SEC NEWS DIGEST Issue 2006-219 November 14, 2006 COMMISSION ANNOUNCEMENTS SEC ENHANCES ONLINE SEARCH CAPABILITIES FOR INVESTORS Securities and Exchange Commission Chairman Christopher Cox today announced that investors are now able to search the contents of the disclosure documents filed electronically with the SEC using a new full-text search tool on the Commission's website. The newly searchable information includes registration statements, annual and quarterly reports, and other filings by companies and mutual funds filed during the past four years on the Commission's EDGAR database. "When investors and analysts are looking for information about a company or fund, they'll no longer be required to laboriously wade through each individual filing separately to get what they want. Instead, they can now access millions of pages in dozens or even hundreds of company filings all at once," Chairman Cox said. "The availability of this powerful new search capability is a milestone in our interactive data initiative. By harnessing technology to transform corporate disclosure, this new search capability will liberate investors, researchers, and analysts from the more time-consuming and less reliable chore of accessing information in public filings one by one." Each year 15 to 18 million pages of filings are submitted to the SEC by more than 15,000 public companies and other filers via the EDGAR system. The EDGAR full-text search allows users to enter a keyword or conceptual search query and retrieve a list of related filings. Searchers may also make use of Boolean operators and wildcard capabilities. A full text search of a filing includes all data in the filing as well as any attachments. Other features of the EDGAR Full-Text Search tool include: * Search by specific filing type * Search by company name * Search by Central Index Key (CIK) code * Search by industry or Standard Industrial Classification (SIC) code * Search results limited by date range. The EDGAR full-text search tool is available on the SEC website at http://searchwww.sec.gov/EDGARFSClient/jsp/EDGAR_MainAccess.jsp. The Commission plans further enhancements based on user feedback. Requests, comments and suggestions should be sent to textsearch@sec.gov. (Press Rel. 2006-190) ENFORCEMENT PROCEEDINGS INITIAL DECISION AS TO WASTECH, INC. An Administrative Law Judge has issued an Initial Decision as to Wastech, Inc. Wastech, Inc., failed to file any annual or quarterly reports for any period after March 31, 2003, while its securities were registered with the Securities and Exchange Commission. The Initial Decision concludes that Wastech, Inc. violated Section 13(a) of the Securities Exchange Act of 1934 and Rules 13a-1 and 13a-13 thereunder. It revokes the registration of each class of the registered securities of Wastech, Inc, pursuant to Section 12(j) of the Securities Exchange Act of 1934. The Order Instituting Proceedings in Administrative Proceeding No. 3- 12390 named seven corporations as Respondents. The Administrative Law Judge has previously issued a Default Order revoking the registrations of the securities of the other six corporations (Exchange Act Release No. 34-54567) (Oct. 4, 2006). (Initial Decision No. 322; File No. 3- 12390) THE COMMISSION SANCTIONS THE CITY OF SAN DIEGO FOR FRAUDULENT MUNICIPAL BOND OFFERINGS AND ORDERS THE CITY TO RETAIN AN INDEPENDENT CONSULTANT On November 14, the Commission entered an order sanctioning the City of San Diego for committing securities fraud by failing to disclose to the investing public important information about its pension and retiree health care obligations in the sale of its municipal bonds in 2002 and 2003. To settle the action, the city agreed to cease and desist from future securities fraud violations and to retain an independent consultant for three years to advise the city about complying with its disclosure obligations under the federal securities laws. The Commission issued an Order finding that the city's disclosures about its pension and retiree health care obligations and its ability to pay those obligations were misleading. The Order finds that the city failed to disclose that the city's unfunded liability to its pension plan was projected to dramatically increase, growing from $284 million at the beginning of fiscal year 2002 to an estimated $2 billion by 2009, and that the city's liability for retiree health care was another estimated $1.1 billion. According to the Order, the city also failed to disclose that it had been intentionally under-funding its pension obligations so that it could increase pension benefits but defer the costs, and that it would face severe difficulty funding its future pension and retiree health care obligations unless new revenues were obtained, pension and health care benefits were reduced, or city services were cut. The Order further finds that the city, through certain of its officials, knew or was reckless in not knowing that the city's disclosures were materially misleading. The Order finds that the city made these misleading statements through three different means. First, the city made the misleading statements in the offering documents for five municipal offerings in 2002 and 2003 that raised over $260 million from investors. The offering documents included the offerings' "official statements," which were intended to disclose material information to investors, and the "preliminary official statements," which were used to gauge investors' interest in a bond issuance. Second, the city made the misleading statements to the agencies that gave the city its credit rating for its municipal bonds. Finally, the city made the misleading statements in its "continuing disclosure statements," which described the city's financial condition and were provided by the city to the municipal securities market with respect to prior city bond offerings. The city's enormous pension and retiree health liabilities and its failure to disclose those liabilities placed the city in serious financial straits, according to the Order. When the city eventually disclosed its pension and retiree health care issue in fiscal year 2004, the credit rating agencies lowered the city's credit rating. The Order requires the city to cease and desist from committing violations of the antifraud provisions of the Securities Act of 1933 and the Securities Exchange Act of 1934. The Order also requires the city to retain an independent consultant to review and assess its policies, procedures, and internal controls about its disclosures relating to municipal bond offerings; conduct annual reviews for a three-year period of the city's policies, procedures, and internal controls and to make recommendations with a view to assuring compliance with the city's disclosure obligations under the federal securities laws; and assess the city's compliance with its policies, procedures, and internal controls, and its adoption of the consultant's recommendations. In deciding to accept the city's offer to settle this matter, the Commission considered various remedial measures that the city has already taken to detect and prevent future securities law violations, as well as the city's agreement to retain an independent consultant. The city consented to the issuance of the Order without admitting or denying the findings in the Order. The Commission's investigation is ongoing as to individuals and other entities that may have violated the federal securities laws. (Rels. 33-8751; 34-54745; File No. 3-12478; Press Rel. 2006-191) PERMANENT INJUNCTION ASSESSED AGAINST KELSEY GARMAN The Commission announced that on November 8, the U.S. District Court for the District of Colorado entered a Final Judgment against Defendant Kelsey L. Garman, based on his consent. The remaining defendants were dismissed. In its complaint, the Commission alleged that Garman falsely claimed to have had spectacular success trading securities on behalf of the four other defendants, Koinonia 100/200, Koinonia Investment Club, II, Koinonia Kingdom Club and Koinonia Income Account, when in fact the funds as a whole had losses rather than the gains he touted. Garman was charged with violating the antifraud provisions of the federal securities laws, the securities registration provisions and the antifraud provisions of the Investment Advisers Act. Garman, without admitting or denying the allegations of the complaint, consented to an order of permanent injunction which permanently restrained and enjoined him from violating, directly or indirectly, Sections 5 and 17(a) of the Securities Act of 1933 (Securities Act), Sections 10(b), of the Securities Exchange Act of 1934 (Exchange Act), Rule 10b-5 thereunder and Sections 206(1) and (206(2) of the Investment Advisers Act of 1940. The Court also ordered that Garman is liable for disgorgement of $457,000, together with prejudgment interest thereon in the amount of $233,945 for a total of $690,945. However, the Court determined not to impose a civil penalty and to waive payment of all but $45,000 of the disgorgement and pre-judgment interest based on Garman's sworn statement of financial condition. [SEC v. Kelsey L. Garman, Koinonia Investment Club II, Koinonia Income Account, Koinonia 100/200 and Koinonia Kingdom Club, Civil Action No. 04-cv-00354-WDM-BNB (District of Colorado)] (LR-19908) ADDITIONS AND CORRECTIONS A summary in the November 9th issue of the Digest entitled "Thomas Clark Suspended From Practice Before The SEC" should have included an Accounting and Auditing Release Number. The number is 2513. INVESTMENT COMPANY ACT RELEASES OLD MUTUAL ADVISOR FUNDS II, ET AL. A notice has been issued giving interested persons until Dec. 4, 2006, to request a hearing on an application filed by Old Mutual Advisor Funds II, et al. for an order exempting applicants from Section 15(a) of the Investment Company Act and Rule 18f-2 under the Act. The order would permit the applicants to enter into and materially amend subadvisory agreements without shareholder approval and grant relief from certain disclosure requirements. (Rel. IC-27550 - November 8) SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGE The Options Clearing Corporation filed a proposed rule change (SR-OCC- 2006-10) that would enable OCC to accommodate a request from the Philadelphia Stock Exchange that OCC clear and settle cash-settled foreign currency options. Publication is expected in the Federal Register during the week of November 13. (Rel. 34-54721) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE The Commission issued notice