Security Risk Evaluation

ALPHA January 2007 Price As of December 2006 Month End COPYRIGHT 1998 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED (MLPF&S). APPROVED FOR PUBLICATION IN THE UNITED KINGDOM BY MERRILL LYNCH, PIERCE, FENNER & SMITH LIMITED, AN AFFILIATED COMPANY AND REGULATED BY THE SECURITIES AND FUTURES AUTHORITY LIMITED. THE INFORMATION HEREIN WAS OBTAINED FROM VARIOUS SOURCES; WE DO NOT GUARANTEE ITS ACCURACY. ADDITIONAL INFORMATION AVAILABLE.

GLOBAL SECURITIES RESEARCH & ECONOMICS RESEARCH TECHNOLOGY ALPHA (1) 800 255-9107 CONTINENTAL UNITED STATES January 2007 (1) 212 449-1072 WORLD WIDE PRICE AS OF December 2006 MONTH END Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DOWI DOW JONES & CO 30 INDUSTRIALS 12463.150 0.96 0.03 0.91 1.09 0.04 0.14 0.98 60 DJ 20 DOW JONES & CO 20 TRANS ACTUAL 4560.200 0.94 0.65 0.42 3.86 0.14 0.50 0.96 60 DJ 15 DOW JONES & CO 15 UTIL ACTUAL 456.770 0.57 0.60 0.19 4.12 0.15 0.54 0.72 60 DJ 65 DOW JONES & CO 65 STOCK COMPOSITE 4120.960 0.89 0.28 0.86 1.29 0.05 0.17 0.93 60 SPALNS S&P 500 500 STOCKS 1418.300 1.00 0.00 1.00 0.00 0.00 0.00 1.00 60

Based on S&P 500 Index Using Straight Regression Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GFW AAG HLDG INC SR DEB 7.5% 33 25.597 0.19 -0.06 0.03 1.58 0.13 0.28 0.46 38 GFZ AAG HLDG INC SR DB 7.25% 34 25.700 0.20 -0.05 0.02 1.82 0.15 0.32 0.47 36 AAON AAON INC COM PAR $0.004 26.280 1.00 0.83 0.12 8.97 0.33 1.17 1.00 60 AIR AAR CORP 29.190 2.12 2.40 0.18 15.60 0.57 2.03 1.74 60 ABB ABB LTD SPONSORED ADR 17.980 2.21 2.52 0.09 23.25 0.85 3.02 1.80 60

ABXA ABX AIR INC 6.930 3.01 1.62 0.15 14.37 1.06 2.42 2.33 42 ABN PF ABN AMRO CAP FDG TR VI PFD TR 6.25%08 25.200 -0.04 0.09 -0.02 2.54 0.19 0.43 0.31 40 ABD ACCO BRANDS CORP COM 26.470 0.90 -0.43 -0.01 7.05 1.01 1.91 0.93 17 ACNB ACNB CORP 19.950 -0.08 0.34 -0.01 3.88 0.14 0.50 0.29 60 ACMR A C MOORE ARTS & CRAFTS 21.670 0.38 1.39 -0.01 13.51 0.49 1.76 0.59 60

ACGJ ACI GLOBAL CORP 0.500 3.62 1.36 0.08 40.46 1.48 5.26 2.74 60 BRR ACR GROUP INC 5.900 1.23 5.76 0.04 18.49 0.67 2.40 1.15 60 TACX A CONSULTING TEAM INC COM NEW 3.180 1.07 4.69 0.00 28.69 1.05 3.73 1.04 60 ADCT A D C TELECOMMUNICATION COM NEW 14.530 2.74 -1.20 0.37 12.66 0.46 1.65 2.16 60 ADAM A D A M INC 6.080 1.17 2.64 0.03 20.25 0.74 2.63 1.11 60

ABN ABN AMRO HLDG NV SPONSORED ADR 32.050 1.81 0.76 0.56 5.73 0.21 0.75 1.54 60 ABM ABM INDS INC 22.710 0.81 0.49 0.19 5.82 0.21 0.76 0.87 60 AEPI AEP INDS INC 53.310 0.30 2.53 -0.01 15.62 0.57 2.03 0.54 60 ASFE AF FINL GROUP INC 18.500 1.07 -0.06 0.05 8.08 0.60 1.36 1.04 42 RIF AEW REAL ESTATE INCOME 21.700 0.67 0.15 0.19 3.51 0.19 0.53 0.78 50

AFCE AFC ENTERPRISES INC 17.670 1.00 -0.48 0.08 10.91 0.40 1.42 1.00 60 AFL AFLAC INC COM 46.000 0.23 1.05 0.02 4.44 0.16 0.58 0.49 60 AFPC AFP IMAGING CORP 1.400 -0.10 5.13 -0.02 19.97 0.73 2.60 0.27 60 AG AGCO CORP 30.940 0.59 1.46 0.02 11.13 0.41 1.45 0.73 60 AGGR F AG GROWTH INCOME FD TR UNIT 13.048 0.99 0.51 0.01 8.33 0.85 1.79 0.99 25

ATG AGL RES INC 38.910 0.36 0.79 0.11 3.33 0.12 0.43 0.57 60 GLOV AHPC HOLDINGS INC 0.600 0.73 0.99 -0.01 28.20 1.03 3.67 0.82 60 AES AES CORP 22.040 2.40 2.03 0.14 20.00 0.73 2.60 1.93 60 AICI P AICI CAP TR PFD SEC 9% 1.350 -0.02 2.85 -0.02 41.37 1.51 5.38 0.32 60 AIMS AIM SMART CORP 0.002 3.04 1.63 -0.06 59.68 8.51 16.13 2.35 17

Based on S&P 500 Index Using Straight Regression Page 1 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AJSB AJS BANCORP INC ILL 26.150 0.15 1.17 0.00 4.23 0.15 0.55 0.44 60 AKS AK STL HLDG CORP 16.900 2.51 1.82 0.16 19.68 0.72 2.56 2.00 60 AMB AMB PROPERTY CORP 58.610 0.19 1.40 0.00 4.75 0.17 0.62 0.46 60 AMB PL AMB PROPERTY CORP PFD SER L 6.50% 25.060 0.11 -0.03 -0.02 2.48 0.18 0.42 0.41 42 AMB PM AMB PROPERTY CORP PFD M 6.75% 25.760 0.09 0.03 -0.02 2.26 0.18 0.40 0.40 38

AMB PO AMB PROPERTY CORP PFD 7.0% SER 0 25.940 0.11 0.08 -0.08 2.03 0.36 0.67 0.41 13 ACFL AMC FINL HLDGS INC 1.750 -0.25 3.49 -0.01 18.57 0.68 2.41 0.17 60 ADL AMDL INC COM PAR 2006 4.070 2.67 1.48 0.06 32.74 1.19 4.26 2.11 60 AMCS AMICAS INC 2.940 0.18 -0.20 -0.01 13.16 0.48 1.71 0.46 60 AMLJ AML COMMUNICATIONS INC 0.900 2.09 3.69 0.02 36.31 1.32 4.72 1.72 60

AHS AMN HEALTHCARE SERVICES 27.540 0.95 0.37 0.06 12.02 0.44 1.56 0.96 60 AMR AMR CORP 30.230 4.94 1.74 0.42 20.41 0.74 2.65 3.61 60 AMM AMS HEALTH SCIENCES INC 0.530 0.22 -0.13 -0.02 24.25 0.88 3.15 0.48 60 ANCJ Q ANC RENT CORP 0.000 23.23 194.85 -0.01 297.78 47.34 168.70 15.73 60 APAT APA ENTERPRISES INC 1.430 2.04 -0.61 0.14 17.36 0.63 2.26 1.69 60

APAC APAC CUSTOMER SERVICES 3.750 0.37 1.86 -0.01 17.44 0.64 2.27 0.58 60 ARIS ARI NETWORK SVCS INC COM NEW 2.000 3.68 3.80 0.24 22.82 0.83 2.97 2.78 60 APSI Q APS HLDG CORP CLASS A 0.002 2.85 29.25 -0.01 158.32 5.78 20.58 2.22 60 ASVI A S V INC 16.270 1.95 1.86 0.24 12.21 0.45 1.59 1.63 60 AMFC AMB FINL CORP 15.650 0.28 1.38 0.00 6.85 0.25 0.89 0.52 60

APPA AP PHARMA INC 1.370 0.35 0.82 -0.01 20.14 0.73 2.62 0.57 60 ATS APT SATELLITE HOLDINGS SPONSORED ADR 1.550 1.43 -0.82 0.10 14.53 0.53 1.89 1.28 60 T AT&T INC 35.750 1.55 -0.51 0.51 5.40 0.20 0.70 1.36 60 SBT AT&T INC PINES 7% 25.190 -0.03 0.00 -0.01 1.64 0.06 0.21 0.32 60 ATMI ATMI INC 30.530 2.37 0.19 0.44 9.43 0.34 1.23 1.91 60

ATSI ATS MED INC 2.070 2.74 1.05 0.08 29.94 1.09 3.89 2.15 60 ASTT ASAT HLDGS LTD SPONSORED ADR 1.530 2.82 0.32 0.11 26.83 0.98 3.49 2.20 60 ATPG ATP OIL & GAS CORP 39.570 1.99 5.49 0.08 22.35 0.82 2.90 1.66 60 TRMD A S DAMPSKIBSSELSKABET SPONSORED ADR 65.500 1.42 5.72 0.10 14.04 0.52 1.87 1.28 57 AHN ATC HEALTHCARE INC CLASS A 0.340 0.68 -1.66 0.00 17.53 0.64 2.28 0.79 60

Based on S&P 500 Index Using Straight Regression Page 2 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ABW PA ASBC CAP TR I TOPRS 7.625 32 25.230 0.04 -0.01 -0.01 1.48 0.06 0.20 0.37 56 ATSX ATSI COMMUNICATIONS INC COM NEW 0.310 0.26 3.07 -0.03 36.25 3.24 6.99 0.51 31 ASFJ ASFG INC 0.015 2.67 4.14 0.00 71.34 2.60 9.27 2.11 60 ATCA ATC-ONLANE INC 3.750 0.07 1.39 -0.02 24.87 0.91 3.23 0.39 60 AUO AU OPTRONICS CORP SPONSORED ADR 13.810 1.83 0.69 0.18 13.46 0.51 1.82 1.55 56

AVII AVI BIOPHARMA INC 3.180 1.22 0.31 0.01 27.86 1.02 3.62 1.15 60 AVX AVX CORP NEW 14.790 2.52 -1.14 0.57 7.69 0.28 1.00 2.01 60 AWGL AWG LTD COM NEW 6.800 1.01 8.58 -0.01 47.16 1.72 6.13 1.01 60 AXMP AXM PHARMA INC 0.110 3.86 -6.07 0.05 33.36 2.11 5.50 2.90 46 AXO AXS-ONE INC 0.760 1.50 3.37 0.02 29.19 1.06 3.79 1.33 60

AXTI AXT INC 4.720 4.43 0.78 0.21 29.77 1.09 3.87 3.27 60 AZZ AZZ INC 51.200 1.50 1.53 0.19 10.53 0.38 1.37 1.33 60 RNT AARON RENTS INC CLASS B 28.780 0.30 2.52 0.00 8.19 0.30 1.06 0.54 60 RNT A AARON RENTS INC CLASS A 26.380 0.29 2.72 0.00 8.52 0.31 1.11 0.53 60 ASTM AASTROM BIOSCIENCES INC 1.230 2.55 3.00 0.06 32.19 1.17 4.18 2.03 60

ABIX ABATIX CORP 6.780 1.12 3.05 0.00 32.13 1.17 4.18 1.08 60 ABAX ABAXIS INC 19.250 1.41 2.59 0.09 14.81 0.54 1.93 1.27 60 ABZA ABAZIAS INC COM NEW 2.050 1.03 -0.82 -0.01 48.72 2.08 6.94 1.02 53 ABT ABBOTT LABS 48.710 0.35 -0.18 0.03 6.02 0.22 0.78 0.57 60 ABER ABER DIAMOND CORP 36.690 0.38 2.10 0.00 9.77 0.36 1.27 0.59 60

ANF ABERCROMBIE & FITCH CO CLASS A 69.630 1.14 1.93 0.08 12.33 0.45 1.60 1.10 60 ANB PC ABBEY NATL PLC GDR 7.375% PRF 25.460 -0.02 0.06 -0.02 1.62 0.07 0.23 0.32 53 AANB ABIGAIL ADAMS NATL BANC 13.350 0.47 0.30 0.05 6.48 0.24 0.84 0.65 60 ABBC ABINGTON CMNTY BANCORP 19.180 1.15 0.76 0.08 6.38 0.65 1.37 1.10 25 ABMD ABIOMED INC 14.100 2.08 0.66 0.14 17.49 0.64 2.27 1.71 60

ABZT ABLAZE TECHNOLOGIES INC 0.055 34.46 96.77 -0.02 688.75 60.15 127.50 23.17 33 ABLE ABLE ENERGY 2.320 0.61 3.33 -0.01 37.17 1.36 4.83 0.74 60 AIH ABLEST INC 6.490 0.99 0.79 0.08 10.97 0.40 1.43 0.99 60 ABN PE ABN AMRO CAP FDG TR V PFD GTD 5.9% 24.250 0.01 0.13 -0.02 2.83 0.21 0.48 0.35 42 ABN PG ABN AMRO CAP FDG TR VII PFD GTD 6.08% 25.000 0.08 -0.05 -0.03 2.60 0.22 0.47 0.39 34

Based on S&P 500 Index Using Straight Regression Page 3 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ABOT ABOT MNG CO 0.030 1.23 9.11 -0.01 65.50 2.50 8.86 1.15 56 ABVT ABOVENET INC 60.000 1.28 3.64 -0.02 29.28 2.34 5.18 1.18 37 ABP ABRAXAS PETE CORP 3.090 2.37 3.73 0.06 28.93 1.06 3.76 1.91 60 ABBI ABRAXIS BIOSCIENCE INC 27.340 0.49 2.18 -0.01 16.55 0.60 2.15 0.66 60 AHFI ABSOLUTE HEALTH & FITNE 0.001 0.13 -0.18 -0.03 86.52 7.73 16.49 0.42 32

CBMX ACACIA RESH CORP COMBIMTRX COM 0.791 2.25 -2.14 0.02 28.04 1.56 4.24 1.83 49 ACTG ACACIA RESH CORP ACACIA TCH COM 13.380 1.21 5.05 -0.01 25.78 1.44 3.90 1.14 49 ABY ABITIBI-CONSOLIDATED IN 2.560 0.91 -1.62 0.09 9.45 0.34 1.23 0.94 60 ACAD ACADIA PHARMACEUTICALS 8.790 1.22 0.92 0.00 14.46 1.29 2.76 1.15 32 AKR ACADIA RLTY TR COM SH BEN INT 25.020 0.34 2.30 0.04 5.05 0.18 0.66 0.56 60

ACAM Y ACAMBIS PLC SPONSORED ADR 3.950 1.15 -1.38 0.12 10.58 0.39 1.38 1.10 60 AXK ACCELR8 TECHNOLOGY CORP COM NEW 2.000 2.15 1.29 0.08 24.27 0.89 3.15 1.76 60 ACLR ACCENT COLOR SCIENCES I 0.002 8.17 27.91 -0.01 137.91 9.74 23.23 5.75 43 AICI ACCEPTANCE INS COS INC 0.002 5.07 16.12 0.00 153.91 5.61 20.01 3.70 60 ABPI ACCENTIA BIOPHARMACEUTI 3.500 6.42 -8.61 0.20 20.19 3.01 5.98 4.59 15

ACCL ACCELRYS INC 6.010 1.63 -0.74 0.11 15.22 0.56 1.98 1.42 60 AWWC ACCESS WORLDWIDE COMMUN 0.660 2.06 2.73 0.04 30.12 1.10 3.92 1.71 60 ACCP ACCESS PHARMACEUTICALS COM PAR $.01 2.800 1.67 -0.95 0.04 24.53 0.89 3.19 1.44 60 ACCR ACCESS POWER INC 0.001 25.00 54.40 0.07 289.02 10.54 37.57 16.91 60 AIXD ACCESS INTEGRATED TECHN CLASS A 8.720 1.32 1.56 0.00 18.24 1.46 3.19 1.21 38

ANCX ACCESS NATL CORP 9.560 -0.12 1.94 -0.04 10.80 0.97 2.10 0.26 30 ACCS ACCESSTEL INC COM PAR $.001 0.004 2.88 7.42 -0.01 121.89 4.45 15.84 2.25 60 ACBT ACCOUNTABILITIES INC COM NEW 0.350 0.49 0.85 -0.02 48.53 1.77 6.31 0.66 60 LEND ACCREDITED HOME LENDRS 27.350 2.04 1.65 0.07 15.38 0.96 2.48 1.69 47 AHH PA ACCREDITED MTG LN REIT PFD A 9.75% 24.970 0.08 -0.13 -0.03 1.70 0.17 0.35 0.39 29

ACUP ACCUPOLL HLDG CORP 0.000 -1.03 -4.88 -0.01 44.15 1.63 5.89 -0.35 57 ACW ACCURIDE CORP 11.260 -0.15 1.85 -0.05 10.34 1.23 2.51 0.24 21 ACEC ACE COMM CORP 1.250 2.44 2.59 0.07 28.47 1.04 3.70 1.95 60 AMKT ACE MARKETING & PROMOTI 1.750 3.33 6.09 -0.01 26.69 3.52 6.96 2.55 19 ACGY ACERGY S A SPONSORED ADR 19.080 2.90 2.07 0.28 16.42 0.60 2.13 2.26 60

Based on S&P 500 Index Using Straight Regression Page 4 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ACET ACETO CORP 8.640 2.40 1.77 0.29 13.17 0.48 1.71 1.93 60 ACMT A ACMAT CORP CLASS A 23.750 -0.93 4.39 0.12 3.58 0.53 1.03 -0.28 16 ACME ACME COMMUNICATION INC 5.020 0.65 -0.19 0.03 10.53 0.38 1.37 0.77 60 ACU ACME UTD CORP 14.410 0.61 2.38 0.03 9.42 0.34 1.22 0.74 60 ACMU Y ACOM CO LTD SPONSORED ADR 8.200 -1.24 -3.58 0.06 5.97 0.89 1.72 -0.48 16

ACFN ACORN FACTOR INC 3.470 1.90 1.57 0.06 23.88 0.87 3.10 1.60 60 APII ACTION PRODS INTL INC 1.531 1.95 2.01 0.10 19.82 0.72 2.58 1.63 60 ATVI ACTIVISION INC NEW COM NEW 17.240 1.25 1.69 0.16 9.80 0.36 1.27 1.16 60 ACTL ACTEL CORP 18.160 2.70 -0.39 0.48 9.86 0.36 1.28 2.12 60 ACRO ACRODYNE COMMUNICATIONS 0.190 -1.06 0.73 0.01 21.17 0.77 2.75 -0.36 60

AGNM ACRONGENOMICS INC 0.480 0.23 11.27 -0.03 77.08 5.78 13.47 0.49 39 ACPW ACTIVE POWER INC 2.620 3.45 -1.27 0.41 14.57 0.53 1.89 2.63 60 AWLD ACTIVEWORLDS CORP COM NEW 0.550 6.64 14.28 0.05 89.90 3.28 11.69 4.74 60 ACTI ACTIVIDENTITY CORP COM 5.070 1.08 -1.53 0.03 11.02 0.69 1.78 1.05 47 ACTS ACTIONS SEMICONDUCTOR C ADR 8.300 -0.23 1.40 -0.08 14.37 2.36 4.73 0.18 14

ACTU ACTUATE CORP 5.940 4.47 1.11 0.46 17.18 0.63 2.23 3.30 60 ATU ACTUANT CORP CL A NEW 47.650 1.09 1.72 0.16 8.50 0.31 1.11 1.06 60 AYI ACUITY BRANDS INC 52.040 1.33 2.28 0.29 7.20 0.26 0.94 1.22 60 ACUR ACURA PHARMACEUTICALS I 0.740 -0.53 1.41 -0.01 22.79 0.83 2.96 -0.02 60 ACUS ACUSPHERE INC 2.440 1.15 -3.68 0.01 12.65 0.95 2.21 1.10 39

ACXM ACXIOM CORP 25.650 0.70 0.69 0.08 7.91 0.29 1.03 0.80 60 AVPA AD VENTURE PARTNERS INC 5.580 0.12 0.28 -0.03 1.09 0.16 0.32 0.42 15 AVPA U AD VENTURE PARTNERS INC UNIT EX 063010 6.050 0.24 0.01 -0.04 2.82 0.40 0.76 0.49 17 ADES ADA ES INC 16.200 2.68 2.19 0.07 18.04 1.35 3.15 2.12 39 ADGR ADAL GROUP INC 0.010 3.45 -18.55 -0.04 33.61 5.00 9.67 2.62 16

ADGO ADAMS GOLF INC 1.970 1.29 3.79 0.05 18.14 0.66 2.36 1.19 60 AE ADAMS RES & ENERGY INC COM NEW 30.110 1.65 2.41 0.19 11.65 0.42 1.51 1.43 60 ARXT ADAMS RESPIRATORY THERA 40.810 -0.24 2.54 -0.06 10.51 1.40 2.84 0.18 18 ADPT ADAPTEC INC 4.660 2.56 -1.87 0.41 10.91 0.40 1.42 2.03 60 AEY ADDVANTAGE TECHNOLOGIES COM NEW 2.790 -0.22 3.13 -0.02 21.71 1.17 3.28 0.19 50

Based on S&P 500 Index Using Straight Regression Page 5 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ADO ADECCO SA SPONSORED ADR 17.130 2.16 0.11 0.47 8.16 0.30 1.06 1.77 60 ADEL Q ADELPHIA COMMUNICATIONS CLASS A 0.010 1.80 -5.06 0.01 40.54 1.48 5.27 1.53 60 ADEN ADEN ENTERPRISES INC COM NEW 0.001 14.14 242.99 -0.02 940.28 70.78 252.22 9.71 60 ADEP ADEPT TECHNOLOGY INC COM NEW 11.710 2.38 1.59 0.08 26.15 0.95 3.40 1.91 60 ADZA ADEZA BIOMEDICAL CORP 14.910 0.44 -0.18 -0.04 13.61 1.39 2.93 0.63 25

ADH ADHEREX TECHNOLOGIES IN COM NEW 0.340 4.64 -8.77 0.16 19.79 1.93 4.25 3.41 26 KAR ADESA INC 27.750 2.43 -1.08 0.32 7.06 0.63 1.36 1.95 31 ADDY Y ADIDAS AG ADR 25.200 1.38 0.44 0.26 4.37 0.46 0.95 1.25 24 ASF ADMINISTAFF INC 42.770 1.99 2.67 0.08 21.96 0.80 2.86 1.65 60 PVD ADMINISTRADORA FONDOS P SPONSORED ADR 25.710 0.49 -0.20 0.12 4.50 0.16 0.58 0.66 60

ADBE ADOBE SYS INC 41.120 1.69 1.51 0.30 8.93 0.33 1.16 1.46 60 ADLR ADOLOR CORP 7.520 0.49 0.08 -0.01 19.18 0.70 2.49 0.67 60 ADSO ADSERO CORP 0.250 -1.27 4.95 -0.02 48.21 3.85 8.42 -0.51 38 ASPR ADSOUTH PARTNERS INC COM NEW 0.033 9.70 356.29 -0.02 502.86 76.69 418.07 6.76 44 ADST ADSTAR INC 2.300 0.80 4.33 0.00 24.37 0.89 3.17 0.87 60

ADTN ADTRAN INC 22.700 1.82 0.96 0.23 11.58 0.42 1.51 1.54 60 ADDL ADUDDELL INDS INC 0.590 -0.11 20.90 -0.02 88.59 3.23 11.52 0.27 60 AEA ADVANCE AMER CASH ADVAN 14.650 1.17 -1.98 0.00 12.15 1.24 2.61 1.11 25 ADTI ADVANCE DISPLAY TECHN I COM NO PAR 0.120 7.12 19.53 0.01 148.42 5.41 19.29 5.05 60 AVNA ADVANCE NANOTECH INC CO 0.710 -0.81 0.37 -0.01 52.21 1.90 6.79 -0.20 60

AAP ADVANCE AUTO PARTS INC 35.560 0.73 1.36 0.07 8.53 0.31 1.11 0.82 60 AATI ADVANCED ANALOGIC TECHN 5.390 1.21 -4.86 -0.04 14.89 2.12 4.02 1.14 17 ACTC ADVANCED CELL TECHNOLOG 0.580 8.21 -0.55 0.01 69.22 7.79 15.77 5.78 23 AVIF Y ADVANCED INFO SVC PUB L SPONSORED ADR 2.000 1.84 -0.73 0.14 8.37 0.72 1.49 1.55 35 AMAG ADVANCED MAGNETICS INC 59.720 0.76 7.13 -0.01 25.70 0.94 3.34 0.84 60

MKTS ADVANCED MARKETING SVCS 0.500 0.84 -3.96 0.02 16.06 0.59 2.09 0.89 60 ADMG ADVANCED MATLS GROUP IN 0.500 -0.41 5.52 -0.01 30.84 1.13 4.01 0.07 60 AOXY ADVANCED OXYGEN TECHNOL 0.009 -0.81 13.64 -0.02 78.12 2.85 10.15 -0.20 60 API ADVANCED PHOTONIX INC CLASS A 2.300 0.33 3.52 -0.01 20.61 0.75 2.68 0.56 60 AVCP ADVANTAGE CAP DEV CORP 0.004 5.71 -0.32 0.08 62.37 2.28 8.11 4.12 60

Based on S&P 500 Index Using Straight Regression Page 6 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ATIS Z ADVANCED TISSUE SCIENCE CLASS A 0.072 -0.83 0.35 -0.01 42.93 1.57 5.58 -0.21 60 APPI ADVANCED PLT PHARMACEUT COM PAR $.0007 0.005 3.30 5.70 0.02 64.13 2.34 8.34 2.53 60 ASX ADVANCED SEMICONDUCTOR SPONSORED ADR 5.650 2.23 0.72 0.36 10.46 0.38 1.36 1.81 60 ADSN ADVANCED SYS INTL INC 0.001 2.36 6.35 0.00 61.08 2.23 7.94 1.90 60 AD ADVO INC 32.600 1.15 0.22 0.15 9.40 0.34 1.22 1.10 60

AVCA ADVOCAT INC 16.070 -1.45 13.70 0.00 47.05 1.72 6.12 -0.62 60 AENG ADVANCED ENGINE TECHNOL 0.450 -0.16 9.93 -0.02 69.05 2.52 8.98 0.23 60 AEHR AEHR TEST SYSTEMS 5.000 1.26 2.46 0.01 25.60 0.93 3.33 1.17 60 AVEE ADVANT-E CORP 2.000 4.04 2.86 0.12 19.38 1.98 4.17 3.02 25 APWL ADVANCED POWERLINE TECH COM 0.050 4.80 -3.70 0.01 46.78 4.20 9.10 3.52 30

ADXS ADVAXIS INC 0.180 2.62 -6.55 0.03 15.90 2.12 4.29 2.08 18 AONN Y AEON CO LTD ADR 21.900 0.87 -0.22 0.01 7.59 0.74 1.56 0.92 29 ATE ADVANTEST CORP SPON ADR NEW 57.400 1.78 1.16 0.23 11.33 0.41 1.47 1.52 60 ABCO ADVISORY BRD CO 53.540 0.55 1.14 0.06 7.10 0.26 0.92 0.70 60 ADZR ADZONE RESH INC 0.003 5.37 7.47 0.04 76.30 2.78 9.92 3.90 60

EYE ADVANCED MEDICAL OPTICS 35.200 0.35 2.32 0.00 9.02 0.34 1.23 0.57 55 AVK ADVENT CLAYMORE CV SECS 28.280 0.72 -0.51 0.21 3.19 0.20 0.53 0.81 45 AMTN ADVANCED MEDIA TRAINING 0.250 22.65 39.26 -0.04 231.37 34.47 68.55 15.35 15 AVNC ADVANCIS PHARMACEUTICAL 3.910 0.24 1.72 -0.03 26.97 2.02 4.71 0.50 39 ANX ADVENTRX PHARMACEUTICAL 2.950 1.07 4.14 0.00 28.44 1.04 3.70 1.05 60

LCM ADVENT CLAYMORE ENH GRW 19.350 1.13 -0.85 0.32 3.12 0.33 0.67 1.09 24 AOLS AEOLUS PHARMACEUTICALS 0.550 4.89 -1.02 0.19 35.27 1.29 4.59 3.58 60 ADLS ADVANCED LIFE SCIENCES 2.720 1.53 -4.76 0.06 7.45 1.06 2.01 1.35 17 ACY AEROCENTURY CORP 6.460 0.25 1.20 -0.01 12.97 0.47 1.69 0.50 60 ARXX AEROFLEX INC 11.720 1.99 -0.21 0.17 15.05 0.55 1.96 1.66 60

AROU AEROGROUP INC 0.010 2.60 37.77 -0.01 186.73 6.81 24.27 2.06 60 ARO AEROPOSTALE 30.870 1.67 1.27 0.13 14.31 0.55 1.94 1.44 56 AMD ADVANCED MICRO DEVICES COM 20.350 3.35 0.74 0.39 14.87 0.54 1.93 2.56 60 AEG AEGON NV ORD AMER REG 18.950 2.88 -0.81 0.58 8.70 0.32 1.13 2.24 60 AEH AEGON NV PFD PERP 6.375 25.970 0.33 -0.79 -0.03 3.49 0.46 0.91 0.56 19

Based on S&P 500 Index Using Straight Regression Page 7 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AED AEGON NV PERP 6.5% CAP 25.790 0.23 -0.06 -0.03 1.76 0.29 0.58 0.49 14 AEB AEGON NV PERP 5.29964FL 25.990 0.04 0.26 -0.07 0.79 0.13 0.26 0.36 14 ADVN A ADVANTA CORP CLASS A 39.810 0.82 2.50 0.06 10.10 0.37 1.31 0.88 60 ADVN B ADVANTA CORP CLASS B 43.630 0.73 2.85 0.04 10.41 0.38 1.35 0.82 60 AERT ADVANCED ENVIRON RECYCL CLASS A 2.020 0.32 1.94 -0.01 16.15 0.59 2.10 0.55 60

AEIS ADVANCED ENERGY INDS 18.870 3.76 -0.17 0.43 15.14 0.55 1.97 2.83 60 ADVS ADVENT SOFTWARE INC 35.290 2.37 -0.67 0.41 10.05 0.37 1.31 1.90 60 AEZS AETERNA ZENTARIS INC 4.050 2.13 -0.14 0.17 16.23 0.59 2.11 1.75 60 AEMD AETHLON MED INC 0.270 1.25 2.66 -0.01 44.20 1.61 5.75 1.17 60 ATRM AETRIUM INC 3.560 3.49 3.00 0.21 23.13 0.84 3.01 2.65 60

AET AETNA INC NEW COM 43.180 0.48 2.99 0.02 8.81 0.32 1.15 0.65 60 ACS AFFILIATED COMPUTER SER CLASS A 48.840 0.80 -0.27 0.19 5.78 0.21 0.75 0.87 60 AMG AFFILIATED MANAGERS GRO 105.130 1.90 0.94 0.59 5.60 0.20 0.73 1.60 60 AFFI AFFINITY TECHNOLOGY GRO 0.210 1.28 12.04 -0.01 66.40 2.42 8.63 1.19 60 AFFX AFFYMETRIX INC OC-CAP STK 23.060 0.98 -0.39 0.06 12.61 0.46 1.64 0.99 60

AFFM AFFIRMATIVE INS HLDGS I 16.270 -0.53 1.02 -0.02 9.36 0.84 1.82 -0.02 30 ARC AFFORDABLE RESIDENTIAL 11.650 0.05 -1.13 -0.03 7.65 0.65 1.36 0.37 35 ARC PA AFFORDABLE RESIDENTIAL PFD SER A 25.300 0.01 -0.08 -0.03 4.42 0.38 0.80 0.35 34 ATAC AFTERMARKET TECHNOLOGY 21.280 0.69 0.67 0.04 9.91 0.36 1.29 0.79 60 ASFG AFTERSOFT GROUP INC 0.750 1.94 8.80 -0.03 60.43 5.87 12.39 1.62 29

AGR AGERE SYS INC 19.170 2.43 -0.37 0.20 16.41 0.63 2.22 1.94 56 A AGILENT TECHNOLOGIES IN COM 34.850 2.09 0.27 0.32 10.62 0.39 1.38 1.72 60 AGIL AGILE SOFTWARE CORP DEL 6.150 1.94 -1.81 0.32 9.88 0.36 1.28 1.62 60 AEM AGNICO EAGLE MINES LTD 41.240 -0.33 3.43 -0.01 13.66 0.50 1.78 0.12 60 AGYS AGILYSYS INC 16.740 1.82 0.61 0.22 11.76 0.43 1.53 1.54 60

ADC AGREE REALTY CORP 34.370 0.51 1.01 0.08 5.70 0.21 0.74 0.68 60 AGRS AGRISTAR INC 0.010 -1.24 18.30 -0.01 87.46 3.19 11.37 -0.48 60 AIDA AIDA PHARMACEUTICALS IN 1.800 0.40 6.16 -0.07 49.07 7.30 14.12 0.60 16 AIFL Y AIFUL CORPORATION ADR 7.100 0.08 -2.78 -0.04 15.58 1.59 3.35 0.39 25 AGU AGRIUM INC 31.490 1.07 1.66 0.25 6.55 0.24 0.85 1.05 60

Based on S&P 500 Index Using Straight Regression Page 8 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AITX AIRTRAX INC COM NO PAR 0.470 -0.50 4.55 -0.02 38.92 1.42 5.06 0.01 60 AMWW AIMS WORLDWIDE INC 0.330 1.14 5.86 -0.04 52.55 5.12 11.28 1.10 26 AKH AIR FRANCE KLM SPONSORED ADR 41.860 2.35 1.32 0.44 5.20 0.47 0.99 1.90 32 AKH X AIR FRANCE KLM ADR WT 11-5-07 10.630 7.15 6.27 0.13 34.29 3.07 6.54 5.08 32 AIQU Y AIR LIQUIDE ADR 47.900 0.83 0.69 0.12 3.94 0.40 0.85 0.89 25

AIRM AIR METHODS CORP COM PAR $.06 27.920 0.68 3.09 0.02 13.08 0.48 1.70 0.79 60 APD AIR PRODS & CHEMS INC 70.280 0.78 0.47 0.32 3.93 0.14 0.51 0.85 60 AIRT AIR T INC 8.800 0.92 3.20 0.00 27.16 0.99 3.53 0.95 60 ABEW AIRBEE WIRELESS INC 0.170 1.00 12.21 -0.03 79.97 6.39 14.14 1.00 37 ARG AIRGAS INC 40.520 1.39 1.43 0.33 6.91 0.25 0.90 1.26 60

AGDC AIRGUIDE INC 1.500 6.95 35.91 -0.04 183.49 20.65 41.80 4.94 23 ANS AIRNET SYS INC 2.960 0.91 -1.02 0.03 14.71 0.54 1.91 0.94 60 AAI AIRTRAN HLDGS INC 11.740 0.93 1.81 0.02 16.44 0.60 2.14 0.95 60 AIRN AIRSPAN NETWORKS INC 3.700 3.75 1.42 0.31 19.54 0.71 2.54 2.83 60 ASCO AIRSCOOTER CORP 0.900 0.11 -0.37 -0.06 18.80 2.48 4.90 0.41 19

AIXG AIXTRON AKTIENGESELLSCH SPONSORED ADR 4.430 2.43 -0.97 0.14 10.15 1.15 2.34 1.95 22 AJAY AJAY SPORTS INC COM NEW 0.010 -0.19 6.46 -0.02 59.23 2.16 7.70 0.21 60 AJIN Y AJINOMOTO INC ADR 132.013 0.80 2.03 -0.01 12.24 1.05 2.18 0.87 35 AKBT Y AKBANK TURK ANONIM SIRK ADR 12.143 4.62 -1.13 0.31 11.55 1.53 3.01 3.40 19 AKAM AKAMAI TECHNOLOGIES INC 53.120 4.65 4.85 0.35 22.38 0.82 2.91 3.42 60

AKN AKORN INC 6.250 0.90 4.23 -0.01 29.43 1.07 3.83 0.93 60 AKES AKESIS PHARMACEUTICALS 0.930 2.73 1.34 -0.01 39.38 3.44 7.29 2.15 33 AKSY AKSYS LTD 0.130 1.28 -2.47 0.01 27.60 1.01 3.59 1.18 60 ELUX Y AKTIEBOLAGETT ELECTROLU SPONSORED ADR 39.750 1.08 0.67 0.12 9.67 0.35 1.26 1.05 60 AKZO Y AKZO NOBEL NV SPONSORED ADR 60.870 1.21 0.29 0.32 6.15 0.22 0.80 1.14 60

ALAB ALABAMA NATL BANCORP DE COM 68.730 0.30 1.17 0.04 4.59 0.17 0.60 0.54 60 ALF ALABAMA PWR CO NT SR AA 5.625 24.500 -0.10 0.20 -0.02 2.20 0.20 0.42 0.27 32 ALP PP ALABAMA PWR CO PFD A 5.30% 24.770 -0.20 0.08 -0.01 2.85 0.24 0.51 0.21 34 ALP PN ALABAMA PWR CO PFD CL A 5.20% 24.000 -0.02 0.22 -0.02 3.32 0.12 0.43 0.32 60 ALP PO ALABAMA PWR CO PFD CL A 5.83% 24.720 -0.08 0.14 -0.01 3.31 0.12 0.43 0.29 60

Based on S&P 500 Index Using Straight Regression Page 9 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ADTJ ALADDIN TRADING & CO COM NEW 0.210 2.32 13.70 -0.01 101.19 3.69 13.15 1.87 60 ALG ALAMO GROUP INC 23.460 0.72 0.82 0.09 7.37 0.27 0.96 0.81 60 ALMG ALAMOGORDO FINL CORP 29.300 0.46 0.29 0.05 6.13 0.22 0.80 0.64 60 ALAN ALANCO ENVIRONMENTAL RE CL A NO PV NEW 1.400 0.11 -0.37 -0.02 22.82 0.83 2.97 0.41 60 ALK ALASKA AIR GROUP INC 39.500 1.62 0.30 0.35 7.76 0.28 1.01 1.41 60

ALSK ALASKA COMMUNICATIONS S 15.190 1.32 1.60 0.09 13.68 0.50 1.78 1.22 60 AKPB ALASKA PACIFIC BANCSHAR 23.950 1.16 0.25 0.11 6.46 0.46 1.08 1.10 44 AIN ALBANY INTL CORP CLASS A 32.910 0.87 0.62 0.15 7.00 0.26 0.91 0.91 60 AMRI ALBANY MOLECULAR RESH I 10.560 0.17 -1.00 -0.01 11.07 0.40 1.44 0.45 60 ALB ALBEMARLE CORP 71.800 1.17 1.58 0.37 5.38 0.20 0.70 1.11 60

ACV ALBERTO CULVER CO NEW COM 21.450 0.16 0.04 -0.01 9.31 0.34 1.21 0.44 60 ABS P ALBERTSONS INC CORP UNITS 07 25.380 0.95 -0.68 0.16 4.10 0.37 0.78 0.97 32 AL ALCAN INC 48.740 1.48 0.32 0.31 7.69 0.28 1.00 1.32 60 AA ALCOA INC 30.010 1.86 -0.66 0.55 5.99 0.22 0.78 1.57 60 AA P ALCOA INC PFD $3.75 76.000 0.14 0.14 0.00 3.46 0.13 0.45 0.43 60

ALU ALCATEL ALSTHOM GENERAL SPONSORED ADR 14.220 3.83 0.08 0.40 16.47 0.60 2.14 2.88 60 ALDA ALDILA INC COM NEW 14.920 0.72 3.86 0.00 18.40 0.67 2.39 0.82 60 ALEX ALEXANDER & BALDWIN INC 44.340 0.84 0.68 0.23 5.32 0.19 0.69 0.90 60 AFN ALESCO FINL INC 10.700 0.59 -0.76 0.03 4.81 0.41 0.87 0.73 34 ALX ALEXANDERS INC 419.650 0.65 3.37 0.08 6.99 0.26 0.91 0.77 60

ARE ALEXANDRIA REAL ESTATE 100.400 0.41 1.45 0.07 4.80 0.18 0.62 0.61 60 ARE PB ALEXANDRIA REAL ESTATE PFD SER B% 25.090 0.05 -0.01 -0.01 1.98 0.07 0.26 0.37 60 ARE PC ALEXANDRIA REAL ESTATE PFD SER C % 26.160 -0.01 0.11 -0.03 1.90 0.17 0.37 0.33 31 ALXN ALEXION PHARMACEUTICALS 40.390 1.43 1.39 0.08 15.52 0.57 2.02 1.29 60 ALFA ALFA CORP 18.810 0.41 0.85 0.05 5.53 0.20 0.72 0.61 60

ACEL ALFACELL CORP 1.710 1.41 5.63 0.01 33.59 1.23 4.37 1.27 60 ALCO ALICO INC 50.630 0.36 0.93 0.01 7.47 0.27 0.97 0.58 60 ALGN ALIGN TECHNOLOGY INC 13.970 2.19 3.47 0.09 23.33 0.85 3.03 1.79 60 ALKS ALKERMES INC 13.370 2.17 -0.02 0.16 17.20 0.63 2.24 1.78 60 SEMI ALL AMERICAN SEMICONDUC COM NEW 3.270 2.40 -0.15 0.28 13.41 0.49 1.74 1.93 60

Based on S&P 500 Index Using Straight Regression Page 10 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ALNP Y ALL NIPPON AWYS LTD SPONSORED ADR 7.066 -0.41 0.45 -0.03 6.70 0.68 1.44 0.06 25 Y ALLEGHANY CORP DEL 363.600 0.25 1.21 0.03 4.02 0.15 0.52 0.50 60 AYE ALLEGHENY ENERGY INC 45.910 1.34 1.01 0.10 13.14 0.48 1.71 1.23 60 ABPA ALLEGIANCE BK NORTH AME 5.300 0.40 -0.74 0.02 3.17 0.34 0.69 0.60 24 ABDS ALLEGRO BIODIESEL CORP 3.500 1.80 -2.13 0.01 39.02 1.42 5.07 1.53 60

AGN ALLERGAN INC 119.740 0.63 0.69 0.13 5.47 0.20 0.71 0.75 60 ALRG ALLERGY RESH GROUP INC 0.820 0.39 4.12 -0.01 18.64 0.68 2.42 0.59 60 ALE ALLETE INC COM NEW 46.540 0.89 -0.45 0.08 9.69 0.35 1.26 0.93 60 ABOY Y ALLIANCE BOOTS PLC ADR 16.550 0.19 -0.37 -0.04 7.49 0.76 1.61 0.46 25 ABVA ALLIANCE BANKSHARES COR 15.650 0.44 2.10 0.03 7.01 0.26 0.91 0.63 60

AACB ALLIANCE ATLANTIS COMMU CL B NON-VTG 43.400 1.26 2.19 0.19 8.86 0.32 1.15 1.17 60 ABNS ALLIANCE BANCSHARES CAL 16.750 0.63 3.55 0.03 10.29 0.38 1.34 0.75 60 AKP ALLIANCE CALIF MUN INCO 15.550 -0.14 0.17 0.01 3.18 0.12 0.41 0.24 60 ADS ALLIANCE DATA SYSTEMS C 62.470 1.37 1.90 0.23 8.80 0.32 1.14 1.24 60 ADTR ALLIANCE DISTRS HLDG IN 0.121 0.45 0.78 -0.05 35.11 3.95 8.00 0.63 23

AIQ ALLIANCE IMAGING INC DE COM NEW 6.650 0.63 -0.06 0.00 15.51 0.57 2.02 0.75 60 ALHC ALLIANCE HEALTHCARD INC 1.100 3.18 1.72 -0.06 30.83 5.53 10.16 2.45 13 AETR ALLIANCE ENTERPRISE COR COM 0.110 5.62 -0.02 0.00 66.30 5.96 13.06 4.06 29 AFB ALLIANCE NATL MUN INCOM 15.296 -0.15 0.14 0.01 3.09 0.11 0.40 0.24 60 AFOP ALLIANCE FIBER OPTIC PR 2.040 3.15 1.31 0.26 18.50 0.67 2.41 2.43 60

AYN ALLIANCE NEW YORK MUN I 14.440 -0.16 0.06 0.02 3.20 0.12 0.42 0.23 60 AOI ALLIANCE ONE INTL INC 7.060 0.89 0.29 0.06 11.41 0.42 1.48 0.93 60 ALSC ALLIANCE SEMICONDUCTOR 4.380 2.43 -1.60 0.33 12.26 0.45 1.59 1.94 60 ARLP ALLIANCE RES PARTNER L UT LTD PART 34.520 0.84 1.48 0.15 6.81 0.25 0.89 0.89 60 LNT ALLIANT ENERGY CORP 37.770 0.80 0.24 0.19 5.73 0.21 0.75 0.87 60

ATK ALLIANT TECHSYSTEMS INC 78.190 0.20 0.82 0.00 6.45 0.24 0.84 0.47 60 AZ ALLIANZ SE SP ADR 1/10 SH 20.420 2.64 -0.54 0.55 8.50 0.31 1.10 2.09 60 AB ALLIANCEBERNSTEIN HOLDI UNIT LTD PARTN 80.400 1.21 0.59 0.38 5.48 0.20 0.71 1.14 60 ALD ALLIED CAP CORP NEW 32.680 0.73 0.28 0.15 5.92 0.22 0.77 0.82 60 ADG ALLIED DEFENSE GROUP IN 21.250 -0.08 1.18 -0.02 9.65 0.35 1.25 0.29 60

Based on S&P 500 Index Using Straight Regression Page 11 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AFBA ALLIED FIRST BANCORP IN 17.500 0.29 0.67 0.02 5.64 0.21 0.73 0.53 60 ALNC ALLIANCE FINANCIAL CORP 31.860 -0.12 0.66 -0.01 5.20 0.19 0.68 0.26 60 AHPI ALLIED HEALTHCARE PRODS 5.170 0.54 1.09 0.01 12.75 0.47 1.66 0.69 60 AHIZ Q ALLIED HLDGS INC 0.750 7.55 0.74 0.06 47.03 4.98 10.33 5.34 23 AIB ALLIED IRISH BKS P L C SPON ADR ORD 60.780 0.82 1.43 0.28 4.59 0.17 0.60 0.88 60

AHCI ALLIED HEALTHCARE INTL 2.924 0.06 1.20 -0.02 15.71 0.57 2.04 0.38 60 AMOT ALLIED MOTION TECHNOLOG 6.870 0.21 2.45 -0.02 16.74 0.61 2.18 0.48 60 AW ALLIED WASTE INDS INC COM PAR$.01NEW 12.290 1.99 -0.26 0.31 10.47 0.38 1.36 1.65 60 ALLI ALLION HEALTHCARE INC COM 7.160 4.00 -6.10 0.09 18.31 2.42 4.77 2.99 19 ALY ALLIS CHALMERS CORP COM PAR $.01NW 23.040 1.68 6.74 -0.01 29.20 2.16 4.99 1.45 40

AXCP ALLIXON INTL CORP 0.060 8.83 17.22 -0.03 179.84 17.49 37.31 6.19 28 ALTH ALLOS THERAPEUTICS INC 5.850 0.80 1.54 0.00 20.69 0.75 2.69 0.87 60 ALOY ALLOY INC NEW COM 11.510 2.66 -2.41 0.22 17.32 0.63 2.25 2.10 60 AYSI ALLOY STEEL INTL INC 0.120 -0.93 5.55 -0.03 34.00 2.97 6.29 -0.28 33 MDRX ALLSCRIPTS HEALTHCARE S 26.990 1.56 4.16 0.10 15.57 0.57 2.02 1.37 60

ALL ALLSTATE CORP COM 65.110 0.63 0.96 0.19 4.53 0.17 0.59 0.76 60 AT ALLTEL CORP 60.480 1.14 -0.31 0.40 4.91 0.18 0.64 1.09 60 AAU ALMADEN MINERALS LTD 2.250 3.54 -2.38 0.11 12.41 2.23 4.09 2.68 13 AFAM ALMOST FAMILY INC 43.817 0.74 2.51 0.01 15.04 0.55 1.96 0.83 60 ALNY ALNYLAM PHARMACEUTICALS 21.400 4.93 1.40 0.32 14.03 1.25 2.67 3.61 32

ALBK Y ALPHA BK A E SPONSORED ADR 7.650 2.02 0.94 0.29 5.97 0.61 1.29 1.67 25 APNO ALPHA INNOTECH CORP DEL 1.100 1.44 -1.14 0.05 20.26 0.74 2.63 1.29 60 ANR ALPHA NATURAL RESOURCES 14.230 3.24 -4.48 0.21 10.90 1.23 2.48 2.48 23 APT ALPHA PRO TECH LTD 2.800 1.17 2.68 0.04 16.86 0.62 2.19 1.11 60 ALO ALPHARMA INC CLASS A 24.100 0.99 0.96 0.02 18.87 0.69 2.45 1.00 60

APTD ALPHATRADE.COM COM NEW 0.170 2.13 -1.66 0.05 28.80 1.05 3.74 1.75 60 APNX ALPINE AIR EXPRESS INC COM NEW 0.250 -0.03 -3.14 -0.02 22.57 0.82 2.93 0.32 60 APNI ALPINE GROUP INC COM NEW 2.100 0.40 2.13 -0.01 20.78 0.76 2.70 0.60 60 ALTI ALTAIR NANOTECHNOLOGIES 2.630 3.61 3.02 0.16 28.51 1.04 3.71 2.73 60 AAA ALTANA AKTIENGESELLSCHA SPONSORED ADR 62.000 1.08 0.07 0.15 8.68 0.33 1.17 1.06 56

Based on S&P 500 Index Using Straight Regression Page 12 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ALTR ALTERA CORP COM 19.680 2.27 -0.26 0.38 10.18 0.37 1.32 1.84 60 ALT ALTEON INC 0.150 1.58 -2.57 0.03 25.04 0.91 3.25 1.38 60 ARGY ALTERNATE ENERGY CORP N COM NEW 0.071 1.36 8.12 -0.01 76.58 2.79 9.95 1.24 60 ATGN ALTIGEN COMMUNICATIONS 1.630 2.73 1.71 0.18 20.13 0.73 2.62 2.14 60 ATRS ALTIRIS INC 25.380 1.75 2.58 0.11 16.79 0.64 2.27 1.50 56

APSA ALTO PALERMO S A SPONSORED ADR 12.150 0.90 3.19 0.02 16.20 0.59 2.11 0.93 60 MO ALTRIA GROUP INC 85.820 0.84 1.09 0.10 8.40 0.31 1.09 0.90 60 AWC ALUMINA LTD SPONSORED ADR 19.900 1.45 -0.09 0.29 7.93 0.29 1.03 1.30 60 ACH ALUMINUM CORP CHINA LTD SPON ADR H SHS 23.500 2.03 3.19 0.19 14.29 0.52 1.86 1.68 60 ALYN Q ALYN CORP 0.001 1.33 19.60 -0.03 146.54 10.85 25.06 1.22 40

ACGI AMACORE GROUP INC CLASS A 0.037 5.64 30.32 0.00 149.43 5.45 19.42 4.07 60 AMRN AMARIN CORP PLC SPONSORED ADR 2.280 2.63 1.28 0.04 39.01 1.42 5.07 2.08 60 AMMG AMARIUM TECHNOLOGIES IN 0.120 2.12 -5.23 -0.02 49.10 3.92 8.68 1.74 37 AMZN AMAZON COM INC 39.460 1.44 2.48 0.13 12.59 0.46 1.64 1.29 60 ABK AMBAC FINL GROUP INC 89.070 0.98 0.48 0.34 4.78 0.17 0.62 0.98 60

AKF AMBAC FINL GROUP INC DEB 2103 24.320 0.09 -0.11 -0.02 3.30 0.21 0.54 0.40 46 AKT AMBAC FINL GROUP INC DEB 5.875% 03 24.180 0.08 -0.09 -0.02 3.30 0.21 0.54 0.39 46 ABCP AMBASE CORP 0.500 0.14 -0.69 -0.02 11.05 0.40 1.44 0.43 60 EPAX AMBASSADORS GROUP INC 30.350 0.31 3.48 -0.01 10.59 0.39 1.40 0.55 58 AMIE AMBASSADORS INTL INC 45.620 0.51 1.99 0.01 12.23 0.45 1.59 0.68 60

DIT AMCON DISTRG CO COM NEW 18.250 0.24 0.00 -0.01 12.92 0.47 1.68 0.50 60 AMCR AMCOR LTD ADR NEW 22.800 0.46 0.71 0.06 6.00 0.22 0.78 0.64 60 ACO AMCOL INTL CORP 27.740 1.15 2.48 0.10 11.69 0.43 1.52 1.10 60 AANI AMEDIA NETWORKS INC 0.730 2.00 2.03 0.04 29.37 1.07 3.82 1.67 60 AMED AMEDISYS INC 32.870 0.08 4.03 -0.02 13.76 0.50 1.79 0.39 60

AMEN AMEN PPTYS INC COM NEW 5.710 0.87 2.39 0.01 18.30 0.67 2.38 0.91 60 AGPD Y AMER SPORTS CORP SPONSORED ADR 10.998 0.02 0.60 -0.09 4.06 0.73 1.34 0.35 13 AALA AMERALIA INC COM NEW 0.550 0.95 8.49 -0.01 52.41 1.91 6.81 0.96 60 AMMX AMERAMEX INTL INC 0.055 0.06 15.64 -0.02 94.87 3.46 12.33 0.38 60 UHAL AMERCO 87.010 0.80 4.44 0.00 22.04 0.80 2.86 0.86 60

Based on S&P 500 Index Using Straight Regression Page 13 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AO PA AMERCO PFD SER A 25.270 -0.18 0.89 -0.01 12.37 0.45 1.61 0.22 60 AEE AMEREN CORP 53.730 0.37 0.30 0.14 3.12 0.11 0.41 0.58 60 ASBI AMERIANA BANCORP 13.070 0.11 0.04 -0.01 5.17 0.19 0.67 0.41 60 APRO AMERICA FIRST APT INV I 18.300 0.30 0.67 0.05 4.19 0.15 0.54 0.54 60 ATDT Y AMERICA TELECOM S A DE SPONSORED ADR 18.086 2.10 3.34 0.31 5.98 0.61 1.29 1.73 25

ASGR AMERICA SVC GROUP INC 15.970 0.35 3.29 -0.01 18.83 0.69 2.45 0.57 60 ATAX Z AMERICA FIRST TAX EX IV BEN UNIT CTF 7.990 0.24 0.08 0.08 2.72 0.10 0.35 0.50 60 AMX AMERICA MOVIL S A DE C SPON ADR L SHS 45.220 1.87 2.91 0.54 6.16 0.22 0.80 1.58 60 AMOV AMERICA MOVIL S A DE C SPON ADR A SHS 45.150 1.97 3.09 0.51 6.83 0.25 0.89 1.64 60 AATK AMERICAN ACCES TECHNOLO 0.910 2.59 0.77 0.19 18.56 0.68 2.41 2.05 60

AAMU AMERICAN AMMUNITION INC COM NEW 0.380 0.20 -2.81 -0.02 28.18 1.03 3.66 0.47 60 AMFI AMCORE FINL INC 32.670 0.54 0.49 0.20 3.71 0.14 0.48 0.70 60 AXL AMERICAN AXLE & MFG HLD 18.990 0.92 -0.10 0.09 9.50 0.35 1.24 0.95 60 ABNJ AMERICAN BANCORP N J IN 11.984 0.97 0.82 0.08 6.29 0.47 1.10 0.98 39 ABKD AMERICAN BK HLDGS INC 11.400 0.00 1.45 -0.03 5.47 0.48 1.01 0.34 33

AMBK AMERICAN BANK INC PA 7.838 0.51 -0.01 0.05 6.97 0.25 0.91 0.68 60 ABHH AMERICAN BK NT HOLOGRAP 2.740 1.35 1.72 0.07 15.87 0.58 2.06 1.23 60 ABL AMERICAN BILTRITE INC 9.180 0.20 -0.32 -0.01 10.12 0.37 1.32 0.47 60 ABMC AMER BIO MEDICA CORP 0.900 1.31 0.41 0.09 13.96 0.51 1.81 1.21 60 MABA A AMERICAN BIOGENETIC SCI CLASS A 0.000 30.80 268.79 -0.01 91.45 39.82 141.88 20.75 60

AMBZ AMERICAN BUSINESS BK LA 26.000 0.16 2.02 -0.01 5.33 0.19 0.69 0.44 60 ABFI Q AMERICAN BUS FINL SVCS 0.025 0.80 -4.51 -0.01 33.21 1.21 4.32 0.87 60 ACC AMERICAN CAMPUS CMNTYS 28.470 1.21 0.70 0.17 4.74 0.46 0.97 1.14 29 ACAS AMERICAN CAPITAL STRATE 46.260 0.85 0.71 0.18 6.23 0.23 0.81 0.90 60 XSI AMERICAN CARESOURCE HLD 1.850 0.48 -7.88 -0.09 11.27 2.02 3.72 0.65 13

AMCE AMERICAN CLAIMS EVALUAT 2.072 1.17 1.06 0.06 14.54 0.53 1.89 1.11 60 ACLI AMERICAN COML LINES INC COM NEW 65.510 0.56 6.72 -0.04 9.42 1.07 2.17 0.71 22 APO AMERICAN CMNTY PPTYS TR 19.390 0.22 2.17 -0.01 8.64 0.32 1.12 0.48 60 ACBA AMERICAN CMNTY BANCSHAR 11.040 0.29 1.17 0.03 4.82 0.18 0.63 0.53 60 ACMI AMERICAN CONS MGMT GROU COM PAR $0.01 0.350 1.37 4.55 -0.01 49.45 1.80 6.43 1.25 60

Based on S&P 500 Index Using Straight Regression Page 14 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ADY AMERICAN DAIRY INC 19.800 1.89 7.39 0.00 19.77 1.77 3.81 1.59 31 ADPI AMERICAN DENTAL PARTNER 18.890 0.21 2.90 -0.01 9.77 0.36 1.27 0.47 60 ECOL AMERICAN ECOLOGY CORP COM NEW 18.510 0.88 5.52 0.01 20.81 0.76 2.70 0.92 60 AEP AMERICAN ELEC PWR INC 42.580 0.97 -0.23 0.27 5.60 0.20 0.73 0.98 60 AEOS AMERICAN EAGLE OUTFITTE 31.210 1.69 2.24 0.21 11.32 0.41 1.47 1.46 60

ECGO Q AMERICAN ECO CORP 0.000 0.58 -2.56 0.01 12.04 0.44 1.57 0.72 60 AEGG AMERICAN ENERGY GROUP L COM NEW 1.400 3.54 12.59 -0.03 59.87 5.84 12.86 2.68 26 AMEP AMERICAN ENERGY PRODUCT 0.062 0.27 21.02 -0.02 118.29 4.32 15.38 0.52 60 AEYS AMERICAN ENERGY SVCS IN COM NEW 0.002 5.32 22.11 0.00 150.85 5.50 19.61 3.86 60 AEL AMERICAN EQTY INVT LIFE 13.030 0.48 0.67 -0.01 8.32 0.66 1.47 0.65 37

AXP AMERICAN EXPRESS CO 60.670 1.26 0.52 0.63 3.46 0.13 0.45 1.18 60 AFG AMERICAN FINL GROUP INC 35.910 0.77 1.14 0.24 4.73 0.17 0.62 0.85 60 AFE AMERICAN FINL GROUP INC SR DB 7.125 34 25.870 0.34 -0.16 0.08 1.97 0.17 0.35 0.56 35 AFR AMERICAN FINL RLTY TR 11.440 1.32 -1.65 0.18 5.61 0.41 0.94 1.21 43 AM AMERICAN GREETINGS CORP CLASS A 23.870 1.00 0.87 0.15 8.08 0.29 1.05 1.00 60

AHFP AMERICAN HOME FOOD PROD 0.180 -1.50 4.22 0.01 33.97 1.24 4.42 -0.65 60 AHM AMERICAN HOME MTG INVT COM 35.120 1.44 1.81 0.19 10.29 0.38 1.34 1.29 60 AHM PA AMERICAN HOME MTG INVT PFD A 9.75% 26.950 0.15 0.02 -0.01 2.03 0.18 0.40 0.43 30 AHM PB AMERICAN HOME MTG INVT PFD B 9.25% 26.300 0.02 0.10 -0.04 1.41 0.14 0.30 0.35 25 AHOM AMERICAN HOMEPATIENT IN 1.400 3.97 9.98 0.02 72.99 2.66 9.49 2.97 60

AMIC AMERICAN INDEPENDENCE C COM NEW 10.800 0.42 1.19 0.03 7.10 0.26 0.92 0.61 60 AIME AMERICAN INTERACTV MEDI 0.002 -1.62 6.16 0.00 45.70 1.67 5.94 -0.74 60 AMIN AMERICAN INTL INDUSTRIE COM NEW 5.240 -0.01 3.61 -0.02 24.32 0.89 3.16 0.33 60 AIG AMERICAN INTL GROUP INC 71.660 1.17 -0.44 0.38 5.23 0.19 0.68 1.11 60 AIP AMERICAN ISRAELI PAPER ORD IS 10 45.700 1.00 0.04 0.22 6.47 0.24 0.84 1.00 60

AITP AMERICAN ITALIAN PASTA CLASS A 8.900 0.40 -1.45 -0.01 15.09 0.55 1.96 0.60 60 ANL AMERICAN LD LEASE INC 26.510 0.26 1.14 0.04 3.64 0.13 0.47 0.51 60 ANL PA AMERICAN LD LEASE INC PFD A 7.75% 25.350 0.13 -0.09 0.00 1.22 0.14 0.28 0.42 22 ALGI AMERICAN LOCKER GROUP 4.350 0.71 -1.76 0.03 11.82 0.43 1.54 0.81 60 AMMD AMERICAN MED SYS HLDGS 18.520 0.75 1.25 0.05 10.58 0.39 1.38 0.83 60

Based on S&P 500 Index Using Straight Regression Page 15 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ADLI AMERICAN MED TECHNOLOGI 0.160 1.79 -0.90 0.04 26.58 0.97 3.46 1.52 60 AMCO AMERICAN MIDLAND CORP COM NEW 0.005 0.57 8.81 -0.02 63.59 2.32 8.27 0.71 60 AMBD AMERICAN MOBILE DENTAL 0.000 7.81 -9.53 0.03 59.03 5.75 12.52 5.52 27 AMC AMERICAN MTG ACCEP CO SH BEN INT 16.880 0.34 0.33 0.02 6.51 0.24 0.85 0.56 60 AMNB AMERICAN NATL BANKSHARE 23.320 -0.34 0.64 0.05 4.39 0.16 0.57 0.11 60

AMAC AMERICAN MED ALERT CORP 6.690 1.33 1.59 0.13 11.55 0.42 1.50 1.22 60 ANAT AMERICAN NATL INS CO 114.110 0.76 0.35 0.22 4.93 0.18 0.64 0.84 60 AOB AMERICAN ORIENTAL BIOEN 11.670 1.11 10.96 -0.01 50.80 1.85 6.60 1.08 60 APFC AMERICAN PAC CORP 7.990 0.40 0.69 -0.01 14.89 0.54 1.94 0.60 60 APLS AMERICAN PALLET LEASING 0.009 -0.94 -14.82 -0.03 28.52 2.78 5.96 -0.29 28

AMPH AMERICAN PHYSICIANS SVC 16.000 0.74 2.64 0.05 10.03 0.37 1.30 0.83 60 ACAP AMERICAN PHYSICIANS CAP 40.040 0.78 1.87 0.07 9.20 0.34 1.20 0.86 60 APCC AMERICAN PWR CONVERSION COMMON 30.590 2.40 1.03 0.44 9.50 0.35 1.23 1.93 60 ANRC AMERICAN RACING CAPITAL COM NEW 1.940 1.02 17.41 -0.02 102.82 3.75 13.37 1.01 60 ACP AMERICAN REAL ESTATE PA DEPOSITRY UNIT 85.730 0.52 4.08 0.02 10.24 0.37 1.33 0.68 60

ARL AMERICAN RLTY INVS INC 7.870 -0.11 0.51 -0.02 13.84 0.50 1.80 0.26 60 ARP AMERICAN REPROGRAPHICS 33.310 2.02 2.45 0.12 8.89 1.00 2.02 1.68 23 XXMU T AMERICAN RESTAURANT PTN CL A INCM PREF 3.800 4.68 2.10 0.03 26.30 3.91 7.57 3.44 16 AMRB AMERICAN RIVER BANKSHAR 23.990 0.33 1.74 0.02 5.91 0.22 0.77 0.55 60 ASEI AMERICAN SCIENCE & ENGR 59.510 1.23 2.79 0.04 17.65 0.64 2.29 1.15 60

AMS AMERICAN SHARED HOSPITA 6.650 0.97 1.26 0.15 7.98 0.29 1.04 0.98 60 AMSW A AMERICAN SOFTWARE INC CLASS A 6.930 1.42 1.91 0.17 10.88 0.40 1.41 1.28 60 AQQ AMERICAN SPECTRUM REALT COM NEW 23.660 0.09 0.60 -0.02 14.71 0.54 1.91 0.40 60 ASD AMERICAN STD COS INC DE 45.850 0.83 1.02 0.22 5.41 0.20 0.70 0.89 60 AWR AMERICAN STS WTR CO 38.620 0.23 0.91 0.00 5.69 0.21 0.74 0.49 60

AMT AMERICAN TOWER CORP CLASS A 37.280 3.27 3.29 0.18 24.28 0.89 3.16 2.50 60 AMSC AMERICAN SUPERCONDUCTOR 9.810 2.79 0.38 0.22 18.26 0.67 2.37 2.19 60 AMK AMERICAN TECHNICNAL CER 16.280 2.72 1.13 0.28 15.29 0.56 1.99 2.14 60 ATGR E AMERICAN TECHNOLOGIES G COM NEW 0.350 1.07 21.79 -0.02 90.33 3.30 11.74 1.05 60 ATCO AMERICAN TECHNOLOGY COR COM NEW 3.920 1.70 2.20 0.05 23.22 0.85 3.02 1.46 60

Based on S&P 500 Index Using Straight Regression Page 16 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AMUC AMERICAN UTILICRAFT COR 0.007 0.16 3.10 -0.02 43.67 1.59 5.68 0.44 60 AVD AMERICAN VANGUARD CORP 15.900 1.05 3.55 0.08 11.43 0.42 1.49 1.04 60 AVCS AMERICAN VANTAGE COS 1.150 1.52 0.05 0.08 16.85 0.61 2.19 1.34 60 AMWD AMERICAN WOODMARK CORP 41.850 1.11 0.81 0.13 9.59 0.35 1.25 1.07 60 AWBC AMERICANWEST BANCORPORA 24.220 0.18 1.73 -0.01 6.04 0.22 0.79 0.46 60

ACF AMERICREDIT CORP 25.170 4.05 0.69 0.33 20.15 0.74 2.62 3.02 60 CRMT AMERICAS CAR MART INC 11.860 0.29 2.81 -0.01 14.44 0.53 1.88 0.53 60 ARGN AMERIGON INC CL A NEW 9.660 1.15 5.44 0.02 22.62 0.83 2.94 1.10 60 ASCA AMERISTAR CASINOS INC 30.740 0.91 2.17 0.04 14.01 0.51 1.82 0.94 60 AMN AMERON INTL INC 76.370 1.06 1.36 0.14 9.09 0.33 1.18 1.04 60

AMSF AMERISAFE INC CLASS A 15.460 1.61 1.99 -0.03 11.92 1.96 3.93 1.41 14 ABC AMERISOURCEBERGEN CORP COM 44.960 0.22 0.69 0.00 6.37 0.23 0.83 0.48 60 AMTC AMERITRANS CAP CORP 5.200 0.26 -0.19 -0.01 9.32 0.34 1.21 0.51 60 AMTC P AMERITRANS CAP CORP PFD PRT 9.375% 11.950 -0.41 0.51 0.06 4.96 0.19 0.67 0.07 56 AGP AMERIGROUP CORP 35.890 0.00 2.67 -0.02 11.14 0.41 1.45 0.34 60

AMTY AMERITYRE CORP 3.950 1.79 1.92 0.10 17.82 0.65 2.32 1.52 60 ASRV AMERISERV FINL INC 4.930 0.94 0.17 0.09 10.02 0.37 1.30 0.96 60 ASRV P AMERISERV FINL CAP TR I PFD A GTD 8.45 25.100 0.19 0.25 0.00 4.86 0.18 0.63 0.46 60 AMLS AMERSIN LIFE SCIENCES C 0.008 1.89 2.33 0.00 53.53 1.95 6.96 1.59 60 AMP AMERIPRISE FINL INC 54.500 1.70 1.18 0.23 4.92 0.73 1.41 1.46 16

ABCB AMERIS BANCORP 28.180 0.50 1.50 0.09 5.24 0.19 0.68 0.67 60 AMES Q AMES DEPT STORES INC COM NEW 0.002 2.31 11.91 0.00 70.94 2.59 9.22 1.87 60 APU AMERIGAS PARTNERS L P UNIT L P INT 32.530 0.02 0.72 -0.02 4.59 0.17 0.60 0.35 60 ATLO AMES NATL CORP CDT-COM 21.000 0.26 0.79 0.02 5.06 0.18 0.66 0.51 60 AME AMETEK INC NEW 31.840 1.02 1.64 0.28 5.79 0.21 0.75 1.02 60

AMBW Q AMF BOWLING INC 0.001 15.88 46.89 0.01 376.44 13.73 48.93 10.86 60 AMGN AMGEN INC 68.310 0.73 0.23 0.13 6.43 0.23 0.84 0.82 60 AMTA AMISTAR CORP 1.260 0.84 1.35 0.01 18.19 0.66 2.36 0.89 60 AMIS AMIS HLDGS INC 10.570 1.92 -2.53 0.15 9.37 0.69 1.60 1.61 40 AMKR AMKOR TECHNOLOGY INC 9.340 5.02 1.40 0.34 24.71 0.90 3.21 3.66 60

Based on S&P 500 Index Using Straight Regression Page 17 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AMXI AMNEX INC COM NEW 0.002 -0.69 20.33 -0.02 74.53 4.72 12.62 -0.12 43 AMPL AMPAL AMERN ISRAEL CORP CLASS A 4.790 0.57 -0.27 0.06 7.04 0.26 0.92 0.71 60 AP AMPCO-PITTSBURGH CORP 33.480 1.01 1.96 0.10 9.92 0.36 1.29 1.01 60 AMPX AMPEX CORP DEL CL A NEW 20.840 3.54 9.56 0.05 49.70 1.81 6.46 2.69 60 APH AMPHENOL CORP NEW CLASS A 62.080 1.62 1.25 0.49 5.88 0.21 0.76 1.41 60

AMY AMREIT CLASS A 8.330 0.21 0.39 0.01 4.03 0.16 0.56 0.48 54 AXR AMREP CORP NEW 122.500 0.53 5.63 0.00 13.47 0.49 1.75 0.69 60 AFLH AMSTAR FINANCIAL HLDGS 1.500 0.04 9.23 -0.02 85.69 3.13 11.14 0.36 60 AMAF AMSTAR FINL SVCS INC 0.002 0.78 6.21 -0.01 59.18 2.16 7.69 0.85 60 AMSG AMSURG INC 23.000 0.29 0.61 0.00 8.14 0.30 1.06 0.53 60

ASYS AMTECH SYS INC COM PAR $0.01N 7.650 2.26 0.41 0.21 15.02 0.55 1.95 1.84 60 AMWT AMWEST INS GROUP INC 0.007 4.52 34.97 -0.02 176.70 11.00 28.51 3.33 47 AMLN AMYLIN PHARMACEUTICALS 36.070 -0.49 3.35 0.00 14.36 0.52 1.87 0.01 60 AVZ AMVESCAP PLC SPONSORED ADR 24.650 2.69 -0.69 0.65 6.99 0.25 0.91 2.12 60 APC ANADARKO PETE CORP COM 43.520 0.62 0.65 0.11 5.96 0.22 0.78 0.75 60

ANAD ANADIGICS INC 8.860 4.23 0.39 0.39 18.70 0.68 2.43 3.14 60 ANDS ANADYS PHARMACEUTICALS 4.920 2.75 0.10 0.04 21.25 1.82 3.83 2.16 34 NLX ANALEX CORP 2.110 -0.34 1.19 -0.01 12.82 0.47 1.67 0.11 60 ADI ANALOG DEVICES INC 32.870 2.40 -0.86 0.54 7.78 0.28 1.01 1.93 60 ALOG ANALOGIC CORP COM PAR $0.05 56.140 0.19 0.95 -0.01 9.14 0.33 1.19 0.46 60

ANLY ANALYSTS INTL CORP 1.870 0.99 -0.69 0.04 14.21 0.52 1.85 0.99 60 ANLT ANALYTICAL SURVEYS INC COM PAR $.0001 0.570 1.78 2.13 0.00 43.27 1.58 5.62 1.52 60 ANEN ANAREN INC 17.760 2.25 0.13 0.29 12.18 0.44 1.58 1.83 60 ABCW ANCHOR BANCORP WIS INC 28.820 0.29 0.79 0.04 4.42 0.16 0.57 0.53 60 ALIA F ANATOLIA MINERALS DEV L 3.600 0.94 6.51 0.00 27.74 1.01 3.61 0.96 60

ANDE ANDERSONS INC 42.390 0.32 4.16 -0.01 11.87 0.43 1.54 0.55 60 ANDW ANDREW CORP 10.230 2.85 -1.14 0.39 12.62 0.46 1.64 2.22 60 ANSV ANESIVA INC COM 6.950 1.26 -5.72 0.00 15.96 1.36 2.85 1.17 35 ANGN ANGEION CORP 12.230 8.55 8.05 0.08 72.79 3.63 10.99 6.00 51 AGL ANGELICA CORP 25.800 0.28 1.76 -0.01 9.44 0.34 1.23 0.53 60

Based on S&P 500 Index Using Straight Regression Page 18 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ANGO ANGIODYNAMICS INC 21.490 4.26 -0.71 0.19 16.71 1.49 3.18 3.16 32 AAUK ANGLO AMERN PLC ADR 24.410 1.00 1.86 0.20 6.91 0.25 0.90 1.00 60 ANPI ANGIOTECH PHARMACEUTICA 8.190 0.95 -0.64 0.07 11.05 0.40 1.44 0.96 60 AGIB Y ANGLO IRISH BK CORP PLC SPONSORED ADR 21.100 0.30 0.99 -0.04 8.47 0.86 1.82 0.54 25 AGPP Y ANGLO PLATINUM LTD ADR 121.750 1.45 5.10 0.00 18.28 1.56 3.26 1.30 35

AU ANGLOGOLD ASHANTI LTD SPONSORED ADR 47.090 0.13 2.22 -0.02 11.75 0.43 1.53 0.42 60 AGSC ANGUS ENERGY CORP 0.780 3.57 17.54 0.00 97.86 3.57 12.72 2.71 60 BUD ANHEUSER BUSCH COS INC 49.200 0.24 0.10 0.05 3.35 0.12 0.44 0.50 60 ANIK ANIKA THERAPEUTICS INC 13.270 1.68 5.19 0.09 17.61 0.64 2.29 1.45 60 AXE ANIXTER INTL INC 54.300 1.22 0.80 0.35 5.85 0.21 0.76 1.15 60

NLY ANNALY CAP MGMT INC 13.910 0.43 -0.22 0.05 5.96 0.22 0.78 0.62 60 NLY PA ANNALY CAP MGMT INC PFD A 7.875% 25.160 0.30 -0.01 0.04 2.24 0.20 0.41 0.54 33 ANNB ANNAPOLIS BANCORP INC 9.250 0.35 1.79 0.02 6.23 0.23 0.81 0.57 60 ANN ANNTAYLOR STORES CORP 32.840 1.00 1.21 0.15 8.04 0.29 1.04 1.00 60 ANO ANOORAQ RES CORP 1.200 4.12 -3.43 0.18 16.96 1.45 3.06 3.07 34

ANST ANSOFT CORP 27.800 1.50 2.54 0.15 11.97 0.44 1.56 1.33 60 ANSS ANSYS INC 43.490 1.36 1.94 0.30 7.37 0.27 0.96 1.24 60 ANSW ANSWERS CORP 13.390 1.08 4.35 -0.03 23.04 2.24 4.89 1.05 27 AIS ANTARES PHARMA INC 1.200 1.26 0.91 0.01 26.00 0.95 3.38 1.17 60 ANSR ANSWERTHINK INC CDT COM 3.080 3.20 -0.49 0.29 17.46 0.64 2.27 2.46 60

AHR ANTHRACITE CAP INC 12.730 0.57 0.23 0.08 6.44 0.23 0.84 0.71 60 AHR PC ANTHRACITE CAP INC PFD SER C % 26.730 0.29 -0.15 0.05 2.18 0.16 0.36 0.53 43 ATCI ANTICUS INTL CORP COM NEW 0.110 9.71 13.07 -0.01 122.96 11.95 25.20 6.77 29 AGEN ANTIGENICS INC DEL 1.830 1.65 -2.93 0.12 15.01 0.55 1.95 1.43 60 ANTS ANTS SOFTWARE INC 2.420 1.71 2.88 0.04 26.12 0.95 3.40 1.47 60

ANH ANWORTH MORTGAGE ASSET 9.510 0.50 0.11 0.05 6.88 0.25 0.89 0.67 60 ANH PA ANWORTH MORTGAGE ASSET PFD A 8.625% 25.310 0.23 -0.12 0.09 1.27 0.12 0.27 0.49 26 ANWM ANYWHERE MD INC 0.016 6.45 -1.78 0.00 55.87 6.29 12.73 4.61 23 AOMO Y AO MOSENERGO SPONSORED ADR 19.100 -1.04 3.76 -0.03 19.37 1.98 4.17 -0.35 25 GUMR Y AO TORGOVY DOM GUM ADR SPONSORED 5.020 2.30 -4.39 0.03 15.76 1.79 3.63 1.86 22

Based on S&P 500 Index Using Straight Regression Page 19 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AOC AON CORP 35.340 0.68 0.11 0.06 8.55 0.31 1.11 0.79 60 HJO AON CAP TR A 05-2 UT A6.875 24.950 0.65 -0.23 0.16 2.52 0.28 0.57 0.77 23 APA APACHE CORP 66.510 0.04 1.95 -0.02 7.06 0.26 0.92 0.36 60 APAG F APCO ARGENTINA INC CAYM ORD 87.750 0.33 2.61 0.00 9.04 0.33 1.18 0.56 60 AIV APARTMENT INVT & MGMT C CLASS A 56.020 0.45 0.35 0.05 6.11 0.22 0.79 0.64 60

AIV PG APARTMENT INVT & MGMT C PF CL G 9.375% 26.300 0.09 0.04 0.03 1.59 0.06 0.21 0.40 60 AIV PY APARTMENT INVT & MGMT C PFD Y 7.875% 25.500 0.07 0.11 -0.03 1.27 0.13 0.27 0.38 24 AIV PV APARTMENT INVT & MGMT C PFD CL V 8% 25.712 0.06 0.04 -0.02 0.88 0.09 0.19 0.38 27 AIV PU APARTMENT INVT & MGMT C PFD CL U 7.75% 25.450 0.20 -0.06 0.03 1.70 0.15 0.31 0.47 34 AIV PT APARTMENT INVT & MGMT C PFD SER T % 8.0 25.550 0.13 -0.02 0.01 1.43 0.11 0.24 0.43 41

APOG APOGEE ENTERPRISES INC 19.310 0.88 0.41 0.10 8.93 0.33 1.16 0.92 60 APOL APOLLO GROUP INC CLASS A 38.970 -0.15 0.83 -0.01 8.09 0.30 1.05 0.24 60 ATA APOGEE TECHNOLOGY INC 1.330 0.79 -0.68 0.00 22.67 0.83 2.95 0.86 60 AGT APOLLO GOLD CORP 0.460 3.27 -3.69 0.05 24.30 1.80 4.13 2.50 41 AINV APOLLO INVT CORP COM SH BEN INT 22.400 0.18 1.46 -0.03 4.72 0.41 0.87 0.46 33

AOOR APOLLO RES INTL INC 0.140 1.67 1.37 0.00 42.51 1.55 5.53 1.45 60 APAB APPALACHIAN BANCSHARES 19.250 -0.45 2.55 -0.05 7.94 1.05 2.07 0.04 19 AAPL APPLE COMPUTER INC 84.840 1.43 3.50 0.18 10.38 0.38 1.35 1.29 60 APPB APPLEBEES INTL INC 24.670 0.67 0.81 0.08 7.28 0.27 0.95 0.78 60 AINN APPLIED INNOVATION INC 3.210 1.00 -0.44 0.04 15.16 0.55 1.97 1.00 60

AHG APRIA HEALTHCARE GROUP 26.650 0.59 0.13 0.07 7.00 0.26 0.91 0.73 60 ABI APPLERA CORP COM AP BIO GRP 36.690 1.22 -0.08 0.19 8.77 0.32 1.14 1.14 60 CRA APPLERA CORP COM CELERA GRP 13.990 2.04 -1.32 0.42 8.43 0.31 1.10 1.69 60 ARCI APPLIANCE RECYCLING CTR COM NEW 2.150 1.24 0.11 0.04 18.44 0.67 2.40 1.16 60 APN APPLICA INC 7.990 1.57 1.41 0.06 20.39 0.74 2.65 1.38 60

ADSX APPLIED DIGITAL SOLUTIO COM NEW 1.810 0.30 2.61 -0.02 37.00 1.35 4.81 0.54 60 AIT APPLIED INDL TECHNOLOGI COM NEW 26.310 0.65 2.00 0.06 7.99 0.29 1.04 0.77 60 AMAT APPLIED MATLS INC COM 18.450 2.33 -0.51 0.55 7.47 0.27 0.97 1.88 60 AMCC APPLIED MICRO CIRCUITS CDT-COM 3.560 3.23 -2.05 0.54 10.67 0.39 1.39 2.48 60 APSG APPLIED SIGNAL TECHNOLO 14.060 0.62 1.14 0.03 10.52 0.38 1.37 0.75 60

Based on S&P 500 Index Using Straight Regression Page 20 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

APNS APPLIED NEUROSOLUTIONS 0.320 1.62 2.35 0.03 25.95 0.95 3.37 1.41 60 APLX APPLIX INC 11.340 1.75 4.27 0.10 17.23 0.63 2.24 1.50 60 ATR APTARGROUP INC 59.040 0.91 0.69 0.26 5.35 0.20 0.70 0.94 60 APTM APTIMUS INC 6.600 1.53 8.63 0.00 44.48 1.62 5.78 1.35 60 WTR AQUA AMERICA INC 22.780 0.17 0.97 -0.01 5.90 0.22 0.77 0.45 60

AQCI AQUATIC CELLULOSE INTL 0.027 -0.07 18.66 -0.02 82.86 3.02 10.77 0.29 60 AQVB AQUA VIE BEVERAGE CORP COM PAR $0.001 0.000 -0.25 -4.33 -0.02 41.11 1.50 5.34 0.17 60 AQIS AQUIS COMMUNICATIONS IN 0.004 10.42 19.72 0.04 156.24 5.70 20.31 7.24 60 AQNT AQUANTIVE INC COM 24.660 1.70 4.95 0.13 14.68 0.54 1.91 1.47 60 AQPT Y AQUARIUS PLATINUM LTD SPON ADR NEW 44.300 2.22 5.57 0.01 12.61 2.07 4.16 1.81 14

ILA AQUILA INC 4.700 1.12 -1.82 0.05 15.68 0.57 2.04 1.08 60 ILD AQUILA INC QUARTERLY 7.875 25.120 0.16 0.22 -0.01 7.23 0.27 0.96 0.44 58 ILA PP AQUILA INC PIES 6.75% 38.630 0.03 1.51 -0.04 11.56 1.12 2.37 0.36 29 AQAS AQUA SOC INC 0.470 -1.53 5.58 -0.03 42.80 3.83 8.25 -0.67 31 AQGC AQUARIAN GOLD COPR 0.660 14.33 5.81 0.17 51.05 6.80 13.78 9.83 18

ARSD ARABIAN AMERN DEV CO 3.150 3.18 21.02 0.00 79.45 2.90 10.33 2.45 60 ARA ARACRUZ CELULOSE S A SPON ADR PFD B 61.210 0.99 2.02 0.14 8.32 0.30 1.08 0.99 60 ARDM ARADIGM CORP COM NEW 0.900 2.50 -4.21 0.12 22.66 0.83 2.95 2.00 60 ADYE ARADYME CORP 0.109 7.37 0.84 0.03 76.20 4.74 12.30 5.22 47 RMK ARAMARK CORP CLASS B 33.450 0.54 0.30 0.09 5.53 0.20 0.72 0.70 60

ARBX ARBINET THEXCHANGE INC 5.490 2.59 -6.25 0.06 16.04 1.64 3.45 2.06 25 ARB ARBITRON INC 43.440 0.19 0.51 -0.01 6.16 0.22 0.80 0.46 60 ABOS ARBIOS SYS INC 0.460 -0.68 -2.51 -0.02 19.78 1.58 3.50 -0.12 37 ABR ARBOR RLTY TR INC 30.090 1.59 0.31 0.36 4.22 0.37 0.78 1.39 33 KAD ARCADIA RES INC 2.060 2.00 1.65 0.02 30.83 1.32 4.39 1.66 53

ARCA F ARCADIS N V ARNHEM NY REGISTRY SH 61.160 1.01 3.30 0.16 7.95 0.29 1.03 1.00 60 ARJ ARCH CHEMICALS INC 33.310 0.74 0.62 0.09 7.71 0.28 1.00 0.83 60 ACI ARCH COAL INC 30.030 1.17 1.82 0.11 11.00 0.40 1.43 1.11 60 ADM ARCHER DANIELS MIDLAND 31.960 0.81 1.33 0.11 7.63 0.28 0.99 0.88 60 ARHN ARCHON CORP 37.300 0.52 7.28 -0.01 26.67 0.97 3.47 0.68 60

Based on S&P 500 Index Using Straight Regression Page 21 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ASN ARCHSTONE SMITH TR 58.210 0.53 1.21 0.17 4.03 0.15 0.52 0.69 60 ACAT ARCTIC CAT INC 17.590 1.27 -0.15 0.29 6.87 0.25 0.89 1.18 60 ARDN A ARDEN GROUP INC CLASS A 123.810 0.94 1.20 0.13 8.20 0.30 1.07 0.96 60 AACQ ARDENT ACQUISITION CORP 5.460 -0.08 0.36 -0.04 1.57 0.18 0.36 0.28 22 AACQ U ARDENT ACQUISITION CORP UNIT EX 022509 6.370 0.53 -0.40 0.05 3.18 0.36 0.72 0.69 23

ARDT Q ARDENT COMMUNICATIONS I 0.002 1.41 19.71 -0.02 108.54 3.96 14.11 1.27 60 ARNA ARENA PHARMACEUTICALS I 12.910 1.49 0.31 0.15 12.13 0.44 1.58 1.32 60 ARD ARENA RESOURCES INC 42.710 0.27 5.25 -0.01 12.73 0.46 1.65 0.52 60 AGAX ARGAN INC 6.490 -0.55 2.27 -0.01 23.21 0.85 3.02 -0.03 60 ARCC ARES CAP CORP 19.110 1.30 -0.19 0.20 4.91 0.48 1.04 1.20 27

AGTA ARGENTA SYS INC NEV 0.700 -1.37 16.26 -0.07 57.50 8.57 17.04 -0.57 15 AGXM ARGENTEX MNG CORP 1.600 -0.77 4.26 -0.03 27.56 2.36 4.97 -0.17 34 STST ARGON ST INC 21.540 0.20 2.64 -0.01 13.62 0.50 1.77 0.47 60 AGII ARGONAUT GROUP INC 34.860 0.85 1.11 0.08 9.39 0.34 1.22 0.90 60 AGNT ARGONAUT TECHNOLOGIES I 0.043 1.65 -4.13 0.06 20.99 0.77 2.73 1.43 60

ARIA ARIAD PHARMACEUTICALS I 5.140 1.80 1.28 0.07 20.93 0.76 2.72 1.53 60 ARBA ARIBA INC COM NEW 7.740 3.43 -1.80 0.28 19.06 0.70 2.48 2.61 60 ARTL ARISTOTLE CORP COM NEW 8.800 0.77 1.04 0.03 12.29 0.45 1.60 0.85 60 ARTL P ARISTOTLE CORP PFD SER I 8.400 -0.39 0.95 0.03 6.11 0.23 0.83 0.08 55 AZL ARIZONA LD INCOME CORP CLASS A 14.300 0.59 2.85 0.00 18.55 0.68 2.41 0.73 60

ARKR ARK RESTAURANTS CORP 32.890 0.53 2.62 0.02 10.19 0.37 1.32 0.69 60 AKDS ARKADOS GROUP INC 0.290 1.00 4.56 -0.01 55.68 2.03 7.24 1.00 60 ABFS ARKANSAS BEST CORP DEL 36.000 0.26 0.72 -0.01 9.92 0.36 1.29 0.51 60 ARKN ARKONA INC COM NEW 0.560 0.77 4.31 -0.01 35.66 1.30 4.64 0.85 60 HOST ARLINGTON HOSPITALITY I COM NEW 0.003 -0.42 -2.89 -0.01 28.79 1.05 3.74 0.06 60

ARMH Y ARM HLDGS PLC SPONSORED ADR 7.300 1.70 -0.82 0.16 13.07 0.48 1.70 1.46 60 AMNF ARMANINO FOODS DISTINCT COM NO PAR NEW 0.900 15.27 53.37 0.00 456.69 16.66 59.36 10.45 60 AH ARMOR HOLDINGS INC COM NEW 54.850 1.38 1.28 0.18 10.08 0.37 1.31 1.25 60 ACKH Q ARMSTRONG HLDGS INC 0.315 2.72 1.17 0.05 37.91 1.38 4.93 2.14 60 ARTX AROTECH CORP COM NEW 3.050 1.70 -1.39 0.05 23.74 0.87 3.09 1.46 60

Based on S&P 500 Index Using Straight Regression Page 22 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HRT ARRHYTHMIA RESH TECHNOL COM PAR $0.01 24.330 1.77 6.08 0.04 27.00 0.99 3.51 1.51 60 ARQL ARQULE INC 5.920 2.52 -1.46 0.29 13.94 0.51 1.81 2.01 60 ARRS ARRIS GROUP INC 12.510 1.83 1.67 0.09 19.60 0.72 2.55 1.55 60 ARRY ARRAY BIOPHARMA INC 12.920 1.62 0.59 0.09 16.61 0.61 2.16 1.41 60 ARW ARROW ELECTRS INC 31.550 1.92 -0.19 0.44 7.68 0.28 1.00 1.61 60

AROW ARROW FINL CORP 24.770 0.56 0.24 0.12 5.20 0.19 0.68 0.71 60 ARRO ARROW INTL INC 35.380 0.68 0.85 0.15 5.52 0.20 0.72 0.79 60 ARWR ARROWHEAD RESH CORP 4.380 2.75 13.54 0.00 71.15 2.60 9.25 2.16 60 ARTG ART TECHNOLOGY GROUP IN OC-COM 2.330 2.14 0.02 0.16 17.01 0.62 2.21 1.75 60 ATKJ ARTEC INC 0.040 2.52 12.40 -0.04 98.37 9.57 20.41 2.01 28

ARTN A ARTESIAN RESOURCES CORP CLASS A 19.660 0.28 0.63 0.02 5.52 0.20 0.72 0.52 60 ARTC ARTHROCARE CORP 39.920 1.16 1.51 0.11 10.97 0.40 1.43 1.11 60 ARTD ARTISTDIRECT INC COM NEW 2.350 -1.11 10.24 -0.01 74.26 2.71 9.65 -0.40 60 ARTW ARTS WAY MFG INC 6.600 0.80 2.99 0.02 14.96 0.55 1.94 0.87 60 ARVI ARVANA INC 0.350 1.73 -1.42 -0.05 42.82 5.47 11.13 1.48 20

ARM ARVINMERITOR INC 18.230 0.87 0.20 0.05 11.56 0.42 1.50 0.92 60 ASGL Y ASAHI GLASS ADR 12.500 0.24 0.53 -0.04 5.99 0.61 1.29 0.50 25 AHKS Y ASHAI KASEI CORP ADR 65.950 0.54 1.08 -0.03 8.30 0.85 1.79 0.69 25 ABG ASBURY AUTOMOTIVE GROUP 23.560 1.46 0.63 0.22 9.62 0.35 1.28 1.31 58 ASDS ASCENDANT SOLUTIONS INC 0.370 0.08 5.67 -0.02 34.69 1.27 4.51 0.39 60

ASB ASCENDIA BRANDS INC 2.520 3.96 9.64 0.04 60.46 2.21 7.86 2.96 60 ASCD ASCONI CORP COM NEW 0.100 13.08 279.35 -0.04 592.36 47.50 319.29 9.01 27 AGHG ASGARD HLDGS INC COM NEW 0.035 0.31 27.15 -0.02 158.56 5.78 20.61 0.54 60 ASHG ASH GROVE CEM CO 212.000 -0.03 0.11 -0.02 8.33 0.53 1.37 0.31 46 AHT ASHFORD HOSPITALITY TR COM SHS 12.450 0.75 0.22 0.05 5.91 0.44 1.00 0.84 41

AHT PA ASHFORD HOSPITALITY TR PFD A 8.55% 25.710 0.13 -0.06 0.00 1.35 0.13 0.28 0.42 28 ASH ASHLAND INC NEW 69.180 0.67 0.65 0.10 6.68 0.24 0.87 0.78 60 ASHW ASHWORTH INC 7.260 0.45 0.17 0.01 9.86 0.36 1.28 0.64 60 SAT ASIA SATELLITE TELECOMM SPONSORED ADR 18.300 1.09 0.04 0.23 6.99 0.25 0.91 1.06 60 ASPZ ASIA PROPERTIES INC 1.010 1.14 14.68 -0.01 79.59 2.90 10.35 1.09 60

Based on S&P 500 Index Using Straight Regression Page 23 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ASIA ASIAINFO HLDGS INC 7.680 3.55 -0.01 0.20 24.49 0.89 3.18 2.69 60 ASPM ASPECT MED SYS INC 18.810 2.98 2.03 0.22 19.39 0.71 2.52 2.31 60 ASPN ASPEN EXPL CORP COM PAR $0.005 2.880 2.30 4.36 0.09 24.36 0.89 3.17 1.86 60 AZPN ASPEN TECHNOLOGY INC 11.020 3.96 0.34 0.31 20.48 0.75 2.66 2.96 60 APNB ASPENBIO PHARMA INC 2.950 -0.30 2.10 -0.02 21.95 1.33 3.45 0.14 48

ASPE ASPEON INC 0.000 81.14 568.32 -0.01 196.16 16.60 415.47 54.10 60 ASPV ASPREVA PHARMACEUTICALS 20.530 0.12 2.60 -0.05 16.03 1.82 3.69 0.42 22 APY ASPYRA INC 1.820 -0.07 3.93 -0.02 26.98 0.98 3.51 0.29 60 AACC ASSET ACCEP CAP CORP 16.820 0.99 -0.37 0.01 10.03 0.86 1.79 0.99 35 ASBC ASSOCIATED BANC CORP 34.880 0.50 0.69 0.18 3.71 0.14 0.48 0.67 60

ASBF Y ASSOCIATED BRIT FOODS L ADR NEW 16.050 1.08 0.49 0.18 4.39 0.38 0.78 1.05 35 AEC ASSOCIATED ESTATES RLTY 13.740 0.14 0.92 -0.01 7.76 0.28 1.01 0.43 60 AEC PB ASSOCIATED ESTATES RLTY PFD 1/10 B II 26.150 0.02 0.02 -0.04 1.53 0.16 0.33 0.35 25 ASFZ ASSOCIATES FIRST CAP CO RESID VAL OBLIG 0.001 0.41 0.45 -0.02 38.78 1.41 5.04 0.61 60 ASAM ASSURANCEAMERICA CORP 0.830 0.50 3.43 -0.03 29.09 2.49 5.19 0.67 35

AIZ ASSURANT INC 55.250 1.28 1.45 0.29 3.88 0.33 0.69 1.18 35 ASFI ASTA FDG INC 30.440 0.99 2.75 0.06 12.72 0.46 1.65 0.99 60 ASTE ASTEC INDS INC 35.100 1.45 1.95 0.11 13.93 0.51 1.81 1.30 60 ATEA ASTEA INTL INC COM NEW 6.760 0.58 4.11 -0.01 31.44 1.15 4.09 0.72 60 APHY ASSURED PHARMACY INC 0.350 1.05 7.34 -0.01 62.44 2.31 8.33 1.03 57

AF ASTORIA FINL CORP 30.160 0.72 0.83 0.14 6.18 0.23 0.80 0.82 60 ATTG ASTRATA GROUP INC 0.850 0.20 -2.69 -0.04 32.39 3.31 6.97 0.47 25 AZN ASTRAZENECA PLC SPONSORED ADR 53.550 0.70 0.19 0.11 6.81 0.25 0.89 0.80 60 ALOT ASTRO-MED INC NEW 10.110 0.85 2.91 0.02 14.99 0.55 1.95 0.90 60 ATCC Q ASTROCOM CORP 0.000 -0.84 6.53 -0.02 75.11 2.74 9.76 -0.22 60

ATRO ASTRONICS CORP 17.130 0.80 1.12 0.04 12.26 0.45 1.59 0.86 60 ARDI AT ROAD INC 7.300 1.26 1.26 0.06 16.23 0.59 2.11 1.17 60 ASYT ASYST TECHNOLOGY CORP 7.310 2.79 0.50 0.17 21.26 0.78 2.76 2.19 60 ATAR ATARI INC 0.570 3.01 -2.34 0.14 25.71 0.94 3.34 2.33 60 AHNC Q ATCHISON CASTING CORP 0.000 4.18 5.60 0.02 82.51 3.01 10.73 3.10 60

Based on S&P 500 Index Using Straight Regression Page 24 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AGIX ATHEROGENICS INC 9.910 0.69 1.96 0.00 18.86 0.69 2.45 0.80 60 ATHR ATHEROS COMMUNICATIONS 21.320 5.38 -1.34 0.28 16.65 1.42 2.97 3.90 35 AAME ATLANTIC AMERN CORP 2.960 0.62 0.67 0.04 9.37 0.34 1.22 0.75 60 ATBC ATLANTIC BANCGROUP INC 33.350 0.50 2.26 0.03 7.99 0.29 1.06 0.67 58 ACFC ATLANTIC COAST FED CORP 18.230 1.60 0.03 0.28 4.92 0.48 1.04 1.40 27

APBL ATLANTIC PREM BRANDS LT 0.580 2.45 -3.64 -0.07 32.05 5.75 10.56 1.96 13 ASNI ATLANTIC SYNDICATION NE 0.020 2.42 11.20 0.00 74.32 2.71 9.66 1.94 60 ATNI ATLANTIC TELE NETWORK I COM NEW 29.300 0.57 3.05 0.02 10.83 0.39 1.41 0.71 60 ABSD ATLANTIS BUSINESS DEV C COM NEW 1.130 5.00 20.11 0.00 134.62 4.91 17.50 3.65 60 ATPL ATLANTIS PLASTICS INC 3.260 1.50 1.50 0.07 17.70 0.65 2.30 1.33 60

AAWW ATLAS AIR WORLDWIDE HLD COM NEW 44.500 0.75 3.53 -0.02 13.69 1.23 2.66 0.84 30 ATLS ATLAS AMER INC 50.970 2.80 2.61 0.32 7.90 0.71 1.50 2.19 32 ATLK Y ATLAS COPCO AB SP ADR A NEW 33.850 1.74 2.05 0.28 5.38 0.46 0.96 1.49 35 APL ATLAS PIPELINE PARTNERS UNIT L P INT 48.000 0.17 1.23 -0.01 5.78 0.21 0.75 0.45 60 ATML ATMEL CORP 6.050 5.48 0.69 0.51 19.09 0.70 2.48 3.97 60

ATO ATMOS ENERGY CORP 31.910 0.41 0.57 0.16 3.23 0.12 0.42 0.61 60 ATRC ATRICURE INC 8.940 5.05 -5.44 0.28 13.08 1.86 3.53 3.68 17 ATRI ATRION CORP 77.740 1.00 1.24 0.12 9.30 0.34 1.21 1.00 60 ATW ATWOOD OCEANICS INC 48.970 1.10 1.70 0.16 8.53 0.31 1.11 1.07 60 AUBN AUBURN NATL BANCORP 28.890 0.31 1.54 0.05 4.35 0.16 0.57 0.54 60

ADBL AUDIBLE INC COM NEW 7.930 4.55 5.31 0.15 37.34 1.36 4.85 3.36 60 AUNM AUCTION MILLS INC COM NEW 0.010 1.73 -9.08 -0.03 75.16 6.75 14.62 1.48 30 AUCC AUCTIONCITIES COM INC 0.000 4.31 -28.23 -0.03 46.12 6.14 12.45 3.19 18 VOXX AUDIOVOX CORP CLASS A 14.090 1.02 1.33 0.08 11.57 0.42 1.50 1.01 60 AENC AUGUST ENERGY CORP 0.070 -1.41 19.16 -0.03 97.65 8.73 18.82 -0.60 31

AZK AURIZON MINES LTD 3.140 0.29 2.18 -0.03 13.39 1.07 2.34 0.53 38 AOG AURORA OIL & GAS CORP 3.210 0.96 4.95 0.00 25.97 0.95 3.38 0.97 60 AURC AURUS CORP COM 0.135 7.39 2.78 -0.01 85.82 8.34 17.59 5.23 29 ACKO AUSTIN CHALK OIL & GAS 0.033 5.13 1.29 0.06 66.44 2.42 8.64 3.73 60 AEN AUSTRAL PAC ENERGY LTD 1.850 0.24 2.29 -0.03 18.34 1.56 3.24 0.50 36

Based on S&P 500 Index Using Straight Regression Page 25 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ANZ AUSTRALIA&NEW ZEALAND B SPONSORED ADR 111.560 0.65 1.38 0.16 5.05 0.18 0.66 0.77 60 AUCA F AUSTRALIAN CANADIAN OIL ORD 0.300 -0.97 23.33 -0.04 100.92 9.07 19.64 -0.30 30 AUFI AUSTRALIAN FST INDS 0.320 1.10 1.34 -0.01 53.12 1.94 6.90 1.07 60 ADAT AUTHENTIDATE HLDG CORP 1.600 4.56 1.02 0.20 31.04 1.13 4.03 3.36 60 ADNW AUTO DATA NETWORK INC 0.400 1.81 -4.00 0.06 20.59 0.88 2.93 1.54 53

ABTL AUTOBYTEL INC 3.500 1.58 2.02 0.08 17.70 0.65 2.30 1.38 60 ADSK AUTODESK INC 40.460 1.13 2.65 0.11 10.86 0.40 1.41 1.09 60 AIMM AUTOIMMUNE INC 1.140 1.87 0.46 0.12 16.91 0.62 2.20 1.57 60 ALV AUTOLIV INC 60.300 0.85 1.66 0.22 5.46 0.20 0.71 0.90 60 ADP AUTOMATIC DATA PROCESSI 49.250 1.29 -0.61 0.46 4.91 0.18 0.64 1.20 60

AN AUTONATION INC 21.320 0.77 0.81 0.16 6.09 0.22 0.79 0.85 60 AZO AUTOZONE INC 115.560 0.69 0.73 0.12 6.37 0.23 0.83 0.79 60 AUXL AUXILIUM PHARMACEUTICAL 14.690 3.63 0.74 0.19 14.62 1.31 2.85 2.74 30 AUXO AUXILIO INC 0.430 1.96 -3.30 0.02 19.13 1.42 3.27 1.64 40 CITY AVALON CORRECTIONAL SVC COM 2.120 0.39 0.28 0.01 8.31 0.30 1.08 0.60 60

AWX AVALON HLDGS CORP CLASS A 7.200 0.77 1.83 0.04 11.58 0.42 1.50 0.85 60 AVRX AVALON PHARMACEUTICALS 3.900 4.03 -7.65 0.11 16.21 2.41 4.67 3.01 16 AVB AVALONBAY CMNTYS INC 130.050 0.61 1.58 0.16 4.69 0.17 0.61 0.74 60 AVB PH AVALONBAY CMNTYS INC PFD H 8.70 % 26.870 -0.08 0.06 0.00 2.00 0.07 0.26 0.29 60 AVNR AVANIR PHARMACEUTICALS CL A NEW 2.310 1.14 -1.87 0.03 19.06 0.70 2.48 1.09 60

AVNX AVANEX CORP 1.890 5.21 3.84 0.09 55.62 2.03 7.23 3.79 60 AVAN AVANT IMMUNOTHERAPEUTIC 1.340 2.32 -0.76 0.16 18.37 0.67 2.39 1.87 60 AVTR AVATAR HLDGS INC 80.850 0.70 1.96 0.16 5.51 0.20 0.72 0.80 60 AV AVAYA INC 13.980 5.20 1.24 0.53 17.25 0.63 2.24 3.78 60 AVTO AVANTOGEN ONCOLOGY INC 0.260 1.14 -8.57 -0.08 26.32 4.33 8.67 1.10 14

AVY AVERY DENNISON CORP 67.930 0.48 0.26 0.08 5.42 0.20 0.70 0.66 60 AVCI AVICI SYS INC COM NEW 7.740 2.96 0.62 0.17 22.25 0.81 2.89 2.30 60 AVID AVID TECHNOLOGY INC 37.260 1.15 2.22 0.08 12.62 0.46 1.64 1.10 60 AVGN AVIGEN INC 5.280 1.55 -0.36 0.08 17.26 0.63 2.24 1.36 60 CAR AVIS BUDGET GROUP 21.690 1.34 -1.95 0.11 12.96 0.47 1.69 1.23 60

Based on S&P 500 Index Using Straight Regression Page 26 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AVA AVISTA CORP 25.310 0.56 1.05 0.08 6.16 0.22 0.80 0.71 60 AVSR AVISTAR COMMUNICATIONS COM NEW 1.810 0.35 7.73 -0.02 59.81 2.18 7.77 0.57 60 AVT AVNET INC 25.530 2.26 -0.13 0.37 10.40 0.38 1.35 1.83 60 AVZA AVIZA TECHNOLOGY INC 4.270 0.48 -1.65 -0.08 10.33 1.86 3.41 0.66 13 AVCT AVOCENT CORP 33.850 2.59 0.49 0.38 11.64 0.42 1.51 2.05 60

ASGM F AVINO SILVER & GOLD MIN 1.750 1.21 8.33 0.00 38.56 1.41 5.01 1.14 60 AVP AVON PRODS INC 33.040 0.31 0.63 0.02 5.88 0.21 0.76 0.55 60 ARAA AVRADA INC 0.020 -0.48 25.85 -0.04 101.98 9.93 21.32 0.02 28 AVTM Q AVTEAM INC CLASS A 0.003 5.26 42.56 -0.01 254.28 9.28 33.05 3.82 60 AXA AXA SPONSORED ADR 40.330 2.58 0.62 0.67 6.37 0.23 0.83 2.04 60

AWRE AWARE INC MASS 5.330 2.15 0.02 0.15 17.54 0.64 2.28 1.76 60 ACLS AXCELIS TECHNOLOGIES IN 5.830 2.62 -1.17 0.33 13.09 0.48 1.70 2.07 60 AXSI AXCESS INTL INC 1.170 1.72 1.76 0.01 35.13 1.28 4.57 1.48 60 AXMG AXESS MEDIA GROUP LTD 0.001 24.40 10.72 0.02 284.62 18.01 47.42 16.51 45 AFT AXESSTEL INC 1.950 2.23 9.67 0.00 65.62 2.39 8.53 1.82 60

AXPW AXION PWR INTL INC 2.350 73.21 341.80 -0.02 634.67 94.45 443.86 48.85 42 AXYS AXSYS TECHNOLOGIES INC 17.570 0.29 2.03 -0.01 10.27 0.37 1.34 0.53 60 AXTG AXIS TECH GROUP INC 2.360 18.50 45.79 0.02 347.11 12.66 45.12 12.60 60 AZMN AZCO MNG INC DEL 1.280 1.55 20.09 -0.02 123.00 4.49 15.99 1.37 60 AZR AZTAR CORP 54.420 0.97 1.93 0.10 9.60 0.35 1.25 0.98 60

AZCE AZTEC ENERGY CORP UTAH 0.010 18.74 27.23 0.00 196.06 17.61 38.15 12.76 30 AZTC AZTEC TECHNOLOGY PARTNE 0.003 3.78 65.03 -0.02 329.66 12.03 42.85 2.84 60 AXCA AXCAN PHARMA INC 14.240 1.35 -0.01 0.20 9.25 0.34 1.20 1.23 60 BBT BB&T CORP 43.930 0.46 0.21 0.16 3.64 0.13 0.47 0.64 60 BCSB BCSB BANKCORP INC 15.000 0.23 0.97 0.00 7.33 0.27 0.95 0.49 60

AZGS AZTEC OIL & GAS INC 0.150 5.60 57.37 -0.03 348.92 31.21 67.26 4.05 31 BGF B & G FOODS INC NEW EHNCD INC SECS 20.020 0.42 0.82 0.00 4.18 0.41 0.89 0.62 27 BHO B&H OCEAN CARRIERS LTD 14.850 0.01 3.36 -0.02 22.14 0.81 2.88 0.35 60 BAC PY BAC CAP TR V GTD CAP SEC 6% 24.830 0.16 -0.13 -0.02 2.07 0.20 0.44 0.44 27 BAC PU BAC CAP TR IV CAP SECS 5.875% 24.440 0.07 -0.04 -0.02 3.09 0.20 0.52 0.38 45

Based on S&P 500 Index Using Straight Regression Page 27 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BAC PW BAC CAP TR I GTD CAP SECS 25.100 0.01 0.01 -0.02 1.73 0.06 0.22 0.34 60 BAC PV BAC CAP TR II GTD CAP SECS % 25.300 -0.04 0.05 -0.01 1.89 0.07 0.25 0.31 59 BAC PX BAC CAP TR III CAP SEC GTD 7% 25.430 -0.08 0.10 0.00 1.83 0.08 0.26 0.28 53 BAC PZ BAC CAP TR VIII GTD CAP SECS 24.830 0.21 -0.22 -0.04 2.58 0.37 0.70 0.48 17 BAES Y BAE SYS PLC SPONSORED ADR 33.900 0.81 2.08 0.06 5.32 0.45 0.95 0.88 35

BF BASF AG SPONSORED ADR 97.210 1.14 1.30 0.41 4.80 0.18 0.62 1.09 60 BBXT BBC CAP TR II PFD TR SECS % 25.070 0.04 0.01 -0.01 1.74 0.06 0.23 0.36 58 BCBP BCB BANCORP INC 16.760 0.16 2.68 -0.02 9.78 0.42 1.39 0.44 53 BCE BCE INC COM NEW 27.000 0.37 0.14 0.04 5.49 0.20 0.71 0.58 60 BDCN BDC CAP INC COM PAR $0.01 2.000 4.58 1.96 -0.01 56.64 5.52 11.84 3.37 28

BFCF B BFC FINL CORP CLASS B 6.350 1.31 0.50 0.11 12.31 0.45 1.60 1.21 60 BFF BFC FINL CORP CLASS A 6.650 1.69 2.14 0.17 12.84 0.47 1.67 1.46 60 BFET BF ENTERPRISES INC COM NEW 9.500 -0.05 0.30 -0.02 5.45 0.20 0.71 0.30 60 BFIC F BFI CDA INCOME FD TR UNIT 23.750 1.16 0.10 0.05 7.48 0.76 1.61 1.11 25 BANF P BFC CAP TR II PFD TR 7.20% 25.150 0.14 -0.15 0.05 0.98 0.08 0.18 0.43 35

BFTC B FAST CORP 0.020 -1.79 7.55 0.00 43.19 1.58 5.61 -0.85 60 BGE PB BGE CAP TR II PFD TR 6.20% 24.750 0.10 -0.20 -0.02 2.35 0.19 0.42 0.40 37 BGII BGI INC 0.130 1.47 10.76 -0.01 78.27 2.86 10.17 1.31 60 BRG BG PLC ADR FIN INST N 68.440 0.42 1.98 0.06 5.36 0.20 0.70 0.62 60 BBL BHP BILLITON PLC SPONSORED ADR 37.200 2.08 1.36 0.24 7.41 0.55 1.24 1.72 43

BSG BISYS GROUP INC 12.910 1.91 -1.66 0.39 8.41 0.31 1.09 1.60 60 BILI Y BIL INTL LTD ADR 11.250 0.04 2.76 -0.03 6.84 0.58 1.22 0.37 35 BIW BIW LTD 15.700 0.27 -0.31 0.03 4.55 0.17 0.59 0.52 60 BJS BJ SVCS CO COM 29.320 0.91 0.96 0.13 7.80 0.28 1.01 0.94 60 BKFG BKF CAP GROUP INC 3.350 0.59 -2.85 0.01 12.61 0.46 1.64 0.73 60

BJ BJS WHOLESALE CLUB INC 31.110 1.52 -0.59 0.22 9.95 0.36 1.29 1.35 60 BOKF BOK FINL CORP COM NEW 54.980 0.53 0.95 0.19 3.72 0.14 0.48 0.69 60 BP BP PLC SPONSORED ADR 67.100 0.57 0.50 0.14 4.74 0.17 0.62 0.72 60 BPT BP PRUDHOE BAY RTY TR UNIT BEN INT 76.980 0.23 3.05 -0.01 8.70 0.32 1.13 0.49 60 BPZI BPZ ENERGY INC 4.100 0.16 2.06 -0.02 28.23 1.03 3.67 0.44 60

Based on S&P 500 Index Using Straight Regression Page 28 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BRT BRT RLTY TR SH BEN INT NEW 27.650 0.47 1.46 0.04 6.93 0.25 0.90 0.65 60 BRE BRE PROPERTIES INC CLASS A 65.020 0.44 1.18 0.08 4.81 0.18 0.62 0.63 60 BRE PB BRE PROPERTIES INC PFD SER B 8.08% 25.500 0.03 0.03 -0.01 1.73 0.07 0.24 0.36 55 BRE PC BRE PROPERTIES INC PFD SER C % 25.140 0.13 -0.05 -0.02 2.23 0.19 0.40 0.42 34 BRE PD BRE PROPERTIES INC PFD D 6.75% 25.050 0.09 -0.06 -0.04 2.10 0.21 0.45 0.40 25

BNP BNP RESIDENTIAL PPTYS I 24.150 0.45 1.42 0.05 6.14 0.22 0.80 0.64 60 BSXT BOE FINL SVCS VA INC 31.150 -0.24 1.21 0.01 5.07 0.18 0.66 0.18 60 BNPQ Y BNP PARIBAS SPONSORED ADR 54.850 1.16 0.75 0.35 3.10 0.27 0.55 1.10 35 BSM BSD MED CORP DEL 5.270 0.02 5.31 -0.02 25.71 0.94 3.34 0.35 60 BNCN BNC BANCORP 20.440 -0.04 1.95 -0.02 4.81 0.18 0.63 0.31 60

BOFI BOFI HLDG INC 6.930 0.07 -2.10 -0.05 5.18 0.59 1.19 0.38 22 BSIO BSI2000 INC 0.003 -0.10 7.07 -0.02 81.71 2.98 10.62 0.27 60 BSML BSML INC 1.780 2.34 -1.13 0.06 30.39 1.11 3.95 1.89 60 BT BT GROUP PLC ADR 59.890 1.38 0.51 0.44 5.54 0.20 0.72 1.25 60 BMC BMC SOFTWARE INC 32.200 1.58 1.02 0.28 8.89 0.32 1.16 1.39 60

BPG BPI ENERGY HOLDINGS INC 0.520 -0.88 -11.23 -0.08 12.99 2.33 4.28 -0.25 13 BNCC BNCCORP INC 12.940 0.92 1.01 0.10 9.16 0.33 1.19 0.95 60 BNSI A BNS HLDG INC CLASS A 13.500 0.80 3.38 0.02 13.83 0.50 1.80 0.86 60 BTUI BTU INTL INC 9.800 2.13 2.41 0.11 20.55 0.75 2.67 1.75 60 BVFL BV FINL INC 8.770 0.75 -0.92 0.17 2.97 0.31 0.64 0.83 24

BTXO BTX HOLDINGS INC 0.300 40.42 44.96 -0.03 312.96 51.48 103.13 27.12 14 POSH BABYUNIVERSE INC 7.250 1.19 -2.25 0.00 8.38 1.19 2.26 1.13 17 BYBI BACK YD BURGERS INC 5.250 0.48 1.50 -0.01 17.38 0.63 2.26 0.65 60 BTYH BAD TOYS HLDGS INC 0.520 13.00 -0.58 0.19 51.80 4.14 9.05 8.95 38 BMI BADGER METER INC 27.700 0.57 2.97 0.02 10.26 0.37 1.33 0.71 60

BIDU BAIDU COM INC SPON ADR REP A 112.690 -1.26 4.10 -0.05 15.90 2.27 4.30 -0.50 17 BZ BAIRNCO CORP 12.750 0.28 1.44 0.00 7.93 0.29 1.03 0.53 60 BBBK BAKER BOYER BANCORP 57.200 0.01 0.10 -0.02 3.72 0.21 0.56 0.34 49 BKR BAKER MICHAEL CORP 22.650 0.74 0.80 0.06 9.14 0.33 1.19 0.83 60 BHI BAKER HUGHES INC COM 74.660 0.71 1.23 0.08 7.83 0.29 1.02 0.81 60

