SEC NEWS DIGEST Issue 2006-208 October 27, 2006 COMMISSION ANNOUNCEMENTS SEC, NASAA ANNOUNCE CONTINUATION OF IARD SYSTEM FEE WAIVER The U.S. Securities and Exchange Commission (SEC) and the North American Securities Administrators Association (NASAA) today announced they will continue to waive for two years the annual system fees paid by investment adviser firms to maintain the Investment Adviser Registration Depository (IARD) system. The SEC and NASAA also announced a waiver of initial set-up fees for new advisers filing on the IARD. Separately, NASAA announced that for the next two years it is reducing by one-third the system fees paid by investment adviser representatives. SEC Chairman Christopher Cox said, "For the second year in a row we have good news about the costs of maintaining this important on-line investor protection system. In addition to continuing for two years the waiver of annual fees paid by advisers to support the service, we are waiving initial fees paid by new registrants also from November 1, 2006, through October 31, 2008. This is a savings for the industry and ultimately for adviser clients and the investing public more broadly." "The IARD system provides important information for all investors and provides streamlined registration procedures for investment advisers and their representatives. We are pleased that the system's success has allowed us to grant a waiver of the investment adviser firm annual and initial fees and a reduction in the annual and initial fees investment adviser representatives pay to utilize this valuable resource," said Joseph P. Borg, Director of the Alabama Securities Commission and President of NASAA, the membership organization of securities administrators in the 50 states, the District of Columbia, Puerto Rico, the U.S. Virgin Islands, the provinces and territories of Canada, and Mexico. For the next two years NASAA will waive payment of initial and renewal IARD system fees by state-regulated investment adviser firms and reduce investment adviser representatives' initial and renewal fees by one third. The initial and renewal investment adviser representative fee will be $30, reduced from $45. Borg said NASAA's Board of Directors approved the waiver and system fee reduction and will continue to monitor the system's revenues to determine whether future fee adjustments are warranted. The IARD system is an Internet-based national database sponsored by NASAA and the SEC and operated by NASD in its role as a vendor. IARD provides a single nationwide database for the collection and dissemination of information about individuals and firms in the investment advisory field; and offers investment advisers and representatives a single source for filing state and federal registration and notice filings. The system contains the employment and disciplinary histories of more than 24,000 investment adviser firms and nearly 220,000 individual investment adviser representatives. IARD system fees are used for user and system support and for enhancements to the system. Media Contacts: John Nester (SEC) (202) 551-4125 Bob Webster (NASAA) (202) 737-0900 (Press Rel. 2006-182) ENFORCEMENT PROCEEDINGS COMMISSION SANCTIONS PHILIP LEHMAN FOR COMMITTING ANTIFRAUD VIOLATIONS The Commission found that Philip A. Lehman, former president and sole shareholder of a registered broker-dealer and investment adviser, engaged in a fraudulent scheme that purported to make high-yield, riskless-principal investments in violation of the antifraud provisions of federal securities laws. The Commission found that it is in the public interest to bar Lehman from association with any broker, dealer, or investment adviser and to impose a $55,000 civil money penalty. The Commission rejected Lehman's claimed inability to pay and concluded that his evidence in support of that claim was vague, unsubstantiated, inconsistent, or contradicted by reliable evidence, some of which Lehman himself provided. The Commission also concluded that the adequate, credible evidence suggested that Lehman's net worth is well above the amount of the penalty. Further considerations affecting the Commission's decision not to reduce or waive the penalty included Lehman's recidivism and the view that his misconduct was egregious. (Rels. 34-54660; IA-2565; File No. 3-11972) IN THE MATTER OF MARTIN MERRITT, CPA On October 27, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Rule 102(e) of the Commission's Rules of Practice, Making Findings, and Imposing Remedial Sanctions (Order) against Martin J. Merritt, CPA. The Order finds that a partial final judgment was entered against Merritt, by consent, permanently enjoining him from future violations of Section 17(a) of the Securities Act of 1933, Sections 10(b) and 13(b)(5) of the Securities Exchange Act of 1934 (Exchange Act), and Rules 10b-5, 13b2-1, and 13b2-2 thereunder, and from aiding and abetting violations of Sections 13(a) and 13(b)(2) of the Exchange Act and Rules 12b-20, 13a-1, 13a- 13, and 13b2-1 thereunder, in the civil action entitled SEC