SEC NEWS DIGEST Issue 2006-211 November 1, 2006 RULES AND RELATED MATTERS ORDER EXEMPTING CERTAIN SUB-PENNY TRADE-THROUGHS FROM RULE 611 OF REGULATION NMS UNDER THE SECURITIES EXCHANGE ACT OF 1934 The Commission issued an order exempting certain sub-penny trade- throughs from Rule 611 of Regulation NMS under the Securities Exchange Act of 1934. (Rel. 34-54678) ENFORCEMENT PROCEEDINGS COMMISSION REVOKES REGISTRATIONS OF SECURITIES OF WINDOW ROCK CAPITAL, INC. FOR FAILURE TO MAKE REQUIRED PERIODIC FILINGS On November 1, the Commission revoked the registration of each class of registered securities of Window Rock Capital, Inc. (Window Rock) for failure to make required periodic filings with the Commission. Without admitting or denying the findings of the order, except as to jurisdiction, which it admitted, Window Rock consented to the entry of an Order Making Findings and Revoking Registration of Securities Pursuant to Section 12(j) of the Securities Exchange Act of 1934 as to Window Rock Capital, Inc. finding that it had failed to comply with Section 13(a) of the Securities Exchange Act of 1934 (Exchange Act) and Rules 13a-1 and 13a-13 thereunder and revoking the registration of each class of Window Rock's securities pursuant to Section 12(j) of the Exchange Act. This order settled the charges brought against Window Rock in In the Matter of Geographics, Inc., et al., Administrative Proceeding File No. 3-12437. Brokers and dealers should be alert to the fact that Exchange Act Section 12(j) provides, in pertinent part, as follows: No member of a national securities exchange, broker, or dealer shall make use of the mails or any means or instrumentality of interstate commerce to effect any transaction in, or to induce the purchase or sale of, any security the registration of which has been and is suspended or revoked… For further information see 34-54518 (Sept. 27, 2006). (Rel. 34-54679; File No. 3-12437) ORDER MAKING FINDINGS AND REVOKING REGISTRATIONS BY DEFAULT AS TO CYCOMM INTERNATIONAL, INC. AND MANAGEMENT TECHNOLOGIES, INC. An Administrative Law Judge has issued an Order Making Findings and Revoking Registrations by Default as to Cycomm International, Inc. nd Management Technologies, Inc. (Default Order), in the matter of Cycomm International, Inc., et al. The Order Instituting Proceedings alleged that these two Respondents failed to comply with Section 13(a) of the Securities Exchange Act of 1934 (Exchange Act) and Exchange Act Rules 13a-1 and 13a-13 by failing to file required periodic reports for several years. The Default Order finds the allegations to be true and revokes the registration of each class of registered securities of Cycomm International, Inc., and Management Technologies, Inc., pursuant to Section 12(j) of the Exchange Act. (Rel. 34-54676; File No. 3-12439) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-NYSEArca-2006-72) filed by NYSE Arca relating to the revision of certain equity transaction and market data revenue sharing 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 Oct. 30, 2006. (Rel. 34-54664) A proposed rule change (SR-MSRB-2006-08) filed by the Municipal Securities Rulemaking Board relating to Amendment to Rule A-6, on Committees of the Board 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 6. (Rel. 34-54671) A proposed rule change (NYSEArca-2006-78) by NYSE Arca amending Market Maker transaction 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 6. (Rel. 34-54673) A proposed rule change (SR-NYSE-2006-96) filed by the New York Stock Exchange relating to a request to extend the pilot operating during the exchange's implementation of NYSE Hybrid Market Phase 3 until Nov. 30, 2006, has become effective under Section 19(b)(3)(A)(ii) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of November 6. (Rel. 34-54675) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-NYSEArca-2006-47) and Amendment No. 1 thereto filed by NYSE Arca and granted accelerated approval of Amendment No. 2 thereto to modify the voluntary withdrawal procedures of securities from listing on the Exchange and, for dually- listed issuers voluntarily withdrawing listed securities on the Exchange, to eliminate the requirement to submit resolutions by their board of directors. Publication is expected in the Federal Register during the week of November 6. (Rel. 34-54672) 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 FIRST AMERICAN SCIENTIFIC CORP \NV\, 100 PARK ROYAL SOUTH, SUITE 811, WEST VANCOUVER, BC, A1, V7T 1A2, 604-913-9035 - 5,000,000 ($200,000.00) Equity, (File 333-138310 - Oct. 31) (BR. 06A) SB-2 LOCATEPLUS HOLDINGS CORP, 100 CUMMINGS CENTER, SUITE 235M, BEVERLY, MA, 01915, 978-921-2727 - 1,472,808 ($1,104,606.00) Debt Convertible into Equity, (File 