SEC NEWS DIGEST Issue 2006-206 October 25, 2006 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS CLOSED MEETING - THURSDAY, NOVEMER 2, 2006 - 2:00 P.M. The subject matter of the closed meeting scheduled for Thursday, Nov. 2, 2006, will be: Formal orders of investigation; Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; Adjudicatory matters; and Other matters relating to enforcement proceedings. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact: The Office of the Secretary at (202) 551-5400. ENFORCEMENT PROCEEDINGS SEC CHARGES TWO MEN FOR PERPETRATING A MULTI-MILLION DOLLAR INVESTMENT FRAUD TARGETING KOREAN-SPEAKING INVESTORS The Commission announced today the filing of fraud charges against two men who operated an investment scheme that raised approximately $4.5 million from about 40 investors in Southern California's Korean language-speaking community. The Commission's complaint, filed yesterday, alleges that Hyun Soo Jang and Kangsan Kim controlled two firms that they held out as legitimate, regulated businesses. Also named in the SEC's complaint are their two now-defunct firms: Unus Capital Management, Inc., Kim's Los Angeles-based investment advisory firm that recommended securities to clients, and PeopleN Investment, Corp., Jang's San Francisco-based brokerage firm that supposedly executed trades as directed by Unus. The complaint alleges that Jang and Kim did not use investor funds to purchase securities as promised. Instead, according to the complaint, Jang, age 39, formerly of Los Angeles, Calif., and Kim, age 34, of Anaheim, Calif., misappropriated the funds entrusted to them, including about $2.5 million taken by Jang, and $500,000 taken by Kim and Unus. The complaint also alleges that Jang used an additional $500,000 to repay existing investors with money that had been deposited by new investors. The Commission's complaint alleges that, between January 2003 and August 2005, Unus attracted investors through broadcasting morning stock market reports hosted by Jang and Kim that were aired on Korean- language radio stations. As alleged in the complaint, after being contacted by interested investors, Jang and Kim falsely portrayed Unus and PeopleN as established and regulated entities. The complaint alleges that Jang and Kim misrepresented PeopleN as a broker that was registered and a member of various securities industry organizations, such as the New York Stock Exchange, the Securities Investor Protection Corporation and The Nasdaq Stock Market, Inc. In addition, the complaint alleges that Jang and Kim continued to hold out Unus as a registered investment adviser even after the firm had withdrawn its registration with the California Department of Corporations. The complaint, which was filed in the U.S. District Court for the Central District of California, alleges that all the defendants violated Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and that PeopleN, Jang and Kim also violated Section 17(a) of the Securities Act of 1933, which provisions prohibit securities fraud. The complaint further alleges that Unus violated, and that Jang and Kim aided and abetted the violation of, Sections 206(1) and 206(2) of the Investment Advisors Act of 1940 which prohibit an investment adviser from defrauding clients or prospective clients. Finally the complaint alleges that PeopleN and Jang violated the broker-dealer registration provisions of Section 15(a) of the Exchange Act. The Commission seeks permanent injunctions, disgorgement with prejudgment interest against the defendants, and civil penalties against Jang and Kim. The Commission acknowledges the assistance of the California Department of Corporations. For information on identifying and avoiding affinity frauds, the Commission has issued information for investors, "Affinity Fraud: How to Avoid Investment Scams That Target Groups," located at http://www.sec.gov/investor/pubs/affinity.htm. [SEC v. Hyun Soo Jang, Kangsan Kim, Unus Capital Management, Inc., and PeopleN Investment, Corp., Case No. CV 06-06775 CAS (AJWx) CDCA] (LR-19880) TIMOTHY RAFFERTY SENTENCED IN RELATED CRIMINAL CASE The Commission announced that on Sept. 12, 2006, Timothy Rafferty, a defendant in a $1.4 million unregistered offering of Uncommon Media Group, Inc. (UMDA) that the SEC halted in March 2004, was sentenced to incarceration for a period of 126 months, followed by three years of supervised release, based upon his conviction to charges of conspiracy to commit securities fraud, conspiracy to commit wire fraud and two substantive counts of wire fraud brought by the U.S. Attorney's Office for the Southern District of Florida (USAO). In addition, the Court also ordered Rafferty to forfeit his interest in his primary residence - a $2.2 million home in Douglaston, N.Y.; a BMW sport utility vehicle; and up to $1.4 million in cash. He was also ordered to pay restitution, and pay a $400 special assessment fee. Rafferty's sentence was based on criminal charges arising primarily from the same misconduct that led to the SEC's action. According to a Second Superceding Indictment filed by the USAO, from approximately March 2003 to around February 2004, Rafferty, acting as a consultant to UMDA, participated