v. Stanard, et al., Civil Action No. 06 cv 7736 (GEL), in the U.S. District Court for the Southern District of New York. As stated in the Order, the Commission filed the complaint against Merritt on Sept. 27, 2006, alleging, among other things, that Merritt participated in a sham reinsurance transaction whose sole purpose was to smooth and defer $26 million of RenRe's earnings from 2001 to 2002 and 2003. Merritt engaged in improper accounting for the transaction in a departure from generally accepted accounting principles and made material misrepresentations and omissions about the transaction to RenRe's independent auditors. The complaint further alleged that the fraudulent scheme resulted in RenRe's filing materially false and misleading financial statements in the company's annual report on Form 10-K for the fiscal years ended Dec. 31, 2001, and Dec. 31, 2002, and in the company's quarterly reports on Form 10-Q for the first and third quarters of 2001 and the third quarter of 2002. Without admitting or denying any of the findings, except as to the Commission's jurisdiction, the subject matter of the proceeding, and that a permanent injunction was entered by consent in the civil action, Merritt consented to the issuance of the Commission's Order, which suspended Merritt from appearing or practicing before the Commission as an accountant. (Rel. 34-54661; AAE Rel. 2499; File No. 3-12462) FORMER CHAIRMAN OF PIMCO EQUITY FUNDS AGREES TO SETTLE SEC FRAUD ACTION FOLLOWING JURY VERDICT AGAINST HIM FOR DEFRAUDING INVESTORS IN MARKET TIMING CASE The Commission today announced that Stephen J. Treadway, the former top executive of the PIMCO equity mutual funds, agreed to a settlement that resolves the SEC's charges against him for defrauding mutual fund investors by approving an undisclosed market timing arrangement. In June 2006, a federal court jury found Treadway liable for committing securities fraud, breaching his fiduciary duty, and other violations of the securities laws. The Commission has filed Treadway's consent to final judgment with the federal district court handling this case. During the period of his misconduct, Treadway, age 59, of New York, New York, was the CEO of PIMCO Advisors Fund Management LLC, a registered investment adviser; the CEO of PIMCO Advisors Distributors LLC, a registered broker-dealer; and the chairman of the board of trustees of the PIMCO Funds: Multi-Manager Series. Treadway agreed to pay a total of approximately $572,000 in disgorgement, interest, and civil penalties, and to be permanently enjoined from future violations of the antifraud provisions of the federal securities laws, from breaching his fiduciary duty, from making false statements in mutual fund prospectuses, and from serving as an officer or director of any registered investment company for one year. Treadway also consented to the issuance of an SEC order, based on the entry of the injunction in the federal court action, which bars him from associating with any investment adviser, with the right to reapply after one year. The Commission's complaint, filed in May 2004, alleged that Treadway defrauded investors by approving, but not disclosing, an arrangement that allowed Canary Capital Partners LLC to market time certain of the PIMCO funds. Treadway approved this trading arrangement in approximately January 2002, before Canary's trading started, and despite knowing that the disclosures in the funds' prospectus represented to investors that the funds discouraged and restricted market timing. Treadway did not disclose his knowledge of the Canary market timing deal to the board of trustees until approximately September 2003, when Canary's trading activities were being investigated by government authorities. From February 2002 to April 2003, Canary engaged in over 100 round-trip transactions in an aggregate amount of over $4 billion in several PIMCO mutual funds pursuant to the special market timing arrangement that Treadway approved. The final judgment against Treadway, which is subject to approval by U.S. District Judge Victor Marrero, permanently enjoins Treadway from future violations of Sections 17(a)(2) and 17(a)(3) of the Securities Act of 1933, Section 10(b) and Rules 10b-5(b) and 10b-5(c) of the Securities Exchange Act of 1934, Section 206(2) of the Investment Advisers Act of 1940, and Section 34(b) of the Investment Company Act of 1940. Treadway is also enjoined from breaching his fiduciary duty within the meaning of Section 36(a) of the Investment Company Act. The judgment further orders Treadway to pay disgorgement of $261,215, prejudgment interest of $49,304, and a civil penalty of $261,215. Previously, in June 2006, Kenneth W. Corba, the former chief executive officer of PIMCO Equity Advisors LLC, the investment sub-adviser for several of the PIMCO funds, settled the SEC's charges before trial. In September 2004, PIMCO Advisors Fund Management LLC, PIMCO Equity Advisors LLC, and PIMCO Advisors Distributors LLC paid a total of $50 million to settle the Commission's fraud charges arising