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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2006
---------------------------
Check here if Amendment [ ]; Amendment Number:
-------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Piper Jaffray Companies
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Address: 800 Nicollet Mall
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Suite 800
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Minneapolis, MN 55402-7020
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Form 13F File Number: 28-10776
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The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Tim Carter
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Title: Controller
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Phone: 612-303-6000
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Signature, Place, and Date of Signing:
/s/ Tim Carter Minneapolis, MN 4/28/06
--------------------- -------------------------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
FORM 13F
SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
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Form 13F Information Table Entry Total: 1,789
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Form 13F Information Table Value Total: $ 583,838
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. NONE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
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24/7 REAL MEDIA INC COM NEW 901314203 1 100 SH SOLE 100
3COM CORP COM 885535104 1 280 SH SOLE 55 225
3M CO COM 88579Y101 2,577 34,045 SH SOLE 34,045
51JOB INC SP ADR REP COM 316827104 2 145 SH SOLE 145
A D C TELECOMMUNICATIONS COM NEW 000886309 2,428 94,887 SH SOLE 100 94,787
A S V INC COM 001963107 18 560 SH SOLE 560
ABAXIS INC COM 002567105 5 210 SH SOLE 210
ABB LTD SPONSORED ADR 000375204 70 5,600 SH SOLE 5,600
ABBEY NATL PLC ADR PRF B7.375 002920700 8 300 SH SOLE 300
ABBOTT LABS COM 002824100 2,098 49,389 SH SOLE 49,389
ABERDEEN ASIA PACIFIC INCOM COM 003009107 26 4,300 SH SOLE 4,300
ABGENIX INC COM 00339B107 7 298 SH SOLE 298
ABIOMED INC COM 003654100 13 1,000 SH SOLE 1,000
ABX AIR INC COM 00080S101 4 615 SH SOLE 615
ACACIA RESH CORP COMBIMTRX COM 003881208 3 1,091 SH SOLE 1,091
ACCENTURE LTD BERMUDA CL A G1150G111 175 5,825 SH SOLE 5,825
ACCO BRANDS CORP COM 00081T108 3 117 SH SOLE 117
ACE LTD ORD G0070K103 47 900 SH SOLE 900
ACM INCOME FUND INC COM 000912105 19 2,403 SH SOLE 2,403
ACORDA THERAPEUTICS INC COM 00484M106 3 552 SH SOLE 552
ACTIVISION INC NEW COM NEW 004930202 3 253 SH SOLE 253
ADA ES INC COM 005208103 27 1,100 SH SOLE 1,100
ADAMS EXPRESS CO COM 006212104 28 2,100 SH SOLE 2,100
ADOBE SYS INC COM 00724F101 519 14,839 SH SOLE 629 14,210
ADVANCED MEDICAL OPTICS INC COM 00763M108 21 455 SH SOLE 455
ADVANCED MICRO DEVICES INC COM 007903107 114 3,444 SH SOLE 3,444
ADVENT CLAYMORE CV SECS & IN COM 00764C109 231 9,162 SH SOLE 9,162
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 158 9,025 SH SOLE 9,025
ADVISORY BRD CO COM 00762W107 55 993 SH SOLE 993
AEGON N V ORD AMER REG 007924103 1 30 SH SOLE 30
AEROPOSTALE COM 007865108 3 100 SH SOLE 100
AES CORP COM 00130H105 2,630 154,152 SH SOLE 154,152
AETNA INC NEW COM 00817Y108 31 630 SH SOLE 630
AEW REAL ESTATE INCOME FD COM 00104H107 16 800 SH SOLE 800
AFFYMETRIX INC COM 00826T108 40 1,210 SH SOLE 1,210
AFLAC INC COM 001055102 58 1,295 SH SOLE 1,295
AGERE SYS INC COM 00845V308 3 216 SH SOLE 216
AGILENT TECHNOLOGIES INC COM 00846U101 355 9,457 SH SOLE 9,457
AIM SELECT REAL ESTATE INCM SHS 00888R107 86 5,300 SH SOLE 5,300
AIR PRODS & CHEMS INC COM 009158106 664 9,880 SH SOLE 9,880
AIRGAS INC COM 009363102 8 200 SH SOLE 200
AIRTRAN HLDGS INC COM 00949P108 256 14,150 SH SOLE 14,150
AIXTRON AKTIENGESELLSCHAFT SPONSORED ADR 009606104 4 1,020 SH SOLE 1,020
AKAMAI TECHNOLOGIES INC COM 00971T101 58 1,760 SH SOLE 1,760
ALBANY MOLECULAR RESH INC COM 012423109 1 120 SH SOLE 120
ALBERTSONS INC COM 013104104 53 2,050 SH SOLE 2,050
ALCAN INC COM 013716105 5 100 SH SOLE 100
ALCOA INC COM 013817101 572 18,733 SH SOLE 18,733
ALCON INC COM SHS H01301102 10 98 SH SOLE 98
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 1,319 1,050,000 PRN SOLE 1,050,000
ALEXION PHARMACEUTICALS INC COM 015351109 4 115 SH SOLE 115
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
ALEXZA PHARMACEUTICALS INC COM 015384100 20 2,000 SH SOLE 2,000
ALIGN TECHNOLOGY INC COM 016255101 4 400 SH SOLE 400
ALKERMES INC COM 01642T108 167 7,554 SH SOLE 1,484 6,070
ALL AMERICAN SEMICONDUCTOR I COM NEW 016557407 1 240 SH SOLE 240
ALLERGAN INC COM 018490102 270 2,486 SH SOLE 2,486
ALLIANCE DATA SYSTEMS CORP COM 018581108 5 100 SH SOLE 100
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 2 60 SH SOLE 60
ALLIANCE WORLD DLR GV FD II COM 01879R106 47 3,705 SH SOLE 3,705
ALLIANCE WORLD DLR GV FD INC COM 018796102 10 804 SH SOLE 804
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 713 10,755 SH SOLE 10,755
ALLIANT ENERGY CORP COM 018802108 74 2,352 SH SOLE 2,352
ALLIANT TECHSYSTEMS INC COM 018804104 8 105 SH SOLE 105
ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 6 380 SH SOLE 380
ALLIED CAP CORP NEW COM 01903Q108 58 1,900 SH SOLE 1,900
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 672 54,900 SH SOLE 54,900
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 13 701 SH SOLE 401 300
ALLSTATE CORP COM 020002101 773 14,836 SH SOLE 14,836
ALLTEL CORP COM 020039103 722 11,150 SH SOLE 11,150
ALPHA NATURAL RESOURCES INC COM 02076X102 1 41 SH SOLE 41
ALTERA CORP COM 021441100 12 597 SH SOLE 597
ALTRIA GROUP INC COM 02209S103 1,212 17,102 SH SOLE 17,102
ALVARION LTD SHS M0861T100 6 636 SH SOLE 636
AMAZON COM INC COM 023135106 135 3,700 SH SOLE 3,700
AMB PROPERTY CORP COM 00163T109 2 32 SH SOLE 32
AMBAC FINL GROUP INC COM 023139108 16 205 SH SOLE 205
AMDOCS LTD ORD G02602103 16 432 SH SOLE 432
AMERADA HESS CORP COM 023551104 1 8 SH SOLE 8
AMEREN CORP COM 023608102 256 5,130 SH SOLE 5,130
AMERICA FIRST APT INV INC COM 02363X104 2 115 SH SOLE 115
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 95 2,775 SH SOLE 2,775
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1 40 SH SOLE 40
AMERICAN CAPITAL STRATEGIES COM 024937104 316 8,995 SH SOLE 8,995
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 22 722 SH SOLE 78 644
AMERICAN ELEC PWR INC COM 025537101 88 2,600 SH SOLE 2,600
AMERICAN EXPRESS CO COM 025816109 344 6,551 SH SOLE 6,551
AMERICAN FINL RLTY TR COM 02607P305 50 4,262 SH SOLE 4,262
AMERICAN HOME MTG INVT CORP COM 02660R107 2 51 SH SOLE 51
AMERICAN INTL GROUP INC COM 026874107 817 12,361 SH SOLE 12,361
AMERICAN MED SYS HLDGS INC COM 02744M108 56 2,483 SH SOLE 2,483
AMERICAN MUN INCOME PORTFOLI COM 027649102 64 4,291 SH SOLE 4,291
AMERICAN PHARMACEUTICALS PTN COM 02886P109 14 490 SH SOLE 490
AMERICAN SELECT PORTFOLIO IN COM 029570108 275 23,450 SH SOLE 23,450
AMERICAN STD COS INC DEL COM 029712106 17 397 SH SOLE 397
AMERICAN STRATEGIC INCM PTFL COM 030098107 161 15,050 SH SOLE 15,050
AMERICAN STRATEGIC INCOME II COM 03009T101 406 37,900 SH SOLE 37,900
AMERICAN STS WTR CO COM 029899101 11 300 SH SOLE 300
AMERICAN TOWER CORP CL A 029912201 24 800 SH SOLE 800
AMERICANWEST BANCORPORATION COM 03058P109 5 200 SH SOLE 200
AMERIPRISE FINL INC COM 03076C106 42 930 SH SOLE 930
AMERISTAR CASINOS INC COM 03070Q101 14 560 SH SOLE 560
AMERN STRATEGIC INCOME PTFL COM 030099105 140 12,800 SH SOLE 12,800
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
AMETEK INC NEW COM 031100100 1 14 SH SOLE 14
AMGEN INC COM 031162100 2,767 38,040 SH SOLE 38,040
AMIS HLDGS INC COM 031538101 12 1,345 SH SOLE 1,345
AMR CORP COM 001765106 15 568 SH SOLE 568
AMSOUTH BANCORPORATION COM 032165102 59 2,168 SH SOLE 2,168
AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD0 1,368 900,000 PRN SOLE 900,000
AMYLIN PHARMACEUTICALS INC COM 032346108 3 54 SH SOLE 54
ANADARKO PETE CORP COM 032511107 766 7,583 SH SOLE 7,583
ANALOG DEVICES INC COM 032654105 392 10,239 SH SOLE 10,239
ANALYSTS INTL CORP COM 032681108 1 250 SH SOLE 250
ANDREW CORP COM 034425108 6 500 SH SOLE 100 400
ANDRX CORP DEL ANDRX GROUP 034553107 5 212 SH SOLE 212
ANGLO AMERN PLC ADR 03485P102 104 5,320 SH SOLE 5,320
ANHEUSER BUSCH COS INC COM 035229103 3,406 79,625 SH SOLE 79,625
ANNALY MTG MGMT INC COM 035710409 26 2,102 SH SOLE 2,102
ANSYS INC COM 03662Q105 5 100 SH SOLE 100
ANTHRACITE CAP INC COM 037023108 99 9,000 SH SOLE 9,000
AON CORP COM 037389103 1,036 24,965 SH SOLE 24,965
APACHE CORP COM 037411105 1,983 30,269 SH SOLE 30,269
APEX SILVER MINES LTD ORD G04074103 22 910 SH SOLE 910
APOLLO GROUP INC CL A 037604105 379 7,226 SH SOLE 195 7,031
APPLE COMPUTER INC COM 037833100 1,452 23,150 SH SOLE 23,150
APPLERA CORP COM AP BIO GRP 038020103 3 108 SH SOLE 108
APPLIED FILMS CORP COM 038197109 1 72 SH SOLE 72
APPLIED MATLS INC COM 038222105 170 9,724 SH SOLE 9,724
APPLIED MICRO CIRCUITS CORP COM 03822W109 5 1,238 SH SOLE 1,238
APTARGROUP INC COM 038336103 11 200 SH SOLE 200
AQUA AMERICA INC COM 03836W103 56 2,004 SH SOLE 2,004
AQUILA INC COM 03840P102 2 586 SH SOLE 586
ARCH COAL INC COM 039380100 51 675 SH SOLE 675
ARCHER DANIELS MIDLAND CO COM 039483102 41 1,208 SH SOLE 1,208
ARCHSTONE SMITH TR COM 039583109 12 250 SH SOLE 250
ARMOR HOLDINGS INC COM 042260109 12 200 SH SOLE 200
ARRAY BIOPHARMA INC COM 04269X105 5 493 SH SOLE 493
ARROW ELECTRS INC COM 042735100 32 1,000 SH SOLE 1,000
ARTHROCARE CORP COM 043136100 373 7,800 SH SOLE 7,800
ASA BERMUDA LIMITED COM G3156P103 226 3,475 SH SOLE 3,475
ASHLAND INC NEW COM 044209104 235 3,300 SH SOLE 3,300
ASIA PAC FD INC COM 044901106 552 30,003 SH SOLE 30,003
ASIA TIGERS FD INC COM 04516T105 4 225 SH SOLE 225
ASPECT MED SYS INC COM 045235108 778 28,370 SH SOLE 28,370
ASSOCIATED BANC CORP COM 045487105 145 4,265 SH SOLE 4,265
ASTA FDG INC COM 046220109 3 100 SH SOLE 100
ASTORIA FINL CORP COM 046265104 40 1,292 SH SOLE 1,292
ASTRAZENECA PLC SPONSORED ADR 046353108 369 7,350 SH SOLE 7,350
AT&T INC COM 00206R102 2,033 75,178 SH SOLE 75,178
ATHEROGENICS INC COM 047439104 326 20,000 SH CALL SOLE 20,000
ATHEROGENICS INC COM 047439104 78 4,800 SH SOLE 4,800
ATLAS AMER INC COM 049167109 108 2,263 SH SOLE 2,263
ATMEL CORP COM 049513104 7 1,500 SH SOLE 1,500
ATMI INC COM 00207R101 797 26,400 SH SOLE 25,000 1,400
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
ATMOS ENERGY CORP COM 049560105 16 597 SH SOLE 597
ATRICURE INC COM 04963C209 396 49,541 SH SOLE 66 49,475
AUDIBLE INC COM NEW 05069A302 1 68 SH SOLE 68
AUDIOCODES LTD ORD M15342104 42 3,040 SH SOLE 3,040
AUTODESK INC COM 052769106 17 440 SH SOLE 80 360
AUTOLIV INC COM 052800109 11 190 SH SOLE 190
AUTOMATIC DATA PROCESSING IN COM 053015103 278 6,076 SH SOLE 6,076
AUTONATION INC COM 05329W102 5 250 SH SOLE 250
AUTOZONE INC COM 053332102 3,188 31,976 SH SOLE 31,976
AUXILIUM PHARMACEUTICALS INC COM 05334D107 6 700 SH SOLE 700
AVALONBAY CMNTYS INC COM 053484101 6 55 SH SOLE 55
AVANEX CORP COM 05348W109 2 500 SH SOLE 500
AVATAR HLDGS INC COM 053494100 7 110 SH SOLE 110
AVAYA INC COM 053499109 6 573 SH SOLE 573
AVERY DENNISON CORP COM 053611109 562 9,616 SH SOLE 9,616
AVI BIOPHARMA INC COM 002346104 1 100 SH SOLE 100
AVID TECHNOLOGY INC COM 05367P100 2 37 SH SOLE 37
AVON PRODS INC COM 054303102 3,001 96,279 SH SOLE 96,279
AXA SPONSORED ADR 054536107 14 395 SH SOLE 395
AXCELIS TECHNOLOGIES INC COM 054540109 1 100 SH SOLE 100
AZTAR CORP COM 054802103 12 280 SH SOLE 280
BAKER HUGHES INC COM 057224107 855 12,497 SH SOLE 12,497
BALL CORP COM 058498106 334 7,620 SH SOLE 7,620
BALLANTYNE OMAHA INC COM 058516105 4 1,000 SH SOLE 1,000
BALLARD PWR SYS INC COM 05858H104 8 1,235 SH SOLE 1,235
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 13 621 SH SOLE 621
BANCO BRADESCO S A SP ADR PFD NEW 059460303 32 900 SH SOLE 900
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 39 1,300 SH SOLE 1,300
BANCO SANTANDER CENT HISPANO ADR 05964H105 1 85 SH SOLE 85
BANCOLOMBIA S A SPON ADR PREF 05968L102 63 1,810 SH SOLE 1,810
BANK HAWAII CORP COM 062540109 7 140 SH SOLE 140
BANK MONTREAL QUE COM 063671101 13 225 SH SOLE 225
BANK NEW YORK INC COM 064057102 618 17,155 SH SOLE 17,155
BANK OF AMERICA CORPORATION COM 060505104 1,908 41,904 SH SOLE 41,904
BARCLAYS PLC ADR 06738E204 203 4,346 SH SOLE 4,346
BARD C R INC COM 067383109 62 912 SH SOLE 912
BARNES & NOBLE INC COM 067774109 6 135 SH SOLE 135
BARR PHARMACEUTICALS INC COM 068306109 143 2,277 SH SOLE 2,277
BARRICK GOLD CORP COM 067901108 34 1,252 SH SOLE 1,252
BAUSCH & LOMB INC COM 071707103 727 11,410 SH SOLE 11,410
BAXTER INTL INC COM 071813109 1,154 29,730 SH SOLE 29,730
BB&T CORP COM 054937107 71 1,805 SH SOLE 1,805
BCE INC COM 05534B109 7 285 SH SOLE 285
BEA SYS INC COM 073325102 104 7,939 SH SOLE 7,939
BEAR STEARNS COS INC COM 073902108 234 1,690 SH SOLE 1,690
BEAZER HOMES USA INC COM 07556Q105 6 90 SH SOLE 90
BEBE STORES INC COM 075571109 4 200 SH SOLE 200
BECTON DICKINSON & CO COM 075887109 11 181 SH SOLE 181
BED BATH & BEYOND INC COM 075896100 180 4,678 SH SOLE 300 4,378
BELLSOUTH CORP COM 079860102 112 3,218 SH SOLE 3,218
BELO CORP COM SER A 080555105 18 909 SH SOLE 909
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
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BEMIS INC COM 081437105 60 1,900 SH SOLE 1,900
BENTLEY PHARMACEUTICALS INC COM 082657107 26 2,000 SH SOLE 2,000
