SEC NEWS DIGEST


   Issue 2006-145 					    July 28, 2006

   COMMISSION ANNOUNCEMENTS


   JURY RULES IN SEC'S FAVOR, FINDS FORMER SUNCOAST PRINCIPAL LIABLE  FOR
   SECURITIES VIOLATIONS

   On July 27, jurors in Federal District Court in  New  York,  New  York
   returned  a  verdict  in  the  SEC's  favor  against  former  Suncoast
   principal David A. Zwick, and a verdict partially in the  SEC's  favor
   against trader Terence J. O'Donnell. In the  three-week  trial  before
   Judge John G. Koeltl, the SEC charged that  Zwick  participated  in  a
   fraudulent kickback scheme in which  Suncoast,  a  registered  broker-
   dealer, received order flow and trades at  favorable  prices  from  an
   employee of New York Life Insurance Company,  Inc.,  in  exchange  for
   cash kickbacks and gifts.

   The SEC alleged that over a 15-month period in 1998 and 1999, the  New
   York Life employee directed trades totaling  millions  of  dollars  of
   securities to Suncoast  at  prices  that  were  "off-market"  or  more
   favorable to Suncoast than were otherwise  available  in  the  market.
   This preferential treatment was  therefore  detrimental  to  New  York
   Life, the SEC alleged.

   In exchange for the trades, the New York Life  employee  was  paid  in
   cash and non-cash gifts. Zwick, the SEC alleged,  procured,  approved,
   and/or  encouraged  a  Suncoast  employee  to  give  gifts  and   cash
   kickbacks, and knowingly or recklessly approved fraudulent  prices  on
   Suncoast trades with New York Life.  O'Donnell,  the  SEC  alleged  in
   part, knowingly or recklessly executed most of the fraudulently priced
   New York Life trades.

   "Kickback schemes pose a grave danger to markets, which depend on  the
   expectation of fairness and impartial treatment. The SEC will continue
   to fight against favoritism to make sure that the market's process  of
   fair pricing  is  not  impeded  by  fraudulent  practices,"  said  SEC
   Enforcement Division Director Linda Chatman Thomsen.

   The jury found Zwick liable on all counts, finding he violated Section
   17(a) of the Securities Act of 1933 and aided and  abetted  violations
   of Section 10(b) of the Securities Exchange Act of 1934  and  Exchange
   Act Rule 10b-5 - antifraud provisions of the federal securities  laws.
   The jury found O'Donnell liable under Section 10(b) and Rule 10b-5 for
   aiding and abetting the  fraudulent  price  markup  scheme  but  found
   O'Donnell not liable on all other claims. (Press Rel. 2006-125)


   ENFORCEMENT PROCEEDINGS


   SEC CHARGES FLORIDA PROMOTERS AND THE VOICE BEHIND  FRAUDULENT  "WRONG
   NUMBER" STOCK TIPS

   On July 27, the Commission  announced  the  filing  of  civil  charges
   against Anna and Roderic Boling  of  Altamonte  Springs,  Florida  and
   Jeffrey Mills of Longwood, Florida and his company, Direct Results  of
   Sweetwater, LLC, for the broadcasting  of  hundreds  of  thousands  of
   fraudulent "wrong number" stock tip messages. The messages, which were
   left on telephone voicemail recording machines throughout the country,
   were designed to make each recipient believe the caller had dialed the
   number by mistake. Many of the messages were left by a  woman  calling
   herself "Debbie" who sounded as if she had misdialed  when  calling  a
   friend to pass along a hot stock tip.

   The SEC filed its complaint in the District of Columbia, charging that
   Mills, Mills' company, Direct Results of Sweetwater, LLC, and the then
   husband-and-wife team of Roderic  and  Anna  Boling  were  behind  the
   broadcasting of hundreds of thousands of "wrong number"  touts  of  at
   least six microcap stocks. The  complaint  alleges  that  Anna  Boling
   recorded many of the  messages  over  the  phone  from  her  Altamonte
   Springs home while her  then  husband,  Roderic  Boling,  directed  an
   Augusta, Georgia-based telemarketer to  broadcast  the  messages.  The
   complaint further  alleges  that  Jeffrey  Mills,  who  profited  from
   trading in at least two of the touted stocks, paid Roderic Boling with
   a blue duffel bag of cash during a trip  to  a  Gulfport,  Mississippi
   casino. During that same trip, Roderic Boling  paid  the  telemarketer
   with cash taken from that duffel bag.

   In its action,  the  Commission  seeks  permanent  injunctive  relief,
   disgorgement of illegal profits with prejudgment interest,  and  civil
   monetary penalties based on each of the defendants' alleged violations
   of antifraud provisions of the federal securities laws, Section  10(b)
   of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder,  and
   Anna Boling's alleged aiding and abetting of those violations.

   The SEC's action was brought contemporaneously with a  related  action
   by the U. S. Attorney's Office for the District of Columbia  in  which
   Roderic Boling, Anna  Boling,  and  Jeffrey  Mills  are  charged  with
   conspiracy, securities fraud, and seven counts of wire fraud.

   The Commission first cautioned the  public  about  these  and  similar
   messages touting microcap stocks, in an August  2004  Investor  Alert,
   after  which  the  Augusta  telemarketer  stopped   broadcasting   the
   messages. On May 3,  2005,  the  Commission  filed  a  settled  action
   against the telemarketer and associated companies.

   The Commission would like to acknowledge the assistance  of  the  U.S.
   Attorney for the District of Columbia, the Washington Division of  the
   U.S. Postal Inspection Service, NASD, and  the  many  members  of  the
   public who responded to the Commission's Investor Alert by sending  in
   information about the "wrong number" messages they had  received.  For
   further information see LR-19213 (May 3, 2005). [SEC  v.  Roderic  Lee
   Boling III, et al., Civil Action No. 06-1329, D.D.C.; U.S. v.  Roderic
   Bolin, CR05119ESH, D.D.C.] (LR-19779; Press Rel. 2006-124)

   SEC BRINGS ANTIFRAUD ACTIONS AGAINST OIL AND GAS SERVICES COMPANY, TWO
   FORMER OFFICERS AND A DIRECTOR

   On July 24, the Commission filed a  complaint  in  the  U.S.  District
   Court  for  the  Southern  District  of  Texas  against  Blast  Energy
   Services, Inc. f/k/a Verdisys, Inc., alleging that Verdisys and former
   CEO Daniel W.  Williams  violated  the  antifraud  provisions  of  the
   Securities  Exchange  Act  of  1934  by  making   various   misleading
   disclosures regarding the capabilities of Verdisys'  lateral  drilling
   technology, the status and success of its drilling operations, and its
   revenues, and that former Verdisys CFO  Andrew  G.  Wilson  aided  and
   abetted the violations. Also on July 28, 2006, the Commission  entered
   a cease-and-desist order against  former  Verdisys  director  Eric  A.
   McAfee, finding that he caused Verdisys to make misleading disclosures
   regarding its expenses and revenues. The Commission also  commenced  a
   civil money penalty action against McAfee in U.S. District  Court  for
   the Southern District of Texas.

   Verdisys, Williams and Wilson made offers of settlement, on a  neither
   admit-nor-deny basis, by which they consent to the entry of  permanent
   injunctions by the U.S. District Court, barring future  violations  of
   the Section 10(b) of the  Exchange  Act  and  Rule  10b-5  thereunder.
   Williams has also offered to pay a civil money  penalty  of  $125,000,
   and to be barred from serving as an officer or director  of  a  public
   company. Wilson has offered to pay a penalty of  $25,000,  and  to  be
   barred him from serving as the officer or director of a public company
   for five years.

   McAfee consented, on a neither admit-nor-deny basis, to the  entry  of
   the Commission's cease-and-desist order, which found  that  he  caused
   violations  Section  10(b)  of  the  Exchange  Act  and   Rule   10b-5
   thereunder. In the related  penalty  action  filed  in  U.S.  District
   Court, McAfee also offered to pay a civil money  penalty  of  $25,000.
   (Rel. 34-54234; AAE Rel. No. 2468; File No. 3-12385)


   SELF-REGULATORY ORGANIZATIONS


   APPROVAL OF PROPOSED RULE CHANGES

   The Commission approved a proposed rule change (SR-NASD-2006-011)  and
   Amendment Nos. 1 and 2 thereto filed by the  National  Association  of
   Securities Dealers relating to principal pre-use  approval  of  member
   correspondence to 25 or more existing retail  customers  within  a  30
   calendar-day period. Publication is expected in the  Federal  Register
   during the week of July 31. (Rel. 34-54217)

   The Commission approved a proposed  rule  change  (SR-NASDAQ-2006-005)
   and Amendment Nos. 1 and 2 thereto filed by The NASDAQ Stock Market to
   modify Nasdaq's delisting procedures to conform to  recent  amendments
   to Commission rules regarding removal from listing and withdrawal from
   registration, pursuant to Section 19(b)(1) of the Securities  Exchange
   Act of 1934. Publication is expected in the  Federal  Register  during
   the week of July 31. (Rel. 34-54221)

   The Commission  approved  a  proposed  rule  change  (SR-NYSE-2006-43)
   submitted by the New York Stock Exchange to amend  Section  902.02  of
   the Listed Company Manual to exempt companies transferring  from  NYSE
   Arca from initial listing fees and the annual fee for the year of such
   transfer. Publication is expected in the Federal Register  during  the
   week of July 31. (Rel. 34-54223)

   IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES

   A proposed rule change (SR-NYSE-2006-51) filed by the New  York  Stock
   Exchange to allow a Registered Competitive Market Maker to call to and
   receive calls from  the  booth  has  become  effective  under  Section
   19(b)(3)(A) of the Securities Exchange Act  of  1934.  Publication  is
   expected in the Federal Register during the week of July 31. (Rel. 34-
   54215)

   A proposed rule change (SR-NYSE-2006-52) filed by the New  York  Stock
   Exchange  has  become  effective  under  Section  19(b)(3)(A)  of  the
   Securities Exchange Act of 1934. The rule  change  clarifies  customer
   arbitration fees under NYSE Rule 629. Publication is expected  in  the
   Federal Register during the week of July 31. (Rel. 34-54220)

   A proposed rule change (SR-CHX-2006-21) filed  by  the  Chicago  Stock
   Exchange relating to participant fees and credits has become effective
   under Section 19(b)(3)(A) of the  Securities  Exchange  Act  of  1934.
   Publication is expected in the Federal Register  during  the  week  of
   July 31. (Rel. 34-54222)

   PROPOSED RULE CHANGE

   The Chicago Board Options Exchange filed a proposed rule  change  (SR-
   CBOE-2006-58) and Amendment No. 1  thereto  regarding  DPM  and  e-DPM
   membership ownership requirements and the Ultimate Matching Algorithm.
   Publication is expected in the Federal Register  during  the  week  of
   July 31. (Rel. 34-54216)

   PROPOSED  PROGRAM  FOR  ALLOCATION  OF   REGULATORY   RESPONSIBILITIES
   PURSUANT TO RULE 17d-2

   NYSE Arca and the National Association of Securities Dealers  filed  a
   proposed  program  for  allocation  of   regulatory   responsibilities
   pursuant to Rule 17d-2 (File No. 4-523). Publication  is  expected  in
   the Federal Register during the week of July 31. (Rel. 34-54224)


   SECURITIES ACT REGISTRATIONS

   The following registration statements have been  filed  with  the  SEC
   under the Securities Act of 1933. The reported information appears  as
   follows: Form, Name, Address and Phone Number (if  available)  of  the
   issuer of the security; Title and the number and/or face amount of the
   securities  being  offered;  Name  of  the  managing  underwriter   or
   depositor (if  applicable);  File  number  and  date  filed;  Assigned
   Branch; and a designation if the statement is a New Issue.