333-138311 - Oct. 31) (BR. 03A) S-4 INTERCONTINENTALEXCHANGE INC, 2100 RIVEREDGE PARKWAY, SUITE 500, ATLANTA, GA, 30328, 7708574700 - 0 ($1.00) Equity, (File 333-138312 - Oct. 31) (BR. 08B) F-1 Allot Communications Ltd., 5 HANAGAR STREET, INDUSTRIAL ZONE B, HOD-HASHARON, L3, 45800, 972-9-761-9200 - 0 ($82,225,000.00) Equity, (File 333-138313 - Oct. 31) (BR. 03) S-3 Maidenform Brands, Inc., 154 AVENUE E, BAYONNE, NJ, 07002, 201 436 9200 - 0 ($156,738,289.00) Equity, (File 333-138314 - Oct. 31) (BR. 02) N-2 BlackRock Preferred & Equity Trust, 40 EAST 52ND STREET, NEW YORK, NY, 10022, 212-810-5300 - 100,000 ($1,500,000.00) Equity, (File 333-138315 - Oct. 31) (BR. 17) S-8 KYOCERA CORP, 6, TAKEDA TOBADONO-CHO, FUSHIMI-KU, KYOTO, M0, 612-8501, 81-75-604-3500 - 25,000 ($2,247,750.00) Equity, (File 333-138316 - Oct. 31) (BR. 10B) S-8 FEDERATED DEPARTMENT STORES INC /DE/, 7 WEST SEVENTH STREET, CINCINNATI, OH, 45202, 5135797000 - 12,000,000 ($535,800,000.00) Equity, (File 333-138317 - Oct. 31) (BR. 02A) N-2 Eaton Vance Tax-Managed Global Diversified Equity Income Fund, THE EATON VANCE BUILDING, 255 STATE STREET, BOSTON, MA, 02109, 617-482-8260 - 50,000 ($1,000,000.00) Equity, (File 333-138318 - Oct. 31) (BR. 16) S-4 CHARTER COMMUNICATIONS HOLDINGS LLC, 12444 POWERSCOURT DRIVE, SUITE 400, ST. LOUIS, MO, 63131, 3149650555 - 0 ($708,145,820.00) Non-Convertible Debt, (File 333-138319 - Oct. 31) (BR. 11A) S-8 IMS HEALTH INC, 1499 POST ROAD, FAIRFIELD, CT, 06824, 2033194700 - 0 ($282,013,278.50) Equity, (File 333-138320 - Oct. 31) (BR. 03A) S-8 Cobalis Corp, 2445 MCCABE WAY, SUITE 150, IRVINE, CA, 92614, 949-757-0001 - 1,113,695 ($1,024,599.40) Equity, (File 333-138321 - Oct. 31) (BR. 01C) S-8 YOUNG INNOVATIONS INC, 13705 SHORELINE COURT, EARTH CITY, MO, 63045, 3143440010 - 700,000 ($24,906,000.00) Equity, (File 333-138323 - Oct. 31) (BR. 10C) S-3 HAUPPAUGE DIGITAL INC, 91 CABOT COURT, HAUPPAUGE, NY, 11788, 5164341600 - 120,000 ($691,200.00) Equity, (File 333-138324 - Oct. 31) (BR. 03B) S-8 AMGEN INC, ONE AMGEN CENTER DRIVE, THOUSAND OAKS, CA, 91320-1799, 805-447-1000 - 0 ($527,226.48) Equity, (File 333-138325 - Oct. 31) (BR. 01A) S-8 INTERNATIONAL BUSINESS MACHINES CORP, 1 NEW ORCHARD ROAD, ARMONK, NY, 10504, 9144991900 - 0 ($600,000,000.00) Other, (File 333-138326 - Oct. 31) (BR. 03B) S-8 INTERNATIONAL BUSINESS MACHINES CORP, 1 NEW ORCHARD ROAD, ARMONK, NY, 10504, 9144991900 - 1,042,285 ($76,232,724.90) Equity, (File 333-138327 - Oct. 31) (BR. 03B) S-8 MERCANTILE BANK CORP, 5650 BYRON CENTER AVENUE S. W., WYOMING, MI, 49509, 616 406-3777 - 0 ($22,690,747.00) Equity, (File 333-138328 - Oct. 31) (BR. 07C) S-1 VELOCITY EXPRESS CORP, ONE MORNINGSIDE DRIVE NORTH, BUILDING B SUITE 300, WESTPORT, X1, 06880, 203-349-4160 - 0 ($209,241,454.00) Equity, (File 333-138330 - Oct. 31) (BR. 05C) S-8 SORELL, INC, BUK-RI 35, NAMA-MYUN, YONGIN CITY, GYEONGGI-DO, M5, NA, 82-31-329-8700 - 250,000 ($62,500.00) Equity, (File 333-138331 - Oct. 31) (BR. 11A) SB-2 Project Development Pacific, Inc., 9815 CAWLEY STREET, CHILIWACK, A1, V2P 4K8, 604-702-5604 - 1,000,000 ($100,000.00) Equity, (File 333-138332 - Oct. 31) (BR. ) S-1 Highland Financial Trust, 13455 NOEL ROAD, SUITE 800, DALLAS, TX, 75240, 9726284100 - 0 ($50,000,000.00) Equity, (File 333-138334 - Oct. 31) (BR. ) S-3 WEINGARTEN REALTY INVESTORS /TX/, 2600 CITADEL PLAZA DR, SUITE 300, HOUSTON, TX, 77292, 7138666000 - 14,645,940 ($575,000,000.00) Debt Convertible into Equity, (File 333-138336 - Oct. 31) (BR. 08C) S-8 NETWORK APPLIANCE INC, 495 EAST JAVA DR, SUNNYVALE, CA, 94089, 4088226000 - 12,500,000 ($454,125,000.00) Equity, (File 333-138337 - Oct. 31) (BR. 03A) S-4 NPC INTERNATIONAL INC, 720 W. 20TH ST, PITTSBURG, KS, 66762-2860, 3162313390 - 0 ($175,000,000.00) Debt, (File 333-138338 - Oct. 31) (BR. 05) S-8 BIO SOLUTIONS MANUFACTURING, INC., 1161 JAMES ST, ., HATTIESBURG, MS, 39403, 888-262-1600 - 6,000,000 ($1,140,000.00) Equity, (File 333-138339 - Oct. 31) (BR. 06C) S-1 ODYSSEY RE HOLDINGS CORP, 300 FIRST STAMFORD PL, STAMFORD, CT, 06902, 2039778000 - 2,900,000 ($102,486,000.00) Equity, (File 333-138340 - Oct. 31) (BR. 01B) 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 ------------------------------------------------------------------------------------------------------- 5 G WIRELESS COMMUNICATIONS INC NV 5.02 10/25/06 ACCESS PHARMACEUTICALS INC DE 1.01,3.02 10/31/06 Adams Respiratory Therapeutics, Inc. DE 5.02,8.01,9.01 10/25/06 ADESA INC 2.02,9.01 10/31/06 ADOLOR CORP 2.02,9.01 10/31/06 ADS MEDIA GROUP INC UT 1.01,3.02,9.01 10/25/06 ADVANCED ENERGY INDUSTRIES INC DE 1.01 10/26/06 ADVANSTAR COMMUNICATIONS INC NY 1.01 10/25/06 ADVANSTAR INC DE 1.01 10/25/06 ADVANTA CORP DE 2.02,8.01,9.01 10/31/06 ADVENT SOFTWARE INC /DE/ DE 8.01 10/25/06 AFFILIATED