in promoting and selling its stock to potential investors. According to the Second Superceding Indictment, Rafferty solicited investors to invest in UMDA through the use of material misrepresentations and omissions of material facts, some of which are described below. Rafferty falsely told investors that if they made loans to UMDA or purchased UMDA stock, they would receive free-trading shares of UMDA stock, when in truth and in fact, investors received only restricted shares, if they received shares at all. Rafferty falsely told investors who made loans to UMDA that they would receive their funds back within one year and, in addition, would receive interest at an annual rate of 10% when, in truth and in fact, such repayment of funds and payment of interest were impossible because investor funds were being directed away from UMDA by Rafferty and other conspirators to pay for things unrelated to the operations of the company and because UMDA's only real source of revenue was the funds invested in the company by newer investors. Rafferty falsely represented that a prominent businessman had agreed to buy out UMDA at $3 per share to $5 per share, but that Lawrence W. Gallo, president and chief executive officer of UMDA, had cancelled the deal because UMDA was worth far more than that when, in truth and in fact, no such agreement ever existed. According to the Second Superceding Indictment, Rafferty conspired to commit wire fraud and committed wire fraud by causing investors to wire transfer monies in furtherance of the fraudulent scheme described above. The SEC filed its emergency action against Rafferty, Gallo, Frederick Hornick, Jr., and UMDA on March 23, 2004. On that same day, Judge Daniel T.K. Hurley, U.S. District Judge for the Southern District of Florida, issued various emergency orders against the defendants, including temporary restraining orders, asset freezes, and other emergency relief. The SEC's complaint charged UMDA, Gallo, Rafferty, and Hornick with violating Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933 (Securities Act), Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 10b-5 thereunder, and Hornick with violating Section 15(a)(1) of the Exchange Act. Those sections and rules prohibit certain transactions in securities not registered with the Commission, prohibit fraud in the offer and sale, and in connection with the purchase and sale, of securities, and prohibit sales of securities by unlicensed brokers or dealers. Gallo and Hornick consented to a Judgment of Permanent Injunction and Other Relief (Judgments) in the SEC's case, without admitting or denying the allegations of the SEC's complaint. The Judgments were entered on July 2, 2004, and June 8, 2004, respectively. On July 13, 2004, the USAO filed an indictment charging Gallo with securities fraud, wire fraud, and mail fraud, and charging Gallo and Rafferty with conspiracy to commit securities fraud. On July 26, 2004, Gallo pled guilty to one count of conspiracy to commit mail and wire fraud. UMDA consented to a Judgment of Permanent Injunction and Other Relief (Judgment) in the SEC's case, without admitting or denying the allegations of the SEC's complaint. The Judgment, which was entered on July 7, 2005, enjoins the company from violations of Sections 5(a), 5(c) and 17(a) of the Securities Act, Section 10(b) of the Exchange Act, and Rule 10b-5 thereunder. Additionally, the Judgment provides for disgorgement and the imposition of a civil penalty in amounts to be determined by the Court upon the SEC's motion. The SEC appreciates the efforts of the U.S. Attorney's Office for the Southern District of Florida in this matter. For further information, see Litigation Releases No. 19251 (June 8, 2005), No. 19257 (June 8, 2005) and No. 19333 (Aug. 11, 2005). [SEC v. Uncommon Media Group, Inc., et al. and Lawrence Gallo, Case No. 04-80272-CIV-Hurley/Hopkins, SDFL] (LR-19881) SEC v. U.S. GAS & ELECTRIC, INC., ET AL. The Commission announced that the Honorable Joan A. Lenard, U.S. District Judge for the Southern District of Florida entered Final Judgments as to three of the Defendants in this case. Judge Lenard entered a Final Judgment as to Defendant Donald E. Secunda on Oct. 3, 2006, an Amended Final Judgment as to Defendant U.S. Gas & Electric, Inc. (U.S. Gas) on Oct. 13, 2006, and a Final Judgment as to Defendant Douglas W. Marcille on Oct. 23, 2006. Defendant U.S. Gas was enjoined from future violations of Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933 (Securities Act), 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. The Court ordered disgorgement and prejudgment interest against U.S. Gas but waived payment of all but $167,000 and did not impose a civil penalty based on inability to pay. Defendant Secunda was enjoined from future violations of Sections 5(a), 5(c) and 17(a) of the Securities Act, Section 10(b) of the Exchange Act and Rule 10b-5 thereunder, and was ordered to pay disgorgement, prejudgment interest and a civil penalty in an amount to be determined later by the Court. Defendant Marcille was enjoined from future violations of Sections 5(a), 5(c), 17(a)(2) and 17(a)(3) of the Securities Act and was ordered to pay a civil penalty of $40,000. The Defendants consented to the entries of the judgments against them without admitting or denying any of the allegations of the Commission's complaint. The complaint alleged that between March 2002 and August 2003, U.S. Gas, acting through Secunda, the company's former chief executive officer, Marcille, its then-chief financial officer, and co-defendants Larry Webman and Mel Webman, raised more than $6.8 million from investors in a series of unregistered offerings of securities. The defendants used a boiler room of telemarketers to offer and sell securities to approximately 180 investors throughout the United States, many of whom were senior citizens. The Commission's complaint alleged that U.S. Gas, Secunda, Larry Webman, and Mel Webman misrepresented to investors in two of the offerings that U.S. Gas would register an initial public offering and that its stock would trade publicly, which would result in generous returns for investors. In addition, they falsely represented to investors in three of the securities offerings that investors should expect to receive annual returns ranging from 25% to 50% for decades. Moreover, U.S. Gas, through Secunda, Marcille, and the Webmans, failed to disclose to investors that excessive commissions were being paid to the boiler room telemarketers out of the offering proceeds, and made misrepresentations to investors in one of the offerings regarding the amount of management fees that would be paid out. According to the complaint, co-defendant Mel Webman, with the help of Secunda and Larry Webman, also misappropriated monies raised in one of the offerings. The Commission's complaint also alleged that U.S. Gas, Secunda and Marcille violated the registration provisions of the federal securities laws by failing to file registration statements in connection with the offerings. The complaint further alleged that U.S. Gas committed issuer reporting violations by failing to make required periodic filings with the Commission. Litigation of the charges against Larry and Mel Webman in this matter continues. [SEC v. U.S. Gas & Electric, Inc., et al., U.S. District Court for the Southern District of Florida, Civil Action No. C-06-22440-CIV-LENARD, SDFL] (LR-19882) INVESTMENT COMPANY ACT RELEASES INTEGRATED ARROS FUND I, ET AL. A notice has been issued giving interested persons until Nov. 17, 2006, to request a hearing on an application filed by Integrated ARROs Fund I, Integrated ARROs Fund II and IR Pass-through Corporation for an order under Section 38(a) of the Investment Company Act rescinding a prior order of the Commission. (Rel. IC-27522 - October 23) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-CBOE-2006-82) filed by the Chicago Board Options Exchange relating to the appointment costs of certain Hybrid 2.0 Classes 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 October 30. (Rel. 34-54640) A proposed rule change (SR-BSE-2006-45) filed by the Boston Stock Exchange relating to the correction of erroneous cross references in the rules of the Boston Options Exchange, Inc. 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 October 30. (Rel. 34-54641) PROPOSED RULE CHANGES The Chicago Stock Exchange filed a proposed rule change (SR-CHX-2006- 30) to permit routing from the matching system to a destination selected by a participant. Publication is expected in the Federal Register during the week of October 30. (Rel. 34-54642) The Chicago Board Options Exchange filed a proposed rule change (SR- CBOE-2006-73) and Amendment No. 1 thereto to amend certain of its rules to provide for the listing and trading of options on the CBOE Russell 2000 Volatility Indexsm (RVXsm). Publication is expected in the Federal Register during the week of October 30. (Rel. 34-54643) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-ISE-2004-17) and Amendment No. 1 thereto submitted by the International Securities Exchange relating to market maker orders. Publication is expected in the Federal Register during the week of October 30. (Rel. 34-54644) 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-1 IMAGING DIAGNOSTIC SYSTEMS INC /FL/, 6531 NW 18TH COURT, PLANTATION, FL, 33313-4520, 3057460500 - 28,000,000 ($2,800,000.00) Equity, (File 333-138167 - Oct. 24) (BR. 10B) S-1 ARADIGM CORP, 3929 POINT EDEN WAY, HAYWARD, CA, 94545, 5102659000 - 0 ($32,660,000.00) Equity, (File 333-138169 - Oct. 24) (BR. 10A) S-3 CELL THERAPEUTICS INC, 501 ELLIOTT AVE W, STE 400, SEATTLE, WA, 98119, 2062707100 - 0 ($14,479,769.00) Equity, (File 333-138170 - Oct. 24) (BR. 01A) S-8 DEXCOM INC, 5555 OBERLIN DRIVE, SAN DIEGO, CA, 92121, 8582000200 - 0 ($10,014,110.85) Equity, (File 333-138174 - Oct. 24) (BR. 10A) S-8 Fox Chase Bancorp Inc, 4390 DAVISVILLE ROAD, HATBORO, PA, 19040, 215-682-7400 - 121,120 ($1,557,606.00) Equity, (File 333-138175 - Oct. 24) (BR. 07) SB-2 BLAST ENERGY SERVICES, INC., 14550 TORREY CHASE BLVD, SUITE 330, HOUSTON, TX, 77014, 281-453-2888 - 42,268,552 ($32,124,100.00) Equity, (File 333-138176 - Oct. 24) (BR. 04B) S-8 BELDEN CDT INC., BELDEN CDT INC., 7701 FORSYTH BOULEVARD, SUITE 800, ST. LOUIS, MO, 63105, 314-854-8000 - 0 ($99,737,500.00) Equity, (File 333-138177 - Oct. 24) (BR. 06C) S-4 INDALEX HOLDINGS FINANCE