   Registration statements may be obtained in person or by writing to the
   Commission's Public  Reference  Branch  at  450  Fifth  Street,  N.W.,
   Washington, D.C.  20549  or  at  the  following  e-mail  box  address:
   <publicinfo@sec.gov>.  In  most  cases,  this  information   is   also
   available on the Commission's website: <www.sec.gov>.


S-3     MTM Technologies, Inc., 1200 HIGH RIDGE ROAD, STAMFORD, CT, 06905, 
        203-975-3700 - 838,081 ($2,472,339.00) Equity, (File 333-136058 - 
        Jul. 27) (BR. 03B)

S-8     CVB FINANCIAL CORP, 701 N HAVEN AVE STE 350, ONTARIO, CA, 91764, 
        9099804030 - 50,000 ($735,500.00) Equity, (File 333-136059 - Jul. 27) 
        (BR. 07B)

SB-2    Solar Thin Films, Inc., 108 VILLAGE SQUARE, SUITE #327, SOMERS, NY, 
        10589, 6312542136 - 22,046,700 ($28,304,793.00) Equity, 
        (File 333-136060 - Jul. 27) (BR. 06C)

S-8     DRESS BARN INC, 30 DUNNIGAN DR, SUFFERN, NY, 10901, 8453694600 - 
        600,000 ($13,425,000.00) Equity, (File 333-136061 - Jul. 27) (BR. 02B)

SB-2    WORLD WASTE TECHNOLOGIES INC, 13520 EVENING CREEK DRIVE, SUITE 130, 
        SAN DIEGO, CA, 93065, 8583913400 - 33,142,571 ($83,478,571.00) Equity, 
        (File 333-136062 - Jul. 27) (BR. 06C)

S-8     TECHWELL INC, 408 EAST PLUMERIA DRIVE, SAN JOSE, CA, 95134, 
        408-435-3888 - 0 ($42,627,767.00) Equity, (File 333-136063 - Jul. 27) 
        (BR. 10)

S-8     TYLER TECHNOLOGIES INC, 5949 SHERRY LANE, SUITE 1400, DALLAS, TX, 
        75225, 9727133700 - 0 ($17,785,492.00) Equity, (File 333-136064 - 
        Jul. 27) (BR. 03B)

S-8     GEOGLOBAL RESOURCES INC, SUITE 200, 630 - 4 AVENUE SW, CALGARY, A0, 
        T2P 0J9, 4037779250 - 4,000,000 ($16,120,000.00) Other, 
        (File 333-136065 - Jul. 27) (BR. 04C)

S-4     JACOBS ENTERTAINMENT INC, 240 MAIN STREET, BLACK HAWK, CO, 80422, 
        3035821117 - 0 ($210,000,000.00) Debt, (File 333-136066 - Jul. 27) 
        (BR. 05B)

S-8     KOSAN BIOSCIENCES INC, 3832 BAY CENTER PLACE, HAYWARD, CA, 94545, 
        5107328400 - 0 ($7,060,000.00) Equity, (File 333-136067 - Jul. 27) 
        (BR. 01B)

F-6     Qimonda AG, GUSTAV-HEINEMANN-RING 212, MUNICH, 2M, D-81739, 
        001498920390 - 100,000,000 ($5,000,000.00) ADRs/ADSs, 
        (File 333-136068 - Jul. 27) (BR. )

SB-2    Reperio Exploration Inc., 650 - 1500 WEST GEORGIA STREET, VANCOUVER, 
        A1, V3B 5X6, 604-669-5244 - 2,000,000 ($200,000.00) Equity, 
        (File 333-136069 - Jul. 27) (BR. 09)

S-3ASR  HOLOGIC INC, 35 CROSBY DRIVE, BEDFORD, MA, 01730, 7819997300 - 
        2,328,824 ($103,329,921.00) Equity, (File 333-136070 - Jul. 27) 
        (BR. 10B)

S-8     VALMONT INDUSTRIES INC, PO BOX 358, HWY 275, VALLEY, NE, 68064, 
        4023592201 - 150,000 ($7,248,000.00) Equity, (File 333-136071 - 
        Jul. 27) (BR. 06B)

S-8     TELECOMMUNICATION SYSTEMS INC /FA/, 275 WEST ST, ANNAPOLIS, MD, 21401, 
        4102637616 - 0 ($1,592,500.00) Equity, (File 333-136072 - Jul. 27) 
        (BR. 03C)

S-8     Teleconnect Inc., AVDA SEVERO OCHOA, 28 EDIF MARINA, MARBELLA, A1, 
        00000, 01134952772057 - 20,000,000 ($2,000,000.00) Equity, 
        (File 333-136073 - Jul. 27) (BR. 11A)

SB-2    CATALYST VENTURES INC, 1739 CREEKSTONE CIRCLE, SAN JOSE, CA, 95133, 
        497-845-0440 - 200,000 ($100,000.00) Other, (File 333-136075 - Jul. 27) 
        (BR. )

S-3     ANALYTICAL SURVEYS INC, 9725 DATAPOINT DRIVE SUIT 300B, ., SAN ANTONIO, 
        TX, 78229, 210-657-1500 - 0 ($6,646,922.00) Other, (File 333-136078 - 
        Jul. 27) (BR. 08A)

S-8     FEDERATED INVESTORS INC /PA/, FEDERATED INVESTORS TOWER, 
        5800 CORPORATE DR, PITTSBURGH, PA, 15222, 4122888141 - 
        3,300,000 ($100,749,000.00) Equity, (File 333-136081 - Jul. 27) 
        (BR. 07C)

S-8     GATEWAY DISTRIBUTORS LTD, 3220 PEPPER LANE, LAS VEGAS, NV, 89120, 
        702-317-2400 - 7,000,000,000 ($700,000.00) Equity, (File 333-136082 - 
        Jul. 27) (BR. 08B)

S-8     HONEYWELL INTERNATIONAL INC, 101 COLUMBIA RD, PO BOX 4000, MORRISTOWN, 
        NJ, 07962, 9734552000 - 0 ($18,520,350.00) Equity, (File 333-136083 - 
        Jul. 27) (BR. 05C)

S-8     FREEPORT MCMORAN COPPER & GOLD INC, 1615 POYDRAS ST, NEW ORLEANS, LA, 
        70112, 5045824000 - 12,000,000 ($617,880,000.00) Equity, 
        (File 333-136084 - Jul. 27) (BR. 04A)

S-3     EnerSys, 2366 BERNVILLE ROAD, READING, PA, 19605, (610) 208-1600 - 
        0 ($235,500,000.00) Equity, (File 333-136085 - Jul. 27) (BR. 10B)

S-8     HONEYWELL INTERNATIONAL INC, 101 COLUMBIA RD, PO BOX 4000, MORRISTOWN, 
        NJ, 07962, 9734552000 - 0 ($1,555,134,306.00) Equity, 
        (File 333-136086 - Jul. 27) (BR. 05C)

S-8     BRUNSWICK CORP, ONE N FIELD CT, C/O KRISTIN COLEMAN, LAKE FOREST, IL, 
        60045-4811, 8477354700 - 4,000,000 ($116,080,000.00) Equity, 
        (File 333-136087 - Jul. 27) (BR. 10A)

S-8     SYNCHRONOSS TECHNOLOGIES INC, 750 ROUTE 202 SOUTH, SUITE 600, 
        BRIDGEWATER, NJ, 08807, 866-620-3940 - 0 ($29,569,339.81) Equity, 
        (File 333-136088 - Jul. 27) (BR. 03B)

S-3     ALAMO GROUP INC, 1502 E WALNUT, SEGUIN, TX, 78155, 8303791480 - 
        2,300,000 ($45,011,000.00) Equity, (File 333-136089 - Jul. 27) (BR. 10A)


RECENT 8K FILINGS


Form 8-K is used by companies to file current reports on the following events:
	
1.01	Entry into a Material Definitive Agreement		
1.02	Termination of a Material Definitive Agreement		
1.03	Bankruptcy or Receivership	
2.01	Completion of Acquisition or Disposition of Assets	
2.02	Results of Operations and Financial Condition	
2.03	Creation of a Direct Financial Obligation or an Obligation under an 
	Off-Balance Sheet Arrangement of a Registrant		
2.04	Triggering Events That Accelerate or Increase a Direct Financial Obligation 
	under an Off-Balance Sheet Arrangement		
2.05	Cost Associated with Exit or Disposal Activities		
2.06	Material Impairments		
3.01	Notice of Delisting or Failure to Satisfy a Continued Listing Rule or 
	Standard; Transfer of Listing		
3.02	Unregistered Sales of Equity Securities		
3.03	Material Modifications to Rights of Security Holders		
4.01	Changes in Registrant's Certifying Accountant	
4.02	Non-Reliance on Previously Issued Financial Statements or a Related Audit
	Report or Completed Interim Review		
5.01	Changes in Control of Registrant	
5.02	Departure of Directors or Principal Officers; Election of Directors; 
	Appointment of Principal Officers	
5.03	Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year
5.04	Temporary Suspension of Trading Under Registrant's Employee Benefit Plans
5.05	Amendments to the Registrant's Code of Ethics, or Waiver of a 
	Provision of the Code of Ethics	
6.01. 	ABS Informational and Computational Material.
6.02.  	Change of Servicer or Trustee.
6.03.  	Change in Credit Enhancement or Other External Support.
6.04. 	Failure to Make a Required Distribution.
6.05.  	Securities Act Updating Disclosure.
7.01	Regulation FD Disclosure	
8.01	Other Events	
9.01	Financial Statements and Exhibits	

   8-K  reports  may  be  obtained  in  person  or  by  writing  to   the
   Commission's Public  Reference  Branch  at  450  Fifth  Street,  N.W.,
   Washington, D.C.  20549  or  at  the  following  e-mail  box  address:
   <publicinfo@sec.gov>.  In  most  cases,  this  information   is   also
   available on the Commission's website: <www.sec.gov>.


