SEC NEWS DIGEST Issue 2007-17 January 26, 2007 COMMISSION ANNOUNCEMENTS OPTIONS EXCHANGES BEGIN PENNY QUOTING PILOT; SIMILAR MOVE FOR STOCKS HAS MEANT BETTER PRICES FOR INVESTORS On January 26, the Securities and Exchange Commission announced that the six options exchanges began quoting certain options on Whole Food Market, Inc. (WFMI) in pennies. This important move marks the first time options were quoted in penny increments and represents the beginning of a six-month pilot in which series of 13 options classes will be quoted in pennies. "While stocks have been quoted in pennies since 2001, options currently are quoted in nickels and dimes," said SEC Chairman Cox. "Quoting in penny increments has the potential to permit investors to trade options at better prices." Last summer, Chairman Cox urged each of the options exchanges to begin quoting a limited number of options in pennies by Jan. 29, 2007. "I thank the options exchanges and their members for putting in the work necessary to prepare for Friday's milestone," he said today. The 13 options classes included in the penny pilot program represent a diverse group of options with varied trading characteristics. The Commission expects the penny quoting in these classes during the pilot to provide it and market participants with valuable information about the impact of pennies on spreads, transaction costs, payment for order flow, and quote message traffic. The knowledge acquired during the pilot will be essential to the Commission's future decisions regarding penny quoting in options. Prior to the pilot, none of the nation's exchanges quoted options in pennies, although certain exchanges' rules have permitted trading in penny increments at prices better than the public quote. During the penny pilot, options in the 13 pilot classes that are priced below $3.00 will be quoted in pennies; options priced $3.00 and above will be quoted in nickels. All options in the QQQQ will be quoted in pennies. Each of the exchanges, and the Commission's Office of Economic Analysis, will analyze the impact of penny pricing on market quality. In addition, because quoting options in pennies is likely to increase quote message traffic, each of the exchanges is implementing strategies designed to reduce the quotations disseminated and will evaluate the impact of penny quoting on quote messages. The exchanges will roll out the remainder of the 13 options classes in the pilot program over the following two weeks. * Friday, Feb. 2, 2007: * General Electric Company (GE) * Microsoft Corporation (MSFT) * Feb. 9, 2007: * Agilent Technologies, Inc. (A) * Advanced Micro Devices, Inc. (AMD) * Caterpiller Inc. (CAT) * Flextronics International Ltd. (FLEX) * Ishares Russell 2000 Index (IWM) * Intel Corporation (INTC) * NASDAQ-100 Trust Shares (QQQQ) * Semiconductor HDLRs (SMH) * Sun Microsystems, Inc. (SUNW) * Texas Instruments Incorporated (TXN). (Press Rel. 2007-10) REPORTS ON ADMINISTRATIVE PROCEEDINGS Reports on Administrative Proceedings for the Periods April 1, 2005, through Sept. 30, 2005; Oct. 1, 2005, through March 31, 2006; and April 1, 2006, through Sept. 30, 2006, have been issued, giving summary statistical information on the Commission's administrative proceedings caseload. The reports are published in the SEC Docket and appear on the Commission's website (Rels. 34-55166, 34-55167 and 34- 55168). ENFORCEMENT PROCEEDINGS IN THE MATTER OF VERTICAL CAPITAL PARTNERS, INC. (NOW KNOWN AS ARJENT LTD.) AND FRANCESCA WOLFSOHN On January 25, the Securities and Exchange Commission issued an Order Instituting Cease-and-Desist Proceedings, Making Findings, and Imposing a Cease-and-Desist Order Pursuant to Section 21C of the Securities Exchange Act of 1934 and Section 203(k) of the Investment Advisers Act of 1940 against Vertical Capital Partners, Inc., formerly known as Security Capital Trading, Inc., and now known as Arjent Ltd., (Vertical) and Francesca Wolfsohn. The Order finds that, from 1999 and at least through the end of 2005, Vertical, a registered broker-dealer, sponsored a wrap fee program consisting of managed accounts traded by Wolfsohn, a registered representative at Vertical. Account agreements for the managed accounts provided that Vertical would not charge loads or sales commissions on mutual fund purchases. Contrary to these provisions, and without disclosure to clients, between August 2002 and August 2004, Vertical charged managed account clients approximately $530,000 in loads on mutual fund purchases. The overcharge was apparently the result of an error in Vertical's computerized trade entry process. Both Respondents, however, received, but failed to adequately review or investigate, monthly reports on Wolfsohn's compensation that should have alerted them to the improper charges. As a result, Vertical violated Section 206(2) of the Investment Advisers Act and Rule 10b-10 under the Securities Exchange Act of 1934, and Wolfsohn caused Vertical's violations of