SEC NEWS DIGEST Issue 2006-217 November 9, 2006 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS CLOSED MEETING - MONDAY, NOVEMBER 20, 2006 - 2:00 P.M. The subject matter of the closed meeting scheduled for Monday, November 20, will be: formal orders of investigation; institution and settlement of injunctive actions; institution and settlement of administrative proceedings of an enforcement nature; amicus consideration; resolution of litigation claims; and other matters relating to enforcement proceedings. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact: The Office of the Secretary at (202) 551-5400. ENFORCEMENT PROCEEDINGS COMMISSION REMANDS NASD DISCIPLINARY PROCEEDING AGAINST PHILIPPE KEYES The Commission has remanded a disciplinary proceeding instituted by NASD against Philippe N. Keyes, formerly associated with Investors Capital Corporation (ICC), an NASD member firm. NASD found that Keyes engaged in private securities transactions in violation of NASD Conduct Rules 3040 and 2110. From January through November 2001, Keyes sold promissory notes, offered by the Wynn Company and having a total value of just under $2 million, to 35 customers without prior written notice to, and prior written approval from ICC. Wynn paid Keyes more than $63,000 in finders fees for these sales. NASD also found that Keyes used misleading sales literature in connection with these transactions. NASD barred Keyes from associating with any member firm for the private securities transactions and assessed costs, but declined to impose a sanction for the sales literature violations. The Commission concluded that Keyes engaged in private securities transactions and used misleading sales literature in violation of NASD rules. The Commission found, however, that, on the basis of the record before it, Keyes's claim that his supervisor knew of and approved the Wynn notes transactions provided some mitigation. On this basis, the Commission remanded the proceeding to NASD for reconsideration of the sanctions. (Rel. 34-54723; File No. 3-12169) IN THE MATTER OF EMANUELE SCARSO An Administrative Law Judge has issued an Order Making Findings and Imposing Sanction by Default (Default Order) in the matter of Emanuele A. Scarso. The Order Instituting Proceedings alleged that in January of 2006, Respondent Emanuele A. Scarso was convicted of a felony while associated with a broker-dealer registered with the Securities and Exchange Commission. The OIP also alleges that the conduct underlying Scarso's felony conviction was in connection with the purchase or sale of securities and arose out of the business of a broker-dealer. The Default Order finds these allegations to be true and finds it in the public interest to bar Scarso from association with any broker or dealer, pursuant to Section 15(b) of the Securities Exchange Act of 1934. (Rel. 34-54724; File No. 3-12395) IN THE MATTER OF IN GEOGRAPHICS, INC. An Administrative Law Judge has issued an Order Making Findings and Revoking Registrations by Default (Default Order) in the matter of Geographics, Inc. The Order Instituting Proceedings alleged that Respondents Geographics, Inc., and Pembroke Capital, Inc., failed repeatedly to file required annual and quarterly reports while their securities were registered with the Securities and Exchange Commission. The Default Order finds these allegations to be true and revokes the registrations of each class of registered securities they have with the Commission, pursuant to Section 12(j) of the Securities Exchange Act of 1934. (Rel. 34-54725; File No. 3-12437) IN THE MATTER OF AIC INTERNATIONAL, INC. An Administrative Law Judge has issued an Order Making Findings and Revoking Registration by Default as to Yankee Dynamo Steel, Inc. (Default Order) in the matter of AIC International, Inc. The Order Instituting Proceedings alleged that Respondent Yankee Dynamo Steel, Inc., failed repeatedly to file required annual and quarterly reports while its securities were registered with the Securities and Exchange Commission. The Default Order finds these allegations to be true as to Yankee Dynamo Steel, Inc., and revokes the registration of each class of its registered securities pursuant to Section 12(j) of the Securities Exchange Act of 1934. (Rel. 34-54735; File No. 3-12408) THOMAS CLARK SUSPENDED FROM PRACTICE BEFORE THE SEC On November 9, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Rule 102(e) of the Commission's Rules of Practice, Making Findings, and Imposing Remedial Sanctions (Order) against Thomas P. Clark, a resident of Edina, Minnesota. The Order suspends Thomas P. Clark from appearing or practicing before the Commission as an accountant. The Commission brought the administrative proceeding against Clark based on an injunction entered by the U.S. District Court for the District of Minnesota in SEC v. Clark, No. 06-cv-00380. The District Court action arose out of Clark's treatment of a $1.85 million settlement payment that he negotiated on behalf of HRMI and its wholly owned Medicaid HMO to settle an arbitration dispute with one of the HMO's healthcare providers. According to the complaint, in August 2000, Clark sought to hide the full amount of the settlement expense by falsely casting $1.35 million of the settlement as a pre-paid "retainer" for consulting services. The complaint alleges that HRMI never needed or received the consulting services. The complaint further