BERKLEY W R CORP COM 084423102 74 1,279 SH SOLE 1,279
BERKSHIRE HATHAWAY INC DEL CL B 084670207 4,907 1,629 SH SOLE 1,629
BERRY PETE CO CL A 085789105 27 400 SH SOLE 400
BEST BUY INC COM 086516101 1,455 26,021 SH SOLE 2,500 23,521
BG PLC ADR FIN INST N 055434203 8 121 SH SOLE 121
BHP BILLITON LTD SPONSORED ADR 088606108 84 2,111 SH SOLE 2,111
BIG 5 SPORTING GOODS CORP COM 08915P101 1 26 SH SOLE 26
BIOCRYST PHARMACEUTICALS COM 09058V103 4 200 SH SOLE 200
BIOGEN IDEC INC COM 09062X103 20 420 SH SOLE 194 226
BIOMET INC COM 090613100 71 2,008 SH SOLE 2,008
BIOSCRIP INC COM 09069N108 2 224 SH SOLE 224
BIOSITE INC COM 090945106 16 300 SH SOLE 300
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 19 100 SH SOLE 100
BJ SVCS CO COM 055482103 60 1,745 SH SOLE 1,745
BLACK & DECKER CORP COM 091797100 641 7,380 SH SOLE 7,380
BLACK HILLS CORP COM 092113109 43 1,259 SH SOLE 1,259
BLACKROCK DIVID ACHIEVRS TM COM 09250N107 298 22,750 SH SOLE 22,750
BLACKROCK ENHANCED DIV ACHV COM 09251A104 62 4,400 SH SOLE 4,400
BLACKROCK GLBL ENRGY & RES T COM 09250U101 148 5,670 SH SOLE 5,670
BLACKROCK GLOBAL FLG INC TR COM 091941104 435 23,771 SH SOLE 23,771
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 20 800 SH SOLE 800
BLACKROCK INC CL A 09247X101 34 245 SH SOLE 245
BLACKROCK INCOME OPP TRUST I COM 092475102 27 2,500 SH SOLE 2,500
BLACKROCK INCOME TR INC COM 09247F100 2 250 SH SOLE 250
BLACKROCK S&P QLTY RK EQ MD SHS BEN INT 09250D109 152 10,100 SH SOLE 10,100
BLACKROCK STRAT DIVD ACHIEVE COM 09249Y107 278 20,350 SH SOLE 20,350
BLACKROCK STRTGC BOND TR COM 09249G106 34 2,700 SH SOLE 2,700
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 815 6,306 SH SOLE 6,306
BLOUNT INTL INC NEW COM 095180105 6 390 SH SOLE 390
BLUE CHIP VALUE FD INC COM 095333100 19 3,294 SH SOLE 3,294
BLUE NILE INC COM 09578R103 15 429 SH SOLE 129 300
BOC GROUP PLC SPONSORED ADR 055617609 4 80 SH SOLE 80
BOEING CO COM 097023105 401 5,143 SH SOLE 5,143
BOOKHAM INC COM 09856E105 134 14,000 SH SOLE 14,000
BORDERS GROUP INC COM 099709107 13 500 SH SOLE 500
BOSTON PRIVATE FINL HLDGS IN COM 101119105 7 200 SH SOLE 200
BOSTON SCIENTIFIC CORP COM 101137107 1,090 47,282 SH SOLE 47,282
BOULDER GROWTH & INCOME FD I COM 101507101 77 10,000 SH SOLE 10,000
BOULDER TOTAL RETURN FD INC COM 101541100 132 7,400 SH SOLE 7,400
BOYD GAMING CORP COM 103304101 34 680 SH SOLE 680
BP PLC SPONSORED ADR 055622104 904 13,112 SH SOLE 13,112
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 21 300 SH SOLE 300
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 7 225 SH SOLE 225
BRIGHAM EXPLORATION CO COM 109178103 4 500 SH SOLE 500
BRISTOL MYERS SQUIBB CO COM 110122108 851 34,587 SH SOLE 34,587
BROADCOM CORP CL A 111320107 38 875 SH SOLE 875
BROADWING CORP COM 11161E101 1 40 SH SOLE 40
BROCADE COMMUNICATIONS SYS I COM 111621108 3 400 SH SOLE 400
BROOKS AUTOMATION INC COM 114340102 8 564 SH SOLE 64 500
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
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BROWN & BROWN INC COM 115236101 55 1,661 SH SOLE 1,661
BROWN FORMAN CORP CL B 115637209 2 25 SH SOLE 25
BT GROUP PLC ADR 05577E101 2 40 SH SOLE 40
BUCA INC COM 117769109 260 51,221 SH SOLE 51,221
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 26 608 SH SOLE 608
BUNGE LIMITED COM G16962105 28 500 SH SOLE 500
BURLINGTON NORTHN SANTA FE C COM 12189T104 724 8,692 SH SOLE 8,692
BURLINGTON RES INC COM 122014103 456 4,960 SH SOLE 4,960
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 183 3,732 SH SOLE 3,732
CA INC COM 12673P105 67 2,458 SH SOLE 2,458
CABELAS INC COM 126804301 2 100 SH SOLE 100
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1 55 SH SOLE 55
CABOT MICROELECTRONICS CORP COM 12709P103 7 200 SH SOLE 200
CADBURY SCHWEPPES PLC ADR 127209302 10 261 SH SOLE 261
CADENCE DESIGN SYSTEM INC COM 127387108 2 130 SH SOLE 130
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 169 10,294 SH SOLE 10,294
CALAMOS GLOBAL TOTAL RETURN COM SH BEN INT 128118106 50 3,400 SH SOLE 3,400
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 271 19,300 SH SOLE 19,300
CALIPER LIFE SCIENCES INC COM 130872104 3 425 SH SOLE 425
CAMBRIDGE DISPLAY TECH INC COM 132193103 25 2,945 SH SOLE 2,945
CAMDEN PPTY TR SH BEN INT 133131102 29 398 SH SOLE 398
CAMECO CORP COM 13321L108 118 3,290 SH SOLE 3,290
CAMPBELL SOUP CO COM 134429109 471 14,547 SH SOLE 14,547
CANADA SOUTHN PETE LTD COM 135231108 84 16,000 SH SOLE 16,000
CANADIAN NAT RES LTD COM 136385101 498 8,993 SH SOLE 8,993
CANADIAN NATL RY CO COM 136375102 12 265 SH SOLE 265
CANADIAN PAC RY LTD COM 13645T100 12 240 SH SOLE 240
CANDELA CORP COM 136907102 5 230 SH SOLE 230
CANON INC ADR 138006309 51 777 SH SOLE 777
CAPITAL & INCM STRTGS FD INC COM 13971Y103 159 8,900 SH SOLE 8,900
CAPITAL CITY BK GROUP INC COM 139674105 9 240 SH SOLE 240
CAPITAL ONE FINL CORP COM 14040H105 74 924 SH SOLE 924
CAPITALSOURCE INC COM 14055X102 5 211 SH SOLE 211
CAPITOL BANCORP LTD COM 14056D105 5 100 SH SOLE 100
CAPITOL FED FINL COM 14057C106 42 1,300 SH SOLE 1,300
CAPSTEAD MTG CORP COM NO PAR 14067E506 3 400 SH SOLE 400
CARDINAL HEALTH INC COM 14149Y108 52 702 SH SOLE 702
CAREMARK RX INC COM 141705103 22 440 SH SOLE 440
CARIBOU COFFEE INC COM 142042209 10 1,050 SH SOLE 1,050
CARNIVAL CORP PAIRED CTF 143658300 419 8,838 SH SOLE 8,838
CARTER INC COM 146229109 121 1,800 SH SOLE 1,800
CASEYS GEN STORES INC COM 147528103 15 650 SH SOLE 650
CATERPILLAR INC DEL COM 149123101 1,282 17,856 SH SOLE 17,856
CATHAY GENERAL BANCORP COM 149150104 8 200 SH SOLE 200
CB RICHARD ELLIS GROUP INC CL A 12497T101 240 2,970 SH SOLE 2,970
CBS CORP NEW CL A 124857103 20 832 SH SOLE 832
CBS CORP NEW CL B 124857202 433 18,075 SH SOLE 18,075
CDC CORP SHS A G2022L106 2 400 SH SOLE 400
CEDAR FAIR L P DEPOSITRY UNIT 150185106 29 1,000 SH SOLE 1,000
CELADON GROUP INC COM 150838100 9 400 SH SOLE 400
CELGENE CORP COM 151020104 307 6,950 SH SOLE 6,950
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
CEMEX S A SPON ADR 5 ORD 151290889 614 9,398 SH SOLE 9,398
CENDANT CORP COM 151313103 864 49,794 SH SOLE 49,794
CENTERPOINT ENERGY INC COM 15189T107 1 100 SH SOLE 100
CENTEX CORP COM 152312104 6 100 SH SOLE 100
CENTRAL FD CDA LTD CL A 153501101 70 8,750 SH SOLE 8,750
CENTRAL PAC FINL CORP COM 154760102 9 240 SH SOLE 240
CENTURYTEL INC COM 156700106 12 301 SH SOLE 301
CEPHALON INC COM 156708109 29 475 SH SOLE 475
CERADYNE INC COM 156710105 200 4,005 SH SOLE 4,005
CERIDIAN CORP NEW COM 156779100 12 460 SH SOLE 460
CERNER CORP COM 156782104 3,519 74,155 SH SOLE 74,155
CF INDS HLDGS INC COM 125269100 880 51,815 SH SOLE 51,815
CHAMPION ENTERPRISES INC COM 158496109 543 36,300 SH SOLE 36,300
CHARLES RIV LABS INTL INC COM 159864107 3 56 SH SOLE 56
CHARLOTTE RUSSE HLDG INC COM 161048103 9 398 SH SOLE 398
CHARTER COMMUNICATIONS INC D CL A 16117M107 1 750 SH SOLE 750
CHATTEM INC COM 162456107 4 100 SH SOLE 100
CHECK POINT SOFTWARE TECH LT ORD M22465104 18 900 SH SOLE 900
CHEESECAKE FACTORY INC COM 163072101 308 8,219 SH SOLE 8,219
CHEMED CORP NEW COM 16359R103 30 500 SH SOLE 500
CHENIERE ENERGY INC COM NEW 16411R208 4 100 SH SOLE 100
CHESAPEAKE ENERGY CORP COM 165167107 323 10,271 SH SOLE 10,271
CHEVRON CORP NEW COM 166764100 1,658 28,609 SH SOLE 28,609
CHICAGO MERCANTILE HLDGS INC CL A 167760107 59 131 SH SOLE 131
CHICOS FAS INC COM 168615102 268 6,600 SH SOLE 6,600
CHINA FD INC COM 169373107 40 1,400 SH SOLE 1,400
CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 9 300 SH SOLE 300
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 12 460 SH SOLE 460
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 6 100 SH SOLE 100
CHIPMOS TECH BERMUDA LTD SHS G2110R106 2,466 344,932 SH SOLE 344,932
CHIRON CORP COM 170040109 28 605 SH SOLE 605
CHITTENDEN CORP COM 170228100 1 49 SH SOLE 49
CHOICEPOINT INC COM 170388102 774 17,299 SH SOLE 17,299
CHORDIANT SOFTWARE INC COM 170404107 3 836 SH SOLE 836
CHUBB CORP COM 171232101 608 6,367 SH SOLE 6,367
CIGNA CORP COM 125509109 51 390 SH SOLE 390
CIMAREX ENERGY CO COM 171798101 211 4,883 SH SOLE 4,883
CINERGY CORP COM 172474108 23 500 SH SOLE 500
CINTAS CORP COM 172908105 17 403 SH SOLE 403
CISCO SYS INC COM 17275R102 2,989 137,945 SH SOLE 137,945
CIT GROUP INC COM 125581108 18 335 SH SOLE 335
CITADEL BROADCASTING CORP COM 17285T106 26 2,300 SH SOLE 2,300
CITI TRENDS INC COM 17306X102 60 1,500 SH SOLE 1,500
CITIGROUP INC COM 172967101 5,442 115,229 SH SOLE 115,229
CITIZENS COMMUNICATIONS CO COM 17453B101 65 4,927 SH SOLE 4,927
CITRIX SYS INC COM 177376100 5 126 SH SOLE 126
CLAIRES STORES INC COM 179584107 22 600 SH SOLE 600
CLARIENT INC COM 180489106 8 7,000 SH SOLE 7,000
CLEAN HARBORS INC COM 184496107 450 15,150 SH SOLE 15,150
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1 42 SH SOLE 42
CLEVELAND CLIFFS INC COM 185896107 45 515 SH SOLE 515
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
CLOROX CO DEL COM 189054109 627 10,482 SH SOLE 10,482
CMGI INC COM 125750109 1 550 SH SOLE 550
CMS ENERGY CORP COM 125896100 11 884 SH SOLE 884
CNOOC LTD SPONSORED ADR 126132109 70 900 SH SOLE 900
COACH INC COM 189754104 595 17,209 SH SOLE 17,209
COBIZ INC COM 190897108 6 300 SH SOLE 300
COCA COLA CO COM 191216100 4,875 116,438 SH SOLE 116,438
COEUR D ALENE MINES CORP IDA COM 192108108 146 22,250 SH SOLE 22,250
COGNEX CORP COM 192422103 3,541 119,455 SH SOLE 119,455
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 120 2,025 SH SOLE 2,025
COGNOS INC COM 19244C109 309 7,941 SH SOLE 7,941
COHEN & STEERS QUALITY RLTY COM 19247L106 27 1,225 SH SOLE 1,225
COHEN & STEERS REIT & PFD IN COM 19247X100 14 500 SH SOLE 500
COHEN & STEERS REIT & UTIL I COM 19247Y108 162 8,500 SH SOLE 8,500
COHEN & STEERS SELECT UTIL F COM 19248A109 8 400 SH SOLE 400
COHU INC COM 192576106 8 400 SH SOLE 400
COLDWATER CREEK INC COM 193068103 177 6,375 SH SOLE 6,375
COLGATE PALMOLIVE CO COM 194162103 1,612 28,230 SH SOLE 28,230
COLONIAL INVT GRADE MUN TR SH BEN INT 195768106 15 1,400 SH SOLE 1,400
COMCAST CORP NEW CL A SPL 20030N200 45 1,729 SH SOLE 1,729
COMCAST CORP NEW CL A 20030N101 140 5,338 SH SOLE 5,338
COMERICA INC COM 200340107 10 171 SH SOLE 171
COMFORT SYS USA INC COM 199908104 5 370 SH SOLE 370
COMMERCE BANCORP INC NJ COM 200519106 5 125 SH SOLE 125
COMMERCE BANCSHARES INC COM 200525103 7 140 SH SOLE 140
COMMERCE GROUP INC MASS COM 200641108 1 20 SH SOLE 20
COMMERCIAL METALS CO COM 201723103 233 4,360 SH SOLE 4,360
COMMONWEALTH TEL ENTERPRISES COM 203349105 48 1,400 SH SOLE 1,400
COMMUNITY HEALTH SYS INC NEW COM 203668108 17 476 SH SOLE 476
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 9 190 SH SOLE 190
COMPASS BANCSHARES INC COM 20449H109 1 15 SH SOLE 15
COMPUTER PROGRAMS & SYS INC COM 205306103 33 660 SH SOLE 660
COMPUTER SCIENCES CORP COM 205363104 33 591 SH SOLE 591
COMPUWARE CORP COM 205638109 14 1,800 SH SOLE 1,800
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 38 1,295 SH SOLE 1,295
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 16 667 SH SOLE 667
CONAGRA FOODS INC COM 205887102 461 21,467 SH SOLE 21,467
CONEXANT SYSTEMS INC COM 207142100 45 12,992 SH SOLE 12,992
CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 68 70,000 PRN SOLE 70,000
CONOCOPHILLIPS COM 20825C104 433 6,864 SH SOLE 6,864
CONSOL ENERGY INC COM 20854P109 25 340 SH SOLE 340
CONSOLIDATED EDISON INC COM 209115104 533 12,246 SH SOLE 12,246
CONSTELLATION BRANDS INC CL A 21036P108 99 3,934 SH SOLE 3,934
CONVERA CORP CL A 211919105 5 500 SH SOLE 500
CONVERGYS CORP COM 212485106 1 60 SH SOLE 60
COOPER CAMERON CORP COM 216640102 1 22 SH SOLE 22
COOPER INDS LTD CL A G24182100 43 500 SH SOLE 500
COOPER TIRE & RUBR CO COM 216831107 1 45 SH SOLE 45
COPART INC COM 217204106 99 3,600 SH SOLE 3,600
CORCEPT THERAPEUTICS INC COM 218352102 1 230 SH SOLE 230
CORE LABORATORIES N V COM N22717107 34 715 SH SOLE 715
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
CORGENTECH INC COM NEW 21872P501 4 432 SH SOLE 432
CORINTHIAN COLLEGES INC COM 218868107 578 40,148 SH SOLE 2 40,146
CORN PRODS INTL INC COM 219023108 2 58 SH SOLE 58
CORNING INC COM 219350105 298 11,074 SH SOLE 11,074
CORPORATE HIGH YIELD FD V IN COM 219931102 14 1,100 SH SOLE 1,100
COST PLUS INC CALIF COM 221485105 181 10,600 SH SOLE 10,600
COSTCO WHSL CORP NEW COM 22160K105 5,266 97,238 SH SOLE 12 97,226
COTHERIX INC COM 22163T103 2 200 SH SOLE 200
COUNTRYWIDE FINANCIAL CORP COM 222372104 48 1,295 SH SOLE 1,295
COVANCE INC COM 222816100 1 25 SH SOLE 25
COVENTRY HEALTH CARE INC COM 222862104 31 580 SH SOLE 580
CREDO PETE CORP COM PAR $0.10 225439207 10 480 SH SOLE 480
CREE INC COM 225447101 12 355 SH SOLE 10 345
CRESCENT REAL ESTATE EQUITIE COM 225756105 4 200 SH SOLE 200
CROCS INC COM 227046109 25 1,000 SH SOLE 1,000
CROWN HOLDINGS INC COM 228368106 2 100 SH SOLE 100
CROWN MEDIA HLDGS INC CL A 228411104 6 1,000 SH SOLE 1,000
CTRIP COM INTL LTD ADR 22943F100 188 2,279 SH SOLE 2279
CUMMINS INC COM 231021106 16 150 SH SOLE 150
CUTERA INC COM 232109108 8 300 SH SOLE 300
CV THERAPEUTICS INC COM 126667104 6 279 SH SOLE 279
CVS CORP COM 126650100 873 29,212 SH SOLE 29,212
CYBERONICS INC COM 23251P102 85 3,315 SH SOLE 3,315
CYPRESS SEMICONDUCTOR CORP NOTE 1.250% 6/1 232806AH2 4,911 3,937,000 PRN SOLE 3,937,000
CYPRESS SEMICONDUCTOR CORP COM 232806109 408 24,051 SH SOLE 24,051
CYTEC INDS INC COM 232820100 6 100 SH SOLE 100
CYTOGEN CORP COM NEW 232824300 67 18,562 SH SOLE 18,562
CYTYC CORP COM 232946103 308 10,922 SH SOLE 10,922