of immediate effectiveness of a proposed rule change (SR-NASDAQ-2006-044) and Amendment No. 1 thereto filed by The NASDAQ Stock Market to modify the rules of the Nasdaq Global Select Market. Publication is expected in the Federal Register during the week of November 13. (Rel. 34-54732) ACCELERATED APPROVAL OF PROPOSED RULE CHANGES The Commission granted accelerated approval to a proposed rule change (SR-NYSEArca-2006-04) and Amendments No. 1, 2 and 3 thereto filed by NYSE Arca relating to the criteria for securities that underlie options traded on the Exchange. Publication is expected in the Federal Register during the week of November 13. (Rel. 34-54730) The Commission granted accelerated approval to a proposed rule change (SR-Amex-2006-78) and Amendment No. 1 thereto, and granted accelerated approval to Amendment No. 2 thereto, filed by the American Stock Exchange relating to generic listing standards for series of Portfolio Depositary Receipts and Index Fund Shares based on international or global indexes. Publication is expected in the Federal Register during the week of November 13. (Rel. 34-54739) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-SCCP-2006-02) filed by the Stock Clearing Corporation of Philadelphia under Section 19(b)(1) of the Exchange Act. The rule change amends the definition of margin member in SCCP's Rules. Publication is expected in the Federal Register during the week of November 13. (Rel. 34-54734) 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 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . F-3ASR TURKCELL ILETISIM HIZMETLERI A S, TURKCELL PLAZA MESRUTIVET CADDESI NO 153, TEPEBASI, ISTANBUL TURKEY, W8, 80050, 902123131275 - 0 ($0.00) Equity, (File 333-138528 - Nov. 9) (BR. 11B) S-3 HyperSpace Communications, Inc., 906 E. KARCHER RD., NAMPA, ID, 83687, 208-893-3434 - 34,729,590 ($39,829,164.00) Equity, (File 333-138529 - Nov. 9) (BR. 03B) S-8 URS CORP /NEW/, 600 MONTGOMERY STREET, STE 500, SAN FRANCISCO, CA, 94111, 4157742700 - 6,900,000 ($277,587,000.00) Equity, (File 333-138531 - Nov. 9) (BR. 06A) S-8 ELECTRONIC ARTS INC, 209 REDWOOD SHORES PARKWAY, REDWOOD CITY, CA, 94065, 650-628-1500 - 1,500,000 ($79,380,000.00) Equity, (File 333-138532 - Nov. 9) (BR. 03A) S-8 VeriFone Holdings, Inc., 2099 GATEWAY PLACE, SUITE 600, SAN JOSE, CA, 95110, (408) 232-7800 - 0 ($117,887,954.40) Equity, (File 333-138533 - Nov. 9) (BR. 03B) S-8 PREMIER EXHIBITIONS, INC., 3340 PEACHTREE ROAD NE, SUITE 2250, ATLANTA, GA, 30326, 404-842-2600 - 95,477 ($590,525.24) Equity, (File 333-138534 - Nov. 9) (BR. 05B) S-8 Phantom Entertainment, Inc., 800 FIFTH AVENUE, SUITE 4100, SEATTLE, WA, 98104, 941.917.0788 - 100,000,000 ($430,000.00) Equity, (File 333-138535 - Nov. 9) (BR. 09A) S-3ASR MILLENNIUM PHARMACEUTICALS INC, 40 LANDSDOWNE STREET, CAMBRIDGE, MA, 02139, 6176797000 - 0 ($0.00) Debt Convertible into Equity, (File 333-138537 - Nov. 9) (BR. 01B) S-3ASR R H DONNELLEY CORP, 1001 WINSTEAD DRIVE, CARY, NC, 27513, 9198046000 - 0 ($0.00) Equity, (File 333-138538 - Nov. 9) (BR. 11B) F-3ASR ORIX CORP, MITA NN BLDG., 4-1-23 SHIBA, MINATO-KU, TOKYO, M0, 105 6135, 81354195000 - 0 ($0.00) Debt Convertible into Equity, (File 333-138539 - Nov. 9) (BR. 11B) S-8 ACME PACKET INC, 71 THIRD AVENUE, BURLINGTON, MA, 01803, 781-328-4400 - 0 ($62,173,663.00) Equity, (File 333-138541 - Nov. 9) (BR. 03A) S-8 FIRST COMMUNITY BANCORP /CA/, 8587563023 - 0 ($54,470,000.00) Equity, (File 333-138542 - Nov. 9) (BR. 07C) S-8 RIGHTNOW TECHNOLOGIES INC, 40 ENTERPRISE BLVD., BOZEMAN, MT, 59718, 406 522 2952 - 0 ($15,701,570.00) Equity, (File 333-138543 - Nov. 9) (BR. 03C) S-8 ALLIED WASTE INDUSTRIES INC, 15880 N. GREENWAY-HAYDEN LOOP, SUITE 100, SCOTTSDALE, AZ, 85260, 4806272700 - 34,886,905 ($443,412,562.55) Equity, (File 333-138544 - Nov. 9) (BR. 06C) S-8 LAM RESEARCH CORP, 4650 CUSHING BLVD, FREMONT, CA, 94538, 5106590200 - 15,000,000 ($728,100,000.00) Equity, (File 333-138545 - Nov. 9) (BR. 10B) S-8 SYMMETRICOM INC, 2300 ORCHARD PARKWAY, SAN JOSE, CA, 95131-1017, 408-433-0910 - 0 ($69,637,080.77) Equity, (File 333-138546 - Nov. 9) (BR. 11A) S-3ASR SPRINT NEXTEL CORP, 2001 EDMUND HALLEY DRIVE, RESTON, VA, 20191, 703-433-4000 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-138548 - Nov. 9) (BR. 11B) S-8 SYBASE INC, ONE SYBASE DRIVE, DUBLIN, CA, 94568, 9252365000 - 0 ($22,225,614.00) Equity, (File 333-138549 - Nov. 9) (BR. 03C) S-8 SYBASE INC, ONE SYBASE DRIVE, DUBLIN, CA, 94568, 9252365000 - 0 ($11,789,041.00) Equity, (File 333-138550 - Nov. 9) (BR. 03C) S-8 TRIMBLE NAVIGATION LTD /CA/, 935 STEWART DRIVE, SUNNYVALE, CA, 94085, 4084818000 - 1,950,000 ($87,311,250.00) Equity, (File 333-138551 - Nov. 9) (BR. 10C) S-8 MOLINA HEALTHCARE INC, ONE GOLDEN SHORE DRIVE, LONG BEACH, CA, 90802, 5624353666 - 0 ($78,078,830.00) Equity, (File 333-138552 - Nov. 9) (BR. 01B) S-8 INNOVATIVE SOFTWARE TECHNOLOGIES INC, 5072 NORTH 300 WEST, PROVO, UT, 84604, 801-371-0755 - 1,000,000 ($140,000.00) Equity, (File 333-138553 - Nov. 9) (BR. 08B) S-8 OneBeacon Insurance Group, Ltd., 80 SOUTH MAIN STREET, HANOVER, NH, 03755, 6036402206 - 0 ($322,000,000.00) Equity, (File 333-138554 - Nov. 9) (BR. 01C) S-1 OPTIMER PHARMACEUTICALS INC, 151 CLIFF SWALLOW COURT, BRISBANE, CA, 94005, 6506166318 - 0 ($86,250,000.00) Equity, (File 333-138555 - Nov. 9) (BR. ) S-8 RUSH ENTERPRISES INC \TX\, 555 IH 35 SOUTH, NEW BRAUNFELS, TX, 78130, 8306265200 - 0 ($17,830,000.00) Equity, (File 333-138556 - Nov. 9) (BR. 02C) S-8 RUSH ENTERPRISES INC \TX\, 555 IH 35 SOUTH, NEW BRAUNFELS, TX, 78130, 8306265200 - 0 ($4,171,200.00) Equity, (File 333-138557 - Nov. 9) (BR. 02C) S-3 MRU HOLDINGS INC, 1114 AVENUE OF THE AMERICAS, NEW YORK, NY, 10036, (212) 398-1780 - 11,576,955 ($71,661,351.00) Equity, (File 333-138558 - Nov. 9) (BR. 07A) S-3 MRU HOLDINGS INC, 1114 AVENUE OF THE AMERICAS, NEW YORK, NY, 10036, (212) 398-1780 - 11,055,108 ($68,431,119.00) Equity, (File 333-138559 - Nov. 9) (BR. 07A) SB-2 Sino Fibre Communications, Inc., 405 LEXINGTON AVENUE, 26TH FLOOR, NEW YORK, NY, 10174, (212) 907-6522 - 2,875,000 ($143,750.00) Equity, (File 333-138561 - Nov. 9) (BR. ) S-1 Vantage Energy Services, Inc., 6435 VANDERBILT STREET, HOUSTON, TX, 77005, 713-839-8856 - 0 ($211,750,100.00) Equity, (File 333-138565 - Nov. 9) (BR. ) S-3 FIRST STATE BANCORPORATION, 7900 JEFFERSON NE, ALBUQUERQUE, NM, 87109, 5052417500 - 3,162,500 ($78,904,375.00) Equity, (File 333-138568 - Nov. 9) (BR. 07A) S-8 XYRATEX LTD, 0 ($90,464,963.22) Equity, (File 333-138570 - Nov. 9) (BR. 03B) S-8 THERMO FISHER SCIENTIFIC INC., 81 WYMAN ST, PO BOX 9046, WALTHAM, MA, 02451, 7816221000 - 0 ($11,317,457,392.85) Equity, (File 333-138577 - Nov. 9) (BR. 10C) S-8 COMMVAULT SYSTEMS INC, 2 CRESCENT PLACE, OCEANPORT, NJ, 07757-0900, 7328704000 - 0 ($123,962,270.00) Equity, (File 333-138578 - Nov. 9) (BR. 03C) S-1 HFF, Inc., 429 FOURTH AVENUE, SUITE 200, PITTSBURGH, PA, 15219, 412-281-8714 - 100,000,000 ($100,000,000.00) Equity, (File 333-138579 - Nov. 9) (BR. ) S-B Kodiak Oil & Gas Corp, SUITE 330 1625 BROADWAY, DENVER, CO, 90202, 303-592-8070 - 7,496,942 ($18,018,345.00) Equity, (File 333-138580 - Nov. 9) (BR. 04) SB-2 WATER CHEF INC, 6029914534 - 7,882,352 ($669,999.92) Equity, (File 333-138581 - Nov. 9) (BR. 06C) S-3 ICONIX BRAND GROUP, INC., 1450 BROADWAY, 4TH FL, NEW YORK, NY, 10018, 212-730-0030 - 0 ($230,000,000.00) Equity, (File 333-138582 - Nov. 9) (BR. 02C) S-1 Ellora Energy Inc, 5840 Valmont, Suite 350, Boulder, CO, 80301, 3034448881 - 0 ($139,479,132.00) Equity, (File 333-138583 - Nov. 9) (BR. 04) S-8 STEVEN MADDEN, LTD., 52-16 BARNETT AVE, LONG ISLAND CITY, NY, 11104, 7184461800 - 1,200,000 ($46,632,000.00) Equity, (File 333-138584 - Nov. 9) (BR. 02A) S-1 Ellora Energy Inc, 5840 Valmont, Suite 350, Boulder, CO, 80301, 3034448881 - 0 ($9,320,868.00) Equity, (File 333-138585 - Nov. 9) (BR. 04) S-3 ALNYLAM PHARMACEUTICALS, INC., 300 THIRD STREET, CAMBRIDGE, MA, 02142, (617) 551-8200 - 0 ($150,000,000.00) Equity, (File 333-138586 - Nov. 9) (BR. 01B) S-1 FLOWSERVE CORP, 5215 N. O'CONNOR BLVD., SUITE 2300, IRVING, TX, 75039, 9724436500 - 0 ($28,190,004.75) Equity, (File 333-138587 - Nov. 9) (BR. 10B) S-8 Atlas Pipeline Holdings, L.P., 311 ROUSER ROAD, MOON TOWNSHIP, PA, 15108, 4122622830 - 0 ($44,730,000.00) Equity, (File 333-138589 - Nov. 9) (BR. 02A) S-8 Globalstar, Inc., 461 SOUTH MILPITAS BLVD., MILPITAS, CA, 95035, 408-933-4000 - 0 ($18,428,400.00) Equity, (File 333-138590 - Nov. 9) (BR. 11B) S-11 Quadra Realty Trust, Inc., C/O HYPO REAL ESTATE CAPITAL CORPORATION, 622 THIRD AVENUE, NEW YORK, NY, 10017, (212) 671-6300 - 0 ($250,000,000.00) Equity, (File 333-138591 - Nov. 9) (BR. ) S-8 SUN MICROSYSTEMS, INC., 4150 NETWORK CIRCLE, SANTA CLARA, CA, 95054, 6509601300 - 0 ($181,952.16) Equity, (File 333-138593 - Nov. 13) (BR. 03B) S-4 WC Acquisition Holdings Corp., (585) 340-2500 - 120,184,500 ($317,476,500.00) Equity, (File 333-138594 - Nov. 13) (BR. ) S-1 Ocean Power Technologies, Inc., 1590 REED ROAD, PENNINGTON, NJ, 08534, 609-730-0400 - 0 ($100,000,000.00) Equity, (File 333-138595 - Nov. 13) (BR. ) S-3ASR MACROVISION CORP, 2830 DE LA CRUZ BLVD., SANTA CLARA, CA, 95050, 4087438600 - 0 ($240,000,000.00) Debt Convertible into Equity, (File 333-138596 - Nov. 13) (BR. 03C) S-1 Diamondback Energy Services, Inc., 510 E MEMORIAL ROAD, SUITE B2, OKLAHOMA CITY, OK, 73114, 405-242-4080 - 0 ($86,250,000.00) Equity, (File 333-138599 - Nov. 13) (BR. ) S-3ASR EARTHLINK INC, 1375 PEACHTREE STREET, SUITE 400, ATLANTA, GA, 30309, 4048150770 - 0 ($0.00) Debt Convertible into Equity, (File 333-138600 - Nov. 13) (BR. 03A) S-8 SOUTHERN COMMUNITY FINANCIAL CORP, 4605 COUNTRY CLUB RD, WINSTON-SALEM, NC, 27104, 3367688500 - 150,000 ($1,507,500.00) Equity, (File 333-138601 - Nov. 13) (BR. 07C) S-3 PERFICIENT INC, 1120 SOUTH CAPITAL OF TEXAS HWY,, SUITE 220, BLDG. 3, AUSTIN, TX, 78746, 5125316000 - 1,355,573 ($22,732,960.00) Equity, (File 333-138602 - Nov. 13) (BR. 03B) SB-2 SRKP 1 INC, 3,965,638 ($15,259,733.00) Equity, (File 333-138603 - Nov. 13) (BR. 09B) S-3ASR BLACK & DECKER CORP, 701 E JOPPA RD, TOWSON, MD, 21286, 4107163900 - 0 ($0.00) Non-Convertible Debt, (File 333-138604 - Nov. 13) (BR. 10A) SB-2 DIOMED HOLDINGS INC, 1 DUNDEE PARK, ANDOVER, MA, 01810, 978-475-7771 - 24,774,675 ($23,783,688.00) Equity, (File 333-138605 - Nov. 13) (BR. 10A) F-3ASR DR REDDYS LABORATORIES LTD, 7-1-27 AMEERPET, HYDERABAD INDIA, K7, 500-016, 0 ($0.00) Equity, (File 333-138608 - Nov. 13) (BR. 01A) S-8 Cross Atlantic Commodities, Inc., 245 PARK AVENUE, NEW YORK, NY, 10167, 305-970-7039 - 3,500,000 ($1,400,000.00) Equity, (File 333-138609 - Nov. 13) (BR. 02) SB-2 Terra Media, Ltd., 3638 OXFORD AVENUE, BRONX, NY, 10463, (718) 549-0995 - 2,201,000 ($1,100,500.00) Equity, (File 333-138610 - Nov. 13) (BR. ) S-4 ZIONS BANCORPORATION /UT/, ONE SOUTH MAIN STREET, SUITE 1134, SALT LAKE CITY, UT, 84111, 8015244787 - 3,050,000 ($67,089,000.00) Other, (File 333-138615 - Nov. 13) (BR. 07C) S-1 ENDOCARE INC, 8004184677 - 8,473,957 ($15,126,013.24) Equity, (File 333-138616 - Nov. 13) (BR. 10B) F-3ASR Companhia Vale do Rio Doce, AVENIDA GRACA ARANHA #26, RIO DE JANEIRO, D5, 20005-900, 552138144540 - 0 ($0.00) Non-Convertible Debt, (File 333-138617 - Nov. 13) (BR. 04A) S-8 EXPONENT INC, EXPONENT INC, 149 COMMONWEALTH DRIVE, MENLO PARK, CA, 94025, 650-326-9400 - 800,000 ($14,456,000.00) Equity, (File 333-138618 - Nov. 13) (BR. 08A) S-3 MESA LABORATORIES INC /CO, 12100 W 6TH AVE, LAKEWOOD, CO, 80228, 3039878000 - 0 ($2,421,700.00) Equity, (File 333-138619 - Nov. 13) (BR. 10B) S-3 MEADOW VALLEY CORP, 4411 S 40TH ST, STE D-11, PHOENIX, AZ, 85040, 6024375400 - 0 ($9,388,708.80) Equity, (File 333-138620 - Nov. 13) (BR. 06A) S-8 WHERIFY WIRELESS INC, 2000 BRIDGE PARKWAY, SUITE 201, REDWOOD SHORES, CA, 94538, 5592222229 - 8,000,000 ($4,160,000.00) Equity, (File 333-138621 - Nov. 13) (BR. 03C) S-1 ACCURAY INC, 570 DEL REY AVE., SUNNYVALE, CA, 94085, 4085223740 - 0 ($230,000,000.00) Equity, (File 333-138622 - Nov. 13) (BR. ) S-8 INTERPOOL INC, 211 COLLEGE RD E, PRINCTON, NJ, 08540, 6094528900 - 4,503,575 ($69,656,338.00) Equity, (File 333-138623 - Nov. 13) (BR. 06B) S-8 FIRSTMERIT CORP /OH/, 111 CASCADE PLAZA, 7TH FLOOR, AKRON, OH, 44308, 3309966300 - 3,000,000 ($70,590,000.00) Equity, (File 333-138624 - Nov. 13) (BR. 07C) SB-2 APRECIA INC, 1177 HIGH RIDGE ROAD, STAMFORD, CT, 06905, 203 321 1285 - 5,769,930 ($692,391.64) Equity, (File 333-138625 - Nov. 13) (BR. ) F-6 WESTFIELD HOLDINGS LTD /, LEVEL 24 WESTFIELD TOWERS, 100 WILLIAM ST, SYDNEY, C3, C4, 3104784456 - 70,000,000 ($3,500,000.00) ADRs/ADSs, (File 333-138626 - Nov. 13) (BR. ) S-3 VERIZON COMMUNICATIONS INC, 140 WEST STREET, 29TH FLOOR, NEW YORK, NY, 10007, 212-395-1000 - 30,000,000 ($1,073,100,000.00) Equity, (File 333-138627 - Nov. 13) (BR. 11B) S-8 REHABCARE GROUP INC, 7733 FORSYTH BLVD 17TH FLR, SUITE 1700, ST LOUIS, MO, 63105, 3148637422 - 1,000,000 ($12,130,000.00) Equity, (File 333-138628 - Nov. 13) (BR. 01C) S-8 SIMMONS FIRST NATIONAL CORP, 501 MAIN STREET, C/O SIMMONS FIRST NATIONAL CORP, PINE BLUFF, AR, 71601, 8705411000 - 300,000 ($9,204,000.00) Other, (File 333-138629 - Nov. 13) (BR. 07A) S-8 METABOLIX, INC., 21 ERIE ST., CAMBRIDGE, MA, 02139, 617-492-0505 - 0 ($41,332,944.21) Equity, (File 333-138631 - Nov. 13) (BR. 06C) S-1 BIOPHAN TECHNOLOGIES INC, 150 LUCIUS GORDON DR, STE 215, WEST HENRIETTA, NY, 14586, 5852142441 - 24,591,491 ($14,017,149.00) Equity, (File 333-138632 - Nov. 13) (BR. 10A) S-4 U S GOLD CORP, 2201 KIPLING ST, STE 100, LAKEWOOD, CO, 80215-1545, 3032381438 - 0 ($26,939,619.84) Equity, (File 333-138633 - Nov. 13) (BR. 04B) SB-2 GLOBAL IT HOLDINGS INC, 589 8TH AVENUE, NEW YORK, NY, 10018, 212 983 5630 - 0 ($2,660,000.00) Equity, (File 333-138634 - Nov. 13) (BR. ) S-1 AmWINS GROUP INC, 4064 COLONY ROAD, SUITE 450, CHARLOTTE, NC, 28211, 704-943-2000 - 0 ($115,000,000.00) Equity, (File 333-138635 - Nov. 13) (BR. ) S-8 Southern National Bancorp of Virginia Inc, 1770 TIMBERWOOD BOULEVARD, SUITE 100, CHARLOTTESVILLE, VA, 22911, (434) 973-5242 - 275,000 ($3,477,098.75) Equity, (File 333-138636 - Nov. 13) (BR. 07) S-1 LEGACY RESERVES L P, 303 W WALL ST SUITE 1600, MIDLAND, TX, 79701, 432-682-2516 - 0 ($138,000,000.00) Limited Partnership Interests, (File 333-138637 - Nov. 13) (BR. 04A) S-1 Volcano CORP, 2870 KILGORE ROAD, RANCHO CORDOVA, CA, 95670, 800-228-4728 - 0 ($138,517,500.00) Equity, (File 333-138638 - Nov. 13) (BR. 10C) S-3 QUANTUM FUEL SYSTEMS TECHNOLOGIES WORLDWIDE INC, 10,701,220 ($20,867,379.00) Equity, (File 333-138639 - Nov. 13) (BR. 05B) S-3 RAINMAKER SYSTEMS INC, 1800 GREEN HILLS ROAD, SCOTTS VALLEY, CA, 95006, 8314617299 - 0 ($5,133,752.00) Equity, (File 333-138640 - Nov. 13) (BR. 08C) S-8 Answers CORP, 237 W. 35TH STREET, SUITE 1101, NEW YORK, NY, 10001, 845-818-3988 - 1,100,000 ($13,982,571.50) Equity, (File 333-138641 - Nov. 13) (BR. 03B) S-8 CALYPSO WIRELESS INC, 5979 NW 151ST STREET, MIAMI LAKES, FL, 33014, 7136547777 - 1,010,000 ($70,700.00) Equity, (File 333-138642 - Nov. 13) (BR. 11C) SB-2 CHINA AOXING PHARMACEUTICAL COMPANY, INC., 444 WASHINGTON BLVD., UNIT 2424, JERSEY CITY, NJ, 07310, 201-420-1076 - 4,399,816 ($21,999,080.00) Equity, (File 333-138643 - Nov. 13) (BR. 01B) S-1 Edgen Murray Plc, 18444 HIGHLAND ROAD, BATON ROUGE, LA, 70809, (225) 756-9868 - 0 ($200,000,000.00) Other, (File 333-138644 - Nov. 13) (BR. ) S-1 SALARY.COM, INC, 195 WEST STREET, WALTHAM, MA, 02451, 617-111-1111 - 0 ($50,000,000.00) Equity, (File 333-138646 - Nov. 13) (BR. ) SB-2 BROADCASTER INC, 9201 OAKDALE AVENUE, SUITE 200, CHATSWORTH, CA, 91311, (818) 206-0598 - 36,605,310 ($41,180,974.00) Equity, (File 333-138647 - Nov. 13) (BR. 03B) S-3ASR JOHNSON & JOHNSON, ONE JOHNSON & JOHNSON PLZ, NEW BRUNSWICK, NJ, 08933, 732-524-2455 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-138649 - Nov. 13) (BR. 01B) S-11 NY Credit Trust, 230 PARK AVENUE, SUITE 1150, NEW YORK, NY, 10169, (212) 792-7880 - 0 ($230,000,000.00) Equity, (File 333-138650 - Nov. 13) (BR. ) S-8 INTERVEST BANCSHARES CORP, 1 ROCKEFELLER PLAZA, SUITE 400, NEW YORK, NY, 10020-2002, 2122182800 - 750,000 ($26,527,500.00) Equity, (File 333-138651 - Nov. 13) (BR. 07B) S-3 LORAL SPACE & COMMUNICATIONS INC., 600 THIRD AVE, NEW YORK, NY, 10016, 2126971105 - 0 ($209,530,754.00) Equity, 0 ($500,000,000.00) Other, (File 333-138652 - Nov. 13) (BR. 11A) S-3 INTERVEST BANCSHARES CORP, 1 ROCKEFELLER PLAZA, SUITE 400, NEW YORK, NY, 10020-2002, 2122182800 - 300,000 ($10,611,000.00) Equity, (File 333-138653 - Nov. 13) (BR. 07B) S-8 Fidelity National Information Services, Inc., 601 RIVERSIDE AVENUE, JACKSONVILLE, FL, 32204, 904-854-8547 - 0 ($233,140,521.00) Equity, (File 333-138654 - Nov. 13) (BR. 08C) S-3 ALTEON INC /DE, 6 CAMPUS DRIVE, PARSIPPANY, NJ, 07054, 2019345000 - 0 ($2,919,129.90) Equity, (File 333-138655 - Nov. 13) (BR. 01C) S-3 CHARTERMAC, 625 MADISON AVENUE, NEW YORK, NY, 10022, 2124215333 - 267,755 ($5,419,631.20) Equity, (File 333-138656 - Nov. 13) (BR. 08A) SB-2 Northwest Iowa Renewable Energy LLC, 221 REED ST, AKRON, IA, 51001, 712-568-3211 - 0 ($50,900,000.00) Other, (File 333-138657 - Nov. 13) (BR. ) S-1 VFINANCE INC, 3010 NORTH MILITARY TRAIL, SUITE 300, BOCA RATON, FL, 33431, 3053740282 - 13,000,000 ($2,730,000.00) Equity, (File 333-138658 - Nov. 13) (BR. 06A) S-3ASR BRE PROPERTIES INC /MD/, 525 MARKET STREET, FOURTH FLOOR, SAN FRANCISCO, CA, 94105, 415-445-6530 - 0 ($460,000,000.00) Debt Convertible into Equity, (File 333-138659 - Nov. 13) (BR. 08A) N-2 ING CLARION GLOBAL REAL ESTATE INCOME FUND, 40 ($1,000,000.00) Equity, (File 333-138660 - Nov. 13) (BR. 17) S-1 ICON Leasing Fund Twelve, LLC, 100 FIFTH AVENUE, FOURTH FLOOR, NEW YORK, NY, 10011, 2124184700 - 0 ($400,000,000.00) Other, (File 333-138661 - Nov. 13) (BR. ) S-3ASR Bunge LTD, 50 MAIN STREET, 6TH FLOOR, WHITE PLAINS, NY, 10606, 914-684-2800 - 0 ($0.00) Other, (File 333-138662 - Nov. 13) (BR. 04A) N-2 ALPINE TOTAL DYNAMIC DIVIDEND FUND, 2500 WESTCHESTER AVE., SUITE 215, PURCHASE, NY, 10577, 303-623-2577 - 0 ($1,000,000.00) Equity, (File 333-138664 - Nov. 13) (BR. ) 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 100 F Street, N.E., Washington, D.C. 20549-1090 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 ------------------------------------------------------------------------------------------------------- 4 KIDS ENTERTAINMENT INC NY 2.02,9.01 09/30/06 A CONSULTING TEAM INC NY 2.02,9.01 11/09/06 AASTROM BIOSCIENCES INC MI 2.02,9.01 11/09/06 ABBOTT LABORATORIES IL 1.01,9.01 11/09/06 ACETO CORP NY 2.02,9.01 11/09/06 ADOBE SYSTEMS INC DE 5.02,9.01 11/07/06 Advanced BioEnergy, LLC DE 1.01,2.01,3.02,5.02,7.01,9.01 11/07/06 Advanced BioEnergy, LLC DE 5.02,9.01 11/08/06 ADVANCED BIOTHERAPY INC DE 5.02,9.01 11/06/06 ADVANSTAR COMMUNICATIONS INC NY 2.02,9.01 11/09/06 ADVENTRX PHARMACEUTICALS INC DE 2.02,9.01 11/09/06 AETHER HOLDINGS INC DE 2.01,9.01 11/08/06 AFV SOLUTIONS, INC. NV 5.02,8.01,9.01 11/03/06 AIRSPAN NETWORKS INC WA 2.02,9.01 11/08/06 Alarion Financial Services Inc 5.02 10/25/06 ALBANY MOLECULAR RESEARCH INC DE 2.02,2.05,5.02,9.01 11/06/06 ALFACELL CORP DE 5.02,9.01 11/08/06 ALLIANCE ONE INTERNATIONAL, INC. VA 2.02,9.01 09/30/06 ALLIED WORLD ASSURANCE CO HOLDINGS LT 2.02,9.01 11/08/06 ALLION HEALTHCARE INC DE 4.02 11/06/06 ALONG MOBILE TECHNOLOGIES INC NV 4.01,9.01 11/09/06 ALPHARX INC DE 1.01,9.01 11/09/06 Alternative Loan Trust 2006-36T2 DE 9.01 10/27/06 AMERICAN AIRLINES INC DE 7.01 11/09/06 AMERICAN BIO MEDICA CORP NY 2.03 11/06/06 American Caresource Holdings, Inc. DE 2.02,9.01 11/09/06 AMERICAN EQUITY INVESTMENT LIFE HOLDI IA 5.02 11/09/06 AMERICAN INDEPENDENCE CORP DE 2.02,9.01 11/09/06 AMERICAN PHYSICIANS CAPITAL INC MI 7.01 11/01/06 American Railcar Industries, Inc./DE DE 2.02,9.01 11/08/06 AMERICAN REAL ESTATE PARTNERS L P DE 8.01,9.01 11/09/06 AMERICANWEST BANCORPORATION WA 2.02,9.01 11/09/06 AMERIGAS PARTNERS LP DE 1.01,2.03,9.01 11/06/06 AMERUS GROUP CO/IA IA 7.01 11/09/06 AMPEX CORP /DE/ DE 2.02,9.01 11/07/06 AMR CORP DE 7.01 11/09/06 AMREP CORP. OK 1.01,9.01 11/07/06 ANCHOR BANCORP WISCONSIN INC WI 2.02,9.01 11/08/06 ANESIVA, INC. DE 2.02,9.01 11/09/06 Answers CORP 2.02,7.01,9.01 11/09/06 APA Enterprises, Inc. MN 2.02,9.01 11/09/06 APCO ARGENTINA INC/NEW 2.02,9.01 11/08/06 APEX CAPITAL GROUP INC NV 3.02 11/08/05 API Nanotronics Corp. DE 2.01,5.01,5.03,5.06,9.01 11/06/06 APOLLO GROUP INC AZ 5.02 11/05/06 APPLEBEES INTERNATIONAL INC DE 7.01 11/09/06 APPLIANCE RECYCLING CENTERS OF AMERIC MN 2.02,9.01 11/06/06 APPLIED MICRO CIRCUITS CORP DE 2.02,9.01 11/09/06 ARIBA INC DE 1.01 11/03/06 ARTESIAN RESOURCES CORP DE 2.02,9.01 11/06/06 ASPEN INSURANCE HOLDINGS LTD D0 2.02 11/09/06 ASSURED GUARANTY LTD 1.01,1.02,2.03 11/06/06 ATARI INC DE 2.02,9.01 11/09/06 ATLANTIC COAST FEDERAL CORP X1 1.01,9.01 11/08/06 ATLANTIS PLASTICS INC FL 2.02,9.01 11/09/06 ATS MEDICAL INC MN 1.01 11/03/06 ATWOOD OCEANICS INC TX 7.01,9.01 11/09/06 AUTHENTIDATE HOLDING CORP DE 2.02,9.01 11/09/06 AUTOIMMUNE INC DE 2.02,9.01 11/09/06 AVANEX CORP DE 1.01,8.01,9.01 11/03/06 AVIS BUDGET GROUP, INC. DE 2.02,9.01 11/08/06 AXA FINANCIAL INC DE 2.02,9.01 11/08/06 AXESSTEL INC NV 1.01,2.03,9.01 11/07/06 BACKWEB TECHNOLOGIES LTD 2.02,9.01 11/08/06 BALDOR ELECTRIC CO MO 