these provisions. Based on the above, the Order requires that (1) Vertical cease and desist from committing or causing any violations and any future violations of Section 206(2) of the Advisers Act and Rule 10b-10 under the Exchange Act; (2) Wolfsohn cease and desist from committing or causing any violations and any future violations of Section 206(2) of the Advisers Act and from causing any violations and any future violations of Rule 10b-10 under the Exchange Act; (3) Vertical comply with certain remedial undertakings; (4) Vertical pay $490,432.84, plus pre-judgment interest to managed account clients; (5) Vertical's prior voluntary repayment of $490,432.84 to managed account clients be deemed to satisfy its disgorgement obligations; and (6) Vertical pay managed account clients prejudgment interest in the total amount of $38,076.61. Vertical and Wolfsohn consented to the issuance of the Order without admitting or denying the findings. (Rels. 34-55177 and IA-2586; File No. 3-12550) INVESTMENT COMPANY ACT RELEASES FBR FUND ADVISERS, INC., ET AL. The Commission has issued an order to FBR Fund Advisers, Inc., et al. under Section 9(c) of the Investment Company Act exempting applicants from Section 9(a) of the Act with respect to a securities-related injunction entered by the U.S. District Court for the District of Columbia on Dec. 22, 2006. (Rel. IC-27676 - January 24) INTEGRITY LIFE INSURANCE COMPANY, ET AL. A notice has been issued giving interested persons until Feb. 16, 2007, to request a hearing on an application filed by Integrity Life Insurance Company, National Integrity Life Insurance Company, Separate Account I of Integrity Life Insurance Company, Separate Account II of Integrity Life Insurance Company, Separate Account I of National Integrity Life Insurance Company, and Separate Account II of National Integrity Life Insurance Company (the Separate Accounts). Applicants seek an order pursuant to Section 26(c) of the Investment Company Act to permit the substitution of securities issued by certain registered investment companies and held by the Separate Accounts for shares of certain other registered investment companies. (Rel. IC-27677 - January 24) SUN LIFE ASSURANCE COMPANY OF CANADA, ET AL. An order has been issued on an application filed by Sun Life Assurance Company of Canada (U.S.), Sun Life Insurance and Annuity Company of New York, Keyport Variable Account A, Sun Life of Canada(U.S.) Variable Account F, Sun Life of Canada (U.S.) Variable Account I, KBL Variable Annuity Account, KBL Variable Account A, Sun Life (N.Y.) Variable Account C (collectively, the Applicants) and Sun Capital Advisers Trust (together with Applicants, the Section 17(b) Applicants) pursuant to Section 26(c) of the Investment Company Act approving the proposed substitution of Class O shares of Alger American Growth Portfolio of the Alger American Fund and Class A and Class B shares of the AllianceBernstein VPS Large Cap Growth Portfolio of the AllianceBernstein Variable Product Series Fund with Initial and Service Class Shares of the SC FI Large Cap Growth Fund of Sun Capital Trust under certain variable life insurance policies and variable annuity contracts (the Substitutions). The order also exempts Section 17(b) Applicants from the provisions of Section 17(a) of the Act to the extent necessary to permit certain in-kind transactions in connection with the Substitutions. (Rel. IC-27688 - January 25) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change filed by the American Stock Exchange relating to the establishment of a pilot program that increases position and exercise limits for options on the iShares® Russell 2000® Index Fund (SR-Amex-2007-11) 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 January 29. (Rel. 34-55163) A proposed rule change filed by the Boston Stock Exchange relating to the establishment of a pilot program that increases position and exercise limits for options on the iShares® Russell 2000® Index Fund (SR-BSE-2007-03) 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 January 29. (Rel. 34-55171) A proposed rule change filed by the Chicago Board Options Exchange to extend the duration of the SizeQuote Mechanism pilot (SR-CBOE-2007-07) has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of January 29. (Rel. 34-55174) APPROVAL OF PROPOSED RULE CHANGES A proposed rule change (SR-Phlx-2006-74), as modified by Amendment Nos. 1 and 2 thereto, filed by the Philadelphia Stock Exchange relating to a pilot program to quote options in penny increments has been granted approval pursuant to Section 19(b)(2) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of January 29. (Rel. 34-55153) The Philadelphia Stock Exchange filed a proposed rule change (SR-Phlx- 2006-85) under Rule 19b-4 under the Securities Exchange Act of 1934 relating to listing standards for Basket Linked Notes. Publication is expected in the Federal Register during the week of January 29. (Rel. 34-55173) 