COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- --------------- --------- -------- ------------------ ---------- -------- ---------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- --------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
ALBANY INTL CORP CL A 012348108 987 26,600 SH SOLE 26,600 0 0
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 6,390 2,620,000 PRN SOLE 2,620,000 0 0
ALLEGHENY ENERGY INC COM 017361106 13 200 SH SOLE 200 0 0
ALLIANCE IMAGING INC COM NEW 018606202 10 1,000 SH SOLE 1,000 0 0
AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 4,098 4,150,000 PRN SOLE 4,150,000 0 0
AMERICAN ORIENTAL BIOENGR IN COM 028731107 11 1,000 SH SOLE 1,000 0 0
AMIS HLDGS INC COM 031538101 9 900 SH SOLE 900 0 0
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 2,824 3,000,000 PRN SOLE 3,000,000 0 0
ANIXTER INTL INC COM 035290105 12 200 SH SOLE 200 0 0
ANNALY CAP MGMT INC COM 035710409 10 575 SH SOLE 575 0 0
ARENA RESOURCES INC COM 040049108 8 200 SH SOLE 200 0 0
ASSURANT INC COM 04621X108 13 200 SH SOLE 200 0 0
AUTODESK INC COM 052769106 20 400 SH SOLE 400 0 0
BALDOR ELEC CO COM 057741100 13 375 SH SOLE 375 0 0
BALLY TECHNOLOGIES INC COM 05874B107 15 300 SH SOLE 300 0 0
BE AEROSPACE INC COM 073302101 11 200 SH SOLE 200 0 0
BEIJING MED PHARM CORP COM 077255107 307 28,000 SH SOLE 28,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 2,246 1,000,000 PRN SOLE 1,000,000 0 0
BIOSCRIP INC COM 09069N108 12 1,500 SH SOLE 1,500 0 0
BJS RESTAURANTS INC COM 09180C106 2 100 SH SOLE 100 0 0
BORLAND SOFTWARE CORP COM 099849101 2 610 SH SOLE 610 0 0
CAI INTERNATIONAL INC COM 12477X106 498 47,322 SH SOLE 47,322 0 0
CARDTRONICS INC COM 14161H108 20 2,000 SH SOLE 2,000 0 0
CENTERPLATE INC UNIT 99/99/9999 15200E204 45 5,000 SH SOLE 5,000 0 0
CEPHEID COM 15670R107 13 500 SH SOLE 500 0 0
CF INDS HLDGS INC COM 125269100 17 150 SH SOLE 150 0 0
CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 1,425 1,500,000 PRN SOLE 1,500,000 0 0
CHIPOTLE MEXICAN GRILL INC CL B 169656204 1,231 10,000 SH SOLE 10,000 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 2,108 2,000,000 PRN SOLE 2,000,000 0 0
CIRRUS LOGIC INC COM 172755100 5 957 SH SOLE 957 0 0
CNINSURE INC SPONSORED ADR 18976M103 124 7,895 SH SOLE 7,895 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3 100 SH SOLE 100 0 0
COGNOS INC COM 19244C109 12 200 SH SOLE 200 0 0
COMMSCOPE INC COM 203372107 7 150 SH SOLE 150 0 0
CONAGRA FOODS INC COM 205887102 8 325 SH SOLE 325 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 899 1,000,000 PRN SOLE 1,000,000 0 0
CONSTANT CONTACT INC COM 210313102 54 2,500 SH SOLE 2,500 0 0
CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 6,407 4,500,000 PRN SOLE 4,500,000 0 0
CROCS INC COM 227046109 589 16,000 SH SOLE 16,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1 232806AK5 6,430 4,000,000 PRN SOLE 4,000,000 0 0
DIGITAL RLTY TR INC COM 253868103 10 250 SH SOLE 250 0 0
DIODES INC COM 254543101 8 250 SH SOLE 250 0 0
DIODES INC NOTE 2.250%10/0 254543AA9 3,442 3,350,000 PRN SOLE 3,350,000 0 0
DISCOVERY LABORATORIES INC N COM 254668106 2 1,000 SH SOLE 1,000 0 0
DRESS BARN INC NOTE 2.500%12/1 261570AB1 2,079 1,500,000 PRN SOLE 1,500,000 0 0
EHEALTH INC COM 28238P109 13 400 SH SOLE 400 0 0
EQUINIX INC NOTE 3.000%10/1 29444UAG1 613 500,000 PRN SOLE 500,000 0 0
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