INC, 5200 TOWN CENTER CIRCLE, SUITE 470, BOCA RATON, FL, 33486, 561-394-0550 - 0 ($270,000,000.00) Debt, (File 333-138178 - Oct. 24) (BR. ) S-8 BELDEN CDT INC., BELDEN CDT INC., 7701 FORSYTH BOULEVARD, SUITE 800, ST. LOUIS, MO, 63105, 314-854-8000 - 0 ($7,006,990.00) Equity, (File 333-138179 - Oct. 24) (BR. 06C) S-1 FOAMEX INTERNATIONAL INC, 1000 COLUMBIA AVENUE, LINWOOD, PA, 19061, 6108593000 - 0 ($150,000,000.00) Equity, (File 333-138180 - Oct. 24) (BR. 06C) S-8 LEMAITRE VASCULAR INC, 63 2ND AVE, BURLINGTON, MA, 01803, 781-221-2266 - 2,516,983 ($16,224,763.62) Equity, (File 333-138181 - Oct. 24) (BR. 10) S-1 Flagstone Reinsurance Holdings Ltd, CRAWFORD HOUSE 23 CHURCH ST, HAMILTON BERMUDA HM 11, D0, 00000, 0 ($175,000,000.00) Equity, (File 333-138182 - Oct. 24) (BR. ) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off-Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant's Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics 6.01. ABS Informational and Computational Material. 6.02. Change of Servicer or Trustee. 6.03. Change in Credit Enhancement or Other External Support. 6.04. Failure to Make a Required Distribution. 6.05. Securities Act Updating Disclosure. 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ACME UNITED CORP CT 2.02,9.01 10/24/06 ACR GROUP INC TX 8.01 10/24/06 ACTEL CORP CA 1.01,2.02,5.03,9.01 10/20/06 ADELPHIA COMMUNICATIONS CORP DE 7.01 10/24/06 ADUDDELL INDUSTRIES INC CO 2.02,7.01,9.01 10/24/06 ADUDDELL INDUSTRIES INC CO 2.02,7.01,9.01 10/24/06 AMEND ADVANTA BUSINESS RECEIVABLES CORP 8.01,9.01 10/24/06 ADVENT SOFTWARE INC /DE/ DE 2.02,9.01 10/24/06 ADVOCAT INC DE 1.01,3.02,5.03,9.01 10/20/06 AFLAC INC GA 2.02,9.01 10/24/06 AFTERMARKET TECHNOLOGY CORP DE 2.02,7.01,9.01 10/24/06 AK STEEL HOLDING CORP DE 2.02,9.01 10/24/06 AKESIS PHARMACEUTICALS, INC. NV 1.01,3.02,5.02,8.01,9.01 10/02/06 AMEND ALASKA AIR GROUP INC DE 2.02,9.01 10/24/06 ALCAN INC A6 5.02,9.01 10/24/06 ALFACELL CORP DE 8.01,9.01 10/24/06 ALLEGHENY ENERGY, INC MD 1.01,9.01 10/18/06 ALLIANCE DATA SYSTEMS CORP DE 7.01,9.01 10/24/06 ALTERA CORP DE 2.02,9.01 10/24/06 Alternative Loan Trust 2006-OC7 DE 8.01,9.01 08/30/06 AMEND Alternative Loan Trust 2006-OC8 DE 8.01,9.01 09/29/06 AMEND AMAZON COM INC DE 2.02,9.01 10/24/06 AMEDIA NETWORKS, INC. DE 1.01,2.03,9.01 10/20/06 AMERICAN CELLULAR CORP /DE/ 1.01,9.01 10/18/06 AMERICAN EAGLE OUTFITTERS INC DE 7.01,9.01 10/18/06 AMERICREDIT CORP TX 2.02,9.01 10/24/06 AMERIGAS PARTNERS LP DE 2.02,8.01,9.01 10/24/06 AMERIPRISE FINANCIAL INC DE 2.02,9.01 10/24/06 Ameriquest Mortgage Securities Trust DE 2.01,9.01 09/07/06 AMERIVEST PROPERTIES INC MD 1.01,2.01,9.01 10/20/06 AMREP CORP OK 1.01 10/19/06 AMSURG CORP TN 2.02,7.01,9.01 10/24/06 ANADIGICS INC DE 2.02,9.01 10/24/06 ANALOG DEVICES INC MA 7.01,9.01 10/24/06 ANALYTICAL SURVEYS INC CO 1.02,9.01 10/24/06 ANIXTER INTERNATIONAL INC DE 2.02,9.01 10/24/06 ANSOFT CORP PA 1.01,2.03 10/24/06 APPLIED IMAGING CORP DE 1.01,9.01 10/20/06 APPLIED INDUSTRIAL TECHNOLOGIES INC OH 2.02,9.01 10/24/06 APPLIED MATERIALS INC /DE DC 5.02,9.01 10/23/06 ARCHSTONE SMITH TRUST MD 2.02,9.01 10/24/06 ARMSTRONG WORLD INDUSTRIES INC PA 5.02 10/23/06 ART TECHNOLOGY GROUP INC DE 2.02,9.01 10/24/06 ASBURY AUTOMOTIVE GROUP INC DE 7.01,9.01 10/24/06 ASCENDIA BRANDS, INC. DE 3.01,7.01,9.01 10/17/06 ATHEROGENICS INC GA 2.02,9.01 09/30/06 AVALON HOLDINGS CORP OH 8.01 10/23/06 AVAYA INC DE 2.02,9.01 10/24/06 AVERY DENNISON CORPORATION DE 2.02,9.01 10/24/06 BALLY TECHNOLOGIES, INC. NV 1.01,9.01 10/20/06 BALLY TOTAL FITNESS HOLDING CORP DE 5.02,9.01 10/22/06 Banc of America Commercial Mortgage I DE 8.01,9.01 10/24/06 BANK OF HAWAII CORP DE 2.02,9.01 10/23/06 BANKUNITED FINANCIAL CORP FL 2.02,9.01 10/24/06 BARR PHARMACEUTICALS INC DE 2.01,9.01 10/24/06 BCB BANCORP INC 2.02,9.01 10/23/06 BEACH FIRST NATIONAL BANCSHARES INC SC 8.01,9.01 10/24/06 Bear Stearns ALT-A Trust 2006-5 DE 8.01,9.01 07/31/06 BEHRINGER HARVARD REIT I INC MD 2.03,9.01 10/18/06 BELLSOUTH CORP GA 2.02 10/24/06 BioMed Realty Trust Inc MD 1.01,7.01,9.01 10/20/06 BNCCORP INC DE 2.02,9.01 09/30/06 BOLT TECHNOLOGY CORP CT 2.02,9.01 10/24/06 BRIDGE BANCORP INC NY 2.02,9.01 10/23/06 BRIGGS & STRATTON CORP WI 5.02 10/24/06 BRIGHTPOINT INC IN 1.01,2.03,9.01 10/18/06 BTU INTERNATIONAL INC DE 2.02,9.01 10/24/06 BUCYRUS INTERNATIONAL INC DE 1.01,2.02,7.01,9.01 10/18/06 BUFFALO WILD WINGS INC MN 2.02,9.01 10/24/06 BUFFETS HOLDINGS, INC. DE 1.01,8.01,9.01 10/19/06 BUILDING MATERIALS HOLDING CORP DE 2.02,9.01 10/24/06 BURLINGTON NORTHERN SANTA FE CORP DE 2.02,9.01 10/24/06 C H ROBINSON WORLDWIDE INC DE 2.02,9.01 10/24/06 CACI INTERNATIONAL INC /DE/ DE 5.02 10/24/06 CADENCE FINANCIAL CORP MS 2.02,9.01 10/24/06 Calamos Asset Management, Inc. /DE/ 2.02,8.01,9.01 10/19/06 CALLIDUS SOFTWARE INC 2.02,9.01 10/24/06 CAMBREX CORP DE 1.01,8.01,9.01 10/23/06 CAPSOURCE FINANCIAL INC CO 1.01,2.03,9.01 10/23/06 CAPSTEAD MORTGAGE CORP MD 7.01,9.01 10/24/06 CARLISLE COMPANIES INC DE 2.02,9.01 10/24/06 CASCADE FINANCIAL CORP DE 2.02,9.01 10/24/06 CASCADE MICROTECH INC 2.02,9.01 10/24/06 CDW CORP IL 5.03,9.01 10/19/06 CEDAR SHOPPING CENTERS INC MD 1.01,9.01 10/20/06 CENTENE CORP 2.02,9.01 10/24/06 CENTEX CORP NV 2.02,7.01,8.01,9.01 10/24/06 CENTRAL FREIGHT LINES