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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: September 30, 2006
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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: Greg Meyer
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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/ Greg Meyer Minneapolis, MN 11/14/06
--------------------- -------------------------------------- -------------
[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: 240
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Form 13F Information Table Value Total: $ 59,354
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(thousands)
CONFIDENTIAL TREATMENT REQUESTED: the information for which Piper Jaffray
Companies is requesting confidential treatment has been omitted and filed
separately with the Commission.
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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ABBOTT LABS COM 002824100 10 200 SH SOLE 200 0 0
ABERCROMBIE & FITCH CO CL A 002896207 42 600 SH SOLE 600 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2 270 SH SOLE 270 0 0
ACTIVISION INC NEW COM NEW 004930202 1 37 SH SOLE 37 0 0
ACUITY BRANDS INC COM 00508Y102 5 100 SH SOLE 100 0 0
ADAMS RESPIRATORY THERAPEUTI COM 00635P107 8 227 SH SOLE 227 0 0
ADOBE SYS INC COM 00724F101 4 110 SH SOLE 110 0 0
ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG3 3,101 3,000,000 PRN SOLE 3,000,000 0 0
AFFYMETRIX INC COM 00826T108 7 319 SH SOLE 319 0 0
AGCO CORP COM 001084102 3 100 SH SOLE 100 0 0
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 4,955 3,940,000 PRN SOLE 3,940,000 0 0
ALEXZA PHARMACEUTICALS INC COM 015384100 4 545 SH SOLE 545 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1 50 SH SOLE 50 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4 84 SH SOLE 84 0 0
AMERICAN ELEC PWR INC COM 025537101 73 2,000 SH SOLE 2,000 0 0
AMERICAN GREETINGS CORP CL A 026375105 116 5,000 SH SOLE 5,000 0 0
AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 5,992 5,132,000 PRN SOLE 5,132,000 0 0
AMERUS GROUP CO COM 03072M108 14 200 SH SOLE 200 0 0
AMGEN INC COM 031162100 644 9,000 SH SOLE 9,000 0 0
AMGEN INC COM 031162100 2,146 30,000 SH PUT SOLE 30,000 0 0
ANADYS PHARMACEUTICALS INC COM 03252Q408 2 814 SH SOLE 814 0 0
ANDRX CORP DEL ANDRX GROUP 034553107 4 150 SH SOLE 150 0 0
ANTHRACITE CAP INC COM 037023108 31 2,400 SH SOLE 2,400 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 2 200 SH SOLE 200 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 5 200 SH SOLE 200 0 0
ARRAY BIOPHARMA INC COM 04269X105 1 77 SH SOLE 77 0 0
ASSOCIATED BANC CORP COM 045487105 12 363 SH SOLE 363 0 0
ATHEROGENICS INC COM 047439104 2 133 SH SOLE 133 0 0
AURORA OIL & GAS CORP COM 052036100 19 6,300 SH SOLE 6,300 0 0
AUTODESK INC COM 052769106 10 300 SH SOLE 300 0 0
AUTODESK INC COM 052769106 696 20,000 SH PUT SOLE 20,000 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 7 700 SH SOLE 700 0 0
AVID TECHNOLOGY INC COM 05367P100 1 23 SH SOLE 23 0 0
AVISTA CORP COM 05379B107 5 200 SH SOLE 200 0 0
BEA SYS INC COM 073325102 3 200 SH SOLE 200 0 0