alleges that Clark booked the $1.35 million payment as an asset rather than as a settlement expense, causing HMRI to file materially false financial statements with the Commission for the second and third quarters of 2000. The complaint also alleges that Clark failed to inform HRMI's outside auditor about the consulting agreement and the true amount of the settlement. The Court permanently enjoined Clark, by consent, from future violations of Sections 10(b) and 13(b)(5) of the Securities Exchange Act of 1934 and Rules 10b-5, 13b2-1 and 13b2-2 thereunder, and aiding and abetting violations of Section 13(a), 13(b)(2)(A) and 13(b)(2)(B) of the Exchange Act and Rules 12b-20 and 13a-13 thereunder. Clark was also ordered to pay a $20,000 civil money penalty and was barred from acting as an officer or director of a public company for five years. Clark consented to the issuance of the Order without admitting or denying any of the allegations in the civil injunctive action. (Rel. 34-54736; File No. 3-12477) SEC OBTAINS ASSET FREEZE AGAINST SAN FRANCISCO HEDGE FUND MANAGER On November 8, the Commission filed fraud charges against Edward Ehee, the head of several San Francisco-based hedge funds, and two management companies he controls, accusing them of misappropriating millions of dollars from investors nationwide, including senior citizens. That same day, the federal district court in San Francisco issued an order freezing the assets of Ehee, the two firms, and the hedge funds, as well as three family members who received investor money. According to the complaint, Ehee, 43, of Oakland, California, told investors he would place their money into hedge funds and invest it consistent with various trading strategies. In fact, Ehee obtained significant sums long after he had closed one fund's brokerage accounts and ceased any investment activity, according to the Commission. Ehee converted fund money to personal use and used money raised from new investors to pay off previous investors. He provided investors with false account statements showing their money was safe and generating positive returns. He also provided one investor with fabricated financial statements and audit reports from an accounting firm that had never actually audited the fund. The complaint alleges Ehee, Compass West Management and Viper Capital Management violated Section 17(a) of the Securities Act of 1933, Section 10(b) the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and Sections 206(1) and (2) of the Investment Advisers Act. It also alleges Ehee and Compass Management violated Section 207 of the Advisers Act by making a false filing with the Commission. The Commission seeks penalties, disgorgement, an accounting, and injunctive relief from all defendants. [SEC v. Viper Capital Management, LLC, et al., Case No. C-066966 SI, NDCA] (LR-19905; Press Rel. 2006-189) SEC SUES JAMIE SOLOW FOR ENGAGING IN FRAUDULENT TRADING SCHEME INVOLVING INVERSE FLOATING RATE COLLATERALIZED MORTGAGE OBLIGATIONS AND SELLING THESE RISKY AND VOLATILE SECURITIES TO RETAIL INVESTORS FOR WHOM THEY WERE UNSUITABLE On November 8, the Commission filed a civil action against Jamie L. Solow, 45, a former registered representative, alleging that, during 2003, Solow engaged in a fraudulent trading scheme involving inverse floating rate collateralized mortgage obligations (inverse floaters), a highly complex, risky, and volatile type of mortgage-backed security derivative. At that time, Solow was a registered representative associated with Archer Alexander Securities Corp. (Archer Alexander), a registered broker-dealer, and was based in Boca Raton, Florida. The Commission's complaint further alleges that, during the same period, Solow sold inverse floaters to retail customers for whom they were unsuitable investments. According to the Commission's Complaint, Solow fraudulently evaded trading restrictions imposed on him by Archer Alexander and entered into numerous non-riskless principal transactions in which he secretly bought new issues of inverse floaters worth millions of dollars from other dealers for settlement at later dates without getting prior authorization from or informing Archer Alexander's chief executive officer. The value of these proprietary positions far exceeded Archer Alexander's available net capital, thereby exposing the firm to substantial risk without its knowledge. To conceal the true nature of his trades, Solow made, or caused to be made, numerous misrepresentations and omissions to Archer Alexander, including falsified trade tickets that made it appear that he had bought and sold blocks of inverse floaters on the same day, and thus on a riskless principal basis. Archer Alexander, unaware of the actual circumstances of these transactions, paid Solow millions of dollars in compensation during 2003 for inverse floater trades that he carried out pursuant to this fraudulent scheme. The Commission's complaint further alleges that during 2003 Solow sold inverse floaters to retail customers with conservative to moderate investment objectives for whom they were unsuitable investments, and made material misrepresentations and omissions to these customers when doing so. The Commission's complaint, filed in the United States District Court for the Southern District of Florida, alleges that by engaging in this conduct, Solow violated the antifraud provisions of the federal securities law, Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act), Exchange Act Rule 10b-5, and Section 17(a) of the Securities Act of 1933. The complaint also alleges that Solow aided and abetted Archer Alexander's violations of various broker-dealer liquidity, books and records, and reporting violations. The Commission's complaint seeks a permanent injunction against Solow, disgorgement, prejudgment interest, and civil money penalties. The staff's investigation is continuing. [SEC v. Jamie L. Solow, Civil Action No. 06-81041-CIV-Middlebrooks/Johnson (S.D. Fla.)] (LR-19906) INVESTMENT COMPANY ACT RELEASES DELAWARE MANAGEMENT BUSINESS TRUST, ET AL. An order has been issued on an application filed by Delaware Management Business Trust, et al. for an exemption from Section 15(a) of the Investment Company Act and Rule 18f-2 under the Act. The order permits the applicants to enter into and materially amend subadvisory agreements without shareholder approval and grants relief from certain disclosure requirements. (Rel. IC-27547 - November 7) PUTNAM DIVERSIFIED INCOME TRUST, ET AL. A notice has been issued giving interested persons until Dec.1, 2006, to request a hearing on an application filed by Putnam Diversified Income Trust, et al. for an order under Section 12(d)(1)(J) of the Investment Company Act for an exemption from Sections 12(d)(1)(A) and (B) of the Act, and under Sections 6(c) and 17(b) of the Act for an exemption from Section 17(a) of the Act. The order would permit certain registered open- and closed-end management investment companies to acquire shares of other registered open-end management investment companies that are within the same group of investment companies and to invest in other securities and financial instruments. . (Rel. IC-27548 - November 7) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change (SR-NASDAQ-2006-036) filed by The NASDAQ Stock Market relating to the exemption of certain cross transactions from Nasdaq Rule 3350(a) 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 November 13. (Rel. 34-54706) 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: . S-4 HERTZ CORP, 225 BRAE BLVD, PARK RIDGE, NJ, 07656, 2013072000 - 0 ($2,685,750,000.00) Other, (File 333-138493 - Nov. 8) (BR. 05C) S-8 PARAMOUNT GOLD MINING CORP., 237 ARGYLE AVENUE, SUITE 100, OTTAWA, A6, K2P 1B8, (613) 226-7883 - 2,000,000 ($4,300,000.00) Equity, (File 333-138494 - Nov. 8) (BR. 11A) S-4 MITEK SYSTEMS INC, 8911 BALBOA AVE., SUITE B, SAN DIEGO, CA, 92123, 858-503-7810 - 0 ($77,804,187.00) Equity, (File 333-138495 - Nov. 8) (BR. 03A) S-8 CELGENE CORP /DE/, 86 MORRIS AVENUE, SUMMIT, NJ, 07901, (908)673-9000 - 0 ($1,114,300,000.00) Equity, (File 333-138497 - Nov. 8) (BR. 01A) S-3ASR TIME WARNER INC, ONE TIME WARNER CENTER, NEW YORK, NY, 10019, 2124848000 - 0 ($0.00) Debt, 0 ($0.00) Equity, (File 333-138498 - Nov. 8) (BR. 05C) F-6 CRH PUBLIC LTD CO, BELGARD CASTLE CLONDALKIN, DUBLIN IRELAND, L2, 22, 100,000,000 ($5,000,000.00) ADRs/ADSs, (File 333-138499 - Nov. 8) (BR. 06C) S-8 BAKER HUGHES INC, 2929 ALLEN PARKWAY, SUITE 2100, HOUSTON, TX, 77019-2118, 7134398600 - 5,000,000 ($345,150,000.00) Equity, (File 333-138500 - Nov. 8) (BR. 04A) S-3 Newkirk Realty Trust, Inc., 7 BULFINCH PLACE - SUITE 500, BOSTON, MA, 02114, 617-570-4600 - 49,375,000 ($804,812,500.00) Equity, (File 333-138501 - Nov. 8) (BR. 08B) SB-2 Sanford Exploration, Inc., 778-855-9681 - 4,736,000 ($4,736,000.00) Equity, (File 333-138502 - Nov. 8) (BR. 04) S-3ASR SOUTHERN CO, 30 IVAN ALLEN JR. BLVD., N.W., ATLANTA, GA, 30308, 4045065000 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-138503 - Nov. 8) (BR. 02A) S-3ASR SOUTHERN CO, 30 IVAN ALLEN JR. BLVD., N.W., ATLANTA, GA, 30308, 4045065000 - 20,000,000 ($715,700,000.00) Equity, (File 333-138504 - Nov. 8) (BR. 02A) SB-2 PAPERTRADEX (US) INC., SUITE 5.15, 130 SHAFTESBURY AVENUE, LONDON, X0, W1D 5EU, 44(0) 20 7031 1185 - 10,412,540 ($520,627.00) Equity, (File 333-138505 - Nov. 8) (BR. 03) S-8 DRESS BARN INC, 30 DUNNIGAN DR, SUFFERN, NY, 10901, 8453694600 - 12,200,000 ($259,128,000.00) Equity, (File 333-138506 - Nov. 8) (BR. 02B) S-8 GENESIS MICROCHIP INC /DE, 2150 GOLD STREET, ALVISO, CA, 95002, 4082626599 - 439,754 ($4,423,925.24) Equity, (File 333-138508 - Nov. 8) (BR. 10B) S-3 ELOYALTY CORP, 150 FIELD DRIVE SUITE 250, LAKE FOREST, IL, 60045, 3122284500 - 0 ($18,000,000.00) Equity, (File 333-138509 - Nov. 8) (BR. 08A) S-3 CENTRAL HUDSON GAS & ELECTRIC CORP, 284 SOUTH AVE, POUGHKEEPSIE, NY, 12601, 9144522000 - 140,000,000 ($140,000,000.00) Debt, (File 333-138510 - Nov. 8) (BR. 02A) S-3ASR GENERAL CABLE CORP /DE/, 4 TESSENEER DRIVE, HIGHLAND HEIGHTS, KY, 41076, 8595728000 - 360,000,000 ($360,000,000.00) Debt Convertible into Equity, (File 333-138511 - Nov. 8) (BR. 06A) SB-2 FUNDSTECH CORP, 4425 PARK ARROYO, CALABASAS, CA, 91302, 818-222-7521 - 1,167,802 ($1,459,752.50) Equity, (File 333-138512 - Nov. 8) (BR. ) S-3ASR BRANDYWINE REALTY TRUST, 14 CAMPUS BLVD, STE 100, NEWTOWN SQUARE, PA, 19073, 6103255600 - 345,000,000 ($345,000,000.00) Debt, (File 333-138513 - Nov. 8) (BR. 08A) S-1 Fortress Investment Group Holdings LLC, 1345 AVENUE OF THE AMERICAS, 46TH FLOOR, NEW YORK, NY, 10105, 212-798-6100 - 0 ($750,000,000.00) Equity, (File 333-138514 - Nov. 8) (BR. ) S-3 MARTHA STEWART LIVING OMNIMEDIA INC, 20 WEST 43RD STREET, NEW YORK, NY, 10036, 2128278000 - 0 ($54,707,200.00) Equity, (File 333-138515 - Nov. 8) (BR. 05A) S-3 CENTRAL EUROPEAN DISTRIBUTION