COLUMN 5
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COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- --------------- --------- -------------- --------- --- ---- ---------- -------- --------- ------ ----
ACTIVISION INC NEW COM NEW 004930202 108 5,000 SH SOLE 5,000 0 0
ACXIOM CORP COM 005125109 28 1,400 SH SOLE 1,400 0 0
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 5,502 2,580,000 PRN SOLE 2,580,000 0 0
ALLERGAN INC COM 018490102 193 3,000 SH SOLE 3,000 0 0
ALLIANCE IMAGING INC COM NEW 018606202 138 15,200 SH SOLE 15,200 0 0
ANDERSONS INC COM 034164103 32 673 SH SOLE 673 0 0
ANNTAYLOR STORES CORP COM 036115103 16 500 SH SOLE 500 0 0
ARCADIA RES INC COM 039209101 4 4,500 SH SOLE 4,500 0 0
AUDIOCODES LTD ORD M15342104 1,368 250,100 SH SOLE 250,100 0 0
BARE ESCENTUALS INC COM 067511105 2 100 SH SOLE 100 0 0
BON-TON STORES INC COM 09776J101 10 430 SH SOLE 430 0 0
BORLAND SOFTWARE CORP COM 099849101 3 620 SH SOLE 620 0 0
BRIGHTPOINT INC COM NEW 109473405 41 2,758 SH SOLE 2,758 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 58 2,000 SH SOLE 2,000 0 0
CAI INTERNATIONAL INC COM 12477X106 1,505 106,722 SH SOLE 106,722 0 0
CANADIAN SOLAR INC COM 136635109 2 181 SH SOLE 181 0 0
CASUAL MALE RETAIL GRP INC COM 148711104 1 100 SH SOLE 100 0 0
CBL & ASSOC PPTYS INC COM 124830100 14 407 SH SOLE 407 0 0
CHEESECAKE FACTORY INC COM 163072101 42 1,779 SH SOLE 1,779 0 0
CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 1,963 2,000,000 PRN SOLE 2,000,000 0 0
CHINA SUNERGY CO LTD SPON ADR 16942X104 1 100 SH SOLE 100 0 0
CHIPOTLE MEXICAN GRILL INC CL B 169656204 1,284 12,000 SH SOLE 12,000 0 0
CIENA CORP COM NEW 171779309 857 22,500 SH SOLE 22,500 0 0
CISCO SYS INC COM 17275R102 1,657 50,000 SH CALL SOLE 50,000 0 0
CITRIX SYS INC COM 177376100 1,210 30,000 SH PUT SOLE 30,000 0 0
CLAYTON HLDGS INC COM 18418N107 34 4,289 SH SOLE 4,289 0 0
CONMED CORP NOTE 2.500%11/1 207410AD3 956 1,000,000 PRN SOLE 1,000,000 0 0
CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 2,982 2,100,000 PRN SOLE 2,100,000 0 0
COREL CORP NEW COM 21869X103 13 1,000 SH SOLE 1,000 0 0
CROCS INC COM 227046109 168 2,500 SH SOLE 2,500 0 0
DEXCOM INC COM 252131107 15 1,519 SH SOLE 1,519 0 0
ENERGY CONVERSION DEVICES IN COM 292659109 189 8,297 SH SOLE 8,297 0 0
EVERGREEN SOLAR INC COM 30033R108 1 100 SH SOLE 100 0 0
FCSTONE GROUP INC COM 31308T100 16 500 SH SOLE 500 0 0
FEI CO NOTE 6/1 30241LAD1 51 42,000 PRN SOLE 42,000 0 0
FEI CO NOTE 2.875% 6/0 30241LAF6 489 386,000 PRN SOLE 386,000 0 0
FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 2,163 2,000,000 PRN SOLE 2,000,000 0 0
FIRST SOLAR INC COM 336433107 589 5,000 SH SOLE 5,000 0 0
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 435 7,500 SH SOLE 7,500 0 0
GANDER MOUNTAIN CO COM 36471P108 2 300 SH SOLE 300 0 0
GENZYME CORP COM 372917104 1,239 20,000 SH CALL SOLE 20,000 0 0
HARTE-HANKS INC COM 416196103 26 1,300 SH SOLE 1,300 0 0
HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 4,813 4,650,000 PRN SOLE 4,650,000 0 0
INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 3,773 3,650,000 PRN SOLE 3,650,000 0 0
INTEL CORP COM 458140100 5 200 SH SOLE 200 0 0
INTERACTIVE DATA CORP COM 45840J107 8 300 SH SOLE 300 0 0
INTERMEC INC COM 458786100 68 2,600 SH SOLE 2,600 0 0
ISILON SYS INC COM 46432L104 26 3,400 SH SOLE 3,400 0 0
JAMBA INC COM 47023A101 15 2,100 SH SOLE 2,100 0 0
KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 2,203 2,000,000 PRN SOLE 2,000,000 0 0
LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA0 2,950 2,770,000 PRN SOLE 2,770,000 0 0
LIFE TIME FITNESS INC COM 53217R207 178 2,902 SH SOLE 2,902 0 0
LIMELIGHT NETWORKS INC COM 53261M104 59 6,650 SH SOLE 6,650 0 0
LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 3,474 3,500,000 PRN SOLE 3,500,000 0 0
