SEC NEWS DIGEST Issue 2006-224 November 21, 2006 ENFORCEMENT PROCEEDINGS DIDIER WAROQUIERS BARRED FROM ENTERING UNITED STATES FOR CONSPIRACY TO OBSTRUCT SEC INVESTIGATION On Oct. 31, 2006, the Hon. Margaret M. Morrow, U.S. District Judge for the Central District of California, barred Didier Waroquiers, 60, a Belgian national, from entering the United States for a period of five years and ordered him to pay $430,000 based on his guilty plea to conspiracy to obstruct the SEC's enforcement investigation of Reed E. Slatkin. From approximately 1986 until May 2001, Slatkin operated a massive Ponzi scheme in which he raised more than $593 million from approximately 800 investors. In his plea agreement, Waroquiers admitted that he helped Slatkin and others by providing false brokerage statements and correspondence to the SEC, creating a false European telephone number for fictional foreign entities, and delivering payments for Slatkin to other co- conspirators. On June 7, 2001, in the SEC's action, the U.S. District Court for the Central District of California entered a judgment of permanent injunction against Slatkin. Slatkin, without admitting or denying the allegations in the complaint, consented to the entry of an injunction from future violations of the federal securities laws. Slatkin has also been barred by the Commission from associating with any investment adviser. On September 3, 2003, Judge Morrow sentenced Slatkin to 14 years in prison for his role in the massive Ponzi scheme. Slatkin pleaded guilty to 15 counts, including conspiracy to obstruct justice during an SEC enforcement investigation. Additional information can be found in Litigation Release Nos. 16998 (May 11, 2001), 17033 (June 11, 2001), 17444 (March 27, 2002), 17796 (Oct. 22, 2002), 18107 (April 25, 2003), 18323 (Sept. 4, 2003), 18499 (Dec. 10, 2003), 19261 (June 9, 2005), and Advisers Act Release 2006 (Jan. 2, 2002). [U.S. v. Didier Waroquiers, CR 03-506 (C.D. Cal.) (LR- 19919) SEC FREEZES ASSETS OF NEW YORK HEDGE FUND MANAGER The Commission has filed securities fraud charges against a New York investment adviser, Spiro Germenis, accusing him of stealing millions of dollars from investors, including many senior citizens. The complaint, filed on November 16 in the U.S. District Court for the Eastern District of New York, alleges that Germenis and two entities though which he operated, Oracle Services Inc., and Oracle Evolution LLC, diverted investors' funds for Germenis's own use. Germenis has fled to Greece. The Commission's complaint alleges that Germenis and Oracle Evolution engaged in a fraudulent scheme to defraud the funds of their assets by withdrawing investors' money from the funds' brokerage accounts or otherwise diverting investors' fund contributions to his own use. The complaint also alleges that Germenis provided investment management and advisory services directly or through Oracle Services or Oracle Evolution to individual clients. Abusing these clients' trust, Germenis took their money for his own use. Over $6 million in client funds are now missing. In both aspects of the scheme, Germenis created phony or altered account statements that he provided to investors to conceal what he was doing with the money they had entrusted to him. Based on this conduct, the complaint alleges that Germenis and Oracle Evolution violated Section 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5. The complaint also alleges that Germenis, Oracle Services, and Oracle Evolution violated Sections 206(1) and 206(2) of the Investment Advisers Act and that Germenis aided and abetted Oracle Services' and Oracle Evolution's violations of Sections 206(1) and 206(2) of the Investment Advisers Act. The court issued an order on November 17 freezing the assets of Germenis, Oracle Services, and Oracle Evolution, as well as the assets of two purported hedge funds the defendants managed, Oracle E Fund, LP and Oracle J Fund, LP, and their general partner, Oracle Evolution Capital LLC. The complaint names the two funds and the general partner as relief defendants. [SEC v. Spiro Germenis, et al., 06-CIV 6153 (LDW) (E.D.N.Y.)] (LR-19920) IN THE MATTER OF SPIEGEL, INC. On November 20, the Honorable James B. Zagel of the Northern District of Illinois entered an Order granting a Motion in which the SEC sought dismissal of its final claims for disgorgement and civil penalties in a civil injunctive action filed against Spiegel, Inc. The Order also granted the SEC's request to enter a final judgment in the action. The SEC previously filed the action, charging Spiegel, a publicly-held company with corporate headquarters located in Downers Grove, Illinois, with violating the federal