Based on S&P 500 Index Using Straight Regression Page 29 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BKRS BAKERS FOOTWEAR GROUP I 9.040 1.98 -0.47 0.06 13.30 1.14 2.37 1.65 35 BCPC BALCHEM CORP 25.680 0.73 1.67 0.09 7.58 0.28 0.99 0.82 60 BEZ BALDOR ELEC CO 33.420 0.54 0.72 0.10 5.45 0.20 0.71 0.70 60 BWIN A BALDWIN & LYONS INC CLASS A 24.930 0.29 1.01 0.00 7.92 0.29 1.05 0.53 58 BWIN B BALDWIN & LYONS INC CLASS B 25.540 0.59 0.37 0.07 6.81 0.25 0.88 0.73 60

BLD BALDWIN TECHNOLOGY INC CLASS A 5.000 3.85 4.78 0.17 28.81 1.05 3.74 2.89 60 BLL BALL CORP COM 43.600 0.10 1.62 -0.01 5.59 0.20 0.73 0.41 60 BTN BALLANTYNE OMAHA INC 5.290 1.42 4.39 0.09 15.18 0.55 1.97 1.28 60 BLDP BALLARD PWR SYS INC 5.690 2.84 -2.54 0.36 13.36 0.49 1.74 2.22 60 BRSI BALLISTIC RECOVERY SYS 1.490 1.27 1.50 0.06 16.37 0.60 2.13 1.18 60

BSPA BALLSTON SPA BANCORP IN 40.000 0.47 1.51 -0.04 10.93 1.23 2.49 0.65 23 BFT BALLY TOTAL FITNESS HLD 2.450 1.54 -1.87 0.05 21.41 0.78 2.78 1.36 60 BYI BALLY TECHNOLOGIES INC 18.680 1.00 0.93 0.05 13.17 0.48 1.71 1.00 60 BFUN BAM ENTMT INC 0.030 3.45 1.85 0.01 74.36 2.71 9.67 2.62 60 BANF BANCFIRST CORP 54.000 0.13 1.96 -0.01 4.65 0.17 0.60 0.42 60

BCIS BANCINSURANCE CORP 6.050 0.27 0.52 0.00 7.90 0.29 1.03 0.52 60 BBD BANCO BRADESCO S A SP ADR PFD NEW 40.350 2.20 2.70 0.30 11.64 0.42 1.51 1.80 60 BBV BANCO BILBAO VIZCAYA AR SPONSORED ADR 24.060 1.77 0.66 0.66 4.52 0.16 0.59 1.51 60 BCH BANCO DE CHILE SPONSORED ADR 51.490 1.01 1.61 0.28 5.69 0.21 0.74 1.00 60 ITU BANCO ITAU HLDG FINANCI SP ADR 500 PFD 36.150 2.35 2.60 0.36 10.97 0.40 1.43 1.89 60

STD BANCO SANTANDER SA SANT ADR 18.660 1.70 0.98 0.55 5.41 0.20 0.70 1.46 60 SAN BANCO SANTANDER CHILE N SP ADR REP COM 48.160 0.91 1.14 0.21 6.09 0.22 0.79 0.94 60 CIB BANCOLOMBIA S A SPON ADR PREF 31.130 1.77 5.28 0.19 12.41 0.45 1.61 1.51 60 BARI BANCORP RHODE ISLAND IN 43.250 0.55 1.44 0.11 5.16 0.19 0.67 0.70 60 BXS BANCORPSOUTH INC 26.820 0.38 0.76 0.06 4.61 0.17 0.60 0.59 60

TBBK BANCORP INC DEL 29.600 -0.09 2.18 -0.03 8.25 0.71 1.47 0.28 35 BXS PA BANCORPSOUTH CAP TR 1 PFD TR 8.15% 25.100 -0.08 0.04 0.01 1.79 0.07 0.24 0.29 59 BOFL BANCSHARES FLA INC 20.490 0.47 1.06 0.00 7.30 0.44 1.15 0.65 48 BTFG BANCTRUST FINANCIAL GP 25.520 0.21 1.74 -0.01 7.00 0.26 0.91 0.47 60 BDG BANDAG INC 50.430 1.10 0.47 0.23 6.93 0.25 0.90 1.07 60

Based on S&P 500 Index Using Straight Regression Page 30 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BDG A BANDAG INC CLASS A 49.960 1.16 0.75 0.20 8.11 0.30 1.05 1.11 60 BAC BANK OF AMERICA CORPORA 53.390 0.56 0.74 0.22 3.64 0.13 0.47 0.71 60 IKJ BANK OF AMERICA CORPORA NT SUB 6.5% 25.230 0.01 -0.01 -0.02 2.05 0.11 0.31 0.34 50 IKL BANK OF AMERICA CORPORA INTRNT 5.5% 33 23.580 0.14 -0.18 -0.01 2.98 0.22 0.50 0.43 42 IKM BANK OF AMERICA CORPORA NT SB 5.875% 24.650 0.16 -0.14 0.00 1.91 0.15 0.34 0.45 37

IKR BANK OF AMERICA CORPORA INTERNOTES 6% 25.120 0.12 -0.12 -0.02 1.94 0.19 0.40 0.42 29 BKEA Y BANK EAST ASIA LTD SPONSORED ADR 5.650 1.61 0.62 0.28 5.01 0.43 0.89 1.40 35 BFKA Y BANK FUKUOKA LTD ADR 72.846 -0.09 0.67 -0.04 6.63 0.68 1.43 0.28 25 GRAN BANK OF GRANITE CORP COM 18.970 0.37 0.73 0.02 6.47 0.24 0.84 0.58 60 BOH BANK HAWAII CORP 53.950 0.46 1.12 0.15 3.77 0.14 0.49 0.64 60

BKYF BANK KY FINL CORP 26.250 -0.31 0.55 0.06 3.85 0.14 0.50 0.13 60 BMRC BANK MARIN CORTE MADERA 36.050 0.46 1.71 0.08 5.15 0.19 0.67 0.64 60 BOMK BANK OF MCKENNEY VA CAP STK 11.590 0.05 0.38 -0.02 5.36 0.23 0.77 0.37 52 BMO BANK MONTREAL QUE 59.190 0.55 1.48 0.16 4.20 0.15 0.55 0.70 60 BKMU BANK MUTUAL CORP NEW 12.110 0.35 1.78 0.04 5.15 0.19 0.67 0.57 60

OZRK BANK OF THE OZARKS INC 33.060 0.32 2.95 0.00 7.91 0.29 1.03 0.55 60 BK BANK NEW YORK INC 39.370 1.47 -0.35 0.41 6.21 0.23 0.81 1.31 60 BNS BANK NOVA SCOTIA HALIFA 44.800 0.61 1.57 0.19 4.24 0.16 0.58 0.74 55 BKOR BANK OAKRIDGE NORTH CAR 12.550 0.16 0.40 -0.02 4.60 0.39 0.81 0.44 36 BSOG BANK OF SALEM ORE 17.850 -0.45 1.31 0.00 4.42 0.43 0.95 0.04 26

BKOT BANK ON IT INC 18.090 0.35 0.64 -0.03 5.72 0.64 1.30 0.57 23 ONE PW BANK ONE CAP VI PFD SECS 7.20% 25.370 -0.10 0.08 0.03 1.75 0.06 0.23 0.27 60 BOCH BANK COMM HLDGS 11.990 0.02 1.32 -0.02 9.35 0.34 1.22 0.35 60 BSCA BANK OF SANTA CLARITA C 16.250 -0.35 -0.95 -0.05 8.04 1.03 2.09 0.10 20 BCAR BANK OF THE CAROLINES C COM 14.762 0.22 1.07 0.03 3.68 0.13 0.48 0.48 60

BKSC BANK SOUTH CAROLINA COR 15.750 0.27 0.88 0.00 6.71 0.24 0.87 0.52 60 BBX BANKATLANTIC BANCORP IN CLASS A 13.810 1.01 0.66 0.15 8.18 0.30 1.06 1.00 60 BPLS BANKPLUS FSB COM NEW 13.500 1.84 -2.88 0.25 5.18 0.77 1.54 1.56 15 BKJA Y BANK YOKOHAMA LTD JAPAN ADR 79.250 -0.38 1.65 -0.03 6.34 0.65 1.36 0.09 25 BFIN BANKFINANCIAL CORP 17.810 0.62 1.00 0.09 2.88 0.38 0.75 0.75 19

Based on S&P 500 Index Using Straight Regression Page 31 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BKNT Y BANKINTER S A ADR NEW 78.592 1.09 1.89 0.12 5.35 0.48 1.04 1.06 30 RATE BANKRATE INC 37.950 0.98 8.45 0.01 20.00 0.73 2.60 0.99 60 BGI PT BANKNORTH CAP TR II PFD TR GTD % 25.180 0.01 0.02 -0.02 1.70 0.06 0.22 0.34 59 BKUN A BANKUNITED FINL CORP CLASS A 27.960 0.34 1.13 0.02 6.46 0.24 0.84 0.56 60 BANR BANNER CORP 44.340 0.76 1.59 0.11 7.35 0.27 0.95 0.84 60

BAA BANRO CORP 13.060 4.41 3.77 0.12 19.61 2.22 4.51 3.26 22 BN BANTA CORP 36.400 0.38 0.50 0.01 7.99 0.29 1.04 0.59 60 BHB BAR HBR BANKSHARES 31.750 0.18 0.97 0.00 4.44 0.16 0.58 0.46 60 BAOB BARABOO BANCORPORATION CDT-COM 19.100 -0.38 1.70 0.04 5.71 0.21 0.74 0.09 60 BCR BARD C R INC 82.970 0.41 1.59 0.05 5.77 0.21 0.75 0.61 60

BCS BARCLAYS PLC ADR 58.140 1.21 0.64 0.39 5.27 0.19 0.69 1.14 60 BKS BARNES & NOBLE INC 39.710 1.37 0.34 0.27 7.77 0.28 1.01 1.25 60 B BARNES GROUP INC 21.750 0.65 0.97 0.10 6.59 0.24 0.86 0.77 60 ABX BARRICK GOLD CORP 30.700 0.56 1.23 0.04 8.36 0.30 1.09 0.71 60 BRN BARNWELL INDS INC 23.950 0.34 3.65 0.00 10.68 0.39 1.39 0.56 60

BRL BARR PHARMACEUTICALS IN 50.120 0.35 0.83 0.00 8.96 0.33 1.17 0.57 60 BBSI BARRETT BUSINESS SERVIC 23.420 0.05 4.82 -0.02 15.91 0.58 2.07 0.37 60 BBG BARRETT BILL CORP 27.210 1.89 -1.64 0.10 9.57 0.98 2.06 1.59 25 BTRX BARRIER THERAPEUTICS IN 7.540 2.42 -1.99 0.05 16.40 1.43 3.04 1.94 33 DFZ BARRY R G CORP OHIO 7.260 0.75 1.38 0.01 17.88 0.65 2.32 0.84 60

BAS BASIC ENERGY SVCS INC N 24.650 2.94 -0.14 0.00 16.63 2.98 5.48 2.29 13 BSET BASSETT FURNITURE INDS 16.340 0.90 0.26 0.12 8.33 0.30 1.08 0.93 60 BTIO Q BATTERY TECHNOLOGIES IN 0.001 13.85 34.29 0.02 266.30 9.71 34.62 9.52 60 EBHI BAUER EDDIE HLDGS INC COM 9.060 -1.37 -3.47 -0.03 14.46 1.91 3.77 -0.57 19 BOL BAUSCH & LOMB INC 52.060 0.76 0.57 0.09 7.86 0.29 1.02 0.84 60

BAX BAXTER INTL INC 46.390 1.15 -0.27 0.18 8.48 0.31 1.10 1.10 60 BAYK BAY BANKS VIRGINIA INC 15.230 -0.01 -0.11 -0.02 3.85 0.14 0.50 0.33 60 BCML BAY COML BK WALNUT CREE 11.850 -0.08 0.67 -0.04 6.38 0.62 1.31 0.28 29 BAYN BAY NATL CORP 19.200 0.18 1.66 -0.03 4.92 0.44 0.95 0.45 31 BAY BAYER A G SPONSORED ADR 53.360 2.04 0.55 0.52 7.02 0.26 0.91 1.69 60

Based on S&P 500 Index Using Straight Regression Page 32 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HVMG Y BAYERISCHE HYPO-UND VER SPONSORED ADR 43.650 1.44 1.06 0.18 5.87 0.50 1.05 1.29 35 BYLK BAYLAKE CORP 16.100 0.08 0.35 -0.01 3.04 0.11 0.40 0.39 60 BYCX BAYOU CITY EXPLORATION 0.910 -0.60 9.89 -0.03 49.00 3.92 8.56 -0.06 38 BFR BBVA BANCO FRANCES S A SPONSORED ADR 9.500 1.34 1.41 0.07 15.75 0.57 2.05 1.22 60 BEAV BE AEROSPACE INC 25.680 1.31 2.61 0.06 16.14 0.59 2.10 1.21 60

BESI BE SEMICONDUCTOR INDS N NY REGSTRY SHS 5.890 1.64 -0.80 0.34 8.02 0.29 1.04 1.43 60 BEAS BEA SYS INC 12.580 2.63 -0.31 0.37 11.95 0.44 1.55 2.08 60 BBBC BEACH BUSINESS BK MANHA 16.200 0.70 0.68 0.00 5.10 0.68 1.38 0.80 18 BFNB BEACH FIRST NATL BANCSH 19.130 0.09 2.52 -0.01 4.94 0.18 0.64 0.40 60 BCON BEACON POWER CORP 0.990 3.62 3.24 0.10 35.93 1.31 4.67 2.74 60

BECN BEACON ROOFING SUPPLY I 18.820 0.28 2.15 -0.04 9.92 0.97 2.07 0.52 28 BSC PX BEAR STEARNS CAPITAL TR PFD TR 7.80% 25.420 -0.04 0.03 -0.01 1.58 0.06 0.20 0.31 60 BSC BEAR STEARNS COS INC 162.780 0.85 1.52 0.27 4.84 0.18 0.63 0.90 60 BSC PE BEAR STEARNS COS INC PFD 1/4 E6.15% 50.450 -0.14 0.35 0.02 2.63 0.10 0.34 0.25 60 BSC PG BEAR STEARNS COS INC PFD 1/4 G5.49% 48.000 -0.08 0.45 -0.01 3.24 0.12 0.42 0.28 60

BSC PF BEAR STEARNS COS INC PFD F DEP 1/4S 50.200 -0.09 0.46 -0.01 3.10 0.11 0.40 0.28 60 BE BEARINGPOINT INC 7.870 2.32 -1.39 0.44 9.27 0.34 1.20 1.87 60 BBGI BEASLEY BROADCAST GROUP CLASS A 9.570 0.86 -0.42 0.09 9.15 0.33 1.19 0.91 60 BZH BEAZER HOMES USA INC 47.010 1.19 1.10 0.16 9.24 0.34 1.20 1.12 60 BEBE BEBE STORES INC 19.790 1.32 2.78 0.07 15.46 0.56 2.01 1.21 60

BEC BECKMAN COULTER INC 59.800 0.44 0.61 0.03 7.28 0.27 0.95 0.63 60 BDX BECTON DICKINSON & CO 70.150 0.74 1.09 0.22 4.81 0.18 0.63 0.83 60 BBBY BED BATH & BEYOND INC 38.100 0.70 0.14 0.12 6.47 0.24 0.84 0.80 60 BELF A BEL FUSE INC CLASS A 30.170 1.09 0.39 0.15 8.92 0.33 1.16 1.06 60 BELF B BEL FUSE INC CLASS B 34.790 0.80 0.62 0.09 8.61 0.31 1.12 0.87 60

BDC BELDEN CDT INC 39.090 1.99 0.72 0.23 12.55 0.46 1.63 1.66 60 BCIC F BELL CDA INTL INC COM NEW 0.510 1.63 -3.11 0.04 25.02 0.91 3.25 1.41 60 BI BELL INDS INC 3.800 0.45 1.22 0.01 9.86 0.36 1.28 0.64 60 BELM BELL MICROPRODUCTS INC 7.050 2.59 -0.46 0.24 16.16 0.59 2.10 2.05 60 BLS BELLSOUTH CORP 47.110 1.77 -0.02 0.50 6.29 0.23 0.82 1.51 60

Based on S&P 500 Index Using Straight Regression Page 33 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BEAA F BELMONT RES INC COM NEW 0.220 14.89 17.91 0.03 153.55 9.71 25.33 10.21 46 BLC BELO CORP COM SER A 18.370 0.73 -0.17 0.18 5.39 0.20 0.70 0.82 60 BGO BEMA GOLD CORP 5.250 0.16 6.42 -0.02 19.83 0.72 2.58 0.44 60 BMS BEMIS INC 33.980 0.61 0.41 0.18 4.45 0.16 0.58 0.74 60 BNEZ BEN EZRA WEINSTEIN & CO COM NEW 0.002 7.14 39.77 -0.02 148.73 13.30 28.67 5.07 31

BMBN BENCHMARK BANKSHARES IN COM NEW 17.250 -0.11 1.12 -0.01 5.42 0.20 0.70 0.26 60 BHE BENCHMARK ELECTRS INC 24.360 1.16 1.87 0.12 10.39 0.38 1.35 1.10 60 BNG BENETTON GROUP SPA ADR NEW 38.180 1.30 0.73 0.28 7.33 0.27 0.95 1.20 60 BENG F BENGUET CORP CLASS B 0.550 -0.48 16.89 -0.02 72.00 2.63 9.36 0.02 60 BEVF F BENNETT ENVIRONMENTAL I 0.821 1.12 -0.65 0.02 20.76 0.76 2.70 1.08 60

BNHN BENIHANA INC 31.600 0.82 1.88 0.04 12.64 0.46 1.64 0.88 60 BNHN A BENIHANA INC CLASS A 30.700 0.87 1.91 0.04 12.80 0.47 1.66 0.91 60 BFBC BENJAMIN FRANKLIN BANCO 16.300 1.01 1.52 0.07 5.40 0.64 1.31 1.00 21 BNT BENTLEY PHARMACEUTICALS 10.170 1.42 0.57 0.08 15.41 0.56 2.00 1.28 60 BKLY Y BERKELEY TECHNOLGY LTD SPONSORED ADR 0.700 -0.66 -1.66 -0.02 17.67 1.51 3.15 -0.10 35

BER BERKLEY W R CORP 34.510 0.58 1.88 0.14 4.86 0.18 0.63 0.72 60 BER PA BERKLEY W R CAP TR II TOPRS 6.750% 25.150 -0.01 0.08 -0.06 2.98 0.40 0.80 0.33 18 BERK BERKSHIRE BANCORP INC D COM NEW 16.540 0.24 0.96 0.01 4.84 0.18 0.63 0.50 60 BRK A BERKSHIRE HATHAWAY INC CLASS A 109990.000 0.31 0.57 0.07 3.73 0.14 0.49 0.55 60 BRK B BERKSHIRE HATHAWAY INC CLASS B 3666.000 0.32 0.56 0.07 3.70 0.14 0.48 0.55 60

BHLB BERKSHIRE HILLS BANCORP 33.460 0.41 0.79 0.07 4.87 0.18 0.63 0.61 60 BIR PA BERKSHIRE INCOME RLTY I PFD SER A 9% 26.510 0.19 -0.12 0.00 2.89 0.18 0.48 0.46 45 BRY BERRY PETE CO CLASS A 31.010 0.58 2.54 0.03 9.85 0.36 1.28 0.72 60 BBY BEST BUY INC 49.190 1.42 0.83 0.15 11.41 0.42 1.48 1.28 60 BESO Q BEST PRODS INC NEW 0.000 1.62 113.55 -0.04 573.67 55.88 121.69 1.41 27

BTVL BEST RATE TRAVEL INC COM NEW 2.400 18.49 62.11 -0.03 514.13 49.97 105.38 12.59 29 BESC BESTNET COMMUNICATIONS 0.450 -1.13 2.49 0.00 29.39 1.07 3.82 -0.41 60 BHBC BEVERLY HILLS BANCORP D 8.290 0.07 2.66 -0.02 8.92 0.33 1.16 0.39 60 BNV BEVERLY NATL CORP 23.400 0.03 0.66 -0.02 4.04 0.15 0.53 0.36 60 BHP BHP BILLITON LTD SPONSORED ADR 39.750 0.98 2.10 0.18 7.13 0.26 0.93 0.99 60

Based on S&P 500 Index Using Straight Regression Page 34 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BBUC Q BIG BUCK BREWERY & STEA COM NEW 0.015 -0.82 -3.49 -0.01 28.21 1.03 3.67 -0.21 60 BDOG BIG DOG HLDGS INC 16.400 2.05 3.58 0.10 20.49 0.75 2.66 1.69 60 BGFV BIG 5 SPORTING GOODS CO 24.420 1.71 0.62 0.28 9.50 0.36 1.30 1.47 55 BIG BIG LOTS INC 22.920 0.46 1.55 0.02 9.05 0.33 1.18 0.64 60 BSEG BIG SCREEN ENTMT GROUP 0.092 8.15 -2.90 0.07 56.35 4.16 9.58 5.74 41

BHUB BIGHUB COM INC 0.000 4.25 25.51 -0.01 193.31 7.05 25.13 3.15 60 BLMC BILOXI MARSH LDS CORP 41.300 3.36 11.19 -0.02 69.82 6.25 13.46 2.57 31 BIMR BIMS RENEWABLE ENERGY I 0.006 -0.88 -1.90 -0.01 57.93 2.11 7.53 -0.24 60 BGES BIO-BRIDGE SCIENCE INC 0.700 0.52 -5.77 -0.08 20.83 3.43 6.86 0.69 14 BITI BIO IMAGING TECHNOLOGIE 8.060 -0.12 4.21 -0.02 14.89 0.54 1.94 0.26 60

BIO B BIO RAD LABS INC CLASS B 83.400 0.92 1.71 0.10 9.14 0.33 1.19 0.95 60 BIO BIO RAD LABS INC CLASS A 82.520 0.85 1.67 0.09 9.09 0.33 1.18 0.90 60 BRLI BIO-REFERENCE LABS INC COM $.01 NEW 22.490 1.85 2.93 0.11 17.36 0.63 2.26 1.56 60 BASI BIOANALYTICAL SYS INC 5.500 0.59 0.24 0.01 14.14 0.52 1.84 0.73 60 BCRX BIOCRYST PHARMACEUTICAL 11.560 1.62 4.23 0.04 24.38 0.89 3.17 1.41 60

BIVN BIOENVISION INC 4.640 2.49 3.87 0.06 32.39 1.18 4.21 1.99 60 BJCT BIOJECT MED TECH INC COM NEW 0.950 2.04 -2.84 0.12 18.85 0.69 2.45 1.69 60 BKYI BIO-KEY INTERNATIONAL I 0.330 0.87 0.25 0.00 23.01 0.84 2.99 0.91 60 BDSI BIODELIVERY SCIENCES IN 3.187 2.88 -0.79 0.28 16.00 0.61 2.19 2.24 55 BMET BIOMET INC 41.270 0.22 0.58 0.00 6.11 0.22 0.79 0.48 60

BSLM BIO SOLUTIONS MFG INC 0.170 2.43 -3.22 0.03 41.42 1.51 5.38 1.95 60 BIOW BIOMEDICAL WASTE SYS IN 0.005 50.13 69.97 0.04 366.64 32.02 67.87 33.55 33 BMRN BIOMARIN PHARMACEUTICAL 16.390 0.78 1.13 0.02 15.17 0.55 1.97 0.86 60 BMRA BIOMERICA INC COM NEW 0.400 2.06 -0.04 0.12 18.87 0.69 2.45 1.70 60 BTOO BIOMETRICS 2000 CORP 0.000 -0.06 4.00 -0.02 91.26 3.33 11.86 0.30 60

BIIB BIOGEN IDEC INC 49.190 0.26 0.06 -0.01 11.80 0.43 1.53 0.51 60 BNPD BIONIC PRODUCTS INC 0.030 -0.68 6.67 -0.02 94.88 6.00 15.65 -0.12 46 BMR BIOMED REALTY TRUST INC 28.600 1.68 0.33 0.27 5.12 0.50 1.05 1.45 29 BIPH BIOPHAN TECHNOLOGIES IN 0.500 0.76 1.10 -0.01 40.98 1.49 5.33 0.84 60 BPRG BIOPROGRESS PLC SPONSORED ADR 13.260 2.18 -1.71 0.01 20.24 1.97 4.29 1.78 27

Based on S&P 500 Index Using Straight Regression Page 35 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BMSN BIO MATRIX SCIENTIFIC G 0.530 2.49 0.93 -0.07 60.01 8.93 17.27 1.99 16 BPUR BIOPURE CORP CL A NEW 0.480 1.72 -6.38 0.05 22.81 0.83 2.97 1.48 60 BPA BIOSANTE PHARMACEUTICAL COM NEW 2.770 0.07 0.07 -0.02 20.52 0.75 2.67 0.38 60 BTIM BIOTIME INC 0.265 2.03 -3.56 0.10 20.00 0.73 2.60 1.68 60 BISY Q BIOSYS COM NEW 0.005 -0.86 36.80 -0.02 174.22 6.36 22.65 -0.23 60

BSMD BIOSPHERE MEDICAL INC 6.680 2.85 -0.25 0.25 17.36 0.63 2.26 2.23 60 BIOV BIOVERIS CORP COM 13.720 -0.34 1.35 -0.03 19.25 1.64 3.41 0.11 36 BVF BIOVAIL CORP 21.160 1.25 -1.05 0.08 14.09 0.51 1.83 1.16 60 BTEM BIOSTEM INC 1.110 14.76 -2.62 0.03 137.26 10.13 22.93 10.12 43 BSYI BIOSYNTECH INC 0.250 -0.06 1.95 -0.02 25.81 0.94 3.36 0.30 60

BQTG BIOQUEST TECHNOLOGIES I 0.680 -1.61 -4.79 0.02 29.04 1.11 3.93 -0.73 56 BIOS BIOSCRIP INC 3.460 0.48 -1.74 0.00 15.48 0.56 2.01 0.66 60 BMJ BIRKS & MAYORS INC CL A VTG 7.190 0.50 0.28 -0.06 5.80 0.95 1.91 0.67 14 BLTI BIOLASE TECHNOLOGY INC 8.750 2.49 1.10 0.26 14.76 0.54 1.92 1.99 60 BSTC BIOSPECIFICS TECHNOLOGI 3.800 0.94 4.84 -0.01 31.41 1.15 4.08 0.96 60

BSTE BIOSITE INC 48.850 -0.29 2.81 -0.01 14.82 0.54 1.93 0.15 60 BDMS BIRNER DENTAL MGMT SERV COM NEW 19.050 -0.32 4.67 -0.01 14.39 0.52 1.87 0.13 60 BIOM BIOMIRA INC 1.140 3.25 -0.75 0.23 20.62 0.75 2.68 2.49 60 BITS BITSTREAM INC CLASS A 8.700 2.59 2.33 0.10 26.09 0.95 3.39 2.05 60 BDK BLACK & DECKER CORP COM 79.970 0.67 1.22 0.10 6.70 0.24 0.87 0.78 60

BJRI BJS RESTAURANTS INC 20.210 0.95 2.51 0.07 10.86 0.40 1.41 0.97 60 BBOX BLACK BOX CORP DEL 41.990 1.88 -0.52 0.34 9.18 0.33 1.19 1.58 60 BBBB BLACKBOARD INC 30.040 -0.72 2.25 -0.01 8.94 0.80 1.72 -0.14 31 BGT BLACKROCK GLOBAL FLG IN 19.270 -0.08 -0.02 -0.03 2.45 0.24 0.50 0.28 29 BDGR BLACK DRAGON RESOURCE C 0.250 6.86 1.29 0.00 81.46 6.51 14.24 4.88 38

BKH BLACK HILLS CORP 36.940 0.75 0.09 0.13 6.57 0.24 0.85 0.83 60 BLKB BLACKBAUD INC 26.000 1.52 2.92 0.07 9.61 0.86 1.87 1.34 30 BHWF BLACKHAWK FD COM NEW 0.011 6.71 -20.18 0.09 38.15 3.05 6.67 4.79 38 BHWB BLACKHAWK BANCORP INC 11.000 0.09 0.33 -0.01 4.82 0.18 0.63 0.40 60 BLK BLACKROCK INC CLASS A 151.900 0.38 2.21 0.03 6.20 0.23 0.81 0.59 60

Based on S&P 500 Index Using Straight Regression Page 36 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BHV BLACKROCK VA MUNICIPAL 20.400 0.28 0.51 0.03 4.59 0.17 0.61 0.52 57 BFZ BLACKROCK CALIF MUN INC SH BEN INT 17.680 -0.14 0.58 0.00 3.64 0.13 0.47 0.24 60 BFK BLACKROCK MUN INCOME TR SH BEN INT 17.700 -0.09 0.56 -0.01 4.23 0.15 0.55 0.28 60 BBF BLACKROCK FLA MUN INCOM SH BEN INT 17.030 -0.16 0.53 0.01 3.71 0.14 0.48 0.23 60 BNJ BLACKROCK N J MUN INCOM SH BEN INT 18.940 -0.15 0.73 0.00 4.14 0.15 0.54 0.24 60

BNY BLACKROCK N Y MUN INCOM SH BEN INT 17.900 -0.20 0.62 0.02 3.77 0.14 0.49 0.21 60 BLJ BLACKROCK NJ MUNICIPAL 18.950 0.19 0.39 0.01 4.20 0.16 0.56 0.46 57 BHK BLACKROCK CORE BD TR SHS BEN INT 12.680 -0.15 -0.16 0.01 3.44 0.13 0.45 0.24 60 BHD BLACKROCK STRTGC BOND T 12.960 0.22 -0.23 0.01 4.81 0.18 0.63 0.48 59 BBK BLACKROCK MUNICIPAL BON 18.990 0.09 0.46 -0.01 4.31 0.16 0.58 0.40 57

BZA BLACKROCK CA MUNICIPAL 18.290 -0.05 0.44 -0.02 3.83 0.14 0.51 0.31 57 BIE BLACKROCK FL MUNICIPAL 17.050 0.05 0.25 -0.01 3.00 0.11 0.40 0.37 57 BZM BLACKROCK MD MUNICIPAL 18.170 0.10 0.39 -0.01 4.51 0.17 0.60 0.40 57 BQH BLACKROCK NY MUNICIPAL 18.490 -0.03 0.44 -0.02 3.61 0.13 0.48 0.32 57 BPP BLACKROCK PFD OPPORTUNI COM SHS 26.340 0.27 -0.15 0.03 2.96 0.18 0.48 0.52 47

BDT BLACKROCK STRAT DIVD AC 15.470 0.77 -0.36 0.19 3.01 0.26 0.54 0.85 34 HIS BLACKROCK HIGH INCOME S SHS BEN INT 2.560 0.64 -0.53 0.13 5.53 0.20 0.72 0.76 60 BGR BLACKROCK GLBL ENRGY & 27.550 0.94 -0.28 0.20 3.49 0.36 0.75 0.96 25 BME BLACKROCK HEALTH SCIENC 27.060 0.48 0.04 0.04 3.13 0.35 0.72 0.65 22 EGF BLACKROCK ENHANCED GOVT 18.540 0.52 -0.97 0.03 2.88 0.43 0.85 0.68 15

BL BLAIR CORP 32.750 0.28 0.89 0.00 8.98 0.33 1.17 0.52 60 BESV BLAST ENERGY SERVICES I 0.365 2.56 1.88 -0.01 44.21 3.12 7.38 2.03 44 BLGA BLASTGARD INTL INC 0.340 5.22 5.72 0.03 84.63 3.09 11.00 3.80 60 HRB BLOCK H & R INC COM 23.040 0.15 0.23 -0.01 6.98 0.25 0.91 0.43 60 BBI BLOCKBUSTER INC CLASS A 5.290 0.28 -1.64 -0.01 13.98 0.51 1.82 0.52 60

BBI B BLOCKBUSTER INC CLASS B 4.900 0.93 -1.31 -0.02 13.83 1.35 2.89 0.95 28 BDR BLONDER TONGUE LABS INC 1.700 2.14 -0.85 0.18 15.83 0.58 2.06 1.75 60 BLT BLOUNT INTL INC NEW 13.460 0.21 3.03 -0.01 12.03 0.44 1.56 0.48 60 BCSI BLUE COAT SYSTEMS INC COM NEW 23.950 1.32 3.77 0.02 25.48 0.93 3.31 1.21 60 BDCO BLUE DOLPHIN ENERGY CO COM NEW 3.060 1.72 5.58 0.01 39.31 1.43 5.11 1.47 60

Based on S&P 500 Index Using Straight Regression Page 37 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NILE BLUE NILE INC 36.890 2.58 -0.92 0.13 12.34 1.10 2.35 2.05 32 BLRG Z BLUE RIDGE REAL ESTATE UT 1BRRE/1BBDC 38.750 1.97 8.25 -0.02 39.15 3.33 6.93 1.64 36 BRBI BLUE RIV BANCSHARES INC 6.080 -0.06 0.87 -0.02 6.72 0.25 0.87 0.30 60 BSI BLUE SQUARE - ISRAEL LT SPONSORED ADR 14.500 0.84 -0.31 0.12 7.57 0.28 0.98 0.90 60 BVBC BLUE VY BAN CORP OC-COM 33.000 0.29 1.16 -0.04 3.63 0.48 0.98 0.53 18

BFLY BLUEFLY INC 1.280 2.31 1.82 0.06 28.12 1.03 3.66 1.87 60 BXG BLUEGREEN CORP 12.830 1.66 3.61 0.13 14.41 0.53 1.87 1.44 60 BGAT BLUEGATE CORP NEV 0.950 0.11 3.52 -0.02 40.81 1.49 5.30 0.41 60 BXC BLUELINX HLDGS INC 10.400 1.60 -1.94 0.03 11.56 1.18 2.49 1.40 25 BTH BLYTH INC 20.750 0.47 -0.06 0.03 7.99 0.29 1.04 0.65 60

KAZ BMB MUNAI INC 4.950 -0.26 -0.19 -0.03 18.08 1.34 3.09 0.17 40 BK PE BNY CAP IV PFD TR E6.875% 25.220 -0.13 0.09 0.15 1.06 0.04 0.14 0.25 60 BK PF BNY CAP V PFD TR F 5.95% 24.730 0.00 -0.02 -0.02 3.07 0.22 0.51 0.34 44 BWP BOARDWALK PIPELINE PART UT LTD PARTNER 30.820 -0.04 3.90 -0.08 5.19 0.85 1.71 0.31 14 BOWF F BOARDWALK REAL ESTATE I TR UNIT 35.460 0.36 3.40 -0.01 5.15 0.46 0.98 0.58 32

BOBE BOB EVANS FARMS INC 34.220 0.68 0.53 0.10 6.96 0.25 0.91 0.79 60 BHKL Y BOC HONG KONG HOLDINGS SPONSORED ADR 53.800 0.78 1.46 0.00 4.68 0.77 1.54 0.85 14 BBC BODISEN BIOTECH INC 5.100 -0.40 4.26 -0.03 23.22 1.99 4.14 0.07 35 BA BOEING CO 88.840 0.73 1.32 0.13 6.48 0.24 0.84 0.82 60 BOGN BOGEN COMMUNICATIONS IN 6.500 0.18 1.58 -0.01 10.44 0.38 1.36 0.46 60

BDHH Y BOHLER UDDEHOLM SPONSORED ADR 17.650 2.67 2.21 0.47 5.65 0.49 1.05 2.11 33 BDE BOIS D ARC ENERGY INC 14.630 1.67 -0.29 0.04 9.96 1.27 2.59 1.44 20 BOLD Q BOLDER TECHNOLOGIES COR 0.000 -1.31 2.49 0.01 29.24 1.07 3.80 -0.53 60 BTJ BOLT TECHNOLOGY CORP 22.300 0.87 3.50 0.02 16.07 0.59 2.09 0.91 60 BONT BON-TON STORES INC 34.650 0.54 5.03 0.00 14.64 0.53 1.90 0.69 60

BBA BOMBAY CO INC 1.280 1.43 0.10 0.06 18.17 0.66 2.36 1.28 60 BNSO BONSO ELECTRS INTL INC COM PAR $0.003 4.960 1.66 1.26 0.12 14.85 0.54 1.93 1.44 60 BNTN F BONTAN CORP INC 0.270 2.84 8.86 0.01 62.74 2.29 8.16 2.22 60 BKHM BOOKHAM INC 4.070 -0.26 0.98 -0.04 22.31 2.17 4.66 0.16 28 BAMM BOOKS-A-MILLION INC 22.680 0.58 3.81 0.01 11.62 0.42 1.51 0.72 60

Based on S&P 500 Index Using Straight Regression Page 38 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WEL BOOTS & COOTS/INTL WELL COM NEW 2.240 0.88 4.65 -0.01 40.45 1.48 5.26 0.92 60 BOAL Y BORAL LTD NEW SPONSORED ADR 24.056 0.81 0.31 0.02 7.12 0.61 1.27 0.88 35 BGP BORDERS GROUP INC 22.350 1.29 -0.03 0.33 6.50 0.24 0.85 1.19 60 BORE F BOREALIS EXPL LTD 5.100 -0.06 1.84 -0.02 20.91 0.76 2.72 0.29 60 BWA BORG WARNER INC 59.020 1.02 1.22 0.22 6.65 0.24 0.86 1.01 60

BORL BORLAND SOFTWARE CORP 5.440 2.09 -1.75 0.27 12.01 0.44 1.56 1.72 60 BSHI BOSS HOLDINGS INC 6.120 -0.24 3.04 -0.01 14.87 0.54 1.93 0.18 60 SAM BOSTON BEER INC CLASS A 35.980 0.69 1.21 0.10 6.86 0.25 0.89 0.79 60 BCGI BOSTON COMMUNICATIONS G 2.500 0.23 1.12 -0.02 28.76 1.05 3.74 0.49 60 BLSI BOSTON LIFE SCIENCES IN COM PAR $0.01 2.790 1.72 -1.55 0.08 18.58 0.68 2.41 1.48 60

BPFH BOSTON PRIVATE FINL HLD 28.210 0.87 0.35 0.14 7.33 0.27 0.95 0.92 60 BXP BOSTON PROPERTIES INC 111.880 0.48 1.74 0.10 4.75 0.17 0.62 0.65 60 BRAI BOSTON RESTAURANT ASSOC 0.690 0.92 1.73 0.00 24.04 0.88 3.12 0.95 60 BSX BOSTON SCIENTIFIC CORP 17.180 0.53 0.73 0.03 8.47 0.31 1.10 0.69 60 EPAY BOTTOMLINE TECH DEL INC 11.450 1.13 0.49 0.07 13.05 0.48 1.70 1.09 60

BOCO Y BOUGAINVILLE COPPER LTD ADR 0.552 -1.61 6.67 -0.03 25.62 2.61 5.51 -0.73 25 BIF BOULDER GROWTH & INCOME 9.610 0.85 0.16 0.29 4.67 0.17 0.61 0.90 60 BDSB U BOULDER SPECIALTY BRAND UNIT EX 000009 11.000 1.91 -0.17 0.19 5.51 0.99 1.82 1.60 13 BBTC BOUNCEBACKTECHNOLOGIES 0.100 12.01 63.70 0.01 281.55 10.27 36.60 8.29 60 BVX BOVIE MEDICAL CORP 9.070 0.32 5.67 -0.01 20.04 0.73 2.61 0.55 60

BOW BOWATER INC 22.500 1.12 -1.36 0.20 7.61 0.28 0.99 1.08 60 BWL A BOWL AMER INC CLASS A 15.850 0.14 0.58 0.03 2.42 0.09 0.31 0.43 60 BWTL BOWLIN TRAVEL CTRS INC 1.800 0.12 0.99 -0.01 8.87 0.32 1.15 0.42 60 BNE BOWNE & CO INC 15.940 0.92 0.32 0.14 7.66 0.28 1.00 0.95 60 BYD BOYD GAMING CORP 45.310 0.09 4.02 -0.02 12.61 0.46 1.64 0.40 60

GRLZ BOYSTOYS.COM INC 0.015 1.48 10.39 -0.01 72.29 2.64 9.40 1.32 60 BPIL BP INTL INC 0.009 5.12 7.04 0.05 67.37 2.57 9.21 3.73 55 BDY BRADLEY PHARMACEUTICALS 20.580 1.46 0.75 0.08 16.05 0.59 2.09 1.31 60 BRC BRADY CORP CLASS A 37.280 1.17 1.11 0.20 8.19 0.30 1.06 1.11 60 BCLI BRAINSTROM CELL THERAPE 0.280 4.78 -3.12 0.12 23.52 2.10 4.48 3.51 32

Based on S&P 500 Index Using Straight Regression Page 39 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BRHI BRAINTECH INC NEW COM NEW 0.280 0.60 2.06 -0.01 32.73 1.19 4.25 0.73 60 BMCP BRANDED MEDIA CORP 0.007 2.41 -11.21 -0.02 40.05 3.90 8.50 1.93 27 BPTR BRANDPARTNERS GROUP INC 0.105 4.92 7.72 0.03 83.33 3.04 10.83 3.60 60 BQDG BRANDQUEST DEVELOPMENT 0.140 5.23 33.41 -0.02 287.78 17.92 46.43 3.80 47 BDN BRANDYWINE RLTY TR SH BEN INT NEW 33.250 0.24 0.85 0.00 6.04 0.22 0.79 0.49 60

BDN PC BRANDYWINE RLTY TR PFD SER C 7.5% 25.270 0.20 -0.14 0.02 1.79 0.15 0.32 0.47 36 BDN PD BRANDYWINE RLTY TR PFD D 7.375 25.150 0.18 -0.19 0.01 1.96 0.17 0.35 0.46 34 BBDC BRANTLEY CAP CORP 2.500 0.24 -1.85 -0.01 11.24 0.41 1.46 0.50 60 BRP BRASIL TELECOM PARTICIP SPON ADR PFD 42.690 1.65 0.02 0.25 10.07 0.37 1.31 1.43 60 BAK BRASKEM S A SP ADR PFD A 14.590 2.67 2.44 0.22 17.68 0.65 2.30 2.11 60

BTM BRASIL TELECOM SA BRASI SPONS ADR PFD 14.850 2.15 -0.34 0.33 10.73 0.39 1.39 1.76 60 BOBS BRAZIL FAST FOOD CORP COM NEW 5.150 2.51 5.98 0.06 32.11 1.17 4.17 2.00 60 BZC BREEZE EASTERN CORP 10.650 -0.57 1.20 0.00 13.71 0.50 1.78 -0.04 60 BREK BREK ENERGY CORP 0.270 0.35 7.14 -0.02 57.82 2.11 7.52 0.57 60 BDTE BRENDAN TECH INC 0.510 -0.11 8.00 -0.02 50.46 1.84 6.56 0.27 60

BRER BRESLER & REINER INC 35.550 -0.50 2.78 -0.04 8.92 1.06 2.17 0.01 21 BRZZ Q BRIAZZ INC 0.000 2.39 10.78 -0.01 129.15 4.71 16.79 1.92 60 BBNK BRIDGE CAP HLDGS COM 20.440 0.58 1.55 0.05 8.15 0.30 1.06 0.72 60 BDGE BRIDGE BANCORP INC 24.000 0.39 1.14 0.05 5.46 0.20 0.71 0.60 60 BRDC Y BRIDGESTONE CORP ADR 44.750 1.63 -0.61 0.17 6.64 0.68 1.43 1.41 25

BRID BRIDGFORD FOODS CORP 6.270 0.07 -0.75 -0.02 8.55 0.31 1.11 0.38 60 BGG BRIGGS & STRATTON CORP 26.950 0.98 0.26 0.20 6.78 0.25 0.88 0.99 60 BEXP BRIGHAM EXPLORATION CO 7.310 -0.06 4.26 -0.02 28.18 1.03 3.66 0.30 60 BFAM BRIGHT HORIZON FAMILY S 38.660 0.65 1.74 0.07 7.53 0.27 0.98 0.77 60 CELL BRIGHTPOINT INC COM NEW 13.450 2.39 6.09 0.04 34.34 1.25 4.46 1.92 60

CBA BRILLIANCE CHINA AUTOMO SPONSORED ADR 17.150 1.13 0.05 0.10 11.20 0.41 1.46 1.09 60 EAT BRINKER INTL INC 30.160 0.46 0.74 0.04 6.76 0.25 0.88 0.64 60 BCO BRINKS CO 63.920 0.67 1.86 0.06 8.37 0.31 1.09 0.78 60 BNXR BRINX RES LTD 0.370 1.95 7.21 -0.03 40.97 3.98 8.40 1.63 29 BMY BRISTOL MYERS SQUIBB CO 26.320 1.18 -1.26 0.27 6.75 0.25 0.88 1.12 60

Based on S&P 500 Index Using Straight Regression Page 40 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BRW BRISTOL WEST HLDGS INC 15.830 0.98 -1.33 0.06 6.59 0.56 1.18 0.98 35 BRS BRISTOW GROUP INC 36.090 0.95 1.26 0.10 9.32 0.34 1.21 0.97 60 BAB BRITISH AWYS PLC ADR 2ND INSTAL 103.270 2.62 1.83 0.55 8.34 0.30 1.08 2.08 60 BTI BRITISH AMERN TOB PLC SPONSORED ADR 56.660 0.31 2.04 0.03 5.36 0.20 0.70 0.54 60 BTLC Y BRITISH LD CO SPONSORED ADR 34.250 1.11 2.16 0.10 5.68 0.58 1.22 1.07 25

BSY BRITISH SKY BROADCASTIN SPONSORED ADR 41.200 1.05 -0.30 0.29 5.81 0.21 0.76 1.03 60 BKBK BRITTON & KOONTZ CAP CO 19.760 0.28 0.50 0.01 5.73 0.21 0.74 0.52 60 BCST BROADCAST INTL INC NEW 1.170 1.28 -1.87 -0.01 22.47 1.66 3.82 1.19 41 BRCM BROADCOM CORP CLASS A 32.310 3.38 0.57 0.39 14.83 0.54 1.93 2.57 60 BCSR BROADCASTER INC 1.300 1.24 2.48 0.03 19.92 0.73 2.59 1.16 60

BDRH BROADRELAY HLDGS INC 1.200 15.74 4.14 0.05 81.20 11.57 21.94 10.77 17 BVSN BROADVISION INC COM NEW 0.780 5.53 -3.62 0.37 25.18 0.92 3.27 4.00 60 BYFC BROADWAY FINL CORP DEL 10.500 -0.16 1.13 -0.01 6.56 0.24 0.85 0.23 60 BWNG BROADWING CORP 15.620 3.94 0.16 0.27 22.63 0.83 2.94 2.95 60 BRCD BROCADE COMMUNICATIONS 8.210 2.21 -1.88 0.24 13.54 0.49 1.76 1.80 60

BRNC BRONCO DRILLING CO INC 17.190 3.78 -2.59 0.09 16.65 2.37 4.50 2.84 17 BRXV F BRONX VENTURES INC 2.600 7.07 72.48 -0.01 517.08 18.86 67.22 5.02 60 BXXX BROOKE CORP 11.500 0.51 6.84 -0.02 21.82 1.18 3.29 0.68 50 BAM BROOKFIELD ASSET MGMT I CL A LTD VT SH 48.180 0.73 2.93 0.15 5.97 0.22 0.78 0.82 60 BHS BROOKFIELD HOMES CORP 37.550 1.80 1.39 0.15 9.72 0.59 1.53 1.53 48

BPO BROOKFIELD PPTYS CORP 39.330 0.34 2.05 0.05 4.77 0.17 0.62 0.56 60 BRKL BROOKLINE BANCORP INC D 13.170 -0.06 1.18 -0.02 7.27 0.27 0.94 0.30 60 BFSB BROOKLYN FEDERAL BANCOR 13.204 1.02 0.82 0.19 3.64 0.43 0.88 1.02 21 BRKS BROOKS AUTOMATION INC 14.400 3.03 -1.48 0.34 14.85 0.54 1.93 2.34 60 BRO BROWN & BROWN INC 28.210 0.35 1.29 0.02 6.77 0.25 0.88 0.57 60

BF A BROWN FORMAN CORP CLASS A 67.430 0.37 1.21 0.06 4.58 0.17 0.60 0.58 60 BF B BROWN FORMAN CORP CLASS B 66.240 0.34 1.24 0.04 4.89 0.18 0.64 0.56 60 BWS BROWN SHOE INC NEW 47.740 1.21 2.48 0.18 9.04 0.33 1.18 1.14 60 BRKR BRUKER BIOSCIENCES CORP 7.510 2.21 -0.98 0.25 13.37 0.49 1.74 1.80 60 BRB BRUNSWICK BANCORP 12.650 0.48 0.47 0.07 5.55 0.20 0.72 0.66 60

Based on S&P 500 Index Using Straight Regression Page 41 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

BC BRUNSWICK CORP 31.900 0.91 0.53 0.18 6.64 0.24 0.86 0.94 60 BW BRUSH ENGINEERED MATLS 33.770 2.00 1.75 0.20 13.82 0.50 1.80 1.66 60 BMTC BRYN MAWR BK CORP 23.640 0.28 0.87 0.02 5.11 0.19 0.66 0.53 60 BUCA BUCA INC OC-COM 4.810 2.02 -1.69 0.24 12.49 0.46 1.62 1.68 60 BSQR BSQUARE CORP COM NEW 2.850 1.85 -0.15 0.04 26.26 0.96 3.41 1.56 60

BPL BUCKEYE PARTNERS L P UNIT LTD PARTN 46.480 0.23 0.35 0.02 4.07 0.15 0.53 0.49 60 BKI BUCKEYE TECHNOLOGIES IN 11.980 0.87 0.25 0.07 10.12 0.37 1.31 0.92 60 BKE BUCKLE INC 50.850 0.46 1.55 0.02 8.60 0.31 1.12 0.64 60 BUCS BUCS FINL CORP 23.550 1.72 3.48 -0.01 20.75 2.02 4.46 1.48 26 BUCY BUCYRUS INTL INC NEW CLASS A 51.760 2.21 3.00 0.12 11.25 1.01 2.19 1.80 30

BDGW BUDGET WASTE INC NEW COM 9.250 5.42 5.58 -0.05 55.91 9.20 18.42 3.93 14 BWLD BUFFALO WILD WINGS INC 53.200 1.13 1.95 0.02 10.90 0.87 1.90 1.09 38 BBW BUILD A BEAR WORKSHOP 28.020 4.22 -2.62 0.45 9.13 0.89 1.94 3.13 27 BUH BUHRMANN N V SPONSORED ADR 14.840 2.55 0.75 0.28 14.19 0.52 1.84 2.03 60 BLDR BUILDERS FIRSTSOURCE IN 17.830 2.45 -1.36 0.16 8.92 1.18 2.33 1.96 19

BLG BUILDING MATLS HLDG COR COM 24.690 0.77 2.89 0.04 11.41 0.42 1.48 0.85 60 BLRV BULLION RIV GOLD CORP 0.760 1.25 7.58 -0.03 50.55 4.30 8.94 1.16 36 BNL BUNZL PUB LTD CO SPON ADR NEW 62.200 0.43 1.08 0.09 4.63 0.17 0.60 0.62 60 BHRB BURKE&HERBERT B&T ALEXA 1700.000 0.19 0.55 -0.01 5.41 0.30 0.82 0.46 49 BMLS BURKE MLS INC 0.800 -0.40 1.23 -0.02 18.33 1.35 3.11 0.07 41

BPAB BURKE PARSONS BOWLBY CO 27.750 -0.18 5.49 -0.06 14.80 1.95 3.86 0.22 19 BNI BURLINGTON NORTHN SANTA 73.810 0.83 1.43 0.22 5.39 0.20 0.70 0.89 60 BURC A BURNHAM HLDGS INC CLASS A 16.600 -0.18 -0.02 0.00 4.29 0.16 0.56 0.22 60 BBNV BUSINESS BANK CORP 65.750 -0.43 5.44 -0.02 12.24 0.76 1.97 0.05 47 BOBJ BUSINESS OBJECTS S A SPONSORED ADR 39.450 3.32 0.14 0.55 10.61 0.39 1.38 2.54 60

BUTL BUTLER INTL INC NEW 2.060 2.51 1.98 0.08 27.82 1.01 3.62 2.00 60 BUKS BUTLER NATL CORP 0.280 0.63 2.80 -0.01 22.11 0.81 2.87 0.75 60 CHP C&D TECHNOLOGIES INC 4.740 1.33 -2.22 0.11 12.69 0.46 1.65 1.22 60 CFFI C & F FINL CORP 39.750 0.25 1.22 0.01 5.88 0.21 0.76 0.50 60 CGT CAE INC 9.180 1.75 0.22 0.20 11.49 0.46 1.60 1.50 54

Based on S&P 500 Index Using Straight Regression Page 42 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CASM CAS MED SYS INC COM PAR $0.004 8.000 2.53 7.13 0.04 25.74 1.44 3.89 2.02 49 CBFV CB FINL SVCS INC 17.050 -0.02 0.85 -0.02 4.77 0.17 0.62 0.33 60 CBZ CBIZ INC 6.970 0.56 2.04 0.03 9.11 0.33 1.18 0.71 60 CBL CBL & ASSOC PPTYS INC 43.350 0.47 1.68 0.07 5.60 0.20 0.73 0.65 60 CBL PB CBL & ASSOC PPTYS INC PFD B 8.75% 50.350 0.05 -0.01 -0.01 1.72 0.07 0.23 0.37 55

CBL PC CBL & ASSOC PPTYS INC PFD 1/10C7.75% 25.660 -0.07 0.12 -0.02 2.34 0.17 0.40 0.29 41 CBL PD CBL & ASSOC PPTYS INC PFD 1/10 SER D 25.600 0.11 0.04 -0.02 1.32 0.13 0.28 0.41 25 CBS A CBS CORP NEW CLASS A 31.220 0.82 -1.34 0.07 9.77 0.36 1.27 0.88 60 CBS CBS CORP NEW CLASS B 31.180 0.80 -1.34 0.06 9.79 0.36 1.27 0.87 60 RBV CBS CORP NEW SR RTL 7.25% 25.090 -0.02 0.02 -0.02 1.80 0.07 0.23 0.32 60

CAW CCA INDS INC 11.540 0.24 4.36 -0.01 12.65 0.46 1.64 0.49 60 CCFH CCF HLDG CO 20.400 0.20 2.13 -0.01 7.15 0.26 0.93 0.47 60 CCFN CCFNB BANCORP INC 28.150 0.09 0.35 -0.01 3.29 0.12 0.43 0.40 60 CBRL CBRL GROUP INC 44.760 0.80 0.71 0.10 8.03 0.29 1.04 0.87 60 CBPJ CBP CARBON INDUSTRIES I 2.020 -1.19 41.58 -0.02 195.35 7.13 25.39 -0.45 60

CBTC CBT FINL CORP 26.250 0.19 -0.01 0.01 4.12 0.15 0.55 0.46 58 CBG CB RICHARD ELLIS GROUP CLASS A 33.200 2.15 4.09 0.26 7.05 0.63 1.36 1.77 31 CCBL C COR INC 11.140 3.30 0.14 0.34 16.31 0.60 2.12 2.53 60 CDI C D I CORP 24.900 0.54 0.84 0.01 10.85 0.40 1.41 0.69 60 CEXI CDEX INC CLASS A 0.265 4.30 -2.90 0.03 34.24 3.06 6.52 3.19 32

CDWC C D W CORP 70.320 0.75 0.39 0.12 6.74 0.25 0.88 0.83 60 CDWR CD WHSE INC 0.004 6.18 28.83 0.00 171.75 6.27 22.33 4.43 60 CEC CEC ENTMT INC 40.250 0.73 0.62 0.07 8.48 0.31 1.10 0.82 60 CECE CECO ENVIRONMENTAL CORP 8.970 1.29 2.11 0.09 13.82 0.50 1.80 1.19 60 CFK CE FRANKLIN LTD 10.060 0.45 3.10 0.00 13.07 0.48 1.70 0.63 60

ENV CET SERVICES INC 0.380 -0.43 3.57 -0.02 36.67 1.34 4.77 0.05 60 CFBX M CFB CAP IV PFD 7.6% 25.300 0.10 -0.13 -0.01 2.13 0.13 0.35 0.40 46 CFBX N CFB CAPITAL III CAP SEC 8.125% 25.500 -0.05 0.07 0.00 1.50 0.06 0.20 0.30 58 CITZ CFS BANCORP INC 14.650 0.09 0.06 -0.01 3.67 0.13 0.48 0.40 60 CF CF INDS HLDGS INC 25.640 2.99 0.46 0.25 8.41 1.20 2.27 2.32 17

Based on S&P 500 Index Using Straight Regression Page 43 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CFIM CFI MTG INC 0.000 -0.42 32.07 -0.02 209.82 7.65 27.27 0.06 60 CGXE F CGX ENERGY INC 0.558 2.04 2.86 0.06 24.86 0.91 3.23 1.69 60 FLI CHC HELICOPTER CORP CL A SUB VTG 21.100 0.79 2.29 0.08 8.53 0.31 1.11 0.86 60 CHG CH ENERGY GROUP INC 52.800 0.35 0.25 0.09 3.59 0.13 0.47 0.57 60 CHRW C H ROBINSON WORLDWIDE COM NEW 40.890 0.78 1.70 0.12 7.07 0.26 0.92 0.86 60

CHSW Q CHS ELECTRONICS INC COM NEW 0.001 -1.51 21.06 -0.02 130.04 4.74 16.90 -0.66 60 CIBH CIB MARINE BANCSHARES I OC-COM 4.800 -0.25 4.04 -0.07 15.04 2.24 4.33 0.17 16 CHSC P CHS INC PFD 8% 26.300 0.10 0.02 -0.01 2.14 0.13 0.34 0.40 48 CI CIGNA CORP 131.570 0.78 1.00 0.04 11.15 0.41 1.45 0.85 60 CIT CIT GROUP INC 55.770 1.58 0.86 0.45 5.94 0.24 0.83 1.38 54

CIT PA CIT GROUP INC PFD A 6.350% 26.070 0.12 0.08 -0.04 1.79 0.24 0.48 0.42 18 CKR CKE RESTAURANTS INC COM PAR $0.01 18.400 1.58 1.72 0.13 13.77 0.50 1.79 1.38 60 CKFB CKF BANCORP INC 15.850 -0.05 1.49 -0.02 6.89 0.25 0.90 0.30 60 CNL CLECO CORP NEW 25.230 1.29 0.00 0.36 6.02 0.22 0.78 1.19 60 CKXE CKX INC 11.730 29.52 121.97 0.00 957.44 34.93 124.46 19.90 60

CKX CKX LANDS INC 13.300 0.53 1.97 0.00 11.21 0.48 1.60 0.69 53 CMGI CMGI INC 1.340 5.07 0.98 0.33 25.42 0.93 3.30 3.70 60 CMS CMS ENERGY CORP 16.700 2.50 -0.65 0.41 10.52 0.38 1.37 2.00 60 CPY CPI CORP 46.490 0.24 2.11 -0.01 10.03 0.37 1.30 0.49 60 CSS CSS INDS INC 35.370 0.40 1.01 0.02 7.34 0.27 0.95 0.61 60

CPKP Y CP POKPHAND LTD SPON ADR NEW 0.530 -1.34 2.12 -0.01 22.05 1.89 3.93 -0.55 35 CVU CPI AEROSTRUCTURES INC COM NEW 7.240 -1.03 5.35 0.00 28.65 1.05 3.72 -0.35 60 CTIB CTI INDUSTRIES CORP COM NEW 4.860 0.15 6.93 -0.02 41.23 1.50 5.36 0.44 60 CAO CSK AUTO CORP 17.150 0.90 1.20 0.05 11.99 0.44 1.56 0.93 60 CNA CNA FINL CORP 40.320 0.61 0.42 0.16 4.79 0.17 0.62 0.74 60

CCNE CNB FINL CORP PA 14.180 0.31 0.79 0.02 5.55 0.20 0.72 0.54 60 SUR CNA SURETY CORP 21.500 0.38 0.80 0.01 8.36 0.31 1.09 0.59 60 CEO CNOOC LTD SPONSORED ADR 94.630 0.20 2.87 -0.01 7.66 0.28 1.00 0.47 60 CFNA CNB FINL CORP MASS 13.600 1.11 -0.60 0.05 7.57 0.74 1.58 1.07 28 CNET CNET NETWORKS INC 9.090 4.36 0.44 0.48 16.13 0.59 2.10 3.22 60

Based on S&P 500 Index Using Straight Regression Page 44 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CPAK CPAC INC 8.540 0.42 0.31 0.03 7.13 0.26 0.93 0.62 60 CPCF CPC OF AMERICA INC 24.500 1.97 3.52 0.07 22.72 0.83 2.95 1.64 60 CPL CPFL ENERGIA S A SPONSORED ADR 40.980 1.62 1.90 0.13 7.44 0.72 1.56 1.41 28 HCH CP HOLDRS DEP RCPTS CP 99.500 0.60 1.49 0.11 5.71 0.21 0.74 0.74 60 CEGP CNTV ENTMT GROUP INC 0.015 3.09 2.82 0.00 79.37 2.90 10.32 2.38 60

CRAI CRA INTL INC 52.400 0.18 2.05 -0.01 10.96 0.40 1.42 0.45 60 CRH CRH PLC ADR 42.500 1.33 1.22 0.45 5.18 0.19 0.67 1.22 60 CSBB CSB BANCORP INC OHIO CAP STK 18.250 -0.13 0.48 -0.01 5.37 0.20 0.70 0.25 60 CSGS CSG SYS INTL INC 26.730 1.91 -0.72 0.31 9.86 0.36 1.28 1.60 60 CSLX CSL LTG MFG INC COM NEW 0.025 4.27 16.30 -0.02 114.58 8.59 20.02 3.17 39

CSPI CSP INC 8.180 1.05 1.75 0.07 12.37 0.45 1.61 1.03 60 CSX CSX CORP 34.430 0.98 0.95 0.26 5.73 0.21 0.74 0.98 60 CTBI P CTBI PFD CAP TR TR PFD SECS % 25.710 -0.01 0.04 -0.02 2.03 0.07 0.26 0.33 60 CTCI CT COMMUNICATIONS INC COM NEW 22.920 0.35 1.10 -0.01 12.30 0.45 1.60 0.57 60 BPF P CTBI PFD CAP TR II TR PFD SECS % 10.010 0.15 -0.02 0.03 2.52 0.09 0.33 0.44 59

CTDH CTD HLDGS INC FL CLASS A 0.030 4.28 5.19 0.03 69.06 2.52 8.98 3.17 60 CTIG C T I GROUP HLDGS INC 0.300 1.26 0.61 0.04 18.79 0.69 2.44 1.17 60 CIVX CTR INVTS & CONSULTING COM NEW 0.000 11.38 -7.57 -0.04 138.27 18.41 37.33 7.88 18 CTS CTS CORP 15.700 2.48 -0.20 0.45 9.70 0.35 1.26 1.98 60 CVBF CVB FINL CORP COM 14.460 0.54 0.78 0.10 5.27 0.19 0.69 0.69 60

CVV CVD EQUIP CORP 5.700 1.22 6.98 -0.01 51.45 1.88 6.69 1.15 60 CNVT CVF TECHNOLOGIES CORP 0.190 2.83 3.16 0.05 37.35 1.36 4.86 2.21 60 CVS CVS CORP 30.910 1.01 1.06 0.24 6.25 0.23 0.81 1.01 60 CVTX CV THERAPEUTICS INC 13.960 1.28 -1.41 0.06 16.34 0.60 2.12 1.19 60 CA CA INC 22.650 2.67 -0.64 0.40 11.47 0.42 1.49 2.11 60

CYOS CYOP SYS INTL INC COM NEW 0.004 4.46 5.61 -0.01 87.93 6.51 15.04 3.29 40 UYE CABCO 2002-1 TR FOR AOL CTF A-1 7.625% 25.400 0.21 0.33 0.05 2.68 0.11 0.37 0.48 54 GYB CABCO SER 2004-101 TR G CTF CALL 6.345 23.510 0.21 -0.33 0.07 1.28 0.11 0.25 0.47 31 GYA CABCO SER 2004-1 TR GOL CTF A1 6.0% 34 24.590 -0.08 0.46 -0.03 3.28 0.29 0.61 0.29 33 GYC CABCO SER 2004-102 TR S CTF FLT RATE 22.140 0.21 -0.60 0.00 2.13 0.22 0.46 0.48 24

Based on S&P 500 Index Using Straight Regression Page 45 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CAB CABELAS INC 24.130 1.50 -1.30 0.17 6.23 0.56 1.20 1.33 31 GBR CABELTEL INTL CORP 3.500 0.43 1.09 -0.01 19.53 0.84 2.81 0.62 52 CCWW CABLE & CO WORLDWIDE IN 0.000 13.39 31.15 0.01 298.41 10.89 38.79 9.21 60 CVC CABLEVISION SYS CORP CL A NY CABLVS 28.480 2.25 -0.55 0.24 14.04 0.51 1.82 1.83 60 CBT CABOT CORP 43.570 1.21 0.18 0.26 7.23 0.26 0.94 1.14 60

COG CABOT OIL & GAS CORP CLASS A 60.650 0.75 2.35 0.07 8.98 0.33 1.17 0.84 60 CCMP CABOT MICROELECTRONICS 33.940 1.96 -1.50 0.33 9.79 0.36 1.27 1.64 60 CACH CACHE INC COM NEW 25.240 0.08 5.50 -0.02 19.64 0.72 2.55 0.39 60 CAI CACI INTL INC CLASS A 56.500 0.74 0.66 0.08 8.34 0.30 1.08 0.83 60 CSG CADBURY SCHWEPPES PLC ADR 42.930 0.52 0.78 0.10 5.12 0.19 0.67 0.68 60

CDNS CADENCE DESIGN SYSTEM I 17.910 2.22 -0.69 0.52 7.59 0.28 0.99 1.81 60 CADE CADENCE FINL CORP 21.670 0.16 -0.05 0.00 5.04 0.18 0.66 0.44 60 CDZI CADIZ INC COM NEW 22.950 0.79 -0.15 0.00 25.25 0.92 3.28 0.86 60 CDMS CADMUS COMMUNICATIONS C 24.420 0.78 1.44 0.08 8.75 0.32 1.14 0.86 60 KDUS CADUS CORP 1.600 0.40 0.41 0.15 3.19 0.12 0.41 0.60 60

CGL A CAGLES INC CLASS A 8.150 0.53 1.40 0.00 15.32 0.56 1.99 0.69 60 CALM CAL MAINE FOODS INC COM NEW 8.580 0.99 3.97 0.01 22.02 0.80 2.86 0.99 60 CCAA CALA CORP 0.016 1.34 8.75 -0.01 71.69 2.62 9.32 1.22 60 CGO CALAMOS GLOBAL TOTAL RE COM SH BEN INT 17.000 -0.40 1.31 -0.05 4.31 0.64 1.28 0.08 15 CLMS CALAMOS ASSET MGMT INC CLASS A 26.830 3.13 -1.20 0.38 7.87 0.77 1.67 2.41 27

CSQ CALAMOS STRATEGIC TOTL COM SH BEN INT 15.640 0.30 -0.05 0.03 2.53 0.22 0.46 0.54 34 CAMP CALAMP CORP 8.440 2.53 1.42 0.16 19.71 0.72 2.56 2.01 60 CVGW CALAVO GROWERS INC 10.220 0.17 0.90 -0.01 9.28 0.34 1.23 0.45 58 CLCL CALCOL INC 0.170 0.37 0.25 -0.01 16.96 0.62 2.21 0.58 60 CCC CALGON CARBON CORP 6.200 0.86 -0.01 0.04 12.75 0.47 1.66 0.91 60

CALC CALIFORNIA COASTAL CMNT COM NEW 21.450 -0.05 3.43 -0.02 13.55 0.49 1.76 0.30 60 CBRE CALIBRE ENERGY INC NEV 2.790 6.24 0.31 0.08 24.52 4.40 8.08 4.47 13 CABK CALIFORNIA CMNTY BK ESC 15.250 -0.22 0.49 -0.03 6.74 0.61 1.31 0.19 30 CFNB CALIFORNIA FIRST NTNL B 14.000 0.07 0.61 -0.02 7.16 0.26 0.93 0.39 60 CAMD CALIFORNIA MICRO DEVICE 4.380 0.86 1.57 0.00 20.76 0.76 2.70 0.90 60

Based on S&P 500 Index Using Straight Regression Page 46 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CPKI CALIFORNIA PIZZA KITCHE 33.310 0.21 0.78 -0.01 8.75 0.32 1.14 0.48 60 CUNB CALIFORNIA UTD BK ENCIN 16.750 0.54 -0.20 -0.03 5.71 0.75 1.49 0.69 19 CWT CALIFORNIA WTR SVC GROU 40.400 0.62 0.66 0.13 5.44 0.20 0.71 0.75 60 CALP CALIPER LIFE SCIENCES I 5.720 1.22 -0.98 0.06 14.91 0.54 1.94 1.14 60 CLNW CALL NOW INC COM NEW 15.000 0.38 7.94 -0.02 30.89 1.13 4.02 0.59 60

ELY CALLAWAY GOLF CO 14.410 1.61 -0.58 0.28 8.93 0.33 1.16 1.40 60 CALD CALLIDUS SOFTWARE INC 6.300 2.86 -3.62 0.13 14.12 1.13 2.47 2.23 38 CPE CALLON PETE CO DEL 15.030 1.98 2.04 0.13 17.60 0.64 2.29 1.65 60 CLWY CALLOWAYS NURSERY INC 0.800 0.26 3.96 -0.02 41.99 1.53 5.46 0.51 60 CALL CALLWAVE INC DEL 2.690 3.73 -6.84 0.23 12.81 1.25 2.68 2.81 28

KAL CALLISTO PHARMACEUTICAL 0.860 2.32 -3.87 0.08 14.84 1.09 2.48 1.87 43 CPNL CALPINE CORP 1.100 4.23 0.64 0.11 40.49 1.48 5.26 3.14 60 CFNI CALTAS FITNESS INC 0.400 0.03 -0.56 -0.02 47.40 1.73 6.16 0.36 60 CTON CALTON INC NEW COM PAR $.05 0.360 0.61 1.77 -0.01 24.33 0.89 3.16 0.74 60 CALW CALWEST BANCORP 16.450 0.27 1.37 -0.01 7.49 0.32 1.07 0.52 53

CLYW CALYPSO WIRELESS INC 0.045 33.35 24.25 0.09 345.67 13.94 49.25 22.44 51 CBMC CALYPTE BIOMEDICAL CORP COM NEW 0.072 0.61 7.41 -0.02 77.99 2.85 10.14 0.74 60 CAMH CAMBRIDGE HEART INC 2.760 2.42 4.27 0.03 39.55 1.44 5.14 1.94 60 CADA CAM COMM SOLUTIONS INC 24.270 0.24 3.69 -0.01 12.95 0.47 1.68 0.50 60 CBM CAMBREX CORP 22.720 0.36 -0.81 0.00 8.99 0.33 1.17 0.58 60

CATC CAMBRIDGE BANCORP 28.500 -0.06 0.01 -0.01 3.30 0.12 0.43 0.30 60 OLED CAMBRIDGE DISPLAY TECH 7.140 7.71 -4.83 0.29 22.78 2.32 4.90 5.45 25 CNGG CAMBRIDGE ENERGY CORP 0.004 2.30 9.89 -0.01 91.64 3.34 11.91 1.86 60 CAFI CAMCO FINL CORP 12.750 0.18 0.05 0.00 4.94 0.18 0.64 0.46 60 CAC CAMDEN NATL CORP 46.120 0.44 1.56 0.04 6.77 0.25 0.88 0.63 60

CPT CAMDEN PPTY TR SH BEN INT 73.850 0.53 1.07 0.13 4.59 0.17 0.60 0.69 60 CCJ CAMECO CORP 40.450 1.68 3.82 0.26 9.96 0.36 1.29 1.45 60 CAM CAMERON INTERNATIONAL C 53.050 0.81 1.56 0.14 6.91 0.25 0.90 0.87 60 CMSF CAMINOSOFT CORP 0.450 0.09 2.21 -0.02 36.04 1.31 4.68 0.39 60 CPB CAMPBELL SOUP CO 38.890 0.57 0.34 0.14 4.87 0.18 0.63 0.72 60

Based on S&P 500 Index Using Straight Regression Page 47 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CM CDN IMPERIAL BK OF COMM 84.290 0.68 1.36 0.19 4.82 0.18 0.63 0.79 60 CNI CANADIAN NATL RY CO 43.030 1.05 1.43 0.30 5.57 0.20 0.72 1.03 60 CNQ CANADIAN NAT RES LTD 53.230 0.29 4.01 -0.01 9.97 0.36 1.30 0.53 60 COSW F CANADIAN OIL SANDS TR ORD 28.067 1.12 2.97 0.00 10.26 1.16 2.36 1.08 22 CP CANADIAN PAC RY LTD 52.760 0.97 1.49 0.24 5.92 0.22 0.77 0.98 60

SNG CANADIAN SUPERIOR ENERG 1.990 1.32 2.25 0.04 17.77 0.76 2.56 1.21 52 CLZR CANDELA CORP 12.370 2.72 3.79 0.23 17.45 0.64 2.27 2.14 60 CRCU F CANARC RESOURCE CORP 0.657 0.05 2.75 -0.02 18.55 1.17 3.06 0.37 46 CNDL CANDLEWOOD HOTEL INC 0.035 -0.16 1.36 -0.02 57.25 2.09 7.44 0.23 60 CFW CANO PETE INC 5.480 4.86 15.17 -0.02 85.60 7.48 15.85 3.56 33

CAJ CANON INC ADR 56.590 0.91 1.25 0.33 4.54 0.17 0.59 0.94 60 CMN CANTEL MEDICAL CORP 16.190 1.38 1.43 0.12 12.37 0.45 1.61 1.25 60 CTXE CANTEX ENERGY CORP 0.160 7.99 -3.21 -0.01 48.20 8.65 15.88 5.63 13 ECP CANTERBURY PARK HOLDING 13.690 0.59 1.31 0.03 9.86 0.36 1.28 0.73 60 CYBA CANYON BANCORP 28.750 0.33 2.86 -0.01 10.60 0.45 1.53 0.56 52

CYOO CANYON COPPER CORP 0.270 8.70 4.69 0.06 61.97 4.65 10.83 6.10 39 CAU CANYON RESOURCES CORP COM NEW 0.840 0.32 1.89 -0.01 22.85 0.83 2.97 0.55 60 CWG CANWEST GLOBAL COMMUNIC SHS NON VTG 9.440 2.65 0.27 0.44 10.63 0.39 1.38 2.10 60 CCBG CAPITAL CITY BK GROUP I 35.300 0.33 1.48 0.01 7.05 0.26 0.92 0.55 60 CAA CAPITAL ALLIANCE INCM T COM NEW 8.280 0.05 -0.46 -0.02 9.21 0.34 1.20 0.37 60

CPBB CAPITAL BANCORP INC TN 25.000 -0.18 2.56 -0.01 6.84 0.25 0.89 0.22 60 CBKN CAPITAL BK CORP 17.330 0.14 0.91 -0.01 6.04 0.22 0.79 0.43 60 CCOW CAPITAL CORP OF THE WES COM NEW 32.090 0.17 2.71 -0.01 8.40 0.31 1.09 0.45 60 CAPX CAPITAL CROSSING BK 29.760 0.63 2.32 0.03 10.77 0.39 1.40 0.75 60 CTDN CAPITAL DIRECTIONS INC 47.500 0.24 0.11 0.03 3.60 0.14 0.50 0.50 54

CCPC O CAPITAL CROSSING PFD CO PFD SER C EXCH 10.260 0.11 -0.04 0.00 2.63 0.10 0.34 0.41 60 CCPC N CAPITAL CROSSING PFD CO PFD EXCH SER D 26.100 0.18 -0.06 0.04 1.41 0.13 0.27 0.46 31 CGLD CAPITAL GOLD CORP COM NEW 0.400 0.69 3.16 0.00 20.75 0.76 2.70 0.80 60 LSE CAPITAL LEASE FDG INC 11.600 0.89 -0.70 0.07 5.66 0.48 1.02 0.92 34 LSE PA CAPITAL LEASE FDG INC PFD SER A 25.500 -1.21 0.50 0.09 4.82 0.79 1.59 -0.46 14

Based on S&P 500 Index Using Straight Regression Page 48 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

COF CAPITAL ONE FINL CORP COM 76.820 1.61 0.59 0.26 9.54 0.35 1.24 1.41 60 CPFB CAPITAL PACIFIC BANK OR 13.900 -0.09 0.81 -0.02 4.63 0.35 0.81 0.27 39 CPI CAPITAL PPTYS INC R I CLASS A 24.040 0.26 2.01 0.00 7.72 0.28 1.00 0.51 60 CSU CAPITAL SR LIVING CORP 10.640 0.82 2.32 0.06 10.44 0.38 1.36 0.88 60 CSWC CAPITAL SOUTHWEST CORP 126.240 0.54 1.02 0.10 5.26 0.19 0.68 0.69 60

CT CAPITAL TR INC MD CL A NEW 49.940 0.12 1.98 -0.01 7.25 0.26 0.94 0.42 60 CSE CAPITALSOURCE INC 27.310 1.65 -0.18 0.24 6.06 0.45 1.03 1.43 41 CAPB CAPITALSOUTH BANCORP 19.000 0.23 0.32 -0.09 7.78 1.40 2.56 0.49 13 CBC CAPITOL BANCORP LTD 46.200 0.72 2.10 0.09 7.56 0.28 0.98 0.82 60 CFFN CAPITOL FED FINL 38.420 0.48 1.01 0.06 6.15 0.22 0.80 0.66 60

CBC PA CAPITOL BANCORP TR I PFD TR 8.50% 10.350 0.03 0.08 -0.01 1.79 0.07 0.23 0.36 60 CAPS CAPRIUS INC COM NEW 0.600 0.36 2.91 -0.02 35.46 1.29 4.61 0.58 60 CPST CAPSTONE TURBINE CORP 1.230 3.99 -0.04 0.17 30.65 1.12 3.98 2.98 60 CMO CAPSTEAD MTG CORP COM NO PAR 8.300 0.33 -1.03 -0.01 12.36 0.45 1.61 0.55 60 CSGL F CAPSPRING COM INC 1.490 2.51 2.56 0.05 17.03 1.66 3.56 2.00 28

CAPA CAPTARIS INC 7.770 0.86 1.53 0.05 11.21 0.41 1.46 0.91 60 CPD CARACO PHARMACEUTICAL L 14.000 1.64 6.49 0.02 31.27 1.14 4.06 1.43 60 CRR CARBO CERAMICS INC 37.370 0.49 0.80 0.02 8.92 0.33 1.16 0.66 60 CSAR CARAUSTAR INDS INC 8.090 1.36 0.55 0.12 12.21 0.45 1.59 1.24 60 CBJG CARBON JUNGLE INC 0.007 58.79 50.13 -0.02 423.99 69.74 139.72 39.30 14

CDY CARDERO RES CORP 1.470 2.20 -2.80 0.03 16.15 1.70 3.49 1.79 24 CSCX CARDIAC SCIENCE CORP 8.070 4.17 -5.31 0.50 6.96 1.04 2.00 3.10 16 CDBK CARDINAL BANKSHARES COR 19.750 0.13 0.00 -0.03 2.75 0.27 0.58 0.42 28 CRDM CARDIMA INC 0.050 -0.66 4.03 -0.02 76.24 2.78 9.91 -0.10 60 CFNL CARDINAL FINL CORP 10.250 0.32 1.18 0.00 10.11 0.37 1.31 0.55 60

CAH CARDINAL HEALTH INC 64.430 0.69 0.01 0.10 6.99 0.26 0.91 0.80 60 CSNC CARDINAL STATE BANK DUR 11.890 0.49 0.22 0.00 5.30 0.47 1.01 0.66 32 CDIC CARDIODYNAMICS INTL COR 1.050 1.38 -1.73 0.05 19.03 0.69 2.47 1.25 60 CRME CARDIOME PHARMA CORP COM NEW 11.150 4.25 0.70 0.24 14.52 1.27 2.69 3.15 33 CGCP CARDIOGENESIS CORP 0.300 2.55 0.37 0.08 28.48 1.04 3.70 2.03 60

Based on S&P 500 Index Using Straight Regression Page 49 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CVBT CARDIOVASCULAR BIOTHERA 1.480 1.38 -7.91 -0.03 20.71 2.35 4.77 1.25 22 CTE CARDIOTECH INTL INC 1.950 1.56 1.62 0.04 22.68 0.83 2.95 1.37 60 CVSS CARDIOVASCULAR SCIENCES 0.100 -0.59 42.33 -0.02 303.19 11.06 39.41 -0.05 60 CECO CAREER EDUCATION CORP 24.780 0.06 1.41 -0.02 12.64 0.46 1.64 0.38 60 CDCM CAREDATA COM INC 0.002 19.91 28.09 -0.01 280.86 22.45 49.67 13.53 37

CMX CAREMARK RX INC 57.110 0.52 2.23 0.03 8.23 0.30 1.07 0.68 60 CGDE CAREGUIDE INC DEL 0.610 3.04 3.11 0.07 35.09 1.28 4.56 2.35 60 CBOU CARIBOU COFFEE INC 8.530 3.96 -4.80 0.24 11.19 1.67 3.22 2.96 16 CSL CARLISLE COS INC 78.500 0.75 1.21 0.11 7.08 0.26 0.92 0.84 60 KMX CARMAX INC 53.630 1.60 1.48 0.20 11.10 0.40 1.44 1.40 60

CKEC CARMIKE CINEMAS INC 20.390 0.62 0.34 0.04 9.52 0.35 1.25 0.75 59 CCL CARNIVAL CORP PAIRED CTF 49.050 1.10 0.70 0.31 5.68 0.21 0.74 1.06 60 CUK CARNIVAL PLC ADR 50.220 1.57 -0.05 0.31 5.41 0.34 0.90 1.37 45 CLBH CAROLINA BK HLDGS INC G 15.760 0.21 1.79 0.00 6.12 0.22 0.80 0.48 60 CSV CARRIAGE SVCS INC CLASS A 5.090 1.02 -0.12 0.16 7.96 0.29 1.04 1.01 60

CNCP CAROLINA NATL CORP 17.960 -1.20 1.75 0.35 2.46 0.44 0.81 -0.46 13 CART CAROLINA TR BK LINCOLNT 18.400 1.57 1.35 0.15 6.81 0.70 1.47 1.38 25 CRS CARPENTER TECHNOLOGY CO 102.520 2.18 2.29 0.31 11.35 0.41 1.48 1.78 60 CANI CARREKER CORP 7.640 2.55 1.57 0.15 20.37 0.74 2.65 2.03 60 CACS CARRIER ACCESS CORP 6.560 3.06 4.03 0.11 29.28 1.07 3.81 2.36 60

CARN CARRINGTON LABS INC 2.849 1.48 3.56 0.03 25.17 0.92 3.27 1.32 60 CRZO CARRIZO OIL & CO INC 29.020 0.77 3.62 0.03 12.59 0.46 1.64 0.85 60 CSBI CARROLL SHELBY INTL INC 0.300 0.45 -0.61 -0.02 40.87 3.02 6.83 0.64 43 CRRB CARROLLTON BANCORP 17.160 0.15 0.61 0.00 4.42 0.16 0.57 0.43 60 CRI CARTER INC 25.500 1.10 0.94 0.04 9.30 0.70 1.62 1.07 39

CNY CARVER BANCORP INC 15.580 0.69 0.87 0.11 6.69 0.24 0.87 0.79 60 CAVR E CARVER CORP WASH 0.006 0.92 24.17 -0.02 152.47 5.56 19.82 0.94 60 CACB CASCADE BANCORP 31.030 0.48 2.59 0.04 7.11 0.26 0.92 0.65 60 CAE CASCADE CORP 52.900 0.56 2.73 0.03 9.65 0.35 1.25 0.71 60 CASB CASCADE FINL CORP 17.090 0.48 2.07 0.06 6.09 0.22 0.79 0.65 60

Based on S&P 500 Index Using Straight Regression Page 50 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CSCD CASCADE MICROTECH INC 13.100 2.90 -1.84 0.28 8.93 0.91 1.92 2.26 25 CGC CASCADE NAT GAS CORP 25.920 0.41 0.24 0.06 5.17 0.19 0.67 0.61 60 CWST CASELLA WASTE SYS INC CLASS A 12.230 0.91 -0.10 0.07 10.76 0.39 1.40 0.94 60 CASY CASEYS GEN STORES INC 23.550 0.85 0.70 0.14 7.02 0.26 0.91 0.90 60 CSH CASH AMER INTL INC 46.900 1.02 2.97 0.12 9.33 0.34 1.21 1.02 60

CKNN CASH SYSTEMS INC 7.290 3.69 2.33 0.16 26.51 1.13 3.78 2.78 53 CSJP CASINO JOURNAL PUBG GRO COM NEW 1.150 20.52 19.26 0.00 153.25 20.40 41.38 13.94 18 CSSV CASPIAN SVCS INC 4.000 -0.52 1.91 -0.02 20.71 1.55 3.62 -0.01 39 CSTL CASTELLE 3.100 1.50 3.81 0.04 23.03 0.84 2.99 1.33 60 TQ CASH TECHNOLOGIES INC 1.080 0.49 0.05 0.00 13.90 0.51 1.81 0.66 60

CASS CASS INFORMATION SYS IN 36.180 0.11 2.51 -0.01 7.89 0.29 1.03 0.41 60 CAS CASTLE A M & CO 25.450 1.08 2.72 0.04 16.03 0.58 2.08 1.05 60 CMRG CASUAL MALE RETAIL GRP 13.050 1.35 3.03 0.07 15.65 0.57 2.03 1.23 60 CALA CATALINA LTG INC COM NEW 7.000 -0.43 4.82 -0.01 26.31 0.96 3.42 0.06 60 POS CATALINA MARKETING CORP 27.500 0.11 0.03 -0.02 9.55 0.35 1.24 0.41 60

CATS CATALYST SEMICONDUCTOR 3.440 1.61 0.61 0.13 13.93 0.51 1.81 1.41 60 CESI CATALYTICA ENERGY SYS I 2.070 0.79 -0.64 0.02 14.16 0.52 1.84 0.86 60 CPCA Y CATHAY PAC AWYS LTD SPONSORED ADR 12.200 1.72 -0.89 0.31 4.94 0.42 0.88 1.48 35 CATT CATAPULT COMMUNICATIONS 8.980 2.23 -0.85 0.14 18.51 0.68 2.41 1.82 60 CAT CATERPILLAR INC DEL 61.330 1.33 1.16 0.37 6.08 0.22 0.79 1.22 60

CATY CATHAY GENERAL BANCORP 34.510 0.61 1.23 0.10 6.15 0.22 0.80 0.74 60 CHYF F CATHAY FINL HLDG LTD SP GDR REG S 22.350 1.04 0.51 0.00 8.18 1.08 2.13 1.03 19 CMQ CATHAY MERCHANT GROUP I 0.410 0.88 -0.22 0.01 18.20 0.66 2.37 0.92 60 CTR CATO CORP NEW CLASS A 22.910 0.60 1.10 0.05 8.10 0.30 1.05 0.73 60 CTTY CATUITY INC COM NEW 4.437 0.88 -0.13 -0.01 29.91 1.09 3.89 0.92 60

CAV CAVALIER HOMES INC 4.160 0.91 1.44 0.02 16.10 0.59 2.09 0.94 60 CVCO CAVCO INDS INC DEL 35.040 0.47 3.10 -0.01 8.99 0.66 1.50 0.65 43 CVCP CAVICO CORPORATION 0.860 41.90 293.09 -0.04 873.05 82.05 383.93 28.11 29 CBCI CBCOM INC COM 0.010 -0.92 42.84 -0.02 184.44 6.73 23.98 -0.27 60 CECB CECIL BANCORP INC 18.800 0.39 0.85 -0.02 6.61 0.56 1.17 0.60 36

Based on S&P 500 Index Using Straight Regression Page 51 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CBEY CBEYOND INC 30.590 2.57 5.83 -0.03 20.51 3.37 6.76 2.04 14 BOT CBOT HLDGS INC CLASS A 151.470 0.59 2.19 -0.06 9.85 1.47 2.92 0.73 15 CCFC CCSB FINL CORP 13.750 0.17 0.11 -0.01 3.75 0.23 0.59 0.45 48 FUN CEDAR FAIR L P DEPOSITRY UNIT 27.820 0.43 0.10 0.12 3.85 0.14 0.50 0.62 60 CDR CEDAR SHOPPING CTRS INC COM NEW 15.910 -0.56 2.08 0.00 17.56 0.64 2.28 -0.03 60

CDR PA CEDAR SHOPPING CTRS INC PFD A 8.875 26.630 0.05 0.02 -0.03 1.27 0.12 0.26 0.37 29 CVM CEL-SCI CORP COM NEW 0.560 3.10 0.78 0.15 24.68 0.90 3.21 2.39 60 CLDN CELADON GROUP INC 16.750 -0.01 4.31 -0.02 13.48 0.49 1.75 0.33 60 CE CELANESE CORP DEL COM SER A 25.880 2.00 1.00 0.17 7.86 0.83 1.70 1.66 24 CEGE CELL GENESYS INC 3.390 1.60 -2.86 0.16 12.69 0.46 1.65 1.40 60

CLST CELLSTAR CORP COM NEW 3.000 0.54 3.72 -0.01 35.28 1.29 4.59 0.70 60 CTIC CELL THERAPEUTICS INC CDT-COM 1.750 3.34 -3.00 0.28 18.75 0.68 2.44 2.55 60 BDAY CELEBRATE EXPRESS INC 11.582 0.66 -1.56 -0.02 9.44 0.92 2.00 0.77 27 CLTY CELERITY SOLUTIONS INC 0.170 19.01 72.24 0.00 516.70 18.85 67.17 12.93 60 CLS CELESTICA INC SUB VTG SHS 7.810 2.22 -2.75 0.37 10.18 0.37 1.32 1.81 60

CELG CELGENE CORP 57.530 0.97 3.47 0.09 10.04 0.37 1.30 0.98 60 CTSC CELLULAR TECHNICAL SVCS COM NEW 1.400 1.25 0.07 0.05 16.50 0.60 2.14 1.17 60 CLMI CELLMETRIX INC 0.020 1.43 14.67 -0.01 84.87 3.10 11.03 1.29 60 CLN CELSION CORPORATION COM NEW 1.900 2.07 -1.18 0.08 22.39 0.82 2.91 1.71 60 CSAT CELSIA TECH INC 0.180 -0.29 -11.31 -0.06 17.54 2.34 4.74 0.15 18

CX CEMEX SAB DE CV SPON ADR 5 ORD 33.880 1.35 1.48 0.35 6.44 0.23 0.84 1.23 60 CPCO CENGROUP PETROLEUM CORP COM 0.080 6.99 27.47 -0.03 155.89 15.91 33.55 4.97 25 CYCL CENTENNIAL COMMUNCTNS C CL A NEW 7.190 1.32 0.75 0.04 20.11 0.73 2.61 1.21 60 CBHI CENTENNIAL BK HLDGS INC 9.460 0.96 -1.98 0.14 3.53 0.53 1.05 0.98 15 CNC CENTENE CORP DEL 24.570 0.55 2.61 0.01 12.75 0.46 1.66 0.70 60

CNBC CENTER BANCORP INC 15.820 0.18 1.27 -0.01 7.23 0.26 0.94 0.45 60 CLFC CENTER FINL CORP CALIF 23.970 0.29 3.10 0.00 7.57 0.28 0.98 0.53 60 CFWH CENTER FOR WOUND HEALIN 2.750 30.15 1.64 0.11 124.48 18.54 36.88 20.32 15 CNP CENTERPOINT ENERGY INC COM 16.580 1.21 -0.29 0.08 13.19 0.48 1.71 1.14 60 CVP CENTERPLATE INC INC DEP SECS 19.000 0.73 -0.08 0.04 5.61 0.45 0.99 0.82 37

Based on S&P 500 Index Using Straight Regression Page 52 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CSCC CENTERSPAN COMMUNICATIO 0.060 2.52 15.02 -0.01 103.18 3.76 13.41 2.01 60 CSFL CENTERSTATE BKS FLA INC 20.900 0.02 1.77 -0.02 6.27 0.23 0.81 0.35 60 CTX CENTEX CORP 56.270 1.08 1.03 0.20 7.57 0.28 0.98 1.05 60 CTLM CENTILLIUM COMMUNICATIO 2.140 4.47 0.24 0.23 28.04 1.02 3.65 3.30 60 CAIG Y CENTRAIS ELETRICAS BRAS SPON ADR PFD B 11.350 0.91 2.19 -0.01 14.33 1.23 2.56 0.94 35

CAIF Y CENTRAIS ELETRICAS BRAS SPONSORED ADR 11.850 1.06 2.53 -0.01 14.71 1.26 2.62 1.04 35 CPV CENTRACORE PROPERTIES T 32.330 0.12 1.26 -0.01 6.78 0.25 0.88 0.42 60 CEBK CENTRAL BANCORP INC MAS 32.362 0.20 0.36 0.01 4.54 0.17 0.59 0.47 60 CEDC CENTRAL EUROPEAN DIST C 29.700 0.94 4.18 0.03 14.78 0.54 1.92 0.96 60 CFBK CENTRAL FED CORP 7.360 0.70 -0.53 0.10 6.89 0.25 0.89 0.80 60

CEF CENTRAL FD CDA LTD CLASS A 9.340 -0.08 1.96 -0.02 6.45 0.24 0.84 0.29 60 CENT CENTRAL GARDEN & PET CO COM 48.420 0.22 3.36 -0.01 10.33 0.38 1.34 0.48 60 CER P CENTRAL ILL LT CO PFD 4.50% 86.000 0.19 0.47 0.01 4.00 0.15 0.52 0.46 60 CJBK CENTRAL JERSEY BANCORP COM 8.300 0.41 1.44 0.00 9.93 0.36 1.29 0.61 60 COHI CENTRAL OREGON INDEP HL 39.500 0.08 1.08 -0.08 4.99 0.82 1.64 0.39 14

CPF CENTRAL PAC FINL CORP 38.760 0.40 1.75 0.02 7.57 0.28 0.98 0.60 60 CPC CENTRAL PKG CORP 18.000 0.66 0.30 0.02 11.53 0.42 1.50 0.78 60 CUPR CENTRAL UTILS PRODUCTIO 0.001 -1.05 6.26 -0.01 71.16 2.60 9.25 -0.36 60 CVCY CENTRAL VALLEY CMNTY BA 14.750 0.22 1.90 0.00 5.63 0.21 0.73 0.48 60 CV CENTRAL VT PUB SVC CORP 23.550 0.42 0.63 0.03 6.84 0.25 0.89 0.62 60

CVBK CENTRAL VA BANKSHARES I 26.000 0.38 1.62 0.04 5.88 0.21 0.76 0.59 60 CPYY Y CENTRICA PLC SPON ADR NEW 70.850 0.54 1.41 0.01 4.94 0.50 1.06 0.70 25 CXBT CENTRIX BK & TR BEDFORD 15.490 0.71 1.85 0.02 8.57 0.48 1.29 0.81 49 CTXI CENTREX INC COM NEW 0.002 2.17 -7.23 0.00 63.74 2.33 8.29 1.77 60 CENX CENTURY ALUM CO 44.650 2.83 2.32 0.32 14.32 0.52 1.86 2.21 60

CNBK A CENTURY BANCORP INC CL A NON VTG 27.300 0.16 0.64 -0.01 6.26 0.23 0.81 0.44 60 TRUE CENTRUE FINL CORP NEW 19.470 0.08 0.60 -0.01 3.80 0.14 0.49 0.39 60 CNTY CENTURY CASINOS INC 11.160 1.01 3.15 0.05 13.77 0.50 1.79 1.00 60 CYFL CENTURY FINL CORP 22.050 -0.09 0.28 0.00 2.74 0.10 0.36 0.28 60 CTL CENTURYTEL INC 43.660 1.31 0.22 0.36 6.10 0.22 0.79 1.20 60

Based on S&P 500 Index Using Straight Regression Page 53 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CEPH CEPHALON INC 70.410 1.20 -0.12 0.17 9.21 0.34 1.20 1.13 60 CPHD CEPHEID 8.500 2.57 2.10 0.18 18.89 0.69 2.46 2.04 60 CVO CENVEO INC 21.200 2.40 3.97 0.18 17.85 0.65 2.32 1.93 60 CRDN CERADYNE INC 56.500 1.84 4.48 0.16 14.55 0.53 1.89 1.55 60 CEPO CEPTOR CORP 0.110 1.70 -10.84 -0.03 30.56 3.12 6.58 1.46 25

CERP CEREPLAST INC 0.370 3.14 10.66 -0.07 56.58 9.31 18.65 2.42 14 CEN CERIDIAN CORP NEW 27.980 1.01 0.52 0.22 6.60 0.24 0.86 1.01 60 CERN CERNER CORP 45.500 0.50 1.50 0.01 11.93 0.44 1.55 0.67 60 CPSX CERAMICS PROCESS SYS CO 1.500 1.73 2.60 0.07 19.99 0.73 2.60 1.49 60 CERT F CERTICOM CORP 4.350 2.62 6.05 0.02 48.18 1.76 6.26 2.07 60

CEON Z CERION TECHNOLOGIES INC 0.380 -0.25 2.08 -0.01 13.35 0.49 1.74 0.17 60 CSRV CERTIFIED SERVICES INC 0.010 -1.41 4.70 -0.01 57.47 2.10 7.47 -0.60 60 CERS CERUS CORP 5.860 2.48 -1.56 0.13 21.63 0.79 2.81 1.98 60 CTKH CETEK TECHNOLOGIES INC COM NEW 0.001 18.95 23.03 0.11 184.29 6.72 23.96 12.90 60 CEVA CEVA INC 6.470 3.28 -2.40 0.33 12.15 0.65 1.83 2.51 50

CTU CHAD THERAPEUTICS INC 2.210 0.98 -0.05 0.06 12.42 0.45 1.61 0.99 60 MOOR Z CHADMOORE WIRELESS GROU 0.010 1.01 -1.96 0.01 22.91 0.84 2.98 1.01 60 CHB CHAMPION ENTERPRISES IN 9.360 2.18 0.51 0.14 18.63 0.68 2.42 1.78 60 CHMP CHAMPION INDS INC W VA 8.570 0.24 2.26 -0.01 11.15 0.41 1.45 0.49 60 CREB CHAMPION PARTS INC 0.850 1.03 3.41 0.00 25.92 0.95 3.37 1.02 60

CMPP CHAMPS ENTMT INC DEL 6.950 0.59 0.08 0.01 12.27 0.45 1.60 0.73 60 CHNL CHANNELL COML CORP 2.970 1.39 1.38 0.03 21.61 0.79 2.81 1.26 60 CHAP CHAPARRAL STL CO DEL COM 44.270 0.44 9.50 -0.06 14.62 1.95 3.95 0.63 18 CNCA CHARDAN NORTH CHINA ACQ 8.660 0.03 5.03 -0.07 24.16 3.44 6.53 0.36 17 CNCA U CHARDAN NORTH CHINA ACQ UNIT EX 080309 16.300 0.39 9.52 -0.07 35.04 5.00 9.47 0.60 17

CSCA CHARDAN SOUTH CHINA ACQ 6.050 0.79 0.89 -0.05 13.09 1.87 3.54 0.86 17 CSCA U CHARDAN SOUTH CHINA ACQ UNIT EX 080309 8.800 0.64 3.20 -0.06 21.63 3.08 5.84 0.76 17 CTHR CHARLES & COLVARD LTD 8.000 0.49 4.47 -0.01 18.06 0.66 2.35 0.66 60 CRL CHARLES RIV LABS INTL I 43.250 0.47 0.56 0.03 8.07 0.29 1.05 0.65 60 CHC CHARTERMAC SH BEN INT 21.470 0.30 0.47 0.03 5.03 0.18 0.65 0.54 60

Based on S&P 500 Index Using Straight Regression Page 54 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CHIC CHARLOTTE RUSSE HLDG IN 30.750 1.72 1.33 0.14 14.32 0.52 1.86 1.48 60 CHRS CHARMING SHOPPES INC 13.530 0.86 2.09 0.04 13.21 0.48 1.72 0.90 60 CHTR CHARTER COMMUNICATIONS CLASS A 3.060 4.54 -1.61 0.35 21.66 0.79 2.82 3.34 60 CHFN CHARTER FINL CORP WEST 51.520 0.20 2.03 -0.01 8.18 0.30 1.06 0.47 60 CHOB CHARTER OAK BK NAPA CAL 17.050 -0.04 2.38 -0.05 9.40 0.99 2.03 0.31 24

CHRT CHARTERED SEMICONDUCTOR ADR 8.350 2.76 -1.66 0.38 12.48 0.46 1.62 2.17 60 CCF CHASE CORP 25.390 0.29 1.33 0.01 6.48 0.24 0.84 0.53 60 CHAT CHATCOM INC 0.004 5.07 13.50 0.01 119.72 4.37 15.56 3.70 60 CHTT CHATTEM INC 50.080 -0.07 3.58 -0.02 12.67 0.46 1.65 0.29 60 CHBD CHAUS BERNARD INC COM NEW 0.970 -0.37 2.18 -0.01 13.32 0.49 1.73 0.09 60

CKFR CHECKFREE CORP NEW 40.160 1.88 1.56 0.21 12.81 0.47 1.66 1.59 60 CKP CHECKPOINT SYS INC 20.200 0.87 0.87 0.07 10.17 0.37 1.32 0.91 60 CAKE CHEESECAKE FACTORY INC 24.600 0.55 0.21 0.04 7.98 0.29 1.04 0.70 60 COGL CHEETAH OIL & GAS LTD 0.350 3.83 -7.25 0.04 29.48 2.51 5.22 2.87 36 CHTP CHELSEA THERAPEUTICS IN 3.820 1.86 -2.17 -0.02 23.69 2.42 5.10 1.57 25

CEMI CHEMBIO DIAGNOSTICS INC 0.830 0.38 6.12 -0.03 50.34 4.02 8.80 0.59 38 CHE CHEMED CORP NEW 36.980 1.04 1.38 0.12 9.53 0.35 1.24 1.02 60 CXSP CHEMGENEX PHARMACEUTICA SPONSORED ADR 7.300 0.25 0.30 -0.06 18.50 2.44 4.82 0.50 19 CHFC CHEMICAL FINL CORP 33.300 0.61 0.30 0.09 6.54 0.24 0.85 0.74 60 CHKT CHEMOKINE THERAPEUTICS 0.605 1.97 -2.14 0.00 15.23 2.01 3.97 1.64 19

CTKI CHEMTRAK INC NEW 0.250 -1.78 11.80 -0.01 93.14 3.40 12.11 -0.84 60 CEM CHEMTURA CORP 9.630 1.34 0.56 0.09 13.99 0.51 1.82 1.23 60 CHMG CHEMUNG FINL CORP 32.050 0.30 0.12 0.04 4.32 0.16 0.56 0.53 60 LNG CHENIERE ENERGY INC COM NEW 28.870 2.68 8.40 0.12 24.95 0.91 3.24 2.12 60 CHKJ CHEROKEE BANKING CO 27.000 4.19 3.51 0.07 24.84 2.42 5.33 3.12 26

CHKE CHEROKEE INC DEL NEW 42.910 0.76 2.43 0.06 9.54 0.35 1.24 0.84 60 CHRK CHEROKEE INTL CORP 4.030 2.54 -4.07 0.05 18.23 1.56 3.25 2.02 35 CSK CHESAPEAKE CORP 17.020 1.57 -0.97 0.30 8.36 0.30 1.09 1.38 60 CHK CHESAPEAKE ENERGY CORP COM 29.050 0.62 2.80 0.03 10.58 0.39 1.38 0.75 60 CPKF CHESAPEAKE FINL SHS INC CMT-COM 19.000 -0.14 1.14 0.01 3.17 0.12 0.41 0.24 60

Based on S&P 500 Index Using Straight Regression Page 55 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CPK CHESAPEAKE UTILS CORP 30.650 0.34 0.70 0.05 4.68 0.17 0.61 0.56 60 CHMN CHESTER MINING CO 2.740 -0.82 7.94 -0.06 36.58 5.22 9.89 -0.20 17 CHEU Y CHEUNG KONG HLDGS LTD ADR 12.450 1.48 -0.08 0.20 5.65 0.48 1.01 1.32 35 CVX CHEVRON CORP NEW COM 73.530 0.72 0.68 0.20 4.98 0.18 0.65 0.81 60 CHEV CHEVIOT FINL CORP 13.220 0.70 -0.41 0.08 4.11 0.35 0.73 0.80 36

CCX PC CHEVY CHASE BK FSB PFD SER C 26.210 0.43 -0.44 0.10 2.45 0.18 0.43 0.62 39 CCP PA CHEVY CHASE PFD CAP COR PFD A EXCH % 52.600 0.01 -0.08 -0.02 1.74 0.06 0.23 0.34 60 CBI CHICAGO BRIDGE & IRON C N Y REGISTRY SH 27.340 1.31 2.32 0.21 8.79 0.32 1.14 1.20 60 CME CHICAGO MERCANTILE HLDG CLASS A 509.750 1.11 4.58 0.07 9.25 0.52 1.40 1.07 49 CVR CHICAGO RIVET & MACH CO 21.010 0.09 0.00 -0.01 5.56 0.20 0.72 0.40 60

CHS CHICOS FAS INC 20.690 1.56 2.05 0.18 11.65 0.42 1.51 1.37 60 CFCM CHIEF CONS MNG CO 0.500 0.95 5.34 -0.01 42.75 1.56 5.56 0.97 60 CRVH CHILCO RIV HLDGS INC COM NEW 0.450 1.55 15.27 -0.05 71.24 9.09 18.52 1.36 20 PLCE CHILDRENS PL RETAIL STO 63.520 2.89 1.93 0.26 16.87 0.62 2.19 2.25 60 CHNG CHINA NAT GAS INC 3.150 -0.80 27.28 -0.08 92.04 13.71 27.27 -0.19 15

CNOC CHIMERA TECHNOLOGY CORP COM PAR $ 0.010 9.17 0.76 0.14 77.96 2.85 10.23 6.41 59 CHCG CHINA 3C GROUP 3.460 -0.52 24.76 -0.03 118.93 9.50 21.03 -0.01 37 CAAS CHINA AUTOMOTIVE SYS IN 12.492 6.31 0.55 0.15 33.63 2.13 5.55 4.52 46 CHBP CHINA BIOPHARMACEUTICAL 0.900 1.44 -3.83 -0.02 8.94 1.61 2.95 1.29 13 CHFI CHINA FIN INC 0.980 4.24 10.29 -0.07 57.63 9.48 18.99 3.14 14

JRJC CHINA FIN ONLINE CO LTD SPONSORED ADR 4.450 1.11 -2.74 -0.01 12.42 1.21 2.64 1.07 27 CAGC CHINA AGRITECH INC 2.950 4.06 -2.20 0.09 20.48 2.30 4.67 3.03 23 CAXG CHINA AOXING PHARM CO I 4.000 1.15 17.15 -0.03 70.43 6.03 12.70 1.10 34 CBPC CHINA BIOPHARMA INC 0.410 0.97 -3.36 -0.02 13.75 1.45 2.97 0.98 24 CEA CHINA EASTERN AIRLINES SPON ADR CL H 21.780 0.58 1.21 0.03 9.51 0.35 1.24 0.72 60

CDGT CHINA DIGITAL MEDIA COR 0.610 -1.16 -2.90 -0.01 48.87 1.78 6.35 -0.43 60 CHDW CHINA DIGITAL WIRELESS 0.271 5.03 -7.37 0.06 32.08 2.87 6.18 3.67 31 CHND CHINA DIRECT INC 5.750 11.52 38.61 0.00 353.00 12.88 45.89 7.97 60 CXTI CHINA EXPERT TECHNOLOGY 6.330 -0.32 12.12 -0.03 65.21 5.21 11.53 0.12 37 CHDT CHINA DIRECT TRADING CO 0.035 4.97 20.18 0.00 137.91 5.03 17.93 3.63 60

Based on S&P 500 Index Using Straight Regression Page 56 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CHFR CHINA FRUITS CORP 0.550 -0.21 3.26 -0.02 106.52 3.89 13.85 0.20 60 CIND CHINA INDL GROUP INC COM PAR $0.001 0.003 11.92 146.20 -0.02 38.05 37.87 134.94 8.24 60 CGRP CHINA ENTMNT GROUP INC 0.015 6.57 40.86 0.00 187.05 6.82 24.31 4.69 60 LFC CHINA LIFE INS CO LTD SPON ADR REP H 50.510 1.14 3.36 0.04 9.40 0.75 1.66 1.10 37 CNHC CHINA HEALTH MGMT CORP COM NEW 1.080 0.41 8.39 -0.02 68.82 2.51 8.95 0.61 60

CKGT CHINA KANGTAI CACTUS BI 1.040 -1.00 0.00 -0.02 50.29 2.15 7.17 -0.32 53 CHNA Q CHINA PAC INC COM PAR $0.001 0.030 9.41 167.20 -0.02 289.69 47.05 167.65 6.58 60 ZNH CHINA SOUTHN AIRLS LTD SPON ADR CL H 20.450 0.85 0.80 0.06 10.42 0.38 1.35 0.90 60 CN CHINA NETCOM GROUP CORP SPONSORED ADR 53.520 1.08 2.48 0.03 8.28 0.81 1.78 1.05 26 CSOF CHINA STATIONERY & OFF 0.690 2.09 -1.16 0.02 37.23 1.42 5.04 1.72 56

CHL CHINA MOBILE LIMITED SPONSORED ADR 43.220 1.37 1.28 0.36 6.46 0.24 0.84 1.25 60 SNP CHINA PETE & CHEM CORP SPON ADR H SHS 92.640 0.82 3.35 0.07 9.38 0.34 1.22 0.88 60 CPHI CHINA PHARMA HLDGS INC 2.270 -1.03 4.31 -0.05 19.07 2.54 5.15 -0.35 18 CNTF CHINA TECHFAITH WIRLS C SPONSORED ADR 10.780 4.33 -4.40 0.06 22.73 2.90 5.91 3.21 20 CHA CHINA TELECOM CORP LTD SPON ADR H SHS 54.400 2.05 0.55 0.32 7.82 0.42 1.18 1.70 50

CMDA CHINA MEDIA1 CORP 0.200 -1.55 1.16 -0.04 28.69 3.23 6.54 -0.69 23 CYXI CHINA YINGXIA INTL INC 2.000 1.59 10.55 -0.01 66.88 2.56 9.14 1.39 55 CHML CHINAMALLUSA COM INC 0.004 3.62 15.56 0.01 82.47 3.01 10.72 2.73 60 CHU CHINA UNICOM LTD SPONSORED ADR 14.890 1.51 0.39 0.26 8.94 0.33 1.16 1.34 60 CWLC CHINA WIRELESS COMMUNIC 0.025 2.64 9.95 -0.01 135.03 4.93 17.55 2.09 60

CHWE CHINAWE COM INC 0.080 -0.80 16.87 -0.02 102.21 3.73 13.29 -0.19 60 CHDX CHINDEX INTERNATIONAL I 18.860 2.80 4.46 0.14 23.55 0.86 3.06 2.19 60 CPMM CHINA PREMIUM LIFESTYLE 0.300 1.14 28.11 -0.07 123.49 17.60 33.37 1.09 17 CMED CHINA MED TECHNOLOGIES SPONSORED ADR 27.070 4.75 -0.93 0.18 15.89 2.27 4.29 3.49 17 CMAQ CHINA MINERAL ACQUISITI 5.280 0.13 0.32 -0.02 2.12 0.21 0.44 0.42 28

CMAQ U CHINA MINERAL ACQUISITI UNIT EX 052809 5.150 -0.31 -0.14 -0.02 4.94 0.48 1.01 0.13 29 CCBC CHINO COMML BANCORP 20.250 0.39 1.90 0.03 6.40 0.23 0.83 0.60 60 CHH CHOICE HOTELS INTL INC 42.100 0.44 2.50 0.01 9.08 0.33 1.18 0.63 60 CQB CHIQUITA BRANDS INTL IN 15.970 0.77 0.31 0.04 11.77 0.43 1.56 0.85 58 CHZ PA CHITTENDENCAP TR I GTD CAP SECS % 25.250 -0.03 0.06 -0.02 1.68 0.06 0.23 0.32 56

Based on S&P 500 Index Using Straight Regression Page 57 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CHZ CHITTENDEN CORP 30.690 0.22 0.58 0.01 4.87 0.18 0.63 0.48 60 CPS CHOICEPOINT INC 39.380 0.68 -0.01 0.12 6.11 0.22 0.79 0.79 60 CTEC CHOLESTECH CORP 18.430 1.18 1.02 0.04 17.93 0.65 2.33 1.12 60 CHRD CHORDIANT SOFTWARE INC 3.310 3.96 -0.50 0.39 17.33 0.63 2.25 2.96 60 CBTD CHRISTIANA BK & TR CO CMT-COM 26.300 0.70 1.10 0.18 5.19 0.19 0.68 0.80 60

CBK CHRISTOPHER & BANKS COR 18.660 1.58 0.08 0.13 13.81 0.50 1.79 1.39 60 CRC CHROMCRAFT REVINGTON IN 8.590 -0.29 -0.02 0.00 7.08 0.26 0.92 0.15 60 CB CHUBB CORP COM 52.910 0.93 0.50 0.30 4.95 0.18 0.64 0.95 60 CHT CHUNGHWA TELECOM CO LTD SPONSORED ADR 19.730 1.12 0.01 0.18 4.83 0.36 0.81 1.08 42 CHD CHURCH & DWIGHT INC 42.650 0.24 1.54 0.00 5.92 0.22 0.77 0.50 60

CHDN CHURCHILL DOWNS INC 42.740 0.52 0.33 0.04 7.77 0.28 1.01 0.68 60 CHUR CHURCHILL TECHNOLOGY IN COM PAR $0.01 0.000 6.28 0.40 0.04 61.15 3.87 10.19 4.50 45 CYRO CHYRON CORP COM NEW 1.190 0.94 4.40 0.00 23.41 0.85 3.04 0.96 60 CSB CIBA SPECIALTY CHEMS HL SPONSORED ADR 33.310 0.66 0.00 0.15 5.24 0.19 0.68 0.77 60 CBR CIBER INC 6.780 1.41 -0.38 0.15 11.49 0.42 1.49 1.27 60

CIEN CIENA CORP COM NEW 27.710 2.99 -1.35 0.25 18.00 0.66 2.34 2.32 60 CGMX CIGMA METALS CORP COM NEW 0.910 0.73 1.30 -0.02 19.44 1.44 3.30 0.82 41 XEC CIMAREX ENERGY CO 36.500 0.09 1.66 -0.02 7.83 0.34 1.13 0.40 52 CMXX CIMETRIX INC CMT-SHS 0.300 0.83 1.70 0.00 21.23 0.77 2.76 0.89 60 CIMK CIMNET INC 2.600 2.23 1.84 0.12 20.58 0.75 2.68 1.81 60

CBB CINCINNATI BELL INC NEW 4.570 2.77 -0.79 0.27 15.88 0.58 2.06 2.17 60 CINF CINCINNATI FINL CORP 45.310 0.59 0.29 0.24 3.65 0.13 0.47 0.73 60 CNMW Q CINCINNATI MICROWAVE IN 0.001 15.21 252.35 -0.01 88.95 39.73 141.55 10.42 60 CINM CINEMAELECTRIC INC 0.002 3.54 4.91 -0.02 80.33 5.95 13.74 2.69 40 CPCI CIPRICO INC 6.050 0.86 0.71 0.04 12.57 0.46 1.63 0.91 60

CIPH CIPHERGEN BIOSYSTEMS IN 0.890 1.61 -2.03 0.05 21.38 0.78 2.78 1.41 60 CC CIRCUIT CITY STORE INC 18.980 0.43 0.41 -0.01 14.49 0.53 1.88 0.62 60 CIR CIRCOR INTL INC 36.790 1.42 0.86 0.43 5.73 0.21 0.74 1.28 60 CRLI CIRCUIT RESH LABS INC COM PAR $0.10 0.270 0.62 1.52 -0.01 28.13 1.03 3.66 0.75 60 CRUS CIRRUS LOGIC INC 6.880 4.38 -0.40 0.45 17.00 0.62 2.21 3.24 60

Based on S&P 500 Index Using Straight Regression Page 58 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CSCO CISCO SYS INC 27.330 1.88 0.43 0.41 7.92 0.29 1.03 1.58 60 CNWT CISTERA NETWORKS INC 0.780 33.51 15.78 0.09 315.96 13.52 45.03 22.54 53 CDL CITADEL BROADCASTING CO 9.960 1.14 -2.68 0.09 7.04 0.52 1.20 1.09 41 CDSS CITADEL SEC SOFTWARE IN 0.510 2.89 1.25 0.08 31.92 1.22 4.32 2.25 56 CTAS CINTAS CORP 39.710 1.25 -0.56 0.34 6.13 0.22 0.80 1.16 60

CZNC CITIZENS & NORTHN CORP 22.000 0.19 0.58 0.00 5.90 0.22 0.77 0.46 60 CZPY CITIZENS BANCORP INC PA 27.500 0.90 -0.07 0.17 6.82 0.25 0.89 0.93 60 C CITIGROUP INC 55.700 1.29 -0.18 0.52 4.35 0.16 0.57 1.19 60 C PF CITIGROUP INC PFD F DEP 1/5S 50.400 -0.10 0.14 0.01 2.23 0.08 0.29 0.27 60 C PG CITIGROUP INC PFD 1/5 G6.213 50.500 0.01 0.07 -0.02 2.27 0.08 0.30 0.34 60

C PH CITIGROUP INC PFD 1/5H6.231% 50.550 -0.04 0.18 -0.01 2.64 0.10 0.34 0.31 60 C PM CITIGROUP INC PFD 1/5M5.864% 50.240 -0.12 0.22 0.02 2.35 0.09 0.31 0.26 60 CTPC Y CITIC PACIFIC LTD SPONSORED ADR 17.100 1.10 -0.17 0.06 6.71 0.68 1.44 1.06 25 C PR CITIGROUP CAP X TRUPS 6.1% 24.820 -0.11 0.11 -0.02 2.61 0.19 0.45 0.26 40 C PS CITIGROUP CAP IX PFD TR 6.00% 24.720 0.07 -0.08 -0.02 2.57 0.16 0.42 0.39 47