BELO CORP COM SER A 080555105 3 200 SH SOLE 200 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 484 400,000 PRN SOLE 400,000 0 0
BEST BUY INC COM 086516101 1,607 30,000 SH PUT SOLE 30,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4 260 SH SOLE 260 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 4,820 4,397,000 PRN SOLE 4,397,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 10 700 SH SOLE 700 0 0
BUCA INC COM 117769109 1 195 SH SOLE 195 0 0
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 17 513 SH SOLE 513 0 0
CACHE INC COM NEW 127150308 2 100 SH SOLE 100 0 0
CALIPER LIFE SCIENCES INC COM 130872104 1 267 SH SOLE 267 0 0
CANDELA CORP COM 136907102 1 89 SH SOLE 89 0 0
CBEYOND INC COM 149847105 12 436 SH SOLE 436 0 0
CELGENE CORP COM 151020104 11 243 SH SOLE 243 0 0
CELL GENESYS INC COM 150921104 2 341 SH SOLE 341 0 0
CEPHALON INC COM 156708109 6 98 SH SOLE 98 0 0
CHEESECAKE FACTORY INC COM 163072101 3 121 SH SOLE 121 0 0
CHESAPEAKE ENERGY CORP COM 165167107 26 900 SH SOLE 900 0 0
CHEVRON CORP NEW COM 166764100 259 4,000 SH SOLE 4,000 0 0
CHIPOTLE MEXICAN GRILL INC CL A 169656105 104 2,100 SH SOLE 2,100 0 0
CIRRUS LOGIC INC COM 172755100 42 5,700 SH SOLE 5,700 0 0
CITI TRENDS INC COM 17306X102 3 100 SH SOLE 100 0 0
CLARCOR INC COM 179895107 2 64 SH SOLE 0 0 64
CMS ENERGY CORP COM 125896100 52 3,600 SH SOLE 3,600 0 0
CNET NETWORKS INC COM 12613R104 191 20,000 SH CALL SOLE 20,000 0 0
COCA COLA ENTERPRISES INC COM 191219104 62 3,000 SH SOLE 3,000 0 0
COHERENT INC COM 192479103 347 10,000 SH PUT SOLE 10,000 0 0
COHERENT INC COM 192479103 347 10,000 SH CALL SOLE 10,000 0 0
COLONIAL BANCGROUP INC COM 195493309 10 400 SH SOLE 400 0 0
COMPASS BANCSHARES INC COM 20449H109 8 144 SH SOLE 144 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 86 4,000 SH SOLE 4,000 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 429 20,000 SH PUT SOLE 20,000 0 0
CONOCOPHILLIPS COM 20825C104 321 5,400 SH SOLE 5,400 0 0
CONTINENTAL AIRLS INC CL B 210795308 3 100 SH SOLE 100 0 0
CRAWFORD & CO CL B 224633107 1 200 SH SOLE 200 0 0
CREDIT ACCEP CORP MICH COM 225310101 47 1,600 SH SOLE 1,600 0 0
CROWN HOLDINGS INC COM 228368106 89 4,800 SH SOLE 4,800 0 0
CTS CORP COM 126501105 3 200 SH SOLE 200 0 0
CV THERAPEUTICS INC COM 126667104 380 34,100 SH SOLE 34,100 0 0
CYTYC CORP COM 232946103 220 9,000 SH PUT SOLE 9,000 0 0
CYTYC CORP NOTE 2.250% 3/1 232946AB9 1,446 1,439,000 PRN SOLE 1,439,000 0 0
DECODE GENETICS INC COM 243586104 1 226 SH SOLE 226 0 0
DEXCOM INC COM 252131107 5 467 SH SOLE 467 0 0
DIGENE CORP COM 253752109 7 173 SH SOLE 173 0 0
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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DOVER DOWNS GAMING & ENTMT I COM 260095104 2 200 SH SOLE 200 0 0
DUKE ENERGY CORP NEW COM 26441C105 145 4,800 SH SOLE 4,800 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 1 163 SH SOLE 163 0 0
EAGLE TEST SYS INC COM 270006109 3 200 SH SOLE 200 0 0
EDISON INTL COM 281020107 187 4,500 SH SOLE 4,500 0 0
EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB4 3,056 3,000,000 PRN SOLE 3,000,000 0 0
EL PASO ELEC CO COM NEW 283677854 2 100 SH SOLE 100 0 0