D R HORTON INC COM 23331A109 149 4,474 SH SOLE 4,474
DADE BEHRING HLDGS INC COM 23342J206 36 1,000 SH SOLE 1,000
DAIMLERCHRYSLER AG ORD D1668R123 6 110 SH SOLE 110
DANAHER CORP DEL COM 235851102 189 2,970 SH SOLE 2,970
DARDEN RESTAURANTS INC COM 237194105 142 3,469 SH SOLE 3,469
DAVITA INC COM 23918K108 6 100 SH SOLE 100
DAYSTAR TECHNOLOGIES INC COM 23962Q100 1 101 SH SOLE 101
DB COMMODITY INDEX TRACKING UNIT BEN INT 240225102 103 4,287 SH SOLE 4,287
DECODE GENETICS INC COM 243586104 227 26,154 SH SOLE 26,154
DEERE & CO COM 244199105 1,156 14,619 SH SOLE 14,619
DEL MONTE FOODS CO COM 24522P103 2 200 SH SOLE 200
DELAWARE INV MN MUN INC FD I COM 24610V103 23 1,446 SH SOLE 1,446
DELAWARE INVTS DIV & INCOME COM 245915103 32 2,584 SH SOLE 2,584
DELIA'S INC NEW COM 246911101 2 250 SH SOLE 250
DELL INC COM 24702R101 665 22,338 SH SOLE 22,338
DELUXE CORP COM 248019101 31 1,200 SH SOLE 1,200
DENTSPLY INTL INC NEW COM 249030107 174 3,000 SH SOLE 3,000
DEUTSCHE BANK AG NAMEN ORD D18190898 11 96 SH SOLE 96
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1 51 SH SOLE 51
DEVON ENERGY CORP NEW COM 25179M103 435 7,116 SH SOLE 7,116
DEXCOM INC COM 252131107 122 6,000 SH SOLE 6,000
DIAGEO P L C SPON ADR NEW 25243Q205 309 4,865 SH SOLE 4,865
DIAMONDS TR UNIT SER 1 252787106 316 2,840 SH SOLE 2,840
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
DIEBOLD INC COM 253651103 8 200 SH SOLE 200
DIGENE CORP COM 253752109 5 117 SH SOLE 17 100
DIGITAL INSIGHT CORP COM 25385P106 4 100 SH SOLE 100
DIGITAL RIV INC COM 25388B104 4 100 SH SOLE 100
DIGITAS INC COM 25388K104 77 5,354 SH SOLE 5,354
DILLARDS INC CL A 254067101 25 950 SH SOLE 950
DIODES INC COM 254543101 77 1,860 SH SOLE 1,860
DISCOVERY HOLDING CO CL A COM 25468Y107 3 228 SH SOLE 228
DISNEY WALT CO COM DISNEY 254687106 3,671 131,612 SH SOLE 131,612
DISTRIBUTED ENERGY SYS CORP COM 25475V104 2 283 SH SOLE 283
DJ ORTHOPEDICS INC COM 23325G104 16 400 SH SOLE 400
DNP SELECT INCOME FD COM 23325P104 16 1,500 SH SOLE 1,500
DOLLAR GEN CORP COM 256669102 160 9,065 SH SOLE 9,065
DOLLAR TREE STORES INC COM 256747106 17 608 SH SOLE 8 600
DOMINION RES INC VA NEW COM 25746U109 40 583 SH SOLE 583
DONALDSON INC COM 257651109 418 12,380 SH SOLE 12,380
DONNELLEY R R & SONS CO COM 257867101 108 3,307 SH SOLE 3,307
DORAL FINL CORP COM 25811P100 33 2,900 SH SOLE 2,900
DOV PHARMACEUTICAL INC COM 259858108 6 405 SH SOLE 405
DOVER CORP COM 260003108 34 697 SH SOLE 697
DOW 30 COVERED CALL FD INC COM 260582101 66 3,400 SH SOLE 3,400
DOW CHEM CO COM 260543103 2,048 50,456 SH SOLE 50,456
DREAMWORKS ANIMATION SKG INC CL A 26153C103 2 70 SH SOLE 70
DREMAN/CLAYMORE DIVID & INC COM 26153R100 294 15,641 SH SOLE 15,641
DREW INDS INC COM NEW 26168L205 156 4,400 SH SOLE 4,400
DREYFUS STRATEGIC MUN BD FD COM 26202F107 9 975 SH SOLE 975
DRIL-QUIP INC COM 262037104 30 430 SH SOLE 430
DRYSHIPS INC SHS Y2109Q101 267 25,250 SH SOLE 25,250
DTE ENERGY CO COM 233331107 25 629 SH SOLE 629
DU PONT E I DE NEMOURS & CO COM 263534109 938 22,215 SH SOLE 22,215
DUKE ENERGY CORP COM 264399106 1,092 37,447 SH SOLE 37,447
DUN & BRADSTREET CORP DEL NE COM 26483E100 7 94 SH SOLE 94
DURA AUTOMOTIVE SYS CAP TR PFD TR CONV 26632M201 238 25,226 SH SOLE 25,226
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 4 1,500 SH SOLE 1,500
DWS GLOBAL COMMODITIES STK F COM 23338Y100 111 6,942 SH SOLE 6,942
DWS RREEF REAL ESTATE FD II COM 23338X102 15 900 SH SOLE 900
DYNAMIC MATLS CORP COM 267888105 40 1,110 SH SOLE 1,110
DYNEGY INC NEW CL A 26816Q101 35 7,200 SH SOLE 7,200
E M C CORP MASS COM 268648102 822 60,293 SH SOLE 60,293
E ON AG SPONSORED ADR 268780103 10 280 SH SOLE 280
E TRADE FINANCIAL CORP NOTE 6.000% 2/0 269246AB0 1 500 PRN SOLE 500
E TRADE FINANCIAL CORP COM 269246104 115 4,266 SH SOLE 4,266
EAGLE BULK SHIPPING INC COM Y2187A101 20 1,400 SH SOLE 1,400
EAGLE MATERIALS INC COM 26969P108 13 200 SH SOLE 200
EASTMAN CHEM CO COM 277432100 930 18,167 SH SOLE 18,167
EASTMAN KODAK CO COM 277461109 59 2,064 SH SOLE 2,064
EATON CORP COM 278058102 17 236 SH SOLE 236
EATON VANCE ENH EQTY INC FD COM 278277108 26 1,400 SH SOLE 1,400
EATON VANCE INS MUN BD FD COM 27827X101 10 700 SH SOLE 700
EATON VANCE SH TM DR DIVR IN COM 27828V104 47 2,800 SH SOLE 2,800
EATON VANCE SR FLTNG RTE TR COM 27828Q105 82 4,514 SH SOLE 4,514
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
EATON VANCE TAX ADVT DIV INC COM 27828G107 18 750 SH SOLE 750
EATON VANCE TX ADV GLBL DIV COM 27828S101 32 1,500 SH SOLE 1,500
EATON VANCE TX MNG BY WRT OP COM 27828Y108 65 3,500 SH SOLE 3,500
EATON VANCE TXMGD GL BUYWR O COM 27829C105 36 2,000 SH SOLE 2,000
EBAY INC COM 278642103 650 16,671 SH SOLE 16,671
ECC CAPITAL CORP COM 26826M108 1 500 SH SOLE 500
ECHELON CORP COM 27874N105 1 117 SH SOLE 117
ECLIPSYS CORP COM 278856109 2 101 SH SOLE 101
ECOLAB INC COM 278865100 196 5,133 SH SOLE 5,133
ECOLLEGE COM COM 27887E100 1,124 59,657 SH SOLE 300 59,357
EDISON INTL COM 281020107 41 1,000 SH SOLE 1,000
EDWARDS AG INC COM 281760108 8 160 SH SOLE 160
EFJ INC COM 26843B101 5 500 SH SOLE 500
EFUNDS CORP COM 28224R101 9 330 SH SOLE 330
EGL INC COM 268484102 81 1,800 SH SOLE 1,800
EL PASO CORP COM 28336L109 693 57,543 SH SOLE 57,543
EL PASO ELEC CO COM NEW 283677854 4 200 SH SOLE 200
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 17 470 SH SOLE 470
ELAN PLC ADR 284131208 144 10,000 SH CALL SOLE 10,000
ELAN PLC ADR 284131208 144 10,000 SH PUT SOLE 10,000
ELAN PLC ADR 284131208 27 1,840 SH SOLE 1,840
ELECTRONIC ARTS INC COM 285512109 629 11,491 SH SOLE 578 10,913
ELECTRONIC DATA SYS NEW COM 285661104 115 4,289 SH SOLE 4,289
ELKCORP COM 287456107 3 95 SH SOLE 95
EMDEON CORP COM 290849108 324 30,000 SH PUT SOLE 30,000
EMDEON CORP COM 290849108 7 615 SH SOLE 615
EMERSON ELEC CO COM 291011104 1,403 16,774 SH SOLE 16,774
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 149 3,400 SH SOLE 3,400
ENCANA CORP COM 292505104 66 1,408 SH SOLE 1,408
ENCORE ACQUISITION CO COM 29255W100 51 1,641 SH SOLE 1,641
ENCORE MED CORP COM 29256E109 6 1,085 SH SOLE 1,085
ENCORE WIRE CORP COM 292562105 557 16,450 SH SOLE 16,450
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 47 9,700 SH PUT SOLE 9,700
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 48 9,800 SH SOLE 9,800
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 147 30,000 SH CALL SOLE 30,000
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 8 252 SH SOLE 252
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 54 1,662 SH SOLE 1,662
ENERGEN CORP COM 29265N108 1 22 SH SOLE 22
ENERGIZER HLDGS INC COM 29266R108 45 848 SH SOLE 848
ENERGY CONVERSION DEVICES IN COM 292659109 45 905 SH SOLE 905
ENERGY INCOME & GROWTH FD COM 292697109 52 2,500 SH SOLE 2,500
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 39 1,000 SH SOLE 1,000
ENERPLUS RES FD UNIT TR G NEW 29274D604 148 2,935 SH SOLE 2,935
ENGELHARD CORP COM 292845104 125 3,164 SH SOLE 3,164
ENI S P A SPONSORED ADR 26874R108 14 241 SH SOLE 241
ENTEGRIS INC COM 29362U104 19 1,800 SH SOLE 1,800
ENTERPRISE PRODS PARTNERS L COM 293792107 142 5,762 SH SOLE 5,762
EOG RES INC COM 26875P101 21 294 SH SOLE 294
EQUITABLE RES INC COM 294549100 1 25 SH SOLE 25
EQUITY OFFICE PROPERTIES TRU COM 294741103 33 970 SH SOLE 970
EQUITY RESIDENTIAL SH BEN INT 29476L107 46 974 SH SOLE 974
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
ERICSSON L M TEL CO ADR B SEK 10 294821608 44 1,169 SH SOLE 1,169
ERIE INDTY CO CL A 29530P102 5 88 SH SOLE 88
EV3 INC COM 26928A200 18 1,000 SH SOLE 1,000
EVERGREEN INTL BALANCED INCO COM 30024R109 64 3,400 SH SOLE 3,400
EVERGREEN MANAGED INCOME FD COM SHS 30024Y104 105 6,500 SH SOLE 6,500
EVERGREEN SOLAR INC COM 30033R108 7 487 SH SOLE 487
EXCEL TECHNOLOGY INC COM 30067T103 10 340 SH SOLE 340
EXELIXIS INC COM 30161Q104 4 356 SH SOLE 356
EXELON CORP COM 30161N101 224 4,227 SH SOLE 4,227
EXPEDITORS INTL WASH INC COM 302130109 3,944 45,654 SH SOLE 45,654
EXPRESS SCRIPTS INC COM 302182100 533 6,060 SH SOLE 6,060
EXXON MOBIL CORP COM 30231G102 3,639 59,789 SH SOLE 59,789
EZCORP INC CL A NON VTG 302301106 35 1,200 SH SOLE 1,200
FACTSET RESH SYS INC COM 303075105 1 30 SH SOLE 30
FAIR ISAAC CORP COM 303250104 396 10,000 SH CALL SOLE 10,000
FAIR ISAAC CORP COM 303250104 21 535 SH SOLE 535
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 7 350 SH SOLE 350
FAIRFAX FINL HLDGS LTD SUB VTG 303901102 96 900 SH SOLE 900
FAIRMONT HOTELS RESORTS INC COM 305204109 4 100 SH SOLE 100
FALCONBRIDGE LTD NEW 2005 COM 306104100 7 200 SH SOLE 200
FAMILY DLR STORES INC COM 307000109 259 9,741 SH SOLE 100 9,641
FASTENAL CO COM 311900104 99 2,092 SH SOLE 2,092
FEDERAL HOME LN MTG CORP COM 313400301 112 1,844 SH SOLE 1,844
FEDERAL NATL MTG ASSN COM 313586109 64 1,238 SH SOLE 1,238
FEDERATED DEPT STORES INC DE COM 31410H101 35 484 SH SOLE 484
FEDEX CORP COM 31428X106 1,019 9,024 SH SOLE 9,024
FEI CO COM 30241L109 2 100 SH SOLE 100
FIDELITY BANKSHARES INC NEW COM 31604Q107 9 280 SH SOLE 280
FIDUCIARY CLAYMORE MLP OPP F COM 31647Q106 15 800 SH SOLE 800
FIFTH THIRD BANCORP COM 316773100 8 215 SH SOLE 215
FILENET CORP COM 316869106 4,335 160,423 SH SOLE 160,423
FINANCIAL FED CORP COM 317492106 780 26,605 SH SOLE 187 26,418
FIRST AMERN CORP CALIF COM 318522307 1 36 SH SOLE 36
FIRST AMERN MINN MUN INC FD COM 31849P104 152 10,595 SH SOLE 10,595
FIRST CASH FINL SVCS INC COM 31942D107 6 300 SH SOLE 100 200
FIRST CTZNS BANCSHARES INC N CL A 31946M103 9 46 SH SOLE 46
FIRST DATA CORP COM 319963104 1,493 31,888 SH SOLE 31,888
FIRST HORIZON NATL CORP COM 320517105 156 3,753 SH SOLE 3,753
FIRST NIAGARA FINL GP INC COM 33582V108 9 630 SH SOLE 630
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 66 3,600 SH SOLE 3,600
FIRST TR FIDCRY ASST MNGT CO COM 337318109 86 4,700 SH SOLE 4,700
FIRST TR FOUR CRNRS SR FLT R COM SHS 33733Q107 82 4,600 SH SOLE 4,600
FIRST TR STRTGC HIGH INCM FD COM 337347108 99 5,000 SH SOLE 5,000
FIRST TR VAL LINE & IBBTSN E COM 33735H105 257 11,950 SH SOLE 11,950
FIRST TR VALUE LINE 100 FD COM SHS 33735D104 193 11,500 SH SOLE 11,500
FIRST TR VALUE LINE DIV FD COM SHS 33735A100 347 23,800 SH SOLE 23,800
FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 1,138 63,767 SH SOLE 63,767
FIRST TRUST FIDAC MTG INCM F COM SHS 33734E103 59 3,700 SH SOLE 3,700
FIRSTENERGY CORP COM 337932107 11 225 SH SOLE 225
FISERV INC COM 337738108 66 1,547 SH SOLE 1,547
FISHER SCIENTIFIC INTL INC COM NEW 338032204 61 890 SH SOLE 890
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
FLAGSTAR BANCORP INC COM 337930101 3 200 SH SOLE 200
FLEXTRONICS INTL LTD ORD Y2573F102 23 2,175 SH SOLE 2,175
FLOATING RATE INCM STRT FD I COM 339735102 322 18,016 SH SOLE 18,016
FLOWSERVE CORP COM 34354P105 198 3,400 SH SOLE 3,400
FLUOR CORP NEW COM 343412102 21 250 SH SOLE 250
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 144 2,477 SH SOLE 2,477
FORD MTR CO DEL COM PAR $0.01 345370860 59 7,454 SH SOLE 7,454
FORDING CDN COAL TR TR UNIT 345425102 128 3,380 SH SOLE 3,380
FOREST CITY ENTERPRISES INC CL A 345550107 21 435 SH SOLE 435
FOREST LABS INC COM 345838106 86 1,926 SH SOLE 1,926
FOREST OIL CORP COM PAR $0.01 346091705 45 1,200 SH SOLE 1,200
FORMFACTOR INC COM 346375108 4 110 SH SOLE 110
FORTUNE BRANDS INC COM 349631101 231 2,863 SH SOLE 2,863
FORWARD AIR CORP COM 349853101 45 1,220 SH SOLE 1,220
FOSSIL INC COM 349882100 2 100 SH SOLE 100
FOSTER WHEELER LTD SHS NEW G36535139 31 660 SH SOLE 660
FOUNDATION COAL HLDGS INC COM 35039W100 14 350 SH SOLE 350
FOUNDRY NETWORKS INC COM 35063R100 27 1,500 SH SOLE 1,500
FOXHOLLOW TECHNOLOGIES INC COM 35166A103 2 65 SH SOLE 65
FPL GROUP INC COM 302571104 110 2,730 SH SOLE 2,730
FRANCE TELECOM SPONSORED ADR 35177Q105 3 154 SH SOLE 154
FRANKLIN ELEC INC COM 353514102 21 386 SH SOLE 386
FRANKLIN RES INC COM 354613101 8 89 SH SOLE 89
FRANKLIN TEMPLETON LTD DUR I COM 35472T101 53 4,100 SH SOLE 4,100
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 67 1,125 SH SOLE 1,125
FREESCALE SEMICONDUCTOR INC CL B 35687M206 4 159 SH SOLE 159
FREESCALE SEMICONDUCTOR INC COM CL A 35687M107 172 6,200 SH SOLE 6,200
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 104 11,100 SH SOLE 11,100
FRIEDMAN INDS INC COM 358435105 7 700 SH SOLE 700
FRONTIER AIRLINES INC NEW COM 359065109 6 750 SH SOLE 750
FRONTIER OIL CORP COM 35914P105 23 390 SH SOLE 390
FROZEN FOOD EXPRESS INDS INC COM 359360104 10 1,000 SH SOLE 1,000
FUELCELL ENERGY INC COM 35952H106 49 4,284 SH SOLE 4,284
FURNITURE BRANDS INTL INC COM 360921100 11 450 SH SOLE 450
GABELLI DIVD & INCOME TR COM 36242H104 92 5,000 SH SOLE 5,000
GABELLI GLB GLD NAT RES & IN COM SHS BN INT 36244N109 32 1,400 SH SOLE 1,400
GABELLI UTIL TR COM 36240A101 1 111 SH SOLE 111
GAIAM INC CL A 36268Q103 1 56 SH SOLE 56
GALLAGHER ARTHUR J & CO COM 363576109 129 4,650 SH SOLE 4,650
GANNETT INC COM 364730101 54 896 SH SOLE 896
GAP INC DEL COM 364760108 2,786 149,120 SH SOLE 149,120
GARDNER DENVER INC COM 365558105 145 2,230 SH SOLE 2,230
GARMIN LTD ORD G37260109 4 45 SH SOLE 45
GATEWAY INC COM 367626108 3 1,560 SH SOLE 1,560
GEMSTAR-TV GUIDE INTL INC COM 36866W106 2 700 SH SOLE 700
GENCO SHIPPING & TRADING LTD SHS Y2685T107 6 325 SH SOLE 325
GENE LOGIC INC COM 368689105 1 325 SH SOLE 325
GENENTECH INC COM NEW 368710406 482 5,707 SH SOLE 5,707
GENERAL DYNAMICS CORP COM 369550108 3 52 SH SOLE 52
GENERAL ELECTRIC CO COM 369604103 6,558 188,556 SH SOLE 188,556
GENERAL GROWTH PPTYS INC COM 370021107 197 4,035 SH SOLE 4,035
