SEC NEWS DIGEST

     Issue 2006-192                                       October 4, 2006

     COMMISSION ANNOUNCEMENTS

     SEC  CHAIRMAN  ANNOUNCES  OPENING  OF  REGISTRATION  FOR  'CCOUTREACH'
     NATIONAL SEMINAR FOR 2006

     Securities and Exchange Commission Chairman Christopher Cox  announced
     the opening of registration for the annual CCOutreach National Seminar
     for mutual fund and investment adviser Chief Compliance Officers.  The
     National Seminar,  which  aims  to  enhance  compliance  by  improving
     communication and coordination with CCOs, will be held  this  year  on
     Nov. 14, 2006, at the Commission's Washington, D.C., headquarters.

     As in the inaugural program in 2005, the CCOutreach  National  Seminar
     will include panel discussions with SEC staff and CCO  representatives
     on the latest compliance developments relevant to CCOs.  The  National
     Seminar follows a series  of  regional  seminars  held  by  Commission
     examination staff and will address  questions  and  issues  raised  at
     those programs.

     "The CCOutreach Program has become an exceptionally  popular  way  for
     the nation's mutual funds and investment advisers to work with the SEC
     on compliance in a positive, collaborative environment," Chairman  Cox
     said. "The two-way communication focuses on real-world  problems  that
     compliance officers are  facing,  and  it  has  proven  invaluable  in
     helping the SEC understand their  needs  and  concerns.  The  upcoming
     National Seminar is a key component of the CCOutreach program, and  we
     look forward to once again getting together with CCOs at  this  year's
     event."

     The National Seminar will be held from 9:00 a.m. until 5:00 p.m., Nov.
     14, 2006, at  the  Commission's  headquarters,  100  F  Street,  N.E.,
     Washington, D.C. 20549. Attendance is limited to 500, with CCOs  given
     priority on a first-come, first-served basis. The Seminar will also be
     webcast at www.sec.gov.

     For  the  agenda  and  registration  information  for  the  CCOutreach
     National Seminar, go to http://www.sec.gov/info/ccoutreach.htm.

     Please contact the SEC's Division of Investment  Management  at  (202)
     551-6733 with any additional questions. (Press Rel. 2006-170)

     COMMISSION MEETINGS

     Following  is  a  schedule  of  Commission  meetings,  which  will  be
     conducted under provisions of the  Government  in  the  Sunshine  Act.
     Meetings will be scheduled according to  the  requirements  of  agenda
     items under consideration.

     Open meetings will be held in  the  Auditorium,  Room  LL-002  at  the
     Commission's headquarters building, 100 F  Street,  N.E.,  Washington,
     D.C. Visitors are welcome at all open meetings, insofar  as  space  is
     available. Persons  wishing  to  photograph  or  videotape  Commission
     meetings must obtain permission in advance from the Secretary  of  the
     Commission. Persons wishing to tape record a Commission meeting should
     notify the Secretary's office 48 hours in advance of the meeting.

     Any member of the public who requires auxiliary aids such  as  a  sign
     language interpreter or material on tape to attend  a  public  meeting
     should contact Rochelle Franks, Office of  Human  Resources,  to  make
     arrangements. Ms. Franks can be reached at TTY number (202)  551-4106.
     In  the  event  Ms.  Franks  cannot  be  reached,  you  may  call  the
     interpreter directly at (202) 551-4158. If you are calling from a  non
     TTY number, please call the Relay Service at 1 866 377 8642.

     OPEN MEETING - WEDNESDAY, OCTOBER 11, 2006 - 10:00 A.M.

     The subject matter of the open meeting on Wednesday, October 11,  will
     be:

     The Commission will hear oral argument in an appeal by James T. Patten
     from the decision of an administrative law judge. The law judge  found
     that,  during  two  separate  periods  in  2002   and   2003,   Patten
     manipulated, and aided and abetted the  manipulation  of,  the  common
     stock price of Initio, Inc., formerly traded on the Nasdaq  Small  Cap
     Market. The law judge found  that,  through  his  conduct  in  placing
     orders to buy Initio shares for himself and on behalf of  a  customer,
     Patten violated Section 10(b) of the Securities Exchange Act  of  1934
     and Rule 10b-5 thereunder. The law judge ordered Patten to  cease  and
     desist from committing, causing, and aiding and abetting violations of
     Section 10(b) and Rule 10b-5, ordered  him  to  pay  a  $60,000  civil
     penalty, and barred him from association with any  broker  or  dealer.
     Among the issues likely to  be  argued  are  whether  Patten  violated
     Section 10(b) of  the  Exchange  Act  and  Rule  10b-5  thereunder  in
     entering orders to buy Initio shares, and, if so, whether and to  what
     extent sanctions should be imposed on him.

     CLOSED MEETING - WEDNESDAY, OCTOBER 11, 2006 - 11:00 A.M.

     The subject matter of the  closed  meeting  scheduled  for  Wednesday,
     October 11, will be: Post-argument discussion.

     CLOSED MEETING - THURSDAY, OCTOBER 12, 2006 - 2:00 P.M.

     The subject matters of the  closed  meeting  scheduled  for  Thursday,
     October 12, will be: Formal orders of investigation;  Institution  and
     settlement  of  injunctive  actions;  Institution  and  settlement  of
     administrative  proceedings  of  an   enforcement   nature;   and   an
     Adjudicatory matter.

     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

     THE COMMISSION SUSPENDS FORMER WORLDCOM  ACCOUNTANT  MARK  ABIDE  FROM
     PRACTICING BEFORE THE COMMISSION

     On October 3, the Commission, pursuant to Rule 102(e) of its Rules  of
     Practice, issued an order (the Rule 102(e)  Order)  suspending  former
     WorldCom Director of Property Accounting Mark P. Abide from  appearing
     or practicing before the Commission as an accountant with the right to
     request reinstatement after five years. On Sept. 27, 2006,  Abide  was
     permanently enjoined by the  U.S.  District  Court  for  the  Southern
     District of New York from violating various federal  securities  laws,
     including several antifraud  provisions,  and  was  suspended  by  the
     Commission on that basis. Abide consented to  the  suspension  without
     admitting or denying the Rule 102(e) order's findings.

     The Commission's complaint in the U.S. District Court action  alleged,
     among other things, that from the first quarter of  2001  through  the
     first quarter of 2002,  Abide  made,  and  directed  others  to  make,
     improper accounting entries into WorldCom's depreciable asset accounts
     in order to conceal improperly capitalized expenses.  In  January  and
     February 2002, while the fraud was being  carried  out  by  Abide  and
     others, Abide sold 6,728 shares of WorldCom stock (99% of the WorldCom
     stock he owned), avoiding losses of  nearly  $58,000.  See  Litigation
     Release No. 19776 (July 27, 2006).

