SEC NEWS DIGEST Issue 2007-15 January 24, 2007 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS Following is a schedule of Commission meetings, which will be conducted under provisions of the Government in the Sunshine Act. Meetings will be scheduled according to the requirements of agenda items under consideration. Open meetings will be held in the Auditorium, Room LL-002 at the Commission's Headquarters building, 100 F Street, N.E., Washington, D.C. Visitors are welcome at all open meetings, insofar as space is Available. Persons wishing to photograph or videotape Commission meetings must obtain permission in advance from the Secretary of the Commission. Persons wishing to tape record a Commission meeting should notify the Secretary's office 48 hours in advance of the meeting. Any member of the public who requires auxiliary aids such as a sign language interpreter or material on tape to attend a public meeting should contact Rochelle Franks, Office of Human Resources, to make arrangements. Ms. Franks can be reached at TTY number (202) 551-4106. In the event Ms. Franks cannot be reached, you may call the interpreter directly at (202) 551-4158. If you are calling from a non TTY number, please call the Relay Service at 1 866 377 8642. Open Meetings will be held on Wednesday, January 31, 2007, at 10:00 a.m. and 2:00 p.m. in the Auditorium, Room LL-002, and Closed Meetings will be held on Wednesday, January 31, 2007, at 11:00 a.m. and Thursday, February 1, 2007, at 2:00 p.m. OPEN MEETING - WEDNESDAY, JANUARY 31, 2007 - 10:00 A.M. The subject matter of the Open Meeting scheduled for Wednesday January 31, 2007, at 10:00 a.m. will be The Commission will hear oral argument on an appeal by Phlo Corporation, a beverage manufacturer and an issuer of publicly traded securities that also acts as transfer agent for its own securities, its president and chief executive officer James B. Hovis ("J. Hovis"), and its executive vice president and secretary, Anne P. Hovis ("A. Hovis"), who also served as Phlo's general counsel, (together, "Respondents") from the decision of an administrative law judge. The law judge found that Phlo willfully violated provisions requiring transfer agents to turnaround at least ninety percent of all routine items received in a month within three business days and willfully failed to make records available for examination by Commission staff. The law judge concluded that A. Hovis willfully aided and abetted and was a cause of Phlo's failure to complete transfers in a timely manner and failure to make records available for examination. The law judge further found that Phlo failed to make timely filings of annual and quarterly reports with the Commission between March 2003 and November 2005. The law judge found that J. Hovis willfully aided and abetted and was a cause of Phlo's violations of the periodic reporting requirements. The law judge assessed civil money penalties of $100,000 against Phlo, $25,000 against J. Hovis, and $50,000 against A. Hovis, revoked Phlo's registration as a transfer agent, barred A. Hovis from associating with any transfer agent, and imposed cease-and-desist orders as to all Respondents. Among the issues likely to be argued are whether Respondents violated the provisions charged, and, if so, whether and to what extent sanctions should be imposed. OPEN MEETING - WEDNESDAY, JANUARY 31, 2007 - 2:00 P.M. The subject matter of the Open Meeting scheduled for January 31, 2007, at 2:00 p.m. will be 1. The Commission will consider whether to propose amendments to extend its interactive data voluntary reporting program to permit mutual funds to submit as exhibits to their registration statements supplemental tagged information contained in the risk/return summary section of their prospectuses. The risk/return summary section contains key mutual fund information, including investment objectives and strategies, risks, and costs. 2. The Commission will consider whether to propose rules to implement provisions of the Credit Rating Agency Reform Act of 2006. CLOSED MEETING - JANUARY 31, 2007 - 11:00 A.M. The subject matter of the Closed Meeting scheduled for January 31, 2007, at 11:00 a.m. will be post-argument discussion. CLOSED MEETING -FEBRUARY 1, 2007 - 2:00 P.M. The subject matter of the Closed Meeting scheduled for Thursday, February 1, 2007, will be formal orders of investigation; institution and settlement of injunctive actions; institution and settlement of administrative proceedings of an enforcement nature; resolution of litigation claims; an adjudicatory matter; 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. RULES