from Canary's market timing activity. [SEC v. Stephen J. Treadway and Kenneth W. Corba, Civil Action No. 04 CIV. 3464 (VM) SDNY] (LR-19888) LEEROY ALLEN, JR., FORMER CEO OF INTERNATIONAL BIOFUEL AND BIOCHEMICAL CORPORATION ENJOINED AND PERMANENTLY BARRED FROM ACTING AS AN OFFICER OR DIRECTOR OF A PUBLIC COMPANY AND FROM PARTICIPATING IN AN OFFERING OF ANY PENNY STOCK The Commission today announced that on October 24 the U.S. District Court for the District of Columbia entered a judgment against LeeRoy Allen, Jr. (Allen), the former chairman, chief executive officer and president of International Biofuel and Biochemical Corporation (IBBC) permanently enjoining Allen from violating Section 17(a) of the Securities Act of 1933, Section 10(b) of the Exchange Act of 1934 and Rules 10b-5 and 13a-14 thereunder; permanently barring Allen from acting as an officer or director of a public company; permanently barring Allen from participating in the offering of any penny stock; ordering Allen to pay disgorgement of ill-gotten gains, with prejudgment interest, in an amount to be determined by the Court; and ordering Allen to pay a civil penalty, in an amount to be determined by the Court. Allen consented to entry of the judgment without admitting or denying any of the allegations in the complaint. On Sept. 29, 2005, the Commission filed a civil injunctive action in the U.S. District Court for the District of Columbia, against Allen. The complaint alleges that from December 2002, through Aug. 30, 2004, Allen made numerous materially false and misleading statements in filings IBBC made with the Commission which created the illusion that IBBC was a viable business that would use cutting edge technology to produce, distribute and market biodiesel fuel (also known as biofuel). In reality, IBBC never produced, distributed or marketed any biofuel. As Allen knew, IBBC was nothing more than a startup company with no assets, funding or viable product. For further information, please see Litigation Release No. 19405 (Sept. 29, 2005) and In the Matter of International Biofuel and Biochemical Corporation, Administrative Proceeding File No. 34-52525 (Sept. 29, 2005). [SEC v. LeeRoy Allen, Jr., Civil Action No. 1:05CV01919 (D.D.C.)] (LR-19889) INVESTMENT COMPANY ACT RELEASES CLAYMORE SECURITIES, INC. AND CLAYMORE SECURITIES DEFINED PORTFOLIOS An order has been issued on an application filed by Claymore Securities, Inc. and Claymore Securities Defined Portfolios under Section 6(c) of the Investment Company Act for an exemption from Sections 12(d)(1)(A), (B), and (C) 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 unit investment trusts to acquire shares of registered investment companies both within and outside the same group of investment companies. (Rel. IC-27524 - October 24) RIVERSOURCE DIVERSIFIED INCOME SERIES, INC., ET AL. An order has been issued on an application filed by RiverSource Diversified Income Series, Inc., et al. under Section 6(c) of the Investment Company Act for an exemption from Sections 18(f) and 21(b) of the Act, under Section 12(d)(1)(J) of the Act for an exemption from Section 12(d)(1) of the Act, under Sections 6(c) and 17(b) of the Act for an exemption from Sections 17(a)(1) and 17(a)(3) of the Act, and under Section 17(d) of the Act and Rule 17d-1 under the Act to permit certain joint transactions. The order permits certain registered open- end management investment companies to participate in a joint lending and borrowing facility. (Rel. IC-27525 - October 24) 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: SEI Absolute Return Master Fund, L.P. [File No. 811-21350] [Rel No. IC-27527] October 25, 2006 SEI Absolute Return Fund, L.P. [File No. 811-21351] [Rel No. IC-27528] October 25, 2006 Evergreen American Retirement Trust [File No. 811-5434] [Rel No. IC-27529] October 25, 2006 AmSouth Funds [File No. 811-5551] [Rel No. IC-27530] October 25, 2006 Mason Street Funds, Inc. [File No. 811-7961] [Rel No. IC-27531] October 25, 2006 UBS Aspen Fund, L.L.C. [File No. 811-9581] [Rel No. IC-27532] October 25, 2006 Analysts Investment Trust [File No. 811-7778] [Rel No. IC-27533] October 25, 2006 AXP Stock Series, Inc. [File No. 811-498] [Rel No. IC-27534] October 25, 2006 Matterhorn Growth Fund, Inc. [File No. 811-3054] [Rel No. IC-27535] October 25, 2006 The Treasurer's Fund, Inc. [File No. 811-5347] [Rel No. IC-27536] October 25, 2006 DB Hedge Strategies Fund LLC [File No. 811-10561] [Rel No. IC-27537] October 25, 2006 AIG SUNAMERICA LIFE ASSURANCE COMPANY AND VARIABLE ANNUITY ACCOUNT SEVEN A notice has been issued giving interested persons until Nov. 16, 2006, to request a hearing on an application filed by AIG SunAmerica Life Assurance Company and Variable Annuity Account Seven (collectively Applicants). The Applicants seek an order pursuant to Section 26(c) of the Investment Company Act permitting the substitution of the Equity Income Fund with the Davis Venture Value Portfolio, both of which are portfolios of the SunAmerica Series Trust. (Rel. IC-27540 - October 26) SELF-REGULATORY