LKQ CORP COM 501889208 3 82 SH SOLE 82 0 0
MACROVISION CORP NOTE 2.625% 8/1 555904AB7 2,719 2,500,000 PRN SOLE 2,500,000 0 0
MAGMA DESIGN AUTOMATION NOTE 2.000% 5/1 559181AC6 1,228 1,150,000 PRN SOLE 1,150,000 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 1,188 82,936 SH SOLE 82,936 0 0
MATHSTAR INC COM 576801203 9 8,254 SH SOLE 8,254 0 0
MAXTOR CORP NOTE 2.375% 8/1 577729AE6 3,922 2,500,000 PRN SOLE 2,500,000 0 0
MCCLATCHY CO CL A 579489105 26 1,300 SH SOLE 1,300 0 0
MEDAREX INC COM 583916101 1 100 SH SOLE 100 0 0
METABOLIX INC COM 591018809 182 7,500 SH SOLE 7,500 0 0
MICRON TECHNOLOGY INC COM 595112103 569 51,300 SH SOLE 51,300 0 0
MORTONS RESTAURANT GRP INC N COM 619430101 80 5,000 SH SOLE 5,000 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 6 170 SH SOLE 170 0 0
NEUROMETRIX INC COM 641255104 218 25,000 SH SOLE 25,000 0 0
NMS COMMUNICATIONS CORP COM 629248105 74 60,000 SH SOLE 60,000 0 0
OCWEN FINL CORP NOTE 3.250% 8/0 675746AD3 950 1,000,000 PRN SOLE 1,000,000 0 0
ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 7,975 5,848,000 PRN SOLE 5,848,000 0 0
ORBITZ WORLDWIDE INC COM 68557K109 113 10,000 SH SOLE 10,000 0 0
OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC9 14 23,000 PRN SOLE 23,000 0 0
OSI PHARMACEUTICALS INC NOTE 2.000%12/1 671040AF0 4,221 3,250,000 PRN SOLE 3,250,000 0 0
P F CHANGS CHINA BISTRO INC COM 69333Y108 15 500 SH SOLE 500 0 0
PANTRY INC COM 698657103 26 1,000 SH SOLE 1,000 0 0
PEABODY ENERGY CORP COM 704549104 349 7,300 SH SOLE 7,300 0 0
PEOPLESUPPORT INC COM 712714302 1 64 SH SOLE 64 0 0
PMC-SIERRA INC COM 69344F106 19 2,209 SH SOLE 2,209 0 0
PMC-SIERRA INC NOTE 2.250%10/1 69344FAD8 5,518 4,696,000 PRN SOLE 4,696,000 0 0
POOL CORPORATION COM 73278L105 27 1,100 SH SOLE 1,100 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5,141 100,000 SH PUT SOLE 100,000 0 0
PROSHARES TR ULTRASHT SP500 74347R883 481 9,500 SH SOLE 9,500 0 0
PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 2,979 2,800,000 PRN SOLE 2,800,000 0 0
PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 236 200,000 PRN SOLE 200,000 0 0
RAIT FINANCIAL TRUST COM 749227104 66 8,000 SH SOLE 8,000 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 60 1,400 SH SOLE 1,400 0 0
RF MICRODEVICES INC COM 749941100 45 6,700 SH SOLE 6,700 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 1 50 SH SOLE 50 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 48 2,150 SH SOLE 2,150 0 0
SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA1 2,681 2,500,000 PRN SOLE 2,500,000 0 0
SHORETEL INC COM 825211105 1 100 SH SOLE 100 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 97 10,700 SH SOLE 10,700 0 0
SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 342 300,000 PRN SOLE 300,000 0 0
SONOSITE INC COM 83568G104 3 100 SH SOLE 100 0 0
SONOSITE INC NOTE 3.750% 7/1 83568GAA2 252 250,000 PRN SOLE 250,000 0 0
SPREADTRUM COMMUNICATIONS IN ADR 849415203 80 5,620 SH SOLE 5,620 0 0
STRATS TR AMBAC FIN GP 2007- CL A CTF CALLA 784786204 134 6,070 SH SOLE 6,070 0 0
SUNPOWER CORP COM CL A 867652109 373 4,500 SH SOLE 4,500 0 0
SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 570 500,000 PRN SOLE 500,000 0 0
TCF FINL CORP COM 872275102 92 3,500 SH SOLE 3,500 0 0
TECHWELL INC COM 87874D101 142 13,386 SH SOLE 13,386 0 0
TEKTRONIX INC COM 879131100 25 900 SH SOLE 900 0 0
THE9 LTD ADR 88337K104 62 1,800 SH SOLE 1,800 0 0
TRIZETTO GROUP INC NOTE 2.750%10/0 896882AB3 3,876 3,500,000 PRN SOLE 3,500,000 0 0
TUESDAY MORNING CORP COM NEW 899035505 4 400 SH SOLE 400 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 56 6,380 SH SOLE 6,380 0 0
UNIVERSAL FST PRODS INC COM 913543104 24 800 SH SOLE 800 0 0
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