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
GENERAL MLS INC COM 370334104 490 9,671 SH SOLE 9,671
GENERAL MTRS CORP COM 370442105 29 1,383 SH SOLE 1,383
GENESCO INC COM 371532102 4 110 SH SOLE 110
GENESEE & WYO INC CL A 371559105 18 600 SH SOLE 600
GENESIS MICROCHIP INC DEL COM 37184C103 2 100 SH SOLE 100
GENLYTE GROUP INC COM 372302109 2 25 SH SOLE 25
GENOMIC HEALTH INC COM 37244C101 4 389 SH SOLE 389
GEN-PROBE INC NEW COM 36866T103 16 294 SH SOLE 256 38
GENTEX CORP COM 371901109 1,787 102,367 SH SOLE 102,367
GENTIVA HEALTH SERVICES INC COM 37247A102 71 3,900 SH SOLE 3,900
GENUINE PARTS CO COM 372460105 24 550 SH SOLE 550
GENVEC INC COM 37246C109 2 764 SH SOLE 764
GENWORTH FINL INC COM CL A 37247D106 8 250 SH SOLE 250
GENZYME CORP NOTE 1.250%12/0 372917AN4 1,639 1,509,000 PRN SOLE 1,509,000
GENZYME CORP COM 372917104 180 2,671 SH SOLE 100 2,571
GETTY IMAGES INC COM 374276103 22 300 SH SOLE 300
GFI GROUP INC COM 361652209 304 5,847 SH SOLE 5,847
GILDAN ACTIVEWEAR INC COM 375916103 38 800 SH SOLE 800
GILEAD SCIENCES INC COM 375558103 1,723 27,699 SH SOLE 264 27,435
GLACIER BANCORP INC NEW COM 37637Q105 57 1,850 SH SOLE 1,850
GLATFELTER COM 377316104 3 150 SH SOLE 150
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 20 385 SH SOLE 385
GLOBAL PMTS INC COM 37940X102 785 14,800 SH SOLE 14,800
GLOBALSANTAFE CORP SHS G3930E101 38 631 SH SOLE 631
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 67 2,500 SH SOLE 2,500
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 86 3,900 SH SOLE 3,900
GOLDCORP INC NEW COM 380956409 254 8,685 SH SOLE 8,685
GOLDEN STAR RES LTD CDA COM 38119T104 6 2,000 SH SOLE 2,000
GOLDEN WEST FINL CORP DEL COM 381317106 20 294 SH SOLE 294
GOLDMAN SACHS GROUP INC COM 38141G104 2,096 13,351 SH SOLE 13,351
GOODYEAR TIRE & RUBR CO COM 382550101 94 6,515 SH SOLE 6,515
GOOGLE INC CL A 38259P508 277 710 SH SOLE 710
GRACO INC COM 384109104 38 830 SH SOLE 830
GRAINGER W W INC COM 384802104 27 356 SH SOLE 356
GRANT PRIDECO INC COM 38821G101 62 1,440 SH SOLE 1,440
GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 391064102 41 300 SH SOLE 300
GREAT PLAINS ENERGY INC COM 391164100 106 3,750 SH SOLE 3,750
GREEN MTN COFFEE ROASTERS IN COM 393122106 1 29 SH SOLE 29
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 9 270 SH SOLE 270
GUIDANT CORP COM 401698105 70 900 SH SOLE 900
GUITAR CTR MGMT INC COM 402040109 10 206 SH SOLE 206
H & E EQUIPMENT SERVICES INC COM 404030108 6 200 SH SOLE 200
H & Q HEALTHCARE FD SH BEN INT 404052102 8 425 SH SOLE 425
HAEMONETICS CORP COM 405024100 2 45 SH SOLE 45
HAIN CELESTIAL GROUP INC COM 405217100 10 400 SH SOLE 400
HALLIBURTON CO COM 406216101 793 10,865 SH SOLE 10,865
HANCOCK JOHN FINL TRENDS FD COM 41014X105 21 1,200 SH SOLE 1,200
HANCOCK JOHN PATRIOT SELCT D COM 41013U102 182 14,700 SH SOLE 14,700
HANCOCK JOHN PFD INCOME FD I COM 41021P103 61 3,000 SH SOLE 3,000
HANCOCK JOHN PFD INCOME FD I COM 41013X106 71 3,100 SH SOLE 3,100
HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 121 7,050 SH SOLE 7,050
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
HANOVER COMPRESSOR CO COM 410768105 2 105 SH SOLE 105
HANOVER INS GROUP INC COM 410867105 9 180 SH SOLE 180
HANSEN NAT CORP COM 411310105 77 613 SH SOLE 613
HARBOR FLA BANCSHARES INC COM 411901101 19 490 SH SOLE 490
HARLAND JOHN H CO COM 412693103 17 444 SH SOLE 444
HARLEY DAVIDSON INC COM 412822108 483 9,317 SH SOLE 9,317
HARMAN INTL INDS INC COM 413086109 1 5 SH SOLE 5
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 13 800 SH SOLE 800
HARRAHS ENTMT INC COM 413619107 53 675 SH SOLE 675
HARTE-HANKS INC COM 416196103 11 411 SH SOLE 411
HARTFORD FINL SVCS GROUP INC COM 416515104 244 3,028 SH SOLE 3,028
HARVEST ENERGY TR TRUST UNIT 41752X101 2,404 82,510 SH SOLE 82,510
HAWAIIAN ELEC INDUSTRIES COM 419870100 48 1,760 SH SOLE 1,760
HCA INC COM 404119109 49 1,080 SH SOLE 1,080
HCC INS HLDGS INC COM 404132102 12 335 SH SOLE 335
HDFC BANK LTD ADR REPS 3 SHS 40415F101 5 100 SH SOLE 100
HEADWATERS INC COM 42210P102 136 3,412 SH SOLE 3,412
HEALTH CARE PPTY INVS INC COM 421915109 57 2,011 SH SOLE 2,011
HEALTH MGMT ASSOC INC NEW CL A 421933102 60 2,766 SH SOLE 2,766
HEALTHEXTRAS INC COM 422211102 155 4,377 SH SOLE 4,377
HEALTHTRONICS INC COM 42222L107 50 6,025 SH SOLE 6,025
HEALTHWAYS INC COM 422245100 5 100 SH SOLE 100
HEARST-ARGYLE TELEVISION INC COM 422317107 8 350 SH SOLE 350
HEINZ H J CO COM 423074103 34 909 SH SOLE 909
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 122 3,220 SH SOLE 3,220
HENRY JACK & ASSOC INC COM 426281101 10 450 SH SOLE 450
HERBALIFE LTD COM USD SHS G4412G101 1 30 SH SOLE 30
HERSHEY CO COM 427866108 104 2,000 SH SOLE 2,000
HEWLETT PACKARD CO COM 428236103 502 15,259 SH SOLE 15,259
HICKORY TECH CORP COM 429060106 72 8,600 SH SOLE 8,600
HILFIGER TOMMY CORP ORD G8915Z102 3 200 SH SOLE 200
HILTON HOTELS CORP COM 432848109 36 1,433 SH SOLE 1,433
HI-TECH PHARMACAL INC COM 42840B101 8 300 SH SOLE 300
HITTITE MICROWAVE CORP COM 43365Y104 10 290 SH SOLE 290
HOKU SCIENTIFIC INC COM 434712105 52 8,057 SH SOLE 8,057
HOME DEPOT INC COM 437076102 1,990 47,042 SH SOLE 47,042
HOMESTORE INC COM 437852106 13 2,000 SH SOLE 2,000
HONDA MOTOR LTD AMERN SHS 438128308 6 209 SH SOLE 209
HONEYWELL INTL INC COM 438516106 2,215 51,789 SH SOLE 51,789
HORMEL FOODS CORP COM 440452100 87 2,571 SH SOLE 2,571
HOSPIRA INC COM 441060100 19 474 SH SOLE 474
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 13 300 SH SOLE 300
HOUSEVALUES INC COM 44183Y102 3 400 SH SOLE 400
HOVNANIAN ENTERPRISES INC CL A 442487203 22 500 SH SOLE 500
HRPT PPTYS TR COM SH BEN INT 40426W101 248 21,145 SH SOLE 21,145
HSBC HLDGS PLC SPON ADR NEW 404280406 60 718 SH SOLE 718
HSBC HLDGS PLC ADR A 1/40PF A 404280604 39 1,600 SH SOLE 1,600
HUB GROUP INC CL A 443320106 23 500 SH SOLE 500
HUDSON CITY BANCORP COM 443683107 19 1,460 SH SOLE 1,460
HUGOTON RTY TR TEX UNIT BEN INT 444717102 70 2,250 SH SOLE 2,250
HUMAN GENOME SCIENCES INC COM 444903108 1 100 SH SOLE 100
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
HUMANA INC COM 444859102 10 190 SH SOLE 190
HUNT J B TRANS SVCS INC COM 445658107 13 600 SH SOLE 600
HUNTSMAN CORP COM 447011107 29 1,485 SH SOLE 1,485
HURCO COMPANIES INC COM 447324104 24 900 SH SOLE 900
HUTTIG BLDG PRODS INC COM 448451104 1 100 SH SOLE 100
HYDRIL COM 448774109 16 200 SH SOLE 200
HYDROGENICS CORP COM 448882100 2 600 SH SOLE 600
HYPERION SOLUTIONS CORP COM 44914M104 3 84 SH SOLE 84
HYPERION TOTAL RETURN & INCO COM 449145101 49 5,800 SH SOLE 5,800
IAC INTERACTIVECORP COM NEW 44919P300 24 800 SH SOLE 800
ICOS CORP NOTE 2.000% 7/0 449295AB0 79 100,000 PRN SOLE 100,000
ICOS CORP COM 449295104 29 1,326 SH SOLE 226 1,100
IDACORP INC COM 451107106 4 116 SH SOLE 116
IDENTIX INC COM 451906101 64 8,061 SH SOLE 8,061
IDEXX LABS INC COM 45168D104 22 255 SH SOLE 255
IDT CORP CL B 448947309 1 100 SH SOLE 100
IKON OFFICE SOLUTIONS INC COM 451713101 1 80 SH SOLE 80
ILLINOIS TOOL WKS INC COM 452308109 34 356 SH SOLE 356
ILLUMINA INC COM 452327109 9 387 SH SOLE 387
IMCLONE SYS INC COM 45245W109 7 200 SH SOLE 100 100
IMMUCOR INC COM 452526106 127 4,427 SH SOLE 4,427
IMPERIAL OIL LTD COM NEW 453038408 19 175 SH SOLE 175
INCO LTD COM 453258402 70 1,410 SH SOLE 1,410
INDIA FD INC COM 454089103 100 1,983 SH SOLE 1,983
INDYMAC BANCORP INC COM 456607100 64 1,560 SH SOLE 1,560
INFORMATICA CORP COM 45666Q102 2 100 SH SOLE 100
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 60 770 SH SOLE 770
INFOUSA INC NEW COM 456818301 1,568 120,770 SH SOLE 120,770
ING CLARION GLB RE EST INCM COM 44982G104 109 5,945 SH SOLE 5,945
ING GLBL ADV & PREM OPP FUND COM 44982N109 88 4,600 SH SOLE 4,600
ING GLOBAL EQTY DIV & PREM O COM 45684E107 18 950 SH SOLE 950
ING GROEP N V SPONSORED ADR 456837103 14 363 SH SOLE 363
INGERSOLL-RAND COMPANY LTD CL A G4776G101 1,151 27,538 SH SOLE 27,538
INNODATA ISOGEN INC COM NEW 457642205 3 1,000 SH SOLE 1,000
INSITUFORM TECHNOLOGIES INC CL A 457667103 1 40 SH SOLE 40
INSURED MUN INCOME FD COM 45809F104 40 3,100 SH SOLE 3,100
INTEGRATED SILICON SOLUTION COM 45812P107 8 1,132 SH SOLE 132 1,000
INTEL CORP COM 458140100 2,271 116,708 SH SOLE 300 116,408
INTER TEL INC COM 458372109 2 100 SH SOLE 100
INTERACTIVE DATA CORP COM 45840J107 1 47 SH SOLE 47
INTERDIGITAL COMMUNICATIONS COM 45866A105 1 50 SH SOLE 50
INTERMAGNETICS GEN CORP COM 458771102 74 2,950 SH SOLE 2,950
INTERMUNE INC COM 45884X103 15 811 SH SOLE 811
INTERNAP NETWORK SVCS CORP COM 45885A102 450 479,150 SH SOLE 479,150
INTERNATIONAL BANCSHARES COR COM 459044103 1 42 SH SOLE 42
INTERNATIONAL BUSINESS MACHS COM 459200101 1,044 12,657 SH SOLE 12,657
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 22 652 SH SOLE 652
INTERNATIONAL GAME TECHNOLOG COM 459902102 88 2,487 SH SOLE 2,487
INTERNATIONAL RECTIFIER CORP COM 460254105 23 550 SH SOLE 550
INTERNATIONAL SPEEDWAY CORP CL A 460335201 24 475 SH SOLE 475
INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 465 8,000 SH SOLE 8,000
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP COS INC COM 460690100 4 400 SH SOLE 400
INTERSIL CORP CL A 46069S109 60 2,082 SH SOLE 2,082
INTL PAPER CO COM 460146103 525 15,181 SH SOLE 15,181
INTUIT COM 461202103 9 174 SH SOLE 174
INTUITIVE SURGICAL INC COM NEW 46120E602 931 7,892 SH SOLE 200 7,692
INVERNESS MED INNOVATIONS IN COM 46126P106 3 100 SH SOLE 100
INVESTOOLS INC COM 46145P103 22 2,685 SH SOLE 2,685
INVESTORS FINL SERVICES CORP COM 461915100 9 200 SH SOLE 200
INVESTORS REAL ESTATE TR SH BEN INT 461730103 190 19,950 SH SOLE 19,950
INVITROGEN CORP COM 46185R100 312 4,445 SH SOLE 418 4,027
IPSCO INC COM 462622101 43 410 SH SOLE 410
IRELAND BK SPONSORED ADR 46267Q103 47 625 SH SOLE 625
IRON MTN INC COM 462846106 6 139 SH SOLE 139
ISHARES COMEX GOLD TR ISHARES 464285105 6 100 SH SOLE 100
ISHARES INC MSCI MALAYSIA 464286830 2 250 SH SOLE 250
ISHARES INC MSCI HONG KONG 464286871 6 449 SH SOLE 449
ISHARES INC MSCI TAIWAN 464286731 6 502 SH SOLE 502
ISHARES INC MSCI MEXICO 464286822 30 780 SH SOLE 780
ISHARES INC MSCI BELGIUM 464286301 25 1,200 SH SOLE 1,200
ISHARES INC MSCI CDA INDEX 464286509 34 1,450 SH SOLE 1,450
ISHARES INC MSCI AUSTRIA 464286202 46 1,471 SH SOLE 1,471
ISHARES INC MSCI BRAZIL 464286400 65 1,623 SH SOLE 1,623
ISHARES INC MSCI SWEDEN 464286756 45 1,737 SH SOLE 1,737
ISHARES INC MSCI S KOREA 464286772 98 2,110 SH SOLE 2,110
ISHARES INC MSCI AUSTRALIA 464286103 47 2,350 SH SOLE 2,350
ISHARES INC MSCI PAC J IDX 464286665 359 3,425 SH SOLE 3,425
ISHARES INC MSCI EMU INDEX 464286608 330 3,781 SH SOLE 3,781
ISHARES INC MSCI SWITZERLD 464286749 272 13,000 SH SOLE 13,000
ISHARES INC MSCI JAPAN 464286848 1,339 92,981 SH SOLE 92,981
ISHARES TR RUSSELL 3000 464287689 4 50 SH SOLE 50
ISHARES TR S&P/TOPIX 150 464287382 25 200 SH SOLE 200
ISHARES TR RUSL 3000 GROW 464287671 14 320 SH SOLE 320
ISHARES TR S&P EURO PLUS 464287861 64 722 SH SOLE 722
ISHARES TR RUSL 3000 VALU 464287663 103 1,080 SH SOLE 1,080
ISHARES TR GLDM SACHS TEC 464287549 54 1,092 SH SOLE 1,092
ISHARES TR LEHMAN AGG BND 464287226 113 1,136 SH SOLE 1,136
ISHARES TR RSSL MCRCP IDX 464288869 77 1,325 SH SOLE 1,325
ISHARES TR RUSSELL MCP VL 464287473 212 1,589 SH SOLE 1,589
ISHARES TR S&P GLB100INDX 464287572 110 1,664 SH SOLE 1,664
ISHARES TR DJ US FINL SEC 464287788 180 1,712 SH SOLE 1,712
ISHARES TR S&P GBL HLTHCR 464287325 98 1,820 SH SOLE 1,820
ISHARES TR RUSSELL MCP GR 464287481 202 1,989 SH SOLE 1,989
ISHARES TR RUSSELL MIDCAP 464287499 218 2,303 SH SOLE 2,303
ISHARES TR S&P GBL ENER 464287341 266 2,610 SH SOLE 2,610
ISHARES TR GLMN SCHS SOFT 464287515 192 4,616 SH SOLE 4,616
ISHARES TR GLDM SCHS NETW 464287531 191 5,235 SH SOLE 5,235
ISHARES TR COHEN&ST RLTY 464287564 480 5,587 SH SOLE 5,587
ISHARES TR S&P LTN AM 40 464287390 847 6,038 SH SOLE 6,038
ISHARES TR RUSL 2000 GROW 464287648 505 6,334 SH SOLE 6,334
ISHARES TR DJ US REAL EST 464287739 480 6,526 SH SOLE 6,526
ISHARES TR DJ US UTILS 464287697 524 6,925 SH SOLE 6,925
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
ISHARES TR S&P 500 INDEX 464287200 906 6,973 SH SOLE 6,973
ISHARES TR RUSSELL 1000 464287622 500 7,080 SH SOLE 7,080
ISHARES TR MSCI GRW IDX 464288885 468 7,595 SH SOLE 7,595
ISHARES TR S&P 100 IDX FD 464287101 498 8,430 SH SOLE 8,430
ISHARES TR GS NAT RES IDX 464287374 817 8,511 SH SOLE 8,511
ISHARES TR 7-10 YR TRS BD 464287440 822 10,078 SH SOLE 10,078
ISHARES TR FTSE XNHUA IDX 464287184 772 10,387 SH SOLE 10,387
ISHARES TR 20+ YR TRS BD 464287432 1,002 11,540 SH SOLE 11,540
ISHARES TR DJ US FINL SVC 464287770 1,419 11,906 SH SOLE 11,906
ISHARES TR RUSL 2000 VALU 464287630 916 12,255 SH SOLE 12,255
ISHARES TR DJ US ENERGY 464287796 1,159 12,577 SH SOLE 12,577
ISHARES TR TRANSP AVE IDX 464287192 1,123 13,665 SH SOLE 13,665
ISHARES TR S&P SMLCP GROW 464287887 1,910 14,745 SH SOLE 14,745
ISHARES TR DJ US TECH SEC 464287721 941 18,001 SH SOLE 18,001
ISHARES TR GS CORP BD FD 464287242 2,137 20,297 SH SOLE 20,297
ISHARES TR S&P SMLCP VALU 464287879 1,621 22,264 SH SOLE 22,264
ISHARES TR GLDM SCHS SEMI 464287523 1,570 24,087 SH SOLE 24,087
ISHARES TR DJ US TELECOMM 464287713 652 25,211 SH SOLE 25,211
ISHARES TR US TIPS BD FD 464287176 2,666 26,485 SH SOLE 26,485
ISHARES TR S&P MIDCAP 400 464287507 2,152 27,141 SH SOLE 27,141
ISHARES TR CONS SRVC IDX 464287580 1,698 27,446 SH SOLE 27,446
ISHARES TR DJ US BAS MATL 464287838 1,548 27,647 SH SOLE 27,647
ISHARES TR DJ US INDUSTRL 464287754 1,822 28,866 SH SOLE 28,866