AND RELATED MATTERS COMMISSION APPROVES NASD RULE CHANGES TO REVISE NASD CODE OF ARBITRATION INTO PLAIN ENGLISH AND USER-FRIENDLY FORMAT On January 24, the Securities and Exchange Commission approved rule changes to enhance the NASD Code of Arbitration and make it more user- friendly. The Code will be replaced in its entirety by three separate codes -one for customer disputes, one for industry disputes, and one for mediations, which the Commission approved in 2005. These codes have been written in plain English and, in the case of the customer code and industry code, are organized to follow the sequential order of a typical arbitration. "The new codes will benefit investors by improving the transparency of the arbitration process and clarifying the rules that apply to resolving customer disputes, industry disputes, and mediations," said Erik Sirri, Director of the SEC Division of Market Regulation. Substantive changes in the customer code and industry code include: * Broader Arbitrator Authority to Impose Sanctions: Under the new codes, arbitrators may impose sanctions for violations of any provision of the new codes. This authority will allow arbitrators to better control all aspects of an arbitration proceeding. * Enhanced Qualification Requirements for Arbitrator Chairpersons: Under the new codes, NASD arbitrators must meet certain training and/or experience requirements to serve as chairpersons. This new requirement will increase the overall level of training and experience among arbitration panels. * Changes in Discovery Procedures: The new codes codify the discovery guidelines to make clear that complying with the discovery rules is mandatory, and authorize arbitrators to impose sanctions for noncompliance. * Improved Arbitrator Selection Procedures: The new codes will give parties greater control over the selection process by increasing the number of arbitrators parties may choose from, while limiting the number of strikes that parties may exercise, and decreasing the likelihood that the Director of Arbitration will have to name arbitrators. The Commission's order approving the NASD Code of Arbitration Procedure for Customer Disputes and NASD Code of Arbitration for Industry Disputes is available on the Commission's website at http://www.sec.gov/rules/sro/nasd/2007/34-55158.pdf. The Commission's order of Oct. 31, 2005, approving the NASD Code of Mediation Procedure is available on the Commission's website at http://www.sec.gov/rules/sro/nasd/34-52705.pdf. (Press Rel. 2007-7) ENFORCEMENT PROCEEDINGS TEMPO SECURITIES CORPORATION, ROBERT SHIFFRA, AND DENNIS ZAUSZNIEWSKI On January 24, the Commission issued an Order Instituting Proceedings against Tempo Securities Corporation, Robert Shiffra and Dennis Zauszniewski. In the Order the Division of Enforcement alleges that Tempo, Shiffra, and Zauszniewski failed reasonably to supervise former broker Gregory Applegate, who operated a remote one-person office for Tempo. The Order alleges that Applegate's supervisors failed to establish reasonable supervisory procedures with a view toward detecting and preventing misconduct, failed to implement or enforce existing procedures, and failed to reasonably respond to red flags indicating possible misconduct by Applegate. The Order alleges that due to Tempo's failure to supervise Applegate, he was able to operate a Ponzi scheme for nearly four years at Tempo, fraudulently raising approximately $3.7 million from over 100 investors, many of whom were Tempo customers. The staff previously brought an emergency action against Applegate, who is currently serving a five year prison sentence for his fraud. The Order institutes public administrative proceedings pursuant to Section 15(b) of the Securities Exchange Act of 1934 to afford Tempo, Shiffra, and Zauszniewski the opportunity to establish a defense to the Order's allegations and to determine what, if any, remedial action is appropriate in the public interest against them. The Order further states that an Administrative Law Judge shall issue an initial decision no later than 300 days from the date of service of this Order, pursuant to Rule 360(a)(2) of the Commission's Rules of Practice. (Rel. 34-55159; File No. 3-12549) IN THE MATTER OF HMC INTERNATIONAL, LLC On January 24, the Commission issued Orders Instituting Administrative Proceedings Pursuant to Section 203(f) of the Investment Advisers Act of 1940, Making Findings and Imposing Remedial Sanctions against Robert Massimi and Bret Grebow. The Orders find that Massimi and Grebow were co-founders of HMC International, LLC (HMC or the Fund), a