C PV CITIGROUP CAPITAL VII TRUPS 7.125% 25.360 -0.06 0.03 0.00 1.42 0.05 0.18 0.30 60 C PZ CITIGROUP CAP VIII TRUPS 6.95% 25.180 0.03 0.01 -0.01 1.57 0.06 0.20 0.35 60 CTRN CITI TRENDS INC 39.640 3.42 2.56 0.06 18.25 2.33 4.74 2.61 20 CEIS CITIGROUP GLOBAL MKTS H IDX LKD DYNAM 9.720 0.28 -0.21 -0.01 5.27 0.40 0.92 0.52 39 PDW CITIGROUP GLOBAL MKTS H NT DOW 1.5% 09 10.310 0.23 -0.03 0.03 1.82 0.16 0.34 0.49 33

PDY CITIGROUP GLOBAL MKTS H NT S&P 1.5% 09 10.160 0.24 -0.10 0.06 1.58 0.14 0.29 0.50 33 ILB CITIGROUP GLOBAL MKTS H LASERS DJIA 08 12.000 0.92 -0.03 0.46 2.01 0.17 0.36 0.95 34 CGGM CITIGROUP GLOBAL MKTS H 04-1 DYNMC INX 9.650 0.20 -0.22 0.05 1.39 0.12 0.25 0.47 35 CIGH L CITIGROUP GLOBAL MKTS H PRIN 04-2 2010 9.730 0.51 -0.42 0.04 3.72 0.33 0.71 0.67 32 PQU CITIGROUP GLOBAL MKTS H PRIN PROT N100 9.940 0.43 -0.33 0.29 1.31 0.12 0.25 0.62 31

ILY CITIGROUP GLOBAL MKTS H LASERS NIKK 08 14.700 0.91 0.65 0.12 4.42 0.40 0.85 0.94 31 CIGH O CITIGROUP GLOBAL MKTS H NT LK 04-4 PRN 9.560 0.34 -0.46 0.14 1.48 0.14 0.31 0.56 28 PPN CITIGROUP GLOBAL MKTS H NT PRN 2% DJIA 9.960 0.29 -0.26 0.14 1.25 0.12 0.26 0.53 29 CIGH M CITIGROUP GLOBAL MKTS H NT 04-3PRIN 10 9.620 0.15 -0.03 -0.03 4.58 0.41 0.89 0.43 30 PDYX O CITIGROUP GLOBAL MKTS H NT 05-1DYM INX 9.440 0.69 -0.53 0.27 2.03 0.23 0.46 0.79 23

Based on S&P 500 Index Using Straight Regression Page 59 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PDD CITIGROUP GLOBAL MKTS H NT 2% LK DJ 10 9.370 0.35 -0.54 0.17 1.33 0.15 0.30 0.57 23 PDYX N CITIGROUP GLOBAL MKTS H NT PRIN05-2 11 9.480 -0.26 0.03 -0.03 4.14 0.47 0.95 0.17 22 ASBX L CITIGROUP GLOBAL MKTS H NT PRIN 2011 9.380 0.97 -1.03 0.33 2.48 0.30 0.60 0.98 21 IDJ CITIGROUP GLOBAL MKTS H IDX DOW 2009 14.000 0.67 1.28 0.08 3.42 0.41 0.83 0.78 21 PNJ CITIGROUP GLOBAL MKTS H NT 2.5% 102810 9.730 -0.24 0.15 0.02 1.71 0.20 0.41 0.18 21

CAQ CITIGROUP GLOBAL MKTS H NT PRIN PR 9.560 0.07 -0.29 -0.04 1.51 0.18 0.37 0.38 21 PSC CITIGROUP GLOBAL MKTS H ELKS S&P500 10 10.450 0.28 -0.08 0.12 1.32 0.13 0.28 0.52 27 PSCD P CITIGROUP GLOBAL MKTS H NT 04-5 PRIN10 9.480 0.14 -0.22 -0.02 1.96 0.19 0.42 0.43 26 C PQ CITIGROUP CAP XI CAP TRUPS 6% 24.800 0.11 -0.07 -0.03 2.23 0.22 0.47 0.41 28 CPKN P CITIGROUP GLOBAL MKTS H NT 05-4DYN IDX 9.660 0.86 -0.92 0.43 1.68 0.22 0.44 0.90 19

PTS CITIGROUP FDG INC NT S&P500 2008 10.240 0.55 -0.32 0.37 1.21 0.16 0.32 0.70 19 PTSA Z CITIGROUP FDG INC NT 05-5 DJ AIG 9.500 0.58 -0.67 -0.03 5.80 0.83 1.57 0.72 17 CZJ CITIGROUP FDG INC NT ASIAN CUR08 9.860 0.25 -0.34 0.01 1.69 0.22 0.46 0.50 18 PTSA L CITIGROUP FDG INC NT 05-6DYN IDX 9.500 0.13 -0.24 -0.04 1.68 0.22 0.45 0.42 18 PLR CITIGROUP FDG INC PRN PRT NT RUS 9.950 0.52 -0.32 0.31 1.26 0.19 0.36 0.68 16

CFO CITIGROUP FDG INC PACER PHLX OIL 11.120 0.98 -0.08 0.22 2.60 0.47 0.86 0.99 13 PFT CITIGROUP FDG INC NT 1.75%NIKK09 9.900 0.67 -0.84 0.20 1.96 0.32 0.65 0.78 14 SSM CITIGROUP FDG INC NT S&P IDX 07 10.910 0.42 0.38 0.13 1.41 0.25 0.46 0.61 13 PTSA J CITIGROUP FDG INC NT 05-7DYN IDX 9.810 0.55 -0.94 0.29 1.36 0.22 0.45 0.70 14 PBN CITIGROUP FDG INC NTS S&P BUYWRT 9.680 0.45 -0.57 0.33 1.03 0.15 0.30 0.63 16

CZNB CITIZENS BANKCORP CALIF 23.450 0.33 0.83 0.00 8.35 0.30 1.09 0.56 60 CZBS CITIZENS BANKSHARES COR 11.700 0.54 1.09 0.05 7.18 0.26 0.93 0.70 60 CZBT CITIZENS BANCORP VA INC 18.850 0.03 0.24 -0.02 4.03 0.25 0.65 0.35 47 CBCF CITIZENS BKG CORP MICH COM 26.500 0.68 -0.51 0.21 4.58 0.17 0.60 0.79 60 CZYB CITIZENS CMNTY BK SO HI 16.250 -0.57 1.78 0.04 2.76 0.45 0.91 -0.04 14

CZN CITIZENS COMMUNICATIONS 14.370 1.58 0.36 0.29 8.59 0.31 1.12 1.39 60 CNFL CITIZENS FINL CORP KY CLASS A 6.200 0.31 0.25 -0.01 13.60 0.50 1.77 0.54 60 CZFS CITIZENS FINL SVCS INC 22.500 0.16 1.00 -0.01 5.54 0.20 0.72 0.45 60 CTZN CITIZENS FIRST BANCORP 30.740 0.71 1.07 0.12 6.60 0.24 0.86 0.81 60 CIZN CITIZENS HLDG CO MISS 22.350 0.14 0.55 -0.01 4.81 0.18 0.63 0.43 60

Based on S&P 500 Index Using Straight Regression Page 60 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CIA CITIZENS INC CLASS A 6.600 0.40 0.16 -0.01 13.35 0.49 1.74 0.60 60 CTZR CITIZENS NATL BANCORP I 103.000 0.19 2.37 -0.03 8.18 0.80 1.68 0.46 29 CZWI CITIZENS CMNTY BANCORP 9.780 1.49 -0.79 0.03 11.79 1.01 2.13 1.32 34 CSBC CITIZENS SOUTH BKG CP D 12.940 0.23 1.08 0.00 5.82 0.21 0.76 0.49 60 CTXS CITRIX SYS INC 27.050 2.54 0.53 0.30 13.68 0.50 1.78 2.02 60

CTBK CITY BK LYNNWOOD WASH CMT-CAP STK 35.800 0.16 1.46 -0.01 6.00 0.22 0.78 0.44 60 CCCN CITY CAP CORP 0.140 7.39 8.19 0.07 84.57 3.09 10.99 5.23 60 CDEV Y CITY DEVS LTD SPONSORED ADR 8.400 1.18 0.86 0.03 9.43 0.81 1.68 1.12 35 CHCO CITY HLDG CO 40.890 -0.18 2.34 -0.01 6.75 0.25 0.88 0.22 60 CYN CITY NATL CORP 71.200 0.35 0.67 0.05 4.64 0.17 0.60 0.57 60

CSFC CITY SAVINGS FINANCIAL 21.250 0.39 -0.17 -0.01 5.99 0.44 1.02 0.60 41 CTEL CITY TELECOM H K LTD SPONSORED ADR 1.960 0.51 1.04 0.00 15.02 0.55 1.95 0.68 60 CTYF CITYFED FINL CORP 0.004 16.72 170.35 -0.02 288.91 47.02 167.55 11.42 60 CVBG CIVITAS BANKGROUP INC 7.940 -0.23 1.72 0.00 5.93 0.22 0.77 0.19 60 CKRH CKRUSH INC 0.255 0.20 0.53 -0.02 29.26 1.07 3.80 0.47 60

CLE CLAIRES STORES INC 33.140 0.72 2.75 0.04 10.25 0.37 1.33 0.82 60 CLC CLARCOR INC 33.810 0.64 1.40 0.17 4.83 0.18 0.63 0.76 60 CLMN CLAREMONT TECHNOLOGIES COM NEW 0.700 4.99 -5.69 0.01 56.85 4.54 9.94 3.65 38 CLRN CLARENT CORP DEL 0.020 9.04 102.92 -0.01 656.26 23.94 85.31 6.33 60 CLRT CLARIENT INC COM 1.720 3.80 0.75 0.15 31.24 1.14 4.06 2.86 60

CRAS Y CLARINS S A SPONSORED ADR 15.125 0.32 0.77 -0.02 5.82 0.50 1.04 0.55 35 CLK CLARK INC 16.630 1.27 -0.46 0.12 11.68 0.43 1.52 1.18 60 CKSB CLARKSTON FINANCIAL COR 13.750 0.23 0.79 0.01 5.37 0.20 0.70 0.49 60 CLRS CLARUS CORP 7.050 0.54 0.43 0.02 9.48 0.35 1.23 0.70 60 TCGI CLASSICA GROUP INC COM NEW 0.001 0.60 -0.61 -0.02 54.02 1.97 7.02 0.74 60

CGR CLAUDE RES INC 1.470 1.42 -0.75 0.03 12.58 1.01 2.22 1.28 37 CLHB CLEAN HARBORS INC 48.410 0.71 7.52 -0.01 31.03 1.13 4.03 0.81 60 CDTI CLEAN DIESEL TECHNOLOGI 1.800 1.04 2.37 0.00 27.36 1.00 3.56 1.03 60 CCU CLEAR CHANNEL COMMUNICA 35.540 1.46 -0.66 0.25 8.81 0.32 1.15 1.31 60 CCO CLEAR CHANNEL OUTDOOR H CLASS A 27.910 1.86 0.34 0.13 6.60 1.09 2.18 1.57 14

Based on S&P 500 Index Using Straight Regression Page 61 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CFTG CLEAR CUT FILM & TECH S 0.012 9.13 -6.06 0.06 44.39 6.61 13.15 6.39 15 CCBE F CLEARLY CDN BEVERAGE CO COM NO PAR 2.380 -0.49 0.88 -0.01 20.52 0.75 2.67 0.01 60 CLF CLEVELAND CLIFFS INC 48.440 1.04 4.68 0.04 15.01 0.55 1.95 1.03 60 CVE PU CLEVELAND ELEC FING TR TR PFD SECS 25.540 0.00 0.04 -0.02 1.83 0.07 0.24 0.34 60 CLTC CLIENT TRACK CORP COM NEW 0.010 12.16 -31.03 0.02 61.46 11.03 20.26 8.39 13

CKPY CLICKPAY SOLUTIONS INC 0.050 69.10 29.31 0.05 414.69 49.48 100.72 46.13 21 CSBK CLIFTON SVGS BANCORP IN 12.190 1.03 -0.88 0.25 3.47 0.30 0.63 1.02 34 CLDA CLINICAL DATA INC NEW 16.050 0.55 3.06 -0.01 17.96 0.66 2.34 0.70 60 CLVL Y CLINUVEL PHARMACTL LTD SPON ADR 5.714 3.77 -1.75 0.10 19.44 1.98 4.18 2.84 25 CLX CLOROX CO DEL 64.150 0.43 0.74 0.09 4.63 0.17 0.60 0.62 60

GLV CLOUGH GLOBAL ALLOCATIO COM SHS BEN IN 22.191 0.81 -0.12 0.06 5.24 0.47 1.02 0.87 30 GLQ CLOUGH GLOBAL EQUITY FD 21.180 0.47 -0.02 -0.02 5.27 0.63 1.28 0.65 21 CLPH Y CLP HOLDINGS LTD SPONSORED ADR 7.300 0.33 0.62 -0.01 4.27 0.37 0.76 0.56 35 COH COACH INC 42.960 1.04 3.59 0.18 7.55 0.28 0.98 1.03 60 CLYV CLYVIA INC 0.650 2.23 13.60 -0.04 68.87 7.27 14.89 1.82 24

COA COACHMEN INDS INC 11.000 0.80 0.06 0.06 10.34 0.38 1.34 0.87 60 CMKG COACTIVE MARKETING GROU 1.600 0.46 0.58 0.00 14.48 0.53 1.88 0.64 60 CTBP COAST BANCORP NEW 34.000 -0.46 2.39 0.05 5.44 0.23 0.78 0.03 52 CRV COAST DISTR SYS 8.650 1.27 6.34 0.02 23.68 0.86 3.08 1.18 60 CFHI COAST FINL HLDGS INC 16.440 -0.35 0.76 0.00 4.40 0.35 0.77 0.11 38

CBAS COASTAL BANCSHARES ACQU COM 5.300 0.16 0.22 0.02 1.20 0.14 0.28 0.45 22 CBAS U COASTAL BANCSHARES ACQU UNIT EX 021310 5.320 0.00 -0.71 -0.05 3.44 0.39 0.78 0.34 23 CBCO COASTAL BANKING CO INC 23.660 0.46 2.03 0.09 4.88 0.18 0.63 0.64 60 CBSA N COASTAL CAP TR I PFD TR SECS % 25.100 -0.01 0.03 -0.02 1.85 0.07 0.25 0.33 55 CFCP COASTAL FINL CORP DEL 16.750 0.41 2.19 0.02 8.13 0.30 1.06 0.61 60

DHM COBALTS TR FOR SPRINT C COBALS 8.125% 25.700 0.67 -0.08 0.20 4.71 0.17 0.63 0.78 57 CLSC COBALIS CORPORATION COM NEW 0.710 1.36 0.98 -0.02 41.86 3.09 7.06 1.24 42 COBZ COBIZ INC 22.040 0.07 1.70 -0.02 6.96 0.25 0.90 0.38 60 COBR COBRA ELECTRS CORP 9.560 0.65 0.96 0.03 10.30 0.38 1.34 0.77 60 CCLA Y COCA COLA AMATIL LTD SPONSORED ADR 12.250 0.44 0.27 0.00 5.16 0.44 0.92 0.63 35

Based on S&P 500 Index Using Straight Regression Page 62 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

COKE COCA COLA BOTTLING CO C 68.430 0.35 1.06 0.02 6.62 0.24 0.86 0.57 60 KO COCA COLA CO 48.250 0.49 -0.05 0.11 4.62 0.17 0.60 0.66 60 CCE COCA COLA ENTERPRISES I 20.420 0.40 0.25 0.02 7.29 0.27 0.95 0.61 60 KOF COCA COLA FEMSA S A B D SPON ADR REP L 38.000 1.27 0.82 0.35 6.04 0.22 0.79 1.18 60 CCH COCA COLA HELLENIC BTTL SPONSORED ADR 39.600 0.63 1.54 0.07 5.78 0.29 0.87 0.75 51

CNUT COCONUT PALM ACQUISITON 5.510 0.61 -0.05 0.17 2.10 0.31 0.62 0.74 15 CNUT U COCONUT PALM ACQUISITON UNIT EX 000009 6.050 1.00 -0.86 0.02 5.97 0.89 1.72 1.00 16 CDOC CODA OCTOPUS GROUP INC 1.250 10.58 116.16 -0.01 775.47 28.29 100.80 7.35 60 CNTI COCONNECT INC 0.045 0.41 7.76 -0.02 74.46 2.72 9.68 0.61 60 CDLX CODDLE CREEK FINL CORP COM NEW 26.400 3.35 -1.41 0.21 14.89 0.94 2.48 2.56 45

CVLY CODORUS VY BANCORP INC 19.500 0.13 1.08 -0.01 4.51 0.16 0.59 0.42 60 CDE COEUR D ALENE MINES COR 4.950 1.13 4.28 0.03 19.00 0.69 2.47 1.08 60 JVA COFFEE HLDGS INC 4.040 2.39 -1.34 -0.01 21.43 2.74 5.57 1.92 20 CSA COGDELL SPENCER INC 21.500 1.05 0.61 0.03 5.95 0.89 1.76 1.03 15 CCOI COGENT COMM GROUP INC COM NEW 16.220 5.00 6.17 0.09 53.10 1.94 6.97 3.65 59

COGT COGENT INC 11.010 1.51 -1.81 -0.01 19.10 1.86 3.99 1.34 28 CGNX COGNEX CORP 23.820 2.21 -0.36 0.42 9.19 0.34 1.19 1.80 60 CGN COGNITRONICS CORP 3.090 1.54 -0.14 0.10 15.10 0.55 1.96 1.36 60 CTSH COGNIZANT TECHNOLOGY SO CLASS A 77.160 0.67 4.33 0.04 9.86 0.36 1.28 0.78 60 COGN COGNOS INC 42.460 1.58 0.61 0.39 6.93 0.25 0.90 1.38 60

COHR COHERENT INC 31.570 1.34 -0.11 0.25 8.14 0.30 1.06 1.23 60 CNS COHEN & STEERS INC 40.170 2.23 1.81 0.24 7.23 0.70 1.48 1.81 29 RQI COHEN & STEERS QUALITY 24.740 0.35 0.85 0.04 5.41 0.20 0.71 0.57 59 RLF COHEN & STEERS ADV INC 27.830 0.40 1.03 0.06 4.93 0.18 0.64 0.60 60 COHT COHESANT TECHNOLOGIES I 9.250 0.11 2.21 -0.02 14.88 0.54 1.93 0.41 60

UTF COHEN & STEERS SELECT U 24.480 0.25 0.58 -0.02 5.55 0.48 1.00 0.50 34 DVM COHEN & STEERS DIV MJRS 20.600 0.92 -0.36 0.05 5.94 0.63 1.29 0.95 24 RWF COHEN & STEERS WRLDWD R 28.650 1.53 0.65 0.19 5.55 0.63 1.28 1.35 22 COHU COHU INC 20.160 2.15 -0.04 0.33 10.67 0.39 1.39 1.76 60 CTBG COIL TUBING TECH INC 0.027 36.99 -8.98 0.10 154.36 22.00 41.71 24.85 17

Based on S&P 500 Index Using Straight Regression Page 63 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CSTR COINSTAR INC 30.570 0.91 0.68 0.05 11.89 0.43 1.55 0.94 60 DRY COINMACH SVC CORP IDS 18.400 0.59 0.68 0.10 3.12 0.30 0.67 0.73 26 CDS COLD SPRING CAP INC 5.441 0.10 0.23 -0.07 1.13 0.20 0.37 0.40 13 CDS U COLD SPRING CAP INC UNIT EX 000009 5.900 0.59 -0.59 0.03 3.02 0.50 1.00 0.73 14 CWTR COLDWATER CREEK INC 24.520 1.32 4.46 0.07 15.91 0.58 2.07 1.21 60

KCP COLE KENNETH PRODTNS IN CLASS A 23.990 0.72 0.67 0.05 9.67 0.35 1.26 0.81 60 COLY COLEY PHARMACEUTICAL GR 9.690 3.31 -5.34 0.36 7.40 1.06 2.00 2.53 17 CL COLGATE PALMOLIVE CO 65.240 0.29 0.18 0.04 4.36 0.16 0.57 0.53 60 CGPI COLLAGENEX PHARMACEUTIC 13.970 1.31 1.61 0.07 15.76 0.57 2.05 1.21 60 CCNG COLLECTIBLE CONCEPTS GR COM PAR $.001 0.001 -0.67 -0.72 -0.02 63.36 2.31 8.24 -0.11 60

CLCT COLLECTORS UNIVERSE INC COM NEW 13.400 0.77 2.53 0.01 17.62 0.64 2.29 0.85 60 BOO COLLEGIATE PACIFIC INC COM NEW 9.460 0.98 1.32 0.07 11.21 0.41 1.46 0.99 60 CKCR COLLINS & AIKMAN CORP N COM NEW 0.036 1.07 -2.09 -0.01 41.72 1.52 5.42 1.04 60 CGDF COLOMBIA GOLDFIELDS LTD 1.460 13.01 32.20 -0.01 145.22 15.33 31.40 8.96 24 CNB COLONIAL BANCGROUP INC 25.740 0.43 0.93 0.10 4.26 0.16 0.55 0.62 60

COBK COLONIAL BANKSHARES INC 14.060 0.45 1.19 -0.03 4.94 0.65 1.29 0.64 19 CNB PA COLONIAL CAP TR III PFD GTD SECS % 25.120 0.09 0.01 0.02 1.63 0.06 0.22 0.40 58 CNB PB COLONIAL CAP TR IV PFD SEC 7.875% 25.550 0.31 -0.24 0.07 2.14 0.16 0.37 0.54 40 CLP COLONIAL PPTYS TR COM SH BEN INT 46.880 0.09 0.77 -0.01 4.99 0.18 0.65 0.40 60 CLP PD COLONIAL PPTYS TR PFD 1/10 SER D 26.120 0.20 -0.12 0.05 1.75 0.11 0.29 0.47 45

CLP PE COLONIAL PPTYS TR PFD 1/100A7.62 25.330 0.08 0.29 -0.03 1.27 0.14 0.29 0.39 22 CBAN COLONY BANKCORP INC CDT-COM 17.700 0.23 1.43 -0.01 8.20 0.30 1.07 0.49 60 CLRK COLOR KINETICS INC 21.350 2.47 1.63 0.08 14.86 1.33 2.86 1.98 31 CCRI Q COLORADO CASINO RESORTS 0.002 1.55 25.86 -0.02 133.66 4.88 17.37 1.36 60 CBBO COLUMBIA BANCORP ORE 26.450 0.01 2.11 -0.02 6.10 0.22 0.79 0.34 60

COLB COLUMBIA BKG SYS INC 35.120 0.86 1.73 0.17 6.54 0.24 0.85 0.90 60 CLBC COLUMBIA COML BANCORP 29.000 0.84 3.43 0.02 6.24 0.71 1.44 0.89 22 COE COLUMBIA EQUITY TR INC 19.110 0.83 0.51 0.03 5.03 0.66 1.31 0.88 19 CLBF COLUMBIA FINL CORP 16.700 0.10 0.33 0.00 3.12 0.11 0.41 0.40 60 CBRX COLUMBIA LABS INC 5.100 1.57 2.22 0.05 20.61 0.75 2.68 1.38 60

Based on S&P 500 Index Using Straight Regression Page 64 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

COLM COLUMBIA SPORTSWEAR CO 55.700 0.99 0.77 0.17 7.45 0.27 0.97 1.00 60 CMCO COLUMBUS MCKINNON CORP 21.020 2.10 2.06 0.14 17.56 0.64 2.28 1.73 60 CLME COLUSA BIOMASS ENERGY C COM PAR $0.001 0.025 26.95 24.76 0.00 223.67 26.69 54.33 18.20 21 FIX COMFORT SYS USA INC 12.640 0.96 2.36 0.06 11.66 0.43 1.52 0.97 60 CMRO COMARCO INC 8.510 1.25 -0.88 0.14 10.71 0.39 1.39 1.17 60

CRXX COMBINATORX INC 8.660 3.91 -1.90 0.02 20.72 3.41 6.83 2.93 14 CMCA COMCAM INC 0.012 0.75 2.52 -0.02 64.94 2.37 8.44 0.83 60 CCZ COMCAST HOLDINGS CORP ZONES CV2% PCS 40.500 1.12 -0.47 0.20 7.76 0.28 1.01 1.08 60 CMCS A COMCAST CORP NEW CLASS A 42.330 0.95 0.12 0.22 6.22 0.23 0.81 0.97 60 CMCS K COMCAST CORP NEW CL A SPL 41.880 0.93 0.11 0.21 6.19 0.23 0.80 0.95 60

CDCO COMDISCO HLDG CO INC 11.800 -0.46 -1.28 -0.01 15.99 0.80 2.41 0.03 51 CMA COMERICA INC 58.680 0.80 -0.14 0.25 4.79 0.17 0.62 0.87 60 CMA PZ COMERICA CAPITAL TR PFD TR 7.60% 25.220 -0.03 0.03 -0.01 1.30 0.05 0.17 0.32 60 CFS COMFORCE CORP 2.360 0.30 2.54 -0.01 18.73 0.68 2.43 0.54 60 CCBP COMM BANCORP INC 42.800 0.09 0.71 -0.01 3.63 0.13 0.47 0.40 60

CMMD COMMAND SEC CORP 2.850 0.10 4.79 -0.02 21.10 0.77 2.74 0.40 60 CBH COMMERCE BANCORP INC NJ 35.270 0.63 0.98 0.08 6.97 0.25 0.91 0.75 60 CBSH COMMERCE BANCSHARES INC 48.410 0.60 0.60 0.28 3.31 0.12 0.43 0.73 60 EGR COMMERCE ENERGY GROUP I 1.480 1.99 -0.55 0.03 16.70 1.50 3.25 1.66 30 CGI COMMERCE GROUP INC MASS 29.750 0.71 0.61 0.21 4.86 0.18 0.63 0.81 60

CNBF COMMERCE NATL BK ORANGE 17.400 -0.13 1.38 -0.03 5.33 0.45 0.94 0.25 36 CMFB COMMERCEFIRST BANCORP I 13.700 0.86 0.57 0.09 4.48 0.44 0.92 0.90 29 CWBK COMMERCEWEST BANK N A C 20.000 -0.32 2.29 0.02 6.32 0.23 0.82 0.12 60 CPNE COMMERCEPLANET INC 1.440 -1.26 4.92 -0.01 41.22 1.50 5.36 -0.50 60 CMOH COMMERCIAL BANCSHARES I 27.000 -0.08 0.65 -0.03 2.70 0.26 0.56 0.28 28

CLBK COMMERCIAL BANKSHARES I 37.940 0.08 1.63 -0.01 5.56 0.20 0.72 0.39 60 CMEC COMMERCIAL CONCEPTS INC 0.001 4.22 14.91 0.00 110.35 4.03 14.34 3.13 60 CMC COMMERCIAL METALS CO 25.800 1.49 3.07 0.18 10.94 0.40 1.42 1.33 60 CEFC COMMERCIAL NATL FINL CO 10.750 0.06 -0.30 -0.02 5.08 0.22 0.73 0.38 52 CNAF COMMERICAL NATL FINL CO 19.400 -0.20 0.42 -0.01 6.82 0.25 0.89 0.21 60

Based on S&P 500 Index Using Straight Regression Page 65 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CRZB Y COMMERZBANK A G SPONSORED ADR 38.300 1.35 1.28 0.15 6.08 0.52 1.08 1.23 35 CVGI COMMERCIAL VEH GROUP IN 21.800 3.68 -1.36 0.40 8.54 0.83 1.75 2.78 29 CXIA COMMODORE APPLIED TECH COM NEW 0.145 0.82 0.41 -0.01 36.17 1.32 4.70 0.88 60 CWBS COMMONWEALTH BANKSHARES 25.000 0.19 2.57 -0.01 6.26 0.23 0.81 0.46 60 CBTE COMMONWEALTH BIOTECHNOL 2.140 1.57 3.51 0.01 36.52 1.33 4.75 1.38 60

CTCO COMMONWEALTH TEL ENTERP 41.860 0.70 -0.24 0.15 5.72 0.21 0.74 0.80 60 CTV COMMSCOPE INC 30.480 1.88 0.57 0.30 10.14 0.37 1.32 1.59 60 CICI COMMUNICATION INTELLIGE 0.205 3.95 1.31 0.12 35.78 1.31 4.65 2.96 60 CSYT COMMUNICATION SYNERGY T 0.002 7.97 4.93 0.01 85.59 6.42 14.96 5.62 39 CMTV COMMUNITY BANCORP INC V 13.250 -0.09 2.41 -0.02 28.45 1.04 3.70 0.28 60

SCB COMMUNITY BANCSHARES IN 16.850 -0.10 0.59 -0.01 4.82 0.18 0.63 0.27 60 CBON COMMUNITY BANCORP NEV 30.190 0.97 -0.63 0.06 6.07 0.62 1.31 0.98 25 CBNH COMMUNITY BK & TR CO N 24.550 -0.82 0.10 0.06 5.77 0.43 0.98 -0.21 41 CBYA A COMMUNITY BK BAY OAKLAN CLASS A 10.000 0.04 2.77 -0.04 6.99 0.63 1.36 0.36 30 CMTB COMMUNITY BK BERGEN CNT 29.100 0.27 0.36 0.04 3.99 0.15 0.52 0.52 60

CBOG COMMUNITY BK ORANGE NAT 4.250 -0.53 0.47 -0.03 7.77 0.93 1.89 -0.01 21 CBIN COMMUNITY BK SHS IND IN 22.512 0.25 0.76 0.03 4.22 0.15 0.55 0.50 60 CBU COMMUNITY BK SYS INC 23.000 0.57 0.89 0.09 5.81 0.21 0.76 0.71 60 CMTY COMMUNITY BKS INC MILLE 27.760 0.28 0.66 0.03 4.49 0.16 0.58 0.53 60 ALBY COMMUNITY CAPITAL BANCS 12.140 0.51 0.75 0.04 7.55 0.28 0.98 0.68 60

CPBK COMMUNITY CAP CORP S C 20.580 0.25 1.04 0.02 4.61 0.17 0.60 0.50 60 CCBD COMMUNITY CENTRAL BANK 12.000 0.51 0.85 0.05 6.93 0.25 0.90 0.67 60 CFFC COMMUNITY FINL CORP VA 11.720 0.18 1.40 0.00 5.52 0.20 0.72 0.46 60 CYH COMMUNITY HEALTH SYS IN 36.520 -0.25 0.99 0.00 7.77 0.28 1.01 0.17 60 CFIS COMMUNITY FINL SHS INC 24.000 0.61 -0.43 0.18 1.98 0.30 0.57 0.74 16

CBNY COMMUNITY NATL BANK GRE 15.000 -0.06 0.53 -0.08 6.77 1.11 2.23 0.30 14 JCS COMMUNICATIONS SYS INC 10.140 0.55 0.60 0.04 8.15 0.30 1.06 0.70 60 CSHB COMMUNITY SHORES BANK C 13.360 0.25 1.23 0.01 5.28 0.19 0.69 0.50 60 CTBI COMMUNITY TR BANCORP IN 41.530 0.55 1.41 0.07 6.57 0.24 0.85 0.70 60 CWBC COMMUNITY WEST BANCSHAR 15.650 0.66 1.66 0.07 7.76 0.28 1.01 0.78 60

Based on S&P 500 Index Using Straight Regression Page 66 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CVLL COMMUNITY VALLEY BANCOR COM 15.100 -0.08 1.62 -0.02 6.97 0.25 0.91 0.29 60 GGY COMPAGNIE GENERALE DES SPONSORED ADR 43.550 2.14 3.49 0.26 12.61 0.46 1.64 1.75 60 CIG COMP ENERG MINA GERAIS- SP ADR N-V PFD 48.200 2.22 2.17 0.29 12.02 0.44 1.56 1.81 60 CESQ Y COMPANHIA ENERGETICA S SPON ADR PFD 2.600 3.62 2.52 0.07 20.20 2.27 4.60 2.74 23 CBD COMPANHIA BRASILEIRA DE SPON ADR PFD 34.170 2.08 0.63 0.35 9.96 0.36 1.29 1.72 60

SID COMPANHIA SIDERURGICA N SPONSORED ADR 29.980 2.10 3.67 0.23 13.16 0.48 1.71 1.73 60 RIO P COMPANHIA VALE DO RIO D SPON ADR PFD 26.250 1.28 3.21 0.17 9.69 0.35 1.26 1.18 60 RIO COMPANHIA VALE DO RIO D SPONSORED ADR 29.740 1.42 3.12 0.21 9.51 0.35 1.26 1.28 58 SBS COMPANHIA DE SANEAMENTO SPONSORED ADR 33.860 2.34 1.64 0.34 11.26 0.43 1.52 1.89 56 ELPV Y COMPANHIA PARANAENSE DE SPONSORED ADR 9.800 2.13 3.43 0.12 10.17 1.04 2.19 1.75 25

ELP COMPANHIA PARANAENSE DE SPON ADR PFD 10.980 2.24 0.87 0.25 13.49 0.49 1.75 1.82 60 ABV C COMPANHIA DE BEBIDAS DA SPONSORED ADR 43.900 2.27 0.91 0.24 6.61 0.87 1.72 1.84 19 ABV COMPANHIA DE BEBIDAS DA SPON ADR PFD 48.800 1.89 1.24 0.39 8.26 0.30 1.07 1.59 60 VNT COMPANIA ANONIMA NACION SPON ADR D 19.590 1.01 0.54 0.14 8.50 0.31 1.10 1.01 60 CU COMPANIA CERVECERIAS UN SPONSORED ADR 29.700 0.77 0.78 0.13 6.63 0.24 0.86 0.85 60

BVN COMPANIA DE MINAS BUENA SPONSORED ADR 28.060 0.97 1.88 0.08 10.72 0.39 1.39 0.98 60 CTC COMP DE TELECOMMUN DE C SPON ADR NEW 8.030 1.29 -1.08 0.33 6.50 0.24 0.84 1.19 60 CBSS COMPASS BANCSHARES INC 59.650 0.53 1.14 0.14 4.51 0.16 0.59 0.69 60 CMH P COMPASS TR III CAP SECS 7.35% 25.090 0.01 0.10 -0.02 1.57 0.06 0.21 0.34 58 CTT COMPETITIVE TECHNOLOGIE 2.320 1.94 1.89 0.05 27.18 0.99 3.53 1.62 60

CMP COMPASS MINERALS INTL I 31.560 1.10 1.44 0.12 5.65 0.45 1.00 1.07 37 CPTC COMPOSITE TECHNOLOGY CO 0.970 1.65 3.98 0.00 42.47 1.55 5.52 1.43 60 KIPS COMPOSITE SOLUTIONS INC COM NEW 0.007 5.65 20.43 0.00 142.36 5.19 18.51 4.08 60 CHCR COMPREHENSIVE CARE CORP COM PAR $0.01 2.050 1.35 3.89 0.01 28.57 1.04 3.71 1.23 60 CCRT COMPUCREDIT CORP 39.810 1.50 2.82 0.09 15.85 0.58 2.06 1.33 60

CDCY COMPUDYNE CORP COM PAR $0.75 6.580 1.22 -1.11 0.08 13.19 0.48 1.71 1.15 60 CPWW COMPOSITE PWR CORP 0.140 6.86 -3.44 0.06 43.17 4.20 8.85 4.89 29 CMZ COMPTON PETE CORP ORD 9.120 2.68 -3.02 0.07 12.61 1.80 3.41 2.11 17 CLCX Q COMPUTER LEARNING CTRS 0.001 51.54 315.67 -0.01 798.40 65.61 233.77 34.49 60 CPSI COMPUTER PROGRAMS & SYS 33.990 0.23 1.38 -0.01 9.48 0.36 1.28 0.49 56

Based on S&P 500 Index Using Straight Regression Page 67 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CSC COMPUTER SCIENCES CORP 53.370 1.46 -0.13 0.40 6.25 0.23 0.81 1.31 60 CSWI COMPUTER SOFTWARE INNOV 0.830 2.68 -8.27 -0.03 17.83 3.20 5.88 2.11 13 CSVI COMPUTER SVCS INC CMT-COM 30.000 0.01 2.13 -0.02 7.50 0.27 0.98 0.34 60 CTGX COMPUTER TASK GROUP INC 4.750 1.45 0.83 0.10 14.56 0.53 1.89 1.30 60 CPWR COMPUWARE CORP 8.330 3.32 -0.63 0.51 11.55 0.42 1.50 2.54 60

CIX COMPX INTERNATIONAL INC CLASS A 20.160 0.22 1.27 -0.01 11.86 0.43 1.54 0.48 60 CHCI COMSTOCK HOMEBUILDING C CLASS A 5.750 2.38 -6.08 0.08 13.56 1.38 2.92 1.91 25 CRK COMSTOCK RES INC COM NEW 31.060 0.97 2.61 0.10 9.54 0.35 1.24 0.98 60 CITP COMSYS IT PARTNERS INC 20.210 0.73 1.91 0.00 22.83 0.83 2.97 0.82 60 COGO COMTECH GROUP INC COM NEW 18.190 -0.84 9.84 -0.03 24.68 2.21 4.70 -0.22 32

CMTL COMTECH TELECOMMUNICATI COM NEW 38.070 1.51 4.08 0.08 16.96 0.62 2.20 1.34 60 CMVT COMVERSE TECHNOLOGY INC COM PAR $0.10 21.110 2.11 -0.18 0.31 11.08 0.40 1.44 1.73 60 CAG CONAGRA FOODS INC 27.000 0.41 0.20 0.05 5.61 0.20 0.73 0.61 60 CHRZ COMPUTER HORIZONS CORP 4.520 0.80 0.70 0.07 9.51 0.35 1.24 0.87 60 CMTX COMTEX NEWS NETWORK INC 0.200 1.48 3.03 0.00 37.16 1.36 4.83 1.32 60

CMTO Q COM21 INC 0.000 4.19 -4.58 0.08 47.69 1.74 6.20 3.11 60 CNW CON-WAY INC 44.040 0.34 0.54 0.02 6.70 0.24 0.87 0.56 60 CPTS CONCEPTUS INC 21.290 1.69 0.38 0.12 15.54 0.57 2.02 1.46 60 LENS CONCORD CAMERA CORP COM NEW 4.500 2.13 -2.60 0.13 18.46 0.67 2.40 1.75 60 CNQR CONCUR TECHNOLOGIES INC 16.040 1.86 4.03 0.15 15.25 0.56 1.98 1.57 60

CCUR CONCURRENT COMPUTER COR COM NEW 1.810 2.91 -2.58 0.23 18.74 0.68 2.44 2.27 60 CDRG F CONDOR GOLD CORP 0.001 6.58 32.94 -0.01 235.33 10.07 33.86 4.70 52 CTSI CONDOR TECHNOLOGY SOLUT COM NEW 0.004 2.02 6.24 -0.01 100.80 3.68 13.10 1.67 60 CNES CONECTISYS CORP COM NEW 0.000 7.52 11.71 0.02 141.95 5.18 18.45 5.32 60 CNXT CONEXANT SYSTEMS INC 2.040 4.63 -0.84 0.32 23.45 0.86 3.05 3.41 60

CGM CONGOLEUM CORP NEW CLASS A 1.660 1.45 2.68 0.02 28.81 1.05 3.75 1.30 60 CNMD CONMED CORP 23.120 0.80 0.32 0.09 8.44 0.31 1.10 0.87 60 CTBC CONNECTICUT BK&TR CO HA 7.920 1.29 -3.01 0.06 8.42 0.72 1.52 1.19 34 CTWS CONNECTICUT WTR SVC INC 22.750 0.26 -0.38 0.01 5.78 0.21 0.75 0.51 60 CONN CONNS INC 23.270 1.26 0.53 0.03 10.46 0.84 1.83 1.17 38

Based on S&P 500 Index Using Straight Regression Page 68 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CNLG CONOLOG CORP COM PAR.01 NEW 2.080 1.63 3.94 -0.01 58.80 2.15 7.64 1.42 60 COP CONOCOPHILLIPS COM 71.950 0.66 1.38 0.12 5.90 0.22 0.77 0.77 60 CONR CONOR MEDSYSTEMS INC 31.330 1.00 3.26 -0.02 12.71 1.30 2.74 1.00 25 CNRD CONRAD INDS INC 6.100 1.13 0.86 0.06 14.70 0.54 1.91 1.09 60 CNO CONSECO INC COM NEW 19.980 1.65 -1.01 0.30 5.32 0.39 0.91 1.43 40

CNX CONSOL ENERGY INC COM 32.130 1.54 1.73 0.18 11.22 0.41 1.46 1.36 60 CSBF CONSOLIDATED BIOFUELS I COM NEW 0.105 6.05 1.25 -0.03 76.19 9.09 18.51 4.35 21 CNSL CONSOLIDATED COMM HLDGS 20.900 -0.31 2.50 -0.05 6.50 0.87 1.76 0.13 18 EXSO CONSOLIDATED ECO-SYSTEM 0.004 0.45 169.55 -0.02 697.72 25.45 90.70 0.64 60 ED PA CONSOLIDATED EDISON CO PFD $5 92.500 -0.01 0.39 -0.02 3.72 0.14 0.48 0.33 60

ED CONSOLIDATED EDISON INC 48.070 0.14 0.30 0.00 3.72 0.14 0.48 0.43 60 EPB CONSOLIDATED EDISON INC PINES 7.25% 42 25.530 -0.02 0.04 -0.02 1.86 0.07 0.25 0.32 57 CEIW CONSOLIDATED ENERGY INC 0.340 4.08 1.16 0.03 50.47 2.52 7.62 3.04 51 CGGE CONSOLIDATED ENERGY & T COM NEW 0.750 -1.43 33.17 -0.04 108.58 10.58 23.03 -0.61 27 CFWE Q CONSOLIDATED FREIGHTWAY 0.002 4.71 1.14 0.06 60.74 2.22 7.90 3.46 60

CGX CONSOLIDATED GRAPHICS I 59.070 0.92 1.99 0.09 9.59 0.35 1.25 0.95 60 CSLM F CONSOLIDATED MERCANTILE 1.170 -0.62 -0.17 0.01 13.98 0.51 1.82 -0.07 60 CTUM CONSORTIUM SERVICE MNMT 0.310 -1.23 14.65 -0.02 74.37 2.84 10.16 -0.48 55 CTO CONSOLIDATED TOMOKA LD 72.400 0.65 2.26 0.06 8.35 0.30 1.09 0.77 60 CPYE CONSPIRACY ENTMT HLDGS 0.007 -1.76 -8.63 -0.02 28.27 2.49 5.18 -0.83 32

STZ CONSTELLATION BRANDS IN CLASS A 29.020 0.44 1.73 0.03 6.84 0.25 0.89 0.63 60 STZ B CONSTELLATION BRANDS IN CLASS B 29.070 0.44 1.72 0.04 6.75 0.25 0.88 0.63 60 CNST CONSTAR INTL INC NEW 7.000 1.82 -1.57 0.06 16.13 0.87 2.43 1.54 50 CEG CONSTELLATION ENERGY GR COM 68.870 0.55 1.50 0.13 4.77 0.17 0.62 0.70 60 CDDD Q CONSTELLATION 3D INC 0.000 31.49 75.82 0.01 639.49 23.33 83.13 21.21 60

CSLR CONSULIER ENGR INC COM PAR $0.01 4.940 1.20 4.37 0.00 33.55 1.22 4.36 1.14 60 CPSS CONSUMER PORTFOLIO SVCS 6.510 1.13 3.03 0.07 13.30 0.49 1.73 1.09 60 CBKM CONSUMERS BANCORP INC CDT COM 12.250 0.25 -1.36 0.00 4.97 0.28 0.75 0.50 49 CMS PA CONSUMERS ENERGY CO PFD $4.16 81.000 0.47 0.52 0.12 4.28 0.16 0.56 0.65 60 CMS PB CONSUMERS ENERGY CO PFD $4.50 83.300 0.47 0.43 0.09 4.81 0.18 0.63 0.65 60

Based on S&P 500 Index Using Straight Regression Page 69 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CSGI CONSYGEN INC 0.001 5.75 9.27 0.03 94.85 3.46 12.33 4.15 60 MCF CONTANGO OIL & GAS COMP COM NEW 23.840 0.80 3.91 0.04 12.10 0.44 1.57 0.87 60 CNTN CONTINAN COMMUNICATIONS 0.520 2.02 -0.93 -0.03 50.17 4.89 10.77 1.68 26 CTXN Y CONTAX PARTICIPACOES S SPONSORED ADR 0.860 6.41 -2.78 0.35 14.51 2.07 3.92 4.59 17 CTTA Y CONTINENTAL AG SPONSORED ADR 115.950 1.22 2.55 0.16 5.21 0.45 0.93 1.15 35

CAL CONTINENTAL AIRLS INC CLASS B 41.250 3.88 1.19 0.43 15.77 0.58 2.05 2.91 60 CPPX F CONTINENTAL ENERGY CORP 0.385 0.32 6.19 -0.02 33.40 1.22 4.34 0.55 60 CUO CONTINENTAL MATLS CORP COM PAR $0.25 26.220 0.03 0.62 -0.02 5.77 0.21 0.75 0.36 60 KMKC F CONTINENTAL MINERALS CO COM NO PAR 1.830 -0.34 7.02 -0.02 25.74 1.10 3.70 0.11 52 CNVR CONVERA CORP CLASS A 4.590 2.07 2.09 0.08 22.95 0.84 2.98 1.71 60

CNU CONTINUCARE CORP COM PAR $0.0001 2.790 2.73 4.80 0.12 25.30 0.92 3.29 2.15 60 CVG CONVERGYS CORP 23.780 1.79 -1.03 0.43 7.29 0.27 0.95 1.52 60 CETH CONVERGENCE ETHANOL INC 0.700 0.83 -4.46 -0.01 35.84 1.33 4.78 0.89 57 CHR CONVERIUM HLDG AG SPONSORED ADR 6.610 0.67 -1.42 0.02 12.25 0.45 1.59 0.78 60 CHF CONVERIUM FIN S A GTD SUB NT8.25 25.360 0.33 -0.33 0.06 2.69 0.16 0.42 0.55 48

CLBZ F COOLBRANDS INTL INC MULTIPLE VTG SH 1.155 2.77 -3.51 -0.02 48.28 4.13 8.71 2.17 34 COO COOPER COS INC COM NEW 44.500 0.29 1.23 0.00 8.87 0.32 1.15 0.53 60 CTB COOPER TIRE & RUBR CO 14.300 1.11 -0.13 0.13 9.65 0.35 1.25 1.07 60 COOP COOPERATIVE BANKSHARES COM 17.890 -0.04 2.42 -0.02 6.40 0.23 0.83 0.31 60 CPNO COPANO ENERGY L L C COM UNITS 59.600 0.68 2.99 0.02 5.87 0.57 1.26 0.79 26

CPRT COPART INC 30.000 2.01 0.20 0.36 9.50 0.35 1.23 1.67 60 COPY COPYTELE INC 0.970 2.62 4.45 0.07 31.74 1.16 4.13 2.07 60 VEGF CORAUTUS GENETICS INC COM NEW 0.390 2.04 -3.33 0.06 26.27 0.96 3.42 1.69 60 CORT CORCEPT THERAPEUTICS IN OC-COM 1.230 -0.15 -3.46 -0.03 23.55 2.06 4.36 0.24 33 CORG CORDIA CORP COM NEW 0.920 1.67 5.92 -0.02 39.10 3.12 6.91 1.45 37

CORE CORE MARK HOLDING CO IN 33.450 1.40 -2.54 0.00 11.55 1.38 2.81 1.27 21 CMT CORE MOLDING TECHNOLOGI 9.650 1.18 4.55 0.02 20.52 0.75 2.67 1.12 60 CRLJ CORE RES LTD 0.012 10.95 -14.04 -0.03 108.66 14.47 29.34 7.59 18 CONX CORGENIX MEDICAL CORPOR COM NEW 0.267 1.04 -0.08 0.01 23.89 0.87 3.11 1.03 60 CORI CORILLIAN CORP 3.770 1.89 1.17 0.08 21.34 0.78 2.77 1.59 60

Based on S&P 500 Index Using Straight Regression Page 70 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CRGI D CORGI INTERNATIONAL LIM SPON ADR NEW 6.760 0.75 0.47 0.01 17.42 0.64 2.26 0.83 60 COCO CORINTHIAN COLLEGES INC 13.630 0.42 0.96 0.00 11.13 0.41 1.45 0.62 60 CPO CORN PRODS INTL INC 34.540 0.42 1.20 0.03 7.00 0.26 0.91 0.62 60 CRN CORNELL COMPANIES INC 18.330 0.70 0.51 0.02 12.30 0.45 1.60 0.80 60 CBKJ CORNERSTONE BK MOORESTO 11.650 0.84 -0.67 0.12 4.27 0.34 0.75 0.89 38

CRF CORNERSTONE TOTAL RTRN 19.620 0.86 0.20 0.17 6.45 0.24 0.84 0.91 60 GLW CORNING INC 18.710 3.24 2.14 0.22 20.87 0.76 2.71 2.48 60 CNIG CORNING NAT GAS CORP 16.900 0.44 -0.23 0.00 11.73 0.45 1.59 0.63 56 CDFB CORONADO FIRST BANK 13.500 0.06 1.98 -0.08 7.72 1.27 2.54 0.38 14 COHQ CORPHQ INC 0.001 55.69 33.62 0.04 503.72 31.87 83.93 37.24 45

CVGF Y CORPORACION GEO SA DE C SPONSORED ADR 20.200 0.77 4.03 -0.03 9.02 1.19 2.35 0.85 19 BCA CORPBANCA SP ADR REG S 26.100 1.72 -1.53 0.37 4.46 0.43 0.96 1.48 26 JZR CORPORATE BACKED TR CTF 03-14 A1 6.125 25.040 0.28 -0.28 0.00 3.43 0.25 0.59 0.52 40 JZV CORPORATE BACKED TR CTF 03-10 A-1 7%23 25.610 0.02 0.15 -0.02 2.61 0.19 0.44 0.35 42 JZT CORPORATE BACKED TR CTF 03-11 5.875%31 25.250 0.23 0.05 0.00 3.28 0.24 0.56 0.49 41

JZS CORPORATE BACKED TR CTF NT A1 5.80 12 24.690 -0.01 0.05 -0.03 3.02 0.22 0.52 0.33 40 JZZ CORPORATE BACKED TR CTF 03-9 A1 6.75% 25.610 0.10 0.01 -0.01 1.82 0.12 0.30 0.40 45 JZY CORPORATE BACKED TR CTF 03-8 A1 6.25% 25.050 0.37 0.15 0.02 4.17 0.26 0.69 0.58 45 XVG CORPORATE BACKED TR CTF 03-7 BA 6.05A1 24.540 0.15 -0.16 -0.01 3.14 0.20 0.52 0.44 45 XVF CORPORATE BACKED TR CTF NTS A1 FORD 8% 19.800 0.31 -0.72 0.00 4.62 0.29 0.77 0.54 45

JBJ CORPORATE BACKED TR CTF 03-4 6.25% 97 25.450 0.26 -0.19 0.02 2.91 0.18 0.47 0.51 47 JBI CORPORATE BACKED TR CTF NT 7.875%A1 32 26.080 0.14 -0.03 0.00 2.17 0.14 0.35 0.43 47 JBD CORPORATE BACKED TR CTF SER 03-2 6% 97 24.360 0.31 -0.27 0.05 2.69 0.17 0.44 0.54 46 XFR CORPORATE BACKED TR CTF DB BCK 6.25%97 25.160 0.07 -0.08 -0.01 2.31 0.12 0.35 0.38 50 XFP CORPORATE BACKED TR CTF 02-17 6.125%45 25.100 0.11 -0.04 -0.01 3.17 0.17 0.48 0.41 50

XFL CORPORATE BACKED TR CTF 02-16 7.625 30 25.700 0.05 0.00 -0.01 1.86 0.08 0.27 0.37 53 XFK CORPORATE BACKED TR CTF 02-15 A1 7.750 26.600 0.05 0.13 -0.01 1.99 0.09 0.28 0.37 53 XFJ CORPORATE BACKED TR CTF 02-14 MTR8.375 25.550 -0.06 0.21 -0.02 4.00 0.17 0.57 0.30 53 XFH CORPORATE BACKED TR CTF MOT 02-12 8.2 25.900 0.01 0.16 -0.02 2.42 0.10 0.34 0.34 54 XFD CORPORATE BACKED TR CTF 02-10 A 6.7%97 25.830 0.00 0.09 -0.02 2.39 0.09 0.33 0.34 55

Based on S&P 500 Index Using Straight Regression Page 71 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

XFB CORPORATE BACKED TR CTF A-1 02-9 8.125 25.510 0.01 0.19 -0.02 2.17 0.08 0.30 0.34 55 XFA CORPORATE BACKED TR CTF SER 02-8 7%95 25.700 0.04 0.05 -0.01 1.96 0.07 0.26 0.36 56 CEW CORPORATE BACKED TR CTF 02-7 A1 8% 3/31 26.060 0.28 0.39 0.00 7.41 0.28 1.00 0.52 56 CVB CORPORATE BACKED TR CTF SR 02-6 7.75% 10.300 -0.13 0.25 0.00 3.11 0.12 0.42 0.25 56 XKY CORPORATE BACKED TR CTF 02-5 GE A16.8% 25.570 -0.10 0.09 0.02 1.91 0.07 0.25 0.27 57

XKX CORPORATE BACKED TR CTF SER 02-4 7.50% 25.120 0.07 0.09 -0.01 2.81 0.10 0.38 0.38 57 XKS CORPORATE BACKED TR CTF SER 02-3 7.650% 10.240 -0.13 0.26 0.00 3.72 0.14 0.50 0.25 57 XKR CORPORATE BACKED TR CTF SER 02-2 7.500 25.290 0.21 0.17 -0.01 6.85 0.25 0.91 0.48 58 XKO CORPORATE BACKED TR CTF CP DB 01/37 A1 10.310 -0.03 0.07 -0.02 2.38 0.09 0.31 0.32 60 XKN CORPORATE BACKED TR CTF F DB-BKD01 A-1 17.040 0.23 -0.55 0.00 5.52 0.20 0.72 0.49 60

XKK CORPORATE BACKED TR CTF A1 01-34 8% GT 10.100 0.50 0.02 0.06 6.32 0.23 0.82 0.67 60 XKE CORPORATE BACKED TR CTF SER 01-31 7.75% 8.750 0.35 -0.27 0.06 4.38 0.16 0.57 0.57 60 CWZ CORPORATE BACKED TR CTF SER 01-27 8.875 25.500 0.45 0.22 0.13 3.92 0.14 0.51 0.64 60 CRG CORPORATE BACKED TR CTF SER 01-22 7.65% 25.170 -0.11 0.07 0.03 1.82 0.07 0.24 0.26 60 CIL CORPORATE BACKED TR CTF PFD 01-20 A1 25.170 -0.03 0.03 -0.01 1.88 0.07 0.24 0.32 60

CLH CORPORATE BACKED TR CTF SER 2001-18 CL 25.730 0.02 0.09 -0.02 2.06 0.08 0.27 0.35 60 CYR CORPORATE BACKED TR CTF SER 2001-9 8.25 25.450 0.09 -0.01 0.02 1.69 0.06 0.22 0.40 60 CYP CORPORATE BACKED TR CTF SER 2001-8 7.37 18.750 0.10 -0.39 -0.01 4.62 0.17 0.60 0.40 60 CYAL CORPORATE BACKED TR CTF SER 2001-6 9% 15.000 3.03 0.27 0.26 17.91 0.65 2.33 2.34 60 JZO CORPORATE BACKED TR CTF 03-15 A1 7.25% 25.200 0.50 -0.38 0.12 2.73 0.20 0.47 0.67 40

JZE CORPORATE BACKED TR CTF 04-2 A-1 6.75% 25.200 0.16 0.00 -0.02 3.43 0.29 0.61 0.44 35 JZL CORPORATE BACKED TR CTF 03-16 A1 6.25 25.130 0.19 -0.17 0.00 2.45 0.20 0.43 0.46 38 JZD CORPORATE BACKED TR CTF 04-3 4.63% 27 22.600 0.49 -0.49 0.04 3.73 0.32 0.67 0.66 34 JZK CORPORATE BACKED TR CTF 03-17SPRINT A1 25.150 -0.03 0.13 -0.03 2.67 0.21 0.47 0.32 38 JZJ CORPORATE BACKED TR CTF 03-18 A1 7.125 24.860 -0.09 0.12 -0.02 3.22 0.26 0.57 0.28 37

JZH CORPORATE BACKED TR CTF NT BKD A-1 6% 24.610 0.19 -0.14 -0.01 2.72 0.23 0.48 0.47 36 JBP CORPORATE BACKED TR CTF 04-8 A1 6.875% 24.650 -0.14 0.13 -0.03 3.30 0.32 0.70 0.24 27 JBO CORPORATE BACKED TR CTF 04-7 A1 6.3%34 25.200 -0.08 0.35 -0.03 2.49 0.22 0.47 0.28 32 JBK CORPORATE BACKED TR CTF 04-6 A1 3.50 23.000 -0.20 0.02 -0.01 2.54 0.22 0.47 0.20 33 JZC CORPORATE BACKED TR CTF 04-4 CL A-1 6% 24.514 -0.08 0.10 -0.03 3.03 0.26 0.54 0.29 35

Based on S&P 500 Index Using Straight Regression Page 72 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

EXBD CORPORATE EXECUTIVE BRD 87.700 0.79 1.35 0.16 6.16 0.22 0.80 0.86 60 OFC CORPORATE OFFICE PPTYS SH BEN INT 50.470 0.47 2.41 0.07 5.46 0.20 0.71 0.65 60 OFC PG CORPORATE OFFICE PPTYS PFD SER G 8% 26.000 0.41 -0.26 0.18 1.79 0.13 0.30 0.61 41 OFC PH CORPORATE OFFICE PPTYS PFD H 7.50% 25.180 0.06 -0.08 -0.02 1.93 0.16 0.34 0.38 36 CXW CORRECTIONS CORP AMER N COM NEW 45.230 0.61 2.36 0.04 9.27 0.34 1.21 0.74 60

CRRP CORRPRO COS INC 1.390 0.76 2.16 -0.01 29.71 1.08 3.86 0.84 60 COR CORTEX PHARMACEUTICALS COM NEW 1.250 2.10 1.10 0.06 27.10 0.99 3.52 1.73 60 CLDB CORTLAND BANCORP 18.250 -0.04 0.14 -0.02 4.22 0.15 0.55 0.31 60 KTX CORTS XEROX CAPITAL TR CRP-BKD CTF 8% 25.750 1.05 0.05 0.41 4.47 0.16 0.58 1.03 60 KTB CORTS TR BELLSOUTH CORTS 7% 2095 25.960 0.04 0.07 -0.01 2.43 0.09 0.32 0.37 60

KTS CORTS TR SOUTHN CO CAP CORTS 8.19 27.000 -0.07 0.11 0.00 1.77 0.06 0.23 0.29 60 KRV CORTS TR GREAT WESTN FI CRP A 7.625% 27 25.710 0.12 0.04 0.02 2.13 0.08 0.28 0.41 60 KSK CORTS TR FORD DEBS CORTS 7.4% 17.000 0.14 -0.46 -0.01 6.24 0.23 0.81 0.43 60 KTH CORTS TR PECO ENERGY CA CORTS 8.00% 28.380 -0.08 0.25 0.00 2.36 0.09 0.31 0.29 60 KTJ CORTS TR CAP TR I CPR 8.75% 2037 29.280 0.05 0.24 -0.01 1.77 0.06 0.23 0.37 60

KTV CORTS TR FIRST UN INSTL CORTS 8.20% 26.850 -0.05 0.06 0.00 1.46 0.05 0.19 0.30 60 KSA CORTS TR PROVIDENT FING CRP 8.5%3/15/38 26.910 0.22 0.15 0.01 5.02 0.18 0.65 0.48 60 KCC CORTS TR II PROVIDENT F CORP BKD CTF8.2 26.180 0.29 0.10 0.03 4.77 0.17 0.62 0.53 60 KCH CORTS TR II BELLSOUTH D CBST 7% 12/2095 25.120 -0.01 0.01 -0.02 1.76 0.06 0.23 0.33 60 KCN CORTS TR CHRYSLER DEBS CORTS 8% 25.450 0.08 0.01 0.02 1.50 0.05 0.19 0.39 60

KCO CORTS TR BELLSOUTH CAP CORTS 7.12% 25.750 0.02 0.00 -0.02 1.98 0.07 0.26 0.35 60 KCW CORTS TR US WEST COMMUN CORTS 7.5% 24.540 0.75 -0.17 0.19 5.37 0.20 0.70 0.84 60 KCT CORTS TR SHERWIN WILLIA CORTS 7.50% 25.530 0.05 0.01 -0.01 1.79 0.07 0.23 0.37 60 KCV CORTS TR II CHRYSLER DE CORTS 7.875% 25.110 0.00 0.04 -0.02 1.98 0.07 0.26 0.34 60 KRH CORTS TR AFC CAPITAL CORTS CL A 25.120 1.14 0.25 0.11 11.01 0.40 1.43 1.09 60

KRJ CORTS TR III PROVIDENT CRP 8.10% 2038 25.560 0.22 0.09 0.01 4.70 0.17 0.61 0.48 60 KNH CORTS TR III SAFECO CAP CTF 8.072%37 25.940 0.04 0.03 -0.01 1.70 0.06 0.23 0.36 56 KOB CORTS TR II SHERWIN WIL CORTS 7.625% 25.840 0.06 0.02 0.00 1.77 0.06 0.23 0.38 60 KOK CORTS TR BANKAMERICA IN CRP BKD SEC7%A 25.060 -0.01 0.03 -0.02 1.55 0.06 0.20 0.33 60 KOS CORTS TR III SHERWIN WI CORTS A 7.25% 25.440 0.07 0.05 0.00 2.20 0.08 0.29 0.39 59

Based on S&P 500 Index Using Straight Regression Page 73 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

KNO CORTS TR SUNAMERICA DEB CORTS 6.7% 97 25.740 -0.01 0.08 -0.02 2.04 0.08 0.28 0.33 56 KNR CORTS TR BRISTOL MYERS CORTS A 6.8% 25.750 0.00 0.07 -0.02 2.10 0.08 0.29 0.34 55 KVF CORTS TR III AON CAP A CRP 7.75 1/1/27 25.100 -0.01 0.08 -0.02 2.55 0.10 0.35 0.33 55 KVJ CORTS TR DISNEY NTS CORTS A 6.875% 25.700 0.07 0.04 0.00 1.76 0.07 0.24 0.38 55 KVL CORTS TR VERIZON GLOBAL CORTS A 7.375% 25.500 -0.09 0.14 0.01 1.75 0.07 0.24 0.28 54

KVM CORTS TR IV IBM DEBS CORTS A 7% 25.160 -0.08 0.09 0.00 2.24 0.09 0.31 0.29 54 KVN CORTS TR UNUM NTS PFD TR 7.5% 25.150 0.10 0.07 -0.01 4.06 0.17 0.58 0.40 53 KVO CORTS TR IV SAFECO CAP CORTS 8.375 28.010 0.03 0.24 -0.02 1.95 0.08 0.28 0.36 53 KVU CORTS TR II FORD NTS CORTS CTF 8% 19.590 0.69 -1.03 0.15 3.58 0.23 0.59 0.79 46 HYA CORTS TR II VERIZON GLO TR A 6.125 30 24.750 -0.15 0.10 -0.02 3.43 0.29 0.61 0.24 36

HYH CORTS TR WEYERHAEUSER C TR CTF A 6% 32 24.500 0.14 -0.06 -0.03 4.46 0.38 0.80 0.43 35 HYL CORTS TR II GOLDMAN SAC TR CTF A 6% 34 24.290 -0.01 0.37 -0.03 2.58 0.23 0.49 0.33 32 HYM CORTS TR BOEING CO NTS CORTS 6.125%33 25.080 -0.07 0.21 -0.03 2.65 0.23 0.49 0.29 33 HYY CORTS TR III VERIZON GL CORTS 6.25% 30 24.650 0.45 -0.30 0.12 2.25 0.20 0.43 0.64 32 KVR CORTS TR GEN ELEC CAP C CORTS A 6% 32 24.770 0.03 -0.03 -0.02 2.68 0.16 0.42 0.36 48

KVW CORTS TR IV AON CAP A CORTS A 8% 27 26.380 0.17 -0.08 0.03 1.79 0.11 0.29 0.45 47 HYK CORTS TR GOLDMAN SACHS CORTS A 6% 24.550 0.19 -0.10 -0.01 2.66 0.23 0.47 0.46 35 HYJ CORTS TR INTL BUSINESS TR CTF 5.625%A 23.420 -0.37 0.12 0.01 3.58 0.31 0.64 0.10 35 CORS CORUS BANKSHARES INC 23.070 0.72 1.12 0.12 6.47 0.24 0.84 0.81 60 CJR CORUS ENTERTAINMENT INC COM CL B NON VT 35.960 1.28 0.79 0.31 6.77 0.25 0.88 1.19 60

CGA CORUS GROUP PLC SPONSORED ADR 20.740 3.43 2.56 0.22 22.19 0.81 2.88 2.61 60 KVT CORTS TR DOW CHEM CO CORTS 6.375%29 25.030 0.19 -0.18 0.00 2.74 0.17 0.46 0.46 45 CRVL CORVEL CORP 47.570 0.71 1.71 0.03 11.89 0.43 1.55 0.81 60 CRVU CORVU CORP 0.290 0.18 4.71 -0.02 31.83 1.16 4.14 0.46 60 COSN COSINE COMMUNICATIONS I COM NEW 3.320 2.44 -2.01 0.25 14.82 0.54 1.93 1.95 60

COSI COSI INC 5.090 1.30 1.11 0.00 25.69 1.38 3.88 1.20 50 CPWM COST PLUS INC CALIF 10.300 1.12 -1.45 0.12 10.09 0.37 1.31 1.08 60 CULS COST-U-LESS INC 8.050 1.73 3.40 0.14 14.72 0.54 1.91 1.48 60 COST COSTCO WHSL CORP NEW 52.870 0.77 0.17 0.17 5.78 0.21 0.75 0.85 60 CSGP COSTAR GROUP INC 53.560 1.21 1.53 0.12 11.22 0.41 1.46 1.14 60

Based on S&P 500 Index Using Straight Regression Page 74 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

COT COTT CORP QUE 14.310 0.78 -0.04 0.07 9.20 0.34 1.20 0.85 60 CTRX COTHERIX INC 13.490 6.02 0.76 0.14 27.25 2.65 5.78 4.33 27 CWRN COTTON & WESTERN MINING 0.001 26.73 94.18 0.00 705.06 25.72 91.65 18.05 60 CXSN F COUNSEL CORP 0.440 0.34 -0.72 -0.01 19.08 0.70 2.48 0.56 60 CTPS COUNTERPATH SOLUTIONS I 0.435 1.79 -1.34 -0.02 30.30 2.65 5.61 1.52 33

CFC COUNTRYWIDE FINANCIAL C COM 42.450 0.69 2.41 0.08 7.74 0.28 1.01 0.80 60 CFC PA COUNTRYWIDE CAP IV GTD TR PFD SECS 25.010 0.08 -0.08 -0.02 2.28 0.14 0.38 0.39 45 CRRC COURIER CORP 38.970 0.88 1.39 0.21 5.92 0.22 0.77 0.92 60 CRB COURTSIDE ACQUISITION C 5.430 0.11 0.28 -0.06 1.83 0.26 0.50 0.41 17 CRB U COURTSIDE ACQUISITION C UNIT EX 000000 6.000 -0.15 0.22 -0.06 3.51 0.47 0.95 0.24 18

CUZ COUSINS PPTYS INC 35.270 0.31 0.65 0.02 5.58 0.20 0.73 0.54 60 CUZ PA COUSINS PPTYS INC PFD SER A 7.75% 25.900 0.17 -0.06 0.00 2.11 0.16 0.36 0.45 41 CUZ PB COUSINS PPTYS INC PFD B 7.50% 25.530 0.09 0.03 -0.03 1.69 0.18 0.37 0.40 24 DVW COVAD COMMUNICATIONS GR 1.380 1.56 2.34 0.01 36.03 1.31 4.68 1.37 60 CVD COVANCE INC 58.910 0.21 1.86 -0.01 8.28 0.30 1.08 0.48 60

CVNS COVANSYS CORP 22.950 3.68 2.27 0.32 18.88 0.69 2.45 2.78 60 CVA COVANTA HLDG CORP 22.040 2.41 5.06 0.07 29.19 1.06 3.79 1.93 60 CVTI COVENANT TRANS INC CLASS A 11.400 0.10 -0.21 -0.02 9.13 0.33 1.19 0.41 60 CVH COVENTRY HEALTH CARE IN 50.050 0.14 3.23 -0.01 8.73 0.32 1.14 0.43 60 COVR COVER-ALL TECHNOLOGIES 0.790 -0.43 4.39 -0.01 23.21 0.85 3.02 0.05 60

CVST COVISTA COMMUNICATIONS 0.900 1.58 -3.17 0.10 15.52 0.57 2.02 1.39 60 CWLZ COWLITZ BANCORP LONGVIE CDT-COM 16.780 0.20 1.94 0.00 5.50 0.20 0.71 0.47 60 CXR COX RADIO INC CLASS A 16.300 0.35 -0.66 0.02 6.77 0.25 0.88 0.57 60 CRFT CRAFTMADE INTL INC 17.920 0.62 0.41 0.04 9.25 0.34 1.20 0.75 60 CR CRANE CO 36.640 1.21 0.38 0.31 6.31 0.23 0.82 1.14 60

CRD B CRAWFORD & CO CLASS B 7.300 1.07 -0.58 0.10 10.73 0.39 1.40 1.05 60 CRD A CRAWFORD & CO CLASS A 5.990 0.75 -0.35 0.05 10.36 0.38 1.35 0.84 60 CRYY Q CRAY COMPUTER CORP 0.002 -1.40 22.79 -0.01 104.57 3.81 13.59 -0.59 60 CRAY CRAY INC COM NEW 11.880 1.18 2.76 0.02 22.65 0.83 2.94 1.12 60 CRZY CRAZY WOMAN CREEK BANCO 20.010 0.53 0.64 0.08 5.97 0.22 0.78 0.69 60

Based on S&P 500 Index Using Straight Regression Page 75 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CRDT CRDENTIA CORP COM PAR $ 0.600 0.36 -0.65 -0.02 66.44 4.14 10.72 0.57 47 CRMX F CREAM MINERALS LTD COM NEW 0.410 1.43 2.17 -0.02 23.46 2.05 4.34 1.29 33 CVAS CREATIVE VISTAS INC COM NEW 0.320 6.69 -3.23 0.09 36.18 3.52 7.67 4.77 27 CMOS CREDENCE SYS CORP 5.200 2.91 -1.71 0.32 14.92 0.54 1.94 2.27 60 CACC CREDIT ACCEP CORP MICH 33.330 1.40 2.58 0.11 13.46 0.49 1.75 1.26 60

KTN CREDIT-ENHANCED CORTS T CR ENH 8.205% 28.110 -0.07 0.30 -0.01 3.42 0.12 0.44 0.29 60 CS CREDIT SUISSE GROUP SPONSORED ADR 69.850 1.95 0.46 0.51 6.82 0.25 0.89 1.63 60 CRED CREDO PETE CORP COM PAR $0.10 11.990 0.62 3.69 0.00 17.34 0.63 2.25 0.75 60 CREE CREE INC 17.320 1.88 -0.15 0.14 16.07 0.59 2.09 1.59 60 CSNT CRESCENT BKG CO CMT-COM 45.580 0.18 2.29 -0.01 8.29 0.30 1.08 0.45 60

CRFN CRESCENT FINL CORP 12.790 0.47 1.86 0.07 5.61 0.20 0.73 0.65 60 CEI CRESCENT REAL ESTATE EQ 19.750 0.78 0.01 0.19 5.61 0.20 0.73 0.85 60 CEI PB CRESCENT REAL ESTATE EQ PFD B MAY 2002 26.800 0.10 0.10 0.00 2.39 0.09 0.32 0.40 56 CBAG CRESTED CORP 2.470 1.77 6.89 0.02 32.45 1.18 4.22 1.51 60 CRES Y CRESUD S A C I F Y A SPONSORED ADR 17.230 0.69 2.44 0.01 15.46 0.56 2.01 0.80 60

CRUG F CREW GOLD CORP 2.072 0.64 2.34 -0.02 13.61 1.16 2.45 0.76 34 CXPO CRIMSON EXPLORATION INC COM NEW 6.250 -0.42 1.35 -0.01 16.94 0.62 2.20 0.06 60 CRTX CRITICAL THERAPEUTICS I 2.040 1.98 -4.00 0.02 17.29 1.55 3.29 1.65 32 CPTH CRITICAL PATH INC COM NEW 0.110 1.47 -4.93 0.02 26.06 0.95 3.39 1.31 60 CMD CRITICARE SYS INC 3.010 2.09 -0.34 0.22 13.64 0.50 1.77 1.72 60

CHBH CROGHAN BANCSHARES I 35.750 0.73 1.05 -0.01 9.13 0.89 1.94 0.82 27 ATX CROSS A T CO CLASS A 7.600 0.40 0.65 0.01 9.04 0.33 1.18 0.60 60 CCRN CROSS CTRY HEALTHCARE I 21.820 0.99 0.13 0.06 12.10 0.44 1.57 0.99 60 CRT CROSS TIMBERS RTY TR TR UNIT 50.610 0.63 1.70 0.07 7.41 0.27 0.96 0.76 60 CRDS CROSSROADS SYS INC 1.040 2.22 -0.95 0.10 21.75 0.79 2.83 1.81 60

XTEX CROSSTEX ENERGY L P COM UNITS REPST 39.850 0.50 2.50 0.01 6.82 0.38 1.03 0.67 49 XTXI CROSSTEX ENERGY INC 31.690 0.00 3.85 -0.03 10.00 0.85 1.77 0.34 36 CPGP CROSSPOINT GROUP INC 0.130 9.42 -5.26 0.06 49.01 6.53 13.23 6.58 18 CRAN CROWN ANDERSEN INC 0.200 0.55 -4.68 0.00 17.25 0.63 2.24 0.70 60 CCI CROWN CASTLE INTL CORP 32.300 2.43 2.14 0.27 13.85 0.51 1.80 1.95 60

Based on S&P 500 Index Using Straight Regression Page 76 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CRWS CROWN CRAFTS INC 4.250 0.29 7.34 -0.02 37.09 1.35 4.82 0.53 60 CFGI CROWN FINANCIAL HLDGS I 0.005 0.74 2.73 -0.01 49.13 1.79 6.39 0.83 60 CCK CROWN HOLDINGS INC COM 144A 20.920 2.01 4.65 0.09 20.65 0.75 2.68 1.67 60 CRWN CROWN MEDIA HLDGS INC CLASS A 3.630 2.52 -1.00 0.19 17.70 0.65 2.30 2.01 60 CRXL CRUCELL N V SPONSORED ADR 25.480 2.20 2.84 0.24 13.47 0.49 1.75 1.80 60

CCEL CRYO-CELL INTL INC 2.280 2.15 1.13 0.04 32.25 1.18 4.19 1.76 60 CRY CRYOLIFE INC 7.650 1.24 0.35 0.02 21.80 0.80 2.83 1.16 60 CRYP CRYPTOLOGIC INC 23.160 3.61 0.72 0.42 14.93 0.54 1.94 2.73 60 CRYO CRYOCOR INC 2.800 4.95 -8.08 0.08 23.36 3.11 6.31 3.62 18 CYRX CRYPORT INC 0.280 -1.50 -7.97 -0.03 22.52 2.55 5.18 -0.66 22

CYVF CRYSTAL VY FINL CORP CMT-SHS 25.250 1.65 -2.82 0.05 7.11 1.28 2.34 1.43 13 KRY CRYSTALLEX INTL CORP 3.620 0.41 3.12 -0.01 21.54 0.79 2.80 0.61 60 CTRP CTRIP COM INTL LTD ADR 62.370 0.80 3.40 0.00 10.19 0.81 1.80 0.87 37 COBT C2 GLOBAL TECHNOLOGIES 0.400 -0.27 8.33 -0.02 66.23 2.42 8.61 0.16 60 CUB CUBIC CORP 21.700 0.97 0.56 0.09 10.08 0.37 1.31 0.98 60

QBIK CUBIC ENERGY INC 0.800 -1.42 5.62 0.00 34.94 1.27 4.54 -0.60 60 CBST CUBIST PHARMACEUTICALS 18.110 3.31 -0.55 0.33 16.58 0.61 2.16 2.53 60 CFR CULLEN FROST BANKERS IN 55.820 0.37 0.92 0.08 4.04 0.15 0.53 0.58 60 FZN CUISINE SOLUTIONS INC 5.690 1.03 6.67 0.00 28.13 1.03 3.66 1.02 60 CFI CULP INC 5.150 0.64 1.24 0.01 14.60 0.53 1.90 0.76 60

CLG CUMBERLAND RES LTD 5.640 2.48 1.22 0.08 14.71 1.26 2.63 1.98 35 CDSC CUMETRIX INC 0.004 11.19 21.51 -0.04 145.24 19.34 39.21 7.76 18 CMI CUMMINS INC 118.180 1.51 1.72 0.28 8.42 0.31 1.09 1.34 60 CMLS CUMULUS MEDIA INC CLASS A 10.390 0.59 -0.50 0.03 9.59 0.35 1.25 0.73 60 CRIS CURIS INC 1.260 2.90 -0.40 0.10 28.65 1.05 3.72 2.26 60

CRGN CURAGEN CORP 4.600 2.78 -2.03 0.28 15.59 0.57 2.03 2.18 60 CRTC F CURRENT TECHNOLOGY CORP 0.100 1.69 0.41 0.03 26.44 0.96 3.44 1.46 60 CW CURTISS WRIGHT CORP 37.080 0.22 2.15 -0.01 8.39 0.31 1.09 0.49 60 CUTR CUTERA INC 27.000 2.66 1.39 0.10 14.39 1.23 2.60 2.10 34 CBUK CUTTER & BUCK INC 10.770 1.47 2.06 0.12 13.61 0.50 1.77 1.31 60

Based on S&P 500 Index Using Straight Regression Page 77 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CYAN CYANOTECH CORP COM PAR $0.02 1.880 0.23 0.49 -0.02 21.79 0.80 2.83 0.49 60 CYDF CYBER DEFENSE SYS INC 0.155 -0.32 7.20 -0.02 80.03 2.92 10.40 0.13 60 CKYS CYBERKEY SOLUTIONS INC 0.020 -0.33 3.71 -0.02 74.51 3.75 11.64 0.12 46 CYBE CYBEROPTICS CORP 12.690 4.87 0.99 0.41 20.49 0.75 2.66 3.57 60 CYBS CYBERSOURCE CORP 11.020 0.60 3.98 0.00 15.25 0.56 1.98 0.73 60

CYBX CYBERONICS INC 20.640 0.55 1.19 -0.01 19.80 0.72 2.57 0.70 60 CYBI CYBEX INTL INC 6.000 1.36 3.00 0.05 19.09 0.70 2.48 1.24 60 CVGS CYBERVEGAS COM 0.430 0.66 6.12 -0.09 46.39 8.33 15.29 0.77 13 CYCC CYCLACEL PHARMACEUTICAL 6.860 2.05 -6.59 0.03 17.50 1.50 3.16 1.69 34 CYIO CYIOS CORP 0.105 3.13 1.74 0.03 51.50 1.88 6.69 2.41 60

CYMI CYMER INC 43.950 2.83 0.76 0.41 11.95 0.44 1.55 2.21 60 CYNO CYNOSURE INC CLASS A 15.830 5.01 -6.50 0.46 8.31 1.49 2.74 3.65 13 POST CYPOST CORP 0.001 4.07 10.85 0.00 102.62 3.74 13.34 3.03 60 CYPM CYPER MEDIA INC 0.001 4.53 -9.89 0.07 34.35 2.17 5.67 3.34 46 CYPB CYPRESS BIOSCIENCES INC COM PAR $.02 7.750 2.44 2.39 0.15 19.99 0.73 2.60 1.96 60

CY CYPRESS SEMICONDUCTOR C 16.870 2.99 -0.16 0.40 12.89 0.47 1.68 2.32 60 CYT CYTEC INDS INC 56.510 0.84 1.17 0.14 7.02 0.26 0.91 0.89 60 CYTO CYTOGEN CORP COM NEW 2.330 3.68 -3.24 0.36 17.38 0.63 2.26 2.77 60 CYTR CYTRX CORP COM NEW 1.910 2.77 3.51 0.12 25.43 0.93 3.31 2.17 60 CYTK CYTOKINETICS INC 7.480 4.61 -3.98 0.25 15.35 1.34 2.84 3.39 33

GTF CYTOMEDIX INC COM NEW 1.030 -1.58 7.62 0.00 40.67 1.48 5.29 -0.71 60 CYTX CYTORI THERAPEUTICS INC 6.540 0.08 2.70 -0.02 20.01 0.73 2.60 0.39 60 DECC D & E COMMUNICATIONS IN 12.650 0.63 -0.01 0.01 12.96 0.47 1.68 0.76 60 CYTC CYTYC CORP 28.300 0.65 0.86 0.02 12.74 0.46 1.66 0.77 60 ATC CYCLE CTRY ACCESSORIES 1.839 1.59 -0.62 0.15 12.98 0.47 1.70 1.39 59

CBCL CYBERTEL CAP CORP COM PAR $0.001 0.000 3.78 -15.88 0.06 48.11 1.76 6.25 2.84 60 DAAT DAC TECHNOLOGIES GRP IN 2.280 0.18 2.36 -0.02 18.45 0.67 2.40 0.46 60 DBSD Y DBS GROUP HLDGS LTD SPONSORED ADR 59.200 1.00 1.37 0.12 4.82 0.41 0.86 1.00 35 DCAP DCAP GROUP INC COM NEW 3.060 -0.26 3.06 -0.01 18.85 0.69 2.45 0.16 60 DCBF DCB FINANCIAL CORP 29.500 -0.16 1.59 -0.01 5.15 0.19 0.67 0.23 60

Based on S&P 500 Index Using Straight Regression Page 78 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DPM DCP MIDSTREAM PARTNERS COM UT LTD PTN 34.550 1.11 1.69 0.05 4.85 0.87 1.60 1.07 13 DDIC DDI CORP COM 0.0001 NEW 7.200 1.38 -6.88 0.01 14.61 1.17 2.58 1.25 37 DNBF DNB FINL CORP 20.000 0.11 0.52 -0.01 4.21 0.15 0.55 0.41 60 DGSE DGSE COMPANIES INC 2.540 1.27 -0.10 0.09 13.58 0.50 1.77 1.18 60 DNAT DNA MED TECHNOLOGIES IN 0.001 17.33 46.39 0.01 377.64 13.78 49.09 11.82 60

DJO DJO INCORPORATED 42.820 1.64 2.44 0.12 14.76 0.54 1.92 1.42 60 DNP DNP SELECT INCOME FD 10.820 0.29 -0.08 0.06 3.79 0.14 0.49 0.53 60 DGIT DG FASTCHANNEL INC 13.480 1.35 1.10 0.06 16.45 0.60 2.14 1.23 60 DPL DPL INC 27.780 0.89 0.16 0.17 6.79 0.25 0.88 0.93 60 DRS DRS TECHNOLOGIES INC 52.680 0.27 0.86 0.00 8.12 0.30 1.06 0.52 60

DHI D R HORTON INC 26.490 1.23 1.45 0.19 8.78 0.32 1.14 1.15 60 DST DST SYS INC DEL 62.630 1.64 0.02 0.53 5.46 0.20 0.71 1.42 60 DSPG DSP GROUP INC 21.700 1.02 -0.16 0.16 7.97 0.29 1.04 1.01 60 DTE DTE ENERGY CO 48.410 0.53 0.12 0.17 4.09 0.15 0.53 0.69 60 DTLI DTLL INC 1.800 6.72 18.69 -0.01 101.88 8.90 18.86 4.79 33

DTII Q DT INDS INC 0.002 -1.18 5.21 -0.02 112.48 4.10 14.62 -0.44 60 DTE PA DTE ENERGY TRUST I PFD GTD TR7.8% 25.350 -0.04 0.05 -0.01 1.87 0.07 0.24 0.31 60 DVIX Q DVI INC 0.002 3.02 -4.05 0.03 48.85 1.78 6.35 2.34 60 DTF DTF TAX-FREE INCOME INC 15.160 -0.09 0.21 -0.01 3.31 0.12 0.43 0.28 60 DSW DSW INC CLASS A 38.570 2.33 0.66 0.10 10.04 1.33 2.62 1.88 19

DTE PC DTE ENERGY TR II TOPRS 7.50% 25.950 -0.15 0.18 0.02 1.40 0.13 0.27 0.24 31 DTSI DTS INC 24.190 0.93 0.38 0.00 13.26 0.98 2.23 0.96 42 DXPE DXP ENTERPRISES INC NEW COM NEW 35.040 2.15 7.89 0.07 25.71 0.94 3.34 1.76 60 SRQ DWS RREEF REAL ESTATE F COM 25.210 0.59 0.46 0.11 4.40 0.22 0.66 0.73 51 DADE DADE BEHRING HLDGS INC 39.810 0.31 2.90 0.00 6.87 0.29 0.99 0.55 52

DAGM DAG MEDIA INC 1.570 0.14 0.73 -0.02 11.34 0.41 1.47 0.43 60 DNPC Y DAI NIPPON PRTG LTD JAP ADR 30.600 1.19 -0.26 0.14 5.52 0.47 0.98 1.12 35 DJCO DAILY JOURNAL CORP 42.484 0.17 1.23 -0.01 6.82 0.25 0.89 0.45 60 DZTK Q DAISYTEK INTL CORP 0.001 -0.43 -7.36 -0.02 35.60 1.30 4.63 0.05 60 DWAH Y DAIWA HOUSE IND LTD ADR 173.723 0.52 0.65 -0.02 9.12 0.78 1.63 0.68 35

Based on S&P 500 Index Using Straight Regression Page 79 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DSEC Y DAIWA SECS LTD JAPAN ADR 114.000 1.00 0.30 0.01 9.90 0.85 1.77 1.00 35 DAKT DAKTRONICS INC 36.850 0.69 4.33 0.01 14.63 0.53 1.90 0.79 60 DLOV DALECO RES CORP COM NEW 0.520 2.55 0.96 0.08 28.54 1.04 3.71 2.03 60 DFCO DALRADA FINL CORP COM NEW 0.710 2.65 -4.48 0.08 29.32 1.07 3.81 2.09 60 DCNA Q DANA CORP COM 1.390 1.46 -2.18 0.05 19.52 0.71 2.54 1.30 60

DHR DANAHER CORP DEL SHS BEN INT 72.440 0.68 1.29 0.28 3.85 0.14 0.50 0.79 60 DANK Y DANKA BUSINESS SYS PLC SPONSORED ADR 1.360 2.00 2.63 0.04 28.66 1.05 3.73 1.66 60 DNSK Y DANSKE BK A/S ADR 22.400 1.19 1.79 0.20 4.56 0.39 0.81 1.12 35 DRI DARDEN RESTAURANTS INC 40.170 0.42 1.12 0.01 9.02 0.33 1.17 0.62 60 DKDY DARK DYNAMITE INC COM PAR $.0001 0.160 -0.10 -3.61 -0.02 113.52 4.14 14.76 0.27 60

DAR DARLING INTL INC 5.510 -0.08 4.26 -0.02 13.08 0.48 1.70 0.29 60 DAST Y DASSAULT SYS S A SPONSORED ADR 52.860 2.79 -0.06 0.58 8.37 0.31 1.09 2.18 60 DFGR F DATA FORTRESS SYS GROUP 0.003 -1.92 15.66 -0.01 101.35 3.87 13.71 -0.93 56 DAIO DATA I O CORP 3.600 1.03 2.84 0.02 20.28 0.74 2.64 1.02 60 RACE DATA RACE INC 0.000 3.91 13.13 0.00 107.08 3.91 13.92 2.93 60

DWCH DATAWATCH CORP COM NEW 2.600 -0.21 4.90 -0.02 26.17 0.95 3.40 0.20 60 DMCX DATAMIRROR CORP 13.000 0.46 1.78 0.00 11.83 0.43 1.54 0.64 60 DTLK DATALINK CORP 7.520 1.49 1.37 0.06 18.41 0.67 2.39 1.33 60 DBSJ DATABASE SOLUTIONS LTD COM NEW 0.135 -1.21 15.14 -0.02 93.13 6.87 15.56 -0.46 43 DMAR DATAMARINE INTL INC 0.050 0.46 3.95 -0.01 32.99 1.20 4.29 0.64 60

DIPG Y DATANG INTL PWR GENERAT SPON ADR REP H 21.500 1.93 0.25 0.15 8.33 0.85 1.79 1.62 25 DRAM DATARAM CORP COM PAR $1 4.210 2.64 -1.09 0.36 12.33 0.45 1.60 2.08 60 DSEN DATASCENSION INC COM NEW 0.370 2.44 2.60 0.03 40.00 1.46 5.20 1.95 60 DSCP DATASCOPE CORP 36.440 0.80 0.09 0.11 7.44 0.27 0.97 0.86 60 DATA DATATRAK INTL INC 5.020 0.77 3.99 0.00 22.88 0.83 2.97 0.85 60

DLCP DAVID LOREN CORP 1.200 7.23 -1.53 0.02 64.78 5.54 11.68 5.13 34 DVA DAVITA INC 56.880 0.58 2.10 0.07 6.83 0.25 0.89 0.72 60 DWSN DAWSON GEOPHYSICAL CO 36.430 0.73 3.06 0.03 12.58 0.46 1.63 0.82 60 DXR DAXOR CORP 14.850 0.27 -0.32 0.00 7.37 0.27 0.96 0.52 60 DBRM DAYBREAK OIL & GAS INC 1.200 5.40 19.04 -0.02 103.78 8.88 18.72 3.91 34

Based on S&P 500 Index Using Straight Regression Page 80 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DSTI DAYSTAR TECHNOLOGIES IN 3.740 1.18 3.48 -0.02 27.21 2.33 4.91 1.12 34 DYTB DAYTONABRANDS INC 0.140 3.86 14.12 0.00 123.59 4.51 16.06 2.89 60 TRAK DEALERTRACK HLDGS INC 29.420 1.53 1.43 0.00 8.40 1.51 2.77 1.35 13 DF DEAN FOODS CO NEW 42.280 0.17 1.15 -0.01 5.98 0.22 0.78 0.45 60 DEAR DEARBORN BANCORP INC 19.000 0.52 1.68 0.05 7.02 0.26 0.91 0.68 60

DEBS DEB SHOPS INC 26.400 0.36 0.39 0.00 8.98 0.33 1.17 0.57 60 DLNK Q DECISIONLINK INC 0.000 0.41 9.62 -0.02 69.16 2.52 8.99 0.61 60 DECK DECKERS OUTDOOR CORP 59.950 1.91 4.91 0.18 14.16 0.52 1.84 1.60 60 DCGN DECODE GENETICS INC 4.530 2.09 -0.22 0.11 19.70 0.72 2.56 1.72 60 DII DECORATOR INDS INC COM PAR $0.20 7.390 0.03 1.37 -0.02 8.05 0.29 1.05 0.36 60

DCZ DECORIZE INC 0.440 0.04 -0.82 -0.02 24.87 0.91 3.23 0.37 60 DECT DECTRON INTERNATIONALE 4.930 0.14 0.67 -0.02 12.28 0.45 1.60 0.43 60 DPBL DEEP BLUE INC 0.085 39.76 10.90 0.14 185.47 16.69 35.27 26.69 30 DPFD DEEP FIELD TECHNOLOGIES CLASS A 0.150 24.97 22.50 0.01 157.41 22.44 42.53 16.89 17 DPDW DEEP DOWN INC 0.200 6.71 -7.81 0.05 49.90 3.69 8.47 4.78 41

DPRK DEEP ROCK OIL & GAS INC 0.039 0.31 36.17 -0.06 153.29 20.41 41.39 0.54 18 DWOG DEEP WELL OIL & GAS INC 0.390 3.18 19.77 -0.01 129.21 4.71 16.80 2.45 60 DE DEERE & CO 95.070 1.08 1.13 0.25 6.46 0.24 0.84 1.05 60 DFR DEERFIELD TRIARC CAP CO 16.930 1.40 -0.77 0.16 5.07 0.67 1.32 1.27 19 DPRS DEFAULT PROOF CR CARD S COM NEW 0.300 1.55 1.98 0.00 43.66 1.59 5.68 1.36 60

DFNS DEFENSE INDS INTL INC 0.350 5.09 22.31 -0.01 177.65 6.50 23.31 3.71 59 DFTS DEFENSE TECHNOLOGY SYST 0.004 6.73 20.91 0.00 170.59 6.22 22.18 4.79 60 DSF DEFINED STRATEGY FD INC 20.530 0.71 -0.39 0.12 3.33 0.34 0.72 0.81 25 DGTC DEL GLOBAL TECHNOLOGIES 1.550 0.43 0.70 -0.01 19.35 0.71 2.52 0.62 60 DLM DEL MONTE FOODS CO 11.030 0.77 0.37 0.13 6.61 0.24 0.86 0.85 60

DCTH DELCATH SYS INC 3.700 -0.44 5.16 -0.01 28.14 1.03 3.66 0.05 60 DLKR DELEK RES INC 0.160 -0.37 16.53 -0.02 110.98 4.05 14.43 0.09 60 DWNX DELHI BANK CORP 24.100 -1.77 0.59 0.09 11.03 0.83 1.93 -0.83 39 DLIA DELIA S INC NEW 10.490 4.07 -1.70 0.33 8.61 1.55 2.84 3.03 13 DELL DELL INC 25.090 1.00 -0.32 0.25 6.01 0.22 0.78 1.00 60

Based on S&P 500 Index Using Straight Regression Page 81 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DBCP DELMAR BANCORP COM NEW 33.250 -0.08 2.93 -0.02 8.24 0.30 1.07 0.28 60 DPHI Q DELPHI CORP 3.820 1.54 1.99 0.02 30.36 1.11 3.95 1.36 60 DLPX DELPHAX TECHNOLOGIES IN 1.230 1.31 -1.96 0.07 15.37 0.56 2.00 1.20 60 DFG DELPHI FINL GROUP INC CLASS A 40.460 0.65 1.54 0.21 4.38 0.16 0.57 0.77 60 DFY DELPHI FINL GROUP INC NT SR 8% 2033 25.780 0.19 -0.19 0.05 1.51 0.11 0.25 0.46 44

DLP DELTA & PINE LD CO 40.450 0.28 1.06 0.01 6.52 0.24 0.85 0.53 60 DALR Q DELTA AIR LINES INC DEL 1.300 3.11 -3.48 0.19 22.06 0.80 2.87 2.40 60 DLA DELTA APPAREL INC 17.090 0.39 2.16 0.01 8.26 0.30 1.07 0.60 60 DELT DELTA GALIL INDS LTD SPONSORED ADR 9.080 0.48 0.10 0.02 9.17 0.33 1.19 0.66 60 DMXP DELTA MNG & EXPL CORP 0.001 59.97 131.89 0.03 17.51 37.12 132.27 40.08 60

DGAS DELTA NAT GAS INC 25.070 0.20 0.36 0.01 4.02 0.15 0.52 0.47 60 DOIG DELTA OIL & GAS INC COM NEW 0.840 2.12 1.59 -0.03 36.63 3.74 7.88 1.75 25 DDDC DELTATHREE INC CLASS A 1.260 2.05 2.68 0.05 27.73 1.01 3.60 1.70 60 DGEN DELTAGEN INC 0.450 1.85 2.45 0.01 41.22 1.50 5.36 1.56 60 DEL DELTIC TIMBER CORP 55.780 0.96 1.13 0.15 7.68 0.28 1.00 0.97 60

DPTR DELTA PETE CORP COM NEW 23.160 1.34 3.28 0.12 12.23 0.45 1.59 1.22 60 DLWI DELTA WOODSIDE INDS INC COM NEW 0.018 0.08 -3.11 -0.02 28.65 1.05 3.72 0.39 60 DNR DENBURY RES INC COM NEW 27.790 0.32 3.70 0.00 9.23 0.34 1.20 0.55 60 DFC DELTA FINANCIAL CORP 10.130 0.52 6.60 -0.01 26.97 0.98 3.51 0.68 60 DLX DELUXE CORP 25.200 0.48 -0.76 0.03 7.44 0.27 0.97 0.65 60

DRTE DENDRITE INTL INC 10.710 1.02 0.11 0.05 13.41 0.49 1.74 1.01 60 DNDN DENDREON CORP 4.170 1.72 0.93 0.03 27.12 0.99 3.53 1.48 60 DPGP DENIM APPAREL GROUP INC 0.060 5.56 -13.00 0.07 42.65 2.58 6.70 4.02 48 DENN DENNYS CORP 4.710 0.88 7.25 -0.01 43.87 1.60 5.70 0.92 60 DNZO Y DENSO CORP ADR 158.449 1.24 0.87 0.14 5.52 0.56 1.19 1.16 25

DPAT DENTAL PATIENT CARE AME 0.300 10.35 -5.65 0.18 33.25 4.95 9.57 7.20 16 XRAY DENTSPLY INTL INC NEW 29.850 -0.08 1.12 -0.01 4.96 0.18 0.64 0.28 60 DSCI DERMA SCIENCES INC COM NEW 0.850 -0.63 6.20 -0.01 39.85 1.45 5.18 -0.08 60 DMSI DERMISONICS INC 0.185 4.55 -1.83 0.03 39.33 3.14 6.96 3.35 37 DSGX DESCARTES SYS GROUP INC 3.690 1.36 -0.56 0.08 14.68 0.54 1.91 1.24 60

Based on S&P 500 Index Using Straight Regression Page 82 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DEPO DEPOMED INC 3.450 1.07 -0.46 0.05 14.54 0.53 1.89 1.05 60 HXM DESARROLLADORA HOMEX S SPONSORED ADR 59.070 2.31 2.65 0.23 8.26 0.74 1.59 1.87 31 DCBK DESERT CMNTY BK VICTORV CMT-SHS 17.820 0.20 1.75 0.00 5.27 0.19 0.69 0.47 60 DCBC DESERT COML BK PALM DES 18.700 -0.07 4.16 -0.06 18.81 2.48 4.90 0.29 19 DSRM DESERT MINING INC COM NEW 0.250 2.80 -1.33 0.01 33.38 2.46 5.63 2.19 42

DWRI DESIGN WITHIN REACH INC 4.930 0.34 -2.92 -0.03 15.63 1.40 3.01 0.56 31 DSWL DESWELL INDS INC 11.400 0.86 0.48 0.12 7.81 0.28 1.01 0.91 60 DTRX DETREX CORP 8.650 -0.56 3.09 -0.01 22.35 0.82 2.91 -0.04 60 DEUB Y DEUTSCHE BETEILIGINGS SPNS ADR REG S 6.616 2.06 11.67 0.00 61.58 2.25 8.00 1.70 60 DLAK Y DEUTSCHE LUFTHANSA A G SPONSORED ADR 27.550 1.05 1.61 0.11 5.28 0.54 1.14 1.04 25

DT DEUTSCHE TELEKOM AG SPONSORED ADR 18.200 1.68 -0.13 0.38 7.63 0.28 0.99 1.45 60 DEVC DEVCON INTL CORP 5.700 0.30 0.36 -0.01 12.28 0.45 1.60 0.53 60 DDR DEVELOPERS DIVERSIFIED 62.950 0.43 1.96 0.07 4.95 0.18 0.64 0.62 60 DDR PI DEVELOPERS DIVERSIFIED PFD 1/20 SER I 25.420 -0.03 0.15 -0.03 1.50 0.13 0.29 0.32 32 DDR PH DEVELOPERS DIVERSIFIED PFD 1/20H7.375 25.260 0.29 -0.18 0.12 1.56 0.11 0.26 0.53 42

DDR PG DEVELOPERS DIVERSIFIED PFD 1/10 G 8% 25.570 0.12 -0.10 0.00 1.69 0.11 0.28 0.41 45 DDR PF DEVELOPERS DIVERSIFIED PFD 1/10 F8.6% 25.390 -0.02 0.06 -0.02 1.39 0.05 0.19 0.32 57 DVN DEVON ENERGY CORP NEW COM 67.080 0.47 2.18 0.03 7.47 0.27 0.97 0.65 60 DV DEVRY INC DEL 28.000 0.61 0.32 0.02 10.81 0.39 1.41 0.74 60 DEWY DEWEY ELECTRS CORP 3.250 0.24 0.28 -0.01 13.25 0.48 1.72 0.50 60

DXCM DEXCOM INC 9.860 2.35 -0.52 0.00 18.81 2.24 4.57 1.90 21 DEXT Q DEXTERITY SURGICAL INC 0.001 1.97 2.43 0.01 47.32 1.73 6.15 1.64 60 DXXF F DEXX CORP 0.050 2.57 7.29 0.00 62.73 2.29 8.15 2.04 60 DEO DIAGEO P L C SPON ADR NEW 79.310 0.13 0.94 -0.01 4.33 0.16 0.56 0.42 60 DGNA DIAGNOSTIC CORP AMER COM NEW 0.510 -1.91 3.64 -0.04 88.54 9.04 19.06 -0.93 25

DBVB DIABLO VY BK DANVILLE C 21.240 0.94 1.59 0.02 8.92 0.71 1.56 0.96 38 DCAI DIALYSIS CORP AMER 12.710 2.51 5.17 0.10 25.08 0.91 3.26 2.00 60 DMEC DIAMOND ENTMT CORP COM NEW 0.015 2.12 55.97 -0.02 285.31 10.41 37.09 1.74 60 DMND DIAMOND FOODS INC 19.010 2.74 -2.87 0.12 11.19 1.49 3.02 2.16 18 DHIL DIAMOND HILL INVESTMENT COM NEW 83.730 0.23 6.46 -0.02 18.03 0.66 2.34 0.49 60

Based on S&P 500 Index Using Straight Regression Page 83 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DHTT DIAMOND HITTS PRODUCTIO 0.000 0.93 28.10 -0.02 153.28 5.59 19.93 0.95 60 DTPI DIAMOND MGMT & TECHNOLO 12.440 2.52 0.75 0.20 17.68 0.64 2.30 2.01 60 DO DIAMOND OFFSHORE DRILLI 79.940 1.23 1.54 0.20 8.49 0.31 1.10 1.15 60 DRH DIAMONDROCK HOSPITALITY 18.010 0.80 1.65 0.08 3.94 0.50 1.02 0.87 20 DHCC DIAMONDHEAD CASINO CORP 2.830 0.90 3.72 0.00 21.95 0.80 2.85 0.93 60

DIAC DIAPULSE CORP AMER 0.550 1.00 6.63 -0.01 46.97 1.73 6.23 1.00 58 DYXC DIASYS CORP 0.100 0.90 -0.60 -0.01 33.32 1.22 4.33 0.94 60 DTMC DIATOM CORP 0.600 3.67 12.35 -0.05 78.08 10.31 20.35 2.77 19 DKS DICKS SPORTING GOODS IN OC-COM 48.990 1.82 2.07 0.20 9.83 0.49 1.48 1.54 51 DBD DIEBOLD INC 46.600 1.25 0.03 0.31 6.51 0.24 0.85 1.17 60

DDRX DIEDRICH COFFEE INC COM NEW 3.690 0.15 0.65 -0.02 13.39 0.49 1.74 0.44 60 DIGE DIGENE CORP 47.920 1.56 1.76 0.09 16.52 0.60 2.15 1.37 60 DGII DIGI INTL INC 13.790 2.54 1.15 0.40 10.84 0.40 1.41 2.02 60 DMRC DIGIMARC CORP 8.790 1.68 -1.05 0.19 11.96 0.44 1.55 1.45 60 DGMS DIGIMEDICAL SOLUTIONS I 0.180 6.76 62.32 -0.02 256.47 19.23 44.82 4.82 39

DRAD DIGIRAD CORP 4.120 -0.01 -2.45 -0.03 8.73 0.78 1.68 0.33 31 DGLY DIGITAL ALLY INC 1.770 0.99 1.40 -0.04 28.43 3.20 6.48 0.99 23 DOC DIGITAL ANGEL CORP 2.550 3.59 -0.29 0.26 21.08 0.77 2.74 2.72 60 DIGL DIGITAL LIGHTWAVE INC 0.152 4.30 -0.12 0.06 54.92 2.00 7.14 3.18 60 DIGG DIGITAL GAS INC COM NEW 0.025 4.58 17.07 0.00 112.24 4.09 14.59 3.37 60

DGIN DIGITAL INSIGHT CORP 38.490 0.90 1.63 0.03 14.30 0.52 1.86 0.93 60 DPW DIGITAL PWR CORP 1.272 2.08 3.37 0.05 29.02 1.06 3.77 1.72 60 DLR DIGITAL RLTY TR INC 34.230 1.63 2.66 0.22 5.80 0.56 1.23 1.42 27 DLR PA DIGITAL RLTY TR INC PFD A 8.50% 25.990 0.01 0.29 -0.05 2.02 0.23 0.46 0.35 22 DLR PB DIGITAL RLTY TR INC PFD CM B 7.875 25.450 0.60 -0.08 0.10 2.52 0.36 0.68 0.73 17

TBUS DIGITAL RECORDERS INC 1.190 1.00 0.09 0.01 20.14 0.73 2.62 1.00 60 DIGF DIGITAL FUSION INC 1.760 0.27 4.62 -0.02 27.97 1.02 3.64 0.52 60 DGTL DIGITAL LEARNING MGMT C COM NEW 0.080 3.80 34.72 -0.02 128.92 10.30 22.53 2.86 38 DLFG DIGITAL LIFESTYLES GROU 0.085 2.86 11.73 0.00 75.16 2.74 9.77 2.23 60 DVID DIGITAL VIDEO SYS INC COM PAR $.0001 0.140 1.22 -4.76 0.00 35.90 1.31 4.67 1.14 60

Based on S&P 500 Index Using Straight Regression Page 84 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DRIV DIGITAL RIV INC 55.790 2.27 3.42 0.15 18.40 0.67 2.39 1.84 60 DTAS DIGITAS INC 13.410 1.81 2.29 0.20 12.43 0.45 1.62 1.54 60 DCOM DIME CMNTY BANCSHARES 14.010 0.51 0.19 0.06 6.32 0.23 0.82 0.68 60 DJJI DIJJI CORP 0.005 5.13 3.57 -0.02 123.43 9.14 21.11 3.74 40 DGNG DIGUANG INTL DEV CO LTD 4.500 5.03 1.29 -0.04 52.82 7.86 15.20 3.67 16

DDS DILLARDS INC CLASS A 34.970 0.91 1.57 0.06 11.27 0.41 1.47 0.94 60 DDT DILLARDS CAP TR I 7.50% 08-01-38 24.940 0.21 0.50 0.02 3.95 0.14 0.51 0.48 60 DIMC DIMECO INC 41.050 0.17 1.41 0.00 4.16 0.15 0.54 0.45 60 DIOD DIODES INC 35.480 1.75 4.27 0.22 11.51 0.42 1.50 1.50 60 DNEX DIONEX CORP 56.710 0.75 1.30 0.12 6.95 0.25 0.90 0.84 60

DIO DIOMED HOLDINGS INC COM NEW 0.770 0.04 9.10 -0.02 90.89 3.32 11.82 0.36 60 DIOR Y DIORO EXPL N L ADR 0.020 2.45 13.21 -0.07 104.91 15.62 30.20 1.96 16 DRCT DIRECT GEN CORP 20.640 1.59 -1.23 0.06 11.19 0.83 1.90 1.39 41 DEIX DIRECTED ELECTRONICS IN 11.450 2.83 -3.80 0.04 12.64 2.27 4.16 2.22 13 DIRI DIRECT INSITE CORP COM NEW 0.810 -0.20 4.15 -0.02 37.12 1.35 4.82 0.20 60

DTV DIRECTV GROUP INC COM 24.940 0.53 0.89 0.00 6.67 0.53 1.18 0.69 37 DBYC DISABILITY ACCESS CORP COM NEW 0.007 0.71 -25.29 -0.06 34.11 4.50 8.89 0.81 19 DSCO DISCOVERY LABORATORIES 2.360 2.33 0.58 0.14 19.80 0.72 2.57 1.88 60 DSCY DISCOVERY OIL LTD COM NEW 0.013 1.52 -0.02 0.01 30.96 1.13 4.02 1.34 60 DIS DISNEY WALT CO COM DISNEY 34.270 1.08 0.63 0.30 5.85 0.21 0.76 1.06 60

DISC A DISCOVERY HOLDING CO CL A COM 16.090 1.35 -0.55 0.19 4.57 0.61 1.23 1.23 18 DISC B DISCOVERY HOLDING CO COM SER B 16.080 1.37 -0.92 0.18 4.71 0.63 1.27 1.24 18 DVBC DISCOVERY BANCORP 19.500 0.76 0.83 0.04 6.45 0.48 1.09 0.84 42 DYS DISTRIBUCION Y SERVICIO SPONSORED ADR 20.580 1.24 0.64 0.22 8.01 0.29 1.04 1.16 60 DESC DISTRIBUTED ENERGY SYS 3.600 2.75 -0.69 0.23 17.59 0.64 2.29 2.16 60

DITC DITECH NETWORKS INC 6.920 2.30 1.09 0.15 18.53 0.68 2.41 1.86 60 DVSA DIVERSA CORP 10.880 1.80 -0.32 0.21 12.14 0.44 1.58 1.53 60 DSFX DIVERSIFAX INC NEW COM 1.350 33.72 332.45 -0.04 357.68 32.24 283.77 22.68 28 DVTS DIVERSIFIED THERMAL SOL 0.110 0.28 -3.03 -0.07 19.59 2.79 5.29 0.52 17 DVNT F DIVERSINET CORP COM NO PAR 0.930 2.82 1.06 0.05 37.69 1.37 4.90 2.21 60

Based on S&P 500 Index Using Straight Regression Page 85 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DCA DIVIDEND CAP RLTY INCM 16.240 0.77 -0.27 0.11 3.59 0.40 0.82 0.85 23 DVIN Q DIVINE INC CL A NEW 0.001 -0.70 7.83 -0.02 111.99 4.09 14.56 -0.13 60 DXYN DIXIE GROUP INC CLASS A 12.640 0.54 3.04 -0.01 21.30 0.78 2.77 0.69 60 DOCC DOCUCORP INTL INC 10.180 0.59 1.57 0.00 14.39 0.52 1.87 0.73 60 DCEL DOBSON COMMUNICATIONS C CLASS A 8.710 5.55 7.27 0.07 63.99 2.33 8.32 4.01 60

RDY DR REDDYS LABS LTD ADR 18.200 0.63 1.21 0.05 8.62 0.31 1.12 0.76 60 DOCX DOCUMENT SCIENCES CORP 6.700 -0.59 2.62 0.01 13.40 0.49 1.74 -0.05 60 DMC DOCUMENT SEC SYS INC 11.100 -0.07 8.66 -0.02 28.16 1.03 3.66 0.29 60 DLB DOLBY LABORATORIES INC 31.020 1.58 0.72 0.01 12.83 1.44 2.92 1.38 23 DLLR DOLLAR FINL CORP 27.860 2.41 1.52 0.09 12.61 1.33 2.73 1.93 24

DG DOLLAR GEN CORP 16.060 1.02 0.06 0.16 8.03 0.29 1.04 1.01 60 DTG DOLLAR THRIFTY AUTOMOTI 45.610 0.96 1.85 0.12 8.84 0.32 1.15 0.97 60 DLTR DOLLAR TREE STORES INC 30.100 1.47 -0.17 0.27 8.50 0.31 1.10 1.31 60 DMG PA DOMINION CNG CAP TR I PFD TR GTD7.8% 25.360 -0.02 0.05 -0.02 1.61 0.06 0.21 0.32 60 DHOM DOMINION HOMES INC 5.280 1.43 -1.36 0.11 13.56 0.49 1.76 1.28 60

DOM DOMINION RES BLACK WARR UNITS BEN INT 26.430 0.10 0.69 -0.01 7.03 0.26 0.91 0.40 60 D DOMINION RES INC VA NEW COM 83.840 0.51 0.48 0.10 5.00 0.18 0.65 0.68 60 DPZ DOMINOS PIZZA INC 28.000 1.91 1.19 0.25 6.54 0.59 1.27 1.60 30 DTC DOMTAR INC 8.440 1.12 -0.23 0.14 9.55 0.35 1.24 1.08 60 DCI DONALDSON INC 34.710 0.94 0.80 0.24 5.84 0.21 0.76 0.96 60

DGIC A DONEGAL GROUP INC CLASS A 19.590 0.78 1.95 0.13 6.78 0.25 0.88 0.85 60 DGIC B DONEGAL GROUP INC CLASS B 17.410 0.72 1.82 0.08 7.95 0.29 1.03 0.81 60 RRD DONNELLEY R R & SONS CO 35.540 0.70 0.21 0.14 5.93 0.22 0.77 0.80 60 DORB DOR BIOPHARMA INC 0.240 0.66 2.85 -0.01 41.06 1.50 5.34 0.77 60 DRL DORAL FINL CORP 2.870 0.63 -1.52 0.00 15.60 0.57 2.03 0.76 60

DORL P DORAL FINL CORP PFD MIPS SER A 24.000 0.05 -0.91 -0.02 6.63 0.24 0.86 0.37 60 DORL O DORAL FINL CORP MIPS B 8.35% 15.750 0.09 -0.68 -0.01 6.70 0.24 0.87 0.40 60 DORL N DORAL FINL CORP MIPS SER C 13.000 0.26 -1.11 0.00 7.47 0.30 1.04 0.51 54 DMLP DORCHESTER MINERALS LP COM UNIT 22.030 0.77 0.22 0.05 6.52 0.41 1.05 0.85 47 DIIB DOREL INDS INC CL B SUB VTG 27.060 0.35 0.69 0.01 7.96 0.29 1.03 0.57 60

Based on S&P 500 Index Using Straight Regression Page 86 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DORM DORMAN PRODUCTS INC 10.830 0.40 2.10 0.01 8.53 0.31 1.11 0.60 60 HILL DOT HILL SYS CORP COM 3.930 2.19 2.55 0.12 19.85 0.72 2.58 1.79 60 DTVI DOT VN INC DEL 3.000 0.79 17.79 -0.02 160.82 10.01 26.16 0.86 46 DOTX DOTRONIX INC 0.390 0.63 14.03 -0.02 100.09 3.65 13.01 0.75 60 DBLE DOUBLE EAGLE PETE CO COM PAR $0.10 24.550 0.91 3.63 0.04 12.85 0.47 1.67 0.94 60

DOVP DOV PHARMACEUTICAL INC 0.270 1.00 -2.95 0.01 22.54 0.83 3.01 1.00 57 DOV DOVER CORP 49.020 1.37 0.15 0.43 5.51 0.20 0.72 1.24 60 DDE DOVER DOWNS GAMING & EN 13.370 1.22 0.67 0.17 9.44 0.35 1.25 1.15 58 DVD DOVER MOTORSPORTS INC 5.310 1.04 -1.30 0.07 11.96 0.44 1.55 1.03 60 DOVR DOVER SADDLERY INC 8.570 0.12 -1.66 -0.08 10.12 1.66 3.33 0.42 14

DOW DOW CHEM CO 39.900 1.13 0.08 0.27 6.47 0.24 0.84 1.08 60 DJ DOW JONES & CO INC 38.000 1.02 -0.79 0.25 6.11 0.22 0.79 1.01 60 DPD DOW 30 COVERED CALL FD 20.980 0.42 -0.13 0.09 2.05 0.24 0.50 0.61 21 DSL DOWNEY FINL CORP 72.580 0.74 0.88 0.13 6.54 0.24 0.85 0.83 60 DRAX DRAXIS HEALTH INC 4.830 1.04 1.23 0.08 11.64 0.42 1.51 1.02 60

DROO Y DRDGOLD LTD SPONSORED ADR 0.900 0.02 1.04 -0.02 19.65 0.72 2.55 0.35 60 DRYN DRAYTON RICHDALE CORP COM NEW 0.030 1.14 41.57 -0.02 258.47 9.43 33.60 1.09 60 DWA DREAMWORKS ANIMATION SK CLASS A 29.490 0.29 -0.93 -0.04 8.82 0.86 1.87 0.53 27 DCS DREMAN/CLAYMORE DIVID & 22.979 0.79 -0.11 0.21 2.94 0.25 0.52 0.86 36 DBRN DRESS BARN INC 23.330 0.01 2.66 -0.02 9.83 0.36 1.28 0.35 60

DRC DRESSER-RAND GROUP INC 24.470 1.61 -1.02 0.12 6.24 0.89 1.69 1.40 17 DW DREW INDS INC COM NEW 26.010 0.50 3.03 0.01 11.03 0.40 1.43 0.67 60 DRQ DRIL-QUIP INC 39.160 1.37 2.22 0.13 12.18 0.44 1.58 1.24 60 DSCM DRUGSTORE COM INC 3.660 0.82 2.47 0.00 19.93 0.73 2.59 0.88 60 DCU DRYCLEAN USA INC 2.170 -0.05 4.53 -0.02 23.92 0.87 3.11 0.30 60

DSIT Y DSG INTERNATIONAL PLC SPON ADR 11.200 0.57 0.00 0.01 6.08 0.52 1.09 0.72 35 DD DU PONT E I DE NEMOURS 48.710 1.01 -0.03 0.39 4.49 0.16 0.58 1.01 60 DD PA DU PONT E I DE NEMOURS PFD $3.50 70.500 0.20 0.26 0.02 3.69 0.13 0.48 0.47 60 DD PB DU PONT E I DE NEMOURS PFD $4.50 85.500 -0.12 0.35 0.00 3.59 0.13 0.47 0.26 60 DMH DUCATI MTR HLDGS SPA SPONSORED ADR 11.910 0.99 -0.43 0.12 8.90 0.32 1.16 0.99 60