     The Court has enjoined Abide  from  violating  Section  17(a)  of  the
     Securities Act  of  1933  (Securities  Act)  and  Sections  10(b)  and
     13(b)(5) of the Securities Exchange Act of  1934  (Exchange  Act)  and
     Exchange Act Rules 10b-5 and 13b2-1,  and  from  aiding  and  abetting
     WorldCom's violations of Exchange Act Sections 13(a), 13(b)(2)(A)  and
     13(b)(2)(B) and Rules 12b-20, 13a-1 and 13a-13. Abide also was ordered
     to pay disgorgement of $57,947.22, representing the losses he  avoided
     by selling his WorldCom stock  in  early  2002,  prejudgment  interest
     thereon  of  $12,912.20,  and  a  civil  penalty  in  the  amount   of
     $57,947.22. See Litigation Release No. 19776 (July 27, 2006).

     Rule  102(e)  of  the  Commission's  Rules  of  Practice  allows   the
     Commission to suspend the privilege of appearing or practicing  before
     it to any accountant who has been permanently enjoined from  violating
     or aiding and abetting any violation of any provision of  the  federal
     securities laws or the rules and regulations thereunder. Abide  was  a
     certified public accountant licensed in the State of Texas from  March
     1993 until February 2006, when he did not renew his license.

     Abide is the fifth  accountant  to  be  suspended  from  appearing  or
     practicing before the Commission in connection with  the  Commission's
     continuing investigation into matters related to WorldCom's  financial
     fraud. (In the Matter of Buford Yates, Jr.,  Rel.  33-8156,  AAE  Rel.
     1684, File No. 3-10964; In the Matter of David F. Myers, Rel. 33-8157,
     AAE Rel. 1685, File No. 3-10965; In the Matter of Betty  Vinson,  CPA,
     Rel. 33-8158, AAE Rel. 1686, File No. 3-10963; In the Matter of  Scott
     D. Sullivan, Rel. 33-8402, AAE Rel. 1977, File No. 3-11435)

     The Commission acknowledges the  assistance  of  the  U.S.  Attorney's
     Office for the Southern District of New York and the Federal Bureau of
     Investigation. (Rels. 34-54564, AAE Rel. 2491, File No. 3-12450)

     STOCK PROMOTER SENTENCED TO 60 MONTHS IN PRISON  AND  ORDERED  TO  PAY
     $4.49 MILLION IN RESTITUTION FOR HEDGE FUND FRAUD

     On October 3, the U.S. District Court for  the  Southern  District  of
     Florida sentenced Joseph Y. Zumwalt to a federal  prison  term  of  60
     months and ordered that he pay criminal restitution in the  amount  of
     $4.49 million. Zumwalt, a stock promoter living  in  Fort  Lauderdale,
     Florida, was convicted after pleading guilty to  a  hedge  fund  fraud
     that   victimized   several   investors,   including   two   nonprofit
     organizations. The SEC previously filed settled  civil  fraud  charges
     against Zumwalt. For further information see  Litigation  Release  No.
     19842 (Sept. 21, 2006). [SEC v. Joseph Y. Zumwalt,  Civil  Action  No.
     06-61407, Moreno, J.; Simonton, M.J., S.D. Florida] (LR-19858)

     INVESTMENT COMPANY ACT RELEASES

     NATIONAL LIFE INSURANCE COMPANY, ET AL.

     An order has been issued pursuant to Section 26(c) of  the  Investment
     Company Act  to  National  Life  Insurance  Company  (NLIC),  National
     Variable Annuity Account II (Annuity Account), and  National  Variable
     Life Insurance Account (Life Account) (NLIC, Annuity Account and  Life
     Account collectively, the Applicants) approving  the  substitution  of
     securities issued by Fidelity VIP Index 500  Portfolio,  a  series  of
     Variable Insurance Products Fund II, or DWS Equity Index  500  VIP,  a
     series of DWS Investments VIT Funds, for securities issued by Sentinel
     Variable Products Growth Index Fund, a  series  of  Sentinel  Variable
     Products Trust. (Rel. IC-27509 - October 3)

     SELF-REGULATORY ORGANIZATIONS

     IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES

     The Commission issued notice of immediate effectiveness of a  proposed
     rule change (SR-NYSE Arca-2006-66) filed by the NYSE  Arca  to  revise
     its cut-off time relating to its Quarterly Options Series. Publication
     is expected in the Federal Register during  the  week  of  October  2.
     (Rel. 34-54541)

     A proposed rule change (SR-Amex-2006-91) filed by the  American  Stock
     Exchange relating to the extension of the pilot period  applicable  to
     the listing and trading  of  options  on  the  iShares  MSCI  Emerging
     Markets Index 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 2. (Rel. 34-54553)

     APPROVAL OF PROPOSED RULE CHANGES

     The Commission approved a proposed rule  change  (SR-CHX-2006-05)  and
     Amendment No. 1 thereto and granted accelerated approval of  Amendment
     No. 2 thereto submitted by the Chicago Stock Exchange to  implement  a
     new trading model. Publication is expected  in  the  Federal  Register
     during the week of October 2. (Rel. 34-54550)

     The Commission approved a proposed rule change (SR-Amex-2005-104)  and
     Amendment Nos. 1, 2, 3, 4, and  5  thereto,  and  granted  accelerated
     approval to Amendment No. 6 thereto, submitted by the  American  Stock
     Exchange to establish a new hybrid trading  system  known  as  AEMISM.
     Publication is expected in the Federal Register  during  the  week  of
     October 2. (Rel. 34-54552)

     The Commission approved a proposed rule change and  Amendment  Nos.  1
     and 2 thereto filed by  the  Boston  Stock  Exchange  (SR-BSE-2005-09)
     submitted to amend and make additions  to  its  minor  rule  violation
     plan. Publication is expected in the Federal Register during the  week
     of October 9. (Rel. 34-54556)

     ACCELERATED APPROVAL OF PROPOSED RULE CHANGES

     The Commission granted accelerated approval to a proposed rule  change
     (SR-Phlx-2006-60)  submitted  by  the  Philadelphia   Stock   Exchange
     relating to NMS Linkage and Phlx's Covered Sale  Fee.  Publication  is
     expected in the Federal Register during the week of October  9.  (Rel.
     34-54555)

     The Commission granted accelerated approval to a proposed rule  change
     (SR-NASD-2006-076) filed by the  National  Association  of  Securities
     Dealers to exempt all securities included in the Nasdaq-100 Index from
     the price test set forth in NASD Rule 5100. Publication is expected in
     the Federal Register during the week of October 9. (Rel. 34-54558)

     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:
     <publicinfo@sec.gov>.  In  most  cases,  this  information   is   also
     available on the Commission's website: <www.sec.gov>.