EMCOR GROUP INC COM 29084Q100 5 100 SH SOLE 100 0 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 3 101 SH SOLE 101 0 0
EOG RES INC COM 26875P101 59 900 SH SOLE 900 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 5 100 SH SOLE 100 0 0
EV3 INC COM 26928A200 200 11,781 SH SOLE 11,781 0 0
EXACT SCIENCES CORP COM 30063P105 1 250 SH SOLE 250 0 0
EXELIXIS INC COM 30161Q104 2 282 SH SOLE 282 0 0
FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD6 3,782 3,712,000 PRN SOLE 3,712,000 0 0
FASTENAL CO COM 311900104 2 62 SH SOLE 62 0 0
FBL FINL GROUP INC CL A 30239F106 3 100 SH SOLE 100 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 3 100 SH SOLE 100 0 0
FINANCIAL FED CORP COM 317492106 3 100 SH SOLE 100 0 0
FPL GROUP INC COM 302571104 9 200 SH SOLE 200 0 0
GENENTECH INC COM NEW 368710406 17 200 SH SOLE 200 0 0
GEN-PROBE INC NEW COM 36866T103 6 131 SH SOLE 131 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 2 100 SH SOLE 100 0 0
GEO GROUP INC COM 36159R103 4 100 SH SOLE 100 0 0
GOLF GALAXY INC COM 381639103 2 170 SH SOLE 170 0 0
GRANITE CITY FOOD & BREWERY COM 38724Q107 4 973 SH SOLE 973 0 0
GRAPHIC PACKAGING CORP DEL COM 388688103 1 200 SH SOLE 200 0 0
GREATER BAY BANCORP COM 391648102 6 200 SH SOLE 200 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 2 200 SH SOLE 200 0 0
HNI CORP COM 404251100 4 100 SH SOLE 100 0 0
HOKU SCIENTIFIC INC COM 434712105 2 537 SH SOLE 537 0 0
HOME BANCSHARES INC COM 436893200 15 685 SH SOLE 685 0 0
HOME PROPERTIES INC COM 437306103 6 100 SH SOLE 100 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 6 300 SH SOLE 300 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 250 10,000 SH SOLE 10,000 0 0
HUDSON CITY BANCORP COM 443683107 1 100 SH SOLE 100 0 0
HUMAN GENOME SCIENCES INC COM 444903108 2 189 SH SOLE 189 0 0
HYTHIAM INC COM 44919F104 1 100 SH SOLE 100 0 0
ICOS CORP COM 449295104 3 104 SH SOLE 104 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 2 200 SH SOLE 200 0 0
ILLUMINA INC COM 452327109 22 679 SH SOLE 679 0 0
INCYTE CORP COM 45337C102 1 126 SH SOLE 126 0 0
INGERSOLL-RAND COMPANY LTD CL A G4776G101 38 1,000 SH SOLE 1,000 0 0
INNKEEPERS USA TR COM 4576J0104 5 300 SH SOLE 300 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2 135 SH SOLE 135 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 358 400,000 PRN SOLE 400,000 0 0
INTERMUNE INC COM 45884X103 1 83 SH SOLE 83 0 0
INVESTORS FINL SERVICES CORP COM 461915100 2 54 SH SOLE 54 0 0
KAYDON CORP NOTE 4.000% 5/2 486587AB4 3,328 2,500,000 PRN SOLE 2,500,000 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 2 211 SH SOLE 211 0 0
KOMAG INC NOTE 2.000% 2/0 500453AE5 1,894 1,500,000 PRN SOLE 1,500,000 0 0
LAKELAND BANCORP INC COM 511637100 1 100 SH SOLE 100 0 0
LAM RESEARCH CORP COM 512807108 3 70 SH SOLE 70 0 0
LAMAR ADVERTISING CO CL A 512815101 230 4,300 SH SOLE 4,300 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1 100 SH SOLE 100 0 0
LEXINGTON CORP PPTYS TR COM 529043101 4 200 SH SOLE 200 0 0
LUMINEX CORP DEL COM 55027E102 20 1,100 SH SOLE 1,100 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 9 200 SH SOLE 200 0 0
MANNKIND CORP COM 56400P201 6 290 SH SOLE 290 0 0
