COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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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
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51JOB INC SP ADR REP COM 316827104 42 3,036 SH 3,036 0 0
AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 3,950 4,000,000 PRN 4,000,000 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 5,500 2,500,000 PRN 2,500,000 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 4,659 4,840,000 PRN 4,840,000 0 0
ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 57 10,000 SH 10,000 0 0
AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 1,297 1,229,000 PRN 1,229,000 0 0
ASPECT MED SYS INC NOTE 2.500% 6/1 045235AB4 3,935 4,000,000 PRN 4,000,000 0 0
BRIDGEPOINT ED INC COM 10807M105 2 100 SH 100 0 0
CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 897 1,120,000 PRN 1,120,000 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 7 200 SH 200 0 0
CRAY INC NOTE 3.000%12/0 225223AB2 23 23,000 PRN 23,000 0 0
CYBERONICS INC COM 23251P102 2 100 SH 100 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 616 500,000 PRN 500,000 0 0
EARTHLINK INC NOTE 3.250%11/1 270321AA0 4,910 4,459,000 PRN 4,459,000 0 0
EXPEDIA INC DEL COM 30212P105 2 66 SH 66 0 0
FINANCIAL FED CORP COM 317492106 247 10,000 SH 10,000 0 0
GREAT ATLANTIC & PAC TEA INC NOTE 5.125% 6/1 390064AJ2 2,762 2,900,000 PRN 2,900,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 916 1,121,000 PRN 1,121,000 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 9 300 SH 300 0 0
INCYTE CORP NOTE 3.500% 2/1 45337CAF9 1,491 1,500,000 PRN 1,500,000 0 0
KENSEY NASH CORP COM 490057106 2 85 SH 85 0 0
KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 258 300,000 PRN 300,000 0 0
LCA-VISION INC COM PAR $.001 501803308 1 100 SH 100 0 0
MACROVISION CORP NOTE 2.625% 8/1 555904AB7 519 400,000 PRN 400,000 0 0
MASIMO CORP COM 574795100 6 236 SH 236 0 0
MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 1,975 2,000,000 PRN 2,000,000 0 0
MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 59 61,000 PRN 61,000 0 0
NANOSPHERE INC COM 63009F105 4 515 SH 515 0 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 4,295 4,916,000 PRN 4,916,000 0 0
NYSE EURONEXT COM 629491101 1,837 63,578 SH 63,578 0 0
OPTIMER PHARMACEUTICALS INC COM 68401H104 63 4,662 SH 4,662 0 0
PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC2 107 110,000 PRN 110,000 0 0
RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 147 168,000 PRN 168,000 0 0
ROPER INDS INC NEW NOTE 1/1 776696AA4 202 320,000 PRN 320,000 0 0
SAVVIS INC NOTE 3.000% 5/1 805423AA8 1,730 2,000,000 PRN 2,000,000 0 0
SMITH & WESSON HLDG CORP NOTE 4.000%12/1 831756AB7 2,328 2,500,000 PRN 2,500,000 0 0
SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 803 625,000 PRN 625,000 0 0
SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 21 21,000 PRN 21,000 0 0
TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 547 550,000 PRN 550,000 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 6,360 4,000,000 PRN 4,000,000 0 0
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