S-4     CHINA SECURITY & SURVEILLANCE TECHNOLOGY, INC., 
        ROOMS 3505-06, 35TH FLOOR, EDINBURGH TOWER, THE LANDMARK, 
        15 QUEEN'S ROAD CENTRAL, K3, 00000, 852 2736 2111 - 
        30,927,265 ($174,739,048.00) Equity, (File 333-137752 - Oct. 3) 
        (BR. 08A)

S-3     ORTHOLOGIC CORP, 1275 WEST WASHINGTON STREET, TEMPE, AZ, 85281, 
        6024375520 - 0 ($2,622,421.00) Equity, (File 333-137754 - Oct. 3) 
        (BR. 01B)

SB-2    Bridgefilms, Inc., 50 WEST LIBERTY STREET, SUITE 880, RENO, NV, 89501, 
        970-710-1799 - 5,400,000 ($54,000.00) Other, (File 333-137755 - Oct. 3) 
        (BR. 09)

S-3     MEDCATH CORP, 10720 SIKES PLACE SUITE 300, CHARLOTTE, NC, 28277, 
        7047086600 - 0 ($206,172,000.00) Equity, (File 333-137756 - Oct. 3) 
        (BR. 01B)

S-4     Sun American Bancorp, 1200 N. FEDERAL HWY. 111-A, BOCA RATON, FL, 
        33432, (561) 826-0464 - 4,500,000 ($22,500,000.00) Equity, 
        (File 333-137757 - Oct. 3) (BR. 07B)

S-4     BROCADE COMMUNICATIONS SYSTEMS INC, 0 ($867,544,225.08) Equity, 
        (File 333-137758 - Oct. 3) (BR. 03A)

S-8     ACAMBIS PLC, POWERHOUSE TECHNOLOGY PK 100 FULBOURN RD, 
        CAMBRIDGE CB1 9PT, ENGLAND, X0, 00000, 0114412232 - 
        2,000,000 ($5,640,000.00) Equity, (File 333-137759 - Oct. 3) (BR. 01B)

F-6     Telemar Participacoes S.A., PRAIA DE BOTAFOGO 300, 
        11 ANDAR, SALA 1101 (PARTE), RIO DE JANEIRO, RJ D5, D5, 22250-040, 
        5521 3873-9003 - 100,000,000 ($5,000,000.00) ADRs/ADSs, 
        (File 333-137760 - Oct. 3) (BR. 11A)

S-8     NATIONAL RESEARCH CORP, 1245 Q STREET, LINCOLN, NE, 68508, 4024752525 - 
        600,000 ($14,817,000.00) Equity, (File 333-137763 - Oct. 3) (BR. 01B)

SB-2    Reshoot & Edit, 10685 OAK CREST AVENUE, LAS VEGAS, NV, 89144, 
        702-610-6523 - 2,000,000 ($20,000.00) Equity, (File 333-137764 - 
        Oct. 3) (BR. 09)

S-8     PEOPLES BANCTRUST CO INC, 310 BROAD ST, SELMA, AL, 36701, 2058751000 - 
        6,000 ($114,600.00) Equity, (File 333-137765 - Oct. 3) (BR. 07B)

S-8     NORTH STATE BANCORP, 6200 FALLS OF NEUSE RD, RALEIGH, NC, 27609, 
        9198559925 - 0 ($6,865,762.00) Equity, (File 333-137766 - Oct. 3) 
        (BR. 07C)

S-8     NORTH STATE BANCORP, 6200 FALLS OF NEUSE RD, RALEIGH, NC, 27609, 
        9198559925 - 0 ($1,731,296.00) Equity, (File 333-137767 - Oct. 3) 
        (BR. 07C)

S-8     4 KIDS ENTERTAINMENT INC, 1414 AVE OF THE AMERICAS, NEW YORK, NY, 
        10019, 2127587666 - 600,000 ($9,996,000.00) Equity, (File 333-137768 - 
        Oct. 3) (BR. 11A)

S-8     NATIONAL RESEARCH CORP, 1245 Q STREET, LINCOLN, NE, 68508, 4024752525 - 
        250,000 ($6,173,750.00) Equity, (File 333-137769 - Oct. 3) (BR. 01B)

S-8     ROYAL FINANCIAL, INC., 9226 S. COMMERCIAL AVENUE, CHICAGO, IL, 60617, 
        773-768-4800 - 370,300 ($5,591,530.00) Equity, (File 333-137770 - 
        Oct. 3) (BR. 07C)

F-3ASR  EKSPORTFINANS ASA, DRONNING MAUDS GT 15 0250, OSLO 2 NORWAY, Q8, 
        2124219210 - 0 ($0.00) Equity, (File 333-137771 - Oct. 3) (BR. 11C)

S-8     NUCO2 INC /FL, 2800 S E MARKET PLACE, STUART, FL, 34997, 5612211754 - 
        1,968,000 ($50,527,980.00) Equity, (File 333-137772 - Oct. 3) (BR. 06A)

S-4     REYNOLDS AMERICAN INC, 401 NORTH MAIN ST, WINSTON SALEM, NC, 27102, 
        3367412000 - 0 ($2,938,817,000.00) Non-Convertible Debt, 
        (File 333-137773 - Oct. 3) (BR. 05A)

SB-2    Grant Life Sciences, Inc., 5511 CAPITAL CENTER DRIVE, SUITE 224, 
        RALEIGH, NC, 27606, 919-852-4482 - 53,877,483 ($4,525,708.58) Equity, 
        (File 333-137774 - Oct. 3) (BR. 01A)

S-4     Atlantic Southern Financial Group, Inc., 4077 FORSYTH ROAD, MACON, GA, 
        31210, 478-757-8181 - 0 ($9,170,850.00) Equity, (File 333-137776 - 
        Oct. 3) (BR. 07)

S-8     KULICKE & SOFFA INDUSTRIES INC, 1005 VIRGINIA DRIVE, FT. WASHINGTON, 
        PA, 19034, 2157846000 - 0 ($26,220,000.00) Equity, (File 333-137777 - 
        Oct. 3) (BR. 10B)

S-8     INVENTURE GROUP, INC., 3500 S LA COMETA DR, GOODYEAR, AZ, 85338, 
        6239326200 - 0 ($2,578,343.00) Equity, (File 333-137778 - Oct. 3) 
        (BR. 04A)

S-4     BANCSHARES OF FLORIDA INC, 3411 TAMIAML TRAIL NORTH SUITE 200, NAPLES, 
        FL, 341001, 9416434646 - 0 ($74,908,781.00) Equity, (File 333-137779 - 
        Oct. 3) (BR. 07C)

S-4     H&E Equipment Services, Inc., 11100 MEAD ROAD, SUITE 200, BATON ROUGE, 
        LA, 70816, (225) 298-5200 - 0 ($250,000,000.00) Non-Convertible Debt, 
        (File 333-137780 - Oct. 3) (BR. 06A)

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:  <publicinfo@sec.gov>.  In  most  cases,   this
     information is also available on the Commission's website: <www.sec.gov>.