MANOR CARE INC NEW COM 564055101 5 100 SH SOLE 100 0 0
MARINER ENERGY INC COM 56845T305 4 200 SH SOLE 200 0 0
MARTEK BIOSCIENCES CORP COM 572901106 2 104 SH SOLE 104 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2 100 SH SOLE 100 0 0
MCKESSON CORP COM 58155Q103 74 1,400 SH SOLE 1,400 0 0
MEDAREX INC COM 583916101 1 128 SH SOLE 128 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 88 6,600 SH SOLE 6,600 0 0
MEDICINES CO COM 584688105 10 452 SH SOLE 452 0 0
MEDIMMUNE INC COM 584699102 23 800 SH SOLE 800 0 0
MEDTRONIC INC COM 585055106 5 100 SH SOLE 100 0 0
MGI PHARMA INC COM 552880106 4 251 SH SOLE 251 0 0
MICROSEMI CORP COM 595137100 2 100 SH SOLE 100 0 0
MODINE MFG CO COM 607828100 5 200 SH SOLE 200 0 0
MOLECULAR DEVICES CORP COM 60851C107 11 600 SH SOLE 600 0 0
MONARCH CASINO & RESORT INC COM 609027107 6 300 SH SOLE 300 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 14 409 SH SOLE 409 0 0
MYOGEN INC COM 62856E104 4 116 SH SOLE 116 0 0
MYRIAD GENETICS INC COM 62855J104 11 426 SH SOLE 426 0 0
NEENAH PAPER INC COM 640079109 3 100 SH SOLE 100 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1 86 SH SOLE 86 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 12 500 SH SOLE 500 0 0
NEW YORK TIMES CO CL A 650111107 2 100 SH SOLE 100 0 0
NEWKIRK REALTY TR INC COM 651497109 59 3,600 SH SOLE 3,600 0 0
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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NEWS CORP CL A 65248E104 114 5,800 SH SOLE 5,800 0 0
NICOR INC COM 654086107 9 200 SH SOLE 200 0 0
O REILLY AUTOMOTIVE INC COM 686091109 3 100 SH SOLE 100 0 0
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 139 20,150 SH SOLE 20,150 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 30 2,100 SH SOLE 2,100 0 0
ON SEMICONDUCTOR CORP COM 682189105 1 100 SH SOLE 100 0 0
ORACLE CORP COM 68389X105 4 200 SH SOLE 200 0 0
OSIRIS THERAPEUTICS INC COM 68827R108 2 175 SH SOLE 175 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 2 100 SH SOLE 100 0 0
PAIN THERAPEUTICS INC COM 69562K100 2 207 SH SOLE 207 0 0
PANACOS PHARMACEUTICALS INC COM 69811Q106 2 400 SH SOLE 400 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 3 100 SH SOLE 100 0 0
PER-SE TECHNOLOGIES INC COM NEW 713569309 2 100 SH SOLE 100 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 9 240 SH SOLE 240 0 0
PINNACLE WEST CAP CORP COM 723484101 14 300 SH SOLE 300 0 0
PIONEER DRILLING CO COM 723655106 58 4,500 SH SOLE 4,500 0 0
PIONEER DRILLING CO COM 723655106 128 10,000 SH PUT SOLE 10,000 0 0
PLAYTEX PRODS INC COM 72813P100 4 300 SH SOLE 300 0 0
POINT THERAPEUTICS INC COM 730694106 1 800 SH SOLE 800 0 0
POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB5 2,484 2,500,000 PRN SOLE 2,500,000 0 0
POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 6,733 6,950,000 PRN SOLE 6,950,000 0 0
POZEN INC COM 73941U102 3 249 SH SOLE 249 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 10 413 SH SOLE 413 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 6 100 SH SOLE 100 0 0
PSYCHIATRIC SOLUTIONS INC COM 74439H108 34 1,000 SH SOLE 1,000 0 0
PUGET ENERGY INC NEW COM 745310102 5 200 SH SOLE 200 0 0
READERS DIGEST ASSN INC COM 755267101 1 100 SH SOLE 100 0 0
