COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VALUE SHRS OR PUT/ INVESTMENT OTHER
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT SH/PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ---------------- --------- -------- --------- -------- ---- ---------- -------- --------- ------ ----
AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 3,820 4,000,000 PRN 4,000,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2 39 SH 39 0 0
AMERICAN ITALIAN PASTA CO CL A 027070101 3 100 SH 100 0 0
AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 482 500,000 PRN 500,000 0 0
APOGEE ENTERPRISES INC COM 037598109 1 100 SH 100 0 0
ARYX THERAPEUTICS INC COM 043387109 1 200 SH 200 0 0
ATMI INC COM 00207R101 6 400 SH 400 0 0
BIOFORM MEDICAL INC COM 09065G107 7 3,181 SH 3,181 0 0
CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 1,650 2,500,000 PRN 2,500,000 0 0
CANADIAN SOLAR INC COM 136635109 1 100 SH 100 0 0
CERNER CORP COM 156782104 393 6,305 SH 6,305 0 0
CHATTEM INC COM 162456107 1 10 SH 10 0 0
CIGNA CORP COM 125509109 9 357 SH 357 0 0
CRAY INC NOTE 3.000%12/0 225223AB2 23 23,000 PRN 23,000 0 0
DEXCOM INC COM 252131107 1 147 SH 147 0 0
EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 806 1,194,000 PRN 1,194,000 0 0
EV3 INC COM 26928A200 3 287 SH 287 0 0
FLOWSERVE CORP COM 34354P105 14 200 SH 200 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 598 842,000 PRN 842,000 0 0
INTEL CORP COM 458140100 118 7,100 SH 7,100 0 0
JONES APPAREL GROUP INC COM 480074103 1 58 SH 58 0 0
KING PHARMACEUTICALS INC COM 495582108 1 65 SH 65 0 0
MACROVISION SOLUTIONS CORP COM 55611C108 462 21,200 SH 21,200 0 0
MAGMA DESIGN AUTOMATION NOTE 2.000% 5/1 559181AC6 1,790 2,869,000 PRN 2,869,000 0 0
MASIMO CORP COM 574795100 1 33 SH 33 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5 200 SH 200 0 0
NANOSPHERE INC COM 63009F105 7 1,361 SH 1,361 0 0
NEW YORK & CO INC COM 649295102 494 160,025 SH 160,025 0 0
NORDSTROM INC COM 655664100 1 33 SH 33 0 0
NYSE EURONEXT COM 629491101 1,733 63,578 SH 63,578 0 0
OMNICELL INC COM 68213N109 1 97 SH 97 0 0
PENN VA CORP NOTE 4.500%11/1 707882AA4 107 130,000 PRN 130,000 0 0
PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC2 1,436 1,500,000 PRN 1,500,000 0 0
POWER INTEGRATIONS INC COM 739276103 70 2,937 SH 2,937 0 0
SHUTTERFLY INC COM 82568P304 18 1,307 SH 1,307 0 0
SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU3 529 750,000 PRN 750,000 0 0
SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 2,139 2,350,000 PRN 2,350,000 0 0
TJX COS INC NEW COM 872540109 1 37 SH 37 0 0
VITAL IMAGES INC COM 92846N104 1 100 SH 100 0 0
WORLD ACCEP CORP DEL COM 981419104 2 100 SH 100 0 0
WRIGHT MED GROUP INC COM 98235T107 116 7,125 SH 7,125 0 0
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