1.01,9.01 11/06/06 BAUSCH & LOMB INC NY 1.01,2.02,5.02,8.01,9.01 11/09/06 Bear Stearns Asset Backed Securities 9.01 11/09/06 BEAZER HOMES USA INC DE 2.02,9.01 11/07/06 BEHRINGER HARVARD MID TERM VALUE ENHA TX 1.01 11/03/06 BILL BARRETT CORP 2.02,7.01,9.01 11/07/06 BIOPHAN TECHNOLOGIES INC NV 1.01,9.01 09/19/06 BIRNER DENTAL MANAGEMENT SERVICES INC CO 2.02 11/09/06 BJs RESTAURANTS INC CA 8.01,9.01 11/08/06 BLACK & DECKER CORP MD 8.01,9.01 11/09/06 BLASTGARD INTERNATIONAL INC CO 1.01,5.02,7.01,8.01,9.01 10/03/06 BLUE RIDGE PAPER PRODUCTS INC 2.02,9.01 11/09/06 BOSTON RESTAURANT ASSOCIATES INC DE 1.01,9.01 11/03/06 BOWNE & CO INC DE 2.02,9.01 11/08/06 Boxwoods, Inc DE 1.01,2.01 10/27/06 BRICKMAN GROUP LTD 2.02,9.01 11/09/06 BRIGHAM EXPLORATION CO DE 2.02,9.01 11/08/06 AMEND BRISTOL MYERS SQUIBB CO DE 8.01,9.01 11/09/06 Bristow Group Inc DE 2.02,9.01 11/07/06 BROADCOM CORP CA 3.02,8.01 11/09/06 BROADWING CORP DE 8.01 11/08/06 BROOKS AUTOMATION INC DE 2.02,9.01 11/09/06 BROOKS AUTOMATION INC DE 1.01,9.01 11/03/06 BRUNSWICK CORP DE 2.05,9.01 11/09/06 BSML INC UT 5.02,9.01 11/03/06 BSQUARE CORP /WA WA 2.02,9.01 11/09/06 BUCKEYE VENTURES, INC. MI 5.02 11/05/06 CABCO SERIES 2002-1 TRUST (AOL TIME W DE 8.01,9.01 11/01/06 CABLEVISION SYSTEMS CORP /NY DE 2.02,9.01 11/08/06 CALIFORNIA COASTAL COMMUNITIES INC DE 2.02,9.01 11/02/06 CALIFORNIA PIZZA KITCHEN INC DE 2.02,9.01 11/09/06 CALIPER LIFE SCIENCES INC DE 2.02,9.01 11/09/06 Calpine Generating Company, LLC DE 1.01 11/03/06 Calumet Specialty Products Partners, DE 2.02,7.01,9.01 11/09/06 CANO PETROLEUM, INC 1.02,5.02,9.01 11/09/06 CAPITAL ONE FINANCIAL CORP DE 8.01,9.01 11/08/06 CAPITAL ONE MASTER TRUST NY 8.01,9.01 11/09/06 CAPITAL SENIOR LIVING CORP DE 7.01,9.01 11/08/06 CAPSTONE TURBINE CORP DE 2.02,9.01 11/09/06 CARAUSTAR INDUSTRIES INC NC 2.02,9.01 11/03/06 CARRIAGE SERVICES INC DE 2.02,9.01 11/08/06 CARRIZO OIL & GAS INC TX 2.02,9.01 11/09/06 CASTLE A M & CO MD 1.01 11/03/06 CELSION CORP MD 2.02,9.01 11/08/06 CENTENARY INTERNATIONAL CORP NV 5.01,7.01,9.01 11/02/06 CENTENARY INTERNATIONAL CORP NV 5.01,7.01,9.01 11/02/06 CentraCore Properties Trust MD 2.02,9.01 11/08/06 CENTRAL EUROPEAN MEDIA ENTERPRISES LT 2.02,9.01 11/09/06 CENTURY CASINOS INC /CO/ DE 2.02 11/08/06 CENVEO, INC CO 2.02,8.01 11/08/06 CHANNELL COMMERCIAL CORP DE 2.02 11/09/06 CHARLOTTE RUSSE HOLDING INC 2.02,7.01,9.01 11/09/06 CHART INDUSTRIES INC DE 2.02,9.01 11/09/06 CHEESECAKE FACTORY INCORPORATED DE 8.01,9.01 11/07/06 CHENIERE ENERGY INC DE 8.01,9.01 11/09/06 CHICAGO RIVET & MACHINE CO IL 2.02,9.01 11/09/06 Chino Commercial Bancorp CA 1.01 10/27/06 CHL Mortgage Pass-Through Trust 2006- DE 9.01 10/30/06 CIPRICO INC DE 2.02,9.01 11/09/06 CIRCOR INTERNATIONAL INC DE 7.01 11/08/06 CITADEL SECURITY SOFTWARE INC DE 1.01,9.01 11/03/06 CITIZENS COMMUNICATIONS CO DE 8.01,9.01 11/09/06 CITIZENS FINANCIAL CORP /KY/ KY 2.02,9.01 09/30/06 CITIZENS FINANCIAL CORP /KY/ KY 2.02,9.01 09/30/06 AMEND CITIZENS FINANCIAL CORP/DE/ DE 2.02,9.01 11/09/06 CLAIBORNE LIZ INC DE 8.01,9.01 11/08/06 CLARUS CORP DE 2.02,9.01 11/09/06 CLEAN POWER TECHNOLOGIES INC. NV 2.01,9.01 05/22/06 AMEND CLEARANT INC 2.02,9.01 11/09/06 Cold Spring Capital Inc. DE 1.01,9.01 11/03/06 COLONIAL BANCGROUP INC DE 7.01,9.01 11/09/06 COLORADO INTERSTATE GAS CO DE 1.01,9.01 11/03/06 COLUMBIA LABORATORIES INC DE 2.02,9.01 11/09/06 COMMERCIAL NATIONAL FINANCIAL CORP /P PA 2.02 11/09/06 COMMUNITY CAPITAL BANCSHARES INC 2.02 11/07/06 Compass Diversified Trust DE 2.02,9.01 11/08/06 COMPUCREDIT CORP GA 1.01,9.01 11/03/06 COMPUTER HORIZONS CORP NY 2.02,9.01 11/09/06 Comtech Group Inc MD 2.02,9.01 11/09/06 CONEXANT SYSTEMS INC DE 8.01,9.01 11/07/06 Conihasset Capital Partners, Inc. DE 3.02 11/03/06 CONNETICS CORP DE 2.02,9.01 11/08/06 CONSUMER PORTFOLIO SERVICES INC CA 7.01,9.01 11/08/06 CONTINENTAL AIRLINES INC /DE/ DE 1.01,9.01 11/09/06 CORNELL COMPANIES INC DE 1.01,9.01 11/09/06 CORNELL COMPANIES INC DE 7.01,8.01,9.01 11/07/06 CORNERSTONE REALTY FUND LLC CA 7.01,9.01 11/08/06 COUNTRYWIDE FINANCIAL CORP DE 2.02,9.01 11/09/06 COURIER CORP MA 2.02,9.01 11/09/06 COVANSYS CORP MI 8.01 11/09/06 CRDENTIA CORP DE 1.01,9.01 11/03/06 CRESTED CORP CO 8.01 10/27/06 CRITICAL THERAPEUTICS INC DE 2.02,9.01 11/09/06 CROSS COUNTRY HEALTHCARE INC DE 2.02,9.01 11/06/06 CROWN CASTLE INTERNATIONAL CORP DE 8.01,9.01 11/09/06 CROWN MEDIA HOLDINGS INC DE 2.02,9.01 11/09/06 CURIS INC DE 2.02,9.01 11/09/06 CYPRESS BIOSCIENCE INC DE 2.02,9.01 11/09/06 CYTOGEN CORP DE 1.01,9.01 11/07/06 DANA CORP VA 7.01,9.01 11/09/06 DARLING INTERNATIONAL INC DE 2.02,9.01 11/07/06 DCP Midstream Partners, LP DE 2.02,9.01 11/08/06 DEL GLOBAL TECHNOLOGIES CORP NY 2.02,9.01 11/06/06 Delek US Holdings, Inc. 2.02,9.01 11/09/06 DELTATHREE INC DE 8.01,9.01 11/08/06 DEPOMED INC CA 2.02,9.01 11/09/06 Deutsche Alt-A Securities, Inc. Mortg 1.01,9.01 01/31/06 DG FastChannel, Inc DE 2.02,9.01 11/09/06 DiamondRock Hospitality Co 2.01,9.01 11/08/06 DIGITAL ANGEL CORP DE 2.02,7.01,9.01 11/09/06 Digital Music Group, Inc. DE 2.02,9.01 11/09/06 DISCOVERY LABORATORIES INC /DE/ DE 2.02,8.01,9.01 11/06/06 DISPLAY TECHNOLOGIES INC NV 5.01,5.02 11/02/06 Dolby Laboratories, Inc. DE 2.02,9.01 11/09/06 DOUBLE EAGLE PETROLEUM CO MD 7.01,9.01 11/08/06 DOVER SADDLERY INC 2.02,9.01 11/09/06 Dresser-Rand Group Inc. DE 8.01,9.01 11/08/06 DTLL INC MN 5.02,9.01 11/07/06 DUANE READE HOLDINGS INC 2.02,9.01 11/09/06 DYNAMIC LEISURE CORP MN 5.02 11/06/06 DYNCORP INTERNATIONAL INC. DE 2.02,9.01 11/08/06 E TRADE FINANCIAL CORP DE 5.05,9.01 11/07/06 Eagle Bulk Shipping Inc. 1.01,2.04,8.01,9.01 11/08/06 Eagle Bulk Shipping Inc. 2.02,9.01 11/08/06 Eastern Insurance Holdings, Inc. PA 2.02,9.01 11/09/06 EDGE PETROLEUM CORP DE 2.02,9.01 11/08/06 EDIETS COM INC DE 2.02,9.01 11/09/06 EGAIN COMMUNICATIONS CORP DE 2.02,9.01 11/09/06 eHealth, Inc. DE 2.02,9.01 11/09/06 ELOYALTY CORP DE 2.02,9.01 11/08/06 EMC INSURANCE GROUP INC IA 7.01 11/09/06 EMERGE INTERACTIVE INC DE 2.02,9.01 11/09/06 EMERGENCY FILTRATION PRODUCTS INC/ NV NV 5.02,9.01 11/09/06 EMISPHERE TECHNOLOGIES INC DE 2.02,9.01 11/09/06 EMTEC INC/NJ UT 1.01 11/03/06 Energy Transfer Partners, L.P. DE 7.01,9.01 11/09/06 ENERGYTEC INC NV 8.01 11/09/06 Entertainment Is Us, Inc. DE 5.02 10/30/06 ENVIRONMENTAL POWER CORP DE 8.01,9.01 11/09/06 EP MEDSYSTEMS INC NJ 8.01,9.01 11/09/06 EPIX Pharmaceuticals, Inc. 2.02,9.01 11/09/06 EPOCH HOLDING CORP DE 1.01,3.02,3.03,5.03,9.01 11/06/06 ERESEARCHTECHNOLOGY INC /DE/ DE 2.02,9.01 11/08/06 ESSEX CORP VA 1.01,9.01 11/08/06 EXCO RESOURCES INC TX 1.01,5.02,5.05,8.01,9.01 11/08/06 EXIDE TECHNOLOGIES DE 1.01,2.02,8.01,9.01 11/08/06 Expedia, Inc. 2.02,9.01 11/09/06 FAMILY DOLLAR STORES INC DE 8.01,9.01 11/09/06 FEDERAL AGRICULTURAL MORTGAGE CORP 2.02,9.01 11/09/06 Federal Home Loan Bank of Atlanta X1 2.03 11/06/06 Federal Home Loan Bank of Boston X1 2.03 11/06/06 Federal Home Loan Bank of Chicago X1 2.03 11/07/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 11/06/06 Federal Home Loan Bank of Dallas 2.03 11/06/06 Federal Home Loan Bank of Des Moines X1 2.03,9.01 11/06/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 11/06/06 Federal Home Loan Bank of New York X1 2.03,9.01 11/06/06 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 11/06/06 Federal Home Loan Bank of San Francis X1 2.03 11/06/06 Federal Home Loan Bank of Seattle 2.03 11/08/06 Federal Home Loan Bank of Topeka 2.03 11/06/06 Feldman Mall Properties, Inc. MD 1.01,1.02,9.01 11/03/06 FiberTower CORP DE 9.01 11/09/06 AMEND Fidelity National Information Service 1.02,2.01,8.01,9.01 11/09/06 FIELDSTONE INVESTMENT CORP 2.02,9.01 11/08/06 FIRST ACCEPTANCE CORP /DE/ DE 2.02,7.01,9.01 11/09/06 FIRST FEDERAL BANCSHARES OF ARKANSAS TX 8.01,9.01 11/09/06 FIRST MERCURY FINANCIAL CORP DE 2.02,9.01 11/09/06 FIRSTBANK NW CORP WA 8.01,9.01 11/09/06 FIRSTPLUS FINANCIAL GROUP INC NV 1.01 11/03/06 FIVE STAR QUALITY CARE INC 2.02,9.01 11/09/06 FLOWERS FOODS INC GA 2.02,9.01 11/09/06 FOCUS ENHANCEMENTS INC DE 2.02,7.01,9.01 11/09/06 FOREST CITY ENTERPRISES INC OH 8.01,9.01 11/08/06 FOREST OIL CORP NY 2.02,7.01,9.01 11/08/06 FOUNTAIN POWERBOAT INDUSTRIES INC 2.02 11/08/06 FREMONT GENERAL CORP NV 2.02 11/09/06 Friendlyway CORP NV 1.01,3.02,9.01 10/17/06 FROZEN FOOD EXPRESS INDUSTRIES INC TX 8.01,9.01 11/08/06 FULLER H B CO MN 5.02,9.01 11/03/06 FUSION TELECOMMUNICATIONS INTERNATION 8.01,9.01 11/09/06 GE Dealer Floorplan Master Note Trust DE 1.01,9.01 11/09/06 GENAERA CORP DE 2.02,9.01 11/09/06 GENWORTH LIFE & ANNUITY INSURANCE CO VA 8.01,9.01 11/09/06 GENZYME CORP MA 8.01 11/07/06 GERBER SCIENTIFIC INC CT 8.01,9.01 11/09/06 GETTY IMAGES INC DE 8.01,9.01 11/09/06 GLENBOROUGH REALTY TRUST INC MD 8.01,9.01 11/09/06 GLOBAL CROSSING LTD 2.02,9.01 11/09/06 GLOBAL HIGH INCOME FUND INC MD 5.03,9.01 11/06/06 GLOBAL PARTNERS LP 2.02,7.01,9.01 11/09/06 GOAMERICA INC DE 2.02,9.01 11/08/06 GOODYEAR TIRE & RUBBER CO /OH/ OH 2.02 11/09/06 GP STRATEGIES CORP DE 2.02,9.01 11/09/06 Grande Communications Holdings, Inc. DE 2.02,9.01 11/09/06 GREENFIELD ONLINE INC DE 1.01 11/03/06 GULFPORT ENERGY CORP DE 2.02,7.01,9.01 11/09/06 GULFPORT ENERGY CORP DE 2.02,7.01,9.01 11/09/06 AMEND H&E Equipment Services, Inc. DE 2.02,8.01,9.01 11/09/06 HANDHELD ENTERTAINMENT, INC. DE 1.01,9.01 11/06/06 HANSEN NATURAL CORP DE 2.02,9.01 11/09/06 HARLEYSVILLE NATIONAL CORP PA 8.01,9.01 11/09/06 HCC INSURANCE HOLDINGS INC/DE/ DE 5.02,7.01,9.01 11/08/06 AMEND HEALTH CARE PROPERTY INVESTORS INC MD 8.01,9.01 11/06/06 HEALTHSOUTH CORP DE 2.02,9.01 11/09/06 HEALTHTRONICS, INC. GA 2.02,7.01,9.01 09/30/06 HECLA MINING CO/DE/ DE 2.02,9.01 11/09/06 HEI INC MN 1.01,2.03,8.01,9.01 11/03/06 HEINZ H J CO PA 8.01,9.01 11/08/06 HEMISPHERX BIOPHARMA INC DE 4.01 11/09/06 HESKA CORP DE 2.02,9.01 11/09/06 HEXION SPECIALTY CHEMICALS, INC. NJ 1.01,2.03 11/03/06 HINES HORTICULTURE INC DE 2.02,2.06,9.01 11/08/06 HM PUBLISHING CORP DE 2.02,9.01 11/09/06 HOLLYWOOD MEDIA CORP FL 2.02,9.01 11/09/06 HOMEBANC CORP 1.01,9.01 11/08/06 HORIZON HEALTH CORP /DE/ DE 2.02,9.01 11/09/06 Host Ventures Inc 5.02 11/07/06 HOUSTON AMERICAN ENERGY CORP DE 8.01 11/09/06 HOUSTON AMERICAN ENERGY CORP DE 4.02 02/03/06 HUNGARIAN TELEPHONE & CABLE CORP DE 2.02,9.01 11/09/06 HYDROFLO INC 8.01 11/08/06 HYPERFEED TECHNOLOGIES INC DE 8.01,9.01 11/09/06 HYTHIAM INC DE 2.02,9.01 11/09/06 ICAD INC DE 1.01 10/20/06 ICONIX BRAND GROUP, INC. DE 1.01,2.01,2.03,3.02,9.01 11/06/06 IMAX CORP A6 2.02,7.01 11/08/06 IMAX CORP A6 5.02 08/21/06 AMEND IMMUNE RESPONSE CORP DE 3.02 11/03/06 IMPAC MORTGAGE HOLDINGS INC MD 2.02,9.01 11/08/06 IMPAC MORTGAGE HOLDINGS INC MD 7.01,8.01,9.01 11/09/06 IMPAX LABORATORIES INC