ORGANIZATIONS APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-NASD-2006-060) filed by the National Association of Securities Dealers to require members to file regulatory notices with NASD electronically. Publication in the Federal Register is expected during the week of October 30. (Rel. 34-54654) 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: . SB-2 WILDON PRODUCTIONS INC, 702-3071 GLEN DRIVE, COQUITLAM, A1, V3B 7R1, (604)725-5214 - 10,000,000 ($200,000.00) Equity, (File 333-138216 - Oct. 26) (BR. 09) SB-2 SOPAC CELLULAR SOLUTIONS INC., 4438 VESPER AVENUE, UNIT 2, SHERMAN OAKS, CA, 91403, 949-355-4559 - 700,000 ($35,000.00) Equity, (File 333-138217 - Oct. 26) (BR. 03) S-8 SENSE TECHNOLOGIES INC, 2535 N CARLETON AVENUE, GRAND ISLAND, NE, 68803, 3083811355 - 2,000,000 ($200,000.00) Equity, (File 333-138218 - Oct. 26) (BR. 04B) S-8 TTM TECHNOLOGIES INC, 2630 S. HARBOR BLVD., SANTA ANA, CA, 92704, 7142410303 - 6,852,915 ($83,702,327.82) Equity, (File 333-138219 - Oct. 26) (BR. 10C) N-2 KOREA EQUITY FUND INC, 2 WORLD FINANCIAL CENTER, BUILDING B, 22ND FLOOR, NEW YORK, NY, 10038-4936, 8008330018 - 97,371 ($1,000,000.00) Equity, (File 333-138220 - Oct. 26) (BR. 17) S-3ASR REGAL ENTERTAINMENT GROUP, 7132 REGAL LANE, KNOXVILLE, TN, 37918, 865-922-1123 - 0 ($167,117,342.00) Equity, (File 333-138222 - Oct. 26) (BR. 05C) S-8 SOLUTION TECHNOLOGY INTERNATIONAL INC, GARRETT INFORMATION ENTERPRISE CENTER, 685 MOSSER ROAD, SUITE 11, MCHENRY, MD, 21541, 1-301-387-6900 - 30,000,000 ($825,000.00) Equity, (File 333-138223 - Oct. 26) (BR. 03B) SB-2 SOMERSET INTERNATIONAL GROUP,INC., 90 WASHINGTON VALLEY ROAD, -, BEDMINSTER, NJ, 07921, 9087198909 - 20,000,000 ($3,000,000.00) Equity, (File 333-138224 - Oct. 26) (BR. 11C) S-8 GateHouse Media, Inc., 350 WILLOWBROOK OFFICE PARK, FAIRPORT, NY, 14450, (585)598-0030 - 2,000,000 ($42,440,000.00) Equity, (File 333-138225 - Oct. 26) (BR. 05B) S-8 CADENCE PHARMACEUTICALS INC, 12481 HIGH BLUFF DRIVE, SUITE 200, SAN DIEGO, CA, 92130, 8584361400 - 6,207,080 ($43,577,845.56) Equity, (File 333-138226 - Oct. 26) (BR. 01B) SB-2 SPICY PICKLE FRANCHISING LLC, 90 MADISON ST #700, DENVER, CO, 80206, 303-297-1902 - 18,240,000 ($9,120,000.00) Equity, (File 333-138228 - Oct. 26) (BR. 05) S-3 MID WISCONSIN FINANCIAL SERVICES INC, PO BOX 90, MEDFORD, WI, 54451, 7157484364 - 150,000 ($5,719,500.00) Equity, (File 333-138229 - Oct. 26) (BR. 07B) S-3 MEMORY PHARMACEUTICALS CORP, 100 PHILIPS PARKWAY, MONTVALE, NJ, 07645, 2018027100 - 0 ($48,486,025.00) Equity, (File 333-138230 - Oct. 26) (BR. 01A) S-3ASR SCRIPPS E W CO /DE, 312 WALNUT STREET, CININNATI, OH, 45202, 5139773000 - 0 ($0.00) Equity, (File 333-138231 - Oct. 26) (BR. 05C) S-8 HOME DIAGNOSTICS INC, 2400 NW 55TH COURT, FORT LAUDERDALE, FL, 33309, 9546779201 - 0 ($36,138,558.00) Equity, (File 333-138232 - Oct. 26) (BR. 10) S-4 U S GOLD CORP, 2201 KIPLING ST, STE 100, LAKEWOOD, CO, 80215-1545, 3032381438 - 0 ($97,687,358.56) Equity, (File 333-138233 - Oct. 26) (BR. 04B) S-3 ONLINE RESOURCES CORP, 7600 COLSHIRE DRIVE, MCLEAN, VA, 22102, 7033945100 - 0 ($155,610,000.00) Equity, (File 333-138234 - Oct. 26) (BR. 08B) S-8 TUMBLEWEED COMMUNICATIONS CORP, 700 SAGINAW DR, REDWOOD CITY, CA, 94063, 6502162000 - 6,827,824 ($18,639,959.52) Equity, (File 333-138236 - Oct. 26) (BR. 03A) S-4 OLIN CORP, OLIN CORP, 190 CARONDELET PLAZA SUITE 1530, CLAYTON, MO, 63105, 3144801400 - 124,983,000 ($124,983,000.00) Non-Convertible Debt, (File 333-138238 - Oct. 26) (BR. 06C) F-1 GROUP SIMEC SA DE CV, CALZADA LAZARO CARDENAS 601, 44910 GUADALAJARA JA, O5, 10022, 0 ($250,000,000.00) Equity, (File 333-138239 - Oct. 26) (BR. 06B) 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 ----------------------------------------------------------------------------------------------------- @ROAD, INC DE 2.02,9.01 10/26/06 1 800 FLOWERS COM INC DE 2.02,9.01 10/26/06 1ST CONSTITUTION BANCORP NJ 2.02,9.01 10/26/06 1ST SOURCE CORP IN 2.02,9.01 09/30/06 8X8 INC /DE/ DE 2.02,9.01 10/26/06 ACACIA RESEARCH CORP DE 2.02,9.01 10/26/06 ACCELRYS, INC. DE 2.02,9.01 10/26/06 ACE COMM CORP MD 9.01 10/26/06 ACTIS GLOBAL VENTURES INC NV 1.01,2.03,9.01 10/24/06 ACUSPHERE INC DE 7.01,8.01,9.01 10/25/06 ACXIOM CORP DE 2.02,9.01 09/30/06 ADESA INC 1.01,9.01 10/20/06 ADMIRALTY HOLDING CO CO 2.04 10/12/06 Advance America, Cash Advance Centers DE 2.02,8.01,9.01 10/25/06 ADVANCED ANALOGIC TECHNOLOGIES INC DE 2.02,9.01 10/26/06 Advanced Materials Group, Inc. NV 8.01,9.01 10/26/06 ADVANCED MEDICAL OPTICS INC DE 2.02,9.01 10/26/06 ADVANTAGE CAPITAL DEVELOPMENT CORP NV 5.02 10/23/06 ADVENTRX PHARMACEUTICALS INC DE 5.02,9.01 10/26/06 AETNA INC /PA/ PA 2.02,9.01 10/26/06 AGL RESOURCES INC GA 2.02,9.01 10/26/06 AIRGAS INC DE 2.02,9.01 10/25/06 AKAMAI TECHNOLOGIES INC DE 2.02,9.01 10/26/06 AKORN INC LA 1.01 10/24/06 ALASKA COMMUNICATIONS SYSTEMS GROUP I DE 2.02,9.01 10/26/06 ALBERTO CULVER CO DE 2.02,8.01,9.01 10/26/06 ALLEGHENY ENERGY, INC MD 1.01,2.03,9.01 10/26/06 ALLIANCEBERNSTEIN HOLDING L.P. DE 2.02,7.01,9.01 10/25/06 ALLIANCEBERNSTEIN L.P. DE 2.02,7.01,9.01 10/25/06 