				        STATE     8K ITEM NO.
NAME OF ISSUER                        CODE   			    	        DATE     COMMENT

A4S SECURITY, INC.                      CO       3.02,8.01,9.01                 10/03/06

ABRAXAS PETROLEUM CORP                  NV       7.01,9.01                      10/03/06

ACCESS INTEGRATED TECHNOLOGIES INC      DE       2.01,9.01                      07/31/06    AMEND

ACCESS PHARMACEUTICALS INC              DE       4.01                           10/03/06

ACME UNITED CORP                        CT       5.02                           10/03/06

ACTIVISION INC /NY                      DE       1.01,9.01                      10/03/06

ADVANCIS PHARMACEUTICAL CORP                     1.01,9.01                      09/28/06

AFG INVESTMENT TRUST C                  DE       8.01                           09/29/06

AFG INVESTMENT TRUST D                  DE       8.01                           09/29/06

AKESIS PHARMACEUTICALS, INC.            NV       1.01,3.02,5.02,8.01,9.01       10/02/06

ALANCO TECHNOLOGIES INC                 AZ       1.01,2.03,3.02                 10/01/06

ALANCO TECHNOLOGIES INC                 AZ       1.01,2.01                      10/01/06

ALCAN INC                               A6       7.01,9.01                      10/03/06

ALICO INC                               FL       5.02,8.01,9.01                 10/03/06

ALION SCIENCE & TECHNOLOGY CORP         DE       3.02                           10/03/06

ALLIANCE DATA SYSTEMS CORP              DE       7.01,9.01                      10/03/06

ALLIED WASTE INDUSTRIES INC             DE       7.01                           10/03/06

ALLOS THERAPEUTICS INC                  DE       8.01,9.01                      10/03/06

Alphatec Holdings, Inc.                 DE       1.01,9.01                      09/27/06

Alternative Loan Trust 2006-OA17                 9.01                           09/29/06

AMBASSADORS GROUP INC                   DE       1.01,9.01                      10/02/06

AMERICAN BILTRITE INC                   DE       1.02,2.03                      09/29/06

AMERICAN DAIRY INC                      UT       1.01,3.02,7.01,9.01            10/03/06

AMERICAN HOMEPATIENT INC                DE       8.01,9.01                      10/02/06

AMERICAN MEDICAL SYSTEMS HOLDINGS INC   DE       9.01                           07/20/06    AMEND

AMERICANWEST BANCORPORATION             WA       1.01,9.01                      10/02/06

AMERIVEST PROPERTIES INC                MD       1.01,2.01,8.01,9.01            09/28/06

AMSOUTH BANCORPORATION                  DE       7.01,8.01,9.01                 10/03/06

AMSURG CORP                             TN       1.01                           09/28/06

ANTIGENICS INC /DE/                     DE       1.01                           10/01/06

AP PHARMA INC /DE/                      DE       1.01,9.01                      10/01/06

APPLE HOSPITALITY TWO INC               VA       1.01                           09/27/06

APPLETON PAPERS INC/WI                           2.02,9.01                      10/03/06

ARIZONA LAND INCOME CORP                AZ       1.01,9.01                      10/03/06

ASBURY AUTOMOTIVE GROUP INC             DE       5.02,9.01                      10/02/06

ASIA PAYMENT SYSTEMS INC                NV       1.01,5.02,9.01                 10/03/06

AspenBio Pharma, Inc.                   CO       2.02,9.01                      10/03/06

AUDIBLE INC                                      1.01                           10/03/06

BANK OF NEW YORK CO INC                 NY       8.01,9.01                      10/03/06

BANK OF THE OZARKS INC                  AR       1.01,2.03,8.01,9.01            09/29/06

BASIC EARTH SCIENCE SYSTEMS INC         DE       8.01,9.01                      10/03/06

BASIC EARTH SCIENCE SYSTEMS INC         DE       8.01,9.01                      10/03/06

BEVERLY HILLS BANCORP INC               DE       1.01                           09/28/06

BioMed Realty Trust Inc                 MD       8.01,9.01                      09/29/06

BIRCH BRANCH INC                        CO       1.01,9.01                      09/29/06

BIRNER DENTAL MANAGEMENT SERVICES INC   CO       8.01                           10/03/06

BLUEFLY INC                             DE       1.01,9.01                      09/28/06

BON TON STORES INC                      PA       1.01                           09/28/06

BOOTS & COOTS INTERNATIONAL WELL CONT   DE       8.01,9.01                      10/03/06

BREK ENERGY CORP                        NV       1.01                           09/28/06

CAL-BAY INTERNATIONAL INC               NV       8.01                           10/02/06

CALPINE CORP                            DE       7.01,9.01                      08/31/06

CAPTARIS INC                            WA       7.01,9.01                      10/03/06

CAREADVANTAGE INC                       DE       1.01,9.01                      09/28/06

CARVER BANCORP INC                      DE       8.01,9.01                      09/29/06

Celanese CORP                           DE       8.01,9.01                      10/02/06

Center for Wound Healing, Inc.                   5.02,9.01                      09/27/06

CENTERGISTIC SOLUTIONS INC                       5.02                           09/06/06

CHEETAH OIL & GAS LTD.                  NV       4.02                           08/21/06

CHINA AOXING PHARMACEUTICAL COMPANY,    FL       3.02                           09/28/06

CHRISTOPHER & BANKS CORP                DE       5.02,9.01                      10/02/06

CIRRUS LOGIC INC                        DE       2.05,7.01,9.01                 10/02/06

CITADEL SECURITY SOFTWARE INC           DE       1.01,9.01                      10/02/06

CITIBANK CREDIT CARD MASTER TRUST I     DE       8.01,9.01                      10/01/06

CITIZENS BANKING CORP                   MI       8.01,9.01                      10/03/06

CLEAN POWER TECHNOLOGIES INC.           NV       5.02                           09/28/06

CLEARANT INC                                     1.01                           09/27/06

CNL Hotels & Resorts, Inc.              MD       8.01,9.01                      10/03/06

COMMONWEALTH BIOTECHNOLOGIES INC        VA       9.01                           10/02/06

COMMSCOPE INC                           DE       2.02,9.01                      10/03/06

Community Bancorp                       NV       5.02,9.01                      09/27/06

Compass Diversified Trust               DE       8.01,9.01                      10/03/06