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 AURELIO RESOURCE CORP, 5554 SOUTH PRINCE STREET, SUITE 209, LITTLETON, CO, 80120, (303) 797-3137 - 2,800,000 ($2,520,000.00) Equity, (File 333-140191 - Jan. 25) (BR. 04A) S-8 AURELIO RESOURCE CORP, 5554 SOUTH PRINCE STREET, SUITE 209, LITTLETON, CO, 80120, (303) 797-3137 - 2,200,000 ($1,980,000.00) Equity, (File 333-140192 - Jan. 25) (BR. 04A) S-1 Harris Stratex Networks, Inc., 1025 WEST NASA BLVD., MELBOURNE, FL, 32919, 321 727 9100 - 0 ($6,362,501.00) Equity, (File 333-140193 - Jan. 25) (BR. 11B) S-1 HAYNES INTERNATIONAL INC, 1020 WEST PARK AVE, PO BOX 9013, KOKOMO, IN, 46904, 3174566005 - 0 ($119,600,000.00) Equity, (File 333-140194 - Jan. 25) (BR. 06A) S-4 Expedia, Inc., 3150 139TH AVENUE SE, BELLEVUE, WA, 98005, (425)679-7200 - 0 ($500,000,000.00) Non-Convertible Debt, (File 333-140195 - Jan. 25) (BR. 05B) S-3ASR KELLY SERVICES INC, 999 W BIG BEAVER RD, TROY, MI, 48084, 2483624444 - 0 ($150,539,025.00) Equity, (File 333-140196 - Jan. 25) (BR. 11C) S-8 SUNPOWER CORP, 3939 NORTH FIRST STREET, SAN JOSE, CA, 95134, 408-240-5500 - 1,602,027 ($8,875,229.58) Equity, (File 333-140197 - Jan. 25) (BR. 10C) S-3ASR SUNPOWER CORP, 3939 NORTH FIRST STREET, SAN JOSE, CA, 95134, 408-240-5500 - 4,106,884 ($173,351,573.64) Equity, (File 333-140198 - Jan. 25) (BR. 10C) SB-2 SYMBOLLON CORP, 37 LORING DR, FRAMINGHAM, MA, 01702, 5084430165 - 6,255,317 ($7,120,745.00) Equity, (File 333-140200 - Jan. 25) (BR. 01C) SB-2 MM2 GROUP, INC., 750 ROUTE 34, MATAWAN, NJ, 07747, 7324417700 - 51,350,000 ($2,824,250.00) Equity, (File 333-140201 - Jan. 25) (BR. 11B) S-8 AMERICAN INTERNATIONAL INDUSTRIES INC, 601 CIEN ST, SUITE 235, KEMAH, TX, 77565-2701, 2813349479 - 250,000 ($1,175,000.00) Equity, (File 333-140202 - Jan. 25) (BR. 06A) S-8 NEW MEXICO SOFTWARE, INC, 5021 INDIAN SCHOOL ROAD NE, SUITE 100, ALBUQUERQUE, NM, 87110, 505-255-1999 - 20,000,000 ($1,030,000.00) Equity, (File 333-140203 - Jan. 25) (BR. 03A) SB-2 IntelliHome, Inc., 5150 FRANZ ROAD, SUITE 100, KATY, TX, 77493, 281-391-4199 - 9,000,000 ($900,000.00) Equity, (File 333-140204 - Jan. 25) (BR. ) S-8 EV Energy Partners, LP, 1001 FANNIN, SUITE 800, HOUSTON, TX, 77002, 713-659-3500 - 775,000 ($18,173,750.00) Equity, (File 333-140205 - Jan. 25) (BR. 04C) S-8 MIDWAY GAMES INC, 2704 WEST ROSCOE STREET, CHICAGO, IL, 60618, 7739612222 - 0 ($18,855,000.00) Equity, (File 333-140206 - Jan. 25) (BR. 03C) S-8 ZEBRA TECHNOLOGIES CORP/DE, 333 CORPORATE WOODS PKWY, VERNON HILLS, IL, 60061, 7086346700 - 0 ($300,075.09) Equity, (File 333-140207 - Jan. 25) (BR. 10C) S-3ASR DOBSON COMMUNICATIONS CORP, 14201 WIRELESS WAY, OKLAHOMA CITY, OK, 73134, 4053918500 - 0 ($160,000,000.00) Debt Convertible into Equity, (File 333-140208 - Jan. 25) (BR. 11C) S-3 AMDL INC, 2492 WALNUT AVENUE, STE 100, TUSTIN, CA, 92780, 7145054460 - 0 ($2,612,909.00) Equity, (File 333-140211 - Jan. 25) (BR. 10A) S-1 GVI SECURITY SOLUTIONS INC, 1621 WEST CROSBY, SUITE 104, CARROLLTON, TX, 75006, 9722457353 - 8,150,789 ($7,620,987.72) Equity, (File 333-140212 - Jan. 25) (BR. 11C) S-8 MEMORY PHARMACEUTICALS CORP, 100 PHILIPS PARKWAY, MONTVALE, NJ, 07645, 2018027100 - 0 ($6,232,000.00) Equity, (File 333-140213 - Jan. 25) (BR. 01A) S-8 PEABODY ENERGY CORP, 701 MARKET ST, ST LOUIS, MO, 63101-1826, 3143423400 - 3,300,000 ($129,838,500.00) Equity, (File 333-140218 - Jan. 25) (BR. 04A) S-4 Intelsat CORP, 3400 INTERNATIONAL DRIVE, WASHINGTON, DC, 20008, 202-944-6800 - 0 ($575,000,000.00) Non-Convertible Debt, (File 333-140219 - Jan. 25) (BR. 11B) S-8 JANUS CAPITAL GROUP INC, 151 DETROIT ST, DENVER, CO, 80206, 3033333863 - 0 ($322,350,000.00) Equity, (File 333-140220 - Jan. 25) (BR. 11A) S-3ASR COMMERCE BANCSHARES INC /MO/, 1000 WALNUT, KANSAS CITY, MO, 64106, 8162342000 - 0 ($18,851,356.80) Equity, (File 333-140221 - Jan. 25) (BR. 07C) S-3ASR SL GREEN REALTY CORP, 420 LEXINGTON AVENUE, ATTN: STEVEN KAHN, NEW YORK, NY, 10170, 2125942700 - 0 ($0.00) Other, (File 333-140222 - Jan. 25) (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 ------------------------------------------------------------------------------------------------------- 1ST SOURCE CORP IN 2.02,9.01 12/31/06 3D SYSTEMS CORP DE 1.01,9.01 01/19/07 A CONSULTING TEAM INC NY 8.01,9.01 01/25/07 ABAXIS INC CA 2.02,9.01 01/25/07 ACROSS AMERICA REAL ESTATE CORP CO 7.01,9.01 01/25/07 ACTIS GLOBAL VENTURES INC NV 4.01 01/24/07 ACTIVISION INC /NY DE 2.02,4.02,8.01,9.01 01/23/07 ACXIOM CORP DE 9.01 01/24/07 AMEND Advance America, Cash Advance Centers DE 8.01,9.01 01/24/07 ADVANTA CORP DE 2.02,9.01 01/25/07 AEI INCOME & GROWTH FUND XXII LTD PAR MN 2.01,9.01 01/19/07 Affinion Group, Inc. DE 7.01,9.01 01/24/07 AGERE SYSTEMS INC DE 2.02,9.01 01/25/07 AHPC Holdings, Inc. MD 3.01 01/19/07 Aircastle LTD D0 1.01,9.01 01/22/07 Aircastle LTD D0 1.01,2.03,9.01 01/22/07 ALASKA AIR GROUP INC DE 2.02,9.01 01/25/07 Alberto-Culver CO DE 2.02,9.01 01/25/07 ALCOA INC PA 8.01,9.01 01/22/07 ALICO INC FL 7.01,8.01,9.01 01/23/07 ALLIANCE DATA