Based on S&P 500 Index Using Straight Regression Page 87 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DUCK DUCKWALL-ALCO STORES IN 39.000 0.20 2.51 -0.01 7.73 0.28 1.00 0.47 60 DCO DUCOMMUN INC DEL 22.880 0.76 1.78 0.02 13.40 0.49 1.74 0.84 60 DRE DUKE RLTY INVTS INC COM NEW 40.900 0.42 0.84 0.06 5.17 0.19 0.67 0.62 60 DRE PL DUKE RLTY INVTS INC PFD 1/10 L 6.6 25.210 0.07 0.01 -0.04 2.14 0.21 0.46 0.38 26 DRE PK DUKE RLTY INVTS INC PFD 1/10 K 6.5 25.040 0.03 -0.02 -0.03 2.87 0.25 0.52 0.36 34

DRE PJ DUKE RLTY INVTS INC PFD 1/10 SER J 25.270 0.09 0.07 -0.02 2.37 0.17 0.40 0.39 42 DUK DUKE ENERGY CORP NEW COM 33.210 1.23 -0.46 0.29 6.70 0.24 0.87 1.15 60 DNB DUN & BRADSTREET CORP D 82.790 0.59 1.29 0.19 4.18 0.15 0.54 0.73 60 DNE DUNE ENERGY INC COM NEW 2.330 1.65 1.98 -0.02 31.15 2.78 5.94 1.43 32 DRRA Q DURA AUTOMOTIVE SYSTEMS CLASS A 0.490 1.74 -3.32 0.07 20.11 0.73 2.61 1.49 60

DIRX DUPONT DIRECT FINANCIAL 0.018 3.20 25.48 -0.01 225.40 8.22 29.30 2.46 60 DQU PB DUQUESNE LT CO PFD 3.75% 39.000 0.05 0.82 -0.02 4.46 0.16 0.58 0.37 60 DQU PC DUQUESNE LT CO PFD 4.00% 39.000 -0.01 0.71 -0.02 4.32 0.16 0.56 0.33 60 DQU PD DUQUESNE LT CO PFD 4.10% 39.000 0.02 0.75 -0.02 5.23 0.19 0.68 0.35 60 DQU PE DUQUESNE LT CO PFD 4.15% 39.000 -0.32 0.73 -0.02 4.08 0.42 0.88 0.13 25

DQU PH DUQUESNE LT CO PFD 6.50% 49.500 -0.08 0.54 -0.09 2.88 0.52 0.95 0.28 13 DQC DUQUESNE LT CO PINES 6.7% 4/32 25.620 -0.05 0.08 -0.01 2.63 0.10 0.35 0.31 57 DQE DUQUESNE LT HLDGS INC 19.850 0.88 -0.06 0.20 6.12 0.22 0.80 0.92 60 DUVT DURAVEST INC 0.470 0.70 2.43 -0.01 29.69 1.08 3.86 0.80 60 DRRX DURECT CORP 4.440 2.75 0.43 0.13 24.34 0.89 3.16 2.16 60

DUSA DUSA PHARMACEUTICALS IN 4.300 1.32 0.30 0.04 19.28 0.70 2.51 1.21 60 DIL DYADIC INTL INC DEL 6.100 0.58 0.84 -0.04 25.41 2.48 5.46 0.72 26 DYAX DYAX CORP 3.030 1.70 0.10 0.04 24.80 0.90 3.22 1.47 60 DY DYCOM INDS INC 21.120 1.96 0.36 0.28 10.88 0.40 1.41 1.64 60 DBGC DYERSBURG CORP 0.002 1.36 67.99 -0.02 392.16 14.31 50.98 1.24 60

FAIM DYNABAZAAR INC 0.300 0.67 -0.81 0.02 12.93 0.47 1.68 0.78 60 DYII DYNACQ HEALTHCARE INC 1.430 0.77 -2.51 0.00 20.70 0.75 2.69 0.85 60 DDMX DYNAMEX INC 23.360 -0.04 4.63 -0.02 10.49 0.38 1.36 0.31 60 BOOM DYNAMIC MATLS CORP COM PAR $0.05 28.100 2.44 8.11 0.02 45.51 1.66 5.92 1.96 60 DYLI DYNAMIC LEISURE CORP 0.540 0.59 1.40 -0.01 36.11 1.32 4.74 0.73 59

Based on S&P 500 Index Using Straight Regression Page 88 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DGIX DYNA GROUP INTL INC 0.680 0.40 0.61 -0.01 15.25 0.56 1.98 0.61 60 DYMT F DYNAMOTIVE ENERGY SYS C 1.115 0.70 4.94 -0.01 43.89 1.60 5.71 0.80 60 DYNS DYNAMIC SCIENCES INTL I 0.005 13.29 31.89 0.02 249.68 9.11 32.46 9.14 60 DRCO DYNAMICS RESH CORP 9.750 0.56 -0.48 0.01 12.48 0.46 1.62 0.71 60 DYNT DYNATRONICS CORP 1.120 1.32 0.74 0.07 15.81 0.58 2.06 1.21 60

DVAX DYNAVAX TECHNOLOGIES CO 9.180 4.66 -0.99 0.19 18.30 1.56 3.27 3.43 35 DYN DYNEGY INC NEW CLASS A 7.240 3.15 -0.33 0.21 21.23 0.77 2.76 2.42 60 DX DYNEX CAP INC COM NEW 7.090 -0.21 2.67 -0.01 11.69 0.43 1.52 0.20 60 DX PD DYNEX CAP INC PFD D 9.50% 10.430 0.33 -0.12 0.20 1.25 0.11 0.24 0.55 32 DYNK DYNTEK INC COM NEW 0.150 1.05 -6.32 0.02 19.13 0.70 2.49 1.04 60

EAIN EA INDS INC COM NEW 0.001 0.78 11.87 -0.02 75.59 2.76 9.83 0.85 60 EACO EACO CORP 1.080 0.98 1.25 0.02 18.53 0.68 2.41 0.99 60 ECBE ECB BANCORP INC 32.600 -0.12 1.75 -0.01 5.74 0.21 0.75 0.26 60 ECIL ECI TELECOM LTD ORD 8.660 2.56 1.05 0.26 14.89 0.54 1.94 2.03 60 ECR ECC CAPITAL CORP 1.190 4.60 -9.78 0.34 11.61 1.31 2.65 3.39 23

ECMV E COM VENTURES INC COM NEW 24.020 1.45 5.87 0.02 26.60 0.97 3.46 1.30 60 ECMN ECHAPMAN INC 0.001 1.77 7.14 -0.01 122.90 4.48 15.98 1.51 60 EDAP EDAP TMS S A SPONSORED ADR 5.868 0.69 3.19 0.00 21.76 0.79 2.83 0.79 60 EDP EDP ENERGIAS DE PORTUGA SPONSORED ADR 50.660 0.89 1.21 0.29 4.89 0.18 0.64 0.92 60 EDTA E-DATA CORP 0.002 0.66 2.39 -0.01 46.38 1.69 6.03 0.77 60

EFJI EFJ INC 6.750 -0.08 6.87 -0.02 25.10 0.92 3.26 0.28 60 EAGL EGL INC 29.780 1.26 1.72 0.08 13.59 0.50 1.77 1.17 60 EFCR EGPI FIRECREEK INC 0.009 10.82 -3.37 0.09 72.13 4.56 11.90 7.51 46 ELXS ELXSI CORP COM NEW 2.300 0.93 -1.34 0.03 14.32 0.52 1.86 0.95 60 EMAK EMAK WORLDWIDE INC 5.900 0.31 -0.77 -0.01 12.25 0.45 1.59 0.54 60

EMC E M C CORP MASS COM 13.200 2.02 -0.02 0.29 10.95 0.40 1.42 1.68 60 ECIN EMCEE BROADCAST PRODS I 0.005 8.06 17.08 0.03 134.29 4.90 17.46 5.68 60 EMCI EMC INS GROUP INC 34.120 1.21 1.15 0.17 9.20 0.34 1.20 1.14 60 EMIP Y EMI GROUP PLC SPON ADR NEW 10.650 1.26 -0.12 0.05 8.74 0.75 1.56 1.17 35 ELMG EMS TECHNOLOGIES INC 20.030 1.76 0.55 0.22 11.58 0.42 1.51 1.50 60

Based on S&P 500 Index Using Straight Regression Page 89 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ENBB Q ENBC CORP 0.001 39.78 395.45 -0.01 737.79 63.40 225.89 26.70 60 ESV ENSCO INTL INC 50.060 0.86 1.15 0.12 7.85 0.29 1.02 0.91 60 E ENI S P A SPONSORED ADR 67.280 0.50 1.60 0.10 4.91 0.18 0.64 0.67 60 EOG EOG RES INC 62.450 0.51 2.09 0.03 8.33 0.30 1.08 0.68 60 EMNC E MONEE COM 1.500 1.31 53.83 -0.06 142.76 19.01 38.54 1.21 18

EONC EON COMMUNICATIONS CORP 1.440 3.05 5.28 0.06 38.41 1.40 4.99 2.36 60 EON E ON AG SPONSORED ADR 45.190 0.64 1.53 0.13 5.54 0.20 0.72 0.76 60 EPMD EP MEDSYSTEMS INC 1.340 2.31 0.51 0.09 24.79 0.90 3.22 1.87 60 EPIX EPIX PHARMACEUTICALS IN COM NEW 6.900 2.60 -0.79 0.20 18.06 0.66 2.35 2.06 60 EPIQ EPIQ SYS INC 16.970 -0.07 0.18 -0.02 8.82 0.32 1.15 0.29 60

ESBF ESB FINL CORP 11.000 -0.12 0.92 -0.01 5.81 0.21 0.75 0.26 60 EPTG EPL TECHNOLOGIES INC COM NEW 0.009 1.46 7.82 -0.01 98.79 3.60 12.84 1.30 60 EGBN EAGLE BANCORP INC MD 17.400 0.38 1.87 0.02 7.21 0.26 0.94 0.59 60 ESST ESS TECHNOLOGY INC 1.030 2.76 -4.45 0.29 14.95 0.55 1.94 2.17 60 ESPI Q E SPIRE COMMUNICATIONS 0.001 0.76 12.84 -0.02 80.77 2.95 10.50 0.84 60

ETFC E TRADE FINANCIAL CORP 22.420 2.22 1.05 0.45 8.74 0.32 1.14 1.81 60 ETFC P E TRADE FINANCIAL CORP CORP UNIT 29.190 0.29 0.40 -0.07 5.09 0.84 1.68 0.53 14 EVNV Y EVN AG SPONSORED ADR 23.459 1.41 2.29 0.15 6.06 0.59 1.28 1.27 27 EVCI EVCI CAREER COLLEGES IN 0.450 3.35 0.68 0.08 37.59 1.37 4.89 2.55 60 EVTV E-VIDEOTV INC 0.000 24.95 144.73 0.00 743.76 27.13 96.68 16.87 60

EXX A EXX INC CLASS A 3.660 2.91 5.77 0.06 35.55 1.30 4.62 2.27 60 EVVV EV3 INC 17.230 2.93 -0.90 0.12 11.95 1.58 3.11 2.28 19 EXAI EXA INTL INC MINN COM NEW 0.032 0.45 13.66 -0.02 113.64 4.15 14.77 0.63 60 EZEM E Z EM INC COM NEW 17.470 0.91 2.45 0.04 13.81 0.50 1.79 0.94 60 EBMT EAGLE BANCORP MT 32.000 0.23 1.23 0.01 5.29 0.19 0.69 0.49 60

EAG EAGLE BROADBAND INC COM NEW 0.470 2.23 -3.54 0.06 27.10 0.99 3.52 1.81 60 EHP EAGLE HOSPITALITY PPTY 9.180 0.32 -0.17 -0.03 7.36 0.72 1.56 0.55 27 EHP PA EAGLE HOSPITALITY PPTY PFD A 8.25 25.510 0.14 -0.17 -0.03 1.57 0.21 0.42 0.43 18 EXP EAGLE MATERIALS INC 43.230 1.08 2.41 0.13 9.48 0.35 1.23 1.06 60 ESCI EARTH SCIENCES INC CLASS A 0.003 0.69 0.51 -0.01 39.28 1.43 5.11 0.79 60

Based on S&P 500 Index Using Straight Regression Page 90 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

EBOF EARTH BIOFUELS INC 1.080 9.63 4.36 0.02 56.76 8.45 16.34 6.72 16 ELNK EARTHLINK INC 7.100 1.74 -0.97 0.29 9.51 0.35 1.24 1.49 60 ERTH EARTHSHELL CORP COM NEW 0.260 0.25 -0.50 -0.02 48.82 1.78 6.35 0.50 60 EWKE EARTHWORKS ENTMT INC 0.009 0.82 7.72 -0.02 81.40 2.97 10.58 0.88 60 EDLT EAST DELTA RES CORP 0.490 0.34 4.30 -0.03 26.81 2.28 4.74 0.56 36

EPEN EAST PENN FINL CORP 8.050 0.23 0.75 0.00 5.60 0.20 0.73 0.49 60 ETFS EAST TEX FINL SVCS INC 16.150 -0.19 1.22 0.00 6.32 0.23 0.82 0.21 60 EWBC EAST WEST BANCORP INC 35.420 0.17 1.85 -0.01 6.91 0.25 0.90 0.45 60 NGT EASTERN AMERN NAT GAS T SPERS RCT UNIT 28.080 0.13 0.73 -0.01 4.61 0.17 0.60 0.42 60 EML EASTERN CO 19.440 0.58 1.47 0.07 6.67 0.24 0.87 0.72 60

ELRF F EASTERN PLATINUM LTD ORD 1.104 3.56 -1.96 0.13 14.23 1.82 3.70 2.69 20 EVBS EASTERN VA BANKSHARES I 22.560 0.16 0.94 -0.01 6.85 0.25 0.89 0.44 60 EGP EASTGROUP PPTY INC 53.560 0.44 1.34 0.10 4.42 0.16 0.57 0.63 60 EMN EASTMAN CHEM CO 59.310 0.90 0.57 0.20 6.28 0.23 0.82 0.93 60 EK EASTMAN KODAK CO 25.800 1.18 -0.35 0.24 7.42 0.27 0.96 1.12 60

EASY EASYLINK SVCS CORP CL A COM PAR$ 2.890 1.78 -1.05 0.03 29.74 1.08 3.87 1.52 60 EZGR P EASY GARDENER PRODUCTS PFD TR 9.40% 1.350 1.43 -0.99 0.03 23.14 0.84 3.01 1.29 60 ETN EATON CORP 75.140 1.09 0.93 0.35 5.26 0.19 0.68 1.06 60 EV EATON VANCE CORP COM NON VTG 33.010 1.19 0.72 0.50 4.24 0.15 0.55 1.13 60 EOS EATON VANCE ENH EQTY IN 20.660 0.44 -0.19 0.08 2.44 0.26 0.53 0.63 24

ETG EATON VANCE TX ADV GLBL 25.840 0.63 0.32 0.14 2.89 0.25 0.51 0.76 36 ETO EATON VANCE TX ADV GLB 31.260 0.81 0.86 0.14 3.73 0.33 0.69 0.88 33 EVG EATON VANCE SH TM DR DI 17.660 0.52 -0.93 0.12 2.33 0.26 0.53 0.68 23 ETB EATON VANCE TAX MNGED B 21.100 0.34 -0.02 0.02 2.51 0.30 0.61 0.56 21 ETW EATON VANCE TXMGD GL BU 20.320 0.16 0.01 -0.06 3.67 0.55 1.06 0.44 16

EBDC EBANK FINL SVCS INC 0.860 -0.21 -0.35 -0.02 16.67 0.61 2.17 0.20 60 EBAY EBAY INC 30.070 1.48 0.93 0.24 9.26 0.34 1.20 1.32 60 EBIX EBIX INC COM NEW 27.950 2.14 3.12 0.11 20.01 0.73 2.60 1.75 60 ECSL ECARE SOLUTIONS INC 0.450 1.06 25.88 -0.02 100.98 3.68 13.13 1.04 60 ELON ECHELON CORP 8.000 2.42 -0.92 0.34 11.86 0.43 1.54 1.94 60

Based on S&P 500 Index Using Straight Regression Page 91 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ECSI ECASH INC COM NEW 0.350 6.37 10.09 0.08 72.54 2.65 9.43 4.56 60 DISH ECHOSTAR COMMUNICATIONS CLASS A 38.030 0.85 0.47 0.15 6.81 0.25 0.89 0.90 60 ECLP ECLIPSYS CORP 20.560 1.72 0.79 0.17 12.87 0.47 1.67 1.48 60 ESSI ECO SOIL SYS INC 0.000 9.04 49.84 -0.01 394.95 14.41 51.34 6.33 60 ECGT ECOGATE INC 0.010 10.41 4.02 0.04 78.31 7.00 14.92 7.23 32

ECL ECOLAB INC 45.200 0.48 1.25 0.14 4.05 0.15 0.53 0.66 60 EEI ECOLOGY & ENVIRONMENT I CLASS A 10.900 0.39 0.37 0.03 6.65 0.24 0.86 0.59 60 ECLG ECOLLEGE COM 15.650 0.95 3.90 0.02 17.92 0.65 2.33 0.97 60 ECEC ECOM ECOM COM INC 0.013 8.66 15.02 0.03 139.34 5.08 18.11 6.07 60 EDAC EDAC TECHNOLOGIES CORP 3.050 1.32 1.59 0.06 16.80 0.61 2.18 1.21 60

EDDH EDD HELMS GROUP INC 0.420 0.41 1.95 -0.01 16.44 0.60 2.14 0.61 60 EDFY EDENTIFY INC 0.690 0.26 4.73 -0.02 38.43 1.40 5.00 0.51 60 EDGR EDGAR ONLINE INC 3.500 1.10 1.86 0.01 22.15 0.81 2.88 1.07 60 EPEX EDGE PETE CORP DEL 18.240 0.63 2.68 0.01 13.62 0.50 1.77 0.75 60 EDGW EDGEWATER TECHNOLOGY IN 6.110 0.63 0.93 0.03 9.71 0.35 1.26 0.75 60

DIET EDIETS COM INC CLASS A 3.880 0.43 3.71 -0.01 23.63 0.86 3.07 0.63 60 EIX EDISON INTL 45.480 0.82 1.74 0.18 5.96 0.22 0.77 0.88 60 EDO EDO CORP 23.740 0.62 0.12 0.03 10.21 0.37 1.33 0.75 60 EDRI EDOLLARS INC 0.170 9.00 -16.15 0.10 47.96 4.29 9.14 6.30 32 EEEE EDUCATE INC 7.120 1.59 -2.52 0.04 11.50 1.12 2.40 1.39 28

EDR EDUCATION RLTY TR INC 14.770 0.47 -0.53 -0.03 8.26 0.87 1.79 0.65 24 EDUC EDUCATIONAL DEV CORP 7.250 0.07 0.70 -0.02 7.70 0.28 1.00 0.39 60 MYIQ EDULINK INC 0.000 7.77 23.03 0.00 189.01 6.90 24.57 5.49 60 AGE EDWARDS AG INC 63.290 1.20 0.33 0.39 5.26 0.19 0.68 1.13 60 EW EDWARDS LIFESCIENCES CO 47.040 0.31 0.89 0.03 5.13 0.19 0.67 0.55 60

EESH EESTECH INC 0.650 -1.21 5.90 -0.01 64.37 2.46 8.71 -0.46 56 EFSF EFOODSAFETY COM INC 0.170 3.28 -1.04 0.04 26.72 1.98 4.57 2.51 40 EFD EFUNDS CORP 27.500 1.29 1.26 0.15 10.61 0.39 1.38 1.19 60 EGAN EGAIN COMMUNICATIONS COM NEW 1.310 4.68 -1.51 0.25 27.88 1.02 3.62 3.44 60 EGGS Q EGGHEAD COM INC NEW 0.006 1.13 32.71 -0.02 156.98 5.73 20.41 1.09 60

Based on S&P 500 Index Using Straight Regression Page 92 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

EHDT EHOLDING TECH INC 0.060 13.36 18.37 0.07 158.21 5.77 20.57 9.19 60 IFLY Q 800 TRAVEL SYS INC CDT-COM 0.001 0.84 17.22 -0.02 138.90 5.07 18.06 0.89 60 ESAL Y EISAI LTD SPONSORED ADR 55.000 0.69 1.67 0.05 4.94 0.42 0.88 0.80 35 ECPN EL CAPITAN PRECIOUS MET 0.850 1.25 6.41 -0.02 50.99 2.75 7.70 1.16 50 EGHT 8X8 INC NEW 1.170 2.67 6.47 0.02 46.84 1.71 6.09 2.11 60

EP EL PASO CORP 15.280 2.30 -1.39 0.28 12.87 0.47 1.67 1.86 60 EE EL PASO ELEC CO COM NEW 24.370 0.25 0.88 0.02 4.82 0.18 0.63 0.50 60 ELN ELAN PLC ADR 14.750 2.78 2.03 0.09 29.56 1.08 3.84 2.18 60 ELDO ELDORADO ARTESIAN SPRIN COM NEW 2.850 6.35 3.38 0.04 33.28 4.95 9.58 4.55 16 ASY ELECSYS CORP 5.170 0.64 4.25 0.00 16.96 0.62 2.21 0.76 60

ELGT ELECTRIC & GAS TECHNOLO COM NEW 0.510 2.77 5.00 0.05 37.40 1.36 4.86 2.17 60 EAQU ELECTRIC AQUAGENICS UNL 0.900 0.39 -4.21 -0.03 14.64 1.31 2.79 0.60 32 EGO ELDORADO GOLD CORP NEW 5.400 1.75 1.66 0.09 12.23 0.74 1.92 1.50 48 EEEI ELECTRO ENERGY INC 1.430 1.56 -3.17 -0.01 21.22 1.90 4.09 1.37 31 MELA ELECTRO OPTICAL SCIENCE 7.200 -0.23 2.59 -0.08 18.60 2.77 5.51 0.18 15

ELRC ELECTRO RENT CORP 16.700 0.94 0.51 0.11 9.01 0.33 1.17 0.96 60 ESIO ELECTRO SCIENTIFIC INDS 20.140 2.51 -0.86 0.45 9.71 0.35 1.26 2.00 60 ELSE ELECTRO-SENSORS INC 5.200 0.70 1.61 0.00 20.07 0.73 2.61 0.80 60 EGLS ELECTROGLAS INC 2.490 4.92 -1.23 0.38 22.18 0.81 2.88 3.60 60 ERTS ELECTRONIC ARTS INC 50.360 0.92 0.92 0.11 8.62 0.31 1.12 0.95 60

ECHO ELECTRONIC CLEARING HOU COM PAR.01 NEW 18.400 1.61 4.42 0.08 17.85 0.65 2.32 1.40 60 EKCS ELECTRONIC CTL SEC INC 0.810 -0.47 3.11 -0.02 36.68 1.34 4.77 0.02 60 EDS ELECTRONIC DATA SYSTEMS 27.550 2.19 -1.41 0.43 8.95 0.33 1.16 1.79 60 EGMI ELECTRONIC GAMECARD INC 0.175 -0.33 -3.49 -0.02 25.14 1.77 4.20 0.12 44 ESNR ELECTRONIC SENSOR TECHN 0.240 2.55 -9.04 0.00 22.05 2.48 5.02 2.03 23

ELST ELECTRONIC SYS TECHNOLO 0.640 0.11 1.96 -0.02 16.02 0.58 2.08 0.41 60 EFII ELECTRONICS FOR IMAGING 26.580 0.95 0.29 0.13 8.21 0.30 1.07 0.97 60 ELSI ELECTROSOURCE INC COM PAR $1.00 0.050 1.47 21.96 -0.01 107.04 3.90 13.91 1.31 60 PUBS F ELEPHANT & CASTLE GROUP COM NEW 0.700 0.31 7.42 -0.02 41.45 1.51 5.39 0.54 60 ETLK ELEPHANT TALK COMM INC 0.085 1.93 9.26 -0.01 75.53 2.76 9.82 1.62 60

Based on S&P 500 Index Using Straight Regression Page 93 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ELUR ELINEAR INC COM NEW 0.000 5.53 8.77 0.01 122.41 4.47 15.91 4.00 60 ELI ELITE PHARMACEUTICALS I CL A NEW 2.180 1.57 -0.66 0.06 19.42 0.71 2.52 1.38 60 RDEN ELIZABETH ARDEN INC 19.050 0.80 1.13 0.02 15.07 0.55 1.96 0.86 60 ELK ELKCORP 41.090 0.74 1.04 0.03 11.77 0.43 1.53 0.83 60 PERY ELLIS PERRY INTL INC 41.000 0.58 2.94 0.01 12.32 0.45 1.60 0.72 60

ESBK ELMIRA SVGS BK FSB N Y 30.250 0.37 1.03 0.05 4.98 0.18 0.65 0.58 60 LONG ELONG INC SPONSORED ADR 13.010 3.04 -1.85 0.12 14.68 1.43 3.11 2.35 27 ELOY ELOYALTY CORP COM NEW 18.750 0.99 2.66 0.04 14.14 0.52 1.84 0.99 60 ELRN ELRON ELECTR INDS LTD ORD 12.180 1.66 -0.36 0.28 9.32 0.34 1.21 1.44 60 EMA EMAGIN CORP COM NEW 1.040 -0.01 2.96 -0.02 37.40 1.36 4.86 0.33 60

EMAG EMAGEON INC 15.360 1.39 -0.44 0.01 10.66 1.20 2.43 1.26 23 EMBT EMBARCADERO TECHNOLOGIE 6.120 2.56 -2.00 0.31 13.24 0.48 1.72 2.03 60 EMXC EMAX HLDGS CORP 0.018 -0.59 20.57 -0.02 97.31 3.55 12.65 -0.06 60 EMBX EMBREX INC 16.890 1.29 0.16 0.12 11.62 0.42 1.51 1.19 60 ERJ EMBRAER-EMPRESA BRASILE SP ADR COM SHS 41.430 1.64 1.22 0.26 9.67 0.35 1.26 1.42 60

EMT EMBRATEL PARTICIPACOES SP ADR PFD NEW 16.454 2.21 1.58 0.11 20.68 0.75 2.69 1.80 60 AKO A EMBOTELLADORA ANDINA S SPON ADR A 15.490 1.60 0.47 0.44 6.42 0.23 0.84 1.40 60 AKO B EMBOTELLADORA ANDINA S SPON ADR B 16.930 1.33 1.05 0.32 6.79 0.25 0.88 1.22 60 EMCF EMCLAIRE FINL CORP 28.000 -0.15 0.95 0.00 3.80 0.14 0.49 0.24 60 EMKR EMCORE CORP 5.530 4.74 -0.43 0.43 19.38 0.71 2.52 3.48 60

HLTH EMDEON CORP 12.390 1.11 1.00 0.13 9.77 0.36 1.27 1.07 60 EME EMCOR GROUP INC 56.850 0.58 1.58 0.06 7.34 0.27 0.95 0.72 60 EMFP EMERGENCY FILTRATION PR 0.480 -0.23 3.98 -0.02 30.74 1.12 4.00 0.19 60 ESC EMERITUS CORP 24.850 -0.33 6.23 -0.01 22.29 0.81 2.90 0.12 60 EMS EMERGENCY MEDICAL SVCS CLASS A 20.980 1.54 2.51 -0.04 11.57 2.08 3.81 1.36 13

EMR EMERSON ELEC CO 44.090 1.04 0.41 0.56 3.27 0.12 0.43 1.03 60 EOGI EMERSON OIL & GAS INC 0.004 4.42 10.10 -0.03 138.35 12.37 26.36 3.27 32 MSN EMERSON RADIO CORP COM NEW 3.150 -0.57 2.88 0.00 17.57 0.64 2.28 -0.04 60 EMIS EMISPHERE TECHNOLOGIES 5.290 1.22 -0.54 0.02 23.16 0.84 3.01 1.15 60 EMMS EMMIS COMMUNICATIONS CO CLASS A 8.240 0.77 -1.28 0.03 12.19 0.44 1.58 0.85 60

Based on S&P 500 Index Using Straight Regression Page 94 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

EMPM Y EMPEROR MINES LTD ADR 0.130 4.89 -8.32 0.04 22.24 3.99 7.33 3.58 13 EDE EMPIRE DIST ELEC CO 24.690 0.65 0.10 0.25 3.88 0.14 0.50 0.77 60 EDE PD EMPIRE DIST ELEC TR I PFD TR 8.5% 26.350 0.06 -0.02 0.00 1.46 0.05 0.19 0.38 60 EFH EMPIRE FINL HLDG CO 3.160 1.54 1.05 0.04 23.81 0.88 3.18 1.36 57 EMPI Q EMPIRE OF CAROLINA INC 0.001 -1.70 25.65 -0.02 140.46 5.12 18.26 -0.79 60

EMPR EMPIRE PETE CORP 0.160 2.12 10.53 -0.01 70.17 2.56 9.12 1.74 60 NYNY EMPIRE RESORTS INC 8.670 1.50 3.03 0.01 34.69 1.27 4.51 1.33 60 ERS EMPIRE RES INC DEL 10.940 2.38 6.34 0.09 24.81 0.90 3.22 1.92 60 ESOL Q EMPLOYEE SOLUTIONS INC 0.005 -1.91 31.46 -0.01 124.57 4.54 16.19 -0.93 60 ICA EMPRESAS ICA S A DE CV SPONS ADR NEW 45.300 2.13 1.06 0.17 15.87 0.58 2.06 1.75 60

EOC EMPRESA NACIONAL DE ELC SPONSORED ADR 36.750 1.00 1.97 0.22 6.55 0.24 0.85 1.00 60 EMDG EMPYREAN BIOSCIENCE INC 0.000 30.65 906.75 -0.02 755.13 36.99 488.13 20.65 60 ETEC EMTEC INC 1.110 2.07 3.75 0.05 28.23 1.03 3.67 1.71 60 ERI EMRISE CORP 1.060 1.80 3.75 0.06 23.38 0.85 3.04 1.53 60 ELX EMULEX CORP COM NEW 19.510 2.81 -1.00 0.35 13.51 0.49 1.76 2.20 60

ENPT EN POINTE TECHNOLOGIES 4.570 2.01 3.15 0.07 23.96 0.87 3.11 1.67 60 ECA ENCANA CORP 45.950 0.10 2.44 -0.02 8.49 0.31 1.10 0.41 60 ENB ENBRIDGE INC 34.400 0.25 1.55 0.03 4.37 0.16 0.57 0.51 60 EEP ENBRIDGE ENERGY PARTNER 49.390 -0.07 0.40 -0.01 4.70 0.17 0.61 0.29 60 EEQ ENBRIDGE ENERGY MANAGEM SHS UNITS LLI 48.500 0.12 1.09 -0.02 4.84 0.24 0.73 0.42 51

ECGR ENCLAVES GROUP INC COM NEW 0.160 4.53 -0.33 0.00 60.40 4.83 10.68 3.34 37 ECI ENCISION INC 3.300 0.86 1.30 0.03 14.20 0.52 1.85 0.91 60 ECPG ENCORE CAP GROUP INC 12.600 2.20 9.56 0.03 35.21 1.28 4.58 1.79 60 EAC ENCORE ACQUISITION CO 24.530 0.40 1.92 0.01 8.74 0.32 1.14 0.60 60 WIRE ENCORE WIRE CORP 22.010 1.76 2.24 0.14 14.97 0.55 1.95 1.51 60

ECLN ENCORE CLEAN ENERGY INC 0.055 4.88 7.37 0.00 79.23 5.01 13.20 3.57 45 ENCR ENCOUNTER COM INC 0.001 0.10 36.91 -0.02 302.81 11.05 39.36 0.40 60 ECMH ENCOMPASS HLDGS INC 0.047 6.88 0.92 0.08 76.57 2.79 9.95 4.90 60 ENCY ENCYSIVE PHARMACEUTICAL 4.210 1.89 1.45 0.06 24.23 0.88 3.15 1.59 60 EDA U ENDEAVOR ACQUISITION CO UNIT EX 000009 11.944 0.98 2.64 -0.07 11.55 2.07 3.81 0.99 13

Based on S&P 500 Index Using Straight Regression Page 95 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ENCO ENCORIUM GROUP INC COM 5.310 1.44 1.57 0.10 14.03 0.51 1.82 1.29 60 ELE ENDESA S A SPONSORED ADR 46.520 1.51 1.52 0.44 5.97 0.22 0.78 1.34 60 END ENDEAVOUR INTL CORP 2.290 1.00 -2.42 0.03 17.11 0.63 2.24 1.00 59 ENWV ENDWAVE CORP COM NEW 10.830 2.10 3.66 0.07 24.04 0.88 3.13 1.73 60 ENDP ENDO PHARMACEUTICALS HL 27.580 0.44 2.15 0.00 13.40 0.49 1.74 0.63 60

ENDO ENDOCARE INC 1.770 -0.46 -0.76 -0.01 20.61 0.75 2.68 0.04 60 ENER ENERGY CONVERSION DEVIC COM 33.980 1.33 1.66 0.07 15.62 0.57 2.03 1.22 60 EGN ENERGEN CORP 46.940 0.49 2.22 0.07 5.73 0.21 0.74 0.66 60 EN ENEL SOCIETA PER AZIONI ADR 51.600 0.56 0.98 0.11 5.23 0.19 0.68 0.71 60 EAS ENERGY EAST CORP 24.800 0.57 0.31 0.17 4.23 0.15 0.55 0.71 60

ENR ENERGIZER HLDGS INC 70.990 0.42 2.30 0.03 7.10 0.26 0.92 0.62 60 ELGX ENDOLOGIX INC 3.500 1.20 2.10 0.05 16.41 0.60 2.13 1.13 60 EENT ENERGY & ENGINE TECHNOL 0.001 1.52 -2.78 0.00 39.49 1.44 5.13 1.34 60 ENH PA ENDURANCE SPECIALTY HLD PFD SER A 25.960 0.05 0.37 -0.08 2.15 0.32 0.64 0.37 15 ENMF F ENERGEM RES INC ORD 0.526 -1.36 -0.59 -0.02 20.39 1.82 3.93 -0.56 31

ENYC ENERGY CONSV TECHNOLOGI 0.400 9.25 4.77 0.10 47.46 4.62 10.07 6.47 27 EGYF ENERGY FINDERS INC 0.220 10.38 39.37 -0.03 187.22 18.26 40.21 7.22 26 EPL ENERGY PARTNERS LTD OC-COM 24.420 0.46 2.43 0.00 11.71 0.43 1.52 0.64 60 EYTL ENERGY TELECOM INC 0.008 25.93 50.19 0.00 295.89 26.47 57.04 17.52 31 ETP ENERGY TRANSFER PRTNRS UNIT LTD PARTN 54.100 0.28 2.20 0.02 5.28 0.19 0.69 0.52 60

EWST ENERGY WEST INC 11.100 0.27 0.61 -0.01 13.14 0.48 1.71 0.52 60 ERF ENERPLUS RES FD UNIT TR G NEW 43.610 0.30 1.83 0.01 6.68 0.24 0.87 0.54 60 ENI ENERSIS S A SPONSORED ADR 16.000 1.56 0.11 0.34 7.57 0.28 0.98 1.37 60 ENY ENERNORTH INDS INC 0.349 2.78 -2.70 0.08 31.66 1.16 4.12 2.18 60 ETCK ENERTECK CORP 1.010 0.17 4.89 -0.02 41.96 1.53 5.45 0.45 60

ENS ENERSYS 16.000 1.05 0.81 -0.01 13.32 1.20 2.59 1.04 30 EGVI ENERGY VISION INTL INC 0.000 1.71 13.26 -0.01 94.56 3.45 12.29 1.47 60 ENSI ENERGYSOUTH INC 40.100 0.39 1.54 0.04 5.69 0.21 0.74 0.59 60 ENCZ ENESCO GROUP INC 0.180 1.09 -3.97 0.02 20.80 0.76 2.70 1.06 60 ENG ENGLOBAL CORP 6.430 2.22 5.38 0.08 25.12 0.92 3.27 1.81 60

Based on S&P 500 Index Using Straight Regression Page 96 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

EBOI ENHANCE BIOTECH INC 0.100 -1.59 17.83 -0.02 118.36 5.06 16.87 -0.72 53 BEO ENHANCED S&P500 CV CALL 20.330 0.72 -0.52 0.06 3.44 0.51 0.99 0.81 16 EJYM ENJOY MEDIA HLDGS LTD 0.040 7.13 -10.45 0.17 25.99 3.85 7.47 5.06 13 SFTW ENLIGHTEN SFTWR SOLUTNS 0.003 17.96 53.31 0.01 382.90 13.97 49.77 12.24 60 EBF ENNIS INC 24.460 0.51 1.57 0.06 6.53 0.24 0.85 0.68 60

ENA ENOVA SYSTEMS INC COM NEW 3.090 0.94 -0.25 0.02 18.08 0.66 2.35 0.96 60 NPO ENPRO INDS INC 33.210 1.98 3.01 0.19 14.00 0.53 1.89 1.65 56 NPTH ENPATH MEDICAL INC 14.550 1.10 0.10 0.10 11.16 0.41 1.45 1.07 60 ESVI F ENSIGN ENERGY SVGS INC SHS 15.810 -0.42 2.34 -0.05 11.88 1.57 3.09 0.06 19 ECSP Q ENRON CAP RES L P PFD SER A 9% 0.400 -0.29 21.57 -0.02 101.19 3.69 13.15 0.15 60

ESGR ENSTAR GROUP INC GA 95.900 0.27 2.43 0.01 6.30 0.23 0.82 0.51 60 ESGI ENSURGE INC COM PAR $.001 0.510 7.27 13.67 0.08 76.69 3.07 10.67 5.16 54 ENTG ENTEGRIS INC 10.820 2.00 -0.03 0.28 11.20 0.41 1.46 1.67 60 ETM ENTERCOM COMMUNICATIONS CLASS A 28.180 0.74 -1.03 0.14 6.27 0.23 0.82 0.83 60 EHB ENTERGY ARK INC 1ST MTG BD11/32 25.050 0.03 0.00 -0.02 2.45 0.13 0.37 0.36 50

EHA ENTERGY ARK INC 1ST MTG BD04/32 25.150 -0.08 0.06 0.00 1.94 0.07 0.26 0.29 57 ETR ENTERGY CORP NEW COM 92.320 0.25 1.41 0.03 3.91 0.14 0.51 0.50 60 ETR PA ENTERGY CORP NEW EQUITY UNIT 59.480 0.27 1.14 -0.05 2.37 0.43 0.78 0.51 13 EMO ENTERGY MISS INC 1ST MTG BD 7.25 25.410 0.10 -0.10 0.00 1.67 0.09 0.25 0.40 49 EMQ ENTERGY MISS INC MTG 1ST BDS 6% 25.020 0.06 0.00 -0.02 2.75 0.14 0.42 0.38 51

EHL ENTERGY LOUISIANA LLC BD 1MTG 7.6% 32 25.110 0.02 0.02 -0.02 1.51 0.06 0.20 0.35 57 EBTC ENTERPRISE BANCORP INC 16.100 0.26 -0.21 -0.04 4.62 0.52 1.05 0.51 23 EFSC ENTERPRISE FINL SVCS CO 32.580 0.60 1.79 0.09 6.24 0.23 0.81 0.74 60 EPE ENTERPRISE GP HLDGS L P UNIT LP INT 36.970 -0.36 1.31 -0.05 5.56 0.79 1.50 0.10 17 ENBN ENTERPRISE NATL BANK NJ 7.050 -0.13 -0.26 -0.03 3.69 0.33 0.72 0.25 30

EPD ENTERPRISE PRODS PARTNE COM UNIT 28.980 0.19 0.49 -0.01 6.64 0.24 0.86 0.46 60 EPR ENTERTAINMENT PPTYS TR COM SH BEN INT 58.440 0.44 1.83 0.06 5.47 0.20 0.71 0.63 60 EPR PA ENTERTAINMENT PPTYS TR PFD A 9.5% 25.400 0.06 0.02 -0.01 1.89 0.07 0.26 0.37 56 EPR PB ENTERTAINMENT PPTYS TR PFD B 7.75% 25.280 0.17 -0.09 0.00 1.65 0.17 0.36 0.45 24 ENT ENTERRA ENERGY TR TR UNIT 7.900 0.85 4.13 0.03 13.99 0.51 1.82 0.90 60

Based on S&P 500 Index Using Straight Regression Page 97 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

EIUS ENTERTAINMENT IS US INC 0.120 2.26 -3.73 0.01 46.65 2.00 6.65 1.84 53 ENMD ENTREMED INC 1.580 3.36 -1.08 0.18 24.32 0.89 3.16 2.57 60 EVC ENTRAVISION COMMUNICATI CLASS A 8.220 1.00 -0.21 0.06 12.96 0.47 1.68 1.00 60 EGI ENTREE GOLD INC 1.560 7.88 -4.79 0.24 23.34 3.11 6.30 5.56 18 ERMX ENTREMETRIX CORP 0.100 2.23 8.40 -0.02 81.27 5.06 13.11 1.81 47

ETOP ENTROPIN INC 0.009 0.82 -1.53 -0.01 37.45 1.37 4.87 0.88 60 ENTU ENTRUST INC 4.270 2.28 -0.50 0.15 18.67 0.68 2.43 1.85 60 ENTX ENTRX CORP 0.160 0.97 -1.90 0.00 24.94 0.91 3.24 0.98 60 ENZN ENZON PHARMACEUTICALS I 8.510 1.26 -2.93 0.13 10.96 0.40 1.42 1.17 60 ECGI ENVOY COMMUNICATIONS GR COM NEW 2.520 5.85 1.33 0.28 32.96 1.20 4.28 4.21 60

EPG ENVIRONMENTAL PWR CORP COM NEW 8.850 0.45 3.76 -0.01 24.71 0.90 3.21 0.64 60 EESV ENVIRONMENTAL ENERGY SV 0.060 -0.14 30.68 -0.02 135.34 4.94 17.59 0.24 60 EVRX ENVIRONMENTAL RX CORP 0.020 36.98 160.12 -0.03 659.06 64.19 137.75 24.84 28 ETC ENVIRONMENTAL TECTONICS 3.520 -0.04 -0.75 -0.02 8.76 0.32 1.14 0.31 60 EVSA ENVIROSAFE CORP 0.004 21.43 22.85 -0.01 179.02 22.85 46.54 14.54 20

ENZ ENZO BIOCHEM INC 14.270 1.30 -0.25 0.09 13.85 0.51 1.80 1.20 60 EPC EPCOS AG ADR 20.020 4.06 -1.37 0.59 12.10 0.44 1.57 3.03 60 EXNT ENXNET INC 1.000 0.43 12.14 -0.02 66.98 2.44 8.71 0.63 60 EPNB EPHARATA NATL BK PA COM PAR $1 30.750 0.07 0.65 -0.01 3.72 0.14 0.48 0.38 60 EPIK EPIC BANCORP 14.500 0.73 0.22 -0.01 8.43 0.82 1.73 0.82 29

PLUS EPLUS INC 10.450 1.22 0.24 0.14 10.43 0.38 1.36 1.15 60 EPFL EPIC FINL CORP 0.020 2.10 16.92 -0.02 95.47 6.04 15.91 1.73 45 EPIC EPICOR SOFTWARE CORP 13.510 2.51 4.33 0.19 17.98 0.66 2.34 2.00 60 EPLN EPOLIN INC 0.870 -0.18 0.54 -0.01 11.45 0.42 1.49 0.22 60 EPHC EPOCH HOLDING CORP 9.940 1.04 4.38 0.01 24.20 0.88 3.15 1.03 60

EPOI EPOD INTL INC 0.142 1.42 -0.47 -0.02 27.35 2.44 5.21 1.28 32 ENET EQUALNET COMMUNICATIONS 0.001 -0.97 11.68 -0.01 68.02 2.48 8.84 -0.30 60 EFX EQUIFAX INC 40.600 1.12 0.64 0.32 5.79 0.21 0.75 1.08 60 EQIX EQUINIX INC COM NEW 75.620 2.81 2.54 0.08 31.95 1.17 4.15 2.20 60 EQFC EQUITABLE FINANCIAL COR 11.250 0.70 0.13 -0.02 4.88 0.80 1.61 0.80 14

Based on S&P 500 Index Using Straight Regression Page 98 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

EQT EQUITABLE RES INC 41.750 0.36 1.45 0.07 4.28 0.16 0.56 0.58 60 EQBM EQUITABLE MNG CORP 0.007 0.52 -0.64 -0.05 53.44 5.64 11.56 0.68 24 ENN EQUITY INNS INC 15.960 0.64 1.43 0.10 6.39 0.23 0.83 0.76 60 ENN PB EQUITY INNS INC PFD B 8.75% 26.200 0.06 0.08 -0.02 2.07 0.15 0.35 0.38 41 ELS EQUITY LIFESTYLE PPTYS 54.430 0.26 0.95 0.02 4.91 0.18 0.64 0.51 60

EOP EQUITY OFFICE PROPERTIE 48.170 0.63 0.66 0.17 4.76 0.17 0.62 0.76 60 EOP PG EQUITY OFFICE PROPERTIE PFD G 7.75% 25.160 0.03 0.04 -0.02 1.96 0.08 0.27 0.36 54 EQY EQUITY ONE 26.660 0.37 1.10 0.04 5.33 0.19 0.69 0.58 60 EQR EQUITY RESIDENTIAL SH BEN INT 50.750 0.84 0.75 0.30 4.45 0.16 0.58 0.89 60 EQR PN EQUITY RESIDENTIAL PFD 1/10 SER N 25.250 0.11 -0.09 -0.01 2.41 0.17 0.40 0.41 44

EQR PD EQUITY RESIDENTIAL PFD 1/10 D8.60 25.750 0.05 -0.02 -0.01 1.77 0.06 0.23 0.37 60 EQR PE EQUITY RESIDENTIAL PFD CONV E 7% 56.310 0.78 0.77 0.28 4.36 0.16 0.57 0.85 60 EQUR EQUUS RES INC 0.050 5.02 7.53 -0.03 97.82 9.56 21.27 3.67 25 ERGO ERGO SCIENCE CORP NEW 0.640 0.78 -1.62 0.05 10.76 0.39 1.40 0.85 60 ERGB ERGOBILT INC 0.002 64.36 22.33 0.15 230.54 34.34 68.31 42.99 15

ERES ERESEARCHTECHNOLOGY INC 6.730 -0.15 3.70 -0.02 16.81 0.61 2.19 0.24 60 ERIC ERICSSON L M TEL CO ADR B SEK 10 40.230 4.87 -0.19 0.57 15.01 0.55 1.95 3.56 60 ERIE ERIE INDTY CO CLASS A 57.980 0.17 0.70 0.01 4.10 0.15 0.53 0.45 60 ERMS EROOMSYSTEM TECHNOLOGIE 0.120 4.26 3.57 0.10 41.83 1.53 5.44 3.16 60 EBKD Y ERSTE BK DER OESTERREIC SPONSORED ADR 38.600 1.78 0.94 0.31 5.06 0.52 1.09 1.51 25

ESBS ES BANCSHARES INC 8.100 -1.25 -1.34 0.06 8.09 0.79 1.74 -0.49 26 ESCA ESCALADE INC 10.730 1.28 0.68 0.11 12.31 0.45 1.60 1.19 60 ESCL ESCALA GROUP INC 7.690 0.74 4.80 0.00 21.63 0.79 2.81 0.83 60 ESMC ESCALON MED CORP COM NEW 2.650 1.27 2.63 0.01 25.97 0.95 3.38 1.18 60 ESCH ESCHELON TELECOM INC 19.810 1.31 2.22 0.01 8.52 1.21 2.30 1.20 17

ESE ESCO TECHNOLOGIES INC 45.440 0.63 1.67 0.06 7.71 0.28 1.00 0.75 60 ESPD ESPEED INC CLASS A 8.730 1.65 0.43 0.16 12.97 0.47 1.69 1.43 60 ESP ESPEY MFG & ELECTRS COR 18.720 0.15 1.19 -0.01 6.46 0.24 0.84 0.44 60 ESIV ESSENTIAL INNOVATIONS T 0.150 6.34 -6.22 0.05 35.78 4.57 9.30 4.54 20 KEYW ESSEX CORP 23.910 2.08 2.42 0.16 16.42 0.60 2.13 1.71 60

Based on S&P 500 Index Using Straight Regression Page 99 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ESFT ESOFT INC 0.150 8.88 12.14 0.14 74.40 2.71 9.67 6.22 60 ESS ESSEX PPTY TR INC 129.250 0.53 1.53 0.12 4.89 0.18 0.64 0.69 60 ESLO Y ESSILOR INTL S A ADR 53.850 0.50 0.72 0.00 4.68 0.48 1.01 0.67 25 ESL ESTERLINE TECHNOLOGIES 40.230 1.02 1.51 0.16 8.08 0.29 1.05 1.01 60 ETLC ETELCHARGE COM INC 0.027 17.47 7.61 0.10 111.10 7.03 18.33 11.92 46

DEG ETABLISSEMENTS DELHAIZE SPONSORED ADR 83.280 2.25 0.78 0.35 10.82 0.39 1.41 1.83 60 ETH ETHAN ALLEN INTERIORS I 36.110 0.94 -0.38 0.21 6.26 0.23 0.81 0.96 60 ETEV ETHOS ENVIRONMENTAL INC 3.800 2.58 2.88 0.02 51.00 1.86 6.63 2.04 60 ETLS ETOTALSOURCE INC 0.001 22.19 -13.14 0.09 134.38 9.49 22.45 15.04 44 ETWC ETRIALS WORLDWIDE INC 3.490 0.20 -0.69 -0.03 7.31 0.62 1.30 0.47 35

ETWC U ETRIALS WORLDWIDE INC UNIT EX 021108 4.430 -0.12 -0.33 -0.03 9.16 0.78 1.63 0.25 35 EUSI EUGENE SCIENCE INC 0.500 21.47 19.61 -0.02 170.89 25.46 50.17 14.56 15 EUEN EURASIA ENERGY LIMITED 0.300 6.14 -4.44 -0.05 54.22 9.73 17.87 4.41 13 EUGD EURASIA GOLD FIELDS INC 1.900 -0.59 1.05 0.01 13.50 0.49 1.75 -0.05 60 ESMN F EURASIAN MINERALS INC 1.110 2.97 0.91 0.08 17.29 1.55 3.36 2.30 30

EKFC EUREKA FINL CORP 26.200 -0.21 -0.63 -0.06 4.83 0.64 1.31 0.20 18 EUBK EUROBANCSHARES INC 8.890 3.18 -4.29 0.33 8.56 0.83 1.75 2.44 29 EEFT EURONET WORLDWIDE INC 29.690 1.77 1.36 0.16 13.85 0.51 1.80 1.51 60 EURO EUROTRUST A/S SPONS ADR NEW 15.320 0.97 4.19 0.00 30.95 1.13 4.02 0.98 60 EWEB EUROWEB INTL CORP COM NEW 1.850 1.07 1.31 0.02 20.48 0.75 2.66 1.04 60

ESCC EVANS & SUTHERLAND COMP 4.200 1.08 -0.31 0.07 12.88 0.47 1.67 1.05 60 EVBN EVANS BANCORP INC COM NEW 19.640 -0.01 0.54 -0.02 5.76 0.21 0.75 0.33 60 EVSY EVANS SYS INC COM NEW 0.500 0.70 7.56 -0.01 53.26 1.94 6.92 0.80 60 EVRC EVERCEL INC 1.990 -0.34 3.65 -0.01 21.20 0.77 2.76 0.11 60 EGLY EVER GLORY INTL GRP INC 0.465 9.76 5.17 0.04 78.29 5.78 13.08 6.81 43

RE PA EVEREST RE CAP TR PFD GTD 7.85% 25.560 0.08 0.00 -0.01 2.10 0.11 0.32 0.39 50 RE PB EVEREST RE CAP TR II PFD TR 6.20% 23.940 0.28 -0.25 0.00 3.45 0.30 0.62 0.53 34 EEE EVERGREEN ENERGY INC 9.950 1.72 2.64 0.12 15.82 0.58 2.06 1.48 60 ESLR EVERGREEN SOLAR INC 7.570 1.69 3.38 0.04 24.35 0.89 3.17 1.46 60 EVGG EVERGREENBANCORP INC 15.000 0.06 1.11 -0.01 4.46 0.16 0.58 0.38 60

Based on S&P 500 Index Using Straight Regression Page 100 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ERH EVERGREEN UTLS & HIGH I 27.880 0.80 0.53 0.11 4.08 0.36 0.75 0.87 33 EVST EVERLAST WORLDWIDE INC 17.000 2.76 5.44 0.09 28.54 1.04 3.71 2.17 60 EVIS EVISION INTL INC 0.002 3.01 94.27 -0.02 372.98 13.61 48.48 2.33 60 EPM EVOLUTION PETROLEUM COR 3.000 1.19 5.21 -0.01 47.99 1.75 6.24 1.13 60 EVOL EVOLVING SYS INC 1.170 4.30 5.11 0.13 37.78 1.38 4.91 3.19 60

EXCT EXACT IDENTIFICATION CO 0.003 2.94 14.08 0.00 88.95 3.24 11.56 2.28 60 EXAS EXACT SCIENCES CORP 2.830 0.89 -0.63 0.01 20.11 0.73 2.61 0.93 60 EXAR EXAR CORP 13.000 1.55 -0.94 0.30 8.33 0.30 1.08 1.36 60 EXAC EXACTECH INC 14.230 0.84 1.11 0.06 10.59 0.39 1.38 0.90 60 XLTC EXCEL TECHNOLOGY INC 25.590 1.04 0.64 0.14 8.71 0.32 1.13 1.02 60

EXSR EXCHANGE BK SANTA ROSA COM PAR $2.50 132.000 0.02 1.00 -0.02 3.62 0.13 0.47 0.35 60 EXMT EXCHANGE MOBILE TELE CO 0.300 -0.09 12.90 -0.02 144.15 5.26 18.74 0.28 60 EXJF EXCHANGE NATL BANCSHARE 31.500 0.32 1.00 0.03 5.18 0.19 0.67 0.55 60 EXEG EXEGENICS INC 0.850 2.42 0.08 0.07 28.69 1.05 3.73 1.94 60 EXC EXELON CORP COM 61.890 0.27 1.56 0.04 3.88 0.14 0.50 0.52 60

EXEL EXELIXIS INC 9.000 2.15 -0.68 0.20 15.07 0.55 1.96 1.76 60 EXFO EXFO ELECTRO OPTICAL EN SUB VTG SHS 5.620 3.01 -0.61 0.27 17.34 0.63 2.25 2.33 60 XIDE EXIDE TECHNOLOGY COM NEW 4.350 0.17 -3.69 -0.03 15.98 1.40 2.96 0.45 33 EXPE EXPEDIA INC DEL 20.980 5.20 -4.92 0.37 11.84 1.58 3.20 3.78 18 EXPD EXPEDITORS INTL WASH IN 40.500 0.44 1.89 0.02 7.93 0.29 1.03 0.63 60

EXGP EXPERTELLIGENCE INC COM NEW 0.015 -1.16 13.51 -0.02 96.38 3.52 12.53 -0.43 60 TXCO EXPLORATION CO COM NEW 13.340 0.76 4.51 0.00 20.18 0.74 2.62 0.84 60 EXPO EXPONENT INC 18.660 0.43 1.88 0.04 6.36 0.23 0.83 0.62 60 XPO EXPRESS 1 EXPEDITED SOL 1.270 0.06 2.01 -0.02 20.70 0.83 2.88 0.37 54 ESRX EXPRESS SCRIPTS INC CLASS A 71.600 -0.08 2.27 -0.02 8.58 0.31 1.11 0.28 60

EXPY EXPRESS SYS CORP 2.110 6.14 11.90 -0.03 46.35 7.62 15.28 4.40 14 XJT EXPRESSJET HOLDINGS INC CLASS A 8.100 1.63 -1.02 0.23 10.61 0.39 1.42 1.42 57 EXR EXTRA SPACE STORAGE INC 18.260 1.52 -0.21 0.20 5.55 0.54 1.14 1.34 29 EXTR EXTREME NETWORKS INC 4.190 2.38 -0.85 0.18 17.53 0.64 2.28 1.92 60 EZPW EZCORP INC CL A NON VTG 16.250 1.41 6.55 0.06 17.25 0.63 2.24 1.27 60

Based on S&P 500 Index Using Straight Regression Page 101 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

EXXA Y EXXARO RES LTD SPON ADR 7.942 1.32 1.10 -0.02 17.68 1.80 3.80 1.21 25 XOM EXXON MOBIL CORP 76.630 0.77 0.95 0.23 4.90 0.18 0.64 0.85 60 FMBM F & M BK CORP CAP STK 29.000 0.09 0.81 -0.01 3.49 0.13 0.45 0.40 60 FFG FBL FINL GROUP INC CLASS A 39.080 0.09 1.56 -0.01 5.91 0.22 0.77 0.39 60 FEIC FEI CO 26.370 2.17 -0.47 0.39 9.47 0.35 1.23 1.77 60

FFWC FFW CORP 25.150 0.19 1.09 0.01 4.48 0.16 0.58 0.46 60 FFDF FFD FINL CORP 17.510 0.16 0.81 -0.01 6.78 0.25 0.88 0.45 60 FLIR FLIR SYS INC 31.830 1.08 2.23 0.10 10.96 0.40 1.43 1.05 60 FCIC FCCC INC 1.020 -1.91 3.74 0.05 25.88 0.95 3.43 -0.93 58 FCBA FCB BANCORP 23.950 -0.99 -0.58 0.01 9.11 0.93 1.96 -0.32 25

FGRP FINI GROUP INC 0.013 2.09 -10.54 -0.02 58.03 4.28 9.69 1.72 43 FMC FMC CORP COM NEW 76.550 1.68 0.34 0.31 8.82 0.32 1.15 1.45 60 FTI FMC TECHNOLOGIES INC 61.630 0.67 2.29 0.06 8.16 0.30 1.06 0.78 60 FMCO FMS FINL CORP 31.700 1.17 2.12 0.15 9.56 0.35 1.24 1.11 60 FNBG FNB BANCORP CALIF 32.500 -0.02 0.95 -0.02 4.69 0.17 0.61 0.33 60

FNBN F N B UNITED CORP 18.340 0.08 0.44 -0.01 5.85 0.21 0.76 0.39 60 FNB FNB CORP PA 18.270 0.27 -0.25 0.00 7.16 0.26 0.93 0.51 60 FNBF FNB FINANCIAL SERVICES 14.820 0.03 0.87 -0.02 4.71 0.17 0.61 0.36 60 FNHM FNBH BANCORP INC COM 26.500 0.27 0.37 0.07 3.26 0.12 0.45 0.52 55 FNXM F FNX MNG CO INC 15.626 2.44 1.55 0.12 13.08 0.97 2.21 1.96 42

FPBI FPB BANCORP INC 17.500 0.58 -0.60 -0.01 4.67 0.62 1.26 0.72 18 FPIC FPIC INS GROUP INC 38.970 1.19 2.42 0.06 15.43 0.56 2.01 1.12 60 FPL FPL GROUP INC 54.420 0.52 0.98 0.16 4.07 0.15 0.53 0.68 60 FPL PC FPL GROUP CAP TR I PFD TR 5.875% 24.290 -0.15 0.07 -0.02 3.45 0.30 0.62 0.24 34 FRMO FRMO CORP 8.000 1.46 8.93 -0.01 48.98 1.79 6.37 1.30 60

FSII FSI INTL INC 5.270 2.69 -0.24 0.21 17.85 0.65 2.32 2.12 60 FSMH FSBO MEDIA HLDGS INC CLASS A 0.000 23.04 -18.83 0.06 111.45 16.59 32.08 15.60 16 FTD FTD GROUP INC 17.890 -0.80 2.23 -0.02 8.81 0.99 2.01 -0.20 23 FXEN FX ENERGY INC 6.170 1.31 2.90 0.05 18.36 0.67 2.39 1.21 60 FNBP F N B CORP VA 41.550 -0.31 1.65 0.01 6.57 0.24 0.85 0.13 60

Based on S&P 500 Index Using Straight Regression Page 102 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FCN FTI CONSULTING INC 27.890 -0.50 1.93 0.01 10.99 0.40 1.43 0.00 60 FCTO A FACT CORP CL A NEW 0.930 0.47 3.85 -0.01 34.36 1.25 4.47 0.65 60 FCPO FACTORY CARD OUTLET & P 8.010 -0.44 5.39 -0.02 29.32 1.12 3.97 0.04 56 FAPB FACTORY POINT BANCORP I 13.840 0.17 0.91 0.00 4.52 0.16 0.59 0.45 60 FTUS Q FACTORY 2-U INC 0.001 14.87 42.99 0.00 380.08 13.87 49.41 10.19 60

FDS FACTSET RESH SYS INC 56.480 1.05 1.43 0.16 8.16 0.30 1.06 1.04 60 FIC FAIR ISAAC CORP 40.650 1.01 0.53 0.18 7.48 0.27 0.97 1.00 60 FA FAIRCHILD CORP CLASS A 2.190 -0.70 0.74 0.01 14.74 0.54 1.92 -0.13 60 FCS FAIRCHILD SEMICONDUCTOR CLASS A 16.810 2.59 -0.87 0.38 11.53 0.42 1.50 2.05 60 FFH FAIRFAX FINL HLDGS LTD SUB VTG 198.500 4.02 -0.49 0.40 12.50 0.70 1.89 3.00 49

FRP FAIRPOINT COMMUNICATION 18.950 1.11 -0.20 0.02 8.24 0.93 1.88 1.07 23 FCNR FALCON RIDGE DEVELOPMEN COM NEW 0.510 0.27 3.66 -0.02 64.28 2.34 8.36 0.52 60 FALC FALCONSTOR SOFTWARE INC 8.650 1.42 0.23 0.13 12.68 0.46 1.65 1.28 60 FDO FAMILY DLR STORES INC 29.330 0.70 -0.04 0.09 7.31 0.27 0.95 0.80 60 DAVE FAMOUS DAVES AMER INC 16.490 0.66 2.06 0.01 14.32 0.52 1.86 0.78 60

FELI FANSTEEL INC DEL COM NEW 0.250 2.32 -3.40 -0.02 39.21 3.35 7.00 1.88 35 FEEC FAR EAST ENERGY CORP 0.910 -0.10 1.98 -0.02 28.99 1.06 3.77 0.27 60 FARM FARMER BROS CO COM 21.350 0.07 -0.20 -0.02 6.14 0.22 0.80 0.38 60 FMBL FARMERS & MERCHANTS BK 6750.000 -0.06 1.65 -0.01 3.07 0.11 0.40 0.30 60 FABP FARMERS BANCRP FRANKFOR CDT-COM 40.150 0.02 0.34 -0.02 5.09 0.19 0.68 0.35 57

FBPA FARMERS BK APPOMATTOX V CMT-COM 18.800 0.14 0.27 -0.03 2.47 0.24 0.52 0.43 27 FFKT FARMERS CAP BK CORP 34.130 0.42 -0.17 0.07 4.91 0.18 0.64 0.62 60 FMNB FARMERS NATL BANC CORP 10.550 -0.06 0.08 -0.01 3.79 0.14 0.49 0.30 60 FNSW FARNSWORTH BANCORP INC 27.000 -0.46 2.80 -0.04 7.34 0.94 1.91 0.03 20 FARO FARO TECHNOLOGIES INC 24.040 2.34 4.82 0.15 19.27 0.70 2.51 1.89 60

FARL FARREL CORP NEW 2.710 0.28 5.00 -0.02 27.08 0.99 3.52 0.52 60 FHHI FASHION HSE HLDG INC 0.550 90.33 11.35 0.12 473.77 35.01 80.45 60.20 41 FSCX Q FASTCOMM COMMUNICATIONS 0.000 0.76 53.54 -0.02 349.57 12.75 45.44 0.84 60 FFFC FASTFUND FINL CORP 0.550 4.50 -6.80 0.11 23.59 2.06 4.37 3.32 33 FAST FASTENAL CO 35.880 0.70 1.32 0.08 7.79 0.28 1.01 0.80 60

Based on S&P 500 Index Using Straight Regression Page 103 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FBSS FAUQUIER BANKSHARES INC 25.000 0.15 1.28 0.00 5.03 0.18 0.65 0.44 60 FVRL FAVRILLE INC 2.500 4.40 -6.53 0.20 15.29 1.72 3.48 3.25 23 FVRD FAVORED INC 0.350 3.18 7.05 -0.02 65.11 5.69 12.05 2.45 33 FJCC FEDDERS CORP COM NEW 1.000 0.15 -0.57 -0.02 17.89 0.66 2.37 0.44 58 FJCC P FEDDERS CORP PFD SER A 5.450 -0.36 -0.82 -0.02 18.52 1.12 2.91 0.10 48

AGM A FEDERAL AGRIC MTG CORP CLASS A 18.860 0.61 -0.69 0.06 7.43 0.27 0.97 0.74 60 AGM FEDERAL AGRIC MTG CORP CL C 27.130 1.09 -0.65 0.15 9.00 0.33 1.17 1.06 60 FRE FEDL HOME LN MTG COM 67.900 0.67 -0.06 0.17 5.15 0.19 0.67 0.78 60 FRE PB FEDL HOME LN MTG PFD VAR RATE 42.750 0.39 -0.11 0.04 2.79 0.27 0.59 0.60 27 FRE PR FEDL HOME LN MTG PFD 5.70% 47.500 0.00 -0.32 -0.02 3.48 0.21 0.55 0.34 48

FRE PP FEDL HOME LN MTG PFD 6% NON-CUM 49.900 -0.02 -0.04 -0.02 2.55 0.09 0.33 0.33 60 FRE PN FEDL HOME LN MTG PFD VR RT NCUM 45.800 -0.05 0.22 -0.04 4.13 0.40 0.85 0.30 29 FRE PO FEDL HOME LN MTG PFD 5.81% NCUM 50.250 0.05 -0.18 -0.02 4.32 0.30 0.72 0.37 44 FRE PM FEDL HOME LN MTG PFD VAR RATE 43.750 -0.21 0.42 -0.01 3.39 0.29 0.61 0.20 34 FRE PL FEDL HOME LN MTG PFD 5.97% 42.250 -0.22 -0.10 0.00 3.83 0.21 0.58 0.19 49

FRE PD FEDL HOME LN MTG PFD SER D% 50.050 0.04 -0.05 0.00 1.24 0.05 0.16 0.36 60 FRE PK FEDL HOME LN MTG PFD 5.79% 48.720 0.02 0.02 -0.02 3.84 0.14 0.50 0.35 60 FRE PH FEDL HOME LN MTG PFD 5.1% 46.000 0.01 0.05 -0.02 3.17 0.12 0.41 0.34 60 FRE PF FEDL HOME LN MTG 5% NON CUM PFD 44.900 -0.05 0.08 -0.01 3.54 0.13 0.46 0.30 60 FDML Q FEDERAL MOGUL CORP 0.585 2.23 2.99 0.04 33.83 1.23 4.40 1.82 60

FNM FEDERAL NATL MTG ASSN 59.390 0.86 -0.60 0.18 6.25 0.23 0.81 0.91 60 FNM PF FEDERAL NATL MTG ASSN PFD F VAR RATE 42.000 -0.10 -0.18 0.00 2.87 0.10 0.37 0.27 60 FNM PG FEDERAL NATL MTG ASSN PFD G VAR RATE 42.700 -0.07 -0.15 -0.01 2.99 0.11 0.39 0.29 60 FNM PN FEDERAL NATL MTG ASSN PFD SER N 47.730 0.10 -0.13 -0.02 3.27 0.24 0.56 0.40 40 FNM PM FEDERAL NATL MTG ASSN PFD M 4.75% 42.510 0.07 -0.31 -0.02 4.03 0.30 0.67 0.38 43

FNM PL FEDERAL NATL MTG ASSN PFD L 5.125% 44.660 -0.14 -0.10 -0.02 3.82 0.27 0.64 0.24 44 FNM PJ FEDERAL NATL MTG ASSN PFD SER J % 50.200 -0.09 0.19 -0.07 1.09 0.20 0.36 0.28 13 FNM PI FEDERAL NATL MTG ASSN PFD I 5.375% 48.200 -0.04 0.00 -0.02 3.04 0.16 0.46 0.31 50 FNM PH FEDERAL NATL MTG ASSN PFD SER H 49.050 -0.01 0.00 -0.02 2.55 0.09 0.33 0.33 60 FRT FEDERAL REALTY INVT TR SH BEN INT NEW 85.000 0.24 2.25 0.01 5.28 0.19 0.69 0.50 60

Based on S&P 500 Index Using Straight Regression Page 104 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FDRC FEDERAL RES CORP 0.003 -1.12 24.72 -0.02 184.13 6.72 23.94 -0.41 60 FSCR FEDERAL SCREW WKS 13.000 -0.07 -0.97 -0.02 7.23 0.26 0.94 0.29 60 FDSA FEDERAL SVCS ACQUISITIO 5.630 0.63 -0.17 0.23 1.65 0.30 0.54 0.75 13 FDSA U FEDERAL SVCS ACQUISITIO UNIT EX 101909 6.200 0.70 -0.39 0.04 3.79 0.57 1.12 0.80 15 FSS FEDERAL SIGNAL CORP 16.040 1.19 -0.66 0.22 7.74 0.28 1.01 1.13 60

FDT FEDERAL TR CORP 10.100 0.42 1.85 0.04 6.49 0.24 0.84 0.62 60 FD FEDERATED DEPT STORES I 38.130 1.20 0.82 0.32 6.21 0.23 0.81 1.14 60 FII FEDERATED INVS INC PA CLASS B 33.780 0.71 -0.09 0.29 3.89 0.14 0.51 0.81 60 FDX FEDEX CORP 108.620 0.52 1.19 0.09 5.58 0.20 0.73 0.68 60 FFCO FEDFIRST FINL CORP 9.700 0.33 0.40 -0.02 3.63 0.43 0.88 0.55 21

FMP FELDMAN MALL PPTYS INC 12.450 -0.76 1.00 -0.02 10.94 1.12 2.35 -0.17 25 FCH FELCOR LODGING TR INC 21.840 1.20 0.40 0.20 8.35 0.30 1.08 1.13 60 FCH PC FELCOR LODGING TR INC PFD 1/100 C 8% 25.210 0.21 0.17 0.04 1.34 0.15 0.31 0.48 22 FHCO FEMALE HEALTH CO 1.540 -0.01 1.93 -0.02 12.39 0.45 1.61 0.33 60 FETM FENTURA FINL INC 32.550 0.04 0.76 -0.02 4.51 0.16 0.59 0.37 60

FGP FERRELLGAS PARTNERS L.P UNIT LTD PART 21.380 0.14 0.21 0.00 3.78 0.14 0.49 0.43 60 FOE FERRO CORP 20.690 1.05 -0.52 0.24 6.49 0.24 0.84 1.03 60 FFIV F5 NETWORKS INC 74.210 2.66 2.50 0.29 14.64 0.53 1.90 2.10 60 FIA FIAT SPA SP ADR ORD NEW 19.180 1.33 0.29 0.19 9.34 0.34 1.21 1.22 60 FBCE FIBERCORE INC 0.003 0.99 3.20 -0.02 84.37 3.08 10.97 0.99 60

FTGX FIBERNET TELECOM GRP IN COM PAR $0.001 6.660 2.59 -3.04 0.14 21.87 0.80 2.84 2.05 60 FBST FIBERSTARS INC 6.510 0.96 1.79 0.04 14.39 0.52 1.87 0.98 60 FTWR FIBERTOWER CORP 5.880 2.97 7.07 0.07 35.29 1.31 4.71 2.31 57 FSBI FIDELITY BANCORP INC 18.640 0.33 0.81 0.07 3.87 0.14 0.50 0.55 60 FFFL FIDELITY BANKSHARES INC 39.670 0.75 2.16 0.12 6.88 0.25 0.89 0.83 60

FDBC FIDELITY D & D BANCORP 33.500 0.05 0.01 -0.02 3.54 0.20 0.54 0.37 49 FIS FIDELITY NATL INFORMATI COM 40.090 1.19 0.13 0.27 6.79 0.25 0.88 1.12 60 FNF FIDELITY NATIONAL FINAN CLASS A 23.880 0.94 -0.17 0.05 4.88 0.73 1.45 0.96 15 LION FIDELITY SOUTHN CORP NE 18.610 0.44 1.60 0.04 6.58 0.24 0.86 0.63 60 FMO FIDUCIARY CLAYMORE MLP 22.700 0.47 0.21 0.01 3.96 0.40 0.85 0.65 25

Based on S&P 500 Index Using Straight Regression Page 105 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HCE FIDUCIARY CLAYMORE DYNM 19.220 0.76 -0.83 0.25 2.28 0.27 0.55 0.84 21 FPP FIELDPOINT PETROLEUM CO 2.340 1.19 3.74 0.01 27.55 1.01 3.58 1.13 60 FICC FIELDSTONE INVT CORP 4.380 1.71 -6.10 0.07 9.37 1.05 2.13 1.47 23 FAVE 5TH AVE CHANNEL CORP 0.003 12.58 61.91 -0.01 573.03 20.90 74.49 8.67 60 FITB FIFTH THIRD BANCORP 40.930 0.31 -0.68 0.03 4.82 0.18 0.63 0.54 60

JOBS 51JOB INC SP ADR REP COM 17.070 3.81 -1.51 0.07 22.66 2.21 4.74 2.86 28 FIIH FIIC HOLDINGS INC 0.510 9.29 10.62 -0.03 101.74 12.99 26.45 6.49 20 BSMT Q FILENES BASEMENT CORP 0.000 5.53 7.45 0.07 63.81 2.33 8.29 4.00 60 FLME FILM & MUSIC ENTMT INC 0.040 29.27 47.27 0.03 341.22 19.04 51.57 19.73 49 FIF FINANCIAL FED CORP 29.410 0.50 0.67 0.04 7.65 0.28 0.99 0.67 60

FNIN FINANCIAL INDS CORP CLASS A 7.600 -0.28 -0.64 0.01 6.41 0.23 0.83 0.15 60 FISI FINANCIAL INSTNS INC 23.050 0.63 0.19 0.04 9.59 0.35 1.25 0.75 60 FSB FINL SEC ASSURN HLDGS L BD QUIBS 6.875 25.110 -0.06 0.05 0.00 1.87 0.07 0.24 0.29 60 FSE FINL SEC ASSURN HLDGS L NT 2102 25.140 -0.04 0.09 -0.02 2.78 0.15 0.42 0.31 50 FSF FINL SEC ASSURN HLDGS L NT 5.60% 2103 23.340 0.06 -0.09 -0.02 3.48 0.26 0.59 0.38 42

FCON FINANCIALCONTENT INC 0.520 0.81 6.58 -0.01 41.77 1.52 5.43 0.88 60 FNSR FINISAR 3.230 4.53 0.38 0.28 25.66 0.94 3.34 3.34 60 FNLY FINLAY ENTERPRISES INC COM NEW 7.990 0.15 0.64 -0.02 12.67 0.46 1.65 0.44 60 FINL FINISH LINE INC CLASS A 14.280 0.90 1.39 0.06 11.33 0.41 1.47 0.93 60 FAMH FIRAMADA INC 0.001 -1.12 7.82 -0.01 48.86 1.78 6.35 -0.40 60

FAC FIRST ACCEPTANCE CORP 10.720 0.78 1.78 0.07 9.00 0.33 1.17 0.86 60 FADV FIRST ADVANTAGE CORP CLASS A 22.960 0.96 0.29 0.02 9.79 0.72 1.63 0.97 43 FACT FIRST ALBANY COS INC 2.320 1.06 -1.15 0.09 11.26 0.41 1.46 1.04 60 FAF FIRST AMERN FINL CORP C 40.680 0.52 1.29 0.07 6.27 0.23 0.82 0.68 60 FAVS FIRST AVIATION SVCS INC 3.689 0.01 0.13 -0.02 8.76 0.32 1.14 0.35 60

FBP FIRST BANCORP P R 9.530 0.66 0.27 0.04 10.07 0.37 1.31 0.78 60 FBP PA FIRST BANCORP P R PFD A 7.125% 24.300 0.08 -0.03 -0.01 2.48 0.09 0.32 0.39 60 FBP PB FIRST BANCORP P R MIPS CV B 8.35% 25.250 0.10 -0.11 0.00 2.83 0.10 0.37 0.40 60 FBP PC FIRST BANCORP P R PFD PERP C 7.4 24.880 0.15 -0.03 0.01 3.13 0.11 0.41 0.44 60 FBP PD FIRST BANCORP P R PFD D 7.25% 24.510 0.07 -0.02 -0.01 2.76 0.10 0.37 0.39 58

Based on S&P 500 Index Using Straight Regression Page 106 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FBP PE FIRST BANCORP P R PFD PERP E 7% 24.540 0.57 -0.43 0.06 3.80 0.30 0.66 0.71 38 FBEI FIRST BANCORP IND INC N 19.810 0.19 0.74 0.00 5.01 0.18 0.65 0.46 60 FBSI FIRST BANCSHARES INC MO 17.400 0.25 0.66 0.01 5.40 0.20 0.70 0.50 60 FBTC FIRST BANCTRUST CORP 11.800 0.02 0.82 -0.02 3.90 0.14 0.51 0.35 60 FBNC FIRST BANCORP N C 21.840 0.39 0.67 0.03 6.46 0.24 0.84 0.60 60

FBMS FIRST BANCSHARES INC MS 30.250 -0.51 5.11 -0.01 7.21 0.64 1.37 0.00 32 FBCI FIRST BKG CTR INC COM NEW 77.800 -0.34 1.71 0.01 4.06 0.30 0.69 0.11 40 FBTT FIRST BANKERS TRUSTSHAR 19.000 0.95 -1.43 0.00 5.69 0.94 1.87 0.96 14 FBOD FIRST BK DEL WILMINGTON 3.100 0.86 -1.32 -0.02 11.10 1.25 2.53 0.91 23 BUSE FIRST BUSEY CORP CLASS A 23.050 0.17 0.77 0.02 3.03 0.11 0.39 0.45 60

FBIZ FIRST BUS FINL SVCS INC 22.830 -0.25 -0.32 -0.05 2.98 0.44 0.88 0.17 15 FCAR FIRST CAROLINA INVS INC 28.000 0.00 -1.09 -0.02 10.51 0.38 1.37 0.33 60 FCEN FIRST CENTENNIAL BANCOR 33.750 0.04 2.58 -0.02 7.00 0.26 0.91 0.37 60 FCNA 1ST CENTY BK NATL ASSN 8.390 0.61 1.20 -0.02 10.40 0.89 1.88 0.74 34 FCBS FIRST CENTURY BANKSHARE 28.000 0.16 1.03 0.00 4.26 0.16 0.55 0.44 60

FCFS FIRST CASH FINL SVCS IN 25.870 0.48 4.53 0.01 11.53 0.42 1.50 0.66 60 FCPN FIRST CAPITAL INTENATIO COM NEW 0.101 -1.20 9.10 -0.01 60.54 2.21 7.87 -0.46 60 FCAP FIRST CAPITAL INC 18.550 -0.34 0.90 0.03 5.39 0.20 0.70 0.11 60 FPBX FIRST CAPITAL BANCORP V 17.950 0.24 2.23 0.00 6.12 0.22 0.80 0.49 60 FCTR FIRST CHARTER CORP 24.600 0.33 0.61 0.04 4.85 0.18 0.63 0.56 60

FCZA FIRST CTZNS BANC CORP COM NO PAR 19.700 -0.04 0.03 -0.02 6.47 0.24 0.84 0.31 60 FCBN FIRST CTZNS BANCORP INC 694.000 0.14 1.51 0.00 4.05 0.15 0.53 0.43 60 FCNC A FIRST CTZNS BANCSHARES CLASS A 202.640 0.66 1.11 0.14 5.43 0.20 0.71 0.77 60 FCNC B FIRST CTZNS BANCSHARES CLASS B 205.000 0.43 1.38 0.07 5.25 0.19 0.68 0.63 60 FCEC FIRST CHESTER CNTY CORP 21.000 0.28 0.71 0.02 4.81 0.18 0.62 0.52 60

FCOB 1ST COLONIAL BANCORP IN 10.000 0.01 0.73 -0.02 5.88 0.21 0.76 0.34 60 FCF FIRST COMWLTH FINL CORP 13.430 0.18 0.26 0.01 4.00 0.15 0.52 0.46 60 FCCC FIRST COMM BANCORP INC 6.250 1.42 1.02 0.14 7.95 0.49 1.28 1.28 47 FCCO FIRST CMNTY CORP S C 16.720 0.25 0.73 0.01 5.28 0.19 0.69 0.50 60 FCBC FIRST CMNTY BANCSHARES 39.560 0.56 0.83 0.06 7.11 0.26 0.92 0.71 60

Based on S&P 500 Index Using Straight Regression Page 107 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FCBP FIRST CMNTY BANCORP CAL 52.270 0.36 1.72 0.02 6.78 0.25 0.88 0.57 60 FCFL FIRST CMNTY BK CORP AME 18.890 -0.23 2.79 -0.02 7.56 0.56 1.27 0.19 42 FCCY 1ST CONSTITUTION BANCOR 19.908 0.70 1.29 0.15 5.61 0.20 0.73 0.80 60 FCGI FIRST CONSULTING GROUP 13.760 1.36 -0.15 0.18 10.00 0.36 1.30 1.24 60 FDC FIRST DATA CORP COM 25.520 0.79 -0.65 0.10 7.85 0.29 1.02 0.86 60

FCWT FIRST COWETA BK NEWNAN 17.300 1.95 -3.00 0.33 4.39 0.72 1.45 1.63 14 FDEF FIRST DEFIANCE FINL COR 30.250 0.58 1.08 0.11 5.69 0.21 0.74 0.72 60 FFBC FIRST FINL BANCORP OH 16.610 0.03 0.00 -0.02 4.97 0.18 0.65 0.35 60 FFBH FIRST FED BANCSHARES AR 24.320 0.30 1.21 0.06 3.89 0.14 0.51 0.54 60 FFIN FIRST FINL BANKSHARES 41.860 0.29 1.41 0.03 5.02 0.18 0.65 0.53 60

FFSX FIRST FED BANKSHARES IN 21.700 0.53 0.90 0.08 5.88 0.21 0.76 0.69 60 FFSW FIRST FED BANC SOUTHWST 23.750 2.38 0.97 0.08 11.26 1.49 2.94 1.92 19 THFF FIRST FINL CORP IND 35.450 0.49 0.75 0.08 5.41 0.20 0.70 0.66 60 FFBI FIRST FED BANCSHARES IN 22.630 0.42 0.64 0.02 7.40 0.27 0.96 0.62 60 FFNM FIRST FED NORTHN MICH B 9.100 0.71 0.67 0.05 9.49 0.35 1.23 0.81 60

FFKY FIRST FINL SVC CORP 30.800 0.03 1.64 -0.02 5.72 0.21 0.74 0.36 60 FFCH FIRST FINL HLDGS INC 39.180 0.34 0.79 0.04 4.92 0.18 0.64 0.56 60 FFHS FIRST FRANKLIN CORP 15.500 -0.03 0.91 -0.02 6.50 0.24 0.84 0.31 60 FHRT FIRST HARTFORD CORP 2.250 -0.13 -0.31 -0.07 17.67 2.52 4.78 0.25 17 FHN FIRST HORIZON NATL CORP COM 41.780 0.41 0.16 0.09 4.24 0.15 0.55 0.61 60

FIFG 1ST INDEPENDENCE FINL G 16.400 0.50 -0.88 0.04 3.80 0.34 0.74 0.67 30 FR FIRST INDUSTRIAL REALTY 46.890 0.31 0.71 0.02 5.39 0.20 0.70 0.54 60 FR PC FIRST INDUSTRIAL REALTY PFD DEP C1/100 27.950 0.09 0.14 0.00 2.20 0.08 0.29 0.40 60 FINB FIRST IND CORP 25.360 0.62 0.92 0.11 5.79 0.21 0.75 0.75 60 FIBP FIRST INTERNET BANCORP 16.150 -0.26 0.86 -0.04 7.15 0.73 1.54 0.16 25

FIWC FIRST IPSWICH BANCORP 8.500 0.75 -2.03 0.00 7.88 0.77 1.61 0.84 29 FKYS FIRST KEYSTONE CORP COM PAR $2 18.000 0.07 0.81 -0.01 4.17 0.15 0.54 0.38 60 FKFS FIRST KEYSTONE FINL INC 19.400 0.01 0.81 -0.02 7.38 0.27 0.96 0.35 60 FLFL FIRST LITCHFIELD FINL C 21.850 -0.28 2.05 -0.01 6.05 0.37 0.95 0.15 48 FLIC FIRST LONG IS CORP 43.770 0.34 0.89 0.03 5.38 0.20 0.70 0.56 60

Based on S&P 500 Index Using Straight Regression Page 108 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FRST FIRST LOOK MEDIA INC 1.000 -0.77 9.44 -0.02 45.04 2.25 6.80 -0.17 51 FMFC FIRST M & F CORP 19.590 -0.05 1.20 -0.02 4.47 0.16 0.58 0.30 60 FMWC FIRST MANITOWOC BANCRP 16.550 0.40 -1.14 -0.04 4.59 0.65 1.24 0.60 17 FMD FIRST MARBLEHEAD CORP 54.650 1.64 2.96 0.03 14.62 1.10 2.55 1.42 39 FMAR FIRST MARINER BANCORP 18.550 0.31 1.21 0.02 5.69 0.21 0.74 0.55 60

FRME FIRST MERCHANTS CORP 27.190 0.67 0.27 0.15 5.47 0.20 0.71 0.78 60 FRME P FIRST MERCHANTS CAP TR PFD GTD TR SEC 25.690 0.04 -0.02 -0.01 1.90 0.07 0.25 0.36 57 FMBH FIRST MID ILL BANCSHARE 40.800 0.10 1.61 -0.01 3.74 0.14 0.49 0.40 60 FMBI FIRST MIDWEST BANCORP D 38.680 0.46 0.34 0.20 3.21 0.12 0.42 0.64 60 FNAT FIRST NATL ENTMT CORP COM NEW 0.010 -0.08 18.35 -0.02 89.84 3.28 11.68 0.29 60

FMFK FIRST MONTAUK FINL CORP 0.470 1.18 2.00 0.02 22.78 0.83 2.96 1.12 60 FMJE FIRST MORRIS BK NJ CAP STK 38.550 0.22 2.37 -0.01 7.22 0.26 0.94 0.48 60 FMBP FIRST MTN BANCORP 16.750 -0.01 1.89 -0.02 5.33 0.19 0.69 0.33 60 FXNC FIRST NATL CORP CAP STK 27.000 0.10 2.05 -0.01 4.70 0.17 0.61 0.40 60 FNCB FIRST NATL CMTY BANCORP 28.940 0.02 2.71 -0.02 8.70 0.32 1.13 0.35 60

FNSC FIRST NATL BANCSHARES I 16.001 0.03 2.60 -0.02 11.09 0.40 1.44 0.36 60 FBAK FIRST NATIONAL BK ALASK 2090.000 0.18 0.99 0.00 4.82 0.18 0.63 0.46 60 FMSB FIRST MUTUAL BANCSHARES 23.180 0.40 1.73 0.05 5.30 0.19 0.69 0.60 60 FNLC FIRST NATL LINCOLN CORP 16.718 0.26 1.38 0.02 4.68 0.17 0.61 0.51 60 FINN FIRST NATL NEB INC 5010.000 0.67 0.10 0.16 2.81 0.27 0.59 0.78 28

FNFI FIRST NILES FINL INC 12.000 -0.01 0.05 -0.02 5.73 0.21 0.74 0.33 60 FNFG FIRST NIAGARA FINL GP I 14.860 0.00 0.42 -0.02 9.88 0.36 1.28 0.34 60 FPAF Y FIRST PAC LTD SPONSORED ADR 2.550 0.71 1.67 0.03 6.02 0.51 1.07 0.81 35 FPBS 1ST PAC BK SAN DIEGO CA 16.000 0.22 2.30 -0.01 7.23 0.26 0.95 0.48 59 FPTB FIRST PACTRUST BANCORP 27.710 0.54 0.82 0.12 4.38 0.19 0.62 0.69 53

FNRN FIRST NORTHN CMNTY BANC 22.600 0.08 1.55 -0.01 5.92 0.22 0.77 0.39 60 FPLF FIRST PET LIFE INC 0.004 17.88 64.84 -0.03 481.43 42.05 89.12 12.19 33 FBS PA FIRST PFD CAP TR IV PFD SECS 27.900 0.11 -0.07 -0.01 2.21 0.14 0.37 0.41 45 FPO FIRST POTOMAC RLTY TR 29.110 1.09 0.64 0.16 5.06 0.38 0.88 1.06 39 FPFC FIRST PL FINL CORP 23.490 0.99 0.49 0.25 6.01 0.22 0.78 1.00 60

Based on S&P 500 Index Using Straight Regression Page 109 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FBNK M FIRST PFD CAP TR III PFD TR SECS 24.960 0.00 -0.01 -0.02 2.00 0.07 0.26 0.33 60 FREV S FIRST REAL ESTATE INVT SH BEN INT 26.800 0.48 1.78 0.03 8.11 0.30 1.05 0.66 60 FRC FIRST REP BK SAN FRANCI 39.080 0.82 1.40 0.16 6.53 0.24 0.85 0.88 60 FRC PA FIRST REP BK SAN FRANCI PFD 1/40 A6.70 25.700 -0.06 0.07 -0.03 1.93 0.17 0.34 0.30 35 FRC PB FIRST REP BK SAN FRANCI PFD 1/40 B6.25 25.500 0.34 -0.28 0.04 2.08 0.25 0.51 0.56 21

FRGB FIRST REGL BANCORP 34.090 0.80 3.85 0.06 9.69 0.35 1.26 0.86 60 FSRL FIRST RELIANCE BANCSHAR 15.600 -1.07 1.91 0.02 9.37 0.80 1.69 -0.37 34 FRCC P FIRST REP PFD CAP CORP PFD SER B % 25.970 0.06 0.06 0.00 1.82 0.07 0.24 0.37 60 FRCC O FIRST REP PFD CAP CORP PFD SER D 25.170 0.17 -0.06 0.05 1.28 0.09 0.22 0.45 42 FRSB FIRST RESOURCE BANK EXT 8.800 1.55 -0.34 0.00 13.57 1.62 3.30 1.36 21

FRFC FIRST ROBINSON FINL COR 25.000 -0.71 0.68 0.05 6.08 0.38 1.01 -0.13 45 FSGI FIRST SEC GROUP INC 11.530 -0.27 1.18 -0.05 3.67 0.52 0.99 0.16 17 FSNM FIRST ST BANCORPORATION 24.750 0.55 1.36 0.09 5.66 0.21 0.74 0.70 60 FSSB FIRST STAR BANCORP INC 31.500 -0.46 -0.09 0.00 3.57 0.47 0.93 0.03 19 SRCE O 1ST SOURCE CAP TR II TR PFD SEC FLT 25.060 -0.08 0.56 -0.01 3.53 0.13 0.46 0.28 60

FSBS FIRST SOUTH BANCORP INC 27.100 0.62 0.82 0.05 8.66 0.32 1.16 0.75 57 FSBK FIRST SOUTH BANCORP INC 31.890 -0.15 2.27 -0.01 7.14 0.26 0.93 0.24 60 FSTA FIRST STD BK LOS ANGELE 13.050 -0.25 1.80 -0.05 3.68 0.49 0.99 0.17 18 FSWA FIRST SOUND BK SEATTLE 17.650 0.53 1.68 0.00 6.11 0.55 1.19 0.69 30 SRCE 1ST SOURCE CORP 32.130 0.97 0.93 0.11 9.11 0.33 1.18 0.98 60

FSTF FIRST ST FINL CORP FLA 16.900 0.38 0.82 0.00 3.93 0.40 0.84 0.59 25 FFA FIRST TR FIDCRY ASST MN 18.410 0.79 -0.95 0.24 2.61 0.25 0.53 0.86 29 NCFT FIRST TRUST BANK NC 21.500 0.59 2.84 0.06 7.21 0.26 0.94 0.73 60 FCT FIRST TR/FOUR CRNRS SR 17.940 0.12 -0.42 -0.02 1.82 0.16 0.35 0.41 32 FUNC FIRST UTD CORP 21.900 0.14 0.57 -0.01 4.73 0.17 0.61 0.43 60

FVAB FIRST VIETNAMESE AMERN 9.200 1.82 -3.07 0.03 11.13 1.47 2.90 1.54 19 FWV FIRST W VA BANCORP INC 19.750 0.45 0.06 0.09 4.60 0.17 0.60 0.63 60 FBMI FIRSTBANK CORP MICH 21.270 0.21 0.61 0.01 4.93 0.18 0.64 0.48 60 FSRV FIRSTSERVICE CORP SUB VTG SH 23.100 0.97 0.85 0.12 8.78 0.32 1.14 0.98 60 FCFC FIRSTCITY FINL CORP 11.080 0.39 4.41 -0.01 13.68 0.50 1.78 0.60 60

Based on S&P 500 Index Using Straight Regression Page 110 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FSTW FIRSTWAVE TECHNOLOGIES COM NEW 2.320 0.37 5.36 -0.02 35.44 1.29 4.61 0.58 60 FBFS FIRSTBANK FINL SVCS INC 16.000 1.18 0.99 0.15 5.24 0.45 0.94 1.12 35 FISV FISERV INC 52.420 1.16 0.08 0.41 4.89 0.18 0.64 1.11 60 FSCI FISHER COS INC 44.210 0.28 0.10 0.01 6.52 0.24 0.85 0.52 60 FED FIRSTFED FINL CORP 66.970 0.47 1.58 0.07 5.57 0.20 0.72 0.65 60

FMER FIRSTMERIT CORP 24.140 1.01 -0.48 0.46 3.86 0.14 0.50 1.01 60 FBC FLAGSTAR BANCORP INC COM 14.840 0.05 1.82 -0.02 10.47 0.38 1.36 0.37 60 FE FIRSTENERGY CORP 60.300 0.47 0.85 0.09 4.94 0.18 0.64 0.65 60 FGWI 5G WIRELESS COMMUNICATI COM NEW 0.130 3.13 0.90 0.02 57.85 2.11 7.52 2.41 60 FIND FINDEX COM INC 0.034 -1.16 11.13 -0.01 77.15 2.81 10.03 -0.43 60

FVE FIVE STAR QUALITY CARE 11.150 3.35 1.45 0.34 16.37 0.60 2.13 2.56 60 FLML FLAMEL TECHNOLOGIES SA SPONSORED ADR 29.950 1.58 5.23 0.05 20.61 0.75 2.68 1.38 60 FAME FLAMEMASTER CORP COM NEW 4.550 0.94 -0.31 0.03 16.02 0.58 2.08 0.96 60 FLDR FLANDERS CORP 9.900 1.11 2.80 0.06 13.55 0.49 1.76 1.07 60 BDL FLANIGANS ENTERPRISES I 10.420 0.06 1.25 -0.02 6.85 0.25 0.89 0.38 60

FLTB FLATBUSH FED BANCORP IN 7.600 1.53 -2.08 0.26 5.33 0.40 0.93 1.35 39 FBF PM FLEET CAP TR VIII PFD SECS 7.2% 25.120 0.02 0.07 -0.02 1.89 0.07 0.25 0.35 58 FBF PN FLEET CAP TR IX PFD TR SECS 6% 24.970 0.00 0.09 -0.02 2.51 0.18 0.42 0.34 42 FLE FLEETWOOD ENTERPRISES I 7.910 1.89 0.29 0.12 16.93 0.62 2.20 1.59 60 FLXS FLEXSTEEL INDS INC 12.580 0.61 0.14 0.10 6.12 0.22 0.79 0.74 60

FSI FLEXIBLE SOLUTIONS INTL 3.500 0.41 2.51 -0.01 15.97 0.58 2.08 0.61 60 FLXT FLEXPOINT SENSOR SYSTEM COM NEW 1.020 -1.64 11.53 -0.01 59.92 2.19 7.79 -0.75 60 FLA FLORIDA EAST COAST INDS CLASS A 59.600 0.74 1.48 0.15 5.95 0.22 0.77 0.83 60 FGMG FLORIDA GAMING CORP COM NEW 13.240 1.41 6.81 0.02 27.68 1.01 3.60 1.27 60 FPU FLORIDA PUB UTILS CO 13.250 0.43 0.68 0.06 5.32 0.19 0.69 0.62 60

FRK FLORIDA ROCK INDS INC 43.050 1.26 1.49 0.25 7.53 0.27 0.98 1.17 60 FTK FLOTEK INDS INC DEL 28.050 0.42 11.22 -0.02 40.00 1.46 5.20 0.61 60 FLR FLUOR CORP NEW 81.650 0.98 1.27 0.15 8.11 0.30 1.05 0.99 60 FLOW FLOW INTL CORP 11.020 1.12 1.12 0.03 18.94 0.69 2.46 1.08 60 FLO FLOWERS FOODS INC 26.990 0.60 1.43 0.06 7.50 0.27 0.97 0.73 60

Based on S&P 500 Index Using Straight Regression Page 111 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FLS FLOWSERVE CORP 50.470 2.51 0.97 0.47 9.46 0.35 1.23 2.00 60 FFIC FLUSHING FINL CORP 17.070 0.61 0.52 0.13 5.44 0.20 0.71 0.74 60 FLYI Q FLYI INC 0.004 1.89 -6.99 0.02 34.36 1.25 4.47 1.59 60 FMXI Q FOAMEX INTL INC 3.800 2.78 35.01 -0.02 274.34 10.01 35.66 2.18 60 FCSE FOCUS ENHANCEMENTS INC 1.560 2.73 1.06 0.17 20.92 0.76 2.72 2.14 60

FMCN FOCUS MEDIA HLDG LTD SPONSORED ADR 66.390 1.57 6.91 -0.04 19.33 2.57 5.22 1.38 18 FCCG FOG CUTTER CAP GROUP IN 1.200 0.35 -0.65 -0.01 12.07 0.44 1.57 0.57 60 FMX FOMENTO ECONOMICO MEXIC SPON ADR UNITS 115.760 1.02 1.86 0.24 6.26 0.23 0.81 1.01 60 FONR FONAR CORP 0.282 0.85 -1.53 0.02 16.04 0.58 2.08 0.90 60 FONR P FONAR CORP PFD NON VTG A 0.000 1.53 118.29 -0.02 733.05 40.95 112.57 1.35 47

FNIX FONIX CORP DEL COM NEW 0.003 5.09 -2.59 0.04 72.52 2.65 9.43 3.71 60 VIFL FOOD TECHNOLOGY SERVICE COM NEW 2.500 0.20 -0.62 -0.01 13.59 0.50 1.77 0.47 60 FL FOOT LOCKER INC 21.930 1.13 0.54 0.16 8.92 0.33 1.16 1.09 60 FBLQ FOOTBALL EQUITIES INC 0.500 0.46 3.32 -0.02 39.25 1.43 5.10 0.64 60 FMTI FORBES MEDI-TECH INC 0.723 1.46 2.30 0.01 30.02 1.10 3.90 1.31 60

FRPT FORCE PROTECTION INC COM NEW 17.410 -0.21 18.46 -0.02 99.00 3.61 12.87 0.20 60 F PA FORD MTR CO DEL NT 7.50 061043 18.050 0.43 -1.04 0.03 3.95 0.29 0.66 0.62 43 F FORD MTR CO DEL COM PAR $0.01 7.510 1.82 -1.38 0.31 9.48 0.35 1.23 1.55 60 FCZ FORD MOTOR CR CO NT SR 7.375 22.160 0.15 -0.18 0.00 4.02 0.15 0.52 0.44 60 FCJ FORD MOTOR CR CO NT 7.60 2032 22.950 0.10 -0.08 -0.01 4.06 0.15 0.54 0.41 58

FDG FORDING CDN COAL TR TR UNIT 20.750 1.31 2.21 0.14 11.06 0.40 1.44 1.20 60 FGFH FORESIGHT FINL GROUP IN CMT-COM 23.000 0.12 1.11 -0.01 3.82 0.14 0.50 0.41 60 FCE A FOREST CITY ENTERPRISES CLASS A 58.400 0.37 1.81 0.06 4.64 0.17 0.60 0.58 60 FCE B FOREST CITY ENTERPRISES CL B CONV 58.340 0.42 1.79 0.07 4.90 0.18 0.64 0.61 60 FCY FOREST CITY ENTERPRISES SR NT 2034 25.770 -0.03 0.13 -0.03 1.98 0.17 0.35 0.31 35

FRX FOREST LABS INC 50.600 0.45 0.52 0.02 8.49 0.31 1.10 0.64 60 FST FOREST OIL CORP COM PAR $0.01 32.680 0.69 0.39 0.05 9.01 0.33 1.17 0.80 60 FTRM FOREST RES MGMT CORP 0.270 3.50 9.51 0.00 108.94 3.97 14.16 2.65 60 FORG FORGENT NETWORKS INC 1.580 2.14 2.13 0.03 34.79 1.27 4.52 1.75 60 FVRG FOREVERGREEN WORLDWIDE 1.750 -0.17 2.06 -0.02 38.22 1.39 4.97 0.22 60

Based on S&P 500 Index Using Straight Regression Page 112 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FORM FORMFACTOR INC 37.250 1.25 1.22 0.03 11.22 0.83 1.87 1.17 43 FORT Y FORMULA SYS 1985 LTD SPONSORED ADR 12.260 1.85 -0.43 0.25 11.20 0.41 1.46 1.56 60 FORR FORRESTER RESH INC 27.110 0.95 0.52 0.12 8.65 0.32 1.12 0.97 60 FOFC FORT ORANGE FINL CORP D 8.900 0.43 0.36 0.03 7.21 0.26 0.94 0.62 60 FRTL FORTEL INC CALIF 0.002 4.79 83.42 -0.02 641.07 23.39 83.33 3.51 60

FORS Y FORTIS NL SPONS ADR NEW 42.800 1.64 3.59 0.01 17.05 1.46 3.04 1.42 35 FAAC FORTRESS AMER ACQUISITI 5.600 0.18 0.50 -0.03 1.52 0.23 0.44 0.45 16 FAAC U FORTRESS AMER ACQUISITI UNIT EX 071409 6.470 0.48 0.03 0.03 2.96 0.39 0.80 0.66 18 FO FORTUNE BRANDS INC 85.390 0.66 1.15 0.19 4.71 0.17 0.61 0.77 60 FFI FORTUNE INDUSTRIES INC COM NEW 5.250 0.65 5.09 -0.01 31.74 1.16 4.13 0.77 60

FWRD FORWARD AIR CORP 28.930 1.45 0.37 0.23 9.20 0.34 1.20 1.30 60 FORD FORWARD INDS INC N Y COM NEW 4.190 0.22 5.22 -0.02 25.29 0.92 3.29 0.49 60 FOSL FOSSIL INC 22.580 0.70 1.74 0.04 10.37 0.38 1.35 0.80 60 FSTR FOSTER L B CO CLASS A 25.910 0.72 3.21 0.04 10.67 0.39 1.39 0.81 60 FBRW Y FOSTERS BREWING GROUP L SPON ADR NEW 5.370 1.18 0.69 0.13 5.69 0.49 1.02 1.12 35

FCL FOUNDATION COAL HLDGS I 31.760 2.33 0.11 0.12 11.01 1.12 2.37 1.88 25 FDRY FOUNDRY NETWORKS INC 14.980 3.29 1.39 0.38 14.69 0.54 1.91 2.52 60 FPB FOUNTAIN POWERBOAT IND COM NEW 4.180 0.72 3.83 0.00 21.64 0.79 2.81 0.82 60 KDE 4 KIDS ENTMT INC 18.220 0.93 0.11 0.07 11.16 0.41 1.45 0.95 60 FOFN FOUR OAKS FINCORP INC 26.750 -0.22 2.27 -0.01 7.79 0.28 1.01 0.19 60

FS FOUR SEASONS HOTEL INC LTD VTG SH 81.990 1.22 0.85 0.20 8.34 0.30 1.08 1.15 60 FNSI 4NET SOFTWARE INC 0.150 1.61 -0.73 0.04 23.34 0.85 3.03 1.40 60 FXX FOXBY CORP 2.410 1.00 -0.67 0.37 4.62 0.17 0.60 1.00 60 FOXH FOXHOLLOW TECHNOLOGIES 21.580 2.27 -0.81 0.06 14.63 1.42 3.10 1.84 27 FGNT FRAGRANCENET COM INC COM NEW 0.500 41.41 755.43 -0.02 0.30 504.17 0.50 27.78 2

FTE FRANCE TELECOM SPONSORED ADR 27.700 2.37 0.09 0.19 17.03 0.62 2.21 1.91 60 FCCN FRANCHISE CAP CORP 0.024 13.22 25.56 0.03 189.80 8.12 27.31 9.10 52 FFTI Q FRANKFORT TOWER INDS IN 0.012 39.17 144.02 -0.01 282.85 46.80 166.76 26.29 60 FBTX FRANKLIN BK CORP DEL 20.540 0.26 0.13 -0.02 5.30 0.42 0.94 0.51 37 FC FRANKLIN COVEY CO 7.000 3.42 1.59 0.22 22.05 0.80 2.87 2.61 60

Based on S&P 500 Index Using Straight Regression Page 113 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FCMC FRANKLIN CR MGMT CORP COM NEW 4.710 2.24 2.70 0.06 24.40 1.04 3.48 1.82 53 FELE FRANKLIN ELEC INC 51.390 0.70 1.48 0.12 6.49 0.24 0.84 0.80 60 FEP FRANKLIN ELECTR PUBLISH 2.100 2.01 1.78 0.10 20.08 0.73 2.61 1.67 60 FRAF FRANKLIN FINL SVCS CORP 27.300 0.23 0.53 0.02 4.17 0.15 0.54 0.49 60 BEN FRANKLIN RES INC 110.170 1.08 1.65 0.40 4.63 0.17 0.60 1.05 60

FSP FRANKLIN STREET PPTYS C 21.050 1.42 -0.92 0.09 6.45 0.85 1.68 1.28 19 FKLT FRANKLIN TELECOMMS CORP COM NEW 0.007 2.79 11.49 0.00 86.11 3.15 11.30 2.19 59 FCBI FREDERICK CNTY BANCORP 34.500 -0.10 -0.18 -0.07 3.28 0.49 0.97 0.27 15 FRED FREDS INC CLASS A 12.040 0.92 -0.31 0.05 11.94 0.44 1.55 0.94 60 FDVA FREEDOM BK OF VA VIENNA 13.310 0.72 0.21 -0.02 10.28 1.00 2.18 0.82 27

FBBF FREEDOM BK BRADENTON FL 14.000 -0.37 2.22 -0.05 6.55 0.86 1.71 0.09 19 FGOV F FREEGOLD VENTURES LTD 0.421 4.27 1.08 0.10 21.60 2.10 4.43 3.16 29 FCX FREEPORT MCMORAN COPPER CLASS B 55.730 1.28 2.51 0.15 10.58 0.39 1.38 1.19 60 FSRT FREESTAR TECHNOLOGY COR COM NEW 0.370 3.01 2.25 -0.01 54.05 3.42 8.92 2.33 46 FMT P FREMONT GEN FING I TOPRS 9% 25.500 0.07 0.41 -0.01 3.44 0.13 0.45 0.39 60

RAIL FREIGHTCAR AMER INC 55.450 2.80 3.57 0.06 15.24 1.82 3.70 2.19 21 FMT FREMONT GEN CORP 16.210 0.88 1.89 0.03 14.30 0.52 1.86 0.92 60 FMMH FREMONT MICH INSURACORP CLASS A 25.500 -0.82 6.31 -0.02 11.44 1.17 2.46 -0.21 25 FEIM FREQUENCY ELECTRS INC 11.950 1.39 -0.21 0.18 10.29 0.38 1.34 1.26 60 FMS FRESENIUS MED CARE AG&C SPONSORED ADR 44.430 1.84 1.15 0.33 9.13 0.33 1.19 1.55 60

FGHL Q FRIEDE GOLDMAN HALTER I 0.001 5.21 58.47 -0.01 356.38 13.00 46.33 3.79 60 FBR FRIEDMAN BILLINGS RAMSE CLASS A 8.000 0.65 1.35 0.01 13.55 0.49 1.76 0.77 60 FRD FRIEDMAN INDS INC 12.100 0.88 3.13 0.04 12.50 0.46 1.63 0.92 60 FDEG FRIENDLY ENERGY CORP 0.055 64.28 178.97 -0.03 13.72 7.04 219.21 42.94 24 FRN FRIENDLY ICE CREAM CORP 12.250 -0.59 2.90 0.01 12.40 0.45 1.61 -0.05 60

FRS FRISCHS RESTAURANTS INC 29.400 0.42 1.16 0.03 7.17 0.26 0.93 0.62 60 FRG FRONTEER DEV GROUP INC 9.200 6.96 4.67 0.25 22.95 2.24 4.87 4.95 27 FRNT FRONTIER AIRLINES HOLDI 7.400 2.50 -0.33 0.19 17.98 0.66 2.34 2.00 60 FTBK FRONTIER FINL CORP WASH CDT-COM 29.230 0.53 1.46 0.12 4.88 0.18 0.63 0.69 60 FTO FRONTIER OIL CORP 28.740 0.69 3.70 0.02 12.08 0.44 1.57 0.79 60

Based on S&P 500 Index Using Straight Regression Page 114 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FFEX FROZEN FOOD EXPRESS IND 8.600 0.77 2.72 0.03 12.22 0.45 1.59 0.85 60 FUIZ F FUBON FINL HLDG CO LTD SPON GDR REG S 9.360 1.33 -0.67 0.05 8.57 0.87 1.84 1.22 25 FTEK FUEL TECH INC 24.640 1.07 2.98 0.05 14.88 0.54 1.93 1.04 60 FLNA FUELNATION INC COM NEW 0.130 2.54 40.62 -0.02 310.77 11.34 40.40 2.02 60 FCEL FUELCELL ENERGY INC 6.460 2.14 -1.13 0.17 16.23 0.59 2.11 1.76 60

FSYS FUEL SYS SOLUTIONS INC 22.080 3.08 1.42 0.20 21.27 0.78 2.77 2.38 60 FUJH Y FUJI HEAVY INDS LTD ADR 51.400 0.23 -0.30 -0.03 6.56 0.56 1.17 0.49 35 FUJI FUJIFILM HLDGS CORP ADR 2 ORD 41.340 0.38 0.23 0.04 5.46 0.20 0.71 0.59 60 FJTS Y FUJITSU LTD ADR 5 COM 39.250 2.00 -0.50 0.28 6.13 0.52 1.09 1.66 35 FLL FULL HOUSE RESORTS INC 3.800 0.29 11.22 -0.02 59.39 2.17 7.72 0.53 60

FUL FULLER H B CO 25.820 0.83 0.91 0.13 7.18 0.26 0.93 0.89 60 FULT FULTON FINL CORP PA 16.700 0.23 0.50 0.04 3.29 0.12 0.43 0.49 60 FUAI Y FUNAI ELECTRIC CO LTD ADR 16.100 2.28 -2.96 0.15 9.72 0.99 2.09 1.85 25 FBN FURNITURE BRANDS INTL I 16.230 1.35 -1.23 0.23 8.54 0.31 1.11 1.23 60 FSN FUSION TELECOMM INTL IN 1.170 2.67 -8.38 0.06 15.21 1.71 3.46 2.10 23

FUBK FUTURA BANC CORP 16.500 -0.15 0.80 0.00 4.29 0.16 0.56 0.24 60 VITK FUTUREBIOTICS INC COM NEW 0.600 0.97 22.24 -0.06 87.92 11.71 23.74 0.98 18 FRVT FUTUREVEST INC COM PAR $.001 2.320 5.42 -0.48 0.06 22.35 4.01 7.36 3.93 13 GKSR G & K SVCS INC CLASS A 38.890 0.48 0.34 0.05 6.61 0.24 0.86 0.66 60 GSML G & S MINERALS INC 0.410 -0.93 -3.55 -0.03 60.72 4.55 10.61 -0.28 39

GBL GAMCO INVESTORS INC 38.460 0.98 -0.41 0.31 5.20 0.19 0.68 0.99 60 GMT GATX CORP 43.330 1.50 0.35 0.26 8.78 0.32 1.14 1.33 60 GBTB G B & T BANCSHARES INC 22.170 0.46 1.00 0.07 5.27 0.19 0.69 0.64 60 GBHD GB HLDGS INC 0.420 0.39 -0.47 -0.01 24.66 0.90 3.21 0.60 60 GFLS O GCB CAP TR II PFD TR SECS % 10.190 -0.07 0.03 0.00 1.82 0.07 0.25 0.29 55

GEO GEO GROUP INC 37.520 1.49 2.48 0.16 11.75 0.43 1.53 1.33 60 GFIG GFI GROUP INC COM 62.260 0.87 3.71 -0.02 11.86 1.25 2.56 0.91 24 GFRP GFR PHARMACEUTICALS INC 0.350 -0.71 6.37 -0.01 46.22 1.69 6.01 -0.13 60 GKNL Y GKN PLC SPONSORED ADR 5.350 2.18 -1.38 0.33 6.11 0.52 1.09 1.78 35 GMA GMAC LLC PINES 7.30% 24.220 0.01 0.02 -0.02 4.03 0.15 0.52 0.34 60

Based on S&P 500 Index Using Straight Regression Page 115 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GJM GMAC LLC SR NT 7.35 24.350 0.04 -0.01 -0.02 4.17 0.18 0.59 0.36 53 GKM GMAC LLC NT 7.25% 24.400 0.34 -0.30 0.02 4.17 0.25 0.66 0.56 48 GOM GMAC LLC NT 7.375% 2044 24.400 0.71 -0.51 0.02 5.69 0.58 1.22 0.81 25 GCT GMH CMNTYS TR 10.150 1.42 -1.42 0.05 9.54 0.93 2.02 1.28 27 GRMU GREM USA 0.000 2.00 -29.14 0.01 40.75 1.49 5.30 1.66 60

GPX GP STRATEGIES CORP 8.300 0.28 1.51 0.00 8.00 0.29 1.04 0.52 60 GSLA GS FINL CORP 19.000 0.14 0.46 -0.01 4.99 0.18 0.65 0.43 60 GVP GSE SYS INC 6.651 0.57 3.05 -0.01 22.05 0.80 2.87 0.71 60 GSIG GSI GROUP INC CDA COM SHS 9.690 2.43 0.24 0.32 12.28 0.45 1.60 1.95 60 GSVI GSV INC COM NEW 0.110 2.58 13.19 -0.01 86.07 3.14 11.19 2.05 60

GTCC GTC TELECOM CORP 0.036 2.20 2.71 0.00 58.75 2.14 7.64 1.80 60 GIII G-III APPAREL GROUP LTD 18.830 1.15 2.82 0.06 14.00 0.51 1.82 1.10 60 GSIC GSI COMMERCE INC 18.750 3.54 0.54 0.31 18.44 0.67 2.40 2.68 60 GTSI GTSI CORP 9.232 1.60 0.07 0.19 11.48 0.42 1.49 1.40 60 GTCB GTC BIOTHERAPEUTICS INC 1.110 1.91 -0.58 0.05 26.90 0.98 3.50 1.60 60

GAB PB GABELLI EQUITY TR INC PFD TXAD B7.2% 25.000 -0.11 0.02 0.04 1.57 0.06 0.20 0.27 60 GAB PD GABELLI EQUITY TR INC PFD D 5.875% 24.150 0.14 -0.19 -0.01 2.28 0.17 0.40 0.43 39 GGT PB GABELLI GLOBAL MULTIMED PFD B 6% 24.510 0.13 -0.21 0.00 1.96 0.12 0.33 0.42 45 GUT PA GABELLI UTIL TR PFD A 5.625% 23.790 0.24 -0.28 0.02 2.46 0.18 0.42 0.50 41 GCV PB GABELLI CONV & INCOME S PFD SER B 24.550 0.18 -0.24 0.02 2.03 0.13 0.33 0.46 46

GDV PA GABELLI DIVD & INCOME T PFD SER A 24.180 0.24 -0.28 0.01 2.31 0.23 0.49 0.50 27 GDV PD GABELLI DIVD & INCOME T PFD SER D 24.870 -0.36 0.49 -0.06 3.99 0.66 1.32 0.10 14 GWLK GABRIEL TECHNOLOGIES CO 0.470 -1.84 170.01 -0.02 404.71 51.24 182.60 -0.88 60 GGN GABELLI GLB GLD NAT RES COM SHS BN INT 24.600 0.44 0.69 -0.01 4.15 0.47 0.96 0.63 22 GAIA GAIAM INC CLASS A 13.680 1.09 -0.15 0.05 14.35 0.52 1.87 1.06 60

GAN GAINSCO INC 7.950 1.89 8.72 0.00 57.32 2.09 7.45 1.59 60 GXYF GALAXY NUTRITIONAL FOOD 0.520 -0.07 -1.68 -0.02 20.60 0.75 2.68 0.29 60 GAX GALAXY ENERGY CORP 0.200 1.65 -0.14 0.04 25.38 0.93 3.36 1.43 58 AJG GALLAGHER ARTHUR J & CO 29.550 0.70 -0.38 0.17 5.29 0.19 0.69 0.80 60 GLH GALLAHER GROUP PLC SPONSORED ADR 89.950 0.05 2.17 -0.02 5.90 0.22 0.77 0.37 60

Based on S&P 500 Index Using Straight Regression Page 116 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HIST GALLERY OF HISTORY INC 1.718 -0.27 -0.93 -0.01 13.00 0.47 1.69 0.16 60 GWGI GALLOWAY ENERGY INC 2.500 5.16 3.26 0.02 59.92 3.79 9.98 3.76 45 GMTC GAMETECH INTERNATIONAL 11.990 1.40 1.96 0.12 12.81 0.47 1.66 1.27 60 GMEI GAMING & ENTMT GROUP IN 0.025 -0.74 5.63 -0.02 61.88 2.26 8.04 -0.15 60 GPIC GAMING PARTNERS INTL CO 17.990 2.28 3.05 0.00 24.21 2.36 5.06 1.85 28

