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: . In most cases, this information is also available on the Commission's website: . 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: . In most cases, this information is also available on the Commission's website: . 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