SYSTEMS CORP DE 1.01,2.03,9.01 01/24/07 ALLIANCEBERNSTEIN HOLDING L.P. DE 2.02,7.01,9.01 01/24/07 ALLIANCEBERNSTEIN L.P. DE 2.02,7.01,9.01 01/24/07 Allis Chalmers Energy Inc. DE 1.01,7.01,8.01,9.01 01/23/07 Allis Chalmers Energy Inc. DE 7.01,9.01 01/24/07 ALLSTATE LIFE GLOBAL FUNDING DE 9.01 01/19/07 ALPHARMA INC DE 5.01,9.01 01/20/07 AMB FINANCIAL CORP DE 2.02,9.01 01/25/07 AMEDIA NETWORKS, INC. DE 1.01,2.03,9.01 01/19/07 AMERIANA BANCORP IN 5.02,9.01 01/19/07 AMERICAN COMMUNITY BANCSHARES INC NC 2.02,8.01,9.01 01/24/07 AMERICAN ENTERPRISE DEVELOPMENT CORP TX 5.03 01/01/07 AMERICAN HOME MORTGAGE INVESTMENT COR MD 2.02,9.01 01/25/07 AMERICAN INTERNATIONAL VENTURES INC / DE 8.01 01/18/07 AMEND AMERICAN TECHNICAL CERAMICS CORP DE 1.01,2.03 01/25/07 AMERIPRISE FINANCIAL INC DE 2.02,9.01 01/25/07 AMETEK INC/ DE 2.02,9.01 01/24/07 AMGEN INC DE 2.02,9.01 01/25/07 AMPCO PITTSBURGH CORP PA 2.02 12/31/06 ANGIODYNAMICS INC DE 8.01,9.01 01/24/07 ANGIODYNAMICS INC DE 8.01,9.01 01/24/07 AMEND API Nanotronics Corp. DE 3.02 11/28/06 APPLERA CORP DE 2.02,9.01 01/25/07 ARBINET THEXCHANGE INC DE 8.01,9.01 01/24/07 ARBOR REALTY TRUST INC MD 8.01,9.01 01/25/07 ARIEL WAY INC FL 1.01,9.01 01/25/07 ASHLAND INC. KY 5.02 01/25/07 Asset Backed Securities CORP Home Equ DE 8.01,9.01 01/25/07 AMEND ASTA FUNDING INC DE 5.02,8.01 12/19/06 AMEND ASTORIA FINANCIAL CORP DE 2.02,8.01,9.01 01/25/07 AT&T INC. DE 2.02,9.01 12/31/06 AT&T INC. DE 8.01 01/25/07 AT&T INC. DE 2.01,8.01,9.01 01/25/07 AMEND ATLANTIC COAST FEDERAL CORP X1 5.02,9.01 11/08/06 AMEND AUTODESK INC DE 5.02,9.01 01/19/07 AVNET INC NY 2.02,9.01 01/25/07 AVOCENT CORP DE 2.02,9.01 01/25/07 AZUR HOLDINGS, INC. DE 2.04 01/19/07 B&G Foods, Inc. DE 1.01,9.01 01/22/07 BA Credit Card Funding, LLC DE 8.01,9.01 01/25/07 BALDOR ELECTRIC CO MO 8.01,9.01 01/25/07 BALL CORP IN 2.02,9.01 01/25/07 BANCORP RHODE ISLAND INC 8.01,9.01 01/24/07 BANCORP RHODE ISLAND INC 2.02,9.01 01/25/07 BANK HOLDINGS NV 4.02 12/22/06 AMEND BANKUNITED FINANCIAL CORP FL 5.02,8.01 01/19/07 BARD C R INC /NJ/ NJ 2.02,9.01 01/25/07 BAXTER INTERNATIONAL INC DE 2.02,9.01 01/25/07 BEAR STEARNS COMPANIES INC DE 8.01,9.01 01/25/07 BEAZER HOMES USA INC DE 2.02,9.01 01/25/07 bebe stores, inc. CA 2.02,9.01 12/30/06 BECTON DICKINSON & CO NJ 2.02,9.01 01/25/07 BEMIS CO INC MO 2.02,9.01 01/25/07 BIOSPECIFICS TECHNOLOGIES CORP DE 4.02,9.01 01/21/07 BJ SERVICES CO DE 2.02 01/25/07 BLACK GAMING, LLC 8.01 12/31/06 BLAIR CORP DE 5.02,9.01 01/21/07 BLUEFLY INC DE 1.01,9.01 01/25/07 BMW Vehicle Owner Trust 2004-A 9.01 01/25/07 BMW Vehicle Owner Trust 2005-A 9.01 01/25/07 BOSTON BEER CO INC MA 5.02 01/22/07 BOSTON CAPITAL REAL ESTATE INVESTMENT MD 8.01,9.01 01/25/07 BOSTON PRIVATE FINANCIAL HOLDINGS INC MA 2.02,9.01 01/24/07 BRISTOL MYERS SQUIBB CO DE 2.02,9.01 01/25/07 BROADCAST INTERNATIONAL INC UT 1.02,5.02,9.01 01/22/07 BRUNSWICK CORP DE 2.02,9.01 01/25/07 BRYN MAWR BANK CORP PA 2.02,7.01,9.01 01/25/07 CABOT CORP DE 2.02,9.01 01/24/07 CABOT MICROELECTRONICS CORP DE 2.02,9.01 01/25/07 CADENCE FINANCIAL CORP MS 2.02,9.01 01/25/07 Calamos Asset Management, Inc. /DE/ 5.02,5.03,9.01 01/23/07 CALIFORNIA WATER SERVICE GROUP DE 8.01,9.01 01/24/07 CALLIDUS SOFTWARE INC 2.02,9.01 01/25/07 CAPITAL GROWTH SYSTEMS INC /FL/ FL 1.01,3.02,5.02,8.01,9.01 01/19/07 CARBIZ INC A6 1.01,9.01 01/19/07 CARDINAL HEALTH INC OH 1.01,2.02,8.01,9.01 01/24/07 CARDINAL HEALTH INC OH 7.01,9.01 01/25/07 CAROLINA BANK HOLDINGS INC NC 2.02,9.01 01/19/07 CARRIAGE SERVICES INC DE 1.01 01/22/07 CATHAY GENERAL BANCORP DE 2.02,9.01 01/25/07 CAVCO INDUSTRIES INC DE 2.02,9.01 01/25/07 CELADON GROUP INC DE 2.02,9.01 01/24/07 CELLEGY PHARMACEUTICALS INC CA 4.01 01/22/07 CELLEGY PHARMACEUTICALS INC CA 5.02,9.01 01/23/07 Celsius Holdings, Inc. NV 1.01,9.01 01/24/07 CENTRAL BANCORP INC /MA/ MA 1.01,5.03,9.01 01/24/07 CEVA INC DE 2.02,9.01 01/25/07 CHARLOTTE RUSSE HOLDING INC 2.02,9.01 01/25/07 CHASE BANK USA, NATIONAL ASSOCIATION DE 8.01,9.01 01/25/07 ChaseFlex Trust Series 2007-1 DE 8.01,9.01 01/25/07 China Health Holding, Inc. NV 4.01,9.01 01/19/07 China Health Holding, Inc. NV 1.01,9.01 01/19/06 CHINA WIRELESS COMMUNICATIONS INC NV 5.02 01/19/07 CHOLESTECH CORPORATION CA 3.03,9.01 01/25/07 CIPRICO INC DE 2.02,9.01 01/25/07 CIT GROUP INC DE 1.01,9.01 01/24/07 CKE RESTAURANTS INC DE 1.01,7.01,9.01 01/22/07 CLARIENT, INC DE 7.01,9.01 01/24/07 CLEARONE COMMUNICATIONS INC UT 2.02,9.01 01/25/07 CMS ENERGY CORP MI 4.01,9.01 01/24/07 CNB FINANCIAL CORP/PA PA 2.02 01/22/07 COACTIVE MARKETING GROUP INC DE 4.01,9.01 01/10/07 AMEND COLLINS & AIKMAN FLOOR COVERINGS INC DE 1.01,9.01 01/18/07 COLUMBIA BANCORP \OR\ OR 2.02,9.01 01/24/07 COLUMBIA SPORTSWEAR CO OR 2.02,7.01,9.01 01/25/07 COMERICA INC /NEW/ DE 5.03,9.01 01/23/07 COMMERCE ENERGY GROUP, INC. DE 7.01,9.01 01/25/07 COMMERCIAL BANKSHARES INC FL 1.01,7.01,9.01 01/23/07 COMMONWEALTH BANKSHARES INC VA 2.02,9.01 01/25/07 COMMUNITY TRUST BANCORP INC /KY/ KY 1.01 01/23/07 COMMUNITY WEST BANCSHARES / CA 2.02,9.01 01/25/07 COMPOSITE