REALNETWORKS INC COM 75605L104 10 950 SH SOLE 950 0 0
RED HAT INC COM 756577102 234 11,100 SH SOLE 11,100 0 0
RED HAT INC COM 756577102 422 20,000 SH CALL SOLE 20,000 0 0
RETAIL HOLDRS TR DEP RCPT 76127U101 4 39 SH SOLE 39 0 0
RETAIL VENTURES INC COM 76128Y102 3 200 SH SOLE 200 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1 104 SH SOLE 104 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 7 280 SH SOLE 280 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 78 3,100 SH SOLE 3,100 0 0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 65 10,000 SH SOLE 10,000 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 4 200 SH SOLE 200 0 0
SEPRACOR INC COM 817315104 3 56 SH SOLE 56 0 0
SIERRA WIRELESS INC COM 826516106 2 204 SH SOLE 204 0 0
SPARTECH CORP COM NEW 847220209 3 100 SH SOLE 100 0 0
SPHERION CORP COM 848420105 4 500 SH SOLE 500 0 0
STANDARD REGISTER CO COM 853887107 1 100 SH SOLE 100 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 74 1,300 SH SOLE 1,300 0 0
STATE AUTO FINL CORP COM 855707105 26 855 SH SOLE 855 0 0
STEWART ENTERPRISES INC CL A 860370105 1 100 SH SOLE 100 0 0
SUN MICROSYSTEMS INC COM 866810104 36 7,370 SH SOLE 7,370 0 0
SYCAMORE NETWORKS INC COM 871206108 5 1,362 SH SOLE 1,362 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1 44 SH SOLE 44 0 0
TANOX INC COM 87588Q109 2 142 SH SOLE 142 0 0
TARO PHARMACEUTICAL INDS LTD SHS A M8737E108 3 223 SH SOLE 223 0 0
TECHNE CORP COM 878377100 3 63 SH SOLE 63 0 0
TELIK INC COM 87959M109 4 209 SH SOLE 209 0 0
TEMPUR PEDIC INTL INC COM 88023U101 859 50,000 SH SOLE 50,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 3 180 SH SOLE 180 0 0
THESTREET COM COM 88368Q103 32 3,000 SH SOLE 3,000 0 0
THQ INC COM NEW 872443403 2 65 SH SOLE 65 0 0
TIBCO SOFTWARE INC COM 88632Q103 56 6,182 SH SOLE 6,182 0 0
TIDEWATER INC COM 886423102 27 600 SH SOLE 600 0 0
TOWER GROUP INC COM 891777104 138 4,150 SH SOLE 4,150 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 1 100 SH SOLE 100 0 0
TRIAD GTY INC COM 895925105 8 152 SH SOLE 152 0 0
TRIZETTO GROUP INC COM 896882107 2 100 SH SOLE 100 0 0
UMPQUA HLDGS CORP COM 904214103 3 100 SH SOLE 100 0 0
UNITED INDL CORP COM 910671106 16 300 SH SOLE 300 0 0
VALUECLICK INC COM 92046N102 45 2,430 SH SOLE 2,430 0 0
VECTREN CORP COM 92240G101 3 100 SH SOLE 100 0 0
VERIZON COMMUNICATIONS COM 92343V104 1,537 41,400 SH SOLE 41,400 0 0
VICAL INC COM 925602104 1 100 SH SOLE 100 0 0
VIROPHARMA INC COM 928241108 2 184 SH SOLE 184 0 0
VOLCANO CORPORATION COM 928645100 59 5,134 SH SOLE 5,134 0 0
WARNACO GROUP INC COM NEW 934390402 2 100 SH SOLE 100 0 0
WATSON PHARMACEUTICALS INC COM 942683103 39 1,500 SH SOLE 1,500 0 0
WEBMD CORP NOTE 3.125% 9/0 94769MAG0 1,074 1,075,000 PRN SOLE 1,075,000 0 0
WEBSITE PROS INC COM 94769V105 1 56 SH SOLE 56 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 5 90 SH SOLE 90 0 0
WILD OATS MARKETS INC COM 96808B107 2 100 SH SOLE 100 0 0
WILEY JOHN & SONS INC CL A 968223206 7 200 SH SOLE 200 0 0
XENOPORT INC COM 98411C100 2 85 SH SOLE 85 0 0
XTO ENERGY INC COM 98385X106 295 7,000 SH SOLE 7,000 0 0
XTO ENERGY INC COM 98385X106 843 20,000 SH PUT SOLE 20,000 0 0