hedge fund that purportedly invested in stocks traded on the NASDAQ and NYSE using a day trading strategy. Massimi was the Chief Executive Officer of HMC. Grebow was the sole trader for HMC. The Order further finds that on Jan. 18, 2007, final judgments were entered by consent against Massimi and Grebow in the civil action entitled Securities and Exchange Commission v. HMC International, LLC, et al., Civil Action Number 05-CV-10673 (DC), in the United States District Court for the Southern District of New York permanently enjoining them from future violations of Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and Sections 206(1) and 206(2) of the Investment Advisers Act. The Commission's complaint alleged that Massimi misrepresented HMC's strategy, risk level and performance, as well as his supervision of and role in managing the Fund, and that Grebow also misrepresented the Fund's strategy and performance, and failed to disclose that for most of the period the Fund was operating, its principal was not invested for the benefit of investors. The complaint further alleged that Massimi and Grebow misused and misappropriated assets of the Fund, prepared and sent out false account statements indicating that investors' funds were earning positive returns, and otherwise engaged in a course of conduct which operated as a fraud and deceit upon investors. Based on the above, the Orders bar Massimi and Grebow from association with any investment adviser. Massimi and Grebow consented to the issuance of the Orders without admitting or denying the Commission's findings, except to admit the entry of final judgments against them in the civil action permanently enjoining them from future violations of the federal securities laws. The Commission also announced today the entry of final judgments on consent resolving its civil securities fraud action against defendants HMC, Massimi, and Grebow, and relief defendant Jaime Elliott (Elliott), also known as Jaime Massimi. Without admitting or denying the allegations, defendants HMC, Massimi and Grebow have consented to the entry of permanent injunctions; Massimi has consented to pay $1,266,168 in disgorgement, $69,984 in prejudgment interest and a $120,000 civil penalty; Grebow has consented to pay $2,467,472 in disgorgement, $517,595.77 in prejudgment interest and a $120,000 civil penalty; and Elliott has consented to relinquish a brokerage account wrongfully transferred to her name. For further information see LR- 19979. (Rel. IA-2583, In the Matter of Robert M. Massimi; File No. 3- 12546) (Rel. IA-2584, In the Matter of Bret Grebow; File No. 3-12547) [SEC v. HMC International, LLC, et al., Civil Action Number 05-CV- 10673, DC] (LR-19979) FORMER VIATICAL FIRM EXECUTIVE PETER LOMBARDI SENTENCED TO TWENTY YEARS The Securities and Exchange Commission announced that on January 19 the Honorable Paul C. Huck, United States District Judge for the Southern District of Florida, sentenced Peter Lombardi, a former president and sole shareholder of Mutual Benefits Corp., to twenty years in prison, followed by three years of supervised release for his involvement in a viatical and life settlement scheme in which 28,000 investors lost over $800 million. Lombardi is also a defendant in the related SEC civil action filed on May 3, 2004, in the Southern District of Florida. In the SEC's action, he consented to the entry of a Final Judgment of Permanent Injunction and Other Relief, which the Court entered on Dec. 2, 2005. The judgment enjoined him from future violations of the antifraud and registration provisions of the federal securities laws and ordered him to pay disgorgement in the amount of $5,774,160, plus prejudgment interest of $105,840 and a civil penalty $120,000. Lombardi paid the judgment in full. For additional information, see LR-18698 (May 6, 2004), LR-19274 (June 20, 2005) and LR-19480 (Dec. 1, 2005). [US v. Peter Lombardi, Case No. 06-20665-CR-HUCK] (LR-19978) INVESTMENT COMPANY ACT RELEASES DEUTSCHE BANK TRUST COMPANY AMERICAS An order has been issued on an application filed by Deutsche Bank Trust Company Americas. The order exempts an issuer of asset-backed securities from certain requirements of Rule 3a-7(a)(4)(i) under the Investment Company Act to enable such an issuer to appoint Deutsche Bank Trust Company Americas to act as a trustee to the issuer when Deutsche Bank Trust Company Americas is affiliated with an underwriter for the issuer's securities. (Rel. IC-27673 - January 23) SELF-REGULATORY ORGANIZATIONS ACCELERATED APPROVAL OF PROPOSED RULE CHANGES The Commission approved two proposed rule changes (SR-NASD-2003-158 and SR-NASD-2004-011), pursuant to Section 19(b)(2) of the Securities Exchange Act of 1934, to complete the revision and reorganization of the NASD Code of Arbitration Procedure. Publication of the approval order is expected in the Federal Register during the week of January 22. (Rel. 34-55158) 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-8 SUB SURFACE WASTE MANAGEMENT OF DELAWARE INC, 5922-B FARNSWORTH COURT, CARLSBAD, CA, 92008, 760-918-1860 - 10,000,000 ($300,000.00) Equity, (File 333-140140 - Jan. 23) (BR. 06B) S-8 WINTRUST FINANCIAL CORP, 727 N BANK LANE, LAKE FOREST, IL, 60045, 8476154096 - 0 ($23,285,000.00) Equity, (File 333-140141 - Jan. 23) (BR. 07C) SB-2 Wilson Creek Mining Corp., 510 FIRST ST. #1005, SAN DIEGO, CA, 92101, 760-773-0278 - 1,500,000 ($30,000.00) Equity, (File 333-140143 - Jan. 23) (BR. ) S-8 FAIRCHILD SEMICONDUCTOR INTERNATIONAL INC, 82 RUNNING HILL RD, SOUTH PORTLAND, ME, 04106, 2077758100 - 135,000 ($2,382,150.00) Equity, (File 333-140144 - Jan. 23) (BR. 10B) S-8 FAIRCHILD SEMICONDUCTOR INTERNATIONAL INC, 82 RUNNING HILL RD, SOUTH PORTLAND, ME, 04106, 2077758100 - 3,546,399 ($61,849,198.56) Equity, (File 333-140145 - Jan. 23) (BR. 10B) SB-2 ONSCREEN TECHNOLOGIES INC, 200 9TH AVENUE NORTH, STE 210, SAFETY HARBOR, FL, 34695, 727-797-6664 - 100,646,995 ($29,187,629.00) Equity, (File 333-140147 - Jan. 23) (BR. 11B) SB-2 Loreto CORP, 415 LAUREL ST. #219, SAN DIEGO, CA, 92101, 775-352-4165 - 4,500,000 ($18,000.00) Equity, (File 333-140148 - Jan. 23) (BR. ) S-8 SKINVISIBLE INC, 6320 S SANDHILL ROAD, SUITE 10, LAS VEGAS, NV, 89120, 7024337154 - 10,000,000 ($2,500,000.00) Non-Convertible Debt, (File 333-140149 - Jan. 23) (BR. 06B) F-10 TRANSCANADA CORP, 450 - 1ST STREET S.W., CALGARY ALBERTA, A0, T2P 5H1, 4039202000 - 0 ($2,552,756,978.00) Equity, (File 333-140150 - Jan. 23) (BR. 02A) S-8 NYER MEDICAL GROUP INC, 1292 HAMMOND ST, BANGOR, ME, 04401, 207-942-5273 - 3,714,600 ($10,549,464.00) Equity, (File 333-140151 - Jan. 23) (BR. 09B) S-8 MARTIN MIDSTREAM PARTNERS LP, 4200 STONE ROAD, KILGORE, TX, 75662, 9039836200 - 0 ($17,045,000.00) Limited Partnership Interests, (File 333-140152 - Jan. 23) (BR. 04B) SB-2 REGI U S INC, 240 - 11780 HAMMERSMITH WAY, RICHMOND, A1, V7A 5E9, 604-278-5996 - 1,640,000 ($10,140,000.00) Equity, (File 333-140153 - Jan. 23) (BR. 10C) SB-2 NEW CENTURY COMPANIES INC, 11111 SANTA MONICA BLVD, SUITE 210, BEVERLY HILLS, CA, 90210, 3109143007 - 4,235,000 ($1,461,075.00) Equity, (File 333-140154 - Jan. 23) (BR. 10B) S-3ASR COGENT COMMUNICATIONS GROUP INC, 1015 31ST STREET, WASHINGTON, DC, 20007, 2022954200 - 0 ($0.00) Other, (File 333-140155 - Jan. 23) (BR. 03A) SB-2 Green Meadows Farms & Holdings LTD, 872 UPPER MEADOWBANK ROAD, RR#2 CORNWALL, CORNWALL, A7, C0A 1H0, (902) 566-3321 - 1,000,000 ($1,000,000.00) Equity, (File 333-140156 - Jan. 23) (BR. 09) S-3 GENCO SHIPPING & TRADING LTD, 35 WEST 56TH STREET, NEW YORK, NY, 10019, (646) 443-8550 - 0 ($500,000,000.00) Unallocated (Universal) Shelf, (File 333-140158 - Jan. 23) (BR. 05A) S-3 HEMOSENSE INC, 651 RIVER OAKS PARKWAY, SAN JOSE, CA, 95134, 408-719-1393 - 1,772,151 ($7,301,262.12) Equity, (File 333-140160 - Jan. 23) (BR. 10B) S-1 iShares GS Commodity Energy Indexed Trust, 45 FREMONT STREET, SAN FRANCISCO, CA, 94105, 415-597-2000 - 7,117,161 ($355,858,050.00) Equity, (File 333-140162 - Jan. 23) (BR. ) S-1 iShares GS Commodity Natural Gas Indexed Trust, 45 FREMONT STREET, SAN FRANCISCO, CA, 94105, 415-597-2000 - 1,255,679 ($62,783,950.00) Equity, (File 333-140164 - Jan. 23) (BR. ) S-3 FUELCELL ENERGY INC, 3 GREAT PASTURE RD, DANBURY, CT, 06813, 2038256000 - 0 ($68,838,856.94) Equity, (File 333-140165 - Jan. 23) (BR. 10B) S-3 ODYSSEY MARINE EXPLORATION INC, 5215 WEST LAUREL STREET, TAMPA, FL, 33607, (813) 876-1776 - 0 ($1,824,000.00) Equity, (File 333-140166 - Jan. 23) (BR. 05B) S-3 FUELCELL ENERGY INC, 3 GREAT PASTURE RD, DANBURY, CT, 06813, 2038256000 - 6,000,000 ($35,160,000.00) Equity, (File 333-140167 - Jan. 23) (BR. 10B) S-8 FUELCELL ENERGY INC, 3 GREAT PASTURE RD, DANBURY, CT, 06813, 2038256000 - 2,500,000 ($14,650,000.00) Equity, (File 333-140168 - Jan. 23) (BR. 10B) 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 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ABLEST INC DE 7.01,9.01 01/18/07 ACL SEMICONDUCTOR INC 4.01,4.02,9.01 12/20/06 AMEND ADTRAN INC DE 2.02,9.01 01/22/07 ADTRAN INC DE 2.02,9.01 01/22/07 AMEND ADVANCED MICRO DEVICES INC DE 2.02,7.01,9.01 01/23/07 ADVENTRX PHARMACEUTICALS INC DE 5.05,9.01 01/18/07 AETRIUM INC MN 5.02 01/23/07 AFFORDABLE RESIDENTIAL COMMUNITIES IN MD 1.01,3.03,5.03,8.01,9.01 01/23/07 