COMPUTER SERVICES INC DE 8.01 10/31/06 AFLAC INC GA 5.03,9.01 10/21/06 AGERE SYSTEMS INC DE 2.02,9.01 10/31/06 AIMS WORLDWIDE INC NV 1.01,9.01 10/30/06 ALCAN INC A6 5.02,9.01 10/31/06 ALCAN INC A6 2.02,9.01 10/31/06 ALFACELL CORP DE 2.02,8.01,9.01 10/30/06 ALLIANCE DATA SYSTEMS CORP DE 7.01,9.01 10/31/06 ALLIANCEBERNSTEIN HOLDING L.P. DE 1.01,5.02,9.01 10/26/06 ALLIANCEBERNSTEIN L.P. DE 1.01,5.02,9.01 10/26/06 ALLIANT ENERGY CORP WI 2.02,9.01 10/31/06 ALLIED DEFENSE GROUP INC DE 2.02,9.01 10/30/06 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 7.01,9.01 10/31/06 Alphatec Holdings, Inc. DE 5.02 10/25/06 Altra Industrial Motion, Inc. DE 2.02,9.01 10/31/06 AMEDIA NETWORKS, INC. DE 8.01 10/26/06 AMEDISYS INC DE 1.01,9.01 10/31/06 AMERIANA BANCORP IN 2.02,9.01 10/31/06 AMERICA SERVICE GROUP INC /DE DE 2.02,9.01 10/31/06 AMERICAN BANK INC PA 2.02,9.01 10/10/06 AMERICAN DENTAL PARTNERS INC DE 2.02,9.01 10/30/06 AMERICAN ELECTRIC POWER CO INC NY 2.02,9.01 10/31/06 AMERICAN EQUITY INVESTMENT LIFE HOLDI IA 7.01,9.01 10/31/06 AMERICAN HOME ALLIANCE CORP DE 4.01 08/08/06 AMERICAN MEDICAL SYSTEMS HOLDINGS INC DE 5.02,9.01 10/27/06 AMERICAN REAL ESTATE PARTNERS L P DE 1.01,9.01 10/25/06 AMERISTAR CASINOS INC NV 1.01,5.02 10/27/06 AMERIVEST PROPERTIES INC MD 1.02,8.01 10/30/06 Amish Naturals, Inc. 1.01,2.01,3.02,5.01,5.02, 10/27/06 5.03,5.06,9.01 AMREP CORP OK 1.01 10/27/06 AMSURG CORP TN 7.01,9.01 10/31/06 ANTIGENICS INC /DE/ DE 2.02,9.01 10/31/06 ANTIGENICS INC /DE/ DE 1.01,8.01,9.01 10/31/06 APPLIED IMAGING CORP DE 1.01,9.01 10/27/06 AQUACELL TECHNOLOGIES INC DE 5.02,9.01 10/30/06 Aquacell Water, Inc. DE 5.02 10/30/06 ARCH CHEMICALS INC VA 8.01 10/31/06 ARCH CHEMICALS INC VA 5.02,5.03,9.01 10/26/06 ARI NETWORK SERVICES INC /WI WI 1.01,9.01 10/26/06 Arlington Tankers Ltd. D0 1.01,9.01 10/25/06 ARRAY BIOPHARMA INC DE 8.01,9.01 10/31/06 ASHWORTH INC DE 1.01,9.01 10/25/06 ASTORIA FINANCIAL CORP DE 2.02,9.01 10/31/06 ASTRO MED INC /NEW/ RI 1.01,9.01 10/27/06 ASV INC /MN/ MN 2.02,9.01 10/31/06 ATLANTIC COAST FEDERAL CORP X1 2.02,9.01 10/31/06 Atlas Pipeline Holdings, L.P. DE 7.01,9.01 10/27/06 ATSI COMMUNICATIONS INC/DE NV 4.02 10/30/06 AUTOMATIC DATA PROCESSING INC DE 2.02,9.01 10/31/06 AUXILIUM PHARMACEUTICALS INC 2.02,9.01 10/31/06 AVALON DEVELOPMENT ENTERPRISES, INC. FL 5.02 09/30/06 AVANIR PHARMACEUTICALS CA 8.01 10/30/06 AVENUE GROUP INC DE 5.02,9.01 10/18/06 AXIS CAPITAL HOLDINGS LTD 2.02,9.01 10/30/06 BALLISTIC RECOVERY SYSTEMS INC MN 1.01,3.02,8.01,9.01 10/25/06 BANCINSURANCE CORP OH 2.02,9.01 10/31/06 Bancorp, Inc. 2.02,9.01 10/30/06 BANCORPSOUTH INC MS 1.01,7.01,9.01 10/31/06 Bank of Commerce Holdings CA 8.01,9.01 10/31/06 BankFinancial CORP 8.01,9.01 10/31/06 Basin Water, Inc. CA 1.01,5.02,9.01 10/27/06 Bear Stearns ALT-A Trust 2006-7 DE 8.01,9.01 10/31/06 Bear Stearns Asset Backed Securities DE 9.01 10/30/06 Bear Stearns Commercial Mortgage Secu DE 8.01,9.01 10/31/06 Bear Stearns Mortgage Funding Trust 2 DE 8.01,9.01 10/31/06 BEMIS CO INC MO 1.01,5.02 10/26/06 BIO REFERENCE LABORATORIES INC NJ 3.02 09/26/06 BIOGEN IDEC INC DE 2.02,7.01,9.01 10/31/06 BJ SERVICES CO DE 2.02 10/31/06 BLACK BOX CORP DE 2.02,9.01 10/31/06 BLACKSANDS PETROLEUM, INC. NV 4.01 10/26/06 BLOUNT INTERNATIONAL INC DE 2.02,9.01 10/31/06 BLUEGREEN CORP MA 2.03 10/31/06 Boardwalk Pipeline Partners, LP DE 2.02,9.01 10/31/06 BON TON STORES INC PA 1.01,8.01,9.01 10/25/06 BORGWARNER INC DE 9.01 10/31/06 BOSTON CAPITAL REAL ESTATE INVESTMENT MD 8.01,9.01 10/31/06 BOSTON PRIVATE FINANCIAL HOLDINGS INC MA 2.02,9.01 10/25/06 BOWNE & CO INC DE 8.01 10/31/06 BOYD GAMING CORP NV 2.01,9.01 10/25/06 BROADWAY FINANCIAL CORP \DE\ DE 2.02,9.01 10/30/06 BSD MEDICAL CORP DE 7.01,9.01 10/31/06 BSQUARE CORP /WA WA 1.01 09/28/06 AMEND BUCA INC /MN MN 1.01,2.02,9.01 10/26/06 BUTLER NATIONAL CORP DE 8.01,9.01 10/31/06 C-BASS 2006-CB7 TRUST DE 8.01,9.01 10/31/06 AMEND CALGON CARBON CORPORATION DE 8.01 10/24/06 CAMBREX CORP DE 2.02,8.01,9.01 10/30/06 Cambridge Display Technology, Inc. DE 1.01,1.02,5.02,9.01 10/27/06 CAMDEN NATIONAL CORP ME 2.02,9.01 10/31/06 CAMDEN NATIONAL CORP ME 2.02,9.01 10/31/06 CASCADE NATURAL GAS CORP WA 1.01,5.02,5.03,9.01 10/27/06 CASTLE A M & CO MD 2.02,9.01 10/31/06 Castle Brands Inc 5.02 10/30/06 CATALYTICA ENERGY SYSTEMS INC DE 1.01,1.02,2.01,2.05,9.01 10/25/06 CAVALIER HOMES INC DE 2.02,9.01 10/30/06 CB RICHARD ELLIS GROUP INC DE 7.01,8.01,9.01 10/30/06 CDI CORP PA 7.01,9.01 10/31/06 CEC ENTERTAINMENT INC KS 2.02 10/01/06 Celanese CORP DE 2.02,7.01,9.01 10/31/06 CELL GENESYS INC DE 5.02,9.01 10/31/06 Centerplate, Inc. DE 1.01,1.02,5.02,9.01 10/25/06 CENTRAL EUROPEAN DISTRIBUTION CORP DE 7.01 10/31/06 CENTRAL PACIFIC FINANCIAL CORP HI 1.01,5.03,9.01 10/25/06 CENTRAL PARKING CORP TN 1.01,9.01 10/31/06 CERUS