GME GAMESTOP CORP NEW CLASS A 55.110 1.07 2.13 0.08 11.63 0.43 1.53 1.05 59 GME B GAMESTOP CORP NEW CLASS B 54.760 1.90 2.62 0.11 9.48 0.92 2.01 1.60 27 GMTN GANDER MOUNTAIN CO 9.026 3.73 -3.66 0.15 16.43 1.44 3.04 2.81 33 GCI GANNETT INC COM 60.460 0.36 -0.24 0.08 3.93 0.14 0.51 0.58 60 GPS GAP INC DEL 19.500 1.43 0.45 0.24 8.79 0.32 1.14 1.28 60

GRDP GARDANT PHARMACEUTICALS 0.100 -0.81 -11.82 -0.03 20.16 1.96 4.13 -0.20 29 GRS GAMMON LAKE RES INC 16.290 1.21 3.76 0.01 14.27 1.06 2.44 1.14 40 GDI GARDNER DENVER INC 37.310 0.97 2.06 0.12 8.83 0.32 1.15 0.98 60 IT GARTNER INC CLASS A 19.790 1.38 0.75 0.26 8.21 0.30 1.07 1.25 60 GSX GASCO ENERGY INC 2.450 1.97 1.78 0.09 20.49 0.75 2.66 1.64 60

GNRG GATEWAY ENERGY CORP COM NEW 0.470 0.84 2.53 0.00 22.85 0.83 2.97 0.89 60 GTW GATEWAY INC 2.010 2.52 -2.13 0.32 13.01 0.47 1.69 2.01 60 GWAY GATEWAY INDS INC DEL NE 0.380 -0.09 -1.38 -0.01 5.25 0.19 0.68 0.28 60 GET GAYLORD ENTMT CO NEW 50.930 1.21 1.09 0.23 7.68 0.28 1.00 1.14 60 GBTS GATEWAY FINL HLDGS INC 14.330 0.72 1.37 0.16 5.55 0.20 0.72 0.81 60

OGZP Y GAZPROM O A O SPON ADR 46.400 1.94 4.00 0.07 11.14 1.14 2.40 1.62 25 GZPF Y GAZPROM NEFT SPON ADR 23.200 0.43 1.24 -0.02 10.58 0.90 1.89 0.62 35 GEER GEERLINGS & WADE INC 0.750 1.24 3.16 0.00 31.04 1.13 4.03 1.16 60 GEHL GEHL CO 27.530 0.68 2.06 0.03 11.36 0.41 1.48 0.79 60 GPRO GEN-PROBE INC NEW 52.370 1.56 2.95 0.14 12.19 0.52 1.75 1.37 52

GMST GEMSTAR-TV GUIDE INTL I 4.010 2.82 -2.90 0.37 12.95 0.47 1.68 2.21 60 GEMP GEMPLUS INTL S A ADR 3.883 3.32 -0.30 0.43 13.60 0.50 1.77 2.53 60 GNCI GENCOR INDS INC 12.050 0.88 4.06 0.00 21.79 0.79 2.83 0.92 60 GENR GENAERA CORP 0.380 3.01 1.30 0.03 50.66 1.85 6.59 2.33 60 GY GENCORP INC 14.020 1.27 -0.01 0.17 9.70 0.35 1.26 1.18 60

Based on S&P 500 Index Using Straight Regression Page 117 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GLGC GENE LOGIC INC 1.540 2.14 -3.57 0.20 14.88 0.54 1.93 1.76 60 GNLB GENELABS TECHNOLOGIES I COM NEW 1.460 2.61 1.22 0.06 33.38 1.22 4.34 2.06 60 DNA GENENTECH INC COM NEW 81.130 0.97 2.06 0.07 11.64 0.42 1.51 0.98 60 GNXE GENEREX8XION ENTMT INC 0.700 1.83 0.74 -0.02 27.44 2.68 5.89 1.55 26 GAM PB GENERAL AMERN INVS INC PFD B 5.95% 24.440 0.04 -0.10 -0.02 2.20 0.16 0.38 0.36 40

GNRL GENERAL BEARING CORP 13.570 0.10 3.24 -0.02 11.50 0.42 1.50 0.40 60 BGC GENERAL CABLE CORP DEL 43.710 2.24 2.32 0.26 13.31 0.49 1.73 1.82 60 GNCM A GENERAL COMMUNICATION I CLASS A 15.730 0.84 1.60 0.03 13.54 0.49 1.76 0.90 60 GNCM B GENERAL COMMUNICATION I CLASS B 15.300 0.70 1.69 0.01 8.59 0.54 1.43 0.80 45 GCPO GENERAL COMPONENTS INC 0.120 5.04 16.62 -0.03 115.19 10.35 22.41 3.68 30

GDVC GENERAL DEVICES INC COM PAR$0.0001 0.330 0.81 -0.45 -0.04 26.34 2.57 5.59 0.87 27 GD GENERAL DYNAMICS CORP 74.350 0.68 0.96 0.14 5.77 0.21 0.75 0.79 60 GE GENERAL ELECTRIC CO COM 37.210 0.82 -0.31 0.26 4.85 0.18 0.63 0.88 60 GEP GENERAL ELEC CR CORP PINES 4.50% 35 22.870 -0.32 -0.29 -0.01 3.32 0.37 0.76 0.13 23 GED GENERAL ELEC CR CORP NT 5.875%2033 24.880 0.00 0.01 -0.02 2.52 0.16 0.41 0.34 47

GEC GENERAL ELEC CR CORP PINES 6.1% 32 25.090 -0.05 0.07 -0.02 1.97 0.11 0.30 0.31 50 GEA GENERAL ELEC CR CORP PINES 6.625% 25.210 -0.05 0.03 -0.01 2.06 0.08 0.29 0.30 54 JOB GENERAL EMPLOYMENT ENTE 1.700 1.03 1.31 0.04 15.74 0.57 2.05 1.02 60 GGP GENERAL GROWTH PPTYS IN 52.230 0.31 2.42 0.02 6.08 0.22 0.79 0.54 60 GIS GENERAL MLS INC 57.600 0.15 0.20 0.00 4.22 0.15 0.55 0.44 60

GM GENERAL MTRS CORP 30.720 1.11 -0.69 0.13 9.80 0.36 1.27 1.07 60 GMS GENERAL MTRS CORP SR NT 070144 19.250 0.96 -1.48 0.09 5.30 0.47 1.02 0.98 31 BGM GENERAL MTRS CORP NT SR 051548 19.120 0.67 -1.19 0.07 4.73 0.33 0.79 0.78 44 RGM GENERAL MTRS CORP NT SR 7.25%52 19.090 0.11 -0.37 -0.01 4.64 0.17 0.62 0.41 58 HGM GENERAL MTRS CORP SR NT7.375% 51 19.070 0.18 -0.43 0.00 4.72 0.17 0.61 0.46 60

XGM GENERAL MTRS CORP NT SR7.25%7/41 18.900 0.11 -0.40 -0.01 4.61 0.17 0.60 0.41 60 GMW GENERAL MTRS CORP QUIDS 7.25% 41 18.850 0.12 -0.42 -0.01 4.58 0.17 0.60 0.42 60 GSHO GENERAL STL HLDGS 1.250 0.70 0.85 -0.03 18.76 1.83 3.98 0.80 27 GSIL GENERAL STORE INTL CORP 0.000 0.30 11.01 -0.02 69.12 2.52 8.99 0.54 60 GNBT GENEREX BIOTECHNOLOGY C 1.560 3.01 0.01 0.12 27.39 1.00 3.56 2.33 60

Based on S&P 500 Index Using Straight Regression Page 118 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GCO GENESCO INC 37.300 1.70 1.01 0.24 10.62 0.39 1.38 1.46 60 GWR GENESEE & WYO INC CLASS A 26.240 1.19 1.72 0.15 9.67 0.35 1.26 1.12 60 GENB B GENESEE CORP CLASS B 1.800 -0.56 -2.94 0.02 10.78 0.39 1.40 -0.03 60 GNSS GENESIS MICROCHIP INC D 10.140 3.94 -2.09 0.38 17.75 0.65 2.31 2.95 60 GHCI GENESIS HEALTHCARE CORP 47.230 1.37 1.25 0.09 8.01 0.64 1.40 1.25 38

GFNL GENESIS FINL INC 3.550 7.47 18.44 -0.02 62.74 9.34 18.06 5.29 16 GTEC GENESIS TECHNOLOGY GROU 0.137 2.96 4.45 0.01 63.43 2.31 8.25 2.30 60 GNSY GENESYS S A SP ADR 1/2 NEW 1.510 2.56 -1.02 0.07 30.52 1.11 3.97 2.03 60 GENE GENETIC TECHNOLOGIES LT SPONSORED ADR 7.960 -0.51 -1.27 -0.05 11.22 1.49 3.03 0.00 18 GNTX GENTEX CORP 15.560 0.72 0.23 0.10 7.05 0.26 0.92 0.81 60

GNOL F GENOIL INC 0.470 2.14 2.50 -0.02 29.84 2.91 6.41 1.75 26 GEL GENESIS ENERGY L P UNIT LTD PARTN 19.480 1.29 3.81 0.03 20.52 0.75 2.67 1.19 60 GENX GENEX PHARMACEUTICAL IN 0.130 13.93 66.07 -0.03 445.58 39.83 84.91 9.57 32 GECM Q GENICOM CORP 0.010 34.74 9.91 -0.02 547.84 29.43 461.18 23.36 60 GTOP GENITOPE CORP 3.520 1.92 -3.40 0.04 16.47 1.23 2.88 1.61 39

GNPI GENIUS PRODUCTS INC COM NEW 2.720 1.14 3.52 0.02 20.43 0.75 2.66 1.09 60 GLYT GENLYTE GROUP INC 78.110 0.84 2.74 0.14 7.22 0.26 0.94 0.90 60 GNYS GENOSYS INC 1.200 0.64 -0.04 -0.07 21.73 3.24 6.44 0.76 15 GHDX GENOMIC HEALTH INC 18.600 3.37 1.17 0.04 17.35 2.58 4.99 2.57 16 GNTA GENTA INC COM NEW 0.442 2.17 -2.87 0.07 24.92 0.91 3.24 1.77 60

GNSM GENSYM CORP 0.940 0.89 2.29 0.01 20.68 0.75 2.69 0.93 60 GETI GENTEK INC COM NEW 34.590 1.13 1.16 0.00 16.62 1.25 2.90 1.08 39 GPC GENUINE PARTS CO 47.430 0.69 0.25 0.27 3.95 0.14 0.51 0.79 60 GNVC GENVEC INC 2.400 2.18 0.64 0.08 24.11 0.88 3.13 1.78 60 GEOI GEORESOURCES INC 6.420 0.65 3.99 -0.01 21.28 0.78 2.77 0.77 60

GTIV GENTIVA HEALTH SERVICES 19.060 0.80 0.53 0.03 12.57 0.46 1.63 0.87 60 GNW GENWORTH FINL INC COM CL A 34.210 0.76 1.26 0.08 4.33 0.39 0.82 0.84 32 GNW PE GENWORTH FINL INC CORP UNITS 6% 36.670 0.67 0.69 0.10 3.63 0.32 0.69 0.78 32 GFME E GEORGE FOREMAN ENTERPRI 3.500 -0.14 3.94 -0.02 37.90 1.38 4.93 0.24 60 GOCM GEOCOM RES INC 0.263 -1.06 3.97 -0.01 31.50 1.26 4.38 -0.36 54

Based on S&P 500 Index Using Straight Regression Page 119 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GGR GEOGLOBAL RESOURCES INC 7.850 1.57 15.23 -0.01 55.93 2.04 7.27 1.37 60 GORX GEOPHARMA INC 4.060 1.95 4.12 0.06 24.88 0.91 3.23 1.63 60 GENT GENTIUM S P A SPONSORED ADR 20.350 3.78 1.99 0.14 14.41 1.90 3.76 2.84 19 GEOY GEOEYE INC COM 19.350 0.68 0.56 -0.02 19.86 1.69 3.51 0.79 36 GTWN GEORGETOWN BANCORP INC 8.750 1.08 -1.18 0.18 4.11 0.43 0.89 1.05 24

GKNT GEOKINETICS INC COM PAR $0.01 32.470 -0.75 12.87 -0.03 40.23 3.02 7.03 -0.16 39 GENZ GENZYME CORP COM GENL DIV 61.580 1.38 0.15 0.17 10.40 0.38 1.35 1.25 60 GABA GEORGIA BANCSHARES INC 22.000 0.66 1.80 0.01 14.53 0.58 2.02 0.77 54 GGC GEORGIA GULF CORP COM PAR $0.01 19.310 0.30 0.63 -0.01 11.73 0.43 1.53 0.54 60 GAH GEORGIA PWR CO NT SR X 5.70% 24.380 -0.04 0.27 -0.05 3.11 0.35 0.71 0.31 23

GPU GEORGIA PWR CO NT W 6% 081544 25.520 0.08 -0.01 -0.03 2.32 0.23 0.47 0.39 29 GPW GEORGIA PWR CO PINES T5.75 44 23.900 0.13 -0.14 -0.02 3.31 0.28 0.59 0.42 36 GPJ GEORGIA PWR CO NT SR R 6%2033 24.750 -0.08 0.07 -0.02 2.73 0.20 0.48 0.28 39 GPD GEORGIA PWR CO SR NT SR O 2033 24.200 0.06 -0.10 -0.02 2.77 0.18 0.46 0.38 45 GPE PW GEORGIA PWR CAP TR IV PFD 25.140 -0.01 0.01 -0.02 1.58 0.06 0.22 0.33 54

GPE PX GEORGIA PWR CAP TR VII PFD TR SECS 24.260 -0.11 0.05 -0.02 3.08 0.26 0.55 0.27 36 GETC GEOTEC THERMAL GENERATO 0.065 2.98 9.29 0.00 83.80 3.06 10.89 2.31 60 GSVE GERALD STEVENS INC COM NEW 0.001 -0.88 2.64 -0.01 30.21 1.10 3.93 -0.25 60 GRB GERBER SCIENTIFIC INC 12.560 0.10 1.77 -0.02 16.75 0.61 2.18 0.40 60 GGB GERDAU S A SPONSORED ADR 16.000 2.21 3.83 0.32 11.21 0.41 1.46 1.80 60

GNA GERDAU AMERISTEEL CORP 8.920 4.55 -1.09 0.46 9.63 0.94 2.04 3.36 27 GABC GERMAN AMERN BANCORP IN 14.380 0.27 0.03 0.01 6.03 0.22 0.78 0.52 60 GERN GERON CORP 8.780 0.98 2.77 -0.01 33.14 1.21 4.31 0.99 60 GYI GETTY IMAGES INC 42.820 1.62 1.16 0.19 11.42 0.42 1.48 1.41 60 GTY GETTY RLTY CORP NEW 30.900 0.51 0.77 0.09 5.41 0.20 0.70 0.68 60

GVHR GEVITY HR INC 23.690 0.85 4.49 0.02 15.13 0.55 1.97 0.90 60 GI GIANT INDS INC 74.950 1.34 4.15 0.08 15.15 0.55 1.97 1.22 60 GMOS GIANT MOTORSPORTS INC 0.220 6.06 -5.98 0.06 40.49 3.45 7.16 4.35 36 ROCK GIBRALTAR INDS INC COM 23.510 0.37 1.40 0.00 9.14 0.33 1.19 0.58 60 PACK GIBRALTAR PACKAGING GRO 1.650 0.53 1.07 0.00 13.24 0.48 1.72 0.69 60

Based on S&P 500 Index Using Straight Regression Page 120 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GIGA GIGA TRONICS INC 2.079 2.23 0.02 0.14 18.95 0.69 2.46 1.81 60 GGBM GIGABEAM CORP 4.280 4.00 -1.81 0.13 18.74 1.83 3.97 2.99 27 GILD GILEAD SCIENCES INC 64.930 0.80 2.28 0.12 7.39 0.27 0.96 0.87 60 GTAX GILMAN & CIOCIA INC 0.050 2.94 24.76 -0.01 132.54 4.84 17.23 2.28 60 GIL GILDAN ACTIVEWEAR INC SUB VTG SHS A 46.630 0.63 3.25 0.05 8.22 0.30 1.07 0.75 60

GRSR GIRASOLAR INC 0.820 49.90 44.38 0.05 247.97 36.91 71.37 33.41 16 GBCI GLACIER BANCORP INC NEW 24.440 0.59 1.78 0.12 5.47 0.20 0.71 0.73 60 GWSV GLACIER WATER SVCS INC 33.250 0.18 2.87 -0.01 11.37 0.41 1.48 0.46 60 GWSV P GLACIER WTR TR I PFD TR SECS% 24.850 0.22 0.44 0.02 4.26 0.16 0.55 0.48 60 GLAD GLADSTONE CAPITAL CORP 23.860 0.45 0.38 0.08 5.10 0.19 0.66 0.63 60

GOOD GLADSTONE COML CORP 20.140 0.59 0.25 0.09 3.63 0.27 0.62 0.73 41 GAIN GLADSTONE INVT CORP 15.310 0.54 -0.35 0.02 3.54 0.47 0.92 0.69 19 GLT GLATFELTER 15.500 1.23 -0.12 0.23 7.84 0.29 1.02 1.15 60 GSK GLAXOSMITHKLINE PLC SPONSORED ADR 52.760 0.20 0.15 0.00 5.25 0.19 0.68 0.47 60 GLBZ GLEN BURNIE BANCORP 17.050 0.62 0.99 0.06 7.66 0.28 1.00 0.75 60

GEMS GLENAYRE TECHNOLOGIES I 2.560 2.50 1.77 0.17 19.21 0.70 2.50 1.99 60 GLE GLENCAIRN GOLD CORP 0.490 3.91 -2.03 0.17 14.81 1.67 3.37 2.93 23 GWTR GLOBAL WATER TECHNOLOGI COM NEW 0.003 0.39 6.62 -0.02 92.27 3.37 11.99 0.60 60 GTLL GLOBAL TECHNOLOGIES LTD CLASS A 0.007 -0.45 10.80 -0.02 81.32 2.97 10.57 0.04 60 GITN GLOBAL ITECHNOLOGY INC 0.001 4.05 31.22 -0.01 250.37 9.13 32.54 3.02 60

GACF GLOBAL AIRCRAFT SOLUTIO 1.040 0.69 11.24 -0.02 70.90 2.59 9.22 0.79 60 GRLY GLOBAL REALTY DEV CORP 0.630 1.99 9.26 -0.01 90.14 3.29 11.72 1.65 60 GCA GLOBAL CASH ACCESS HLDG 16.230 1.38 -0.09 0.02 8.31 1.24 2.39 1.25 16 GBVS GLOBAL BEV SOLUTIONS IN 0.420 1.64 -4.84 0.00 41.95 1.53 5.50 1.43 59 GINV GLOBAL INNOVATION CORP 0.270 1.79 7.80 -0.01 70.21 2.56 9.13 1.52 60

GTLT U GLOBAL TELECOM & TECHNO UNIT A 041010 11.150 2.86 1.43 -0.03 38.18 4.55 9.27 2.23 21 GRT GLIMCHER RLTY TR SH BEN INT 26.710 0.23 0.72 0.00 6.72 0.25 0.87 0.49 60 GRT PF GLIMCHER RLTY TR PFD F SER 8.75 25.900 0.04 0.01 -0.02 1.60 0.12 0.27 0.36 40 GRT PG GLIMCHER RLTY TR PFD SH BEN INT 25.350 0.04 -0.03 -0.03 1.71 0.15 0.31 0.36 35 GLBL GLOBAL INDS LTD 13.040 1.15 1.00 0.08 12.69 0.46 1.65 1.10 60

Based on S&P 500 Index Using Straight Regression Page 121 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GBIT Q GLOBAL INTELLICOM INC 0.002 19.07 47.32 -0.02 219.03 24.65 49.90 12.97 23 GBGD GLOBAL GOLD CORP COM NEW 0.880 3.25 3.96 -0.01 41.14 4.00 8.43 2.49 29 GISX GLOBAL IMAGING SYSTEMS 21.950 0.39 1.93 0.02 7.60 0.28 0.99 0.60 60 GLOB GLOBAL MED TECHNOLOGIES 0.700 0.83 1.62 0.00 20.33 0.74 2.64 0.89 60 GPTX GLOBAL PMT TECHNOLOGIES 1.400 0.25 -1.04 -0.01 11.71 0.43 1.52 0.50 60

GLNC GLOBAL NATL COMMUNICATI 0.013 75.57 59.40 0.04 521.23 50.66 106.84 50.42 29 GBNW GLOBAL NETWORKS CORP 0.240 4.14 23.54 0.00 121.13 4.42 15.75 3.08 60 GBSY GLOBAL INNOVATIVE SYS I COM PAR $0.001 0.900 -0.36 11.63 -0.02 83.11 3.03 10.80 0.10 60 GEE GLOBAL ENTMT CORP COM NEW 4.950 -0.51 1.55 -0.03 12.27 1.10 2.39 0.00 30 GBJT GLOBAL TRANSNET CORP COM PAR $0.001 0.003 7.83 7.92 0.00 73.60 7.51 15.84 5.53 25

GSCP GLOBALSCAPE INC 2.910 1.99 6.59 0.03 33.88 1.24 4.40 1.66 60 GEPT GLOBAL E POINT INC 0.430 1.85 0.76 0.03 29.58 1.08 3.85 1.56 60 GPN GLOBAL PMTS INC 46.300 0.85 1.66 0.11 7.95 0.29 1.03 0.90 60 GEGQ Q GLOBAL POWER EQUIPMENT 0.700 1.46 -4.01 0.08 15.78 0.58 2.05 1.30 60 GBNS GLOBAL BUSINESS SVCS IN COM NEW 0.050 0.13 3.58 -0.02 73.60 2.68 9.57 0.43 60

GBTD GLOBAL TRIAD INC COM NEW 0.008 0.38 1.82 -0.02 59.54 2.17 7.74 0.59 60 GDVI GLOBAL DIVERSIFIED INDS 0.042 9.69 15.20 0.10 96.56 3.52 12.55 6.76 60 GPVN GLOBAL PROSPECTING VENT COM NEW 0.020 2.25 22.45 -0.03 196.61 15.71 34.77 1.83 37 GBAM F GLOBAL ALUMINA CORP 1.180 0.60 -2.81 -0.04 10.72 1.21 2.44 0.74 23 GSL GLOBAL SIGNAL INC 52.670 2.38 1.24 0.43 5.48 0.49 1.06 1.92 31

GBMR GLOBAL MATRECHS INC COM NEW 0.007 3.94 135.25 -0.02 94.89 39.94 142.33 2.95 60 GCCP GLOBAL CONCEPTS LTD 0.001 3.53 21.68 -0.01 218.99 7.99 28.47 2.68 60 GBRC GLOBAL RES CORP COM NEW 1.690 0.45 11.62 -0.02 118.03 4.34 15.65 0.63 58 GMUS GLOBAL MUSIC INTL INC 1.750 1.62 2.53 -0.05 32.82 4.19 8.53 1.41 20 GBMS GLOBAL MATLS & SVCS INC COM NEW 0.001 2.59 -17.70 -0.01 86.24 3.15 11.21 2.06 60

GLOI GLOBALOPTIONS GROUP INC 1.500 -1.45 -1.55 -0.02 14.35 1.90 3.74 -0.62 19 GLGT GLOBAL GENERAL TECHNOLO 0.039 -0.31 1.82 -0.02 57.50 2.10 7.47 0.13 60 GITH GLOBAL IT HLDGS INC NEW COM NEW 0.002 1.52 10.88 -0.01 79.32 2.89 10.31 1.35 60 GLP GLOBAL PARTNERS LP COM UNITS 25.980 1.18 -0.37 0.06 5.68 0.84 1.63 1.12 16 GGRN GLOBAL GREEN SOLUTIONS 1.250 -0.90 14.48 -0.08 38.01 6.25 12.53 -0.26 14

Based on S&P 500 Index Using Straight Regression Page 122 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GWTE GLOBAL WATAIRE INC 0.181 -1.44 5.00 -0.01 78.79 2.87 10.24 -0.62 60 GCOM GLOBECOMM SYSTEMS INC 8.810 1.21 2.00 0.03 20.05 0.73 2.61 1.14 60 GBIX Q GLOBIX CORP 0.000 1.11 9.88 -0.02 124.10 4.53 16.13 1.08 60 GEX GLOBIX CORP COM NEW 4.350 -1.13 4.58 0.00 21.93 1.09 3.31 -0.41 51 GTVC F GLOBETECH VENTURES CORP 0.200 3.26 13.59 0.00 86.09 3.14 11.19 2.50 60

GTEM GLOBETEL COMMUNICATIONS COM NEW 0.370 2.54 6.41 0.02 46.85 1.71 6.09 2.02 60 GENV GLOBETECH ENVIRONMENTAL 0.068 1.67 20.43 -0.02 154.95 5.65 20.14 1.44 60 GLOW GLOWPOINT INC 0.380 2.18 -1.45 0.05 29.56 1.08 3.84 1.78 60 GLGS GLYCOGENESYS INC COM NEW 0.012 1.15 -5.65 0.00 31.32 1.14 4.07 1.10 60 GYLG GLYCOLOGY INC 0.011 6.01 9.37 0.01 112.64 4.52 15.68 4.32 54

GMXR GMX RES INC 35.500 2.74 5.37 0.11 26.17 0.95 3.40 2.15 60 GOAM GOAMERICA INC COM PAR $0.01 8.160 5.42 2.81 0.05 74.66 2.72 9.71 3.93 60 GOL GOL LINHAS AEREAS INTLG SP ADR REP PFD 28.670 2.17 3.22 0.06 13.88 1.24 2.68 1.77 31 GSRS GOLD COAST RES INC 0.030 2.11 13.43 -0.03 88.95 7.11 15.73 1.74 37 GFI GOLD FIELDS LTD NEW SPONSORED ADR 18.880 -0.11 3.19 -0.02 13.67 0.50 1.78 0.27 60

GEGP GOLD ENTMT GROUP INC COM NEW 0.000 74.80 54.32 0.05 533.97 48.76 102.43 49.90 29 GKIS GOLD KIST INC COM 21.020 1.82 1.50 0.04 13.01 1.27 2.76 1.54 27 GRZ GOLD RESV INC CLASS A 4.720 0.58 5.70 -0.01 26.52 0.97 3.45 0.72 60 GOLS GOLD STD INC COM NEW 0.390 4.04 5.31 0.07 47.79 1.74 6.21 3.02 60 GAPJ GOLDEN APPLE OIL & GAS 0.020 4.52 -5.30 -0.05 92.65 11.83 24.09 3.33 20

GCHR GOLDEN CHIEF RES INC COM NEW 0.007 83.00 344.38 -0.04 15.35 5.01 427.53 55.34 25 GG GOLDCORP INC NEW CLASS A 28.440 0.14 3.21 -0.02 11.83 0.43 1.54 0.43 60 GLDC GOLDEN ENTERPRISES INC CLASS A 3.060 0.52 0.00 0.02 9.46 0.34 1.23 0.68 60 GPXM GOLDEN PHOENIX MINERALS 0.375 0.42 5.07 -0.01 27.22 0.99 3.54 0.62 60 GORV GOLDEN RIVER RESOURCES 0.125 0.32 -2.10 -0.05 40.15 4.79 9.75 0.55 21

GSPT GOLDEN SPIRIT ENTERPRIS 0.190 -1.73 9.84 -0.01 60.96 2.22 7.92 -0.81 60 GSS GOLDEN STAR RES LTD CDA 2.950 1.26 4.60 0.02 22.20 0.81 2.89 1.17 60 GSBB GOLDEN ST BUSINESS BK C 15.500 -1.48 2.87 0.01 9.10 1.36 2.70 -0.64 15 GLDN GOLDEN TELECOM INC COMMON 46.840 1.56 2.44 0.18 11.48 0.42 1.49 1.37 60 GV GOLDFIELD CORP 1.190 0.97 2.54 0.01 19.58 0.71 2.55 0.98 60

Based on S&P 500 Index Using Straight Regression Page 123 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GS GOLDMAN SACHS GROUP INC 199.350 1.25 0.97 0.48 4.64 0.17 0.60 1.17 60 GS PA GOLDMAN SACHS GROUP INC PFD A 1/1000 26.300 -0.08 0.32 -0.02 0.78 0.09 0.19 0.29 21 GS PB GOLDMAN SACHS GROUP INC PFD 1/1000 B 26.120 0.04 0.32 -0.07 1.67 0.25 0.49 0.36 15 GS PC GOLDMAN SACHS GROUP INC PFD 1/1000 C 26.170 0.07 0.11 -0.05 0.85 0.13 0.25 0.38 15 GSPG GOLDSPRING INC 0.004 7.52 -0.35 0.03 80.91 5.12 13.35 5.32 46

GGXY GOLF GALAXY INC 18.640 3.22 -1.91 0.08 15.08 2.01 4.07 2.47 18 GTA GOLF TR AMER INC 1.470 0.63 -0.54 0.00 19.54 0.71 2.54 0.75 60 TEEE GOLF ROUNDS COM INC 0.850 -0.06 1.30 -0.02 16.31 0.59 2.12 0.30 60 GTIM GOOD TIMES RESTAURANTS COM PAR $0.001 6.004 0.48 2.33 -0.01 15.59 0.57 2.03 0.65 60 GR GOODRICH CORP 45.550 1.09 0.85 0.17 8.28 0.30 1.08 1.06 60

GDP GOODRICH PETE CORP COM NEW 36.180 1.03 4.28 0.04 14.76 0.54 1.92 1.02 60 GT GOODYEAR TIRE & RUBR CO 20.990 1.84 0.04 0.20 12.81 0.47 1.66 1.56 60 GOOG GOOGLE INC CLASS A 460.480 0.84 5.30 -0.02 13.24 1.29 2.71 0.90 29 GRC GORMAN RUPP CO 36.970 0.81 1.23 0.13 7.11 0.26 0.92 0.87 60 GOT GOTTSCHALKS INC 11.480 1.87 3.17 0.12 17.15 0.63 2.23 1.58 60

GTAP GOTTAPLAY INTERACTIVE I 2.470 1.53 7.95 -0.01 85.22 3.11 11.08 1.35 60 GOV GOUVERNEUR BANCORP 12.500 0.14 0.96 -0.01 6.79 0.25 0.88 0.43 60 GPT GOVERNMENT PPTYS TR INC 10.600 0.78 -0.95 0.03 6.46 0.55 1.14 0.85 36 GPCB GPC BIOTECH AG SPONSORED ADR 25.500 2.56 0.85 0.12 12.46 1.11 2.40 2.03 31 GRA GRACE W R & CO DEL NEW 19.800 2.05 6.16 0.07 24.25 0.88 3.15 1.70 60

GGG GRACO INC 39.620 0.78 1.25 0.19 5.56 0.20 0.72 0.85 60 GTI GRAFTECH INTL LTD 6.920 2.64 0.55 0.18 19.25 0.70 2.50 2.08 60 GHM GRAHAM CORP 13.121 1.25 1.56 0.10 12.55 0.46 1.63 1.17 60 GFIH Q GRAHAM-FIELD HEALTH PRO 0.000 0.17 28.68 -0.02 171.60 6.26 22.31 0.45 60 GWW GRAINGER W W INC 69.940 0.76 0.51 0.17 5.75 0.21 0.75 0.84 60

GKK GRAMERCY CAP CORP 30.890 1.33 1.65 0.14 6.16 0.55 1.20 1.22 30 GTRE GRAN TIERRA ENERGY INC 1.190 0.79 -5.43 -0.08 38.67 6.36 12.74 0.86 14 GCLI Q GRAND CT LIFESTYLES INC 0.005 31.81 313.95 -0.04 310.24 27.62 273.86 21.42 28 GMSC GRAND ENTMT & MUSIC INC COM NEW 0.005 2.19 0.46 -0.01 79.63 2.93 10.56 1.79 58 GRIN GRAND TOYS INTL LTD HON SPONSORED ADR 1.320 2.69 -2.75 0.06 16.50 1.60 3.38 2.12 29

Based on S&P 500 Index Using Straight Regression Page 124 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GCFB GRANITE CITY FOOD & BRE 5.120 0.44 2.32 -0.01 19.14 0.70 2.49 0.63 60 GVA GRANITE CONSTR INC 50.320 1.27 1.21 0.19 9.10 0.33 1.18 1.18 60 GRP GRANT PRIDECO INC 39.770 1.03 2.35 0.08 11.44 0.42 1.49 1.02 60 GPK GRAPHIC PACKAGING CORP 4.330 0.99 0.58 -0.01 16.53 1.22 2.81 0.99 41 GOJO GRAPHON CORP 0.150 3.13 1.11 0.07 37.76 1.38 4.91 2.41 60

GRVY GRAVITY CO LTD SPONSORED ADR 5.850 -0.93 -0.74 -0.04 16.74 1.88 3.81 -0.28 23 GTN GRAY TELEVISION INC 7.330 1.08 -0.54 0.13 9.44 0.34 1.23 1.05 60 GTN A GRAY TELEVISION INC CLASS A 8.220 0.80 -0.77 0.08 8.98 0.33 1.17 0.86 60 GRMK GRAYMARK PRODUCTIONS IN 0.250 4.46 -1.52 -0.02 48.79 5.49 11.11 3.29 23 GPKE GRAYSTONE PK ENTERPRISE 0.030 24.98 28.62 0.00 263.21 25.64 55.83 16.89 27

GTPS GREAT AMERN BANCORP INC 33.250 0.05 0.78 -0.02 5.73 0.21 0.75 0.37 60 GFAM GREAT AMERN FAMILY PKS 0.140 3.75 -2.88 0.02 35.48 2.84 6.27 2.82 37 GFR GREAT AMERN FINL RES IN 23.050 0.62 0.35 0.08 6.91 0.25 0.90 0.75 60 GAP GREAT ATLANTIC & PAC TE 25.740 2.03 0.80 0.15 16.49 0.60 2.14 1.68 60 GBN GREAT BASIN GOLD LTD 1.680 0.85 3.66 0.00 22.56 0.82 2.93 0.90 60

GBFL GREAT BASIN FINL CORP CDT COM 9.000 0.93 -0.20 0.00 6.67 0.95 1.80 0.95 17 GLUX GREAT LAKES AVIATION LT 2.270 -0.98 8.74 -0.01 36.25 1.32 4.71 -0.31 60 GSBC GREAT SOUTHN BANCORP IN 29.510 0.16 1.30 -0.01 7.46 0.27 0.97 0.44 60 GLK GREAT LAKES BANCORP INC COM 14.040 0.11 -1.97 -0.02 10.18 0.37 1.32 0.41 60 GNI GREAT NORTHN IRON ORE P CTFS BEN INT 119.440 0.35 0.95 0.01 6.98 0.25 0.91 0.57 60

PEDE GREAT PEE DEE BANCORP I COM STK 15.400 0.09 0.44 -0.01 4.11 0.15 0.53 0.40 60 GXP GREAT PLAINS ENERGY INC 31.800 0.84 0.14 0.42 3.48 0.13 0.45 0.89 60 GXP PA GREAT PLAINS ENERGY INC PFD 3.80% 74.000 0.04 0.37 -0.02 3.70 0.13 0.48 0.37 60 GXP PD GREAT PLAINS ENERGY INC PFD 4.35% 83.000 0.57 -0.12 0.14 2.31 0.28 0.56 0.71 21 GXP PE GREAT PLAINS ENERGY INC PFD 4.50% 83.250 0.23 0.40 0.03 2.89 0.14 0.44 0.49 51

GXP P GREAT PLAINS ENERGY INC INCOME PRIDES 25.050 0.45 -0.31 0.09 2.54 0.23 0.49 0.63 31 GWAQ GREAT WALL ACQUISITION GREAT WALL ACQ 6.650 0.59 0.51 0.11 3.10 0.27 0.57 0.73 33 GWAQ U GREAT WALL ACQUISITION UNIT EX 031609 10.750 0.46 1.76 -0.02 8.73 0.75 1.57 0.64 34 WOLF GREAT WOLF RESORTS INC 13.960 0.91 -1.94 -0.01 11.00 1.12 2.37 0.94 25 GB GREATBATCH INC 26.920 1.08 -0.37 0.12 9.92 0.36 1.29 1.05 60

Based on S&P 500 Index Using Straight Regression Page 125 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GAFC GREATER ATLANTIC FINANC 4.440 -0.09 -0.30 -0.01 6.38 0.23 0.83 0.28 60 GBBK GREATER BAY BANCORP 26.330 1.22 -0.24 0.22 7.94 0.29 1.03 1.14 60 GFLS GREATER COMMUNITY BANCO 17.910 0.13 1.01 -0.01 4.77 0.17 0.62 0.42 60 ALLB GREATER DEL VY HLDGS 22.600 0.40 0.06 0.00 10.68 0.39 1.39 0.60 60 GSCB GREATER SACRAMENTO BANK 23.000 0.37 2.17 0.03 6.10 0.22 0.79 0.58 60

GSNH GREATER SOONER HLDGS IN 0.038 0.49 22.97 -0.02 207.97 15.35 35.04 0.66 42 GDPS GREEN DOLPHIN SYSTEMS C COM NEW 0.020 92.73 324.12 -0.01 863.39 59.75 432.72 61.78 49 GMOC GREEN MTN CAP INC COM NEW 0.230 21.02 48.82 0.00 512.64 18.70 66.64 14.27 60 GMCR GREEN MTN COFFEE ROASTE 49.230 0.60 1.30 0.02 10.72 0.39 1.39 0.73 60 GMP GREEN MOUNTAIN PWR CORP 33.890 0.20 1.02 0.01 4.67 0.17 0.61 0.47 60

GPEH GREEN PWR ENERGY HLDGS 0.015 3.68 -3.32 0.00 50.36 3.56 8.41 2.78 44 GBX GREENBRIER COS INC 30.000 1.47 2.60 0.14 12.13 0.44 1.58 1.31 60 GBTG GREENBRIDGE TECH INC 0.350 2.16 -8.07 -0.03 20.14 2.87 5.44 1.77 17 GNCG Y GREENCORE GROUP PLC SPONSORED ADR 24.263 1.76 0.60 0.13 6.99 0.93 1.89 1.51 18 GCBC GREENE COUNTY BANCORP I 14.560 0.34 1.18 0.02 6.60 0.24 0.86 0.56 60

GCBS GREENE CNTY BANCSHARES COM NEW 39.730 0.31 1.64 0.01 7.08 0.26 0.92 0.55 60 SRVY GREENFIELD ONLINE INC 14.300 0.91 0.51 -0.02 17.59 1.58 3.42 0.94 30 GHL GREENHILL & CO INC 73.800 1.71 3.14 0.12 8.51 0.76 1.62 1.47 32 GLFC GREENLEAF TECHNOLOGIES 0.000 2.38 11.84 -0.01 124.46 4.54 16.18 1.91 60 GMTI GREENMAN TECHNOLOGIES I COM NEW 0.360 0.01 -0.15 -0.02 20.09 0.73 2.61 0.35 60

GRWW GREENS WOLDWIDE INC COM NEW 0.180 15.35 -8.92 0.08 74.29 9.89 20.06 10.51 18 GVBK GREENVILLE FIRST BANCSH 21.470 0.54 1.87 0.08 5.81 0.21 0.76 0.69 60 GWDP GREENWIND PWR CORP USA COM NEW 1.750 15.11 11.68 0.04 129.02 9.52 21.75 10.35 42 GRBS GREER BANCSHARES INC 24.000 1.69 -3.03 0.07 8.37 1.11 2.18 1.45 19 GEF GREIF INC CLASS A 118.400 1.44 2.00 0.28 8.12 0.30 1.06 1.29 60

GEF B GREIF INC CLASS B 107.500 0.84 2.02 0.13 7.40 0.27 0.96 0.90 60 GW GREY WOLF INC 6.860 0.53 1.63 0.02 9.35 0.34 1.21 0.69 60 GFCI GRIFCO INTL INC 0.070 2.93 3.75 0.01 66.92 2.44 8.70 2.28 60 GRIF GRIFFIN LD & NURSERIES CLASS A 32.450 0.57 1.63 0.03 9.30 0.34 1.21 0.72 60 GFF GRIFFON CORP 25.500 0.73 0.95 0.08 8.14 0.30 1.06 0.82 60

Based on S&P 500 Index Using Straight Regression Page 126 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GRIL GRILL CONCEPTS INC COM NEW 3.010 -0.02 2.92 -0.02 18.92 0.69 2.46 0.33 60 GNBA GROEN BROS AVIATION INC 0.195 0.18 0.29 -0.02 15.74 0.57 2.05 0.46 60 GFDI GROFEED INC 0.001 14.90 53.08 -0.07 290.72 47.82 95.80 10.21 14 GPI GROUP 1 AUTOMOTIVE INC 51.720 1.32 1.08 0.16 10.40 0.38 1.35 1.21 60 DA GROUPE DANONE SPONSORED ADR 32.600 0.63 1.56 0.17 4.83 0.18 0.63 0.75 60

GIB GROUPE CGI INC CL A SUB VTG 6.960 1.19 -0.32 0.27 6.82 0.25 0.89 1.12 60 GGAL GRUPO FINANCIERO GALICI SP ADR 10 SH B 9.560 2.14 2.80 0.14 17.90 0.65 2.33 1.76 60 GBE GRUBB & ELLIS CO COM PAR $0.01 11.520 -0.64 5.32 -0.01 26.57 0.97 3.45 -0.08 60 GMK GRUMA S A DE CV SPON ADR CL B 14.590 0.71 2.57 0.07 8.60 0.31 1.12 0.81 60 GPOV Y GRUPO CARSO S A DE C V SPON ADR P-CTF 7.389 1.78 1.86 0.23 6.21 0.53 1.11 1.52 35

SAB GRUPO CASA SABA S A DE SPONSORED ADR 26.000 0.26 2.58 -0.01 8.88 0.32 1.15 0.51 60 RC GRUPO RADIO CENTRO S A SPONSORED ADR 10.750 1.75 1.25 0.17 13.47 0.49 1.75 1.50 60 TV GRUPO TELEVISA SA DE CV SP ADR REP ORD 27.010 1.69 1.16 0.55 5.47 0.20 0.71 1.46 60 TMM GRUPO TMM S A SP ADR A SHS 2.520 1.56 -1.24 0.08 17.71 0.65 2.30 1.37 60 ASR GRUPO AEROPORTUARIO DEL SPON ADR SER B 42.470 0.91 1.71 0.12 8.43 0.31 1.10 0.94 60

GPMC Y GRUPO MODELO S A DE C V SPON ADR C SHS 55.700 1.64 1.78 0.23 5.66 0.58 1.22 1.43 25 GTXI GTX INC DEL 17.840 2.40 0.63 0.07 14.63 1.25 2.61 1.93 35 GSCR GS CARBON CORP 0.120 1.24 -7.66 -0.01 29.02 1.62 4.39 1.16 49 GSH GUANGSHEN RY LTD SPONSORED ADR 33.900 0.62 2.43 0.05 8.45 0.31 1.10 0.75 60 GDTI GUARDIAN TECHNLGS INTL COM PAR $0.005 0.840 4.84 3.53 0.11 46.53 1.70 6.05 3.54 60

GFED GUARANTY FED BANCSHARES 28.710 0.41 1.20 0.11 3.97 0.14 0.52 0.61 60 GUCG GUCCI GROUP N V COM NY REG 99.500 0.41 0.27 0.00 4.82 0.43 0.93 0.61 31 GES GUESS INC 63.430 1.66 3.90 0.16 13.20 0.48 1.72 1.44 60 GESM GUESTMETRICS INC 0.012 6.99 2.57 -0.03 89.17 10.11 20.53 4.97 22 GDLN GUIDELINE INC 1.630 0.27 2.04 -0.01 15.56 0.57 2.02 0.52 60

TELI GUINNESS TELLI PHONE CO 0.010 2.50 100.41 -0.02 442.46 16.14 57.52 1.99 60 GTRC GUITAR CTR MGMT INC 45.460 0.47 2.20 0.02 8.64 0.32 1.12 0.65 60 GBIC GULF BIOMEDICAL CORP 0.059 0.71 17.34 -0.04 106.56 10.39 22.88 0.81 26 GIFI GULF ISLAND FABRICATION 36.900 0.52 2.28 0.01 11.92 0.43 1.55 0.68 60 GUQ GULF POWER CO NT SR J 5.875 24.290 0.03 0.38 -0.03 2.62 0.23 0.50 0.36 32

Based on S&P 500 Index Using Straight Regression Page 127 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GUI GULF POWER CO NT SR 5.75% 33 24.710 0.18 -0.16 0.00 2.49 0.18 0.43 0.46 40 GUL GULF POWER CO NT H 5.25% 33 23.330 -0.07 0.06 -0.02 3.41 0.25 0.57 0.29 42 GMRK GULFMARK OFFSHORE INC 37.410 0.68 2.18 0.02 12.86 0.47 1.67 0.79 60 GPOR GULFPORT ENERGY CORP COM NEW 13.590 -0.78 3.64 0.01 18.63 0.68 2.42 -0.18 60 SORT GUNTHER INTL LTD COM 0.420 -0.12 4.28 -0.02 25.26 1.26 3.81 0.26 51

GYMB GYMBOREE CORP 38.160 0.88 2.33 0.05 12.13 0.44 1.58 0.92 60 GYRO GYRODYNE CO AMER INC 62.000 -0.11 3.02 -0.01 8.16 0.30 1.06 0.26 60 HCBN HCB FINL CORP CMT-COM 27.600 0.15 -0.34 0.00 1.78 0.14 0.31 0.44 37 HCC HCC INS HLDGS INC 32.090 0.63 0.82 0.15 5.14 0.19 0.67 0.75 60 HRRN HE-5 RESOURCES CORP COM NEW 0.700 7.21 19.98 0.01 153.02 6.14 21.47 5.11 53

HE PU HECO CAP TR III QUIPS 6.5% 04 25.270 -0.18 0.09 0.01 1.85 0.16 0.33 0.22 34 HDB HDFC BANK LTD ADR REPS 3 SHS 75.480 0.63 2.84 0.06 7.99 0.29 1.04 0.76 60 HEII HEI INC 1.540 1.32 -1.31 0.04 18.65 0.68 2.42 1.21 60 HFFC HF FINL CORP 17.280 0.28 1.09 0.02 5.33 0.19 0.69 0.52 60 HMCO HIMC CORP 0.230 -0.78 5.61 -0.03 46.40 3.71 8.21 -0.18 37

HMG HMG COURTLAND PPTYS INC SHS BEN INT 13.950 0.36 1.47 0.01 8.60 0.31 1.12 0.58 60 HMNF HMN FINL INC 34.510 0.29 1.32 0.04 4.40 0.16 0.57 0.53 60 HNI HNI CORP 44.410 0.64 0.73 0.11 6.04 0.22 0.78 0.76 60 HMSY HMS HLDGS CORP 15.150 0.25 3.50 -0.01 14.51 0.53 1.89 0.50 60 HQSM HQ SUSTAINABLE MARITIM 0.290 -1.52 9.07 -0.01 42.99 2.14 6.49 -0.67 51

HRP HRPT PPTYS TR COM SH BEN INT 12.350 0.54 0.48 0.15 4.32 0.16 0.56 0.69 60 HRP PB HRPT PPTYS TR PFD SER B 25.710 0.05 0.04 -0.01 1.84 0.08 0.26 0.37 52 HBC HSBC HLDGS PLC SPON ADR NEW 91.650 0.81 0.46 0.47 3.06 0.11 0.40 0.87 60 HBC PA HSBC HLDGS PLC ADR A 1/40PF A 25.400 -0.06 0.20 -0.07 2.31 0.34 0.67 0.30 16 HBA PZ HSBC USA INC NEW PFD $2.8575 51.250 -0.21 0.51 0.03 3.48 0.13 0.46 0.20 58

HBA PD HSBC USA INC NEW PFD D DEP 1/4S 23.460 -0.14 0.19 0.04 2.09 0.08 0.27 0.25 60 HBA PF HSBC USA INC NEW PFD F FLT RATE 26.100 0.02 0.21 -0.05 0.94 0.11 0.23 0.35 21 HBA PG HSBC USA INC NEW PFD DEP 1/40 G 25.940 0.08 0.10 -0.06 1.13 0.17 0.33 0.39 15 HTB HSBC FINANCE CORP NT 6.875% 2033 25.640 0.10 -0.03 -0.01 2.25 0.14 0.35 0.40 48 HTN HSBC FINANCE CORP NT 113033 24.880 -0.08 0.10 -0.02 2.81 0.22 0.50 0.28 37

Based on S&P 500 Index Using Straight Regression Page 128 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HFC PB HSBC FINANCE CORP PFD B DEP 1/40 25.920 0.30 -0.14 0.07 1.49 0.20 0.40 0.54 18 HTRE H3 ENTERPRISES INC 0.050 21.55 33.05 0.00 209.12 20.37 43.71 14.62 28 HABC HABERSHAM BANCORP INC 23.540 0.11 0.85 -0.01 6.38 0.23 0.83 0.41 60 HAE HAEMONETICS CORP 45.020 0.42 0.56 0.03 7.14 0.26 0.93 0.61 60 HAIN HAIN CELESTIAL GROUP IN 31.210 1.00 0.27 0.12 9.16 0.33 1.19 1.00 60

HX HALIFAX CORP 2.490 0.64 0.18 0.02 12.47 0.45 1.62 0.76 60 HAL HALLIBURTON CO COM 31.050 1.61 2.50 0.28 9.13 0.33 1.19 1.41 60 HALL HALLMARK FINL SVCS INC COM NEW 9.910 -0.27 6.01 -0.02 22.29 1.20 3.36 0.16 50 HWG HALLWOOD GROUP INC COM PAR $0.10 122.500 1.47 6.65 0.04 22.00 0.80 2.86 1.31 60 HLOS F HALO RES LTD 0.326 2.37 -2.64 0.01 20.73 2.02 4.33 1.91 28

HALO HALO TECHNOLOGY HLDGS I 0.600 0.34 -3.77 -0.02 30.11 1.15 4.07 0.56 56 HTI HALOZYME THERAPEUTICS I 8.050 2.22 2.48 -0.01 35.71 3.06 6.44 1.81 34 HAMP HAMPSHIRE GROUP LTD COM 16.570 1.01 1.77 0.10 9.97 0.36 1.30 1.01 60 HMPR HAMPTON ROADS BANKSHARE 12.000 -0.10 1.06 -0.02 7.50 0.28 1.00 0.27 57 HNAB HANA BIOSCIENCES INC 6.370 5.45 -2.02 0.20 20.52 2.00 4.35 3.95 27

HANA HANAROTELECOM INC SPON ADR NEW 8.250 1.33 0.38 0.15 10.91 0.40 1.42 1.22 60 HKF HANCOCK FABRICS INC 3.440 0.22 -1.73 -0.01 10.57 0.39 1.37 0.48 60 HBHC HANCOCK HLDG CO 52.840 0.12 2.30 -0.01 5.61 0.20 0.73 0.42 60 HTD HANCOCK JOHN TAX-ADV DI 20.350 0.74 -0.37 0.13 3.59 0.31 0.64 0.83 35 HPF HANCOCK JOHN PFD INCOME 25.440 0.17 -0.07 0.00 3.42 0.18 0.52 0.45 50

HDL HANDLEMAN CO DEL 6.770 0.88 -1.15 0.08 9.85 0.36 1.28 0.92 60 HSNG Y HANG SENG BK LTD SPONSORED ADR 13.668 0.79 -0.55 0.22 2.85 0.24 0.51 0.86 35 HNLG Y HANG LUNG GROUP LTD SPONSORED ADR 15.205 1.03 2.12 -0.01 7.43 1.11 2.14 1.02 16 HGR HANGER ORTHOPEDIC GROUP COM NEW 7.530 0.27 1.76 -0.01 17.75 0.65 2.31 0.52 60 HLPP Y HANG LUNG PPTYS LTD SPONSORED ADR 12.400 1.22 0.57 0.09 6.97 0.60 1.24 1.14 35

HAFC HANMI FINL CORP 22.530 0.88 2.01 0.12 8.00 0.29 1.04 0.92 60 HVRR Y HANNOVER RUECKVERSICHER SPONSORED ADR 23.250 0.59 0.78 0.00 5.31 0.56 1.15 0.73 24 HCM HANOVER CAP MTG HLDGS I 4.970 0.67 -0.67 0.05 8.82 0.32 1.15 0.78 60 HC HANOVER COMPRESSOR CO 18.890 2.45 -0.35 0.33 12.25 0.45 1.59 1.96 60 HNFS A HANOVER FOODS CORP CLASS A 101.000 0.59 0.58 0.03 5.15 0.38 0.86 0.73 43

Based on S&P 500 Index Using Straight Regression Page 129 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

THG HANOVER INS GROUP INC 48.800 1.70 0.39 0.21 11.47 0.42 1.49 1.46 60 HGCP HANSEN GRAY & CO INC COM NEW 0.035 13.24 31.14 0.00 183.64 13.77 32.09 9.11 39 HANS HANSEN NAT CORP 33.680 0.53 8.37 -0.01 18.57 0.68 2.41 0.69 60 HAN HANSON PLC NEW SPONSORED ADR 75.690 1.04 1.14 0.31 5.42 0.20 0.70 1.03 60 HRBN HARBIN ELECTRIC INC 8.050 1.22 4.43 -0.03 17.50 1.85 3.78 1.15 24

HBTC HARBOURTON FINL CORP COM NEW 2.100 0.41 0.16 0.01 8.95 0.33 1.16 0.61 60 HTDS HARD TO TREAT DISEASES 0.002 43.88 105.24 0.01 951.61 34.72 123.70 29.42 60 HDNG HARDINGE BROS INC 15.060 0.96 0.83 0.10 9.41 0.34 1.22 0.98 60 HFBK HARFORD BANK ABERDEEN M 42.000 0.09 0.85 -0.01 4.58 0.17 0.60 0.40 60 HEC HARKEN ENERGY CORP COM NEW 0.510 2.38 0.47 0.09 24.85 0.91 3.23 1.92 60

JH HARLAND JOHN H CO 50.200 -0.01 1.66 -0.02 7.32 0.27 0.95 0.33 60 HOG HARLEY DAVIDSON INC 70.470 0.90 0.26 0.24 5.58 0.20 0.73 0.94 60 HGIC HARLEYSVILLE GROUP INC 34.820 0.06 0.83 -0.02 6.85 0.25 0.89 0.38 60 HNBC HARLEYSVILLE NATL CORP 19.310 0.61 0.44 0.05 8.32 0.30 1.08 0.74 60 HARL HARLEYSVILLE SVGS FINL 18.480 0.19 0.97 0.00 4.90 0.18 0.64 0.46 60

HAR HARMAN INTL INDS INC 99.910 1.14 2.50 0.16 9.08 0.33 1.18 1.09 60 HLIT HARMONIC INC 7.270 3.46 0.98 0.21 23.49 0.86 3.05 2.63 60 HMY HARMONY GOLD MNG LTD SPONSORED ADR 15.750 0.06 2.67 -0.02 16.29 0.59 2.12 0.38 60 HLDI HAROLDS STORES INC 0.450 1.44 0.87 0.02 27.86 1.02 3.62 1.29 60 HET HARRAHS ENTMT INC 82.720 0.46 1.41 0.04 6.94 0.25 0.90 0.64 60

TINY HARRIS & HARRIS GROUP I 12.090 2.79 4.16 0.16 21.77 0.79 2.83 2.19 60 HWFG HARRINGTON WEST FINL GR CDT-COM 17.250 0.48 0.82 0.04 5.17 0.28 0.78 0.66 50 HRS HARRIS CORP DEL 45.860 0.25 2.07 0.00 8.21 0.30 1.07 0.51 60 HPOL HARRIS INTERACTIVE INC 5.040 0.61 1.58 0.01 13.56 0.49 1.76 0.74 60 HBC P HARRIS PFD CAP CORP PFD EXCH A 25.310 0.02 0.04 -0.01 0.89 0.03 0.12 0.35 60

HSC HARSCO CORP 76.100 1.06 1.13 0.28 5.87 0.21 0.76 1.04 60 HRCT HARTCOURT COS INC COM NEW 0.100 7.02 1.67 0.15 57.68 2.10 7.50 4.99 60 HHS HARTE-HANKS INC 27.710 0.35 0.59 0.08 3.95 0.14 0.51 0.57 60 HIG HARTFORD FINL SVCS GROU 93.310 1.43 0.34 0.45 5.58 0.20 0.73 1.29 60 HBIO HARVARD BIOSCIENCE INC 5.130 1.45 -0.63 0.12 13.40 0.49 1.74 1.30 60

Based on S&P 500 Index Using Straight Regression Page 130 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HMX HARTMARX CORP 7.060 0.92 2.96 0.04 13.64 0.50 1.77 0.95 60 HTE HARVEST ENERGY TR TRUST UNIT 22.450 -0.05 0.16 -0.06 10.96 1.46 2.96 0.31 18 HNR HARVEST NATURAL RESOURC 10.630 0.07 4.63 -0.02 17.19 0.63 2.24 0.38 60 HRVE HARVEY ELECTRONICS INC COM NEW 1.750 1.43 -0.97 0.04 22.11 0.81 2.87 1.29 60 HAS HASBRO INC 27.250 1.36 0.62 0.35 6.57 0.24 0.85 1.24 60

HAST HASTINGS ENTMT INC 7.080 0.50 1.41 0.00 12.61 0.46 1.64 0.67 60 HGMG HASTINGS MFG CO 0.030 -0.69 -2.91 -0.01 27.89 1.02 3.63 -0.12 60 HKBV HAT TRICK BEVERAGE INC 0.003 -0.20 -3.03 -0.03 65.03 5.82 12.54 0.21 31 HWYI HATHAWAY INC 0.300 9.49 2.54 -0.01 77.14 10.18 20.10 6.63 19 HAUP HAUPPAUGE DIGITAL INC 7.170 1.40 3.41 0.04 20.94 0.76 2.72 1.27 60

HAVN P HAVEN CAP TR II CAP SECS10.25% 12.050 0.00 0.16 -0.02 2.88 0.11 0.37 0.34 60 HVT HAVERTY FURNITURE INC 14.800 0.80 -0.04 0.07 9.44 0.34 1.23 0.87 60 HVT A HAVERTY FURNITURE INC CLASS A 14.860 0.79 -0.03 0.07 9.28 0.34 1.21 0.86 60 HE HAWAIIAN ELEC INDUSTRIE 27.150 0.36 0.44 0.07 4.19 0.15 0.54 0.57 60 HWK HAWK CORP CLASS A 11.970 0.60 2.57 0.01 13.00 0.47 1.69 0.74 60

HWKN HAWKINS INC 14.300 0.31 0.76 0.04 4.45 0.16 0.58 0.54 60 HAYZ HAYES LEMMERZ INTL INC COM NEW 3.910 2.62 -3.23 0.06 18.50 1.37 3.09 2.08 43 HYNI HAYNES INTERNATIONAL IN COM NEW 53.900 1.32 7.61 -0.02 18.32 1.78 3.83 1.21 28 HCSG HEALTHCARE SVCS GRP INC 28.960 -0.31 3.60 0.00 8.65 0.32 1.12 0.14 60 HCP HEALTH CARE PPTY INVS I 36.820 0.54 1.12 0.10 5.34 0.19 0.69 0.70 60

HCP PF HEALTH CARE PPTY INVS I PFD F 7.1% 25.620 0.00 0.03 -0.03 1.85 0.15 0.33 0.34 37 HCP PE HEALTH CARE PPTY INVS I PFD E 7.25% 25.560 0.14 -0.02 0.00 1.97 0.15 0.33 0.43 41 HLS HEALTHSOUTH CORP COM NEW 22.650 3.04 5.61 0.06 38.66 1.41 5.03 2.35 60 HMA HEALTH MGMT ASSOC INC N CLASS A 21.110 -0.07 0.46 -0.02 6.47 0.24 0.84 0.29 60 HR HEALTHCARE RLTY TR 39.540 0.57 0.51 0.10 5.61 0.20 0.73 0.72 60

HLAN HEARTLAND BANCCORP 36.000 0.20 0.68 0.02 3.53 0.15 0.51 0.47 52 HBOO Y HBOS PLC SPONSORED ADR 22.700 0.58 1.09 0.01 5.13 0.52 1.10 0.72 25 HED HEAD N V NY REGISTRY SH 3.700 0.74 0.32 0.05 9.78 0.36 1.27 0.83 60 HLEG HEADLINERS ENTMT GROUP COM NEW 0.001 4.69 -16.86 0.10 46.88 1.71 6.09 3.44 60 HWCR HEADWAY CORPORATE RESOU 0.001 2.73 -1.64 0.03 42.24 1.54 5.49 2.15 60

Based on S&P 500 Index Using Straight Regression Page 131 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HW HEADWATERS INC 23.960 0.93 1.39 0.08 10.15 0.37 1.32 0.96 60 HCN HEALTH CARE REIT INC 43.020 0.49 0.91 0.08 5.35 0.20 0.70 0.66 60 HCN PD HEALTH CARE REIT INC PFD SER D 7.875 25.900 0.11 -0.01 0.01 1.37 0.10 0.23 0.41 43 HCN PF HEALTH CARE REIT INC PFD F 7.625% 25.870 0.16 -0.02 0.06 1.03 0.10 0.21 0.44 28 HFIT HEALTH FITNESS CORP 2.650 0.84 3.61 0.02 16.29 0.59 2.12 0.89 60

HEPI HEALTH ENHANCEMENT PROD 0.920 2.32 5.22 -0.01 42.21 3.16 7.38 1.87 39 HAXS HEALTHAXIS INC COM NEW 1.400 1.62 -1.28 0.06 20.39 0.74 2.65 1.41 60 HBDT HEALTH BENEFITS DIRECT 2.830 2.67 2.41 -0.05 22.14 3.97 7.30 2.11 13 HETC HEALTHETECH INC COM NEW 0.350 0.54 -5.65 -0.01 24.41 0.98 3.40 0.69 54 HLEX HEALTHEXTRAS INC 24.100 0.25 3.72 -0.01 17.50 0.64 2.27 0.51 60

HNT HEALTH NET INC 48.660 0.64 1.39 0.07 7.64 0.28 0.99 0.76 60 HTRN HEALTHTRONICS INC 6.670 0.65 0.16 0.01 13.66 0.50 1.78 0.77 60 HSTM HEALTHSTREAM INC 3.950 1.26 2.94 0.05 16.86 0.61 2.19 1.18 60 HSPO HEALTHSPORTS INC 2.250 -0.30 5.71 -0.02 55.66 2.03 7.24 0.14 60 HWAY HEALTHWAYS INC 47.710 1.84 1.99 0.21 12.31 0.45 1.60 1.55 60

HAQ HEALTHCARE ACQUISITION 7.410 -0.40 0.81 -0.04 3.99 0.59 1.18 0.07 15 HNST HEALTHNOSTICS INC COM 0.008 6.09 2.97 0.01 84.51 5.12 13.28 4.37 48 HRUM HEALTHRENU MED INC 0.030 17.60 33.72 0.09 187.52 6.84 24.38 12.00 60 HTAC HEALTHTRAC INC 0.000 1.53 4.22 -0.01 60.35 2.20 7.84 1.35 60 HTV HEARST-ARGYLE TELEVISIO 25.500 0.25 0.41 0.00 6.97 0.25 0.91 0.50 60

HTLD HEARTLAND EXPRESS INC 15.020 0.62 1.01 0.05 8.52 0.31 1.11 0.75 60 HRTB HEARTLAND BANCSHARES IN 14.990 0.25 1.08 0.02 4.65 0.17 0.60 0.50 60 HTLF HEARTLAND FINL USA INC 28.850 0.02 2.25 -0.02 6.76 0.25 0.88 0.35 60 HPY HEARTLAND PMT SYS INC 28.250 0.07 0.80 -0.07 7.28 1.04 1.97 0.39 17 EAR HEARUSA INC COM NEW 1.320 1.88 1.93 0.09 19.77 0.72 2.57 1.58 60

HTLJ HEARTLAND INC MD 0.400 6.62 -5.37 0.06 42.28 4.12 9.08 4.73 26 HL HECLA MNG CO 7.660 0.56 4.99 -0.01 19.11 0.70 2.48 0.71 60 HCCF P HEE CORP PFD 0.010 35.80 861.23 -0.04 725.97 65.52 578.25 24.06 27 HEI HEICO CORP NEW 38.830 0.57 1.94 0.02 11.01 0.40 1.43 0.72 60 HEI A HEICO CORP NEW CLASS A 32.580 0.64 1.97 0.02 11.07 0.40 1.44 0.76 60

Based on S&P 500 Index Using Straight Regression Page 132 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HSII HEIDRICK & STRUGGLES IN 42.360 1.67 1.51 0.20 11.54 0.42 1.50 1.44 60 HMYR Q HEILIG MEYERS CO 0.001 -1.58 64.59 -0.02 218.40 7.97 28.39 -0.71 60 HINK Y HEINEKEN N V ADR 23.600 0.56 0.64 0.04 4.38 0.37 0.78 0.71 35 HNZ HEINZ H J CO 45.010 0.54 0.02 0.18 3.92 0.14 0.51 0.70 60 HXBM HELIX BIOMEDIX INC COM NEW 0.870 1.68 2.46 0.05 21.84 0.88 3.04 1.45 54

HLX HELIX ENERGY SOLUTIONS COM 31.370 0.90 1.70 0.08 10.04 0.37 1.31 0.93 60 OTE HELLENIC TELECOMMUNICAT SPONSORED ADR 15.150 0.97 1.02 0.21 6.55 0.24 0.85 0.98 60 HCGI HELM CAP GROUP INC 0.550 0.62 36.08 -0.02 145.26 5.30 18.88 0.75 60 HP HELMERICH & PAYNE INC 24.470 0.72 0.79 0.05 9.42 0.34 1.23 0.81 60 HEMA HEMACARE CORP 2.800 0.65 3.05 -0.01 23.66 0.86 3.07 0.77 60

HMGN HEMAGEN DIAGNOSTICS INC 0.260 0.59 0.79 -0.01 26.26 0.96 3.41 0.73 60 HMGP HEMI ENERGY GROUP INC 0.114 1.37 111.50 -0.09 276.94 49.71 91.27 1.24 13 HEB HEMISPHERX BIOPHARMA IN 2.200 3.59 0.59 0.16 28.05 1.02 3.65 2.72 60 HMBT HEMOBIOTECH INC 2.050 -1.89 8.50 -0.07 25.86 4.25 8.52 -0.92 14 HEM HEMOSENSE INC 4.200 5.27 -3.77 0.10 23.09 3.05 6.02 3.83 19

HDVT Y HENDERSON INVT LTD SPONSORED ADR 9.232 0.02 0.35 -0.06 8.94 1.19 2.42 0.35 18 HLDC Y HENDERSON LD DEV LTD SPONSORED ADR 5.700 0.76 -0.37 0.02 6.65 0.57 1.19 0.84 35 HDRX HENDRX CORP 0.280 55.32 32.87 0.03 434.57 42.33 92.18 36.99 27 HENK Y HENKEL LTD PARTNERSHIP SPONSORED ADR 130.400 59.90 46.43 0.03 448.74 45.79 96.57 40.03 25 HENO Y HENKEL LTD PARTNERSHIP SPON ADR PFD 147.200 60.05 46.63 0.03 448.59 45.78 96.54 40.13 25

HENL HENLEY HEALTHCARE INC 0.001 -0.68 9.98 -0.02 58.18 2.12 7.56 -0.11 60 HNNA HENNESSY ADVISORS INC 23.000 0.16 3.23 -0.04 11.04 1.08 2.34 0.45 27 JKHY HENRY JACK & ASSOC INC 21.400 1.48 -0.21 0.30 7.87 0.29 1.02 1.32 60 HBE HENRY BROS ELECTRONICS 3.790 0.12 -0.65 -0.02 10.61 0.39 1.38 0.42 60 HTBK HERITAGE COMMERCE CORP 26.640 0.27 2.12 0.01 5.99 0.22 0.78 0.52 60

HBPM HERBALPHARM INC 2.550 -1.82 64.28 -0.02 362.11 13.40 48.32 -0.87 57 HPC HERCULES INC 19.310 1.01 1.03 0.16 7.95 0.29 1.03 1.01 60 HERO HERCULES OFFSHORE INC 28.900 3.76 -0.92 0.18 12.44 1.85 3.68 2.83 15 HTGC HERCULES TECH GROWTH CA 14.250 0.63 0.07 -0.01 5.41 0.71 1.41 0.76 19 HBKS HERITAGE BANKSHARES INC 16.000 0.50 0.87 0.06 5.64 0.24 0.81 0.67 52

Based on S&P 500 Index Using Straight Regression Page 133 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HFWA HERITAGE FINL CORP WASH 24.810 -0.02 1.42 -0.02 4.69 0.17 0.61 0.32 60 HEOP HERITAGE OAKS BANCORP COM 17.190 0.06 1.63 -0.02 6.07 0.22 0.79 0.37 60 HBOS HERITAGE FINL GROUP 16.650 0.49 1.92 0.01 3.56 0.47 0.93 0.66 19 HWWI HERITAGE WORLDWIDE INC 1.200 3.36 6.92 0.02 43.64 2.43 6.59 2.56 49 HRLY HERLEY INDS INC DEL 16.190 0.13 0.43 -0.02 10.42 0.38 1.35 0.43 60

HT HERSHA HOSPITALITY TR SH BEN INT A 11.340 0.45 1.12 0.06 5.49 0.20 0.71 0.64 60 HT PA HERSHA HOSPITALITY TR PFD SBI RED A 26.250 0.24 0.33 -0.01 1.86 0.27 0.50 0.49 17 HSY HERSHEY CO 49.800 0.14 0.75 -0.01 5.91 0.22 0.77 0.43 60 HSKA HESKA CORP 1.680 0.69 3.05 -0.01 23.66 0.86 3.08 0.79 60 HES HESS CORP COM 49.570 0.47 1.67 0.02 9.04 0.33 1.18 0.65 60

HEW HEWITT ASSOCS INC 25.750 0.12 0.38 -0.02 7.50 0.29 1.03 0.42 55 HPQ HEWLETT PACKARD CO 41.190 1.77 0.84 0.44 6.99 0.25 0.91 1.51 60 HXL HEXCEL CORP NEW 17.410 1.12 3.55 0.05 14.92 0.54 1.94 1.08 60 HIFN HI / FN INC 5.340 3.04 -1.59 0.41 12.72 0.46 1.65 2.35 60 HIRI HI-RISE RECYCLING SYS I 0.002 21.26 52.14 0.02 375.11 13.68 48.76 14.43 60

HSR HI SHEAR TECHNOLOGY COR 9.100 0.35 5.81 -0.02 31.54 1.15 4.10 0.57 60 HITK HI-TECH PHARMACAL INC 12.170 0.16 2.95 -0.02 19.06 0.70 2.48 0.44 60 HIBB HIBBETT SPORTING GOODS 30.530 1.45 2.75 0.21 9.67 0.35 1.26 1.30 60 HTCO HICKORY TECH CORP 7.150 0.09 -1.19 -0.02 7.34 0.27 0.95 0.39 60 HCBC HIGH CTRY BANCORP INC 21.750 0.16 0.50 -0.01 6.38 0.23 0.83 0.44 60

HIH HIGHLAND HOSPITALITY CO 14.250 0.53 0.46 0.01 5.83 0.47 1.03 0.69 37 HIH PA HIGHLAND HOSPITALITY CO PFD A 7.875% 25.360 0.54 -0.33 0.08 2.40 0.36 0.69 0.70 16 HSVL Y HIGHVELD STL & VANADIUM ADR 11.034 0.45 4.32 -0.01 14.80 0.54 1.92 0.64 60 HIW HIGHWOODS PPTYS INC 40.760 0.14 0.85 -0.01 5.64 0.21 0.73 0.43 60 HIW PB HIGHWOODS PPTYS INC PFD SER B 8% 25.290 -0.06 0.18 0.00 1.82 0.07 0.24 0.30 60

HLND HILAND PARTNERS L P UT LTD PARTNR 54.700 0.38 2.51 -0.04 6.67 0.75 1.52 0.59 23 HRH HILB ROGAL & HOBBS CO 42.120 -0.03 1.00 -0.02 8.11 0.30 1.05 0.32 60 HINT HILL INTERNATIONAL INC 7.150 0.67 0.90 0.03 5.48 0.49 1.07 0.78 30 HINT U HILL INTERNATIONAL INC UNIT EX 042308 11.510 0.40 2.07 -0.03 9.07 0.81 1.75 0.61 31 HB HILLENBRAND INDS INC 56.930 0.31 0.06 0.03 5.24 0.19 0.68 0.54 60

Based on S&P 500 Index Using Straight Regression Page 134 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HLM P HILLMAN GROUP CAP TR PFD TR 11.6% 29.000 0.08 0.23 0.00 2.09 0.08 0.27 0.39 60 HTBC HILLTOP CMNTY BANCORP I 10.250 0.12 0.89 -0.01 5.75 0.21 0.75 0.42 59 HLT HILTON HOTELS CORP 34.900 0.85 1.87 0.15 6.85 0.25 0.89 0.90 60 HLN HILTON HOTELS CORP QUIDS 8%081531 25.840 0.05 0.21 -0.01 2.10 0.08 0.27 0.37 60 HNDN F HINDALCO INDS LTD GDR 144A 3.934 3.61 -0.06 0.28 9.63 1.43 2.85 2.73 15

HORT HINES HORTICULTURE INC 1.690 0.13 -0.35 -0.02 14.52 0.53 1.89 0.43 60 HIFS HINGHAM INSTN SVGS MASS 34.280 0.24 0.61 0.02 4.37 0.16 0.57 0.50 60 HINO Y HINO MTRS LTD ADR 51.000 0.21 -1.49 -0.07 4.08 0.67 1.35 0.48 14 HRSH HIRSCH INTL CORP CLASS A 2.100 1.50 3.88 0.05 20.17 0.74 2.62 1.33 60 HIT HITACHI LIMITED ADR 10 COM 62.370 0.74 -0.23 0.08 7.99 0.29 1.04 0.83 60

HTVN Q HISPANIC TELEVISION NET 0.001 8.75 8.15 0.08 94.60 3.45 12.30 6.13 60 HITT HITTITE MICROWAVE CORP 32.320 0.21 3.43 -0.06 12.92 1.72 3.49 0.48 18 HOKU HOKU SCIENTIFIC INC 2.610 4.10 -5.53 0.01 26.97 3.84 7.29 3.05 17 HOC HOLLY CORP COM PAR $0.01 51.400 0.41 4.36 0.00 10.46 0.38 1.36 0.61 60 HEP HOLLY ENERGY PARTNERS L COM UT LTD PTN 40.250 -0.23 1.83 -0.03 6.55 0.59 1.27 0.18 30

HEPH HOLLIS-EDEN PHARMACEUTI 5.260 1.50 0.45 0.04 22.01 0.80 2.86 1.33 60 HOLL HOLLYWOOD MEDIA CORP 4.200 1.61 -0.33 0.13 14.04 0.51 1.82 1.40 60 HYWS HOLYWOOD STUDIOS INTL 0.010 1.86 -9.55 -0.04 56.26 5.48 11.93 1.57 27 HOLX HOLOGIC INC 47.280 1.99 4.16 0.21 13.32 0.49 1.73 1.65 60 HSTG HOLOGRAPHIC STORAGE LTD 1.400 1.17 25.63 -0.02 110.10 4.02 14.31 1.11 60

HOMF HOME FED BANCORP 28.480 0.01 0.76 -0.02 3.42 0.12 0.44 0.34 60 HCFC HOME CITY FINL CORP 15.636 0.07 0.53 -0.01 4.57 0.17 0.59 0.38 60 HD HOME DEPOT INC 40.160 1.41 -0.70 0.43 5.67 0.21 0.74 1.27 60 HFBL HOME FEDERAL BANCORP IN 10.290 0.46 -0.15 0.14 2.02 0.21 0.44 0.64 24 HWEN HOME FINL BANCORP 5.000 0.18 1.26 -0.02 14.15 0.52 1.84 0.46 60

HOME HOME FEDERAL BANCORP IN 17.160 0.82 0.75 0.06 5.00 0.51 1.08 0.88 25 HLFN HOME LN FINL CORP COM NEW 14.750 0.09 0.72 -0.01 6.12 0.22 0.80 0.40 60 HME HOME PROPERTIES INC 59.270 0.31 1.04 0.03 4.84 0.18 0.63 0.54 60 HME PF HOME PROPERTIES INC PFD SER F 25.370 -0.12 0.09 0.03 2.08 0.08 0.28 0.26 58 HSOA HOME SOLUTIONS AMER INC 5.860 1.27 4.28 0.02 23.64 0.86 3.07 1.18 60

Based on S&P 500 Index Using Straight Regression Page 135 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HSHL HOME SOLUTIONS HEALTH I 0.001 0.34 31.19 -0.02 237.21 8.65 30.83 0.56 60 HSYT HOME SYSTEM GROUP 1.190 4.03 0.37 -0.03 53.37 6.05 12.29 3.01 22 HMB HOMEBANC CORP GA 4.230 0.79 -2.50 0.01 7.72 0.69 1.50 0.86 30 HOFD HOMEFED CORP COM PAR $.01 66.000 1.37 3.20 0.21 9.34 0.34 1.21 1.25 60 HGFN Q HOMEGOLD FINL INC 0.001 -0.57 1.46 -0.02 64.09 2.34 8.33 -0.04 60

HPME F HOMELAND PRECIOUS METAL COM NEW 0.600 -0.80 -2.09 -0.06 30.76 4.06 8.02 -0.20 19 HSFI HOMELAND SAFETY INTL IN 0.045 20.83 -0.36 0.05 120.63 14.39 29.30 14.14 21 HCAR HOMETOWN AUTO RETAILERS CLASS A 2.230 3.24 3.49 0.17 24.77 0.90 3.22 2.48 60 HNHP F HON HAI PRECISION INDS GDR REG S 14.270 3.05 1.68 0.40 7.28 0.74 1.57 2.36 25 HMC HONDA MTR LTD AMERN SHS 39.540 0.44 1.09 0.06 5.52 0.20 0.72 0.63 60

HON HONEYWELL INTL INC 45.240 1.45 0.14 0.52 4.96 0.18 0.64 1.30 60 HOKC Y HONG KONG & CHINA GAS L SPONSORED ADR 2.250 0.37 0.53 0.00 4.07 0.35 0.73 0.58 35 HGKG Y HONGKONG ELEC HLDGS LTD SPONSORED ADR 4.820 0.35 0.06 0.02 3.19 0.27 0.57 0.57 35 HOFT HOOKER FURNITURE CORP 15.680 -0.11 2.80 -0.02 12.27 0.45 1.60 0.26 60 HH HOOPER HOLMES INC 3.310 1.15 -1.43 0.11 11.13 0.41 1.45 1.10 60

HPNN HOP ON INC COM NEW 0.001 -0.79 -7.86 -0.02 71.32 2.60 9.27 -0.19 60 HOWW Y HOPEWELL HLDGS LTD SPONSORED ADR 3.600 0.81 0.94 0.01 8.58 0.73 1.53 0.87 35 HWDY HOPEWELL VALLEY COMMNTY 12.850 -0.11 0.97 -0.03 8.80 0.70 1.56 0.27 37 HFBC HOPFED BANCORP INC 15.900 -0.06 0.59 -0.01 4.45 0.16 0.58 0.30 60 HMN HORACE MANN EDUCATORS C 20.200 0.79 -0.23 0.21 5.33 0.19 0.69 0.86 60

HBNC HORIZON BANCORP IND 27.250 0.45 1.00 0.05 6.19 0.23 0.80 0.63 60 HZNB HORIZON BANCORPORATION 14.400 -0.17 4.30 -0.04 8.94 0.94 1.93 0.22 24 HRZB HORIZON FINL CORP WASH 24.060 0.39 1.96 0.04 5.83 0.21 0.76 0.60 60 HZFS HORIZON FINL SVCS CORP 13.200 -0.03 1.05 -0.02 5.76 0.21 0.75 0.32 60 HGPI HORIZON GROUP PPTYS INC 6.750 -0.25 2.26 -0.01 9.15 0.33 1.19 0.17 60

HORC HORIZON HEALTH CORP 19.570 1.34 2.05 0.09 13.98 0.51 1.82 1.23 60 HOFF HORIZON OFFSHORE INC COM NEW 16.300 3.61 2.31 0.03 56.14 2.05 7.30 2.73 60 HRZ HORIZON LINES INC 26.960 2.02 4.42 0.03 10.97 1.63 3.16 1.67 16 HRL HORMEL FOODS CORP 37.340 0.36 0.50 0.06 4.50 0.16 0.59 0.58 60 HRNS HORN SILVER MINES INC COM NEW 0.070 -0.25 25.58 -0.02 114.60 4.18 14.90 0.17 60

Based on S&P 500 Index Using Straight Regression Page 136 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HOS HORNBECK OFFSHORE SVCS 35.700 1.78 2.52 0.05 12.28 1.05 2.21 1.52 34 HNIN HORNE INTL INC 0.470 1.15 1.44 0.00 24.03 1.03 3.43 1.10 53 HSP HOSPIRA INC 33.580 0.25 0.61 -0.03 7.72 0.67 1.43 0.50 33 HPT HOSPITALITY PPTYS TR COM SH BEN INT 47.530 0.44 0.74 0.08 4.82 0.18 0.63 0.63 60 HPT PB HOSPITALITY PPTYS TR PFD B 8.875% 25.750 0.17 -0.11 0.07 1.43 0.08 0.22 0.45 49

HST HOST HOTELS & RESORTS I 24.550 0.69 1.61 0.13 6.15 0.22 0.80 0.80 60 HST PE HOST HOTELS & RESORTS I PFD E 8.875% 26.590 0.17 0.03 0.00 1.81 0.16 0.35 0.45 31 HOTT HOT TOPIC INC 13.340 1.06 0.45 0.06 13.16 0.48 1.71 1.04 60 HOUM HOTEL OUTSOURCE MGMT IN 0.430 4.51 4.78 -0.01 50.02 4.88 10.74 3.33 26 HOTJ HOUSE OF TAYLOR JEWELRY 2.800 15.79 81.67 -0.01 557.26 20.33 72.44 10.80 60

HGO HOUSTON AMERN ENERGY CO 7.360 0.51 7.33 -0.01 28.00 1.02 3.64 0.68 60 HRAI HOUSERAISING INC 0.290 2.84 6.66 -0.01 63.87 3.56 9.65 2.22 49 SOLD HOUSEVALUES INC 5.630 0.62 -2.96 -0.04 16.69 1.70 3.59 0.75 25 THX HOUSTON EXPL CO 51.780 0.38 0.88 0.01 7.84 0.29 1.02 0.59 60 HOVN P HOVNANIAN ENTERPRISES I PFD DEP1/1000A 24.940 0.53 -0.50 0.07 2.68 0.36 0.72 0.69 18

HOV HOVNANIAN ENTERPRISES I CLASS A 33.900 1.00 2.33 0.06 12.63 0.46 1.64 1.00 60 HOCP Y HOYA CORP SPONSORED ADR 39.300 1.40 0.39 0.33 3.81 0.39 0.82 1.26 25 HNP HUANENG PWR INTL INC SPON ADR H SHS 35.930 0.34 1.94 0.01 7.09 0.26 0.92 0.56 60 HUBG HUB GROUP INC CLASS A 27.550 1.11 4.66 0.05 14.79 0.54 1.92 1.08 60 HBG HUB INTERNATIONAL LTD 31.390 0.03 1.57 -0.02 6.98 0.27 0.95 0.36 55

HUB A HUBBELL INC CLASS A 44.500 0.99 0.57 0.28 5.59 0.20 0.73 0.99 60 HUB B HUBBELL INC CLASS B 45.210 1.00 0.53 0.26 5.88 0.21 0.76 1.00 60 HBMF F HUDBAY MINERALS INC 18.743 2.84 9.12 0.05 18.26 1.93 3.95 2.22 24 HCBK HUDSON CITY BANCORP 13.880 0.74 1.92 0.18 5.46 0.20 0.71 0.83 60 HHGP HUDSON HIGHLAND GROUP I 16.680 4.14 -0.48 0.28 15.22 0.96 2.51 3.08 46

HDSN HUDSON TECHNOLOGIES INC 1.120 0.88 0.18 0.00 22.23 0.81 2.89 0.92 60 HUVL HUDSON VALLEY HOLDING C CDT-COM 52.150 -0.09 1.19 -0.02 8.65 0.32 1.15 0.28 57 HUGT S HUGOTON GAS TR UNIT BEN INT 2.300 -0.50 0.23 0.03 8.06 0.29 1.05 0.01 60 HGT HUGOTON RTY TR TEX UNIT BEN INT 24.600 0.20 1.72 -0.01 8.28 0.30 1.08 0.47 60 HUM HUMANA INC 55.310 0.54 2.88 0.02 10.01 0.37 1.30 0.69 60

Based on S&P 500 Index Using Straight Regression Page 137 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HGSI HUMAN GENOME SCIENCES I 12.440 1.94 -1.29 0.19 13.67 0.50 1.78 1.62 60 HTC HUNGARIAN TEL & CABLE C 15.100 0.53 2.47 0.01 12.31 0.45 1.60 0.69 60 JBHT HUNT J B TRANS SVCS INC 20.770 1.01 2.16 0.13 8.88 0.32 1.15 1.01 60 HTRC HUNTER CREEK MNG CO 0.150 28.19 7.22 0.10 167.95 12.44 28.72 19.02 40 HBAN HUNTINGTON BANCSHARES I COM 23.750 0.43 0.43 0.16 3.44 0.13 0.45 0.62 60

HPCC P HUNTINGTON PFD CAP INC PFD EX PRP C 28.630 0.04 0.26 -0.01 2.89 0.11 0.38 0.36 60 HUN HUNTSMAN CORP 18.970 2.66 -3.43 0.20 9.23 1.04 2.10 2.10 23 HURC HURCO COMPANIES INC 31.710 2.94 5.86 0.16 23.22 0.85 3.02 2.29 60 HURN HURON CONSULTING GROUP 45.340 1.85 1.83 0.16 7.85 0.76 1.66 1.56 27 HRAY HURRAY HLDGS CO LTD SPONSORED ADR 6.200 2.57 -2.77 0.09 12.69 1.43 2.89 2.04 23

HTCH HUTCHINSON TECHNOLOGY I 23.570 1.11 0.23 0.10 11.15 0.41 1.45 1.07 60 HUWH Y HUTCHISON WHAMPOA LTD ADR 50.650 1.46 -0.37 0.19 5.79 0.49 1.03 1.31 35 HTX HUTCHISON TELECOMM INTL SPONSORED ADR 38.320 3.16 2.63 0.39 7.69 0.75 1.63 2.43 27 HBP HUTTIG BLDG PRODS INC 5.290 0.97 0.08 0.06 11.75 0.43 1.53 0.98 60 HYBT HYBRID TECHNOLOGIES INC 3.520 -1.15 9.33 -0.01 45.90 1.75 6.21 -0.43 56

HYDL HYDRIL 75.190 0.56 2.75 0.02 10.51 0.38 1.37 0.71 60 HYDP HYDROGEN POWER INC 1.570 0.81 -2.32 0.00 21.38 0.78 2.78 0.87 60 HYGS HYDROGENICS CORP 1.270 2.17 -2.62 0.24 13.46 0.49 1.75 1.77 60 IDT C IDT CORP 13.530 0.73 -0.64 0.10 7.18 0.26 0.93 0.82 60 IDT IDT CORP CLASS B 13.080 0.75 -0.44 0.11 7.13 0.26 0.93 0.83 60

HDY HYPERDYNAMICS CORP 2.260 1.45 5.96 0.01 32.45 1.18 4.22 1.30 60 HYDI HYDROMER INC 1.700 -0.24 5.19 -0.02 28.91 1.44 4.36 0.18 51 HYC HYPERCOM CORP 6.350 0.30 0.86 -0.01 15.99 0.58 2.08 0.54 60 HYPR E HYPERFEED TECHNOLOGIES COM NEW 0.030 2.87 8.24 0.00 84.43 3.08 10.97 2.24 60 HYSL HYPERION SOLUTIONS CORP 35.940 1.88 1.57 0.30 10.16 0.37 1.32 1.58 60

HCO HYPERSPACE COMMUNICATIO 0.950 -0.88 2.93 -0.04 39.91 3.89 8.57 -0.24 26 HREH Y HYPO REAL ESTATE HOLDIN SPONSORED ADR 63.050 1.15 0.73 0.03 8.44 0.86 1.82 1.10 25 HYSN Y HYSAN DEV LTD SPONSORED ADR 5.233 -0.04 3.25 -0.07 13.62 1.94 3.68 0.31 17 HYTM HYTHIAM INC 9.240 2.68 -0.37 0.07 18.23 1.37 3.19 2.11 39 IACI IAC INTERACTIVECORP COM NEW 37.160 1.98 -0.60 0.32 10.06 0.37 1.31 1.65 60

Based on S&P 500 Index Using Straight Regression Page 138 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

IBCP O IBC CAP FIN II PFD TR SECS 25.400 0.14 -0.25 0.03 1.48 0.09 0.24 0.43 46 IRW IBT BANCORP INC PA CDT-COM 21.000 0.33 0.62 0.03 5.24 0.19 0.68 0.56 60 ICNB ICNB FINL CORP 22.100 0.17 0.35 0.02 3.27 0.12 0.44 0.45 56 ICOC ICO INC NEW 5.640 0.57 3.45 0.00 15.42 0.56 2.00 0.72 60 ICOS ICOS CORP 33.790 2.26 -0.60 0.25 13.61 0.50 1.77 1.83 60

ICTG ICT GROUP INC 31.590 0.62 1.92 0.00 16.93 0.62 2.20 0.75 60 ICUI ICU MED INC 40.680 0.50 0.76 0.02 9.48 0.35 1.23 0.67 60 ICOG ICO GLOBAL COMM HLDGS L CLASS A 4.570 1.00 8.91 -0.01 55.79 2.04 7.25 1.00 60 ICAB I-CABLE COMMUNICATIONS SPONSORED ADR 4.400 1.30 -1.73 0.22 8.63 0.31 1.12 1.20 60 ICAD ICAD INC 2.950 2.85 3.16 0.11 26.59 0.97 3.46 2.23 60

IDMI IDM PHARMA INC 2.600 1.62 -0.95 0.02 29.56 1.08 3.84 1.41 60 IDSY I D SYSTEMS INC 18.820 0.65 2.03 0.00 16.88 0.62 2.19 0.77 60 IDWD IDS WORLDWIDE INC 1.180 33.53 49.39 0.01 226.97 30.15 61.05 22.56 17 IFC PM IFC CAP TR VI PFD GTD TR SEC 25.400 0.15 -0.21 0.03 1.80 0.09 0.27 0.43 51 IFSH IFS INTL INC COM NEW 0.004 1.04 5.66 -0.01 52.24 1.91 6.79 1.03 60

IFLO I-FLOW CORP COM NEW 14.950 2.09 3.38 0.13 18.06 0.66 2.35 1.72 60 IG IGI INC 1.160 1.33 2.79 0.03 22.86 0.83 2.97 1.22 60 IHP IHOP CORP 52.700 0.79 0.93 0.13 7.00 0.26 0.91 0.86 60 ILX ILX RESORTS INC COM NEW 9.420 -0.65 1.24 0.05 8.93 0.33 1.16 -0.09 60 IMR IMA EXPLORATION INC 0.570 0.46 4.76 -0.02 23.35 1.32 3.60 0.64 46

IMNY I-MANY INC 1.650 2.48 -1.73 0.15 20.48 0.75 2.66 1.98 60 INNI I / NET INC 0.016 -0.19 10.76 -0.02 79.89 2.91 10.39 0.21 60 IOMG I/O MAGIC CORP COM NEW 1.960 3.38 3.50 0.02 63.02 2.30 8.19 2.58 60 IPCS IPCS INC COM NEW 55.360 1.65 2.72 0.09 8.63 0.84 1.77 1.43 29 IGR ING CLARION GLB RE EST 24.680 1.10 0.79 0.17 4.52 0.39 0.81 1.07 35

IPIX Q IPIX CORP 0.025 2.38 -2.21 0.05 33.16 1.21 4.31 1.91 60 IGA ING GLBL ADV & PREM OPP 22.020 0.34 0.38 -0.05 3.77 0.56 1.12 0.56 15 IQWB IQ WEBQUEST INC 0.060 31.06 -16.20 0.04 154.15 25.36 50.80 20.92 14 IMCC IMC MTG CO 0.001 12.85 22.61 0.05 167.73 6.12 21.80 8.85 60 RX IMS HEALTH INC 27.480 1.05 0.34 0.32 5.35 0.20 0.69 1.03 60

Based on S&P 500 Index Using Straight Regression Page 139 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

IRS IRSA INVERSIONES Y REPR GLOBL DEP RCPT 16.910 -0.05 2.47 -0.02 12.81 0.47 1.67 0.30 60 ITCD ITC DELTACOM INC COM PAR 0.01 2.550 1.53 -0.93 0.02 22.57 1.13 3.41 1.35 51 SFI ISTAR FINL INC 47.820 0.39 1.04 0.07 4.64 0.17 0.60 0.60 60 SFI PD ISTAR FINL INC PFD SER D 25.460 -0.10 0.36 0.02 2.07 0.08 0.27 0.27 60 SFI PE ISTAR FINL INC PFD E 7.875% 25.690 0.16 -0.12 0.03 1.45 0.11 0.25 0.44 42

SFI PF ISTAR FINL INC PFD SER F 7.8% 25.650 0.19 -0.08 0.01 2.15 0.16 0.37 0.46 40 SFI PG ISTAR FINL INC PFD G 7.65% 25.510 0.10 -0.04 0.00 1.24 0.10 0.22 0.40 37 SFI PI ISTAR FINL INC PFD SER I 25.420 0.17 -0.09 0.00 1.91 0.16 0.34 0.45 34 ISTA ISTA PHARMACEUTICALS IN COM NEW 7.110 0.46 -1.06 -0.01 24.16 0.88 3.14 0.64 60 ITLA ITLA CAP CORP 57.910 0.49 1.72 0.05 6.46 0.24 0.84 0.66 60

ESI ITT EDUCATIONAL SERVICE 66.370 0.51 2.61 0.01 11.55 0.42 1.50 0.68 60 DMX I-TRAX INC COM NEW 3.100 1.50 0.08 0.05 20.58 0.75 2.68 1.33 60 ITUI I2 TELECOM INTL INC 0.105 2.48 12.14 -0.01 83.99 3.06 10.92 1.98 60 IVD IVAX DIAGNOSTICS INC 1.460 1.31 -0.64 0.06 16.51 0.60 2.15 1.21 60 IXSI IX SYS INC 0.002 10.73 79.75 -0.05 437.44 55.83 113.73 7.45 20

IWTT IWT TESORO CORP 1.800 -1.23 2.27 -0.03 31.47 3.06 6.45 -0.47 29 XXIA IXIA 9.600 1.82 -0.09 0.17 13.87 0.51 1.80 1.54 60 IAWK IASIAWORKS INC 0.002 2.87 14.03 -0.01 107.27 3.91 13.94 2.24 60 IBAS IBASIS INC COM NEW 8.500 2.58 2.36 0.15 21.35 0.78 2.78 2.05 60 IBKC IBERIABANK CORP 59.050 0.28 1.66 0.02 5.10 0.19 0.66 0.52 60

IBIS IBIS TECHNOLOGY CORP 1.480 2.45 -0.74 0.07 29.21 1.07 3.80 1.96 60 ITT ITT CORP NEW ITT INDS INDC 56.820 0.63 1.25 0.15 5.11 0.19 0.66 0.76 60 IAG IAMGOLD CORP 8.810 0.64 1.27 0.00 11.08 0.62 1.67 0.76 49 ICRB ICARBON CORPORATION 0.800 -0.32 -0.46 -0.02 26.14 0.95 3.40 0.13 60 IWEB ICEWEB INC COM NEW 0.700 1.76 1.79 0.01 36.63 1.34 4.76 1.50 60

ICLR ICON PUB LTD CO SPONSORED ADR 37.700 0.92 1.75 0.08 10.15 0.37 1.32 0.95 60 IBN ICICI BK LTD ADR 41.740 1.26 4.04 0.09 13.09 0.48 1.70 1.17 60 ICGN ICAGEN INC 1.010 -1.09 -3.75 -0.04 20.93 2.35 4.77 -0.38 23 ICON ICONIX BRAND GROUP INC 19.390 2.60 5.23 0.16 20.65 0.75 2.68 2.06 60 IDA IDACORP INC 38.650 0.94 -0.28 0.29 5.20 0.19 0.68 0.96 60

Based on S&P 500 Index Using Straight Regression Page 140 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

IDBC IDAHO BANCORP 16.600 0.47 -0.44 -0.04 6.17 0.82 1.67 0.65 18 IIBK IDAHO INDEPENDENT BK CO 35.060 0.06 2.49 -0.01 4.39 0.16 0.57 0.38 60 IDIX IDENIX PHARMACEUTICALS 8.690 1.39 -0.92 0.00 15.30 1.37 2.98 1.26 30 IEX IDEX CORP 47.410 1.17 0.92 0.43 4.71 0.17 0.61 1.11 60 IDXX IDEXX LABS INC 79.300 0.13 1.95 -0.01 7.70 0.28 1.00 0.43 60

IDGJ IDGLOBAL CORP COM NEW 1.260 2.28 20.69 -0.04 63.44 7.14 14.45 1.85 23 IDP IDERA PHARMACEUTICALS I COM NEW 5.390 0.80 0.04 0.01 17.94 0.65 2.33 0.87 60 IGTE IGATE CORP 6.880 1.95 1.20 0.20 13.50 0.49 1.75 1.63 60 INXR IFINIX CORP COM NEW 0.000 10.84 -11.66 0.03 83.28 8.11 17.41 7.52 28 IKN IKON OFFICE SOLUTIONS I 16.370 0.84 0.72 0.07 9.88 0.36 1.28 0.90 60

ILC ILINC COMMUNICATIONS IN 0.590 1.56 -0.61 0.08 17.10 0.62 2.22 1.37 60 IGPG IGNIS PETROLEUM GROUP I 0.120 2.01 -11.52 -0.04 26.64 3.52 6.94 1.67 19 IKNX IKONICS CORP 7.528 0.83 2.65 0.04 12.34 0.45 1.60 0.89 60 IKGI IKONA GEAR INTL INC 0.590 0.80 1.15 -0.02 28.47 2.28 5.04 0.87 37 IHS IHS INC CLASS A 39.480 1.08 4.16 0.02 5.96 0.98 1.96 1.05 14

IKAN IKANOS COMMUNICATIONS 8.690 -1.90 0.77 -0.02 15.78 2.35 4.54 -0.92 16 INIH ICON INTL HLDGS INC 0.770 -1.97 21.81 -0.05 71.80 9.16 18.67 -0.97 20 ITW ILLINOIS TOOL WKS INC 46.190 0.88 0.30 0.32 4.48 0.16 0.58 0.92 60 ILMN ILLUMINA INC 39.310 2.43 3.05 0.15 19.50 0.71 2.54 1.95 60 ILOG ILOG S A SPONSORED ADR 13.270 3.66 0.33 0.46 14.09 0.51 1.83 2.76 60

DISK IMAGE ENTMT INC COM NEW 3.490 1.30 1.65 0.05 18.14 0.66 2.36 1.20 60 ISNS IMAGE SENSING SYS INC 14.320 2.37 8.40 0.00 61.03 2.23 7.93 1.90 60 IMN IMATION CORP 46.430 0.93 1.25 0.13 8.22 0.30 1.07 0.95 60 IMAX IMAX CORP 3.760 1.90 2.68 0.07 22.18 0.81 2.88 1.60 60 IW IMAGEWARE SYS INC 1.700 2.70 -1.61 0.22 17.69 0.65 2.30 2.13 60

IMCL IMCLONE SYS INC 26.760 2.24 0.50 0.12 20.83 0.76 2.71 1.82 60 IAGX IMAGENETIX INC NEV 0.610 -0.26 0.79 -0.01 19.72 0.72 2.56 0.16 60 IIG IMERGENT INC 28.640 1.90 5.99 0.05 25.58 0.93 3.33 1.59 60 IMGV IMAGE INNOVATIONS HLDGS 0.005 3.14 -7.41 0.01 32.65 2.61 5.77 2.42 37 ICRP IMCOR PHARMACEUTICAL CO COM NEW 0.020 4.69 0.82 0.02 92.40 3.37 12.01 3.45 60

Based on S&P 500 Index Using Straight Regression Page 141 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

IMGM IMAGIN MOLECULAR CORP 0.050 30.57 16.64 0.05 233.55 17.26 39.66 20.60 41 IMM IMMTECH PHARMACEUTICALS 7.600 0.42 4.18 -0.01 31.20 1.14 4.06 0.61 60 IMMR IMMERSION CORP 7.250 0.03 3.78 -0.02 27.46 1.00 3.57 0.36 60 ICCC IMMUCELL CORP COM PAR $0.10 5.950 1.75 1.01 0.17 13.14 0.48 1.71 1.50 60 BLUD IMMUCOR INC 29.230 0.60 5.55 0.01 13.57 0.49 1.76 0.74 60

IMRP IMMUNE RESPONSE CORP DE COM PAR$0.0025 1.680 1.94 -5.91 0.05 26.94 0.98 3.50 1.63 60 IMGN IMMUNOGEN INC 5.070 2.61 -1.17 0.22 17.09 0.62 2.22 2.07 60 IMUT IMMUNETREE INTL INC 3.070 -1.88 7.47 0.01 16.19 1.65 3.48 -0.91 25 IMH IMPAC MTG HLDGS INC 8.800 0.16 0.67 -0.01 11.63 0.42 1.51 0.44 60 IMH PB IMPAC MTG HLDGS INC PFD B 9.375% 24.750 -0.27 0.18 0.01 2.69 0.24 0.52 0.16 31

IMH PC IMPAC MTG HLDGS INC PFD C 9.125% 23.636 -0.07 -0.06 -0.04 2.80 0.27 0.60 0.29 26 IMPU Y IMPALA PLATINUM HLDGS SPONSORED ADR 26.450 1.20 1.99 0.08 7.00 0.60 1.25 1.13 35 IPXL IMPAX LABORATORIES INC 9.800 2.25 0.31 0.16 17.45 0.64 2.27 1.83 60 IBLT Z IMPATH LIQUIDATING TR LIQ TR INT A 2.400 0.18 0.90 -0.06 8.23 1.17 2.22 0.46 17 IMMG IMPART MEDIA GROUP INC 0.370 4.41 9.23 0.01 89.37 3.26 11.62 3.26 60

IMMC IMMUNICON CORP DEL 3.320 1.07 -2.07 -0.01 15.14 1.32 2.80 1.05 33 ICI IMPERIAL CHEM INDS PLC ADR NEW 35.430 1.87 0.80 0.28 10.47 0.38 1.36 1.58 60 IPII IMPERIAL INDS INC COM NEW 8.120 0.97 7.35 -0.01 32.10 1.17 4.17 0.98 60 IMMU IMMUNOMEDICS INC 3.630 2.85 -1.06 0.17 21.81 0.80 2.84 2.22 60 IMMF F IMMUNE NETWORK LTD COM NEW 0.011 -0.71 9.72 -0.02 57.19 2.45 8.15 -0.13 53

IOT INCOME OPPORTUNITY RLTY 6.650 0.86 0.44 0.05 11.65 0.43 1.51 0.91 60 IMO IMPERIAL OIL LTD COM NEW 36.830 0.26 2.48 0.00 7.38 0.27 0.96 0.51 60 IPMN IMPERIAL PETE INC COM PAR $0.001 0.161 4.77 6.90 0.08 51.48 1.88 6.69 3.50 60 IPSU IMPERIAL SUGAR CO NEW COM NEW 24.210 0.70 4.09 -0.01 25.01 0.91 3.25 0.80 60 ITY IMPERIAL TOBACCO GROUP SPONSORED ADR 79.030 0.41 1.86 0.03 6.53 0.24 0.85 0.61 60

IMVS IMPLANTABLE VISION INC 2.000 2.82 35.94 -0.01 196.71 7.18 25.57 2.21 60 IMX IMPLANT SCIENCES CORP 2.200 2.36 -0.66 0.06 30.29 1.10 3.94 1.90 60 ZCOM IMPRESO INC 1.850 0.44 0.12 0.00 14.36 0.52 1.87 0.63 60 IMFN IMPSAT FIBER NETWORKS I COM NEW 9.210 0.41 -0.26 -0.02 10.01 0.74 1.69 0.61 42 INCL F INCO LTD 73.563 1.38 2.39 0.23 8.79 0.32 1.14 1.25 60

Based on S&P 500 Index Using Straight Regression Page 142 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ICNS INCENTRA SOLUTIONS INC COM NEW 1.110 0.15 1.89 -0.02 52.19 1.90 6.78 0.44 60 ICNT INCOMNET INC COM NEW 0.001 1.24 12.90 -0.02 119.68 4.37 15.56 1.16 60 INCY INCYTE CORP 5.840 2.37 -1.57 0.24 14.55 0.53 1.89 1.91 60 IFSB INDEPENDENCE FED SVGS B 10.080 0.45 0.69 0.01 9.30 0.34 1.21 0.64 60 IHC INDEPENDENCE HLDG CO NE COM NEW 21.830 0.09 1.53 -0.02 7.37 0.27 0.96 0.40 60

INDB INDEPENDENT BANK CORP M 36.030 0.93 0.68 0.25 5.61 0.20 0.73 0.95 60 IBCP INDEPENDENT BANK CORP M 25.290 0.48 0.84 0.11 4.69 0.17 0.61 0.66 60 INDB N INDEPENDENT CAP TR III PFD TR SECS 24.960 0.01 0.00 -0.02 1.76 0.06 0.23 0.34 60 INDB M INDEPENDENT CAP TR IV PFD TR SECS 25.130 0.01 0.03 -0.02 1.45 0.05 0.19 0.34 57 IDEV INDEVUS PHARMACEUTICALS 7.100 2.88 1.14 0.20 20.06 0.73 2.61 2.24 60

ICMT F INDIA CEMENTS LTD SPON GDR REG S 0.833 5.22 127.87 -0.07 375.76 55.93 108.15 3.80 16 IPB INDEXPLUS TR SER 03-1 TR 22.000 0.32 -0.45 0.01 3.30 0.28 0.58 0.55 36 IBBI INDIANA BUSINESS BANCOR 10.750 0.88 -0.43 0.04 4.33 0.71 1.43 0.92 14 IJD INDIANA MICH PWR CO SR NT D 6% 32 24.960 -0.02 0.00 -0.02 2.20 0.12 0.33 0.33 49 IINT INDUS INTL INC 3.790 1.09 -0.56 0.06 13.57 0.50 1.76 1.06 60

INRB INDUSTRIAL RUBR PRODS I 3.110 0.86 5.95 0.00 25.67 0.94 3.34 0.90 60 IDGR INDUSTRIAL DISTR GROUP 9.890 0.60 3.81 0.01 14.20 0.52 1.85 0.73 60 IEAM INDUSTRIAL ENTERPRISES COM NEW 4.320 -0.21 5.64 -0.03 39.67 3.17 7.02 0.20 37 IDSM INDUSTRIAL MINERALS INC COM PAR$0.0001 0.132 -1.27 4.05 0.00 31.91 1.16 4.15 -0.51 60 IDSA INDUSTRIAL SVCS AMER IN 5.452 1.47 12.08 -0.01 91.88 3.35 11.94 1.31 60

IBA INDUSTRIAS BACHOCO S A SPON ADR B 29.000 0.76 2.40 0.07 9.02 0.33 1.17 0.84 60 NDE INDYMAC BANCORP INC 45.160 0.76 1.05 0.12 7.00 0.26 0.91 0.84 60 NDE P INDYMAC BANCORP INC WIRE 2031 74.000 0.47 0.73 0.07 5.50 0.20 0.71 0.65 60 NRGY INERGY L P UNIT LTD PTNR 29.810 0.19 1.30 0.00 4.86 0.18 0.63 0.47 60 NRGP INERGY HLDGS L P 40.170 0.54 1.67 -0.02 5.30 0.70 1.38 0.70 19

IFX INFINEON TECHNOLOGIES A SPONSORED ADR 14.030 3.09 -0.72 0.50 11.00 0.40 1.43 2.38 60 IFNY INFINITY INC COM PAR .0001 3.400 0.63 0.33 0.00 17.69 0.65 2.30 0.76 60 INFX INFINEX VENTURES INC COM PAR $0.001 0.420 -0.75 5.45 -0.01 35.04 1.50 4.99 -0.16 53 IFOX INFOCROSSING INC 16.300 -0.07 2.40 -0.02 11.94 0.44 1.55 0.29 60 INFS INFOCUS CORP 2.670 1.97 -2.92 0.18 14.68 0.54 1.91 1.64 60

Based on S&P 500 Index Using Straight Regression Page 143 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

INFI INFINITY PHARMACEUTICAL COM 12.409 1.57 -1.06 0.14 13.23 0.48 1.72 1.38 60 IPCC INFINITY PPTY & CAS COR 48.390 1.48 0.97 0.24 6.06 0.38 0.98 1.32 47 INOW INFONOW CORP COM NEW 0.165 2.87 -3.18 0.15 23.12 0.84 3.01 2.24 60 INFA INFORMATICA CORP 12.210 2.52 0.03 0.26 14.94 0.54 1.94 2.01 60 IAIC INFORMATION ANALYSIS IN 0.400 2.42 1.06 0.11 22.68 0.83 2.95 1.94 60

IACH INFORMATION ARCHITECTS COM PAR $0.001 0.020 6.43 16.35 0.00 169.48 6.18 22.03 4.59 60 INFT INFORTE CORP 3.760 2.47 -2.10 0.34 12.08 0.44 1.57 1.97 60 IFMX INFORMEDIX HLDGS INC 0.100 6.03 -2.55 0.05 45.41 3.36 7.71 4.33 41 ISHM INFOSEARCH MEDIA INC 0.220 2.42 -8.80 -0.01 26.23 2.77 5.67 1.94 24 IFON INFOSONICS CORP 4.910 1.31 6.59 -0.03 39.03 3.49 7.52 1.21 31

INFY INFOSYS TECHNOLOGIES LT SPONSORED ADR 54.560 1.29 2.24 0.15 10.64 0.39 1.38 1.19 60 INSP INFOSPACE INC COM NEW 20.510 2.65 0.82 0.21 17.79 0.65 2.31 2.09 60 IFTC INFOTEC BUSINESS SYS IN COM NEW 0.030 10.68 36.43 -0.01 198.89 12.38 32.09 7.41 47 IVTA INFOVISTA S A ADR 7.330 3.13 1.66 0.33 15.54 0.57 2.02 2.41 60 IUSA INFOUSA INC NEW COM 11.910 1.36 0.95 0.17 10.50 0.38 1.36 1.24 60

ING ING GROEP N V SPONSORED ADR 44.170 2.25 0.49 0.64 6.00 0.22 0.78 1.83 60 IND ING GROEP N V PFD 7.05% 25.390 0.05 0.01 -0.01 1.66 0.07 0.23 0.37 54 INZ ING GROEP N V PFD PERP DBT % 25.570 0.13 -0.08 0.02 1.59 0.09 0.24 0.42 49 ISP ING GROEP N V PERP DEBT 6.2% 25.480 0.11 -0.03 -0.02 2.54 0.20 0.44 0.41 38 ISG ING GROEP N V PERP DEBTS SEC 25.450 0.20 -0.04 -0.05 2.77 0.41 0.80 0.47 16

IGD ING GLOBAL EQTY DIV & P COM 21.610 0.41 0.09 0.00 3.69 0.42 0.85 0.61 22 IGTG INGEN TECHNOLOGIES INC COM NEW 0.040 3.61 21.14 -0.01 126.68 4.62 16.47 2.73 60 IFS INFRASOURCE SVCS INC 21.770 2.96 -0.02 0.27 9.40 0.84 1.79 2.30 32 IMCI INFINITE GROUP INC COM NEW 0.530 -0.65 14.34 -0.02 69.24 2.53 9.00 -0.09 60 IMKT A INGLES MKTS INC CLASS A 29.790 0.49 1.51 0.06 6.00 0.22 0.78 0.66 60

IM INGRAM MICRO INC CLASS A 20.410 1.36 0.23 0.21 8.99 0.33 1.17 1.24 60 INHX INHIBITEX INC 1.650 1.14 -3.01 -0.02 18.81 1.68 3.63 1.09 31 IHBT INHIBITION THERAPEUTICS 0.460 3.03 -7.82 0.01 24.88 2.63 5.38 2.35 24 INKS INKSURE TECHNOLOGIES IN 3.050 2.90 4.25 0.02 25.71 2.19 4.55 2.26 36 IRC INLAND REAL ESTATE CORP COM NEW 18.720 0.36 1.97 -0.01 9.51 0.58 1.49 0.58 48

Based on S&P 500 Index Using Straight Regression Page 144 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

INOD INNODATA ISOGEN INC COM NEW 2.160 2.18 0.34 0.16 16.92 0.62 2.20 1.78 60 INVX INNOVEX INC 1.740 1.50 0.28 0.05 20.64 0.75 2.68 1.33 60 IO INPUT/OUTPUT INC 13.630 1.93 1.30 0.18 14.25 0.52 1.85 1.61 60 MPEG INNOVACOM INC 0.000 1.45 12.89 -0.02 117.85 4.30 15.32 1.30 60 NSIT INSIGHT ENTERPRISES INC 18.870 1.59 -0.04 0.15 12.97 0.47 1.69 1.39 60

ISIG INSIGNIA SYS INC 3.050 1.57 1.35 0.02 29.34 1.07 3.81 1.38 60 ISV INSITE VISION INC 1.550 0.75 1.54 0.00 22.79 0.83 2.96 0.84 60 INSU INSITUFORM TECHNOLOGIES CLASS A 25.860 1.53 -0.03 0.25 9.36 0.34 1.22 1.35 60 INSM INSMED INC COM NEW 0.880 3.86 0.33 0.21 26.03 0.95 3.38 2.89 60 INSG Y INSIGNIA SOLUTIONS PLC SPONSORED ADR 0.115 2.59 0.24 0.03 41.72 1.52 5.42 2.06 60

ICSN INNOVATIVE CLINICAL SOL COM NEW 0.003 1.91 -4.30 0.13 16.92 0.62 2.20 1.60 60 INOC INNOTRAC CORP 2.530 0.50 -0.48 -0.01 16.58 0.60 2.15 0.67 60 INIV INNOVATIVE SOFTWARE TEC COM PAR $ 0.100 1.04 10.72 -0.02 88.32 3.22 11.48 1.03 60 IMEN INNOFONE COM INC COM PAR $.001 0.900 10.01 10.24 0.00 86.22 10.29 20.94 6.97 21 IOSP INNOSPEC INC 46.550 0.78 1.87 0.05 10.93 0.40 1.42 0.86 60

ISSC INNOVATIVE SOLUTIONS & 17.030 1.03 2.60 0.04 14.94 0.55 1.94 1.02 60 KPA INNKEEPERS USA TR 15.500 0.82 0.72 0.13 7.26 0.27 0.94 0.88 60 KPA PC INNKEEPERS USA TR PFD C 8% 25.220 0.15 -0.11 0.01 1.57 0.13 0.28 0.44 37 IFUL INSIGHTFUL CORP 2.385 1.54 0.91 0.09 16.07 0.59 2.09 1.36 60 IXSB F INNEXUS BIOTECHNOLOGY I 0.820 -0.02 4.40 -0.05 24.53 2.59 5.31 0.32 24

IVDN INNOVATIVE DESIGNS INC 0.370 0.59 1.47 -0.03 43.38 3.25 7.58 0.73 39 INPC INPHONIC INC 11.090 2.62 -4.34 0.09 14.17 1.38 3.04 2.07 26 IVFH INNOVATIVE FOOD HLDGS 0.003 0.44 -5.77 -0.02 52.73 3.34 8.79 0.63 45 ISPH INSPIRE PHARMACEUTICALS 6.350 0.63 1.44 -0.01 23.05 0.84 3.00 0.75 60 INO INOVIO BIOMEDICAL CORP 3.290 2.47 1.98 0.11 23.34 0.85 3.03 1.97 60

NPLA INPLAY TECHNOLOGIES INC COM 1.450 1.82 -0.44 0.03 29.36 1.07 3.82 1.54 60 IRBL INROB TECH LTD 0.300 26.67 10.08 0.11 127.13 13.42 27.49 18.01 24 INVC INNOVATIVE CARD TECHNLG 4.400 -1.99 6.62 -0.01 14.26 2.12 4.23 -0.98 15 INNU INNUITY INC 0.535 7.13 14.03 0.00 90.97 7.27 15.90 5.06 38 IIIN INSTEEL INDUSTRIES INC 17.790 1.05 10.02 0.00 30.77 1.12 4.00 1.03 60

Based on S&P 500 Index Using Straight Regression Page 145 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

IECP INSIGHT ENERGY CORP 2.600 5.83 13.56 -0.02 126.23 10.09 22.32 4.20 37 ISCR INSTACARE CORP COM NEW 0.300 0.82 -2.49 0.00 22.02 0.81 2.89 0.88 59 IHT INNSUITES HOSPITALITY T SH BEN INT 1.250 0.78 0.97 0.01 17.10 0.62 2.22 0.86 60 IPUR INNOVA PURE WTR INC 0.040 4.32 7.51 0.01 86.95 3.17 11.30 3.20 60 INNO INNOVO GROUP INC COM PAR $0.01 0.700 -0.01 1.11 -0.02 24.75 0.90 3.22 0.33 60