AFTERMARKET TECHNOLOGY CORP DE 5.02 01/19/07 AIMS WORLDWIDE INC NV 1.01,9.01 01/22/07 AK STEEL HOLDING CORP DE 2.02,9.01 01/23/07 AK STEEL HOLDING CORP DE 7.01,9.01 01/23/07 AK STEEL HOLDING CORP DE 5.02 01/18/07 ALABAMA NATIONAL BANCORPORATION DE 2.02,9.01 01/23/07 ALBEMARLE CORP VA 2.02,9.01 01/23/07 ALLEGHENY TECHNOLOGIES INC DE 8.01,9.01 01/23/07 ALLIANT ENERGY CORP WI 1.01,9.01 01/18/07 Alternative Loan Trust 2006-OA22 8.01,9.01 01/17/07 Alternative Loan Trust 2006-OC11 DE 8.01,9.01 01/18/07 AMACORE GROUP, INC. DE 8.01 01/15/07 AMARU INC NV 7.01,9.01 01/19/07 AMB PROPERTY CORP MD 2.02,7.01,9.01 01/23/07 AMB PROPERTY LP DE 7.01,9.01 01/23/07 AMCON DISTRIBUTING CO DE 5.02 01/17/07 AMCORE FINANCIAL INC NV 2.02,9.01 01/23/07 AMERICAN HEALTHCHOICE INC /NY/ NY 8.01 01/18/07 AMERICAN OIL & GAS INC NV 1.01,7.01,8.01,9.01 01/17/07 AmeriCredit Automobile Receivables Tr 1.01,9.01 01/18/07 AMERISERV FINANCIAL INC /PA/ PA 2.02 01/23/07 AMERISOURCEBERGEN CORP DE 8.01,9.01 01/22/07 ANADARKO PETROLEUM CORP DE 5.02,9.01 01/23/07 ARIEL WAY INC FL 8.01,9.01 01/23/07 ARROW FINANCIAL CORP NY 2.02,9.01 01/23/07 ASHFORD HOSPITALITY TRUST INC MD 1.01,3.02,8.01 01/18/07 ATWOOD OCEANICS INC TX 7.01,9.01 01/23/07 AUTO UNDERWRITERS OF AMERICA, INC. 7.01,9.01 01/23/07 AVAYA INC DE 5.02 01/23/07 AVAYA INC DE 2.02,9.01 01/23/07 AVERY DENNISON CORPORATION DE 2.02,9.01 01/23/07 AXCESS INTERNATIONAL INC/TX DE 3.02,8.01,9.01 01/23/07 B&G Foods, Inc. DE 7.01,9.01 01/23/07 BACKWEB TECHNOLOGIES LTD 2.02,3.01,9.01 01/17/07 BANK OF AMERICA CORP /DE/ DE 2.02,7.01,8.01,9.01 01/23/07 BANK OF GRANITE CORP DE 5.02 01/19/07 BANK OF HAWAII CORP DE 2.02,5.02,9.01 01/22/07 BAR HARBOR BANKSHARES ME 8.01 01/23/07 BASIC EARTH SCIENCE SYSTEMS INC DE 8.01,9.01 01/23/07 BASSETT FURNITURE INDUSTRIES INC VA 2.02,9.01 01/19/07 Battle Mountain Gold Exploration Corp 1.01,4.02 12/31/06 BERMAN CENTER, INC. DE 4.01,9.01 01/17/07 BlackRock Inc. DE 2.02,9.01 01/23/07 BLAIR CORP DE 1.01,9.01 01/23/07 BlueLinx Holdings Inc. DE 2.02,9.01 01/23/07 BOLT TECHNOLOGY CORP CT 2.02,9.01 01/23/07 BRAINSTORM CELL THERAPEUTICS INC 1.01,9.01 01/17/07 BRICKMAN GROUP LTD 3.03,5.02,8.01 01/23/07 BRINKER INTERNATIONAL INC DE 2.02,9.01 01/23/07 BROADCOM CORP CA 2.02,9.01 01/23/07 BROADWAY FINANCIAL CORP \DE\ DE 5.02 01/17/07 BSD MEDICAL CORP DE 7.01,9.01 01/23/07 BUILDING MATERIALS CORP OF AMERICA DE 8.01,9.01 01/18/07 BURLINGTON NORTHERN SANTA FE CORP DE 2.02,9.01 01/23/07 CALIFORNIA COASTAL COMMUNITIES INC DE 8.01,9.01 01/19/07 CALPINE CORP DE 5.02,8.01 01/23/07 Calpine Generating Company, LLC DE 8.01 01/23/07 CANDELA CORP /DE/ DE 2.02,9.01 01/23/07 CAPITAL CITY BANK GROUP INC FL 2.02,9.01 01/22/07 CARDINAL COMMUNICATIONS, INC NV 3.03,9.01 01/05/07 AMEND CAREMARK RX INC DE 8.01,9.01 01/23/07 CASCADE FINANCIAL CORP DE 2.02,9.01 01/23/07 CASPIAN SERVICES INC NV 5.02,9.01 01/18/07 CATUITY INC DE 8.01 01/22/07 CDOOR CORP DE 4.01,9.01 01/19/07 CELL THERAPEUTICS INC WA 8.01 01/22/07 CELSION CORP MD 5.02 01/22/07 CENTEX CORP NV 2.02,7.01,8.01,9.01 01/23/07 CentraCore Properties Trust MD 8.01 01/23/07 CENTRAL PACIFIC FINANCIAL CORP HI 2.02,9.01 01/23/07 CERIDIAN CORP /DE/ DE 8.01,9.01 01/23/07 CHENIERE ENERGY INC DE 1.01,9.01 01/17/07 CHESAPEAKE ENERGY CORP OK 8.01,9.01 01/17/07 Chino Commercial Bancorp CA 2.02 01/22/07 CHL Mortgage Pass-Through Trust 2006- 8.01,9.01 01/19/06 CIT Equipment Collateral 2006-VT1 6.02 01/18/07 CIT GROUP INC DE 8.01,9.01 01/22/07 CITIZENS SOUTH BANKING CORP DE 2.02,9.01 01/22/07 CITRIX SYSTEMS INC DE 2.02 01/23/07 CITY HOLDING CO WV 2.02,9.01 01/22/07 CITY NATIONAL CORP DE 2.02,7.01,9.01 12/31/06 COCONNECT INC NV 8.01 01/23/07 Coconut Palm Acquisition Corp. DE 8.01,9.01 01/17/07 COGNEX CORP MA 2.02,9.01 01/23/07 COLONIAL BANCGROUP INC DE 8.01,9.01 01/23/07 COLUMBUS MCKINNON CORP NY 2.02,9.01 01/23/07 COMMUNITY BANK SYSTEM INC DE 2.02,9.01 01/22/07 COMMUNITY FINANCIAL SHARES INC DE 1.01,5.02 01/17/07 Community Partners Bancorp NJ 2.02,9.01 01/19/07 CORNELL COMPANIES INC DE 8.01,9.01 01/23/07 COVENTRY HEALTH CARE INC DE 5.02 01/23/07 CRESCENT FINANCIAL CORP NC 2.02,9.01 01/19/07 CROWN CASTLE INTERNATIONAL CORP DE 1.01,5.02,7.01,9.01 01/19/07 CRYOLIFE INC FL 5.02 01/19/07 CSG SYSTEMS INTERNATIONAL INC DE 2.02,9.01 01/23/07 CSP INC /MA/ MA 3.01 01/23/07 CVB FINANCIAL CORP CA 1.01,2.02 01/18/07 CYGNUS INC /DE/ DE 8.01 01/22/07 DAYTON SUPERIOR CORP DE 7.01,8.01 01/23/07 DDI CORP CA 1.01,8.01 01/18/07 DEL GLOBAL TECHNOLOGIES CORP NY 1.01,3.03,9.01 01/22/07 DELL INC DE 3.01,9.01 01/17/07 DELPHI CORP DE 1.01,3.03,9.01 01/18/07 DELTA OIL & GAS INC 5.02 01/18/07 DHB INDUSTRIES INC DE 8.01,9.01 01/16/07 DIASENSE INC/PA