securities laws. Spiegel did not admit or deny the charges but consented to the entry of a partial final judgment of permanent injunction enjoining it from future violations of Sections 10(b) and 13(a) of the Securities Exchange Act of 1934 (Exchange Act) and Rules 10b-5, 13a-1 and 13a-13 thereunder. Spiegel also consented to the appointment of an Independent Examiner to review its financial records and provide a report to the Court. Spiegel filed for bankruptcy shortly after the SEC's action was filed. In July 2004 Spiegel, without admitting or denying any findings other than the Commission's jurisdiction over it and the subject matter, consented to the entry of an Order pursuant to Section 12(j) of the Exchange Act which revoked the registration of its securities based on its continuing failure to file its required reports. [SEC v. Spiegel, Inc., No. 03-CV-1685, N.D. Ill.] (LR-19921) INVESTMENT COMPANY ACT RELEASES AIG SUNAMERICA LIFE ASSURANCE COMPANY AND VARIABLE ANNUITY ACCOUNT SEVEN An order has been issued on an application filed by AIG SunAmerica Life Assurance Company and Variable Annuity Account Seven pursuant to Section 26(c) of the Investment Company Act permitting the substitution of shares of the Equity Income Portfolio for shares of the Davis Venture Value Portfolio, both of which are Portfolios of the SunAmerica Series Trust. (Rel. IC-27555 - November 17) AXA EQUITABLE LIFE INSURANCE COMPANY, ET AL. An order has been issued approving an application filed by AXA Equitable Life Insurance Company (AXA Equitable), Separate Account A of AXA Equitable (Separate Account A), Separate Account FP of AXA Equitable (Separate Account FP) and Separate Account No. 49 of AXA Equitable (Separate Account 49) (collectively, the Section 26 Applicants), and AXA Equitable, Separate Account A, Separate Account FP, Separate Account 49, Separate Account No. 65 of AXA Equitable and the EQ Advisors Trust (collectively, the Section 17 Applicants). The Section 26 Applicants have been authorized under Section 26(c) of the Investment Company Act to substitute securities issued by a certain registered investment company for shares of a certain other registered investment company. The Section 17 Applicants have also been granted an exemption from Section 17(a) of the Act in order to engage in certain in-kind transactions in connection with the substitution. (Rel. IC-27556 - November 17) LIBERTY VARIABLE INVESTMENT TRUST An order has been issued pursuant to Section 8(f) of the Investment Company Act declaring that Liberty Variable Investment Trust has ceased to be an investment company. (Rel. IC-27557 - November 20) INVESTMENT TECHNOLOGY GROUP, INC. The Commission has issued an order to Investment Technology Group, Inc. under Section 9(c) of the Investment Company Act exempting applicant from Section 9(a) of the Act with respect to a securities- related injunction entered into on March 19, 1987. (Rel. IC-27558 - November 20) TACTICAL ALLOCATION SERVICES, LLC, ET AL. An order has been issued on an application filed by Tactical Allocation Services, LLC, et al., 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 permits certain registered open-end management investment companies to acquire shares of other registered open-end management investment companies and unit investment trusts both within and outside the same group of investment companies. (Rel. IC-27559 - November 20) NORTHSTAR LIFE VARIABLE UNIVERSAL LIFE ACCOUNT An order has been issued pursuant to Section 8(f) of the Investment Company Act declaring that Northstar Life Variable Universal Life Account has ceased to be an investment company. (Rel. IC-27560 - November 20) INTEGRATED ARROS FUND I, ET AL. An order has been issued on an application filed by Integrated ARROs Fund I, Integrated ARROs Fund II and IR Pass-through Corporation under Section 38(a) of the Investment Company Act of 1940 rescinding a prior order. (Rel. IC-27561 - November 20) ALLSTATE LIFE OF NEW YORK VARIABLE ANNUITY ACCOUNT An order has been issued on an application filed by Allstate Life of New York Variable Annuity Account pursuant to Section 8(f) of the Investment Company Act declaring that it has ceased to be an investment company. (Rel. IC-27562 - November 20) ALLSTATE LIFE OF NEW YORK VARIABLE ACCOUNT II An order has been issued on an application filed by Allstate Life of New York Variable Account II pursuant to Section 8(f) of the Investment Company Act declaring that it has ceased to be an investment company. (Rel. IC-27563 - November 20) GLENBROOK LIFE AND ANNUITY COMPANY SEPARATE ACCOUNT A An order has been issued on an application filed by Allstate Life of New York Variable Annuity Account pursuant to Section 