Allis Chalmers Energy Inc. DE 1.01,7.01,8.01,9.01 10/25/06 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 2.02,9.01 10/26/06 Alpha Natural Resources, Inc. DE 5.02,9.01 10/23/06 AMB FINANCIAL CORP DE 2.02,9.01 10/26/06 AMEDISYS INC DE 1.01,5.02,7.01,9.01 10/26/06 AMERICAN DENTAL PARTNERS INC DE 1.01,9.01 10/25/06 AMERICAN GREETINGS CORP OH 1.01,1.02,2.03,5.02,7.01,9.01 10/24/06 American Home Mortgage Assets Trust 2 DE 9.01 09/22/06 AMEND AMERICAN HOME MORTGAGE INVESTMENT COR MD 2.02,9.01 10/26/06 AMERICAN WAGERING INC NV 7.01 10/20/06 AMERICASBANK CORP MD 2.02,9.01 10/24/06 AMERICREDIT CORP TX 1.01,9.01 10/26/06 AMETEK INC/ DE 8.01 10/25/06 ANALYSTS INTERNATIONAL CORP 2.02,7.01,9.01 10/25/06 ANAREN INC NY 2.02,9.01 10/26/06 ANTIGENICS INC /DE/ DE 1.01 10/24/06 AON CORP DE 8.01,9.01 10/25/06 APACHE CORP DE 2.02,9.01 10/26/06 APEX CAPITAL GROUP INC WY 8.01 10/26/06 APEX CAPITAL GROUP INC WY 1.01,2.01,3.02,5.01,5.02, 10/26/06 5.03,5.06,7.01,9.01 APPLEBEES INTERNATIONAL INC DE 2.02,7.01,9.01 10/25/06 APPLIX INC /MA/ MA 2.02,9.01 10/26/06 APRIA HEALTHCARE GROUP INC DE 2.02,9.01 10/26/06 ARCH CAPITAL GROUP LTD. 2.02,9.01 10/26/06 ARKANSAS BEST CORP /DE/ DE 1.01,9.01 10/20/06 ARMSTRONG WORLD INDUSTRIES INC PA 1.01,9.01 10/23/06 ASBURY AUTOMOTIVE GROUP INC DE 2.02,7.01,9.01 10/26/06 ASPEN INSURANCE HOLDINGS LTD D0 7.01,9.01 10/26/06 ASSOCIATED ESTATES REALTY CORP OH 2.02,9.01 09/30/06 ATLAS FUTURES FUND LIMITED PARTNERSHI IN 4.01 10/25/06 AURELIO RESOURCE CORP NV 5.03 09/28/06 AURIGA LABORATORIES, INC. DE 1.01,9.01 10/20/06 AUTOLIV INC DE 2.02,7.01,9.01 09/30/06 AUTONATION INC /FL DE 2.02,9.01 10/26/06 AVALONBAY COMMUNITIES INC MD 2.02,9.01 10/25/06 AVATAR HOLDINGS INC DE 1.01,7.01,9.01 10/20/05 AVID TECHNOLOGY INC DE 2.02,9.01 09/30/06 AVIS BUDGET GROUP, INC. DE 2.05,9.01 10/20/06 AVNET INC NY 2.02,9.01 10/26/06 AXESSTEL INC NV 1.01,5.02,9.01 10/20/06 BALL CORP IN 2.02,9.01 10/26/06 BANK OF SOUTH CAROLINA CORP SC 2.02,9.01 10/26/06 BANKRATE INC FL 2.02,9.01 10/26/06 BANKUNITED FINANCIAL CORP FL 1.01 10/23/06 BARRETT BUSINESS SERVICES INC MD 2.02,9.01 10/25/06 BAY NATIONAL CORP 2.02,9.01 10/25/06 BELDEN CDT INC. DE 2.02,9.01 10/26/06 BERRY PETROLEUM CO DE 1.01,2.03,9.01 10/25/06 BILL BARRETT CORP 5.02 10/24/06 BIOSITE INC DE 2.02,8.01 10/26/06 BJs RESTAURANTS INC CA 8.01,9.01 10/25/06 BLACK & DECKER CORP MD 2.02,7.01,9.01 10/26/06 BOWATER INC DE 2.02,9.01 10/26/06 BOYD GAMING CORP NV 2.02,8.01,9.01 10/25/06 BRAINTECH INC NV 1.01,3.02,9.01 10/23/06 Brand Energy & Infrastructure Service DE 8.01,9.01 10/26/06 BRIGHT HORIZONS FAMILY SOLUTIONS INC DE 2.02,9.01 10/26/06 BRISTOL MYERS SQUIBB CO DE 2.02,9.01 10/26/06 BROADVISION INC DE 4.01,9.01 10/14/06 AMEND BROMWELL FINANCIAL FUND LP DE 4.01 10/25/06 BRONZE MARKETING INC 5.02 10/26/06 BROOKFIELD HOMES CORP DE 2.02,9.01 10/24/06 BRUSH ENGINEERED MATERIALS INC 2.02,9.01 10/26/06 BRYN MAWR BANK CORP PA 2.02,7.01,9.01 10/26/06 BSD MEDICAL CORP DE 7.01,9.01 10/26/06 BUCKEYE TECHNOLOGIES INC DE 5.02 10/26/06 Builders FirstSource, Inc. DE 2.02,9.01 10/26/06 Bunge LTD 2.02,9.01 10/26/06 CABOT MICROELECTRONICS CORP DE 2.02,9.01 10/26/06 CABOT OIL & GAS CORP DE 2.02,9.01 10/26/06 CADMUS COMMUNICATIONS CORP/NEW VA 2.02,9.01 10/26/06 CALIFORNIA FIRST NATIONAL BANCORP CA 2.02,7.01,9.01 10/26/06 CAMCO FINANCIAL CORP DE 5.02,7.01,9.01 10/24/06 CAPITAL CITY BANK GROUP INC FL 2.02,9.01 10/26/06 CAPITOL BANCORP LTD MI 7.01 10/26/06 CARBO CERAMICS INC DE 2.02,9.01 10/26/06 CARPENTER TECHNOLOGY CORP DE 2.02,9.01 10/26/06 CASH AMERICA INTERNATIONAL INC TX 2.02,9.01 10/26/06 CATALINA MARKETING CORP/DE DE 1.01,2.02,7.01,9.01 10/24/06 CATERPILLAR INC DE 8.01 10/26/06 CB RICHARD ELLIS GROUP INC DE 2.02,9.01 10/25/06 CDI CORP PA 2.02 10/26/06 CELGENE CORP /DE/ DE 2.02,9.01 10/26/06 Centale, Inc. NY 5.02 10/25/06 CENTRUE FINANCIAL CORP DE 1.01,9.01 10/25/06 CERIDIAN CORP /DE/ DE 1.01,2.02,5.02,9.01 10/25/06 CHAMPION ENTERPRISES INC MI 2.02,9.01 10/24/06 CHARMING SHOPPES INC PA 7.01,9.01 10/25/06 CHASE BANK USA, NATIONAL ASSOCIATION DE 8.01,9.01 10/25/06 CHEMED CORP DE 2.02,9.01 10/26/06 China Kangtai Cactus Bio-tech, Inc. NV 4.01,9.01 10/20/06 CHOICEPOINT INC GA 1.01,1.02,2.03,8.01,9.01 10/25/06 CHORDIANT SOFTWARE INC DE 2.05 10/25/06 CHUBB CORP NJ 2.02,9.01 10/26/06 CINCINNATI FINANCIAL CORP OH 1.01,9.01 10/20/06 Citigroup Mortgage Loan Trust 2006-AR 2.01,9.01 08/31/06 CITIZENS COMMUNICATIONS CO DE 8.01,9.01 10/26/06 CITIZENS HOLDING CO /MS/ MS 3.01,9.01 10/25/06 CLAIBORNE LIZ INC DE 2.02,2.05,9.01 10/26/06 CLARK INC DE 2.02,9.01 10/26/06 CLEARONE COMMUNICATIONS INC UT 2.02,9.01 10/26/06 CLEVELAND CLIFFS INC OH 2.02,9.01 10/25/06 CLEVELAND CLIFFS INC OH 7.01,9.01 10/26/06 CMALT (CitiMortgage Alternative Loan DE 9.01 10/26/06 CNET NETWORKS INC DE 2.04 10/25/06 COACH INC MD 2.02,9.01 10/24/06 COACHMEN INDUSTRIES INC IN 1.01 10/24/06 Coastal Bancshares Acquisition Corp. 8.01,9.01 10/26/06 Cobalis Corp NV 3.02 10/17/06 COCA COLA ENTERPRISES INC DE 2.02 10/26/06 COHERENT INC DE 8.01,9.01 10/25/06 COLONIAL PROPERTIES TRUST AL 2.02,7.01,9.01 10/26/06 COLOR KINETICS