0001085146-12-000436.txt : 20120214 0001085146-12-000436.hdr.sgml : 20120214 20120214153542 ACCESSION NUMBER: 0001085146-12-000436 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: 12608904 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 cnh4q2011.txt CNH PARTNERS, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2011 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: 028-10114 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 February 06, 2012 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: 365 Form 13F Information Table Value Total: $851,186 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 99 CENTS ONLY STORES COM 65440K106 3401 154944 SH SOLE 154944 0 0 AAR CORP NOTE 1.750% 2/0 000361AH8 300 300000 PRN SOLE 0 0 0 ACTUANT CORP SDCV 2.672%11/1 00508XAB0 333 275000 PRN SOLE 0 0 0 ADAMS EXPRESS CO COM 006212104 142 14722 SH SOLE 14722 0 0 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 4393 760078 SH SOLE 760078 0 0 ADVENT CLAY GBL CONV SEC INC COM BENE INTER 007639107 296 46938 SH SOLE 46938 0 0 ADVENT CLAYMORE CV SECS & IN COM 00764C109 210 14236 SH SOLE 14236 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 1036 975000 PRN SOLE 0 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 5035 4000000 PRN SOLE 0 0 0 AGL RES INC COM 001204106 4568 108083 SH SOLE 108083 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 7311 226500 SH SOLE 226500 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 2276 1500000 PRN SOLE 0 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 26810 374970 SH SOLE 374970 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 9335 6650000 PRN SOLE 0 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 6788 3000000 PRN SOLE 0 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 688 500000 PRN SOLE 0 0 0 ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 5958 7750000 PRN SOLE 0 0 0 AMC NETWORKS INC CL A 00164V103 520 13842 SH SOLE 13842 0 0 AMERICAN DENTAL PARTNERS COM 025353103 2996 159099 SH SOLE 159099 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 4186 4150000 PRN SOLE 0 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 1009 1000000 PRN SOLE 0 0 0 ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 343 300000 PRN SOLE 0 0 0 ANTARES PHARMA INC COM 036642106 110 50000 SH SOLE 50000 0 0 APOLLO SR FLOATING RATE FD I COM 037636107 683 42658 SH SOLE 42658 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 3908 3700000 PRN SOLE 0 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 530 525000 PRN SOLE 0 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 294 24000 SH SOLE 24000 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 781 775000 PRN SOLE 0 0 0 AUSTRALIA ACQUISITION CORP SHS G06368107 1155 118000 SH SOLE 118000 0 0 AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 905 1000000 PRN SOLE 0 0 0 AVI BIOPHARMA INC COM 002346104 39 52500 SH SOLE 52500 0 0 AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 3331 3250000 PRN SOLE 0 0 0 BANCORP RHODE ISLAND INC COM 059690107 1444 36379 SH SOLE 36379 0 0 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 1568 2000 SH SOLE 2000 0 0 BANKRATE INC DEL COM 06647F102 237 11022 SH SOLE 11022 0 0 BARNES GROUP INC COM 067806109 3364 139532 SH SOLE 139532 0 0 BBCN BANCORP INC COM 073295107 2699 285607 SH SOLE 285607 0 0 BEAZER HOMES USA INC NT SUB7.5%2013 07556Q402 917 69700 SH SOLE 69700 0 0 BEAZER HOMES USA INC UNIT 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EQTY TR COM 092501105 194 14669 SH SOLE 14669 0 0 BLACKROCK INCOME OPP TRUST I COM 092475102 744 72831 SH SOLE 72831 0 0 BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 520 72688 SH SOLE 72688 0 0 BLACKROCK RES & COMM STRAT T SHS 09257A108 884 66585 SH SOLE 66585 0 0 BLACKROCK STRAT EQUITY DIV T COM 09249Y107 228 23262 SH SOLE 23262 0 0 BLUE COAT SYSTEMS INC COM NEW 09534T508 5525 217105 SH SOLE 217105 0 0 BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 52 16107 SH SOLE 16107 0 0 BROADWIND ENERGY INC COM 11161T108 31 45000 SH SOLE 45000 0 0 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 206 17785 SH SOLE 17785 0 0 CAZADOR ACQUISITION CORPORAT SHS G19867103 1034 105695 SH SOLE 105695 0 0 CBRE CLARION GLOBAL REAL EST COM 12504G100 919 134291 SH SOLE 134291 0 0 CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 2959 4500000 PRN SOLE 0 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 266 330000 PRN SOLE 0 0 0 CENTRAL GARDEN & PET CO COM 153527106 552 67698 SH SOLE 67698 0 0 CENTRAL VT PUB SVC CORP COM 155771108 2435 69382 SH SOLE 69382 0 0 CEREPLAST INC COM NEW 156732307 30 31078 SH SOLE 31078 