8(f) of the Investment Company Act declaring that it has ceased to be an investment company. (Rel. IC-27564 - November 20) GLENBROOK LIFE MULTI-MANAGER VARIABLE ACCOUNT An order has been issued on an application filed by Glenbrook Life Multi-Manager Variable Account pursuant to Section 8(f) of the Investment Company Act declaring that it has ceased to be an investment company. (Rel. IC-27565 - November 20) GLENBROOK LIFE SCUDDER VARIABLE ACCOUNT A An order has been issued on an application filed by Glenbrook Life Scudder Variable Account A pursuant to Section 8(f) of the Investment Company Act declaring that it has ceased to be an investment company. (Rel. IC-27569 - November 20) NORTHBROOK VARIABLE ANNUITYACCOUNT II An order has been issued on an application filed by Northbrook Variable Annuity Account II pursuant to Section 8(f) of the Investment Company Act declaring that it has ceased to be an investment company. (Rel. IC-27571 - November 20) ALLSTATE LIFE INSURANCE COMPANY SEPARATE ACCOUNT A An order has been issued on an application filed by Allstate Life Insurance Company Separate Account A pursuant to Section 8(f) of the Investment Company Act declaring that it has ceased to be an investment company. (Rel. IC-27572 - November 20) ORDERS OF DEREGISTRATION UNDER THE INVESTMENT COMPANY ACT Orders have been issued under Section 8(f) of the Investment Company Act declaring that each of the following has ceased to be an investment company: Pebblebrook Fund, Inc. [File No. 811-21297] [Rel No. IC-27573] November 20, 2006 AllianceBernstein Multi-Market Strategy Trust, Inc. [File No. 811- 6251] [Rel No. IC-27574] November 20, 2006 Evergreen Fund [File No. 811-2193] [Rel No. IC-27575] November 20, 2006 Evergreen Foundation Trust [File No. 811-5953] [Rel No. IC-27576] November 20, 2006 The Brazil Fund, Inc. [File No. 811-5269] [Rel No. IC-27577] November 20, 2006 Scudder Portfolios [File No. 811-3440] [Rel No. IC-27578] November 20, 2006 Scudder Investors Portfolio Trust [File No. 811-8375] [Rel No. IC-27579] November 20, 2006 Wilmington Low Volatility Fund of Funds [File No. 811-21412] [Rel No. IC-27580] November 20, 2006 Core Trust (DE) [File No. 811-8858] [Rel No. IC-27581] November 20, 2006 Mezzacappa Multi-Strategy Fund, LLC [File No. 811-21415] [Rel No. IC-27582] November 20, 2006 Mezzacappa Multi-Strategy Plus Fund, LLC [File No. 811-21468] [Rel No. IC-27583] November 20, 2006 SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGES The Chicago Board Options Exchange filed a proposed rule change (SR- CBOE-2006-88) relating to fees for open and close volume data on CBOE listed options. Publication is expected in the Federal Register during the week of November 20. (Rel. 34-54771) The American Stock Exchange filed a proposed rule change (SR-Amex- 2006-89) and Amendment No. 1 thereto to establish fees for the receipt and use of proprietary market data disseminated by the Exchange. Publication is expected in the Federal Register during the week of November 20. (Rel. 34-54777) A proposed rule change (SR-BSE-2006-48) has been filed by the Boston Stock Exchange to Implement a Quote Mitigation Plan under Section 19(b)(2) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of November 20. (Rel. 34-54779) The Fixed Income Clearing Corporation filed a proposed rule change (SR-FICC-2006-14) to amend FICC's Government Securities Division's (GSD) rules to permit GSD members to request the return of their excess clearing fund collateral held on deposit with FICC on a more frequent basis than is currently allowed under GSD's rules. Publication is expected in the Federal Register during the week of November 20. (Rel. 34-54787) A proposed rule change has been filed by the Boston Stock Exchange (SR-BSE-2006-49) to Implement a Pilot Program to Trade Certain Options in Pennies under Section 19(b)(2) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of November 20. (Rel. 34-54789) The Chicago Board Options Exchange filed a proposed rule change (SR- CBOE-2006-96) regarding allocation of stocks to CBSX DPMs. Publication is expected in the Federal Register during the week of November 20. (Rel. 34-54792) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-NASD-2006-120) filed by the National Association of Securities Dealers and Amendment No. 1 thereto to extend the hours of operation of the NASD/Nasdaq TRF, the OTC Reporting Facility and the trade reporting of non-Nasdaq exchange- listed securities under the NASD Rule 6400 Series 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 20. (Rel. 34-54773) A proposed rule change (SR-NASD-2006-127) filed by the National Association of Securities Dealers to adopt a new NASD Rule 7000C series