CORP DE 2.02,9.01 10/31/06 CHARTER COMMUNICATIONS INC /MO/ DE 2.02,9.01 09/30/06 CHECKPOINT SYSTEMS INC PA 2.02,8.01,9.01 09/24/06 CHEMBIO DIAGNOSTICS, INC. NV 7.01,9.01 10/31/06 Chemtura CORP DE 1.01,5.02,9.01 10/31/06 CHESAPEAKE CORP /VA/ VA 5.02 10/31/06 CHICOPEE BANCORP, INC. MA 2.02,9.01 10/26/06 CHINA MOBILITY SOLUTIONS, INC. (forme FL 8.01 10/31/06 CHIPOTLE MEXICAN GRILL INC 2.02,9.01 10/31/06 CHOICE HOTELS INTERNATIONAL INC /DE DE 2.02,9.01 10/30/06 CINTEL CORP NV 1.01,2.03,3.02,9.01 10/24/06 CINTEL CORP NV 9.01 10/24/06 AMEND CIT GROUP INC DE 8.01,9.01 10/31/06 CITIGROUP DIVERSIFIED FUTURES FUND LP 5.02 10/27/06 CITIGROUP FAIRFIELD FUTURES FUND LP I 5.02 10/27/06 Citigroup Mortgage Loan Trust 2006-AR 9.01 09/12/06 CLEAR CHANNEL COMMUNICATIONS INC TX 2.02,9.01 10/30/06 CLEARONE COMMUNICATIONS INC UT 8.01,9.01 10/30/06 CLINICAL DATA INC DE 7.01,9.01 10/31/06 CNA FINANCIAL CORP DE 2.02,9.01 10/31/06 COACHMEN INDUSTRIES INC IN 2.02,7.01,9.01 10/30/06 Cogdell Spencer Inc. MD 2.02,9.01 10/30/06 COLDWATER CREEK INC DE 1.01,9.01 10/25/06 COLOMBIA GOLDFIELDS LTD 3.02 10/25/06 Colonial Bankshares Inc X1 8.01,9.01 10/31/06 COLONY RIH HOLDINGS INC DE 1.01,9.01 10/30/06 COMMERCEFIRST BANCORP INC MD 2.02,9.01 10/30/06 COMMODORE APPLIED TECHNOLOGIES INC DE 5.02 10/26/06 COMMONWEALTH BANKSHARES INC VA 3.02,8.01,9.01 10/31/06 COMMUNITY BANCSHARES INC /DE/ DE 8.01,9.01 10/27/06 COMPUPRINT INC NC 1.01,3.02,9.01 10/27/06 COMPUPRINT INC NC 1.01,3.03,9.01 09/25/06 AMEND CONSUMER PORTFOLIO SERVICES INC CA 1.01,5.02 10/25/06 COOPER TIRE & RUBBER CO DE 5.04,9.01 10/31/06 COOPER TIRE & RUBBER CO DE 7.01 10/31/06 COPART INC CA 8.01 10/31/06 CORE LABORATORIES N V P7 8.01,9.01 10/31/06 CORILLIAN CORP OR 2.02,9.01 10/31/06 CORPORATE OFFICE PROPERTIES TRUST MD 2.02,9.01 10/31/06 CORPORATE OFFICE PROPERTIES TRUST MD 2.02,9.01 10/31/06 COTT CORP /CN/ 5.03 10/25/06 Cowen Group, Inc. DE 8.01,9.01 10/30/06 Cowen Group, Inc. DE 5.02 09/14/06 AMEND CREDIT ACCEPTANCE CORPORATION MI 2.02,9.01 10/30/06 CROSSTEX ENERGY INC DE 1.01,5.03,7.01,9.01 10/26/06 CROWN MEDIA HOLDINGS INC DE 5.02 10/25/06 CSX CORP VA 7.01,9.01 10/31/06 CTC Media, Inc. 2.02,9.01 10/31/06 CUISINE SOLUTIONS INC DE 2.02,9.01 10/26/06 CUTERA INC DE 1.01,1.02 10/25/06 CV THERAPEUTICS INC DE 2.02,9.01 10/31/06 CYPRESS BIOSCIENCE INC DE 1.01 10/27/06 DECODE GENETICS INC DE 1.01,9.01 10/25/06 DEERE JOHN RECEIVABLES INC DE 8.01,9.01 10/31/06 DELPHI CORP DE 7.01,9.01 10/31/06 DELPHI FINANCIAL GROUP INC/DE DE 1.01,9.01 10/25/06 DELTA MUTUAL INC 3.02 08/28/06 AMEND DELTA WOODSIDE INDUSTRIES INC /SC/ SC 1.01,8.01,9.01 10/25/06 Deutsche Alt-A Securities Mortgage Lo 8.01,9.01 10/31/06 DEXCOM INC 7.01 10/30/06 DIGENE CORP DE 1.01,9.01 10/26/06 DIGIRAD CORP DE 2.02,9.01 10/31/06 DIOMED HOLDINGS INC NV 5.02,9.01 10/31/06 DIONEX CORP /DE CA 2.02,9.01 10/31/06 DIVERSA CORP DE 2.02,9.01 10/30/06 DNAPRINT GENOMICS INC UT 1.01,2.03,3.02 10/26/06 DreamWorks Animation SKG, Inc. 2.02,9.01 10/31/06 EAGLE MATERIALS INC DE 2.02,9.01 10/31/06 Eagle Rock Energy Partners, L.P. DE 1.01,2.01,3.02,5.03,9.01 10/27/06 EASTMAN KODAK CO NJ 2.02,9.01 10/31/06 EFJ INC DE 1.01,9.01 10/25/06 ENBRIDGE ENERGY PARTNERS LP DE 2.02,9.01 09/30/06 ENDOLOGIX INC /DE/ DE 2.02,9.01 09/30/06 ENDURANCE SPECIALTY HOLDINGS LTD 8.01 10/31/06 Energtek 8.01,9.01 10/30/06 ENPRO INDUSTRIES, INC NC 2.02 10/31/06 ENTERGY CORP /DE/ DE 2.02,7.01,9.01 10/31/06 ENTERTAINMENT CAPITAL CORP NV 5.02 10/20/06 ENXNET INC OK 7.01,9.01 10/30/06 EPICUS COMMUNICATIONS GROUP INC FL 5.03 10/26/06 EQUITY OFFICE PROPERTIES TRUST MD 2.02 10/31/06 EVANS BANCORP INC NY 2.02,9.01 10/30/06 EVERGREEN SOLAR INC DE 5.02 10/25/06 EXABYTE CORP /DE/ DE 8.01 10/31/06 EXCHANGE NATIONAL BANCSHARES INC MO 5.02,9.01 10/31/06 Expedia, Inc. 1.01 10/25/06 EXPLORATION CO OF DELAWARE INC DE 5.05,7.01,9.01 10/26/06 EXTREME NETWORKS INC DE 1.01,1.02,5.02,5.03,8.01,9.01 10/25/06 EYE CARE CENTERS OF AMERICA INC TX 1.01,9.01 10/25/06 FC FINANCIAL SERVICES INC NV 4.01,9.01 10/30/06 Federal Home Loan Bank of Atlanta X1 2.03 10/27/06 Federal Home Loan Bank of Boston X1 2.03 10/26/06 Federal Home Loan Bank of Chicago X1 2.03 10/25/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 10/25/06 Federal Home Loan Bank of Dallas 2.03 10/25/06 Federal Home Loan Bank of Des Moines X1 2.03,9.01 10/26/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 10/25/06 Federal Home Loan Bank of New York X1 2.03,8.01,9.01 09/30/06 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 10/25/06 Federal Home Loan Bank of San Francis X1 2.03 10/25/06 Federal Home Loan Bank of Seattle 2.03 10/30/06 Federal Home Loan Bank of Topeka 2.03 10/25/06 FedFirst Financial CORP X1 2.02,9.01 10/30/06 FIBERNET TELECOM GROUP INC\ DE 2.02,9.01 10/31/06 FIRST CENTURY BANKSHARES INC