				        STATE     
NAME OF ISSUER                          CODE   	 8K ITEM NO.		    	DATE         COMMENT
-------------------------------------------------------------------------------------------------------
@ROAD, INC                              DE       2.02,9.01                      07/27/06

1 800 CONTACTS INC                      DE       2.02,9.01                      07/26/06

1 800 CONTACTS INC                      DE       8.01,9.01                      07/26/06

1ST SOURCE CORP                         IN       2.02,9.01                      06/30/06

21ST CENTURY INSURANCE GROUP            CA       2.02                           07/26/06

8X8 INC /DE/                            DE       2.02,5.02,9.01                 07/27/06

A4S SECURITY, INC.                      CO       7.01,9.01                      07/27/06

AARON RENTS INC                         GA       2.02,9.01                      07/26/06

ABAXIS INC                              CA       2.02,9.01                      07/27/06

ACE Securities Corp. Home Equity Loan   DE       9.01                           07/25/06

ACT TELECONFERENCING INC                CO       4.01,9.01                      07/21/06

ACURA PHARMACEUTICALS, INC              NY       2.02,9.01                      07/27/06

ACXIOM CORP                             DE       2.02,8.01                      07/26/06

ADESA INC                                        2.02,9.01                      07/27/06

Advance America, Cash Advance Centers   DE       1.01,2.02,8.01,9.01            07/26/06

ADVANCED MEDICAL INSTITUTE INC.         NV       2.02,9.01                      07/26/06

ADVANCED MEDICAL INSTITUTE INC.         NV       1.02,9.01                      07/26/06

ADVANTA CORP                            DE       2.02,8.01,9.01                 07/27/06

AeroGrow International, Inc.            NV       1.01,9.01                      07/24/06

AETNA INC /PA/                          PA       2.02,9.01                      07/27/06

AGREE REALTY CORP                       DE       4.01,9.01                      07/27/06

AIRGAS INC                              DE       1.01,2.02,2.03,9.01            07/25/06

ALAMO GROUP INC                         DE       7.01,9.01                      07/27/06

ALASKA COMMUNICATIONS SYSTEMS GROUP I   DE       2.02,9.01                      07/27/06

ALBERTO CULVER CO                       DE       2.02,9.01                      07/27/06

ALEXANDERS J CORP                       TN       2.02,7.01,9.01                 07/27/06

ALLIANCEBERNSTEIN HOLDING L.P.          DE       2.02,7.01,9.01                 07/26/06

ALLIANCEBERNSTEIN L.P.                  DE       2.02,7.01,9.01                 07/26/06

Allis Chalmers Energy Inc.              DE       7.01,9.01                      07/27/06

Allis Chalmers Energy Inc.              DE       7.01,9.01                      07/27/06

Allis Chalmers Energy Inc.              DE       1.01                           07/24/06

ALPHA INNOTECH CORP                     DE       1.01,2.03,3.02                 07/21/06

Alphatec Holdings, Inc.                 DE       2.02,7.01,9.01                 07/27/06

ALR TECHNOLOGIES INC                             4.01,9.01                      07/24/06

Alternative Loan Trust 2006-19CB        DE       9.01                           06/29/06

AMBASSADORS INTERNATIONAL INC           DE       2.02,9.01                      07/26/06

AMDL INC                                DE       1.01,7.01,9.01                 07/27/06

AMEDIA NETWORKS, INC.                   DE       8.01,9.01                      07/24/06

AMERICAN COMMUNITY BANCSHARES INC       NC       2.02,9.01                      07/26/06

AMERICAN ELECTRIC POWER CO INC          NY       2.02,9.01                      07/27/06

AMERICAN MEDICAL SYSTEMS HOLDINGS INC   DE       2.02,9.01                      07/27/06

AMERICAN NATIONAL BANKSHARES INC        VA       2.02,9.01                      06/30/06

AMERICAN OIL & GAS INC                  NV       7.01,9.01                      07/27/06

AMERICAN POWER CONVERSION CORPORATION   MA       2.02,9.01                      07/27/06

AMERICAN RIVER BANKSHARES               CA       8.01,9.01                      07/27/06

AMERICAN SHARED HOSPITAL SERVICES       CA       2.02,9.01                      07/27/06

AMERICASBANK CORP                       MD       2.02,9.01                      07/26/06

AMERIGROUP CORP                                  2.02,9.01                      07/26/06

AMERISTAR CASINOS INC                   NV       8.01,9.01                      07/24/06

AMIS HOLDINGS INC                                2.02,9.01                      07/27/06

ANALYSTS INTERNATIONAL CORP                      2.02,7.01                      07/26/06

APAC CUSTOMER SERVICE INC               IL       1.01,2.05,9.01                 07/26/06

APACHE CORP                             DE       2.02,9.01                      07/27/06

APOLLO RESOURCES INTERNATIONAL INC      UT       1.01,3.02,9.01                 07/25/06

APPLERA CORP                            DE       2.02,9.01                      07/27/06

APPLICA INC                             FL       1.01,9.01                      07/23/06    AMEND

APPLIX INC /MA/                         MA       2.02,9.01                      07/27/06

ARCH CAPITAL GROUP LTD.                          2.02,9.01                      07/27/06

ARGENTEX MINING CORP                    NV       1.01,9.01                      07/25/06

ARIEL WAY INC                           FL       1.01,9.01                      07/26/06

Arlington Tankers Ltd.                  D0       2.02,9.01                      07/27/06

ARRIS GROUP INC                         DE       2.02,9.01                      07/26/06

ASBURY AUTOMOTIVE GROUP INC             DE       2.02,7.01,9.01                 07/27/06

ASHFORD HOSPITALITY TRUST INC           MD       7.01,9.01                      07/26/06

ASHFORD HOSPITALITY TRUST INC           MD       1.01,2.03,9.01                 07/26/06

ASIAINFO HOLDINGS INC                   DE       2.02,8.01,9.01                 07/26/06

ASPEN INSURANCE HOLDINGS LTD            D0       7.01,9.01                      07/27/06

ASSOCIATED ESTATES REALTY CORP          OH       2.02,9.01                      06/30/06

ATLANTIS PLASTICS INC                   FL       2.02,9.01                      07/27/06

AUDIBLE INC                                      2.02,9.01                      06/30/06

AUTONATION INC /FL                      DE       2.02,9.01                      07/27/06

AUTONATION INC /FL                      DE       5.02                           07/25/06

AVALONBAY COMMUNITIES INC               MD       2.02,9.01                      07/26/06

BALL CORP                               IN       2.02,5.02,5.03,9.01            07/26/06

BALL CORP                               IN       1.01,3.03,9.01                 07/26/06

BANK OF AMERICA CORP /DE/               DE       5.05                           07/26/06

BAR HARBOR BANKSHARES                   ME       1.01                           07/27/06

BARRETT BUSINESS SERVICES INC           MD       2.02,9.01                      07/26/06

BAY NATIONAL CORP                                2.02,9.01                      07/26/06

BDC Capital, Inc.                       MN       8.01                           11/14/05

BE AEROSPACE INC                        DE       1.01,8.01                      07/26/06

BEAZER HOMES USA INC                    DE       2.02,9.01                      07/27/06

BEL FUSE INC /NJ                        NJ       2.02,9.01                      07/27/06

BELDEN CDT INC.                         DE       2.02,9.01                      07/27/06

BEMIS CO INC                            MO       2.02,9.01                      07/27/06

BERKSHIRE HILLS BANCORP INC                      2.02,9.01                      07/25/06

BERRY PETROLEUM CO                      DE       3.01                           07/27/06

BERRY PLASTICS CORP                     DE       1.01,3.03,9.01                 07/24/06

BIGGEST LITTLE INVESTMENTS LP           DE       8.01                           07/26/06

BIOSPHERE MEDICAL INC                   DE       2.02,9.01                      07/27/06

BLOCKBUSTER INC                         DE       2.02,9.01                      07/27/06

BLUE NILE INC                           DE       1.01,2.03,9.01                 07/21/06

BORGWARNER INC                          DE       2.02                           07/27/06

BOSTON LIFE SCIENCES INC /DE            DE       1.01,5.02,9.01                 07/26/06

BOSTON PROPERTIES INC                   DE       2.02,9.01                      07/26/06

BOSTON PROPERTIES LTD PARTNERSHIP                2.02,9.01                      07/26/06

BOSTON SCIENTIFIC CORP                  DE       2.02,9.01                      07/27/06

BOSTON SCIENTIFIC CORP                  DE       1.01,9.01                      07/27/06

BOWATER INC                             DE       2.02,9.01                      06/27/06

BRISTOL MYERS SQUIBB CO                 DE       2.02,9.01                      07/27/06

BROCADE COMMUNICATIONS SYSTEMS INC      DE       1.01                           07/21/06

BROWN FORMAN CORP                       DE       2.02,5.02,7.01,9.01            07/27/06

BRUNSWICK CORP                          DE       2.02,9.01                      07/27/06

BRUSH ENGINEERED MATERIALS INC                   2.02,9.01                      07/27/06

BRYN MAWR BANK CORP                     PA       2.02,7.01,9.01                 07/27/06

BUILD A BEAR WORKSHOP INC               DE       2.02,9.01                      07/27/06

Bunge LTD                                        2.02,7.01,9.01                 07/27/06

CABOT MICROELECTRONICS CORP             DE       2.02,9.01                      07/27/06

CALIFORNIA MICRO DEVICES CORP           CA       2.02,9.01                      07/27/06

CAMERON INTERNATIONAL CORP              DE       2.02,9.01                      07/27/06

CANADIAN ROCKPORT HOMES INTERNATIONAL            4.01,9.01                      07/27/06    AMEND

Canyon Bancorp                                   5.02,9.01                      07/25/06

Canyon Bancorp                                   2.02,9.01                      07/26/06

CAPITOL BANCORP LTD                     MI       7.01                           06/30/06

CARBO CERAMICS INC                      DE       2.02,9.01                      07/27/06

Cardiac Science CORP                             2.02,9.01                      07/27/06