CORP, TWO BALA PLAZA, SUITE 300, BALA CYNWYD, PA, 19004, 6106607817 - 0 ($120,000,000.00) Equity, (File 333-138516 - Nov. 8) (BR. 02B) S-3ASR CENTRAL PACIFIC FINANCIAL CORP, 220 S KING ST, HONOLULU, HI, 96813, 8085440500 - 0 ($21,984,000.00) Equity, (File 333-138517 - Nov. 8) (BR. 07A) S-8 MARTHA STEWART LIVING OMNIMEDIA INC, 20 WEST 43RD STREET, NEW YORK, NY, 10036, 2128278000 - 0 ($6,411,000.00) Equity, (File 333-138518 - Nov. 8) (BR. 05A) SB-2 MAGENTA MEDIA (US) INC, SUITE 5.18, 130 SHAFTESBURY AVENUE, LONDON, X0, W1D 5EU, 44(0) 20-7031-1185 - 12,065,295 ($3,016,323.75) Equity, (File 333-138519 - Nov. 8) (BR. ) S-3ASR Dresser-Rand Group Inc., PAUL CLARK DRIVE, OLEAN, NY, 14760, (716) 375-3000 - 0 ($0.00) Equity, (File 333-138520 - Nov. 8) (BR. 10A) S-3ASR NET 1 UEPS TECHNOLOGIES INC, 4TH FLOOR, PRESIDENT PLACE, CNR. JAN SMUTS & BOLTON, ROSEBANK, JOHANNESBURG, T3, 00000, 27 11 343 2000 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-138521 - Nov. 8) (BR. 11C) S-8 TASTY BAKING CO, 2801 HUNTING PARK AVE, PHILADELPHIA, PA, 19129, 2152218500 - 350,000 ($3,188,500.00) Other, (File 333-138522 - Nov. 8) (BR. 04B) S-8 COVENTRY HEALTH CARE INC, 6705 ROCKLEDGE DRIVE, SUITE 900, BETHESDA, MD, 20817, 3015810600 - 0 ($416,610,000.00) Equity, (File 333-138523 - Nov. 8) (BR. 01A) S-8 SOUTHERN UNION CO, 5444 WESTHEIMER RD, HOUSTON, TX, 77056-5306, (713) 989-2000 - 2,000,000 ($55,130,000.00) Equity, (File 333-138524 - Nov. 8) (BR. 02C) S-8 BUSINESS OBJECTS S.A., 4089536000 - 0 ($36,330,000.00) Equity, (File 333-138526 - Nov. 8) (BR. 03B) SB-2 Aces Wired Inc, 132 NORTH EL CAMINO REAL #346, ENCINITAS, CA, 92024, 760-944-9010 - 1,934,880 ($9,674,400.00) Equity, (File 333-138527 - Nov. 8) (BR. 08C) 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 ------------------------------------------------------------------------------------------------------- AASTROM BIOSCIENCES INC MI 1.01,9.01 11/02/06 ABIOMED INC DE 2.02,9.01 11/08/06 ABIOMED INC DE 7.01 11/08/06 ACCESS INTEGRATED TECHNOLOGIES INC DE 1.01 11/01/06 ACCREDITED HOME LENDERS HOLDING CO DE 9.01 10/01/06 AMEND ADAM INC GA 9.01 08/14/06 AMEND Adams Respiratory Therapeutics, Inc. DE 2.02,9.01 11/08/06 ADESA INC 1.02,7.01 11/02/06 Advanced BioEnergy, LLC DE 1.01,2.01,3.02,5.02,7.01,9.01 11/07/06 Advanced Life Sciences Holdings, Inc. 2.02,9.01 11/07/06 ADVOCAT INC DE 2.02,9.01 11/08/06 AEI INCOME & GROWTH FUND 24 LLC DE 2.01,9.01 11/03/06 AEI INCOME & GROWTH FUND XXII LTD PAR MN 2.01,9.01 11/03/06 AEI REAL ESTATE FUND XVIII LIMITED PA MN 2.01,9.01 11/03/06 AEROPOSTALE INC 1.02,5.02,8.01,9.01 11/07/06 AEROPOSTALE INC 7.01,9.01 11/02/06 AGREE REALTY CORP DE 5.03,9.01 11/08/06 Aircastle LTD D0 2.02,9.01 11/07/06 ALCAN INC A6 5.02,9.01 11/08/06 ALLIED CAPITAL CORP MD 2.02,9.01 11/08/06 ALLSTATE LIFE GLOBAL FUNDING DE 8.01 11/07/06 Alon USA Energy, Inc. DE 2.02,9.01 11/07/06 ALTAIR NANOTECHNOLOGIES INC A6 2.02,9.01 11/08/06 Alternative Loan Trust 2006-36T2 DE 8.01,9.01 10/27/06 AMERICAN BUSINESS CORP CO 8.01 10/30/06 AMERICAN MORTGAGE ACCEPTANCE CO MA 2.01,9.01 09/30/06 AMERICAN SCIENCE & ENGINEERING INC MA 2.02,9.01 11/06/06 AMERICAN SKIING CO /ME DE 1.01 11/08/06 AMERICAN TOWER CORP /MA/ DE 2.02,9.01 11/08/06 AMERIVEST PROPERTIES INC MD 2.02,9.01 11/07/06 AMIS HOLDINGS INC 4.02 11/02/06 AMKOR TECHNOLOGY INC DE 2.02 11/08/06 AML COMMUNICATIONS INC DE 2.02,9.01 11/06/06 AMREIT TX 7.01,9.01 11/08/06 ANDREA ELECTRONICS CORP NY 1.01,9.01 11/02/06 Answers CORP 1.01,2.01,9.01 11/02/06 ANTS SOFTWARE INC DE 7.01 11/07/06 APARTMENT INVESTMENT & MANAGEMENT CO MD 7.01,9.01 11/08/06 ARBINET THEXCHANGE INC DE 1.01,9.01 06/16/05 ARES CAPITAL CORP MD 2.02,7.01,9.01 11/08/06 ARIBA INC DE 8.01 11/02/06 ART TECHNOLOGY GROUP INC DE 9.01 10/02/06 AMEND ASHFORD HOSPITALITY TRUST INC MD 7.01,9.01 11/08/06 ASPEN INSURANCE HOLDINGS LTD D0 7.01,9.01 11/08/06 ASYST TECHNOLOGIES INC CA 1.01,9.01 11/02/06 ATARI INC DE 1.01,2.03,9.01 11/03/06 ATLAS AIR WORLDWIDE HOLDINGS INC DE 2.02,9.01 11/08/06 ATLAS AMERICA INC DE 2.02,9.01 11/07/06 AtriCure, Inc. DE 2.02,9.01 11/08/06 AURIGA LABORATORIES, INC. DE 2.02,7.01,9.01 11/08/06 AURIGA LABORATORIES, INC. DE 1.01,9.01 11/07/06 Aurora Oil & Gas CORP UT 8.01,9.01 11/08/06 AVATAR HOLDINGS INC DE 2.02,7.01,9.01 11/08/06 AVONDALE INC GA 2.02,9.01 11/08/06 AXESSTEL INC NV 2.02,9.01 11/08/06 Axion Power International, Inc. DE 3.02,3.03,5.03,8.01,9.01 10/18/06 AZUR HOLDINGS, INC. DE 1.01,9.01 11/03/06 BARR PHARMACEUTICALS INC DE 2.02,9.01 11/08/06 BAY BANKS OF VIRGINIA INC VA 8.01 11/06/06 BEACON POWER CORP DE 7.01,9.01 11/03/06 BEARINGPOINT INC DE 1.01,9.01 11/07/06 BERRY PETROLEUM CO DE 2.02,9.01 11/08/06 BIO IMAGING TECHNOLOGIES INC DE 2.02,9.01 11/08/06 BIOCRYST PHARMACEUTICALS INC DE 2.02,9.01 11/08/06 BIOSANTE PHARMACEUTICALS INC DE 1.01 11/07/06 BioScrip, Inc. DE 2.02,9.01 11/07/06 BMC SOFTWARE INC DE 2.02,9.01 11/08/06 BOOTS & COOTS INTERNATIONAL WELL CONT DE 2.02,9.01 11/07/06 BOOTS & COOTS INTERNATIONAL WELL CONT DE 2.02,9.01 11/07/06 AMEND BRADLEY PHARMACEUTICALS INC DE 2.02,9.01 11/08/06 BRADLEY PHARMACEUTICALS INC DE 1.01,8.01,9.01 11/07/06 BRAINSTORM CELL THERAPEUTICS INC 7.01 11/08/06 BRE PROPERTIES INC /MD/ MD 1.01,9.01 11/03/06 BRIGHAM EXPLORATION CO DE 2.02,7.01,9.01 11/07/06 BRIGHTPOINT INC IN 8.01 11/07/06 BRISTOL WEST HOLDINGS INC 5.02,7.01,9.01 11/08/06 BROADWAY FINANCIAL CORP \DE\ DE 5.02 11/08/06 BROADWING CORP DE 2.02,9.01 11/02/06 BRODER BROS CO MI 2.02,9.01 11/08/06 BRONZE