PA 4.01,9.01 12/21/06 AMEND Digital Music Group, Inc. DE 1.01 01/19/07 DIMECO INC PA 2.02,9.01 01/22/07 DOLLAR FINANCIAL CORP DE 2.02,9.01 01/22/07 DOUBLE EAGLE PETROLEUM CO MD 8.01,9.01 01/23/07 DOUBLE EAGLE PETROLEUM CO MD 7.01,9.01 01/23/07 DOW JONES & CO INC DE 5.02 01/17/07 DTE ENERGY CO MI 5.02 01/17/07 DTE ENERGY CO MI 1.01,9.01 01/18/07 DUPONT E I DE NEMOURS & CO DE 2.02 01/23/07 Dynegy Acquisition, Inc. DE 8.01,9.01 01/23/07 ECC Capital CORP 1.01,1.02,5.02,9.01 01/17/07 EDGE PETROLEUM CORP DE 8.01 01/23/07 EGPI FIRECREEK, INC. NV 5.02,8.01 01/21/07 ELKCORP DE 1.01,9.01 01/21/07 EMC CORP MA 2.02,9.01 01/23/07 EMPIRE DISTRICT ELECTRIC CO KS 8.01,9.01 01/22/07 EMVELCO CORP. DE 1.01 01/17/07 ENCISION INC CO 2.02,9.01 01/23/07 Endeavor Acquisition Corp. DE 8.01,9.01 01/23/07 ENTERPRISE BANCORP INC /MA/ MA 2.02,9.01 01/23/07 EQUITY LIFESTYLE PROPERTIES INC MD 2.02,9.01 01/22/07 EQUITY LIFESTYLE PROPERTIES INC MD 8.01 01/17/07 ESTERLINE TECHNOLOGIES CORP DE 5.02,7.01,9.01 01/22/07 EXAR CORP DE 2.02,9.01 01/23/07 EZCORP INC DE 2.02,9.01 01/23/07 FACTORY CARD & PARTY OUTLET CORP DE 8.01,9.01 01/23/07 FARMERS CAPITAL BANK CORP KY 2.02,9.01 01/22/07 FASHION HOUSE HOLDINGS INC 5.02 01/09/07 Federal Home Loan Bank of Atlanta X1 2.03 01/17/07 Federal Home Loan Bank of Atlanta X1 5.02 11/30/06 AMEND Federal Home Loan Bank of Boston X1 2.03 01/17/07 Federal Home Loan Bank of Chicago X1 2.03 01/17/07 Federal Home Loan Bank of Dallas 2.03 01/17/07 Federal Home Loan Bank of Des Moines X1 2.03,9.01 01/17/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 01/18/07 Federal Home Loan Bank of New York X1 2.03,9.01 01/18/07 Federal Home Loan Bank of New York X1 5.02 01/18/07 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 01/17/07 Federal Home Loan Bank of San Francis X1 2.03 01/17/07 Federal Home Loan Bank of Seattle 2.03 01/22/07 Federal Home Loan Bank of Topeka 2.03 01/17/07 FFD FINANCIAL CORP/OH OH 2.02,9.01 01/22/07 FINISAR CORP DE 8.01 01/04/07 AMEND FINOVA GROUP INC DE 5.02,9.01 01/23/07 FIRST BANCORP OF INDIANA INC IN 2.02,9.01 01/19/07 First Commerce Bancorp, Inc. TN 2.02,7.01,9.01 01/23/07 FIRST COMMUNITY BANCSHARES INC /NV/ NV 2.02,9.01 01/23/07 FIRST COMMUNITY BANK CORP OF AMERICA FL 2.02,8.01,9.01 01/23/07 FIRST FEDERAL BANC OF THE SOUTHWEST I 5.02,9.01 01/17/07 FIRST INDIANA CORP IN 8.01,9.01 01/23/07 FIRST KEYSTONE FINANCIAL INC 5.02 01/23/07 FIRST MERCHANTS CORP IN 2.02,9.01 12/31/06 FOG CUTTER CAPITAL GROUP INC MD 4.01,7.01,9.01 01/22/07 FORSTER DRILLING CORP NV 4.01,9.01 01/18/07 FOUNDRY NETWORKS INC DE 5.02,8.01,9.01 01/19/07 FRONTIER FINANCIAL CORP /WA/ WA 2.02,9.01 01/22/07 FULTON FINANCIAL CORP PA 7.01,9.01 01/23/07 GAP INC DE 5.02,7.01,9.01 01/22/07 GATEWAY FINANCIAL HOLDINGS INC NC 2.02 01/23/07 GATEWAY FINANCIAL HOLDINGS INC NC 8.01 01/23/07 GENELINK INC 5.02,9.01 01/12/07 GIBRALTAR INDUSTRIES, INC. DE 2.06,9.01 01/23/07 GILEAD SCIENCES INC DE 5.02,9.01 01/22/07 GLOBAL PAYMENT TECHNOLOGIES INC DE 3.01,9.01 01/22/07 Granite Master Issuer plc X0 8.01,9.01 01/22/07 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 01/19/07 GREAT AMERICAN FAMILY PARKS INC NV 7.01,9.01 01/23/07 GREENBRIER COMPANIES INC DE 2.01,9.01 11/07/06 AMEND GREENE COUNTY BANCSHARES INC TN 2.02,7.01,9.01 01/22/07 GREER BANCSHARES INC SC 2.02,9.01 01/22/07 GUESS INC DE 5.03,9.01 01/18/07 GVI SECURITY SOLUTIONS INC DE 3.02,9.01 01/22/07 HARLEYSVILLE NATIONAL CORP PA 2.02,9.01 12/31/06 HARRINGTON WEST FINANCIAL GROUP INC/C 5.02,9.01 01/22/07 HEALTHCARE REALTY TRUST INC MD 2.02,9.01 01/23/07 HERITAGE OAKS BANCORP CA 2.02,9.01 01/22/07 HERITAGE OAKS BANCORP CA 8.01,9.01 01/23/07 HERSHA HOSPITALITY TRUST MD 1.01,9.01 01/17/07 HEWLETT PACKARD CO DE 5.02,5.03,9.01 01/18/07 HOKU SCIENTIFIC INC DE 2.02,9.01 01/23/07 HOME BANCSHARES INC 5.02 01/19/07 HOME DIAGNOSTICS INC DE 1.01,9.01 01/22/07 HOME FEDERAL BANCORP IN 2.02,9.01 01/23/07 HORTON D R INC /DE/ DE 2.02,9.01 01/23/07 HOSPITALITY PROPERTIES TRUST MD 1.01,9.01 01/22/07 HOST AMERICA CORP DE 1.01,9.01 01/19/07 HOUSEHOLD AFFINITY CREDIT CARD MASTER DE 9.01 01/16/07 HYPERION SOLUTIONS CORP DE 2.02,9.01 01/22/07 I CRYSTAL INC DE 5.01,5.02,7.01,8.01,9.01 01/19/07 ICO INC TX 1.01,9.01 01/17/07 II-VI INC PA 2.02,9.01 01/23/07 IMAGING DIAGNOSTIC SYSTEMS INC /FL/ FL 1.01,5.02,8.01,9.01 01/18/07 IMEDIA INTERNATIONAL INC DE 1.01,3.01,4.02,5.02,8.01,9.01 12/26/06 INDEPENDENT BANK CORP MI 9.01 01/19/07 Industrial Enterprises of America, In NV 7.01 12/11/06 INLAND REAL ESTATE CORP MD 2.02 01/22/07 Innova Robotics & Automation, Inc. NV 5.02,9.01 01/17/07 INSURANCE AUTO AUCTIONS, INC IL 8.01,9.01 01/16/07 INTEGRATED DEVICE