DE 4.01,9.01 11/09/06 INDEPENDENCE HOLDING CO DE 2.02,9.01 11/09/06 INDEVUS PHARMACEUTICALS INC DE 1.01,9.01 11/03/06 INFINITY ENERGY RESOURCES, INC 2.02,9.01 11/08/06 INFINITY PHARMACEUTICALS, INC. DE 2.02,9.01 11/09/06 INFOCROSSING INC DE 2.02,7.01,9.01 11/09/06 INFOSONICS CORP 2.02,9.01 11/09/06 INFOTECH USA INC DE 8.01 11/03/06 INPHONIC INC 8.01 11/07/06 INPHONIC INC 1.01,1.02,2.03,3.02 11/07/06 INPUT OUTPUT INC DE 2.02,9.01 11/08/06 INTERLEUKIN GENETICS INC DE 2.02,9.01 11/08/06 INTERNATIONAL BUSINESS MACHINES CORP NY 9.01 11/06/06 INTERNATIONAL RECTIFIER CORP /DE/ DE 1.01,1.02,2.03,9.01 11/06/06 INTERPHARM HOLDINGS INC DE 1.01,1.02,9.01 11/03/06 Intersearch Group Inc FL 2.02,9.01 11/09/06 INTREPID TECHNOLOGY & RESOURCE INC ID 1.01,3.02,9.01 11/08/06 INVESTOOLS INC DE 2.02,9.01 11/02/06 INVESTOOLS INC DE 7.01,9.01 11/09/06 IOMED INC UT 2.02,9.01 11/07/06 ITRONICS INC TX 1.01,2.03,3.02,9.01 11/03/06 J C PENNEY CO INC DE 2.02 11/09/06 J CREW GROUP INC DE 1.01,9.01 11/07/06 JETBLUE AIRWAYS CORP DE 1.01,8.01,9.01 11/07/06 KELLY SERVICES INC DE 1.01,9.01 11/06/06 KILROY REALTY CORP MD 8.01 11/06/06 KING PHARMACEUTICALS INC TN 2.02,9.01 11/09/06 KINTERA INC 2.02,9.01 11/09/06 KNBT BANCORP INC PA 7.01,9.01 11/09/06 KNOLOGY INC DE 2.02,9.01 11/08/06 KOHLS CORPORATION WI 2.02,9.01 11/09/06 KOS PHARMACEUTICALS INC FL 2.02,9.01 11/09/06 Kraton Polymers LLC DE 2.02,9.01 11/08/06 KV PHARMACEUTICAL CO /DE/ DE 5.02 11/09/06 LAIDLAW INTERNATIONAL INC DE 2.02,9.01 11/09/06 LAKES ENTERTAINMENT INC MN 8.01,9.01 11/07/06 LAND O LAKES INC 2.02,9.01 11/07/06 AMEND LANDRYS RESTAURANTS INC 2.02,9.01 11/09/06 LCC INTERNATIONAL INC DE 2.02,9.01 11/09/06 LENNAR CORP /NEW/ DE 8.01,9.01 11/07/06 LEUCADIA NATIONAL CORP NY 8.01,9.01 09/30/06 LEVEL 3 COMMUNICATIONS INC DE 8.01 11/08/06 Lexaria Corp. 3.02 11/09/06 Liberty Global, Inc. 2.02 11/08/06 Liberty Global, Inc. 2.02 11/09/06 Liberty Global, Inc. 2.02 11/09/06 LIGHTING SCIENCE GROUP CORP DE 1.01,3.02,9.01 09/18/06 LIN TV CORP DE 2.02,9.01 11/09/06 LINCOLN EDUCATIONAL SERVICES CORP NJ 2.02,9.01 11/09/06 LIONS GATE ENTERTAINMENT CORP /CN/ 2.02,9.01 11/09/06 Live Nation, Inc. DE 1.01,2.01,2.03,9.01 11/03/06 LONG BEACH SECURITIES CORP DE 9.01 11/09/06 LOUD TECHNOLOGIES INC WA 2.02,9.01 11/08/06 Macquarie Infrastructure CO Trust DE 2.02,5.02,7.01,9.01 11/08/06 MAD CATZ INTERACTIVE INC 2.02,9.01 11/09/06 Magyar Bancorp, Inc. DE 2.02,9.01 11/07/06 MAJESTIC STAR CASINO LLC IN 2.02,9.01 11/08/06 MARTIN MIDSTREAM PARTNERS LP DE 2.02,9.01 11/09/06 MATHSTAR INC MN 2.02,9.01 11/09/06 MATHSTAR INC MN 7.01,9.01 11/09/06 MATRITECH INC/DE/ DE 1.01,9.01 11/03/06 MECHANICAL TECHNOLOGY INC NY 2.02,9.01 09/30/06 MECHANICAL TECHNOLOGY INC NY 1.01,5.02,9.01 11/06/06 Medefile International, Inc. NV 5.02 10/25/06 MEDICINOVA INC DE 2.02 11/09/06 MEDICIS PHARMACEUTICAL CORP DE 2.02,9.01 11/08/06 MEDIS TECHNOLOGIES LTD DE 2.02,9.01 11/09/06 MEDQUIST INC NJ 2.02,9.01 11/09/06 MEMORY PHARMACEUTICALS CORP 2.02,9.01 11/09/06 Mercantile Bancorp, Inc. DE 8.01,9.01 11/08/06 MERCHANTS GROUP INC DE 2.02,9.01 11/08/06 MERRILL LYNCH & CO INC DE 8.01,9.01 11/09/06 MEXICAN RESTAURANTS INC TX 2.02,9.01 11/09/06 MGE ENERGY INC WI 1.01,9.01 11/09/06 MGP INGREDIENTS INC KS 2.02,7.01,9.01 11/09/06 MICROFIELD GROUP INC OR 2.02,9.01 11/06/06 MIDAS INC DE 2.02 11/09/06 MILLENNIUM PHARMACEUTICALS INC DE 8.01,9.01 11/09/06 MILLS CORP DE 8.01 11/08/06 MIRACOR DIAGNOSTICS INC UT 5.02,9.01 11/09/06 MIRANT CORP DE 2.02,9.01 11/09/06 MIVA, INC. DE 2.02,9.01 11/08/06 MMC ENERGY, INC. NV 8.01,9.01 11/06/06 MMC ENERGY, INC. NV 8.01,9.01 11/07/06 MODTECH HOLDINGS INC CA 2.02,9.01 11/09/06 MORGAN STANLEY SPECTRUM TECHNICAL LP DE 5.02 11/06/06 Morgan Stanley Capital I Trust 2006-H DE 8.01,9.01 11/09/06 MORGAN STANLEY CHARTER ASPECT L.P. DE 5.02 11/06/06 MORGAN STANLEY CHARTER CAMPBELL LP 5.02 11/06/06 MORGAN STANLEY CHARTER GRAHAM LP/ DE 5.02 11/06/06 MORGAN STANLEY CHARTER WCM L.P. DE 2.03 11/06/06 MORGAN STANLEY CORNERSTONE FUND II L. NY 5.02 11/06/06 MORGAN STANLEY CORNERSTONE FUND III L NY 5.02 11/06/06 MORGAN STANLEY CORNERSTONE FUND IV L. NY 5.02 11/06/06 MORGAN STANLEY DIVERSIFIED FUTURES FU DE 5.02 11/06/06 MORGAN STANLEY DIVERSIFIED FUTURES FU DE 5.02 11/06/06 MORGAN STANLEY PORTFOLIO STRATEGY FUN DE 5.02 11/06/06 MORGAN STANLEY PRINCIPAL PLUS FUND L. DE 5.02 11/06/06 MORGAN STANLEY SPECTRUM CURRENCY LP DE 5.02 11/06/06 MORGAN STANLEY SPECTRUM GLOBAL BALANC DE 5.02 11/06/06 MORGAN STANLEY SPECTRUM SELECT LP DE 5.02 11/06/06 MORGAN STANLEY SPECTRUM STRATEGIC LP NY 5.02 11/06/06 MORRIS PUBLISHING GROUP LLC GA 2.02,9.01 11/09/06 MOST HOME CORP NV 1.01,8.01,9.01 11/02/06 MSC SOFTWARE CORP DE 2.02,9.01 11/09/06 MTI TECHNOLOGY CORP DE 3.01,9.01 11/03/06 Nano-Jet Corp. NV 5.02 11/07/06 NATIONAL CITY CORP DE 2.02,9.01 11/09/06 NATIONAL CITY CORP DE 8.01,9.01 11/03/06 NATIONAL FINANCIAL PARTNERS CORP 7.01,9.01 11/09/06 NATIONAL FUEL GAS CO NJ 2.02,9.01 09/30/06 National Investment Managers Inc. FL 1.01,3.02,9.01 11/08/06 NATIONAL LAMPOON INC CA 1.01,9.01 11/04/06 NAVISTAR FINANCIAL CORP DE 4.02 11/08/06 NBOG BANCORPORATION INC GA 2.02,9.01 11/09/06 NCO GROUP INC PA 8.01,9.01 11/09/06 Neenah Paper Inc DE 2.02,9.01 11/08/06 NEOPHARM INC DE 2.02,9.01 11/09/06 NETBANK INC GA 4.01,9.01 10/10/06 AMEND NETWORK CN INC DE 2.01,9.01 06/16/06 AMEND NETWORK ENGINES INC DE 2.02,9.01 11/09/06 NEUTRON ENTERPRISES INC NV 1.01,3.02,9.01 11/01/06 NEW BRUNSWICK SCIENTIFIC CO INC NJ 2.02,9.01 09/30/06 NEW RIVER PHARMACEUTICALS INC VA 2.02,9.01 11/09/06 NEWGOLD INC DE 1.01,9.01 10/24/06 NEXMED INC NV 2.02,3.01,9.01 11/08/06 NEXTERA ENTERPRISES INC DE 2.02,9.01 11/09/06 NMT MEDICAL INC DE 2.02,9.01 11/09/06 NOBEL LEARNING COMMUNITIES INC DE 2.02,9.01 11/09/06 Nomura Home Equity Loan, Inc., Home E DE 9.01 11/09/06 Nomura Home Equity Loan, Inc., Home E DE 9.01 08/31/06 NORTEL NETWORKS CORP 5.02,9.01 11/06/06 NORTEL NETWORKS LTD 5.02,9.01 11/06/06 NORTH AMERICAN TECHNOLOGIES GROUP INC 5.02 11/08/06 NORTH FORK BANCORPORATION INC DE 5.04,9.01 11/08/06 NORTH PITTSBURGH SYSTEMS INC PA 2.02,9.01 11/09/06 NORTH POINTE HOLDINGS CORP 2.02,9.01 11/09/06 NORTHERN GROWERS LLC SD 1.01,1.02 11/03/06 NOVELL INC DE 8.01,9.01 11/06/06 NVIDIA CORP DE 2.02,9.01 11/09/06 NVIDIA CORP DE 1.01,9.01 11/06/06 NYMAGIC INC NY 2.02,9.01 11/06/06 OPEN TEXT CORP A6 2.05 10/05/06 AMEND Opteum Mortgage Acceptance CORP Trust DE 9.01 06/26/06 OPTICAL COMMUNICATION PRODUCTS INC DE 9.01 08/24/06 AMEND OPTIO SOFTWARE INC GA 1.02,8.01 11/06/06 ORION HEALTHCORP INC DE 4.02 11/08/06 OSCIENT PHARMACEUTICALS CORP MA 2.02,9.01 11/09/06 OSI SYSTEMS INC CA 7.01,8.01 11/07/06 OSIRIS THERAPEUTICS, INC. DE 7.01,9.01 11/09/06 OUTDOOR CHANNEL HOLDINGS INC 1.01,2.02,9.01 11/09/06 P&F INDUSTRIES INC DE 2.02,9.01 11/09/06 PACIFIC SUNWEAR OF CALIFORNIA INC CA 2.02,9.01 11/09/06 PAPERCLIP SOFTWARE INCE DE 1.01,2.01,3.02,3.03, 11/06/06 5.01,5.02,9.01 PARAMETRIC TECHNOLOGY CORP MA 1.01 11/03/06 Paramount Acquisition Corp DE 8.01,9.01 11/09/06 PATTERSON UTI ENERGY INC DE 8.01,9.01 11/08/06 PENN NATIONAL GAMING INC PA 1.01,9.01 11/07/06 PERRIGO CO MI 2.02,9.01 11/09/06 PETROL OIL & GAS INC 8.01,9.01 11/09/06 PETSMART INC DE 5.02,9.01 11/09/06 PHARMACYCLICS INC DE 8.01,9.01 11/09/06 PHH CORP MD 5.04,9.01 11/09/06 PHOENIX COMPANIES INC/DE DE 1.01,5.02,9.01 11/09/06 PIONEER COMPANIES INC DE 2.02,9.01 11/08/06 PLANAR SYSTEMS INC OR 5.02 11/03/06 PLATINUM ENERGY RESOURCES INC DE 5.02,8.01,9.01 11/03/06 PLATO LEARNING INC DE 2.02,9.01 11/09/06 PLY GEM HOLDINGS INC DE 2.02,9.01 11/09/06 PMC COMMERCIAL TRUST /TX TX 2.02,9.01 11/08/06 POINT 360 CA 2.02,9.01 11/09/06 POLYMEDICA CORP MA 7.01,9.01 11/07/06 POLYMER GROUP INC DE 2.02,9.01 11/09/06 POWERCOLD CORP NV 3.01 11/08/06 PRAECIS PHARMACEUTICALS INC DE 2.02,9.01 11/09/06 PRECIS INC OK 1.01,2.02,9.01 11/08/06 Precision Aerospace Components, Inc. DE 4.01,9.01 11/03/06 PRICELINE COM INC DE 1.01,2.02,2.03,3.02,7.01,9.01 11/06/06 PRIDE BUSINESS DEVELOPMENT HOLDINGS, 8.01,9.01 11/09/06 PRIME GROUP REALTY TRUST MD 2.02,9.01 09/30/06 Prime Mortgage Trust 2006-1 DE 9.01 05/31/06 PRIMEDIA INC DE 7.01,9.01 11/08/06 PRINCETON REVIEW INC DE 2.02,8.01,9.01 11/09/06 PROGENICS PHARMACEUTICALS INC DE 2.02,9.01 11/09/06 Promotora Valle Hermosa CORP FL 2.02,9.01 11/09/06 PROSPECT ENERGY CORP MD 8.01,9.01 11/09/06 PROTALEX INC DE 8.01,9.01 11/03/06 PROVIDENCE SERVICE CORP DE 2.02,7.01,9.01 11/08/06 PURE BIOFUELS CORP NV 4.01,9.01 11/06/06 PXRE GROUP LTD 2.02,9.01 11/08/06 QMED INC DE 7.01,9.01 11/08/06 QPC Lasers NV 4.01 10/23/06 AMEND QUAKER CHEMICAL CORP PA 5.02 11/08/06 QUALSTAR CORP CA 2.02,9.01 11/09/06 QUANTA SERVICES INC DE 4.02 11/07/06 QUEST SOFTWARE INC CA 8.01 10/24/06 QUOVADX INC DE 7.01 11/08/06 RALCORP HOLDINGS INC /MO MO 2.02,9.01 11/08/06 RANCHER ENERGY CORP. NV 1.01,9.01 11/03/06 RBC Bearings INC 3.01,8.01,9.01 11/09/06 RCN CORP /DE/ DE 2.02,7.01,9.01 11/09/06 READY CREDIT CORP 8.01 11/06/06 REINHOLD INDUSTRIES INC/DE/ DE 2.02 09/30/06 RELIANT ENERGY INC DE 2.02,9.01 11/09/06 RELIANT ENERGY INC DE 7.01,9.01 11/08/06 Residential Asset Securitization Trus 8.01,9.01 11/09/06 ROCKWELL AUTOMATION INC DE 1.01,9.01 11/06/06 ROFIN SINAR TECHNOLOGIES INC DE 2.02,9.01 09/30/06 ROYAL GOLD INC DE 8.01,9.01 11/08/06 RURAL/METRO CORP /DE/ DE 8.01,9.01 11/08/06 SAFLINK CORP DE 2.05 10/11/06 AMEND SCANSOURCE INC SC 1.01,1.02,5.02,8.01,9.01 11/08/06 SCRIPPS E W CO /DE OH 8.01,9.01 11/09/06 SEDONA CORP PA 1.01,2.03,8.01,9.01 11/02/06 SELECT ASSET INC DE 9.01 11/09/06 SELECTICA INC DE 2.02,9.01 11/09/06 sellcell.net NV 5.02 10/26/06 sellcell.net NV 4.01,9.01 10/09/06 SEMITOOL INC MT 2.02,9.01 11/09/06 SENECA FOODS CORP /NY/ NY 2.02,9.01 11/08/06 Seneca-Cayuga Bancorp, Inc. X1 2.02,9.01 11/07/06 SENIOR HOUSING PROPERTIES TRUST MD 2.02,9.01 11/09/06 SERVICE CORPORATION INTERNATIONAL TX 2.02,7.01,9.01 11/09/06 SGX PHARMACEUTICALS, INC. DE 2.02,9.01 11/07/06 Shire plc 8.01,9.01 11/07/06 SIERRA PACIFIC RESOURCES /NV/ NV 3.01 11/07/06 SIERRA PACIFIC RESOURCES /NV/ NV 8.01 11/08/06 SIMTEK CORP CO 1.01,9.01 11/03/06 AMEND SIRICOMM INC DE 8.01,9.01 11/09/06 SJW CORP CA 5.02 11/06/06 SMALL WORLD KIDS INC UT 1.01,9.01 11/06/06 Somaxon Pharmaceuticals, Inc. DE 2.02,9.01 11/09/06 SONICBLUE INC DE 8.01,9.01 09/30/06 SOUTHERN BANC CO INC DE 7.01,9.01 11/09/06 SOUTHERN UNION CO DE 2.02,7.01,9.01 11/09/06 SOUTHWEST WATER CO DE 8.01,9.01 11/09/06 SPARE BACKUP, INC. DE 1.01,3.02 11/09/06 SPATIALIGHT INC NY 5.02 11/03/06 AMEND SPORT CHALET INC DE 2.02,9.01 11/07/06 SS&C TECHNOLOGIES INC DE 2.02,9.01 11/08/06 Stanley-Martin Communities, LLC DE 2.02,7.01,9.01 11/09/06 State Auto Financial CORP OH 5.02,8.01,9.01 