 9393000 PRN SOLE 0 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 77828 40500000 PRN SOLE 0 0 0 ALABAMA NATL BANCORP DELA COM 010317105 4383 56250 SH SOLE 56250 0 0 ALCAN INC COM 013716105 2841 28387 SH SOLE 28387 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1997 25793 SH SOLE 25793 0 0 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 17653 11500000 PRN SOLE 0 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 7162 5000000 PRN SOLE 0 0 0 ALLSCRIPTS HEALTHCARE SOLUTI DBCV 3.500% 7/1 01988PAB4 72453 29595000 PRN SOLE 0 0 0 ALLTEL CORP COM 020039103 2073 29748 SH SOLE 29748 0 0 ALPHARMA INC NOTE 2.125% 3/1 020813AH4 1806 2000000 PRN SOLE 0 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 29688 28202000 PRN SOLE 0 0 0 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 16201 32500000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 11268 10500000 PRN SOLE 0 0 0 AMERICAN TOWER CORP NOTE 3.250% 8/0 029912AK8 7164 2000000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 4250 5000000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 1.750%11/1 03060RAM3 13418 12500000 PRN SOLE 0 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 17234 16500000 PRN SOLE 0 0 0 AMR CORP NOTE 4.250% 9/2 001765BA3 5533 4000000 PRN SOLE 0 0 0 AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD0 22644 14482000 PRN SOLE 0 0 0 ANDREW CORP COM 034425108 1854 133883 SH SOLE 133883 0 0 ANDREW CORP NOTE 3.250% 8/1 034425AB4 4381 4150000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 2859 2300000 PRN SOLE 0 0 0 AON CORP DBCV 3.500%11/1 037389AT0 50116 24000000 PRN SOLE 0 0 0 APPLEBEES INTL INC COM 037899101 1864 74913 SH SOLE 74913 0 0 APPLIX INC COM 038316105 2311 129972 SH SOLE 129972 0 0 AQUILA INC COM 03840P102 3860 962472 SH SOLE 962472 0 0 ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC1 3144 3000000 PRN SOLE 0 0 0 ARCHSTONE SMITH TR COM 039583109 1782 29625 SH SOLE 29625 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 2501 57477 SH SOLE 57477 0 0 ARROW INTL INC COM 042764100 2782 61148 SH SOLE 61148 0 0 ASE TEST LTD ORD Y02516105 2074 144335 SH SOLE 144335 0 0 ASM INTL NV NOTE 4.250%12/0 00207DAG7 9791 7000000 PRN SOLE 0 0 0 ATHEROGENICS INC NOTE 4.500% 9/0 047439AB0 7832 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