TECHNOLOGY INC DE 2.02,7.01,9.01 01/23/07 INTRAWARE INC DE 1.01,3.03,9.01 01/19/07 INVENTURE GROUP, INC. DE 5.02,9.01 01/18/07 INVESTMENT TECHNOLOGY GROUP INC DE 5.02,9.01 01/23/07 IROBOT CORP DE 5.02 01/23/07 ITC Holdings Corp. MI 1.01,9.01 01/19/07 J CREW GROUP INC DE 8.01 01/23/07 J P MORGAN CHASE & CO DE 9.01 01/19/07 JACUZZI BRANDS INC DE 1.01,8.01,9.01 01/22/07 JDS UNIPHASE CORP /CA/ DE 2.02,9.01 01/18/07 JMG Exploration, Inc. NV 4.01,9.01 01/22/07 JOHNSON & JOHNSON NJ 2.02,9.01 01/23/07 JOY GLOBAL INC DE 5.02 01/23/07 JUNIATA VALLEY FINANCIAL CORP PA 2.02,8.01 01/22/07 KBS Real Estate Investment Trust, Inc MD 1.01 01/17/07 KENEXA CORP 1.01,9.01 01/18/07 KILROY REALTY CORP MD 5.02 01/17/07 KINDER MORGAN ENERGY PARTNERS L P DE 7.01 01/22/07 KINDER MORGAN MANAGEMENT LLC DE 7.01 01/22/07 KINDRED HEALTHCARE, INC DE 8.01,9.01 01/22/07 KRAFT FOODS INC VA 8.01,9.01 01/23/07 LANDSTAR SYSTEM INC DE 8.01 01/18/07 LCNB CORP OH 2.02,8.01,9.01 01/23/07 LEE ENTERPRISES, INC DE 2.02 01/22/07 LEESPORT FINANCIAL CORP PA 2.02,9.01 01/23/07 Lev Pharmaceuticals Inc DE 3.02,5.02,9.01 01/23/07 LEVEL 3 COMMUNICATIONS INC DE 3.02,8.01 01/17/07 LOCAL.COM DE 8.01,9.01 01/23/07 LSB BANCSHARES INC /NC/ NC 2.02,9.01 01/22/07 M & F WORLDWIDE CORP DE 3.01,5.02 01/17/07 MAJESCO ENTERTAINMENT CO DE 5.02 01/17/07 MARTIN MIDSTREAM PARTNERS LP DE 8.01,9.01 01/23/07 MB FINANCIAL INC /MD MD 2.02 01/23/07 MBT FINANCIAL CORP MI 2.02,9.01 01/23/07 MCMORAN EXPLORATION CO /DE/ DE 1.01,2.03,9.01 01/19/07 MEDSTRONG INTERNATIONAL CORP 5.02 01/17/07 MELLON FINANCIAL CORP PA 2.02,9.01 01/17/07 MERCANTILE BANKSHARES CORP MD 2.02,9.01 01/23/07 MEREDITH CORP IA 2.02,9.01 01/23/07 MEREDITH CORP IA 2.02,9.01 01/23/07 MERITAGE HOSPITALITY GROUP INC MI 8.01 01/23/07 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 01/17/07 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 01/17/07 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 01/17/07 MILLS CORP DE 1.01,2.03,9.01 01/17/06 MOBILEPRO CORP DE 1.01,9.01 01/17/07 AMEND MOMENTA PHARMACEUTICALS INC DE 5.02,9.01 01/17/07 MONARCH COMMUNITY BANCORP INC MD 5.03,9.01 01/23/07 MONROE BANCORP IN 5.02 01/18/07 MORRIS PUBLISHING GROUP LLC GA 2.02,7.01,9.01 01/23/07 MS STRUCTURED SATURNS SERIES 2003-12 DE 8.01,9.01 01/18/07 NASB FINANCIAL INC MO 8.01 01/23/07 NATIONAL CITY CORP DE 2.02,8.01,9.01 01/23/07 NATIONAL PENN BANCSHARES INC PA 2.02,7.01 01/23/07 NATIONAL PENN BANCSHARES INC PA 2.02,7.01 01/23/07 NBT BANCORP INC DE 2.02,9.01 01/22/07 NEDAK ETHANOL, LLC NE 5.03,9.01 01/23/07 NEENAH FOUNDRY CO WI 5.02 01/19/07 NEUROCRINE BIOSCIENCES INC CA 8.01,9.01 01/22/07 NMS COMMUNICATIONS CORP DE 5.02,9.01 01/12/07 AMEND NNN Healthcare/Office REIT, Inc. MD 5.02 10/04/06 AMEND NORTHWEST AIRLINES CORP DE 8.01 01/23/07 NORWOOD FINANCIAL CORP PA 2.02,9.01 01/23/07 NOVACEA INC DE 5.02 01/17/07 NPS PHARMACEUTICALS INC DE 8.01 01/22/07 O A K FINANCIAL CORP MI 2.02,9.01 01/19/07 OCCIDENTAL PETROLEUM CORP /DE/ DE 8.01,9.01 01/23/07 OCEANEERING INTERNATIONAL INC DE 2.03,9.01 01/22/07 OGE ENERGY CORP OK 5.02,5.03,8.01,9.01 01/23/07 OKLAHOMA GAS & ELECTRIC CO OK 5.02,5.03,8.01,9.01 01/23/07 ONEOK INC /NEW/ OK 8.01,9.01 01/18/07 ONEOK INC /NEW/ OK 5.02 01/18/07 Onstream Media CORP FL 8.01,9.01 01/22/07 OPEN SOLUTIONS INC DE 5.05,8.01,9.01 01/19/07 PAC-WEST TELECOMM INC 8.01,9.01 01/23/07 PACKAGING CORP OF AMERICA 2.02,9.01 01/22/07 PACTIV CORP DE 2.02,9.01 01/23/07 PALM HARBOR HOMES INC /FL/ FL 2.02,9.01 01/23/07 PAPERCLIP SOFTWARE INCE DE 1.01,2.01,3.02,3.03,5.01,5.02,9.01 11/06/06 AMEND PARAGON TECHNOLOGIES INC PA 5.02,9.01 01/23/07 PARKE BANCORP, INC. NJ 2.02,9.01 01/22/07 PASW INC CA 8.01,9.01 01/18/07 PAYMENT DATA SYSTEMS INC NV 3.02,9.01 01/18/07 PEDIATRIC PROSTHETICS INC 4.02,9.01 08/15/06 PENNS WOODS BANCORP INC PA 2.02,9.01 01/22/07 PENNSYLVANIA COMMERCE BANCORP INC 2.02,9.01 01/23/07 PENTON MEDIA INC DE 8.01,9.01 01/23/07 PERVASIVE SOFTWARE INC DE 2.02,9.01 01/23/07 PETMED EXPRESS INC FL 2.02,9.01 01/22/07 PILGRIMS PRIDE CORP DE 1.01,8.01,9.01 01/19/07 PINNACLE ENTERTAINMENT INC DE 5.02,9.01 01/17/07 PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 01/23/07 PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 01/23/07 POLYMEDIX INC 5.02,9.01 01/17/07 PORTLAND GENERAL ELECTRIC CO /OR/ OR 8.01 01/12/07 PPLUS TRUST SERIES CSF-1 DE 8.01,9.01 01/17/07 PPLUS TRUST SERIES PMC-1 DE 8.01,9.01 01/17/07 PRESIDENTIAL REALTY CORP/DE/ DE 1.01 01/22/07 PROLIANCE INTERNATIONAL, INC. DE 1.01,9.01 01/19/07 PROVIDENT FINANCIAL HOLDINGS INC DE 2.02,9.01 01/23/07 QLOGIC CORP DE 2.02,9.01 01/23/07 QUANTA SERVICES INC DE 2.02,9.01 01/23/07 RADIATION THERAPY SERVICES INC FL 