11/03/06 STEELCASE INC MI 7.01 11/09/06 STELLAR PHARMACEUTICALS INC 2.02,9.01 11/09/06 Stereotaxis, Inc. DE 2.02,9.01 11/09/06 STERLING FINANCIAL CORP /WA/ WA 8.01,9.01 11/08/06 STONEMOR PARTNERS LP DE 2.02,9.01 11/09/06 STRATS (SM) TRUST FOR JPMORGAN CHASE 8.01,9.01 11/01/06 Strats(SM) Trust for JPMorgan Chase C 8.01,9.01 11/01/06 STRATS(SM) Trust For Morgan Stanley S 8.01,9.01 11/01/06 STRATUS PROPERTIES INC DE 2.02,9.01 11/09/06 SUN-TIMES MEDIA GROUP INC DE 2.02,9.01 11/08/06 SUNLINK HEALTH SYSTEMS INC OH 5.02,9.01 11/06/06 SUNLINK HEALTH SYSTEMS INC OH 2.02,7.01,9.01 11/08/06 SUPERCONDUCTOR TECHNOLOGIES INC DE 2.02,9.01 11/09/06 SUPERGEN INC DE 2.02,9.01 11/09/06 SUREWEST COMMUNICATIONS CA 8.01,9.01 11/08/06 SURGE ENTERPRISES, INC. NV 1.01,9.01 11/01/06 SYBASE INC DE 2.01,7.01,9.01 11/08/06 Synovics Pharmaceuticals NV 8.01,9.01 11/01/06 Synutra International, Inc. DE 1.01,2.01,9.01 11/06/06 TALK AMERICA HOLDINGS INC DE 2.02 11/08/06 TARGACEPT INC 8.01,9.01 11/09/06 TARGACEPT INC 2.02,9.01 11/09/06 TD AMERITRADE HOLDING CORP DE 5.02 11/03/06 Team Finance LLC DE 2.02,7.01,9.01 11/09/06 TECHNOLOGY SOLUTIONS COMPANY DE 2.02 11/09/06 TECHWELL INC 1.01,9.01 11/06/06 TERADYNE, INC MA 5.02,8.01,9.01 11/06/06 TEXAS REGIONAL BANCSHARES INC TX 8.01,9.01 11/09/06 THERMADYNE HOLDINGS CORP /DE DE 2.02,9.01 11/09/06 THERMOGENESIS CORP DE 2.02,9.01 11/08/06 THINK PARTNERSHIP INC NV 8.01,9.01 11/09/06 TIER TECHNOLOGIES INC DE 2.02,9.01 11/07/06 TIMKEN CO OH 5.02,9.01 11/03/06 TONGA CAPITAL CORP CO 5.02,8.01,9.01 11/06/06 TOOTSIE ROLL INDUSTRIES INC VA 8.01 09/30/06 TOREADOR RESOURCES CORP DE 2.02,7.01,9.01 11/09/06 TOUCHSTONE SOFTWARE CORP /CA/ DE 2.02 11/09/06 TRADESTATION GROUP INC FL 1.01,9.01 11/09/06 TRANSACT TECHNOLOGIES INC DE 2.02,9.01 11/09/06 TRANSACTION SYSTEMS ARCHITECTS INC DE 8.01,9.01 11/07/06 TreeHouse Foods, Inc. DE 2.02,4.02,7.01,9.01 11/08/06 TRI-S SECURITY CORP GA 2.02,9.01 11/09/06 TRICO MARINE SERVICES INC DE 2.02,9.01 11/08/06 Triple Crown Media, Inc. DE 2.02,9.01 11/08/06 Triton Distribution Systems, Inc. CO 8.01,9.01 10/30/06 TXU CORP /TX/ TX 2.02,9.01 11/09/06 U S GLOBAL INVESTORS INC TX 2.02 09/30/06 U-Store-It Trust MD 5.02 11/03/06 U.S. Shipping Partners L.P. DE 2.02,9.01 11/02/06 UCN INC DE 2.02,9.01 11/09/06 UFP TECHNOLOGIES INC DE 2.02,9.01 11/07/06 ULTRALIFE BATTERIES INC DE 2.02,9.01 11/09/06 UNIGENE LABORATORIES INC DE 2.02,9.01 11/09/06 UNION DRILLING INC DE 2.02,9.01 10/27/06 UNITED GUARDIAN INC DE 2.02,9.01 09/30/06 UNIVERSAL INSURANCE HOLDINGS INC DE 1.01,2.03 11/03/06 UROPLASTY INC MN 2.02,9.01 11/09/06 US 1 INDUSTRIES INC IN 8.01 11/09/06 US CONCRETE INC DE 2.02,9.01 11/09/06 US ENERGY CORP WY 8.01 10/27/06 USA Mobility, Inc DE 2.02,9.01 11/08/06 USI HOLDINGS CORP DE 2.02,9.01 11/09/06 USI HOLDINGS CORP DE 1.01,8.01,9.01 11/09/06 UTEK CORP 8.01,9.01 11/08/06 UTSTARCOM INC DE 3.01,8.01 11/09/06 VAALCO ENERGY INC /DE/ DE 8.01,9.01 11/07/06 Vanda Pharmaceuticals Inc. DE 8.01 11/08/06 Venoco, Inc. DE 1.01,9.01 11/08/06 VERSAR INC DE 2.02 09/30/06 Viacom Inc. DE 2.02,9.01 11/09/06 Viacom Inc. DE 5.02,9.01 11/09/06 ViewPoint Financial Group X1 2.02,9.01 11/08/06 VION PHARMACEUTICALS INC DE 2.02,8.01,9.01 11/09/06 VISION SCIENCES INC /DE/ DE 7.01,9.01 11/06/06 VITESSE SEMICONDUCTOR CORP DE 1.01,9.01 11/03/06 VITESSE SEMICONDUCTOR CORP DE 2.02,9.01 11/06/06 VOXWARE INC DE 2.02,9.01 11/09/06 Vyteris Holdings (Nevada), Inc. NV 8.01,9.01 11/09/06 VYYO INC DE 2.02,9.01 11/09/06 W&T OFFSHORE INC TX 2.02,9.01 11/09/06 WALT DISNEY CO/ DE 2.02,9.01 11/09/06 WALTER INDUSTRIES INC /NEW/ DE 8.01 11/09/06 WaMu Mortgage Pass-Through Certificat DE 9.01 10/25/06 Warrior Energy Services CORP DE 2.02,9.01 11/09/06 WARWICK VALLEY TELEPHONE CO NY 8.01,9.01 11/09/06 WASTE SERVICES, INC. A6 3.02,9.01 11/08/06 WELLS FARGO & CO/MN DE 9.01 11/09/06 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 10/27/06 WESTMORELAND COAL CO DE 8.01,9.01 11/08/06 WHEELING PITTSBURGH CORP /DE/ DE 8.01,9.01 11/07/06 WHEELING PITTSBURGH CORP /DE/ DE 7.01,8.01,9.01 11/09/06 WHEELING PITTSBURGH CORP /DE/ DE 8.01,9.01 11/09/06 WHITE MOUNTAINS INSURANCE GROUP LTD D0 8.01,9.01 11/08/06 WILLIAM LYON HOMES DE 2.02,9.01 11/09/06 WINDSTREAM CORP DE 2.02,9.01 11/09/06 WIRELESS FACILITIES INC DE 2.02,5.03,9.01 11/07/06 WITTER DEAN DIVERSIFIED FUTURES FUND NY 5.02 11/06/06 WITTER DEAN MULTI MARKET PORTFOLIO L NY 5.02 11/06/06 WORLD FUEL SERVICES CORP FL 2.02,7.01,9.01 11/08/06 WorldSpace, Inc DE 2.02,9.01 11/09/06 XACT AID INC NV 1.01,5.02,9.01 11/06/06 XEROX CORP NY 8.01,9.01 10/27/06 XL CAPITAL LTD 4.02 11/05/06 XM SATELLITE RADIO HOLDINGS INC DE 8.01,9.01 08/04/06 Y-TEL INTERNATIONAL INC DE 5.02 11/08/06 ZHONGPIN INC. DE 1.01,9.01 11/06/06 ZIM CORP A6 2.02,9.01 11/09/06 ZIX CORP TX 2.02,9.01 11/07/06 1ST CONSTITUTION BANCORP NJ 1.01,7.01,9.01 11/06/06 ABATIX CORP DE 2.02,9.01 11/13/06 ABFC Asset-Backed Certificates, Serie DE 8.01,9.01 10/25/05 AMEND ABLEST INC DE 2.02,9.01 11/10/06 ABX AIR INC 2.02,9.01 11/09/06 ACCEPTANCE INSURANCE COMPANIES INC DE 8.01,9.01 11/09/06 ACE Securities Corp. Home Equity Loan DE 2.01,9.01 07/25/06 ACG HOLDINGS INC DE 2.02,9.01 11/13/06 ACNB CORP PA 2.02,9.01 11/10/06 ADAM INC GA 9.01 08/14/06 AMEND ADMIRALTY HOLDING CO CO 7.01 10/09/06 ADVANCED MAGNETICS INC DE 1.01,5.02,9.01 11/07/06 AEGIS 2006-1 DE 8.01,9.01 10/30/06 Aerobic Creations, Inc. NV 1.01,2.01,2.03,3.02,3.03, 11/08/06 4.01,5.01,5.02,5.03 AIR T INC DE 2.02,5.02,8.01,9.01 11/10/06 AKSYS LTD DE 2.02,9.01 11/13/06 ALASKA PACIFIC BANCSHARES INC AK 9.01 09/30/06 ALBANY INTERNATIONAL CORP /DE/ DE 5.02,9.01 11/09/06 ALBERTO CULVER CO DE 8.01,9.01 11/10/06 Aleris International, Inc. DE 7.01,9.01 11/09/06 ALEXION PHARMACEUTICALS INC DE 8.01,9.01 11/09/06 Alexza Pharmaceuticals Inc. DE 2.02,9.01 11/13/06 ALICO INC FL 8.01,9.01 11/08/06 Alliance Holdings GP, L.P. DE 7.01,9.01 11/08/06 ALLIANCE RESOURCE PARTNERS LP DE 7.01,9.01 11/08/06 ALLIANCEBERNSTEIN HOLDING L.P. DE 7.01,9.01 11/09/06 ALLIANCEBERNSTEIN L.P. DE 7.01,9.01 11/09/06 ALLIANT ENERGY CORP WI 2.03,9.01 11/07/06 ALLIED BANCSHARES INC GA 5.02 10/18/06 ALLIED BANCSHARES INC GA 1.01,9.01 11/08/06 ALLIED BANCSHARES INC GA 1.01,9.01 11/13/06 AMEND ALLOS THERAPEUTICS INC DE 8.01,9.01 11/10/06 ALLSTATE CORP DE 5.03,9.01 11/07/06 Alternative Loan Trust 2006-35CB DE 8.01,9.01 10/27/06 Alternative Loan Trust 2006-37R DE 8.01,9.01 10/30/06 Altra Industrial Motion, Inc. DE 2.02,9.01 11/13/06 AMEND AMBASSADORS GROUP INC DE 8.01,9.01 11/09/06 AMCOMP INC /FL DE 2.02,7.01,9.01 11/09/06 AMERICAN COMMUNITY PROPERTIES TRUST MD 2.02,9.01 11/10/06 AMERICAN HOMEPATIENT INC DE 5.02,9.01 11/10/06 AMERICAN INTERNATIONAL GROUP INC DE 2.02,9.01 11/09/06 AMERICAN LAND LEASE INC DE 7.01,9.01 11/09/06 AMERICAN LAND LEASE INC DE 7.01,9.01 11/13/06 AMERICAN LOCKER GROUP INC DE 8.01,9.01 11/13/06 AMERICAN MEDICAL ALERT CORP NY 2.02,9.01 11/13/06 AMERICAN PHYSICIANS SERVICE GROUP INC TX 2.02 11/13/06 AMERICAN SPECTRUM REALTY INC MD 8.01,9.01 11/13/06 American Tire Distributors Holdings, 7.01 11/13/06 AMERUS GROUP CO/IA IA 2.03,7.01 11/10/06 AMH Holdings, Inc. DE 2.02,9.01 11/10/06 ANALOGIC CORP MA 5.02 11/08/06 Andover Medical, Inc. DE 5.02 11/10/06 ANGELICA CORP /NEW/ MO 5.02,9.01 10/31/06 ANTHRACITE CAPITAL INC MD 2.02,9.01 11/07/06 APEX SILVER MINES LTD 2.02,9.01 11/09/06 APOLLO GOLD CORP 1.01,9.01 11/08/06 APPLIED DIGITAL SOLUTIONS INC MO 2.02,9.01 11/09/06 APPLIED IMAGING CORP DE 1.01,9.01 11/09/06 APPLIED IMAGING CORP DE 2.02,9.01 11/07/06 ARADIGM CORP CA 9.01 11/10/06 ARADIGM CORP CA 9.01 11/10/06 ARBINET THEXCHANGE INC DE 2.02,9.01 11/09/06 ARC WIRELESS SOLUTIONS INC UT 5.05,9.01 11/10/06 ARCHON CORP NV 7.01 11/13/06 ARGENTA SYSTEMS INC NV 1.01,2.01,3.02,5.01,5.02,9.01 11/10/06 ARKONA INC DE 2.02,9.01 11/13/06 ARTISTDIRECT INC DE 1.01,8.01,9.01 11/07/06 ASCENDANT SOLUTIONS INC DE 2.02,9.01 09/30/06 ASHFORD HOSPITALITY TRUST INC MD 7.01,9.01 11/13/06 ASHFORD HOSPITALITY TRUST INC MD 2.01,2.03,9.01 11/08/06 ASPEN INSURANCE HOLDINGS LTD D0 7.01,9.01 11/10/06 ASPEN TECHNOLOGY INC /DE/ DE 2.02,4.02,9.01 11/07/06 ASSOCIATED MATERIALS INC DE 2.02,9.01 11/10/06 ASSURANCEAMERICA CORP NV 2.02,9.01 11/10/06 ASSURANT INC 8.01,9.01 11/10/06 ASTEA INTERNATIONAL INC DE 2.02,9.01 11/10/06 ASTRONICS CORP NY 2.02,9.01 11/13/06 ASYST TECHNOLOGIES INC CA 2.02,9.01 11/08/06 ATM FINANCIAL CORP NV 5.01,5.02 11/06/06 ATMOS ENERGY CORP TX 1.01,2.03,9.01 11/07/06 ATSI COMMUNICATIONS INC/DE NV 2.02,9.01 11/08/06 AURIGA LABORATORIES, INC. DE 1.01,5.02,9.01 11/08/06 Aurora Oil & Gas CORP UT 8.01,9.01 11/13/06 AVANIR PHARMACEUTICALS CA 2.05,5.02 11/07/06 Avicena Group, Inc. DE 7.01,9.01 11/07/06 AVIS BUDGET GROUP, INC. DE 7.01 11/13/06 AVP INC DE 5.02,9.01 11/07/06 AXCELIS TECHNOLOGIES INC DE 5.02 11/08/06 AXCESS INTERNATIONAL INC/TX DE 2.03,9.01 11/13/06 BAIRNCO CORP /DE/ DE 1.01,9.01 11/13/06 BAKER MICHAEL CORP PA 8.01,9.01 11/10/06 BALLY TOTAL FITNESS HOLDING CORP DE 2.02,9.01 11/09/06 BankFinancial CORP 8.01,9.01 11/13/06 BARRIER THERAPEUTICS INC DE 8.01,9.01 11/10/06 Bear Stearns Asset Backed Securities DE 6.02 11/01/06 Bear Stearns Asset Backed Securities DE 6.02 11/01/06 Bear Stearns Mortgage Funding Trust 2 DE 9.01 11/10/06 BEARD CO /OK OK 2.01,7.01,9.01 11/06/06 BELL MICROPRODUCTS INC CA 2.02,4.02,9.01 11/03/06 BELL MICROPRODUCTS INC CA 9.01 11/03/06 AMEND BENIHANA INC DE 8.01,9.01 11/10/06 BERKELEY TECHNOLOGY LTD 2.02,7.01 09/30/06 BEXIL CORP MD 7.01 11/08/06 BFC FINANCIAL CORP FL 7.01 11/09/06 BIOENVISION INC DE 2.02,9.01 11/09/06 BIOPURE CORP DE 1.02 11/08/06 BJs RESTAURANTS INC CA 8.01,9.01 11/10/06 BLACKSANDS PETROLEUM, INC. NV 1.01,4.01,9.01 11/09/06 BLUE COAT SYSTEMS INC DE 3.01,9.01 11/08/06 Blue Wireless & Data, Inc. DE 5.02 09/13/06 BNC BANCORP NC 2.02,9.01 11/08/06 BNC Mortgage Loan Trust 2006-2 DE 8.01,9.01 10/30/06 BODISEN BIOTECH, INC DE 3.01,9.01 11/06/06 BOOTS & COOTS INTERNATIONAL WELL CONT DE 5.02 11/06/06 BRALORNE MINING CO NV 2.01,3.02,5.01,5.02,5.06 11/02/06 BRESLER & REINER INC DE 5.02 11/08/06 BUILDING MATERIALS CORP OF AMERICA DE 8.01,9.01 11/06/06 BULLION RIVER GOLD CORP 7.01,9.01 11/09/06 Bunge LTD 8.01 11/13/06 CabelTel International Corp NV 3.01,9.01 11/07/06 CABLEVISION SYSTEMS CORP /NY DE 7.01,9.01 11/09/06 CANTERBURY PARK HOLDING CORP MN 2.02,9.01 11/10/06 CANYON RESOURCES CORP DE 2.02,9.01 11/13/06 Capital One Auto Receivables LLC DE 8.01,9.01 11/13/06 CAPITAL ONE MASTER TRUST NY 8.01 11/13/06 CAPITAL PREFERRED YIELD FUND IV LP 2.01 11/13/06 CAPITAL RESOURCE FUNDING INC NC 5.02 10/30/06 CAPITOL FEDERAL FINANCIAL 2.02,7.01,9.01 09/30/06 CAPTEC FRANCHISE CAPITAL PARTNERS LP DE 2.01,9.01 11/06/06 CARDINAL