relating to fees and credits for the trade reporting facility established by NASD and the National Stock Exchange (NASD/NSX TRF) has become effective upon filing 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 20. (Rel. 34-54778) A proposed rule change (SR-CHX-2006-31) and Amendment No. 1 thereto filed by the Chicago Stock Exchange relating to participant fees and credits has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of November 20. (Rel. 34-54791) ACCELERATED APPROVAL OF PROPOSED RULE CHANGES The Commission granted accelerated approval to a proposed rule change (SR-DTC-2006-14) filed by The Depository Trust Company. The order permits DTC to provide for the issuance of an additional 500,000 shares of DTC Series A Preferred Stock. Publication is expected in the Federal Register during the week of November 20. (Rel. 34-54775) The Commission granted accelerated approval to a proposed rule change (SR-Amex-2006-01) and Amendments No. 1, 2, and 3 thereto submitted by the American Stock Exchange to list and trade principal protected notes linked to the Dow Jones-AIG ExEnergy Sub-Index. Publication is expected in the Federal Register during the week of November 20. (Rel. 34-54790) 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 New Sally Holdings, Inc., 2525 ARMITAGE AVENUE, MELROSE PARK, IL, 60160, (708) 450-3000 - 0 ($36,935,411.13) Equity, (File 333-138830 - Nov. 20) (BR. 02) S-1 KANSAS CITY SOUTHERN, 427 W 12TH STREET, KANSAS CITY, MO, 64105, 8169831303 - 1,494,469 ($41,889,966.07) Equity, (File 333-138831 - Nov. 20) (BR. 05B) S-1 GSC Acquisition Co, 500 CAMPUS DRIVE, SUITE 220, FLORHAM PARK, NJ, 07932, 973-437-1000 - 0 ($201,250,000.00) Other, (File 333-138832 - Nov. 20) (BR. 09) SB-2 Loyalty Source, Inc., 6 HUTTON CENTRE DRIVE, SUITE 1200, SANTA ANA, CA, 92707, 714-882-7200 - 3,710,000 ($3,710,000.00) Equity, (File 333-138833 - Nov. 20) (BR. 08) S-8 IMAGING3 INC, 303 N GLENOAKS BLVD, BURBANK, CA, 91505, 8182600930 - 1,500,000 ($300,000.00) Equity, (File 333-138834 - Nov. 20) (BR. 10B) S-8 INFORMATION ANALYSIS INC, 11240 WAPLES MILL RD #400, FAIRFAX, VA, 22030, 7033833000 - 0 ($380,000.00) Equity, (File 333-138836 - Nov. 20) (BR. 03A) S-8 TOWER SEMICONDUCTOR LTD, RAMAT GAVRIEL, P O BOX 619, MIGDAL HAEMEK 23105, L3, 97246506611 - 21,893,648 ($34,283,254.24) Equity, (File 333-138837 - Nov. 20) (BR. 10C) S-8 Rockville Financial Inc., 25 PARK STREET, ROCKVILLE, CT, 06066, 860-291-3600 - 0 ($18,096,706.00) Equity, (File 333-138838 - Nov. 20) (BR. 07) S-8 EXAR CORP, 48720 KATO ROAD, 48720 KATO ROAD, FREMONT, CA, 94538, 5106687000 - 2,800,000 ($39,214,000.00) Equity, (File 333-138839 - Nov. 20) (BR. 10B) S-8 INTERNATIONAL ALUMINUM CORP, PO BOX 6, MONTEREY PARK, CA, 91754, 3232641670 - 0 ($17,496,042.00) Equity, (File 333-138840 - Nov. 20) (BR. 06C) S-8 BOWATER INC, 55 EAST CAMPERDOWN WAY, P O BOX 1028, GREENVILLE, SC, 29601, 8642717733 - 0 ($10,000,000.00) Other, (File 333-138841 - Nov. 20) (BR. 03B) S-1 ACORDA THERAPEUTICS INC, 15 SKYLINE DRIVE, HAWTHORNE, NY, 10532, 914-347-4300 - 0 ($47,298,458.16) Equity, (File 333-138842 - Nov. 20) (BR. 01A) S-8 MEDIA GENERAL INC, 333 E FRANKLIN ST, RICHMOND, VA, 23219, 8046496000 - 1,862,888 ($70,901,517.28) Equity, (File 333-138843 - Nov. 20) (BR. 05B) S-3 CORTEX PHARMACEUTICALS INC/DE/, 15241 BARRANCA PKWY, IRVINE, CA, 92718, 7147273157 - 0 ($35,172,120.00) Equity, (File 333-138844 - Nov. 20) (BR. 01A) S-8 CHECKFREE CORP \GA\, 4411 E JONES BRIDGE RD, NORCROSS, GA, 30092, 7704413387 - 2,000,000 ($77,520,000.00) Equity, (File 333-138845 - Nov. 20) (BR. 08B) S-8 NATCO GROUP INC, BROOKHOLLOW CENTRAL III, 2950 NORTH LOOP WEST STE 750, HOUSTON, TX, 77092, 7136839292 - 0 ($32,903,250.00) Equity, (File 333-138847 - Nov. 20) (BR. 06A) S-8 Google Inc., 1600 AMPHITHEATRE PARKWAY, MOUNTAIN VIEW, CA, 94043, 650 623 4000 - 426,306 ($157,968,124.56) Equity, (File 333-138848 - Nov. 20) (BR. 03A) S-8 Ethos Environmental, Inc., 7015 ALAMITOS AVENUE, SAN DIEGO, CA, 92154, 619-575-6800 - 3,500,000 ($17,850,000.00) Debt Convertible into Equity, (File 333-138849 - Nov. 20) (BR. 04C) S-8 KBR, INC., 601 JEFFERSON STREET, SUITE 3400, HOUSTON, TX, 77002, (713) 753-3011 - 10,000,000 ($208,750,000.00) Equity, (File 333-138850 - Nov. 20) (BR. 06C) S-8 SIGNALIFE, INC., 4531 SOUTH MAIN STREET, SUITE 301, GREENVILLE, SC, 29601, (864) 233-2300 - 28,000 ($60,480.00) Asset-Backed Securities, 2,478,292 ($4,303,169.45) Equity, (File 333-138852 - Nov. 20) (BR. 10C) 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 INDEPENDENCE FINANCIAL GROUP, INC DE 8.01 11/20/06 3D SYSTEMS CORP DE 3.01,9.01 11/16/06 ABRAXAS PETROLEUM CORP NV 7.01,9.01 11/20/06 ACCREDITED HOME LENDERS INC DE 1.01,9.01 11/16/06 ACCREDITED HOME