ISHARES TR RUSSELL 2000 464287655 2,206 29,041 SH SOLE 29,041
ISHARES TR S&P MC 400 GRW 464287606 2,477 30,765 SH SOLE 30,765
ISHARES TR CONS GOODS IDX 464287812 1,691 31,410 SH SOLE 31,410
ISHARES TR S&P SMLCAP 600 464287804 2,261 34,658 SH SOLE 34,658
ISHARES TR RUSSELL1000VAL 464287598 2,704 36,983 SH SOLE 36,983
ISHARES TR S&P MIDCP VALU 464287705 3,006 39,195 SH SOLE 39,195
ISHARES TR MSCI EMERG MKT 464287234 3,936 39,754 SH SOLE 39,754
ISHARES TR DJ US HEALTHCR 464287762 2,829 44,384 SH SOLE 44,384
ISHARES TR 1-3 YR TRS BD 464287457 3,554 44,429 SH SOLE 44,429
ISHARES TR DJ SEL DIV INX 464287168 3,090 49,278 SH SOLE 49,278
ISHARES TR NASDQ BIO INDX 464287556 4,183 50,771 SH SOLE 50,771
ISHARES TR RUSSELL1000GRW 464287614 3,022 57,309 SH SOLE 57,309
ISHARES TR S&P 500 VALUE 464287408 4,215 61,303 SH SOLE 61,303
ISHARES TR S&P500 GRW 464287309 4,092 67,188 SH SOLE 67,188
ISHARES TR MSCI EAFE IDX 464287465 8,840 136,168 SH SOLE 136,168
ISIS PHARMACEUTICALS INC COM 464330109 39 4,285 SH SOLE 100 4,185
ITRON INC COM 465741106 3 42 SH SOLE 42
ITT INDS INC IND COM 450911102 18 316 SH SOLE 316
ITURAN LOCATION AND CONTROL SHS M6158M104 5 300 SH SOLE 300
IXIA COM 45071R109 7 500 SH SOLE 500
JABIL CIRCUIT INC COM 466313103 94 2,200 SH SOLE 2,200
JACOBS ENGR GROUP INC DEL COM 469814107 53 610 SH SOLE 610
JANUS CAP GROUP INC COM 47102X105 378 16,304 SH SOLE 16,304
JDS UNIPHASE CORP COM 46612J101 852 204,301 SH SOLE 189,000 15,301
JEFFERIES GROUP INC NEW COM 472319102 1 12 SH SOLE 12
JEFFERSON PILOT CORP COM 475070108 37 656 SH SOLE 656
JLG INDS INC COM 466210101 14,344 465,880 SH SOLE 465,880
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 23 2,363 SH SOLE 2,363
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON COM 478160104 2,646 44,687 SH SOLE 44,687
JOHNSON CTLS INC COM 478366107 25 331 SH SOLE 331
JONES APPAREL GROUP INC COM 480074103 9 260 SH SOLE 260
JOS A BANK CLOTHIERS INC COM 480838101 107 2,225 SH SOLE 2,225
JOY GLOBAL INC COM 481165108 126 2,105 SH SOLE 2,105
JP MORGAN CHASE & CO COM 46625H100 4,757 114,231 SH SOLE 114,231
JUNIPER NETWORKS INC NOTE 6/1 48203RAC8 269 250,000 PRN SOLE 250,000
JUNIPER NETWORKS INC COM 48203R104 23 1,186 SH SOLE 1,186
JUPITERMEDIA CORP COM 48207D101 45 2,487 SH SOLE 2,487
KAYDON CORP COM 486587108 4 110 SH SOLE 110
KB HOME COM 48666K109 5 80 SH SOLE 80
KELLOGG CO COM 487836108 51 1,150 SH SOLE 1,150
KENEXA CORP COM 488879107 2 60 SH SOLE 60
KERR MCGEE CORP COM 492386107 50 520 SH SOLE 520
KEYCORP NEW COM 493267108 30 815 SH SOLE 815
KEYSPAN CORP COM 49337W100 75 1,847 SH SOLE 1,847
KIMBERLY CLARK CORP COM 494368103 213 3,693 SH SOLE 3,693
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 175 3,640 SH SOLE 3,640
KINDER MORGAN INC KANS COM 49455P101 51 559 SH SOLE 559
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 5 120 SH SOLE 120
KINETIC CONCEPTS INC COM NEW 49460W208 5 131 SH SOLE 131
KING PHARMACEUTICALS INC COM 495582108 36 2,100 SH SOLE 2,100
KINROSS GOLD CORP COM NO PAR 496902404 674 61,706 SH SOLE 61,706
KLA-TENCOR CORP COM 482480100 44 900 SH SOLE 300 600
KOHLS CORP COM 500255104 988 18,635 SH SOLE 18,635
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 38 1,132 SH SOLE 1,132
KOREA ELECTRIC PWR SPONSORED ADR 500631106 2 100 SH SOLE 100
KOREA FD COM 500634100 8 200 SH SOLE 200
KORN FERRY INTL COM NEW 500643200 18 869 SH SOLE 869
KOS PHARMACEUTICALS INC COM 500648100 17 365 SH SOLE 365
KRAFT FOODS INC CL A 50075N104 68 2,230 SH SOLE 2,230
KROGER CO COM 501044101 9 465 SH SOLE 465
KRONOS INC COM 501052104 652 17,437 SH SOLE 68 17,369
KYOCERA CORP ADR 501556203 9 101 SH SOLE 101
L-3 COMMUNICATIONS HLDGS INC COM 502424104 257 2,993 SH SOLE 2,993
LABORATORY CORP AMER HLDGS COM NEW 50540R409 18 300 SH SOLE 300
LAFARGE COPPEE S A SPON ADR NEW 505861401 4 140 SH SOLE 140
LAM RESEARCH CORP COM 512807108 22 500 SH SOLE 100 400
LAN AIRLINES S A SPONSORED ADR 501723100 5 130 SH SOLE 130
LANDAUER INC COM 51476K103 75 1,500 SH SOLE 1,500
LANDSTAR SYS INC COM 515098101 42 950 SH SOLE 950
LASERSCOPE COM 518081104 15 650 SH SOLE 650
LATTICE SEMICONDUCTOR CORP COM 518415104 46 6,925 SH SOLE 6,925
LAUREATE EDUCATION INC COM 518613104 442 8,284 SH SOLE 8,284
LAYNE CHRISTENSEN CO COM 521050104 5 160 SH SOLE 160
LAZARD GLB TTL RET&INCM FD I COM 52106W103 6 300 SH SOLE 300
LCA-VISION INC COM PAR $.001 501803308 7 130 SH SOLE 130
LEAR CORP COM 521865105 1,406 79,314 SH SOLE 79,314
LEE ENTERPRISES INC COM 523768109 2 64 SH SOLE 64
LEGG MASON INC COM 524901105 38 302 SH SOLE 302
LEGGETT & PLATT INC COM 524660107 52 2,143 SH SOLE 2,143
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS HLDGS INC COM 524908100 437 3,026 SH SOLE 3,026
LENNAR CORP CL A 526057104 3 50 SH SOLE 50
LEUCADIA NATL CORP COM 527288104 9 157 SH SOLE 157
LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/152729NAS9 16 20,000 PRN SOLE 20,000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 653 126,065 SH SOLE 126,065
LEXAR MEDIA INC COM 52886P104 17 2,000 SH SOLE 2,000
LEXMARK INTL NEW CL A 529771107 3,002 66,159 SH SOLE 66,159
LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 23 1,000 SH SOLE 1,000
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 22 2,643 SH SOLE 2,643
LIBERTY ALL-STAR GROWTH FD I COM 529900102 11 2,028 SH SOLE 2,028
LIBERTY GLOBAL INC COM SER A 530555101 1 50 SH SOLE 50
LIBERTY GLOBAL INC COM SER C 530555309 1 50 SH SOLE 50
LIBERTY MEDIA CORP NEW COM SER A 530718105 97 11,780 SH SOLE 11,780
LIFECELL CORP COM 531927101 11 500 SH SOLE 500
LIFECORE BIOMEDICAL INC COM 532187101 12 1,000 SH SOLE 1,000
LIFEPOINT HOSPITALS INC COM 53219L109 12 400 SH SOLE 400
LIHIR GOLD LTD SPONSORED ADR 532349107 15 390 SH SOLE 390
LILLY ELI & CO COM 532457108 632 11,426 SH SOLE 11,426
LIMITED BRANDS INC COM 532716107 244 9,990 SH SOLE 9,990
LINCARE HLDGS INC COM 532791100 4 100 SH SOLE 100
LINCOLN NATL CORP IND COM 534187109 16 285 SH SOLE 285
LINEAR TECHNOLOGY CORP COM 535678106 1,616 46,065 SH SOLE 5 46,060
LIVE NATION INC COM 538034109 1 32 SH SOLE 32
LIZ CLAIBORNE INC COM 539320101 116 2,840 SH SOLE 2,840
LKQ CORP COM 501889208 982 47,200 SH SOLE 47,200
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 4 94 SH SOLE 94
LOCKHEED MARTIN CORP COM 539830109 105 1,404 SH SOLE 1,404
LODGIAN INC COM PAR $.01 54021P403 3,163 227,710 SH SOLE 227,710
LOEWS CORP COM 540424108 14 138 SH SOLE 138
LOGITECH INTERNATIONAL S A SPONSORED ADR 541419107 12 300 SH SOLE 300
LO-JACK CORP COM 539451104 5 200 SH SOLE 200
LONE STAR STEAKHOUSE SALOON COM 542307103 11 400 SH SOLE 400
LONE STAR TECHNOLOGIES INC COM 542312103 481 8,683 SH SOLE 8,683
LOWES COS INC COM 548661107 350 5,435 SH SOLE 5,435
LSI LOGIC CORP COM 502161102 13 1,140 SH SOLE 1,140
LTC PPTYS INC COM 502175102 54 2,325 SH SOLE 2,325
LUCENT TECHNOLOGIES INC COM 549463107 173 56,810 SH SOLE 56,810
LUFKIN INDS INC COM 549764108 27 480 SH SOLE 480
LYONDELL CHEMICAL CO COM 552078107 20 1,000 SH SOLE 1,000
M & T BK CORP COM 55261F104 3 25 SH SOLE 25
M D C HLDGS INC COM 552676108 2,108 32,780 SH SOLE 32,780
M SYS FLASH DISK PIONEERS LT ORD M7061C100 107 4,123 SH SOLE 4,123
MACERICH CO COM 554382101 1 12 SH SOLE 12
MACQUARIE FT TR GB INF UT DI COM 55607W100 86 3,870 SH SOLE 3,870
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 34 1,500 SH SOLE 1,500
MADISON CLAYMORE CVRD CALL F COM 556582104 172 11,660 SH SOLE 11,660
MADISON STRTG SECTOR PREM FD COM 558268108 103 5,094 SH SOLE 5,094
MAGELLAN HEALTH SVCS INC COM NEW 559079207 18 444 SH SOLE 444
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 26 800 SH SOLE 800
MAGNA INTL INC CL A 559222401 1 9 SH SOLE 9
MANITOWOC INC COM 563571108 223 2,450 SH SOLE 2,450
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
MANNATECH INC COM 563771104 5 300 SH SOLE 300
MANULIFE FINL CORP COM 56501R106 40 642 SH SOLE 642
MARATHON OIL CORP COM 565849106 120 1,576 SH SOLE 1,576
MARCHEX INC CL B 56624R108 44 2,034 SH SOLE 2,034
MARINER ENERGY INC COM 56845T305 20 969 SH SOLE 969
MARKEL CORP COM 570535104 20 59 SH SOLE 59
MARRIOTT INTL INC NEW CL A 571903202 1,844 26,877 SH SOLE 26,877
MARSH & MCLENNAN COS INC COM 571748102 45 1,546 SH SOLE 1,546
MARSHALL & ILSLEY CORP COM 571834100 94 2,160 SH SOLE 2,160
MARTEK BIOSCIENCES CORP COM 572901106 9 274 SH SOLE 166 108
MARTEN TRANS LTD COM 573075108 18 1,000 SH SOLE 1,000
MARTHA STEWART LIVING OMNIME CL A 573083102 13 750 SH SOLE 750
MARVEL ENTERTAINMENT INC COM 57383T103 33 1,616 SH SOLE 1,616
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 532 9,841 SH SOLE 9,841
MASSEY ENERGY CORP COM 576206106 1 25 SH SOLE 25
MATRIX BANCORP INC COM 576819106 11 500 SH SOLE 500
MATRIXX INITIATIVES INC COM 57685L105 5 200 SH SOLE 200
MATSUSHITA ELEC INDL ADR 576879209 1 30 SH SOLE 30
MATTEL INC COM 577081102 20 1,078 SH SOLE 1,078
MAXIM INTEGRATED PRODS INC COM 57772K101 33 883 SH SOLE 285 598
MAXTOR CORP COM NEW 577729205 1 81 SH SOLE 81
MAXXAM INC COM 577913106 8 250 SH SOLE 250
MAYTAG CORP COM 578592107 4 200 SH SOLE 200
MBIA INC COM 55262C100 6 100 SH SOLE 100
MCAFEE INC COM 579064106 24 1,005 SH SOLE 1,005
MCCLATCHY CO CL A 579489105 17 350 SH SOLE 350
MCCORMICK & CO INC COM NON VTG 579780206 117 3,451 SH SOLE 3,451
MCDATA CORP CL A 580031201 72 15,624 SH SOLE 15,624
MCDONALDS CORP COM 580135101 867 25,239 SH SOLE 25,239
MCF CORP COM 580395101 1 1,000 SH SOLE 1,000
MCG CAPITAL CORP COM 58047P107 223 15,820 SH SOLE 15,820
MCGRAW HILL COS INC COM 580645109 120 2,088 SH SOLE 2,088
MDU RES GROUP INC COM 552690109 152 4,550 SH SOLE 4,550
MEADWESTVACO CORP COM 583334107 124 4,540 SH SOLE 4,540
MEDAREX INC COM 583916101 8 635 SH SOLE 285 350
MEDCO HEALTH SOLUTIONS INC COM 58405U102 171 2,989 SH SOLE 2,989
MEDICINES CO COM 584688105 5 255 SH SOLE 255
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2 50 SH SOLE 50
MEDIMMUNE INC COM 584699102 2 50 SH SOLE 50
MEDTRONIC INC COM 585055106 4,866 95,890 SH SOLE 95,890
MELLON FINL CORP COM 58551A108 20 552 SH SOLE 552
MEMC ELECTR MATLS INC COM 552715104 10 260 SH SOLE 260
MENTOR CORP MINN COM 587188103 50 1,100 SH SOLE 1,100
MERCANTILE BANKSHARES CORP COM 587405101 20 522 SH SOLE 522
MERCK & CO INC COM 589331107 872 24,758 SH SOLE 24,758
MERCURY GENL CORP NEW COM 589400100 4 67 SH SOLE 67
MEREDITH CORP COM 589433101 25 441 SH SOLE 441
MERIDIAN BIOSCIENCE INC COM 589584101 30 1,100 SH SOLE 1,100
MERIT MED SYS INC COM 589889104 124 10,300 SH SOLE 10,300
MERRILL LYNCH & CO INC COM 590188108 833 10,576 SH SOLE 10,576
MESABI TR CTF BEN INT 590672101 5 220 SH SOLE 220
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
METLIFE INC COM 59156R108 94 1,953 SH SOLE 1,953
METTLER TOLEDO INTERNATIONAL COM 592688105 17 290 SH SOLE 290
MFS GOVT MKTS INCOME TR SH BEN INT 552939100 13 2,100 SH SOLE 2,100
MFS INTER INCOME TR SH BEN INT 55273C107 9 1,500 SH SOLE 1,500
MGI PHARMA INC COM 552880106 336 19,191 SH SOLE 18,841 350
MGIC INVT CORP WIS COM 552848103 13 195 SH SOLE 195
MGM MIRAGE COM 552953101 37 865 SH SOLE 865
MI DEVS INC CL A SUB VTG 55304X104 16 450 SH SOLE 450
MICREL INC COM 594793101 3 175 SH SOLE 175
MICROCHIP TECHNOLOGY INC COM 595017104 20 553 SH SOLE 553
MICRON TECHNOLOGY INC COM 595112103 29 1,994 SH SOLE 1,994
MICROSEMI CORP COM 595137100 10 340 SH SOLE 340
MICROSOFT CORP COM 594918104 5,085 186,885 SH SOLE 186,885
MICROSTRATEGY INC CL A NEW 594972408 42 400 SH SOLE 400
MIDCAP SPDR TR UNIT SER 1 595635103 2,442 16,871 SH SOLE 16,871
MILLENNIUM CELL INC COM 60038B105 2 1,000 SH SOLE 1,000
MILLER HERMAN INC COM 600544100 2,198 67,845 SH SOLE 67,845
MINDSPEED TECHNOLOGIES INC COM 602682106 20 5,065 SH SOLE 5,065
MINNESOTA MUN INCOME PTFL IN COM 604062109 55 3,500 SH SOLE 3,500
MIRAMAR MINING CORP COM 60466E100 10 3,000 SH SOLE 3,000
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 16 1,061 SH SOLE 1,061
MITSUI & CO LTD ADR 606827202 12 40 SH SOLE 40
MITTAL STEEL CO N V NY REG SH CL A 60684P101 438 11,600 SH SOLE 11,600
MKS INSTRUMENT INC COM 55306N104 9 383 SH SOLE 383
MOHAWK INDS INC COM 608190104 28 345 SH SOLE 345
MOLECULAR DEVICES CORP COM 60851C107 43 1,282 SH SOLE 1,282
MOLEX INC COM 608554101 48 1,431 SH SOLE 1,431
MONACO COACH CORP COM 60886R103 7 500 SH SOLE 500
MONARCH CASINO & RESORT INC COM 609027107 4 140 SH SOLE 140
MONEYGRAM INTL INC COM 60935Y109 482 15,682 SH SOLE 15,682
MONOGRAM BIOSCIENCES INC COM 60975U108 2 977 SH SOLE 977
MONSANTO CO NEW COM 61166W101 41 480 SH SOLE 480
MONTGOMERY STR INCOME SECS I COM 614115103 7 400 SH SOLE 400
MOODYS CORP COM 615369105 945 13,219 SH SOLE 13,219
MORGAN STANLEY GOVT INCOME TR 61745P106 43 5,000 SH SOLE 5,000
MORGAN STANLEY COM NEW 617446448 824 13,110 SH SOLE 13,110
MORGAN STANLEY ASIA PAC FD I COM 61744U106 20 1,200 SH SOLE 1,200
MORGAN STANLEY INDIA INVS FD COM 61745C105 332 6,640 SH SOLE 6,640
MOSAIC CO COM 61945A107 498 34,700 SH SOLE 34,700
MOSSIMO INC COM 619696107 2 401 SH SOLE 401
MOTOROLA INC COM 620076109 783 34,166 SH SOLE 34,166
MPS GROUP INC COM 553409103 60 3,954 SH SOLE 3,954
MTS SYS CORP COM 553777103 856 20,473 SH SOLE 20,473
MUNIHOLDINGS CALIF INSD FD I COM 625933106 265 17,427 SH SOLE 17,427
MURPHY OIL CORP COM 626717102 6 120 SH SOLE 120
MWI VETERINARY SUPPLY INC COM 55402X105 1 44 SH SOLE 44
MYLAN LABS INC COM 628530107 90 3,837 SH SOLE 3,837
MYOGEN INC COM 62856E104 11 310 SH SOLE 10 300
MYRIAD GENETICS INC COM 62855J104 18 700 SH SOLE 700
NABI BIOPHARMACEUTICALS COM 629519109 1 200 SH SOLE 200