WV 2.02,9.01 10/31/06 FIRST FINANCIAL CORP /IN/ IN 2.02,9.01 10/31/06 FIRST INTERSTATE BANCSYSTEM INC MT 2.02,7.01,9.01 10/31/06 FIRST IPSWICH BANCORP /MA MA 2.01,9.01 10/31/06 FIRST NATIONAL BANCSHARES INC /SC/ SC 7.01,9.01 10/30/06 FIRST NATIONAL FUNDING LLC NE 8.01,9.01 10/16/06 FIRST STATE BANCORPORATION NM 2.02,9.01 10/30/06 FIRST WEST VIRGINIA BANCORP INC WV 2.02,9.01 10/31/06 FLICKERING STAR FINANCIAL INC NV 8.01 10/30/06 FLUSHING FINANCIAL CORP DE 7.01,9.01 10/31/06 FORWARD AIR CORP TN 8.01,9.01 10/31/06 FRANKLIN STREET PROPERTIES CORP /MA/ 2.02,9.01 10/31/06 FreightCar America, Inc. DE 1.01,5.02,9.01 10/31/06 FTD Group, Inc. 2.02,9.01 10/31/06 FULTON FINANCIAL CORP PA 7.01,8.01,9.01 10/31/06 FURNITURE BRANDS INTERNATIONAL INC DE 2.02,5.02,8.01,9.01 10/31/06 G&K SERVICES INC MN 2.02,9.01 10/31/06 GALLAGHER ARTHUR J & CO DE 7.01,9.01 10/31/06 GARTNER INC DE 2.02,9.01 10/31/06 GAYLORD ENTERTAINMENT CO /DE DE 1.01,9.01 10/27/06 GE Capital Credit Card Master Note Tr DE 8.01,9.01 10/16/06 GEHL CO WI 5.02,5.03,9.01 10/27/06 GENERAL MARITIME CORP/ 2.02,9.01 10/31/06 GENESEE & WYOMING INC DE 8.01,9.01 10/30/06 GENTA INC DE/ DE 8.01,9.01 10/31/06 GEOCOM RESOURCES INC NV 7.01 10/29/06 GEORGIA CAROLINA BANCSHARES INC GA 2.02,9.01 10/27/06 AMEND GETTY REALTY CORP /MD/ MD 2.02,9.01 10/31/06 GLADSTONE COMMERCIAL CORP MD 2.02,9.01 10/31/06 GLOBAL CROSSING LTD 1.01 10/25/06 GLOBAL INNOVATIVE SYSTEMS INC NV 1.01,9.01 10/23/06 GMACM Home Equity Loan Trust 2006-HE1 DE 8.01,9.01 10/31/06 GMACM Home Equity Loan Trust 2006-HE4 DE 8.01,9.01 10/31/06 GoFish Corp. 1.01,2.01,3.02,5.01, 10/27/06 5.02,5.03,5.06,9.01 GOLDEN PATRIOT CORP NV 8.01,9.01 10/25/06 GOLFSMITH INTERNATIONAL HOLDINGS INC DE 2.02,9.01 10/31/06 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 10/27/06 GREENBRIER COMPANIES INC DE 2.02,9.01 10/31/06 GreenPoint Mortgage Funding Trust 200 DE 8.01,9.01 10/31/06 GREENVILLE FIRST BANCSHARES INC SC 1.01,9.01 10/30/06 GREY WOLF INC TX 2.02,9.01 10/30/06 GROUP 1 AUTOMOTIVE INC DE 2.02,9.01 10/31/06 GSAMP Trust 2006-HE7 DE 8.01,9.01 10/31/06 HAEMONETICS CORP MA 2.02,9.01 10/31/06 HAMPSHIRE GROUP LTD DE 8.01 10/30/06 HAMPTON ROADS BANKSHARES INC VA 8.01 10/31/06 Hanesbrands Inc. MD 2.02,5.02,5.03,7.01,9.01 10/26/06 HANOVER INSURANCE GROUP, INC. DE 2.02,9.01 10/30/06 HANSEN NATURAL CORP DE 8.01 10/31/06 HarborView 2006-SB1 8.01,9.01 10/31/06 HAWK CORP DE 2.02,9.01 09/30/06 HCA INC/TN DE 7.01 10/31/06 HCC INSURANCE HOLDINGS INC/DE/ DE 2.04 10/30/06 HEALTHCARE REALTY TRUST INC MD 2.02,7.01,9.01 10/30/06 HEALTHSOUTH CORP DE 3.03,5.03,8.01,9.01 10/25/06 HEICO CORP FL 1.01,9.01 10/27/06 HEIDRICK & STRUGGLES INTERNATIONAL IN DE 2.02,9.01 10/31/06 HENRY JACK & ASSOCIATES INC DE 2.02,9.01 10/30/06 HERITAGE BANKSHARES INC /VA VA 2.02,9.01 10/30/06 HERITAGE COMMERCE CORP CA 2.02,8.01,9.01 10/31/06 HICKORY TECH CORP MN 8.01 10/31/06 HIGHLAND HOSPITALITY CORP MD 2.02,9.01 10/31/06 HILTON HOTELS CORP DE 2.02,9.01 10/31/06 HINES REAL ESTATE INVESTMENT TRUST IN 8.01 10/31/06 HM PUBLISHING CORP DE 5.02 10/31/06 HMS HOLDINGS CORP 2.02,9.01 10/31/06 HOLLY ENERGY PARTNERS LP DE 2.02,9.01 10/30/06 HOME EQUITY MORTGAGE TRUST 2006-5 DE 9.01 10/31/06 HOME FEDERAL BANCORP INC 2.02,9.01 10/31/06 HOME PROPERTIES INC MD 1.01 10/27/06 HOSPIRA INC DE 5.02,9.01 10/25/06 HOST HOTELS & RESORTS, INC. MD 5.03,9.01 10/25/06 HouseValues, Inc. WA 2.02,9.01 10/31/06 HUDSON HOLDING CORP DE 1.01,9.01 10/26/06 Huifeng Bio-Pharmaceutical Technology NV 1.01,9.01 10/27/06 HUTTON INVESTORS FUTURES FUND L P II DE 5.02 10/27/06 HYDRIL CO DE 2.02,9.01 10/30/06 I2 TECHNOLOGIES INC DE 2.02,7.01,9.01 10/31/06 IAC/INTERACTIVECORP DE 2.02,7.01 10/31/06 ILINC COMMUNICATIONS INC DE 2.02,5.02,9.01 10/26/06 ILLUMINA INC DE 5.03,9.01 10/25/06 IMPSAT FIBER NETWORKS INC DE 5.02 10/30/06 IndyMac INDX Mortgage Loan Trust 2006 9.01 10/31/06 INFINITY PHARMACEUTICALS, INC. DE 5.02,5.05,9.01 10/26/06 INFOCUS CORP OR 1.01,2.02,9.01 10/31/06 INFORTE CORP DE 1.01 10/26/06 INLAND REAL ESTATE CORP MD 8.01,9.01 10/31/06 INLAND RETAIL REAL ESTATE TRUST INC MD 7.01,8.01,9.01 10/31/06 INNOVATIVE SOFTWARE TECHNOLOGIES INC CA 4.01,9.01 10/27/06 INSIGHT ENTERPRISES INC DE 8.01 10/27/06 INTEGRAMED AMERICA INC DE 4.02 10/31/06 INTEGRAMED AMERICA INC DE 7.01,9.01 10/31/06 Integrated Healthcare Holdings Inc NV 2.02,4.02 10/30/06 INTEGRATED SILICON SOLUTION INC DE 2.02,9.01 10/31/06 INTERDIGITAL COMMUNICATIONS CORP PA 8.01 10/26/06 INTERFACE INC GA 5.02 10/31/06 INTERLEUKIN GENETICS INC DE 9.01 08/17/06 AMEND INTERNATIONAL BUSINESS MACHINES CORP NY 8.01 10/31/06 INTERPOOL INC DE 5.02,9.01 10/26/06 INTRALASE CORP 2.02,9.01 10/25/06 INVESTORS TITLE CO NC 2.02,9.01 10/31/06 IRON MOUNTAIN INC DE 2.02,9.01 10/31/06 ISOLAGEN INC DE 8.01,9.01 10/24/06 ISONICS CORP CA 8.01 