INC NV 7.01,9.01 10/23/06 CENTRAL PACIFIC FINANCIAL CORP HI 2.02,9.01 10/24/06 CENTURY ALUMINUM CO DE 2.02,7.01 10/24/06 CFSB MOR SEC CORP HOME EQUITY ASSET T DE 8.01,9.01 10/24/06 CHECKFREE CORP \GA\ DE 2.02,9.01 10/24/06 CHEESECAKE FACTORY INCORPORATED DE 8.01,9.01 10/23/06 CHICAGO MERCANTILE EXCHANGE HOLDINGS DE 2.02,9.01 10/24/06 CHINA FUND INC MD 7.01,9.01 09/01/06 CHINA WORLD TRADE CORP NV 2.01 10/20/06 Chino Commercial Bancorp CA 2.02,9.01 10/23/06 Chino Commercial Bancorp CA 8.01,9.01 10/19/06 CHITTENDEN CORP /VT/ VT 1.01,5.03,9.01 10/18/06 CHOICEPOINT INC GA 2.02,9.01 10/24/06 CIRRUS LOGIC INC DE 8.01,9.01 10/23/06 CIT GROUP INC DE 8.01,9.01 10/23/06 CNB FINANCIAL CORP/PA PA 2.02,9.01 10/23/06 CNB FINANCIAL CORP/PA PA 8.01,9.01 10/20/06 COBRA ELECTRONICS CORP DE 1.01,2.01,9.01 10/19/06 COGNITRONICS CORP NY 5.02 10/19/06 COGNOS INC CA 1.01 10/23/06 COLLINS & AIKMAN CORP DE 8.01 10/20/06 COLUMBUS MCKINNON CORP NY 2.02,9.01 10/24/06 COMMERCIAL METALS CO DE 1.01,2.02,9.01 10/23/06 COMMUNITY BANK SYSTEM INC DE 2.02,9.01 10/23/06 COMMUNITY FINANCIAL SHARES INC DE 8.01 10/18/06 Community Partners Bancorp NJ 2.02,9.01 10/23/06 COMMUNITY WEST BANCSHARES / CA 2.02,9.01 10/24/06 COMPUTER TASK GROUP INC NY 2.02,9.01 10/24/06 Comstock Homebuilding Companies, Inc. DE 2.04,8.01,9.01 10/18/06 CONCEPTUS INC DE 8.01,9.01 10/20/06 CONNETICS CORP DE 1.01,3.03,9.01 10/22/06 CONVERGYS CORP OH 1.01,2.03,9.01 10/20/06 COOPER INDUSTRIES LTD 2.02,9.01 10/24/06 CORN PRODUCTS INTERNATIONAL INC DE 2.02,7.01 10/24/06 CORNING INC /NY NY 2.02,9.01 09/30/06 COUNTRYWIDE FINANCIAL CORP DE 1.01,9.01 10/20/06 COUNTRYWIDE FINANCIAL CORP DE 2.02,9.01 10/24/06 CRANE CO /DE/ DE 2.02,8.01,9.01 10/24/06 CREDO PETROLEUM CORP CO 8.01,9.01 10/23/06 CRM Holdings, Ltd. 8.01,9.01 10/24/06 CROSS COUNTRY HEALTHCARE INC DE 2.02,7.01,9.01 10/23/06 Crystal River Capital, Inc. MD 7.01,9.01 10/23/06 CSG SYSTEMS INTERNATIONAL INC DE 2.02,9.01 10/24/06 CTI GROUP HOLDINGS INC DE 1.01,2.03,9.01 10/18/06 CVB FINANCIAL CORP CA 2.02 10/18/06 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 09/25/06 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 09/28/06 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 09/29/06 CYMER INC NV 2.02,9.01 10/24/06 CYTODYN INC CO 4.02,9.01 10/16/06 AMEND DATASCOPE CORP DE 2.05,9.01 10/19/06 DELPHI FINANCIAL GROUP INC/DE DE 2.02,9.01 10/24/06 DELTA & PINE LAND CO DE 9.01 08/31/06 DELTA & PINE LAND CO DE 9.01 10/24/06 DELTIC TIMBER CORP DE 1.01,3.03,9.01 10/19/06 DELTIC TIMBER CORP DE 1.01,9.01 10/18/06 DEVRY INC DE 2.02 10/24/06 DIAMETRICS MEDICAL INC MN 1.01,9.01 10/24/06 DIGI INTERNATIONAL INC DE 5.02,9.01 10/18/06 DIGITAL POWER CORP CA 5.02 10/17/06 DIGITAL RIVER INC /DE DE 1.01 10/19/06 DIMECO INC PA 2.02,9.01 10/24/06 DIODES INC /DEL/ DE 1.01,7.01,9.01 10/19/06 DOBSON COMMUNICATIONS CORP OK 1.01,9.01 10/18/06 DONALDSON CO INC DE 8.01,9.01 10/23/06 DOVER CORP DE 2.02,9.01 10/24/06 DOW JONES & CO INC DE 9.01 10/17/06 AMEND DRYCLEAN USA INC DE 1.01,9.01 10/23/06 DST SYSTEMS INC DE 2.02,9.01 10/23/06 DUPONT E I DE NEMOURS & CO DE 2.02 10/24/06 DURA AUTOMOTIVE SYSTEMS INC DE 1.01 10/20/06 DUSA PHARMACEUTICALS INC NJ 1.01,3.03,5.02 10/18/06 EAGLE BANCORP INC MD 1.01,9.01 10/18/06 EBIX INC DE 8.01 10/20/06 EDISON INTERNATIONAL CA 1.01,9.01 10/18/06 EDUCATE INC DE 7.01,9.01 10/24/06 ELCOM INTERNATIONAL INC DE 1.01,3.02,7.01,9.01 10/18/06 ELECTRONICS FOR IMAGING INC DE 2.02,7.01,9.01 10/24/06 EMBARCADERO TECHNOLOGIES INC 1.01,8.01 10/18/06 ENDWAVE CORP DE 2.02,9.01 10/24/06 ENSCO INTERNATIONAL INC DE 8.01,9.01 10/24/06 Enterprise GP Holdings L.P. DE 2.02,9.01 10/23/06 ENTERPRISE PRODUCTS PARTNERS L P DE 2.02,9.01 10/23/06 ENVIRONMENTAL POWER CORP DE 8.01,9.01 10/24/06 ETRIALS WORLDWIDE INC. 2.02 10/23/06 EURONET WORLDWIDE INC DE 2.02,9.01 10/24/06 EVERGREEN HOLDINGS INC OR 8.01,9.01 10/24/06 EVERGREEN SOLAR INC DE 2.02,9.01 10/24/06 EXCELLENCY INVESTMENT REALTY TRUST, I MD 3.02,3.03,8.01,9.01 10/18/06 EXPRESS SCRIPTS INC DE 2.02,9.01 09/30/06 FARMERS CAPITAL BANK CORP KY 8.01,9.01 10/23/06 Federal Home Loan Bank of Atlanta X1 2.03 10/20/06 Federal Home Loan Bank of Boston X1 2.03 10/18/06 Federal Home Loan Bank of Chicago X1 2.03 10/18/06 Federal Home Loan Bank of Cincinnati X1 2.02,9.01 10/24/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 10/18/06 Federal Home Loan Bank of Dallas 2.03 10/18/06 Federal Home Loan Bank of Des Moines X1 2.03,9.01 10/18/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 10/18/06 Federal Home Loan Bank of New York X1 2.03,9.01 10/18/06 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 10/18/06 Federal Home Loan Bank of San Francis X1 2.03 10/18/06 Federal Home Loan Bank of Seattle 2.03 10/23/06 Federal Home Loan Bank of Seattle 7.01,9.01 10/24/06 Federal Home Loan Bank of Topeka 2.03 10/18/06 FIDELITY BANKSHARES INC DE 2.02,9.01 10/18/06 FIREARMS TRAINING SYSTEMS INC DE 5.01,7.01,9.01 10/18/06 FIRST ADVANTAGE CORP DE 2.02,9.01 10/24/06 FIRST BANCORP /PR/ PR 7.01,9.01 10/24/06 FIRST CHARTER CORP /NC/ NC 2.02,7.01,8.01,9.01 10/23/06 FIRST HORIZON NATIONAL CORP TN 1.01,5.03,9.01 10/18/06 FIRST INDIANA CORP IN 8.01,9.01 10/19/06 FIRST NORTHERN COMMUNITY BANCORP CA 2.02,7.01 10/24/06 FIRST NORTHERN COMMUNITY BANCORP CA 