CARMIKE CINEMAS INC                     DE       1.01                           07/27/06

CASCADE NATURAL GAS CORP                WA       2.02,9.01                      07/26/06

CASELLA WASTE SYSTEMS INC               DE       1.01,2.03                      07/25/06

CASH AMERICA INTERNATIONAL INC          TX       2.02,9.01                      07/27/06

CATAPULT COMMUNICATIONS CORP            CA       2.02,9.01                      07/27/06

CB RICHARD ELLIS GROUP INC              DE       2.02,9.01                      07/26/06

CDI CORP                                PA       2.02                           07/27/06

CELADON GROUP INC                       DE       2.02,9.01                      07/27/06

CELGENE CORP /DE/                       DE       2.02,9.01                      07/27/06

CENTRAL BANCORP INC /MA/                MA       2.02,9.01                      07/26/06

CENTRAL EUROPEAN MEDIA ENTERPRISES LT            1.01,2.03                      07/21/06

CENTURY ALUMINUM CO                     DE       2.02,7.01,9.01                 07/27/06

CENTURYTEL INC                          LA       2.02,9.01                      07/27/06

CERADYNE INC                            DE       7.01,9.01                      07/26/06

CERAGENIX PHARMACEUTICALS, INC.         DE       7.01,9.01                      07/26/06

CERIDIAN CORP /DE/                      DE       2.02,5.02,9.01                 07/25/06

CHECKPOINT SYSTEMS INC                  PA       2.02,9.01                      06/25/06

CHEMED CORP                             DE       8.01,9.01                      07/27/06

China Housing & Land Development, Inc   NV       1.01,2.01,3.02,4.01, 	    04/21/06    AMEND
					 5.01,5.02,5.06,9.01
CHOLESTECH CORPORATION                  CA       2.02,9.01                      07/27/06

CINTAS CORP                             WA       1.01,5.02,8.01,9.01            07/24/06

CIT GROUP INC                           DE       8.01,9.01                      07/24/06

CLARK INC                               DE       2.02,9.01                      07/27/06

CLEAR CHOICE FINANCIAL, INC.            NV       2.01,9.01                      05/31/06    AMEND

CLEVELAND CLIFFS INC                    OH       2.02,9.01                      07/26/06

CLEVELAND CLIFFS INC                    OH       7.01,9.01                      07/27/06

CMGI INC                                DE       5.02,9.01                      07/21/06

COAST FINANCIAL HOLDINGS INC                     1.01                           07/26/06

COBIZ INC                               CO       7.01,9.01                      07/27/06

COCA COLA ENTERPRISES INC               DE       2.02                           07/27/06

CODORUS VALLEY BANCORP INC              PA       5.02                           07/26/06

COINSTAR INC                            DE       2.02,9.01                      07/27/06

COLONIAL PROPERTIES TRUST               AL       2.02,7.01,9.01                 07/27/06

Columbia Equity Trust, Inc.             MD       1.01,9.01                      07/27/06

COLUMBIA SPORTSWEAR CO                  OR       2.02,9.01                      07/27/06

COMCAST CORP                            PA       2.02,9.01                      07/27/06

COMMERCE GROUP INC /MA                  MA       2.02,9.01                      07/27/06

COMMERCEFIRST BANCORP INC               MD       2.02,9.01                      07/26/06

COMMERCEFIRST BANCORP INC               MD       2.02,9.01                      07/27/06    AMEND

COMMUNITY BANKS INC /PA/                PA       7.01,9.01                      07/27/06

CommunitySouth Bancshares Inc           SC       2.02,9.01                      07/26/06

CommunitySouth Bancshares Inc           SC       8.01,9.01                      07/19/06    AMEND

CONEXANT SYSTEMS INC                    DE       2.02,9.01                      07/27/06

CONOR MEDSYSTEMS INC                             9.01                           07/26/06

CONSOL ENERGY INC                                2.02,9.01                      07/27/06

CONVERGYS CORP                          OH       2.02,9.01                      07/27/06

CORE LABORATORIES N V                   P7       2.02,9.01                      06/30/06

CORILLIAN CORP                          OR       2.02,9.01                      07/27/06

CORPORATE EXECUTIVE BOARD CO            DE       2.02,9.01                      07/25/06

CORVEL CORP                             DE       2.02,7.01,9.01                 07/27/06

COSTAR GROUP INC                                 2.02                           07/26/06

COTT CORP /CN/                                   2.02,9.01                      07/27/06

COWLITZ BANCORPORATION                  WA       2.02,9.01                      07/27/06

CTS CORP                                IN       2.02,9.01                      07/27/06

CUMMINS INC                             IN       2.02,7.01,9.01                 07/27/06

CURAGEN CORP                            DE       2.02,9.01                      07/27/06

CYBERONICS INC                          DE       1.01,3.01,7.01,8.01,9.01       07/20/06

CYGNE DESIGNS INC                       DE       2.01,9.01                      05/12/06    AMEND

CYNOSURE INC                                     2.02,9.01                      07/27/06

CYTATION CORP                           DE       1.01,2.01,9.01                 01/18/06    AMEND

CYTOKINETICS INC                                 2.02,9.01                      07/27/06

CYTYC CORP                              DE       2.02,9.01                      07/26/06

DATALINK CORP                           MN       8.01                           07/24/06

DECKERS OUTDOOR CORP                    DE       2.02,9.01                      07/27/06

DELL INC                                DE       1.01,9.01                      07/21/06

DELPHI CORP                             DE       1.01,9.01                      07/21/06

DELTA MILLS INC                         DE       5.02                           07/21/06

DELTA WOODSIDE INDUSTRIES INC /SC/      SC       5.02                           07/21/06

DELTATHREE INC                          DE       2.02,9.01                      07/27/06

DELTIC TIMBER CORP                      DE       2.02,9.01                      07/26/06

DELUXE CORP                             MN       2.02,9.01                      07/27/06

DENNYS CORP                             DE       2.02,9.01                      06/28/06

DENTSPLY INTERNATIONAL INC /DE/         DE       2.02,9.01                      07/26/06

DEVELOPERS DIVERSIFIED REALTY CORP      OH       2.02                           07/26/06

DIAGNOSTIC PRODUCTS CORP                CA       8.01,9.01                      07/26/06

DiamondRock Hospitality Co                       2.02,9.01                      07/26/06

DIGI INTERNATIONAL INC                  DE       1.01,2.01,3.02,7.01,9.01       07/27/06

DIGITAL RIVER INC /DE                   DE       2.02,9.01                      07/27/06

DIOMED HOLDINGS INC                     NV       7.01,9.01                      07/27/06

DISCOVER CARD MASTER TRUST I            DE       8.01,9.01                      07/27/06

Dividend Capital Total Realty Trust I   MD       8.01                           07/27/06

DIVIDEND CAPITAL TRUST INC              MD       1.01,3.02,9.01                 07/21/06

Dorman Products, Inc.                   PA       1.01,2.03,9.01                 07/27/06

DOV PHARMACEUTICAL INC                  DE       3.02,8.01                      07/26/06

DOVER CORP                              DE       2.02,9.01                      07/27/06

DOVER DOWNS GAMING & ENTERTAINMENT IN   DE       2.02,7.01,9.01                 07/27/06

DOVER MOTORSPORTS INC                   DE       2.02,7.01,9.01                 07/27/06

DOW CHEMICAL CO /DE/                    DE       2.02,9.01                      07/27/06

DRUGSTORE COM INC                       DE       2.02,9.01                      07/27/06

DUKE REALTY CORP                        IN       2.02,9.01                      07/26/06

DUKE REALTY CORP                        IN       8.01,9.01                      07/27/06

DUKE REALTY LIMITED PARTNERSHIP/        IN       2.02,9.01                      07/26/06

DUKE REALTY LIMITED PARTNERSHIP/        IN       8.01,9.01                      07/27/06

DURA AUTOMOTIVE SYSTEMS INC             DE       2.02,2.06,9.01                 07/24/06

DURAVEST INC                                     5.02,9.01                      07/25/06

DURECT CORP                             DE       2.02,8.01,9.01                 07/27/06

EASTMAN CHEMICAL CO                     DE       2.02                           06/30/06

ECOLAB INC                              DE       1.01,9.01                      07/26/06

EDGEMONT RESOURCES CORP                 NV       1.01,2.01,3.02,4.01,5.01, 	    07/25/06
					 5.02,5.03,5.06,9.01   
EDO CORP                                NY       2.02                           07/27/06

EDUCATE INC                             DE       2.02,9.01                      07/27/06

ELECTRO SENSORS INC                     MN       3.01,5.02                      07/26/06

Embarq CORP                             DE       2.02,9.01                      07/27/06

EMCOR GROUP INC                         DE       2.02,9.01                      06/30/06

EMPIRE DISTRICT ELECTRIC CO             KS       2.02,9.01                      07/27/06

ENDURANCE SPECIALTY HOLDINGS LTD                 2.02,9.01                      07/27/06

ENDWAVE CORP                            DE       1.01                           07/25/06

ENPRO INDUSTRIES, INC                   NC       2.02                           07/27/06

ENTERPRISE BANCORP INC /MA/             MA       1.01                           07/27/06

EPICOR SOFTWARE CORP                    DE       2.02,9.01                      07/26/06

EPLUS INC                               DE       8.01,9.01                      07/24/06

EQUISTAR CHEMICALS LP                   DE       2.02,9.01                      07/27/06

EQUITABLE RESOURCES INC /PA/            PA       2.02                           07/27/06

ERESEARCHTECHNOLOGY INC /DE/            DE       5.02                           07/25/06

ESSEX PROPERTY TRUST INC                MD       3.03,9.01                      07/27/06

ETHAN ALLEN INTERIORS INC               DE       2.02,9.01                      07/27/06

EVANS BANCORP INC                       NY       2.02,9.01                      07/27/06

EXXON MOBIL CORP                        NJ       2.02,7.01                      07/27/06

FAIRPOINT COMMUNICATIONS INC            DE       8.01,9.01                      07/26/06

FALCONSTOR SOFTWARE INC                 DE       2.02,9.01                      07/27/06

FALCONSTOR SOFTWARE INC                 DE       7.01                           07/27/06

FEATHERLITE INC                         MN       1.01,8.01,9.01                 07/26/06

Federal Home Loan Bank of Atlanta       X1       2.03                           07/24/06

Federal Home Loan Bank of Boston        X1       2.03                           07/24/06

Federal Home Loan Bank of Chicago       X1       2.03                           07/24/06

Federal Home Loan Bank of Cincinnati    X1       2.03,9.01                      07/25/06

Federal Home Loan Bank of Indianapoli   X1       2.03,9.01                      07/24/06

Federal Home Loan Bank of New York      X1       2.03,9.01                      07/24/06

Federal Home Loan Bank of San Francis   X1       2.03                           07/24/06

Federal Home Loan Bank of Seattle                2.03                           07/26/06

Federal Home Loan Bank of Topeka                 2.03                           07/24/06