LENDERS INC DE 1.01,9.01 11/16/06 ACE Securities Corp. Home Equity Loan DE 2.01,9.01 10/30/06 ACE Securities Corp. Home Equity Loan DE 1.01,9.01 03/28/06 ADEPT TECHNOLOGY INC CA 1.01,5.02,5.05,9.01 11/14/06 ADVANCED MAGNETICS INC DE 2.02,5.02,7.01,9.01 11/17/06 AEROSONIC CORP /DE/ DE 5.04,9.01 11/20/06 AIRGAS INC DE 5.02,9.01 11/15/06 AIRTRAN HOLDINGS INC NV 7.01,9.01 11/15/06 ALANCO TECHNOLOGIES INC AZ 2.02,9.01 09/30/06 Alternative Loan Trust 2006-OC9 DE 9.01 11/15/06 AMERICA SERVICE GROUP INC /DE DE 8.01,9.01 11/17/06 AMERICAN ORIENTAL BIOENGINEERING INC CO 2.02,9.01 11/14/06 AMERICAN PHYSICIANS SERVICE GROUP INC TX 8.01 11/20/06 AMERICAN WOODMARK CORP VA 8.01,9.01 11/20/06 AMS HEALTH SCIENCES INC OK 1.01,9.01 11/15/06 ANADYS PHARMACEUTICALS INC 1.01,5.02,9.01 11/06/06 ANGEION CORP/MN MN 5.02 11/14/06 ANSYS INC DE 1.01,9.01 11/16/06 AP PHARMA INC /DE/ DE 5.02 11/20/06 APOGEE ENTERPRISES INC MN 1.01,9.01 11/14/06 APOLLO GROUP INC AZ 3.01,5.02,8.01,9.01 11/14/06 APPLE HOSPITALITY FIVE INC VA 2.02,9.01 11/20/06 APPLE HOSPITALITY TWO INC VA 2.02,9.01 11/20/06 Apple REIT Seven, Inc. VA 2.02,9.01 11/20/06 APPLE REIT SIX INC 2.02,9.01 11/20/06 AQUILA INC DE 8.01 11/15/06 Ardent Acquisition CORP DE 8.01,9.01 11/20/06 ASHFORD HOSPITALITY TRUST INC MD 1.01,2.03,9.01 11/20/06 AT&T INC. DE 5.03,9.01 11/17/06 Atlantic Bancshares, Inc. SC 5.02 11/15/06 ATMEL CORP DE 3.01,9.01 11/14/06 ATS MEDICAL INC MN 9.01 09/29/06 AMEND AVIATION UPGRADE TECHNOLOGIES INC 4.01 11/16/06 AVID TECHNOLOGY INC DE 5.02,9.01 11/15/06 AVIS BUDGET GROUP, INC. DE 1.01,9.01 11/14/06 AXS ONE INC DE 2.02,9.01 11/20/06 AZTAR CORP DE 8.01,9.01 11/20/06 BAKBONE SOFTWARE INC 2.02,9.01 11/14/06 BALDWIN TECHNOLOGY CO INC DE 4.01 11/14/06 BALDWIN TECHNOLOGY CO INC DE 5.02,9.01 11/14/06 BALLY TOTAL FITNESS HOLDING CORP DE 5.02 11/16/06 BANCFIRST CORP /OK/ OK 5.02,9.01 11/15/06 BANK HOLDINGS NV 5.02 11/16/06 BANK ONE AUTO SECURITIZATION TRUST 20 DE 8.01,9.01 11/20/06 BARRETT BUSINESS SERVICES INC MD 5.02,8.01,9.01 11/16/06 Behringer Harvard Opportunity REIT I, MD 1.01 11/14/06 BELL INDUSTRIES INC /NEW/ CA 1.01,9.01 11/16/06 BELL MICROPRODUCTS INC CA 2.04,3.01,9.01 11/14/06 BioMed Realty Trust Inc MD 1.01,2.01,2.03,9.01 11/17/06 BISYS GROUP INC DE 1.01,9.01 11/15/06 BLONDER TONGUE LABORATORIES INC DE 1.01,9.01 11/14/06 BLUE COAT SYSTEMS INC DE 2.02,8.01,9.01 11/20/06 BNC BANCORP NC 8.01,9.01 11/17/06 BOTETOURT BANKSHARES INC VA 4.01,9.01 11/17/06 BRADY CORP WI 2.02,5.02,9.01 11/15/06 Bridge Capital Holdings CA 5.02,9.01 11/16/06 Bunge LTD 1.01,3.03,9.01 11/14/06 CALYPTE BIOMEDICAL CORP DE 7.01,9.01 11/15/06 CAMPBELL SOUP CO NJ 2.02,9.01 11/20/06 CAPELLA EDUCATION CO 5.02,5.03,9.01 11/15/06 Capital One Auto Receivables LLC DE 8.01,9.01 11/14/06 CAPITAL SENIOR LIVING CORP DE 7.01,9.01 11/20/06 CARDINAL BANKSHARES CORP VA 2.02,9.01 11/17/06 CARDIOGENESIS CORP /CA CA 1.01,5.02,9.01 11/16/06 CB RICHARD ELLIS GROUP INC DE 1.01,3.03,7.01,9.01 11/17/06 CD 2006-CD3 Mortgage Trust DE 8.01,9.01 10/30/06 CHEESECAKE FACTORY INCORPORATED DE 2.02,3.01,8.01,9.01 11/15/06 CHESAPEAKE ENERGY CORP OK 7.01 11/15/06 CHINA DIGITAL MEDIA CORP NV 1.01,2.03,3.02,9.01 11/17/06 CHROMCRAFT REVINGTON INC DE 1.01,8.01,9.01 11/15/06 CLEVELAND CLIFFS INC OH 7.01 11/17/06 CNB BANCORP INC/VA VA 7.01 11/20/06 CNH WHOLESALE RECEIVABLES LLC DE 8.01,9.01 11/15/06 CNL Hotels & Resorts, Inc. MD 2.02,9.01 11/16/06 CNL INCOME PROPERTIES INC MD 1.01,2.01,8.01 11/14/06 COAST BANCORP/CA 8.01,9.01 11/20/06 COLLEGIATE PACIFIC INC DE 8.01,9.01 11/20/06 COMDISCO HOLDING CO INC DE 8.01,9.01 11/17/06 COMMERCIAL PROPERTY CORP DE 8.01 11/16/06 CONAGRA FOODS INC /DE/ DE 8.01,9.01 11/20/06 CONAGRA FOODS INC /DE/ DE 8.01,9.01 11/20/06 CONEXANT SYSTEMS INC DE 5.02,9.01 11/15/06 CONGOLEUM CORP DE 8.01,9.01 11/16/06 Constellation Energy Partners LLC DE 1.01,5.02,7.01,9.01 11/14/06 COOPER INDUSTRIES LTD 5.02 11/20/06 Copano Energy, L.L.C. DE 5.02,9.01 11/14/06 CORE LABORATORIES N V P7 8.01,9.01 11/20/06 CORE LABORATORIES N V P7 1.01,2.03,3.02,9.01 11/20/06 COUNTERPATH SOLUTIONS, INC. NV 8.01,9.01 11/20/06 COUSINS PROPERTIES INC GA 5.02 11/15/06 CRA INTERNATIONAL, INC. MA 2.04,9.01 11/16/06 CROWN CASTLE INTERNATIONAL CORP DE 8.01 11/16/06 CTI INDUSTRIES CORP DE 2.02,9.01 11/17/06 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 09/08/06 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 09/28/06 CYANOTECH CORP NV 3.01 11/16/06 CYBERONICS INC DE 3.01,4.02,5.02,7.01,8.01,9.01 11/17/06 CYTOGENIX INC NV 5.02,9.01 11/20/06 DATAMEG CORP DE 8.01 11/16/06 AMEND DECODE GENETICS INC DE 1.01,2.03,3.02,9.01 11/17/06 DESIGN WITHIN REACH INC DE 3.01,9.01 11/14/06 Deutsche Alt-A Securities Mortgage Lo 8.01,9.01 11/20/06 AMEND DIGUANG INTERNATIONAL