COMPOSITE TECHNOLOGY CORP               NV       1.01,3.02,9.01                 09/27/06

COMPUTER SOFTWARE INNOVATIONS INC       DE       1.01                           09/27/06

CONAGRA FOODS INC /DE/                  DE       1.01,5.02,5.03,8.01,9.01       09/28/06

CONOCOPHILLIPS                          DE       2.02,9.01                      10/03/06

CONSECO INC                             DE       7.01,9.01                      10/03/06

CONSULIER ENGINEERING INC               FL       1.01,9.01                      09/29/06

CONTINENTAL AIRLINES INC /DE/           DE       8.01,9.01                      10/03/06

Copano Energy, L.L.C.                   DE       7.01,9.01                      10/03/06

CORGENIX MEDICAL CORP/CO                NV       2.02,9.01                      10/03/06

CORNING INC /NY                         NY       5.02,9.01                      10/03/06

CORTELCO SYSTEMS PUERTO RICO INC                 5.02,9.01                      10/01/06

COTT CORP /CN/                                   1.01                           09/22/06

CREDIT ACCEPTANCE CORPORATION           MI       8.01,9.01                      10/03/06

CSK AUTO CORP                           DE       5.02,8.01                      09/27/06

CWHEQ Home Equity Loan Trust, Series             8.01,9.01                      09/27/06

CWHEQ Home Equity Loan Trust, Series             9.01                           09/29/06

CYTODYN INC                             CO       1.01,2.01,9.01                 06/20/06    AMEND

CYTORI THERAPEUTICS, INC.               DE       1.01                           09/26/06

D&E COMMUNICATIONS INC                  PA       8.01                           10/03/06

DaimlerChrysler Auto Trust 2006-A                6.02                           10/01/06

DaimlerChrysler Auto Trust 2006-B                6.02                           10/01/06

Dermisonics, Inc                        NV       7.01,9.01                      10/03/06

DIAMOND HILL INVESTMENT GROUP INC       OH       8.01                           09/30/06

DigitalFX International Inc             FL       4.01,9.01                      06/15/06    AMEND

DIOMED HOLDINGS INC                     NV       3.02,3.03,9.01                 09/29/06

DISCOVER CARD MASTER TRUST I            DE       8.01                           09/29/06

DISCOVER CARD MASTER TRUST I            DE       8.01,9.01                      10/03/06

DLR Funding, Inc.                       NV       8.01,9.01                      10/02/06

DNB FINANCIAL CORP /PA/                 PA       1.01                           09/27/06

DOLLAR FINANCIAL CORP                   DE       1.01                           09/29/06

DOLLAR FINANCIAL GROUP INC              NY       1.01                           09/29/06

DST SYSTEMS INC                         DE       8.01,9.01                      10/02/06

DUSKA THERAPEUTICS, INC.                NV       1.01,2.03,3.02,9.01            10/03/06

EASTMAN KODAK CO                        NJ       1.01,5.02                      10/02/06

ELCOM INTERNATIONAL INC                 DE       5.02                           10/02/06

ELECTRONIC MEDIA CENTRAL CORP           CA       8.01                           10/03/06

Energy Services Acquisition Corp.                8.01,9.01                      10/03/06

ENERGY WEST INC                         MT       1.01,2.02,5.02,7.01,9.01       09/28/06

ENVIROKARE TECH INC                     NV       5.02                           10/02/06

ENXNET INC                              OK       5.02                           10/02/06

EPLUS INC                               DE       1.01,9.01                      09/27/06

EXELON CORP                             PA       8.01,9.01                      10/02/06

Federal Home Loan Bank of Boston        X1       2.03                           09/28/06

Federal Home Loan Bank of Chicago       X1       2.03                           09/27/06

Federal Home Loan Bank of Cincinnati    X1       2.03,9.01                      09/27/06

Federal Home Loan Bank of Dallas                 2.03,5.02                      09/27/06

Federal Home Loan Bank of Des Moines    X1       2.03,9.01                      09/27/06

Federal Home Loan Bank of Indianapoli   X1       2.03,9.01                      09/28/06

Federal Home Loan Bank of New York      X1       2.03,5.02,8.01,9.01            09/21/06

Federal Home Loan Bank of Pittsburgh    PA       2.03,9.01                      09/27/06

Federal Home Loan Bank of San Francis   X1       2.03                           09/27/06

Federal Home Loan Bank of Seattle                2.03                           10/02/06

Federal Home Loan Bank of Topeka                 2.03                           09/27/06

FEDERATED DEPARTMENT STORES INC /DE/    DE       1.01,9.01                      10/02/06

FINOVA GROUP INC                        DE       8.01                           10/02/06    AMEND

FIRST CHARTER CORP /NC/                 NC       1.01,1.02,9.01                 09/27/06

FIRST INDUSTRIAL LP                     DE       2.03                           10/03/06

FIRST INDUSTRIAL REALTY TRUST INC       MD       2.03,3.02                      10/03/06

flexSCAN, Inc.                          NV       4.01,9.01                      08/30/06    AMEND

FOOTHILLS RESOURCES INC                          3.02                           09/27/06

FORD MOTOR CO                           DE       8.01,9.01                      10/03/06

FORD MOTOR CREDIT CO                    DE       8.01,9.01                      10/03/06

FOREST CITY ENTERPRISES INC             OH       8.01,9.01                      10/03/06

FOREST CITY ENTERPRISES INC             OH       8.01,9.01                      09/28/06

FRMO CORP                               DE       8.01                           09/28/06

FTI CONSULTING INC                      MD       9.01                           09/27/06    AMEND

FUSION TELECOMMUNICATIONS INTERNATION            8.01,9.01                      10/03/06

G&K SERVICES INC                        MN       1.01,9.01                      10/02/06

GALAXY ENERGY CORP                      CO       2.03,8.01,9.01                 08/28/06

GEN PROBE INC                           DE       1.01,1.02,3.03,5.03,8.01,9.01  09/28/06

GENERAL DATACOMM INDUSTRIES INC         DE       1.01,4.01,8.01                 09/28/06

GENERAL MOTORS CORP                     DE       8.01                           10/03/06

GENERAL MOTORS CORP                     DE       5.03,8.01,9.01                 10/03/06

GEOKINETICS INC                         DE       8.01,9.01                      10/03/06

GFI Group Inc.                          DE       2.01,9.01                      10/01/06

GILEAD SCIENCES INC                     DE       1.01,9.01                      09/28/06

GLOBAL AXCESS CORP                      NV       5.02                           09/15/06

GLOBAL GOLD CORP                        DE       3.02                           10/03/06

GLOBIX CORP                             DE       2.01,9.01                      09/29/06

GMACM Home Equity Loan Trust 2006-HE1   DE       7.01,8.01                      10/03/06