10/30/06 ISTA PHARMACEUTICALS INC DE 5.03,9.01 10/26/06 ITC DELTACOM INC DE 1.01,2.03 10/27/06 J P MORGAN CHASE & CO DE 9.01 10/27/06 JAMES RIVER GROUP, INC DE 2.02,9.01 10/30/06 JOHNSON & JOHNSON NJ 8.01,9.01 10/31/06 JONES LANG LASALLE INC MD 2.02,9.01 10/31/06 KAMAN CORP CT 2.02,9.01 10/31/06 KANA SOFTWARE INC DE 2.02,9.01 10/31/06 KENDLE INTERNATIONAL INC OH 2.02,9.01 10/31/06 KENTUCKY BANCSHARES INC /KY/ KY 2.02,9.01 10/31/06 KENTUCKY UTILITIES CO KY 2.03,9.01 10/25/06 KEY TRONIC CORP WA 2.02,9.01 10/31/06 KEYNOTE SYSTEMS INC DE 2.02,9.01 10/31/06 KILROY REALTY CORP MD 2.02,9.01 10/30/06 KONA GRILL INC DE 2.02,9.01 10/30/06 KRISPY KREME DOUGHNUTS INC NC 1.01,9.01 10/30/06 KV PHARMACEUTICAL CO /DE/ DE 7.01 10/31/06 LARGE SCALE BIOLOGY CORP DE 8.01,9.01 10/19/06 LARGE SCALE BIOLOGY CORP DE 9.01 05/30/06 AMEND LARGE SCALE BIOLOGY CORP DE 9.01 06/27/06 AMEND LARGE SCALE BIOLOGY CORP DE 9.01 08/03/06 AMEND LECG CORP DE 2.02,9.01 10/31/06 LEE SARA CORP MD 5.02,9.01 10/31/06 Lehman XS Trust 2006-17 DE 8.01,9.01 10/31/06 LENOX GROUP INC DE 2.02,9.01 10/31/06 LEXICON GENETICS INC/TX DE 2.02,9.01 10/31/06 Liberty Global, Inc. 2.02,7.01 10/26/06 LIGAND PHARMACEUTICALS INC DE 1.01,2.01,8.01,9.01 10/25/06 LINCOLN NATIONAL CORP IN 2.02,9.01 10/31/06 Lincoln Park Bancorp 4.02 10/31/06 LITHIA MOTORS INC OR 7.01,9.01 10/30/06 LITHIA MOTORS INC OR 2.02,9.01 10/31/06 LOCKHEED MARTIN CORP MD 8.01,9.01 10/27/06 LOEWS CORP DE 2.02,9.01 10/31/06 LSB INDUSTRIES INC DE 1.01,3.02 10/31/06 LUBRIZOL CORP OH 2.02,9.01 10/31/06 LUCENT TECHNOLOGIES INC DE 2.02,9.01 10/24/06 M & F WORLDWIDE CORP DE 1.01,9.01 10/31/06 MAC-GRAY CORP DE 2.02,9.01 10/31/06 MACERICH CO MD 1.01,1.02 10/26/06 MAGNACHIP SEMICONDUCTOR LLC 2.02,9.01 10/26/06 MAGNETEK INC DE 5.02,8.01 10/23/06 MAGNITUDE INFORMATION SYSTEMS INC DE 7.01,9.01 10/30/06 MAGUIRE PROPERTIES INC MD 2.02,7.01,9.01 10/31/06 MANARIS CORP NV 4.01 10/25/06 MARATHON OIL CORP DE 2.02,9.01 10/31/06 MARTHA STEWART LIVING OMNIMEDIA INC DE 2.02,9.01 10/31/06 MARTIN MARIETTA MATERIALS INC NC 2.02,7.01,9.01 10/31/06 MASCO CORP /DE/ DE 2.02,9.01 10/31/06 MATRITECH INC/DE/ DE 2.02,9.01 10/31/06 McCormick & Schmicks Seafood Restaura 5.02,5.03,9.01 10/25/06 MCG CAPITAL CORP DE 2.02,9.01 10/31/06 MCKESSON CORP DE 2.02,9.01 10/31/06 MEADWESTVACO CORP DE 1.01,9.01 10/24/06 MEDIWARE INFORMATION SYSTEMS INC NY 2.02,9.01 10/31/06 MEDQUIST INC NJ 5.02 10/25/06 MEMORY PHARMACEUTICALS CORP 8.01,9.01 10/31/06 Merrill Lynch Mortgage Investors Trus DE 8.01,9.01 10/31/06 META FINANCIAL GROUP INC DE 2.02,9.01 10/30/06 METRIS MASTER TRUST DE 9.01 10/20/06 MEXORO MINERALS LTD CO 1.01,2.03 10/24/06 MGP INGREDIENTS INC KS 7.01,9.01 10/31/06 MICRO LINEAR CORP /CA/ DE 8.01 10/31/06 MICROS SYSTEMS INC MD 2.02 10/26/06 MICROSTRATEGY INC DE 2.02,8.01,9.01 10/26/06 MILLIPORE CORP /MA MA 1.01,8.01,9.01 10/26/06 MIVA, INC. DE 2.02,9.01 10/30/06 MKS INSTRUMENTS INC MA 1.01 10/31/06 MOBILE MINI INC DE 2.02,9.01 10/31/06 MOLSON COORS BREWING CO CO 2.02 10/31/06 Morgan Stanley ABS Capital I Inc. Tru DE 9.01 10/10/06 MORGAN STANLEY CAPITAL I INC HOME EQ NY 8.01,9.01 10/25/06 MOSAIC CO 7.01,9.01 10/31/06 MOSCOW CABLECOM CORP DE 8.01,9.01 10/31/06 MRV COMMUNICATIONS INC DE 2.02,8.01,9.01 10/25/06 MSGI SECURITY SOLUTIONS, INC NV 1.01,9.01 10/25/06 MYERS INDUSTRIES INC OH 1.01,2.03,9.01 10/26/06 NATIONAL HOME HEALTH CARE CORP DE 2.02,9.01 10/30/06 NATIONAL PENN BANCSHARES INC PA 5.02,9.01 10/25/06 NATIONAL PRESTO INDUSTRIES INC WI 2.02,9.01 10/27/06 NationsHealth, Inc. DE 2.02,9.01 10/31/06 NAVARRE CORP /MN/ MN 2.02,9.01 10/30/06 NAVIGATORS GROUP INC DE 2.02,7.01 10/30/06 NCO GROUP INC PA 2.02,8.01,9.01 10/30/06 NDS GROUP PLC X0 2.02,9.01 10/31/06 NeoStem, Inc. DE 7.01,9.01 10/31/06 NEW CENTURY FINANCIAL CORP MD 1.01,5.02,9.01 10/25/06 NEWALLIANCE BANCSHARES INC 2.02,9.01 10/31/06 Newport Gold, Inc. NV 3.02,9.01 10/30/06 NEWTEK BUSINESS SERVICES INC NY 8.01,9.01 10/26/06 NEXT INC/TN DE 1.01 10/31/06 Nomura Home Equity Loan, Inc., Home E DE 9.01 10/31/06 NORTH AMERICAN GALVANIZING & COATINGS DE 7.01,9.01 10/31/06 NORTH EUROPEAN OIL ROYALTY TRUST DE 2.02,9.01 10/31/06 NORTHERN CALIFORNIA BANCORP INC 8.01,9.01 10/27/06 NORTHERN ETHANOL, INC. DE 5.02 10/31/06 NORTHWEST AIRLINES CORP DE 2.02,9.01 10/31/06 NOVA BIOSOURCE FUELS, INC. NV 9.01 03/30/06 AMEND Nuance Communications, Inc. DE 2.02,9.01 10/31/06 NxStage Medical, Inc. DE 2.02,9.01 10/31/06 NYMEX HOLDINGS INC DE 8.01,9.01 10/31/06 OCEANEERING INTERNATIONAL INC DE 2.02,9.01 10/31/06 ODYNE CORP 4.01,9.01 10/30/06 AMEND ODYSSEY HEALTHCARE INC DE 1.01,5.02,9.01 10/24/06 ODYSSEY HEALTHCARE INC DE 2.02,9.01 10/30/06 OIL STATES INTERNATIONAL, INC DE 2.02,9.01 10/30/06 Oilsands Quest Inc 8.01,9.01 10/31/06 OLD NATIONAL BANCORP /IN/ IN 2.02,9.01 10/31/06 OMNICARE INC