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 1804 1700000 PRN SOLE 0 0 0 CHINA GENGSHENG MINERALS INC COM 16942P101 23 33414 SH SOLE 33414 0 0 CHINA GROWTH EQUITY INV LTD UNIT 05/14/2016 G2114K115 507 50000 SH SOLE 50000 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 687 1190000 PRN SOLE 0 0 0 CHINA MED TECHNOLOGIES INC NOTE 6.250%12/1 169483AE4 1518 4600000 PRN SOLE 0 0 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 258 300000 PRN SOLE 0 0 0 CLEARWIRE CORP NEW CL A 18538Q105 310 160000 SH SOLE 160000 0 0 CNO FINL GROUP INC DBCV 7.000%12/3 12621EAC7 3935 2967000 PRN SOLE 0 0 0 CNO FINL GROUP INC DBCV 7.000%12/3 12621EAE3 3759 2834000 PRN SOLE 0 0 0 CNO FINL GROUP INC DBCV 7.000%12/3 12621EAF0 164 124000 PRN SOLE 0 0 0 COHEN & STEERS GLOBAL INC BL COM 19248M103 429 46138 SH SOLE 46138 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 10503 8025000 PRN SOLE 0 0 0 COMMERCIAL METALS CO COM 201723103 483 34926 SH SOLE 34926 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 6554 195294 SH SOLE 195294 0 0 COMPUCREDIT HLDGS CORP NOTE 3.625% 5/3 20478NAB6 1970 2000000 PRN SOLE 0 0 0 COMPUCREDIT HLDGS CORP COM 20478T107 113 30645 SH SOLE 30645 0 0 COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 1906 1800000 PRN SOLE 0 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 10089 254332 SH SOLE 254332 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 6485 4725000 PRN SOLE 0 0 0 CORMEDIX INC COM 21900C100 20 72320 SH SOLE 72320 0 0 CORMEDIX INC *W EXP 03/24/201 21900C118 2 37700 SH SOLE 37700 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 9497 8100000 PRN SOLE 0 0 0 DELPHI FINL GROUP INC CL A 247131105 3138 70839 SH SOLE 70839 0 0 DELTA PETE CORP NOTE 3.750% 5/0 247907AD0 404 500000 PRN SOLE 0 0 0 DEMANDTEC INC COM NEW 24802R506 2072 157302 SH SOLE 157302 0 0 DENDREON CORP NOTE 4.750% 6/1 24823QAB3 104 100000 PRN SOLE 0 0 0 DENDREON CORP NOTE 2.875% 1/1 24823QAC1 247 350000 PRN SOLE 0 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 1650 1675000 PRN SOLE 0 0 0 DEXCOM INC COM 252131107 179 19184 SH SOLE 19184 0 0 DIGITAL RLTY TR INC COM 253868103 1233 18491 SH SOLE 18491 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 1705 1575000 PRN SOLE 0 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 3706 52750 SH SOLE 52750 0 0 DST SYS INC DEL DBCV 8/1 233326AE7 1308 1150000 PRN SOLE 0 0 0 EASTMAN KODAK CO NOTE 7.000% 4/0 277461BJ7 321 1200000 PRN SOLE 0 0 0 EATON VANCE ENH EQTY INC FD COM 278277108 998 97757 SH SOLE 97757 0 0 EATON VANCE ENHANCED EQ INC COM 278274105 989 97168 SH SOLE 97168 0 0 EATON VANCE FLTING RATE INC COM 278279104 625 43956 SH SOLE 43956 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 1001 65709 SH SOLE 65709 0 0 EATON VANCE RISK MNGD DIV EQ COM 27829G106 886 84743 SH SOLE 84743 0 0 EATON VANCE SR FLTNG RTE TR COM 27828Q105 281 19544 SH SOLE 19544 0 0 EATON VANCE SR INCOME TR SH BEN INT 27826S103 481 73615 SH SOLE 73615 0 0 EATON VANCE TAX ADVT DIV INC COM 27828G107 954 65344 SH SOLE 65344 0 0 EATON VANCE TAX MNGD GBL DV COM 27829F108 886 107371 SH SOLE 107371 0 0 EATON VANCE TAX MNGED BUY WR COM 27828X100 1021 79498 SH SOLE 79498 0 0 EATON VANCE TX ADV GLB DIV O COM 27828U106 658 38713 SH SOLE 38713 0 0 EATON VANCE TX ADV GLBL DIV COM 27828S101 400 32721 SH SOLE 32721 0 0 EATON VANCE TX MGD DIV EQ IN COM 27828N102 972 109627 SH SOLE 109627 0 0 EATON VANCE TX MNG BY WRT OP COM 27828Y108 1020 87071 SH SOLE 87071 0 0 EATON VANCE TXMGD GL BUYWR O COM 27829C105 955 92852 SH SOLE 92852 0 0 ECOLAB INC COM 278865100 7735 133803 SH SOLE 133803 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 197 298222 SH SOLE 298222 0 0 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAB2 2627 2000000 PRN SOLE 0 0 0 ENERGY CONVERSION DEVICES IN NOTE 3.000% 6/1 292659AA7 119 250000 PRN SOLE 0 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 12283 10322000 PRN SOLE 0 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 1342 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SH SOLE 44780 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 5630 77025 SH SOLE 77025 0 0 RSC HOLDINGS INC COM 74972L102 5560 300548 SH SOLE 300548 0 0 RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 2566 2550000 PRN SOLE 0 0 0 S1 CORPORATION COM 78463B101 4435 463470 SH SOLE 463470 0 0 SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 1988 1450000 PRN SOLE 0 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 979 1000000 PRN SOLE 0 0 0 SEALED AIR CORP NEW COM 81211K100 232 13500 SH SOLE 13500 0 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 3166 79123 SH SOLE 79123 0 0 SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 918 25320 SH SOLE 25320 0 0 SINA CORP ORD G81477104 12226 235109 SH SOLE 235109 0 0 SINOHUB INC COM 82935L101 30 77423 SH SOLE 77423 0 0 SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 2905 1700000 PRN SOLE 0 0 0 SLM CORP COM 78442P106 2155 160790 SH SOLE 160790 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 4063 3300000 PRN SOLE 0 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 12623 9500000 PRN SOLE 0 0 0 SONOSITE INC COM 83568G104 4838 89828 SH SOLE 89828 0 0 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 734 500000 PRN SOLE 0 0 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 568 500000 PRN SOLE 0 0 0 SOUTHERN UN CO NEW COM 844030106 8094 192212 SH SOLE 192212 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 2690 2900000 PRN SOLE 0 0 0 STATE BANCORP INC N.Y COM 855716106 1171 96017 SH SOLE 96017 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 2981 3750000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 1124 1175000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 3713 3950000 PRN SOLE 0 0 0 STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 8363 7450000 PRN SOLE 0 0 0 STILLWATER MNG CO COM 86074Q102 343 32755 SH SOLE 32755 0 0 SUCCESSFACTORS INC COM 864596101 6600 165531 SH SOLE 165531 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 2088 249133 SH SOLE 249133 0 0 SWS GROUP INC COM 78503N107 284 41282 SH SOLE 41282 0 0 SYNNEX CORP NOTE 4.000% 5/1 87162WAB6 5881 5000000 PRN SOLE 0 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 1670 60004 SH SOLE 60004 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 9593 6650000 PRN SOLE 0 0 0 TALBOTS INC COM 874161102 480 180320 SH SOLE 180320 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 556 18956 SH SOLE 18956 0 0 TEKELEC COM 879101103 156 14280 SH SOLE 14280 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 5791 243204 SH SOLE 243204 0 0 TELESTONE TECHNOLOGIES CORP COM 87953J102 90 21535 SH SOLE 21535 0 0 TEMPLE INLAND INC COM 879868107 6442 203158 SH SOLE 203158 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 8717 7800000 PRN SOLE 0 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 18788 12200000 PRN SOLE 0 0 0 TGC INDS INC COM NEW 872417308 111 15539 SH SOLE 15539 0 0 THORATEC CORP COM NEW 885175307 2307 68732 SH SOLE 68732 0 0 THQ INC NOTE 5.000% 8/1 872443AB2 1366 2875000 PRN SOLE 0 0 0 TOWER BANCORP INC COM 891709107 3792 132880 SH SOLE 132880 0 0 TRANSATLANTIC HLDGS INC COM 893521104 8290 151467 SH SOLE 151467 0 0 TREX CO INC NOTE 6.000% 7/0 89531PAA3 3980 3550000 PRN SOLE 0 0 0 TRUNKBOW INTL HLDGS LTD COM 89818A102 48 23841 SH SOLE 23841 0 0 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 2299 1700000 PRN SOLE 0 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 1571 1500000 PRN SOLE 0 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 1331 1000000 PRN SOLE 0 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 9711 3525000 PRN SOLE 0 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 6112 5500000 PRN SOLE 0 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 820 17363 SH SOLE 17363 0 0 UNIVERAL BUSINESS PMT SOL AC UNIT 99/99/9999 913384202 791 131868 SH SOLE 131868 0 0 VECTOR GROUP LTD DBCV 6/1 92240MAL2 2291 2016000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 12342 9280000 PRN SOLE 0 0 0 VENOCO INC COM 92275P307 1096 161916 SH SOLE 161916 0 0 VENTAS INC COM 92276F100 2969 53848 SH SOLE 53848 0 0 VERIFONE SYS INC NOTE 1.375% 6/1 92342YAB5 1030 1000000 PRN SOLE 0 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 14100 11750000 PRN SOLE 0 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1076 32400 SH SOLE 32400 0 0 VIACOM INC NEW CL B 92553P201 1710 37667 SH SOLE 37667 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 10693 7700000 PRN SOLE 0 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 1707 1075000 PRN SOLE 0 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 655 72893 SH SOLE 72893 0 0 VITESSE SEMICONDUCTOR CORP COM NEW 928497304 311 124828 SH SOLE 124828 0 0 WCA WASTE CORP COM 92926K103 901 138413 SH SOLE 138413 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 4036 3825 SH SOLE 3825 0 0 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 610 41280 SH SOLE 41280 0 0 WESCO INTL INC COM 95082P105 337 6351 SH SOLE 6351 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 4696 5500000 PRN SOLE 0 0 0 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 308 17120 SH SOLE 17120 0 0 WESTERN ASSET INCOME FD COM 95766T100 368 26645 SH SOLE 26645 0 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