GMACM Home Equity Loan Trust 2006-HE3   DE       8.01,9.01                      10/03/06

GOLDEN PHOENIX MINERALS INC /MN/        MN       1.01,8.01,9.01                 09/28/06

GOLF TRUST OF AMERICA INC               MD       1.01,1.02,2.04,7.01,9.01       09/28/06

GOODRICH PETROLEUM CORP                 DE       2.02,9.01                      10/02/06

GRANT PARK FUTURES FUND LIMITED PARTN   IL       7.01                           09/29/06

GREEN PLAINS RENEWABLE ENERGY, INC.     IA       1.01,5.01                      09/29/06

GreenPoint Mortgage Funding Trust 200            6.02                           10/02/06

GTA-IB, LLC                             FL       1.01,1.02,2.04,7.01,9.01       09/28/06

HARRAHS ENTERTAINMENT INC               DE       1.01,8.01,9.01                 09/29/06

HARTFORD FINANCIAL SERVICES GROUP INC   DE       8.01,9.01                      10/02/06

HARTFORD FINANCIAL SERVICES GROUP INC   DE       1.01,9.01                      09/28/06

HARVEST NATURAL RESOURCES, INC.         DE       1.01,8.01                      09/28/06

HASTINGS ENTERTAINMENT INC              TX       8.01,9.01                      03/15/06

HASTINGS ENTERTAINMENT INC              TX       2.02,9.01                      08/21/06

HEADWATERS INC                          DE       1.01,9.01                      09/30/06

HEALTH GRADES INC                       DE       1.01                           09/27/06

HEALTHWAYS, INC                         DE       1.01,1.02,9.01                 10/03/06

HEALTHWAYS, INC                         DE       2.02,9.01                      10/03/06

HELIX ENERGY SOLUTIONS GROUP INC        MN       7.01,9.01                      10/02/06

HERCULES TECHNOLOGY GROWTH CAPITAL IN   MD       8.01,9.01                      10/03/06

HERITAGE BANKSHARES INC /VA             VA       1.01,2.03,9.01                 09/28/06

HEXCEL CORP /DE/                        DE       1.01                           09/27/06

HOMASSIST CORP                          NV       5.02                           09/29/06

HOMASSIST CORP                          NV       5.03,9.01                      07/18/06    AMEND

Home Equity Asset Trust 2006-7          DE       8.01,9.01                      10/03/06

Homeland Security Network, Inc.                  2.01,9.01                      09/26/06

HOOKER FURNITURE CORP                   VA       1.01,2.02,5.02                 09/27/06

HORNBECK OFFSHORE SERVICES INC /LA      DE       1.01,1.02,2.03,9.01            09/27/06

HOUSING PROGRAMS LTD                    CA       1.01,2.01,9.01                 09/27/06

HUDSON HIGHLAND GROUP INC               DE       1.01,2.01,9.01                 10/01/06

ICAGEN INC                              DE       1.01                           09/27/06

ICON INCOME FUND NINE LLC               DE       8.01                           10/03/06

ICON INCOME FUND TEN LLC                DE       8.01                           10/03/06

Ignis Petroleum Group, Inc.                      1.01,9.01                      09/27/06

Industrial Enterprises of America, In   NV       2.02,7.01                      09/29/06

INDUSTRIAL MINERALS INC                          5.02,9.01                      09/15/06

INFINITY ENERGY RESOURCES, INC                   1.01,5.02,9.01                 10/02/06

INNODATA ISOGEN INC                     DE       1.01,5.02,9.01                 10/03/06

Innovive Pharmaceuticals, Inc.          DE       1.01,5.02,8.01,9.01            09/28/06

INTERSTATE HOTELS & RESORTS INC         DE       1.01                           09/28/06

IPEX, INC                               NV       1.02,5.02,9.01                 06/30/06

ISCO INTERNATIONAL INC                  DE       7.01,9.01                      10/03/06

ISIS PHARMACEUTICALS INC                DE       8.01,9.01                      10/03/06

ITERIS, INC.                            DE       1.01                           09/27/06

J P MORGAN CHASE & CO                   DE       9.01                           09/29/06

JOHN D. OIL & GAS CO                             2.03,9.01                      09/28/06

KBS Real Estate Investment Trust, Inc   MD       1.01,2.01,2.03,7.01,9.01       09/27/06

KFORCE  INC                             FL       1.01,2.03,9.01                 10/02/06

KLA TENCOR CORP                         DE       1.01                           09/29/06

KLA TENCOR CORP                         DE       2.02,4.02,5.04,8.01,9.01       09/27/06

KOHLS CORPORATION                       WI       7.01,9.01                      10/03/06

KULICKE & SOFFA INDUSTRIES INC          PA       8.01,9.01                      10/02/06

LABORATORY CORP OF AMERICA HOLDINGS     DE       7.01                           10/03/06

LADISH CO INC                           WI       8.01,9.01                      10/02/06

LANDMARK LAND CO INC/DE                 DE       5.02,9.01                      10/02/06

LECROY CORP                             DE       1.01,8.01,9.01                 10/03/06

LECROY CORP                             DE       7.01,9.01                      10/03/06

LIBBEY INC                              DE       1.01                           09/27/06

LifeCare Holdings, Inc.                 DE       5.02                           09/28/06

LIGHTBRIDGE INC                         DE       1.01,5.02                      10/02/06

LIONS GATE ENTERTAINMENT CORP /CN/               1.01                           09/28/06

LITHIUM TECHNOLOGY CORP                 DE       5.02                           09/27/06

LOUISIANA-PACIFIC CORP                  DE       1.01                           09/29/06

Lusora Healthcare Systems Inc.          NV       1.01,9.01                      09/27/06