FEI CO                                  OR       1.01,5.02,9.01                 07/21/06

FINANCIAL INSTITUTIONS INC              NY       2.02,9.01                      07/27/06

FIRST BANKS, INC                        MO       2.02,9.01                      07/27/06

First Clover Leaf Financial Corp.       MD       8.01,9.01                      07/25/06

FIRST MERCHANTS CORP                    IN       5.02,5.03,9.01                 07/27/06

FIRST NATIONAL COMMUNITY BANCORP INC    PA       1.01,9.01                      07/27/06

FIRST POTOMAC REALTY TRUST              MD       2.02,7.01,9.01                 07/26/06

FIRSTFED FINANCIAL CORP                 DE       7.01,9.01                      06/30/06

FIRSTFED FINANCIAL CORP                 DE       2.02,9.01                      06/30/06

FIRSTMERIT CORP /OH/                    OH       5.04,9.01                      07/21/06

FIRSTPLUS FINANCIAL GROUP INC           NV       7.01                           07/24/06    AMEND

FLUSHING FINANCIAL CORP                 DE       2.02,9.01                      06/30/06

FORMFACTOR INC                          DE       2.02,9.01                      07/27/06

FORTUNE BRANDS INC                      DE       2.02,7.01,9.01                 07/27/06

FRANKLIN FINANCIAL SERVICES CORP /PA/   PA       8.01,9.01                      07/26/06

FRANKLIN RESOURCES INC                  DE       2.02,9.01                      07/27/06

FreightCar America, Inc.                DE       2.02,9.01                      07/27/06

GATX CORP                               NY       2.02,7.01,9.01                 07/27/06

GE Capital Credit Card Master Note Tr   DE       8.01,9.01                      07/17/06

GEHL CO                                 WI       5.02,5.03,9.01                 07/21/06

GENERAL MARITIME CORP/                           7.01                           07/26/06

GENERAL MARITIME CORP/                           2.02,9.01                      07/26/06

GENESCO INC                             TN       7.01,9.01                      07/27/06

GENESIS MICROCHIP INC /DE               DE       2.02,9.01                      07/27/06

GENTA INC DE/                           DE       8.01,9.01                      07/27/06

GENWORTH FINANCIAL INC                  DE       2.02,9.01                      07/27/06

GEORGIA GULF CORP /DE/                  DE       2.02,9.01                      07/27/06

GLIMCHER REALTY TRUST                   MD       2.02,9.01                      07/26/06

GLOBAL MED TECHNOLOGIES INC             CO       2.02,9.01                      07/27/06

Global Resource CORP                    CO       1.01,9.01                      07/26/06

GLOBALNET CORP                          NV       8.01                           07/26/06

Gold Kist Inc.                          DE       5.05,9.01                      07/26/06

Goodman Global Inc                               2.02,9.01                      07/27/06

GOODRICH CORP                           NY       2.02,9.01                      07/27/06

GRACO INC                               MN       2.02,9.01                      07/26/06

GRAHAM CORP                             DE       2.02,8.01,9.01                 07/27/06

GRANITE CONSTRUCTION INC                DE       2.02,9.01                      07/26/06

GREENHILL & CO INC                               2.02,9.01                      07/27/06

GTX INC /DE/                            DE       2.02,9.01                      07/27/06

HAEMONETICS CORP                        MA       2.02,9.01                      07/27/06

Halo Technology Holdings, Inc.          NV       1.01,3.02,8.01,9.01            07/21/06

HANCOCK HOLDING CO                      MS       8.01,9.01                      07/27/06

HANOVER COMPRESSOR CO /                 DE       2.02,9.01                      07/27/06

HANOVER COMPRESSOR CO /                 DE       1.01,9.01                      07/21/06

HARBOR GLOBAL CO LTD                             2.02,9.01                      07/27/06

HARLEYSVILLE GROUP INC                  DE       2.02,9.01                      07/27/06

HARLEYSVILLE NATIONAL CORP              PA       1.01,9.01                      07/26/06

HARMONIC INC                            DE       2.02,9.01                      07/26/06

HARRAHS ENTERTAINMENT INC               DE       2.02,9.01                      07/27/06

HARSCO CORP                             DE       2.02                           07/27/06

HARTE HANKS INC                         DE       2.02,9.01                      07/27/06

HARTFORD FINANCIAL SERVICES GROUP INC   DE       2.02,9.01                      07/27/06

HEADWATERS INC                          DE       2.02,7.01,9.01                 07/27/06

HEALTHWAYS, INC                         DE       1.01,9.01                      07/27/06

HEARST ARGYLE TELEVISION INC            DE       2.02,7.01,9.01                 07/27/06

HEARST ARGYLE TELEVISION INC            DE       2.02,7.01,9.01                 07/27/06    AMEND

HELMERICH & PAYNE INC                   DE       2.02,9.01                      07/27/06

HEMOSENSE INC                           DE       2.02,9.01                      07/27/06

HENRY SCHEIN INC                        DE       2.02,9.01                      07/01/06

HERCULES INC                            DE       2.02,9.01                      06/30/06

HERCULES TECHNOLOGY GROWTH CAPITAL IN   MD       8.01,9.01                      07/27/06

HERITAGE FINANCIAL CORP /WA/            WA       2.02,7.01,9.01                 07/25/06

HERLEY INDUSTRIES INC /NEW              DE       4.01,9.01                      07/27/06

HIENERGY TECHNOLOGIES INC               DE       1.01,8.01,9.01                 07/20/06

HIGHLAND HOSPITALITY CORP               MD       2.02,9.01                      07/27/06

HILB ROGAL & HOBBS CO                   VA       2.02,9.01                      07/26/06

HITTITE MICROWAVE CORP                           2.02,9.01                      07/27/06

HOLLY ENERGY PARTNERS LP                DE       2.02,7.01,9.01                 07/27/06

HOLOGIC INC                             DE       1.01,2.01,2.03,3.02,9.01       07/27/06

HOME BANCSHARES INC                              8.01                           07/27/06

Home Equity Loan Trust 2006-HSA4                 8.01,9.01                      07/27/06

HS3 TECHNOLOGIES INC.                            5.02                           07/05/06

HUB INTERNATIONAL LTD                   A6       2.02                           07/27/06

HUTTIG BUILDING PRODUCTS INC            DE       2.02,2.05,9.01                 07/27/06

HYDROFLO INC                                     8.01                           07/25/06

HYTHIAM INC                             DE       5.02,9.01                      07/27/06

I FLOW CORP /DE/                        DE       2.02                           07/27/06

IBERIABANK CORP                         LA       1.01,7.01,9.01                 07/26/06

ICT GROUP INC                           PA       2.02,9.01                      07/27/06

IGATE CORP                              PA       2.02,9.01                      07/27/06

IGI INC                                 DE       1.01,2.03                      07/21/06

IKON OFFICE SOLUTIONS INC               OH       2.02,9.01                      07/27/06

IKON OFFICE SOLUTIONS INC               OH       7.01                           07/27/06

ILINC COMMUNICATIONS INC                DE       2.02,9.01                      07/27/06

ILX RESORTS INC                         AZ       2.02,9.01                      07/27/06

IMAGE SENSING SYSTEMS INC               MN       2.02,9.01                      07/26/06

IMATION CORP                            DE       2.02,7.01,9.01                 07/27/06

INCYTE CORP                             DE       2.02,9.01                      07/27/06

INDEPENDENT BANK CORP /MI/              MI       2.02,9.01                      07/27/06

INDUSTRIAL DISTRIBUTION GROUP INC       DE       2.02,9.01                      07/27/06

INDYMAC BANCORP INC                     DE       2.02,9.01                      07/27/06

IndyMac INDX Mortgage Loan Trust 2006            9.01                           07/27/06

INFINITY PROPERTY & CASUALTY CORP       OH       2.02,9.01                      07/27/06

Inland American Real Estate Trust, In   MD       2.01,2.03,9.01                 07/21/06

INNKEEPERS USA TRUST/FL                 MD       1.01,7.01,9.01                 07/21/06

INNOSPEC INC.                           DE       2.02,9.01                      07/26/06

INNOVATIVE SOLUTIONS & SUPPORT INC      PA       2.02                           07/26/06

INSITUFORM TECHNOLOGIES INC             DE       5.03,9.01                      07/25/06

INSPIRE PHARMACEUTICALS INC             DE       1.01                           07/27/06

INSTEEL INDUSTRIES INC                  NC       2.02,9.01                      07/26/06

INTEGRITY BANCSHARES INC                GA       5.02                           07/25/06

INTELLIGENT SYSTEMS CORP                GA       3.01,7.01,9.01                 07/27/06

INTER PARFUMS INC                       DE       2.02                           07/25/06

INTERACTIVE DATA CORP/MA/               DE       2.02,9.01                      07/27/06

INTERGRAPH CORP                         DE       2.02,2.05,8.01,9.01            06/30/06

INTERMOST CORP                          UT       2.01,9.01                      07/24/06

INTERMUNE INC                           DE       2.02,9.01                      07/27/06

International Securities Exchange, In   DE       2.02,9.01                      07/27/06

INTERPHASE CORP                         TX       2.02,9.01                      07/26/06

Intersearch Group Inc                   FL       1.01,2.03,9.01                 07/21/06

INTRAOP MEDICAL CORP                             3.03                           07/20/06

INTRICON CORP                           PA       2.02,7.01,9.01                 07/26/06

INVACARE CORP                           OH       2.02                           07/27/06

INVENTURE GROUP, INC.                   DE       1.01,2.02,5.02,8.01,9.01       07/27/06

IOMAI CORP                                       1.01,9.01                      07/25/06

IOMEGA CORP                             DE       2.02,9.01                      07/02/06

iPCS, INC                               DE       2.02,9.01                      07/27/06

IPSCO INC                                        8.01,9.01                      07/27/06

IRON MOUNTAIN INC                       DE       2.02,9.01                      07/27/06

ISCO INTERNATIONAL INC                  DE       2.02,9.01                      07/27/06

ISTAR FINANCIAL INC                     MD       2.02,9.01                      07/27/06

ITC DELTACOM INC                        DE       3.01,5.02                      07/25/06

ITT EDUCATIONAL SERVICES INC            DE       2.02,5.02                      07/25/06

ITT EDUCATIONAL SERVICES INC            DE       5.02                           07/25/06    AMEND

iWorld Projects & Systems, Inc.         NV       8.01                           07/27/06

J.P. Morgan Alternative Loan Trust 20   DE       8.01,9.01                      07/27/06

J.P. Morgan Mortgage Trust 2006-A5      DE       8.01,9.01                      07/27/06