IART INTEGRA LIFESCIENCES HL COM NEW 42.590 0.92 0.96 0.08 9.90 0.36 1.29 0.94 60 INSW INSWEB CORP COM NEW 3.183 1.29 0.42 0.06 16.68 0.61 2.17 1.19 60 ISYS INTEGRAL SYS INC MD 23.170 0.40 0.51 0.01 8.68 0.32 1.13 0.60 60 ITKG INTEGRAL TECHNOLOGIES I 3.760 1.44 3.95 0.01 29.26 1.07 3.80 1.29 60 INMD INTEGRAMED AMER INC COM NEW 15.050 0.34 3.20 -0.01 15.59 0.57 2.03 0.56 60

IDTI INTEGRATED DEVICE TECHN 15.480 2.49 -1.01 0.41 10.55 0.38 1.37 1.99 60 INGA INTEGRA INC 0.001 -0.06 3.89 -0.02 42.78 1.83 6.16 0.30 52 INTN INTAC INTL 7.510 1.69 3.29 0.05 23.22 0.85 3.02 1.46 60 INB INTEGRATED BIOPHARMA IN 6.900 -1.03 10.88 -0.01 36.24 1.32 4.71 -0.34 60 IHSV Q INTEGRATED HEALTH SVCS 0.000 1.84 7.56 -0.01 95.87 3.50 12.46 1.56 60

ISSI INTEGRATED SILICON SOLU 5.750 3.95 -0.56 0.35 18.95 0.69 2.46 2.96 60 RDOC INTEGRATED SURGICAL SYS 0.030 3.44 8.52 0.01 75.74 2.76 9.85 2.62 60 INTC INTEL CORP 20.250 2.02 -0.95 0.41 8.45 0.31 1.10 1.67 60 FILM INTELEFILM CORP 0.050 11.21 8.46 0.12 100.48 3.67 13.06 7.77 60 IBNK INTEGRA BK CORP 27.520 0.54 0.40 0.10 5.44 0.20 0.71 0.69 60

ITIG INTELLIGROUP INC 1.270 1.35 2.67 0.02 24.79 0.90 3.22 1.23 60 INS INTELLIGENT SYS CORP NE 3.200 1.09 0.62 0.06 14.15 0.52 1.84 1.06 60 IDN INTELLI-CHECK INC 6.730 1.04 0.59 0.01 24.98 0.91 3.25 1.03 60 ITYC INTEGRITY BANCSHARES IN 12.950 0.54 4.33 -0.02 14.71 1.10 2.57 0.70 39 IMTR INTELLIGENT MTR CARS GR COM NEW 0.001 0.53 0.34 -0.02 90.55 5.64 14.61 0.69 47

IGPK INTEGRATED PARKING SOL 1.250 2.85 21.01 -0.02 106.23 7.50 17.74 2.22 44 IPAR INTER PARFUMS INC 19.190 1.35 2.02 0.09 14.38 0.52 1.87 1.24 60 INTL INTER TEL INC 22.160 1.52 0.39 0.17 11.66 0.43 1.52 1.34 60 ININ INTERACTIVE INTELLIGENC 22.420 2.19 2.70 0.15 17.58 0.64 2.29 1.79 60 IBDI INTERACTIVE BRAND DEV I 0.022 0.12 -7.46 -0.02 24.33 1.72 4.06 0.42 44

Based on S&P 500 Index Using Straight Regression Page 146 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ISWI INTERACTIVE SYS WORLDWI 2.250 0.67 -0.21 -0.01 22.04 0.80 2.86 0.78 60 IDC INTERACTIVE DATA CORP 24.040 1.30 0.57 0.46 4.96 0.18 0.65 1.20 60 IICP INTERCELL INTL CORP 0.200 4.20 11.45 0.02 72.94 2.66 9.48 3.12 60 IFCJ INTERCHANGE FINL SVCS S 22.990 0.66 1.59 0.13 5.71 0.21 0.74 0.77 60 IHG INTERCONTINENTAL HTLS G SPONS ADR NEW 25.250 0.98 1.74 0.09 6.58 0.42 1.10 0.99 45

ICE INTERCONTINENTALEXCHANG 107.900 4.83 4.19 0.28 11.85 1.95 3.90 3.54 14 IFSI A INTERFACE INC CLASS A 14.220 1.89 1.87 0.19 13.48 0.49 1.75 1.59 60 IDCC INTERDIGITAL COMMUNICAT 33.550 2.24 2.78 0.17 16.95 0.62 2.20 1.82 60 IREP INTEREP NATL RADIO SALE CLASS A 0.300 0.88 0.14 -0.01 45.50 1.66 5.91 0.92 60 IFCH INTERFINANCIAL HLDGS COM NEW 0.950 5.72 13.08 -0.01 64.19 6.55 13.81 4.13 25

INTG INTERGROUP CORP 18.600 0.11 0.76 -0.01 6.94 0.25 0.90 0.41 60 INRS A INTERIORS INC CLASS A 0.001 13.84 55.34 -0.02 534.23 28.93 459.41 9.51 60 ILI INTERLEUKIN GENETICS IN 5.850 2.24 4.04 0.07 25.68 0.94 3.34 1.82 60 INIT Q INTERLIANT INC COM 0.001 5.84 11.52 0.01 132.93 4.85 17.28 4.21 60 IBI INTERLINE BRANDS INC 22.470 2.22 -0.42 0.26 7.13 0.73 1.53 1.81 25

LINK INTERLINK ELECTRS 3.100 2.08 0.77 0.10 21.17 0.77 2.75 1.72 60 ILKG INTERLINK GLOBAL CORP 0.640 0.02 -1.66 -0.05 27.56 3.12 6.34 0.35 22 IN INTERMEC INC 24.270 2.32 2.67 0.24 14.47 0.53 1.88 1.88 60 IMCB INTERMOUNTAIN CMNTY BAN 24.000 0.21 2.88 0.00 6.03 0.22 0.78 0.48 60 ITMN INTERMUNE INC 30.750 0.76 0.07 0.01 15.21 0.55 1.98 0.84 60

IHDR INTERNAL HYDRO INTL INC 0.100 -0.09 6.42 -0.02 59.20 2.26 8.09 0.28 55 INAP INTERNAP NETWORK SVCS C COM PAR $.001 19.870 4.53 4.14 0.16 35.98 1.31 4.68 3.34 60 IAX INTERNATIONAL ABSORBENT COM NO PAR 4.078 1.52 1.39 0.14 12.92 0.47 1.68 1.34 60 IAL INTERNATIONAL ALUM CORP 48.750 1.09 1.01 0.25 6.58 0.24 0.86 1.06 60 IASG INTEGRATED ALARM SVCS G 3.250 2.21 -3.56 0.10 12.60 0.93 2.12 1.80 42

IAAC INTERNATIONAL ASSETS HL 28.710 3.94 8.52 0.18 28.99 1.06 3.77 2.95 60 IAUS INTERNATIONAL AUTOMATED 0.480 1.49 3.95 0.00 39.54 1.44 5.14 1.33 60 IBOC INTERNATIONAL BANCSHARE 30.910 0.29 1.00 0.02 5.49 0.20 0.71 0.53 60 IBM INTERNATIONAL BUSINESS 97.150 1.73 -0.76 0.55 5.50 0.20 0.71 1.48 60 ICRD INTERNATIONAL CARD ESTA 0.230 0.26 0.91 -0.02 32.90 1.20 4.28 0.51 60

Based on S&P 500 Index Using Straight Regression Page 147 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ICTL INTERNATIONAL COML TELE 0.970 1.95 2.08 0.01 36.36 1.56 5.23 1.63 52 ICO INTERNATIONAL COAL GRP 5.450 3.43 -7.86 0.09 13.92 2.29 4.59 2.61 14 ILDO INTERNATIONAL DALECO CO COM NEW 0.350 0.61 8.61 -0.02 55.36 2.02 7.20 0.74 60 IDND INTERNATIONAL DISPENSIN 1.250 0.52 6.36 -0.01 36.23 1.32 4.71 0.68 60 IEIB INTERNATIONAL ELECTRS I COM PAR $0.01 2.500 0.60 1.55 0.00 17.87 0.65 2.32 0.73 60

IFF INTERNATIONAL FLAVORS&F 49.160 0.43 0.77 0.09 4.43 0.16 0.58 0.62 60 IFK INTERNATIONAL FIN CORP S&P 500 MITTS 11.110 0.58 0.02 0.29 1.84 0.15 0.32 0.72 37 IFCI Q INTERNATIONAL FIBERCOM 0.000 20.42 64.05 0.00 635.47 23.18 82.60 13.87 60 IFLI INTERNATIONAL FIGHT LEA 9.450 24.12 436.35 -0.02 369.87 22.93 438.05 16.32 60 IHIT F INTERNATIONAL HI TECH I 0.230 0.33 1.03 -0.01 23.85 0.87 3.10 0.56 60

INIS INTERNATIONAL ISOTOPES 0.110 3.74 9.82 0.02 68.86 2.51 8.95 2.82 60 ITSI INTERNATIONAL LOTTERY&T COM NEW 1.150 1.75 5.42 0.00 45.48 1.66 5.91 1.50 60 IGT INTERNATIONAL GAME TECH 46.200 0.59 1.71 0.06 7.40 0.27 0.96 0.73 60 IP INTL PAPER CO 34.100 0.89 -0.49 0.30 4.71 0.17 0.61 0.92 60 IPMG INTERNATIONAL PRECIOUS 0.004 2.83 14.55 -0.01 121.42 4.43 15.78 2.21 60

IPR INTERNATIONAL PWR PLC SPONSORED ADR 75.810 2.04 1.30 0.48 7.47 0.27 0.97 1.69 60 IRNG INTERNATIONAL RANGER CO 0.150 2.60 30.87 -0.01 185.96 6.78 24.17 2.06 60 IRF INTERNATIONAL RECTIFIER 38.530 2.74 0.29 0.36 12.79 0.47 1.66 2.15 60 ISE INTL SECS EXCHANGE HLDG CLASS A 46.790 2.22 1.50 0.12 10.00 1.13 2.30 1.81 22 ISH INTERNATIONAL SHIPHOLDI COM NEW 13.490 0.27 1.50 -0.01 9.01 0.33 1.17 0.52 60

ISCA INTERNATIONAL SPEEDWAY CLASS A 51.040 0.14 0.50 -0.01 4.93 0.18 0.64 0.43 60 ISCB INTERNATIONAL SPEEDWAY CLASS B 51.000 0.20 0.46 0.01 4.80 0.18 0.62 0.47 60 ISSG INTERNATIONAL SMART SRC 0.140 -0.23 -1.58 -0.01 15.42 0.56 2.00 0.19 60 ILST INTERNATIONAL STAR INC COM NEW 0.012 2.74 35.33 -0.01 175.70 6.41 22.84 2.16 60 ITXN INTERNATIONAL TEXTILE G 12.350 -1.92 1.81 0.03 17.55 1.24 2.93 -0.93 44

ITME INTERNATIONAL TME RES I 0.400 0.98 19.39 -0.02 124.34 4.57 16.48 0.98 58 IPA INTERPHARM HLDGS INC 2.090 2.75 5.92 0.04 42.08 1.54 5.47 2.16 60 GEEK INTERNET AMERICA INC 0.290 0.68 1.89 -0.01 24.14 0.88 3.14 0.79 60 INPH INTERPHASE CORP 8.290 1.81 1.80 0.09 19.24 0.70 2.50 1.53 60 ICGE INTERNET CAP GROUP INC COM NEW 10.260 4.71 -0.25 0.36 21.97 0.80 2.86 3.46 60

Based on S&P 500 Index Using Straight Regression Page 148 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ICCA INTERNET COMM CORP CLASS A 3.170 1.50 0.79 0.05 20.73 0.76 2.69 1.33 60 IIJI INTERNET INITIATIVE JAP SPONSORED ADR 8.540 1.07 4.79 -0.01 37.13 1.35 4.83 1.05 60 IPLY INTERPLAY ENTMT CORP 0.135 3.55 10.13 0.00 98.12 3.58 12.75 2.69 60 ICCX Q INTERNET COMM & COMMUNI 0.001 0.51 38.83 -0.02 273.94 9.99 35.61 0.67 60 IPX INTERPOOL INC 23.360 1.00 0.49 0.09 10.24 0.37 1.33 1.00 60

IPG INTERPUBLIC GROUP COS I 12.240 1.63 -1.53 0.27 9.41 0.34 1.22 1.42 60 ISIL INTERSIL CORP CLASS A 23.920 1.89 -0.70 0.36 8.78 0.32 1.14 1.59 60 IBCI Q INTERSTATE BAKERIES COR 2.400 0.52 -2.44 -0.01 17.13 0.63 2.23 0.68 60 IHR INTERSTATE HOTELS & RES 7.460 -0.16 2.22 -0.02 13.49 0.49 1.75 0.23 60 IVBK INTERVISUAL BOOKS INC CL A VTG 0.010 19.71 32.77 -0.02 213.25 24.18 49.10 13.40 22

ITP INTERTAPE POLYMER GROUP 5.280 0.97 -0.15 0.04 13.75 0.50 1.79 0.98 60 IBCA INTERVEST BANCSHARES CO CLASS A 34.410 0.08 2.89 -0.02 8.48 0.31 1.10 0.39 60 IOC INTEROIL CORP 30.290 2.13 1.29 0.00 22.13 2.16 4.63 1.75 28 INTX INTERSECTIONS INC 10.560 2.46 -2.84 0.06 16.00 1.40 2.96 1.97 33 IPL PC INTERSTATE PWR & LT CO PFD C 7.10% 25.660 0.04 -0.10 -0.02 2.12 0.16 0.36 0.36 40

IPL PB INTERSTATE PWR & LT CO PFD B 8.375 31.300 0.30 -0.42 0.02 2.91 0.21 0.49 0.53 44 INTV INTERVOICE INC NEW 7.660 2.38 0.78 0.11 22.80 0.83 2.96 1.91 60 INTT INTEST CORP 4.380 0.91 1.10 0.01 18.57 0.68 2.41 0.94 60 IVAC INTEVAC INC 25.950 1.11 5.88 0.02 21.64 0.79 2.81 1.08 60 IWOV INTERWOVEN INC COM NEW 14.670 2.41 -1.59 0.33 12.12 0.44 1.58 1.94 60

ILSE INTRALASE CORP 22.380 2.47 -1.00 0.13 11.33 1.10 2.40 1.97 27 IBPI INTRABIOTICS PHARMACEUT COM NEW 4.360 1.32 1.32 0.00 34.30 1.25 4.46 1.21 60 ITRA INTRAWARE INC COM NEW 6.550 1.53 -0.16 0.05 20.80 0.76 2.70 1.35 60 IOPM INTRAOP MED CORP 0.310 0.69 -4.22 -0.03 24.24 2.07 4.33 0.79 35 INGN INTROGEN THERAPEUTICS I 4.400 1.93 0.32 0.14 16.46 0.60 2.14 1.62 60

INTU INTUIT 30.510 0.65 0.63 0.07 7.65 0.28 0.99 0.77 60 IVC INVACARE CORP 24.550 0.64 -0.56 0.10 6.52 0.24 0.85 0.76 60 IVNY Y INVENSYS PLC SPON ADR NEW 5.350 3.04 -0.32 0.14 14.12 1.21 2.52 2.35 35 ISRG INTUITIVE SURGICAL INC COM NEW 95.900 1.12 3.62 0.03 17.47 0.64 2.27 1.08 60 INTZ INTRUSION INC COM NEW 0.458 3.33 -1.91 0.14 28.16 1.03 3.66 2.55 60

Based on S&P 500 Index Using Straight Regression Page 149 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

IIN INTRICON CORP 4.970 1.43 3.41 0.02 28.34 1.03 3.68 1.28 60 VTIV INVENTIV HEALTH INC 35.350 2.16 4.23 0.21 14.58 0.53 1.90 1.77 60 IVRC INVERCOAL INC 0.010 2.51 19.01 -0.01 102.17 3.73 13.28 2.00 60 IMA INVERNESS MED INNOVATIO 38.700 1.53 1.67 0.13 13.53 0.49 1.76 1.35 60 INVT INVESTAMERICA INC 0.000 97.74 142.60 0.07 118.85 40.82 145.44 65.11 60

ITG INVESTMENT TECHNOLOGY G 42.880 1.18 0.39 0.11 11.39 0.42 1.48 1.12 60 ISBC INVESTORS BANCORP INC 15.730 0.83 1.92 0.08 3.82 0.57 1.13 0.89 15 ICH INVESTORS CAP HLDGS LTD 5.320 0.71 1.71 0.03 12.32 0.45 1.60 0.81 60 IRET S INVESTORS REAL ESTATE T SH BEN INT 10.260 0.30 0.10 0.06 3.89 0.14 0.51 0.54 60 IRET P INVESTORS REAL ESTATE T PFD A CM 8.25% 25.610 0.29 -0.22 0.12 1.44 0.13 0.27 0.53 33

ITIC INVESTORS TITLE CO 53.400 0.65 2.05 0.10 6.67 0.24 0.87 0.77 60 IVGR INVICTA GROUP INC COM NEW 0.035 8.15 -9.24 0.05 64.17 4.81 11.21 5.73 39 IVSR INVESTSOURCE COMM INC 0.190 9.23 22.08 0.00 118.04 8.85 20.63 6.45 39 IVGN INVITROGEN CORP 56.590 0.39 0.17 0.00 9.79 0.36 1.27 0.59 60 INXI INX INC 7.860 0.03 6.13 -0.02 24.41 0.89 3.17 0.36 60

IOCJ Y IOCHPE MAXION S A SP ADR PFD 4.350 -1.79 4.30 0.05 8.96 1.33 2.58 -0.85 16 IYXI INYX INC 2.330 2.09 1.26 0.05 18.41 1.16 3.07 1.72 45 IFIN INVESTORS FINL SERVICES 42.670 1.13 0.38 0.17 8.54 0.31 1.11 1.08 60 IOX IOMED INC 2.750 1.45 1.51 0.07 17.14 0.63 2.23 1.30 60 IOM IOMEGA CORP COM NEW 3.530 -0.13 -0.25 -0.02 14.74 0.54 1.92 0.25 60

ION ION MEDIA NETWORKS INC CLASS A 0.500 3.74 -3.13 0.20 25.76 0.94 3.35 2.82 60 IONA IONA TECHNOLOGIES PLC SPONSORED ADR 4.920 3.11 -1.02 0.23 19.82 0.72 2.58 2.40 60 IOTN IONATRON INC 4.100 1.11 7.14 0.00 34.80 1.27 4.52 1.07 60 IFTI IONIC FUEL TECHNOLOGY I 0.003 12.81 186.04 -0.02 296.00 47.28 168.47 8.83 60 IWA IOWA TELECOMM SERVICES 19.710 0.63 -0.74 0.04 4.53 0.44 0.97 0.75 26

IPT IPARTY CORP 0.400 0.43 0.65 -0.01 19.13 0.70 2.49 0.62 60 IPAS IPASS INC 5.880 2.85 -4.18 0.17 12.46 0.92 2.10 2.22 42 IPS IPSCO INC 93.870 1.49 3.69 0.16 11.74 0.43 1.53 1.32 60 IPHE IPHONE2 INC COM NEW 0.065 -0.99 15.26 -0.02 117.84 4.30 15.32 -0.32 60 IWDM IOWORLDMEDIA INC 0.360 2.30 16.25 -0.01 75.33 2.75 9.79 1.86 60

Based on S&P 500 Index Using Straight Regression Page 150 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

IRBO IR BIOSCIENCES HLDGS IN COM NEW 0.150 -0.80 3.59 -0.02 35.23 2.49 5.88 -0.19 44 IRE IRELAND BK SPONSORED ADR 92.170 1.01 1.30 0.37 4.59 0.17 0.60 1.00 60 IRIX IRIDEX CORP 8.870 0.48 1.93 0.00 15.15 0.55 1.97 0.66 60 IRIS IRIS INTL INC 12.650 1.18 3.56 0.05 15.63 0.57 2.03 1.12 60 IRBT IROBOT CORP 18.060 0.86 -3.41 -0.07 14.20 2.34 4.68 0.91 14

IRGB IRON & GLASS BANCORP IN 59.000 0.25 1.42 -0.02 5.59 0.45 0.99 0.50 37 IRM IRON MTN INC 41.340 0.62 1.17 0.12 5.54 0.20 0.72 0.74 60 IRSN IRVINE SENSORS CORP COM NEW 2.050 1.31 2.24 0.03 21.69 0.79 2.82 1.21 60 IFC IRWIN FINL CORP 22.630 0.78 0.47 0.10 7.60 0.28 0.99 0.85 60 ISAC ISAACS I C & CO INC 4.400 -0.15 8.59 -0.02 36.51 1.33 4.75 0.23 60

ISBH ISBRE HLDGS CORP 2.500 4.37 13.03 -0.01 66.66 5.33 11.79 3.23 37 ISO ISCO INTL INC 0.340 3.34 1.40 0.13 29.18 1.06 3.79 2.55 60 ISEC ISECURETRAC CORP COM NEW 1.100 0.58 -1.30 -0.01 23.95 0.87 3.11 0.72 60 ISIS ISIS PHARMACEUTICALS IN 11.120 2.20 -0.55 0.17 16.43 0.60 2.14 1.80 60 ISLE ISLE OF CAPRI CASINOS I 26.580 0.66 1.47 0.03 10.77 0.39 1.40 0.77 60

ILE ISOLAGEN INC 2.930 1.35 1.16 0.02 26.93 0.98 3.50 1.23 60 IOMT ISOMET CORP 0.800 1.22 0.06 0.01 26.13 0.95 3.40 1.15 60 ISON ISONICS CORP 0.574 1.77 1.75 0.02 32.49 1.19 4.22 1.51 60 ISRL ISRAMCO INC COM NEW 29.350 1.26 4.44 0.04 18.93 0.69 2.46 1.17 60 ISLT ISRAEL TECHNOLOGY ACQUS 5.520 0.06 0.64 -0.07 1.55 0.23 0.45 0.38 16

ISLT U ISRAEL TECHNOLOGY ACQUS UNIT EX 071409 6.500 0.28 0.44 -0.05 4.36 0.58 1.18 0.52 18 ITI ITERIS INC 2.400 0.98 2.15 0.02 19.19 0.70 2.49 0.98 60 ITXF F ITERATION ENERGY LTD 3.600 -0.91 7.21 -0.01 58.22 2.12 7.57 -0.27 60 ITC ITC HLDGS CORP 39.900 0.70 1.50 -0.02 6.87 0.91 1.86 0.80 18 ITHK ITHAKA ACQUISITION CORP 5.450 0.18 0.31 -0.04 1.73 0.26 0.50 0.45 16

ITHK U ITHAKA ACQUISITION CORP UNIT EX 000000 6.400 0.50 0.16 0.01 3.30 0.47 0.89 0.67 17 ITOC Y ITOCHU CORP ADR 82.500 -0.17 3.45 -0.07 7.80 1.11 2.11 0.23 17 ITRI ITRON INC 51.840 1.21 1.39 0.08 13.49 0.49 1.75 1.14 60 IVAN IVANHOE ENERGY INC COM 1.350 1.83 2.33 0.02 34.06 1.24 4.43 1.55 60 IVN IVANHOE MINES LTD 9.830 3.14 -1.11 0.12 15.74 1.26 2.75 2.42 38

Based on S&P 500 Index Using Straight Regression Page 151 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

IVOI IVOICE INC COM NEW 0.020 2.49 4.11 0.00 80.70 2.94 10.49 1.99 60 IVOW IVOW INC COM NEW 0.220 -0.30 -0.78 -0.02 45.06 1.64 5.86 0.14 60 JPMX JPM CO 0.008 94.30 186.40 0.06 156.91 42.20 150.39 62.82 60 IXYS IXYS CORP COM 8.900 2.14 0.27 0.26 12.45 0.45 1.62 1.76 60 JJSF J & J SNACK FOODS CORP 41.400 0.19 2.35 -0.01 8.83 0.32 1.15 0.46 60

JAX J ALEXANDER CORP 8.910 0.61 2.55 0.03 10.07 0.37 1.31 0.74 60 JDSU JDS UNIPHASE CORP COM PAR $0.001 16.660 2.92 -1.93 0.30 15.51 0.57 2.02 2.27 60 JDAS JDA SOFTWARE GROUP INC 13.770 2.81 -0.42 0.33 14.04 0.51 1.82 2.20 60 JRT JER INVT TR INC 20.670 0.92 -0.18 0.07 4.58 0.61 1.24 0.94 18 JMAR JMAR TECHNOLOGIES INC 0.170 1.02 -3.16 0.01 20.50 0.75 2.66 1.01 60

JLMC JLM COUTURE INC 2.420 -0.48 0.89 0.01 10.89 0.40 1.41 0.02 60 JPEI JPE INC 0.005 61.99 982.98 -0.02 597.37 40.67 857.59 41.42 60 JPM PJ JP MORGAN CHASE CAP X PFD TR SECS 7% 25.320 0.00 0.05 -0.02 1.51 0.06 0.20 0.34 59 JSAI Y J SAINSBURY PLC SPON ADR NEW 31.950 0.07 1.59 -0.04 3.86 0.39 0.83 0.38 25 JPST JPS INDUSTRIES INC 3.400 0.55 0.45 -0.01 19.16 0.70 2.49 0.70 60

JTNB JTNB BANCORP INC 20.000 1.89 -3.18 0.06 9.14 1.36 2.71 1.59 15 JPM JP MORGAN CHASE & CO COM 48.300 1.77 0.11 0.54 5.80 0.21 0.75 1.51 60 JPCI JPC CAP PARTNERS INC 0.010 6.33 18.00 -0.02 217.23 15.33 36.28 4.54 44 JPNJ F J-PACIFIC GOLD INC 0.345 -0.45 39.70 -0.02 271.97 9.92 35.35 0.04 60 NILS Y JSC MMC NORILSK NICKEL SPONSORED ADR 160.000 1.97 2.86 0.09 10.54 1.08 2.27 1.65 25

JCOM J2 GLOBAL COMMUNICATION COM NEW 27.250 0.05 6.27 -0.02 15.17 0.55 1.97 0.37 60 JPM PK J P MORGAN CHASE CAP XI CAP K 5.875 24.000 0.03 -0.07 -0.02 3.21 0.24 0.54 0.36 43 JPM PX J P MORGAN CHASE CAP XI PFD TR 6.250% 25.200 0.04 0.02 -0.02 2.37 0.18 0.40 0.37 40 JBL JABIL CIRCUIT INC 24.550 1.98 -0.01 0.35 9.57 0.35 1.24 1.65 60 JBX JACK IN THE BOX INC 61.040 0.95 1.31 0.14 8.00 0.29 1.04 0.97 60

JTX JACKSON HEWITT TAX SVCS 33.970 0.62 2.03 -0.01 8.68 0.78 1.67 0.75 31 JAXB JACKSONVILLE BANCORP IN 33.100 0.08 2.26 -0.01 5.59 0.20 0.73 0.39 60 JXSB JACKSONVILLE BANCORP IN 12.330 0.43 0.29 0.03 7.33 0.27 0.95 0.62 60 JLN JACLYN INC 11.174 0.71 3.38 0.02 13.25 0.48 1.72 0.81 60 JACO JACO ELECTRS INC 3.300 1.99 -0.29 0.18 14.59 0.53 1.90 1.66 60

Based on S&P 500 Index Using Straight Regression Page 152 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

JEC JACOBS ENGR GROUP INC D 81.540 0.53 1.53 0.06 6.82 0.25 0.89 0.69 60 JRSE JACOBSON RESONANCE ENTE 0.001 0.18 9.76 -0.02 106.08 3.87 13.79 0.46 60 JJZ JACUZZI BRANDS INC 12.430 2.07 2.85 0.22 13.66 0.50 1.78 1.71 60 JGPK JAGGED PEAK INC 0.550 -0.92 -0.15 -0.01 54.01 2.06 7.31 -0.27 56 JAKK JAKKS PAC INC 21.840 1.80 0.28 0.26 10.69 0.39 1.39 1.53 60

JMBA JAMBA INC 10.070 1.35 1.19 -0.01 10.97 1.46 2.96 1.23 18 JMBA U JAMBA INC UNIT EX 000000 14.030 1.95 2.47 -0.02 19.43 2.57 5.06 1.63 19 BOJF JAMES FINL GROUP INC 18.950 0.14 2.22 -0.01 6.83 0.25 0.89 0.43 60 JHX JAMES HARDIE INDS N V SPONSORED ADR 37.760 0.75 1.50 0.11 7.24 0.26 0.94 0.83 60 JRCC JAMES RIV COAL CO COM NEW 9.280 3.16 -5.85 0.14 13.70 1.33 2.81 2.43 29

JRVR JAMES RIV GROUP INC 32.320 -0.04 3.13 -0.07 7.38 1.05 1.99 0.31 17 JLWT JANEL WORLD TRADE LTD 0.440 1.98 -0.23 0.04 28.34 1.14 3.94 1.65 54 JNS JANUS CAP GROUP INC 21.590 2.03 -0.69 0.47 7.65 0.28 0.99 1.68 60 JALS Y JAPAN AIRLS CORP ADR 8.750 0.66 -1.84 0.01 6.44 0.55 1.15 0.77 35 JOF JAPAN SMALLER CAPTLZTN 12.870 1.05 1.44 0.12 9.56 0.35 1.24 1.03 60

JAH JARDEN CORP 34.790 -0.14 4.52 -0.02 11.07 0.40 1.44 0.24 60 JMHL Y JARDINE MATHESON HLDGS ADR 21.550 0.67 1.17 0.02 5.45 0.56 1.17 0.78 25 JSHL Y JARDINE STRATEGIC HLDGS ADR 26.600 0.72 1.88 0.01 6.34 0.65 1.36 0.81 25 JAV JAVELIN PHARMACEUTICALS 5.200 5.59 4.55 0.02 46.32 4.52 9.95 4.04 26 JACC JAYHAWK ACCEP CORP 0.001 1.05 17.73 -0.02 130.02 4.74 16.90 1.03 60

JNTX JEANTEX GROUP INC 0.045 11.05 9.10 0.02 105.29 7.77 17.59 7.66 43 JDO JED OIL INC 2.850 -0.57 -0.36 -0.03 17.73 1.55 3.28 -0.04 33 JEF JEFFERIES GROUP INC NEW 26.820 1.29 1.33 0.32 6.53 0.24 0.85 1.19 60 JFBI JEFFERSON BANCSHARES IN 13.020 -0.14 0.00 -0.02 4.07 0.30 0.69 0.24 42 JFBC JEFFERSONVILLE BANCORP CDT COM 18.956 -0.05 1.82 -0.02 8.84 0.32 1.15 0.30 60

JEN JENNIFER CONVS INC 5.289 0.85 1.96 0.02 15.36 0.56 2.00 0.90 60 JBLU JETBLUE AWYS CORP 14.200 -0.08 0.60 -0.02 11.72 0.43 1.56 0.28 57 JCTC F JEWETT CAMERON TRADING COM NEW 13.680 -0.20 3.37 -0.01 13.86 0.51 1.80 0.21 60 JIXA Y JIANGXI COPPER CO LTD SPONSORED ADR 40.683 4.58 1.65 0.12 15.76 2.83 5.19 3.37 13 JAS JO-ANN STORES INC 24.600 1.16 0.24 0.02 11.52 0.92 2.01 1.10 38

Based on S&P 500 Index Using Straight Regression Page 153 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

JDOG JOHN D OIL & GAS CO 0.520 0.97 4.14 0.01 22.67 0.83 2.95 0.98 60 JNJ JOHNSON & JOHNSON 66.020 0.31 0.14 0.06 3.92 0.14 0.51 0.54 60 JCI JOHNSON CTLS INC 85.920 0.73 1.11 0.22 4.83 0.18 0.63 0.82 60 JELC Y JOHNSON ELEC HLDGS LTD SPONSORED ADR 6.750 1.87 -2.66 0.23 6.52 0.56 1.16 1.58 35 JMPL Y JOHNSON MATTHEY PUB LTD SPONSORED ADR 55.650 1.11 0.80 0.20 4.14 0.42 0.89 1.07 25

JOUT JOHNSON OUTDOORS INC CLASS A 18.565 0.56 1.77 0.02 11.12 0.41 1.45 0.71 60 JNY JONES APPAREL GROUP INC 33.430 0.97 -0.17 0.25 5.81 0.21 0.75 0.98 60 JLL JONES LANG LASALLE INC 92.170 0.64 2.86 0.05 8.40 0.31 1.09 0.76 60 JSDA JONES SODA CO 12.300 0.22 7.12 -0.03 15.76 1.17 2.70 0.48 40 JOSB JOS A BANK CLOTHIERS IN 29.350 1.14 4.49 0.05 14.97 0.55 1.95 1.09 60

JRN JOURNAL COMMUNICATIONS CLASS A 12.610 0.97 -1.36 0.11 5.50 0.41 0.94 0.98 40 JRC JOURNAL REGISTER CO 7.300 0.69 -1.73 0.08 7.82 0.29 1.02 0.80 60 JOYG JOY GLOBAL INC 48.340 2.43 3.09 0.39 10.71 0.39 1.39 1.95 60 JPM PP JPMORGAN CHASE CAP XVI PFD TR 6.375% 25.490 0.11 -0.05 -0.04 1.92 0.25 0.50 0.41 20 JYSR JOYSTAR INC 1.110 5.52 52.73 -0.02 322.62 20.09 52.06 3.99 47

JPM PY JPMORGAN CHASE CAP XIV CAP SEC N 6.20 25.080 0.13 -0.06 -0.02 2.08 0.20 0.43 0.42 28 JUVF JUNIATA VALLEY NATL BK 21.050 -0.02 0.72 -0.02 3.10 0.11 0.40 0.32 60 JNPR JUNIPER NETWORKS INC 18.940 2.83 0.73 0.24 17.69 0.65 2.30 2.21 60 JNPP B JUNIPER PARTNERS ACQUSI CLASS B 5.260 0.01 0.45 -0.08 1.17 0.17 0.35 0.34 15 JNPP U JUNIPER PARTNERS ACQUSI UNIT A 071510 7.600 0.33 -1.67 -0.06 8.22 1.09 2.22 0.56 18

JNPP Z JUNIPER PARTNERS ACQUSI UNIT B 071510 11.200 0.11 0.54 -0.05 2.35 0.31 0.64 0.41 18 JRAK JURAK CORP WORLD WIDE I COM NEW 1.120 3.08 24.98 -0.02 133.67 10.02 23.36 2.38 39 JUPM JUPITERMEDIA CORP 7.920 1.63 3.96 0.05 21.35 0.78 2.77 1.42 60 KFI K & F INDS HLDGS INC 22.710 1.33 0.88 0.03 7.53 1.07 2.03 1.22 17 KALG KAL ENERGY INC 0.400 -0.29 10.76 -0.07 30.13 4.30 8.14 0.15 17

KBKC P KBK CAP TR I PFD TR 9.50% 5.500 1.81 1.68 0.02 22.62 1.22 3.41 1.54 50 KBLH KBL HEALTHCARE ACQSTN C 5.500 -0.02 0.36 -0.05 1.14 0.15 0.30 0.32 20 KBLH U KBL HEALTHCARE ACQSTN C UNIT EX 000009 6.550 0.04 0.22 -0.05 3.81 0.45 0.93 0.36 21 KHDH KHD HUMBOLDT WEDAG INTL 40.080 1.21 2.17 0.14 10.26 0.37 1.33 1.14 60 KFED K FED BANCORP 18.850 0.87 0.57 0.08 5.23 0.45 0.94 0.92 34

Based on S&P 500 Index Using Straight Regression Page 154 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

KFN KKR FINL CORP 26.790 0.58 -0.07 -0.01 4.71 0.62 1.23 0.72 19 KLAC KLA-TENCOR CORP 49.750 2.26 -0.34 0.52 7.68 0.28 1.00 1.84 60 KMA KMG AMER CORP 9.590 -0.34 0.09 -0.04 8.90 0.91 1.91 0.11 25 KMGB KMG CHEMICALS INC 10.000 1.59 3.32 0.06 20.30 0.74 2.64 1.39 60 KSWS K-SWISS INC CLASS A 30.740 1.03 2.30 0.11 9.87 0.36 1.28 1.02 60

KTC KT CORP SPONSORED ADR 25.350 0.63 0.29 0.12 5.89 0.21 0.77 0.76 60 KSW KSW INC 7.400 -0.46 5.92 -0.01 20.84 0.76 2.71 0.04 60 KSP K SEA TRANSN PARTNERS L 36.090 0.70 0.37 0.05 4.78 0.41 0.85 0.80 36 KTII K TRON INTL INC 74.670 0.26 3.48 0.00 7.32 0.27 0.95 0.51 60 KTO K2 INC 13.190 1.21 1.16 0.12 11.13 0.41 1.45 1.14 60

KVHI KVH INDS INC 10.610 0.90 1.64 0.03 14.50 0.53 1.89 0.93 60 KV B K V PHARMACEUTICAL CO CL B CONV 23.770 1.55 0.22 0.20 10.80 0.39 1.40 1.37 60 KV A K V PHARMACEUTICAL CO CLASS A 23.780 1.50 0.37 0.19 10.58 0.39 1.38 1.33 60 KAI KADANT INC 24.380 1.09 0.86 0.15 8.91 0.33 1.16 1.06 60 KNBT KNBT BANCORP INC 16.730 0.93 -0.70 0.18 3.88 0.31 0.68 0.96 38

KROH KAIROS HLDGS INC 0.035 -1.78 11.70 -0.02 96.75 4.14 13.79 -0.84 53 KGHI KAISER GROUP HOLDINGS I 24.990 -0.22 4.96 -0.02 17.78 0.65 2.31 0.19 60 KAMN KAMAN CORP CLASS A 22.390 0.31 0.96 0.00 9.92 0.36 1.29 0.54 60 KANA KANA SOFTWARE INC COM NEW 3.150 5.22 -0.56 0.35 24.95 0.91 3.24 3.80 60 KBAY KANBAY INTL INC 28.770 3.84 0.13 0.29 12.01 1.08 2.34 2.88 30

KCLI KANSAS CITY LIFE INS CO 50.080 0.21 0.59 0.00 6.14 0.22 0.80 0.48 60 KSU P KANSAS CITY SOUTHERN PFD 4.00% 23.010 0.33 0.28 0.08 3.77 0.14 0.49 0.56 60 KSU KANSAS CITY SOUTHERN COM NEW 28.980 1.00 1.08 0.20 6.91 0.25 0.90 1.00 60 KCRP Y KAO CORP SPONSORED ADR 271.750 0.29 0.47 -0.02 4.96 0.42 0.88 0.53 35 KRVR KARVER INTL INC 0.670 -0.69 4.03 -0.08 15.43 2.54 5.08 -0.12 14

KT KATY INDS INC 2.680 1.45 0.16 0.09 15.21 0.56 1.98 1.30 60 KDN KAYDON CORP 39.740 0.94 0.79 0.21 6.27 0.23 0.82 0.96 60 KYN KAYNE ANDERSON MLP INVS 32.980 0.44 0.60 0.04 3.23 0.31 0.68 0.63 28 KEA KEANE INC 11.910 1.70 -0.78 0.28 9.47 0.35 1.23 1.46 60 KBH KB HOME COM 51.280 0.71 1.68 0.06 8.87 0.32 1.15 0.81 60

Based on S&P 500 Index Using Straight Regression Page 155 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

KRNY KEARNY FINL CORP 16.060 1.12 0.74 0.16 4.41 0.50 1.00 1.08 23 KEI KEITHLEY INSTRS INC 13.150 1.36 -0.26 0.14 11.42 0.42 1.48 1.24 60 K KELLOGG CO 50.060 0.07 0.90 -0.01 3.97 0.14 0.52 0.38 60 KELL Q KELLSTROM INDS INC 0.001 2.02 13.42 -0.01 115.41 4.21 15.00 1.68 60 KWD KELLWOOD CO 32.520 0.92 0.47 0.14 7.83 0.29 1.02 0.95 60

KELY A KELLY SVCS INC CLASS A 28.940 0.81 0.31 0.21 5.46 0.20 0.71 0.88 60 KEM KEMET CORP 7.300 2.43 -1.72 0.48 8.95 0.33 1.16 1.95 60 KNDL KENDLE INTERNATIONAL IN 31.450 2.41 1.54 0.18 17.46 0.64 2.27 1.94 60 KNXA KENEXA CORP 33.260 -0.07 5.94 -0.06 14.29 1.89 3.72 0.29 19 KENS KENILWORTH SYS CORP 0.023 -1.01 11.16 -0.01 73.59 2.68 9.57 -0.33 60

KMT KENNAMETAL INC 58.850 0.96 0.43 0.28 5.35 0.20 0.70 0.98 60 KWIC KENNEDY-WILSON INC COM NEW 22.750 0.38 2.99 0.01 8.07 0.29 1.05 0.59 60 KNSY KENSEY NASH CORP 31.800 1.04 1.04 0.11 9.70 0.35 1.26 1.03 60 KENT KENT FINL SVCS INC COM NEW 2.360 0.36 0.46 0.00 11.46 0.42 1.49 0.58 60 KNTH KENT INTL HLDGS INC 2.650 0.30 -0.73 0.04 4.54 0.17 0.59 0.54 60

KTYB KENTUCKY BANCSHARES INC 31.000 0.08 0.47 -0.01 3.95 0.14 0.51 0.39 60 KFFB KENTUCKY FIRST FED BANC 10.250 0.23 -0.53 -0.03 3.31 0.38 0.76 0.49 22 KINV KENTUCKY INVS INC 27.250 0.03 0.36 -0.02 3.35 0.12 0.43 0.36 60 KPEL Y KEPPEL LTD SPONSORED ADR 23.150 1.04 2.41 0.06 6.87 0.59 1.23 1.03 35 KERA KERAVISION INC 0.001 0.17 9.66 -0.02 63.30 2.31 8.23 0.45 60

KERX KERYX BIOPHARMACEUTICAL 13.300 2.41 2.37 0.11 23.06 0.84 3.00 1.94 60 KEQU KEWAUNEE SCIENTIFIC COR 8.690 0.40 0.11 0.03 6.86 0.25 0.89 0.60 60 KEGS KEY ENERGY SVCS INC 15.650 0.85 0.99 0.08 9.12 0.33 1.18 0.90 60 KEWL KEWEENAW LD ASSN LTD 179.000 1.02 1.54 0.03 10.34 0.65 1.71 1.02 46 KCPC KEY CAP CORP GA NEW COM 1.200 2.14 14.39 -0.07 37.98 6.25 12.52 1.76 14

KHPA U KEY HOSPITALITY ACQUISI UNIT EX 000009 7.640 -0.32 0.16 0.05 1.65 0.25 0.49 0.12 15 KTEC KEY TECHNOLOGY INC 14.830 0.65 3.47 0.02 12.40 0.45 1.61 0.77 60 KTCC KEY TRONICS CORP 4.780 5.45 5.27 0.13 48.57 1.77 6.31 3.95 60 KEY KEYCORP NEW 38.030 0.58 0.59 0.22 3.74 0.14 0.49 0.72 60 KEY PA KEYCORP CAP V PFD TR 5.875% 23.970 -0.07 0.32 -0.02 3.26 0.24 0.55 0.29 42

Based on S&P 500 Index Using Straight Regression Page 156 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

KEY PB KEYCORP CAP VI PFD TR 6.125% 24.610 -0.14 0.14 -0.02 3.09 0.25 0.55 0.25 37 KEYN KEYNOTE SYS INC 10.600 0.91 0.07 0.20 6.19 0.23 0.80 0.94 60 KSE KEYSPAN CORP 41.180 0.51 0.16 0.17 3.90 0.14 0.51 0.68 60 KEYS KEYSTONE AUTOMOTIVE IND 33.990 0.14 1.60 -0.01 10.14 0.37 1.32 0.43 60 KFRC KFORCE INC 12.170 2.23 1.53 0.22 14.71 0.54 1.91 1.81 60

KDSC KIDSATIONAL INC 0.004 1.28 5.90 -0.01 70.86 2.59 9.21 1.19 60 KBAL B KIMBALL INTL INC CLASS B 24.300 1.09 0.73 0.16 8.45 0.31 1.10 1.06 60 KRC KILROY RLTY CORP 78.000 0.57 1.75 0.12 5.26 0.19 0.68 0.71 60 KRC PE KILROY RLTY CORP PFD E 7.80% 25.850 0.13 -0.06 0.00 1.86 0.14 0.33 0.42 39 KRC PF KILROY RLTY CORP PFD F 7.50% 25.350 0.28 -0.25 0.07 1.66 0.16 0.36 0.52 26

KBX KIMBER RES INC 2.180 2.33 -0.56 -0.03 16.01 2.87 5.28 1.88 13 KMB KIMBERLY CLARK CORP 67.950 0.40 0.13 0.11 3.78 0.14 0.49 0.60 60 KCDM Y KIMBERLY CLRK DE MEX SA SPON ADR COM A 22.950 2.04 0.71 0.30 6.04 0.52 1.08 1.69 35 KMGM KIMBERLY GOLD MINES INC 0.150 3.78 -3.13 0.09 25.90 1.64 4.32 2.84 45 KIM KIMCO REALTY CORP 44.950 0.42 1.65 0.07 4.87 0.18 0.63 0.61 60

KIM PF KIMCO REALTY CORP DEPOSITARY F 25.210 0.02 -0.01 -0.02 2.33 0.16 0.39 0.35 44 KMP KINDER MORGAN ENERGY PA UT LTD PARTNER 47.900 0.41 0.36 0.06 5.14 0.19 0.67 0.61 60 KMI KINDER MORGAN INC KANS 105.750 0.69 0.99 0.13 5.92 0.22 0.77 0.79 60 KMR KINDER MORGAN MANAGEMEN SHS 45.680 0.60 0.59 0.14 5.11 0.19 0.66 0.73 60 KND KINDRED HEALTHCARE INC 25.250 0.66 1.18 0.00 16.02 0.58 2.08 0.78 60

KCI KINETIC CONCEPTS INC COM NEW 39.550 2.57 -0.97 0.15 11.27 0.96 2.01 2.04 35 KG KING PHARMACEUTICALS IN 15.920 1.16 -1.38 0.10 11.30 0.41 1.47 1.10 60 KGFH Y KINGFISHER PLC SPON ADR PAR 9.550 1.02 -1.37 0.09 5.84 0.50 1.04 1.01 35 KGC KINROSS GOLD CORP COM NO PAR 11.880 -0.36 4.08 -0.01 15.82 0.58 2.06 0.10 60 KFS KINGSWAY FINL SVCS INC 20.850 0.58 0.94 0.05 7.90 0.29 1.03 0.72 60

KNTA KINTERA INC 1.250 2.29 -6.41 0.05 16.68 1.33 2.95 1.85 37 KEX KIRBY CORP 34.130 0.68 1.46 0.12 6.21 0.23 0.81 0.79 60 KNBW Y KIRIN BREWERY LTD SPONSORED ADR 15.450 0.34 1.39 0.02 6.64 0.24 0.86 0.56 60 KIRK KIRKLANDS INC 5.020 0.72 -0.67 0.01 15.90 0.64 2.21 0.81 54 KILN KIRLIN HLDG CORP COM NEW 0.125 2.00 -3.88 0.03 31.22 1.14 4.06 1.66 60

Based on S&P 500 Index Using Straight Regression Page 157 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

KISB KISH BANCORP INC CDT-SHS 88.750 -0.04 0.04 -0.01 1.54 0.06 0.21 0.31 57 KRG KITE RLTY GROUP TR 18.620 1.41 0.00 0.46 2.89 0.28 0.59 1.27 29 KHK KITTYHAWK INC COM NEW 0.560 2.18 3.59 -0.01 33.70 2.49 5.68 1.78 42 KLBA Y KLABIN S A SPON ADR PREF 25.400 2.97 -1.52 0.15 10.66 1.52 2.88 2.30 17 KLMK KLEVER MARKETING INC COMMON 0.050 5.14 9.61 0.05 71.54 2.61 9.30 3.74 60

KDSM KLONDIKE STAR MINERAL C 1.620 6.73 -2.25 0.09 38.86 3.11 6.79 4.80 38 KNL KNOLL INC COM NEW 22.000 1.96 -0.38 0.31 5.57 0.57 1.20 1.63 25 NITE KNIGHT CAPITAL GROUP IN CLASS A 19.170 2.48 0.83 0.39 11.02 0.40 1.43 1.98 60 KNEC KNIGHT ENERGY CORP 2.120 5.88 39.55 -0.01 200.77 7.32 26.10 4.23 60 KNX KNIGHT TRANSN INC 17.050 1.11 1.15 0.17 8.53 0.31 1.11 1.07 60

KNOL KNOT INC 10.640 3.17 0.60 0.04 24.55 1.96 4.34 2.44 37 KNOT KNOT INC 26.240 1.19 8.78 0.01 28.26 1.03 3.67 1.12 60 KNVS KNOVA SOFTWARE INC 4.850 0.78 2.89 0.00 24.93 0.91 3.24 0.85 60 KBST Y KOBE STEEL LTD ADR SPONSORED ADR 17.121 0.32 3.23 -0.02 9.08 0.78 1.62 0.55 35 KSS KOHLS CORP 68.430 0.71 0.02 0.07 8.31 0.30 1.08 0.81 60

KOMG KOMAG INC COM NEW 37.880 1.19 5.00 0.05 15.02 0.60 2.09 1.12 54 KMTU Y KOMATSU LTD SPON ADR NEW 82.000 1.73 4.42 0.08 9.60 0.98 2.07 1.48 25 AHO KONINKLIJKE AHOLD NV SPON ADR NEW 10.580 2.18 -1.02 0.23 13.82 0.50 1.80 1.78 60 KNM KONAMI CORP SPONSORED ADR 30.230 0.53 0.38 0.01 10.68 0.46 1.54 0.69 52 PHG KONINKLIJKE PHILIPS ELE NY REG SH NEW 37.580 2.18 -0.05 0.69 5.23 0.19 0.68 1.78 60

KMDO KOMODO INC 0.065 2.80 8.10 0.00 85.12 3.11 11.06 2.19 60 KONA KONA GRILL INC 20.550 2.78 1.42 0.12 10.99 1.57 2.97 2.18 17 KONG KONGZHONG CORP SPONSORED ADR 9.760 4.55 -1.36 0.21 17.37 1.56 3.38 3.35 30 KJWN Y KONINKLIJKE WESSANEN NV SPON ADR NEW 13.300 1.70 -2.18 0.19 5.53 0.79 1.50 1.46 17 KB KOOKMIN BK NEW SPONSORED ADR 80.640 1.22 1.19 0.18 8.79 0.32 1.14 1.14 60

KOR KOOR INDS LTD SPONSORED ADR 10.390 1.39 1.12 0.12 12.86 0.47 1.67 1.26 60 KOPN KOPIN CORP 3.570 2.52 -1.91 0.29 13.83 0.50 1.80 2.00 60 KORH KORE HLDGS INC 0.450 1.56 1.03 0.00 40.49 1.48 5.26 1.37 60 KEP KOREA ELECTRIC PWR SPONSORED ADR 22.710 0.69 1.49 0.10 6.88 0.25 0.89 0.79 60 KFY KORN FERRY INTL COM NEW 22.960 1.76 1.50 0.18 12.85 0.47 1.67 1.51 60

Based on S&P 500 Index Using Straight Regression Page 158 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

KOSN KOSAN BIOSCIENCES INC 5.550 1.52 0.58 0.06 19.49 0.71 2.53 1.35 60 KOSS KOSS CORP 23.500 -0.10 1.33 -0.02 9.87 0.36 1.28 0.27 60 KFT KRAFT FOODS INC CLASS A 35.700 0.53 0.03 0.09 5.48 0.20 0.71 0.69 60 KRSL KREISLER MFG CORP 9.849 0.42 0.86 0.00 12.91 0.47 1.68 0.62 60 KKD KRISPY KREME DOUGHNUTS 11.100 1.23 -1.51 0.06 15.53 0.57 2.02 1.15 60

KR KROGER CO 23.070 1.01 0.00 0.25 6.07 0.22 0.79 1.01 60 KRON KRONOS INC 36.740 2.09 0.15 0.32 10.75 0.39 1.40 1.72 60 KRO KRONOS WORLDWIDE INC 32.560 1.39 0.40 0.05 10.03 0.80 1.77 1.26 37 KSIG KSIGN INTL INC 0.034 -0.40 8.92 -0.02 69.62 2.54 9.05 0.07 60 KSWJ KSW INDS INC 0.000 -0.86 -7.49 -0.04 107.74 10.47 22.08 -0.23 29

KUB KUBOTA LTD ADR 46.470 0.54 2.15 0.05 7.58 0.28 0.98 0.70 60 KLIC KULICKE & SOFFA INDS IN 8.400 3.37 -0.57 0.35 16.28 0.59 2.12 2.57 60 KPCG KUPPER PARKER COMMUNICA 0.005 1.67 -3.00 0.03 27.89 1.02 3.63 1.44 60 KYO KYOCERA CORP ADR 94.890 0.94 0.47 0.18 6.88 0.25 0.89 0.96 60 KYPH KYPHON INC 40.400 1.20 1.73 0.07 14.25 0.54 1.93 1.13 56

KYZN KYZEN CORP CLASS A 1.150 1.01 5.15 0.01 23.29 0.85 3.03 1.00 60 LFL LAN AIRLINES S A SPONSORED ADR 54.980 2.25 3.03 0.48 8.27 0.30 1.08 1.83 60 LCAV LCA-VISION INC COM PAR $.001 34.360 2.27 5.34 0.16 17.91 0.65 2.33 1.84 60 LCCI LCC INTERNATIONAL INC CLASS A 4.050 2.13 0.25 0.12 19.71 0.72 2.56 1.75 60 LCNB LCNB CORP 36.000 0.12 0.92 0.01 2.47 0.09 0.32 0.42 60

LGL LGL GROUP INC 7.000 0.51 -0.86 0.00 13.58 0.50 1.77 0.67 60 LPL LG PHILIP LCD CO LTD SPONS ADR REP 15.070 1.16 -0.21 0.03 9.62 0.86 1.87 1.11 30 LITL L INTL COMPUTERS INC 0.760 1.23 15.33 -0.07 69.45 10.34 19.99 1.15 16 LHCG LHC GROUP INC 28.510 -0.80 3.44 -0.02 7.93 1.05 2.07 -0.19 19 LKQX LKQ CORP 22.990 1.67 1.33 0.15 8.13 0.61 1.42 1.44 39

LSBI LSB FINL CORP 24.560 0.10 1.02 -0.01 5.18 0.19 0.67 0.41 60 LRT LL & E RTY TR UNIT BEN INT 2.740 0.82 1.22 0.02 15.82 0.58 2.06 0.88 60 LMIA LMI AEROSPACE INC 15.480 2.84 6.06 0.03 48.58 1.77 6.32 2.22 60 LMZ LMS MEDICAL SYSTEMS INC 1.130 1.58 -5.39 0.03 10.68 1.20 2.43 1.38 23 LMLP LML PMT SYS INC 3.220 1.12 2.21 0.01 25.12 0.92 3.27 1.08 60

Based on S&P 500 Index Using Straight Regression Page 159 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

LNBB LNB BANCORP INC 16.050 -0.11 0.35 -0.01 4.23 0.15 0.55 0.27 60 LRLC Y L OREAL CO ADR 20.200 1.40 -0.24 0.25 4.67 0.40 0.83 1.27 35 ID L-1 IDENTITY SOLUTIONS 15.130 1.88 0.21 0.11 17.51 0.64 2.28 1.58 60 LQCI LQ CORP INC 1.130 0.45 -2.37 0.00 13.73 0.50 1.79 0.64 60 LXBK L S B BANCSHARES N C 16.900 0.06 0.58 -0.02 5.50 0.20 0.71 0.38 60

LSBX LSB CORP 16.570 0.24 0.46 0.01 4.93 0.18 0.64 0.50 60 LXU LSB INDS INC 11.580 0.47 3.06 0.00 12.35 0.45 1.60 0.65 60 LSI LSI LOGIC CORP 9.000 2.71 -0.81 0.36 12.82 0.47 1.67 2.14 60 LYTS LSI INDS INC 19.850 0.70 0.97 0.03 11.35 0.41 1.48 0.80 60 LTC LTC PPTYS INC 27.310 0.33 2.66 0.00 8.19 0.30 1.06 0.55 60

LTC PF LTC PPTYS INC PFD SER F 25.150 0.28 -0.29 0.12 1.40 0.12 0.25 0.52 34 LTWC LTWC CORP 0.000 3.95 1.92 0.05 54.00 1.97 7.02 2.96 60 LTXX LTX CORP 5.600 4.36 -1.57 0.48 15.99 0.58 2.08 3.23 60 LLL L-3 COMMUNICATIONS HLDG COM 81.780 0.43 1.09 0.03 7.15 0.26 0.93 0.62 60 LVMU Y LVMH MOET HENNESSY LOUI ADR 20.750 1.50 0.57 0.35 3.98 0.41 0.86 1.33 25

LB LA BARGE INC 13.430 0.95 2.77 0.05 13.11 0.48 1.70 0.97 60 LJPC LA JOLLA PHARMACEUTICAL COM NEW 3.030 2.81 -1.23 0.13 24.41 0.89 3.17 2.20 60 LZB LA Z BOY INC 11.870 0.89 -0.99 0.11 8.42 0.31 1.09 0.93 60 LRW LABOR READY INC COM NEW 18.330 1.47 2.42 0.13 12.80 0.47 1.66 1.31 60 LH LABORATORY CORP AMER HL COM NEW 73.470 0.28 1.21 0.00 7.95 0.29 1.03 0.52 60

LAB LABRANCHE & CO INC 9.830 1.49 -1.61 0.11 14.15 0.52 1.84 1.33 60 LG PA LACLEDE CAP TR I TOPRS 7.7% 25.520 0.01 -0.04 -0.02 1.68 0.10 0.26 0.34 48 LG LACLEDE GROUP INC 35.030 0.52 0.52 0.17 3.97 0.14 0.52 0.68 60 BOOT LACROSSE FOOTWEAR INC 13.270 1.03 3.06 0.03 16.16 0.59 2.10 1.02 60 LDBK Y LADBROKES PLC SPON ADR 8.350 0.50 -0.01 -0.02 9.45 0.81 1.69 0.67 35

LDSH LADISH INC COM NEW 37.080 1.54 2.37 0.13 13.42 0.49 1.74 1.35 60 LR LAFARGE COPPEE SPON ADR NEW 37.200 0.96 0.64 0.24 5.94 0.22 0.77 0.98 60 LFYC LAFAYETTE CMTY BANCORP 18.000 0.32 -2.22 -0.06 5.17 0.77 1.53 0.55 15 LGDD Y LAGARDERE GROUPE S C A SPONSORED ADR 80.050 0.97 0.40 0.18 3.86 0.33 0.69 0.98 35 LI LAIDLAW INTL INC 30.430 0.87 2.88 0.02 8.98 0.66 1.50 0.91 43

Based on S&P 500 Index Using Straight Regression Page 160 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

LBAI LAKELAND BANCORP INC 14.900 0.54 0.15 0.07 6.23 0.23 0.81 0.70 60 LKFN LAKELAND FINL CORP 25.530 0.37 1.81 0.03 5.90 0.22 0.77 0.58 60 LAKE LAKELAND INDS INC COM 13.590 1.16 1.42 0.11 11.16 0.41 1.45 1.11 60 LACO LAKES ENTMNT INC 10.790 1.52 2.89 0.08 16.89 0.62 2.19 1.34 60 LRCX LAM RESEARCH CORP 50.620 3.36 1.13 0.56 10.50 0.38 1.36 2.56 60

LAMR LAMAR ADVERTISING CO CLASS A 65.390 1.01 0.58 0.22 6.57 0.24 0.85 1.00 60 LMS LAMSON & SESSIONS CO 24.260 0.74 3.25 0.01 14.84 0.54 1.93 0.82 60 LANC LANCASTER COLONY CORP 44.310 0.16 0.48 -0.01 5.97 0.22 0.78 0.44 60 LNCE LANCE INC 20.080 0.59 0.69 0.04 8.74 0.32 1.14 0.73 60 LNDC LANDEC CORP 10.760 0.38 2.65 -0.01 15.05 0.55 1.96 0.59 60

LDR LANDAUER INC 52.470 0.52 0.65 0.12 4.79 0.17 0.62 0.68 60 LBAN LANDBANK GROUP INC COM NEW 0.060 23.00 52.91 0.01 200.75 20.49 43.20 15.58 25 LFG LANDAMERICA FINL GROUP 63.110 0.73 1.21 0.16 5.78 0.21 0.75 0.82 60 LARK LANDMARK BANCORP INC 27.250 0.38 0.84 0.07 4.54 0.17 0.59 0.59 60 LLND LANDMARK LD INC 2.050 -1.67 15.99 -0.03 43.50 4.24 9.23 -0.77 27

LMRK LANDMARK NATL BK 12.250 -0.28 0.87 -0.01 6.76 0.41 1.06 0.15 48 LNBO LANBO FINANCIAL GROUP I 0.005 5.90 -12.69 0.06 37.86 3.69 8.03 4.24 27 LNY LANDRYS RESTAURANTS INC 30.090 0.52 1.00 0.02 9.25 0.34 1.20 0.68 60 LSTR LANDSTAR SYS INC 38.180 0.53 2.50 0.04 7.58 0.28 0.99 0.69 60 GAIT LANGER INC 4.590 0.62 -0.38 0.02 11.86 0.43 1.54 0.75 60

LCI LANNET INC 6.250 1.36 2.66 0.05 18.11 0.66 2.35 1.24 60 LTRX LANTRONIX INC 1.638 2.90 0.06 0.13 25.07 0.91 3.26 2.26 60 LPA LAPOLLA INDS INC 0.570 1.07 0.39 0.00 27.51 1.00 3.58 1.05 60 LSBC LARGE SCALE BIOLOGY COR 0.650 1.81 4.66 -0.01 63.44 2.31 8.25 1.54 60 LVCC LAS VEGAS CENT RESERVAT 0.150 4.41 1.50 -0.02 125.22 9.27 21.41 3.26 40

LVS LAS VEGAS SANDS CORP 89.480 3.03 0.86 0.21 10.88 1.11 2.34 2.35 25 LHO LASALLE HOTEL PPTYS COM SH BEN INT 45.850 0.36 2.37 0.02 6.67 0.24 0.87 0.58 60 LHO PA LASALLE HOTEL PPTYS PFD A 10.25% 25.400 0.16 -0.11 0.08 1.80 0.07 0.24 0.44 58 LHO PB LASALLE HOTEL PPTYS PFD B 8.375% 25.650 0.07 -0.06 -0.02 2.26 0.17 0.39 0.39 39 LHO PD LASALLE HOTEL PPTYS PFD D 7.5% 25.260 0.31 -0.15 -0.03 2.85 0.42 0.82 0.54 16

Based on S&P 500 Index Using Straight Regression Page 161 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

LCRD LASERCARD CORP 10.640 1.71 -0.28 0.09 18.05 0.66 2.35 1.47 60 LSCC LATTICE SEMICONDUCTOR C 6.480 2.50 -1.83 0.33 12.51 0.46 1.63 2.00 60 EL LAUDER ESTEE COS INC CLASS A 40.820 0.53 0.36 0.08 5.74 0.21 0.75 0.69 60 LAUR LAUREATE EDUCATION INC 48.630 1.48 1.23 0.26 8.75 0.32 1.14 1.32 60 AID LAW ENFORCEMENT ASSOCS 0.840 -1.52 4.33 0.00 39.87 1.45 5.18 -0.67 60

LAWS LAWSON PRODS INC 45.890 0.65 1.02 0.06 7.94 0.29 1.03 0.77 60 LWSN LAWSON SOFTWARE INC NEW 7.390 1.76 -1.01 0.19 12.63 0.46 1.64 1.51 60 LAYN LAYNE CHRISTENSEN CO 32.830 0.98 2.41 0.12 8.88 0.32 1.15 0.99 60 LGI LAZARD GLB TTL RET&INCM 22.580 0.58 0.02 0.08 3.43 0.30 0.64 0.72 33 LKI LAZARE KAPLAN INTL INC 9.950 0.30 0.98 0.00 9.62 0.35 1.25 0.53 60

LBIX LEADING BRANDS INC 3.800 0.11 5.05 -0.02 28.02 1.02 3.64 0.41 60 LDIS LEADIS TECHNOLOGY INC 4.690 3.58 -4.95 0.21 13.37 1.20 2.58 2.71 31 LEAP LEAP WIRELESS INTL INC COM NEW 59.470 2.43 0.90 0.24 8.02 0.78 1.64 1.95 29 LEA LEAR CORP 29.530 0.85 -0.14 0.05 11.47 0.42 1.49 0.90 60 LF LEAPFROG ENTERPRISES IN CLASS A 9.480 1.19 -0.86 0.07 13.21 0.53 1.84 1.13 54

LTRE LEARNING TREE INTL INC 8.890 1.30 -2.08 0.30 6.98 0.25 0.91 1.20 60 LSNS LEASING SOLUTIONS INC 0.004 15.58 96.19 -0.02 702.51 37.87 106.06 10.66 50 XPRT LECG CORP 18.480 -0.32 0.22 -0.02 8.19 0.65 1.43 0.12 38 LCRY LECROY CORP 11.510 1.64 -0.72 0.22 10.61 0.39 1.38 1.43 60 LCST LECSTAR CORP 0.001 0.96 6.71 -0.02 94.33 3.44 12.26 0.97 60

LECT LECTEC CORP 0.650 1.62 6.06 0.00 45.60 1.66 5.93 1.41 60 LEE LEE ENTERPRISES INC 31.060 0.61 -0.40 0.19 4.38 0.16 0.57 0.74 60 LEEN B LEE ENTERPRISES INC CLASS B 30.000 0.79 -1.74 -0.01 8.31 0.88 1.80 0.86 24 FLPB LEESPORT FINANCIAL CORP 23.910 0.25 1.07 0.01 5.62 0.20 0.73 0.50 60 LRCI LEGAL RESH CTR INC 1.300 -1.63 14.50 -0.05 50.04 6.39 13.01 -0.74 20

LEGC LEGACY BANCORP INC CLASS A 15.850 0.25 0.89 -0.05 3.14 0.47 0.93 0.50 15 LGGN Y LEGAL & GEN GROUP PLC SPONSORED ADR 15.500 1.37 0.87 0.22 4.96 0.42 0.89 1.25 35 LGAL LEGAL ACCESS TECHNOLOGI COM NEW 0.007 4.24 3.40 0.02 74.58 2.72 9.70 3.15 60 LFBG LEFT BEHIND GAMES INC 2.250 4.00 10.58 0.02 42.30 3.13 7.23 2.99 40 LEG LEGGETT & PLATT INC 23.900 0.95 -0.09 0.22 6.18 0.23 0.80 0.97 60

Based on S&P 500 Index Using Straight Regression Page 162 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

LM LEGG MASON INC 95.050 1.46 1.57 0.31 7.68 0.28 1.00 1.30 60 LEH LEHMAN BROS HLDGS INC 78.120 1.30 1.12 0.44 5.21 0.19 0.68 1.20 60 GIZ LEHMAN BROS HLDGS INC PIES 2007 27.520 0.20 0.19 -0.01 2.36 0.23 0.50 0.47 27 LEH PG LEHMAN BROS HLDGS INC PFD 1/100SER G 25.840 0.16 -0.06 0.12 0.81 0.07 0.14 0.45 35 LEH PC LEHMAN BROS HLDGS INC DEP REP 1/10 C 50.250 0.00 0.31 -0.02 3.23 0.12 0.42 0.34 60

LEH PF LEHMAN BROS HLDGS INC PFD 1/100F6.50 25.600 0.06 -0.01 -0.02 1.64 0.12 0.28 0.38 41 SPJ LEHMAN BROS HLDGS INC SUNS STOCK 1/07 11.500 0.38 0.11 0.38 1.71 0.06 0.22 0.59 59 LEH PD LEHMAN BROS HLDGS INC DEP REP 1/100 D 50.850 -0.04 0.44 -0.02 3.71 0.14 0.48 0.31 60 LEH PK LEHMAN BROS HLDGS CAP T PFD K 6.375% 25.090 0.06 0.00 -0.02 2.77 0.18 0.46 0.38 46 LEH PL LEHMAN BROS HLDGS CAP T PFD L 6.375% 25.270 0.06 0.03 -0.02 2.73 0.20 0.48 0.38 39

LEH PM LEHMAN BROS HLDGS CAP T PFD SER M 6% 24.800 -0.08 0.24 -0.03 2.80 0.24 0.52 0.29 33 LEH PN LEHMAN BROS HLDGS CAP T PFD N 6.24% 54 25.190 0.03 -0.20 -0.05 2.21 0.25 0.50 0.36 23 LLES Y LEND LEASE LTD SPONSORED ADR 14.700 1.20 2.33 0.04 8.69 0.74 1.55 1.13 35 LEN LENNAR CORP CLASS A 52.460 0.47 1.51 0.02 8.59 0.31 1.12 0.65 60 LEN B LENNAR CORP CLASS B 49.120 1.56 -0.12 0.16 8.00 0.51 1.33 1.37 45

LII LENNOX INTL INC 30.610 0.92 1.97 0.11 8.82 0.32 1.15 0.95 60 LNVG Y LENOVO GROUP LTD SPONSORED ADR 8.100 0.49 0.58 -0.02 12.13 1.04 2.16 0.66 35 LNX LENOX GROUP INC 6.400 1.14 -0.22 0.10 11.57 0.42 1.50 1.09 60 LFMI LEONIDAS FILMS INC 0.038 6.30 113.97 -0.02 586.67 21.40 76.26 4.51 60 LSCO LESCO INC OHIO 8.650 0.46 0.52 0.01 10.85 0.40 1.41 0.64 60

LUK LEUCADIA NATL CORP 28.200 0.76 1.70 0.17 5.87 0.21 0.76 0.84 60 LEVC LEVCOR INTL INC 0.400 2.06 -0.83 0.04 26.77 1.15 3.82 1.70 53 LVLT LEVEL 3 COMMUNICATIONS 5.600 0.73 2.44 -0.01 25.70 0.94 3.34 0.82 60 LEVP LEV PHARMACEUTICALS INC 1.360 4.12 11.27 -0.02 62.27 6.07 13.37 3.07 26 LEV LEVITT CORP CLASS A 12.240 3.08 -3.19 0.32 9.02 0.72 1.60 2.38 37

LXCM B LEXCOM INC CL B NON VTG 36.750 -1.57 -1.57 0.00 11.94 1.52 3.10 -0.70 20 LXXI LEXICO RESOURCES INTL I 0.007 0.42 12.09 -0.02 88.00 3.21 11.44 0.62 60 LEXG LEXICON GENETICS INC 3.610 1.43 -1.34 0.09 14.88 0.54 1.93 1.29 60 LXP LEXINGTON CORP PPTYS TR 22.420 0.16 0.63 0.00 4.05 0.15 0.53 0.44 60 LXP PB LEXINGTON CORP PPTYS TR PFD B 8.05% 25.516 0.20 -0.19 0.04 1.72 0.13 0.29 0.47 43

Based on S&P 500 Index Using Straight Regression Page 163 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

LXRS LEXINGTON RES INC NEV 0.260 -0.34 -0.51 -0.03 27.86 2.09 4.87 0.11 39 LXK LEXMARK INTL NEW CLASS A 73.200 1.24 0.25 0.23 7.86 0.29 1.02 1.16 60 LBY LIBBEY INC 12.340 0.66 -0.69 0.00 17.05 0.62 2.22 0.78 60 LBBB LIBERTY BELL BK CHERRY 6.310 0.56 -1.33 0.00 7.96 0.59 1.35 0.71 41 LBTY A LIBERTY GLOBAL INC COM SER A 29.150 1.10 -0.85 0.01 11.27 1.01 2.17 1.06 31

LBTY B LIBERTY GLOBAL INC COM SER B 29.354 0.91 -1.11 0.00 10.48 0.94 2.02 0.94 31 LBTY K LIBERTY GLOBAL INC COM SER C 28.000 -0.49 2.10 -0.05 7.69 1.10 2.08 0.01 17 LRY LIBERTY PPTY TR SH BEN INT 49.140 0.45 0.78 0.08 4.92 0.18 0.64 0.64 60 LBTS LIBERTY STAR GOLD CORP 0.630 2.31 0.08 0.00 27.74 2.36 4.91 1.87 36 LWAY LIFEWAY FOODS INC 9.350 1.49 4.02 0.05 20.39 0.74 2.65 1.32 60

LIFC LIFECELL CORP 24.140 1.93 4.51 0.15 15.52 0.57 2.02 1.62 60 LFPI LIFEPOINT INC 0.000 1.24 -8.99 0.00 30.63 1.12 3.98 1.16 60 LPHI LIFE PARTNERS HOLDINGS 10.050 2.06 1.44 0.18 15.31 0.56 1.99 1.71 60 LFSC LIFE SCIENCES INC 0.400 -0.86 7.79 -0.03 32.48 3.16 6.66 -0.23 29 LSR LIFE SCIENCES RESH INC 14.500 -0.83 6.23 0.00 20.70 0.77 2.76 -0.22 57

LTM LIFE TIME FITNESS INC 48.510 -0.32 3.13 -0.02 5.65 0.51 1.09 0.13 31 LCBM LIFECORE BIOMEDICAL INC 17.830 1.71 1.59 0.11 16.09 0.59 2.09 1.47 60 LHRP LIFEHOUSE RETIREMENT PP 0.410 6.19 8.41 0.08 68.64 2.50 8.92 4.44 60 LBTN LIFELINE BIOTECHNOLOGIE COM PAR $0.001 0.024 0.97 19.78 -0.03 137.95 9.46 27.17 0.98 31 LFTC LIFESTREAM TECHNOLOGIES 0.000 1.39 15.38 -0.02 199.15 7.26 25.89 1.26 60

LPNT LIFEPOINT HOSPITALS INC 33.700 0.16 0.41 -0.01 10.14 0.37 1.32 0.44 60 LFSI LIFESTYLE INNOVATIONS I 0.001 -0.84 -2.50 -0.01 41.72 1.52 5.42 -0.22 60 LGND LIGAND PHARMACEUTICALS CLASS B 10.950 2.44 -0.24 0.22 15.83 0.58 2.06 1.95 60 LFLT LIFELINE THERAPEUTICS I 0.440 3.03 7.02 -0.01 60.96 4.50 10.27 2.34 42 LTBG LIGHTBRIDGE INC 13.540 1.32 0.23 0.17 10.06 0.37 1.31 1.21 60

LMGR LIGHT MANAGEMENT GROUP COM NEW 0.002 8.43 46.34 -0.01 278.61 10.16 36.22 5.92 60 LCUT LIFETIME BRANDS INC 16.430 1.12 1.86 0.11 10.71 0.39 1.39 1.08 60 LSGP LIGHTING SCIENCE GROUP 0.420 -1.57 15.15 -0.01 79.82 2.91 10.38 -0.71 60 LPTH LIGHTPATH TECHNOLOGIES CL A NEW 4.720 3.86 -0.22 0.14 32.19 1.17 4.18 2.89 60 LIHR LIHIR GOLD LTD SPONSORED ADR 24.690 0.38 3.05 -0.01 13.31 0.49 1.73 0.59 60

Based on S&P 500 Index Using Straight Regression Page 164 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

LLY LILLY ELI & CO 52.100 0.82 -0.79 0.16 6.37 0.23 0.83 0.88 60 LMEC LIME ENERGY CO 0.900 0.45 -2.21 -0.01 23.97 0.87 3.12 0.64 60 LTD LIMITED BRANDS INC 28.940 0.93 1.09 0.14 7.73 0.28 1.00 0.95 60 LMNR LIMONEIRA CO 265.000 1.28 4.69 0.00 14.41 1.29 2.80 1.19 30 TVL LIN TV CORP CLASS A 9.950 0.69 -1.79 0.06 8.43 0.32 1.14 0.80 56

LNCR LINCARE HLDGS INC 39.840 0.24 0.71 0.00 7.37 0.27 0.96 0.50 60 LNCB LINCOLN BANCORP IND 19.990 0.17 0.22 0.00 4.50 0.16 0.59 0.45 60 LINC LINCOLN EDL SVCS CORP 13.490 0.18 -1.61 -0.06 11.52 1.52 3.00 0.46 19 LECO LINCOLN ELEC HLDGS INC 60.420 0.98 1.35 0.24 6.03 0.22 0.78 0.99 60 LNC PF LINCOLN NATL CAP VI PFD TR F 6.75% 25.500 0.08 -0.04 -0.02 2.14 0.16 0.37 0.39 40

LNC LINCOLN NATL CORP IND 66.400 1.24 0.19 0.52 4.20 0.15 0.55 1.16 60 LPBC LINCOLN PARK BANCORP 9.400 0.86 -1.22 0.16 3.62 0.37 0.78 0.91 25 LNN LINSAY CORPORATION 32.650 0.67 1.05 0.04 9.59 0.35 1.25 0.78 60 LLTC LINEAR TECHNOLOGY CORP 30.320 2.08 -0.79 0.53 6.98 0.25 0.91 1.71 60 LNGM F LINGO MEDIA INC 0.168 3.50 -1.74 0.03 29.11 2.48 5.15 2.66 36

LNKE LINK ENERGY LLC COM UNITS 0.025 1.92 -2.24 -0.01 47.38 3.00 7.81 1.61 46 LKPL LINK PLUS CORP 0.250 -0.54 9.14 -0.08 33.51 4.99 9.93 -0.02 15 LWLL LINKWELL CORP 0.281 -1.06 17.63 -0.02 125.57 4.58 16.32 -0.37 60 LGF LIONS GATE ENTMNT CORP COM NEW 10.730 0.88 2.75 0.07 10.31 0.38 1.34 0.92 60 LTON LINKTONE LTD ADR 5.190 2.09 -2.35 0.03 17.54 1.50 3.16 1.73 34

LIOX LIONBRIDGE TECHNOLOGIES 6.440 2.69 3.41 0.17 20.51 0.75 2.67 2.12 60 LIPD LIPID SCIENCES INC ARIZ 1.360 1.08 -0.49 0.01 25.84 0.94 3.36 1.05 60 LQMT LIQUIDMETAL TECHNOLOGIE OC-COM 1.520 1.88 -2.77 0.07 21.93 0.84 2.97 1.58 56 LAD LITHIA MTRS INC CLASS A 28.760 1.21 0.46 0.20 8.27 0.30 1.07 1.14 60 LFUS LITTELFUSE INC 31.880 1.12 0.24 0.19 8.03 0.29 1.04 1.08 60

LTFD LITTLEFIELD CORP 0.810 1.31 0.22 0.03 21.85 0.80 2.84 1.20 60 LYV LIVE NATION INC 22.400 -0.35 5.12 -0.09 12.32 2.21 4.06 0.11 13 LPSN LIVEPERSON INC 5.230 1.21 6.83 0.01 25.02 0.91 3.25 1.14 60 LVWD LIVEWORLD INC 0.590 1.83 26.84 -0.01 104.08 3.80 13.53 1.55 60 LIZ LIZ CLAIBORNE INC 43.460 0.79 0.79 0.20 5.54 0.20 0.72 0.86 60

Based on S&P 500 Index Using Straight Regression Page 165 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

LYG LLOYDS TSB GROUP PLC SPONSORED ADR 45.330 1.28 -0.21 0.32 6.59 0.24 0.86 1.18 60 LOJN LO-JACK CORP 17.080 0.45 2.62 0.00 13.71 0.50 1.78 0.64 60 LOCM LOCAL COM CORP COM 4.050 5.53 -4.47 0.08 32.01 3.12 6.79 4.00 27 LPHC LOCATEPLUS HOLDINGS COR COM NEW 0.360 1.04 -3.96 -0.01 31.10 1.74 4.70 1.03 49 LMT LOCKHEED MARTIN CORP COM 92.070 -0.21 1.41 0.00 6.08 0.22 0.79 0.20 60

LNET LODGENET ENTMT CORP 25.030 1.88 0.52 0.31 9.83 0.36 1.28 1.59 60 LGN LODGIAN INC COM PAR $.01 13.600 2.73 -2.38 0.11 18.85 1.05 2.85 2.15 49 LTR LOEWS CORP 41.470 0.90 1.20 0.22 5.87 0.21 0.76 0.93 60 CG LOEWS CORP CAROLNA GP STK 64.720 1.02 1.29 0.14 8.61 0.32 1.13 1.01 59 LOGN LOGANSPORT FINL CORP 16.750 -0.16 0.41 -0.01 5.53 0.20 0.72 0.23 60

LOGC LOGIC DEVICES INC 2.560 0.71 1.20 0.00 20.32 0.74 2.64 0.81 60 LGVN LOGICVISION INC 1.220 1.95 -2.97 0.13 17.16 0.63 2.23 1.63 60 LGTY LOGILITY INC 7.930 0.71 2.41 0.01 14.76 0.54 1.92 0.81 60 LGMT A LOGIMETRICS INC CLASS A 0.001 0.99 22.84 -0.02 133.91 4.89 17.41 0.99 60 LSLT LONE STAR LIQUIDATING T TR CTF 0.002 -1.21 -0.17 0.04 18.79 0.69 2.44 -0.47 60

LSS LONE STAR TECHNOLOGIES 48.410 1.41 2.16 0.10 13.83 0.50 1.80 1.27 60 LDG LONGS DRUG STORES CORP 42.380 0.60 1.26 0.03 9.92 0.36 1.29 0.74 60 LFB LONGVIEW FIBRE CO 21.950 1.37 1.01 0.20 9.54 0.35 1.24 1.24 60 LNMI Y LONMIN PLC SPON ADR NEW 58.600 2.01 1.87 0.16 8.53 0.73 1.52 1.67 35 LOOK LOOKSMART LTD COM NEW 4.462 3.11 1.36 0.15 25.50 0.93 3.31 2.40 60

LORL LORAL SPACE & COMMUNICA 40.720 1.95 0.68 0.07 9.69 1.29 2.62 1.63 18 LRP LORUS THERAPEUTICS INC 0.220 2.65 -0.75 0.16 21.05 0.77 2.74 2.09 60 LTEC LOUD TECHNOLOGIES INC COM NEW 15.050 -0.25 1.80 -0.02 20.95 0.76 2.72 0.17 60 LPX LOUISIANA PAC CORP 21.530 1.56 1.47 0.25 9.41 0.34 1.22 1.37 60 LGAS P LOUISVILLE GAS & ELEC C PFD 5% 26.250 0.03 0.77 -0.02 3.39 0.12 0.44 0.36 60

LOW LOWES COS INC 31.150 0.77 0.39 0.15 6.18 0.23 0.80 0.85 60 LPTN LPATH INC 0.650 3.94 -9.81 0.11 14.04 2.52 4.63 2.95 13 LZ LUBRIZOL CORP 50.130 0.81 0.39 0.30 4.34 0.16 0.56 0.87 60 LUB LUBYS INC 10.890 1.78 1.80 0.11 17.07 0.62 2.22 1.52 60 LUFK LUFKIN INDS INC 58.080 0.94 2.66 0.07 10.72 0.39 1.39 0.96 60

Based on S&P 500 Index Using Straight Regression Page 166 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

LUMM Q LUMENON INNOVATION LIGH 0.000 10.57 64.36 0.00 256.87 9.37 33.39 7.34 60 LMRA LUMERA CORP 6.110 9.60 2.26 0.04 74.39 6.68 14.48 6.70 30 LUM LUMINENT MTG CAP INC 9.710 1.61 -2.03 0.17 6.88 0.55 1.22 1.40 37 LMNX LUMINEX CORP DEL 12.700 1.30 0.19 0.08 14.65 0.53 1.90 1.20 60 LGCU LUNA GOLD CORP 0.351 -1.26 6.39 -0.05 26.27 3.47 6.85 -0.50 19

LUX LUXOTTICA GROUP S P A SPONSORED ADR 30.670 0.91 0.88 0.22 5.88 0.21 0.76 0.94 60 LDL LYDALL INC DEL 10.810 0.55 0.29 0.03 8.85 0.32 1.15 0.70 60 LICT LYNCH INTERACTIVE CORP COM NEW 3100.000 0.70 -1.03 0.04 10.49 0.38 1.36 0.80 60 LYO LYONDELL CHEMICAL CO 25.570 1.38 0.87 0.24 8.60 0.31 1.12 1.25 60 LYBC LYONS BANCORP INC 31.500 -1.21 1.91 0.01 7.47 1.11 2.15 -0.46 16

LYJN LYRIC JEANS INC 0.310 34.08 27.96 0.01 412.61 30.45 69.55 22.92 42 MFBP M & F BANCORP INC 9.900 0.58 0.67 0.00 9.86 0.55 1.49 0.72 49 MFW M & F WORLDWIDE CORP 25.260 0.02 3.93 -0.02 14.39 0.52 1.87 0.35 60 MTB M & T BK CORP 122.160 0.39 0.78 0.11 3.73 0.14 0.49 0.59 60 MAFB MAF BANCORP INC 44.690 0.71 0.50 0.29 3.90 0.14 0.51 0.81 60

MBI MBIA INC 73.060 1.12 0.23 0.42 4.63 0.17 0.60 1.08 60 MBTI MBT INTL INC 0.004 2.26 17.67 -0.01 104.77 3.82 13.62 1.83 60 MBFI MB FINANCIAL INC NEW 37.610 0.40 1.18 0.07 4.91 0.18 0.64 0.61 60 KRB PD MBNA CAP D TRUPS D 8.125% 25.540 0.08 0.06 0.01 1.74 0.07 0.24 0.39 54 MDC M D C HLDGS INC 57.050 0.77 1.58 0.07 9.26 0.34 1.20 0.85 60

MCX MC SHIPPING INC 9.040 1.06 5.10 0.02 18.60 0.68 2.42 1.04 60 MDTO MD TECHNOLOGIES INC COM NEW 0.850 2.11 -6.96 0.01 15.93 1.90 3.87 1.73 21 MDU MDU RES GROUP INC 25.640 0.77 1.03 0.23 4.87 0.18 0.63 0.85 60 MDCA MDC PARTNERS INC CL A SUB VTG 7.400 0.70 2.13 0.01 15.61 0.57 2.03 0.80 60 MDZ MDS INC 18.180 0.69 0.70 0.09 7.08 0.26 0.92 0.79 60

MDII MDI INC 0.430 3.14 -0.45 0.17 23.90 0.87 3.11 2.42 60 KRB PE MBNA CAP E TOPRS E 8.1% 26.280 0.15 -0.03 0.03 1.77 0.10 0.27 0.44 50 MDDM MDM GROUP INC 0.140 1.32 27.77 -0.02 200.39 7.31 26.05 1.21 60 WFR MEMC ELECTR MATLS INC 39.140 3.12 4.66 0.25 18.78 0.69 2.44 2.40 60 MFRI MFRI INC 19.700 1.28 3.91 0.06 16.48 0.60 2.14 1.19 60

Based on S&P 500 Index Using Straight Regression Page 167 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MFBC MFB CORP 34.210 0.32 0.94 0.02 6.15 0.22 0.80 0.55 60 MFA MFA MTG INVTS INC 7.690 0.69 -0.33 0.16 5.47 0.20 0.71 0.79 60 MFA PA MFA MTG INVTS INC PFD A 8.50% 25.130 -0.08 0.10 -0.02 1.60 0.14 0.30 0.29 32 MFIC MFIC CORP 1.540 2.71 4.42 0.07 31.49 1.15 4.09 2.13 60 MGEE MGE ENERGY INC 36.580 0.51 0.40 0.23 3.25 0.12 0.42 0.68 60

MTG MGIC INVT CORP WIS 62.540 1.43 -0.19 0.33 7.09 0.26 0.92 1.28 60 MOGN MGI PHARMA INC 18.410 1.83 2.20 0.13 16.27 0.59 2.12 1.55 60 MGM MGM MIRAGE 57.350 0.42 2.56 0.01 9.19 0.34 1.19 0.62 60 MGPI MGP INGREDIENTS INC 22.610 1.33 3.23 0.05 17.49 0.64 2.27 1.22 60 MDH MHI HOSPITALITY CORP 9.840 0.44 -0.32 0.01 3.74 0.38 0.80 0.63 25

MIM MI DEVS INC CL A SUB VTG 35.700 1.62 0.12 0.37 4.44 0.33 0.75 1.41 41 MHO M/I HOMES INC 38.190 0.81 0.77 0.09 8.61 0.31 1.12 0.87 60 MKSI MKS INSTRUMENT INC 22.580 3.02 -0.31 0.45 11.84 0.43 1.54 2.34 60 MIVT MIV THERAPEUTICS INC 0.620 0.91 6.01 -0.01 42.14 1.54 5.48 0.94 60 NUT ML MACADAMIA ORCHARDS L DEP UNIT CL A 6.137 0.32 1.14 0.02 5.81 0.21 0.75 0.55 60

MIVA MIVA INC 3.380 0.35 0.74 -0.01 19.16 0.70 2.49 0.57 60 MPS MPS GROUP INC 14.180 1.54 1.31 0.17 11.56 0.42 1.50 1.36 60 MPWE M POWER ENTMT INC 0.002 2.15 -1.88 -0.01 70.34 2.57 9.14 1.76 60 MRVC MRV COMMUNICATIONS INC 3.540 3.27 0.64 0.27 18.71 0.68 2.43 2.50 60 UNCL MRU HLDGS INC 6.250 0.79 0.87 -0.02 16.01 1.44 3.11 0.86 30

MSM MSC INDL DIRECT INC CLASS A 39.150 1.66 0.96 0.32 8.47 0.31 1.10 1.44 60 MSCS MSC SOFTWARE CORP 15.230 1.08 0.73 0.05 15.04 0.55 1.96 1.05 60 MSGI MSGI SECURITY SOLUTIONS 0.620 2.71 4.67 0.00 70.97 2.59 9.22 2.13 60 MTRJ Y MTR CORP LTD SPONSORED ADR 25.350 1.93 -1.64 0.01 10.38 1.86 3.42 1.62 13 MNTG MTR GAMING GROUP INC 12.220 1.10 -0.06 0.07 12.62 0.46 1.64 1.06 60

MPP MTS MEDICATION TECHNLGS 9.432 -0.03 3.02 -0.02 14.93 0.54 1.94 0.32 60 MTSC MTS SYS CORP 38.620 1.14 2.29 0.14 9.49 0.35 1.23 1.09 60 MTCT MTC TECHNOLOGIES INC 23.550 0.54 0.60 0.02 10.36 0.40 1.42 0.70 55 MTIC MTI TECHNOLOGY CORP 0.750 2.79 0.01 0.15 22.44 0.82 2.92 2.19 60 MWIV MWI VETERINARY SUPPLY I 32.300 -0.14 2.90 -0.07 9.07 1.29 2.45 0.24 17

Based on S&P 500 Index Using Straight Regression Page 168 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MWAV M-WAVE INC 2.840 2.95 2.76 0.03 46.21 1.69 6.01 2.29 60 TUC MAC-GRAY CORP 11.920 0.82 2.31 0.17 6.11 0.22 0.79 0.88 60 MCBC MACATAWA BK CORP 21.260 0.66 1.32 0.12 6.04 0.22 0.79 0.78 60 MRD MACDERMID INC 34.100 0.91 1.07 0.17 6.88 0.25 0.89 0.94 60 MACE MACE SEC INTL INC COM NEW 2.560 1.07 1.77 0.03 18.53 0.68 2.41 1.05 60

MAC MACERICH CO 86.570 0.38 2.01 0.03 5.88 0.21 0.76 0.59 60 CLI MACK CALI RLTY CORP 51.000 0.49 0.79 0.08 5.52 0.20 0.72 0.66 60 MFNC MACKINAC FINL CORP COM 11.500 -0.06 -3.18 -0.02 13.33 0.49 1.73 0.30 60 MACM MACROCHEM CORP DEL COM PAR $0.01 0.450 2.86 -5.59 0.09 29.53 1.08 3.84 2.24 60 MVSN MACROVISION CORP 28.260 2.51 -0.31 0.33 12.59 0.46 1.64 2.00 60

MQBK Y MACQUARIE BK LTD ADR 62.900 2.04 -0.82 0.08 9.85 1.31 2.66 1.69 18 MFD MACQUARIE FT TR GB INF 25.520 0.84 0.29 0.10 4.58 0.39 0.83 0.89 34 MIC MACQUARIE INFRASTRUCTUR SH BEN INT 35.480 0.70 0.46 -0.01 7.40 0.76 1.59 0.80 25 MXIC MACRONIX INTL LTD SPONS ADR NEW 4.400 1.36 -1.07 0.09 14.39 0.53 1.87 1.24 60 MCZ MAD CATZ INTERACTIVE IN 0.580 2.04 -0.12 0.11 19.78 0.72 2.57 1.69 60

SHOO MADDEN STEVEN LTD 35.090 1.22 2.30 0.13 10.59 0.39 1.38 1.15 60 MAD MADECO SA SPONS ADR NEW 11.040 1.52 -0.75 0.10 15.15 0.55 1.97 1.34 60 MCN MADISON CLAYMORE CVRD C 15.110 0.46 -0.29 0.13 2.19 0.20 0.43 0.64 30 MDEX MADISON EXPLORATIONS IN 0.115 -0.91 15.17 -0.04 96.27 9.36 19.73 -0.26 29 MMRS F MADISON MINERALS INC 0.760 0.55 5.04 -0.02 50.79 1.94 6.87 0.70 56

MSP MADISON STRTG SECTOR PR 20.600 0.29 -0.10 0.02 2.03 0.24 0.49 0.53 21 MADI MADISON SYSTEMS INC 0.010 7.57 24.51 -0.01 120.79 8.91 20.18 5.36 43 MGLN MAGELLAN HEALTH SVCS IN COM NEW 43.220 -0.58 1.89 0.00 6.39 0.54 1.13 -0.05 36 MMP MAGELLAN MIDSTREAM PRTN COM UNIT RP LP 38.600 0.60 0.95 0.11 5.63 0.21 0.73 0.73 60 MPET MAGELLAN PETE CORP 1.320 0.70 2.09 0.00 20.32 0.74 2.64 0.80 60

MGIC MAGIC SOFTWARE ENTERPRI ORD 2.250 2.29 0.66 0.20 16.02 0.58 2.08 1.86 60 MGCN MAGIC MEDIA NETWORKS IN COM NEW 0.036 3.22 15.80 0.00 89.32 3.26 11.61 2.47 60 LAVA MAGMA DESIGN AUTOMATION COMMON 8.930 3.06 -1.65 0.31 16.00 0.58 2.08 2.36 60 MECA MAGNA ENTMT CORP CLASS A 4.510 0.67 -0.34 0.02 11.72 0.43 1.52 0.78 60 MGA MAGNA INTL INC CLASS A 80.550 1.03 0.17 0.32 5.30 0.19 0.69 1.02 60

Based on S&P 500 Index Using Straight Regression Page 169 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MAG MAGNETEK INC 5.650 2.67 0.09 0.22 17.61 0.64 2.29 2.11 60 MDOR MAGNUM D OR RES INC COM NEW 0.350 -0.70 -2.33 -0.02 82.78 3.02 10.76 -0.13 60 MGNU MAGNUS INTL RES INC 0.600 -1.53 3.89 0.00 21.72 1.63 3.80 -0.68 39 MPG MAGUIRE PPTYS INC 40.000 1.38 0.61 0.23 5.09 0.38 0.85 1.25 43 MPG PA MAGUIRE PPTYS INC PFD A 7.625% 24.730 0.20 -0.17 0.03 1.67 0.14 0.30 0.47 36

MTA MAGYAR TELEKOM TELECOMM SPONSORED ADR 27.950 0.95 0.78 0.15 7.75 0.28 1.01 0.96 60 MTE MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 6.360 0.34 0.67 -0.01 12.21 0.45 1.59 0.57 60 MFB MAIDENFORM BRANDS INC 18.120 1.19 -0.49 -0.03 12.95 1.72 3.50 1.13 18 MSTI MAIN STR TR INC 35.250 -0.15 1.26 0.00 3.81 0.14 0.50 0.24 60 MAM MAINE & MARITIMES CORP COM 15.100 0.39 -1.08 0.03 6.22 0.23 0.81 0.59 60

MSFG MAINSOURCE FINANCIAL GP 16.940 0.36 0.96 0.03 5.79 0.21 0.75 0.58 60 MAIR MAIR HOLDINGS INC 7.170 0.55 0.43 0.01 11.29 0.41 1.47 0.70 60 MNSB MAINSTREET BK HERNDON V 13.400 1.03 0.67 0.06 4.94 0.73 1.42 1.02 16 COOL MAJESCO ENTERTAINMENT C COM NEW 1.330 4.58 3.30 0.07 54.08 2.07 7.39 3.37 55 MJRC MAJOR AUTOMOTIVE COS IN COM NEW 1.010 6.82 134.75 -0.02 52.59 38.40 136.83 4.85 60

MMUS MAKEMUSIC INC COM NEW 5.940 0.92 2.52 0.00 25.95 0.95 3.37 0.94 60 MKTA Y MAKITA CORP ADR NEW 31.100 0.80 2.90 0.18 5.95 0.22 0.77 0.87 60 MLGF MALAGA FINL CORP 10.600 -0.13 1.75 -0.02 11.34 0.41 1.47 0.25 60 MAMA MAMMA COM INC 4.890 0.72 5.62 -0.01 40.35 1.47 5.25 0.82 60 MHJ MAN SANG HLDGS INC COM NEW 4.940 2.25 3.62 0.10 22.61 0.82 2.94 1.83 60

TMNG MANAGEMENT NETWORK GROU 1.620 2.02 -1.44 0.12 18.32 0.67 2.38 1.68 60 MKOS MANAKOA SVCS CORP 0.075 3.92 11.98 0.01 89.44 3.26 11.63 2.94 60 MANS MANARIS CORPMANARIS COR 0.210 -0.39 1.37 -0.02 32.00 2.02 5.28 0.08 46 MANA MANATRON INC COM 8.700 0.44 1.77 0.01 9.43 0.34 1.23 0.63 60 MNCS MANCHESTER INC COM NEW 2.100 -1.27 2.88 -0.01 15.13 1.48 3.25 -0.50 26

MNOI Y MANDARIN ORIENTAL INTL ADR 16.700 1.92 1.43 0.15 7.16 0.95 1.93 1.61 18 MGPE MANGAPETS INC COM NEW 2.900 1.70 18.89 -0.01 71.63 2.61 9.31 1.46 60 MGOF MANGOSOFT INC COM NEW 0.750 2.13 2.46 0.02 40.11 1.46 5.21 1.75 60 MANH MANHATTAN ASSOCS INC 30.080 3.18 -0.09 0.50 11.32 0.41 1.47 2.45 60 MHA MANHATTAN PHARMACEUTICA COM NEW 0.770 1.14 0.17 0.03 18.52 0.68 2.41 1.10 60

Based on S&P 500 Index Using Straight Regression Page 170 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MERA Y MANILA ELEC CO SPONSORED ADR 1.070 4.05 2.11 0.16 17.59 1.50 3.14 3.02 35 MTW MANITOWOC INC 59.430 1.18 2.28 0.15 9.49 0.35 1.23 1.12 60 MTEX MANNATECH INC 14.730 2.40 4.36 0.10 24.37 0.89 3.17 1.93 60 MNKD MANNKIND CORP 16.490 0.68 1.59 -0.03 20.14 1.81 3.92 0.79 30 HCR MANOR CARE INC NEW 46.920 0.54 1.18 0.05 7.23 0.26 0.94 0.69 60

MAN MANPOWER INC 74.930 1.35 1.10 0.33 6.70 0.24 0.87 1.23 60 MANT MANTECH INTL CORP CLASS A 36.830 0.33 1.69 -0.01 11.26 0.41 1.48 0.56 59 MFC MANULIFE FINL CORP 33.790 0.90 1.37 0.35 4.32 0.16 0.56 0.93 60 MAPS MAPINFO CORP 13.050 3.22 -0.22 0.43 13.02 0.48 1.69 2.47 60 MRO MARATHON OIL CORP COM 92.500 0.52 1.98 0.04 7.78 0.28 1.01 0.68 60

MPMA MARC PHARMACEUTICALS IN 0.000 0.03 0.98 -0.05 97.55 11.64 23.69 0.36 21 MCBN MARCO CMNTY BANCORP INC 14.100 2.09 0.28 -0.04 19.45 2.90 5.76 1.72 15 MCHX MARCHEX INC CLASS B 13.380 3.39 0.36 0.13 16.43 1.41 2.96 2.58 34 MCS MARCUS CORP 25.580 0.54 1.16 0.03 8.63 0.31 1.12 0.70 60 MRGO MARGO CARIBE INC 5.000 0.21 2.82 -0.02 21.54 0.79 2.80 0.48 60

HZO MARINEMAX INC 25.930 1.45 2.35 0.12 12.96 0.47 1.68 1.30 60 MARP S MARINE PETE TR UNIT BEN INT 25.000 0.61 -0.50 0.08 6.58 0.24 0.86 0.74 60 MPX MARINE PRODS CORP 11.740 0.43 3.47 0.00 11.74 0.43 1.53 0.62 60 MKL MARKEL CORP 480.100 0.27 1.63 0.03 4.39 0.16 0.57 0.52 60 MKTX MARKETAXESS HLDGS INC 13.570 0.31 -1.06 -0.04 11.81 1.15 2.54 0.54 26

MWE MARKWEST ENERGY PARTNER UNIT LTD PARTN 59.650 0.21 1.87 0.01 4.94 0.19 0.67 0.48 56 MWP MARKWEST HYDROCARBON IN 48.550 0.96 3.94 0.11 9.07 0.33 1.18 0.97 60 MAKS Y MARKS & SPENCER GROUP P SPONSORED ADR 83.800 -0.08 3.17 -0.04 5.11 0.52 1.10 0.29 25 MRLN MARLIN BUSINESS SVCS CO 24.030 0.09 1.08 -0.03 6.25 0.50 1.09 0.40 38 MMIO MARMION INDS CORP COM PR .001NEW 0.014 4.01 2.20 0.00 105.66 3.88 14.00 2.99 58

MMC MARSH & MCLENNAN COS IN 30.660 0.99 -1.01 0.20 6.89 0.25 0.90 1.00 60 MI MARSHALL & ILSLEY CORP 48.110 0.59 0.55 0.22 3.83 0.14 0.50 0.73 60 MI PB MARSHALL & ILSLEY CORP COM SPACES 6.5 27.340 0.21 0.08 0.00 2.19 0.20 0.43 0.47 30 MAR MARRIOTT INTL INC NEW CLASS A 47.720 1.19 1.12 0.46 4.59 0.17 0.60 1.13 60 MSHL MARSHALL EDWARDS INC 3.060 2.35 -4.39 0.09 14.03 1.12 2.48 1.90 37

Based on S&P 500 Index Using Straight Regression Page 171 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MHII MARSHALL HLDGS INTL INC 0.016 1.31 -30.13 -0.01 65.71 2.40 8.54 1.21 60 MATK MARTEK BIOSCIENCES CORP 23.340 1.58 0.78 0.10 15.50 0.57 2.01 1.38 60 MRTN MARTEN TRANS LTD 18.620 0.35 2.57 0.00 10.36 0.38 1.35 0.57 60 MSO MARTHA STEWART LIVING O CLASS A 21.900 2.32 1.13 0.20 16.09 0.59 2.09 1.88 60 MLM MARTIN MARIETTA MATLS I 103.910 0.98 1.21 0.21 6.57 0.24 0.85 0.99 60

MMLP MARTIN MIDSTREAM PRTNRS UNIT L P INT 33.240 0.69 0.67 0.10 4.95 0.27 0.75 0.80 50 MARU Y MARUBENI CORP ADR 50.690 0.25 2.94 -0.03 8.39 0.72 1.50 0.50 35 MAUR Y MARUI LTD ADR NEW 23.650 0.85 -0.77 0.02 7.26 0.62 1.29 0.90 35 MVL MARVEL ENTERTAINMENT IN 26.910 0.88 4.66 0.03 14.38 0.52 1.87 0.92 60 MAS MASCO CORP 29.870 0.91 0.16 0.24 5.59 0.20 0.73 0.94 60

MYS MASISA S A NEW SPONSORED ADR 10.300 3.17 -3.04 0.38 6.73 0.96 1.82 2.44 17 MSDX P MASON-DIXON CAP TR PFD TR SEC 26.750 0.01 -0.05 -0.02 2.71 0.10 0.35 0.34 60 MASB MASSBANK CORP READ MASS 32.890 0.66 0.46 0.12 6.00 0.22 0.78 0.78 60 MEE MASSEY ENERGY CORP 23.230 2.39 0.39 0.29 12.98 0.47 1.69 1.92 60 MTZ MASTEC INC 11.540 3.05 2.21 0.18 22.71 0.83 2.95 2.36 60

MSC MATERIAL SCIENCES CORP 12.940 0.29 0.82 -0.01 10.46 0.38 1.36 0.53 60 MTTG MATERIAL TECHNOLOGIES I CL A PAR $.001 2.800 2.06 -9.68 0.04 30.06 1.10 3.91 1.70 60 MATH MATHSTAR INC 4.330 -1.28 -0.63 0.02 7.58 1.13 2.25 -0.51 15 MATR MATRIA HEALTHCARE INC COM NEW 28.730 1.97 1.03 0.19 14.11 0.51 1.83 1.64 60 MZT MATRITECH INC 0.670 0.87 -1.21 0.01 18.18 0.66 2.36 0.91 60

MTRX MATRIX SVC CO 16.100 2.28 3.28 0.21 15.51 0.57 2.02 1.85 60 MTXX MATRIXX INITIATIVES INC 15.930 0.60 2.09 0.01 13.68 0.50 1.78 0.73 60 MAUS Y MATSUI SECURITIES CO LT ADR 15.150 -0.25 -0.92 -0.06 15.89 2.12 4.29 0.17 18 MC MATSUSHITA ELEC INDL LT ADR 20.090 0.79 0.67 0.16 6.17 0.23 0.80 0.86 60 MAT MATTEL INC COM 22.660 0.68 0.40 0.12 6.24 0.23 0.81 0.79 60

MATW MATTHEWS INTL CORP CLASS A 39.350 0.32 0.75 0.05 4.30 0.16 0.56 0.55 60 MTSN MATTSON TECHNOLOGY INC 9.320 4.61 1.08 0.39 20.24 0.74 2.63 3.40 60 MLP MAUI LD & PINEAPPLE INC 33.920 0.56 0.73 0.03 8.77 0.32 1.14 0.71 60 MVRM MAVERICK MINERALS CORP COM NEW 0.040 1.62 18.69 -0.01 112.82 4.12 14.67 1.41 60 MAXC MAXCO INC 8.200 0.35 0.98 -0.01 12.82 0.47 1.67 0.57 60

Based on S&P 500 Index Using Straight Regression Page 172 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MXIM MAXIM INTEGRATED PRODS 30.620 2.26 -1.21 0.49 8.21 0.30 1.07 1.83 60 MXRO F MAX RES CORP 0.371 6.75 3.98 0.01 62.05 6.03 12.72 4.81 29 MRTI MAXUS RLTY TR INC 13.250 0.32 0.33 0.00 7.92 0.29 1.03 0.55 60 MXDY MAXIMUM DYNAMICS INC 0.001 2.51 54.70 -0.02 198.42 10.70 29.96 2.00 50 MVOG MAVERICK OIL & GAS INC 0.200 0.17 -1.49 -0.04 26.58 2.58 5.45 0.45 29

MXWL MAXWELL TECHNOLOGIES IN 13.950 1.52 0.98 0.13 13.40 0.49 1.74 1.35 60 MAXY MAXYGEN INC 10.770 1.86 -0.68 0.22 12.10 0.44 1.57 1.57 60 MAXE MAX & ERMAS RESTAURANTS 8.000 0.19 -0.66 0.00 5.81 0.21 0.76 0.46 60 MXM MAXXAM INC 29.070 1.74 0.68 0.32 8.77 0.32 1.14 1.49 60 MMS MAXIMUS INC 30.780 1.10 -0.48 0.14 9.39 0.34 1.22 1.07 60

MAXW MAXWORLDWIDE INC 0.400 0.79 -1.22 0.01 15.71 0.57 2.04 0.86 60 MFMM MAYFAIR MNG & MINERALS 0.400 5.19 -2.69 -0.01 30.94 5.55 10.20 3.78 13 MFLR MAYFLOWER CO-OPERATIVE 12.180 0.14 0.69 -0.01 7.32 0.27 0.95 0.43 60 MZPP MAZAL PLT PHARMACEUTICA 0.340 7.50 201.83 -0.07 856.45 27.48 246.50 5.31 16 MBTF MBT FINL CORP 15.320 0.50 0.14 0.07 6.05 0.22 0.79 0.67 60

MBFI P MB FINL CAP TR I PFD TR GTD % 25.250 0.02 -0.03 -0.02 1.65 0.07 0.23 0.35 53 MFE MCAFEE INC 28.380 2.26 0.18 0.31 11.73 0.43 1.52 1.84 60 MNI MCCLATCHY CO CLASS A 43.300 0.21 -0.11 0.01 4.83 0.18 0.63 0.48 60 MKC V MCCORMICK & CO INC COM VTG 38.600 0.39 0.92 0.09 4.15 0.15 0.54 0.60 60 MKC MCCORMICK & CO INC COM NON VTG 38.560 0.46 0.93 0.11 4.33 0.16 0.56 0.64 60

MSSR MCCORMICK & SCHMICKS SE 24.040 2.00 1.24 0.18 8.24 0.74 1.60 1.66 30 MCDT MCDATA CORP CLASS B 5.510 2.16 -1.53 0.15 17.27 0.63 2.25 1.77 60 MCDT A MCDATA CORP CLASS A 5.550 2.13 -1.55 0.16 16.79 0.61 2.18 1.75 60 MDR MCDERMOTT INTL INC 50.860 1.58 4.53 0.06 20.49 0.75 2.66 1.38 60 MCD MCDONALDS CORP 44.330 1.37 0.56 0.45 5.35 0.20 0.70 1.24 60

MEM MCF CORP COM NEW 4.750 2.17 1.09 0.10 21.89 0.80 2.85 1.78 60 MCGC MCG CAPITAL CORP 20.320 0.96 0.17 0.14 7.95 0.29 1.03 0.97 60 MGRC MCGRATH RENTCORP 30.630 1.07 0.72 0.20 7.38 0.27 0.96 1.05 60 MHP MCGRAW HILL COS INC 68.020 0.49 1.24 0.14 4.10 0.15 0.53 0.66 60 MKBY MCKENZIE BAY INTERNATIO CDT-COM 0.250 0.70 0.14 -0.01 26.91 0.98 3.50 0.80 60

Based on S&P 500 Index Using Straight Regression Page 173 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MCK MCKESSON CORP 50.700 0.51 0.58 0.04 7.35 0.27 0.95 0.68 60 MMR MCMORAN EXPLORATION CO 14.220 0.42 2.82 -0.01 19.66 0.72 2.56 0.62 60 MRIN A MCRAE INDS INC CLASS A 12.250 0.21 0.34 -0.01 15.95 0.58 2.07 0.48 60 MDTV MDU COMMUNICATIONS INTL 0.790 1.37 2.34 0.05 18.14 0.66 2.36 1.24 60 MDWK MDWERKS INC 1.400 -1.63 0.57 -0.06 28.54 4.25 8.46 -0.74 15

MEAD MEADE INSTRUMENTS CORP 1.970 0.58 -0.53 0.01 12.12 0.44 1.58 0.72 60 MVCO MEADOW VY CORP 10.150 1.30 3.78 0.05 18.16 0.66 2.36 1.20 60 MIG MEADOWBROOK INS GROUP I 9.890 -0.04 3.72 -0.02 16.39 0.60 2.13 0.31 60 MWV MEADWESTVACO CORP 30.060 1.15 -0.11 0.29 6.30 0.23 0.82 1.10 60 MKTY MECHANICAL TECHNOLOGY I 1.890 3.29 1.53 0.15 26.82 0.98 3.49 2.52 60

MTL MECHEL OAO SPONSORED ADR 25.480 2.25 -0.56 0.11 11.36 1.11 2.41 1.83 27 MEDX MEDAREX INC 14.790 3.41 0.00 0.40 14.64 0.53 1.90 2.60 60 MWDS Q MED / WASTE INC 0.001 5.82 9.70 0.02 107.86 3.93 14.02 4.19 60 TAXI MEDALLION FINL CORP 12.370 1.47 1.07 0.13 12.91 0.47 1.68 1.31 60 MDER MED-EMERG INTL INC 0.100 -0.06 -0.53 -0.02 25.61 0.93 3.33 0.30 60

MGEN MED GEN INC NEV COM PAR$0.0001 0.005 0.81 -8.51 -0.01 36.38 1.33 4.73 0.88 60 MDTH MEDCATH CORP 27.360 1.28 1.44 0.07 14.73 0.54 1.91 1.18 60 MHS MEDCO HEALTH SOLUTIONS 53.440 0.43 1.64 -0.01 8.17 0.60 1.39 0.62 41 EMED MEDCOM USA INC COM NEW 0.530 0.76 16.53 -0.02 82.12 3.00 10.68 0.84 60 MEG MEDIA GEN INC CLASS A 37.170 0.74 -0.57 0.14 6.21 0.23 0.81 0.83 60

MDEA MEDIA 100 INC 0.001 4.88 3.87 0.02 90.19 3.29 11.72 3.57 60 MDLK MEDIALINK WORLDWIDE INC 5.220 0.50 1.84 0.00 13.67 0.50 1.78 0.67 60 MDIU Y MEDIASET S P A SP ADR RP 3 SH 35.500 1.93 -1.17 0.19 5.53 0.99 1.82 1.62 13 MCCC MEDIACOM COMMUNICATIONS CLASS A 8.040 2.07 -1.18 0.22 13.31 0.49 1.73 1.71 60 MSII MEDIA SCIENCES INTL INC 5.900 -0.36 4.66 -0.01 20.26 0.74 2.63 0.10 60

MEDG MEDIANET GROUP TECHNOLO 0.350 8.57 -6.58 0.20 31.87 3.10 6.66 6.01 28 MDCI MEDICAL ACTION INDS INC 32.240 0.99 1.29 0.12 9.06 0.33 1.18 0.99 60 MDLH MEDICAL INTL TECHNOLOGY COM NEW 0.200 -0.06 -2.09 -0.02 32.23 1.23 4.40 0.30 55 MRII Q MEDICAL RES INC COM NEW 0.001 2.16 35.73 -0.02 239.36 8.73 31.11 1.77 60 MDNU MEDICAL NUTRITION USA I 4.350 -0.12 7.13 -0.02 31.45 1.15 4.09 0.26 60

Based on S&P 500 Index Using Straight Regression Page 174 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MCVI MEDICALCV INC COM NEW 3.400 -1.58 -1.39 -0.03 24.81 2.53 5.34 -0.71 25 MRN MEDICAL STAFFING NETWK 5.870 0.90 -2.14 0.06 11.70 0.43 1.56 0.93 57 MPW MEDICAL PPTYS TRUST INC 15.300 -0.32 2.65 -0.05 7.07 0.94 1.91 0.12 18 MMTV MEDICAL MEDIA TELEVISIO 0.040 92.18 79.28 0.01 881.61 75.37 157.30 61.42 35 MDCO MEDICINES CO 31.720 1.16 2.05 0.08 12.69 0.46 1.65 1.11 60

MRX MEDICIS PHARMACEUTICAL CL A NEW 35.130 0.80 0.12 0.12 7.43 0.27 0.97 0.87 60 MEDI MEDIMMUNE INC COM 32.370 0.81 -0.52 0.09 8.66 0.32 1.13 0.87 60 MCU MEDICURE INC 1.220 2.28 -2.14 0.09 12.70 1.09 2.27 1.85 35 MGT MEDICSIGHT INC COM NEW 3.800 3.75 -0.46 0.15 30.32 1.11 3.94 2.82 60 MED MEDIFAST INC 12.570 0.81 10.40 -0.01 31.07 1.13 4.04 0.88 60

MDCR MEDICOR LTD 1.500 -0.50 1.57 -0.03 31.37 2.32 5.37 0.01 40 MEDW MEDIWARE INFORMATION SY 8.360 0.13 1.74 -0.02 12.38 0.45 1.61 0.42 60 MEDQ MEDQUIST INC 13.600 0.52 -1.07 0.03 8.99 0.33 1.17 0.68 60 MTOX MEDTOX SCIENTIFIC INC COM NEW 13.330 1.17 1.36 0.10 11.83 0.43 1.54 1.11 60 MDTL MEDIS TECHNOLOGIES LTD 17.390 3.06 2.03 0.30 16.39 0.60 2.13 2.37 60

MDSM MEDISTEM LABORATORIES I 0.120 -1.56 -9.30 -0.06 21.04 3.13 6.23 -0.70 15 MDV MEDIVATION INC 15.820 4.53 5.45 0.04 33.48 3.00 6.45 3.34 31 MLTO MEDIRECT LATINO INC 2.700 -0.80 3.41 -0.05 28.47 3.63 7.40 -0.19 20 MLKN A MEDLINK INTL INC CLASS A 0.350 3.30 6.52 0.02 63.69 2.32 8.28 2.52 60 MDT MEDTRONIC INC 53.510 0.31 0.04 0.05 4.30 0.16 0.56 0.54 60

MDSI W MEDSTRONG INTL CORP WT EXP 123109 0.050 -1.71 62.58 -0.07 229.13 32.66 61.92 -0.79 17 MDSI MEDSTRONG INTL CORP COM NEW 7.500 14.36 7.50 0.03 79.53 11.85 23.56 9.85 15 MDRA MEDRA CORPORATION 2.750 42.41 235.09 -0.01 0.21 72.97 260.01 28.44 60 MDWV MEDWAVE INC 0.580 0.08 1.47 -0.02 32.80 1.20 4.26 0.39 60 MDTA MEGADATA CORP 3.250 4.59 10.89 -0.01 52.14 5.08 10.90 3.38 28