INC DE 2.02,9.01 10/26/06 COLUMBIA SPORTSWEAR CO OR 2.02,7.01,9.01 10/26/06 COMCAST CORP PA 2.02,9.01 10/26/06 COMMERCE GROUP INC /MA MA 2.02,9.01 10/26/06 COMMSCOPE INC DE 2.02,9.01 10/26/06 COMMUNITY BANK SHARES OF INDIANA INC IN 2.02,9.01 10/26/06 COMMUNITY TRUST BANCORP INC /KY/ KY 7.01,8.01 10/26/06 CONCENTRA OPERATING CORP NV 1.02 10/23/06 CONCEPTUS INC DE 2.02,8.01,9.01 10/26/06 CONEXANT SYSTEMS INC DE 2.02,9.01 10/26/06 CONSOL ENERGY INC 2.02,9.01 10/26/06 CORE LABORATORIES N V P7 2.02,9.01 09/30/06 CORPORATE EXECUTIVE BOARD CO DE 2.02,9.01 10/24/06 COSTAR GROUP INC 2.02 10/25/06 COTT CORP /CN/ 2.02,2.05,2.06,9.01 09/29/05 AMEND COVAD COMMUNICATIONS GROUP INC DE 2.02,9.01 10/26/06 COVENANT TRANSPORT INC NV 1.01,2.03 10/20/06 COWLITZ BANCORPORATION WA 2.02,9.01 10/26/06 CRA INTERNATIONAL, INC. MA 8.01,9.01 10/25/06 CRITICAL THERAPEUTICS INC DE 5.03,9.01 10/22/06 CROSS A T CO RI 1.01 10/26/06 CROSS A T CO RI 1.01 10/26/06 CROSSTEX ENERGY INC DE 7.01,9.01 10/23/06 CROSSTEX ENERGY LP DE 7.01,9.01 10/23/06 CROWN CASTLE INTERNATIONAL CORP DE 2.02,9.01 10/25/06 CURAGEN CORP DE 2.02,7.01,9.01 10/26/06 CuraTech Industries, Inc. UT 7.01 10/26/06 CWALT INC DE 8.01,9.01 10/26/06 CYBER DEFENSE SYSTEMS INC FL 1.01,9.01 10/22/06 CYBER DEFENSE SYSTEMS INC FL 1.01,9.01 10/22/06 AMEND CYBER DIGITAL INC NY 1.01 10/26/06 CYTOGEN CORP DE 5.02,9.01 10/26/06 CYTOKINETICS INC 2.02,9.01 10/26/06 CYTYC CORP DE 2.02,9.01 10/25/06 DAYBREAK OIL & GAS INC WA 1.01,9.01 10/20/06 DECKERS OUTDOOR CORP DE 2.02,9.01 10/26/06 DELTATHREE INC DE 2.02,9.01 10/26/06 DELTIC TIMBER CORP DE 2.02,9.01 10/25/06 DELUXE CORP MN 2.02,9.01 10/26/06 DENNYS CORP DE 2.02,9.01 09/27/06 DESIGN WITHIN REACH INC DE 5.02 10/24/06 DEVCON INTERNATIONAL CORP FL 1.01,3.02,9.01 10/20/06 Dex Media, Inc./new DE 2.02,9.01 10/26/06 DIAMOND MANAGEMENT & TECHNOLOGY CONSU DE 2.02,9.01 10/26/06 DIGITAL RIVER INC /DE DE 8.01,9.01 10/26/06 DIGITAL RIVER INC /DE DE 2.02,9.01 10/26/06 DIGITAS INC DE 1.01,2.02,9.01 10/24/06 DIOMED HOLDINGS INC NV 7.01,9.01 10/26/06 DISCOVERY LABORATORIES INC /DE/ DE 1.01,3.02,9.01 10/25/06 Dolce Ventures, Inc UT 1.01,3.02 10/20/06 DOLLAR THRIFTY AUTOMOTIVE GROUP INC DE 2.02,9.01 10/26/06 Douglas Lake Minerals Inc. 4.02 10/19/06 DOVER DOWNS GAMING & ENTERTAINMENT IN DE 2.02,7.01,9.01 10/26/06 DOVER MOTORSPORTS INC DE 2.02,7.01,9.01 10/26/06 DOW CHEMICAL CO /DE/ DE 2.02,9.01 10/26/06 DRUGSTORE COM INC DE 2.02,9.01 10/26/06 DUKE REALTY CORP IN 2.02,9.01 10/25/06 DUKE REALTY LIMITED PARTNERSHIP/ IN 2.02,9.01 10/25/06 EASTGROUP PROPERTIES INC MD 2.02,9.01 09/30/06 EASTMAN CHEMICAL CO DE 2.02,9.01 09/30/06 ECOLAB INC DE 8.01,9.01 10/26/06 EDUCATE INC DE 2.02,9.01 10/26/06 EL PASO CORP/DE DE 5.03,8.01,9.01 10/26/06 EMC INSURANCE GROUP INC IA 2.02,7.01,9.01 10/26/06 EMCOR GROUP INC DE 2.02,9.01 09/30/06 EMDEON CORP DE 5.04,9.01 10/25/06 EMULEX CORP /DE/ DE 2.02,9.01 10/26/06 ENCORE MEDICAL CORP DE 2.02,9.01 10/26/06 ENDO NETWORKS INC TX 1.01,2.01,3.02,5.01, 10/20/06 5.02,5.06,9.01 ENDURANCE SPECIALTY HOLDINGS LTD 2.02,9.01 10/26/06 ENVIRONMENTAL POWER CORP DE 1.01,3.02,9.01 10/23/06 ENXNET INC OK 7.01,9.01 10/25/06 EPIQ SYSTEMS INC MO 8.01,9.01 10/24/06 EPIX Pharmaceuticals, Inc. 5.02 10/23/06 EQUISTAR CHEMICALS LP DE 2.02,9.01 10/26/06 EQUITABLE RESOURCES INC /PA/ PA 2.02,9.01 10/26/06 EVCI Career Colleges Holding Corp DE 1.01,9.01 10/24/06 EVERGREENBANCORP INC WA 1.01,9.01 10/24/06 EXPRESS-1 EXPEDITED SOLUTIONS INC DE 5.02 10/26/06 AMEND EXXON MOBIL CORP NJ 2.02,7.01 10/26/06 FACTORY CARD & PARTY OUTLET CORP DE 4.01,9.01 10/23/06 FALCONSTOR SOFTWARE INC DE 2.02,9.01 10/26/06 FALCONSTOR SOFTWARE INC DE 7.01 10/26/06 FARO TECHNOLOGIES INC FL 1.01,9.01 10/20/06 Federal Home Loan Bank of Atlanta X1 2.03 10/24/06 Federal Home Loan Bank of Boston X1 2.03 10/23/06 Federal Home Loan Bank of Boston X1 2.02,9.01 10/26/06 Federal Home Loan Bank of Chicago X1 2.03 10/23/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 10/23/06 Federal Home Loan Bank of Dallas 2.03 10/23/06 Federal Home Loan Bank of Des Moines X1 2.03,9.01 10/24/06 Federal Home Loan Bank of New York X1 2.02,2.03,8.01,9.01 10/23/06 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 10/23/06 Federal Home Loan Bank of San Francis X1 2.02,9.01 10/25/06 Federal Home Loan Bank of San Francis X1 2.03 10/23/06 Federal Home Loan Bank of Seattle 2.03 10/25/06 Federal Home Loan Bank of Topeka 2.03 10/23/06 FERRO CORP OH 1.01,5.02,7.01,9.01 10/24/06 FiberTower CORP DE 1.01,2.02,2.03,3.02, 10/25/06 7.01,8.01,9.01 FINANCIAL INSTITUTIONS INC NY 2.02,9.01 10/25/06 FIRST BANKS, INC MO 2.02,9.01 09/30/06 FIRST CHARTER CORP /NC/ NC 5.02,9.01 10/25/06 First Commerce Bancorp, Inc. TN 2.02,9.01 10/12/06 FIRST COMMUNITY BANCSHARES INC /NV/ NV 7.01 10/25/06 FIRST INDUSTRIAL REALTY TRUST INC MD 2.02,9.01 10/25/06 FIRST MARBLEHEAD CORP 2.02,9.01 10/26/06 FIRST NATIONAL CORP /VA/ VA 2.02,9.01 10/23/06 FIRST REAL ESTATE INVESTMENT TRUST OF NJ 8.01 10/24/06 FIRST REGIONAL BANCORP CA 2.02,7.01,9.01 10/24/06 FLIR SYSTEMS INC OR 2.02,9.01 10/26/06 FOSSIL INC DE 5.02 10/20/06 FOSTER L B CO PA 