MADISON GAS & ELECTRIC CO               WI       1.01,2.03                      09/29/06

MAGNA ENTERTAINMENT CORP                DE       8.01,9.01                      09/27/06

MAJOR CREATIONS INC                     NV       5.02,8.01                      10/02/06

MANGAPETS, INC.                         DE       5.02,8.01                      10/03/06

MANNATECH INC                           TX       8.01,9.01                      10/02/06

MARCHEX INC                             DE       1.01,9.01                      10/02/06

MARVELL TECHNOLOGY GROUP LTD            D0       4.02,9.01                      10/02/06

MASCO CORP /DE/                         DE       8.01,9.01                      10/03/06

MATERIAL SCIENCES CORP                  DE       1.02                           09/28/06

MATTEL INC /DE/                         DE       7.01,9.01                      10/03/06

MAVERICK TUBE CORP                      DE       8.01,9.01                      10/02/06

MBT FINANCIAL CORP                      MI       8.01,9.01                      09/28/06

MCDATA CORP                             DE       8.01                           10/02/06

MCDONALDS CORP                          DE       8.01,9.01                      09/27/06

MCKENZIE BAY INTERNATIONAL LTD                   1.02,8.01                      10/03/06

MEDAREX INC                             NJ       7.01,9.01                      10/02/06

MEDCATH CORP                            DE       2.02,9.01                      10/02/06

MEDIANET GROUP TECHNOLOGIES INC         NV       3.02                           09/29/06

MERCER INTERNATIONAL INC.               WA       1.01,9.01                      10/02/06

MEREDITH CORP                           IA       1.01                           09/28/06

MERRILL LYNCH MUNICIPAL ABS INC         NY       8.01,9.01                      10/02/06

MGE ENERGY INC                          WI       1.01,2.03                      09/29/06

MID WISCONSIN FINANCIAL SERVICES INC    WI       1.01,5.02,9.01                 09/27/06

MODERN MEDICAL MODALITIES CORP          NY       1.01,9.01                      10/03/06

MODERN TECHNOLOGY CORP                  NV       8.01,9.01                      09/26/06

MOLLER INTERNATIONAL INC                CA       8.01,9.01                      09/26/06

Monarch Financial Holdings, Inc.        VA       1.01,9.01                      09/26/06

MONMOUTH CAPITAL CORP                   NJ       7.01,9.01                      10/03/06

MONMOUTH REAL ESTATE INVESTMENT CORP    MD       7.01,9.01                      10/03/06

MONMOUTH REAL ESTATE INVESTMENT CORP    MD       7.01,9.01                      10/03/06

Monogram Biosciences, Inc.              DE       1.01,2.03                      09/29/06

MONTPELIER RE HOLDINGS LTD              D0       1.01                           10/03/06

MOSAIC CO                                        1.01,1.02,5.02,7.01,9.01       09/30/06

MOSAIC CO                                        2.02,9.01                      10/03/06

MOTHERS WORK INC                        DE       5.02,9.01                      09/28/06

MOTIENT CORP                            DE       5.02,7.01,9.01                 09/27/06

MTM Technologies, Inc.                  NY       1.01,9.01                      09/28/06    AMEND

MULTI COLOR CORP                        OH       1.01,9.01                      09/27/06

NABI  BIOPHARMACEUTICALS                DE       8.01,9.01                      09/27/06

NANOPHASE TECHNOLOGIES CORPORATION      IL       8.01,9.01                      09/27/06

NATIONAL RETAIL PROPERTIES, INC.        MD       8.01,9.01                      10/02/06

NATIONAL RV HOLDINGS INC                DE       8.01,9.01                      08/21/06

NationsHealth, Inc.                     DE       1.01,1.02,2.03,9.01            09/27/06

NAVISTAR FINANCIAL DEALER NOTE MASTER   DE       8.01,9.01                      08/31/06

NAVISTAR FINANCIAL DEALER NOTE MASTER   DE       8.01,9.01                      08/31/06

NBTY INC                                DE       8.01                           10/02/06

NCT GROUP INC                           DE       1.01,2.03,3.02                 09/26/06

NEWPARK RESOURCES INC                   DE       1.01                           09/25/06

NN INC                                  DE       5.02,9.01                      10/02/06

NORFOLK SOUTHERN CORP                   VA       7.01,8.01,9.01                 10/03/06

NORTH AMERICAN GALVANIZING & COATINGS   DE       1.01                           10/03/06

NORTHERN EMPIRE BANCSHARES              CA       1.01,5.02                      09/29/06

NORTHWEST AIRLINES CORP                 DE       8.01,9.01                      10/02/06

NORTHWEST NATURAL GAS CO                OR       1.01                           09/28/06

OHIO CASUALTY CORP                      OH       8.01,9.01                      09/29/06

OLYMPIC STEEL INC                       OH       1.01,9.01                      09/29/06

OMNOVA SOLUTIONS INC                    OH       2.01,9.01                      09/27/06

ON SEMICONDUCTOR CORP                   DE       8.01,9.01                      10/02/06

OneTravel Holdings, Inc.                DE       1.01,2.01,9.01                 09/28/06

ONLINE VACATION CENTER HOLDINGS CORP             1.01,2.01,9.01                 10/03/06

PAMRAPO BANCORP INC                     DE       5.02                           10/03/06

PARAGON REAL ESTATE EQUITY & INVESTME   MD       1.01,3.02,5.03,9.01            09/29/06

Patient Portal Technologies, Inc.       DE       1.01,7.01                      09/30/06

PATRIOT MOTORCYCLE CORP                 NV       2.03                           09/29/06

PCS EDVENTURES COM INC                           5.03,9.01                      10/02/06

PENN TRAFFIC CO                         DE       8.01,9.01                      10/03/06

PENSON WORLDWIDE INC                    DE       1.01,9.01                      09/29/06

PEOPLES BANCORP INC                     OH       8.01,9.01                      10/03/06

PEOPLES FINANCIAL SERVICES CORP/        PA       9.01                           10/02/06

PEPSI BOTTLING GROUP INC                DE       2.02,9.01                      10/03/06

PERVASIVE SOFTWARE INC                  DE       2.02,8.01,9.01                 10/03/06

PETROL OIL & GAS INC                             8.01,9.01                      09/05/06

PIER 1 IMPORTS INC/DE                   DE       8.01,9.01                      10/03/06

PILGRIMS PRIDE CORP                     DE       1.01                           09/27/06

PIONEER COMPANIES INC                   DE       2.02,8.01,9.01                 09/27/06    AMEND

PLANETOUT INC                           DE       1.01,2.03,9.01                 09/28/06

PORTRAIT CORP OF AMERICA, INC.                   1.01,2.04                      09/27/06

PRE PAID LEGAL SERVICES INC             OK       2.02,9.01                      09/30/06

PREFERRED VOICE INC                     DE       1.01,2.03,3.02,9.01            09/29/06

PRIME GROUP REALTY TRUST                MD       1.01,9.01                      10/03/06

PROVIDENT FINANCIAL HOLDINGS INC        DE       1.01,9.01                      10/03/06

PTM Publications INC                    NV       4.01,9.01                      08/04/06    AMEND

QUANEX CORP                             DE       1.01,9.01                      09/29/06

R&R ACQUISITION II, INC                 NJ       3.02,5.01,5.02,9.01            09/30/06

RADIAN GROUP INC                        DE       1.01,7.01,9.01                 10/03/06

REAL ESTATE ASSOCIATES LTD VI           CA       2.01                           09/29/06

REGENCY AFFILIATES INC                  DE       5.02                           10/01/06

REGENERX BIOPHARMACEUTICALS INC         DE       8.01                           10/02/06

REGIONS FINANCIAL CORP                  DE       7.01,8.01,9.01                 10/03/06

RENT A CENTER INC DE                    DE       8.01,9.01                      10/02/06

REPUBLIC BANCORP INC /KY/               KY       7.01,9.01                      10/03/06

RES CARE INC /KY/                       KY       1.01,9.01                      09/27/06

Resource Capital Corp.                  MD       8.01,9.01                      09/28/06