DEVELOPMENT CO. NV 2.02,9.01 11/20/06 Dividend Capital Total Realty Trust I MD 2.01,9.01 10/16/06 AMEND DOCUMENT SECURITY SYSTEMS INC NY 2.02,9.01 11/14/06 Dolby Laboratories, Inc. DE 5.02,9.01 11/14/06 Dolce Ventures, Inc UT 8.01,9.01 11/17/06 DOMINION RESOURCES BLACK WARRIOR TRUS DE 2.02,9.01 11/17/06 DREW INDUSTRIES INC DE 5.02,9.01 11/15/06 EARTHLINK INC DE 7.01,9.01 11/17/06 EDISON INTERNATIONAL CA 5.02 11/17/06 EDO CORP NY 2.01,9.01 09/06/06 AMEND EDWARDS A G INC DE 8.01 11/20/06 ELOYALTY CORP DE 8.01,9.01 11/20/06 EMERGE INTERACTIVE INC DE 8.01 11/20/06 ENCORE CLEAN ENERGY, INC NV 5.02 11/20/06 Enlightened Gourmet, Inc. NV 1.01,3.02,9.01 11/20/06 Entertainment Is Us, Inc. DE 5.02 11/16/06 ENVIRONMENTAL TECTONICS CORP PA 1.01,9.01 11/16/06 EQUITY OFFICE PROPERTIES TRUST MD 1.01,8.01,9.01 11/19/06 EQUUS TOTAL RETURN, INC. DE 5.02,9.01 11/14/06 EXABYTE CORP /DE/ DE 2.01 11/20/06 EXPEDITORS INTERNATIONAL OF WASHINGTO WA 7.01 11/20/06 FAIRCHILD CORP DE 5.02 11/20/06 FAUQUIER BANKSHARES INC VA 5.02,9.01 11/20/06 FBL FINANCIAL GROUP INC IA 5.02,9.01 11/15/06 FEDERAL TRUST CORP FL 1.01,9.01 11/20/06 FIBERSTARS INC /CA/ CA 2.02,9.01 11/14/06 FIELDSTONE INVESTMENT CORP 1.01,1.02,9.01 11/14/06 FIFTH THIRD AUTO TRUST 2004-A 8.01,9.01 11/20/06 FIFTH THIRD BANCORP OH 7.01,9.01 11/20/06 FIRST ALBANY COMPANIES INC NY 5.04,9.01 11/20/06 FIRST CAPITAL INC IN 8.01,9.01 11/13/06 First Horizon Asset Sec HELOC Notes S DE 8.01,9.01 11/15/06 FIRST M&F CORP/MS MS 8.01,9.01 11/20/06 FIRST MIDWEST BANCORP INC DE 5.02,5.03,8.01,9.01 11/15/06 FIRST NIAGARA FINANCIAL GROUP INC DE 8.01,9.01 11/14/06 FIRSTMERIT CORP /OH/ OH 8.01,9.01 11/20/06 FIRSTPLUS FINANCIAL GROUP INC NV 8.01 11/09/06 FORCE PROTECTION INC NV 1.01,9.01 11/10/06 FOUNDRY NETWORKS INC DE 3.01,9.01 11/14/06 FREEPORT MCMORAN COPPER & GOLD INC DE 1.01,8.01,9.01 11/18/06 FREMONT GENERAL CORP NV 5.02 11/15/06 FREQUENCY ELECTRONICS INC DE 5.04 11/20/06 FURIA ORGANIZATION INC /DE/ DE 5.01,5.02,9.01 11/14/06 AMEND FX ENERGY INC NV 1.01,8.01,9.01 11/17/06 G REIT INC MD 7.01,9.01 11/20/06 GASTAR EXPLORATION LTD 8.01,9.01 11/20/06 GENCO SHIPPING & TRADING LTD 2.01,7.01,9.01 11/17/06 GENESIS ENERGY LP DE 1.01,1.02,2.03,8.01,9.01 11/15/06 GENUINE PARTS CO GA 5.02,8.01,9.01 11/20/06 GEORESOURCES INC CO 2.02 11/15/06 GLOBAL EPOINT INC NV 5.02,9.01 11/20/06 GLOBAL PAYMENT TECHNOLOGIES INC DE 1.01,2.01,9.01 11/17/06 AMEND GLOBAL SIGNAL INC DE 8.01 11/20/06 GOLDLEAF FINANCIAL SOLUTIONS INC. TN 8.01,9.01 11/20/06 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 10/31/06 Green Gold Inc. NV 5.02 11/20/06 Green Mountain Capital Inc. 3.02,4.02,9.01 11/09/06 GROUP 1 AUTOMOTIVE INC DE 8.01,9.01 11/16/06 H&E Equipment Services, Inc. DE 5.02,9.01 11/15/06 Halo Technology Holdings, Inc. NV 2.02,9.01 11/20/06 HANSEN NATURAL CORP DE 3.01,8.01 11/14/06 HARLEYSVILLE GROUP INC DE 5.02 11/20/06 HARRIS INTERACTIVE INC DE 7.01 11/17/06 HASTINGS ENTERTAINMENT INC TX 2.02,9.01 11/20/06 HEALTH CARE REIT INC /DE/ DE 2.03,9.01 11/14/06 HEARTLAND, INC. MD 9.01 12/27/05 AMEND HEARTLAND, INC. MD 9.01 12/27/05 AMEND HEMOSENSE INC DE 2.02,9.01 11/20/06 HESKA CORP DE 5.02 11/17/06 HMS HOLDINGS CORP 9.01 09/13/06 AMEND HOSPIRA INC DE 7.01,9.01 11/20/06 HOUSTON AMERICAN ENERGY CORP DE 4.02,9.01 02/03/06 AMEND HUDSONS GRILL INTERNATIONAL INC TX 8.01,9.01 11/20/06 HYPERION SOLUTIONS CORP DE 1.01,5.03,9.01 11/15/06 IBIS TECHNOLOGY CORP MA 5.02,9.01 11/20/06 ICAD INC DE 5.02 11/14/06 IEC ELECTRONICS CORP DE 5.02,9.01 11/16/06 IKANOS COMMUNICATIONS CA 1.01,5.02,9.01 11/17/06 IKONA GEAR INTERNATIONAL INC NV 5.02 10/18/06 IMAGEWARE SYSTEMS INC DE 1.01,2.04,3.02,5.03,9.01 11/20/06 INLAND REAL ESTATE CORP MD 8.01,9.01 11/20/06 INSIGHT HEALTH SERVICES HOLDINGS CORP 1.01,5.02 11/14/06 INTEGRATED ELECTRICAL SERVICES INC DE 5.02 11/20/06 Integrated Management Information, In 7.01,9.01 11/14/06 INTERGRAPH CORP DE 8.01,9.01 11/20/06 INTERNATIONAL BARRIER TECHNOLOGY INC/ 8.01,9.01 11/09/06 INTERNATIONAL RECTIFIER CORP /DE/ DE 7.01 11/20/06 INTERNATIONAL STAR INC NV 5.02,7.01,9.01 11/14/06 INTERPLAY ENTERTAINMENT CORP DE 5.02,8.01 10/02/06 INTERSECTIONS INC DE 1.01,8.01 10/27/06 ISHARES COMEX GOLD TRUST NY 8.01,9.01 03/10/06 ISRAMCO INC DE 2.02,9.01 11/14/06 ITLA CAPITAL CORP CA 7.01 11/20/06 ITRONICS INC TX 5.02 11/14/06 IVAX DIAGNOSTICS INC DE 2.02,9.01 11/20/06 JDS UNIPHASE CORP /CA/ DE 5.02 11/14/06 JEWETT CAMERON TRADING CO LTD OR 2.02 11/16/06 AMEND JUNIPER NETWORKS INC DE 3.01,9.01 11/15/06 JUPITERMEDIA CORP DE 8.01 11/20/06 KEY TRONIC CORP WA 1.01,9.01 11/14/06 KROGER CO OH 1.01,9.01 11/15/06 LANDMARK LAND CO INC/DE DE 5.02,9.01 11/20/06 LANGER INC NY 1.01 11/14/06 Language Line Holdings, Inc. 1.01,9.01 11/14/06 Language Line, Inc. 