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
-------------- --------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ----
ACTEL CORP COM 004934105 26 1,700 SH 1,700 0 0
ACTUANT CORP CL A NEW 00508X203 30 1,000 SH 1,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 27 300 SH 300 0 0
AGCO CORP COM 001084102 30 500 SH 500 0 0
AIR METHODS CORP COM PAR $.06 009128307 24 500 SH 500 0 0
AIRGAS INC COM 009363102 32 700 SH 700 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 11 400 SH 400 0 0
AKORN INC COM 009728106 22 4,600 SH 4,600 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 19 200 SH 200 0 0
ALLETE INC COM NEW 018522300 23 600 SH 600 0 0
ALLIANCE IMAGING INC COM NEW 018606202 44 5,100 SH 5,100 0 0
AMDOCS LTD ORD G02602103 28 990 SH 990 0 0
AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 4,973 5,100,000 PRN 5,100,000 0 0
AMERICAN TOWER CORP CL A 029912201 20 500 SH 500 0 0
AMICAS INC COM 001712108 14 6,180 SH 6,180 0 0
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 5,428 6,500,000 PRN 6,500,000 0 0
ANNALY CAP MGMT INC COM 035710409 23 1,500 SH 1,500 0 0
APPLE INC COM 037833100 29 200 SH 200 0 0
ASSURANT INC COM 04621X108 24 400 SH 400 0 0
ATS MED INC NOTE 6.000%10/1 002083AB9 2,621 3,000,000 PRN 3,000,000 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 20 600 SH 600 0 0
BELDEN INC COM 077454106 18 500 SH 500 0 0
BIGBAND NETWORKS INC COM 089750509 110 19,134 SH 19,134 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 60 1,700 SH 1,700 0 0
BIOMED REALTY TRUST INC COM 09063H107 33 1,400 SH 1,400 0 0
BJ SVCS CO COM 055482103 9 299 SH 299 0 0
BLACKROCK INC COM 09247X101 20 100 SH 100 0 0
BLOCKBUSTER INC CL A 093679108 426 130,540 SH 130,540 0 0
BOEING CO COM 097023105 112 1,500 SH 1,500 0 0
BORLAND SOFTWARE CORP COM 099849101 13 6,520 SH 6,520 0 0
CADENCE DESIGN SYSTEM INC NOTE 1.375%12/1 127387AD0 1,760 2,000,000 PRN 2,000,000 0 0
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 33 2,500 SH 2,500 0 0
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 4,204 3,000,000 PRN 3,000,000 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 22 400 SH 400 0 0
CAVCO INDS INC DEL COM 149568107 21 600 SH 600 0 0
CELLCOM ISRAEL LTD SHS M2196U109 22 700 SH 700 0 0
CENTERPLATE INC UNIT 99/99/9999 15200E204 25 2,500 SH 2,500 0 0
CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 2,123 2,000,000 PRN 2,000,000 0 0
CHARLOTTE RUSSE HLDG INC COM 161048103 434 25,000 SH 25,000 0 0
CHINA SEC & SURVE TECH INC COM 16942J105 27 1,500 SH 1,500 0 0
CHURCH & DWIGHT INC COM 171340102 22 400 SH 400 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 1,913 2,000,000 PRN 2,000,000 0 0
CISCO SYS INC COM 17275R102 24 1,000 SH 1,000 0 0
CME GROUP INC COM 12572Q105 12 25 SH 25 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 17 600 SH 600 0 0
COMMSCOPE INC COM 203372107 28 800 SH 800 0 0
COMPASS MINERALS INTL INC COM 20451N101 53 900 SH 900 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 930 1,000,000 PRN 1,000,000 0 0
CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 6,148 4,500,000 PRN 4,500,000 0 0
CORE LABORATORIES N V COM N22717107 21 175 SH 175 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 19 700 SH 700 0 0
CREE INC COM 225447101 210 7,522 SH 7,522 0 0
DARDEN RESTAURANTS INC COM 237194105 26 800 SH 800 0 0
DAVITA INC COM 23918K108 14 300 SH 300 0 0
DEXCOM INC COM 252131107 104 25,000 SH 25,000 0 0
DIGITAL RIV INC COM 25388B104 63 2,025 SH 2,025 0 0
DIODES INC NOTE 2.250%10/0 254543AA9 453 500,000 PRN 500,000 0 0
DOLAN MEDIA CO COM 25659P402 28 1,400 SH 1,400 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 23 1,400 SH 1,400 0 0
EATON VANCE CORP COM NON VTG 278265103 9 300 SH 300 0 0
ENTERGY CORP NEW COM 29364G103 22 200 SH 200 0 0
EQUINIX INC NOTE 3.000%10/1 29444UAG1 1,833 2,000,000 PRN 2,000,000 0 0
EQUITABLE RES INC COM 294549100 47 800 SH 800 0 0
EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD1 2,081 2,290,000 PRN 2,290,000 0 0
EV3 INC COM 26928A200 122 15,000 SH 15,000 0 0