RIGEL PHARMACEUTICALS INC               DE       5.02                           09/29/06

Rosetta Resources Inc.                  DE       7.01,9.01                      10/03/06

ROWE COMPANIES                          NV       1.01,9.01                      09/27/06

RURAL/METRO CORP /DE/                   DE       1.02,5.02,9.01                 10/02/06

SACO I Trust 2006-8                     DE       9.01                           09/15/06    AMEND

SBD International, Inc                  FL       1.01,2.03,3.02,9.01            09/28/06

SEAGATE TECHNOLOGY                      E9       5.02,9.01                      09/28/06

SEASONS BANCSHARES INC                  GA       5.02                           09/27/06

SELECT COMFORT CORP                              7.01,9.01                      10/03/06

SELECT COMFORT CORP                              7.01,9.01                      10/03/06

Select Notes Trust LT 2004-1            DE       8.01,9.01                      10/02/06

SELIGMAN NEW TECHNOLOGIES FUND, INC              8.01                           10/02/06

SERVICE CORPORATION INTERNATIONAL       TX       7.01,9.01                      10/03/06

SHANNON INTERNATIONAL INC                        1.01,8.01,9.01                 09/15/06

SIMON PROPERTY GROUP INC /DE/           DE       3.02,5.03,9.01                 09/27/06

SIPEX CORP                              DE       1.01,9.01                      09/27/06

SKILLSOFT PUBLIC LIMITED CO                      1.01                           09/28/06

SKINS INC.                              NV       4.02                           09/27/06

SKINS INC.                              NV       9.01                           03/20/06    AMEND

SOUTHWESTERN PUBLIC SERVICE CO          NM       8.01,9.01                      10/02/06

SPARTAN STORES INC                      MI       1.01,9.01                      10/01/06

STATE BANCORP INC                       NY       1.01,9.01                      10/03/06

Storm Cat Energy CORP                            1.01,8.01,9.01                 09/27/06

STREICHER MOBILE FUELING INC            FL       8.01,9.01                      09/28/06

Sub-Urban Brands, Inc.                  NV       8.01,9.01                      09/29/06

SUNTERRA CORP                           MD       8.01,9.01                      09/28/06

Synovics Pharmaceuticals                NV       1.02                           09/27/06

TB WOODS CORP                           DE       5.02,9.01                      10/02/06

TDS TELEMEDICINE INC                    NY       5.03,9.01                      09/28/06

TEAM INC                                TX       1.01,9.01                      09/28/06

TELETECH HOLDINGS INC                   DE       1.01,9.01                      09/28/06

TEMECULA VALLEY BANCORP INC             CA       1.01,2.03,9.01                 09/27/06

THOMAS PROPERTIES GROUP INC             DE       1.01                           09/27/06

TIAA REAL ESTATE ACCOUNT                NY       8.01,9.01                      09/26/06

TIVO INC                                DE       8.01,9.01                      09/05/06

TOYOTA MOTOR CREDIT CORP                CA       1.01,2.03,9.01                 09/28/06

TransDigm Group INC                     DE       7.01,9.01                      10/03/06

TUMBLEWEED COMMUNICATIONS CORP          DE       1.01,1.02,9.01                 10/01/06

TURBINE TRUCK ENGINES INC                        8.01                           10/02/06

TXP CORP                                NV       5.02,9.01                      09/27/06

U S ENERGY SYSTEMS INC                  DE       1.01,5.03,9.01                 09/28/06

UMH PROPERTIES, INC.                    MD       7.01,9.01                      10/03/06

UNION BANKSHARES CORP                   VA       5.03,8.01,9.01                 10/02/06

UNIT CORP                               DE       8.01                           10/02/06

UNIVERSAL HOSPITAL SERVICES INC         MN       7.01,9.01                      10/03/06

URBAN TELEVISION NETWORK CORP           NV       1.01,1.02,3.02,5.01,9.01       10/03/06

US AIRWAYS GROUP INC                    DE       1.01,5.02,9.01                 09/10/06

uWink, Inc.                             UT       7.01                           10/03/06

VAALCO ENERGY INC /DE/                  DE       3.01,9.01                      10/02/06

VALERO ENERGY CORP/TX                   DE       1.01                           09/28/06

VALERO L P                              DE       1.01,9.01                      09/28/06

VALLEY NATIONAL GASES INC               WV       1.01                           10/02/06

VANGUARD HEALTH SYSTEMS INC             DE       2.01,9.01                      10/03/06

VECTREN CORP                            IN       5.03,8.01                      10/02/06

VELOCITY EXPRESS CORP                   DE       7.01,9.01                      10/03/06

VERTICALNET INC                         PA       3.01,3.02                      09/27/06

VIASPACE Inc.                           NV       8.01,9.01                      10/03/06

VILLAGE SUPER MARKET INC                NJ       7.01,9.01                      07/29/06

VINEYARD NATIONAL BANCORP               CA       5.02,9.01                      10/03/06

WASTE CONNECTIONS INC/DE                DE       1.01                           10/01/06

WASTE MANAGEMENT INC                    DE       8.01,9.01                      10/03/06

WEBMETHODS INC                          DE       2.01,9.01                      09/27/06

WEGENER CORP                            DE       1.01,3.03,5.03,7.01,8.01,9.01  09/29/06

WELLPOINT INC                           IN       7.01                           10/03/06

WESCO INTERNATIONAL INC                 DE       1.01,9.01                      10/03/06

Western Union CO                        DE       1.01,2.01,2.03,3.03, 	        09/27/06
					         5.02,5.03,8.01,9.01
WHIRLPOOL CORP /DE/                     DE       8.01,9.01                      10/03/06

WILLIAMS CONTROLS INC                   DE       5.05,8.01,9.01                 09/11/06

WIND RIVER SYSTEMS INC                  DE       1.01,8.01,9.01                 09/29/06

Windy Creek Developments, Inc.          NV       1.01,2.01,3.02,4.01,5.01, 	09/27/06
					         5.02,5.03,5.06,9.01   
WMS INDUSTRIES INC /DE/                 DE       1.01,1.02,9. 01                09/27/06

Wonder Auto Technology, Inc             NV       8.01,9.01                      10/03/06

WORLDWIDE STRATEGIES INC                NV       8.01,9.01                      10/03/06

WPS RESOURCES CORP                      WI       8.01,9.01                      10/03/06

XL CAPITAL LTD                                   1.01                           09/29/06

ZIOPHARM ONCOLOGY INC                            8.01,9.01                      10/03/06