MARKETING INC 1.01,9.01 11/08/06 BROOKE CORP KS 9.01 10/31/06 AMEND BRT REALTY TRUST MA 1.01,8.01,9.01 11/08/06 BSD MEDICAL CORP DE 7.01,9.01 11/08/06 BTHC III INC. 1.01,9.01 11/08/06 CalAmp Corp. DE 7.01,9.01 11/07/06 CALLON PETROLEUM CO DE 2.02,7.01,9.01 11/07/06 CAPITAL SENIOR LIVING CORP DE 2.02,9.01 11/07/06 CARDICA INC DE 1.01,3.02,3.03,9.01 11/07/06 CARDTRONICS INC DE 2.02 11/08/06 CAREER EDUCATION CORP DE 2.02,9.01 11/07/06 CAREY W P & CO LLC DE 7.01,9.01 11/08/06 CATAPULT COMMUNICATIONS CORP CA 2.02,9.01 11/08/06 CATCHER HOLDINGS, INC 3.02,9.01 11/03/06 CECO ENVIRONMENTAL CORP DE 2.02,9.01 11/08/06 Celanese CORP DE 8.01,9.01 11/07/06 Centerplate, Inc. DE 2.02,9.01 11/08/06 CERADYNE INC DE 7.01,9.01 11/06/06 CHAMPPS ENTERTAINMENT INC DE 2.02,9.01 11/07/06 CHICAGO BRIDGE & IRON CO N V 2.02,9.01 11/08/06 CHL Mortgage Pass-Through Trust 2006- DE 8.01,9.01 10/30/06 CHYRON CORP NY 2.02,9.01 11/08/06 CISCO SYSTEMS INC CA 2.02 11/08/06 CLEAN HARBORS INC MA 2.02,9.01 11/08/06 COINMACH SERVICE CORP DE 1.01 11/03/06 Cold Spring Capital Inc. DE 7.01,8.01,9.01 11/07/06 COLE KENNETH PRODUCTIONS INC NY 1.01 11/08/06 COLLAGENEX PHARMACEUTICALS INC DE 2.02,9.01 11/08/06 COMMERCE GROUP INC /MA MA 5.02,9.01 11/03/06 COMMERCIAL METALS CO DE 7.01,9.01 11/07/06 COMMONWEALTH TELEPHONE ENTERPRISES IN PA 2.02,9.01 11/07/06 Community Bancorp NV 7.01,9.01 11/06/06 COMMUNITY BANKS INC /PA/ PA 8.01,9.01 11/07/06 COMMUNITY CAPITAL BANCSHARES INC 1.01,9.01 08/21/06 AMEND COMMUNITY FINANCIAL CORP /VA/ VA 2.02 11/06/06 COMPUMED INC DE 8.01,9.01 11/08/06 COMPUTER HORIZONS CORP NY 1.01,9.01 11/07/06 CONCENTRA OPERATING CORP NV 2.02,9.01 11/08/06 CONOR MEDSYSTEMS INC 2.02,9.01 11/08/06 Consolidated Communications Holdings, DE 2.02,9.01 11/08/06 CONTANGO OIL & GAS CO DE 2.02,9.01 11/08/06 COOPER TIRE & RUBBER CO DE 2.02,9.01 11/08/06 Copano Energy, L.L.C. DE 2.02,9.01 09/30/06 CORE LABORATORIES N V P7 8.01,9.01 11/07/06 CORE MOLDING TECHNOLOGIES INC DE 8.01,9.01 11/08/06 CORE MOLDING TECHNOLOGIES INC DE 2.02,9.01 11/08/06 CORTEX PHARMACEUTICALS INC/DE/ DE 2.02,9.01 11/08/06 CORTS TRUST FOR THE DOW CHEMICAL CO D DE 8.01,9.01 11/01/06 CORVEL CORP DE 2.02,9.01 11/08/06 COSI INC DE 2.02,9.01 11/07/06 COX RADIO INC DE 2.02,9.01 11/08/06 CRAFTMADE INTERNATIONAL INC DE 2.02,7.01,9.01 11/08/06 CRAY INC WA 2.02,9.01 11/07/06 CROSSTEX ENERGY INC DE 2.02,9.01 11/08/06 CROSSTEX ENERGY LP DE 2.02,9.01 11/08/06 CWABS Asset-Backed Certificates Trust DE 9.01 11/08/06 CYBERONICS INC DE 2.02,8.01,9.01 11/07/06 CYBEX INTERNATIONAL INC NY 3.01,7.01,9.01 11/08/06 DANKA BUSINESS SYSTEMS PLC 2.02,8.01,9.01 11/07/06 DAYTON SUPERIOR CORP OH 2.05 11/02/06 DAYTON SUPERIOR CORP OH 2.02,9.01 11/08/06 DDI CORP CA 2.02,9.01 11/08/06 DEARBORN BANCORP INC /MI/ MI 8.01,9.01 11/07/06 DELPHI CORP DE 8.01 11/07/06 DELTA FINANCIAL CORP DE 2.02,9.01 11/08/06 DENDREON CORP DE 2.02,8.01,9.01 11/08/06 DENTSPLY INTERNATIONAL INC /DE/ DE 4.02 11/02/06 Dhanoa Minerals Ltd. NV 1.01,3.02,7.01,9.01 11/06/06 DIAMOND MANAGEMENT & TECHNOLOGY CONSU DE 8.01,9.01 11/07/06 Digital Realty Trust, Inc. MD 7.01,9.01 11/08/06 DIGITAL YOUTH NETWORK CORP. 1.01,9.01 09/21/06 DIRECTV GROUP INC DE 2.02 11/08/06 DIRECTV HOLDINGS LLC DE 2.02 11/08/06 DISPATCH AUTO PARTS, INC. FL 1.01 11/08/06 DISTRIBUTED ENERGY SYSTEMS CORP DE 2.02,9.01 11/07/06 Dividend Capital Total Realty Trust I MD 2.01,9.01 08/28/06 AMEND DORAL FINANCIAL CORP PR 1.01,5.02,8.01 11/04/06 DOT HILL SYSTEMS CORP NY 2.02,9.01 11/08/06 DOVER CORP DE 1.01 11/02/06 Dresser-Rand Group Inc. DE 7.01,9.01 05/16/06 AMEND DVL INC /DE/ DE 5.02 11/02/06 DYNEGY INC /IL/ IL 2.02,8.01,9.01 11/08/06 E ENERGY ADAMS LLC 1.01,7.01,9.01 11/06/06 E TRADE FINANCIAL CORP DE 5.02 11/07/06 EASTERN CO CT 1.01,2.01 11/08/06 EDGE PETROLEUM CORP DE 2.02,9.01 11/08/06 ELEC COMMUNICATIONS CORP NY 3.02 11/08/06 ELECTRO OPTICAL SCIENCES INC /NY 3.02,9.01 11/03/06 ELOYALTY CORP DE 7.01,9.01 09/08/06 ELOYALTY CORP DE 8.01,9.01 11/08/06 EMDEON CORP DE 1.01,9.01 11/02/06 EMERITUS CORP\WA\ WA 2.02 11/08/06 EMPYREAN HOLDINGS, INC NV 5.06 10/04/06 ENDEAVOUR INTERNATIONAL CORP NV 7.01,9.01 11/08/06 ENDOCARE INC DE 2.02,9.01 11/08/06 EnerSys DE 2.02,9.01 11/08/06 ENESCO GROUP INC IL 1.01,9.01 11/06/06 EQUITY LIFESTYLE PROPERTIES INC MD 8.01 11/07/06 ERIE INDEMNITY CO PA 5.02,9.01 11/08/06 ESCHELON TELECOM INC 2.02,9.01 11/08/06 ESSEX CORP VA 2.02,9.01 09/30/06 EVANS BOB FARMS INC DE 2.02,7.01,9.01 11/07/06 Evercore Partners Inc. DE 2.02,9.01 11/08/06 EXPEDITORS INTERNATIONAL OF WASHINGTO WA 2.02 11/08/06 EXPEDITORS INTERNATIONAL OF WASHINGTO WA 2.02 11/08/06 EXPRESSJET HOLDINGS INC DE 2.02 11/08/06 F5 NETWORKS INC WA 2.02,8.01,9.01 11/08/06 Federal Home Loan Bank of Chicago X1 7.01,9.01 11/08/06 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.02,3.02,8.01,9.01 11/08/06 FEDERATED DEPARTMENT STORES INC /DE/ DE 2.02,9.01 11/08/06 FERRO CORP OH 1.01,5.03,7.01,9.01 11/03/06 First Business Financial Services, In 7.01,9.01 11/08/06 FIRST FEDERAL BANCSHARES INC /DE DE 1.01 11/03/06 AMEND First Federal of Northern Michigan Ba 2.02,9.01 11/07/06 FIRST INTERSTATE BANCSYSTEM INC MT 1.01,2.03,9.01 11/06/06 FIRST MID ILLINOIS BANCSHARES INC DE 8.01,9.01 09/30/06 First Source Data, Inc. NV 5.02 11/05/06 FIRSTCITY FINANCIAL CORP DE 2.02,7.01,9.01 11/08/06 FIRSTWAVE TECHNOLOGIES INC GA 5.02 11/08/06 FIRSTWAVE TECHNOLOGIES INC GA 2.02,7.01,9.01 11/08/06 FOSTER WHEELER LTD D0 2.02,9.01 11/08/06 FOXHOLLOW TECHNOLOGIES, INC. DE 