1.01,9.01 11/14/06 LAS VEGAS GAMING INC NV 8.01 11/13/06 LASALLE HOTEL PROPERTIES MD 7.01,9.01 11/17/06 LBI MEDIA HOLDINGS INC 2.02,9.01 11/20/06 LEAR CORP DE 7.01,9.01 11/20/06 LEGGETT & PLATT INC MO 5.02,8.01,9.01 11/15/06 LEVEL 3 COMMUNICATIONS INC DE 8.01,9.01 11/17/06 LIBERTY MEDIA CORP 1.01 11/16/06 LODGIAN INC DE 7.01,9.01 11/20/06 LOWES COMPANIES INC NC 2.02,9.01 11/20/06 LSB CORP MA 5.05,9.01 11/16/06 LUCENT TECHNOLOGIES INC DE 8.01,9.01 11/17/06 MACKINAC FINANCIAL CORP /MI/ MI 7.01 11/20/06 Maidenform Brands, Inc. DE 8.01,9.01 11/20/06 MANAGEMENT NETWORK GROUP INC 3.01,9.01 11/15/06 MARINE PETROLEUM TRUST TX 8.01,9.01 11/17/06 MARTIN MARIETTA MATERIALS INC NC 5.03,9.01 11/15/06 MATTHEWS INTERNATIONAL CORP PA 8.01 11/16/06 MAVERICK OIL & GAS, INC. 1.01,2.03,3.02,8.01,9.01 11/16/06 MAXIMUS INC VA 2.02,9.01 11/15/06 MCCORMICK & CO INC MD 5.02 11/15/06 MEDQUIST INC NJ 5.02,9.01 11/14/06 MEDTRONIC INC MN 2.02,9.01 11/20/06 MEGA GROUP INC NY 8.01 11/20/06 MEMORY PHARMACEUTICALS CORP 8.01,9.01 11/20/06 MERCER INSURANCE GROUP INC PA 7.01,9.01 11/20/06 MERGE TECHNOLOGIES INC WI 8.01,9.01 11/16/06 Merisant Worldwide, Inc. DE 5.02,8.01 11/17/06 MESA OFFSHORE TRUST TX 7.01,9.01 11/20/06 MESA ROYALTY TRUST/TX TX 7.01,9.01 11/20/06 MET PRO CORP PA 4.02 11/20/06 METLIFE INC DE 8.01,9.01 11/15/06 METROMEDIA INTERNATIONAL GROUP INC DE 1.01,9.01 11/18/06 MICROHELIX INC OR 5.02 11/16/06 MICROISLET INC NV 8.01 11/14/06 MICROMED CARDIOVASCULAR INC DE 5.02,8.01,9.01 11/14/06 MILLER PETROLEUM INC TN 8.01 09/28/06 MILLS CORP DE 2.02,9.01 11/20/06 Millstream II Acquisition CORP DE 8.01,9.01 11/20/06 MISONIX INC NY 1.01,9.01 11/14/06 MONEYGRAM INTERNATIONAL INC 5.02,8.01 11/16/06 Morgan Stanley ABS Capital I Inc. Tru DE 1.01,9.01 05/25/06 MOTIVE INC DE 8.01 11/20/06 MVB FINANCIAL CORP WV 5.02 11/20/06 MWI Veterinary Supply, Inc. DE 1.01 11/15/06 MYRIAD GENETICS INC DE 5.02,9.01 11/16/06 NABI BIOPHARMACEUTICALS DE 2.01,9.01 11/14/06 Nascent Wine Company, Inc. 2.01,9.01 11/12/06 NASDAQ STOCK MARKET INC DE 7.01,9.01 11/20/06 NATIONAL FINANCIAL PARTNERS CORP 5.02,9.01 11/20/06 NATIONAL HEALTHCARE TECHNOLOGY INC CO 5.02 11/13/06 NationsHealth, Inc. DE 5.02,7.01,9.01 11/14/06 NAVIGANT CONSULTING INC DE 1.01,9.01 11/15/06 NAVISTAR FINANCIAL CORP DE 1.01,9.01 11/15/06 NAVISTAR INTERNATIONAL CORP DE 2.02,8.01,9.01 11/20/06 NAVISTAR INTERNATIONAL CORP DE 2.02,8.01,9.01 11/20/06 AMEND NELNET INC NE 5.02,9.01 11/14/06 NEOMAGIC CORP DE 2.02,9.01 11/20/06 NEOMEDIA TECHNOLOGIES INC DE 1.01,2.01,9.01 11/14/06 NeoStem, Inc. DE 5.02,9.01 11/15/06 NEPHROS INC DE 3.01,9.01 11/14/06 NETBANK INC GA 7.01,9.01 11/20/06 NETSMART TECHNOLOGIES INC DE 1.01,5.02,9.01 11/18/06 NETWORK CN INC DE 1.01,3.02,9.01 11/16/06 NEUSTAR INC 1.01 11/17/06 NEVSTAR CORP NV 1.01,3.02,9.01 11/17/06 New Era Marketing Inc 3.03,5.03,9.01 11/20/06 AMEND NNN Apartment REIT, Inc. MD 5.02 11/16/06 NORDSTROM INC WA 2.02,7.01,9.01 11/20/06 NOVA BIOSOURCE FUELS, INC. NV 4.02 11/14/06 Oasys Mobile, Inc. DE 2.02,9.01 11/20/06 OCM HoldCo, LLC 1.01,2.03,8.01,9.01 11/14/06 OM GROUP INC DE 1.01 11/17/06 ORAGENICS INC FL 8.01,9.01 11/20/06 Orange 21 Inc. DE 2.02,9.01 11/20/06 ORION ETHANOL, INC KS 1.01,9.01 11/15/06 ORTHOVITA INC 1.01,9.01 11/16/06 OwnIt Mortgage Loan Trust Mortgage Lo DE 8.01,9.01 11/20/06 PACEL CORP NV 3.02,5.01,9.01 11/14/06 PALL CORP NY 5.02,5.03,9.01 11/14/06 PAPA JOHNS INTERNATIONAL INC DE 8.01,9.01 11/20/06 Paradigm Holdings, Inc WY 1.01,9.01 11/14/06 Paradigm Holdings, Inc WY 5.02,9.01 11/20/06 PARK NATIONAL CORP /OH/ OH 5.02,8.01,9.01 11/20/06 PARKE BANCORP, INC. NJ 5.02 11/16/06 PARTICLE DRILLING TECHNOLOGIES INC/NV NV 7.01,9.01 11/20/06 Patient Safety Technologies, Inc DE 1.01,9.01 11/14/06 PATRIOT NATIONAL BANCORP INC CT 8.01,9.01 11/17/06 PAULSON CAPITAL CORP OR 2.02,9.01 11/20/06 PERMIAN BASIN ROYALTY TRUST TX 2.02,9.01 11/17/06 PetroHunter Energy Corp MD 5.03 05/12/06 AMEND PFSWEB INC DE 1.01 11/15/06 PHARMACYCLICS INC DE 8.01,9.01 11/20/06 PHELPS DODGE CORP NY 1.01,3.03,8.01,9.01 11/18/06 PHILLIPS VAN HEUSEN CORP /DE/ DE 2.02,9.01 11/20/06 PHOTON DYNAMICS INC CA 8.01,9.01 11/16/06 PIER 1 IMPORTS INC/DE DE 8.01,9.01 11/14/06 PINNACLE ENTERTAINMENT INC DE 1.01,9.01 11/14/06 Placer Del Mar, Ltd. NV 4.01,9.01 08/15/06 AMEND PLAYLOGIC ENTERTAINMENT INC DE 4.02,9.01 11/20/06 PMC SIERRA INC DE 1.01,5.02,9.01 11/16/06 AMEND PORTLAND GENERAL ELECTRIC CO /OR/ OR 5.02,5.03,9.01 11/15/06 POSSIS MEDICAL INC MN 7.01,9.01 11/20/06 PRG SCHULTZ INTERNATIONAL INC GA 3.02 11/15/06 PRINCETON REVIEW INC DE 3.01,9.01 11/15/06 PRIVATEBANCORP, INC DE 7.01 11/20/06 PROFESSIONAL VETERINARY PRODUCTS LTD NE 1.01,1.02,2.03,9.01 11/14/06 PROGRESS ENERGY INC NC 7.01,9.01 09/30/06 PROTECTION ONE INC