NABORS INDUSTRIES LTD SHS G6359F103 449 6,272 SH SOLE 6,272
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
NAM TAI ELECTRS INC COM PAR $0.02 629865205 55 2,395 SH SOLE 2,395
NANOGEN INC COM 630075109 74 24,475 SH SOLE 24,475
NANOMETRICS INC COM 630077105 1 100 SH SOLE 100
NAPSTER INC COM 630797108 1 150 SH SOLE 150
NASDAQ 100 TR UNIT SER 1 631100104 3,060 72,983 SH SOLE 50,000 22,983
NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 36 2,000 SH SOLE 2,000
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 1 5 SH SOLE 5
NATIONAL CITY CORP COM 635405103 101 2,905 SH SOLE 2,905
NATIONAL INSTRS CORP COM 636518102 869 26,650 SH SOLE 26,650
NATIONAL OILWELL VARCO INC COM 637071101 38 595 SH SOLE 595
NATIONAL SEMICONDUCTOR CORP COM 637640103 569 20,439 SH SOLE 20,439
NATIONWIDE FINL SVCS INC CL A 638612101 1 25 SH SOLE 25
NATIONWIDE HEALTH PPTYS INC COM 638620104 6 300 SH SOLE 300
NATURES SUNSHINE PRODUCTS IN COM 639027101 1 89 SH SOLE 89
NBC CAP CORP COM 628729105 3 150 SH SOLE 150
NCR CORP NEW COM 62886E108 4 100 SH SOLE 100
NEKTAR THERAPEUTICS COM 640268108 1 70 SH SOLE 70
NEOSE TECHNOLOGIES INC COM 640522108 14 5,000 SH SOLE 5,000
NESS TECHNOLOGIES INC COM 64104X108 2 194 SH SOLE 194
NETBANK INC COM 640933107 2 227 SH SOLE 227
NETEASE COM INC SPONSORED ADR 64110W102 47 1,900 SH SOLE 1,000 900
NETFLIX COM INC COM 64110L106 165 5,676 SH SOLE 5,676
NETWORK ENGINES INC COM 64121A107 5 1,650 SH SOLE 1,650
NEUBERGER BERMAN DIV ADVANT COM 64127J102 50 2,400 SH SOLE 2,400
NEUBERGER BERMAN RLTY INC FD COM 64126G109 16 800 SH SOLE 800
NEUROCRINE BIOSCIENCES INC COM 64125C109 5 78 SH SOLE 78
NEW PLAN EXCEL RLTY TR INC COM 648053106 13 500 SH SOLE 500
NEW YORK CMNTY BANCORP INC COM 649445103 175 9,991 SH SOLE 9,991
NEW YORK TIMES CO CL A 650111107 10 401 SH SOLE 401
NEWELL RUBBERMAID INC COM 651229106 528 20,947 SH SOLE 20,947
NEWFIELD EXPL CO COM 651290108 4 100 SH SOLE 100
NEWMARKET CORP COM 651587107 5 100 SH SOLE 100
NEWMONT MINING CORP COM 651639106 1,063 20,478 SH SOLE 20,478
NEWS CORP CL B 65248E203 47 2,650 SH SOLE 2,650
NEWS CORP CL A 65248E104 320 19,290 SH SOLE 19,290
NFJ DIVID INT & PREM STRTGY COM SHS 65337H109 145 6,380 SH SOLE 6,380
NIC INC COM 62914B100 12 1,900 SH SOLE 1,900
NICHOLAS APPLEGATE CV&INC FD COM 65370G109 31 2,000 SH SOLE 2,000
NICHOLAS-APPLEGATE CV & INC COM 65370F101 1,658 106,563 SH SOLE 106,563
NICHOLAS-APPLGT INTL & PRM S COM 65370C108 101 4,050 SH SOLE 4,050
NIKE INC CL B 654106103 596 7,000 SH SOLE 7,000
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 5 212 SH SOLE 212
NISOURCE INC COM 65473P105 10 500 SH SOLE 500
NISSAN MOTORS SPONSORED ADR 654744408 1 30 SH SOLE 30
NOBLE ENERGY INC COM 655044105 197 4,486 SH SOLE 4,486
NOKIA CORP SPONSORED ADR 654902204 2,192 105,810 SH SOLE 100 105,710
NOMURA HLDGS INC SPONSORED ADR 65535H208 12 552 SH SOLE 552
NORDIC AMERICAN TANKER SHIPP COM G65773106 43 1,500 SH SOLE 1,500
NORDSTROM INC COM 655664100 136 3,466 SH SOLE 3,466
NORFOLK SOUTHERN CORP COM 655844108 406 7,510 SH SOLE 7,510
NORTEL NETWORKS CORP NEW COM 656568102 36 11,763 SH SOLE 11,763
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
NORTH AMERN PALLADIUM LTD COM 656912102 4 330 SH SOLE 330
NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 28 950 SH SOLE 950
NORTH FORK BANCORPORATION NY COM 659424105 4 133 SH SOLE 133
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 139 2,900 SH SOLE 2,900
NORTHERN ORION RES INC COM 665575106 20 4,525 SH SOLE 4,525
NORTHERN TR CORP COM 665859104 50 943 SH SOLE 63 880
NORTHFIELD LABS INC COM 666135108 7 650 SH SOLE 650
NORTHROP GRUMMAN CORP COM 666807102 54 797 SH SOLE 797
NORTHWESTERN CORP COM NEW 668074305 2 56 SH SOLE 56
NORTHWESTERN CORP *W EXP 99/99/999 668074115 1 181 SH SOLE 181
NOVA CHEMICALS CORP COM 66977W109 1 40 SH SOLE 40
NOVAGOLD RES INC COM NEW 66987E206 15 1,000 SH SOLE 1,000
NOVARTIS A G SPONSORED ADR 66987V109 75 1,360 SH SOLE 1,360
NOVASTAR FINL INC COM 669947400 17 500 SH SOLE 500
NOVELIS INC COM 67000X106 79 3,820 SH SOLE 3,820
NOVELL INC COM 670006105 79 10,300 SH SOLE 10,300
NOVELLUS SYS INC COM 670008101 5 201 SH SOLE 100 101
NTT DOCOMO INC SPONS ADR 62942M201 11 724 SH SOLE 724
NU SKIN ENTERPRISES INC CL A 67018T105 17 947 SH SOLE 947
NUCOR CORP COM 670346105 7,276 69,438 SH SOLE 69,438
NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 24 1,280 SH SOLE 1,280
NUVEEN EQUITY PREM ADV FD COM 6706ET107 13 700 SH SOLE 700
NUVEEN FLA QUALITY INCOME MU COM 670978105 23 1,700 SH SOLE 1,700
NUVEEN FLOATING RATE INCOME COM 67072T108 1,167 89,438 SH SOLE 89,438
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 370 27,889 SH SOLE 27,889
NUVEEN INSD NEW YORK DIVID COM 67071N102 8 500 SH SOLE 500
NUVEEN INSD QUALITY MUN FD I COM 67062N103 15 1,000 SH SOLE 1,000
NUVEEN PFD & CONV INC FD COM 67073B106 82 6,600 SH SOLE 6,600
NUVEEN PREM INCOME MUN FD COM 67062T100 10 700 SH SOLE 700
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 9 667 SH SOLE 667
NUVEEN QUALITY PFD INCOME FD COM 67072C105 37 2,700 SH SOLE 2,700
NUVEEN SR INCOME FD COM 67067Y104 151 18,013 SH SOLE 18,013
NUVEEN TX ADV TOTAL RET STRG COM 67090H102 34 1,500 SH SOLE 1,500
NUVELO INC COM NEW 67072M301 11 600 SH SOLE 600
O REILLY AUTOMOTIVE INC COM 686091109 57 1,571 SH SOLE 1 1,570
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 102 9,612 SH SOLE 8,658 954
OCCIDENTAL PETE CORP DEL COM 674599105 401 4,324 SH SOLE 4,324
OCEANEERING INTL INC COM 675232102 31 540 SH SOLE 540
OFFICE DEPOT INC COM 676220106 19 500 SH SOLE 500
OGE ENERGY CORP COM 670837103 20 700 SH SOLE 700
OIL STS INTL INC COM 678026105 22 600 SH SOLE 600
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 411 2,800 SH SOLE 2,800
OLD MUTUAL CLAYMORE LNG SHT COM 68003N103 202 11,600 SH SOLE 11,600
OLIN CORP COM PAR $1 680665205 2 100 SH SOLE 100
OMI CORP NEW COM Y6476W104 18 1,000 SH SOLE 1,000
OMNICARE INC COM 681904108 77 1,400 SH SOLE 1,400
OMNICOM GROUP INC COM 681919106 39 465 SH SOLE 465
OMNIVISION TECHNOLOGIES INC COM 682128103 240 7,950 SH SOLE 150 7,800
ONEOK INC NEW COM 682680103 10 300 SH SOLE 300
OPENWAVE SYS INC COM NEW 683718308 140 6,481 SH SOLE 6,481
ORACLE CORP COM 68389X105 846 61,761 SH SOLE 61,761
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
ORASURE TECHNOLOGIES INC COM 68554V108 5 500 SH SOLE 500
ORBITAL SCIENCES CORP COM 685564106 827 52,300 SH SOLE 52,300
OTTER TAIL CORP COM 689648103 3 100 SH SOLE 100
OUTBACK STEAKHOUSE INC COM 689899102 8 185 SH SOLE 185
OWENS & MINOR INC NEW COM 690732102 7 210 SH SOLE 210
OXFORD INDS INC COM 691497309 35 675 SH SOLE 675
OYO GEOSPACE CORP COM 671074102 15 250 SH SOLE 250
P F CHANGS CHINA BISTRO INC COM 69333Y108 5 100 SH SOLE 100
PACCAR INC COM 693718108 42 600 SH SOLE 600
PACIFIC ETHANOL INC COM 69423U107 22 1,000 SH SOLE 1,000
PACIFIC SUNWEAR CALIF INC COM 694873100 53 2,400 SH SOLE 2,400
PACKETEER INC COM 695210104 1 100 SH SOLE 100
PACTIV CORP COM 695257105 1 25 SH SOLE 25
PAIN THERAPEUTICS INC COM 69562K100 8 700 SH SOLE 700
PALL CORP COM 696429307 44 1,400 SH SOLE 1,400
PALM INC NEW COM 696643105 22 950 SH SOLE 950
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 7 200 SH SOLE 200
PAN AMERICAN SILVER CORP COM 697900108 103 4,060 SH SOLE 4,060
PANACOS PHARMACEUTICALS INC COM 69811Q106 1 100 SH SOLE 100
PANERA BREAD CO CL A 69840W108 15 200 SH SOLE 200
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 7 400 SH SOLE 400
PARKER HANNIFIN CORP COM 701094104 97 1,200 SH SOLE 1,200
PARLUX FRAGRANCES INC COM 701645103 19 600 SH SOLE 600
PARTICLE DRILLING TECHNOLOGI COM 70212G101 21 4,000 SH SOLE 4,000
PATRIOT CAPITAL FUNDING INC COM 70335Y104 206 16,483 SH SOLE 2,503 13,980
PATTERSON COMPANIES INC COM 703395103 24 675 SH SOLE 675
PATTERSON UTI ENERGY INC COM 703481101 23 729 SH SOLE 729
PAXSON COMMUNICATIONS CORP COM 704231109 2 2,000 SH SOLE 2,000
PAYCHEX INC COM 704326107 298 7,165 SH SOLE 7,165
PDL BIOPHARMA INC COM 69329Y104 19 586 SH SOLE 586
PEABODY ENERGY CORP COM 704549104 2,237 44,382 SH SOLE 44,382
PEARSON PLC SPONSORED ADR 705015105 3 228 SH SOLE 228
PEMSTAR INC COM 706552106 20 9,800 SH SOLE 100 9,700
PENGROWTH ENERGY TR TRUST UNIT A 706902301 109 4,700 SH SOLE 4,700
PENN NATL GAMING INC COM 707569109 9 220 SH SOLE 220
PENN VA RESOURCES PARTNERS L COM 707884102 75 1,300 SH SOLE 1,300
PENNEY J C INC COM 708160106 67 1,112 SH SOLE 1,112
PENNFED FINL SVCS INC COM 708167101 9 490 SH SOLE 490
PENTAIR INC COM 709631105 149 3,663 SH SOLE 3,663
PEOPLESUPPORT INC COM 712714302 12 1,200 SH SOLE 1,200
PEP BOYS MANNY MOE & JACK COM 713278109 5 350 SH SOLE 350
PEPCO HOLDINGS INC COM 713291102 27 1,200 SH SOLE 1,200
PEPSICO INC COM 713448108 985 17,036 SH SOLE 17,036
PEREGRINE PHARMACEUTICALS IN COM 713661106 1 800 SH SOLE 800
PERKINELMER INC COM 714046109 18 750 SH SOLE 750
PETROCHINA CO LTD SPONSORED ADR 71646E100 327 3,114 SH SOLE 3,114
PETROFUND ENERGY TRUST TR UNIT 71648W108 55 2,525 SH SOLE 2,525
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 16 185 SH SOLE 185
PETROLEUM & RES CORP COM 716549100 50 1,500 SH SOLE 1,500
PETSMART INC COM 716768106 24 870 SH SOLE 870
PFIZER INC COM 717081103 2,784 111,715 SH SOLE 111,715
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
PG&E CORP COM 69331C108 148 3,800 SH SOLE 3,400 400
PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 93 1,300 SH SOLE 1,300
PHARMACEUTICAL PROD DEV INC COM 717124101 205 5,925 SH SOLE 5,925
PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC2 8 10,000 PRN SOLE 10,000
PHELPS DODGE CORP COM 717265102 181 2,250 SH SOLE 2,250
PHOENIX COS INC NEW COM 71902E109 2 95 SH SOLE 95
PIER 1 IMPORTS INC COM 720279108 12 1,000 SH SOLE 1,000
PIMCO CORPORATE OPP FD COM 72201B101 161 9,300 SH SOLE 9,300
PIMCO FLOATING RATE INCOME F COM 72201H108 21 1,063 SH SOLE 1,063
PIMCO FLOATING RATE STRTGY F COM 72201J104 441 23,152 SH SOLE 23,152
PIMCO HIGH INCOME FD COM SHS 722014107 1,721 114,223 SH SOLE 114,223
PIMCO MUN INCOME FD II COM 72200W106 30 2,000 SH SOLE 2,000
PIMCO STRATEGIC GBL GOV FD I COM 72200X104 12 1,000 SH SOLE 1,000
PINNACLE WEST CAP CORP COM 723484101 22 570 SH SOLE 570
PIONEER TAX ADVNTAGE BALANC COM 72388R101 49 3,800 SH SOLE 3,800
PITNEY BOWES INC COM 724479100 19 454 SH SOLE 454
PIXAR COM 725811103 39 605 SH SOLE 605
PIZZA INN INC NEW COM 725848105 7 2,550 SH SOLE 2,550
PLATO LEARNING INC COM 72764Y100 571 60,211 SH SOLE 60,211
PLEXUS CORP COM 729132100 4 100 SH SOLE 100
PLUG POWER INC COM 72919P103 5 1,000 SH SOLE 1,000
PLUM CREEK TIMBER CO INC COM 729251108 44 1,200 SH SOLE 1,200
PNC FINL SVCS GROUP INC COM 693475105 8 118 SH SOLE 118
POGO PRODUCING CO COM 730448107 1 25 SH SOLE 25
POLARIS INDS INC COM 731068102 785 14,380 SH SOLE 14,380
POLO RALPH LAUREN CORP CL A 731572103 24 400 SH SOLE 400
PORTALPLAYER INC COM 736187204 9 396 SH SOLE 96 300
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 105 2,241 SH SOLE 41 2,200
POSCO SPONSORED ADR 693483109 12 190 SH SOLE 190
POWERDSINE LTD SHS M41415106 1 201 SH SOLE 201
POWERSHARES ETF TRUST DYN EN EX PROD 73935X658 3 150 SH SOLE 150
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 77 1,500 SH SOLE 1,500
POWERSHARES ETF TRUST HI GRW RT DIV 73935X724 34 2,150 SH SOLE 2,150
POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 54 2,550 SH SOLE 2,550
POWERSHARES ETF TRUST ZACKS MC PRTFL 73935X740 66 3,850 SH SOLE 3,850
POWERSHARES ETF TRUST VAL LINE TIME 73935X682 73 4,400 SH SOLE 4,400
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 112 5,600 SH SOLE 5,600
POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X302 103 6,875 SH SOLE 6,875
POWERSHARES ETF TRUST WATER RESOURCE 73935X575 185 10,250 SH SOLE 10,250
POWERSHARES ETF TRUST DYNAMIC OTC PT 73935X203 825 15,695 SH SOLE 15,695
POWERSHARES ETF TRUST DYNAMIC MKT PT 73935X104 2,107 43,975 SH SOLE 43,975
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 769 47,380 SH SOLE 47,380
POWERSHARES ETF TRUST DYMN MC VAL 73935X880 979 57,440 SH SOLE 57,440
POWERSHARES ETF TRUST DYNM SM CP GRW 73935X872 1,231 67,070 SH SOLE 67,070
POWERSHARES ETF TRUST DYNM LRG CP VL 73935X708 1,218 71,450 SH SOLE 71,450
POWERSHARES ETF TRUST DYNM MC GRWTH 73935X807 1,513 80,740 SH SOLE 80,740
POWERSHARES ETF TRUST DYNM SM CP VAL 73935X864 1,383 82,270 SH SOLE 82,270
POWERSHARES ETF TRUST GOLDEN DRG USX 73935X401 1,380 83,050 SH SOLE 83,050
POWERSHARES ETF TRUST DYNM LRG CP GR 73935X609 1,443 87,240 SH SOLE 87,240
POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 4,432 3,317,000 PRN SOLE 3,317,000
POWERWAVE TECHNOLOGIES INC COM 739363109 11 814 SH SOLE 330 484
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
POZEN INC COM 73941U102 6 370 SH SOLE 370
PPG INDS INC COM 693506107 20 318 SH SOLE 318
PRAXAIR INC COM 74005P104 711 12,895 SH SOLE 12,895
PRECISION CASTPARTS CORP COM 740189105 45 750 SH SOLE 750
PRECISION DRILLING TR TR UNIT 740215108 2,477 76,605 SH SOLE 76,605
PRICE T ROWE GROUP INC COM 74144T108 299 3,824 SH SOLE 3,824
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 6 125 SH SOLE 125
PROCTER & GAMBLE CO COM 742718109 6,592 114,382 SH SOLE 114,382
PROGRESS ENERGY INC COM 743263105 894 20,335 SH SOLE 20,335
PROGRESSIVE CORP OHIO COM 743315103 24 230 SH SOLE 230
PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF0 3,051 2,044,000 PRN SOLE 2,044,000
PROTHERICS PLC SPONSORED ADR 743707101 1 84 SH SOLE 84
PROVIDENT ENERGY TR TR UNIT 74386K104 62 5,500 SH SOLE 5,500