2.02,9.01 11/08/06 FPIC INSURANCE GROUP INC FL 2.02,9.01 11/08/06 FRANKLIN ELECTRIC CO INC IN 7.01,9.01 11/08/06 FRANKLIN RESOURCES INC DE 1.01,9.01 11/02/06 FRIENDLY ICE CREAM CORP MA 2.02,9.01 11/08/06 Frontier Airlines Holdings, Inc. DE 5.02 11/08/06 FULTON FINANCIAL CORP PA 9.01 11/08/06 AMEND GAIAM INC CO 2.02,9.01 11/08/06 GASCO ENERGY INC NV 2.02,9.01 11/07/06 GE Dealer Floorplan Master Note Trust DE 8.01,9.01 11/07/06 GENERAL CABLE CORP /DE/ DE 8.01,9.01 11/08/06 GENTA INC DE/ DE 8.01,9.01 11/08/06 GEOKINETICS INC DE 5.02,9.01 11/02/06 Global Telecom & Technology, Inc. DE 1.01,5.05,9.01 11/06/06 GOLDEN PHOENIX MINERALS INC /MN/ MN 1.01,9.01 11/04/05 GOLDEN PHOENIX MINERALS INC /MN/ MN 1.01,9.01 11/02/06 AMEND GOLDEN TELECOM INC DE 8.01,9.01 11/08/06 GRANITE CITY FOOD & BREWERY LTD MN 2.02,9.01 11/08/06 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 11/03/06 GREAT LAKES DREDGE & DOCK CORP DE 2.02,9.01 11/08/06 GREENVILLE FIRST BANCSHARES INC SC 9.01 11/08/06 GREER BANCSHARES INC SC 7.01,9.01 11/08/06 GROUP 1 AUTOMOTIVE INC DE 8.01,9.01 11/06/06 GUARDIAN TECHNOLOGIES INTERNATIONAL I DE 1.01,3.02,8.01,9.01 11/03/06 GUITAR CENTER INC DE 1.01,9.01 11/02/06 HARMAN INTERNATIONAL INDUSTRIES INC / DE 7.01 09/30/06 HAROLDS STORES INC OK 2.02,9.01 10/28/06 HARTFORD FINANCIAL SERVICES GROUP INC DE 1.01 11/08/06 HARTFORD LIFE INC DE 1.01 11/08/06 HAWKINS INC MN 5.02 11/02/06 HCA INC/TN DE 8.01,9.01 11/08/06 HCC INSURANCE HOLDINGS INC/DE/ DE 2.02,7.01,8.01 11/07/06 AMEND HEALTH GRADES INC DE 7.01,9.01 11/08/06 HEALTH NET INC DE 7.01 11/08/06 HEALTHEXTRAS INC DE 7.01,9.01 11/03/06 HEALTHWAYS, INC DE 1.01,9.01 11/02/06 HERBST GAMING INC NV 2.02,9.01 11/08/06 HERSHA HOSPITALITY TRUST MD 2.02,9.01 11/07/06 HIBBETT SPORTING GOODS INC DE 1.01,9.01 11/07/06 HIENERGY TECHNOLOGIES INC DE 1.01,2.01,3.02,9.01 10/30/06 HIENERGY TECHNOLOGIES INC DE 8.01,9.01 11/08/06 HOLLIS EDEN PHARMACEUTICALS INC /DE/ DE 1.01,9.01 11/07/06 HOLOGIC INC DE 2.02,9.01 11/08/06 HORNBECK OFFSHORE SERVICES INC /LA DE 8.01,9.01 11/08/06 HOSPIRA INC DE 2.02,9.01 11/08/06 HOUSTON EXPLORATION CO DE 2.02,9.01 11/08/06 HOVNANIAN ENTERPRISES INC DE 2.02 10/31/06 HSBC Automotive Trust (USA) 2006-3 NV 8.01,9.01 11/01/06 HSBC Home Equity Loan Trust (USA) 200 DE 8.01,9.01 10/26/06 HUMAN GENOME SCIENCES INC DE 2.02,9.01 11/08/06 HUMANA INC DE 7.01,9.01 11/08/06 HYPERFEED TECHNOLOGIES INC DE 1.02,9.01 11/07/06 HYUNDAI ABS FUNDING CORP DE 8.01,9.01 11/03/06 IMAGENETIX INC /NV/ NV 2.02,9.01 11/08/06 IMMUNE RESPONSE CORP DE 1.01 11/03/06 IMMUNOGEN INC MA 8.01,9.01 11/08/06 Industrial Enterprises of America, In NV 2.02 11/03/06 INLAND REAL ESTATE CORP MD 8.01,9.01 11/07/06 INNERWORKINGS INC 2.02,9.01 11/07/06 INNOVATIVE SOFTWARE TECHNOLOGIES INC CA 4.01,9.01 10/27/06 AMEND Innovive Pharmaceuticals, Inc. DE 7.01,9.01 11/08/06 INOVIO BIOMEDICAL CORP 1.01,8.01,9.01 11/06/06 INSIGHT COMMUNICATIONS CO INC DE 2.02,9.01 11/08/06 INSPIRE PHARMACEUTICALS INC DE 8.01,9.01 11/08/06 INSTEEL INDUSTRIES INC NC 5.02,9.01 11/07/06 INTEL CORP DE 7.01 11/08/06 INTER PARFUMS INC DE 2.02,7.01,8.01,9.01 11/08/06 INTERSTATE BAKERIES CORP/DE/ DE 7.01,9.01 11/07/06 INVESTMENT TECHNOLOGY GROUP INC DE 8.01,9.01 11/08/06 IOWA TELECOMMUNICATIONS SERVICES INC IA 2.02,9.01 11/08/06 iPCS, INC DE 2.02,9.01 11/08/06 IRWIN FINANCIAL CORP IN 8.01,9.01 11/08/06 ITC Holdings Corp. MI 5.02,8.01,9.01 11/03/06 J P MORGAN CHASE & CO DE 9.01 11/06/06 J&J SNACK FOODS CORP NJ 2.02,9.01 11/08/06 James River Coal CO VA 2.02,9.01 11/08/06 K TRON INTERNATIONAL INC NJ 2.02,9.01 11/06/06 KERYX BIOPHARMACEUTICALS INC DE 5.02,9.01 11/07/06 KINDRED HEALTHCARE, INC DE 5.02,5.03,7.01,9.01 11/06/06 KINDRED HEALTHCARE, INC DE 8.01,9.01 11/07/06 KIRBY CORP NV 7.01,9.01 11/08/06 KKR Financial Corp 2.02,9.01 11/08/06 KULICKE & SOFFA INDUSTRIES INC PA 2.01,9.01 11/03/06 LAM RESEARCH CORP DE 1.01,9.01 11/02/06 LAMAR ADVERTISING CO/NEW DE 2.02,9.01 11/08/06 LANTRONIX INC DE 5.02,9.01 11/08/06 LASERLOCK TECHNOLOGIES INC NV 1.01,2.03,3.02,8.01,9.01 11/08/06 LEVITT CORP FL 2.02 11/08/06 LEXMARK INTERNATIONAL INC /KY/ DE 7.01 11/08/06 LIPID SCIENCES INC/ AZ 1.01,9.01 11/07/06 Live Nation, Inc. DE 2.02,9.01 11/07/06 AMEND LML PAYMENT SYSTEMS INC A1 9.01 11/08/06 LONGVIEW FIBRE CO WA 2.02,9.01 11/08/06 LUMERA CORP 1.01,3.02,8.01,9.01 11/07/06 LUMERA CORP 2.02,7.01,9.01 11/08/06 MACROVISION CORP DE 2.02,9.01 11/02/06 AMEND MAGNA ENTERTAINMENT CORP DE 1.01,9.01 08/25/06 AMEND MAGSTAR TECHNOLOGIES INC MN 5.02 11/02/06 Maidenform Brands, Inc. DE 2.02,9.01 11/07/06 MARCHEX INC DE 7.01,9.01 11/08/06 MARCHEX INC DE 7.01,9.01 11/08/06 MARCHEX INC DE 2.02,9.01 11/08/06 MARKWEST HYDROCARBON INC DE 2.02,9.01 11/07/06 MATERIAL TECHNOLOGIES INC /CA/ DE 5.03,9.01 11/08/06 MDC PARTNERS INC A6 7.01,9.01 11/07/06 MEADE INSTRUMENTS CORP DE 1.01 11/02/06 MEDCATH CORP DE 1.01,2.02,7.01,9.01 11/03/06 MEDIWARE INFORMATION SYSTEMS INC NY 1.01 11/02/06 MERIDIAN RESOURCE CORP TX 2.02,9.01 11/08/06 MERITAGE HOSPITALITY GROUP INC MI 9.01 08/25/06 AMEND MERRILL LYNCH & CO INC DE 7.01 11/07/06 METASOLV INC DE 2.02,9.01 11/08/06 METRO ONE TELECOMMUNICATIONS INC OR 4.01,9.01 10/23/06 AMEND METROLOGIC INSTRUMENTS INC NJ 8.01 10/31/06 MICROHELIX INC OR 1.01,3.02,9.01 11/02/06 MICROTEK MEDICAL HOLDINGS, INC GA 2.02,9.01 11/08/06 MILLER INDUSTRIES INC /TN/ TN 2.02 11/08/06 MOD PAC CORP NY 2.02,9.01 11/08/06 MODTECH HOLDINGS INC CA 9.01 10/31/06 AMEND Monogram Biosciences, Inc. DE 1.01 