HEALTH INC OH 5.02,7.01,8.01,9.01 11/07/06 CARDIODYNAMICS INTERNATIONAL CORP CA 8.01,9.01 11/09/06 CARDIOGENESIS CORP /CA CA 2.02,9.01 11/13/06 CAREER EDUCATION CORP DE 2.02,9.01 11/07/06 CARVER BANCORP INC DE 8.01,9.01 11/08/06 Castle Brands Inc 2.02,9.01 11/13/06 CATAPULT COMMUNICATIONS CORP CA 5.02,9.01 11/07/06 CECIL BANCORP INC MD 2.02,7.01,9.01 11/10/06 CENTRAL HUDSON GAS & ELECTRIC CORP NY 1.01,9.01 11/13/06 CENTURY PROPERTIES GROWTH FUND XXII CA 1.02 11/08/06 CERADYNE INC DE 5.02 11/06/06 CH2M HILL COMPANIES LTD OR 8.01 11/10/06 CHART INDUSTRIES INC DE 7.01,9.01 11/09/06 CHARTER FINANCIAL CORP/GA 2.02,9.01 11/07/06 CHARTERMAC DE 2.02,9.01 09/30/06 Chase Mortgage Finance Trust Series 2 DE 8.01,9.01 10/27/06 CHECKFREE CORP \GA\ DE 5.02 11/09/06 CHESAPEAKE ENERGY CORP OK 5.03,9.01 11/08/06 CHESAPEAKE UTILITIES CORP DE 2.02,9.01 11/10/06 CHESAPEAKE UTILITIES CORP DE 8.01,9.01 11/13/06 CHINA AGRO SCIENCES CORP. FL 5.03 05/01/06 CHINA CLEAN ENERGY INC DE 3.02 11/09/06 China Water Group, Inc. NV 5.03,9.01 11/07/06 CHINDEX INTERNATIONAL INC DE 2.02,7.01,9.01 11/13/06 Chino Commercial Bancorp CA 1.01,9.01 07/01/06 CHL Mortgage Pass-Through Trust 2006- DE 8.01,9.01 10/30/06 CHROMCRAFT REVINGTON INC DE 1.01,2.02,8.01,9.01 11/06/06 Citi Trends Inc 5.02,9.01 11/08/06 CITIZENS BANCSHARES CORP /GA/ GA 2.02,9.01 11/13/06 CITY CAPITAL CORP NV 8.01,9.01 11/07/06 CLARIENT, INC DE 8.01,9.01 11/07/06 Claron Ventures Inc NV 5.03,9.01 11/10/06 CLAYTON WILLIAMS ENERGY INC /DE DE 2.02,9.01 11/09/06 CLECO CORP LA 2.02,9.01 09/30/06 CLINICAL DATA INC DE 1.01,9.01 05/12/06 AMEND CNB Financial Corp. MA 2.02,9.01 11/09/06 CNS INC /DE/ DE 8.01,9.01 11/10/06 COEUR D ALENE MINES CORP ID 2.02,9.01 11/06/06 COGENT COMMUNICATIONS GROUP INC 1.01,9.01 11/09/06 COHU INC DE 1.01,3.03,9.01 11/10/06 COLLECTORS UNIVERSE INC DE 2.02,9.01 11/13/06 COLLEGIATE PACIFIC INC DE 1.01,1.02,2.02,2.03, 11/13/06 5.02,8.01,9.01 COLOR KINETICS INC DE 1.01,7.01 11/09/06 COMERICA INC /NEW/ DE 1.01 11/10/06 COMFORT SYSTEMS USA INC 7.01,9.01 11/13/06 COMMUNITY CAPITAL BANCSHARES INC 2.02 11/07/06 AMEND COMPUTER SCIENCES CORP NV 8.01 11/08/06 CONGOLEUM CORP DE 2.02,9.01 11/09/06 CONSOLIDATED WATER CO LTD E6 2.02,9.01 11/10/06 CONTINUCARE CORP FL 2.02,9.01 11/13/06 CORDIA CORP NV 8.01 11/13/06 Core-Mark Holding Company, Inc. DE 2.02,9.01 11/10/06 Corporate Backed Callable Trust Certi DE 9.01 11/09/06 COUNTRYWIDE FINANCIAL CORP DE 8.01,9.01 11/08/06 COURIER CORP MA 5.02,9.01 11/07/06 CRAFTMADE INTERNATIONAL INC DE 1.01 11/06/06 Crawford Lake Mining Inc. NV 1.01,2.01,3.02,5.01,5.02,9.01 08/11/06 CREATIVE ENTERPRISES INTERNATIONAL IN NV 5.03,9.01 11/07/06 CREDENCE SYSTEMS CORP DE 5.02,5.03,9.01 11/08/06 CREDIT & ASSET REP VEHICLE CORP ALLST DE 8.01,9.01 11/01/06 CRITICAL PATH INC CA 2.02,9.01 11/13/06 CVS CORP DE 5.02 11/09/06 Cyclacel Pharmaceuticals, Inc. DE 2.02,9.01 11/13/06 CYTOKINETICS INC 8.01,9.01 11/10/06 CYTRX CORP DE 2.02,9.01 11/13/06 DATATRAK INTERNATIONAL INC OH 2.02,9.01 11/07/06 DAYTON SUPERIOR CORP OH 7.01,9.01 11/10/06 DEARBORN BANCORP INC /MI/ MI 8.01,9.01 11/10/06 DELTA AIR LINES INC /DE/ DE 2.02,9.01 11/09/06 DELTA WOODSIDE INDUSTRIES INC /SC/ SC 8.01 10/25/06 DENDREON CORP DE 8.01,9.01 11/10/06 DENNYS CORP DE 5.02,9.01 11/10/06 DENTAL PATIENT CARE AMERICA INC UT 7.01 11/09/06 DIALYSIS CORP OF AMERICA FL 2.02,9.01 11/13/06 Diamond Foods Inc DE 7.01,9.01 11/10/06 DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 11/13/06 DICKS SPORTING GOODS INC DE 2.02,9.01 11/13/06 DILLARDS INC DE 2.02,9.01 11/13/06 DOMINION RESOURCES INC /VA/ VA 8.01,9.01 11/09/06 DPAC TECHNOLOGIES CORP CA 2.02,9.01 11/13/06 DREW INDUSTRIES INC DE 8.01,9.01 11/10/06 DRYCLEAN USA INC DE 2.02,9.01 11/13/06 DYNCORP INTERNATIONAL INC. DE 8.01,9.01 11/10/06 AMEND DYNEGY INC /IL/ IL 8.01,9.01 11/08/06 DYNEGY INC /IL/ IL 8.01,9.01 11/10/06 DYNEX CAPITAL INC VA 2.02,9.01 11/13/06 EAGLE MATERIALS INC DE 8.01,9.01 11/07/06 EAST KANSAS AGRI ENERGY LLC KS 2.02,7.01,9.01 11/10/06 EASTERN AMERICAN NATURAL GAS TRUST DE 2.02,9.01 11/13/06 EBAY INC DE 1.01,9.01 11/07/06 ECB BANCORP INC NC 2.02,9.01 11/13/06 ECOLLEGE COM DE 2.02,9.01 11/09/06 Eddie Bauer Holdings, Inc. DE 1.02,9.01 11/13/06 EL PASO CORP/DE DE 8.01,9.01 11/09/06 EL PASO EXPLORATION & PRODUCTION CO DE 8.01,9.01 11/09/06 ELECTRONIC ARTS INC DE 5.03,8.01,9.01 11/13/06 ELOYALTY CORP DE 5.02,9.01 11/13/06 EMBARCADERO TECHNOLOGIES INC 8.01,9.01 11/10/06 EMC CORP MA 8.01,9.01 11/13/06 ENDURANCE SPECIALTY HOLDINGS LTD 7.01,9.01 11/13/06 ENERGY CONVERSION DEVICES INC DE 2.02,9.01 11/09/06 ENERGYSOUTH INC AL 1.01,9.01 11/07/06 ENSCO INTERNATIONAL INC DE 1.01,5.02 11/13/06 ENSTAR GROUP INC GA 2.02,9.01 11/09/06 ENTERPRISE PRODUCTS PARTNERS L P DE 7.01,9.01 11/13/06 ENZO BIOCHEM INC NY 5.03,9.01 11/08/06 EPICEPT CORP 2.02,9.01 11/07/06 EPIX Pharmaceuticals, Inc. 5.02,9.01 11/10/06 Ever-Glory International Group, Inc. FL 1.01,9.01 11/09/06 EVOLVING SYSTEMS INC DE 2.02 11/13/06 EZCORP INC DE 2.02,5.03,9.01 11/09/06 FAIR ISAAC CORP DE 5.02 11/01/06 AMEND FARMER BROTHERS CO CA 2.02,9.01 11/09/06 FAVRILLE INC DE 8.01,9.01 11/13/06 Federal Home Loan Bank of San Francis X1 5.02,9.01 11/09/06 FEDERATED DEPARTMENT STORES INC /DE/ DE 8.01,9.01 11/13/06 FelCor Lodging Trust Inc MD 1.01,9.01 11/09/06 FERRO CORP OH 2.05,7.01,9.01 11/10/06 FiberTower CORP DE 2.02,9.01 11/09/06 FiberTower CORP DE 9.01 11/09/06 AMEND FIDELITY BANCORP INC PA 2.02,9.01 11/10/06 Fidelity National Title Group, Inc. 8.01,9.01 11/09/06 FINANCIAL SECURITY ASSURANCE HOLDINGS NY 2.02,7.01,9.01 11/13/06 FINLAY ENTERPRISES INC /DE DE 8.01,9.01 11/07/06 FINLAY FINE JEWELRY CORP DE 8.01,9.01 11/07/06 FINOVA GROUP INC DE 8.01,9.01 11/10/06 First Business Financial Services, In 5.02,9.01 11/07/06 FIRST LITCHFIELD FINANCIAL CORP DE 2.02,9.01 11/09/06 FIRST MONTAUK FINANCIAL CORP NJ 5.02 11/10/06 FIRST NATIONAL COMMUNITY BANCORP INC PA 8.01,9.01 11/13/06 FIRST OTTAWA BANCSHARES INC DE 8.01,9.01 11/08/06 FIRST UNITED ETHANOL LLC 1.01 11/06/06 FLEETWOOD ENTERPRISES INC/DE/ DE 7.01,9.01 11/13/06 FLEXSTEEL INDUSTRIES INC MN 5.02,9.01 11/10/06 FLORIDA PUBLIC UTILITIES CO FL 2.02,9.01 11/13/06 FLUSHING FINANCIAL CORP DE 7.01,9.01 11/13/06 FNB BANCORP/CA/ 8.01,9.01 11/13/06 FONAR CORP DE 2.02 09/30/06 FOREST CITY ENTERPRISES INC OH 5.02,9.01 11/09/06 FOREST OIL CORP NY 5.02 11/08/06 Fortuna Gaming Corp. NV 8.01 11/13/06 FRANKLIN ELECTRIC CO INC IN 1.01,9.01 11/09/06 FRANKLIN LAKE RESOURCES INC /NV NV 8.01,9.01 10/31/06 FREESCALE SEMICONDUCTOR INC DE 1.01,8.01,9.01 11/06/06 FREESCALE SEMICONDUCTOR INC DE 8.01,9.01 11/13/06 Fremont Home Loan Trust 2006-3 DE 2.01,9.01 09/29/06 AMEND FULTON FINANCIAL CORP PA 7.01,8.01,9.01 11/13/06 FX ENERGY INC NV 8.01,9.01 11/10/06 G REIT INC MD 1.01,2.03,9.01 10/17/06 GAMCO INVESTORS, INC. ET AL NY 2.02,4.02,9.01 11/07/06 GAMMACAN INTERNATIONAL INC DE 9.01 11/06/06 GAYLORD ENTERTAINMENT CO /DE DE 5.02,9.01 11/09/06 GENELABS TECHNOLOGIES INC /CA CA 2.02,9.01 11/13/06 GENERAL CABLE CORP /DE/ DE 8.01,9.01 11/09/06 GENITOPE CORP DE 2.02,9.01 11/09/06 GEODYNE ENERGY INCOME LTD PARTNERSHIP OK 2.01,9.01 10/11/06 AMEND GEODYNE INSTITUTIONAL PENSION ENERGY OK 2.01,9.01 10/11/06 AMEND GEODYNE INSTITUTIONAL PENSION ENERGY TX 2.01,9.01 10/11/06 AMEND GeoMet, Inc. DE 2.02,9.01 11/13/06 GEOTEC THERMAL GENERATORS INC FL 4.01 11/13/06 GEOTEC THERMAL GENERATORS INC FL 4.01 11/13/06 GETTY IMAGES INC DE 5.02 11/07/06 GIANT INDUSTRIES INC DE 1.01,2.02,7.01,9.01 11/12/06 GLOBAL IMAGING SYSTEMS INC DE 1.01 11/08/06 GLOBETEL COMMUNICATIONS CORP DE 1.01,9.01 11/03/06 GMX RESOURCES INC OK 5.02 11/07/06 GOLDLEAF FINANCIAL SOLUTIONS INC. TN 5.02,8.01,9.01 11/13/06 GOLDMAN SACHS GROUP INC/ DE 5.02,9.01 11/10/06 Grande Communications Holdings, Inc. DE 2.02,9.01 11/09/06 AMEND GRAY TELEVISION INC GA 2.02,9.01 11/08/06 GREAT WALL ACQUISITION CORP DE 8.01 11/10/06 GREAT WALL ACQUISITION CORP DE 8.01,9.01 11/13/06 GREENBRIER COMPANIES INC DE 2.01,2.03,9.01 11/07/06 GS Mortgage Securities Trust 2006-GG8 DE 8.01,9.01 10/30/06 GSAA Home Equity Trust 2006-17 DE 8.01,9.01 10/30/06 GSE SYSTEMS INC DE 9.01 09/30/06 GSI GROUP INC DE 5.02 11/13/06 GSR Mortgage Loan Trust 2006-9F DE 8.01,9.01 10/30/06 GTSI CORP DE 4.02,8.01 11/06/06 GULFMARK OFFSHORE INC DE 7.01,9.01 11/13/06 HALLMARK FINANCIAL SERVICES INC NV 2.02,9.01 11/09/06 HALOZYME THERAPEUTICS INC NV 2.02,9.01 11/13/06 HarborView 2006-10 DE 8.01,9.01 11/10/06 HarborView 2006-10 DE 8.01,9.01 11/13/06 HarborView 2006-11 DE 8.01,9.01 11/13/06 HARDINGE INC NY 2.02,5.02,9.01 11/07/06 HARLEYSVILLE NATIONAL CORP PA 8.01,9.01 11/13/06 Harry & David Holdings, Inc. DE 2.02,7.01,9.01 11/13/06 HARTFORD LIFE INSURANCE CO CT 9.01 11/13/06 HARTMAN COMMERCIAL PROPERTIES REIT TX 5.02,9.01 11/06/06 HAWKINS INC MN 2.02,9.01 11/08/06 HERBALIFE LTD. E9 5.02 11/10/06 HERBST GAMING INC NV 7.01,9.01 11/13/06 HERCULES OFFSHORE, INC. DE 2.01,9.01 11/07/06 HOME CITY FINANCIAL CORP OH 2.02,9.01 11/10/06 HOME DIAGNOSTICS INC DE 2.02,9.01 11/09/06 HOMETOWN AUTO RETAILERS INC DE 2.02,9.01 11/13/06 HORMEL FOODS CORP /DE/ DE 8.01 11/10/06 HORNBECK OFFSHORE SERVICES INC /LA DE 1.01,2.03,3.02,8.01,9.01 11/07/06 HQ SUSTAINABLE MARITIME INDUSTRIES, I DE 3.02,9.01 11/08/06 HSBC Finance CORP 2.02,9.01 11/13/06 HSBC Finance CORP 7.01,9.01 11/13/06 HSBC USA INC /MD/ MD 7.01,9.01 11/13/06 HUMAN BIOSYSTEMS INC CA 1.01,2.03,3.02,9.01 11/13/06 IBASIS INC DE 2.02,9.01 11/10/06 iBroadband, Inc. NV 1.01,2.01,2.03,3.02,9.01 11/10/06 ICO Global Communications (Holdings) DE 8.01,9.01 11/09/06 IDM PHARMA, INC. DE 2.02,9.01 11/13/06 IGIA, Inc. DE 1.01,2.03,3.02,9.01 11/06/06 ILLUMINA INC DE 1.01,9.01 11/12/06 IMMUNOGEN INC MA 8.01,9.01 11/10/06 IMPERIAL INDUSTRIES INC DE 2.02 11/13/06 IMPSAT FIBER NETWORKS INC DE 5.02 11/08/06 INFORMATION ANALYSIS INC VA 2.02,9.01 11/09/06 INLAND RETAIL REAL ESTATE TRUST INC MD 8.01,9.01 11/10/06 Innophos, Inc. 1.02 11/07/06 INNUITY, INC. /UT/ UT 1.01,3.02,9.01 11/08/06 INOVIO BIOMEDICAL CORP 2.02,9.01 11/08/06 InPlay Technologies, Inc. NV 2.02,9.01 11/13/06 INSIGHT ENTERPRISES INC DE 3.01,9.01 11/10/06 INTERGRAPH CORP DE 8.01,9.01 11/09/06 INTERNAP NETWORK SERVICES CORP DE 8.01,9.01 11/06/06 INVACARE CORP OH 7.01 11/13/06 INVESTORS REAL ESTATE TRUST ND 2.01,9.01 11/13/06 AMEND iPCS, INC DE 8.01,9.01 11/10/06 Irish Mag, Inc. 1.02,9.01 11/09/06 Irish Mag, Inc. 1.02,9.01 10/09/06 AMEND ISIS PHARMACEUTICALS INC DE 8.01,9.01 09/13/06 ISIS PHARMACEUTICALS INC DE 8.01,9.01 11/13/06 AMEND ISLE OF CAPRI CASINOS INC DE 8.01,9.01 11/13/06 AMEND IVANHOE ENERGY INC 1.01,2.03,8.01,9.01 11/06/06 Ivivi Technologies, Inc. NJ 1.01,9.01 11/09/06 IXIA CA 4.02,8.01 