TECHNOLOGY CORP NV 1.01,7.01,9.01 01/19/07 CONECTISYS CORP CO 1.01 01/17/06 CONEXANT SYSTEMS INC DE 2.02,9.01 01/25/07 CONSOL ENERGY INC 2.02,9.01 01/25/07 CONSUMERS BANCORP INC /OH/ OH 2.02,9.01 01/25/07 COOPER INDUSTRIES LTD 2.02,9.01 01/25/07 CORNING INC /NY NY 5.02 01/24/07 Courtside Acquisition Corp DE 1.01,9.01 01/24/07 Courtside Acquisition Corp DE 9.01 01/24/07 AMEND COWLITZ BANCORPORATION WA 2.02,9.01 01/25/07 CPI CORP DE 8.01,9.01 01/24/07 CRAWFORD & CO GA 5.02,9.01 01/19/07 CTC Media, Inc. 7.01 01/24/07 CUISINE SOLUTIONS INC DE 2.02,9.01 01/23/07 CYBERSOURCE CORP DE 2.02,9.01 01/25/07 CYPRESS SEMICONDUCTOR CORP /DE/ DE 2.02,9.01 01/25/07 DAKTRONICS INC /SD/ SD 1.01,2.03,9.01 01/23/07 DANAHER CORP /DE/ DE 2.02,9.01 01/24/07 DANAHER CORP /DE/ DE 5.02 01/24/07 DARLING INTERNATIONAL INC DE 5.02 01/16/07 AMEND DAYSTAR TECHNOLOGIES INC DE 1.01,3.02,9.01 01/19/07 DELTA PETROLEUM CORP/CO CO 8.01,9.01 01/23/07 DELUXE CORP MN 2.02,9.01 01/25/07 DEVRY INC DE 2.02,9.01 01/25/07 DHB INDUSTRIES INC DE 1.01 01/17/07 Diagnostic CORP of America DE 4.01,9.01 01/12/07 AMEND DIGITAS INC DE 5.01,5.02,9.01 01/25/07 DIONICS INC DE 4.01,9.01 12/31/06 DOCUCORP INTERNATIONAL INC DE 8.01 01/25/07 DOV PHARMACEUTICAL INC DE 8.01,9.01 01/24/07 DOVER DOWNS GAMING & ENTERTAINMENT IN DE 2.02,7.01,9.01 01/25/07 DOVER MOTORSPORTS INC DE 2.02,7.01,9.01 01/25/07 DOW CHEMICAL CO /DE/ DE 2.02,9.01 01/25/07 DOW JONES & CO INC DE 2.02,9.01 01/25/07 Dujour Products, Inc. NV 5.02 01/22/07 DUSKA THERAPEUTICS, INC. NV 1.01,3.02,9.01 01/25/07 Dutch Gold Resources Inc CO 2.01,3.02,5.02,9.01 01/17/07 Dynegy Acquisition, Inc. DE 8.01,9.01 01/25/07 EAST COAST DIVERSIFIED CORP NV 5.06 04/30/06 AMEND EASTERN VIRGINIA BANKSHARES INC VA 2.02,9.01 01/19/07 EASTMAN CHEMICAL CO DE 2.02,9.01 01/25/07 EBIX INC DE 8.01,9.01 01/25/07 Eddie Bauer Holdings, Inc. DE 8.01,9.01 01/25/07 EFUNDS CORP DE 2.02,8.01 01/25/07 ELEPHANT TALK COMMUNICATIONS INC CA 1.02,2.01,3.02,5.02,8.01 01/24/07 EMC INSURANCE GROUP INC IA 7.01 01/25/07 EMULEX CORP /DE/ DE 2.02,9.01 01/25/07 ENESCO GROUP INC IL 1.01,2.03,8.01,9.01 01/21/07 ENTERPRISE FINANCIAL SERVICES CORP DE 2.02,9.01 01/24/07 ENZO BIOCHEM INC NY 5.02 01/25/07 EQUISTAR CHEMICALS LP DE 2.02,9.01 01/25/07 EQUITABLE RESOURCES INC /PA/ PA 2.02,9.01 01/25/07 EQUITY OFFICE PROPERTIES TRUST MD 8.01,9.01 01/24/07 EQUITY OFFICE PROPERTIES TRUST MD 1.01,8.01,9.01 01/24/07 ESCALA GROUP INC NY 4.02 01/25/07 Expedia, Inc. 8.01,9.01 01/24/07 FAIRCHILD SEMICONDUCTOR INTERNATIONAL DE 2.02 01/25/07 FAR EAST ENERGY CORP 5.02 01/20/07 FASTENAL CO MN 8.01,9.01 01/25/07 Federal Home Loan Bank of Atlanta X1 2.03 01/22/07 Federal Home Loan Bank of Boston X1 2.03 01/22/07 Federal Home Loan Bank of Chicago X1 2.03 01/22/07 Federal Home Loan Bank of Dallas 2.03 01/22/07 Federal Home Loan Bank of Des Moines X1 2.03,9.01 01/22/06 Federal Home Loan Bank of New York X1 2.03,9.01 01/22/07 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 01/22/07 Federal Home Loan Bank of San Francis X1 2.03 01/22/07 Federal Home Loan Bank of Seattle 2.03 01/24/07 Federal Home Loan Bank of Topeka 2.03 01/22/07 Federal Services Acquisition CORP DE 2.01 01/16/07 AMEND FINANCIAL INSTITUTIONS INC NY 2.02,9.01 01/24/07 FINANCIAL INSTITUTIONS INC NY 2.02,9.01 01/24/07 AMEND Financial Media Group, Inc. NV 8.01,9.01 01/25/07 FIRST COMMUNITY BANCORP /CA/ CA 2.02,9.01 01/23/07 FIRST FINANCIAL BANKSHARES INC TX 2.02,9.01 01/24/07 FIRST MARBLEHEAD CORP 2.02,9.01 01/25/07 FIRST NIAGARA FINANCIAL GROUP INC DE 2.02,9.01 01/25/07 FIRST POTOMAC REALTY TRUST MD 7.01 01/25/07 FIRST SECURITY GROUP INC/TN TN 2.02 01/25/07 FIRSTBANK CORP MI 2.02,9.01 01/24/07 FLOW INTERNATIONAL CORP WA 5.02 01/19/07 AMEND FMC TECHNOLOGIES INC DE 7.01,9.01 01/24/07 FORCE PROTECTION INC NV 5.02,9.01 01/19/07 FORD MOTOR CO DE 2.02,9.01 01/25/07 FORD MOTOR CREDIT CO DE 2.02,9.01 01/25/07 FORSTER DRILLING CORP NV 4.01,9.01 01/18/07 AMEND Fortress America Acquisition CORP DE 1.01,2.01,3.02,3.03,5.02, 01/19/07 5.03,5.06,9.01 FP Technology, Inc. DE 1.01 01/24/07 FRANKLIN RESOURCES INC DE 2.02,9.01 01/25/07 FreightCar America, Inc. DE 5.02,8.01,9.01 01/24/07 FTD Group, Inc. 2.02,9.01 01/25/07 FX ENERGY INC NV 8.01,9.01 01/25/07 G REIT INC MD 1.01,9.01 01/19/07 GATX CORP NY 2.02,7.01,9.01 01/25/07 General Finance CORP DE 1.01,8.01,9.01 01/20/07 GeoMet, Inc. DE 8.01,9.01 01/23/07 Georgetown Bancorp, Inc. X1 5.02,9.01 01/19/07 Georgia Exploration, Inc. NV 3.02 01/03/07 GETTY IMAGES INC DE 7.01,9.01 01/25/07 Global Cash Access Holdings, Inc. DE 1.01,9.01 01/25/07 GLOBAL IMAGING SYSTEMS INC DE 2.02,7.01,9.01 01/25/07 GOLDEN TELECOM INC DE 1.01,2.03,9.01 01/25/07 GP STRATEGIES CORP DE 5.02 01/19/07 GP STRATEGIES CORP DE 2.01,8.01,9.01 01/23/07 Granite Master Issuer plc X0 8.01,9.01 01/23/07 GREIF INC DE 7.01,9.01 01/22/07 GRUBB & ELLIS CO DE 1.01,9.01 01/19/07 H&R BLOCK INC MO 1.01,2.03 01/19/07 HALF ROBERT INTERNATIONAL INC /DE/ DE 2.02,8.01,9.01 01/25/07 HANOVER CAPITAL MORTGAGE HOLDINGS INC MD 