11/03/06 MONTEREY GOURMET FOODS DE 2.01,2.02,9.01 11/03/06 Morgans Hotel Group Co. DE 2.02,9.01 11/07/06 Morgans Hotel Group Co. DE 1.01,7.01,9.01 11/07/06 MOTIENT CORP DE 7.01,9.01 11/08/06 MOTIVE INC DE 7.01,9.01 11/08/06 MUNICIPAL MORTGAGE & EQUITY LLC DE 1.01,9.01 11/02/06 NAPSTER INC DE 2.02,5.02,9.01 11/08/06 NATIONAL BANKSHARES INC VA 7.01 11/08/06 NATIONAL DENTEX CORP /MA/ MA 1.01,2.03,9.01 11/07/06 National Investment Managers Inc. FL 1.01,2.01,3.02,9.01 10/03/06 AMEND NATIONAL MEDICAL HEALTH CARD SYSTEMS DE 8.01,9.01 11/07/06 NATIONAL RESEARCH CORP WI 2.02,9.01 11/07/06 NATIONAL SEMICONDUCTOR CORP DE 8.01 11/07/06 NATIONAL WESTERN LIFE INSURANCE CO CO 2.02,9.01 11/06/06 NATIONAL WESTERN LIFE INSURANCE CO CO 2.02,9.01 11/08/06 NATURAL GAS SERVICES GROUP INC 2.02,9.01 11/08/06 Navstar Media Holdings, Inc. NV 2.01,9.01 11/08/06 NBTY INC DE 1.01,9.01 11/03/06 NEENAH FOUNDRY CO WI 8.01,9.01 11/07/06 NET 1 UEPS TECHNOLOGIES INC 2.02,7.01,9.01 11/08/06 NETBANK INC GA 2.02,2.05,5.02,8.01,9.01 11/02/06 NEW CENTURY BANCORP INC NC 2.02,9.01 11/07/06 NEW FRONTIER ENERGY INC CO 1.01,9.01 11/03/06 NEW MEDIUM ENTERPRISES INC NV 1.01,8.01 11/07/06 NEWS CORP 2.02,9.01 11/08/06 NEXITY FINANCIAL CORP DE 2.02,7.01,9.01 11/03/06 NEXSTAR BROADCASTING GROUP INC DE 2.02,9.01 11/08/06 NMS COMMUNICATIONS CORP DE 2.02,7.01,9.01 11/08/06 NORTHSTAR REALTY 2.02,9.01 11/08/06 NPS PHARMACEUTICALS INC DE 2.02,9.01 11/08/06 NTL INC DE 2.02,9.01 11/08/06 NTN BUZZTIME INC DE 5.02,9.01 11/07/06 NTN BUZZTIME INC DE 2.02,9.01 11/08/06 Nuance Communications, Inc. DE 1.01,9.01 11/02/06 NUCRYST Pharmaceuticals Corp. A0 2.02,9.01 11/07/06 Nuevo Financial Center, Inc. DE 9.01 03/28/05 AMEND NUTRITION 21 INC NY 2.01,9.01 08/25/06 AMEND OCEAN WEST HOLDING CORP DE 1.01,9.01 11/02/06 OCWEN FINANCIAL CORP FL 2.02,9.01 10/26/06 ONE LIBERTY PROPERTIES INC MD 1.01,9.01 11/08/06 OPEN ENERGY CORP NV 1.01,5.02,9.01 11/02/06 OPENTV CORP 2.02,9.01 11/06/06 Optelecom-NKF, Inc. DE 2.02,9.01 11/03/06 Oracle Healthcare Acquisition Corp. 8.01,9.01 03/08/06 AMEND ORION ETHANOL, INC KS 1.01,3.02,9.01 11/03/06 ORLEANS HOMEBUILDERS INC DE 2.02,9.01 11/07/06 ORMAT TECHNOLOGIES, INC. DE 2.02,9.01 11/07/06 ORTHOVITA INC 1.01,9.01 11/07/06 OSI PHARMACEUTICALS INC DE 2.02,2.05,8.01,9.01 11/02/06 PAC-WEST TELECOMM INC 1.01,9.01 11/02/06 PACIFIC CONTINENTAL CORP OR 5.02 11/07/06 AMEND PACIFIC GAS & ELECTRIC CO CA 2.02,7.01,9.01 11/08/06 PAR TECHNOLOGY CORP DE 2.01,9.01 11/02/06 PARALLEL PETROLEUM CORP DE 2.02,9.01 11/08/06 PARALLEL PETROLEUM CORP DE 7.01,9.01 11/08/06 PAXAR CORP NY 5.02 10/31/06 PC MALL INC DE 1.01 11/02/06 PDL BIOPHARMA, INC. DE 2.02,9.01 11/02/06 PECO II INC OH 2.02,9.01 11/08/06 PEGASUS COMMUNICATIONS CORP / DE 5.02 08/11/06 PENNFED FINANCIAL SERVICES INC DE 1.01,3.03,9.01 11/02/06 PENNSYLVANIA REAL ESTATE INVESTMENT T PA 2.02,9.01 11/02/06 PEPSIAMERICAS INC/IL/ DE 5.02 11/02/06 PER SE TECHNOLOGIES INC DE 1.01,3.03,9.01 11/07/06 PETMED EXPRESS INC FL 7.01,8.01,9.01 11/08/06 PG&E CORP CA 2.02,7.01,9.01 11/08/06 Phantom Entertainment, Inc. DE 1.01,9.01 11/06/06 PHARMACOPEIA DRUG DISCOVERY INC DE 1.01,5.02,9.01 11/03/06 PHARMACYCLICS INC DE 1.01,8.01,9.01 11/07/06 PHOTON DYNAMICS INC CA 1.01,5.02,9.01 11/02/06 PICO HOLDINGS INC /NEW CA 1.02,9.01 11/07/06 PIEDMONT NATURAL GAS CO INC NC 8.01 11/03/06 PLACER SIERRA BANCSHARES CA 2.04,8.01 11/02/06 PLANETOUT INC DE 2.02,9.01 11/08/06 PMC SIERRA INC DE 5.02 11/02/06 AMEND PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 10/31/06 AMEND POLYMER GROUP INC DE 1.01,1.02 11/07/06 POTOMAC BANCSHARES INC WV 2.02 11/08/06 PRIMAL SOLUTIONS INC DE 5.02 11/02/06 PRIMUS GUARANTY LTD 2.02,9.01 11/07/06 PRINCETON REVIEW INC DE 1.01,2.03,9.01 11/03/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 11/03/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 11/03/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 11/03/06 PRINTRONIX INC DE 2.02 11/08/06 PROASSURANCE CORP DE 2.02,9.01 11/08/06 PROTECTIVE LIFE CORP DE 2.02,9.01 09/30/06 PROXYMED INC /FT LAUDERDALE/ FL 2.02,9.01 11/08/06 PSYCHIATRIC SOLUTIONS INC DE 7.01,9.01 11/07/06 PSYCHIATRIC SOLUTIONS INC DE 1.01 11/02/06 QLT INC/BC A1 8.01 11/06/06 QLT INC/BC A1 8.01 11/07/06 QPC Lasers NV 4.01,9.01 10/23/06 AMEND QUANTUM CORP /DE/ DE 2.02,9.01 11/08/06 QUEST GROUP INTERNATIONAL INC NV 1.01 11/03/06 RADIOLOGIX INC DE 2.02,9.01 11/08/06 RAIT INVESTMENT TRUST MD 8.01,9.01 11/08/06 RALI Series 2006-QS9 Trust DE 8.01,9.01 11/07/06 RASC Series 2006-KS8 Trust DE 8.01,9.01 09/28/06 AMEND RBS GLOBAL INC DE 2.02,9.01 11/08/06 RCM TECHNOLOGIES INC NV 2.02 09/30/06 READING INTERNATIONAL INC NV 2.02,9.01 11/07/06 REDHAND INTERNATIONAL INC NV 1.01,2.01,9.01 10/19/06 REGENERATION TECHNOLOGIES INC FL 2.02,9.01 11/08/06 REINSURANCE GROUP OF AMERICA INC MO 3.01 11/02/06 RENTRAK CORP OR 2.02,9.01 11/07/06 REPTRON ELECTRONICS INC FL 2.02,9.01 11/08/06 Republic Property Trust MD 7.01,9.01 11/08/06 RES CARE INC /KY/ KY 7.01,9.01 11/08/06 RESMED INC DE 2.02,9.01 11/08/06 RIGEL PHARMACEUTICALS INC DE 2.02,9.01 11/07/06 ROCHESTER MEDICAL CORPORATION MN 8.01,9.01 11/06/06 Rockville Financial Inc. 8.01,9.01 11/08/06 ROCKWELL MEDICAL TECHNOLOGIES INC MI 2.02,7.01,9.01 11/08/06 ROYAL CARIBBEAN CRUISES LTD 1.01,9.01 11/07/06 S3 INVESTMENT COMPANY, INC. CA 1.02 11/07/06 SAFLINK CORP DE 2.02,9.01 11/08/06 SANDERS MORRIS HARRIS GROUP INC TX 8.01,9.01 11/08/06 SCHNITZER STEEL INDUSTRIES INC OR 1.01,9.01 11/06/06 SCOTTS MIRACLE-GRO