DE 5.02,9.01 11/14/06 PROTEIN POLYMER TECHNOLOGIES INC DE 5.02 11/20/06 Puda Coal, Inc. 5.02,8.01 11/20/06 PURE BIOFUELS CORP NV 3.02 11/10/06 QUEST SOFTWARE INC CA 3.01,8.01,9.01 11/14/06 QUICKLOGIC CORPORATION CA 3.01,9.01 11/14/06 RADIAL ENERGY, INC. 1.01,9.01 11/14/06 RADIAN GROUP INC DE 5.02 11/14/06 RAILAMERICA INC /DE DE 3.03,9.01 11/14/06 Rand Logistics, Inc. DE 7.01,9.01 11/20/06 RAPHAEL INDUSTRIES LTD. NV 1.01 11/15/06 REGENERON PHARMACEUTICALS INC NY 8.01,9.01 11/17/06 REGIONS FINANCIAL CORP DE 5.02 11/17/06 RESIDENTIAL ASSET MORTGAGE PRODUCTS I DE 8.01,9.01 11/20/06 RF MONOLITHICS INC /DE/ DE 1.01 11/14/06 Rockville Financial Inc. 8.01,9.01 11/13/06 ROGERS CORP MA 2.02,9.01 11/20/06 ROO GROUP INC DE 1.01,3.02,9.01 11/14/06 SAFEGUARD SCIENTIFICS INC PA 1.01,2.03,9.01 11/17/06 SAN JUAN BASIN ROYALTY TRUST TX 2.02,9.01 11/17/06 SAPIENT CORP DE 3.01,8.01,9.01 11/14/06 SCIENCE DYNAMICS CORP DE 4.02 01/19/06 SCOTIA PACIFIC CO LLC DE 8.01 11/20/06 SEMCO ENERGY INC MI 1.01,2.03,9.01 11/16/06 SEMTECH CORP DE 5.02,7.01,9.01 11/13/06 SMITH & WOLLENSKY RESTAURANT GROUP IN DE 2.02,9.01 11/15/06 Somaxon Pharmaceuticals, Inc. DE 8.01,9.01 11/20/06 SONOMAWEST HOLDINGS INC DE 4.01,9.01 11/16/06 SONTRA MEDICAL CORP MN 2.02,9.01 11/20/06 SOUTHERN CALIFORNIA EDISON CO CA 5.02 11/17/06 SOUTHWEST BANCORP INC OK 7.01,9.01 11/20/06 Specialty Underwriting & Residential DE 2.01,9.01 11/14/06 STERLING FINANCIAL CORP /WA/ WA 8.01,9.01 11/15/06 STIFEL FINANCIAL CORP DE 1.01,9.01 11/20/06 STRATS SM TRUST FOR DAIMLERCHRYSLER N 8.01,9.01 11/15/06 STRATS SM TRUST FOR Goldman Sachs Cap 8.01,9.01 11/15/06 STRATS SM TRUST FOR GOLDMAN SACHS GRO 8.01,9.01 11/15/06 STRATS SM TRUST FOR HISTORIC TW INC S DE 8.01,9.01 11/15/06 STRATS SM TRUST FOR JPMORGAN CHASE & 8.01,9.01 11/15/06 STRATS SM TRUST FOR WAL-MART STORES, 8.01,9.01 11/15/06 STRATS TRUST FOR BELLSOUTH TELECOM SE 8.01,9.01 11/15/06 STRATS TRUST FOR SPRINT CAP CORP SEC DE 8.01,9.01 11/15/06 STRATS(SM) TRUST FOR DOMINION RESOURC 8.01,9.01 11/15/06 STRATS(SM) TRUST FOR GEN ELEC CAP COR 8.01,9.01 11/15/06 STRATS(SM) Trust For Goldman Sachs Ca 8.01,9.01 11/15/06 SULPHCO INC NV 4.02 11/14/06 SUNAIR SERVICES CORP FL 8.01,9.01 11/20/06 SUNPOWER CORP CA 1.01,9.01 11/15/06 AMEND TD BANKNORTH INC. DE 1.01,5.02,9.01 11/19/06 TENTHGATE INC 5.02 11/15/06 Thorium Power, Ltd NV 3.03,9.01 11/17/06 THORNBURG MORTGAGE INC MD 5.03,9.01 11/17/06 TIDEWATER INC DE 7.01,9.01 11/17/06 Titan Global Holdings, Inc. UT 1.01,9.01 11/14/06 TOREADOR RESOURCES CORP DE 3.01,9.01 11/14/06 TRI STATE 1ST BANK INC OH 8.01 11/20/06 TRI-ISTHMUS GROUP, INC. DE 2.01,7.01,9.01 11/15/06 TRIDENT MICROSYSTEMS INC DE 5.02,8.01,9.01 11/14/06 TRIMERIS INC DE 5.02,8.01,9.01 11/14/06 TRIPOS INC UT 8.01 11/20/06 TRUSTMARK CORP MS 5.02 11/14/06 UNION SECURITY INSURANCE CO MN 4.02 11/14/06 United Community Bancorp X1 8.01,9.01 11/16/06 United Financial Bancorp Inc 8.01,9.01 11/16/06 URS CORP /NEW/ DE 5.03,9.01 11/20/06 USA TECHNOLOGIES INC PA 1.01 11/14/06 USG CORP DE 1.01,2.03,8.01,9.01 11/17/06 VALLEY FINANCIAL CORP /VA/ VA 8.01 11/20/06 VALLEY FINANCIAL CORP /VA/ VA 4.01,9.01 11/20/06 VALSPAR CORP DE 2.02,9.01 11/20/06 VARIAN MEDICAL SYSTEMS INC DE 5.02,8.01,9.01 11/17/06 VECTOR VENTURES CORP. NV 1.01,2.03,3.02,9.01 11/08/06 VERITAS DGC INC DE 8.01,9.01 11/20/06 VIASPACE Inc. NV 8.01,9.01 11/20/06 VILLAGEEDOCS INC CA 1.01,3.02,9.01 11/20/06 VITALSTREAM HOLDINGS INC NV 2.02,9.01 11/14/06 VIVUS INC CA 1.01,8.01 11/17/06 AMEND Volkswagen Auto Lease Trust 2004-A DE 8.01,9.01 11/20/06 Volkswagen Auto Lease Trust 2005-A 8.01,9.01 11/20/06 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2 8.01,9.01 11/20/06 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2 DE 8.01,9.01 11/20/06 Volkswagen Auto Loan Enhanced Trust 2 8.01,9.01 11/20/06 Volkswagen Credit Auto Master Owner T DE 8.01,9.01 11/20/06 WACCAMAW BANKSHARES INC NC 4.01,9.01 11/20/06 WAL MART STORES INC DE 5.02,9.01 11/17/06 WaMu Mortgage Pass-Through Certificat DE 6.01 11/20/06 WARREN RESOURCES INC MD 1.01,7.01,9.01 11/17/06 WESTERN DIGITAL CORP DE 5.04 11/20/06 Western Union CO DE 2.03,8.01,9.01 11/17/06 WIDEPOINT CORP DE 8.01,9.01 11/16/06 WILLBROS GROUP INC R1 5.02,9.01 11/14/06 WINN DIXIE STORES INC FL 5.02,9.01 11/16/06 WOODWARD GOVERNOR CO DE 5.03,9.01 11/14/06 X & O Cosmetics, Inc 1.01,2.01,3.02,4.01, 11/14/06 5.01,5.02,5.06,9.0 X RITE INC MI 5.02,5.03,9.01 11/14/06 XENOMICS INC FL 1.01,2.03,3.02,5.02,9.01 11/14/06 XEROX CORP NY 7.01,9.01 11/20/06 YADKIN VALLEY FINANCIAL CORP NC 5.03 11/16/06 YORK WATER CO PA 8.01 11/20/06 ZEROS & ONES INC NV 3.02,4.01,5.01 11/20/06 AMEND ZILOG INC CA 5.05,9.01 11/20/06 ZIMMER HOLDINGS INC DE 5.02,9.01 11/17/06 ZORAN CORP \DE\ DE 3.01,9.01 11/15/06