8.01,9.01 01/24/07 HARMAN INTERNATIONAL INDUSTRIES INC / DE 2.02,7.01,9.01 12/31/06 HARSCO CORP DE 5.03,9.01 01/23/07 HARTFORD FINANCIAL SERVICES GROUP INC DE 2.02,9.01 01/25/07 HEALTH CARE REIT INC /DE/ DE 5.02,7.01,9.01 01/22/07 HEALTHCARE ACQUISITION CORP DE 1.01,2.03,9.01 01/19/07 HealthSpring, Inc. DE 5.02 01/22/07 HENNESSY ADVISORS INC 2.02,9.01 01/25/07 HEPALIFE TECHNOLOGIES INC FL 7.01,9.01 01/22/07 HERITAGE FINANCIAL CORP /WA/ WA 5.02,9.01 01/25/07 HEXCEL CORP /DE/ DE 2.02,7.01,8.01,9.01 01/25/07 HINES REAL ESTATE INVESTMENT TRUST IN 1.01,2.03,8.01 01/19/07 HOMASSIST CORP NV 5.03,9.01 01/23/07 HOME DIRECTOR INC DE 4.01,9.01 04/07/05 HOME FEDERAL BANCORP, INC. OF LOUISIA 2.02,9.01 01/25/07 HSI Asset Loan Obligation Trust 2007- 8.01,9.01 01/25/07 HUBBELL INC CT 2.02 01/25/07 HYTHIAM INC DE 2.02,9.01 01/25/07 iBroadband, Inc. NV 5.02 01/25/07 ICU MEDICAL INC/DE DE 8.01,9.01 01/25/07 IDM PHARMA, INC. DE 5.02 01/22/07 IKON OFFICE SOLUTIONS INC OH 2.02,9.01 01/25/07 IMAGE ENTERTAINMENT INC DE 5.02,9.01 01/22/07 IMATION CORP DE 2.02,7.01,9.01 01/25/07 IMCLONE SYSTEMS INC DE 2.02,9.01 01/25/07 IMPSAT FIBER NETWORKS INC DE 5.02 01/25/07 Independence Bancshares, Inc. SC 2.02,9.01 01/25/07 INDYMAC BANCORP INC DE 2.02,5.02,5.03,7.01,9.01 01/23/07 INFE HUMAN RESOURCES INC NV 4.01 01/25/07 INFORMATICA CORP DE 2.02,9.01 01/25/07 Ingen Technologies, Inc. 1.01,8.01 01/18/07 INSIGHT ENTERPRISES INC DE 8.01 01/19/07 instaCare Corp. NV 4.01,9.01 01/03/07 Intelsat CORP DE 1.01,9.01 01/19/07 INTELSAT LTD 1.01,9.01 01/19/07 INTERACTIVE SYSTEMS WORLDWIDE INC /DE DE 3.01,9.01 01/19/07 INTERCARE DX INC CA 1.01 01/25/07 INTERNATIONAL BUSINESS MACHINES CORP NY 8.01 01/25/07 INTERNATIONAL RECTIFIER CORP /DE/ DE 2.02,9.01 01/25/07 INTERNATIONAL SHIPHOLDING CORP DE 2.02,9.01 01/25/07 INTERNATIONAL SPEEDWAY CORP FL 2.02,7.01,8.01,9.01 01/25/07 INYX INC NV 7.01,9.01 01/25/07 IONATRON, INC. DE 5.02,9.01 01/19/07 iPCS, INC DE 2.02,9.01 01/25/07 IRVINE SENSORS CORP/DE/ DE 3.01,9.01 01/19/07 ISRAMCO INC DE 1.02,9.01 01/20/07 ISTAR FINANCIAL INC MD 1.01,9.01 01/19/07 ITT EDUCATIONAL SERVICES INC DE 2.02 01/25/07 J&J SNACK FOODS CORP NJ 2.02,9.01 01/25/07 JACUZZI BRANDS INC DE 8.01,9.01 01/25/07 JANUS CAPITAL GROUP INC DE 2.02,8.01,9.01 01/23/07 Juniper Partners Acquisition Corp. DE 2.01,2.02,3.03,5.01,5.02, 01/19/07 5.03,5.06,9.01 KB HOME DE 5.02 12/07/06 KBL Healthcare Acquisition Corp. II DE 1.01,9.01 09/01/06 AMEND KEANE, INC. MA 5.02,9.01 01/22/07 KEITHLEY INSTRUMENTS INC OH 2.02,9.01 01/25/07 KELLY SERVICES INC DE 8.01,9.01 01/25/07 KELLY SERVICES INC DE 2.02,2.05,9.01 01/24/07 KIMBERLY CLARK CORP DE 2.02,9.01 01/25/07 KIRBY CORP NV 2.02,9.01 01/24/07 KNIGHT TRANSPORTATION INC AZ 2.02,9.01 01/24/07 KULICKE & SOFFA INDUSTRIES INC PA 2.02,9.01 01/25/07 LACLEDE GROUP INC MO 2.02,7.01,9.01 01/25/07 LACLEDE GROUP INC MO 7.01,9.01 01/25/07 LACLEDE GROUP INC MO 7.01,9.01 01/25/07 Lares Asset Securitization, Inc. DE 9.01 01/25/07 LASERCARD CORP DE 2.02,9.01 01/25/07 LATTICE SEMICONDUCTOR CORP DE 2.02,9.01 01/25/07 LEAR CORP DE 2.02,2.05,2.06,7.01,9.01 01/25/07 LEGG MASON INC MD 2.02,9.01 12/31/06 LEGGETT & PLATT INC MO 2.02,9.01 01/25/07 Lexington Energy Services Inc. NV 5.02 01/24/07 LIONBRIDGE TECHNOLOGIES INC /DE/ DE 1.01 01/22/07 Live Nation, Inc. DE 8.01 01/25/07 LOCKHEED MARTIN CORP MD 2.02,9.01 01/25/07 LSI INDUSTRIES INC OH 2.02,9.01 01/25/07 LUMINEX CORP DE 7.01,9.01 01/25/07 LYONDELL CHEMICAL CO DE 2.02,7.01,9.01 01/25/07 MAGMA DESIGN AUTOMATION INC DE 2.02,9.01 01/25/07 Magnum dOr Resources Inc 5.01 01/25/07 MAKEMUSIC, INC. MN 4.02 01/19/07 MASTEC INC FL 1.01,8.01,9.01 01/16/07 MASTR Asset Backed Securities Trust 2 DE 2.01,9.01 12/05/06 MCDATA CORP DE 8.01 01/25/07 MCGRAW-HILL COMPANIES INC NY 2.02,7.01,9.01 01/25/07 MCKESSON CORP DE 2.02,9.01 01/25/07 MDC HOLDINGS INC DE 5.02,8.01 01/22/07 MEDICOR LTD DE 5.02,9.01 01/24/07 MEMC ELECTRONIC MATERIALS INC DE 2.02,9.01 01/25/07 MERCHANTS BANCSHARES INC DE 2.02,9.01 01/24/07 MERCURY COMPUTER SYSTEMS INC MA 2.02,9.01 01/25/07 MESA OFFSHORE TRUST TX 7.01,9.01 01/25/07 MICHAELS STORES INC DE 1.01,9.01 01/19/07 MICROFIELD GROUP INC OR 5.02 01/19/07 MICROSEMI CORP DE 2.02 01/25/07 MICROSOFT CORP WA 2.02,9.01 01/25/07 MIDDLEBURG FINANCIAL CORP VA 5.02 01/19/07 MIDWEST AIR GROUP INC WI 2.02,9.01 01/25/07 MIDWEST AIR GROUP INC WI 8.01,9.01 01/25/07 MIDWEST AIR GROUP INC WI 8.01,9.01 01/25/07 AMEND MILLENNIUM BANKSHARES CORP VA 8.01,9.01 01/25/07 MILLENNIUM CHEMICALS INC DE 2.02,9.01 01/25/07 MINERALS TECHNOLOGIES INC DE 8.01,9.01 01/24/07 MITEK SYSTEMS INC DE 4.01,9.01 01/19/07 MITEK SYSTEMS INC DE 1.02 01/23/07 MOBILEPRO CORP DE 8.01 01/24/07 MOBIUS MANAGEMENT SYSTEMS INC DE 2.02,9.01 01/25/07 MONROE BANCORP IN 2.02,9.01 01/25/07 Morgan Stanley Mortgage Loan Trust 20 8.01,9.01 09/29/06 Morgan Stanley Mortgage Loan Trust 20 8.01,9.01 09/29/06 Morgan Stanley Mortgage Loan Trust 20 8.01,9.01 10/31/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/28/06 MV Oil Trust DE 