PROVIDENT FINL SVCS INC COM 74386T105 9 490 SH SOLE 490
PRUDENTIAL FINL INC COM 744320102 6 75 SH SOLE 75
PRUDENTIAL PLC 6.75%SUB REG S G7293H114 25 1,000 SH SOLE 1,000
PSYCHEMEDICS CORP COM NEW 744375205 2 100 SH SOLE 100
PSYCHIATRIC SOLUTIONS INC COM 74439H108 32 960 SH SOLE 960
PUGET ENERGY INC NEW COM 745310102 25 1,197 SH SOLE 1,197
PULTE HOMES INC COM 745867101 1 16 SH SOLE 16
PUTNAM MANAGED HIGH YIELD TR SH BEN INT 746819101 19 2,200 SH SOLE 2,200
PUTNAM MANAGED MUN INCOM TR COM 746823103 81 11,000 SH SOLE 11,000
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 77 12,640 SH SOLE 12,640
Q MED COM 747914109 12 1,250 SH SOLE 1,250
QLOGIC CORP COM 747277101 9 450 SH SOLE 200 250
QUALCOMM INC COM 747525103 4,125 81,505 SH SOLE 200 81,305
QUALITY SYS INC COM 747582104 511 15,440 SH SOLE 15,440
QUANEX CORP COM 747620102 46 690 SH SOLE 690
QUANTA SVCS INC COM 74762E102 10 600 SH SOLE 600
QUEST DIAGNOSTICS INC COM 74834L100 95 1,855 SH SOLE 1,855
QUESTAR CORP COM 748356102 35 495 SH SOLE 495
QUICKSILVER RESOURCES INC COM 74837R104 12 322 SH SOLE 322
QUIDEL CORP COM 74838J101 41 3,200 SH SOLE 3,200
QUIKSILVER INC COM 74838C106 14 1,000 SH SOLE 1,000
QUIXOTE CORP COM 749056107 2 100 SH SOLE 100
QWEST COMMUNICATIONS INTL IN COM 749121109 74 10,857 SH SOLE 10,857
RADIAN GROUP INC COM 750236101 8 125 SH SOLE 125
RADIATION THERAPY SVCS INC COM 750323206 6 220 SH SOLE 220
RAIT INVT TR COM 749227104 264 9,350 SH SOLE 9,350
RANGE RES CORP COM 75281A109 8 300 SH SOLE 300
RARE HOSPITALITY INTL INC COM 753820109 10 300 SH SOLE 300
RASER TECHNOLOGIES INC COM 754055101 35 2,100 SH SOLE 2,100
RAYMOND JAMES FINANCIAL INC COM 754730109 9 315 SH SOLE 315
RAYTHEON CO COM NEW 755111507 155 3,386 SH SOLE 3,386
RC2 CORP COM 749388104 20 500 SH SOLE 500
READERS DIGEST ASSN INC COM 755267101 10 688 SH SOLE 688
REAVES UTIL INCOME FD COM SH BEN INT 756158101 24 1,200 SH SOLE 1,200
RED HAT INC COM 756577102 280 10,000 SH CALL SOLE 10,000
RED HAT INC COM 756577102 29 1,030 SH SOLE 1,030
RED ROBIN GOURMET BURGERS IN COM 75689M101 5 100 SH SOLE 100
REFAC OPTICAL GROUP COM 758960108 2 236 SH SOLE 236
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------------------------------------------------------------------------------------------------------
NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
REGENCY CTRS CORP COM 758849103 5 80 SH SOLE 80
REGIONS FINANCIAL CORP NEW COM 7591EP100 375 10,676 SH SOLE 10,676
REGIS CORP MINN COM 758932107 1,608 46,635 SH SOLE 46,635
REHABCARE GROUP INC COM 759148109 4 200 SH SOLE 200
RELIANT ENERGY INC COM 75952B105 130 12,257 SH SOLE 12,257
RENAL CARE GROUP INC COM 759930100 12 260 SH SOLE 260
RENOVIS INC COM 759885106 15 718 SH SOLE 118 600
RENT A CTR INC NEW COM 76009N100 13 500 SH SOLE 500
REPUBLIC AWYS HLDGS INC COM 760276105 34 2,300 SH SOLE 2,300
RESMED INC COM 761152107 56 1,278 SH SOLE 1,278
RESOURCE AMERICA INC CL A 761195205 5 240 SH SOLE 240
RESTORATION HARDWARE INC DEL COM 760981100 3 600 SH SOLE 600
REYNOLDS AMERICAN INC COM 761713106 206 1,950 SH SOLE 1,950
RF MICRODEVICES INC COM 749941100 8 950 SH SOLE 950
RIGHTNOW TECHNOLOGIES INC COM 76657R106 2 125 SH SOLE 125
RIO TINTO PLC SPONSORED ADR 767204100 63 305 SH SOLE 305
RMR REAL ESTATE FD SH BEN INT 74963F106 22 1,500 SH SOLE 1,500
ROBERT HALF INTL INC COM 770323103 2 63 SH SOLE 63
ROGERS CORP COM 775133101 7,878 144,604 SH SOLE 144,604
ROHM & HAAS CO COM 775371107 87 1,771 SH SOLE 1,771
ROPER INDS INC NEW COM 776696106 11 229 SH SOLE 229
ROSS STORES INC COM 778296103 4 120 SH SOLE 120
ROYAL BK CDA MONTREAL QUE COM 780087102 1 11 SH SOLE 11
ROYAL BK SCOTLAND GROUP PLC SPON ADR F 780097804 6 250 SH SOLE 250
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 18 700 SH SOLE 700
ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 780097762 37 1,500 SH SOLE 1,500
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 40 945 SH SOLE 945
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 17 266 SH SOLE 266
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 630 10,113 SH SOLE 10,113
ROYAL GOLD INC COM 780287108 17 480 SH SOLE 480
ROYALE ENERGY INC COM NEW 78074G200 2 387 SH SOLE 387
RPM INTL INC COM 749685103 70 3,900 SH SOLE 3,900
RUBIOS RESTAURANTS INC COM 78116B102 1 100 SH SOLE 100
RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 1,472 8,346 SH SOLE 8,346
RYERSON INC COM 78375P107 7 250 SH SOLE 250
S&P 500 COVERED CALL FD INC COM 78381P109 34 2,000 SH SOLE 2,000
SAFECO CORP COM 786429100 173 3,445 SH SOLE 3,445
SAFEWAY INC COM NEW 786514208 113 4,501 SH SOLE 4,501
SALIX PHARMACEUTICALS INC COM 795435106 5 333 SH SOLE 195 138
SALOMON BR GLBL PRTNRS INC F COM 794914101 66 5,800 SH SOLE 5,800
SALOMON BR INFLTN MNGNT FD I COM 79550V109 13 800 SH SOLE 800
SALOMON BROS CP & INCM FD IN COM 795500107 27 1,500 SH SOLE 1,500
SALOMON BROS HIGH INCOME FD COM 79547Q106 124 13,300 SH SOLE 13,300
SAMARITAN PHARMACEUTICALS COM 79586Q108 4 5,000 SH SOLE 5,000
SANDERSON FARMS INC COM 800013104 1 50 SH SOLE 50
SANDISK CORP COM 80004C101 168 2,929 SH SOLE 2,929
SANFILIPPO JOHN B & SON INC COM 800422107 1 50 SH SOLE 50
SANGAMO BIOSCIENCES INC COM 800677106 9 1,574 SH SOLE 24 1,550
SANMINA SCI CORP COM 800907107 20 4,819 SH SOLE 4,819
SANOFI AVENTIS SPONSORED ADR 80105N105 270 5,684 SH SOLE 5,684
SANTARUS INC COM 802817304 157 21,000 SH SOLE 21,000
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
SANYO ELEC LTD ADR 5 COM 803038306 7 500 SH SOLE 500
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 202 3,719 SH SOLE 3,719
SARA LEE CORP COM 803111103 2,166 121,117 SH SOLE 121,117
SASOL LTD SPONSORED ADR 803866300 44 1,160 SH SOLE 1,160
SATYAM COMPUTER SERVICES LTD ADR 804098101 18 404 SH SOLE 404
SCANA CORP NEW COM 80589M102 73 1,870 SH SOLE 1,870
SCHEIN HENRY INC COM 806407102 6 125 SH SOLE 125
SCHERING A G SPONSORED ADR 806585204 1 7 SH SOLE 7
SCHERING PLOUGH CORP COM 806605101 37 1,970 SH SOLE 1,970
SCHICK TECHNOLOGIES INC COM 806683108 26 520 SH SOLE 520
SCHLUMBERGER LTD COM 806857108 439 3,470 SH SOLE 3,470
SCHNITZER STL INDS CL A 806882106 43 1,000 SH SOLE 1,000
SCHWAB CHARLES CORP NEW COM 808513105 65 3,776 SH SOLE 3,776
SCIENTIFIC GAMES CORP CL A 80874P109 11 300 SH SOLE 300
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 8 195 SH SOLE 195
SCP POOL CORP COM 784028102 20 421 SH SOLE 421
SCRIPPS E W CO OHIO CL A 811054204 14 320 SH SOLE 320
SEAGATE TECHNOLOGY SHS G7945J104 25 958 SH SOLE 533 425
SEALED AIR CORP NEW COM 81211K100 15 265 SH SOLE 265
SEARS HLDGS CORP COM 812350106 94 715 SH SOLE 715
SEI INVESTMENTS CO COM 784117103 5,094 125,677 SH SOLE 125,677
SELECT COMFORT CORP COM 81616X103 1,090 27,568 SH SOLE 27,568
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11 323 SH SOLE 323
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 36 1,100 SH SOLE 1,100
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 116 2,127 SH SOLE 2,127
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 149 4,659 SH SOLE 4,659
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 251 8,126 SH SOLE 8,126
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 1,627 73,472 SH SOLE 73,472
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 889 24,475 SH SOLE 75 24,400
SEMPRA ENERGY COM 816851109 46 1,000 SH SOLE 1,000
SEPRACOR INC COM 817315104 18 369 SH SOLE 369
SEROLOGICALS CORP COM 817523103 5 200 SH SOLE 200
SERVICE CORP INTL COM 817565104 4 500 SH SOLE 500
SERVICEMASTER CO COM 81760N109 522 39,752 SH SOLE 39,752
SERVICES ACQUISITION CORP IN COM 817628100 138 13,505 SH SOLE 13,505
SGX PHARMACEUTICALS INC COM 78423C108 6 600 SH SOLE 600
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 3 200 SH SOLE 200
SHERWIN WILLIAMS CO COM 824348106 34 680 SH SOLE 680
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 18 200 SH SOLE 200
SHIRE PLC SPONSORED ADR 82481R106 28 600 SH SOLE 600
SHUFFLE MASTER INC COM 825549108 184 5,152 SH SOLE 5,152
SHURGARD STORAGE CTRS INC COM 82567D104 87 1,312 SH SOLE 1,312
SIEMENS A G SPONSORED ADR 826197501 131 1,407 SH SOLE 1,407
SIERRA HEALTH SVCS INC COM 826322109 33 820 SH SOLE 820
SIERRA WIRELESS INC COM 826516106 33 2,846 SH SOLE 2,846
SIGMA ALDRICH CORP COM 826552101 11 171 SH SOLE 171
SIGMA DESIGNS INC COM 826565103 18 1,200 SH SOLE 1,200
SILICON IMAGE INC COM 82705T102 4 357 SH SOLE 357
SILVER STD RES INC COM 82823L106 130 6,300 SH SOLE 6,300
SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 24 345 SH SOLE 345
SIMON PPTY GROUP INC NEW COM 828806109 62 739 SH SOLE 739
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
SIRIUS SATELLITE RADIO INC COM 82966U103 155 30,628 SH SOLE 30,628
SIRNA THERAPEUTICS INC COM 829669100 2 235 SH SOLE 235
SIRVA INC COM 82967Y104 1,177 137,960 SH SOLE 137,960
SK TELECOM LTD SPONSORED ADR 78440P108 3 109 SH SOLE 109
SKILLSOFT PLC SPONSORED ADR 830928107 374 71,417 SH SOLE 71,417
SKYWORKS SOLUTIONS INC COM 83088M102 47 6,970 SH SOLE 6,970
SLM CORP COM 78442P106 847 16,300 SH SOLE 16,300
SMALL CAP PREM & DIV INCM FD COM 83165P101 96 5,250 SH SOLE 5,250
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 4 94 SH SOLE 94
SMITH A O COM 831865209 5 90 SH SOLE 90
SMUCKER J M CO COM NEW 832696405 103 2,607 SH SOLE 2,607
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 5 40 SH SOLE 40
SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 71 1,900 SH SOLE 1,900
SOHU COM INC COM 83408W103 3 100 SH SOLE 100
SOLECTRON CORP COM 834182107 11 2,642 SH SOLE 2,642
SOMAXON PHARMACEUTICALS INC COM 834453102 2 144 SH SOLE 144
SONIC CORP COM 835451105 16 450 SH SOLE 450
SONIC SOLUTIONS COM 835460106 18 1,000 SH SOLE 1,000
SONOCO PRODS CO COM 835495102 22 640 SH SOLE 640
SONOSITE INC COM 83568G104 4 100 SH SOLE 100
SONY CORP ADR NEW 835699307 53 1,147 SH SOLE 1,147
SOUTHERN CO COM 842587107 156 4,750 SH SOLE 4,750
SOUTHERN COPPER CORP COM 84265V105 71 840 SH SOLE 840
SOUTHWEST AIRLS CO COM 844741108 1,714 95,275 SH SOLE 95,275
SOUTHWEST WTR CO COM 845331107 18 1,150 SH SOLE 1,150
SOUTHWESTERN ENERGY CO COM 845467109 112 3,466 SH SOLE 3,466
SOVEREIGN BANCORP INC COM 845905108 4 200 SH SOLE 200
SPARTON CORP COM 847235108 2 210 SH SOLE 210
SPATIALIGHT INC COM 847248101 3 910 SH SOLE 910
SPDR TR UNIT SER 1 78462F103 6,357 48,962 SH SOLE 48,962
SPECTRANETICS CORP COM 84760C107 6 500 SH SOLE 500
SPRINT NEXTEL CORP COM FON 852061100 1,257 48,644 SH SOLE 48,644
SPSS INC COM 78462K102 6 200 SH SOLE 200
ST JOE CO COM 790148100 6 100 SH SOLE 100
ST JUDE MED INC COM 790849103 1,091 26,605 SH SOLE 26,605
ST MARY LD & EXPL CO COM 792228108 80 1,950 SH SOLE 1,950
ST PAUL TRAVELERS INC COM 792860108 1,530 36,603 SH SOLE 36,603
STANCORP FINL GROUP INC COM 852891100 1 20 SH SOLE 20
STANDARD MICROSYSTEMS CORP COM 853626109 40 1,545 SH SOLE 1,545
STANLEY WKS COM 854616109 416 8,208 SH SOLE 8,208
STAPLES INC COM 855030102 502 19,652 SH SOLE 1 19,651
STARBUCKS CORP COM 855244109 7,635 202,884 SH SOLE 202,884
STATE STR CORP COM 857477103 860 14,238 SH SOLE 14,238
STATION CASINOS INC COM 857689103 35 440 SH SOLE 440
STATS CHIPPAC LTD SPONSORED ADR 85771T104 597 76,089 SH SOLE 13 76,076
STEAK N SHAKE CO COM 857873103 6 305 SH SOLE 305
STEEL DYNAMICS INC COM 858119100 108 1,900 SH SOLE 1,900
STEELCASE INC CL A 858155203 7 400 SH SOLE 400
STELLENT INC COM 85856W105 17 1,400 SH SOLE 1,400
STEPAN CO COM 858586100 6 200 SH SOLE 200
STERICYCLE INC COM 858912108 73 1,079 SH SOLE 1,079
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
STEWART & STEVENSON SVCS INC COM 860342104 1 40 SH SOLE 40
STEWART ENTERPRISES INC CL A 860370105 11 2,000 SH SOLE 2,000
STILLWATER MNG CO COM 86074Q102 10 592 SH SOLE 592
STOLT OFFSHORE S A SP ADR REG COM 861567105 6 400 SH SOLE 400
STRATEGIC HOTELS & RESORTS I COM 86272T106 63 2,700 SH SOLE 2,700
STRATEX NETWORKS INC COM 86279T109 6 1,000 SH SOLE 1,000
STRAYER ED INC COM 863236105 34 332 SH SOLE 67 265
STREETTRACKS GOLD TR GOLD SHS 863307104 286 4,931 SH SOLE 4,931
STREETTRACKS SER TR DJ WLSH REIT 86330E604 195 2,505 SH SOLE 2,505
STRYKER CORP COM 863667101 2,152 48,525 SH SOLE 48,525
STUDENT LN CORP COM 863902102 7 30 SH SOLE 30
STURM RUGER & CO INC COM 864159108 48 6,000 SH SOLE 6,000
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 123 4,138 SH SOLE 4,138
SUFFOLK BANCORP COM 864739107 8 240 SH SOLE 240
SUN LIFE FINL INC COM 866796105 511 12,000 SH SOLE 12,000
SUN MICROSYSTEMS INC COM 866810104 130 25,252 SH SOLE 32 25,220
SUNAMERICA FCSED ALPHA GRW F COM 867037103 271 15,250 SH SOLE 15,250
SUNAMERICA FOCUSE ALPHA LC F COM 867038101 238 13,775 SH SOLE 13,775
SUNCOR ENERGY INC COM 867229106 131 1,700 SH SOLE 1,700
SUNOCO INC COM 86764P109 9 110 SH SOLE 110
SUNOPTA INC COM 8676EP108 4 431 SH SOLE 431
SUNPOWER CORP COM CL A 867652109 1 26 SH SOLE 26
SUNTECH PWR HLDGS CO LTD ADR 86800C104 1 26 SH SOLE 26
SUNTRUST BKS INC COM 867914103 1,645 22,608 SH SOLE 22,608
SUPERIOR ENERGY SVCS INC COM 868157108 10 355 SH SOLE 355
SUPERVALU INC COM 868536103 677 21,952 SH SOLE 21,952
SURMODICS INC COM 868873100 77 2,170 SH SOLE 2,170
SVB FINL GROUP COM 78486Q101 4 84 SH SOLE 84
SWIFT TRANSN CO COM 870756103 32 1,474 SH SOLE 1,474
SWISSCOM AG SPONSORED ADR 871013108 1 18 SH SOLE 18
SYCAMORE NETWORKS INC COM 871206108 1 200 SH SOLE 200
SYMANTEC CORP COM 871503108 49 2,931 SH SOLE 2,931
SYMYX TECHNOLOGIES COM 87155S108 1,838 66,245 SH SOLE 66,245
SYNAPTICS INC COM 87157D109 4 182 SH SOLE 182
SYNERON MEDICAL LTD ORD SHS M87245102 7 229 SH SOLE 54 175