JACKSON RIVERS CO                       FL       1.01,2.01,3.02,5.02,5.03,9.01  05/05/06    AMEND

JACKSONVILLE BANCORP INC /FL/           FL       2.02,9.01                      07/27/06

JANUS CAPITAL GROUP INC                 DE       2.02,9.01                      07/27/06

JARDEN CORP                             DE       2.02,5.02,9.01                 07/24/06

JORDAN 1 HOLDINGS CO                    DE       1.01,2.01,5.01,5.02,5.03,9.01  07/20/06

K SWISS INC                             DE       2.02,9.01                      07/27/06

K2 INC                                  DE       7.01                           07/26/06

KEITHLEY INSTRUMENTS INC                OH       2.02,9.01                      07/27/06

KELLOGG CO                              DE       2.02                           07/27/06

KENDLE INTERNATIONAL INC                OH       2.02,9.01                      07/27/06

KENTUCKY BANCSHARES INC /KY/            KY       2.02,9.01                      07/27/06

Kentucky First Federal Bancorp                   2.02,9.01                      07/26/06

KIRBY CORP                              NV       2.02,9.01                      07/26/06

KLA TENCOR CORP                         DE       2.02,9.01                      07/27/06

KNBT BANCORP INC                        PA       7.01,9.01                      07/27/06

KNOT INC                                DE       2.02,9.01                      07/27/06

KRONOS INC                              MA       2.02                           07/27/06

KULICKE & SOFFA INDUSTRIES INC          PA       2.02,9.01                      07/27/06

L 3 COMMUNICATIONS HOLDINGS INC         DE       2.02,9.01                      07/27/06

LAMSON & SESSIONS CO                    OH       2.02,9.01                      07/27/06

Legacy Bancorp, Inc.                    DE       2.02,7.01,9.01                 07/26/06

LEHMAN ABS CORP ALTRIA DEB BACKED SER   DE       8.01,9.01                      07/15/06

LEHMAN ABS CORP BACKED TRUST CERTS SE   DE       8.01,9.01                      07/15/06

LEHMAN ABS CORP BELLSOUTH CAPITAL FUN   DE       8.01,9.01                      07/15/06

LEHMAN ABS CORP FORD MOTOR CO NOTE BA   DE       8.01,9.01                      07/16/06

LEHMAN ABS CORP HSBC DEBENTURE BACKED   DE       8.01,9.01                      07/15/06

LEHMAN ABS CORP PRUDENTIAL FINANCIAL    DE       8.01,9.01                      07/15/06

LEHMAN ABS CORP REPACK AMER GEN FLOAT   DE       8.01,9.01                      07/15/06

LENNOX INTERNATIONAL INC                DE       2.02,9.01                      07/27/06

LIFE TIME FITNESS INC                   MN       1.01,2.02,9.01                 07/26/06

LIFECELL CORP                           DE       2.02,9.01                      07/27/06

LIFEPOINT HOSPITALS, INC.                        2.02,9.01                      07/27/06

LKQ CORP                                DE       2.02,9.01                      07/27/06

LNB BANCORP INC                         OH       2.02,9.01                      07/27/06

LUBRIZOL CORP                           OH       2.02,9.01                      07/27/06

LUCENT TECHNOLOGIES INC                 DE       2.02,8.01,9.01                 07/26/06

LUCENT TECHNOLOGIES INC                 DE       2.02,9.01                      07/26/06

LYDALL INC /DE/                         DE       2.02,9.01                      07/27/06

LYONDELL CHEMICAL CO                    DE       2.02,9.01                      07/27/06

M I HOMES INC                           OH       1.01,2.02,5.02                 07/27/06

MAC-GRAY CORP                           DE       2.02,5.02,9.01                 07/27/06

MAGELLAN MIDSTREAM HOLDINGS LP                   2.02,9.01                      07/27/06

MAGELLAN MIDSTREAM PARTNERS LP          DE       2.02,9.01                      07/27/06

Magyar Bancorp, Inc.                    DE       2.02,9.01                      07/26/06

MAJESCO ENTERTAINMENT CO                DE       5.02                           07/21/06

MANAKOA SERVICES CORP                   NV       8.01,9.01                      07/25/06

MANITOWOC CO INC                        WI       2.02,9.01                      07/26/06

MAPINFO CORP                            DE       2.02,9.01                      06/30/06

MARCO COMMUNITY BANCORP INC             FL       8.01,9.01                      07/18/06

MARCUS CORP                             WI       2.02,9.01                      07/27/06

MARINEMAX INC                           DE       2.02,9.01                      07/27/06

MASSEY ENERGY CO                        DE       2.02,9.01                      07/27/06

MATRIA HEALTHCARE INC                   DE       2.02,5.03,9.01                 07/25/06

MATTSON TECHNOLOGY INC                  DE       1.01,5.02,7.01,9.01            07/26/06

MAXUS REALTY TRUST INC.                          2.01                           07/26/06

MBIA INC                                CT       2.02,9.01                      07/27/06

McAfee, Inc.                            DE       2.02,9.01                      07/27/06

McAfee, Inc.                            DE       4.02                           07/27/06

MCKESSON CORP                           DE       2.02,9.01                      07/27/06

MDU RESOURCES GROUP INC                 DE       8.01,9.01                      07/27/06

MEDALLION FINANCIAL CORP                DE       8.01,9.01                      07/26/06

MEDIA SCIENCES INTERNATIONAL INC        DE       2.02,9.01                      07/26/06

MEDICAL STAFFING NETWORK HOLDINGS INC   DE       2.02,9.01                      07/27/06

MEDQUIST INC                            NJ       5.02,9.01                      07/21/06

MERCURY COMPUTER SYSTEMS INC            MA       2.02,2.05,8.01,9.01            07/21/06

MERIT MEDICAL SYSTEMS INC               UT       2.02,9.01                      07/27/06

Meritage Homes CORP                     MD       2.02,9.01                      07/26/06

MERRILL LYNCH & CO INC                  DE       8.01,9.01                      07/26/06

MERRILL LYNCH DEPOSITOR INC PPLUS TRU   DE       8.01,9.01                      07/17/06

MERRILL LYNCH DEPOSITOR INC PREFERRED   DE       8.01,9.01                      07/17/06

MERRILL LYNCH DEPOSITOR INC PREFERRED   DE       8.01,9.01                      07/17/06

MERRILL LYNCH MORTGAGE INVESTORS INC    DE       8.01,9.01                      07/27/06

META FINANCIAL GROUP INC                DE       2.02,8.01,9.01                 07/26/06

METROLOGIC INSTRUMENTS INC              NJ       2.02,7.01,9.01                 07/25/06

METTLER TOLEDO INTERNATIONAL INC/       DE       2.02,9.01                      07/27/06

MGI PHARMA INC                          MN       1.01,5.02,9.01                 07/21/06

MICRO LINEAR CORP /CA/                  DE       2.02,9.01                      07/27/06

MICROFINANCIAL INC                      MA       2.02,9.01                      07/26/06

MICROSEMI CORP                          DE       2.02,9.01                      06/30/06

MICROTUNE INC                           DE       2.02,8.01,9.01                 07/27/06

MIDDLEBURG FINANCIAL CORP               VA       2.02,9.01                      07/21/06

MIDLAND CO                              OH       5.02                           07/27/06

MIDWEST AIR GROUP INC                   WI       2.02,9.01                      07/27/06

MILLENNIUM CELL INC                     DE       2.02,8.01,9.01                 07/26/06

MILLENNIUM CHEMICALS INC                DE       2.02,9.01                      07/27/06

MILLENNIUM PHARMACEUTICALS INC          DE       2.02                           07/27/06

MKS INSTRUMENTS INC                     MA       2.02,9.01                      07/27/06

MOBILE MINI INC                         DE       2.02,9.01                      07/27/06

MOBILITY ELECTRONICS INC                DE       2.02,9.01                      07/27/06

MOBIUS MANAGEMENT SYSTEMS INC           DE       2.02,9.01                      07/27/06

MOHEGAN TRIBAL GAMING AUTHORITY                  2.02,9.01                      07/27/06

MONARCH CASINO & RESORT INC             NV       2.02                           07/26/06

MONARCH CASINO & RESORT INC             NV       8.01                           07/26/06

MONSTER WORLDWIDE INC                   DE       5.04,8.01,9.01                 07/26/06

MORTONS RESTAURANT GROUP INC            DE       2.02,9.01                      07/27/06

MOTOROLA INC                            DE       3.03,5.03,9.01                 07/27/06

MPS GROUP INC                           FL       2.02,9.01                      07/27/06

MUNICIPAL MORTGAGE & EQUITY LLC         DE       1.01,9.01                      07/24/06

MWI Veterinary Supply, Inc.             DE       5.02,9.01                      07/24/06

MYERS INDUSTRIES INC                    OH       1.01,2.02,2.03,2.06,9.01       06/30/06

NACCO INDUSTRIES INC                    DE       1.01,9.01                      07/21/06

NANOMETRICS INC                         CA       2.02,9.01                      07/27/06

NANOPHASE TECHNOLOGIES CORPORATION      IL       1.01,2.02,5.03,9.01            07/24/06

NARA BANCORP INC                        DE       2.02,9.01                      07/26/06

NATIONAL CITY CORP                      DE       1.01,9.01                      07/27/06

NATIONAL INSTRUMENTS CORP /DE/          DE       2.02,9.01                      07/27/06

NATIONAL OILWELL VARCO INC              DE       2.02,9.01                      07/27/06

NAVIGANT CONSULTING INC                 DE       1.01,9.01                      07/20/06

NCR CORP                                MD       1.01,2.02,9.01                 07/25/06

NEOMEDIA TECHNOLOGIES INC               DE       1.01,9.01                      07/24/06

NETCO INVESTMENTS INC                   WA       1.01,2.01,2.03,3.02,4.01, 	07/12/06    AMEND
					         5.02,5.03,8.01,9.01

NETGEAR INC                             DE       1.01,2.02,7.01,9.01            07/26/06

NETWORK ENGINES INC                     DE       2.02,9.01                      07/27/06

NeuroMetrix, Inc.                                2.02,9.01                      07/27/06