MEL MELLON FINL CORP 42.150 1.39 -0.18 0.56 4.32 0.16 0.56 1.26 60 MTNX MELTRONIX INC 0.000 30.08 192.84 0.00 767.46 28.00 99.76 20.27 60 MEMY MEMORY PHARMACEUTICALS 2.440 5.69 -5.63 0.20 21.67 1.89 4.01 4.11 33 MRY MEMRY CORP COM NEW 2.469 0.68 2.30 0.00 16.85 0.61 2.19 0.79 60 MENB MENDOCINO BREWING INC 0.260 0.52 2.50 -0.01 33.21 1.21 4.32 0.68 60

Based on S&P 500 Index Using Straight Regression Page 175 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MW MENS WEARHOUSE INC 38.260 1.50 1.74 0.20 10.35 0.38 1.35 1.33 60 MNT MENTOR CORP MINN 48.870 1.09 2.00 0.18 8.00 0.29 1.04 1.06 60 MENT MENTOR GRAPHICS CORP 18.030 3.77 -0.30 0.48 13.89 0.51 1.81 2.83 60 MSVF Y MERCANTIL SERVICIOS FIN SPON ADR REP B 7.178 2.28 5.22 0.00 17.86 2.36 4.65 1.85 19 MBR MERCANTILE BANCORP INC 22.010 -0.64 2.82 0.04 9.30 0.36 1.27 -0.09 55

MBWM MERCANTILE BANK CORP 37.700 0.33 1.74 0.02 6.39 0.23 0.83 0.55 60 MRBK MERCANTILE BANKSHARES C 46.790 0.71 0.64 0.24 4.33 0.16 0.56 0.81 60 MIGP MERCER INS GROUP INC 20.210 0.63 0.98 0.01 6.48 0.52 1.15 0.75 37 MERC MERCER INTL INC SH BEN INT 11.870 0.63 0.98 0.04 9.69 0.35 1.26 0.76 60 MMBI MERCHANTS & MFR BANCORP 31.050 0.24 0.45 0.01 5.24 0.19 0.68 0.49 60

MBNC MERCHANTS BANCORP 11.100 -0.10 1.88 -0.02 7.86 0.32 1.09 0.27 54 MBVT MERCHANTS BANCSHARES 22.930 0.10 -0.03 -0.01 4.20 0.15 0.55 0.40 60 MFGI MERCHANTS FINANCIAL GRO 32.400 -0.15 -0.40 -0.02 1.94 0.22 0.44 0.24 23 MGP MERCHANTS GROUP INC 32.350 0.03 0.65 -0.02 4.24 0.15 0.55 0.36 60 MRK MERCK & CO INC 43.600 0.78 -0.50 0.11 7.51 0.27 0.98 0.85 60

MRCY MERCURY COMPUTER SYS 13.360 1.18 -1.64 0.12 10.61 0.39 1.38 1.12 60 MCY MERCURY GENL CORP NEW 52.730 0.39 0.26 0.07 4.53 0.17 0.59 0.60 60 MDP MEREDITH CORP COM 56.350 0.46 0.70 0.09 4.70 0.17 0.61 0.64 60 MRGN MERGENCE CORP 0.004 0.95 3.35 -0.02 85.31 3.11 11.09 0.97 60 VIVO MERIDIAN BIOSCIENCE INC 24.530 1.08 3.13 0.12 9.75 0.36 1.27 1.05 60

TMR MERIDIAN RESOURCE CORP 3.090 0.97 2.03 0.00 27.61 1.01 3.59 0.98 60 MSEL MERISEL INC COM PAR $.01 3.610 1.40 2.25 0.06 17.73 0.65 2.31 1.26 60 MERH MERILUS INC 0.021 8.24 39.76 -0.01 285.52 10.42 37.11 5.80 60 MMSI MERIT MED SYS INC 15.840 0.64 1.75 0.01 13.74 0.50 1.79 0.76 60 MDG MERIDIAN GOLD INC 27.790 0.60 2.31 0.01 13.66 0.50 1.78 0.74 60

MRGE MERGE TECHNOLOGIES INC 6.560 2.08 0.81 0.20 14.39 0.52 1.87 1.72 60 MTOR MERITOR SVGS BK PA 4.690 1.03 2.53 0.02 18.63 0.68 2.42 1.02 60 MHG MERITAGE HOSPITALITY GR 4.740 0.09 0.47 -0.02 7.35 0.27 0.96 0.40 60 MTH MERITAGE HOMES CORP 47.720 0.97 2.58 0.06 12.16 0.44 1.58 0.98 60 MERX MERIX CORP 9.290 2.73 -0.29 0.25 16.42 0.60 2.13 2.15 60

Based on S&P 500 Index Using Straight Regression Page 176 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MER MERRILL LYNCH & CO INC 93.100 1.63 0.59 0.57 5.00 0.18 0.65 1.41 60 MITT MERRILL LYNCH & CO INC MITTS S&P 2007 9.700 0.02 0.30 -0.01 1.14 0.04 0.15 0.35 60 IEM MERRILL LYNCH & CO INC MITTS 2007 15.150 0.13 0.48 0.06 1.71 0.06 0.22 0.42 60 MER PC MERRILL LYNCH PFD CAP T TOPRS 25.320 0.03 -0.07 -0.01 1.55 0.06 0.20 0.35 60 MER PD MERRILL LYNCH PFD CAP T TOPRS 7% 25.550 0.00 0.06 -0.02 2.02 0.07 0.26 0.34 60

MER PE MERRILL LYNCH PFD CAP T TOPRS 25.720 -0.02 0.06 -0.02 2.01 0.07 0.26 0.32 60 MERB MERRILL MERCHANTS BANC 26.450 0.18 1.73 0.00 4.96 0.18 0.64 0.45 60 MTSM MERRILL LYNCH & CO INC MITTS S&P 2010 11.920 0.41 0.03 0.09 2.49 0.18 0.42 0.61 44 DOTN MERRILL LYNCH & CO INC NT LK SEL10 08 15.660 0.71 0.29 0.21 3.11 0.19 0.50 0.81 47 NML MERRILL LYNCH & CO INC MITTS NIK2007 12.130 0.11 0.66 0.02 2.21 0.08 0.29 0.41 60

DMP MERRILL LYNCH & CO INC NT LK BIOIDX07 15.510 0.81 0.06 0.36 2.99 0.15 0.45 0.87 51 DMD MERRILL LYNCH & CO INC NT LK SEL10 07 14.780 0.70 0.09 0.35 2.68 0.13 0.40 0.80 51 DCV MERRILL LYNCH & CO INC NT INDL 15 07 13.710 0.73 0.07 0.66 1.67 0.07 0.24 0.82 53 MKP MERRILL LYNCH & CO INC MITTS S&P 09 12.680 0.32 0.42 0.34 1.45 0.06 0.21 0.55 52 MKO MERRILL LYNCH & CO INC MITTS DJ080709 12.070 0.35 0.12 0.36 1.48 0.06 0.21 0.57 53

DSZ MERRILL LYNCH & CO INC NT LKD SL10 07 13.320 1.08 0.03 0.63 2.84 0.11 0.40 1.05 54 MLW MERRILL LYNCH & CO INC MITTS S&P 2009 12.180 0.47 0.17 0.50 1.67 0.06 0.23 0.65 55 EST MERRILL LYNCH & CO INC NT LKD 50 2007 17.640 1.19 0.67 0.59 3.54 0.14 0.48 1.13 55 MCP MERRILL LYNCH & CO INC MITTS S&P 2009 12.650 0.37 0.41 0.43 1.51 0.06 0.20 0.58 56 DSE MERRILL LYNCH & CO INC NT LKD INDL 07 13.350 0.73 0.21 0.66 1.86 0.07 0.25 0.82 56

DSO MERRILL LYNCH & CO INC NT LKD SEL 07 12.190 1.14 -0.13 0.73 2.47 0.09 0.33 1.10 56 OGN MERRILL LYNCH & CO INC NT LKD OIL 07 22.550 0.83 1.15 0.25 5.10 0.19 0.68 0.89 58 MNK MERRILL LYNCH & CO INC MITTS NIKK225 13.780 0.29 0.48 0.06 3.75 0.14 0.50 0.53 58 RRM MERRILL LYNCH & CO INC MITTS RUSS2000 13.280 0.46 0.31 0.29 2.57 0.09 0.34 0.64 58 DTY MERRILL LYNCH & CO INC NT LKD SL10 07 12.400 1.10 0.00 0.70 2.56 0.09 0.34 1.07 59

DSP MERRILL LYNCH & CO INC NT LNK INDS 15 13.850 0.72 0.30 0.59 2.11 0.08 0.27 0.81 60 BPN MERRILL LYNCH & CO INC NT LK BIOPHARM 11.690 0.98 -0.04 0.55 3.17 0.12 0.42 0.99 59 MTDB MERRILL LYNCH & CO INC DJIA MKT IDX 10.510 0.37 0.03 0.38 1.64 0.06 0.21 0.58 60 MTDW MERRILL LYNCH & CO INC DOW JONES MITT 11.890 0.43 0.12 0.46 1.65 0.06 0.21 0.62 60 MTSP MERRILL LYNCH & CO INC MITTS S&P 500 10.490 0.33 0.10 0.35 1.59 0.06 0.21 0.56 60

Based on S&P 500 Index Using Straight Regression Page 177 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MER PF MERRILL LYNCH PFD CAP T TOPRS 7.28% 25.782 -0.02 0.06 -0.02 1.94 0.07 0.25 0.33 60 BWR MERRILL LYNCH & CO INC NT 8%CBOEBXD10 9.900 0.23 -0.30 -0.02 1.64 0.27 0.54 0.49 14 UUY MERRILL LYNCH & CO INC NT LKD SLCT UT 15.180 0.40 1.19 0.04 2.87 0.28 0.60 0.60 28 LDB MERRILL LYNCH & CO INC NT IND15 IDX10 12.100 0.10 1.30 -0.06 1.76 0.25 0.48 0.40 17 MTTT MERRILL LYNCH & CO INC NT C SP500MITT 10.600 0.57 -0.08 0.36 1.29 0.17 0.34 0.72 19

LNDU MERRILL LYNCH & CO INC NT LK DOW 2009 11.970 0.35 0.75 0.12 1.42 0.19 0.38 0.57 18 BXA MERRILL LYNCH & CO INC NT CBOE S&P 8% 9.770 0.50 -0.75 0.30 1.29 0.17 0.35 0.67 18 MER PH MERRILL LYNCH & CO INC PFD 1/1200SER2 25.800 0.02 0.16 -0.05 1.53 0.17 0.35 0.35 22 MER PG MERRILL LYNCH & CO INC PFD 1/1200 1 25.820 0.07 0.05 -0.02 1.02 0.10 0.22 0.39 27 RNI MERRILL LYNCH & CO INC NT LKD RUSS 07 11.300 0.92 0.25 0.43 1.62 0.29 0.53 0.94 13

BXU MERRILL LYNCH & CO INC NT 8% S&P BXM 10.060 0.27 -0.17 0.15 0.86 0.15 0.28 0.52 13 NKS MERRILL LYNCH & CO INC NIKK 225 IDX09 10.720 0.97 -0.84 0.25 2.43 0.44 0.80 0.98 13 MER PJ MERRILL LYNCH & CO INC PFD DP1/1200 4 26.100 0.14 -0.04 -0.03 1.14 0.19 0.38 0.43 14 MER PI MERRILL LYNCH & CO INC PFD 1/1200SER3 26.080 0.27 -0.01 0.00 1.69 0.28 0.56 0.52 14 LERA MERRILL LYNCH & CO INC NT LK NIKK 09 15.020 1.11 1.50 0.09 4.92 0.70 1.33 1.07 17

DWTN MERRILL LYNCH & CO INC NT LKD SEL 10 13.410 1.18 -0.33 0.26 3.98 0.29 0.66 1.12 43 MTTX MERRILL LYNCH & CO INC TARGET S&P 500 11.200 0.59 -0.08 0.32 1.61 0.16 0.33 0.73 29 SRK MERRILL LYNCH & CO INC NT INDL 15 09 12.820 0.51 0.42 0.26 1.61 0.16 0.33 0.68 29 SRDD MERRILL LYNCH & CO INC NT LK 10 IDX09 12.500 1.04 -0.03 0.31 2.99 0.27 0.57 1.02 32 PGEB MERRILL LYNCH & CO INC NT BSK 97%2011 12.810 0.82 0.23 0.30 2.43 0.22 0.46 0.88 32

SRRR MERRILL LYNCH & CO INC NT 15 IDX 2009 13.030 0.68 0.36 0.33 1.90 0.16 0.34 0.79 34 PDNT MERRILL LYNCH & CO INC NT LK DOW 2011 10.992 0.46 0.01 0.25 1.53 0.13 0.27 0.64 35 DOWT MERRILL LYNCH & CO INC NT LK SEL10 09 11.700 0.75 0.02 0.24 2.57 0.22 0.46 0.83 35 UUD MERRILL LYNCH & CO INC NT IDX UTIL 09 16.900 0.31 1.57 0.02 2.70 0.24 0.50 0.55 33 DWMT MERRILL LYNCH & CO INC MITTS DJIA2010 10.600 0.05 0.23 -0.03 2.65 0.21 0.47 0.37 37

MSPX MERRILL LYNCH & CO INC MITTS S&P 2010 12.080 0.41 0.02 0.11 2.26 0.17 0.38 0.61 41 MNNY MERRILL LYNCH & CO INC MITTS NIKKEI 11 13.960 0.53 0.60 0.08 3.30 0.26 0.58 0.69 37 SRIX MERRILL LYNCH & CO INC NT LK IND15 08 13.390 0.92 0.31 0.46 2.02 0.16 0.35 0.95 38 DWID MERRILL LYNCH & CO INC NT LKD INDL 08 13.960 0.80 0.35 0.35 2.29 0.17 0.39 0.87 41 MTNK MERRILL LYNCH & CO INC MITTS NIKK 225 14.080 0.00 0.89 -0.03 3.53 0.26 0.60 0.34 40

Based on S&P 500 Index Using Straight Regression Page 178 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DWTT MERRILL LYNCH & CO INC NT LK SELCT 10 13.310 0.97 -0.02 0.28 3.24 0.24 0.55 0.98 40 SPPX MERRILL LYNCH & CO INC TARGET S&P 08 12.080 0.60 0.00 0.47 1.34 0.10 0.23 0.74 41 MRM MERRIMAC INDS INC 10.000 0.63 0.16 0.02 11.66 0.43 1.52 0.75 60 MESA MESA AIR GROUP INC 8.570 2.84 0.47 0.34 14.02 0.51 1.82 2.22 60 MLAB MESA LABS INC 18.940 0.37 2.09 0.01 8.25 0.30 1.07 0.58 60

MTR MESA RTY TR UNIT BEN INT 52.000 0.20 0.41 0.00 5.88 0.21 0.76 0.47 60 MSB MESABI TR CTF BEN INT 27.710 1.32 3.92 0.13 11.42 0.42 1.48 1.21 60 MCCK MESTEK INC COM NEW 13.500 0.26 -0.50 -0.01 9.44 0.34 1.23 0.51 60 MPR MET PRO CORP 14.840 0.51 1.12 0.08 5.51 0.20 0.72 0.68 60 CASH META FINL GROUP INC 29.800 0.46 1.31 0.07 5.30 0.19 0.69 0.64 60

MBRX METABASIS THERAPEUTICS 7.520 3.00 -0.43 0.09 17.18 1.54 3.31 2.32 31 MM METAL MGMT INC COM NEW 37.850 0.61 7.75 -0.01 23.41 0.85 3.04 0.74 60 MTSX METAL STORM LTD SPONSORED ADR 2.420 1.92 -2.33 0.13 16.64 0.61 2.16 1.61 60 MEA METALICO INC 5.050 2.24 0.39 0.02 19.51 1.74 3.76 1.82 31 MMG METALLINE MINING INC 3.590 0.48 3.62 -0.01 28.30 1.03 3.68 0.66 60

MRB METALLICA RES INC 3.960 0.80 4.28 0.01 18.63 0.68 2.42 0.87 60 MTAT Q METATEC INC 0.001 0.81 -0.68 -0.01 45.61 1.66 5.93 0.88 60 MEOH METHANEX CORP 27.370 0.57 2.80 0.04 8.23 0.30 1.07 0.72 60 METH METHODE ELECTRS INC CLASS A 10.830 1.02 0.67 0.09 10.69 0.39 1.39 1.02 60 MET METLIFE INC 59.010 0.87 0.81 0.36 4.10 0.15 0.53 0.91 60

MLG METLIFE INC SR NT 5.875% 24.640 0.07 -0.01 -0.03 3.02 0.24 0.53 0.38 38 MET PA METLIFE INC PFD A FLT RATE 26.390 0.07 0.27 -0.02 0.72 0.09 0.19 0.39 19 MET PB METLIFE INC PFD B 6.50 26.110 0.17 0.04 -0.02 1.52 0.20 0.40 0.45 19 MEU METLIFE INC COM EQ UT6.375 30.580 0.94 -0.03 0.35 2.17 0.29 0.57 0.96 19 MEK METRETEK TECHNOLOGIES I 12.320 1.88 9.13 0.03 31.55 1.15 4.10 1.58 60

MCBI METROCORP BANCSHARES IN 21.040 0.38 1.84 0.02 7.28 0.27 0.95 0.59 60 MGS METROGAS INC SPON ADR B 4.070 2.12 -0.41 0.19 14.90 0.54 1.94 1.74 60 MPBK METROPACIFIC BANK IRVIN 15.300 -0.12 1.67 -0.05 6.39 0.72 1.47 0.26 22 MX METSO CORP SPONSORED ADR 50.500 1.22 2.47 0.28 6.91 0.25 0.90 1.15 60 MTD METTLER TOLEDO INTERNAT 78.850 1.82 0.29 0.60 5.28 0.19 0.69 1.54 60

Based on S&P 500 Index Using Straight Regression Page 179 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MXC MEXCO ENERGY CORP 6.120 1.35 -0.64 0.00 17.36 1.29 2.97 1.23 40 CASA MEXICAN RESTAURANTS INC 11.000 0.45 2.25 0.01 8.95 0.33 1.16 0.63 60 MXOM MEXORO MINERALS LTD 1.000 3.50 6.68 0.02 63.29 2.31 8.23 2.66 60 MCBP MICHIGAN CMNTY BANCORP 4.850 0.12 0.60 -0.01 7.18 0.26 0.93 0.42 60 MHBC MICHIGAN HERITAGE BANCO 12.100 0.02 1.56 -0.02 7.14 0.26 0.93 0.35 60

MCRL MICREL INC 10.780 3.40 -1.58 0.56 10.77 0.39 1.40 2.59 60 MCTI MICRO COMPONENT TECHNOL 0.200 0.47 -0.30 -0.01 31.47 1.15 4.09 0.65 60 MCRS MICROS SYS INC 52.700 0.88 2.49 0.09 9.04 0.33 1.18 0.92 60 MSFT MICROSOFT CORP 29.860 0.99 -0.39 0.30 5.29 0.19 0.69 0.99 60 MVIS MICROVISION INC DEL 3.190 2.69 -1.51 0.21 18.08 0.66 2.35 2.12 60

MSTR MICROSTRATEGY INC CL A NEW 114.010 3.26 3.17 0.24 20.18 0.74 2.62 2.50 60 MCHP MICROCHIP TECHNOLOGY IN 32.700 1.47 0.29 0.24 9.04 0.33 1.18 1.31 60 MFI MICROFINANCIAL INC 3.890 0.82 0.17 0.00 21.54 0.79 2.80 0.88 60 MII MICROISLET INC 0.780 0.41 6.05 -0.02 42.08 1.54 5.47 0.61 60 MHLX MICROHELIX INC COM NEW 0.250 1.35 -3.68 0.02 25.07 0.91 3.26 1.23 60

MITI MICROMET INC 3.000 5.14 -7.69 0.18 22.64 1.70 3.96 3.74 39 MU MICRON TECHNOLOGY INC 13.960 2.41 -1.42 0.41 10.21 0.37 1.33 1.93 60 NOIZ MICRONETICS INC DEL 7.670 1.55 1.96 0.09 16.07 0.59 2.09 1.36 60 MPAD MICROPAC INDS INC 5.460 -0.24 4.37 -0.03 14.41 1.07 2.46 0.18 40 MSCC MICROSEMI CORP 19.650 2.73 1.13 0.27 15.53 0.57 2.02 2.15 60

MRPS MICROPHONICS INC 0.008 2.89 14.21 -0.01 115.33 4.21 14.99 2.25 60 TUNE MICROTUNE INC DEL 4.700 4.13 -0.71 0.24 25.36 0.93 3.30 3.07 60 MTMD MICROTEK MEDICAL HLDGS 4.600 1.93 1.18 0.19 13.83 0.50 1.80 1.62 60 MIOK MICROTRAK INC 0.200 0.36 -0.21 -0.05 38.42 4.58 9.33 0.57 21 MFCO MICROWAVE FILTER CO INC 1.180 0.33 1.81 -0.01 22.38 0.82 2.91 0.56 60

MEND MICRUS ENDOVASCULAR COR 19.080 1.04 3.32 -0.05 18.34 2.42 4.78 1.03 19 MAA MID-AMER APT CMNTYS INC 57.240 0.44 1.24 0.09 4.68 0.17 0.61 0.63 60 MAA PF MID-AMER APT CMNTYS INC PFD SER F % 29.000 0.21 0.07 0.07 1.97 0.10 0.30 0.48 51 MAA PH MID-AMER APT CMNTYS INC PFD H 8.3% 26.300 0.06 0.07 -0.02 1.45 0.11 0.24 0.38 42 MBP MID PENN BANCORP INC 25.550 0.35 0.73 0.04 5.16 0.19 0.67 0.57 60

Based on S&P 500 Index Using Straight Regression Page 180 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MDST MID-STATE BANCSHARES 36.390 0.63 1.26 0.12 5.67 0.21 0.74 0.76 60 MDS MIDAS GROUP INC 23.000 1.97 1.22 0.25 11.71 0.43 1.52 1.64 60 MCFI MIDCAROLINA FINL CORP 19.750 0.39 2.11 -0.01 12.98 0.47 1.69 0.60 60 MIDS MIDASTRADE COM INC 0.570 1.28 0.15 0.01 27.12 0.99 3.53 1.18 60 MBRG MIDDLEBURG FINANCIAL CO 36.990 0.34 1.31 0.02 6.53 0.24 0.85 0.56 60

MIDD MIDDLEBY CORP 104.670 0.97 5.39 0.06 11.76 0.43 1.53 0.98 60 MSEX MIDDLESEX WATER CO 18.730 0.37 0.17 0.04 5.61 0.20 0.73 0.58 60 DOLL MIDDLETON DOLL COMPANY 0.240 1.69 -2.24 0.01 36.70 1.34 4.77 1.46 60 DOLL P MIDDLETON DOLL COMPANY PFD A ADJ RATE 15.500 0.29 -0.24 0.02 5.65 0.21 0.73 0.53 60 MLAN MIDLAND CO 41.950 0.96 0.99 0.18 6.96 0.25 0.91 0.97 60

MHGI MIDNIGHT HLDGS GROUP IN 0.009 3.26 11.73 0.00 95.39 3.48 12.40 2.50 60 MEH MIDWEST AIR GROUP INC 11.500 4.30 1.09 0.28 23.82 0.87 3.10 3.19 60 MSL MIDSOUTH BANCORP INC 31.160 0.44 2.80 0.03 7.14 0.26 0.93 0.63 60 MWY MIDWAY GAMES INC 6.980 1.87 0.21 0.08 20.56 0.75 2.67 1.58 60 MBHI MIDWEST BANC HOLDINGS I 23.750 0.11 1.07 -0.01 7.23 0.26 0.94 0.41 60

OSKY MIDWESTONE FINL GROUP I 19.940 0.17 0.93 0.00 4.80 0.17 0.62 0.45 60 MIGA MIGAMI INC 0.320 -0.16 0.52 -0.02 36.30 1.32 4.72 0.23 60 MIGO MIGO SOFTWARE INC 0.170 -0.13 0.93 -0.02 46.05 1.68 5.99 0.25 60 MKRS MIKROS SYS CORP COM NEW 0.420 1.35 19.11 -0.01 83.72 3.05 10.88 1.23 60 MIKR MIKRON INFRARED INC 12.090 2.51 4.21 0.08 27.33 1.00 3.55 2.00 60

MIIX MIIX GROUP INC 0.003 0.58 -1.66 -0.02 57.26 2.09 7.44 0.72 60 MZ MILACRON INC 0.800 2.62 -4.41 0.25 15.63 0.57 2.03 2.07 60 MEGY F MILAGRO ENERGY INC COM NEW 0.150 -0.03 -5.85 -0.05 18.07 1.91 3.91 0.32 24 MILA A MILASTAR CORP CLASS A 2.420 0.84 1.39 0.00 10.52 0.84 1.84 0.89 38 MMRK MILE MARKER INTL INC COM NEW 2.100 4.07 38.15 -0.01 285.91 10.43 37.17 3.04 60

MLSS MILESTONE SCIENTIFIC IN COM NEW 1.150 1.02 3.99 -0.01 42.79 1.56 5.56 1.01 60 MLNM MILLENNIUM PHARMACEUTIC 10.900 2.18 -1.27 0.28 12.15 0.44 1.58 1.78 60 MLEA MILLEA HOLDINGS INC ADR 35.870 0.60 1.50 0.05 8.01 0.30 1.07 0.74 57 MLNG MILLENNIUM GROUP HLDGS COM PAR $.001 0.001 1.69 21.86 -0.02 138.34 5.05 17.98 1.46 60 MBVA MILLENNIUM BANKSHARES C CDT-COM 9.320 0.20 0.61 0.00 6.20 0.23 0.81 0.47 59

Based on S&P 500 Index Using Straight Regression Page 181 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MCEL MILLENNIUM CELL INC 0.940 1.17 -1.20 0.02 22.96 0.84 2.98 1.11 60 MBTG MILLENNIUM BIOTECH GROU 0.220 0.00 -0.93 -0.02 28.77 1.05 3.74 0.34 60 MLHR MILLER HERMAN INC 36.360 0.90 0.68 0.13 7.81 0.29 1.02 0.93 60 MLR MILLER INDS INC TENN COM NEW 24.000 1.81 3.45 0.24 11.12 0.41 1.45 1.54 60 MILL MILLER PETE INC 0.310 0.80 3.63 -0.01 41.05 1.50 5.34 0.87 60

MLDS MILLION DLR SALOON INC 0.190 -1.24 2.85 0.03 21.06 0.77 2.74 -0.48 60 MIL MILLIPORE CORP 66.600 1.00 0.00 0.22 6.45 0.24 0.84 1.00 60 MLS MILLS CORP 20.000 0.21 -0.11 -0.01 9.09 0.33 1.18 0.47 60 MLS PB MILLS CORP PFD SER B 9% 23.300 0.12 -0.26 0.00 2.48 0.12 0.37 0.42 51 MLS PC MILLS CORP PFD SER C 23.110 0.18 -0.35 0.01 2.62 0.16 0.41 0.46 48

MLS PE MILLS CORP PFD SER E % 23.060 0.31 -0.56 0.03 2.87 0.20 0.48 0.54 44 MLS PG MILLS CORP PFD G 1/100 21.950 0.08 -0.72 -0.05 4.40 0.56 1.14 0.39 20 MSMA MILLSTREAM II ACQUISITI 5.350 -0.15 0.23 -0.01 1.60 0.17 0.35 0.24 24 MSMA U MILLSTREAM II ACQUISITI UNIT EX 122008 5.350 -0.69 0.02 0.02 5.31 0.54 1.14 -0.12 25 MMK MINCO MNG & METALS CORP 1.390 4.09 -3.07 0.05 19.11 3.14 6.30 3.05 14

MSPD MINDSPEED TECHNOLOGIES 1.910 3.76 -1.98 0.11 20.42 1.51 3.41 2.83 43 MSA MINE SAFETY APPLIANCES 36.650 0.45 2.00 0.01 10.14 0.37 1.32 0.63 60 MNBE Y MINEBEA LTD SPONSORED ADR 13.850 2.29 -0.56 0.20 8.80 0.75 1.57 1.86 35 MCIO MINECORE INTL INC 0.250 6.63 9.19 0.03 92.54 3.96 13.32 4.73 52 MMMM MINERAL MOUNTAIN MNG & 0.400 14.86 13.41 0.07 102.07 7.53 17.20 10.18 42

MFN MINEFINDERS LTD 8.900 -0.30 3.36 -0.02 14.24 0.77 2.15 0.14 50 MNEA F MINERA ANDES INC 1.310 -0.11 5.26 -0.02 21.52 0.82 2.91 0.27 56 MTX MINERALS TECHNOLOGIES I 58.790 1.21 0.12 0.39 5.33 0.19 0.69 1.14 60 MINX MINEX RES INC 0.030 -1.98 25.93 -0.01 133.30 4.86 17.33 -0.97 60 BUF MINRAD INTL INC 5.460 1.92 1.84 0.02 17.73 1.59 3.45 1.61 30

MIPS MIPS TECHNOLOGIES INC CLASS A 8.300 3.90 0.77 0.38 17.58 0.64 2.29 2.92 60 MRAE MIRAE CORP SPONSORED ADR 1.260 1.19 -0.04 0.03 19.55 0.71 2.54 1.12 60 MNG MIRAMAR MINING CORP 4.520 0.16 5.51 -0.02 20.41 0.74 2.65 0.44 60 MRDD F MIRANDA GOLD CORP 1.750 1.60 4.43 0.00 17.60 1.58 3.42 1.40 30 MRVT MIRAVANT MED TECHNOLOGI 0.005 -0.95 -5.03 -0.01 34.17 1.25 4.44 -0.30 60

Based on S&P 500 Index Using Straight Regression Page 182 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MREO MIRENCO INC CDT-COM 0.150 0.21 1.72 -0.02 29.09 1.84 4.85 0.48 45 MSON MISONIX INC 4.040 1.09 -0.72 0.05 15.32 0.56 1.99 1.06 60 MISS MISSION CMNTY BANCORP 22.500 0.23 -0.11 -0.04 5.15 0.58 1.17 0.49 23 MSW MISSION WEST PPTYS INC 13.100 0.58 -0.06 0.14 4.83 0.18 0.63 0.72 60 MVLY MISSION VY BANCORP CO 14.500 0.96 1.20 -0.01 11.14 1.08 2.28 0.97 29

MP PE MISSISSIPPI PWR CAP TR TOPRS % 25.030 0.04 0.01 0.00 1.39 0.05 0.18 0.37 58 MP PD MISSISSIPPI POWER CO PFD 1/4 5.25% 24.400 0.41 -0.16 0.05 2.86 0.26 0.55 0.61 31 MPJ MISSISSIPPI POWER CO NT SR E 050133 24.710 0.13 -0.19 -0.02 3.01 0.21 0.50 0.42 44 MIND MITCHAM INDS INC 11.950 1.93 2.40 0.12 17.32 0.63 2.25 1.62 60 MITK MITEK SYS INC COM NEW 1.010 2.12 1.43 0.07 25.71 0.94 3.34 1.74 60

MSBH Y MITSUBISHI CORP SPONSORED ADR 37.950 1.06 0.51 0.01 10.60 0.91 1.89 1.04 35 MIEL Y MITSUBISHI ELEC CORP ADR 91.142 1.17 1.39 0.09 6.49 0.56 1.17 1.11 34 MITE Y MITSUBISHI ESTATE LTD ADR 255.800 0.47 4.51 -0.05 11.96 1.58 3.12 0.65 19 MTU MITSUBISHI UFJ FINL GRO SPONSORED ADR 12.450 0.17 1.51 -0.01 10.28 0.38 1.34 0.45 60 MITS Y MITSUI & CO LTD ADR 301.900 0.37 2.02 0.01 7.90 0.29 1.03 0.59 60

MTSQ Y MITSUI SUMITOMO INS ADR 108.500 1.25 -1.67 0.03 6.02 1.08 1.98 1.17 13 MT MITTAL STEEL CO N V NY REG SH CL A 42.180 1.29 6.17 0.06 16.16 0.59 2.10 1.19 60 MTLS Y MITTAL STL SOUTH AFRICA SPONSORED ADR 14.500 4.05 1.85 0.32 11.66 1.00 2.10 3.02 34 MITY MITY ENTERPRISES INC 17.900 0.16 1.45 -0.01 6.89 0.25 0.90 0.44 60 MOBI MOBIUS MGMT SYSTEMS INC 6.650 1.67 2.37 0.07 20.05 0.73 2.61 1.44 60

MBIR E MOBICLEAR INC 0.097 2.50 5.44 -0.01 94.16 3.44 12.24 2.00 60 MBMC MOBICOM COMM INC COM NEW 6.000 0.25 4.90 -0.06 138.84 17.11 33.62 0.50 18 MBT MOBILE TELESYSTEMS OJSC SPONSORED ADR 50.190 1.24 2.84 0.20 8.49 0.31 1.10 1.16 60 MINI MOBILE MINI INC 26.940 1.26 0.70 0.14 10.55 0.38 1.37 1.17 60 MOBE MOBILITY ELECTRONICS IN 3.350 1.63 3.32 0.05 21.99 0.80 2.86 1.42 60

MOCO MOCON INC 12.730 0.74 0.31 0.20 5.14 0.19 0.67 0.83 60 MPAC MOD PAC CORP 11.000 1.55 0.64 0.09 10.31 0.65 1.70 1.36 46 MOD MODINE MFG CO 25.030 1.16 0.00 0.21 7.82 0.29 1.02 1.11 60 MODT MODTECH HLDGS INC 4.950 -0.04 -0.11 -0.02 12.45 0.45 1.62 0.31 60 MHK MOHAWK INDS INC 74.860 1.02 0.37 0.22 6.60 0.24 0.86 1.01 60

Based on S&P 500 Index Using Straight Regression Page 183 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MGYO Y MOL MAGYAR OLAJ-ES GAZI SPON ADR SER A 113.299 2.08 0.06 0.06 10.24 1.46 2.77 1.72 17 MFLO MOLDFLOW CORP 13.890 2.04 -0.37 0.49 7.39 0.27 0.96 1.69 60 MDCC MOLECULAR DEVICES CORP 21.070 1.19 0.26 0.10 11.68 0.43 1.52 1.12 60 MLRI MOLECULAR IMAGING CORP 0.004 2.47 0.22 0.00 68.86 2.51 8.95 1.97 60 MLPH MOLECULAR PHARMACOLOGY 0.044 -1.48 -3.38 -0.06 44.13 6.29 11.92 -0.64 17

MOLX MOLEX INC 31.630 1.61 -0.28 0.45 6.32 0.23 0.82 1.40 60 MOLX A MOLEX INC CLASS A 27.700 1.53 -0.29 0.47 5.70 0.21 0.74 1.35 60 MOH MOLINA HEALTHCARE INC 32.510 0.05 1.67 -0.02 13.51 1.00 2.28 0.37 42 MLER MOLLER INTL INC CAP STK 0.340 0.60 -3.43 -0.01 20.95 0.90 2.99 0.74 53 TAP A MOLSON COORS BREWING CO CLASS A 75.420 0.75 -0.02 0.01 6.33 0.71 1.44 0.84 23

TAP MOLSON COORS BREWING CO CLASS B 76.440 0.94 0.51 0.17 7.15 0.26 0.93 0.96 60 MNTA MOMENTA PHARMACEUTICALS 15.730 1.57 2.26 -0.01 20.18 1.80 3.89 1.37 31 MNC MONACO COACH CORP 14.160 1.13 -0.26 0.06 13.81 0.50 1.80 1.08 60 MNKB MONADNOCK BANCORP INC 6.850 1.08 -0.95 0.01 10.69 0.96 2.06 1.06 31 MCRI MONARCH CASINO & RESORT 23.880 0.45 3.83 0.00 14.23 0.52 1.85 0.64 60

MCEM MONARCH CEM CO 32.500 0.10 1.05 -0.01 5.40 0.20 0.70 0.40 60 MCBF MONARCH COMMUNITY BANCO 10.200 0.76 -0.76 0.16 5.40 0.23 0.77 0.84 53 MGFX MONARCH GULF EXPL INC COM NEW 0.600 12.38 12.68 0.03 109.11 8.72 19.30 8.54 37 MAHI MONARCH SERVICES INC 0.590 1.12 -0.54 0.01 24.66 0.90 3.21 1.08 60 MGI MONEYGRAM INTL INC 31.360 1.35 0.59 0.10 7.32 0.65 1.41 1.23 31

MCAM MONEY CTR OF AMER INC 0.500 0.19 -1.36 -0.02 23.83 1.02 3.43 0.46 52 MONM MONMOUTH CAP CORP COM 5.420 0.16 1.29 -0.01 6.41 0.23 0.83 0.44 60 MNRT A MONMOUTH REAL ESTATE IN CLASS A 8.450 0.11 0.50 -0.01 4.41 0.16 0.57 0.41 60 MGRM MONOGRAM BIOSCIENCES IN 1.780 0.99 0.45 0.02 18.25 0.67 2.37 0.99 60 MPWR MONOLITHIC PWR SYS INC 11.110 -0.26 1.93 -0.04 17.24 1.68 3.70 0.17 26

MPN PA MONONGAHELA POWER CO PFD 4.40% 90.000 -0.26 0.76 0.02 5.15 0.19 0.67 0.16 60 MPN PC MONONGAHELA POWER CO PFD C 4.50% 91.000 0.07 0.57 -0.04 2.55 0.25 0.55 0.38 26 MNRO MONRO MUFFLER BRAKE INC 35.100 0.33 2.40 0.01 7.44 0.27 0.97 0.56 60 MROE MONROE BANCORP CDT-COM 16.760 0.14 0.91 0.00 3.78 0.14 0.49 0.43 60 MON MONSANTO CO NEW 52.530 1.58 1.71 0.34 7.68 0.28 1.00 1.38 60

Based on S&P 500 Index Using Straight Regression Page 184 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MNST MONSTER WORLDWIDE INC 46.640 3.33 0.25 0.41 14.04 0.51 1.83 2.55 60 PSTA MONTEREY GOURMET FOODS 4.380 2.03 -0.57 0.24 12.70 0.46 1.65 1.68 60 MCO MOODYS CORP 69.060 0.34 2.10 0.03 5.36 0.20 0.70 0.56 60 MOG A MOOG INC CLASS A 38.190 0.42 2.50 0.01 8.84 0.32 1.15 0.62 60 MOG B MOOG INC CLASS B 38.040 0.31 2.06 0.01 7.08 0.26 0.92 0.54 60

MHCO MOORE HANDLEY INC 5.610 0.32 3.06 -0.01 19.24 0.70 2.50 0.55 60 MRFD MORGANS FOODS INC COM NEW 10.240 0.68 5.16 -0.01 23.47 0.86 3.05 0.79 60 MGQG MORGAN EQUITIES GROUP I COM NEW 0.160 6.77 3.31 0.01 71.19 5.69 12.59 4.82 37 MS MORGAN STANLEY GROUP IN COM NEW 81.430 1.64 0.23 0.59 4.83 0.18 0.63 1.43 60 MCB MORGAN STANLEY BRIDGES 073009 16.400 0.49 0.62 0.43 1.89 0.08 0.26 0.66 54

MHT MORGAN STANLEY MKT PAR SECS- 16.630 0.88 0.15 0.28 3.20 0.20 0.53 0.92 46 MSU MORGAN STANLEY MPS RUSSL 2000 15.300 0.66 0.24 0.18 3.16 0.20 0.51 0.77 47 DMJ MORGAN STANLEY MPS DJIA123009 13.040 0.39 0.18 0.24 1.61 0.10 0.25 0.59 48 MNDX MORGAN STANLEY MKT PARTN 3/09 13.480 0.58 0.14 0.28 2.34 0.13 0.35 0.72 49 TPA MORGAN STANLEY BRIDGES 033009 10.250 0.52 -0.43 0.31 2.00 0.11 0.30 0.68 50

MRP MORGAN STANLEY MPS 12/30/2008 14.190 0.36 0.26 0.33 1.44 0.07 0.22 0.58 51 DFB MORGAN STANLEY BRIDGES 10/09 18.000 0.42 0.67 0.14 2.74 0.14 0.41 0.61 51 BGD MORGAN STANLEY BRIDGES DJIA 13.400 0.37 0.25 0.35 1.61 0.07 0.23 0.58 52 TPS MORGAN STANLEY BRIDGES 022809 10.000 0.43 -0.43 0.33 1.93 0.08 0.27 0.62 53 DRU MORGAN STANLEY BRIDGES 123008 10.260 0.23 -0.07 0.08 2.55 0.10 0.35 0.49 55

RBG MORGAN STANLEY BRIDGES 2008 15.470 0.54 0.54 0.37 2.48 0.09 0.34 0.70 55 BRD MORGAN STANLEY BRIDGES 08/2008 13.000 0.41 0.26 0.45 1.61 0.06 0.22 0.61 56 BXB MORGAN STANLEY BOXES 01/30/32 25.060 1.18 0.32 0.44 4.75 0.17 0.63 1.12 58 RXB MORGAN STANLEY BOXES 10302031 15.850 0.86 -0.25 0.47 3.27 0.12 0.42 0.91 60 MWR MORGAN STANLEY CAP TR I CAP SECS 6.25% 25.110 0.02 0.02 -0.02 2.59 0.16 0.42 0.35 47

MWG MORGAN STANLEY CAP TR I GTD CP 4/1/2033 25.050 0.05 -0.01 -0.02 2.83 0.18 0.47 0.37 45 MWO MORGAN STANLEY CAP TR V CAP SEC5.75%33 23.820 0.09 -0.02 -0.02 3.39 0.25 0.57 0.40 42 EFP MORGAN STANLEY NT 1.875% 2011 14.570 0.49 0.13 0.13 2.32 0.20 0.41 0.66 36 GIT MORGAN STANLEY CAP PRT DJT 50 10.600 0.61 -0.17 0.39 1.47 0.14 0.31 0.74 27 MBS MORGAN STANLEY STRAT EX IDX09 11.450 0.51 0.09 0.53 0.97 0.09 0.21 0.68 26

Based on S&P 500 Index Using Straight Regression Page 185 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ESTX MORGAN STANLEY PLUS DJ EUR 50 12.300 0.71 0.15 0.32 2.02 0.20 0.43 0.81 27 BEM MORGAN STANLEY BASKET 033012 15.340 0.88 0.92 0.06 5.59 0.54 1.17 0.92 28 DPP MORGAN STANLEY NT DJ 033011 10.760 0.74 -0.35 0.46 1.50 0.15 0.31 0.82 29 SDM MORGAN STANLEY NT LK S&P 2011 11.320 0.76 -0.08 0.50 1.54 0.14 0.30 0.84 30 PDJ MORGAN STANLEY PROPELS 2011 10.080 0.81 -0.47 0.36 2.11 0.18 0.38 0.87 35

JPK MORGAN STANLEY PLUS 063009 15.800 1.22 1.07 0.13 5.84 0.52 1.14 1.15 30 EBK MORGAN STANLEY PROPELS 123011 11.150 0.49 0.11 0.10 2.58 0.23 0.48 0.66 33 PEL MORGAN STANLEY PROPEL.5%SP500 10.900 0.77 -0.20 0.40 1.87 0.16 0.34 0.85 34 HPB MORGAN STANLEY NT PHIL HSG 10 9.700 -0.19 0.05 -0.05 2.86 0.41 0.77 0.21 17 NPS MORGAN STANLEY NT S&P500 2011 10.220 0.09 0.21 -0.05 1.85 0.24 0.48 0.39 19

EEC MORGAN STANLEY NT EAFA IDX 08 12.070 0.94 0.04 0.26 2.63 0.34 0.68 0.96 20 MST MORGAN STANLEY NT SEP MC 1% 5.350 0.63 -0.14 0.10 2.88 0.34 0.70 0.75 21 GLL MORGAN STANLEY NT 3GL INDX 08 10.850 0.61 0.07 0.19 2.22 0.25 0.51 0.74 22 MSNQ MORGAN STANLEY NT NAS IDX2010 9.990 1.56 -1.12 0.44 3.24 0.36 0.74 1.37 23 MBJ MORGAN STANLEY STARS 8% 2010 9.670 0.48 -0.51 0.48 0.93 0.11 0.21 0.65 22

NES MORGAN STANLEY GLB BSKT PR NT 11.260 0.54 0.15 0.30 1.57 0.17 0.34 0.70 24 MOR MORGAN STANLEY NT 100% S&P500 10.400 0.83 -0.43 0.55 1.49 0.15 0.32 0.89 25 MWJ MORGAN STANLEY CAP TR I PFD CAP 7.25% 25.355 -0.04 0.02 -0.01 1.57 0.06 0.20 0.31 60 CAX MORGAN STANLEY NT CHNA IDX 09 12.200 1.12 0.21 0.13 4.22 0.63 1.21 1.08 16 NBXH MORGAN STANLEY SRATS 103011 8.780 1.63 -2.75 0.49 2.57 0.46 0.85 1.41 13

NKP MORGAN STANLEY PLUS NIKKEI 08 13.910 2.13 0.31 0.36 4.78 0.71 1.42 1.75 15 BOI MORGAN STANLEY BRIDGES 061510 20.950 0.57 1.36 0.02 5.65 0.42 0.94 0.71 43 MBK MORGAN STANLEY BRIDGES 083009 12.410 0.60 0.13 0.09 3.66 0.27 0.62 0.74 41 BWN MORGAN STANLEY TARGET 8%SP500 9.900 0.57 -0.42 0.70 0.59 0.11 0.20 0.72 13 DBZ MORGAN STANLEY STRTG TTLRET11 10.820 0.24 0.27 0.21 0.77 0.10 0.21 0.50 18

DBY MORGAN STANLEY TARGET 8% 2011 9.570 0.31 -0.53 0.30 0.80 0.11 0.22 0.54 18 DJL MORGAN STANLEY PLUS 043007 11.680 0.27 0.56 0.08 1.37 0.16 0.33 0.52 21 PPY MORGAN STANLEY MPS 2.8% DJHYS 26.130 0.34 -0.12 0.15 1.50 0.13 0.29 0.56 32 MJP MORGAN STANLEY MPS LKD NIKK 29.000 0.38 0.10 0.09 2.22 0.18 0.39 0.59 38 DBX MORGAN STANLEY BRIDGES 123009 12.910 0.22 0.46 0.02 2.18 0.16 0.37 0.48 42

Based on S&P 500 Index Using Straight Regression Page 186 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MORN MORNINGSTAR INC 45.050 0.16 3.84 -0.05 9.03 1.15 2.35 0.44 20 MTGC MORTGAGE ASSISTANCE CTR 0.550 5.86 11.74 0.06 72.37 2.77 9.89 4.22 55 MHL MORTGAGEIT HLDGS INC 14.750 0.99 0.31 0.02 8.54 0.77 1.66 0.99 30 MCNJ MOSAIC NUTRICEUTICALS C 0.060 9.13 19.50 -0.01 118.42 10.64 23.04 6.39 30 MOS MOSAIC CO 21.360 1.33 0.99 0.14 11.25 0.41 1.46 1.22 60

MOCC MOSCOW CABLECOM CORP 10.580 0.64 0.77 0.00 16.45 0.60 2.14 0.76 60 MOSY MOSYS INC 9.250 1.84 -0.19 0.09 19.16 0.70 2.49 1.56 60 MOLB MOTHER LODE BK SONORA C 16.300 0.34 3.14 -0.04 12.24 1.19 2.60 0.57 27 MOTV MOTIVE INC 3.620 0.90 -2.66 -0.02 16.38 1.47 3.16 0.93 31 MWRK MOTHERS WK INC 39.390 0.12 4.00 -0.02 19.59 0.71 2.55 0.42 60

MNCP MOTIENT CORP COM NEW 9.900 3.07 2.93 0.14 25.70 0.98 3.48 2.37 56 MPAA MOTORCAR PTS AMER INC 14.700 0.85 3.08 0.04 13.15 0.48 1.71 0.90 60 MOT MOTOROLA INC 20.560 1.23 0.48 0.19 8.75 0.32 1.14 1.15 60 MOBT MOUNTAIN 1ST BK&TR HEND 25.010 0.28 4.99 -0.04 14.97 1.46 3.07 0.53 29 MNBT MOUNTAIN NATL BANCSHARE 27.500 0.53 0.61 -0.03 5.79 0.77 1.51 0.69 19

MDM MOUNTAIN PROV DIAMONDS COM NEW 3.380 0.12 5.08 -0.02 20.29 0.74 2.64 0.41 60 MOV MOVADO GROUP INC 29.000 0.92 1.85 0.12 8.25 0.30 1.07 0.95 60 MOVI MOVIE GALLERY INC 3.520 0.13 -0.30 -0.02 21.64 0.79 2.81 0.43 60 MOVE MOVE INC COM 5.510 6.99 3.30 0.42 28.77 1.05 3.74 4.97 60 MSI MOVIE STAR INC 1.570 1.42 2.74 0.06 17.92 0.65 2.33 1.28 60

XDSL MPHASE TECHNOLOGIES INC 0.184 2.34 0.61 0.10 23.10 0.84 3.00 1.89 60 MTMC MTM TECHNOLOGIES INC 1.540 1.49 1.68 0.04 22.17 0.81 2.88 1.32 60 MTNO Y MTN GROUP LTD SPONSORED ADR 12.000 1.94 -0.39 0.09 10.28 1.05 2.21 1.62 25 MUEL MUELLER PAUL CO COM 38.500 0.63 0.54 0.07 7.27 0.27 0.95 0.75 60 MLI MUELLER INDS INC 31.700 1.05 -0.07 0.16 8.32 0.30 1.08 1.03 60

LABL MULTI COLOR CORP 32.850 0.87 1.78 0.08 9.37 0.34 1.22 0.91 60 MFLX MULTI FINELINE ELECTRON 20.290 4.38 0.77 0.17 18.13 1.62 3.49 3.24 31 MMTS MULTI-MEDIA TUTORIAL SV COM PAR $.10 0.035 3.99 16.93 -0.02 86.19 6.37 14.64 2.98 41 MCET MULTICELL TECHNOLOGIES COM NEW 0.220 1.44 1.88 0.01 32.54 1.19 4.23 1.29 60 MBND MULTIBAND CORP COM 0.570 1.35 -1.20 0.07 15.44 0.56 2.01 1.23 60

Based on S&P 500 Index Using Straight Regression Page 187 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MGAM MULTIMEDIA GAMES INC 9.600 1.81 0.09 0.15 14.75 0.54 1.92 1.54 60 MYBF MUNCY BANK FINANCIAL IN CAP STK 33.550 0.20 -0.13 0.01 4.27 0.18 0.61 0.47 52 MMA MUNICIPAL MTG & EQUITY GROWTH SHS 32.200 0.13 0.43 0.00 3.73 0.14 0.48 0.42 60 MUR MURPHY OIL CORP COM 50.850 0.45 1.57 0.03 7.42 0.27 0.96 0.63 60 MTUC MUTUAL CMNTY SVGS BK DU 9.750 -0.86 0.76 -0.01 7.76 0.93 1.88 -0.23 21

MLRM F MUTUAL RISK MGMT LTD 0.062 0.53 -0.21 -0.01 35.05 1.28 4.56 0.69 60 MFSF MUTUALFIRST FINL INC 21.200 0.11 0.60 -0.01 3.90 0.14 0.51 0.41 60 MYCM MYCOM GROUP INC COM NEW 0.019 1.83 5.30 -0.01 76.32 2.78 9.92 1.55 60 MYE MYERS INDS INC 15.660 0.44 1.05 0.01 9.70 0.35 1.26 0.63 60 MYL MYLAN LABS INC 19.960 0.06 0.60 -0.02 8.21 0.30 1.07 0.38 60

MYGN MYRIAD GENETICS INC 31.300 1.75 -0.71 0.21 11.80 0.43 1.53 1.50 60 MYMX MYMETICS CORP 0.026 -0.90 3.38 -0.01 43.45 1.59 5.65 -0.26 60 MYRA MYRIAD ENTMT & RESORTS 0.340 7.86 4.09 0.05 54.57 4.67 9.84 5.55 34 NBTF NB & T FINL GROUP INC 20.200 0.10 0.16 -0.01 5.01 0.18 0.65 0.40 60 NBD NB CAP CORP PFD A DEP 1/40 26.290 -0.04 0.05 -0.01 1.66 0.06 0.22 0.31 60

NBTB NBT BANCORP INC 25.510 0.26 0.97 0.02 5.22 0.19 0.68 0.51 60 NTY NBTY INC 41.570 0.86 2.68 0.03 13.61 0.50 1.77 0.91 60 NCS NCI BUILDING SYS INC 51.750 0.64 1.98 0.04 9.36 0.34 1.22 0.76 60 NCR NCR CORP NEW 42.760 2.31 1.01 0.61 6.53 0.24 0.85 1.87 60 NCIT NCI INC CLASS A 15.290 -0.05 1.97 -0.08 8.36 1.25 2.48 0.30 15

NNDS NDS GROUP PLC SPONSORED ADR 48.250 1.37 1.85 0.11 13.11 0.48 1.70 1.24 60 NASB NASB FINL INC 41.350 0.90 1.52 0.18 6.52 0.24 0.85 0.93 60 NIPN Y NEC CORP ADR 4.810 1.34 -1.19 0.16 10.63 0.39 1.38 1.22 60 NELT Y NEC ELECTRONICS CORP ADR 14.250 3.60 -4.83 0.17 12.01 1.79 3.46 2.72 16 NGPC NGP CAP RES CO 16.750 0.84 -0.21 0.09 4.70 0.46 1.01 0.89 26

NGAS NGAS RESOURCES INC COM 6.380 1.12 5.24 0.01 24.04 0.88 3.12 1.08 60 NIHD NII HLDGS INC CL B NEW 64.440 1.08 6.61 0.04 11.56 0.62 1.75 1.05 50 EGOV NIC INC 4.970 1.44 1.66 0.08 15.79 0.58 2.05 1.29 60 NL NL INDS INC COM NEW 10.340 0.77 -0.23 0.04 11.83 0.43 1.54 0.85 60 NMSS NMS COMMUNICATIONS CORP 2.050 2.73 0.37 0.13 23.82 0.87 3.10 2.15 60

Based on S&P 500 Index Using Straight Regression Page 188 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NMTI NMT MED INC 13.530 1.93 1.47 0.14 16.05 0.59 2.09 1.61 60 NNBR NN INC 12.430 0.91 0.27 0.10 9.12 0.33 1.19 0.94 60 NPBC O NPB CAP TR II PFD GTD TR SEC 25.110 0.14 -0.21 0.04 1.93 0.08 0.28 0.43 53 NPER NP ENERGY CORP COM NO PAR 0.002 7.77 49.26 0.00 200.63 7.32 26.08 5.49 60 NQLI Q NQL INC 0.002 38.00 119.82 0.02 660.43 24.09 85.85 25.52 60

NPSP NPS PHARMACEUTICALS INC 4.530 1.38 -2.77 0.08 15.06 0.55 1.96 1.25 60 NRG NRG ENERGY INC COM NEW 56.010 0.85 2.16 0.02 7.68 0.61 1.36 0.90 37 NTMM NT MEDIA CORP COM ACCD INVS 0.011 4.30 19.74 0.00 134.44 4.90 17.48 3.19 60 NTN NTN BUZZTIME INC COM NEW 1.370 1.10 1.38 0.05 15.38 0.56 2.00 1.07 60 NTHH NT HLDGS CORP 0.400 -1.02 32.66 -0.04 121.82 11.87 25.84 -0.34 27

NTLI NTL INC DEL 25.240 1.16 2.16 0.05 8.14 0.73 1.58 1.11 30 NLP NTS RLTY HLDGS LTD PART PARTSHIP UNITS 7.010 -0.57 2.17 -0.03 9.31 0.95 2.00 -0.04 25 NUCO NUCO2 INC 24.590 1.89 1.26 0.25 11.33 0.41 1.47 1.59 60 DCM NTT DOCOMO INC SPONS ADR 15.870 1.01 -1.19 0.27 5.82 0.21 0.77 1.00 58 NVEC NVE CORP COM NEW 30.750 1.71 5.26 0.02 33.29 1.21 4.33 1.47 60

NVR NVR INC 645.000 0.74 2.01 0.08 8.35 0.30 1.09 0.83 60 NVIC N-VIRO INTL CORP COM NEW 2.210 2.47 5.52 0.04 36.76 1.34 4.78 1.97 60 NXWX Q NX NETWORKS INC 0.000 8.14 32.75 0.01 181.92 6.64 23.65 5.73 60 NYM NYMAGIC INC 36.600 0.83 1.40 0.09 8.45 0.31 1.10 0.88 60 NYX NYSE GROUP INC 97.200 0.03 8.14 -0.04 20.17 1.96 4.13 0.36 29

NABI NABI BIOPHARMACEUTICALS 6.780 1.46 0.81 0.07 17.03 0.62 2.21 1.30 60 NC NACCO INDS INC CLASS A 136.600 1.44 1.27 0.31 7.54 0.28 0.98 1.29 60 NLC NALCO HOLDING COMPANY 20.460 1.37 -0.81 0.18 5.54 0.54 1.19 1.25 26 NTE NAM TAI ELECTRONICS INC COM PAR $0.02 15.190 0.93 2.52 0.03 14.70 0.54 1.91 0.96 60 NMCO F NAMIBIAN MINERALS CORP 0.002 2.88 8.09 0.00 74.09 2.70 9.63 2.25 60

NGEN NANOGEN INC 1.870 4.69 0.22 0.21 31.17 1.14 4.05 3.45 60 NNLX NANOLOGIX INC 0.140 -1.50 16.80 -0.02 96.06 6.08 15.85 -0.66 46 NANO NANOMETRICS INC 7.910 3.86 -0.75 0.40 16.52 0.60 2.15 2.90 60 NANX NANOPHASE TCHNOLOGIES C 5.970 2.55 1.07 0.15 20.39 0.74 2.65 2.03 60 NNBP NANOBAC PHARMACEUTICALS 0.120 6.56 24.16 0.01 157.03 5.73 20.41 4.69 60

Based on S&P 500 Index Using Straight Regression Page 189 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NNPP NANO PROPRIETARY INC 1.400 1.06 3.29 0.00 26.78 0.98 3.48 1.04 60 NNGB NANO GLOBAL INC 0.009 4.28 -4.07 0.03 66.78 2.44 8.68 3.18 60 NNVC NANOVIRICIDES INC 0.740 9.77 38.04 -0.03 137.25 16.38 33.34 6.81 21 NSLT NANO SUPERLATTICE TECH 0.370 6.08 -5.04 0.05 42.64 3.81 8.22 4.37 31 NNFC NANOFORCE INC 0.048 -1.24 5.05 -0.01 43.70 1.59 5.68 -0.48 60

NSSC NAPCO SEC SYS INC 5.870 0.43 4.02 -0.01 16.67 0.61 2.17 0.62 60 NAPS NAPSTER INC 3.630 3.27 -1.04 0.22 21.34 0.78 2.77 2.50 60 NARA NARA BANCORP INC 20.920 1.51 2.76 0.26 8.87 0.32 1.15 1.34 60 NRWS NARROWSTEP INC 0.950 6.44 -5.79 0.22 19.46 2.77 5.26 4.60 17 NDAQ NASDAQ STOCK MARKET INC 30.790 0.82 2.22 0.02 15.15 0.61 2.11 0.88 54

NAFC NASH FINCH CO 27.300 1.48 0.81 0.07 17.83 0.65 2.32 1.32 60 NSHA NASHUA CORP 8.150 0.30 0.99 -0.01 10.99 0.40 1.43 0.54 60 NPSN NASPERS LTD SPON ADR N SHS 23.970 2.00 3.29 0.24 9.01 0.50 1.36 1.66 49 NSTK NASTECH PHARMACEUTICAL COM PAR $0.006 15.130 1.34 0.64 0.07 15.69 0.57 2.04 1.22 60 NTG NATCO GROUP INC CLASS A 31.880 0.37 3.15 -0.01 12.82 0.47 1.67 0.58 60

NATH NATHANS FAMOUS INC NEW 14.400 0.53 2.53 0.03 8.96 0.33 1.16 0.69 60 NCOC NATIONAL COAL CORP COM NEW 6.000 14.12 2.10 0.16 64.84 4.79 11.01 9.70 41 NAB NATIONAL AUSTRALIA BK L SPONSORED ADR 159.250 0.55 1.01 0.15 4.41 0.16 0.57 0.70 60 NAHC NATIONAL ATLANTIC HLDGS 11.660 1.10 -0.33 0.03 7.18 0.86 1.74 1.06 21 NBOH NATIONAL BANCSHARES COR 23.500 0.04 0.84 -0.02 4.94 0.18 0.64 0.37 60

NTIO F NATIONAL BK CDA MONTREA COMMON 56.748 0.83 1.31 0.08 4.67 0.45 0.96 0.89 29 NBG NATIONAL BK GREECE S A SPONSORED ADR 9.300 1.56 1.51 0.34 7.63 0.28 0.99 1.37 60 NKSH NATIONAL BANKSHARES INC 23.700 0.10 1.48 -0.01 5.20 0.19 0.68 0.40 60 FIZ NATIONAL BEVERAGE CORP 14.030 0.47 1.76 0.01 10.40 0.38 1.35 0.65 60 NCC NATIONAL CITY CORP 36.560 0.55 0.24 0.18 4.00 0.15 0.52 0.70 60

NADX NATIONAL DENTEX CORP 17.500 0.76 0.07 0.13 6.74 0.25 0.88 0.84 60 NEGI NATIONAL ENERGY GROUP I COM NEW 6.250 0.35 9.31 -0.02 32.05 1.17 4.17 0.57 60 NHCT NATIONAL HEALTHCARE TEC COM NEW 0.035 0.06 5.54 -0.06 105.13 13.88 27.40 0.38 19 NHR NATIONAL HEALTH REALTY 24.000 0.54 0.68 0.09 5.68 0.21 0.74 0.70 60 NHC NATIONAL HEALTHCARE COR 55.200 0.72 2.27 0.06 8.99 0.33 1.17 0.81 60

Based on S&P 500 Index Using Straight Regression Page 190 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NFP NATIONAL FINL PARTNERS 43.970 1.49 0.25 0.13 7.76 0.57 1.33 1.32 40 NFG NATIONAL FUEL GAS CO N 38.540 0.56 0.63 0.15 4.59 0.17 0.60 0.71 60 NGG NATIONAL GRID PLC SPON ADR NEW 72.620 0.02 1.33 -0.02 4.95 0.18 0.64 0.35 60 NHI NATIONAL HEALTH INVS IN 33.000 0.66 1.31 0.10 6.49 0.24 0.84 0.77 60 NHLD NATIONAL HOLDINGS CORP 1.650 2.13 2.71 0.05 29.54 1.08 3.84 1.75 60

NHHC NATIONAL HOME HEALTH CA 11.500 0.06 0.33 -0.02 9.12 0.33 1.19 0.37 60 NATI NATIONAL INSTRS CORP 27.240 1.78 -0.05 0.34 8.66 0.32 1.13 1.51 60 NATL NATIONAL INTERSTATE COR 24.300 1.38 1.61 0.01 11.91 1.26 2.58 1.25 24 NLN NATIONAL LAMPOON INC NE 2.220 0.56 2.99 -0.01 29.10 1.06 3.78 0.71 60 MBLA NATIONAL MERCANTILE BAN COM NEW 13.750 0.60 1.94 0.04 8.75 0.32 1.14 0.73 60

NMHC NATIONAL MED HEALTH CAR COM NEW 11.840 0.81 1.43 0.01 17.01 0.62 2.21 0.88 60 NOV NATIONAL OILWELL VARCO 61.180 0.94 1.95 0.09 9.80 0.36 1.27 0.96 60 NPBC NATIONAL PENN BANCSHARE 20.250 0.39 0.82 0.04 5.72 0.21 0.74 0.59 60 NPK NATIONAL PRESTO INDS IN 59.870 0.73 1.19 0.15 5.98 0.22 0.78 0.82 60 NQCI NATIONAL QUALITY CARE I 0.490 23.17 174.39 -0.02 823.90 60.82 140.09 15.69 41

NVH NATIONAL R V HLDGS INC 3.690 0.79 -0.86 0.02 15.15 0.55 1.97 0.86 60 NRMG NATIONAL RLTY & MTG INC COM NEW 0.009 0.15 4.85 -0.02 51.29 1.87 6.67 0.44 60 NRCI NATIONAL RESEARCH CORP 22.700 -0.07 2.53 -0.02 8.47 0.31 1.10 0.29 60 NNN NATIONAL RETAIL PROPERT 22.950 0.18 0.99 0.00 4.73 0.17 0.62 0.45 60 NNN PA NATIONAL RETAIL PROPERT PFD 9% SER A 25.140 0.01 0.15 -0.02 1.42 0.05 0.18 0.35 60

NRS NATIONAL RURAL UTILS CO PFD QUICS 7.4% 25.350 -0.10 0.08 0.03 1.66 0.06 0.22 0.27 60 NRN NATIONAL RURAL UTILS CO NT SUB 6.75%43 25.640 0.22 -0.12 0.04 2.04 0.13 0.34 0.48 46 NRC NATIONAL RURAL UTILS CO SU NT 44DTD6.1 24.540 0.03 -0.03 -0.03 2.95 0.25 0.53 0.36 35 NRU NATIONAL RURAL UTILS CO NT 5.95% 2045 24.150 -0.02 0.26 -0.05 2.90 0.33 0.67 0.33 22 NSEC NATIONAL SEC GROUP INC 17.250 0.25 0.46 0.00 6.55 0.24 0.85 0.50 60

NSM NATIONAL SEMICONDUCTOR 22.700 2.76 0.75 0.36 12.85 0.47 1.67 2.17 60 NSTL Q NATIONAL STL CORP CLASS B 0.004 1.29 0.47 -0.01 54.42 1.99 7.07 1.19 60 NHGI NATIONAL STEM CELL INC 2.000 6.77 6.37 -0.06 65.89 11.83 21.71 4.83 13 NTSC NATIONAL TECHNICAL SYS 6.830 0.35 3.58 -0.01 13.82 0.50 1.80 0.57 60 NWLI A NATIONAL WESTN LIFE INS CLASS A 230.140 0.29 1.24 0.02 5.36 0.20 0.70 0.53 60

Based on S&P 500 Index Using Straight Regression Page 191 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NW PB NATIONAL WESTMINSTER BK ADR REP PREF B 24.930 0.02 -0.01 -0.01 1.18 0.04 0.15 0.35 60 NW PC NATIONAL WESTMINSTER BK ADR SPON REP C 25.390 -0.02 0.00 -0.01 1.02 0.04 0.13 0.33 60 NHRX NATIONSHEALTH INC 1.690 -0.44 -0.86 -0.02 16.86 1.25 2.88 0.04 40 NHRX U NATIONSHEALTH INC UNIT EX 082407 1.730 -0.47 -0.14 -0.02 24.55 1.81 4.17 0.03 41 NFS NATIONWIDE FINL SVCS IN CLASS A 54.200 1.29 0.10 0.55 4.15 0.15 0.54 1.19 60

NHP NATIONWIDE HEALTH PPTYS 30.220 0.60 0.73 0.12 5.49 0.20 0.71 0.73 60 NTOL NATROL INC 2.140 1.89 0.17 0.15 15.30 0.56 1.99 1.59 60 NAII NATURAL ALTERNATIVES IN COM NEW 8.670 0.07 3.02 -0.02 13.09 0.48 1.70 0.38 60 NGS NATURAL GAS SERVICES GR 13.900 -0.25 4.14 -0.02 18.12 0.90 2.73 0.17 51 BHIP NATURAL HEALTH TRENDS C COM PAR $.001 1.500 6.06 -2.48 0.14 32.74 2.07 5.40 4.35 46

NAVG NAVIGATORS GROUP INC 48.180 0.76 1.47 0.11 7.41 0.27 0.96 0.84 60 NRP NATURAL RESOURCE PARTNE COM UNIT L P 57.950 0.96 1.35 0.12 6.96 0.35 1.05 0.97 51 ICEB NATURAL SOLUTIONS CORP 0.001 0.83 -1.74 -0.01 31.34 1.14 4.07 0.89 60 NCBF NATURE COAST BK CRYSTAL 11.350 3.53 -7.94 0.02 21.13 3.01 5.71 2.68 17 NATR NATURES SUNSHINE PRODUC 11.555 0.47 0.42 0.00 11.96 0.44 1.55 0.65 60

NADV F NATURALLY ADVANCED TECH 0.370 0.94 1.28 -0.03 31.41 2.69 5.60 0.96 35 NRVN NATURE VISION INC 5.720 1.71 0.44 -0.01 19.76 1.92 4.13 1.47 28 BABY NATUS MEDICAL INC DEL 16.610 1.02 1.97 0.07 11.90 0.43 1.55 1.01 60 NTZ NATUZZI S P A ADR 8.510 0.73 -0.98 0.13 6.30 0.23 0.82 0.82 60 NVSL NAUGATUCK VY FINL CORP 12.300 0.54 0.29 0.00 5.83 0.57 1.24 0.69 27

NLS NAUTILUS INC 14.000 0.97 -0.85 0.05 12.66 0.46 1.65 0.98 60 NAVR NAVARRE CORP 3.980 2.11 3.81 0.08 23.36 0.85 3.04 1.74 60 NAV NAVISTAR INTL CORP NEW 33.430 1.99 -0.55 0.43 8.12 0.30 1.05 1.65 60 NAVI NAVISITE INC COM NEW 6.970 3.49 3.67 0.11 33.44 1.22 4.35 2.65 60 NCI NAVIGANT CONSULTING INC 19.760 1.45 2.26 0.16 11.32 0.41 1.47 1.30 60

NAVH NAVTECH INC 2.900 -1.42 7.38 0.01 17.94 1.12 2.89 -0.60 47 NVT NAVTEQ CORP 34.970 3.29 -1.82 0.21 11.54 1.12 2.37 2.52 29 NVKI NAVITRAK INTL CORP NEV 0.550 0.31 21.83 -0.03 103.43 8.85 18.65 0.54 34 NAYN NAYNA NETWORKS INC NEV 0.065 -0.12 18.88 -0.02 136.37 10.06 22.99 0.26 42 NDBK Y NEDBANK GROUP LTD SPONSORED ADR 38.600 0.66 4.42 -0.04 14.60 1.74 3.55 0.77 21

Based on S&P 500 Index Using Straight Regression Page 192 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NP NEENAH PAPER INC 35.320 1.17 -0.88 0.13 5.56 0.54 1.19 1.11 26 NKTR NEKTAR THERAPEUTICS 15.210 2.68 0.02 0.28 14.85 0.54 1.93 2.11 60 NNI NELNET INC CLASS A 27.360 0.63 0.58 -0.01 10.69 0.85 1.89 0.75 37 NEOG NEOGEN CORP 22.200 0.92 0.75 0.11 8.59 0.31 1.12 0.94 60 NMGC NEOMAGIC CORP COM NEW 5.870 1.99 0.82 0.04 28.51 1.04 3.71 1.66 60

NGNM NEOGENOMICS INC COM NEW 1.500 1.60 11.77 -0.01 69.85 2.55 9.08 1.40 60 NEOM NEOMEDIA TECHNOLOGIES I 0.053 -0.83 18.04 -0.02 108.79 3.97 14.14 -0.22 60 NTEC NEOSE TECHNOLOGIES INC 2.230 1.71 -2.82 0.06 21.81 0.80 2.84 1.47 60 NEOI NEOSTEM INC 0.750 0.69 6.37 -0.01 49.85 1.82 6.48 0.80 60 NWRE NEOWARE INC 13.210 0.93 3.13 0.01 20.05 0.73 2.61 0.95 60

NEP NEPHROS INC 1.450 2.89 -4.77 0.03 22.24 2.17 4.65 2.25 28 NPDI NEPTUNE AQUACULTURE INC COM PAR$.001NW 0.170 -1.18 6.87 -0.03 61.80 4.94 10.80 -0.44 38 NPTO Y NEPTUNE ORIENT LINES SPONSORED ADR 5.449 -0.96 -0.33 -0.03 15.18 1.55 3.27 -0.30 25 NEOL NEOPHARM INC 1.670 1.62 -1.63 0.05 22.56 0.82 2.93 1.41 60 NTBK NETBANK INC 4.640 0.96 -1.23 0.09 10.03 0.37 1.30 0.97 60

NSTC NESS TECHNOLOGIES INC 14.260 2.44 -1.45 0.27 7.63 0.74 1.59 1.95 28 NSRG Y NESTLE S A SPONSORED ADR 89.000 0.89 0.52 0.20 3.38 0.29 0.60 0.93 35 NEST NESTOR INC COM NEW 1.460 0.39 1.46 -0.02 36.38 1.33 4.73 0.60 60 UEPS NET 1 UEPS TECHNOLOGIES COM NEW 29.560 3.30 5.85 0.12 29.77 1.09 3.87 2.53 60 NETP NET PERCEPTIONS INC 2.450 1.33 2.72 0.03 22.31 0.81 2.90 1.22 60

NTVT Q NET VOICE TECHNOLOGIES 0.000 56.24 179.56 0.01 158.54 42.26 150.60 37.60 60 NCNT Q NETCENTIVES INC 0.002 6.28 12.79 0.06 81.21 2.96 10.56 4.50 60 NETC NET SERVICOS DE COMUNIC SPONSD ADR NEW 11.980 -0.19 7.73 -0.02 47.67 1.74 6.20 0.21 60 NFLX NETFLIX COM INC 25.860 2.01 2.86 0.13 17.63 0.67 2.39 1.67 56 NTES NETEASE COM INC SPONSORED ADR 18.690 0.71 10.04 -0.01 25.92 0.95 3.37 0.81 60

NGRU NETGURU COM INC 3.300 0.73 -0.64 -0.01 26.41 0.96 3.43 0.82 60 NTGR NETGEAR INC 26.250 2.00 -0.20 0.10 11.36 0.84 1.92 1.66 42 NETM NETMANAGE INC COM NEW 5.290 3.71 1.30 0.18 27.00 0.98 3.51 2.79 60 NTPL NETPLEX GROUP INC 0.001 0.72 2.37 -0.02 67.00 2.44 8.71 0.82 60 NTPA NETOPIA INC 6.950 3.99 1.56 0.34 19.41 0.71 2.52 2.98 60

Based on S&P 500 Index Using Straight Regression Page 193 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NETO NETOBJECTS INC 0.001 3.11 41.41 -0.01 228.61 8.34 29.72 2.40 60 NTME NETMED INC OHIO 0.010 90.48 250.25 0.01 915.74 69.89 249.03 60.30 60 NTST NETSMART TECHNOLOGIES I COM NEW 16.240 1.13 3.53 0.05 14.97 0.55 1.95 1.09 60 NTWK NETSOL TECHNOLOGIES INC COM NEW 1.360 3.09 2.13 0.11 29.55 1.08 3.84 2.39 60 NTCT NETSCOUT SYS INC 8.300 1.76 1.17 0.08 19.24 0.70 2.50 1.50 60

NTRT NETRATINGS INC 17.510 1.26 0.43 0.11 11.92 0.43 1.55 1.17 60 NETL NETLOGIC MICROSYSTEMS I 21.690 3.14 1.89 0.08 18.86 1.69 3.67 2.42 30 NWK NETWORK EQUIP TECHNOLOG 5.820 1.39 0.56 0.09 14.34 0.52 1.86 1.26 60 NTAP NETWORK APPLIANCE INC 39.280 2.97 0.92 0.44 11.76 0.43 1.53 2.31 60 TNCX Q NETWORK CONNECTION INC 0.001 13.82 25.96 0.07 162.26 5.92 21.09 9.49 60

WOLV NETWOLVES CORP 0.130 0.97 -3.53 0.01 23.09 0.84 3.00 0.98 60 NENG NETWORK ENGINES INC 2.600 1.54 3.17 0.05 20.42 0.74 2.65 1.35 60 NSSI NETWORK-1 SEC SOLUTIONS 1.600 0.98 30.62 -0.03 160.04 13.70 28.86 0.99 34 NPLS Q NETWORK PLUS CORP 0.001 -0.35 10.95 -0.02 78.08 2.85 10.15 0.10 60 NBW NEUBERGER BERMAN CA INT 14.810 0.05 -0.03 -0.02 2.93 0.13 0.42 0.37 52

NRGN NEUROGEN CORP 5.950 1.27 -1.56 0.12 11.52 0.42 1.50 1.18 60 NBO NEUBERGER BERMAN NY INT 14.010 0.03 -0.10 -0.02 3.47 0.15 0.50 0.36 52 NBH NEUBERGER BERMAN INTER 13.770 -0.12 0.00 -0.01 3.33 0.14 0.48 0.26 52 NTII NEUROBIOLOGICAL TECHNOL 2.060 1.69 -0.57 0.08 18.38 0.67 2.39 1.45 60 NURO NEUROMETRIX INC 14.910 0.64 3.19 -0.03 18.63 1.67 3.63 0.76 30

NPYC NEUROSCIENCE THERAPY CO 0.010 23.09 -20.55 0.03 116.39 19.14 38.36 15.64 14 NBIX NEUROCRINE BIOSCIENCES 10.420 0.78 -1.50 0.02 14.63 0.53 1.90 0.85 60 NWCN NETWORK CN INC 4.600 -1.05 17.42 -0.01 77.47 2.83 10.07 -0.36 60 NRMX NEUROCHEM INC 21.470 3.22 0.51 0.09 19.96 1.48 3.41 2.47 40 NRGX NEUROLOGIX INC COM NEW 0.700 0.54 5.71 -0.02 51.14 1.87 6.65 0.70 60

NTRN NEUTRON ENTERPRISES INC COM NEW 2.250 2.28 5.04 -0.02 44.28 3.54 7.74 1.85 38 NRL NEUBERGER BERMAN REAL I 27.870 0.62 0.76 0.09 4.66 0.25 0.70 0.75 50 UWN NEVADA GOLD & CASINOS I COM NEW 3.790 0.54 0.21 0.01 12.94 0.47 1.68 0.69 60 NSR NEUSTAR INC CLASS A 32.440 1.26 0.35 0.03 7.54 1.00 1.96 1.17 19 NCEM NEVADA CHEMICALS INC 9.150 0.23 3.40 -0.01 10.96 0.40 1.42 0.49 60

Based on S&P 500 Index Using Straight Regression Page 194 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NDD NEUBERGER BERMAN DIV AD 23.540 1.00 -0.07 0.18 4.05 0.35 0.73 1.00 34 NGLP F NEVADA GEOTHERMAL POWER 0.621 -0.34 6.04 -0.02 24.30 1.80 4.13 0.11 41 NSU NEVSUN RES LTD 2.170 1.80 0.14 0.00 16.81 1.78 3.64 1.53 24 NAHH Q NEW AMERN HEALTHCARE CO 0.003 19.63 47.05 0.04 284.19 10.37 36.94 13.34 60 NTAH NEVTAH CAP MGMT CORP COM NEW 1.700 0.18 22.00 -0.02 78.48 2.86 10.20 0.45 60

NBSC NEW BRUNSWICK SCIENTIFI 8.100 0.56 1.47 0.01 12.28 0.45 1.60 0.71 60 NEW PA NEW CENTURY FINANCIAL C PFD A 9.125 24.250 0.99 -1.09 0.25 2.85 0.38 0.74 0.99 19 NCEH NEW CENTY EQUITY HLDGS 0.211 1.62 -0.31 0.07 19.22 0.70 2.50 1.41 60 NCBC NEW CENTRY BANCORP INC 16.990 0.03 2.12 -0.03 11.48 1.03 2.19 0.36 32 NEW NEW CENTURY FINANCIAL C 31.590 0.79 2.75 0.02 14.26 0.52 1.85 0.86 60

NCEY NEW CENTY ENERGY CORP 0.111 2.76 3.76 0.00 67.81 2.47 8.81 2.17 60 NWDM F NEW DIMENSION RES LTD 0.240 4.19 40.59 -0.02 210.23 11.73 31.77 3.12 49 NWD NEW DRAGON ASIA CORP CLASS A 1.809 2.89 1.45 0.13 25.44 0.93 3.31 2.25 60 NEBS NEW ENGLAND BANCSHARES COM NEW 13.240 0.68 0.64 0.02 12.49 0.48 1.71 0.79 55 NEN NEW ENGLAND RLTY ASSOC DEPOSITRY RCPT 82.000 0.03 1.88 -0.02 6.55 0.24 0.85 0.36 60

NOOF NEW FRONTIER MEDIA INC 9.610 1.52 3.33 0.04 21.59 0.79 2.81 1.34 60 NFEI NEW FRONTIER ENERGY INC COM NEW 1.400 1.85 2.17 -0.01 22.62 2.02 4.36 1.56 31 NGD NEW GOLD INC CDA 7.610 0.33 1.19 -0.04 11.04 1.08 2.37 0.56 26 NHTB NEW HAMPSHIRE THRIFT BA 16.000 0.77 1.11 0.14 6.39 0.23 0.83 0.84 60 NEWH NEW HORIZONS WORLDWIDE 1.150 1.22 -1.50 0.01 24.54 0.90 3.19 1.15 60

IRL NEW IRELAND FUND INC 36.799 0.96 1.81 0.32 4.88 0.18 0.63 0.97 60 NJR NEW JERSEY RES 48.580 0.05 0.77 -0.01 3.21 0.12 0.42 0.37 60 NXL NEW PLAN EXCEL RLTY TR 27.480 0.35 0.59 0.05 4.79 0.17 0.62 0.57 60 NXL PE NEW PLAN EXCEL RLTY TR PFD 1/10 SER E 26.000 0.17 -0.10 0.02 1.97 0.12 0.33 0.45 45 NRPH NEW RIV PHARMACEUTICALS 54.710 2.32 9.35 0.00 23.11 2.25 4.74 1.87 29

NULM NEW ULM TELECOM INC CAP STK 10.900 0.23 0.07 -0.01 8.21 0.30 1.10 0.49 57 NWRG NEW WORLD RESTAURANT GR COM PAR $.0001 7.500 6.12 11.81 0.06 76.42 2.79 9.93 4.39 60 NDVL Y NEW WORLD DEV LTD SPONSORED ADR 4.027 1.00 1.28 0.02 9.47 0.81 1.69 1.00 35 NWY NEW YORK & CO INC 13.080 2.09 -2.49 0.04 14.48 1.41 3.07 1.72 27 NYB NEW YORK CMNTY BANCORP 16.100 0.50 0.46 0.04 7.50 0.27 0.97 0.67 60

Based on S&P 500 Index Using Straight Regression Page 195 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NYB PU NEW YORK CMNTY CAP TR V BONUSES 46.600 1.13 -1.57 0.15 5.54 0.39 0.92 1.09 44 BBAL NEW YORK HEALTH CARE IN COM NEW 0.130 0.18 -3.87 -0.02 23.21 1.41 3.65 0.46 48 NTR NEW YORK MTG TR INC 3.050 1.03 -3.78 0.02 8.89 0.80 1.71 1.02 31 NYT NEW YORK TIMES CO CLASS A 24.360 0.61 -1.08 0.17 4.57 0.17 0.59 0.74 60 NAL NEWALLIANCE BANCSHARES 16.400 0.97 -0.09 0.32 2.78 0.24 0.51 0.98 33

NCT NEWCASTLE INVT CORP 31.320 0.32 1.54 0.00 6.68 0.33 1.01 0.55 51 NCT PB NEWCASTLE INVT CORP PFD B 9.75% 25.830 0.25 -0.21 0.07 1.89 0.12 0.31 0.50 46 NCT PC NEWCASTLE INVT CORP PFD SER C 25.550 0.06 0.12 -0.06 0.78 0.12 0.23 0.37 15 NCMG Y NEWCREST MNG LTD SPONSORED ADR 21.050 1.93 1.80 0.09 10.99 0.94 1.96 1.62 35 NWL NEWELL RUBBERMAID INC 28.950 0.71 -0.03 0.16 5.59 0.20 0.73 0.81 60

NFX NEWFIELD EXPL CO 45.950 0.52 1.73 0.03 8.17 0.30 1.06 0.68 60 NKCI F NEWKIDCO INTL INC 0.001 1.26 1.91 -0.01 61.64 2.25 8.01 1.17 60 NKT NEWKIRK REALTY TR INC 18.040 0.63 0.47 -0.02 4.53 0.75 1.49 0.75 14 NEU NEWMARKET CORP 59.050 1.80 4.58 0.17 13.48 0.49 1.75 1.53 60 NEM NEWMONT MINING CORP 45.150 0.31 1.77 0.00 9.64 0.35 1.25 0.54 60

NR NEWPARK RES INC COM PAR $.01NEW 7.210 1.19 0.14 0.09 12.18 0.44 1.58 1.13 60 NEWP NEWPORT CORP COM 20.950 2.04 0.08 0.31 10.71 0.39 1.39 1.69 60 NWPW Q NEWPOWER HLDGS INC 0.030 -0.39 3.05 -0.02 35.74 1.30 4.65 0.08 60 NWS A NEWS CORP CLASS A 21.480 1.56 0.45 0.52 5.34 0.19 0.69 1.37 60 NWS NEWS CORP CLASS B 22.260 1.60 0.19 0.54 5.26 0.19 0.68 1.39 60

NWTB NEWTECH BRAKE CORP 0.100 1.25 0.92 0.00 32.10 1.17 4.17 1.17 60 NEWT NEWTEK BUSINESS SVCS IN 1.990 0.24 -0.11 -0.01 12.63 0.46 1.64 0.49 60 NEXM NEXMED INC 0.670 0.56 0.85 -0.01 31.57 1.15 4.10 0.71 60 NGMC NEXT GENERATION MEDIA C COM 0.060 0.26 11.04 -0.02 73.60 2.69 9.57 0.51 60 NXCN NEXICON INC 0.029 5.40 20.39 0.01 115.60 4.22 15.03 3.91 60

NXRA NEXTERA ENTERPRISES INC CLASS A 0.370 0.78 1.22 0.01 17.70 0.65 2.30 0.85 60 NXPS NEXPRISE INC NEW COM NEW 0.250 1.08 4.87 -0.01 69.33 2.53 9.01 1.05 60 NXTY NEXITY FINL CORP COM NEW 12.040 1.71 -3.13 0.05 8.50 1.27 2.45 1.47 16 NXY NEXEN INC 55.000 0.46 3.11 0.02 8.84 0.32 1.15 0.64 60 NXY PB NEXEN INC SUB NT 7.35%43 25.800 0.30 -0.20 0.10 1.71 0.14 0.30 0.54 38

Based on S&P 500 Index Using Straight Regression Page 196 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NEXC NEXCEN BRANDS INC 7.230 1.41 -0.01 0.11 13.45 0.49 1.75 1.27 60 NEXH NEXIA HLDGS INC COM NEW 0.000 3.50 10.71 0.00 107.49 3.92 13.97 2.66 60 NXST NEXSTAR BROADCASTING GR CLASS A 4.650 1.27 -3.28 0.03 10.72 0.86 1.87 1.18 38 NXTI NEXT INC 0.475 4.27 5.34 0.03 54.45 2.72 8.22 3.17 51 NFJ NFJ DIVID INT & PREM ST COM SHS 25.100 0.23 -0.08 -0.04 4.87 0.55 1.11 0.49 23

NFSE NFINANSE INC 1.150 0.42 5.19 -0.03 44.26 3.32 7.73 0.62 39 NMK PB NIAGARA MOHAWK PWR CORP PFD 3.60% 74.500 -0.07 0.95 -0.04 3.40 0.33 0.72 0.29 27 NICE NICE SYS LTD SPONSORED ADR 30.780 1.57 2.14 0.25 9.34 0.34 1.21 1.37 60 NAI NICHOLAS-APPLGT INTL & 29.100 0.75 0.11 0.11 3.41 0.41 0.83 0.84 21 NICK NICHOLAS FINANCIAL INC COM NEW 11.800 0.35 2.90 0.00 9.90 0.36 1.29 0.57 60

GAS NICOR INC 46.800 0.91 0.15 0.17 6.84 0.25 0.89 0.94 60 NJ NIDEC CORP SPONSORED ADR 19.380 1.02 1.72 0.18 7.47 0.27 0.97 1.02 60 NKE NIKE INC CLASS B 99.030 0.57 0.85 0.13 4.97 0.18 0.65 0.71 60 NIKO Y NIKKO SECS LTD JAPAN ADR 11.400 0.88 0.04 0.01 9.01 0.77 1.61 0.92 35 NINO Y NIKON CORP ADR 219.042 0.89 2.19 -0.02 7.99 1.06 2.16 0.93 18

NINE NINETOWNS INTERNET TECH ADR 4.770 0.60 -3.32 -0.02 8.16 0.83 1.76 0.73 25 NDN 99 CENTS ONLY STORES 12.170 1.40 -1.50 0.23 8.91 0.33 1.16 1.26 60 NTDO Y NINTENDO LTD ADR 32.500 0.46 2.41 -0.02 7.61 0.65 1.36 0.64 35 NIST Y NIPPON STEEL CORP ADR 57.404 0.28 3.59 -0.04 9.95 1.02 2.14 0.52 25 NTT NIPPON TELEG & TEL CORP SPONSORED ADR 24.790 0.82 0.64 0.14 6.96 0.25 0.90 0.88 60

NIS NIS GROUP CO LTD SP ADR 10 ORD 4.644 0.20 2.38 -0.02 14.39 0.62 2.05 0.47 53 NI NISOURCE INC 24.100 0.74 -0.09 0.23 4.73 0.17 0.62 0.83 60 NSAN Y NISSAN MTR LTD SPONSORED ADR 24.270 0.53 1.32 0.07 6.14 0.22 0.80 0.69 60 NGLE NITEAGLE SYSTEMS INC 0.100 0.82 23.98 -0.02 134.54 4.91 17.49 0.88 60 NICH NITCHES INC 6.280 0.70 4.28 -0.01 30.10 1.10 3.91 0.80 60

NCHP E NITAR TECH CORP 0.140 4.75 21.23 -0.04 112.26 11.85 24.28 3.48 24 NBDR NO BORDERS INC 0.085 2.92 -6.70 0.03 49.46 1.80 6.43 2.27 60 NLCI NOBEL LEARNING CMNTYS I 11.452 0.70 1.30 0.04 10.51 0.38 1.37 0.80 60 NOBH NOBILITY HOMES INC 26.590 0.20 2.08 -0.01 7.27 0.27 0.95 0.47 60 NOK NOKIA CORP SPONSORED ADR 20.320 1.65 -0.46 0.32 8.48 0.31 1.10 1.43 60

Based on S&P 500 Index Using Straight Regression Page 197 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NBL NOBLE ENERGY INC 49.070 0.70 1.68 0.10 6.87 0.25 0.89 0.80 60 NOBL NOBLE INTL LTD 20.050 0.82 2.75 0.03 13.82 0.50 1.80 0.88 60 NROM NOBLE ROMANS INC 3.720 1.01 4.15 0.01 20.99 0.77 2.73 1.01 60 NMR NOMURA HLDGS INC SPONSORED ADR 18.940 0.52 0.87 0.03 8.56 0.31 1.11 0.68 60 NCLC NORCAL CMNTY BANCORP 18.750 0.61 2.44 0.07 7.44 0.27 0.97 0.74 60

NRDS NORD RES CORP 1.150 2.04 18.72 -0.01 81.55 2.97 10.60 1.69 60 NDSN NORDSON CORP 49.830 0.85 1.01 0.14 7.21 0.26 0.94 0.90 60 JWN NORDSTROM INC 49.340 1.31 2.52 0.25 7.87 0.29 1.02 1.21 60 NSC NORFOLK SOUTHERN CORP COM 50.290 0.74 1.70 0.09 7.64 0.28 0.99 0.83 60 NSAT F NORSAT INTL INC NEW 0.550 0.15 -0.68 -0.02 21.67 0.79 2.82 0.43 60

NHY NORSK HYDRO A S SPONSORED ADR 30.670 1.03 2.12 0.16 7.99 0.29 1.04 1.02 60 NSYS NORTECH SYS INC COM NEW 7.680 0.40 0.98 0.00 12.27 0.45 1.60 0.61 60 NTL NORTEL INVERSORA S A SPON ADR PFD B 13.590 2.45 3.06 0.15 20.14 0.73 2.62 1.96 60 NT NORTEL NETWORKS CORP NE COM NEW 26.730 4.49 -0.49 0.32 22.72 0.83 2.95 3.31 60 NGA NORTH AMERN GALVANZNG & 5.250 0.07 3.86 -0.02 15.60 0.57 2.03 0.38 60

PAL NORTH AMERN PALLADIUM L 7.610 1.38 0.99 0.09 14.68 0.54 1.91 1.25 60 NASI NORTH AMERN SCIENTIFIC 1.150 0.99 -3.10 0.03 16.47 0.60 2.14 0.99 60 NATK NORTH AMERN TECH GROUP COM NEW 0.320 -0.23 2.36 -0.02 35.03 1.28 4.55 0.18 60 NBAN NORTH BAY BANCORP NAPA 28.400 0.23 1.82 0.00 6.37 0.23 0.83 0.49 60 FFFD NORTH CENT BANCSHARES I 39.250 0.04 1.20 -0.02 4.27 0.16 0.55 0.36 60

NODB NORTH DALLAS BK & TR CO 62.000 0.18 0.66 -0.01 2.01 0.20 0.43 0.45 26 NRT NORTH EUROPEAN OIL RTY SH BEN INT 37.400 0.34 1.13 0.02 6.42 0.23 0.83 0.56 60 NPEN NORTH PENN BANCORP 11.600 0.34 0.43 -0.02 3.05 0.40 0.79 0.56 19 NPSI NORTH PITTSBURGH SYS IN 24.140 0.43 0.55 0.02 7.54 0.28 0.98 0.62 60 NPTE NORTH POINTE HLDGS CORP 10.600 4.65 -4.45 0.33 10.79 1.61 3.11 3.42 16

NSDM NORTH STAR DIAMONDS INC 0.008 36.64 128.87 0.00 87.81 39.68 141.40 24.61 60 NORS A NORTH STATE TELECOMMUNI CLASS A 79.000 0.53 -0.92 0.01 5.26 0.47 1.02 0.69 30 NORS B NORTH STATE TELECOMMUNI CLASS B 75.250 -0.01 -1.00 -0.02 5.17 0.19 0.67 0.33 60 NOVB NORTH VALLEY BANCORP CMT-CAP STK 18.480 0.27 1.18 0.03 4.68 0.17 0.61 0.52 60 NWOG NORTH WEST OIL GROUP IN 0.071 1.56 28.19 -0.02 173.64 6.33 22.57 1.37 60

Based on S&P 500 Index Using Straight Regression Page 198 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NBN NORTHEAST BANCORP 19.100 0.18 0.68 0.00 4.55 0.17 0.59 0.46 60 NTLN F NORTHCORE TECH INC 0.111 0.84 -1.48 -0.01 18.66 1.01 2.82 0.90 50 GSMI NORTHEAST DIGITAL NETWO 0.001 1.74 5.47 0.01 39.09 1.43 5.08 1.49 60 NIDB NORTHEAST IND BANCORP I COM NEW 16.350 0.27 0.43 0.03 4.70 0.17 0.61 0.52 60 NU NORTHEAST UTILS 28.160 0.43 0.72 0.08 4.64 0.17 0.60 0.62 60

NREB NORTHERN EMPIRE BANCSHA 29.540 0.23 2.11 0.00 5.91 0.22 0.77 0.49 60 NTO NORTHERN ORION RES INC 3.660 1.46 1.10 0.04 11.10 0.97 2.06 1.30 33 NSBK NORTHERN STAR FINANCIAL 3.850 1.75 -1.18 0.01 16.62 1.49 3.17 1.50 32 NSFC NORTHERN STS FINL CORP 19.350 0.11 -0.09 -0.01 5.65 0.21 0.73 0.41 60 XCH NORTHERN STS PWR CO MIN PINES 8% 2042 25.550 -0.01 0.49 -0.02 3.27 0.13 0.45 0.33 54

NTI NORTHERN TECH INTL CORP 8.600 1.04 1.42 0.07 11.92 0.43 1.55 1.03 60 NTRS NORTHERN TR CORP 60.690 1.27 -0.29 0.44 5.08 0.19 0.66 1.18 60 NFLD NORTHFIELD LABS INC 4.070 0.39 1.48 -0.01 22.78 0.83 2.96 0.60 60 NXG NORTHGATE MINERALS CORP 3.480 2.41 1.53 0.09 14.56 1.07 2.43 1.93 43 NPNT Q NORTHPOINT COMMUNICATIO 0.002 2.73 29.52 -0.01 161.01 5.87 20.93 2.15 60

NRIM NORTHRIM BANCORP INC 26.600 0.46 1.10 0.06 5.71 0.21 0.74 0.64 60 NOC NORTHROP GRUMMAN CORP COM 67.700 0.08 0.58 -0.01 4.96 0.18 0.64 0.39 60 NOC PB NORTHROP GRUMMAN CORP PFD SER B 133.000 -0.02 0.18 -0.02 3.44 0.13 0.45 0.33 60 NRF NORTHSTAR RLTY FIN CORP 16.570 1.64 1.15 0.15 7.14 0.70 1.51 1.42 27 NWFI NORTHWAY FINL INC 33.130 0.24 0.26 0.03 3.95 0.14 0.51 0.49 60

NWAC Q NORTHWEST AIRLS CORP CLASS A 4.150 3.24 3.51 0.03 52.90 1.93 6.88 2.49 60 NWSB NORTHWEST BANCORP INC P 27.460 0.47 1.47 0.06 6.02 0.22 0.78 0.65 60 NBCT NORTHWEST BANCORPORATIO 18.360 -0.04 1.70 -0.02 3.97 0.14 0.52 0.31 60 NWBT NORTHWEST BIOTHERAPEUTI 0.066 3.53 5.37 0.01 73.52 2.68 9.56 2.68 60 NWIN NORTHWEST IND BANCORP 31.650 5.15 -2.06 0.27 19.42 1.23 3.24 3.75 45

NWN NORTHWEST NAT GAS CO 42.440 0.14 0.87 0.00 4.01 0.15 0.52 0.43 60 NWPX NORTHWEST PIPE CO 33.620 0.02 1.75 -0.02 10.64 0.39 1.38 0.35 60 NWEC NORTHWESTERN CORP COM NEW 35.380 0.39 0.97 0.00 4.17 0.41 0.89 0.60 26 NWTM F NORTHWESTERN MNRL VENTU 0.720 1.26 4.71 -0.03 22.82 2.22 4.77 1.17 28 NWSW NORTHWESTERN STL & WIRE COM NEW 0.001 2.33 15.48 -0.01 128.79 4.70 16.74 1.88 60

Based on S&P 500 Index Using Straight Regression Page 199 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NCPN NORTIA CAP PARTNERS INC 0.350 20.61 -4.50 0.12 107.69 7.95 18.15 13.99 42 NWFL NORWOOD FINANCIAL CORP 31.500 0.18 1.15 0.00 5.72 0.21 0.74 0.46 60 NCX NOVA CHEMICALS CORP 27.900 0.91 0.63 0.12 8.37 0.31 1.09 0.94 60 NOVA NOVAMED INC DEL 7.570 0.57 4.11 0.00 16.77 0.61 2.18 0.72 60 NVD NOVADEL PHARMA INC 1.640 0.70 0.40 0.01 16.33 0.60 2.12 0.80 60

NG NOVAGOLD RES INC COM NEW 17.160 1.80 2.66 0.06 12.03 0.96 2.13 1.53 37 NVTL NOVATEL WIRELESS INC COM NEW 9.670 3.27 1.87 0.12 29.27 1.07 3.81 2.50 60 NVS NOVARTIS A G SPONSORED ADR 57.440 0.19 0.76 0.01 3.93 0.14 0.51 0.46 60 NUHC NU HORIZONS ELECTRS COR 10.290 1.25 0.17 0.12 11.26 0.41 1.46 1.17 60 NFI NOVASTAR FINL INC 26.650 0.93 2.63 0.03 14.50 0.53 1.89 0.95 60

NFI PC NOVASTAR FINL INC PFD SER C 8.9% 24.850 0.17 -0.25 -0.02 2.93 0.25 0.52 0.45 36 NGPS NOVATEL INC 39.900 2.35 6.78 0.10 23.56 0.86 3.06 1.89 60 NTFY NOTIFY TECHNOLOGY CORP 0.260 2.17 11.65 -0.01 101.36 3.70 13.18 1.77 60 TONS NOVAMERICAN STL INC 36.500 0.84 4.84 0.01 20.04 0.73 2.61 0.90 60 NVAX NOVAVAX INC 4.100 0.14 1.07 -0.02 27.73 1.01 3.60 0.43 60

NOVL NOVELL INC 6.200 2.15 0.91 0.19 15.31 0.56 1.99 1.76 60 NVLS NOVELLUS SYS INC 34.420 2.67 -0.50 0.49 9.60 0.35 1.25 2.10 60 NOVN NOVEN PHARMACEUTICALS I 25.450 0.56 2.01 0.00 17.17 0.63 2.23 0.71 60 NVLT NOVELOS THERAPEUTICS IN 0.870 4.00 -7.20 0.08 18.58 2.45 4.84 2.99 19 NVL NOVELIS INC 27.850 2.30 -0.21 0.18 8.79 0.93 1.90 1.86 24

NVO NOVO-NORDISK A S ADR 83.630 1.13 1.16 0.20 7.90 0.29 1.03 1.09 60 NOVT NOVOSTE CORP COM NEW 2.700 1.19 -3.60 0.07 13.82 0.50 1.80 1.12 60 NVGN NOVOGEN LIMITED SPONSORED ADR 10.160 1.13 1.00 0.05 14.96 0.55 1.94 1.08 60 NAUG NOWAUTO GROUP INC 0.130 3.36 -15.44 -0.02 28.71 4.09 7.76 2.56 17 NUS NU SKIN ENTERPRISES INC CLASS A 18.230 0.27 1.93 -0.01 13.01 0.47 1.69 0.51 60

NST NSTAR 34.360 0.49 0.59 0.17 3.65 0.13 0.47 0.66 60 NUAN NUANCE COMMUNICATIONS I 11.460 3.06 2.22 0.27 17.70 0.65 2.30 2.37 60 NUE NUCOR CORP 54.660 1.90 2.20 0.36 8.91 0.32 1.16 1.60 60 NUKO NUKO INFORMATION SYS IN COM NEW 0.001 1.35 7.46 -0.01 62.54 2.28 8.13 1.23 60 NMRX NUMEREX CORP PA CLASS A 9.420 1.09 1.35 0.04 16.68 0.61 2.17 1.06 60

Based on S&P 500 Index Using Straight Regression Page 200 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

NTDL NUTECH DIGITAL INC 0.012 4.37 -1.89 0.00 77.33 4.68 12.16 3.23 48 NTRZ NUTRACEA COM NEW 2.590 0.67 3.07 -0.01 37.54 1.37 4.88 0.78 60 NPHC NUTRA PHARMA CORP 0.110 0.64 -0.21 -0.01 45.65 1.67 5.93 0.76 60 NUTR NUTRACEUTICAL INTL CORP 15.310 0.68 2.28 0.02 12.50 0.46 1.63 0.79 60 NMSC A NUTRITION MGMT SVCS CO CLASS A 0.440 -1.55 2.92 0.03 9.59 1.27 2.50 -0.69 19

NVDA NVIDIA CORP 37.010 4.04 0.65 0.44 16.02 0.58 2.08 3.02 60 NTRI NUTRI SYS INC NEW 63.390 0.11 12.01 -0.02 27.99 1.02 3.64 0.41 60 NXXI NUTRITION 21 INC 1.700 1.39 4.98 0.00 34.61 1.26 4.50 1.26 60 JSN NUVEEN EQTY PRM OPPORTU 18.620 0.30 -0.50 0.02 2.44 0.26 0.53 0.54 24 JRO NUVEEN FLTNG RTE INCM O COM SHS 13.810 0.02 -0.26 -0.04 2.46 0.22 0.48 0.35 30

JFP NUVEEN TAX ADV FLTG RAT 13.720 0.24 -0.53 -0.02 2.81 0.32 0.65 0.49 22 NUVA NUVASIVE INC 23.100 0.81 1.98 0.00 8.63 0.77 1.64 0.87 32 NBJ NUVEEN OH DIV ADV MUNI COM SH BEN INT 14.540 -0.13 0.21 0.00 3.90 0.14 0.51 0.25 60 NZX NUVEEN GA DIV ADV MUNI 16.750 0.06 0.26 -0.01 3.57 0.13 0.46 0.38 60 NZR NUVEEN MD DIV ADV MUNI COM SH BEN INT 16.100 -0.09 0.39 -0.01 3.70 0.13 0.48 0.28 60

NZW NUVEEN MI DIV ADV MUNI COM SH BEN INT 15.520 -0.02 0.25 -0.02 3.12 0.11 0.41 0.32 60 NZF NUVEEN DIV ADV MUNI FD COM SH BEN INT 16.170 -0.16 0.40 0.02 2.83 0.10 0.37 0.23 60 NZH NUVEEN CA DIV ADV MUNI COM SH BEN INT 15.500 -0.09 0.34 0.00 2.81 0.10 0.36 0.28 60 NYER NYER MED GROUP INC 2.190 0.54 1.17 0.00 17.17 0.63 2.23 0.70 60 NYFX NYFIX INC 6.300 3.56 -1.36 0.39 15.57 0.57 2.02 2.70 60

NMED NUWAY MEDICAL INC 0.012 9.55 21.59 0.03 157.02 5.73 20.41 6.66 60 JRS NUVEEN REAL ESTATE INCO 28.480 0.29 1.04 0.04 4.16 0.15 0.54 0.53 60 NNB NUVEEN VA DIV ADV MUNI 16.980 -0.02 0.28 -0.02 3.53 0.13 0.46 0.32 60 NNO NUVEEN N C DIV ADV FD 2 14.870 -0.04 0.13 -0.01 2.85 0.10 0.37 0.31 60 NUVM NUVIM INC 0.160 3.22 -7.77 -0.03 32.20 4.29 8.69 2.47 18

NUVO NUVELO INC COM NEW 4.000 2.34 -0.58 0.10 23.93 0.87 3.11 1.89 60 JFR NUVEEN FLOATING RATE IN 13.580 -0.05 -0.25 -0.03 2.43 0.21 0.44 0.30 34 NXTM NXSTAGE MEDICAL INC 8.380 2.02 -3.24 0.01 12.65 1.89 3.75 1.68 15 NYMX NYMOX PHARMACEUTICAL CO 3.400 1.25 1.24 0.03 21.56 0.79 2.80 1.17 60 OKFC OAK FINANCIAL CORP 38.900 0.01 0.10 -0.02 2.02 0.07 0.26 0.34 60

Based on S&P 500 Index Using Straight Regression Page 201 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CHUX O CHARLEYS INC 21.280 0.63 0.33 0.05 8.43 0.31 1.10 0.76 60 OGE OGE ENERGY CORP 40.000 0.55 0.83 0.12 5.02 0.18 0.65 0.70 60 OCAI OCA INC 0.015 1.32 -5.26 0.00 37.38 1.36 4.86 1.21 60 OICO O I CORP 11.400 0.86 1.13 0.07 10.30 0.38 1.34 0.91 60 OCFL OC FINL INC 10.400 -0.16 -0.09 -0.04 2.89 0.35 0.70 0.23 21

OISO OIS OPTICAL IMAGING SYS 0.002 2.30 15.35 -0.01 89.92 3.28 11.69 1.86 60 OMG OM GROUP INC 45.280 0.96 1.68 0.02 17.93 0.65 2.33 0.97 60 OMVK Y OMV AG SPON ADR NEW 57.000 1.88 1.82 0.10 9.68 0.99 2.08 1.58 25 OMOG OMDA OIL & GAS INC 0.002 6.46 14.88 0.02 116.65 4.26 15.16 4.62 60 ONB PB ONB CAP TR II TR PFD 8% 4/32 25.410 -0.01 0.02 -0.02 1.64 0.06 0.22 0.33 57

JNC NUVEEN INVTS INC CLASS A 51.880 0.96 0.92 0.27 5.59 0.20 0.73 0.98 60 NVUE NVIEW CORP 0.006 85.45 43.43 0.06 544.66 53.05 115.53 56.96 27 OSIP OSI PHARMACEUTICALS INC 34.980 0.91 1.08 0.01 20.65 0.75 2.68 0.94 60 OSIS OSI SYSTEMS INC 20.930 1.01 0.52 0.07 11.57 0.42 1.50 1.01 60 OSI OSI RESTAURANT PARTNERS 39.200 1.14 0.05 0.25 6.79 0.25 0.88 1.09 60

OTMN O T MNG CORP 2.430 1.12 2.79 0.00 27.58 1.01 3.59 1.08 60 OTD 02DIESEL CORP 0.820 2.80 -0.47 0.00 37.20 2.75 6.27 2.19 42 OYOG OYO GEOSPACE CORP 58.090 0.35 3.55 -0.01 15.70 0.57 2.04 0.57 60 OIIM O2MICRO INTERNATIONAL L SPONS ADR 8.550 3.68 -5.43 0.12 13.27 2.18 4.37 2.77 14 OAKF OAK HILL FINL INC 28.020 -0.09 1.18 -0.01 6.09 0.22 0.79 0.27 60

OKME OAK RIDGE MICRO-ENERGY COM PAR $0.001 0.210 -1.10 3.60 -0.01 40.33 1.47 5.24 -0.39 60 OVYB OAK VY CMNTY BK OAKDALE CDT SHS 13.030 0.21 2.60 -0.01 8.95 0.33 1.16 0.48 60 OO OAKLEY INC 20.060 2.02 0.05 0.47 7.55 0.28 0.98 1.68 60 OAKR OAKRIDGE ENERGY INC COM PAR $0.04 7.250 0.88 6.25 -0.05 17.78 2.35 4.63 0.92 19 OYSM OASYS MOBILE INC 0.400 0.65 -3.29 -0.01 26.21 0.96 3.41 0.77 60

OCNW OCCAM NETWORKS INC COM NEW 16.500 3.46 6.56 0.03 57.64 2.10 7.49 2.63 60 OXY OCCIDENTAL PETE CORP DE COM 48.830 0.54 2.15 0.08 5.90 0.22 0.77 0.69 60 OCCX OCCULOGIX INC 1.570 6.43 -8.43 0.22 22.85 2.33 4.92 4.60 25 OCEN Y OCE N V ADR 16.000 1.20 0.78 0.19 8.69 0.32 1.13 1.14 60 OBCI OCEAN BIO CHEM INC 2.130 -0.78 4.37 -0.01 32.67 1.19 4.25 -0.18 60

Based on S&P 500 Index Using Straight Regression Page 202 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PWRE Q OCEAN PWR CORP COM PAR $.01 0.001 2.48 3.62 0.00 68.78 2.51 8.94 1.98 60 OSHC OCEAN SHORE HLDG CO 13.700 0.96 -0.17 0.20 3.57 0.36 0.77 0.97 25 OII OCEANEERING INTL INC 39.700 0.95 2.42 0.07 11.37 0.41 1.48 0.97 60 OCFC OCEANFIRST FINL CORP 22.930 0.60 0.52 0.11 5.69 0.21 0.74 0.73 60 OCN OCWEN FINL CORP COM NEW 15.860 2.07 -0.59 0.17 15.73 0.57 2.05 1.71 60

OMR ODYSSEY MARINE EXPLORAT 2.920 0.42 4.66 -0.01 24.84 0.91 3.23 0.62 60 ODSY ODYSSEY HEALTHCARE INC 13.260 0.68 1.29 0.01 16.18 0.59 2.10 0.79 60 ORH ODYSSEY RE HLDGS CORP 37.300 0.66 1.24 0.08 7.10 0.26 0.92 0.77 60 ORH PA ODYSSEY RE HLDGS CORP PFD SER A 26.250 -0.59 0.44 0.04 2.92 0.48 0.96 -0.06 14 ORH PB ODYSSEY RE HLDGS CORP PFD PERP B FLT 25.350 0.20 -0.11 -0.06 2.49 0.41 0.82 0.47 14

ODP OFFICE DEPOT INC 38.170 1.57 1.05 0.31 8.29 0.30 1.08 1.38 60 OMX OFFICEMAX INC DEL COM 49.650 1.17 0.45 0.27 6.80 0.25 0.88 1.12 60 OGBY OGLEBAY NORTON CO 19.400 1.10 1.43 -0.02 13.66 1.54 3.11 1.07 23 OART OHIO ART CO 9.050 0.19 -0.81 -0.02 15.63 0.57 2.03 0.46 60 OCAS OHIO CAS CORP 29.810 0.13 1.17 -0.01 6.13 0.22 0.80 0.43 60

OLCB OHIO LEGACY CORP 8.750 1.02 -0.64 0.14 6.23 0.35 0.94 1.01 49 OVBC OHIO VY BANC CORP 25.150 0.11 0.44 0.00 3.21 0.12 0.42 0.41 60 LUKO Y OIL CO LUKOIL SPONSORED ADR 88.510 1.04 3.11 0.03 8.82 0.75 1.57 1.03 35 ODC OIL DRI CORP AMER 16.880 0.76 1.67 0.12 6.96 0.25 0.91 0.84 60 OISH Y OIL SEARCH LTD SPONSORED ADR 26.000 1.09 1.94 0.00 9.86 1.04 2.13 1.06 24

OIS OIL STS INTL INC 32.230 0.95 2.26 0.09 10.17 0.37 1.32 0.97 60 OLGR OILGEAR CO 15.230 0.82 2.47 0.01 19.22 0.70 2.50 0.88 60 OJCB OJAI CMNTY BK OJAI CA 14.500 0.79 0.49 -0.08 12.35 2.22 4.07 0.86 13 OKOK OKLAHOMA ENERGY CORP 0.010 75.24 5.16 -0.01 121.86 13.89 405.81 50.19 60 ODFL OLD DOMINION FGHT LINES 24.070 0.52 3.56 0.01 11.75 0.43 1.53 0.68 60

OFBS OLD FLA BANCSHARES INC 36.450 0.21 3.11 -0.02 6.94 0.43 1.12 0.48 47 OHBK OLD HBR BK 16.750 0.36 1.43 0.00 3.95 0.34 0.70 0.57 35 OLBK OLD LINE BANCSHARES INC 10.610 1.03 0.66 0.15 6.51 0.32 0.98 1.02 51 ONB OLD NATL BANCORP IND 18.920 0.21 -0.17 0.02 3.75 0.14 0.49 0.48 60 OPOF OLD POINT FINL CORP 28.400 -0.03 0.83 -0.02 5.92 0.22 0.77 0.32 60

Based on S&P 500 Index Using Straight Regression Page 203 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ORI OLD REP INTL CORP 23.280 0.78 0.53 0.33 3.93 0.14 0.51 0.85 60 OSBC OLD SECOND BANCORP INC 29.300 0.17 1.18 0.00 4.75 0.17 0.62 0.45 60 OSBC P OLD SECOND CAP TR I PFD TR SEC 10.200 -0.03 -0.10 -0.02 1.89 0.14 0.32 0.32 43 OSTN OLD STONE CORP 0.600 3.43 3.80 0.08 38.25 1.40 4.97 2.61 60 OLN OLIN CORP COM PAR $1 16.520 0.74 0.09 0.08 8.19 0.30 1.06 0.83 60

ZEUS OLYMPIC STEEL INC 22.230 2.13 4.52 0.13 18.34 0.67 2.38 1.75 60 OCPN Y OLYMPUS CORP SPONSORED ADR 31.250 1.40 1.15 0.11 7.28 0.62 1.30 1.27 35 OCR OMNICARE INC 38.630 0.85 0.89 0.08 9.58 0.35 1.25 0.90 60 OMC OMNICOM GROUP INC 104.540 1.32 0.20 0.26 7.76 0.28 1.01 1.21 60 OHI OMEGA HEALTHCARE INVS I 17.720 0.66 2.42 0.01 13.54 0.49 1.76 0.78 60

OHI PD OMEGA HEALTHCARE INVS I PFD D 8.375% 26.650 0.37 -0.11 0.16 1.60 0.14 0.29 0.58 35 OMTL OMTOOL LTD COM NEW 4.370 2.42 2.12 0.14 20.22 0.74 2.63 1.94 60 CTAC 1-800 CONTACTS INC 16.310 -0.10 1.96 -0.02 19.98 0.73 2.60 0.27 60 OMEF OMEGA FINL CORP 31.920 0.38 -0.05 0.06 4.67 0.17 0.61 0.59 60 OFLX OMEGA FLEX INC 20.680 0.77 1.50 -0.05 11.63 1.66 3.14 0.85 17

OME OMEGA PROTEIN CORP 7.730 0.23 2.15 -0.01 12.26 0.45 1.59 0.49 60 OMNI OMNI ENERGY SERVICES COM NEW 9.790 1.72 4.81 0.03 28.51 1.04 3.71 1.48 60 OVTI OMNIVISION TECHNOLOGIES 13.650 3.55 2.81 0.29 19.56 0.71 2.54 2.69 60 OMN OMNOVA SOLUTIONS INC 4.580 1.43 -0.37 0.13 12.61 0.46 1.64 1.29 60 ZONE OMNI NUTRACEUTICALS INC 0.001 2.74 25.13 -0.01 151.60 5.53 19.71 2.16 60

ONMC OMNINET MEDIA COM INC 0.005 -0.57 39.10 -0.04 121.43 11.80 24.89 -0.04 29 OMCM OMNICOMM SYS INC 0.480 0.15 1.19 -0.02 14.80 0.54 1.92 0.44 60 OMCL OMNICELL INC 18.630 1.25 2.41 0.04 18.49 0.67 2.40 1.17 60 OCR PA OMNICARE CAP TR I PIERS 60.110 1.53 -0.91 0.16 6.98 0.51 1.17 1.35 43 OCR PB OMNICARE CAP TR II PFD B TR 4.00% 53.740 0.37 0.21 -0.04 8.27 0.94 1.90 0.58 22