2.02,7.01,9.01 10/24/06 AMEND FIRST SECURITY GROUP INC/TN TN 2.02 10/24/06 FIRSTBANK CORP MI 2.02,8.01,9.01 10/24/06 FIRSTFED FINANCIAL CORP DE 2.02,9.01 09/30/06 FISERV INC WI 2.02,9.01 10/24/06 Fittipaldi Logistics, Inc. NV 5.03,7.01,9.01 10/21/06 FIVE STAR PRODUCTS INC DE 5.02,9.01 10/18/06 FIVE STAR QUALITY CARE INC 1.01,2.03,3.02,9.01 10/24/06 FLEXTRONICS INTERNATIONAL LTD. U0 2.02,9.01 10/24/06 FLICKERING STAR FINANCIAL INC NV 8.01 10/24/06 FLUOR CORP DE 2.02,9.01 10/24/06 FOUNDRY NETWORKS INC DE 2.02,9.01 10/24/06 FOXHOLLOW TECHNOLOGIES, INC. DE 1.01,5.02 10/18/06 FREESCALE SEMICONDUCTOR INC DE 8.01,9.01 10/23/06 FRMO CORP DE 8.01 10/16/06 FUSHI INTERNATIONAL INC NV 9.01 10/17/06 AMEND FUSION TELECOMMUNICATIONS INTERNATION 8.01,9.01 10/24/06 FX ENERGY INC NV 7.01,9.01 10/24/06 GALAXY ENERGY CORP CO 8.01,9.01 10/24/06 GALLAGHER ARTHUR J & CO DE 2.02,9.01 10/24/06 GANNETT CO INC /DE/ DE 5.02,9.01 10/23/06 GENE LOGIC INC DE 1.01 10/18/06 GENESIS ENERGY LP DE 7.01 08/29/06 GENESIS MICROCHIP INC /DE DE 2.02,9.01 10/24/06 GEODYNE ENERGY INCOME LTD PARTNERSHIP OK 2.01,9.01 10/11/06 AMEND GEODYNE INSTITUTIONAL PENSION ENERGY TX 2.01,9.01 10/11/06 AMEND GETTY IMAGES INC DE 2.02,2.05,9.01 10/18/06 Global Cash Access Holdings, Inc. DE 5.02 10/20/06 GLOBAL PARTNERS LP 7.01,9.01 10/24/06 GOVERNMENT PROPERTIES TRUST INC 8.01,9.01 10/23/06 GRAN TIERRA ENERGY, INC. NV 8.01 10/19/06 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 10/20/06 GRANT PRIDECO INC DE 2.02,9.01 10/23/06 GREAT WESTERN LAND RECREATION INC NV 5.02 10/18/06 GREENSHIFT CORP DE 2.01,9.01 10/18/06 GS AGRIFUELS CORP DE 1.01,9.01 10/18/06 GS Energy CORP 1.01,2.01,9.01 10/18/06 GSAMP Trust 2006-FM2 DE 8.01,9.01 09/29/06 GSI GROUP INC A3 2.02,9.01 10/24/06 HALLIBURTON CO DE 2.02 10/23/06 HANMI FINANCIAL CORP DE 2.02,9.01 10/24/06 HARRAHS ENTERTAINMENT INC DE 8.01,9.01 10/20/06 HARRINGTON WEST FINANCIAL GROUP INC/C 2.02,9.01 10/24/06 HEALTH MANAGEMENT ASSOCIATES INC DE 2.02,9.01 10/24/06 HEALTHCARE REALTY TRUST INC MD 2.02,9.01 10/24/06 HEALTHSOUTH CORP DE 1.01,8.01,9.01 10/18/06 HEALTHSTREAM INC TN 2.02,7.01,9.01 10/24/06 HEARTLAND FINANCIAL USA INC DE 8.01,9.01 10/24/06 HERCULES INC DE 2.02,9.01 09/30/06 HERCULES INC DE 1.01 10/19/06 HICKORY TECH CORP MN 1.01,9.01 10/24/06 HIGHLANDS BANKSHARES INC /WV/ WV 2.02,9.01 10/23/06 HOME FEDERAL BANCORP IN 2.02,9.01 10/24/06 IA GLOBAL INC DE 1.01,3.02,3.03,5.03,9.01 10/19/06 iCarbon CORP NV 1.01,9.01 10/15/06 ICF International, Inc. DE 1.01,9.01 10/18/06 iCURIE, INC. NV 8.01 09/14/06 IDEX CORP /DE/ DE 7.01,9.01 10/19/06 II-VI INC PA 2.02,9.01 10/23/06 IMATION CORP DE 2.02,7.01,9.01 10/24/06 INCO LTD 5.01 10/24/06 Industrial Enterprises of America, In NV 2.02 10/24/06 IndyMac INDX Mortgage Loan Trust 2006 8.01,9.01 10/23/06 IndyMac MBS Home Equity Mortgage Loan 2.01,9.01 09/08/06 INFINITY PROPERTY & CASUALTY CORP OH 2.02,9.01 10/24/06 INGRAM MICRO INC DE 2.02,9.01 10/24/06 INLAND RETAIL REAL ESTATE TRUST INC MD 1.01,8.01,9.01 10/20/06 Innophos, Inc. 1.01 08/18/06 INNOVATIVE SOFTWARE TECHNOLOGIES INC CA 5.02 10/17/06 INPUT OUTPUT INC DE 1.01,7.01,9.01 10/19/06 INTEGRAL SYSTEMS INC /MD/ MD 2.02,8.01,9.01 10/18/06 INTEGRATED DEVICE TECHNOLOGY INC DE 1.01,2.02,5.03,7.01,9.01 10/20/06 Integrated Media Holdings, Inc. 8.01 10/24/06 INTEGRATED SILICON SOLUTION INC DE 2.02,4.02,9.01 10/19/06 Integrative Health Technologies, Inc. DE 9.01 10/23/06 AMEND INTERNET COMMERCE CORP DE 2.02,9.01 10/16/06 IOMAI CORP 1.01,3.02,8.01,9.01 10/23/06 IPSCO INC 2.02,9.01 10/24/06 IVI COMMUNICATIONS INC NV 8.01,9.01 09/30/06 iVOW, Inc. DE 1.01 10/19/06 J P MORGAN CHASE & CO DE 9.01 10/20/06 JETBLUE AIRWAYS CORP DE 2.02,9.01 10/24/06 JETBLUE AIRWAYS CORP DE 7.01,9.01 10/24/06 KAISER GROUP HOLDINGS INC DE 4.01 10/24/06 KEANE, INC. MA 8.01,9.01 10/24/06 KELLY SERVICES INC DE 2.02,9.01 10/24/06 KID CASTLE EDUCATIONAL CORP FL 5.02 10/18/06 KNOLL INC DE 2.02,9.01 10/24/06 KRAFT FOODS INC VA 1.01,9.01 10/19/06 KV PHARMACEUTICAL CO /DE/ DE 7.01 10/20/06 KYPHON INC DE 1.01,9.01 10/20/06 LABORATORY CORP OF AMERICA HOLDINGS DE 2.02 10/24/06 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 10/24/06 LABORATORY CORP OF AMERICA HOLDINGS DE 1.01,3.02,8.01,9.01 10/24/06 LABORATORY CORP OF AMERICA HOLDINGS DE 2.02 10/24/06 AMEND LADENBURG THALMANN FINANCIAL SERVICES FL 1.01,3.02,5.02,9.01 09/06/06 AMEND LCA VISION INC DE 2.02,9.01 10/24/06 LEADIS TECHNOLOGY INC DE 2.02,9.01 10/24/06 LEAP WIRELESS INTERNATIONAL INC DE 1.01,1.02,2.03,9.01 10/18/06 Legacy Bancorp, Inc. DE 2.02,9.01 10/24/06 LEGG MASON INC MD 2.02,9.01 09/30/06 LEHMAN BROTHERS HOLDINGS INC DE 8.01,9.01 10/23/06 LENNOX INTERNATIONAL INC DE 1.01,8.01,9.01 03/20/06 LEVEL 3 COMMUNICATIONS INC DE 8.01,9.01 10/24/06 LEVEL 3 COMMUNICATIONS INC DE 2.02,9.01 10/24/06 LEXMARK INTERNATIONAL INC /KY/ DE 2.02,9.01 10/24/06 LIBERTY PROPERTY TRUST MD 2.02,9.01 10/23/06 LICENSE ACQUISITION CORP DE 1.01,3.02,5.01,5.02,8.01 10/23/06 LINCARE HOLDINGS INC DE 2.02,9.01 10/23/06 Linens Holding Co. DE 1.01,5.02,9.01 10/20/06 LIQUIDMETAL TECHNOLOGIES INC 1.01,1.02,5.02,7.01 10/20/06 LITHIA MOTORS INC OR 7.01,9.01 10/23/06 LITHIUM TECHNOLOGY CORP DE 4.01 10/17/06 LOCKHEED MARTIN CORP MD 2.02,9.01 10/24/06 LOGICVISION INC DE 2.02,9.01 10/24/06 