NEW FRONTIER ENERGY INC                 CO       1.01,9.01                      07/21/06

NEW RIVER PHARMACEUTICALS INC           VA       1.01,2.03,3.02,8.01,9.01       07/25/06

NEWALLIANCE BANCSHARES INC                       1.01,5.02                      07/25/06

NEWELL RUBBERMAID INC                   DE       2.02,9.01                      07/27/06

NEWFIELD EXPLORATION CO /DE/            DE       2.02,7.01,9.01                 07/26/06

NEWMONT MINING CORP /DE/                DE       2.02,9.01                      07/27/06

NEXTERA ENTERPRISES INC                 DE       2.02,9.01                      07/27/06

NIC INC                                 CO       2.02,7.01,9.01                 07/27/06

NICHOLAS FINANCIAL INC                  FL       2.02,9.01                      07/27/06

NII HOLDINGS INC                        DE       2.02,9.01                      07/27/06

NORTH VALLEY BANCORP                    CA       2.02,9.01                      07/26/06

NORTHROP GRUMMAN CORP /DE/              DE       2.02,9.01                      07/27/06

NSTAR/MA                                MA       2.02,9.01                      06/30/06

NUMEREX CORP /PA/                       PA       2.02,9.01                      06/30/06

NUTRACEUTICAL INTERNATIONAL CORP        DE       2.02,9.01                      07/27/06

NUVASIVE INC                            DE       2.02,9.01                      07/27/06

NxStage Medical, Inc.                   DE       2.02,9.01                      07/27/06

NYER MEDICAL GROUP INC                  FL       2.02,9.01                      07/27/06

NYER MEDICAL GROUP INC                  FL       2.02,9.01                      07/27/06    AMEND

NYMEX HOLDINGS INC                      DE       8.01,9.01                      07/27/06

NYSE Group, Inc.                        DE       2.02,9.01                      07/27/06

O REILLY AUTOMOTIVE INC                 MO       7.01,9.01                      06/30/06

OCCAM NETWORKS INC/DE                   DE       9.01                           07/11/06    AMEND

OCEAN SHORE HOLDING CO                  X1       2.02,9.01                      07/26/06

Odimo INC                               DE       5.02                           07/24/06

ODYSSEY HEALTHCARE INC                  DE       5.02,7.01,9.01                 07/26/06

ODYSSEY RE HOLDINGS CORP                DE       2.02,4.02                      07/27/06

OHIO LEGACY CORP                        OH       2.02,9.01                      07/27/06

OLD DOMINION FREIGHT LINE INC/VA        VA       2.02,9.01                      07/27/06

OLD NATIONAL BANCORP /IN/               IN       2.02,9.01                      07/27/06

OMNICARE INC                            DE       2.02,9.01                      07/27/06

Omniture, Inc.                          DE       2.02,9.01                      07/27/06

ON SEMICONDUCTOR CORP                   DE       2.02,9.01                      07/27/06

ON2 TECHNOLOGIES, INC.                  DE       2.02,9.01                      07/27/06

ONLINE HOLDINGS INC                              1.01,9.01                      07/27/06

OPTICAL COMMUNICATION PRODUCTS INC      DE       1.01,5.02,9.01                 07/26/06

ORTHOFIX INTERNATIONAL N V                       2.02,9.01                      07/27/06

OSI RESTAURANT PARTNERS, INC.           DE       2.02,7.01,9.01                 07/27/06

OUTLOOK GROUP CORP                      WI       8.01,9.01                      07/24/06

OWENS CORNING                           DE       8.01,9.01                      07/27/06

OWENS ILLINOIS INC /DE/                 DE       2.02                           07/26/06

PACIFIC CAPITAL BANCORP /CA/            CA       8.01,9.01                      07/27/06

PALOMAR MEDICAL TECHNOLOGIES INC        DE       2.02,9.01                      07/27/06

PANTRY INC                              DE       2.02,9.01                      07/27/06

PAPA JOHNS INTERNATIONAL INC            DE       8.01,9.01                      07/24/06

PC CONNECTION INC                       DE       2.02,9.01                      07/27/06

PC TEL INC                              DE       2.02,9.01                      07/27/06

PC TEL INC                              DE       2.05,2.06                      07/27/06

PEMSTAR INC                             MN       2.02,9.01                      07/27/06

PENN NATIONAL GAMING INC                PA       5.02,9.01                      07/27/06

PENN OCTANE CORP                        DE       1.01                           07/21/06

PENNFED FINANCIAL SERVICES INC          DE       2.02                           07/26/06

PENNSYLVANIA REAL ESTATE INVESTMENT T   PA       2.02,9.01                      07/27/06

PERKINELMER INC                         MA       2.02,9.01                      07/27/06

PETMED EXPRESS INC                      FL       7.01,8.01,9.01                 07/24/06

PETROL OIL & GAS INC                             8.01,9.01                      07/20/06

PETROLEUM DEVELOPMENT CORP              NV       8.01                           07/27/06

PHARSIGHT CORP                          CA       2.02,9.01                      07/27/06

PHASE FORWARD INC                       DE       2.02,9.01                      07/27/06

PHOENIX COMPANIES INC/DE                DE       2.02,9.01                      07/27/06

PHOENIX FOOTWEAR GROUP INC              DE       5.02,9.01                      07/25/06

PHOENIX FOOTWEAR GROUP INC              DE       2.02,9.01                      07/27/06

PHOENIX TECHNOLOGIES LTD                DE       1.01                           07/25/06

PHOENIX TECHNOLOGIES LTD                DE       2.02,9.01                      07/27/06

PIXELWORKS, INC                         OR       2.02,9.01                      07/27/06

PLC SYSTEMS INC                                  2.02,9.01                      07/27/06

PLUG POWER INC                          DE       2.02,5.02,9.01                 07/27/06

POLYDEX PHARMACEUTICALS LTD/BAHAMAS              5.02                           07/25/06

PONIARD PHARMACEUTICALS, INC.           WA       8.01,9.01                      07/27/06

PortalPlayer, Inc.                      DE       2.02,5.02,9.01                 07/22/06

POTASH CORP OF SASKATCHEWAN INC                  2.02,9.01                      07/27/06

PPLUS TRUST SERIES CSF-1                DE       8.01,9.01                      07/17/06

PPLUS Trust Series DCNA-1               DE       8.01,9.01                      07/18/06

PPLUS TRUST SERIES PMC-1                DE       8.01,9.01                      07/17/06

PREFORMED LINE PRODUCTS CO              OH       2.02,9.01                      07/27/06

PRESSTEK INC /DE/                       DE       5.02,9.01                      07/26/06

PRESSTEK INC /DE/                       DE       2.02,9.01                      07/27/06

PROASSURANCE CORP                       DE       7.01,8.01,9.01                 07/26/06

PROLOGIS                                MD       2.02,9.01                      07/27/06

PROVIDENCE & WORCESTER RAILROAD CO/RI   RI       8.01,9.01                      07/26/06

PROVIDENT FINANCIAL SERVICES INC        DE       2.02,7.01,9.01                 07/27/06

PROVIDENT NEW YORK BANCORP              DE       2.02,9.01                      07/25/06

PS BUSINESS PARKS INC/CA                CA       7.01,9.01                      07/26/06

PSYCHIATRIC SOLUTIONS INC               DE       2.02,9.01                      07/26/06

PUBLICARD INC                           PA       1.01,5.02,9.01                 07/21/06

PULASKI FINANCIAL CORP                  MO       2.02,9.01                      07/26/06

PULTE HOMES INC/MI/                     MI       2.02,9.01                      07/26/06

PW EAGLE INC                            MN       2.02,9.01                      07/21/06

QLT INC/BC                              A1       2.02,9.01                      07/27/06

QUANTA CAPITAL HOLDINGS LTD                      1.01,1.02,5.02,7.01,9.01       07/25/06

QUEPASA CORP                            NV       5.02,9.01                      07/27/06

QUESTAR CORP                            UT       2.02,9.01                      07/26/06

QUIGLEY CORP                            NV       2.02,8.01,9.01                 07/27/06

Rackable Systems, Inc.                  DE       2.02,9.01                      07/27/06

RADIANT SYSTEMS INC                     GA       2.02,9.01                      07/26/06

RAILAMERICA INC /DE                     DE       2.02,7.01,9.01                 07/27/06

RAMTRON INTERNATIONAL CORP              DE       2.02,9.01                      07/27/06

RANGE RESOURCES CORP                    DE       2.02,9.01                      07/26/06

RASC Series 2006-KS6 Trust              DE       8.01,9.01                      07/27/06

RAYTHEON CO/                            DE       2.02,9.01                      07/27/06

RAYTHEON CO/                            DE       8.01                           07/27/06

RBS GLOBAL INC                          DE       1.01,1.02,5.01,5.02,8.01,9.01  07/21/06

RBS GLOBAL INC                          DE       1.01,1.02,5.01,5.02,8.01,9.01  07/21/06    AMEND

REALNETWORKS INC                        WA       2.02,9.01                      07/27/06

REDDY ICE HOLDINGS INC                  DE       2.02,9.01                      07/27/06

REGAL BELOIT CORP                       WI       2.02,9.01                      07/27/06

RENOVIS INC                             DE       2.02,9.01                      07/27/06

Residential Asset Securitization Trus            9.01                           07/27/06

Residential Asset Securitization Trus            9.01                           07/27/06

RGC RESOURCES INC                       VA       2.01                           07/25/06

Ridgewood Energy O Fund LLC                      4.01                           06/08/06

Ridgewood Energy P Fund LLC                      4.01                           06/08/06

RIDGEWOOD ENERGY Q FUND LLC                      4.01                           06/08/06

ROCKY BRANDS, INC.                      OH       2.02,9.01                      07/27/06

ROGERS CORP                             MA       2.02,7.01,9.01                 07/27/06

ROME BANCORP INC                        DE       2.02,9.01                      07/26/06

ROYAL BANCSHARES OF PENNSYLVANIA INC    PA       2.02,9.01                      06/30/06

ROYAL CARIBBEAN CRUISES LTD                      2.02                           06/30/06

RTW INC /MN/                            MN       2.02,9.01                      07/27/06

RUDOLPH TECHNOLOGIES INC                DE       5.02                           07/27/06

RYDER SYSTEM INC                        FL       2.02,9.01                      07/27/06

SAND HILL IT SECURITY ACQUISITION COR   CA       8.01,9.01                      07/26/06

SCHOLASTIC CORP                         DE       2.02,9.01                      07/26/06

SCHWEITZER MAUDUIT INTERNATIONAL INC    DE       2.02,9.01                      07/27/06

SCIENCE DYNAMICS CORP                   DE       1.01,3.02,9.01                 07/21/06

SCOTTS MIRACLE-GRO CO                   OH       2.02,9.01                      07/27/06

SEACOR HOLDINGS INC /NEW/               DE       2.02,9.01                      07/26/06

SELECT COMFORT CORP                              1.01,9.01                      07/27/06

SELECTICA INC                           DE       1.01,5.02,9.01                 07/21/06

SERVICE 1ST BANCORP                     CA       2.02,9.01                      07/27/06

SHANNON INTERNATIONAL INC                        4.01,9.01                      07/24/06

SHENANDOAH TELECOMMUNICATIONS CO/VA/    VA       2.02,9.01                      07/25/06

SHUFFLE MASTER INC                      MN       1.01,9.01                      07/24/06

SI Financial Group, Inc.                X1       2.02,9.01                      07/26/06