2.02,9.01 01/23/07 RAPTOR NETWORKS TECHNOLOGY INC 1.01,9.01 01/22/07 RAYONIER INC NC 2.02,9.01 01/23/07 REFLECT SCIENTIFIC INC UT 1.01,2.01,7.01,9.01 11/17/06 AMEND RENOVIS INC DE 2.05,9.01 01/22/07 RF MICRO DEVICES INC NC 2.02 01/23/07 RLI CORP IL 2.02,9.01 01/23/07 ROCHESTER MEDICAL CORPORATION MN 2.02,9.01 01/23/07 ROGERS INTERNATIONAL RAW MATERIALS FU 4.01,9.01 01/12/07 AMEND Rosetta Resources Inc. DE 7.01,9.01 01/22/07 RR Donnelley & Sons Co DE 1.01,1.02,2.03,9.01 01/22/07 RURAL/METRO CORP /DE/ DE 1.01,9.01 01/18/07 RUSH ENTERPRISES INC \TX\ TX 1.01,9.01 01/22/07 S Y BANCORP INC KY 2.02,9.01 01/22/07 S&C HOLDCO 3 INC 7.01,9.01 01/22/07 SALTON INC DE 5.02,9.01 01/23/07 Sancon Resources Recovery, Inc. 4.01 12/15/06 AMEND SANMINA-SCI CORP DE 5.02 01/17/07 SBARRO INC NY 7.01,9.01 01/23/07 SBARRO INC NY 7.01,9.01 01/23/07 AMEND SCOTTISH RE GROUP LTD E9 1.02 01/19/07 SCOTTS MIRACLE-GRO CO OH 2.02,9.01 01/23/07 SEAGATE TECHNOLOGY E9 2.02,9.01 01/23/07 SECURITY FEDERAL CORP SC 2.02,9.01 01/23/07 SELIGMAN SELECT MUNICIPAL FUND INC MD 7.01,9.01 01/23/07 SIERRA BANCORP CA 2.02,9.01 01/22/07 Sino Gas International Holdings, Inc. UT 8.01,9.01 01/23/07 SINO-BIOTICS INC. 4.02 01/23/07 SKYE INTERNATIONAL, INC NV 8.01 01/19/07 SMART MOVE, INC. DE 8.01,9.01 01/23/07 Solar Power, Inc. NV 2.01,9.01 12/29/06 AMEND SOMANETICS CORP MI 5.02,9.01 01/17/07 SONOMAWEST HOLDINGS INC DE 4.01 01/22/07 SOUTHCOAST FINANCIAL CORP SC 2.02,9.01 01/17/07 SOUTHERN CONNECTICUT BANCORP INC CT 2.02,9.01 01/23/07 Southern National Bancorp of Virginia VA 2.02,9.01 01/22/07 SOUTHWEST CASINO CORP 1.01 01/17/07 SPARTAN MOTORS INC MI 7.01,9.01 01/23/07 STAAR SURGICAL CO DE 8.01 01/18/07 STAGE STORES INC NV 8.01,9.01 01/19/07 STARTEK INC DE 5.02,9.01 01/17/07 STEEL TECHNOLOGIES INC KY 2.02,9.01 01/23/07 STERLING BANCSHARES INC TX 2.02,9.01 01/23/07 STERLING FINANCIAL CORP /PA/ PA 2.02,7.01,9.01 01/23/07 STRONGHOLD TECHNOLOGIES INC NV 1.01,2.03,3.02,9.01 01/11/07 Sun American Bancorp DE 1.01,5.02,9.01 01/04/07 SUN BANCORP INC /NJ/ NJ 2.02,9.01 12/31/06 SUN MICROSYSTEMS, INC. DE 2.02,9.01 01/23/07 SUPERIOR ENERGY SERVICES INC DE 8.01,9.01 01/23/07 SUPERTEL HOSPITALITY INC VA 1.01,9.01 01/17/07 SUPERTEX INC CA 2.02,9.01 12/30/06 SUPPORTSOFT INC DE 5.02 01/17/07 SUSQUEHANNA BANCSHARES INC PA 2.02,9.01 01/23/07 SWIFT TRANSPORTATION CO INC NV 1.01,9.01 01/18/07 SYNTROLEUM CORP DE 1.01,2.01,8.01,9.01 01/22/07 TANDY LEATHER FACTORY INC DE 5.02 01/22/07 TECHTEAM GLOBAL INC DE 1.01 01/19/07 TELLABS INC DE 2.02,8.01,9.01 01/23/07 TEXAS INDUSTRIES INC DE 8.01,9.01 01/23/07 Tiger Ethanol International Inc. NV 5.02 01/09/07 TODD SHIPYARDS CORP WA 8.01 01/22/07 Tower Group, Inc. DE 8.01,9.01 01/22/07 Traffic.com, Inc. DE 5.02 01/23/07 TRANSATLANTIC HOLDINGS INC DE 5.02,9.01 01/19/07 TWEEN BRANDS, INC. DE 5.02,9.01 01/17/07 UAL CORP /DE/ DE 2.02,9.01 01/23/07 UMB FINANCIAL CORP MO 2.02,8.01,9.01 01/23/07 Uni-Pixel DE 4.01,9.01 01/22/07 UNION DENTAL HOLDINGS, INC. FL 4.01,9.01 12/29/06 AMEND UNITED COMMUNITY BANKS INC GA 2.02,9.01 01/23/07 UNITED COMMUNITY FINANCIAL CORP OH 5.02,9.01 01/17/07 UNITED DOMINION REALTY TRUST INC MD 7.01,9.01 01/19/07 AMEND UNITED HERITAGE CORP UT 3.01,5.02 01/16/07 UNITED TECHNOLOGIES CORP /DE/ DE 2.02,8.01,9.01 01/23/07 UpSnap, Inc. 4.01,9.01 01/18/07 US BANCORP \DE\ DE 5.03,9.01 01/16/07 UTAH MEDICAL PRODUCTS INC UT 2.02 01/23/07 VCG HOLDING CORP CO 2.01,2.03,8.01,9.01 01/19/07 VENDINGDATA CORP NV 3.02,9.01 01/18/07 VERTIS INC DE 5.02,9.01 01/23/07 Vestin Realty Mortgage II, Inc 8.01,9.01 01/23/07 VILLAGEEDOCS INC CA 7.01,9.01 01/23/07 VIRGINIA COMMERCE BANCORP INC 2.02,7.01,9.01 01/23/07 VIRTRA SYSTEMS INC TX 5.02 12/19/06 VISTA GOLD CORP 5.02 01/17/07 WACHOVIA CORP NEW NC 2.02,9.01 01/23/07 WAKE FOREST BANCSHARES INC 2.02,9.01 01/23/07 WASHINGTON POST CO DE 5.02 01/18/07 WASHINGTON REAL ESTATE INVESTMENT TRU MD 2.03,9.01 01/22/07 WCI COMMUNITIES INC 2.02,9.01 01/23/07 WESBANCO INC WV 2.02,5.02,9.01 01/23/07 WEST BANCORPORATION INC IA 8.01,9.01 01/22/07 WESTERN ALLIANCE BANCORPORATION 2.02,9.01 01/23/07 WEYERHAEUSER CO WA 5.02 01/18/07 WHEELING ISLAND GAMING INC DE 1.01,9.01 01/19/07 WHITE MOUNTAINS INSURANCE GROUP LTD D0 1.01,5.02,9.01 01/20/07 WHX CORP DE 4.01,9.01 01/17/07 Wi-Tron, Inc. DE 4.01,9.01 01/23/07 WILLOW FINANCIAL BANCORP, INC. PA 7.01,8.01,9.01 01/17/07 WOODWARD GOVERNOR CO DE 2.02,9.01 01/22/07 WORLD TROPHY OUTFITTERS INC NV 1.01 01/20/07 WORLDWATER & POWER CORP DE 5.02 01/16/07 XEROX CORP NY 2.02,9.01 01/23/07 YAHOO INC DE 2.02,9.01 01/23/07 YANKEE CANDLE CO INC 8.01,9.01 01/23/07 ZHONGPIN INC. DE 4.02 11/10/06 ZIONS BANCORPORATION /UT/ UT 2.02,9.01 01/23/07