EXPEDITORS INTL WASH INC COM 302130109 18 400 SH 400 0 0
EXPRESS SCRIPTS INC COM 302182100 13 200 SH 200 0 0
F M C CORP COM NEW 302491303 53 950 SH 950 0 0
FACTSET RESH SYS INC COM 303075105 11 200 SH 200 0 0
FEI CO NOTE 2.875% 6/0 30241LAF6 1,381 1,386,000 PRN 1,386,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 40 700 SH 700 0 0
GAMESTOP CORP NEW CL A 36467W109 52 1,000 SH 1,000 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 35 600 SH 600 0 0
GIANT INTERACTIVE GROUP INC ADR 374511103 63 5,000 SH 5,000 0 0
GILDAN ACTIVEWEAR INC COM 375916103 19 500 SH 500 0 0
GREENHILL & CO INC COM 395259104 21 300 SH 300 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2 200 SH 200 0 0
HANSEN NAT CORP COM 411310105 11 300 SH 300 0 0
HCP INC COM 40414L109 24 700 SH 700 0 0
HOLOGIC INC COM 436440101 39 700 SH 700 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 3,004 3,125,000 PRN 3,125,000 0 0
HOME DEPOT INC COM 437076102 87 3,100 SH 3,100 0 0
HOME DIAGNOSTICS INC DEL COM 437080104 33 4,804 SH 4,804 0 0
ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 1,359 1,500,000 PRN 1,500,000 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 4 700 SH 700 0 0
IHS INC CL A 451734107 26 400 SH 400 0 0
ILLUMINA INC NOTE 0.625% 2/1 452327AB5 9,133 5,060,000 PRN 5,060,000 0 0
IMAX CORP COM 45245E109 8 1,100 SH 1,100 0 0
IMCLONE SYS INC COM 45245W109 1 16 SH 16 0 0
IMMUCOR INC COM 452526106 11 500 SH 500 0 0
INCYTE CORP COM 45337C102 30 2,900 SH 2,900 0 0
INFORMATICA CORP COM 45666Q102 853 50,000 SH PUT 50,000 0 0
INTERFACE INC CL A 458665106 8 600 SH 600 0 0
IPC THE HOSPITALIST CO INC COM 44984A105 1,014 51,269 SH 51,269 0 0
ITC HLDGS CORP COM 465685105 31 600 SH 600 0 0
ITRON INC COM 465741106 27 300 SH 300 0 0
JAMES RIVER COAL CO COM NEW 470355207 25 1,400 SH 1,400 0 0
JONES LANG LASALLE INC COM 48020Q107 15 200 SH 200 0 0
JOY GLOBAL INC COM 481165108 65 1,000 SH 1,000 0 0
JUNIPER NETWORKS INC NOTE 6/1 48203RAC8 7,568 6,000,000 PRN 6,000,000 0 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 22 400 SH 400 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 20 400 SH 400 0 0
KINROSS GOLD CORP COM NO PAR 496902404 24 1,100 SH 1,100 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 33 300 SH 300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 15 200 SH 200 0 0
LAMAR ADVERTISING CO CL A 512815101 7 200 SH 200 0 0
LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA0 2,764 3,000,000 PRN 3,000,000 0 0
LDK SOLAR CO LTD SPONSORED ADR 50183L107 16 600 SH 600 0 0
LEAPFROG ENTERPRISES INC CL A 52186N106 18 2,500 SH 2,500 0 0
LHC GROUP INC COM 50187A107 12 700 SH 700 0 0
LIMITED BRANDS INC COM 532716107 86 5,000 SH 5,000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 239 7,800 SH 7,800 0 0
LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 3,283 3,424,000 PRN 3,424,000 0 0
LKQ CORP COM 501889208 38 1,700 SH 1,700 0 0
LOGITECH INTL S A SHS H50430232 18 700 SH 700 0 0
MAGMA DESIGN AUTOMATION NOTE 2.000% 5/1 559181AC6 1,689 1,869,000 PRN 1,869,000 0 0
MASTERCARD INC CL A 57636Q104 22 100 SH 100 0 0
MCCORMICK & SCHMICKS SEAFD R COM 579793100 29 2,500 SH 2,500 0 0
MECHEL OAO SPONSORED ADR 583840103 23 200 SH 200 0 0
METABOLIX INC COM 591018809 58 5,300 SH 5,300 0 0
MICREL INC COM 594793101 25 2,700 SH 2,700 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 13 400 SH 400 0 0
MICROS SYS INC COM 594901100 7 200 SH 200 0 0
MICROSOFT CORP COM 594918104 99 3,500 SH 3,500 0 0
MIDCAP SPDR TR UNIT SER 1 595635103 7 50 SH 50 0 0
MORNINGSTAR INC COM 617700109 6 100 SH 100 0 0
MORTONS RESTAURANT GRP INC N COM 619430101 20 2,500 SH 2,500 0 0
MOSAIC CO COM 61945A107 21 200 SH 200 0 0
NATIONAL CINEMEDIA INC COM 635309107 18 800 SH 800 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 19 300 SH 300 0 0
NEWMONT MINING CORP COM 651639106 136 3,000 SH 3,000 0 0
NII HLDGS INC CL B NEW 62913F201 11 350 SH 350 0 0
NIKE INC CL B 654106103 20 300 SH 300 0 0
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