DE 2.02,9.01 10/31/06 Omrix Biopharmaceuticals, Inc. DE 5.02,9.01 10/26/06 ON ASSIGNMENT INC DE 2.02,9.01 10/30/06 ONELINK CORP DE 2.04,8.01 10/27/06 ORLEANS HOMEBUILDERS INC DE 1.02 10/26/06 ORTHOVITA INC 2.02,9.01 10/30/06 OSHKOSH TRUCK CORP WI 2.02,9.01 10/31/06 Owens Corning DE 8.01,9.01 10/31/06 PAC-WEST TELECOMM INC 1.01 10/25/06 Pacific Coast National Bancorp CA 2.02,9.01 10/30/06 PARK OHIO HOLDINGS CORP OH 2.02,9.01 10/30/06 PARKWAY PROPERTIES INC MD 2.02,9.01 10/30/06 PAVILION BANCORP INC 2.02,9.01 10/31/06 PAXAR CORP NY 2.02,2.06,9.01 10/25/06 PC CONNECTION INC DE 1.01,9.01 10/26/06 PEABODY ENERGY CORP DE 7.01,9.01 10/31/06 PENNICHUCK CORP NH 1.01 10/25/06 PENWEST PHARMACEUTICALS CO WA 2.02,9.01 10/31/06 PeopleSupport, Inc. DE 1.01 10/25/06 PEPSIAMERICAS INC/IL/ DE 2.05 10/25/06 PERFORMANCE TECHNOLOGIES INC \DE\ DE 2.02 10/27/06 PERKINELMER INC MA 5.02,9.01 10/25/06 PEROT SYSTEMS CORP DE 2.02,9.01 10/31/06 PERRIGO CO MI 2.02,9.01 10/31/06 PetroHunter Energy Corp MD 8.01,9.01 10/31/06 PFF BANCORP INC DE 8.01,9.01 10/26/06 PFF BANCORP INC DE 1.01,9.01 10/25/06 PHARMOS CORP NV 1.01,2.01,5.02,7.01,9.01 10/25/06 PHOENIX COMPANIES INC/DE DE 2.02,9.01 10/26/06 PIONEER DRILLING CO TX 2.03,9.01 10/30/06 PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 10/31/06 PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 10/31/06 POLY-PACIFIC INTERNATIONAL INC. A0 5.02 10/18/06 PONIARD PHARMACEUTICALS, INC. WA 1.01,2.03,3.02,3.03,9.01 10/25/06 PORTEC RAIL PRODUCTS INC WV 2.02,9.01 10/26/06 POST PROPERTIES INC GA 2.02,9.01 10/31/06 POTLATCH CORP DE 2.02,9.01 10/31/06 POZEN INC /NC 2.02,9.01 10/31/06 PPL CORP PA 2.02,7.01,9.01 10/31/06 PREFORMED LINE PRODUCTS CO OH 2.02,9.01 10/31/06 PRIME COMPANIES INC DE 8.01 10/31/06 PRIMEGEN ENERGY CORP 5.02,9.01 10/30/06 PRINCIPAL FINANCIAL GROUP INC DE 2.02 10/30/06 PRINCIPAL FINANCIAL GROUP INC DE 2.02 10/31/06 AMEND PRIVATEBANCORP, INC DE 7.01 10/31/06 PROCTER & GAMBLE CO OH 2.02 09/30/06 ProLink Holdings Corp. DE 1.01,2.03,9.01 10/26/06 PS BUSINESS PARKS INC/CA CA 2.02,9.01 10/30/06 PSYCHIATRIC SOLUTIONS INC DE 1.01,9.01 10/27/06 QCR HOLDINGS INC DE 8.01,9.01 10/30/06 QI SYSTEMS INC 2.02,9.01 10/31/06 QUANTUM FUEL SYSTEMS TECHNOLOGIES WOR DE 1.01,3.02,9.01 10/27/06 QUOVADX INC DE 2.02,9.01 10/31/06 QWEST COMMUNICATIONS INTERNATIONAL IN DE 2.02 10/31/06 RADIANT LOGISTICS, INC DE 4.01,9.01 10/26/06 RAILAMERICA INC /DE DE 2.02,7.01,9.01 10/31/06 RAND CAPITAL CORP NY 7.01,9.01 10/31/06 RBS GLOBAL INC DE 5.02 10/25/06 REDENVELOPE INC DE 2.02,5.02,9.01 10/27/06 REGAL BELOIT CORP WI 2.02,9.01 10/31/06 REGENERON PHARMACEUTICALS INC NY 8.01,9.01 10/30/06 REGIS CORP MN 5.03,9.01 10/26/06 RENAISSANCERE HOLDINGS LTD 2.02,9.01 10/30/06 RENT A CENTER INC DE DE 2.02,9.01 10/30/06 Residential Asset Securitization Trus 9.01 10/30/06 REX STORES CORP DE 8.01,9.01 10/31/06 RFMSI Series 2006-SA4 Trust DE 8.01,9.01 10/31/06 ROCHESTER MEDICAL CORPORATION MN 2.02,5.03,8.01,9.01 10/31/06 ROCK OF AGES CORP DE 2.02,9.01 10/31/06 ROWAN COMPANIES INC DE 2.02,9.01 10/31/06 ROYAL CARIBBEAN CRUISES LTD 2.02,7.01 09/30/06 ROYAL CARIBBEAN CRUISES LTD 7.01 10/31/06 ROYAL CARIBBEAN CRUISES LTD 7.01 10/31/06 RTI INTERNATIONAL METALS INC OH 1.01,2.02,8.01,9.01 10/31/06 SAFECO CORP WA 2.02,9.01 10/31/06 SAFETEK INTERNATIONAL INC DE 5.02 10/30/06 SALOMON SMITH BARNEY AAA ENERGY FUND 5.02 10/27/06 SALOMON SMITH BARNEY DIVERSIFIED 2000 5.02 10/27/06 SALOMON SMITH BARNEY FAIRFIELD FUTURE NY 5.02 10/27/06 SALOMON SMITH BARNEY GLOBAL DIVERSIFI 5.02 10/27/06 SALOMON SMITH BARNEY ORION FUTURES FU 5.02 10/27/06 SANGAMO BIOSCIENCES INC DE 2.02,9.01 10/30/06 SANTA FE ENERGY TRUST TX 2.02,7.01,9.01 10/31/06 Santa Lucia Bancorp CA 8.01,9.01 10/28/06 SAXON CAPITAL INC MD 8.01,9.01 10/31/06 SCHAWK INC DE 2.02 10/31/06 SCICLONE PHARMACEUTICALS INC DE 2.02,9.01 10/31/06 SEACOR HOLDINGS INC /NEW/ DE 2.02,9.01 10/26/06 Securitized Asset Backed Receivables 8.01,9.01 10/31/06 SHAW GROUP INC LA 2.02,9.01 10/31/06 SHAW GROUP INC LA 2.02,9.01 10/31/06 SHEARSON LEHMAN SELECT ADVISORS FUTUR DE 5.02 10/27/06 SHEARSON MID WEST FUTURES FUND NY 5.02 10/27/06 Shire plc 8.01,9.01 10/30/06 SI INTERNATIONAL INC DE 2.02,9.01 10/31/06 SILVERADO GOLD MINES LTD A1 8.01,9.01 10/30/06 SILVERLEAF RESORTS INC 7.01,9.01 10/31/06 SILVERSTAR HOLDINGS LTD B0 7.01,9.01 10/30/06 SIRENZA MICRODEVICES INC DE 2.01,5.02,9.01 10/31/06 SJW CORP CA 2.02,9.01 09/30/06 SMART & FINAL INC/DE DE 2.02,9.01 10/31/06 SMITH BARNEY DIVERSIFIED FUTURES FUND NY 5.02 10/27/06 SMITH BARNEY DIVERSIFIED FUTURES FUND NY 5.02 10/27/06 SMITH BARNEY MID WEST FUTURES FUND LP NY 5.02 10/27/06 SMITH BARNEY MID WEST FUTURES FUND LP NY 5.02 10/27/06 SMITH BARNEY MID WEST FUTURES FUND LP NY 5.02 10/27/06 SMITH BARNEY POTOMAC FUTURES FUND LP 5.02 10/27/06 