11/09/06 J P MORGAN CHASE & CO DE 9.01 11/09/06 JACK IN THE BOX INC /NEW/ DE 5.03,9.01 11/09/06 JACOBS ENTERTAINMENT INC DE 2.02,9.01 11/09/06 JAGGED PEAK, INC. NV 2.02,9.01 11/13/06 JMAR TECHNOLOGIES INC DE 3.01,9.01 11/09/06 JOURNAL COMMUNICATIONS INC 1.01 11/13/06 JPMAC 2006-HE3 DE 8.01,9.01 11/10/06 JUPITERMEDIA CORP DE 1.01,9.01 11/07/06 JUPITERMEDIA CORP DE 7.01 11/08/06 K-FED BANCORP 8.01 11/13/06 KAHIKI FOODS INC OH 2.02,7.01,9.01 11/10/06 KAMAN CORP CT 5.02,8.01,9.01 11/10/06 KB HOME DE 1.01,5.02,8.01,9.01 11/12/06 KB HOME DE 1.01,3.03,8.01,9.01 11/07/06 KELLOGG CO DE 1.01,1.02,2.03 11/10/06 KELLWOOD CO DE 2.02,7.01,9.01 11/08/06 KENTUCKY CENTRAL LIFE INSURANCE CO KY 9.01 03/31/06 KEY ENERGY SERVICES INC MD 2.02,9.01 11/13/06 KEYCORP /NEW/ OH 5.02 11/10/06 KINDER MORGAN INC KS 8.01,9.01 12/31/05 KMG America CORP VA 5.02 11/06/06 KNIGHT TRANSPORTATION INC AZ 7.01,9.01 11/10/06 KNOT INC DE 2.02,9.01 11/13/06 KODIAK ENERGY, INC. DE 4.02 11/10/06 KOHLS CORPORATION WI 1.01,1.02,9.01 10/06/06 Kraton Polymers LLC DE 7.01,9.01 11/09/06 L & L FINANCIAL HOLDINGS INC NV 1.01,9.01 08/24/06 L 3 COMMUNICATIONS HOLDINGS INC DE 1.01 11/06/06 LANDAUER INC DE 8.01,9.01 11/09/06 LARGE SCALE BIOLOGY CORP DE 8.01,9.01 11/10/06 LARGE SCALE BIOLOGY CORP DE 8.01,9.01 11/10/06 LARGE SCALE BIOLOGY CORP DE 8.01,9.01 11/10/06 LEE ENTERPRISES, INC DE 2.02 11/09/06 LEFT BEHIND GAMES, INC. WA 5.02 11/10/06 LEHMAN BROTHERS HOLDINGS INC DE 9.01 11/10/06 LEHMAN BROTHERS HOLDINGS INC DE 9.01 11/07/06 LENOX GROUP INC DE 7.01,9.01 11/13/06 LEVITT CORP FL 7.01 11/13/06 Liberty Global, Inc. 7.01 11/13/06 LIFELINE THERAPEUTICS, INC. CO 4.02,9.01 11/10/06 LIFELINE THERAPEUTICS, INC. CO 7.01,9.01 11/10/06 LIFELINE THERAPEUTICS, INC. CO 2.02,7.01,9.01 11/13/06 LIGHTING SCIENCE GROUP CORP DE 7.01,9.01 11/08/06 Lightstone Value Plus Real Estate Inv MD 8.01 11/13/06 LIME ENERGY CO. DE 2.02,9.01 11/13/06 LITHIA MOTORS INC OR 3.01,9.01 11/09/06 LML PAYMENT SYSTEMS INC A1 7.01,9.01 11/08/06 LML PAYMENT SYSTEMS INC A1 7.01,9.01 11/08/06 AMEND LOGICVISION INC DE 1.01,9.01 11/08/06 LONG BEACH SECURITIES CORP DE 6.01 11/09/06 LSI LOGIC CORP DE 5.02 11/08/06 AMEND M I HOMES INC OH 5.02,9.01 11/10/06 MAC-GRAY CORP DE 1.01,5.02,9.01 11/06/06 MACDERMID INC CT 2.02,9.01 11/08/06 MAGNETEK INC DE 2.02 10/23/06 MAGNETEK INC DE 5.02 11/10/06 MAINE & MARITIMES CORP ME 2.02,9.01 11/13/06 MAIR HOLDINGS INC MN 2.03 11/07/06 MANAGEMENT NETWORK GROUP INC 2.02,8.01,9.01 11/13/06 MANHATTAN SCIENTIFICS INC DE 5.02,9.01 11/01/06 MANNATECH INC TX 2.02,9.01 11/09/06 MARTEK BIOSCIENCES CORP DE 5.02 11/10/06 MARTIN MIDSTREAM PARTNERS LP DE 7.01,9.01 11/10/06 Marvel Entertainment, Inc. DE 2.02,9.01 11/06/06 MASTEC INC FL 2.02,9.01 11/09/06 MASTR Adjustable Rate Mortgages Trust DE 8.01,9.01 11/13/06 MASTR Asset Securitization Trust 2006 DE 8.01,9.01 11/13/06 MAX RE CAPITAL LTD 8.01,9.01 11/12/06 MAXIM INTEGRATED PRODUCTS INC DE 3.01,9.01 11/07/06 MB FINANCIAL INC /MD MD 9.01 08/25/06 AMEND MDU COMMUNICATIONS INTERNATIONAL INC DE 5.02 11/08/06 MDwerks, Inc. DE 1.01,3.02,9.01 11/09/06 Measurement Specialties Inc NJ 5.02,9.01 11/08/06 Measurement Specialties Inc NJ 2.02,9.01 11/08/06 MEDIANET GROUP TECHNOLOGIES INC NV 3.02 11/13/06 MEDICAL PROPERTIES TRUST INC 1.01,2.03,3.02,9.01 11/06/06 MEDIMMUNE INC /DE DE 8.01,9.01 11/08/06 MEDIS TECHNOLOGIES LTD DE 8.01,9.01 11/10/06 MEDISTEM LABORATORIES, INC. 1.01,9.01 11/10/06 MEREDITH CORP IA 5.02,8.01,9.01 11/08/06 Merrill Lynch Mortgage Investors Trus DE 8.01,9.01 10/27/06 MESA LABORATORIES INC /CO CO 2.02,9.01 11/13/06 METAL MANAGEMENT INC DE 8.01,9.01 11/13/06 MFA MORTGAGE INVESTMENTS MD 7.01,9.01 11/13/06 MICROMET, INC. DE 2.02,9.01 11/09/06 MICRONETICS INC DE 2.02,9.01 11/09/06 MICROVISION INC DE 8.01,9.01 11/13/06 MICRUS ENDOVASCULAR CORP 2.02,9.01 11/13/06 MIDDLESEX WATER CO NJ 8.01,9.01 11/13/06 MIDDLETON DOLL CO WI 2.02,9.01 11/09/06 MIDWEST BANC HOLDINGS INC DE 7.01,9.01 11/13/06 MILLENNIUM PHARMACEUTICALS INC DE 1.01,8.01,9.01 11/09/06 MILLS CORP DE 8.01 11/10/06 MILLS CORP DE 2.02,9.01 11/13/06 MINDEN BANCORP INC 2.02,9.01 11/10/06 MITEK SYSTEMS INC DE 8.01,9.01 11/08/06 MOBILE MINI INC DE 2.02 10/31/06 AMEND MORGAN BEAUMONT, INC. NV 1.01,2.03,3.02,9.01 11/08/06 MORGAN GROUP HOLDING CO 7.01 11/09/06 Morgan Stanley ABS Capital I Inc. Tru DE 1.01,9.01 05/19/06 MortgageIT Holdings, Inc. MD 1.01,2.02,7.01,9.01 11/07/06 MOSCOW CABLECOM CORP DE 8.01,9.01 11/13/06 MQ ASSOCIATES INC 2.02,9.01 11/13/06 MTS MEDICATION TECHNOLOGIES, INC /DE/ DE 1.01,8.01,9.01 11/13/06 MULTI COLOR CORP OH 8.01,9.01 11/10/06 NANO CHEMICAL SYSTEMS HOLDINGS, INC. NV 5.02,9.01 11/08/06 Nano-Jet Corp. NV 1.01,2.01,5.01 09/30/06 AMEND NASHUA CORP MA 1.01,9.01 11/06/06 NATIONAL ATLANTIC HOLDINGS CORP NJ 8.01 11/10/06 NATIONAL BANCSHARES CORP /OH/ OH 7.01,9.01 11/13/06 AMEND NATIONAL COLLEGIATE FUNDING LLC 8.01,9.01 11/10/06 NATIONAL DENTEX CORP /MA/ MA 2.02,9.01 11/06/06 NATIONAL HEALTHCARE CORP DE 2.02 09/30/06 NATIONAL HEALTHCARE CORP DE 8.01 09/10/06 NATIONAL PRESTO INDUSTRIES INC WI 2.02,2.05,9.01 10/09/06 NATIONAL RV HOLDINGS INC DE 2.02,9.01 11/10/06 NATIONAL SECURITY GROUP INC DE 7.01,9.01 11/10/06 NEAH POWER SYSTEMS, INC. NV 7.01,8.01,9.01 11/10/06 Neiman Marcus, Inc. DE 7.01 11/07/06 NEUROBIOLOGICAL TECHNOLOGIES INC /CA/ DE 2.02,9.01 11/09/06 NEUROBIOLOGICAL TECHNOLOGIES INC /CA/ DE 2.02,9.01 11/07/06 NEUROGEN CORP DE 8.01 11/13/06 NEW YORK COMMUNITY BANCORP INC DE 7.01,9.01 11/13/06 NEWFIELD EXPLORATION CO /DE/ DE 5.02,9.01 11/13/06 NewPage Holding CORP DE 2.02,9.01 11/13/06 NEWPARK RESOURCES INC DE 2.02,9.01 11/09/06 NEWPARK RESOURCES INC DE 5.02 11/13/06 Newport Bancorp Inc MD 2.02,9.01 11/10/06 NEWTEK BUSINESS SERVICES INC NY 2.02,9.01 11/09/06 NNN 2003 VALUE FUND LLC 7.01,9.01 11/10/06 Norcraft Holdings, L.P. DE 2.02,9.01 11/10/06 NORCROSS SAFETY PRODUCTS LLC DE 2.02,9.01 11/10/06 NORPAC TECHNOLOGIES, INC. NV 1.01,7.01,9.01 11/07/06 NORTH FORK BANCORPORATION INC DE 8.01,9.01 11/08/06 NORTHERN STATES POWER CO MN 8.01,9.01 11/09/06 NORTHSTAR REALTY 8.01,9.01 11/13/06 NOVA BIOSOURCE FUELS, INC. 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NV 1.01,9.01 11/09/06 RAINMAKER SYSTEMS INC CA 1.01,9.01 11/06/06 RAM Holdings Ltd. D0 5.02 11/11/06 RASC Series 2006-EMX9 Trust DE 8.01,9.01 11/10/06 RASC Series 2006-KS9 Trust DE 8.01,9.01 11/13/06 REGAL ENTERTAINMENT GROUP DE 3.02 11/10/06 REGEN BIOLOGICS INC DE 8.01 11/13/06 REGEN BIOLOGICS INC DE 4.02 11/06/06 RELIANCE STEEL & ALUMINUM CO CA 2.03,8.01,9.01 11/09/06 REMY INTERNATIONAL, INC. DE 2.02,9.01 11/10/06 Residential Asset Securitization Trus 8.01,9.01 10/27/06 REYNOLDS AMERICAN INC 5.02,9.01 11/07/06 RIVIERA HOLDINGS CORP NV 7.01,9.01 11/10/06 ROCKY BRANDS, INC. OH 1.01,2.03,9.01 11/08/06 ROYAL GOLD INC DE 1.01,5.05,9.01 11/07/06 RUSS BERRIE & CO INC NJ 2.02,7.01,9.01 11/09/06 S.E. ASIA TRADING COMPANY, INC. 4.01,9.01 11/10/06 S1 CORP /DE/ DE 5.02,9.01 11/09/06 SAFENET INC DE 1.02 11/13/06 Safety Products Holdings, Inc. 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DE 2.02,5.02,9.01 11/07/06 SHELLS SEAFOOD RESTAURANTS INC DE 2.02 11/07/06 SIMULATIONS PLUS INC 2.01,9.01 11/09/06 SITEL CORP MN 2.02,9.01 11/09/06 SKYWORKS SOLUTIONS INC DE 5.02 11/07/06 SoftBrands, Inc. DE 3.01,7.01,9.01 11/07/06 SOLECTRON CORP DE 8.01,9.01 11/10/06 Solexa, Inc. DE 2.02,8.01,9.01 11/13/06 Solexa, Inc. DE 1.01,3.02,9.01 11/12/06 SONEX RESEARCH INC MD 8.01 11/13/06 SONIC CORP DE 1.01,9.01 11/06/06 SOURCE INTERLINK COMPANIES INC DE 1.01,1.02,5.02,9.01 11/10/06 Southern Star Energy Inc. NV 5.03,7.01,9.01 11/13/06 SPECTRALINK CORP CO 2.02,9.01 11/08/06 Spheris Inc. DE 2.02,9.01 11/13/06 SPX CORP DE 5.02,9.01 11/08/06 STANCORP FINANCIAL GROUP INC OR 1.01 11/06/06 Standard Aero Holdings Inc. DE 2.02,9.01 11/10/06 Standard Aero Holdings Inc. 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MN 4.02,9.01 11/08/06 SUNOPTA INC 2.02,9.01 09/30/06 SUNTRON CORP DE 8.01,9.01 11/10/06 SUPERCLICK INC WA 1.01 11/13/06 SUPERTEL HOSPITALITY INC VA 2.02,9.01 11/09/06 SUREWEST COMMUNICATIONS CA 8.01,9.01 11/08/06 SURMODICS INC MN 8.01,9.01 11/06/06 Susser Holdings CORP DE 2.03,9.01 11/08/06 SYDYS CORP NV 4.01,9.01 11/06/06 Synovics Pharmaceuticals NV 1.02 11/03/06 SYNTHETECH INC OR 2.02,9.01 11/09/06 SYNTHETECH INC OR 4.01 11/09/06 SYS CA 2.02,9.01 11/13/06 TAG IT PACIFIC INC DE 2.02,9.01 11/13/06 TARRAGON CORP NV 2.02,7.01,9.01 11/09/06 TBW Mortgage-Backed Trust Series 2006 DE 9.01 10/26/06 TELECOMUNICACIONES DE PUERTO RICO INC PR 5.02 11/07/06 TELEPHONE & DATA SYSTEMS INC /DE/ DE 2.02,8.01,9.01 11/13/06 TELTRONICS INC DE 2.02,9.01 11/09/06 TENTHGATE INC 3.02 11/13/06 TERABEAM, INC. 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DE 2.02,9.01 11/13/06 ULTRA CLEAN HOLDINGS INC 8.01 11/07/06 ULTRADATA SYSTEMS INC DE 2.01,3.02,5.01,5.02 11/13/06 UNITED AMERICA INDEMNITY, LTD E9 1.01,5.02,9.01 11/13/06 UNITED FINANCIAL CORP \MN\ MN 1.01,5.02,9.01 11/06/06 UNITED STATES CELLULAR CORP DE 2.02,8.01,9.01 11/13/06 UNITED WESTERN BANCORP INC CO 2.02,9.01 11/13/06 Universal Truckload Services, Inc. MI 8.01 11/10/06 URBAN OUTFITTERS INC PA 2.02,9.01 11/07/06 US GLOBAL NANOSPACE INC DE 8.01 11/02/06 US GLOBAL NANOSPACE INC DE 8.01,9.01 11/02/06 US HOME SYSTEMS INC DE 2.02,9.01 11/09/06 USG CORP DE 5.02,5.03,9.01 11/08/06 UTEK CORP 8.01,9.01 11/10/06 VAALCO ENERGY INC /DE/ DE 2.02,9.01 11/09/06 VALLEY NATIONAL GASES INC WV 1.01 11/08/06 VECTOR GROUP LTD DE 2.02,4.02,9.01 11/09/06 VELOCITY EXPRESS CORP DE 3.02 11/07/06 VENTAS INC DE 1.01,2.01,3.02,7.01,9.01 11/07/06 VERAMARK TECHNOLOGIES INC DE 2.02 11/09/06 VERIDIEN CORP DE 3.03,5.03,8.01,9.01 11/07/06 VERSO TECHNOLOGIES INC MN 1.01,3.02,5.02,9.01 11/07/06 VFINANCE INC DE 1.01,3.02,9.01 10/16/06 VIASPACE Inc. NV 8.01,9.01 11/10/06 VINEYARD NATIONAL BANCORP CA 7.01,9.01 11/13/06 VINEYARD NATIONAL BANCORP CA 2.02,9.01 11/13/06 VISKASE COMPANIES INC DE 1.01,2.03,3.02,3.03,5.01, 11/07/06 5.02,5.03,9.01 VPGI CORP TX 3.02,3.03,5.01 11/06/06 WABASH NATIONAL CORP /DE DE 2.02,9.01 11/09/06 WALTER INDUSTRIES INC /NEW/ DE 3.02 11/10/06 WaMu Asset Acceptance Corp. DE 6.01 11/13/06 Washington Mutual Asset-Backed Certif DE 9.01 10/27/06 Washington Mutual Mortgage Pass-Throu DE 9.01 10/26/06 WATAIRE INTERNATIONAL, INC. WA 8.01 11/06/06 WAVE SYSTEMS CORP DE 2.02,9.01 11/09/06 WEALTHCRAFT SYSTEMS INC. NV 1.01,2.01,3.02,4.01,5.01, 11/13/06 5.02,5.06,8.01,9.01 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 10/30/06 WELLS REAL ESTATE FUND I GA 2.01,9.01 11/06/06 WENDYS INTERNATIONAL INC OH 5.02,7.01,8.01,9.01 11/09/06 Western Refining, Inc. 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