CO OH 5.02,5.05,9.01 11/02/06 SELECT COMFORT CORP 7.01,9.01 11/08/06 SEMTECH CORP DE 5.02,8.01 11/07/06 SEQUA CORP /DE/ DE 1.01 11/08/06 SEQUENOM INC DE 1.01 11/03/06 Services Acquisition Corp. Internatio DE 8.01,9.01 11/08/06 SES SOLAR INC. 4.01,9.01 11/02/06 SHOE PAVILION INC DE 2.02,9.01 11/08/06 SI INTERNATIONAL INC DE 1.01,9.01 11/03/06 SILICON LABORATORIES INC DE 5.02,9.01 11/01/06 SILVER SCREEN STUDIOS INC GA 5.03 11/05/06 SIMPLETECH INC CA 1.01,9.01 11/06/06 SIMPLETECH INC CA 2.02,9.01 11/08/06 SIPEX CORP DE 2.02,9.01 11/08/06 SIRF TECHNOLOGY HOLDINGS INC 1.01 11/02/06 SIRIUS SATELLITE RADIO INC DE 2.02,9.01 11/08/06 SIZELER PROPERTY INVESTORS INC DE 8.01,9.01 11/08/06 SKY PETROLEUM, INC. NV 4.01,9.01 10/31/06 SKYTERRA COMMUNICATIONS INC DE 1.01,9.01 11/03/06 SL INDUSTRIES INC NJ 2.01,9.01 11/08/06 SLS INTERNATIONAL INC DE 3.01,9.01 11/01/06 SMARTIRE SYSTEMS INC 1.01,2.03,3.02,9.01 11/07/06 SMI PRODUCTS INC 4.01,9.01 10/31/06 Somanta Pharmaceuticals Inc. DE 1.01 11/03/06 SONIC SOLUTIONS/CA/ CA 2.02,9.01 11/08/06 SONIC SOLUTIONS/CA/ CA 8.01,9.01 11/08/06 SOUTH JERSEY INDUSTRIES INC NJ 2.02,7.01,9.01 09/30/06 Spansion Inc. DE 8.01 11/03/06 SPARTAN STORES INC MI 7.01 11/08/06 SPATIALIGHT INC NY 5.02 11/03/06 SPEEDWAY MOTORSPORTS INC DE 2.02,9.01 11/08/06 ST PAUL TRAVELERS COMPANIES INC MN 1.01 11/02/06 ST. BERNARD SOFTWARE, INC. CA 2.02,9.01 11/08/06 STARINVEST GROUP, INC. NV 5.02 11/08/06 STELLAR RESOURCES LTD NV 9.01 11/06/06 STERLING CONSTRUCTION CO INC DE 2.02,9.01 11/08/06 Structured Asset Mortgage Investments DE 9.01 09/05/06 STRUCTURED PRODUCTS CORP CASTSM STEP DE 8.01,9.01 11/01/06 STRUCTURED PRODUCTS CORP CORTS TR FOR DE 8.01,9.01 10/31/06 STRUCTURED PRODUCTS CORP CORTS TRUST DE 8.01,9.01 11/01/06 STRUCTURED PRODUCTS CORP CORTS TRUST DE 8.01 11/01/06 STRUCTURED PRODUCTS CORP TIERS R INFL DE 8.01,9.01 11/01/06 SUN HEALTHCARE GROUP INC DE 7.01,9.01 11/08/06 SUN MICROSYSTEMS, INC. DE 5.02,5.03,9.01 11/02/06 SUPERIOR BANCORP DE 2.01,7.01,9.01 11/07/06 SUPPORTSOFT INC DE 5.02 10/23/06 AMEND SYNCHRONOSS TECHNOLOGIES INC 2.02 11/08/06 TAL International Group, Inc. DE 2.02,9.01 11/07/06 TARGETED GENETICS CORP /WA/ WA 2.02,9.01 11/08/06 TBS INTERNATIONAL LTD 2.02,9.01 11/07/06 TD BANKNORTH INC. DE 8.01,9.01 11/08/06 TECUMSEH PRODUCTS CO MI 1.01,7.01,9.01 11/03/06 TERAYON COMMUNICATION SYSTEMS DE 4.02,9.01 11/07/06 TESORO CORP /NEW/ DE 7.01,9.01 11/07/06 THERMODYNETICS INC DE 8.01,9.01 11/07/06 Thomas Equipment, Inc. DE 5.02,8.01,9.01 11/03/06 THRESHOLD PHARMACEUTICALS INC DE 2.02,9.01 11/08/06 TIDEWATER INC DE 8.01,9.01 11/07/06 TIMBERLAND BANCORP INC WA 2.02,9.01 11/07/06 TIME WARNER INC DE 8.01,9.01 11/08/06 TIME WARNER INC DE 8.01,9.01 11/08/06 TIME WARNER TELECOM INC DE 2.02,9.01 11/07/06 TLC VISION CORP A6 2.02,9.01 11/08/06 TLC VISION CORP A6 8.01,9.01 11/08/06 TLC VISION CORP A6 8.01,9.01 11/08/06 TOR MINERALS INTERNATIONAL INC DE 2.02,9.01 11/07/06 TREDEGAR CORP VA 2.02,9.01 11/07/06 TRIPATH IMAGING INC DE 2.02,9.01 11/08/06 TRUSTREET PROPERTIES INC MD 9.01 10/30/06 AMEND TRUSTREET PROPERTIES INC MD 2.02,9.01 11/07/06 AMEND Tube Media Corp. CO 1.01,2.03,9.01 10/12/06 TUTOGEN MEDICAL INC FL 8.01,9.01 11/06/06 U S GLOBAL INVESTORS INC TX 8.01 11/08/06 U S PHYSICAL THERAPY INC /NV NV 8.01 11/08/06 ULTRATECH INC DE 1.01,5.02,9.01 11/02/06 UNICO AMERICAN CORP NV 2.02 11/07/06 UNITED DOMINION REALTY TRUST INC MD 7.01,9.01 11/08/06 UNITED MEDICORP INC DE 2.03,3.02 11/01/06 UNITED SECURITY BANCSHARES CA 1.01,9.01 03/08/06 UNITEDHEALTH GROUP INC MN 4.02,5.02,8.01,9.01 11/07/06 URS CORP /NEW/ DE 9.01 09/29/06 US HOME SYSTEMS INC DE 1.01,1.02,9.01 11/02/06 USAA ACCEPTANCE LLC 8.01,9.01 11/08/06 UTSTARCOM INC DE 8.01,9.01 11/07/06 VAALCO ENERGY INC /DE/ DE 1.01 11/02/06 VALENCE TECHNOLOGY INC DE 2.02,9.01 11/08/06 Valera Pharmaceuticals Inc 2.02,9.01 11/08/06 VALHI INC /DE/ DE 2.02,7.01,9.01 11/07/06 VANGUARD HEALTH SYSTEMS INC DE 2.02,9.01 11/08/06 VANTAGEMED CORP DE 1.01,2.02,9.01 11/07/06 VENTURE CATALYST INC UT 2.02,8.01,9.01 11/08/06 VERTICALNET INC PA 3.02 11/01/06 VIASPACE Inc. NV 1.01,3.02,9.01 11/02/06 VIRAL GENETICS INC /DE/ DE 8.01,9.01 11/07/06 VirtualScopics, Inc. DE 2.02,9.01 11/07/06 VISANT CORP 2.02,9.01 11/08/06 VISANT HOLDING CORP 2.02,9.01 11/08/06 VISKASE COMPANIES INC DE 8.01,9.01 11/08/06 VOUGHT AIRCRAFT INDUSTRIES INC 2.02,9.01 11/08/06 W HOLDING CO INC PR 2.02,9.01 11/08/06 WaMu Mortgage Pass-Through Certificat DE 9.01 10/24/06 WASHINGTON REAL ESTATE INVESTMENT TRU MD 2.03,9.01 11/02/06 WASTE SERVICES, INC. A6 2.02,9.01 09/30/06 Waterbank of America (USA) Inc. UT 3.03,5.02,8.01,9.01 10/30/06 Watson Wyatt Worldwide, Inc. DE 2.02,9.01 11/08/06 WATTS WATER TECHNOLOGIES INC DE 8.01,9.01 11/07/06 WCA WASTE CORP 3.01,7.01,9.01 11/02/06 WCI COMMUNITIES INC 2.02,7.01,9.01 11/07/06 WebMD Health Corp. DE 1.01,9.01 11/02/06 WEBSIDESTORY INC CA 2.02,9.01 11/06/06 AMEND WELLSFORD REAL PROPERTIES INC MD 2.02,9.01 11/08/06 WESCO INTERNATIONAL INC DE 1.01,2.01,9.01 11/02/06 WGL HOLDINGS INC VA 2.02,9.01 11/07/06 WHOLE FOODS MARKET INC TX 7.01,9.01 11/07/06 WILDER RICHMAN HISTORIC PROPERTIES II DE 1.01,8.01,9.01 10/27/06 WIRELESS HOLDINGS INC FL 5.02 11/06/06 WYNN RESORTS LTD 2.02,7.01,9.01 11/07/06 YORK WATER CO PA 2.02,9.01 11/08/06 YRC WORLDWIDE INC DE 7.01,9.01 11/07/06 ZAP CA 8.01,9.01 11/08/06 ZIPREALTY INC 2.02,9.01 11/08/06 ZOND WINDSYSTEM PARTNERS LTD SERIES 8 1.01 11/03/06 ZOND WINDSYSTEM PARTNERS LTD SERIES 8 1.01 11/03/06