9.01 10/26/06 FRANKLIN ELECTRIC CO INC IN 2.02,9.01 09/30/06 FRANKLIN RESOURCES INC DE 2.01,9.01 10/25/06 FreightCar America, Inc. DE 2.02,9.01 10/26/06 FRIENDLY ICE CREAM CORP MA 7.01,9.01 10/26/06 FRISCHS RESTAURANTS INC OH 2.02,9.01 10/25/06 FTI CONSULTING INC MD 5.02,9.01 10/25/06 FTI CONSULTING INC MD 1.01,9.01 10/25/06 FTI CONSULTING INC MD 2.01,3.02,9.01 10/03/06 AMEND FTI CONSULTING INC MD 9.01 09/11/06 AMEND Fuel Systems Solutions, Inc. DE 1.01,9.01 10/24/06 GASTAR EXPLORATION LTD 7.01,9.01 10/26/06 GATX CORP NY 2.02,7.01,9.01 10/26/06 GENESCO INC TN 5.02,7.01,9.01 10/26/06 GENESCO INC TN 1.01 10/26/06 GENWORTH FINANCIAL INC DE 2.02,9.01 10/26/06 GEVITY HR INC FL 2.02,9.01 10/26/06 GLIMCHER REALTY TRUST MD 2.02,9.01 10/25/06 GLOBAL CROSSING LTD 7.01,9.01 10/26/06 GLOBAL IMAGING SYSTEMS INC DE 2.02,7.01,9.01 10/26/06 GlobalOptions Group, Inc. NV 1.01,9.01 10/23/06 Goodman Global Inc 2.02,9.01 10/26/06 GOODRICH CORP NY 2.02,8.01,9.01 10/26/06 GOVERNMENT PROPERTIES TRUST INC 1.01,9.01 10/23/06 GRACO INC MN 2.02,9.01 10/25/06 GRANITE CONSTRUCTION INC DE 2.02,9.01 10/25/06 GREENS WORLDWIDE INC AZ 1.01 10/19/06 Greenville Federal Financial CORP 2.02,8.01,9.01 10/26/06 HABERSHAM BANCORP GA 2.02,9.01 09/30/06 Halo Technology Holdings, Inc. NV 5.02 10/20/06 HANOVER COMPRESSOR CO / DE 2.02,9.01 10/26/06 HANOVER COMPRESSOR CO / DE 5.02,9.01 10/20/06 HARLEYSVILLE GROUP INC DE 2.02,9.01 10/26/06 HARRINGTON WEST FINANCIAL GROUP INC/C 2.02,9.01 10/25/06 AMEND HARSCO CORP DE 2.02 10/26/06 HARTE HANKS INC DE 2.02,9.01 10/26/06 HARTFORD FINANCIAL SERVICES GROUP INC DE 2.02,9.01 10/26/06 HARTFORD FINANCIAL SERVICES GROUP INC DE 2.02,9.01 10/26/06 HARVEST NATURAL RESOURCES, INC. DE 2.02,9.01 10/26/06 HAWK CORP DE 7.01 10/26/06 HEARST ARGYLE TELEVISION INC DE 2.02,7.01,9.01 10/26/06 HERBALIFE LTD. E9 1.01,9.01 10/24/06 HERCULES TECHNOLOGY GROWTH CAPITAL IN MD 2.02,9.01 10/26/06 HERITAGE FINANCIAL CORP /WA/ WA 2.02,7.01,9.01 10/24/06 HEXCEL CORP /DE/ DE 2.02,7.01,8.01,9.01 10/25/06 HIGHBURY FINANCIAL INC DE 7.01,9.01 09/07/06 AMEND HILB ROGAL & HOBBS CO VA 2.02,9.01 10/25/06 HITTITE MICROWAVE CORP 2.02,9.01 10/26/06 HORIZON HEALTH CORP /DE/ DE 8.01 10/26/06 HOST HOTELS & RESORTS L.P. DE 8.01,9.01 10/26/06 HOST HOTELS & RESORTS L.P. DE 8.01,9.01 10/26/06 HSBC Home Equity Loan Trust (USA) 200 DE 9.01 10/26/06 HUB INTERNATIONAL LTD A6 2.02 10/26/06 HUTTIG BUILDING PRODUCTS INC DE 1.01,1.02,2.03,9.01 10/20/06 HYDROMER INC NJ 8.01 10/26/06 I FLOW CORP /DE/ DE 2.02 10/26/06 ICAD INC DE 1.01,2.01,5.02 10/20/06 ICT GROUP INC PA 2.02,9.01 10/26/06 IDM PHARMA, INC. DE 8.01,9.01 10/26/06 IGATE CORP PA 2.02,9.01 10/26/06 IGI INC DE 8.01,9.01 10/20/06 II-VI INC PA 2.03,9.01 10/23/06 IKANOS COMMUNICATIONS CA 2.02,9.01 10/26/06 IKANOS COMMUNICATIONS CA 5.02,9.01 10/21/06 IKON OFFICE SOLUTIONS INC OH 2.02,9.01 10/26/06 IMPSAT FIBER NETWORKS INC DE 8.01,9.01 10/26/06 INDEPENDENT BANK CORP /MI/ MI 2.02,9.01 10/26/06 INDEVUS PHARMACEUTICALS INC DE 1.01,9.01 10/20/06 INFORTE CORP DE 2.02,9.01 10/25/06 INFOSPACE INC DE 1.01,5.02,9.01 10/23/06 INKSURE TECHNOLOGIES INC. DE 8.01,9.01 10/26/06 INSWEB CORP DE 2.02,9.01 10/25/06 INTEGRA LIFESCIENCES HOLDINGS CORP DE 2.03,3.02 08/26/06 INTER PARFUMS INC DE 2.02 10/25/06 INTERACTIVE DATA CORP/MA/ DE 2.02,9.01 10/26/06 INTERFACE INC GA 2.02,8.01,9.01 10/25/06 INTERGRAPH CORP DE 2.02,9.01 09/30/06 INTERGRAPH CORP DE 8.01,9.01 10/25/06 INTERMUNE INC DE 1.01,2.02,7.01,9.01 10/25/06 International Coal Group, Inc. DE 2.02,7.01,9.01 10/25/06 INTERNATIONAL SHIPHOLDING CORP DE 2.02,9.01 10/26/06 INTERNATIONAL TEXTILE GROUP INC DE 1.01,2.01,5.02,5.03,8.01,9.01 10/20/06 INTERWOVEN INC CA 2.02,9.01 10/26/06 INTRUSION INC DE 2.02,9.01 10/26/06 INTUITIVE SURGICAL INC DE 2.02,9.01 10/26/06 INVACARE CORP OH 2.02 10/26/06 INVACARE CORP OH 2.02 10/26/06 INVENTURE GROUP, INC. DE 2.02,9.01 10/25/06 INVITROGEN CORP DE 2.02,9.01 10/26/06 IOMEGA CORP DE 2.02,9.01 10/01/06 IPSCO INC 8.01,9.01 10/26/06 IROBOT CORP DE 2.02,9.01 10/26/06 ISCO INTERNATIONAL INC DE 2.02,9.01 10/26/06 ISTAR FINANCIAL INC MD 2.02,9.01 10/26/06 ITT EDUCATIONAL SERVICES INC DE 2.02 10/26/06 J P MORGAN CHASE & CO DE 9.01 10/24/06 JANUS CAPITAL GROUP INC DE 2.02,5.02,9.01 10/23/06 JARDEN CORP DE 2.02,9.01 10/26/06 JCM PARTNERS LLC DE 1.01,5.02,9.01 09/22/06 AMEND K SWISS INC DE 2.02,9.01 10/26/06 K2 INC DE 7.01 10/25/06 KANBAY INTERNATIONAL INC 1.01,2.02,9.01 10/26/06 KB HOME DE 7.01,9.01 10/25/06 KBL Healthcare Acquisition Corp. II DE 8.01,9.01 10/25/06 KBL Healthcare Acquisition Corp. II DE 1.01,9.01 09/01/06 AMEND KELLOGG CO DE 2.02 10/26/06 KEMET CORP DE 2.02,2.03,7.01,9.01 10/25/06 KEY ENERGY SERVICES INC MD 2.02,4.02,8.01,9.01 10/19/06 AMEND KEYSTONE AUTOMOTIVE INDUSTRIES INC CA 2.02,9.01 10/26/06 Kimball Hill, Inc. IL 5.02 10/23/06 KINGSWAY CAPITAL, INC. DE 1.01,5.01,5.02,9.01 10/26/06 KIRBY CORP NV 2.02,9.01 10/25/06 KONA GRILL INC DE 8.01,9.01 10/25/06 KOSAN BIOSCIENCES INC CA 1.01,2.02,5.02,9.01 10/23/06 KREISLER MANUFACTURING CORP DE 1.01,5.02,8.01,9.01 04/14/06 KRONOS WORLDWIDE INC 7.01,9.01 10/26/06 L 3 