LOUISIANA-PACIFIC CORP DE 2.02,9.01 10/24/06 LQ CORP INC DE 5.02 10/20/06 LTV CORP DE 8.01,9.01 10/24/06 LYONDELL CHEMICAL CO DE 8.01,9.01 10/24/06 MAKEMUSIC, INC. MN 5.02,5.03,9.01 10/19/06 MANCHESTER INC 4.01,9.01 10/20/06 MANGAPETS, INC. DE 4.01,9.01 10/24/06 MANHATTAN ASSOCIATES INC GA 2.02,9.01 10/24/06 MARKLAND TECHNOLOGIES INC FL 1.01,3.02,9.01 10/20/06 MARKWEST ENERGY PARTNERS L P 1.01,2.03,8.01,9.01 10/20/06 MATRITECH INC/DE/ DE 8.01,9.01 10/24/06 MATRIXX INITIATIVES INC DE 2.02,9.01 10/23/06 MDC HOLDINGS INC DE 2.02,7.01,9.01 10/24/06 MEADE INSTRUMENTS CORP DE 3.01,9.01 10/18/06 MEDCATH CORP DE 8.01,9.01 10/24/06 MEDIS TECHNOLOGIES LTD DE 8.01,9.01 10/24/06 MEDISCIENCE TECHNOLOGY CORP NJ 8.01,9.01 08/24/06 MERCANTILE BANKSHARES CORP MD 2.02,9.01 10/24/06 MERRILL LYNCH & CO INC DE 8.01,9.01 10/23/06 MESA OFFSHORE TRUST TX 7.01,9.01 10/24/06 METASOLV INC DE 1.01,3.03,7.01,9.01 10/22/06 AMEND METROMEDIA INTERNATIONAL GROUP INC DE 7.01,9.01 10/24/06 MGI PHARMA INC MN 1.01,2.03,9.01 10/18/06 MICRO COMPONENT TECHNOLOGY INC MN 1.01 10/18/06 MICROSEMI CORP DE 1.01,7.01,9.01 10/24/06 MICROSOFT CORP WA 7.01,9.01 10/24/06 MIDLAND CO OH 2.02,9.01 10/24/06 MOBILEPRO CORP DE 1.01,5.02,9.01 10/18/06 MONADNOCK BANCORP INC MD 2.02,9.01 10/24/06 MOTIVE INC DE 1.01,5.02,7.01,9.01 10/20/06 MOVENTIS CAPITAL, INC. DE 1.01,2.03,3.02,8.01,9.01 10/18/06 MOVENTIS CAPITAL, INC. DE 1.01,2.03,3.02,8.01,9.01 10/19/06 MTC TECHNOLOGIES INC DE 2.02,9.01 10/24/06 MTR GAMING GROUP INC DE 1.01,9.01 10/03/06 MUELLER INDUSTRIES INC DE 2.02,9.01 10/24/06 MULTIBAND CORP MN 1.01,9.01 10/19/06 MURPHY OIL CORP /DE DE 2.02,9.01 10/24/06 MYERS INDUSTRIES INC OH 1.01,9.01 10/20/06 MYOGEN INC DE 1.02 10/18/06 NASB FINANCIAL INC MO 8.01 10/24/06 NATIONAL CITY CORP DE 5.02,9.01 10/24/06 NATIONAL PATENT DEVELOPMENT CORP DE 5.02 10/20/06 NAVISTAR INTERNATIONAL CORP DE 1.01,5.02,9.01 10/17/06 NBT BANCORP INC DE 2.02,9.01 10/23/06 NEENAH FOUNDRY CO WI 8.01,9.01 10/24/06 NEOWARE INC DE 2.02,9.01 10/23/06 NESTOR INC DE 7.01,9.01 10/23/06 NESTOR INC DE 7.01,9.01 10/24/06 AMEND NETBANK INC GA 7.01,9.01 10/24/06 NETMANAGE INC DE 7.01 10/24/06 NETWOLVES CORP NY 2.02,9.01 10/18/06 NETWORK CN INC DE 1.01,3.02,9.01 10/20/06 NEUROLOGIX INC/DE DE 7.01,9.01 10/24/06 NIC INC CO 5.02,8.01,9.01 10/19/06 NORTEL NETWORKS CORP 1.01 10/24/06 NORTEL NETWORKS LTD 1.01 10/24/06 NORTHEAST BANCORP /ME/ ME 2.02,7.01 09/30/06 NORTHEAST UTILITIES MA 1.01,9.01 10/19/06 NORTHROP GRUMMAN CORP /DE/ DE 2.02,9.01 10/24/06 NORTHWEST BANCORP INC PA 2.02,9.01 10/23/06 NOVATEL WIRELESS INC DE 2.02,9.01 10/24/06 NOVATEL WIRELESS INC DE 1.01,5.02,9.01 10/19/06 NOVELOS THERAPEUTICS, INC. DE 4.02 10/18/06 NYFIX INC DE 8.01,9.01 10/18/06 NYMEX HOLDINGS INC DE 5.02,9.01 10/24/06 ODYNE CORP 9.01 10/23/06 AMEND OGLETHORPE POWER CORP GA 2.03 10/24/06 Omega Flex, Inc. PA 7.01,9.01 09/30/06 OMEGA PROTEIN CORP NV 1.01,2.03,9.01 10/18/06 OMNICOM GROUP INC NY 2.02,7.01,9.01 10/24/06 ORAMED PHARMACEUTICALS INC. NV 5.02 10/17/06 OSAGE FEDERAL FINANCIAL INC 2.02,9.01 10/24/06 PACCAR INC DE 2.02,9.01 10/24/06 PACTIV CORP DE 2.02,9.01 10/23/06 PAR PHARMACEUTICAL COMPANIES, INC. DE 5.02,8.01 10/18/06 PARK OHIO HOLDINGS CORP OH 1.01,8.01,9.01 10/18/06 PARTNERRE LTD 2.02 10/23/06 PATRICK INDUSTRIES INC IN 2.02,9.01 10/20/06 PENTAIR INC MN 2.02,9.01 10/24/06 PEOPLES BANCORP INC OH 2.02,9.01 09/30/06 PEOPLES BANCTRUST CO INC AL 1.01,5.02,9.01 10/18/06 PEOPLES ENERGY CORP IL 2.03 10/24/06 PERVASIVE SOFTWARE INC DE 2.02,9.01 10/24/06 PETMED EXPRESS INC FL 2.02,9.01 10/23/06 PetroHunter Energy Corp MD 8.01,9.01 10/24/06 PETROLEUM DEVELOPMENT CORP NV 8.01,9.01 10/23/06 PHELPS DODGE CORP NY 2.02,9.01 10/24/06 PITNEY BOWES INC /DE/ DE 2.02,9.01 10/24/06 PLAINS EXPLORATION & PRODUCTION CO DE 1.01,2.04,3.03,8.01 10/20/06 PLANTRONICS INC /CA/ DE 2.02,7.01,9.01 10/24/06 PLATINUM UNDERWRITERS HOLDINGS LTD D0 2.02,9.01 10/23/06 PLURISTEM LIFE SYSTEMS INC NV 8.01,9.01 10/24/06 POGO PRODUCING CO DE 2.02,9.01 10/24/06 PortalPlayer, Inc. DE 1.01 10/18/06 POSSIS MEDICAL INC MN 7.01,9.01 10/23/06 PRO DEX INC CO 1.01,5.02,9.01 10/18/06 PROTECTIVE LIFE INSURANCE CO TN 9.01 10/19/06 ProUroCare Medical Inc. NV 5.02,9.01 10/23/06 PROVIDENT BANKSHARES CORP MD 5.02,9.01 10/24/06 PROVIDENT FINANCIAL HOLDINGS INC DE 7.01,9.01 10/24/06 PSB HOLDINGS INC /WI/ WI 2.02,9.01 10/24/06 PSS WORLD MEDICAL INC FL 2.02,9.01 09/29/06 QLOGIC CORP DE 2.02,9.01 10/24/06 QUALMARK CORP CO 2.02,9.01 10/24/06 RADIAN GROUP INC DE 1.01,9.01 10/18/06 RADYNE CORP DE 1.01,5.03,9.01 10/18/06 RALCORP HOLDINGS INC /MO MO 1.01,8.01,9.01 10/18/06 RAYONIER INC NC 2.02,9.01 10/24/06 RBC Bearings INC 8.01,9.01 10/24/06 RECLAMATION CONSULTING & APPLICATIONS CO 3.02,8.01,9.01 10/16/06 REGIONS FINANCIAL CORP DE 1.01 10/18/06 RENAISSANCE CAPITAL GROWTH & INCOME F TX 7.01,9.01 10/23/06 Revelstoke Industries, Inc. NV 1.01,2.01,5.02,5.03,9.01 10/20/06 REYNOLDS & REYNOLDS CO OH 8.01,9.01 10/23/06 RF MICRO DEVICES INC NC 2.02 10/24/06 Rhapsody Acquisition Corp. DE 8.01,9.01 10/24/06 Ridgewood Energy P Fund LLC 4.02 10/20/06 RIDGEWOOD ENERGY Q FUND LLC 4.02 10/20/06 RONCO CORP DE 1.01,1.02,2.03,3.02,9.01 10/18/06 Rosetta Resources Inc. DE 7.01,9.01 10/23/06 Safety Products Holdings, Inc. DE 1.01,5.03,9.01 