SMITH BARNEY WESTPORT FUTURES FUND LP 5.02 10/27/06 SOLUTIA INC DE 7.01,9.01 10/31/06 Somaxon Pharmaceuticals, Inc. DE 7.01,9.01 10/31/06 SOMERSET HILLS BANCORP NJ 7.01,9.01 10/31/06 SONIC AUTOMOTIVE INC DE 2.02,7.01,9.01 10/31/06 SOUTHERN CO DE 8.01 10/27/06 SOUTHERN MISSOURI BANCORP INC MO 8.01,9.01 10/26/06 SPANISH BROADCASTING SYSTEM INC DE 1.01,9.01 10/25/06 SPECTRX INC DE 5.02 10/31/06 ST JOE CO FL 2.02,9.01 10/31/06 STAAR SURGICAL CO DE 2.02 10/31/06 STANDARD REGISTER CO OH 1.01 10/26/06 STEEL TECHNOLOGIES INC KY 2.02,4.02,9.01 10/31/06 STELLAR RESOURCES LTD NV 9.01 10/26/06 STERLING BANCSHARES INC TX 8.01,9.01 10/31/06 STERLING BANCSHARES INC TX 5.02,9.01 10/31/06 Sterling Mining CO ID 3.02 10/25/06 STIFEL FINANCIAL CORP DE 7.01,9.01 10/30/06 Strategic Rare Earth Metals Inc. NV 2.01,2.02 10/31/06 Structured Asset Mortgage Investments DE 7.01 10/31/06 STRUCTURED ASSET SECURITIES CORP DE 8.01,9.01 10/31/06 SUMMIT BANK CORP GA 2.02,9.01 10/25/06 SUMMIT FINANCIAL GROUP INC WV 8.01,9.01 10/27/06 SUMTOTAL SYSTEMS INC DE 2.02,9.01 10/31/06 SUN HARBOR FINANCIAL RESOURCES INC DE 4.01 08/08/06 SUPERIOR BANCORP DE 2.01,7.01,9.01 08/31/06 AMEND SUPERIOR ENERGY SERVICES INC DE 2.02,9.01 10/30/06 SUPERIOR ESSEX INC DE 2.02,7.01,9.01 10/30/06 SUPERVALU INC DE 8.01,9.01 10/31/06 SUPERVALU INC DE 8.01,9.01 10/31/06 SUPREME INDUSTRIES INC DE 8.01,9.01 10/26/06 SYMBOL TECHNOLOGIES INC DE 2.02,9.01 10/30/06 SYNAGRO TECHNOLOGIES INC DE 8.01,9.01 10/26/06 SYNAGRO TECHNOLOGIES INC DE 8.01,9.01 10/26/06 SYNTHETECH INC OR 1.01,5.02,9.01 10/25/06 SYNTROLEUM CORP DE 2.02,9.01 09/30/06 Tarpon Industries, Inc. MI 4.01,9.01 10/30/06 TASTY BAKING CO PA 2.02,7.01,9.01 10/31/06 TAUBMAN CENTERS INC MI 8.01,9.01 10/31/06 TB WOODS CORP DE 2.02,9.01 10/30/06 TD AMERITRADE HOLDING CORP DE 1.01 10/25/06 TECO ENERGY INC FL 2.02,9.01 10/27/06 AMEND Telzuit Medical Technologies, Inc. 8.01 10/20/06 AMEND TEXAS INDUSTRIES INC DE 7.01,9.01 10/31/06 Thomas Weisel Partners Group, Inc. DE 2.02,9.01 10/31/06 THORATEC CORP CA 2.02 10/31/06 Thorium Power, Ltd NV 5.02,9.01 10/17/06 AMEND TIDELANDS BANCSHARES INC 2.02,9.01 10/31/06 TITANIUM METALS CORP DE 2.02,7.01,9.01 10/30/06 TODCO DE 7.01,9.01 10/31/06 TRANSOCEAN INC E9 7.01,9.01 10/31/06 TRIUMPH GROUP INC / DE 2.02,9.01 10/25/06 TRUMP ENTERTAINMENT RESORTS, INC. DE 2.02,7.01,9.01 10/31/06 UAL CORP /DE/ DE 2.02,9.01 10/31/06 ULTIMATE SOFTWARE GROUP INC DE 5.02 10/23/06 AMEND ULTRALIFE BATTERIES INC DE 7.01,9.01 10/31/06 Under Armour, Inc. MD 2.02,9.01 10/31/06 UNIFI INC NY 2.06 10/25/06 UNION BANKSHARES CORP VA 7.01,9.01 10/26/06 UNION BANKSHARES INC VT 2.02,9.01 10/26/06 UNITED BANCORP INC /OH/ OH 2.02,9.01 10/27/06 UNITED DOMINION REALTY TRUST INC MD 2.02,9.01 10/30/06 UNITED SECURITY BANCSHARES INC DE 2.02,9.01 10/30/06 UNITED STATES LIME & MINERALS INC TX 2.02,9.01 10/30/06 UNITED STATES STEEL CORP DE 2.02,9.01 10/31/06 UNITED THERAPEUTICS CORP DE 2.02,9.01 10/31/06 UNIVERSAL CORP /VA/ VA 8.01,9.01 10/30/06 UROPLASTY INC MN 8.01,9.01 10/31/06 US XPRESS ENTERPRISES INC NV 1.01,9.01 10/27/06 UTAH MEDICAL PRODUCTS INC UT 8.01 10/31/06 UTSTARCOM INC DE 5.02,9.01 10/26/06 VALERO ENERGY CORP/TX DE 2.02,9.01 10/31/06 VASCO DATA SECURITY INTERNATIONAL INC DE 2.02,8.01,9.01 10/25/06 Venoco, Inc. DE 1.01,9.01 10/25/06 VERTIS INC DE 2.02,7.01,9.01 10/30/06 VERTRUE INC DE 2.02,9.01 10/31/06 VIASPACE Inc. NV 8.01,9.01 10/31/06 VIEWPOINT CORP DE 5.02,9.01 10/28/06 VIGNETTE CORP DE 1.01 10/26/06 AMEND VINEYARD NATIONAL BANCORP CA 5.02,9.01 10/31/06 VIRGINIA FINANCIAL GROUP INC VA 8.01,9.01 10/27/06 VISHAY INTERTECHNOLOGY INC DE 2.02,7.01,9.01 10/31/06 VISTEON CORP DE 2.02,2.05,7.01,9.01 10/31/06 AMEND VITAL IMAGES INC MN 8.01,9.01 10/30/06 VITAL IMAGES INC MN 2.02,9.01 10/31/06 VITESSE SEMICONDUCTOR CORP DE 5.02,5.03 10/26/06 Vivid Learning Systems, Inc. DE 8.01 10/31/06 VONAGE HOLDINGS CORP DE 2.02,9.01 10/31/06 VULCAN MATERIALS CO NJ 2.02,9.01 10/30/06 WACHOVIA ASSET SECURITIZATION INC 200 8.01,9.01 10/25/06 WACHOVIA ASSET SECURITIZATION INC AST 8.01,9.01 10/25/06 WALTER INDUSTRIES INC /NEW/ DE 8.01,9.01 10/31/06 WATTS WATER TECHNOLOGIES INC DE 1.01,2.02,5.02,9.01 10/30/06 WAVE SYSTEMS CORP DE 8.01,9.01 10/30/06 WEINGARTEN REALTY INVESTORS /TX/ TX 2.01,9.01 10/31/06 WELLS REAL ESTATE FUND XI L P GA 1.01 10/31/06 WEYCO GROUP INC WI 2.02,9.01 10/31/06 White River Capital Inc 2.02,5.02,9.01 10/26/06 WHITING PETROLEUM CORP DE 2.02,9.01 10/30/06 WILLIS GROUP HOLDINGS LTD D0 2.02,5.02,9.01 10/25/06 WOODWARD GOVERNOR CO DE 8.01,9.01 10/31/06 Wright Express CORP 2.02,4.02,5.04,8.01,9.01 10/30/06 WVS FINANCIAL CORP PA 8.01,9.01 10/31/06 X-CHANGE CORP 1.01,7.01,9.01 10/26/06 YRC WORLDWIDE INC DE 5.02,9.01 10/26/06 ZAREBA SYSTEMS INC MN 8.01,9.01 10/31/06 ZONES INC WA 2.02,5.02,9.01 10/26/06