SIFCO INDUSTRIES INC                    OH       5.02,9.01                      07/25/06

SILICON STORAGE TECHNOLOGY INC          CA       8.01                           07/24/06

SIMMONS CO                              DE       2.01,9.01                      06/24/06

SKYTERRA COMMUNICATIONS INC             DE       2.02,3.02,8.01,9.01            07/26/06

SMITHTOWN BANCORP INC                   NY       8.01                           07/26/06

Solo Cup CO                             DE       5.02,9.01                      07/21/06

SOMERSET HILLS BANCORP                  NJ       2.02,9.01                      07/26/06

SONTRA MEDICAL CORP                     MN       8.01,9.01                      07/24/06

SOURCE PETROLEUM INC.                   NV       1.01,9.01                      07/26/06

SOUTHERN CO                             DE       2.02                           07/27/06

SOUTHERN COMMUNITY FINANCIAL CORP                8.01,9.01                      07/27/06

SOUTHERN COPPER CORP/                   DE       2.02,9.01                      07/26/06

SPAN AMERICA MEDICAL SYSTEMS INC        SC       2.02,9.01                      07/26/06

SPARTA INC /DE                          DE       2.02,9.01                      07/21/06

SPARTAN MOTORS INC                      MI       2.02,8.01,9.01                 07/27/06

SPECTRANETICS CORP                      DE       2.02,9.01                      07/27/06

SPRINT NEXTEL CORP                      KS       1.01,9.01                      07/24/06

SPSS INC                                DE       5.05,9.01                      07/27/06

ST PAUL TRAVELERS COMPANIES INC         MN       2.02,9.01                      07/27/06

STANCORP FINANCIAL GROUP INC            OR       2.02,9.01                      07/26/06

STANDARD MANAGEMENT CORP                IN       2.04                           07/21/06

STARWOOD HOTEL & RESORTS WORLDWIDE IN   MD       2.02,9.01                      07/27/06

State National Bancshares, Inc.         TX       2.02,9.01                      07/26/06

STEINER LEISURE LTD                     C5       2.02                           06/30/06

STERICYCLE INC                          DE       9.01                           07/27/06

STERLING BANCSHARES INC                 TX       1.01,7.01                      07/25/06    AMEND

STEVEN MADDEN, LTD.                     DE       2.02,9.01                      07/27/06

STEWARDSHIP FINANCIAL CORP              NJ       2.02,9.01                      07/25/06

STEWART INFORMATION SERVICES CORP       DE       2.02,9.01                      07/27/06

STRATUS SERVICES GROUP INC              DE       8.01                           07/25/06

STRAYER EDUCATION INC                   MD       2.02,9.01                      07/27/06

STRAYER EDUCATION INC                   MD       5.02                           07/27/06

SUNCOM WIRELESS HOLDINGS, INC.                   2.02,9.01                      07/27/06

SUPERGEN INC                            DE       2.02,9.01                      07/27/06

SUPERIOR ENERGY SERVICES INC            DE       1.01,9.01                      07/14/06    AMEND

SUPERIOR UNIFORM GROUP INC              FL       2.02,9.01                      07/27/06

SUPPORTSOFT INC                         DE       2.02,9.01                      07/27/06

SVB FINANCIAL GROUP                              2.02,8.01,9.01                 07/20/06

SYMBION INC/TN                          DE       2.02,9.01                      07/26/06

SYNAGRO TECHNOLOGIES INC                DE       4.01,9.01                      07/13/06    AMEND

SYNAPTICS INC                           CA       2.02,9.01                      07/27/06

SYNERGY FINANCIAL GROUP INC /NJ/        NJ       2.02,9.01                      07/26/06

SYPRIS SOLUTIONS INC                    DE       2.02,7.01,9.01                 07/27/06

T REIT INC                              VA       2.01,9.01                      07/21/06

TALX CORP                               MO       2.02,9.01                      07/26/06

TAUBMAN CENTERS INC                     MI       2.02,9.01                      07/27/06

TECHNITROL INC                          PA       2.02,3.03,5.02,9.01            07/27/06

TEMECULA VALLEY BANCORP INC             CA       2.02,9.01                      07/25/06

TENNECO INC                             DE       2.02,9.01                      07/27/06

TEREX CORP                              DE       2.02,9.01                      07/27/06

TERRA INDUSTRIES INC                    MD       2.02,9.01                      07/27/06

TERRA NITROGEN CO L P /DE               DE       2.02,9.01                      07/27/06

TESORO CORP /NEW/                       DE       5.02,9.01                      07/21/06

TETON ENERGY CORP                       DE       1.01,9.01                      07/26/06

THERAVANCE INC                          DE       2.02,9.01                      07/27/06

THOMAS & BETTS CORP                     TN       8.01,9.01                      07/26/06

THQ INC                                 DE       2.02,9.01                      07/27/06

TIDEWATER INC                           DE       2.02,9.01                      07/27/06

TIERONE CORP                                     2.02,9.01                      07/26/06

Tim Hortons Inc.                        DE       1.01,2.02,9.01                 07/24/06

TOLLGRADE COMMUNICATIONS INC \PA\       PA       2.02,9.01                      07/27/06

TOOTSIE ROLL INDUSTRIES INC             VA       8.01                           07/01/06

TORVEC INC                              NY       8.01                           07/27/06

TOTAL LUXURY GROUP INC                  IN       2.01,9.01                      07/27/06

TRAMMELL CROW CO                        DE       2.02,9.01                      07/27/06

TRANSATLANTIC HOLDINGS INC              DE       2.02                           07/27/06

TRANSMETA CORP                          DE       1.01,5.02,9.01                 07/25/06

TRANSMONTAIGNE INC                      DE       8.01,9.01                      07/25/06

TREX CO INC                             DE       2.02                           07/27/06

TRIAD GUARANTY INC                      DE       2.02,9.01                      07/26/06

TRIPATH IMAGING INC                     DE       2.02,9.01                      07/27/06

TYLER TECHNOLOGIES INC                  DE       2.02                           07/26/06

UAL CORP /DE/                           DE       2.03,9.01                      07/25/06

UNION NATIONAL FINANCIAL CORP / PA      PA       9.01                           06/30/06

UNION PACIFIC CORP                      UT       5.02                           07/27/06

UNITED AMERICA INDEMNITY, LTD           E9       2.02,9.01                      07/27/06

UNITED THERAPEUTICS CORP                DE       1.01,9.01                      07/27/06

UNITY BANCORP INC /NJ/                  NJ       2.03                           07/24/06

Universal Truckload Services, Inc.      MI       2.02,9.01                      07/26/06

UNIVEST CORP OF PENNSYLVANIA            PA       2.02,9.01                      07/26/06

US AIRWAYS GROUP INC                    DE       2.02,9.01                      07/27/06

US AIRWAYS GROUP INC                    DE       2.02,9.01                      07/27/06

USB HOLDING CO INC                      DE       2.02,9.01                      07/26/06

UST INC                                 DE       2.02,2.05,9.01                 07/27/06

UTSTARCOM INC                           DE       1.01,8.01,9.01                 07/21/06

VALASSIS COMMUNICATIONS INC             DE       2.02,9.01                      07/27/06

Valera Pharmaceuticals Inc                       2.02,9.01                      07/27/06

VALSPAR CORP                            DE       1.01,2.03,9.01                 07/24/06

VARIAN SEMICONDUCTOR EQUIPMENT ASSOCI   DE       2.02,9.01                      07/27/06

VECTREN CORP                            IN       5.02                           07/27/06    AMEND

VEECO INSTRUMENTS INC                   DE       7.01,9.01                      07/24/06

VENTURE CATALYST INC                    UT       1.01,9.01                      07/25/06

VIEWPOINT CORP                          DE       5.02,9.01                      07/25/06

VIGNETTE CORP                           DE       2.02,9.01                      07/27/06

Village Bank & Trust Financial Corp.             2.02,9.01                      07/27/06

VIRAGE LOGIC CORP                       CA       2.02,9.01                      07/27/06

VISICU INC                              DE       2.02,9.01                      07/27/06

VIVUS INC                               CA       2.02,9.01                      07/27/06

Volcom Inc                                       2.02,9.01                      07/27/06

VOLKSWAGEN AUTO LEASE TRUST 2006-A               8.01,9.01                      07/20/06

W-H ENERGY SERVICES INC                 TX       2.02,5.02,7.01,9.01            07/18/06

Warner Music Group Corp.                DE       8.01,9.01                      07/27/06

Warner Music Group Corp.                DE       1.01,5.02,9.01                 07/26/06

WASTE CONNECTIONS INC/DE                DE       7.01                           07/27/06

WATERFORD GAMING LLC                    DE       8.01                           07/27/06

WAUSAU PAPER CORP.                      WI       1.01,2.03,9.01                 07/27/06

WAVE SYSTEMS CORP                       DE       8.01                           07/27/06

WEBMETHODS INC                          DE       2.02,9.01                      07/27/06

Wentworth Energy, Inc.                  OK       1.01,3.02,7.01,8.01,9.01       07/24/06

WESTAMERICA BANCORPORATION              CA       8.01                           07/27/06

WESTERN DIGITAL CORP                    DE       2.02,7.01,9.01                 07/27/06

WGNB CORP                               GA       7.01,9.01                      07/27/06

WHEELING PITTSBURGH CORP /DE/           DE       8.01,9.01                      07/27/06

White River Capital Inc                          2.02,9.01                      07/27/06

WHITNEY HOLDING CORP                    LA       2.02,9.01                      06/30/06

Wilber CORP                                      2.02,9.01                      07/27/06    AMEND

WITNESS SYSTEMS INC                     DE       2.02                           07/27/06

WOLVERINE TUBE INC                      DE       2.02,9.01                      07/27/06

WORLD FUEL SERVICES CORP                FL       7.01,9.01                      07/27/06

WPCS INTERNATIONAL INC                  DE       2.02,9.01                      07/27/06

XERIUM TECHNOLOGIES INC                 DE       1.01,9.01                      07/26/06

XINHUA CHINA LTD                        NV       1.01,8.01,9.01                 07/10/06

XL CAPITAL LTD                                   2.02,9.01                      07/26/06

XM SATELLITE RADIO HOLDINGS INC         DE       2.02,7.01,9.01                 07/27/06

XSUNX INC                               CO       8.01                           07/24/06

YP CORP                                 NV       8.01                           07/21/06

ZOLL MEDICAL CORP                       MA       2.02,9.01                      07/27/06

ZOND PANAERO WINDSYSTEM PARTNERS I      CA       1.01,1.02,2.01                 07/21/06

ZONES INC                               WA       2.02,9.01                      07/27/06