10/18/06 SAIA INC DE 2.02,9.01 10/24/06 SALIX PHARMACEUTICALS LTD 8.01,9.01 10/22/06 SAST 2006-3 VA 8.01,9.01 10/10/06 SATCON TECHNOLOGY CORP DE 3.01 10/23/06 SBT Bancorp, Inc. CT 2.02,9.01 10/24/06 Scientigo, Inc. DE 5.02 10/19/06 SEABRIGHT INSURANCE HOLDINGS INC 2.02,9.01 10/24/06 SEAGATE TECHNOLOGY E9 2.02,9.01 10/24/06 SEATTLE GENETICS INC /WA DE 2.02,9.01 10/24/06 Security Capital Assurance Ltd D0 2.02,9.01 10/23/06 SELECT COMFORT CORP 2.02,9.01 10/24/06 SELECTIVE INSURANCE GROUP INC NJ 2.02,5.03,9.01 10/24/06 SIERRA HEALTH SERVICES INC NV 2.02,9.01 10/24/06 SIGMATEL INC DE 2.02,9.01 10/24/06 SIGNATURE LEISURE INC CO 3.02 10/05/06 SILICON IMAGE INC DE 1.01 10/19/06 SILVERSTAR HOLDINGS LTD B0 1.01,2.03,3.02,9.01 10/19/06 SIMTROL INC DE 1.01 10/18/06 SKYWORKS SOLUTIONS INC DE 1.01 10/18/06 SL GREEN REALTY CORP MD 2.02,7.01,8.01,9.01 10/23/06 Small Cap Strategies Inc NV 5.02,5.03,8.01,9.01 09/19/06 SMART ONLINE INC 1.01,2.01,2.06,8.01,9.01 09/29/06 AMEND SMITH INTERNATIONAL INC DE 2.02,9.01 10/24/06 SMITHFIELD FOODS INC VA 2.03 10/18/06 Somaxon Pharmaceuticals, Inc. DE 7.01,9.01 10/23/06 Sound Revolution Inc. DE 1.01,9.01 10/23/06 SOURCE PETROLEUM INC. NV 2.01,3.02,5.01,5.02,9.01 09/06/06 SOUTHERN CALIFORNIA EDISON CO CA 1.01,9.01 10/18/06 SOUTHERN CONNECTICUT BANCORP INC CT 2.02,9.01 10/24/06 SOUTHERN UNION CO DE 7.01,8.01 10/24/06 AMEND SOUTHWESTERN ENERGY CO AR 7.01 10/24/06 SPARTA COMMERCIAL SERVICES, INC. NV 1.01,3.02,9.01 10/23/06 STAMPS.COM INC DE 2.02,9.01 10/19/06 STANDARD PARKING CORP DE 8.01,9.01 10/23/06 STARBUCKS CORP WA 8.01 10/24/06 STERLING BANCSHARES INC TX 2.02,9.01 10/24/06 STERLING FINANCIAL CORP /PA/ PA 2.02,2.06,7.01,9.01 10/18/06 STERLING FINANCIAL CORP /WA/ WA 5.02,8.01,9.01 10/23/06 Sterling Mining CO ID 1.01,2.03,9.01 10/20/06 STURM RUGER & CO INC DE 5.02,5.03,9.01 10/19/06 SUNPOWER CORP CA 2.02,9.01 10/19/06 SUPERTEX INC CA 2.02,9.01 09/30/06 SUSQUEHANNA BANCSHARES INC PA 2.02,9.01 10/24/06 SYMANTEC CORP DE 1.01 10/19/06 SYMYX TECHNOLOGIES INC DE 2.02,9.01 10/24/06 TANGER FACTORY OUTLET CENTERS INC NC 2.02,7.01,9.01 09/30/06 TARGACEPT INC 1.01,5.02,9.01 10/18/06 TD AMERITRADE HOLDING CORP DE 2.02,9.01 10/24/06 TD AMERITRADE HOLDING CORP DE 1.01 10/18/06 TECHNICAL OLYMPIC USA INC DE 7.01,9.01 10/23/06 TELEPLUS ENTERPRISES INC 8.01 10/24/06 TELLABS INC DE 2.02 10/24/06 TEMPLE INLAND INC DE 2.02,7.01,9.01 10/24/06 TEMPUR PEDIC INTERNATIONAL INC DE 7.01,9.01 10/24/06 TENBY PHARMA INC DE 4.01,9.01 10/06/06 AMEND TENNECO INC DE 2.02,9.01 10/24/06 Tennessee Commerce Bancorp, Inc. TN 2.02,7.01,9.01 10/24/06 TEXHOMA ENERGY INC 8.01,9.01 10/23/06 THEATER XTREME ENTERTAINMENT GROUP, I FL 1.01,3.02,9.01 10/23/06 THOMAS & BETTS CORP TN 2.02,9.01 10/24/06 THRESHOLD PHARMACEUTICALS INC DE 5.02,9.01 10/18/06 TIB FINANCIAL CORP. FL 8.01,9.01 10/23/06 TRAVELZOO INC DE 2.02,9.01 10/24/06 TRIBUNE CO DE 1.01,9.01 10/18/06 TRIMBLE NAVIGATION LTD /CA/ CA 2.02,9.01 10/24/06 TRIZETTO GROUP INC DE 2.02,9.01 10/24/06 Tube Media Corp. CO 1.01,3.02 10/11/06 UCN INC DE 1.01,9.01 10/19/06 UGI CORP /PA/ PA 2.02,8.01,9.01 10/24/06 UMB FINANCIAL CORP MO 2.02,9.01 10/24/06 UNIONBANCORP INC DE 5.02,8.01,9.01 10/18/06 UNITED AUTO GROUP INC DE 2.02,7.01,9.01 10/24/06 UNITED COMMUNITY BANKS INC GA 2.02,9.01 10/24/06 UNIVERSAL HEALTH REALTY INCOME TRUST MD 2.02,9.01 10/23/06 UNIVERSAL SECURITY INSTRUMENTS INC MD 1.01,9.01 10/20/06 US XPRESS ENTERPRISES INC NV 2.02 10/23/06 USG CORP DE 2.02,9.01 10/24/06 VALLEY NATIONAL GASES INC WV 2.02,9.01 10/23/06 VEECO INSTRUMENTS INC DE 7.01,9.01 10/23/06 VELOCITY EXPRESS CORP DE 5.03,9.01 10/20/06 VENTURE FINANCIAL GROUP INC WA 8.01,9.01 10/24/06 VENTURE FINANCIAL GROUP INC WA 1.01,9.01 10/24/06 VENTURE FINANCIAL GROUP INC WA 2.02,9.01 10/24/06 Village Bank & Trust Financial Corp. 2.02,9.01 10/23/06 VioQuest Pharmaceuticals, Inc. DE 1.01,3.02,9.01 10/18/06 VIRGINIA FINANCIAL GROUP INC VA 2.02,9.01 10/23/06 VISTA GOLD CORP 8.01,9.01 10/23/06 VITRIA TECHNOLOGY INC DE 2.02,9.01 10/24/06 VIVUS INC CA 8.01,9.01 10/23/06 Vocus, Inc. DE 2.02,9.01 10/24/06 VOYAGER ONE INC NV 1.01,9.01 10/17/06 AMEND WaMu Mortgage Pass-Through Certificat DE 6.01 10/24/06 WASTE CONNECTIONS INC/DE DE 2.02,7.01,9.01 10/23/06 WASTE CONNECTIONS INC/DE DE 7.01 10/24/06 WATERS CORP /DE/ DE 2.02,9.01 10/24/06 WAUSAU PAPER CORP. WI 2.02,9.01 10/24/06 WAVE WIRELESS CORP DE 5.02 10/20/06 WEBSENSE INC DE 2.02,9.01 10/24/06 Wells Fargo Mortgage Backed Securitie DE 9.01 10/24/06 WESTSTAR FINANCIAL SERVICES CORP NC 2.02,9.01 10/23/06 WEYERHAEUSER CO WA 5.03 10/19/06 WHIRLPOOL CORP /DE/ DE 2.02,9.01 10/24/06 WHITE MOUNTAINS INSURANCE GROUP LTD D0 1.01,9.01 10/24/06 Winthrop Realty Trust OH 2.02,9.01 10/23/06 WIRELESS HOLDINGS INC FL 8.01,9.01 10/24/06 WORLD ACCEPTANCE CORP SC 2.02,7.01,9.01 10/24/06 XETA TECHNOLOGIES INC OK 1.01 10/19/06 XL CAPITAL LTD 2.02,9.01 10/23/06 XL CAPITAL LTD 2.02,9.01 10/24/06 XTO ENERGY INC DE 2.02 10/24/06 Y-TEL INTERNATIONAL INC DE 1.01,1.02,5.01,5.02,5.03, 7.01,9.01 10/17/06 Y-TEL INTERNATIONAL INC DE 1.01,1.02,5.01,5.03,7.01,9.01 10/17/06 AMEND YARC SYSTEMS CORP INC CA 3.03 10/23/06 ZAPATA CORP NV 1.01,9.01 10/24/06 ZYNEX MEDICAL HOLDINGS INC NV 2.02,9.01 10/18/06 ZYNEX MEDICAL HOLDINGS INC NV 1.01,2.03,3.02,9.01 10/18/06