SYNGENTA AG SPONSORED ADR 87160A100 6 208 SH SOLE 208
SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 3 300 SH SOLE 300
SYNOVUS FINL CORP COM 87161C105 18 668 SH SOLE 668
SYSCO CORP COM 871829107 4,940 154,122 SH SOLE 150,000 4,122
TAIWAN GREATER CHINA FD SH BEN INT 874037104 11 2,000 SH SOLE 2,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 88 8,711 SH SOLE 8,711
TALX CORP COM 874918105 45 1,575 SH SOLE 1,575
TARGET CORP COM 87612E106 2,657 51,088 SH SOLE 51,088
TASER INTL INC COM 87651B104 1 100 SH SOLE 100
TCF FINL CORP COM 872275102 1,134 44,043 SH SOLE 44,043
TD AMERITRADE HLDG CORP COM 87236Y108 8 400 SH SOLE 400
TD BANKNORTH INC COM 87235A101 16 560 SH SOLE 560
TECHNE CORP COM 878377100 94 1,558 SH SOLE 1,558
TECO ENERGY INC COM 872375100 30 1,833 SH SOLE 1,833
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 78 2,100 SH SOLE 2,100
TEKELEC COM 879101103 14 1,000 SH SOLE 1,000
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
TEKTRONIX INC COM 879131100 7 200 SH SOLE 200
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 107 3,900 SH SOLE 3,900
TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 15 500 SH SOLE 500
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 3 104 SH SOLE 104
TELEFONICA S A SPONSORED ADR 879382208 26 556 SH SOLE 556
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 5 231 SH SOLE 231
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 24 500 SH SOLE 500
TELEPHONE & DATA SYS INC COM 879433100 2 44 SH SOLE 44
TELLABS INC COM 879664100 1 89 SH SOLE 89
TELSTRA CORP LTD SPON ADR FINAL 87969N204 3 245 SH SOLE 245
TELUS CORP NON-VTG SHS 87971M202 6 150 SH SOLE 150
TEMPLE INLAND INC COM 879868107 6 140 SH SOLE 140
TEMPLETON DRAGON FD INC COM 88018T101 26 1,205 SH SOLE 1,205
TEMPLETON EMERG MKTS INCOME COM 880192109 15 1,164 SH SOLE 1,164
TEMPLETON GLOBAL INCOME FD COM 880198106 26 3,030 SH SOLE 3,030
TEMPUR PEDIC INTL INC COM 88023U101 83 5,900 SH SOLE 300 5,600
TENARIS S A SPONSORED ADR 88031M109 62 345 SH SOLE 345
TENET HEALTHCARE CORP COM 88033G100 2 262 SH SOLE 262
TEPPCO PARTNERS L P UT LTD PARTNER 872384102 112 3,100 SH SOLE 3,100
TEREX CORP NEW COM 880779103 179 2,265 SH SOLE 2,265
TESORO CORP COM 881609101 85 1,240 SH SOLE 1,240
TETRA TECH INC NEW COM 88162G103 57 3,000 SH SOLE 3,000
TETRA TECHNOLOGIES INC DEL COM 88162F105 5 100 SH SOLE 100
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,498 36,379 SH SOLE 54 36,325
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 25 1,032 SH SOLE 1,032
TEXAS INSTRS INC COM 882508104 1,126 34,675 SH SOLE 34,675
TEXTRON INC COM 883203101 33 351 SH SOLE 351
THOMAS & BETTS CORP COM 884315102 51 1,000 SH SOLE 1,000
THOMSON CORP COM 884903105 2 58 SH SOLE 58
THORNBURG MTG INC COM 885218107 1,453 53,690 SH SOLE 53,690
TIBCO SOFTWARE INC COM 88632Q103 70 8,400 SH SOLE 8,400
TIFFANY & CO NEW COM 886547108 56 1,505 SH SOLE 1,505
TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 100 2,700 SH SOLE 2,700
TIMBERLAND CO CL A 887100105 1,855 54,205 SH SOLE 54,205
TIME WARNER INC COM 887317105 1,414 84,224 SH SOLE 84,224
TIVO INC COM 888706108 6 849 SH SOLE 49 800
TNT N V SPONSORED ADR 87260W101 9 250 SH SOLE 250
TOLL BROTHERS INC COM 889478103 12 350 SH SOLE 350
TORO CO COM 891092108 10 200 SH SOLE 200
TOTAL S A SPONSORED ADR 89151E109 342 2,593 SH SOLE 2,593
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 658 6,039 SH SOLE 6,039
TRADESTATION GROUP INC COM 89267P105 165 11,953 SH SOLE 11,953
TRANSCANADA CORP COM 89353D107 6 200 SH SOLE 200
TRANSGENOMIC INC COM 89365K206 6 7,000 SH SOLE 7,000
TRANSMETA CORP DEL COM 89376R109 1 400 SH SOLE 400
TRANSOCEAN INC ORD G90078109 885 11,017 SH SOLE 11,017
TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 10 400 SH SOLE 400
TRIAD GTY INC COM 895925105 2 38 SH SOLE 38
TRIDENT MICROSYSTEMS INC COM 895919108 25 860 SH SOLE 860
TRIMBLE NAVIGATION LTD COM 896239100 16 356 SH SOLE 356
TRIPOS INC COM 896928108 1,032 349,760 SH SOLE 349,760
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
TRIQUINT SEMICONDUCTOR INC COM 89674K103 10 2,000 SH SOLE 2,000
TRUE RELIGION APPAREL INC COM 89784N104 30 1,600 SH SOLE 1,600
TRUSTREET PPTYS INC PFD CV A 898404207 12 558 SH SOLE 558
TRUSTREET PPTYS INC COM 898404108 12 774 SH SOLE 774
TS&W CLAYMORE TAX ADVNTG BL COM 87280R108 69 4,960 SH SOLE 4,960
TUESDAY MORNING CORP COM NEW 899035505 1 62 SH SOLE 62
TUPPERWARE BRANDS CORP COM 899896104 8 400 SH SOLE 400
TURBOCHEF TECHNOLOGIES INC COM NEW 900006206 5 400 SH SOLE 400
TWEETER HOME ENTMT GROUP INC COM 901167106 4 500 SH SOLE 500
TXU CORP COM 873168108 24 538 SH SOLE 538
TYCO INTL LTD NEW COM 902124106 537 19,964 SH SOLE 19,964
U S PHYSICAL THERAPY INC COM 90337L108 4 230 SH SOLE 230
UAL CORP COM NEW 902549807 27 677 SH SOLE 677
UBS AG NAMEN AKT H8920M855 12 111 SH SOLE 111
ULTRA CLEAN HLDGS INC COM 90385V107 79 10,484 SH SOLE 4,934 5,550
ULTRA PETROLEUM CORP COM 903914109 48 770 SH SOLE 770
UMPQUA HLDGS CORP COM 904214103 427 14,975 SH SOLE 14,975
UNDER ARMOUR INC CL A 904311107 21 650 SH SOLE 200 450
UNILEVER PLC SPON ADR NEW 904767704 42 1,031 SH SOLE 1,031
UNION PAC CORP COM 907818108 76 816 SH SOLE 816
UNISOURCE ENERGY CORP COM 909205106 49 1,600 SH SOLE 1,600
UNISYS CORP COM 909214108 5 752 SH SOLE 752
UNIT CORP COM 909218109 2 28 SH SOLE 28
UNITED GUARDIAN INC COM 910571108 15 1,500 SH SOLE 1,500
UNITED NAT FOODS INC COM 911163103 10 284 SH SOLE 284
UNITED PARCEL SERVICE INC CL B 911312106 482 6,067 SH SOLE 6,067
UNITED RENTALS INC COM 911363109 4 125 SH SOLE 125
UNITED STATES STL CORP NEW COM 912909108 868 14,300 SH SOLE 14,300
UNITED SURGICAL PARTNERS INT COM 913016309 9 255 SH SOLE 255
UNITED TECHNOLOGIES CORP COM 913017109 692 11,936 SH SOLE 11,936
UNITED THERAPEUTICS CORP DEL COM 91307C102 17 249 SH SOLE 249
UNITED UTILS PLC SPONSORED ADR 91311Q105 95 3,900 SH SOLE 3,900
UNITEDHEALTH GROUP INC COM 91324P102 1,890 33,843 SH SOLE 33,843
UNIVERSAL COMPRESSION HLDGS COM 913431102 2 40 SH SOLE 40
UNIVERSAL DISPLAY CORP COM 91347P105 12 800 SH SOLE 800
UNIVERSAL HLTH SVCS INC CL B 913903100 12 240 SH SOLE 240
UNIVISION COMMUNICATIONS INC CL A 914906102 516 14,965 SH SOLE 14,965
UNUMPROVIDENT CORP COM 91529Y106 15 753 SH SOLE 753
URBAN OUTFITTERS INC COM 917047102 20 815 SH SOLE 815
UROLOGIX INC COM 917273104 31 8,699 SH SOLE 8,699
US BANCORP DEL COM NEW 902973304 679 22,255 SH SOLE 22,255
UST INC COM 902911106 66 1,580 SH SOLE 1,580
UTI WORLDWIDE INC ORD G87210103 6 189 SH SOLE 189
UTSTARCOM INC COM 918076100 2 245 SH SOLE 245
V F CORP COM 918204108 23 403 SH SOLE 403
VALASSIS COMMUNICATIONS INC COM 918866104 2,310 78,650 SH SOLE 78,650
VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/191911XAB0 782 900,000 PRN SOLE 900,000
VALERO ENERGY CORP NEW COM 91913Y100 926 15,495 SH SOLE 15,495
VALERO L P COM UT LTD PRT 91913W104 15 300 SH SOLE 300
VALSPAR CORP COM 920355104 3,581 128,486 SH SOLE 128,486
VALUECLICK INC COM 92046N102 2 100 SH SOLE 100
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K107 7 529 SH SOLE 529
VAN KAMPEN MUN TR SH BEN INT 920919107 70 4,822 SH SOLE 4,822
VAN KAMPEN SENIOR INCOME TR COM 920961109 34 4,200 SH SOLE 4,200
VANGUARD INDEX FDS STK MRK VIPERS 922908769 75 575 SH SOLE 575
VANGUARD INTL EQUITY INDEX F EMR MKT VIPERS 922042858 25 375 SH SOLE 375
VANGUARD SECTOR INDEX FDS ENERGY VIPERS 92204A306 5 60 SH SOLE 60
VANGUARD SECTOR INDEX FDS HTH CARE VIPER 92204A504 65 1,180 SH SOLE 1,180
VARIAN MED SYS INC COM 92220P105 176 3,132 SH SOLE 3,132
VASCULAR SOLUTIONS INC COM 92231M109 8 1,000 SH SOLE 1,000
VCA ANTECH INC COM 918194101 29 1,030 SH SOLE 1,030
VEECO INSTRS INC DEL COM 922417100 9 400 SH SOLE 400
VENDINGDATA CORPORATION COM NEW 92261Q202 3 1,000 SH SOLE 1,000
VENTANA MED SYS INC COM 92276H106 22 528 SH SOLE 528
VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 1 11 SH SOLE 11
VERIFONE HLDGS INC COM 92342Y109 566 18,690 SH SOLE 18,690
VERISIGN INC COM 92343E102 126 5,250 SH SOLE 5,250
VERIZON COMMUNICATIONS COM 92343V104 2,429 71,326 SH SOLE 71,326
VERTEX PHARMACEUTICALS INC COM 92532F100 26 715 SH SOLE 115 600
VIACOM INC NEW CL A 92553P102 81 2,101 SH SOLE 2,101
VIACOM INC NEW CL B 92553P201 560 14,444 SH SOLE 14,444
VIASAT INC COM 92552V100 6 200 SH SOLE 200
VICAL INC COM 925602104 2 350 SH SOLE 350
VIEWPOINT CORP COM 92672P108 1 500 SH SOLE 500
VIISAGE TECHNOLOGY INC COM NEW 92675K205 35 2,000 SH SOLE 2,000
VIMICRO INTL CORP ADR 92718N109 10 549 SH SOLE 249 300
VIROPHARMA INC COM 928241108 5 419 SH SOLE 344 75
VISHAY INTERTECHNOLOGY INC COM 928298108 243 17,084 SH SOLE 17,084
VISTACARE INC CL A 92839Y109 3 200 SH SOLE 200
VISTEON CORP COM 92839U107 2 361 SH SOLE 361
VITAL IMAGES INC COM 92846N104 1 42 SH SOLE 42
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 10 285 SH SOLE 285
VNUS MED TECHNOLOGIES INC COM 928566108 23 3,000 SH SOLE 3,000
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 39 1,877 SH SOLE 1,877
VOLCOM INC COM 92864N101 142 4,000 SH SOLE 4,000
VOLVO AKTIEBOLAGET ADR B 928856400 34 722 SH SOLE 722
VORNADO RLTY TR SH BEN INT 929042109 5 55 SH SOLE 55
VULCAN MATLS CO COM 929160109 3 40 SH SOLE 40
WABTEC CORP COM 929740108 14 430 SH SOLE 430
WACHOVIA CORP 2ND NEW COM 929903102 660 11,781 SH SOLE 11,781
WAL MART STORES INC COM 931142103 1,064 22,528 SH SOLE 22,528
WALGREEN CO COM 931422109 1,538 35,662 SH SOLE 35,662
WASHINGTON FED INC COM 938824109 172 7,106 SH SOLE 7,106
WASHINGTON MUT INC COM 939322103 1,275 29,913 SH SOLE 29,913
WASHINGTON POST CO CL B 939640108 22 28 SH SOLE 28
WASTE MGMT INC DEL COM 94106L109 382 10,821 SH SOLE 10,821
WATSCO INC COM 942622200 4 60 SH SOLE 60
WATSON PHARMACEUTICALS INC COM 942683103 23 800 SH SOLE 800
WEATHERFORD INTERNATIONAL LT COM G95089101 176 3,848 SH SOLE 3,848
WEBEX COMMUNICATIONS INC COM 94767L109 30 892 SH SOLE 892
WEBMD CORP NOTE 3.125% 9/0 94769MAG0 3,196 3,400,000 PRN SOLE 3,400,000
WEBSENSE INC COM 947684106 5 180 SH SOLE 180
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
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WEBSITE PROS INC COM 94769V105 342 24,374 SH SOLE 8,113 16,261
WEIGHT WATCHERS INTL INC NEW COM 948626106 15 285 SH SOLE 285
WEINGARTEN RLTY INVS SH BEN INT 948741103 12 300 SH SOLE 300
WELLPOINT INC COM 94973V107 176 2,278 SH SOLE 2,278
WELLS FARGO & CO NEW COM 949746101 2,502 39,166 SH SOLE 39,166
WENDYS INTL INC COM 950590109 16 250 SH SOLE 250
WESCO INTL INC COM 95082P105 12 180 SH SOLE 180
WEST CORP COM 952355105 9 200 SH SOLE 200
WESTAMERICA BANCORPORATION COM 957090103 4 80 SH SOLE 80
WESTAR ENERGY INC COM 95709T100 1 31 SH SOLE 31
WESTERN ASSET CLAYMORE US TR COM SH BEN INT 95766Q106 82 7,200 SH SOLE 7,200
WESTERN DIGITAL CORP COM 958102105 14 700 SH SOLE 700
WESTERN GAS RES INC COM 958259103 5 110 SH SOLE 110
WESTERN SILVER CORP COM 959531104 121 5,150 SH SOLE 5,150
WESTPAC BKG CORP SPONSORED ADR 961214301 10 123 SH SOLE 123
WEYERHAEUSER CO COM 962166104 368 5,082 SH SOLE 5,082
WHEELING PITTSBURGH CORP COM NEW 963142302 9 500 SH SOLE 500
WHIRLPOOL CORP COM 963320106 9 100 SH SOLE 100
WHITING PETE CORP NEW COM 966387102 20 495 SH SOLE 495
WHOLE FOODS MKT INC COM 966837106 86 1,300 SH SOLE 1,300
WILLBROS GROUP INC COM 969199108 16 800 SH SOLE 800
WILLIAMS COAL SEAM GAS RTY T TR UNIT 969450105 40 2,000 SH SOLE 2,000
WILLIAMS COS INC DEL COM 969457100 726 33,921 SH SOLE 33,921
WILLIAMS SONOMA INC COM 969904101 2 54 SH SOLE 54
WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1972232AB8 379 450,000 PRN SOLE 450,000
WINMARK CORP COM 974250102 456 19,424 SH SOLE 19,424
WISCONSIN ENERGY CORP COM 976657106 1 30 SH SOLE 30
WITNESS SYS INC COM 977424100 25 1,000 SH SOLE 1,000
WJ COMMUNICATIONS INC COM 929284107 5 2,000 SH SOLE 2,000
WOLVERINE WORLD WIDE INC COM 978097103 4 164 SH SOLE 164
WORLD FUEL SVCS CORP COM 981475106 16 390 SH SOLE 390
WORTHINGTON INDS INC COM 981811102 294 14,679 SH SOLE 14,679
WPP GROUP PLC SPON ADR 0905 929309409 5 87 SH SOLE 87
WRIGHT MED GROUP INC COM 98235T107 125 6,312 SH SOLE 6,241 71
WRIGLEY WM JR CO COM 982526105 130 2,025 SH SOLE 2,025
WSTRN ASSET/CLYMRE US TR INF COM 95766R104 263 22,835 SH SOLE 22,835
WYETH COM 983024100 189 3,885 SH SOLE 3,885
XCEL ENERGY INC COM 98389B100 1,771 97,575 SH SOLE 97,575
XEROX CORP COM 984121103 1,530 100,647 SH SOLE 100,647
XM SATELLITE RADIO HLDGS INC CL A 983759101 13 600 SH SOLE 100 500
XOMA LTD ORD G9825R107 1 300 SH SOLE 300
XTO ENERGY INC COM 98385X106 2,890 66,324 SH SOLE 3,700 62,624
YAHOO INC COM 984332106 559 17,334 SH SOLE 17,334
YAMANA GOLD INC COM 98462Y100 1 90 SH SOLE 90
YANKEE CANDLE INC COM 984757104 3 125 SH SOLE 125
YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 4 100 SH SOLE 100
YRC WORLDWIDE INC COM 984249102 293 7,700 SH SOLE 7,700
YUM BRANDS INC COM 988498101 140 2,869 SH SOLE 2,869
ZALE CORP NEW COM 988858106 69 2,445 SH SOLE 2,445
ZIMMER HLDGS INC COM 98956P102 164 2,425 SH SOLE 2,425
ZOLTEK COS INC COM 98975W104 5 200 SH SOLE 200
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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NAME OF TITLE OF Value SHRS OR SH/ PUT/ INVESTMENT OTHER
ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
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ZOMAX INC MINN COM 989929104 2 931 SH SOLE 931
ZWEIG FD COM 989834106 151 27,542 SH SOLE 27,542
ZWEIG TOTAL RETURN FD INC COM 989837109 626 129,007 SH SOLE 129,007
ZYMOGENETICS INC COM 98985T109 9 396 SH SOLE 396