1.01,5.03,8.01,9.01 01/18/07 NATIONAL CITY CORP DE 8.01,9.01 01/25/07 NATIONAL FINANCIAL PARTNERS CORP 1.01,2.03,9.01 01/22/07 NATIONAL PENN BANCSHARES INC PA 2.02,7.01 01/25/07 Naugatuck Valley Financial Corp X1 2.02,9.01 01/23/07 NAVISTAR INTERNATIONAL CORP DE 1.01,2.03,9.01 01/19/07 AMEND NBO SYSTEMS INC MD 5.02 01/03/07 NCR CORP MD 1.01,2.02,5.03,7.01,9.01 01/19/07 NETSCOUT SYSTEMS INC DE 2.02,9.01 01/25/07 NETWORK CN INC DE 1.01,8.01,9.01 01/24/07 New Century Energy Corp. CO 4.01,9.01 01/22/07 NEW JERSEY RESOURCES CORP NJ 1.01,5.02,9.01 01/24/07 NEW MEXICO SOFTWARE, INC NV 4.01,9.01 01/12/07 NewMarket Technology Inc NV 7.01,8.01,9.01 01/22/07 NEXITY FINANCIAL CORP DE 2.02,9.01 01/25/07 NITROMED INC DE 5.02,8.01,9.01 01/19/07 NNN Healthcare/Office REIT, Inc. MD 1.01,2.01,2.03,7.01,9.01 01/22/07 NOBLE CORP 2.02,9.01 01/25/07 NORTH BAY BANCORP/CA CA 5.02 01/22/07 NORTHERN TECHNOLOGIES INTERNATIONAL C DE 5.02,9.01 01/23/07 NORTHROP GRUMMAN CORP /DE/ DE 2.02,9.01 01/25/07 NORTHWEST INDIANA BANCORP IN 2.02,9.01 01/24/07 NPC INTERNATIONAL INC KS 5.02,9.01 01/24/07 NSTAR/MA MA 2.02,9.01 01/25/07 NU SKIN ENTERPRISES INC DE 1.01,2.03,5.02,9.01 01/19/07 NUCOR CORP DE 2.02,9.01 01/25/07 NUVASIVE INC DE 1.01,2.01,3.02,9.01 01/23/07 OCCIDENTAL PETROLEUM CORP /DE/ DE 2.02,8.01 01/25/07 Omni Financial Services, Inc. GA 2.02,9.01 01/24/07 OPENWAVE SYSTEMS INC DE 2.02,9.01 01/25/07 OPLINK COMMUNICATIONS INC DE 2.02,9.01 01/25/06 ORMAT TECHNOLOGIES, INC. DE 1.01,8.01,9.01 01/25/07 OSAGE BANCSHARES, INC. MD 2.02,8.01,9.01 01/25/07 OVERLAND STORAGE INC CA 2.02,9.01 01/25/07 OVERSEAS SHIPHOLDING GROUP INC DE 8.01,9.01 01/23/07 PACIFIC PREMIER BANCORP INC DE 2.02,9.01 01/25/07 PACIFICNET INC DE 4.01 01/19/07 PACKETEER INC DE 2.02,9.01 01/25/07 PANTRY INC DE 2.02,9.01 01/25/07 Paramount Acquisition Corp DE 8.01,9.01 01/24/07 PAREXEL INTERNATIONAL CORP MA 2.02,9.01 01/24/07 PC CONNECTION INC DE 2.02,9.01 01/25/07 PEABODY ENERGY CORP DE 2.02,9.01 01/25/07 PEOPLES BANCORP IN 9.01 12/31/06 PEOPLES BANCORP INC OH 2.02,9.01 12/31/06 PEOPLES BANCORP INC OH 7.01,9.01 01/25/07 PEOPLES BANCORP OF NORTH CAROLINA INC NC 2.02,9.01 01/22/07 PER SE TECHNOLOGIES INC DE 8.01,9.01 01/24/07 PERKINELMER INC MA 2.02,9.01 01/25/07 Permanent Funding (No. 2) LTD X0 1.01,9.01 01/25/07 PetroHunter Energy Corp MD 1.01,2.03,9.01 01/09/07 AMEND PHARMACYCLICS INC DE 2.02,9.01 01/25/07 PHH CORP MD 2.02,7.01 01/24/07 Phinder Technologies Inc A6 1.01,9.01 01/25/07 PHOENIX TECHNOLOGIES LTD DE 2.02,9.01 01/25/07 PINNACLE FINANCIAL PARTNERS INC TN 5.02,9.01 01/19/07 PLATO LEARNING INC DE 4.01,9.01 01/19/07 PLM EQUIPMENT GROWTH & INCOME FUND VI CA 8.01 01/24/07 PLX TECHNOLOGY INC DE 2.02,9.01 01/25/07 PMC SIERRA INC DE 2.02 01/25/07 POINDEXTER J B & CO INC DE 2.02,7.01 01/23/07 POLARIS INDUSTRIES INC/MN MN 2.02 01/25/07 Polonia Bancorp 1.01,9.01 01/22/07 POLYONE CORP 5.02 01/19/07 Porter Bancorp, Inc. KY 2.02,9.01 01/25/07 POTASH CORP OF SASKATCHEWAN INC 2.02,9.01 01/25/07 PROVIDENT FINANCIAL HOLDINGS INC DE 1.01,5.02 01/25/07 PROVIDENT FINANCIAL SERVICES INC DE 2.02,7.01,9.01 01/25/07 PS BUSINESS PARKS INC/CA CA 7.01,9.01 01/24/07 PYRAMID OIL CO CA 8.01 01/22/07 QNB CORP PA 2.02,9.01 01/24/07 QUEST DIAGNOSTICS INC DE 2.02,9.01 01/25/07 Quintana Maritime LTD 1T 1.01,9.01 01/22/07 RAIT Financial Trust MD 1.01,5.02,8.01,9.01 01/23/07 RANCHER ENERGY CORP. NV 1.01,3.02,7.01,9.01 01/19/07 RANCHER ENERGY CORP. NV 9.01 12/22/06 AMEND RBS GLOBAL INC DE 7.01 01/24/07 READERS DIGEST ASSOCIATION INC DE 2.02,7.01,9.01 12/31/06 READERS DIGEST ASSOCIATION INC DE 8.01,9.01 01/25/07 READING INTERNATIONAL INC NV 1.01 01/19/07 REFAC OPTICAL GROUP DE 8.01,9.01 01/19/07 RENAISSANCERE HOLDINGS LTD 2.04,8.01,9.01 01/25/07 REPTRON ELECTRONICS INC FL 8.01,9.01 01/24/07 REVLON CONSUMER PRODUCTS CORP DE 3.02,7.01,9.01 01/22/07 REVLON INC /DE/ DE 3.02,7.01,9.01 01/22/07 RITA MEDICAL SYSTEMS INC DE 8.01 01/25/07 RITA MEDICAL SYSTEMS INC DE 8.01 01/25/07 AMEND RLI CORP IL 7.01,9.01 01/23/07 Rock-Tenn CO GA 2.02,9.01 01/24/07 ROCKWELL COLLINS INC DE 2.02,7.01,9.01 01/25/07 ROHM & HAAS CO DE 2.02,9.01 01/25/07 ROME BANCORP INC DE 2.02,3.01,9.01 01/24/07 ROWAN COMPANIES INC DE 1.01 01/25/07 RURBAN FINANCIAL CORP OH 2.02,7.01,9.01 01/24/07 RYERSON INC. DE 8.01,9.01 01/24/07 SANDY SPRING BANCORP INC MD 2.02,8.01,9.01 01/24/07 SANMINA-SCI CORP DE 2.02,9.01 01/25/07 SBARRO INC NY 7.01,9.01 01/24/07 AMEND SCANSOURCE INC SC 2.02,9.01 01/25/07 SCHWEITZER MAUDUIT INTERNATIONAL INC DE 2.02,9.01 01/25/07 SEAENA INC. 5.02 01/12/07 SHAW GROUP INC LA 5.02,9.01 01/23/07 SHENANDOAH TELECOMMUNICATIONS CO/VA/ VA 5.02,9.01 01/22/07 SHERWIN WILLIAMS CO OH 2.02,9.01 01/25/07 SINCLAIR BROADCAST GROUP INC MD 2.03,2.04 01/19/07 SIRONA DENTAL SYSTEMS, INC. DE 1.01,9.01 01/19/07 SKYWORKS SOLUTIONS INC DE 2.02,9.01 01/25/07 SLM FUNDING LLC DE 9.01 01/25/07 SOUTH FINANCIAL GROUP INC SC 2.02,9.01 01/25/07 SOUTHERN CO DE 2.02 01/25/07 SOUTHERN COMMUNITY FINANCIAL CORP 7.01,9.01 01/25/07 SOUTHWEST GEORGIA FINANCIAL