COMMUNICATIONS HOLDINGS INC DE 2.02,9.01 10/26/06 Lake Shore Bancorp, Inc. X1 1.01,2.02,9.01 10/24/06 LAMSON & SESSIONS CO OH 2.02,9.01 10/26/06 LANCE INC NC 2.02,9.01 10/26/06 LANCE INC NC 1.01,1.02,2.03,9.01 10/20/06 LAND O LAKES INC 2.02,9.01 10/26/06 LANDAMERICA FINANCIAL GROUP INC VA 2.02,5.02,5.03,9.01 09/30/06 LANDMARK BANCORP INC DE 2.02,8.01,9.01 10/26/06 LASERCARD CORP DE 2.02,9.01 10/26/06 LATTICE SEMICONDUCTOR CORP DE 2.02,9.01 10/26/06 LAUREATE EDUCATION, INC. MD 1.01,2.03,9.01 10/24/06 LEAR CORP DE 2.02,2.05,7.01,9.01 10/26/06 AMEND LENNOX INTERNATIONAL INC DE 2.02,9.01 10/26/06 LENNOX INTERNATIONAL INC DE 8.01 10/26/06 LENNOX INTERNATIONAL INC DE 1.01,9.01 10/20/06 LEXMARK INTERNATIONAL INC /KY/ DE 5.02,9.01 10/26/06 LIBBEY INC DE 2.02,9.01 10/25/06 Liberty Global, Inc. 2.02,7.01 10/26/06 LIFE TIME FITNESS INC MN 2.02,9.01 10/26/06 LIFEPOINT HOSPITALS, INC. 2.02,9.01 10/26/06 LKQ CORP DE 2.02,9.01 10/26/06 LOCKHEED MARTIN CORP MD 7.01,9.01 10/26/06 LSI INDUSTRIES INC OH 2.02,9.01 10/26/06 LUCENT TECHNOLOGIES INC DE 1.01 10/20/06 LYONDELL CHEMICAL CO DE 2.02,9.01 10/26/06 M I HOMES INC OH 2.02,9.01 10/26/06 MAGELLAN HEALTH SERVICES INC DE 2.02,9.01 10/25/06 MAGELLAN HEALTH SERVICES INC DE 8.01,9.01 10/25/06 MAGMA DESIGN AUTOMATION INC DE 2.02,9.01 10/26/06 MANARIS CORP NV 1.01,5.02,9.01 10/20/06 MANOR CARE INC DE 2.02,9.01 10/26/06 MARSHALL & ILSLEY CORP/WI/ WI 1.01 10/23/06 MARTEK BIOSCIENCES CORP DE 2.05 10/26/06 MASSEY ENERGY CO DE 2.02,9.01 10/26/06 MATRIA HEALTHCARE INC DE 2.02,9.01 09/30/06 MBIA INC CT 2.02,9.01 10/26/06 McAfee, Inc. DE 2.02,9.01 10/26/06 MCF CORP DE 1.01 10/26/06 MDC HOLDINGS INC DE 1.01,8.01,9.01 10/23/06 MDC HOLDINGS INC DE 5.02,8.01 04/24/06 AMEND MEDIMMUNE INC /DE DE 2.02,9.01 10/26/06 MEMC ELECTRONIC MATERIALS INC DE 2.02,9.01 10/26/06 MEMC ELECTRONIC MATERIALS INC DE 1.01 10/25/06 MEMC ELECTRONIC MATERIALS INC DE 1.01,2.03,9.01 10/25/06 MERCURY COMPUTER SYSTEMS INC MA 2.02,9.01 10/26/06 MERIT MEDICAL SYSTEMS INC UT 2.02,9.01 10/26/06 Meritage Homes CORP MD 2.02,9.01 10/25/06 METROLOGIC INSTRUMENTS INC NJ 5.02 10/23/06 MGI PHARMA INC MN 2.05 10/24/06 MICREL INC CA 8.01 10/26/06 MICRO LINEAR CORP /CA/ DE 2.02,8.01,9.01 10/26/06 MICROFINANCIAL INC MA 2.02,9.01 10/25/06 MICROSOFT CORP WA 2.02,9.01 10/26/06 MIDAS INC DE 2.02 10/26/06 MIDSOUTH BANCORP INC LA 2.02,8.01,9.01 10/25/06 MIDWEST AIR GROUP INC WI 5.02,8.01,9.01 10/23/06 MIDWEST BANC HOLDINGS INC DE 2.02,9.01 10/24/06 MILLENNIUM BANKSHARES CORP VA 2.02,9.01 10/23/06 MILLENNIUM CELL INC DE 3.02 10/24/06 MILLENNIUM CHEMICALS INC DE 2.02,9.01 10/26/06 MILLENNIUM PHARMACEUTICALS INC DE 2.02 10/26/06 MINERALS TECHNOLOGIES INC DE 2.02,8.01,9.01 10/25/06 MKS INSTRUMENTS INC MA 2.02,9.01 10/26/06 MOBIUS MANAGEMENT SYSTEMS INC DE 2.02,9.01 10/26/06 MOLECULAR DEVICES CORP DE 2.02,9.01 10/26/06 MOLLER INTERNATIONAL INC CA 8.01 10/25/06 MONARCH CASINO & RESORT INC NV 2.02 10/25/06 Monogram Biosciences, Inc. DE 2.02,9.01 10/26/06 MONTPELIER RE HOLDINGS LTD D0 2.02,7.01,9.01 10/25/06 MORTONS RESTAURANT GROUP INC DE 2.02,9.01 10/26/06 MOSAIC CO 7.01,9.01 10/25/06 MOSCOW CABLECOM CORP DE 2.02,9.01 09/25/06 MoSys, Inc. CA 2.02,8.01,9.01 10/26/06 MPS GROUP INC FL 2.02,9.01 10/26/06 MULTI COLOR CORP OH 2.02,9.01 10/25/06 MULTIMEDIA GAMES INC TX 1.01,5.02,9.01 10/23/06 MUNICIPAL MORTGAGE & EQUITY LLC DE 4.01,9.01 10/26/06 NANOPHASE TECHNOLOGIES CORPORATION IL 2.02,9.01 10/26/06 NARA BANCORP INC DE 2.02,9.01 10/25/06 NATIONAL ENERGY GROUP INC DE 1.01,9.01 10/25/06 National Investment Managers Inc. FL 1.01,9.01 10/24/06 NaturalNano , Inc. NV 4.02 06/07/06 AMEND NATURE VISION, INC. MN 1.01,2.01,9.01 10/20/06 NAVIGANT CONSULTING INC DE 2.02,9.01 10/26/06 NAVISTAR FINANCIAL CORP DE 8.01,9.01 07/31/06 NBOG BANCORPORATION INC GA 1.01,1.02,5.02,7.01,9.01 10/25/06 NCR CORP MD 2.02,9.01 10/26/06 NETBANK INC GA 2.06 10/20/06 NETGEAR, INC DE 2.02,9.01 10/26/06 NETMANAGE INC DE 7.01,9.01 10/26/06 NeuroMetrix, Inc. 2.02,9.01 10/26/06 New Century Energy Corp. CO 1.01,9.01 10/12/06 NEWELL RUBBERMAID INC DE 2.02,7.01,9.01 10/26/06 NEWS CORP 8.01,9.01 10/25/06 NEXTEST SYSTEMS CORP 2.02,9.01 10/26/06 NIC INC CO 2.02,7.01,9.01 10/26/06 NICOR INC IL 2.03,9.01 10/26/06 NICOR INC IL 2.03,9.01 10/26/06 NII HOLDINGS INC DE 2.02,9.01 10/26/06 NOBEL LEARNING COMMUNITIES INC DE 7.01,9.01 10/24/06 NOBLE INTERNATIONAL, LTD. DE 2.02,9.01 10/26/06 NORTH BAY BANCORP/CA CA 5.02,9.01 10/21/06 NORTHWEST INDIANA BANCORP IN 2.02,9.01 10/26/06 NOVASTAR FINANCIAL INC MD 7.01,9.01 10/25/06 Novelis Inc. A6 1.01,9.01 10/19/06 Novelis Inc. A6 1.01,9.01 10/20/06 Novelis Inc. A6 5.02,7.01 10/26/06 NSTAR/MA MA 2.02,9.01 09/30/06 NTL INC DE 8.01 10/25/06 NUMEREX CORP /PA/ PA 2.02,9.01 09/30/06 NYSE Group, Inc. DE 2.02,9.01 10/26/06 O CHARLEYS INC TN 2.02,7.01,9.01 10/26/06 O REILLY AUTOMOTIVE INC MO 2.02,9.01 10/24/06 OFFICEMAX INC DE 2.02,9.01 10/26/06 OLD DOMINION FREIGHT LINE INC/VA VA 2.02,9.01 10/26/06 OMI CORP/M I 2.02,9.01 10/25/06 Omni Financial Services, Inc. GA 2.02,9.01 10/26/06 Omniture, Inc. 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