CORP GA 2.02,9.01 01/24/07 SOUTHWEST GEORGIA FINANCIAL CORP GA 5.02,9.01 01/24/07 ST JUDE MEDICAL INC MN 2.02,8.01,9.01 01/25/07 Stem Cell Therapy International, Inc. NV 5.02 01/19/07 STERLING BANCSHARES INC TX 1.01,7.01,9.01 01/24/07 STOCKGROUP INFORMATION SYSTEMS INC CO 1.01,9.01 01/24/07 Storm Cat Energy CORP 1.01,3.02,9.01 01/19/07 STRATTEC SECURITY CORP WI 9.01 01/18/07 AMEND STREAMLINE HEALTH SOLUTIONS INC. DE 2.03,9.01 01/23/07 STRYKER CORP MI 2.02,9.01 01/25/07 SUBURBAN PROPANE PARTNERS LP DE 7.01,8.01,9.01 01/25/07 SUBURBAN PROPANE PARTNERS LP DE 7.01,8.01,9.01 01/25/07 SULPHCO INC NV 5.02,9.01 01/24/07 SUNPOWER CORP CA 2.02,8.01,9.01 01/25/07 SUNPOWER CORP CA 8.01,9.01 01/10/07 AMEND SUNRISE TELECOM INC 2.02,9.01 12/31/06 SVB FINANCIAL GROUP 2.02,9.01 01/25/07 Sweet Success Enterprises, Inc NV 4.01,9.01 01/22/07 SWIFT TRANSPORTATION CO INC NV 2.02,2.06,9.01 01/24/07 SYNAPTICS INC CA 2.02,9.01 01/25/07 SYNERGY FINANCIAL GROUP INC /NJ/ NJ 2.02,9.01 01/24/07 SYPRIS SOLUTIONS INC DE 2.02,7.01,9.01 01/25/07 TANDY BRANDS ACCESSORIES INC DE 2.02,8.01,9.01 01/25/07 TAYLOR CAPITAL GROUP INC DE 2.02,9.01 01/25/07 TCF FINANCIAL CORP DE 2.02,7.01,9.01 01/25/07 TCF FINANCIAL CORP DE 5.02,9.01 01/22/07 TD BANKNORTH INC. DE 5.02,9.01 01/23/07 TEAMSTAFF INC NJ 5.02,9.01 01/19/07 TECH OPS SEVCON INC DE 2.02,9.01 12/01/06 AMEND TECHNITROL INC PA 2.02,9.01 01/25/07 TECUMSEH PRODUCTS CO MI 1.01,5.02,7.01,9.01 01/19/07 TEL INSTRUMENT ELECTRONICS CORP NJ 7.01 01/24/07 TELEDYNE TECHNOLOGIES INC DE 2.02,5.02,8.01,9.01 01/23/07 TELETECH HOLDINGS INC DE 5.02 01/22/07 TEMECULA VALLEY BANCORP INC CA 2.02,9.01 01/25/07 TEMPUR PEDIC INTERNATIONAL INC DE 2.02,7.01,9.01 01/25/07 TERADYNE, INC MA 2.02,9.01 01/24/07 TERADYNE, INC MA 1.01,1.02,3.03,5.02,5.03,9.01 01/22/07 TERRA INDUSTRIES INC MD 8.01,9.01 01/24/07 TEXAS CAPITAL BANCSHARES INC/TX DE 2.02,9.01 01/24/07 TEXOLA ENERGY CORP NV 7.01,9.01 01/19/07 TF FINANCIAL CORP DE 2.02 01/25/07 Thrifty Printing Inc. NV 5.03,7.01,9.01 01/25/07 TIB FINANCIAL CORP. FL 8.01,9.01 01/23/07 TIMBERLAND BANCORP INC WA 2.02,9.01 01/23/07 TORCHMARK CORP DE 5.02,9.01 01/19/07 Tornado Gold International Corp NV 8.01 01/24/07 TOWERSTREAM CORP DE 5.03 01/22/07 TOWERSTREAM CORP DE 9.01 01/12/07 AMEND TRANS ENERGY INC NV 2.01,9.01 01/09/07 TRANSCONTINENTAL REALTY INVESTORS INC NV 2.01,9.01 01/19/07 TRI CITY BANKSHARES CORP WI 2.02,9.01 01/25/07 TRIAD GUARANTY INC DE 2.02,9.01 01/25/07 TRIBEWORKS INC DE 1.01,2.01,7.01,9.01 01/19/07 TRIMBLE NAVIGATION LTD /CA/ CA 2.02,8.01,9.01 01/25/07 TRUE PRODUCT ID, INC. DE 8.01,9.01 01/25/07 TRUE RELIGION APPAREL INC NV 1.01,9.01 01/22/07 TWEETER HOME ENTERTAINMENT GROUP INC DE 5.02,9.01 01/25/07 TWIN LAKES INC NV 4.01,9.01 01/22/07 UAP HOLDING CORP DE 1.01,9.01 01/22/07 UMPQUA HOLDINGS CORP OR 2.02,9.01 01/24/07 UMPQUA HOLDINGS CORP OR 7.01 01/25/07 UNIFI INC NY 2.02,7.01,9.01 01/25/07 UNION PACIFIC CORP UT 2.02,9.01 01/25/07 UNION PACIFIC RAILROAD CO/DE DE 2.02,9.01 01/25/07 UNITED BANKSHARES INC/WV WV 2.02,9.01 01/25/07 UNIVERSAL CITY DEVELOPMENT PARTNERS L 5.02,9.01 01/23/07 Universal City Florida Holding Co. I FL 5.02,9.01 01/23/07 UNIVERSAL ENERGY CORP. 7.01,9.01 01/23/07 UNIVEST CORP OF PENNSYLVANIA PA 2.02,9.01 01/24/07 UNUMPROVIDENT CORP DE 7.01,9.01 01/24/07 USA TRUCK INC DE 5.02,9.01 01/24/07 USB HOLDING CO INC DE 2.02,9.01 01/24/07 USEC INC DE 5.02,9.01 01/19/07 UST INC DE 2.02,9.01 01/25/07 VALEANT PHARMACEUTICALS INTERNATIONAL DE 2.02,9.01 01/23/07 VARIAN SEMICONDUCTOR EQUIPMENT ASSOCI DE 2.02,9.01 01/25/07 VIGNETTE CORP DE 2.02,9.01 01/25/07 VINEYARD NATIONAL BANCORP CA 2.02,9.01 01/25/07 VION PHARMACEUTICALS INC DE 8.01,9.01 01/25/07 VIPER POWERSPORTS INC 2.03,3.02,5.02 01/19/07 VISTAPRINT LTD D0 2.02,9.01 01/25/07 VMS NATIONAL PROPERTIES JOINT VENTURE IL 1.01,2.03 01/19/07 VSB BANCORP INC NY 2.02,9.01 01/24/07 WARREN RESOURCES INC MD 7.01,9.01 01/25/07 Washington Mutual Mortgage Pass-Throu DE 6.01 01/25/07 WEGENER CORP DE 8.01 01/23/07 WELLS FARGO & CO/MN DE 9.01 01/25/07 WELLS REAL ESTATE FUND VI L P GA 5.03,8.01,9.01 01/25/07 WELLS REAL ESTATE FUND VII L P GA 5.03,8.01,9.01 01/25/07 WELLS REAL ESTATE FUND VIII LP GA 5.03,8.01,9.01 01/25/07 WESTELL TECHNOLOGIES INC DE 2.02,9.01 01/24/07 WESTERN DIGITAL CORP DE 2.02,9.01 01/25/07 WESTERN GOLDFIELDS INC ID 7.01,9.01 01/25/07 WESTFIELD FINANCIAL INC MA 2.02,9.01 01/24/07 WHITNEY HOLDING CORP LA 2.02,9.01 12/31/06 WILLIS GROUP HOLDINGS LTD D0 5.02,9.01 01/19/07 WINNER MEDICAL GROUP INC NV 1.01,2.01,3.02,4.01,5.01, 12/16/05 AMEND 5.02,5.03,5.06,9.01 WOIZE INTERNATIONAL LTD. 5.02 01/20/07 WOODWARD GOVERNOR CO DE 8.01,9.01 01/24/07 WORLD ACCEPTANCE CORP SC 2.02,7.01,9.01 01/25/07 WORLD AM, INC. 3.02 11/12/06 WRIGLEY WM JR CO DE 8.01,9.01 01/23/07 YELLOWCAKE MINING INC. NV 5.03,9.01 01/23/07 YOUNG INNOVATIONS INC MO 2.02,9.01 01/24/07 ZHONE TECHNOLOGIES INC DE 2.02,9.01 01/25/07 ZOLL MEDICAL CORP MA 5.03,8.01,9.01 01/24/07 ZOLL MEDICAL CORP MA 2.02,9.01 01/25/07 ZYGO CORP DE 2.02,9.01 01/25/07