OMRN Y OMRON CORP SPONSORED ADR 28.250 0.01 0.48 -0.04 6.28 0.64 1.35 0.34 25 ASGN ON ASSIGNMENT INC 11.750 1.86 -0.24 0.13 16.33 0.60 2.12 1.57 60 ONNN ON SEMICONDUCTOR CORP 7.570 4.20 3.32 0.32 21.66 0.79 2.82 3.12 60 ONGO ON THE GO HEALTHCARE IN COM PAR $.0001 0.350 0.56 -8.06 -0.02 33.14 2.10 5.47 0.71 46 ONCY ONCOLYTICS BIOTECH INC 2.090 2.22 0.25 0.11 21.26 0.78 2.76 1.81 60

Based on S&P 500 Index Using Straight Regression Page 204 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ONCR ONCOR INC 0.001 22.39 325.17 -0.01 185.43 43.24 154.09 15.18 60 OECY F 180 CONNECT INC 1.520 -1.03 -1.69 -0.08 21.94 3.94 7.23 -0.34 13 OLP ONE LIBERTY PPTYS INC 25.130 0.39 0.83 0.06 4.83 0.18 0.63 0.59 60 ONPR Q ONE PRICE CLOTHING STRS COM NEW 0.001 4.21 24.12 -0.01 146.65 5.35 19.06 3.13 60 ONEV ONE VOICE TECHNOLOGIES 0.013 0.61 6.43 -0.02 103.16 3.76 13.41 0.74 60

FLWS 1 800 FLOWERS COM CLASS A 6.160 2.40 -1.41 0.31 12.50 0.46 1.62 1.93 60 ONFC ONEIDA FINL CORP 11.810 0.12 0.52 -0.01 7.49 0.27 0.97 0.42 60 OKE ONEOK INC NEW 43.120 0.62 1.40 0.12 5.63 0.21 0.73 0.75 60 OKS ONEOK PARTNERS LP UNIT LTD PARTN 63.340 0.29 0.79 0.04 4.43 0.16 0.58 0.53 60 OSRC ONESOURCE TECHNOLOGIES 0.001 2.94 9.48 0.01 62.53 2.28 8.13 2.29 60

OGAM ONLINE GAMING SYS LTD 0.037 -1.88 23.25 -0.02 157.00 5.73 20.41 -0.91 60 ORCC ONLINE RES CORP 10.210 1.23 2.98 0.08 13.95 0.51 1.81 1.15 60 ONVC ONLINE VACATION CENTER 2.520 4.56 21.20 -0.03 52.84 6.98 13.77 3.36 19 ONSC ONSCREEN TECHNOLOGIES I 0.280 3.71 5.44 0.04 52.55 1.92 6.83 2.79 60 ONSM ONSTREAM MEDIA CORP COM 2.460 2.23 -1.48 0.12 20.25 0.74 2.63 1.82 60

OWLD ONEWORLD SYS INC COM NEW 0.020 7.41 21.94 0.01 147.98 5.40 19.24 5.25 60 ONT ON2 TECHNOLOGIES INC 1.200 -0.32 6.97 -0.02 37.39 1.36 4.86 0.12 60 ONVI ONVIA INC COM NEW 5.900 1.45 0.88 0.10 14.78 0.54 1.92 1.30 60 ONXX ONYX PHARMACEUTICALS IN 10.580 0.74 2.84 0.00 21.12 0.77 2.75 0.83 60 OEGY OPEN ENERGY CORP 0.440 59.59 438.62 -0.03 853.86 43.02 504.94 39.82 36

VIP OPEN JT STK CO-VIMPEL C SPONSORED ADR 78.950 1.64 3.62 0.29 8.95 0.33 1.16 1.42 60 OTEX OPEN TEXT CORP 20.300 1.84 0.60 0.23 11.78 0.43 1.53 1.56 60 OPWV OPENWAVE SYS INC COM NEW 9.230 5.78 1.04 0.34 28.28 1.03 3.68 4.17 60 OPEN OPEN SOLUTIONS INC 37.640 1.66 1.16 0.10 9.32 0.74 1.65 1.44 37 OPXA OPEXA THERAPEUTICS INC 6.500 13.98 75.95 -0.03 462.82 42.73 89.74 9.60 28

OISI OPHTHALMIC IMAGING SYS COM NEW 3.300 5.86 13.67 0.06 75.00 2.74 9.75 4.22 60 OPNT OPNET TECHNOLOGIES INC 14.450 2.07 0.16 0.25 12.43 0.45 1.62 1.71 60 OPLK OPLINK COMMUNICATIONS I COM NEW 20.560 2.01 1.40 0.14 16.85 0.61 2.19 1.67 60 OPY OPPENHEIMER HLDGS INC CL A NON VTG 33.400 0.88 0.19 0.15 7.19 0.26 0.93 0.92 60 OPTC OPTELECOM INC COM PAR $0.03 10.490 -0.71 4.37 0.00 21.09 0.77 2.74 -0.13 60

Based on S&P 500 Index Using Straight Regression Page 205 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

OCCF OPTICAL CABLE CORP COM NEW 4.550 2.67 -1.03 0.23 16.99 0.62 2.21 2.11 60 OCPI OPTICAL COMMUNICATION P CLASS A 1.640 2.91 -0.76 0.24 17.87 0.65 2.32 2.27 60 OPSW OPSWARE INC 8.820 3.68 1.86 0.27 21.02 0.77 2.73 2.78 60 OPCDF OPTI CDA INC COM 16.889 -0.07 2.70 -0.05 10.14 1.15 2.33 0.29 22 OPX OPTEUM INC CLASS A 7.600 0.83 -3.22 0.08 4.63 0.45 0.97 0.89 28

OPTL OPTICAL SENSORS INC COM NEW 0.810 0.94 -1.37 0.03 14.79 0.54 1.92 0.96 60 OPGX OPTIGENEX INC 0.015 -1.12 -16.13 -0.05 31.23 3.73 7.59 -0.41 21 OPMR OPTIMAL GROUP INC CL A NEW 9.520 0.98 -1.24 0.04 15.12 0.55 1.97 0.99 60 OPTO OPTIO SOFTWARE INC 1.450 3.80 2.78 0.16 29.83 1.09 3.88 2.86 60 ORCL ORACLE CORP 17.140 1.21 0.40 0.15 9.64 0.35 1.25 1.14 60

OPTN OPTION CARE INC 14.250 0.19 1.16 -0.01 12.27 0.45 1.59 0.47 60 OPTI OPTI INC 6.400 1.32 1.64 0.12 12.07 0.44 1.57 1.21 60 OPBL OPTIONABLE INC 2.670 6.55 5.44 0.05 32.95 4.90 9.48 4.68 16 OXPS OPTIONSXPRESS HLDGS INC 22.690 2.73 -0.62 0.15 11.62 1.23 2.51 2.15 24 OPHC OPTIMUMBANK HOLDINGS IN 11.000 0.18 0.45 -0.02 6.25 0.44 1.04 0.45 44

ONI ORAGENICS INC 1.100 2.67 -3.30 0.04 22.40 1.66 3.83 2.10 40 OLAB ORALABS HOLDING CORP COM NEW 5.140 1.86 4.22 0.02 34.49 1.26 4.48 1.57 60 OCBB ORANGE CNTY BUSINESS BK 17.750 0.21 0.98 -0.02 6.59 0.49 1.10 0.48 43 ORGC ORANGE CNTY TR CO MIDDL 49.500 0.42 0.28 0.04 3.41 0.25 0.58 0.61 40 ORNG ORANGE 21 INC 4.930 0.53 -2.41 -0.04 13.82 1.41 2.97 0.69 25

OSUR ORASURE TECHNOLOGIES IN 8.260 0.99 0.57 0.03 17.12 0.62 2.22 1.00 60 ORST F ORASCOM TELECOM S A E GDR REG S 66.071 -1.14 6.12 -0.01 13.62 1.39 2.93 -0.42 25 ORBT ORBIT INTL CORP COM NEW 8.160 1.34 3.28 0.07 15.46 0.56 2.01 1.23 60 ORB ORBITAL SCIENCES CORP 18.440 1.18 3.00 0.08 12.87 0.47 1.67 1.12 60 OBTV ORBIT BRANDS CORP 0.000 2.95 21.24 -0.01 104.83 3.82 13.63 2.29 60

TIS ORCHIDS PAPER PRODS CO 8.530 -0.30 1.74 -0.06 6.93 0.92 1.87 0.14 18 ORCH ORCHID CELLMARK INC 3.100 3.88 -2.43 0.26 22.71 0.83 2.95 2.91 60 OPLO ORDERPRO LOGISTICS INC 0.018 -0.63 5.58 -0.02 61.56 2.63 8.86 -0.08 52 OZN OREZONE RES INC CLASS A 1.470 1.46 1.07 0.05 10.27 0.88 1.85 1.30 34 OPBP OREGON PAC BANCORP 12.050 1.16 0.17 0.17 4.05 0.54 1.09 1.10 18

Based on S&P 500 Index Using Straight Regression Page 206 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

OS OREGON STL MLS INC 62.410 1.84 5.54 0.08 20.52 0.75 2.67 1.56 60 ORLY O REILLY AUTOMOTIVE INC 32.060 0.68 0.91 0.10 6.69 0.24 0.87 0.79 60 ORGT ORGANITECH USA INC 0.200 0.92 3.07 -0.01 39.38 1.44 5.12 0.95 60 OGTX ORGANETIX INC 0.060 3.55 22.18 -0.01 163.17 5.95 21.21 2.69 60 OFG ORIENTAL FINL GROUP INC 12.950 0.70 0.36 0.07 8.22 0.30 1.07 0.80 60

OFG PA ORIENTAL FINL GROUP INC PFD A 7.125% 24.410 -0.02 0.02 -0.02 2.32 0.08 0.30 0.33 60 OFG PB ORIENTAL FINL GROUP INC PFD SER B 7.0% 24.710 0.03 0.04 -0.03 2.50 0.20 0.44 0.36 38 ORGN ORIGEN FINL INC 6.850 -0.26 -0.10 -0.03 6.48 0.58 1.23 0.17 32 ORDT ORION DIVERSIFIED TECHN COM NEW 0.700 1.47 -0.90 -0.03 26.81 2.61 5.69 1.31 27 ONH ORION HEALTHCORP INC CLASS A 0.240 1.68 -4.87 0.04 24.92 0.91 3.24 1.45 60

IX ORIX CORP SPONSORED ADR 146.800 0.89 2.05 0.10 8.71 0.32 1.13 0.93 60 ORKL Y ORKLA A S SPON ADR A 56.850 1.25 1.88 0.03 7.23 1.03 1.95 1.17 17 OHB ORLEANS HOMEBUILDERS IN 18.800 1.56 2.99 0.05 21.75 0.79 2.83 1.37 60 ORA ORMAT TECHNOLOGIES INC 36.820 0.67 2.88 -0.02 10.58 1.03 2.27 0.78 26 ORRF ORRSTOWN FINL SVCS INC 36.550 -0.01 1.34 -0.02 5.01 0.18 0.65 0.33 60

OTCI ORTEC INTL INC COM PAR $0.001 0.520 0.86 -8.29 0.00 26.71 0.97 3.47 0.91 60 OLGC ORTHOLOGIC CORP 1.430 1.26 -1.25 0.08 14.20 0.52 1.85 1.17 60 OTIX ORTHODONTIX INC 1.670 -0.85 -8.28 -0.09 20.97 3.77 6.91 -0.22 13 VITA ORTHOVITA INC CDT-COM 3.630 -0.47 1.38 0.00 15.01 0.55 1.95 0.02 60 ORYX ORYX TECHNOLOGY CORP COM NEW 0.800 3.27 4.67 0.03 52.52 1.92 6.83 2.51 60

OSGE OSAGE ENERGY CORP 2.500 5.99 16.93 -0.04 107.81 12.86 26.19 4.31 21 OFFO OSAGE FED FINL INC 17.800 0.20 1.54 -0.03 6.73 0.59 1.25 0.47 33 OSCI OSCIENT PHARMACEUTICALS COM NEW 5.060 3.06 -3.03 0.24 18.94 0.69 2.46 2.37 60 OSK OSHKOSH TRUCK CORP 48.420 0.65 2.34 0.07 7.43 0.27 0.97 0.77 60 OMAC OAKMONT ACQUISITION COR 5.450 0.04 0.31 -0.06 1.54 0.22 0.42 0.37 17

OMAC U OAKMONT ACQUISITION COR UNIT EX 071309 6.190 -0.09 0.36 -0.06 3.58 0.48 0.97 0.28 18 OSTE OSTEOTECH INC 5.650 2.10 1.22 0.12 19.23 0.70 2.50 1.73 60 OTT OTELCO INC INCME DEP SECS 21.320 0.41 0.97 -0.01 4.65 0.47 1.00 0.61 25 OTTW OTTAWA SVGS BANCORP INC 12.610 0.38 0.68 0.00 2.83 0.38 0.76 0.59 18 OTTR OTTER TAIL CORP 31.160 0.47 0.04 0.10 4.77 0.17 0.62 0.65 60

Based on S&P 500 Index Using Straight Regression Page 207 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

OPCO OURPETS CO 0.970 1.92 7.11 -0.03 25.91 2.94 5.96 1.61 22 OUTD OUTDOOR CHANNEL HLDGS I COM NEW 12.830 0.76 2.88 0.02 13.55 0.49 1.76 0.84 60 OFI OVERHILL FARMS INC 2.840 0.86 2.68 -0.01 24.09 1.30 3.64 0.91 50 OVRL OVERLAND STORAGE INC 4.500 0.67 0.45 0.00 20.03 0.73 2.60 0.78 60 OSG OVERSEAS SHIPHOLDING GR 56.300 1.30 1.42 0.24 8.15 0.30 1.06 1.20 60

OSTK OVERSTOCK COM INC DEL 15.800 2.85 1.11 0.18 20.92 0.80 2.83 2.23 56 OMI OWENS & MINOR INC NEW 31.270 0.54 0.88 0.07 6.33 0.23 0.82 0.69 60 OI OWENS ILL INC COM NEW 18.450 1.51 1.08 0.19 10.72 0.39 1.39 1.34 60 OXBC OXFORD BK CORP CDT COM 48.150 -0.19 0.31 0.03 3.26 0.12 0.42 0.21 60 OXM OXFORD INDS INC 49.650 1.23 2.46 0.15 9.93 0.36 1.29 1.15 60

OXMI OXFORD MEDIA INC 0.550 3.80 -11.93 0.00 27.76 3.70 7.50 2.86 18 OXGN OXIGENE INC 4.800 2.39 2.64 0.07 28.51 1.04 3.71 1.92 60 OXIS OXIS INTERNATIONAL INC COM NEW 0.205 1.21 2.90 0.01 24.64 0.90 3.20 1.14 60 PFIN P & F INDS INC CL A NEW 11.000 0.64 0.96 0.03 10.71 0.39 1.39 0.76 60 PABK PAB BANKSHARES INC 21.320 0.71 1.22 0.11 6.85 0.25 0.89 0.81 60

PTSI P A M TRANSN SVCS INC 22.020 0.13 1.33 -0.02 10.23 0.37 1.33 0.43 60 PBHG PBS HLDG INC 0.170 1.27 4.56 -0.01 75.72 2.76 9.84 1.18 60 PCCC P C CONNECTION 14.830 2.82 0.93 0.24 17.48 0.64 2.27 2.21 60 MALL PC MALL INC 10.540 1.90 2.98 0.08 20.57 0.75 2.67 1.60 60 PCSS Q PC SVC SOURCE INC 0.000 1.37 11.44 -0.02 126.96 4.63 16.50 1.25 60

PCTI PC-TEL INC 9.350 1.78 -0.16 0.27 10.20 0.37 1.33 1.52 60 PDFS PDF SOLUTIONS INC 14.450 2.99 -0.61 0.42 12.45 0.45 1.62 2.32 60 PDGE E PDG ENVIRONMENTAL INC 0.785 0.81 3.11 0.00 23.71 0.86 3.08 0.88 60 PDII PDI INC 10.150 2.44 0.10 0.13 21.54 0.79 2.80 1.96 60 PDLI PDL BIOPHARMA INC 20.140 1.41 -0.18 0.09 14.67 0.53 1.91 1.27 60

PE PA PECO ENERGY CO PFD 3.80% 76.250 0.03 0.53 -0.02 3.49 0.13 0.45 0.36 60 PE PB PECO ENERGY CO PFD $4.30 82.420 -0.07 0.53 -0.01 3.42 0.12 0.44 0.29 60 PE PC PECO ENERGY CO PFD 4.40% 86.500 0.14 0.55 0.00 3.71 0.14 0.48 0.43 60 PE PD PECO ENERGY CO PFD 4.68% 88.250 0.02 0.52 -0.02 3.97 0.14 0.52 0.35 60 PIHC PHC INC MASS CLASS A 3.180 -0.65 4.83 0.01 14.07 0.51 1.83 -0.09 60

Based on S&P 500 Index Using Straight Regression Page 208 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PCG PG&E CORP 47.330 1.02 1.39 0.20 7.02 0.26 0.91 1.01 60 PFB PFF BANCORP INC 34.510 0.73 1.53 0.14 6.12 0.22 0.79 0.82 60 PHH PHH CORP COM NEW 28.870 0.74 0.80 0.02 5.64 0.60 1.22 0.83 24 PFCB P F CHANGS CHINA BISTRO 38.380 0.70 0.93 0.06 8.92 0.33 1.16 0.80 60 PICO PICO HLDGS INC COM NEW 34.770 0.75 1.71 0.10 7.48 0.27 0.97 0.83 60

PHII PHI INC COM VTG 33.000 0.28 1.14 -0.01 9.23 0.34 1.20 0.52 60 PHII K PHI INC COM NON VTG 32.730 0.08 1.18 -0.02 8.67 0.32 1.13 0.39 60 PL PS PLC CAP TR III PFD TOPRS 7.5% 25.330 -0.05 0.10 0.00 1.38 0.05 0.18 0.31 60 PL PA PLC CAP TR IV GTDTR PFD %TOPR 25.139 0.05 -0.01 -0.01 1.71 0.07 0.25 0.37 52 PL PB PLC CAP TR V TOPRS 6.125 34 24.630 0.11 -0.28 -0.02 3.07 0.26 0.54 0.41 36

PLXT PLX TECHNOLOGY INC 13.040 6.18 1.79 0.38 27.68 1.01 3.60 4.43 60 PMAC A PMA CAP CORP CLASS A 9.220 1.31 -0.18 0.07 14.92 0.54 1.94 1.20 60 PMK PMA CAP CORP NT SR 8.50% 18 10.560 0.44 -0.12 0.00 5.84 0.43 0.98 0.63 43 PLC PLC SYS INC 0.610 1.45 0.93 0.06 18.23 0.67 2.37 1.30 60 PGMI PGMI INC 0.150 2.37 8.45 0.00 67.52 2.48 8.95 1.91 58

PCC PMC COML TR SH BEN INT 15.010 0.16 0.22 0.00 4.78 0.17 0.62 0.45 60 PMCS PMC-SIERRA INC 6.710 3.98 -1.34 0.45 15.43 0.56 2.01 2.97 60 PMI PMI GROUP INC 47.170 1.23 0.32 0.35 5.90 0.22 0.77 1.16 60 PNC PNC FINL SVCS GROUP INC 74.040 0.88 0.25 0.30 4.66 0.17 0.61 0.92 60 PKX POSCO SPONSORED ADR 82.670 1.09 2.07 0.18 8.04 0.29 1.04 1.06 60

PNM PNM RES INC 31.100 1.07 0.60 0.37 4.97 0.18 0.65 1.05 60 PNM PA PNM RES INC EQUITY UNIT 08 52.840 0.34 0.06 0.00 3.08 0.35 0.71 0.56 22 PPG PPG INDS INC 64.210 0.87 0.16 0.29 4.75 0.17 0.62 0.92 60 PNU PNC CAP TR D CAP SECS 6.125 24.890 -0.06 0.09 -0.03 3.02 0.24 0.53 0.30 37 PPTV PPT VISION INC COM NEW 0.330 2.62 -2.71 0.13 23.07 0.84 3.00 2.07 60

PPL PPL CORP 35.840 0.56 1.12 0.12 5.09 0.19 0.66 0.71 60 PPL PA PPL ELEC UTILS CORP PFD 4.40% 84.000 0.10 0.42 -0.01 3.96 0.14 0.52 0.40 60 PPL PB PPL ELEC UTILS CORP PFD 4.50% 85.500 0.11 0.40 0.00 2.83 0.10 0.37 0.41 60 PRB PRB ENERGY INC 3.332 -0.21 -3.03 -0.05 13.42 1.60 3.26 0.20 21 PRGX PRG-SCHULTZ INTERNATION COM NEW 8.000 0.82 -1.66 0.00 22.35 0.82 2.90 0.88 60

Based on S&P 500 Index Using Straight Regression Page 209 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PSBI PSB BANCORP INC 16.400 0.02 2.16 -0.02 11.04 0.40 1.44 0.35 60 PSB PS BUSINESS PKS INC CAL 70.710 0.22 1.39 0.01 5.04 0.18 0.66 0.49 60 PSB PF PS BUSINESS PKS INC CAL PFD 1/1000 F % 24.990 -0.01 0.03 -0.02 1.49 0.05 0.20 0.33 59 PSB PM PS BUSINESS PKS INC CAL PFD DEP1/1000M 25.500 -0.02 0.15 -0.05 1.48 0.19 0.39 0.32 20 PSB PL PS BUSINESS PKS INC CAL PFD 1/1000 7.6 25.680 0.04 0.00 -0.04 1.67 0.16 0.35 0.37 28

PSB PK PS BUSINESS PKS INC CAL PFD 1/1000 K 26.450 -0.07 0.18 -0.02 1.35 0.12 0.26 0.29 30 PSB PI PS BUSINESS PKS INC CAL PFD DP1/1000 I 25.100 0.07 0.35 -0.03 2.55 0.22 0.47 0.38 33 PSBQ PSB HOLDINGS INC WIS CDT-COM 30.250 0.06 1.12 -0.01 3.76 0.14 0.49 0.37 60 PSBG PSB GROUP INC CDT-COM 16.700 0.07 0.69 -0.02 6.58 0.24 0.86 0.38 60 PSBH PSB HLDGS INC 11.140 1.15 -0.74 0.37 2.94 0.29 0.62 1.10 27

PEG PU PSEG FDG TR II PFD SECS 25.630 0.07 0.01 -0.01 1.59 0.09 0.24 0.39 49 PSCP PSI CORPORATION 0.360 0.86 3.42 -0.01 39.03 1.42 5.07 0.90 60 PSSS PSS INC 0.002 29.70 106.87 -0.07 524.67 86.30 172.90 20.02 14 PSMH PSM HOLDINGS INC 3.750 1.25 7.69 -0.07 27.09 4.04 8.03 1.16 15 PVFC PVF CAPITAL CORP 10.570 0.42 0.53 0.05 5.51 0.20 0.72 0.62 60

PSSI PSS WORLD MED INC 19.530 1.21 1.62 0.12 10.91 0.40 1.42 1.14 60 PTSH PTS INC COM PAR $0.001 0.005 2.87 4.58 0.00 92.84 3.39 12.07 2.24 60 PWEI PW EAGLE INC 34.500 2.34 4.85 0.10 23.15 0.84 3.01 1.89 60 PYR PYR ENERGY CORP 0.910 2.46 -0.33 0.17 18.70 0.68 2.43 1.97 60 PCAR PACCAR INC 64.900 1.29 1.77 0.35 6.16 0.22 0.80 1.20 60

PMDL PACE MED INC 0.250 -0.12 -1.66 -0.08 9.25 1.52 3.05 0.26 14 PACR PACER INTL INC TENN 29.770 1.42 0.62 0.26 8.42 0.32 1.15 1.28 55 PCHW PACHINKO WORLD INC 0.155 5.14 18.68 0.00 125.68 4.58 16.34 3.74 60 PBME PACIFIC BIOMETRICS INC COM NEW 1.000 -1.02 3.17 -0.01 22.69 1.44 3.74 -0.34 46 PAM PACIFIC CMA INC 0.290 0.61 -0.73 -0.01 20.12 0.74 2.64 0.74 59

PCBC PACIFIC CAP BANCORP NEW 33.580 0.15 1.42 -0.01 6.44 0.23 0.84 0.44 60 PCST PACIFIC COAST NATL BANC 11.850 0.98 -0.53 0.04 5.56 0.74 1.50 0.99 18 PCBK PACIFIC CONTINENTAL COR 19.450 0.07 1.69 -0.01 3.97 0.14 0.52 0.39 60 PET PA PACIFIC ENTERPRISES PFD $4.36 82.000 -0.19 0.92 0.01 3.88 0.16 0.54 0.21 54 PET PB PACIFIC ENTERPRISES PFD $4.40 82.500 -0.01 -0.06 -0.05 3.15 0.36 0.73 0.33 22

Based on S&P 500 Index Using Straight Regression Page 210 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PET PC PACIFIC ENTERPRISES PFD $4.50 85.500 0.09 0.71 -0.01 5.01 0.18 0.65 0.39 60 PET PD PACIFIC ENTERPRISES PFD $4.75 89.000 0.09 0.52 -0.01 3.93 0.17 0.57 0.39 52 PEIX PACIFIC ETHANOL INC 15.390 4.60 0.85 0.09 23.36 2.65 5.38 3.39 22 PFLC PACIFIC FINL CORP 16.950 0.02 0.33 -0.03 4.52 0.39 0.84 0.35 33 PFCE PACIFIC FUEL CELL CORP 0.250 0.24 14.82 -0.02 77.37 2.82 10.06 0.50 60

PCG PA PACIFIC GAS & ELEC CO PFD 1ST 6% 26.710 0.10 0.78 -0.01 4.82 0.18 0.63 0.40 60 PCG PB PACIFIC GAS & ELEC CO PFD 1ST 5.50% 24.650 0.17 0.87 0.00 4.61 0.17 0.60 0.45 60 PCG PC PACIFIC GAS & ELEC CO PFD 1ST 5% 21.850 0.11 0.94 -0.01 5.22 0.19 0.68 0.41 60 PCG PD PACIFIC GAS & ELEC CO PFD 1ST 5% 21.850 0.20 0.95 0.00 5.43 0.20 0.71 0.47 60 PCG PE PACIFIC GAS & ELEC CO PFD 1 SER A 5% 22.600 0.30 0.72 0.02 5.36 0.20 0.70 0.54 60

PCG PG PACIFIC GAS & ELEC CO PFD 1ST 4.80% 21.150 0.17 0.97 -0.01 5.78 0.21 0.75 0.45 60 PCG PH PACIFIC GAS & ELEC CO PFD 1ST 4.50% 21.250 -0.16 1.27 -0.01 7.29 0.27 0.95 0.23 60 PCG PI PACIFIC GAS & ELEC CO PFD 1ST 4.36% 20.600 -0.04 1.55 -0.02 7.81 0.29 1.02 0.31 60 PGEX Q PACIFIC GATEWAY EXCHANG 0.002 -1.56 197.74 -0.02 94.78 39.94 142.31 -0.69 60 PMBC PACIFIC MERCANTILE BANC 16.191 0.75 1.19 0.09 7.79 0.28 1.01 0.83 60

PPBI PACIFIC PREMIER BANCORP 12.180 1.15 4.02 0.02 20.34 0.74 2.64 1.10 60 PSBC PACIFIC STATE BANCORP C 21.742 0.32 3.50 -0.01 12.54 0.46 1.63 0.55 60 PSUN PACIFIC SUNWEAR CALIF I 19.580 0.70 1.56 0.04 10.38 0.38 1.35 0.80 60 PMU PACIFIC RIM MNG CORP COM NEW 1.060 0.62 3.50 -0.01 23.56 0.87 3.14 0.75 57 PAWE F PACIFIC NORTH WEST CAP 0.325 2.63 0.48 0.05 25.25 1.36 3.81 2.08 50

PVBK PACIFIC VY BK SALINAS C 17.500 1.62 -0.05 0.04 11.77 1.15 2.50 1.41 27 PHLI PACIFICHEALTH LABORATOR 1.150 1.37 4.29 0.00 44.31 1.62 5.76 1.25 60 PPW P PACIFICORP PFD 5% 93.100 0.02 0.55 -0.02 4.26 0.16 0.55 0.35 60 PACT PACIFICNET INC COM NEW 6.180 1.60 8.20 0.00 51.20 1.87 6.65 1.40 60 PKGH PACKAGED HOME SOL INC 0.520 2.74 19.79 -0.01 99.41 3.63 12.92 2.15 60

PKG PACKAGING CORP AMER 22.100 0.51 0.23 0.13 4.49 0.16 0.58 0.68 60 PKTR PACKETEER INC 13.600 4.31 1.64 0.44 17.24 0.63 2.24 3.19 60 PTV PACTIV CORP 35.690 0.88 1.05 0.19 6.25 0.23 0.81 0.92 60 PRZ PAINCARE HLDGS INC 1.100 -1.26 7.31 0.00 38.76 1.41 5.04 -0.50 60 PTIE PAIN THERAPEUTICS INC 8.900 3.14 0.94 0.19 22.63 0.83 2.94 2.42 60

Based on S&P 500 Index Using Straight Regression Page 211 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PAVC PAIVIS CORP COM NEW 0.900 0.74 21.33 -0.02 191.33 6.98 24.87 0.83 60 PTN PALATIN TECHNOLOGIES IN COM NEW 2.040 2.06 -0.15 0.11 19.43 0.71 2.53 1.70 60 PAPT PALISADES PETE CORP 0.150 10.70 23.37 -0.05 171.42 22.82 46.28 7.43 18 PLL PALL CORP 34.550 1.28 0.36 0.35 6.16 0.22 0.80 1.18 60 PHHM PALM HARBOR HOMES 14.020 1.55 -1.02 0.27 8.99 0.33 1.17 1.37 60

PALM PALM INC NEW 14.090 1.16 0.53 0.01 24.98 0.91 3.25 1.11 60 PLMA PALOMAR ENTERPRISES INC COM PAR .00001 0.007 1.05 -13.70 -0.01 54.71 2.00 7.11 1.03 60 PMTI PALOMAR MED TECHNOLOGIE COM NEW 50.670 1.44 7.79 0.04 20.69 0.75 2.69 1.29 60 PBCI PAMRAPO BANCORP INC 23.558 0.32 1.05 0.02 6.16 0.22 0.80 0.55 60 PAAS PAN AMERICAN SILVER COR 25.170 0.89 3.68 0.03 14.76 0.54 1.92 0.93 60

PPFC PAN PAC BK FREMT CAL 8.550 0.30 -1.36 -0.05 4.46 0.64 1.21 0.54 17 PANC PANACOS PHARMACEUTICALS 4.010 0.92 0.48 -0.01 33.74 1.23 4.39 0.94 60 PABN PANAMERICAN BANCORP 0.000 1.14 16.71 -0.02 90.78 3.31 11.80 1.09 60 PNRA PANERA BREAD CO CLASS A 55.910 0.89 1.46 0.07 10.34 0.38 1.34 0.93 60 PHX PANHANDLE ROYALTY CO CLASS A 18.800 0.40 3.44 -0.01 13.83 0.50 1.80 0.60 60

PTRY PANTRY INC 46.840 2.20 4.44 0.14 18.87 0.69 2.45 1.80 60 PMWP PANTHER MTN WTR PK INC 0.002 -1.24 4.46 -0.01 41.64 1.52 5.41 -0.48 60 PZZA PAPA JOHNS INTL INC 29.010 0.43 1.36 0.02 7.58 0.28 0.99 0.62 60 PFMS PAPERFREE MED SOLUTIONS 0.005 5.27 -11.30 0.02 51.04 3.77 8.53 3.83 43 PTC PAR TECHNOLOGY CORP 9.020 1.30 3.36 0.08 14.74 0.54 1.92 1.20 60

PRX PAR PHARMACEUTICAL COS 22.370 -0.08 0.31 -0.02 13.40 0.49 1.74 0.29 60 PRAV PARADIGM ADVANCED TECHN 0.000 4.23 83.88 -0.02 526.03 19.19 68.38 3.14 60 PDHO PARADIGM HLDGS WYO 0.750 4.44 -2.50 0.03 35.31 3.44 7.58 3.28 26 PARF PARADISE INC 18.500 -0.10 -0.37 -0.04 5.69 0.55 1.21 0.27 27 PDSE PARADISE MUSIC & ENTMT 0.008 4.20 14.70 0.00 106.11 3.87 13.79 3.12 60

PGNF PARAGON FINL CORP 0.029 3.29 15.99 0.00 101.00 3.68 13.13 2.52 60 PFNC PARAFIN CORP COM NEW 0.065 2.07 -0.24 -0.01 89.42 3.26 11.62 1.71 60 PTG PARAGON TECHNOLOGIES IN 5.630 -0.13 -0.49 -0.01 6.17 0.23 0.80 0.25 60 PRLE PARAGON REAL ESTATE EQU COM NEW 0.380 2.55 -2.46 0.06 32.51 1.19 4.23 2.03 60 PLLL PARALLEL PETE CORP DEL COM PAR 0.01 17.570 0.90 3.34 0.04 13.16 0.48 1.71 0.93 60

Based on S&P 500 Index Using Straight Regression Page 212 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PMTC PARAMETRIC TECHNOLOGY C COM NEW 18.020 2.47 -0.27 0.40 10.64 0.39 1.38 1.97 60 PMQC U PARAMOUNT ACQUISITION C UNIT EX 000009 6.800 1.33 -0.41 0.07 6.21 0.93 1.84 1.22 15 PGDP PARAMOUNT GOLD MINING C 2.100 5.91 9.88 -0.02 50.64 7.22 13.68 4.25 17 PRXL PAREXEL INTL CORP 28.970 0.92 1.28 0.09 9.72 0.35 1.26 0.95 60 PFED PARK BANCORP INC 34.000 -0.18 1.24 0.01 3.90 0.14 0.51 0.22 60

PCYG PARK CITY GROUP INC COM NEW 2.510 1.16 6.20 -0.01 51.24 1.87 6.66 1.11 60 PKE PARK ELECTROCHEMICAL CO 25.650 1.71 -0.31 0.41 7.17 0.26 0.93 1.47 60 PRK PARK NATL CORP 99.000 0.41 0.17 0.05 5.43 0.20 0.71 0.61 60 PKOH PARK OHIO HLDGS CORP 16.125 1.11 3.28 0.06 14.01 0.51 1.82 1.07 60 PKD PARKER DRILLING CO 8.170 1.08 1.81 0.06 13.56 0.49 1.76 1.06 60

PH PARKER HANNIFIN CORP 76.880 1.13 0.62 0.33 5.66 0.21 0.74 1.09 60 PRKR PARKERVISION INC 11.150 2.66 0.00 0.18 19.57 0.71 2.54 2.10 60 PVSA PARKVALE FINL CORP 31.750 0.50 0.54 0.12 4.60 0.17 0.60 0.67 60 PKWY PARKWAY BK LENOIR NORTH 12.250 0.36 0.40 0.01 3.15 0.31 0.65 0.57 29 PKY PARKWAY PPTYS INC SHS BEN INT 51.010 0.54 0.66 0.09 5.57 0.20 0.72 0.69 60

PKY PD PARKWAY PPTYS INC PFD SER D % 25.420 0.13 -0.21 0.00 1.84 0.14 0.31 0.42 43 PARL PARLUX FRAGRANCES INC 5.570 2.43 4.10 0.14 20.15 0.74 2.62 1.95 60 PTNR PARTNER COMMUNICATIONS ADR 11.430 1.45 0.73 0.26 8.61 0.31 1.12 1.30 60 PDRT PARTICLE DRILLING TECHN 4.400 2.34 1.55 0.01 21.88 1.97 4.26 1.89 30 PRTR PARTNERS TR FINL GROUP 11.640 0.99 0.61 0.19 7.22 0.27 0.96 1.00 57

PCCB PASCACK CMNTY BK WESTWO COM 13.650 0.76 0.14 0.18 5.61 0.21 0.76 0.84 56 PATD PATAPSCO BANCORP INC 11.650 0.12 0.95 -0.01 7.78 0.28 1.01 0.42 60 PTCH PATCH INTL INC COM PAR $0.001 1.700 2.69 9.14 0.03 45.11 1.65 5.86 2.12 60 DYHC S DYNACORE PATENT LITIGAT SH BEN INT 0.004 0.65 -3.27 -0.01 18.97 1.15 2.98 0.77 48 PBHC PATHFINDER BANCORP INC 13.036 0.21 0.16 -0.01 7.12 0.26 0.93 0.47 60

PTMK PATHMARK STORES INC NEW 11.150 0.62 -0.31 0.00 15.29 0.56 1.99 0.75 60 PST PATIENT SAFETY TECHNLGS 1.740 0.73 7.12 -0.02 60.79 2.22 7.90 0.82 60 PPRG PATIENT PORTAL TECHNOLO 1.300 5.76 12.22 -0.03 147.74 13.27 28.75 4.15 30 PTI PATNI COMPUTER SYS SPONS ADR 20.380 2.67 -2.93 0.03 12.62 2.26 4.16 2.11 13 PATK PATRICK INDS INC 12.500 0.20 1.15 -0.01 7.73 0.28 1.01 0.47 60

Based on S&P 500 Index Using Straight Regression Page 213 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PCAP PATRIOT CAPITAL FUNDING 14.490 1.15 -0.86 0.09 5.18 0.69 1.40 1.10 18 PNBK PATRIOT NATL BANCORP IN 26.450 0.38 2.02 0.02 6.92 0.25 0.90 0.59 60 PATR PATRIOT TRANSN HLDG INC 93.360 0.87 2.91 0.05 11.62 0.42 1.51 0.92 60 PMCY PATRIOT MOTORCYCLES COR 1.380 0.60 14.07 -0.02 86.49 3.16 11.24 0.74 60 PTRN PATRON SYS INC COM NEW 0.350 0.82 4.34 -0.02 67.62 2.47 8.79 0.88 60

PDCO PATTERSON COMPANIES INC 35.510 -0.26 1.27 0.00 6.88 0.25 0.89 0.17 60 PTEN PATTERSON UTI ENERGY IN 23.230 0.73 1.37 0.05 10.01 0.37 1.30 0.82 60 PFCO PAULA FINL DEL 2.330 0.41 2.49 -0.01 20.46 0.75 2.66 0.61 60 PLCC PAULSON CAP CORP COM 5.200 1.04 1.37 0.04 14.73 0.54 1.91 1.03 60 PVLN PAVILION BANCORP INC 43.300 -0.07 0.03 -0.02 5.67 0.22 0.77 0.29 56

PXR PAXAR CORP 23.060 0.30 0.95 0.00 7.38 0.27 0.96 0.54 60 PXTE PAXTON ENERGY INC 1.600 10.79 -0.47 0.14 41.43 5.47 10.80 7.49 19 PAYX PAYCHEX INC 39.540 1.00 0.10 0.19 7.10 0.26 0.92 1.00 60 PCSH PAYLESS CASHWAYS INC COM PAR $0.01 0.001 2.39 14.84 -0.01 95.56 3.49 12.42 1.92 60 PSS PAYLESS SHOESOURCE INC 32.820 0.65 1.21 0.03 10.61 0.39 1.38 0.77 60

BTU PEABODY ENERGY CORP 40.410 1.12 3.05 0.12 10.21 0.37 1.33 1.08 60 PCW PCCW LTD SPONS ADR NEW 6.060 1.46 -1.46 0.26 8.66 0.32 1.13 1.31 60 PBDY PEABODYS COFFEE NV 0.001 2.22 1.13 0.00 67.94 2.48 8.83 1.81 60 PAE PEACE ARCH ENTMT GROUP 0.960 3.28 3.85 0.11 30.88 1.13 4.01 2.51 60 PKEH PEAK ENTMT HLDGS INC 0.007 12.51 9.09 0.11 119.96 4.39 15.74 8.63 59

PGC PEAPACK-GLADSTONE FINL 28.100 0.48 1.11 0.04 7.40 0.27 0.96 0.66 60 PSO PEARSON PLC SPONSORED ADR 15.100 1.75 -0.08 0.63 4.71 0.17 0.61 1.49 60 PIII PECO II INC 0.980 1.37 -1.71 0.05 18.31 0.67 2.38 1.25 60 PSAI PEDIATRIC SVCS OF AMERI 12.980 0.92 1.21 0.04 13.09 0.48 1.70 0.94 60 PDX PEDIATRIX MED GROUP 48.900 1.34 1.86 0.17 10.16 0.37 1.32 1.23 60

PDPR PEDIATRIC PROSTHETICS I 0.039 12.01 4.52 0.07 84.07 6.23 14.51 8.30 39 PMFG PEERLESS MFG CO 24.680 1.49 0.66 0.19 10.68 0.39 1.39 1.33 60 PRLS PEERLESS SYS CORP 2.720 -0.32 2.96 -0.01 18.20 0.66 2.37 0.13 60 PEET PEETS COFFEE & TEA INC 26.240 0.32 1.67 0.00 8.86 0.32 1.15 0.55 60 PEGA PEGASYSTEMS INC COM 9.870 2.56 1.49 0.31 13.48 0.49 1.75 2.03 60

Based on S&P 500 Index Using Straight Regression Page 214 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PGSW PEGASUS WIRELESS CORP N COM NEW 1.410 1.52 -2.60 -0.04 47.29 4.61 10.16 1.35 26 PKIN PEKIN LIFE INS CO 14.500 -0.03 1.53 -0.02 2.95 0.11 0.38 0.32 60 XAN PEGASUS COMMUNICATIONS CL A NEW 2.110 2.39 -1.70 0.06 30.42 1.11 3.95 1.92 60 PGGG PEGASUS GAMING CORP 0.150 3.52 1.52 -0.01 43.34 4.22 9.06 2.67 28 PAGI PEMCO AVIATION INC 7.790 0.70 -0.86 0.03 11.42 0.42 1.48 0.80 60

PMTR PEMSTAR INC 3.850 1.28 0.27 0.03 20.27 0.74 2.63 1.19 60 PGH PENGROWTH ENERGY TRUST TR UNIT NEW 17.210 0.44 0.93 0.03 7.07 0.26 0.94 0.63 57 PENX PENFORD CORP 17.300 0.64 0.66 0.05 8.71 0.32 1.13 0.76 60 PHGT A PENINSULA HLDGS GROUP L CLASS A 0.000 -1.22 5.45 -0.01 52.71 1.92 6.85 -0.47 60 PELA PENN LAUREL FINL CORP 21.750 -0.13 0.47 -0.02 5.33 0.29 0.80 0.25 50

PENN PENN NATL GAMING INC 41.620 0.45 3.07 0.02 8.82 0.32 1.15 0.64 60 POCC PENN OCTANE CORP 0.440 1.05 -1.43 0.01 22.05 0.80 2.87 1.04 60 PTFC PENN TRAFFIC CO NEW COM PAR $.01 14.000 -1.10 -0.68 -0.02 9.34 1.33 2.52 -0.39 17 PTA PENN TREATY AMERN CORP COM NEW 7.690 0.42 -1.46 0.00 11.81 0.43 1.54 0.61 60 PVA PENN VA CORP 70.040 0.74 2.43 0.08 8.37 0.31 1.09 0.83 60

PVR PENN VA RESOURCES PARTN COM UNIT LP INT 26.010 0.71 1.08 0.15 5.79 0.21 0.75 0.81 60 PNNX PENNEXX FOODS INC 0.004 0.64 0.24 -0.01 41.29 1.51 5.37 0.76 60 JCP PENNEY J C INC 77.360 1.17 1.71 0.19 8.34 0.30 1.08 1.11 60 PFSB PENNFED FINL SVCS INC 19.320 0.37 0.76 0.03 5.76 0.21 0.75 0.58 60 PNNW PENNICHUCK CORP COM NEW 20.230 0.07 0.17 -0.02 6.47 0.24 0.84 0.38 60

PWOD PENNS WOODS BANCORP INC 37.800 0.07 0.66 -0.01 4.42 0.16 0.57 0.38 60 COBH PENNSYLVANIA COMM BANCO 26.300 0.55 0.84 0.06 6.91 0.25 0.90 0.70 60 PEI PENNSYLVANIA RL ESTATE SH BEN INT 39.380 0.26 0.92 0.01 5.32 0.19 0.69 0.51 60 PEI PA PENNSYLVANIA RL ESTATE PFD SR 11% 54.300 0.04 0.08 -0.01 1.70 0.06 0.22 0.36 60 PFNS PENSECO FINL SRVCS CORP 42.760 -0.03 0.71 -0.02 3.90 0.14 0.51 0.32 60

PNR PENTAIR INC 31.400 0.84 0.92 0.11 8.17 0.30 1.06 0.90 60 PTON PENTON MEDIA INC 0.770 5.23 2.13 0.20 36.32 1.32 4.72 3.80 60 PPCO PENWEST PHARMACEUTICALS 16.620 1.30 0.23 0.08 14.26 0.52 1.85 1.20 60 PLLN PEOPLELINE INC 0.003 5.44 -47.39 0.01 34.89 5.19 10.04 3.94 16 PFDC PEOPLES BANCORP AUBURN 19.370 0.02 0.40 -0.02 4.51 0.16 0.59 0.35 60

Based on S&P 500 Index Using Straight Regression Page 215 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PEBO PEOPLES BANCORP INC 29.700 0.45 1.10 0.04 6.81 0.25 0.89 0.63 60 PBCE PEOPLES BANCORPORATION 11.000 0.02 0.79 -0.02 6.93 0.25 0.90 0.35 60 PBTC PEOPLES BANCTRUST INC 25.500 -0.25 1.65 0.00 7.27 0.27 0.94 0.17 60 PBCT PEOPLES BK BRIDGEPORT C 44.620 0.55 2.53 0.11 5.20 0.19 0.68 0.71 60 PBCO PEOPLES BK COMM MEDFORD 23.750 0.44 1.58 -0.01 5.58 0.54 1.18 0.63 27

PEBK PEOPLES BANCORP N C INC 28.020 0.52 1.37 0.11 5.03 0.18 0.65 0.68 60 PCBI PEOPLES CMNTY BANCORP I 18.000 0.10 -0.14 -0.01 5.28 0.19 0.69 0.40 60 PEDH PEOPLES EDL HLDGS INC 4.650 4.62 0.08 0.04 32.64 3.18 6.92 3.40 27 PGL PEOPLES ENERGY CORP 44.570 0.50 0.17 0.12 4.52 0.16 0.59 0.67 60 PFBX PEOPLES FINL CORP MISS 27.000 0.10 1.09 -0.01 5.37 0.20 0.70 0.41 60

PFIS PEOPLES FINL SVCS CORP 26.000 0.87 -0.48 0.13 5.06 0.32 0.82 0.92 47 PPLB PEOPLES LIBERATION INC 1.120 -0.97 42.62 -0.02 171.02 8.53 25.82 -0.31 51 PSFC PEOPLES-SIDNEY FINL COR 14.190 0.10 0.64 -0.01 5.81 0.21 0.76 0.40 60 PSPT PEOPLESUPPORT INC 21.050 1.51 2.34 0.02 12.31 1.20 2.61 1.34 27 PBY PEP BOYS MANNY MOE & JA 14.860 1.30 -0.09 0.14 11.07 0.40 1.44 1.20 60

POM PEPCO HOLDINGS INC 26.010 0.58 0.13 0.14 4.81 0.18 0.63 0.72 60 PBG PEPSI BOTTLING GROUP IN 30.910 1.14 0.32 0.24 7.05 0.26 0.92 1.10 60 PAS PEPSIAMERICAS INC 20.980 0.52 0.64 0.10 5.34 0.19 0.69 0.68 60 PEP PEPSICO INC 62.550 0.61 0.26 0.21 4.07 0.15 0.53 0.74 60 PSTI PER-SE TECHNOLOGIES INC COM NEW 27.780 0.74 1.85 0.05 10.33 0.38 1.34 0.82 60

PRCP PERCEPTRON INC 8.470 1.56 3.30 0.15 12.54 0.46 1.63 1.37 60 PDA PERDIGAO S A COMERCIO E SP ADR COM NEW 27.570 2.02 3.37 0.23 12.78 0.47 1.66 1.67 60 PPHM PEREGRINE PHARMACEUTICA 1.160 3.55 -1.04 0.30 18.98 0.69 2.47 2.69 60 PFGC PERFORMANCE FOOD GROUP 27.640 0.26 -0.23 0.00 7.45 0.27 0.97 0.51 60 PRFT PERFICIENT INC 16.410 1.63 5.89 0.06 21.02 0.77 2.73 1.42 60

PTIX PERFORMANCE TECHNOLOGIE 5.920 2.30 -0.69 0.19 16.33 0.60 2.12 1.86 60 PSEM PERICOM SEMICONDUCTOR C 11.470 1.44 -0.56 0.29 7.96 0.29 1.03 1.29 60 PHGI PERIHELION GLOBAL INC 0.250 5.95 -7.62 -0.02 102.49 8.77 18.48 4.28 34 PCR PERINI CORP 30.780 0.87 3.23 0.02 15.46 0.56 2.01 0.92 60 PKI PERKINELMER INC 22.230 2.21 -0.87 0.39 9.79 0.36 1.27 1.80 60

Based on S&P 500 Index Using Straight Regression Page 216 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PESI PERMA-FIX ENVIRONMENTAL 2.320 1.18 0.06 0.09 12.17 0.44 1.58 1.12 60 PBT PERMIAN BASIN RTY TR UNIT BEN INT 16.070 0.35 1.96 0.01 7.27 0.27 0.94 0.57 60 PER PEROT SYS CORP CLASS A 16.390 1.55 -0.55 0.35 7.37 0.27 0.96 1.36 60 PFOH PERPETUAL FED SVGS BK 25.950 -0.17 0.96 0.00 4.85 0.18 0.63 0.22 60 PRGO PERRIGO CO 17.300 0.80 0.66 0.09 8.20 0.30 1.07 0.87 60

PSGR PERSHING RES CO INC 0.060 0.06 33.02 -0.02 155.37 5.67 20.20 0.37 60 CUP PERU COPPER INC 3.420 -1.96 7.79 0.00 16.70 1.99 4.06 -0.96 21 TLK P T TELEKOMUNIKASI INDO SPONSORED ADR 45.600 0.82 3.57 0.08 9.00 0.33 1.17 0.88 60 PVSW PERVASIVE SOFTWARE INC 3.610 0.81 0.87 0.03 13.40 0.49 1.74 0.87 60 PSJE Y PETSEC ENERGY LTD SPONSORED ADR 9.600 0.98 1.79 -0.01 13.47 1.15 2.40 0.98 35

PDEC PETALS DECORATIVE ACCEN 0.900 2.53 3.27 0.03 39.49 1.51 5.40 2.01 55 PETS PETMED EXPRESS INC 13.350 0.05 6.89 -0.02 20.91 0.76 2.72 0.37 60 PCZ PETRO-CDA 41.040 0.24 2.17 0.00 7.03 0.26 0.91 0.50 60 PTR PETROCHINA CO LTD SPONSORED ADR 140.780 0.92 3.63 0.08 10.32 0.38 1.34 0.94 60 PZE PETROBAS ENERGIA PARTIC SPONSORED ADR 12.190 0.50 0.39 0.01 11.20 0.41 1.46 0.67 60

HAWK PETROHAWK ENERGY CORP 11.500 1.70 1.00 0.10 16.68 0.61 2.17 1.46 60 PHUN PETROHUNTER ENERGY CORP 1.620 8.50 3.95 0.08 37.33 5.56 10.75 5.97 16 POIG PETROL OIL & GAS INC 0.530 1.41 -4.94 0.01 14.53 1.24 2.62 1.27 34 PBR A PETROLEO BRASILEIRO SA SPONSORED ADR 92.760 2.22 2.29 0.39 9.87 0.36 1.28 1.81 60 PBR PETROLEO BRASILEIRO SA SPONSORED ADR 102.990 2.10 2.39 0.36 9.75 0.36 1.27 1.73 60

PETD PETROLEUM DEV CORP 43.050 1.50 3.68 0.11 14.39 0.53 1.87 1.33 60 PGS PETROLEUM GEO SVCS ASA SPONSORED ADR 23.430 0.97 4.94 -0.01 11.39 1.16 2.45 0.98 25 PQ PETROQUEST ENERGY INC 12.740 1.04 2.54 0.03 17.77 0.65 2.31 1.03 60 PTSG PETROSEARCH ENERGY CORP 0.890 0.36 13.51 -0.02 67.22 2.45 8.74 0.58 60 PETM PETSMART INC 28.860 0.98 1.85 0.11 9.14 0.33 1.19 0.98 60

PEUG Y PEUGEOT CITROEN S A SPONSORED ADR 66.550 1.10 0.67 0.11 5.73 0.49 1.02 1.06 35 PCYC PHARMACYCLICS INC 5.070 1.84 -0.49 0.14 15.24 0.56 1.98 1.56 60 PV PFEIFFER VACUUM TECH AG SPONSORED ADR 83.000 1.58 1.44 0.31 8.15 0.30 1.06 1.38 60 PFE PFIZER INC 25.900 0.62 -0.82 0.14 5.22 0.19 0.68 0.75 60 PFSW PFSWEB INC 1.100 2.54 1.66 0.14 21.50 0.78 2.80 2.02 60

Based on S&P 500 Index Using Straight Regression Page 217 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PHFB PHANTOM FIBER CORP COM NEW 0.440 1.77 6.16 0.00 49.03 1.97 6.82 1.51 54 PPDI PHARMACEUTICAL PROD DEV 32.220 1.32 1.09 0.21 9.01 0.33 1.17 1.21 60 PARS PHARMOS CORP COM PAR $.03 1.840 2.00 -1.46 0.09 20.98 0.77 2.73 1.66 60 PHAR PHARMANETICS INC 0.005 0.05 -2.48 -0.02 43.53 1.59 5.66 0.37 60 PDGI PHARMANET DEV GROUP INC 22.070 1.76 1.68 0.11 16.43 0.60 2.14 1.50 60

PHRM PHARMION CORP 25.740 2.38 1.34 0.04 18.92 1.51 3.31 1.91 38 PXSL PHARMAXIS LTD SPON GDR 34.200 3.74 -1.80 0.26 10.18 1.45 2.75 2.82 17 PCOP PHARMACOPEIA DRUG DISCV 4.260 0.89 -2.14 -0.01 12.24 1.07 2.27 0.92 33 PFWD PHASE FORWARD INC 14.980 2.68 0.74 0.17 11.42 1.03 2.22 2.12 30 ANTP PHAZAR CORP 5.650 3.15 8.38 0.03 54.29 1.98 7.06 2.43 60

PD PHELPS DODGE CORP 119.720 1.76 3.24 0.31 9.13 0.33 1.19 1.50 60 PHLY PHILADELPHIA CONS HLDG 44.560 0.86 2.07 0.14 7.23 0.26 0.94 0.91 60 PHI PHILIPPINE LONG DISTANC SPONSORED ADR 51.130 1.26 3.16 0.15 10.42 0.38 1.35 1.17 60 PVH PHILLIPS VAN HEUSEN COR 50.170 1.00 2.47 0.19 7.14 0.26 0.93 1.00 60 PHDT F PHINDER TECHNOLOGIES IN 0.133 6.28 5.71 0.08 71.42 2.64 9.53 4.50 57

PHLC PHLO CORP 0.031 2.45 11.76 -0.01 95.47 3.48 12.41 1.96 60 PNX PHOENIX COS INC NEW 15.890 0.59 -0.11 0.04 8.36 0.30 1.09 0.73 60 PFX PHOENIX COS INC NEW QUARTERLY INT B 25.030 0.01 0.02 -0.02 2.53 0.09 0.33 0.34 60 PXG PHOENIX FOOTWEAR GROUP 4.400 0.60 1.79 0.01 13.91 0.51 1.81 0.74 60 PTEC PHOENIX TECHNOLOGY LTD 4.500 1.06 -1.13 0.06 12.94 0.47 1.68 1.04 60

PHGW PHONE 1GLOBALWIDE INC 0.310 5.11 9.40 0.03 86.63 3.16 11.26 3.72 60 PECN PHOTOELECTRON CORP 0.000 0.75 -5.59 -0.03 24.57 2.17 4.55 0.83 31 PHMD PHOTOMEDEX INC 1.110 0.30 0.54 -0.01 18.10 0.66 2.35 0.54 60 PHTN PHOTON DYNAMICS INC 11.690 2.99 -2.00 0.35 14.31 0.52 1.86 2.32 60 PHPG PHOTONIC PRODUCTS GROUP 1.670 0.25 4.45 -0.02 33.88 1.24 4.40 0.50 60

PLAB PHOTRONICS INC 16.340 2.72 -1.00 0.37 12.54 0.46 1.63 2.14 60 PHTW PHOTOWORKS INC COM NEW 0.350 1.80 2.50 0.02 32.62 1.19 4.24 1.53 60 PGTG PHYSIOGNOMY INTERFACE T 0.050 26.57 -5.86 0.06 156.86 17.79 36.11 17.94 22 PYTO PHYTOMEDICAL TECHNOLOGI 0.530 0.80 17.28 -0.02 72.17 2.63 9.38 0.87 60 PNY PIEDMONT NAT GAS INC 26.750 0.35 0.59 0.10 3.54 0.13 0.46 0.57 60

Based on S&P 500 Index Using Straight Regression Page 218 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PIR PIER 1 IMPORTS INC SHS BEN INT 5.950 0.90 -1.43 0.06 11.49 0.42 1.49 0.94 60 PEC PIKE ELEC CORP 16.330 -0.52 1.77 -0.05 11.41 1.52 3.08 -0.01 18 PPC PILGRIMS PRIDE CORP 29.430 0.84 1.72 0.04 12.11 0.44 1.57 0.89 60 PLTT PILOT THERAPEUTICS HLDG 0.300 2.39 11.37 -0.01 151.88 5.54 19.74 1.92 60 PCQ PIMCO CA MUNICIPAL INCO 17.600 -0.03 0.34 -0.02 2.92 0.11 0.38 0.32 60

PMF PIMCO MUNICIPAL INCOME 17.470 -0.19 0.51 0.04 2.94 0.11 0.38 0.21 60 PNF PIMCO NY MUNICIPAL INCO 16.500 -0.10 0.41 -0.01 3.30 0.12 0.43 0.27 60 RCS PIMCO STRATEGIC GBL GOV 10.450 -0.10 0.12 -0.01 4.58 0.17 0.60 0.27 60 PLE PINNACLE BANCSHARES INC 15.750 0.35 1.00 0.03 5.86 0.21 0.76 0.57 60 PVMC F PINE VALLEY MNG CORP 0.033 2.08 -1.20 -0.01 35.19 2.48 5.88 1.71 44

PGCN PINGCHUAN PHARMACEUTICA 0.130 2.92 12.44 0.00 84.37 3.08 10.97 2.27 60 PNCL PINNACLE AIRL CORP 16.850 2.26 -0.02 0.05 16.23 1.30 2.84 1.83 38 PNS PINNACLE DATA SYS INC 2.280 1.29 2.43 0.03 22.11 0.81 2.87 1.20 60 PNK PINNACLE ENTMT INC 33.140 1.11 3.38 0.06 13.61 0.50 1.77 1.07 60 PPBN PINNACLE BANKSHARES COR 22.100 0.23 0.85 0.03 3.72 0.14 0.48 0.49 60

PNFP PINNACLE FINL PARTNERS 33.180 0.35 3.39 0.02 6.39 0.23 0.83 0.57 60 PNW PINNACLE WEST CAP CORP 50.690 0.89 0.11 0.31 4.62 0.17 0.60 0.92 60 PNBI PIONEER BANKS SHARES IN 21.500 -1.39 2.19 0.19 4.53 0.67 1.34 -0.58 15 PONR PIONEER COS INC COM NEW 28.660 0.24 8.48 -0.02 23.55 1.31 3.56 0.50 49 PDC PIONEER DRILLING CO 13.280 1.62 2.27 0.16 12.53 0.46 1.63 1.41 60

PHT PIONEER HIGH INCOME TR 18.500 0.38 0.26 0.15 3.09 0.11 0.41 0.59 57 PHD PIONEER FLOATING RATE T 19.300 0.14 -0.23 -0.03 2.16 0.22 0.47 0.43 25 MHI PIONEER MUN HIGH INCOME COM SHS 14.770 -0.02 0.02 -0.02 2.94 0.22 0.49 0.33 42 PXD PIONEER NAT RES CO 39.690 0.18 1.39 -0.01 7.24 0.26 0.94 0.46 60 POGS PIONEER OIL & GAS COM PAR $0.001 1.500 -1.95 7.43 0.07 22.84 0.83 2.97 -0.95 60

PRRR PIONEER RAILCORP 4.000 0.42 2.13 0.01 8.64 0.32 1.12 0.61 60 PBF PIONEER TAX ADVNTAGE BA 14.000 0.31 -0.35 0.00 3.41 0.29 0.60 0.54 36 PPDA PIPELINE DATA INC 1.300 1.87 4.27 0.04 28.64 1.04 3.72 1.58 60 PJC PIPER JAFFRAY COS 65.150 2.70 -0.38 0.24 9.63 0.77 1.70 2.12 37 PBI PITNEY BOWES INC 46.190 0.86 0.08 0.48 3.19 0.12 0.42 0.91 60

Based on S&P 500 Index Using Straight Regression Page 219 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PW PITTSBURGH & W VA RR SH BEN INT 9.130 0.07 0.17 -0.01 2.58 0.09 0.34 0.39 60 PXLW PIXELWORKS INC 2.290 2.91 -2.36 0.24 18.11 0.66 2.35 2.27 60 PXPL PIXELPLUS CO LTD ADR 1.600 3.42 -11.46 -0.03 23.78 4.27 7.84 2.60 13 PIXT Q PIXTECH INC 0.001 11.18 2.19 0.13 95.93 3.50 12.47 7.75 60 PZZI PIZZA INN INC NEW 1.880 -0.19 1.02 -0.01 11.73 0.43 1.52 0.21 60

PZZL PIZZA INTL INC 1.000 3.78 9.66 -0.01 134.36 6.70 20.28 2.85 51 PLSB PLACER SIERRA BANCSHARE 23.770 2.13 -0.94 0.25 6.80 0.66 1.39 1.75 29 PAA PLAINS ALL AMERN PIPELI UNIT LTD PARTN 51.200 0.05 1.23 -0.02 4.98 0.18 0.65 0.37 60 PXP PLAINS EXPL& PRODTN CO 47.530 0.63 3.10 0.01 8.85 0.49 1.34 0.76 49 PLNR PLANAR SYS INC 9.670 2.12 -0.98 0.20 14.59 0.53 1.90 1.74 60

PLNT PLANET TECHNOLOGIES INC COM NEW 1.200 0.46 6.00 -0.02 46.25 1.69 6.01 0.64 60 LGBT PLANETOUT INC 4.600 4.20 -5.27 0.24 14.35 1.40 3.04 3.12 27 PLKC PLANETLINK COMMUNICATIO 0.001 -1.10 9.33 -0.02 126.17 5.40 17.98 -0.39 53 PLT PLANTRONICS INC NEW 21.200 1.76 -0.27 0.26 10.43 0.38 1.36 1.50 60 TUTR PLATO LEARNING INC 5.410 2.17 -1.83 0.32 11.11 0.41 1.44 1.78 60

PGRI PLATINUM ENERGY RESOURC 7.280 0.27 0.19 -0.03 1.86 0.33 0.61 0.52 13 PGRI U PLATINUM ENERGY RESOURC UNIT EX 000009 7.700 0.26 -0.28 -0.06 3.83 0.57 1.14 0.51 15 PLA A PLAYBOY ENTERPRISES INC CLASS A 11.530 1.07 -0.31 0.13 9.32 0.34 1.21 1.05 60 PLA PLAYBOY ENTERPRISES INC CLASS B 11.460 1.17 -0.62 0.16 9.13 0.33 1.19 1.12 60 PNTV PLAYERS NETWORK 0.180 4.76 11.18 -0.02 92.37 7.38 16.34 3.49 37

PLGC PLAYLOGIC ENTMT INC 0.650 6.61 4.96 -0.01 74.24 7.58 15.98 4.72 25 PYX PLAYTEX PRODS INC 14.390 0.86 0.82 0.07 9.84 0.36 1.28 0.91 60 PLXS PLEXUS CORP 23.880 2.68 -0.01 0.36 12.57 0.46 1.63 2.11 60 PLUG PLUG POWER INC 3.890 2.27 -1.21 0.29 12.38 0.45 1.61 1.84 60 PCL PLUM CREEK TIMBER CO IN 39.850 0.80 0.37 0.29 4.39 0.16 0.57 0.87 60

PLBC PLUMAS BANCORP 14.910 -0.40 1.76 0.03 6.94 0.25 0.90 0.07 60 PEYG PLURIS ENERGY GROUP INC 0.350 2.91 -0.39 0.01 58.15 2.12 7.56 2.27 60 PFSL POCAHONTAS BANCORP INC 16.530 -0.10 1.25 -0.01 5.14 0.19 0.67 0.27 60 PPP POGO PRODUCING CO 48.440 0.44 1.19 0.02 8.35 0.30 1.08 0.63 60 POTP POINT THERAPEUTICS INC 1.030 1.97 0.66 0.03 33.58 1.23 4.37 1.64 60

Based on S&P 500 Index Using Straight Regression Page 220 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PTSX POINT 360 3.590 2.33 2.98 0.10 23.43 0.85 3.05 1.88 60 PTSE F POINTS INTL LTD 0.640 -1.47 1.25 -0.03 10.85 1.78 3.58 -0.64 14 PTEK POKERTEK INC 8.280 0.70 -0.21 -0.07 18.31 2.73 5.43 0.80 15 PII POLARIS INDS INC 46.830 1.01 0.76 0.15 8.14 0.30 1.06 1.00 60 RL POLO RALPH LAUREN CORP CLASS A 77.660 1.20 1.56 0.31 6.27 0.23 0.81 1.13 60

POLX F POLYDEX PHARMACEUTICALS COM PAR $0.016 7.050 1.67 3.02 0.06 20.68 0.75 2.69 1.44 60 PLCM POLYCOM INC 30.910 3.07 -0.31 0.53 10.31 0.38 1.34 2.37 60 PLMD POLYMEDICA CORP 40.410 0.03 3.40 -0.02 12.77 0.47 1.66 0.36 60 POLG A POLYMER GROUP INC CLASS A 25.550 1.06 4.34 0.00 15.45 0.98 2.57 1.04 45 POLG B POLYMER GROUP INC CLASS B 25.300 1.87 3.01 0.08 13.83 0.87 2.30 1.58 45

POL POLYONE CORP 7.500 1.32 -0.25 0.15 10.68 0.39 1.39 1.21 60 PYNT POLYTHENE METRO INC 1.010 -0.77 21.47 -0.02 103.20 3.76 13.41 -0.17 60 PMRY POMEROY IT SOLUTIONS IN 7.590 1.61 -0.90 0.21 10.83 0.40 1.41 1.40 60 PPK POLYAIR INTER PACK INC 1.891 0.42 0.15 0.00 12.50 0.46 1.63 0.62 60 PARD PONIARD PHARMACEUTICALS COM NEW 5.000 5.23 0.52 0.19 36.83 1.34 4.79 3.80 60

PYXP PONY EXPRESS U S A INC 0.006 3.88 8.92 -0.01 102.24 5.10 15.43 2.91 51 POOL POOL CORPORATION 39.170 0.96 1.81 0.21 6.46 0.24 0.84 0.98 60 POP POPE & TALBOT INC 5.470 0.37 -1.07 0.00 11.55 0.42 1.50 0.58 60 POPE Z POPE RES DEL LTD PARTNE DEPOSITRY RCPT 34.320 0.07 1.78 -0.02 8.44 0.31 1.10 0.38 60 BPOP POPULAR INC 17.950 0.43 0.33 0.06 5.39 0.20 0.70 0.63 60

BPOP O POPULAR INC PFD A SER 2003 25.010 0.02 0.01 -0.02 1.20 0.08 0.20 0.35 46 BPOP M POPULAR CAP TR II PFD GTD 6.125% 24.786 0.34 -0.35 0.01 2.86 0.30 0.62 0.56 24 BPOP N POPULAR CAP TR I PFD 6.70% GTD 25.540 0.05 0.00 -0.02 1.43 0.11 0.25 0.37 37 PYTM PORTA SYS CORP COM NEW 0.150 1.31 10.83 -0.01 52.82 1.93 6.87 1.20 60 PLAY PORTALPLAYER INC 13.450 3.15 -4.18 0.12 15.52 1.51 3.33 2.43 26

PRPX PORTEC RAIL PRODS INC 10.031 1.96 -0.65 0.09 10.72 0.91 1.90 1.64 36 PRAA PORTFOLIO RECOVERY ASSO 46.690 0.57 1.71 0.02 7.83 0.42 1.18 0.71 50 PRSI PORTSMOUTH SQUARE INC 34.320 -0.20 1.14 -0.03 6.98 0.60 1.26 0.21 34 PT PORTUGAL TELECOM SGPS S SPONSORED ADR 12.940 1.40 0.63 0.38 6.26 0.23 0.81 1.26 60 POSC POSITRON CORP 0.100 3.90 12.81 0.00 107.81 3.93 14.01 2.92 60

Based on S&P 500 Index Using Straight Regression Page 221 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

POSS POSSIS MEDICAL INC 13.480 1.95 0.01 0.18 14.23 0.52 1.85 1.63 60 PPS POST PPTYS INC COMMON 45.700 0.46 0.37 0.08 5.03 0.18 0.65 0.64 60 PPS PA POST PPTYS INC PFD A 8.50% 62.000 0.04 0.40 -0.02 3.97 0.14 0.52 0.37 60 PPS PB POST PPTYS INC PFD SER B 7.625 25.510 0.09 0.10 0.00 2.64 0.10 0.34 0.40 60 POT POTASH CORP SASK INC 143.480 0.87 2.53 0.15 7.00 0.26 0.91 0.91 60

PCH POTLATCH CORP NEW 43.820 1.09 0.58 0.20 7.62 0.28 0.99 1.06 60 PTBS POTOMAC BANCSHARES INC 15.550 -0.01 1.81 -0.02 5.20 0.19 0.68 0.33 60 POWL POWELL INDS INC 31.570 0.77 1.11 0.05 10.59 0.39 1.38 0.85 60 PWAC POWER AIR CORPORATION 0.620 -1.37 6.07 -0.06 37.46 4.99 10.11 -0.57 18 PEFF POWER EFFICIENCY CORP COM NEW 0.290 0.61 -3.05 -0.01 33.22 1.21 4.32 0.74 60

POWI POWER INTEGRATIONS INC 23.450 2.02 0.04 0.28 11.26 0.41 1.46 1.68 60 PWER POWER-ONE INC 7.280 4.04 -0.32 0.46 15.42 0.56 2.00 3.02 60 PWCL POWERCOLD CORP COMMON 0.330 0.38 -2.30 -0.01 13.79 0.50 1.79 0.59 60 PWSV POWER SAVE ENERGY CO 2.510 0.16 10.89 -0.04 38.60 3.76 8.07 0.44 28 PWRC POWERCHANNEL INC 0.002 4.06 3.87 0.01 89.67 3.27 11.66 3.03 60

PWNX POWERLINX INC COM NEW 1.420 1.26 0.83 0.00 38.59 1.41 5.02 1.17 60 PWAV POWERWAVE TECHNOLOGIES 6.450 3.72 -1.36 0.45 14.62 0.53 1.90 2.80 60 POZN POZEN INC 16.990 1.01 4.03 0.01 23.37 0.85 3.04 1.00 60 PJW PPLUS TR CTF A PMC 6.5% 25.440 0.45 -0.30 0.04 4.35 0.26 0.68 0.64 48 PJZ PPLUS TR CTF VAL7.25%32 25.530 0.12 -0.04 -0.01 2.55 0.16 0.41 0.42 47

PJI PPLUS TR CTF GSG-1 A 6% 24.370 0.15 -0.15 -0.01 3.02 0.19 0.50 0.43 46 PYL PPLUS TR LMG-4 CTF TR 23.060 0.35 -0.34 -0.02 4.78 0.50 1.03 0.57 24 PYC PPLUS TR GSC-3 TR CTF A 24.140 -0.02 0.01 -0.04 3.14 0.31 0.67 0.32 26 PYA PPLUS TR LMG-3 CTF CL A 24.950 0.03 0.23 -0.04 5.72 0.56 1.17 0.36 29 PYV PPLUS TR JPM-1 TR CTF14 21.960 0.28 -0.55 0.08 1.57 0.15 0.32 0.52 29

PYT PPLUS TR GSC 2 CT FL RT 23.500 0.35 -0.39 0.08 2.14 0.19 0.42 0.57 30 PYO PPLUS TR DCNA-1 A 7.25 26.230 0.30 0.07 0.01 2.81 0.25 0.54 0.53 31 PYK PPLUS TR TR CTF 6.25% 24.990 -0.24 0.30 -0.01 3.27 0.29 0.60 0.18 33 PYJ PPLUS TR TR CTF 6.25 24.440 -0.36 0.74 0.01 3.65 0.33 0.70 0.10 32 PYI PPLUS TR TWC-1 CTF A 24.660 -0.30 0.31 0.00 3.84 0.33 0.69 0.14 34

Based on S&P 500 Index Using Straight Regression Page 222 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PYG PPLUS TR SPR-1 TR CTF28 25.400 0.01 0.13 -0.03 2.81 0.22 0.50 0.34 37 PYE PPLUS TR CSF-1 A6.25%32 25.600 0.03 -0.04 -0.03 2.54 0.19 0.43 0.36 40 PYD PPLUS TR DCC-1 A 7% 25.610 -0.10 0.33 -0.02 4.07 0.30 0.69 0.27 41 PYB PPLUS TR GSG-2 A 5.75% 23.360 0.06 -0.02 -0.02 3.22 0.24 0.55 0.38 41 PRCS PRAECIS PHARMACEUTICALS COM NEW 4.910 1.25 -0.58 0.01 27.58 1.01 3.59 1.17 60

PRAN PRANA BIOTECHNOLOGY LTD SPONSORED ADR 3.040 0.32 -0.63 -0.02 20.74 0.89 2.98 0.55 52 PRDM PRANDIUM INC COM NEW 0.010 1.71 47.97 -0.02 349.18 14.00 48.59 1.47 54 PX PRAXAIR INC 59.330 0.76 1.06 0.37 3.47 0.13 0.45 0.84 60 PPD PRE PAID LEGAL SVCS INC 39.130 1.42 0.95 0.20 9.73 0.36 1.27 1.28 60 PCIS PRECIS INC CDT-CAP STK 2.006 2.04 -2.20 0.15 16.79 0.61 2.18 1.69 60

PCP PRECISION CASTPARTS COR 78.280 1.17 2.73 0.25 7.05 0.26 0.92 1.12 60 PACI PRECISION AUTO CARE INC 0.390 2.23 1.45 0.12 20.31 0.74 2.64 1.81 60 PDS PRECISION DRILLING TR TR UNIT 23.160 -0.44 -1.32 -0.07 7.77 1.28 2.56 0.05 14 POCI PRECISION OPTICS INC MA COM NEW 0.360 2.81 -1.29 0.09 29.16 1.06 3.79 2.20 60 PRFV PREFERRED VOICE INC COM NEW 0.400 1.39 -1.85 0.01 32.23 1.18 4.19 1.26 60

CPP PREFERRED PLUS TR SER CCR-1 8.05% 25.905 -0.04 0.12 -0.01 2.00 0.07 0.26 0.31 60 PPB PREFERRED PLUS TR BLS-1 TR CTF 25.130 0.00 0.00 -0.02 1.84 0.07 0.24 0.34 60 PKO PREFERRED PLUS TR NAI-1 TR CTF 25.300 0.19 0.21 0.02 3.57 0.13 0.46 0.46 60 PIJ PREFERRED PLUS TR FRD-1 TR 7.4% 17.000 0.16 -0.42 -0.01 5.79 0.21 0.75 0.44 60 PJE PREFERRED PLUS TR FMC-1 8.25% 19.940 0.62 -1.03 0.07 4.72 0.30 0.78 0.75 46

PJV PREFERRED PLUS TR GRC-1 7.875%38 25.780 0.22 -0.16 0.05 1.92 0.12 0.30 0.49 48 PJT PREFERRED PLUS TR GEC-1 A 6.05% 24.790 0.01 0.06 -0.02 2.65 0.13 0.40 0.34 51 PJS PREFERRED PLUS TR FAR-1 7.55%28 25.550 0.18 -0.09 0.03 2.41 0.12 0.36 0.46 51 PJR PREFERRED PLUS TR UPC-1 7.4% 28 25.540 0.33 -0.16 0.01 5.60 0.28 0.85 0.55 51 PIL PREFERRED PLUS TR PFD BLC 1 CTF 25.450 0.21 0.17 0.05 2.87 0.10 0.37 0.47 60

PJL PREFERRED PLUS TR VER 1 A TR CTF 25.300 0.05 0.03 -0.01 1.91 0.08 0.27 0.37 53 PJK PREFERRED PLUS TR MSD-1 A 4/1/32 25.430 0.06 -0.01 -0.01 2.15 0.09 0.31 0.38 53 PJJ PREFERRED PLUS TR ELP-1 TR CTF A 25.610 1.01 -0.12 0.19 7.16 0.26 0.95 1.01 58 PJH PREFERRED PLUS TR PFD BLC2 TR CT 25.580 0.35 0.06 0.09 3.73 0.14 0.49 0.57 59 PIS PREFERRED PLUS TR LMG-1 TR CTF 25.850 0.22 0.06 0.03 3.78 0.14 0.49 0.49 60

Based on S&P 500 Index Using Straight Regression Page 223 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PJA PREFERRED PLUS TR QWS-2 TR CTF 25.490 1.70 -0.01 0.29 9.21 0.34 1.20 1.47 60 PKM PREFERRED PLUS TR ALL-1 CTF A 25.350 0.76 0.44 0.03 12.47 0.45 1.62 0.84 60 PKK PREFERRED PLUS TR LMG-2 TR CTF 26.050 0.29 0.02 0.08 3.24 0.12 0.42 0.53 60 PKJ PREFERRED PLUS TR CTR-1 8% 2009 24.750 0.10 -0.01 0.00 2.64 0.10 0.34 0.41 60 PKH PREFERRED PLUS TR QWS-1 TR CTF 25.010 1.65 0.09 0.27 9.39 0.34 1.22 1.43 60

PIY PREFERRED PLUS TR CZN-1 TR CTF 25.380 0.47 0.52 0.01 9.33 0.34 1.21 0.65 60 PLPC PREFORMED LINE PRODS CO 35.250 0.40 1.40 0.00 10.27 0.37 1.34 0.60 60 RSVP BYRON PREISS MULTIMEDIA 0.002 81.68 349.76 -0.04 57.99 84.14 440.54 54.46 24 PMB P PREMIER CAP TR I TR PFD SCS 9% 25.650 0.03 -0.18 -0.01 2.14 0.08 0.28 0.36 60 PREM PREMIER CMNTY BANKSHARE 20.338 0.15 1.61 -0.01 6.00 0.22 0.78 0.43 60

PDIV PREMIER DEV & INVT INC CL A NEW 0.300 1.70 25.82 -0.02 144.01 8.73 22.64 1.46 48 PFBI PREMIER FINL BANCORP IN CDT-CAP STK 13.810 0.64 0.83 0.09 6.88 0.25 0.89 0.76 60 PRXI PREMIER EXIBITIONS INC COM 6.250 4.28 13.18 0.02 82.45 3.01 10.72 3.18 60 PLSI Q PREMIER LASER SYS INC CLASS A 0.002 -0.17 16.78 -0.02 79.80 2.91 10.37 0.22 60 PMOI Y PREMIER CONS OILFIELDS SPONSORED ADR 24.050 0.13 3.16 -0.03 9.52 0.85 1.84 0.43 31

PSBK PREMIER SVC BK RIVERSID 20.050 0.04 3.74 -0.03 16.86 1.35 2.95 0.37 38 PGI PREMIERE GLOBAL SVCS IN 9.440 0.32 2.20 -0.01 11.28 0.41 1.47 0.55 60 PVLY PREMIER VALLEY BK FRESN 9.000 2.08 1.08 0.08 11.91 1.16 2.49 1.71 28 PORK PREMIUM STD FARMS INC 18.570 0.20 1.79 -0.06 7.59 1.00 1.98 0.47 19 PREZ Q PRESIDENT CASINOS INC COM NEW 0.250 1.74 9.34 -0.01 75.98 2.77 9.88 1.49 60

PLFE PRESIDENTIAL LIFE CORP 21.950 0.79 0.37 0.05 10.74 0.39 1.40 0.86 60 PRWT PREMIERWEST BANCORP 15.960 0.58 2.12 0.07 6.95 0.25 0.90 0.72 60 PDL B PRESIDENTIAL RLTY CORP CLASS B 7.000 0.36 0.13 0.04 5.54 0.20 0.72 0.58 60 PRST PRESSTEK INC 6.360 2.66 -0.01 0.22 17.54 0.64 2.28 2.10 60 PBH PRESTIGE BRANDS HLDGS I 13.020 -0.59 -0.06 -0.04 12.37 1.39 2.82 -0.06 23

PBIO PRESSURE BIOSCIENCES IN 3.690 0.66 0.76 0.02 11.40 0.42 1.48 0.77 60 PCMC PRICE COMMUNICATIONS CO COM NEW 21.050 0.97 0.01 0.33 4.85 0.18 0.63 0.98 60 PLRE P PRICE LEGACY CORP PFD 6.82%SER 1 14.750 -0.01 -0.21 -0.03 2.27 0.19 0.41 0.33 34 TROW PRICE T ROWE GROUP INC 43.770 1.53 1.17 0.57 4.70 0.17 0.61 1.35 60 PCLN PRICELINE COM INC COM NEW 43.610 3.41 1.16 0.29 18.49 0.67 2.40 2.60 60

Based on S&P 500 Index Using Straight Regression Page 224 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PSMT PRICESMART INC 17.910 1.04 -0.63 0.06 13.08 0.48 1.70 1.03 60 PDE PRIDE INTL INC DEL 30.010 0.93 1.19 0.11 8.82 0.32 1.15 0.95 60 PCAG Y PRIMACOM AG SPONSORED ADR 4.700 4.44 -1.47 0.11 18.23 2.72 5.40 3.28 15 PRM PRIMEDIA INC 1.690 2.35 -0.46 0.15 18.74 0.68 2.44 1.89 60 PNRG PRIMEENERGY CORP 64.500 0.27 3.99 -0.01 11.15 0.41 1.45 0.51 60

PGE PB PRIME GROUP REALTY TRUS PFD B 9% 18.600 0.01 0.26 -0.02 5.51 0.20 0.72 0.34 60 PMGJ PRIMEHOLDINGS COM INC COM PAR $0.001 0.110 3.78 3.43 0.00 96.17 3.51 12.50 2.84 60 PRTH PRIME TIME GROUP INC 0.170 -1.23 20.06 -0.04 101.89 9.90 20.88 -0.48 29 PMXX PRIMIX CORP 0.380 -1.40 22.69 -0.01 106.91 3.90 13.90 -0.59 60 PRMD PRIMEDGE INC 0.085 22.76 19.35 0.07 156.11 11.93 27.68 15.42 35

PRTL PRIMUS TELECOMMUNICATIO 0.420 2.39 1.89 0.09 25.31 0.92 3.29 1.92 60 PWI PRIMEWEST ENERGY TR TR UNIT NEW 18.470 0.35 0.23 -0.01 7.41 0.40 1.12 0.57 50 PNBC PRINCETON NATL BANCORP 32.550 0.21 1.14 0.03 3.49 0.13 0.45 0.47 60 REVU PRINCETON REVIEW INC 5.280 1.29 -0.46 0.14 10.80 0.39 1.40 1.19 60 PFG PRINCIPAL FINANCIAL GRO 58.700 0.45 1.40 0.13 3.93 0.14 0.51 0.64 60

PFG PB PRINCIPAL FINANCIAL GRO PFD B 6.518% 27.210 0.29 0.11 -0.03 3.10 0.41 0.81 0.53 19 PNVL PRINEVILLE BANCORPORATI 23.250 0.17 2.25 -0.03 7.42 0.64 1.34 0.45 34 PTNX PRINTRONIX INC 12.417 0.97 0.43 0.15 7.96 0.29 1.03 0.98 60 POYS PRISTINE INTL SEAFOOD I 0.010 13.59 40.49 0.00 168.36 14.70 31.17 9.34 33 PDEX PRO-DEX INC COLO 1.450 0.87 2.13 0.01 17.78 0.65 2.31 0.91 60

PFAC P PRO-FAC COOP INC PFD CL A 5.150 0.58 -0.58 0.00 15.06 0.55 1.96 0.72 60 PRVT PRIVATE MEDIA GROUP INC 4.030 1.29 -0.13 0.04 18.88 0.69 2.45 1.19 60 PRA PROASSURANCE CORP 49.920 0.60 1.65 0.14 5.08 0.19 0.66 0.73 60 PRW PRO PHARMACEUTICALS INC 0.450 -0.72 -1.17 -0.01 19.96 0.85 2.87 -0.14 52 PROS PROCENTURY CORP 18.500 1.11 1.15 0.08 6.69 0.58 1.24 1.07 33

PBPC PRIVATE BANK OF THE PEN 14.500 -1.27 2.28 -0.01 7.36 1.32 2.42 -0.51 13 PRNW PROCERA NETWORKS INC 2.190 3.90 3.66 0.02 38.97 2.87 6.51 2.92 43 PRZF F PRIZE MINING CORP COM 0.177 4.53 -5.12 0.15 18.35 2.08 4.22 3.34 22 PBCA PRIVATE BK CALIF LOS AN 13.450 0.29 -1.03 -0.08 4.58 0.82 1.51 0.53 13 PG PROCTER & GAMBLE CO 64.270 0.20 0.79 0.02 3.53 0.13 0.46 0.47 60

Based on S&P 500 Index Using Straight Regression Page 225 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PDSC PRODUCE SAFETY SER INTL COM NEW 0.000 3.50 -2.41 -0.02 134.37 10.07 23.48 2.65 39 PCTU PRO TECH COMMUNICATION 0.005 0.95 7.32 -0.01 68.91 2.51 8.96 0.96 60 PVTB PRIVATEBANCORP INC 41.630 0.77 3.15 0.09 8.20 0.30 1.07 0.85 60 PBBK PROFESSIONAL BUSINESS B 17.000 -0.33 1.85 0.00 7.79 0.30 1.06 0.12 55 PRTK PROFILE TECHNOLOGIES IN 1.070 2.62 5.25 0.04 37.21 1.37 4.93 2.07 58

PGNX PROGENICS PHARMACEUTICA 25.740 3.81 0.92 0.36 17.97 0.66 2.34 2.86 60 PGN PROGRESS ENERGY INC 49.080 0.62 -0.01 0.21 4.10 0.15 0.53 0.75 60 PRGS PROGRESS SOFTWARE CORP 27.930 0.84 0.76 0.13 7.28 0.27 0.95 0.89 60 PGR PROGRESSIVE CORP OHIO 24.220 0.72 1.00 0.16 5.64 0.21 0.73 0.82 60 PROW PROGRESS WATCH CORP 0.500 0.24 8.75 -0.02 58.13 2.12 7.56 0.49 60

PGIC PROGRESSIVE GAMING INTL 9.070 1.93 1.75 0.09 20.06 0.73 2.61 1.61 60 PLI PROLIANCE INTL INC 4.511 0.57 0.96 0.02 10.87 0.40 1.41 0.71 60 PLKH PROLINK HOLDINGS CORP 1.480 0.32 0.26 -0.03 26.37 2.26 4.76 0.55 34 PLD PROLOGIS SH BEN INT 60.770 0.30 1.77 0.02 5.39 0.20 0.70 0.54 60 PLD PF PROLOGIS PFD F 6.75% 08 25.400 0.17 -0.08 0.00 2.03 0.16 0.35 0.45 38

PLD PG PROLOGIS PFD G 6.75% 25.400 0.08 -0.01 -0.02 2.17 0.17 0.38 0.39 37 PRLI PROLONG INTL CORP 0.002 1.91 1.24 0.01 42.73 1.56 5.55 1.61 60 PMCO Q PROMEDCO MGMT CO 0.009 0.52 32.10 -0.02 153.85 5.61 20.00 0.68 60 PVLH PROMOTORA VALLE HERMOSO 0.380 1.40 18.00 -0.02 161.92 11.43 27.05 1.27 44 PMSE Y PROMISE CO LTD ADR 15.200 -0.46 -2.67 -0.05 9.42 1.25 2.54 0.03 18

PQE PROQUEST COMPANY 10.450 1.20 -1.62 0.10 11.77 0.43 1.53 1.13 60 PSEC PROSPECT ENERGY CORP 17.130 0.74 0.13 0.01 7.23 0.65 1.41 0.83 30 PZZ PROSPECT MEDICAL HOLDIN CLASS A 6.200 -1.03 2.49 0.00 12.74 1.09 2.25 -0.34 36 CNN PROSPECT STREET INCOME 6.080 0.19 -0.08 0.01 4.32 0.16 0.56 0.47 60 PRSP PROSPERITY BANCSHARES I 34.510 0.56 1.45 0.17 4.32 0.16 0.56 0.71 60

PRTX PROTALEX INC 2.450 1.03 0.90 0.02 18.88 0.69 2.45 1.02 60 PONN PROTECTION ONE INC COM NEW 12.100 0.65 -1.94 -0.01 21.50 0.78 2.80 0.77 60 PL PROTECTIVE LIFE CORP 47.500 0.39 0.77 0.08 4.32 0.16 0.56 0.59 60 PPTI PROTEIN POLYMER TECHNOL 0.140 0.31 -0.05 -0.01 23.59 0.86 3.07 0.54 60 PTEO PROTEO INC 0.370 1.33 19.53 -0.01 95.99 3.50 12.48 1.22 60

Based on S&P 500 Index Using Straight Regression Page 226 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PTIL PROTHERICS PLC SPONSORED ADR 14.250 2.75 4.51 -0.02 22.33 3.32 6.43 2.16 16 PROI PROTERION CORP 0.002 0.59 -5.43 -0.01 28.24 1.03 3.67 0.73 60 PKTX PROTOKINETIX INC 0.460 1.80 4.50 0.01 37.92 1.40 5.06 1.53 57 POVT PROVANT INC 0.018 8.72 24.65 0.02 156.96 5.73 20.40 6.11 60 PLBI PROTON LABORATORIES INC 0.220 7.84 -2.02 0.09 43.73 3.72 7.74 5.54 36

PWX PROVIDENCE & WORCESTER 19.500 0.71 1.76 0.10 7.09 0.26 0.92 0.81 60 PRRC PROUROCARE MED INC 0.510 3.27 -3.22 0.02 30.28 2.59 5.40 2.51 35 PVCT PROVECTUS PHARMACEUTICA 1.190 7.01 1.79 0.13 60.44 2.20 7.86 4.98 60 PVRS PROVIDENCE RESOURCES IN 0.600 1.68 10.64 -0.06 34.60 4.93 9.35 1.45 17 PRSC PROVIDENCE SVC CORP 25.130 -0.23 2.01 -0.02 7.89 0.58 1.34 0.18 41

PBKS PROVIDENT BANKSHARES CO 35.600 0.54 0.53 0.14 4.52 0.16 0.59 0.70 60 PFV PROVIDENT FINL GROUP IN SR NT 8.375 26.160 -0.07 0.17 0.00 1.85 0.08 0.26 0.29 53 PROV PROVIDENT FINL HLDGS IN 30.420 0.29 1.64 0.02 5.27 0.19 0.69 0.53 60 PVX PROVIDENT ENERGY TR TR UNIT 10.912 0.13 1.33 -0.01 5.24 0.19 0.68 0.42 60 PCBS POVIDENT CMNTY BANCSHAR 19.420 -0.16 1.22 0.00 5.16 0.19 0.67 0.23 60

PFS PROVIDENT FINL SVCS INC 18.130 0.59 -0.21 0.14 3.34 0.20 0.52 0.73 48 PFLD PROFESSIONALS DIRECT IN OC-COM 25.000 -0.74 2.24 0.01 5.17 0.68 1.35 -0.15 19 PBNY PROVIDENT NEW YORK BANC 14.980 0.41 1.36 0.05 5.42 0.20 0.70 0.61 60 PVNO PROVISION OPERATION SYS 0.000 7.39 219.42 -0.02 314.17 47.94 170.83 5.23 60 PROX Q PROXIM CORP CL A NEW 0.008 2.12 -9.38 0.05 29.78 1.09 3.87 1.74 60

PRXT PROXITY INC 0.004 9.59 11.64 0.03 157.58 5.75 20.48 6.69 60 PILL PROXYMED INC COM NEW 4.620 1.08 -1.68 0.04 15.80 0.58 2.05 1.05 60 PBIP PRUDENTIAL BANCORP INC 13.400 0.31 1.38 -0.04 6.17 0.70 1.42 0.54 22 PRU PRUDENTIAL FINL INC COM 85.860 0.55 1.46 0.18 3.97 0.14 0.52 0.70 60 PUK PRUDENTIAL PLC ADR 27.730 2.32 -0.17 0.66 5.96 0.22 0.78 1.88 60

PMD PSYCHEMEDICS CORP COM NEW 19.250 0.39 0.42 0.01 8.20 0.30 1.07 0.60 60 IIT PT INDOSAT TBK SPONSORED ADR 38.510 1.04 2.70 0.08 11.24 0.41 1.46 1.02 60 PSIT PSI TECHNOLOGIES HLDGS SPONSORED ADR 1.400 3.58 -1.46 0.23 22.48 0.82 2.92 2.71 60 PUBC PUBLIC CO MGMT CORP 0.210 18.11 84.34 -0.03 519.51 50.60 108.59 12.34 28 GRK PUBLIC CR & REPACKAGED 02-2 7.125%1/27 24.970 0.01 0.04 -0.02 1.67 0.06 0.23 0.35 56

Based on S&P 500 Index Using Straight Regression Page 227 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PSYS PSYCHIATRIC SOLUTIONS I 37.520 0.27 5.08 -0.01 11.85 0.43 1.54 0.52 60 PSDV PSIVIDA LTD SPONSORED ADR 1.950 1.56 -6.48 0.03 11.60 1.22 2.51 1.37 24 POH PUBLIC SERVICE CO OKLA NT SR B 6%2032 24.900 0.03 -0.07 -0.02 2.44 0.14 0.37 0.36 49 PEG PA PUBLIC SVC ELEC & GAS C PFD 4.08% 81.500 0.05 0.47 -0.01 3.63 0.13 0.47 0.37 60 PEG PB PUBLIC SVC ELEC & GAS C PFD 4.18% 81.000 0.29 0.10 0.02 1.98 0.25 0.52 0.53 20

PEG PD PUBLIC SVC ELEC & GAS C PFD 5.05% 92.500 0.11 -0.01 -0.05 2.33 0.31 0.61 0.41 19 PEG PE PUBLIC SVC ELEC & GAS C PFD 5.28% 94.500 0.19 -0.05 -0.01 1.50 0.20 0.39 0.46 19 PEG PUBLIC SVC ENTERPRISE G 66.380 0.61 0.70 0.11 5.88 0.21 0.76 0.74 60 FWJ PUBLIC STEERS TR-MERRIL CTFS1998 7.750 10.450 0.00 0.06 -0.02 2.09 0.08 0.27 0.34 60 RNS PUBLIC STEERS TR-MERRIL CTF 99 REN-C1 26.700 0.02 0.19 -0.02 2.22 0.08 0.29 0.35 60

PSA PUBLIC STORAGE INC 97.500 0.19 1.88 0.00 5.52 0.20 0.72 0.46 60 PSA PG PUBLIC STORAGE INC PFD 1/1000 G 25.850 0.43 -0.13 0.15 1.37 0.25 0.45 0.62 13 PSA PF PUBLIC STORAGE INC PFD F 1/1000 24.850 0.22 -0.15 -0.04 2.72 0.39 0.74 0.48 17 PSA PE PUBLIC STORAGE INC PFD DP 1/1000E 25.400 -0.10 0.04 -0.05 1.97 0.25 0.51 0.27 20 PSA PD PUBLIC STORAGE INC PFD D 1/1000 24.240 0.27 -0.29 -0.02 3.29 0.37 0.75 0.52 23

PSA PC PUBLIC STORAGE INC PFD 1/1000 C 24.940 0.17 -0.11 -0.01 2.00 0.20 0.42 0.45 28 PSA PB PUBLIC STORAGE INC PFD 1/1000 B 26.000 0.03 0.10 -0.03 1.72 0.15 0.34 0.36 30 PSA PA PUBLIC STORAGE INC PFD 1/1000 A 24.450 0.17 -0.08 -0.02 4.05 0.35 0.73 0.45 34 PSA PZ PUBLIC STORAGE INC PFD 1/1000 Z 24.590 0.15 -0.07 -0.02 3.77 0.32 0.68 0.44 34 PSA PX PUBLIC STORAGE INC PFD 1/1000 X 25.220 0.17 -0.08 -0.01 3.02 0.24 0.53 0.45 38

PSA PW PUBLIC STORAGE INC PFD W 1 /1000 25.100 -0.04 0.08 -0.03 2.94 0.22 0.51 0.31 39 PSA PV PUBLIC STORAGE INC PFD 1/1000V7.5 25.450 0.05 0.00 -0.01 1.74 0.09 0.26 0.37 51 PSA PU PUBLIC STORAGE INC PFD 1/1000 U 24.980 0.03 0.01 -0.01 1.67 0.06 0.22 0.36 59 PSA PT PUBLIC STORAGE INC PFD 1/1000 T 24.980 -0.02 0.04 -0.02 1.65 0.06 0.21 0.33 60 PSA A PUBLIC STORAGE INC COM A DP1/1000 26.270 0.05 -0.05 -0.01 2.19 0.08 0.28 0.37 60

PUB PUBLICIS S A NEW SPONSORED ADR 42.230 2.12 0.37 0.61 6.07 0.22 0.79 1.74 60 PUDC PUDA COAL INC COM NEW 1.340 4.89 2.08 0.02 35.31 4.21 8.58 3.58 21 PSD PUGET ENERGY INC NEW 25.360 0.33 0.18 0.08 3.71 0.14 0.48 0.56 60 PULB PULASKI FINL CORP 15.930 0.43 1.84 0.06 5.52 0.20 0.72 0.62 60 PHM PULTE HOMES INC 33.120 0.95 1.81 0.13 8.28 0.30 1.08 0.97 60

Based on S&P 500 Index Using Straight Regression Page 228 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PMMA Y PUMA AG RUDOLF DASSLER SPONSORED ADR 391.300 1.69 0.94 0.18 6.56 0.67 1.41 1.46 25 PFTI PURADYN FILTER TECHNOLO 0.580 0.28 -0.60 -0.02 26.92 0.98 3.50 0.52 60 PROE Q PURCHASEPRO COM INC COM NEW 0.060 3.65 0.41 0.08 41.26 1.51 5.36 2.75 60 PPMC PURCHASE PT MEDIA CORP 0.015 2.19 13.81 -0.02 85.12 6.01 14.22 1.79 44 PURE PURE BIOSCIENCE 2.640 1.94 3.36 0.04 28.98 1.06 3.77 1.62 60

PUCN F PURE CAP INC COM NEW 0.340 9.20 11.27 0.08 102.01 3.72 13.26 6.44 60 PCYO PURECYCLE CORP COM NEW 8.240 -1.84 7.59 0.04 27.24 0.99 3.54 -0.88 60 PDEP PUREDEPTH INC 2.890 50.54 11.60 0.12 196.66 28.03 53.14 33.83 17 PURH PURE H20 INC 0.005 7.36 0.02 -0.01 137.03 10.13 23.27 5.21 41 PREA PURE EARTH INC 8.370 1.74 11.10 -0.07 27.60 4.54 9.09 1.49 14

PYNG F PYNG MEDICAL CORP 0.379 -1.41 5.52 0.00 32.90 1.26 4.45 -0.60 56 QLTI QLT INC 8.460 1.34 -1.62 0.13 11.52 0.42 1.50 1.22 60 QPCP Y QPCORP SPONSORED ADR 17.272 0.75 -1.04 -0.03 5.08 0.91 1.67 0.84 13 PMID PYRAMID BREWERIES INC 3.068 0.26 0.75 -0.01 8.60 0.31 1.12 0.51 60 PDO PYRAMID OIL CO 4.464 1.26 7.28 -0.01 21.67 1.62 3.79 1.17 39

QNBC QNB CORP 25.500 0.19 0.76 0.00 4.70 0.17 0.61 0.46 60 QRSM QRS MUSIC TECHNOLOGIES COMMON 1.235 0.06 5.38 -0.02 31.33 1.14 4.07 0.37 60 QLGC QLOGIC CORP 21.920 2.25 -0.12 0.36 10.50 0.38 1.37 1.83 60 QMCG QMAC ENERGY INC COM NEW 0.120 23.82 115.33 -0.02 896.32 67.19 156.62 16.12 39 QCRH QCR HOLDINGS INC 17.660 0.20 1.55 0.00 6.06 0.22 0.79 0.47 60

QADI QAD INC 8.390 2.11 2.25 0.16 16.32 0.60 2.12 1.74 60 QEPC Q E P INC 5.850 -0.11 1.25 -0.02 11.33 0.41 1.47 0.26 60 QMMI Q COMM INTL INC COM NEW 0.230 0.34 -5.26 -0.01 20.35 0.74 2.65 0.56 60 QSND QSOUND LABS INC COM NEW 4.700 2.45 6.00 0.06 31.57 1.15 4.10 1.96 60 QSGI QSGI INC 1.270 9.56 -4.23 0.13 48.82 3.66 8.53 6.68 39

QCCO QC HLDGS INC 15.960 2.36 -1.18 0.28 7.47 0.67 1.45 1.90 30 QD QUADRAMED CORP 2.760 2.18 1.76 0.04 31.49 1.15 4.09 1.78 60 KWR QUAKER CHEM CORP 22.070 1.10 -0.03 0.23 6.95 0.25 0.90 1.06 60 QTII QUADTECH INTL INC 0.045 15.46 5.10 0.02 146.42 10.80 24.46 10.58 43 QFAB QUAKER FABRIC CORP NEW 1.180 1.04 -2.28 0.04 15.28 0.56 1.99 1.03 60

Based on S&P 500 Index Using Straight Regression Page 229 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

QCOM QUALCOMM INC 37.790 1.63 0.51 0.32 8.43 0.31 1.10 1.42 60 QLTY QUALITY DISTR INC FLA 13.320 1.52 -0.45 0.00 17.61 1.41 3.08 1.34 38 QPDC QUALITY PRODS INC COM PAR $.0001 3.900 1.17 4.32 0.01 23.92 0.87 3.11 1.11 60 QSII QUALITY SYS INC 37.270 1.27 3.99 0.11 11.89 0.43 1.55 1.18 60 QMRK QUALMARK CORP 1.450 0.70 1.73 0.00 19.17 0.70 2.49 0.80 60

QBAK QUALSTAR CORP 3.420 0.21 -0.53 -0.01 10.24 0.37 1.33 0.48 60 QMXI QUALMAX INC 0.510 0.92 27.10 -0.03 184.61 13.64 31.35 0.95 41 NX QUANEX CORP 34.590 0.89 1.88 0.07 10.19 0.37 1.32 0.93 60 PWR QUANTA SVCS INC 19.670 3.48 1.58 0.38 15.77 0.58 2.05 2.65 60 QTWW QUANTUM FUEL SYS TECH W 1.600 2.09 -0.94 0.06 25.05 1.00 3.49 1.72 54

QTM QUANTUM CORP COM DSSG 2.320 2.48 -2.04 0.30 13.37 0.49 1.74 1.98 60 QTCE QUANTECH ELECTRS CORP COM NEW 0.000 -1.25 -21.15 -0.03 40.15 3.51 7.43 -0.49 33 QMED Q MED 4.600 1.14 -0.53 0.04 17.56 0.64 2.28 1.09 60 IQW QUEBECOR WORLD INC COM NON-VTG 11.560 0.66 -0.88 0.04 9.56 0.35 1.24 0.77 60 QENC QUEENCH INC 0.000 2.10 21.46 -0.01 140.01 5.11 18.20 1.73 60

QTRA Q QUENTRA NETWORKS INC 0.000 -1.73 29.47 -0.02 248.74 9.07 32.33 -0.81 60 QPSA QUEPASA CORP COM NEW 9.500 1.63 8.46 0.00 47.27 1.72 6.14 1.42 60 QRCP QUEST RESOURCE CORP COM NEW 10.100 0.22 3.66 -0.01 15.54 0.57 2.02 0.48 60 DGX QUEST DIAGNOSTICS INC 53.000 0.30 0.82 0.00 7.49 0.27 0.97 0.54 60 QSFT QUEST SOFTWARE INC 14.650 2.01 -0.60 0.28 11.39 0.42 1.48 1.67 60

STR QUESTAR CORP 83.050 0.67 1.95 0.11 6.25 0.23 0.81 0.78 60 QCC QUEST CAP CORP NEW 2.590 0.30 2.57 -0.08 8.76 1.44 2.89 0.53 14 QSC QUESTCOR PHARMACEUTICAL 1.480 1.39 0.33 0.06 17.03 0.62 2.21 1.26 60 QUST Q QUESTRON TECHNOLOGY INC COM NEW 0.000 4.09 32.65 -0.01 183.81 6.71 23.89 3.05 60 QUIK QUICKLOGIC CORP CDT-COM 2.970 2.77 0.95 0.13 24.55 0.90 3.19 2.17 60

QMDT QUICK-MED TECHNOLOGIES 1.300 1.35 6.13 -0.02 68.58 2.93 9.87 1.23 52 KWK QUICKSILVER RESOURCES I 36.590 0.93 3.27 0.06 11.63 0.42 1.51 0.95 60 ZQK QUIKSILVER INC 15.750 0.93 2.21 0.12 8.56 0.31 1.11 0.95 60 QDEL QUIDEL CORP 13.620 1.82 1.79 0.12 16.82 0.61 2.19 1.54 60 QGLY QUIGLEY CORP COM NEW 5.690 1.93 3.05 0.06 24.51 0.89 3.19 1.62 60

Based on S&P 500 Index Using Straight Regression Page 230 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

LQU QUILMES INDL QUINSA SOC SP ADR CL B 65.960 0.34 3.24 0.00 10.30 0.38 1.34 0.56 60 LQ QUINENCO S A SPONSORED ADR 16.490 1.07 1.44 0.11 9.98 0.36 1.30 1.04 60 QUIP QUIPP INC 7.160 0.72 -1.07 0.09 7.69 0.28 1.00 0.82 60 QUIX QUIXOTE CORP 19.670 0.60 0.14 0.05 8.14 0.30 1.06 0.74 60 Q QWEST COMMUNICATIONS IN 8.370 3.57 0.46 0.21 23.87 0.87 3.10 2.70 60

RGF R & G FINANCIAL CORP CLASS B 7.650 1.02 -0.15 0.07 12.28 0.45 1.60 1.01 60 RGFC P R & G FINANCIAL CORP PFD PERP A 22.500 0.11 -0.16 -0.01 4.05 0.15 0.53 0.41 60 RGFC O R & G FINANCIAL CORP PFD SER B 22.400 0.24 -0.17 0.01 5.17 0.19 0.67 0.50 60 RGFC N R & G FINANCIAL CORP PFD PERP C7.6% 21.000 0.25 -0.31 0.03 4.10 0.15 0.53 0.50 60 QVDX QUOVADX INC 2.820 3.35 -0.81 0.29 18.46 0.67 2.40 2.56 60

RAS RAIT FINANCIAL TRUST 34.480 0.43 1.29 0.04 6.44 0.23 0.84 0.62 60 RAS PA RAIT FINANCIAL TRUST PFD A 7.75% 25.250 0.02 -0.01 -0.03 1.14 0.10 0.20 0.35 34 RAS PB RAIT FINANCIAL TRUST PFD B 8.375% 25.750 0.11 0.01 0.00 1.08 0.11 0.23 0.41 27 RCMT RCM TECHNOLOGIES INC COM NEW 5.990 0.82 0.78 0.04 12.26 0.45 1.59 0.88 60 RCNI RCN CORP COM NEW 30.150 2.46 -0.55 0.39 6.02 0.61 1.30 1.97 25

RCRC RC2 CORP 44.000 0.84 2.51 0.04 12.13 0.44 1.58 0.89 60 RFIL RF INDS LTD COM PAR $0.01 7.300 2.18 1.94 0.20 15.18 0.55 1.97 1.78 60 RFMI RF MONOLITHICS INC 4.500 0.78 1.70 0.01 18.21 0.66 2.37 0.85 60 RGCO RGC RES INC 25.350 0.01 0.47 -0.02 4.16 0.15 0.54 0.35 60 RHD R H DONNELLEY CORP COM NEW 62.730 0.59 1.22 0.11 5.72 0.21 0.74 0.73 60

RGMI RG AMER INC COM NEW 0.180 6.55 9.39 0.00 99.36 6.29 16.39 4.68 46 RLI RLI CORP 56.420 0.14 1.67 -0.01 6.11 0.22 0.79 0.43 60 RHR RMR HOSPITALITY REAL ES 22.950 0.65 0.03 0.10 3.56 0.31 0.66 0.77 33 RES RPC INC 16.880 1.44 2.27 0.13 12.52 0.46 1.63 1.29 60 RPM RPM INTL INC 20.890 0.87 0.51 0.18 6.33 0.23 0.82 0.91 60

RSGC RS GROUP COS INC 0.005 2.44 -10.79 0.01 30.13 2.13 5.03 1.96 44 RTI RTI INTL METALS INC 78.220 1.17 3.74 0.10 11.92 0.43 1.55 1.11 60 RTWI RTW INC COM NEW 9.020 0.00 4.32 -0.02 23.24 0.85 3.02 0.33 60 RTHG R-TEC HLDG INC 0.007 3.93 5.13 0.02 71.81 2.62 9.33 2.94 60 RWEO Y RWE AG SPONSORED ADR 109.600 0.92 2.46 0.12 4.52 0.39 0.81 0.95 35

Based on S&P 500 Index Using Straight Regression Page 231 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

RDEG F RADIANT ENERGY CORP 0.053 3.34 17.26 -0.03 107.91 9.77 20.83 2.55 28 RMGC RMG CAP CORP 22.100 -1.62 1.73 0.04 13.18 1.05 2.33 -0.73 37 RFMD RF MICRODEVICES INC 6.790 3.03 -1.23 0.34 14.88 0.54 1.93 2.34 60 RACK RACKABLE SYS INC 30.970 3.79 4.19 0.03 22.56 2.98 5.88 2.85 19 RDN RADIAN GROUP INC 53.910 1.32 0.14 0.33 6.55 0.24 0.85 1.21 60

RADS RADIANT SYSTEMS INC 10.440 1.91 0.18 0.19 13.56 0.49 1.76 1.60 60 RTSX RADIATION THERAPY SVCS 31.520 0.62 3.05 -0.03 14.86 1.33 2.87 0.75 31 ROIA RADIO ONE INC CLASS A 6.750 0.86 -1.58 0.10 8.71 0.32 1.13 0.91 60 ROIA K RADIO ONE INC CL D NON VTG 6.740 0.91 -1.56 0.11 8.65 0.32 1.12 0.94 60 RSH RADIOSHACK CORP 16.780 1.10 -1.04 0.19 7.80 0.28 1.01 1.07 60

RSYS RADISYS CORP 16.670 3.64 -0.20 0.48 13.27 0.48 1.72 2.75 60 RDUF F RADIUS GOLD INC 0.410 0.42 -3.24 -0.04 16.48 1.68 3.55 0.62 25 RDNT RADNET INC 4.620 1.90 4.78 0.02 37.02 1.35 4.81 1.60 60 RADN RADYNE CORP COM NEW 10.740 3.61 1.63 0.32 18.40 0.67 2.39 2.73 60 RAE RAE SYS INC 3.200 2.28 3.81 0.10 22.27 0.81 2.90 1.85 60

RRA RAILAMERICA INC 16.080 1.52 0.15 0.22 9.87 0.36 1.28 1.34 60 RMKR RAINMAKER SYSTEMS COM NEW 7.470 0.77 5.23 0.00 24.21 0.88 3.15 0.85 60 RDTA RAINING DATA CORP 3.890 3.51 2.35 0.13 30.52 1.11 3.97 2.66 60 RPFG RAINIER PAC FINL GROUP 19.830 0.49 0.07 0.03 4.51 0.34 0.79 0.66 39 RMBS RAMBUS INC DEL 18.930 2.79 3.30 0.11 26.28 0.96 3.42 2.19 60

RAH RALCORP HLDGS INC NEW 50.890 0.37 1.43 0.02 6.62 0.24 0.86 0.58 60 RAME RAM ENERGY RESOURCES IN 5.510 0.07 0.46 -0.03 4.88 0.44 0.93 0.38 32 RAME U RAM ENERGY RESOURCES IN UNIT EX 051108 6.520 0.31 0.15 -0.03 8.01 0.72 1.53 0.54 32 RPT RAMCO-GERSHENSON PPTYS COM SH BEN INT 38.140 0.25 1.49 0.01 5.21 0.19 0.68 0.50 60 RPT PB RAMCO-GERSHENSON PPTYS PFD SER B % 27.050 0.03 0.12 -0.02 1.94 0.10 0.29 0.36 50

RCOC Q RAMP CORP COM NEW 0.001 1.48 9.00 -0.02 125.46 4.58 16.31 1.32 60 RMTR RAMTRON INTL CORP COM NEW 3.730 1.81 0.78 0.08 19.75 0.72 2.57 1.54 60 RAQC RAND LOGISTICS INC 6.850 0.32 1.23 -0.02 5.07 0.49 1.09 0.55 26 RAQC U RAND LOGISTICS INC UNIT EX 000000 10.900 0.81 1.82 0.00 8.68 0.85 1.84 0.87 27 RAND RAND CAP CORP 3.500 0.86 1.95 0.05 11.64 0.42 1.51 0.91 60

Based on S&P 500 Index Using Straight Regression Page 232 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GOLD RANDGOLD RES LTD ADR 23.460 -0.34 4.96 -0.01 15.10 0.61 2.10 0.11 54 RRC RANGE RES CORP 27.460 0.75 3.88 0.06 9.46 0.35 1.23 0.84 60 RANG Y RANDGOLD & EXPL LTD SPON ADR NEW 2.450 -0.02 3.47 -0.02 21.02 0.77 2.73 0.32 60 RARE RARE HOSPITALITY INTL I 32.930 0.41 1.39 0.03 7.08 0.26 0.92 0.61 60 RPTN RAPTOR NETWORKS TECHNOL 0.870 2.22 -2.45 0.00 28.94 2.14 4.95 1.81 40

RZ RASER TECHNOLOGIES INC 6.120 2.46 5.05 0.00 30.70 2.45 5.37 1.97 38 RAVN RAVEN INDS INC 26.800 0.80 2.73 0.07 9.71 0.35 1.26 0.87 60 RMEI RAVEN MOON ENTMT INC COM PR DEC2006 0.010 -0.24 -20.28 -0.02 70.02 2.55 9.10 0.18 60 RJF RAYMOND JAMES FINANCIAL 30.310 1.22 0.79 0.45 4.74 0.17 0.62 1.15 60 RYN RAYONIER INC 41.050 0.87 1.12 0.25 5.26 0.19 0.68 0.91 60

RTN RAYTHEON CO COM NEW 52.800 0.79 0.69 0.19 5.67 0.21 0.74 0.86 60 ROLL RBC BEARINGS INC 28.660 1.29 2.60 0.04 7.03 1.00 1.90 1.19 17 RDA READERS DIGEST ASSN INC CL A NON VTG 16.700 0.99 -0.69 0.22 6.47 0.24 0.84 0.99 60 RDI READING INTERNATIONAL I CLASS A 8.260 0.11 2.96 -0.01 7.98 0.29 1.04 0.41 60 RDI B READING INTERNATIONAL I CLASS B 8.000 0.24 2.87 -0.01 8.63 0.31 1.12 0.50 60

RMX READY MIX INC 11.100 1.71 -2.00 0.05 8.85 1.26 2.39 1.47 17 RRGI REALITY RACING INC COM NEW 0.100 1.40 -2.51 0.00 37.17 1.36 4.83 1.26 60 RNWK REALNETWORKS INC 10.940 1.83 1.48 0.16 14.18 0.52 1.84 1.55 60 O REALTY INCOME CORP 27.700 0.33 1.02 0.05 4.30 0.16 0.56 0.56 60 O PD REALTY INCOME CORP PFD D 7.375% 26.000 -0.06 0.13 -0.03 1.42 0.13 0.27 0.30 31

UTG REAVES UTIL INCOME FD COM SH BEN INT 24.130 0.34 0.46 -0.01 5.52 0.47 0.99 0.56 35 RA RECKSON ASSOCS RLTY COR 45.600 0.28 1.16 0.02 5.57 0.20 0.72 0.53 60 RCOT Q RECOTON CORP 0.005 1.24 1.82 -0.01 69.94 2.55 9.09 1.16 60 RHT RED HAT INC 23.000 1.77 2.84 0.10 17.91 0.65 2.33 1.51 60 RHCS RED HOT CONCEPTS INC COM NEW 0.030 12.14 29.79 0.02 123.16 9.12 21.06 8.38 40

RLH PA RED LION HOTELS CAPITAL PFD TR 9.5% 26.320 0.16 -0.04 0.02 1.43 0.12 0.26 0.44 35 RLH RED LION HOTELS CORP 12.730 0.17 1.65 -0.01 10.43 0.38 1.36 0.45 60 RRGB RED ROBIN GOURMET BURGE 35.850 1.21 2.05 0.08 12.95 0.52 1.80 1.14 54 RBAK REDBACK NETWORKS INC COM NEW 24.940 4.35 -0.32 0.17 32.88 1.20 4.27 3.22 60 REDE REDENVELOPE INC COM 7.060 1.24 -1.67 0.01 13.61 1.01 2.33 1.16 40

Based on S&P 500 Index Using Straight Regression Page 233 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FRZ REDDY ICE HLDGS INC 25.820 1.20 0.21 0.06 5.93 0.84 1.60 1.13 17 RFLX Y REDFLEX HLDGS LTD SPONSORED ADR 17.850 2.96 -2.96 0.21 9.53 1.27 2.57 2.30 18 HOOK REDHOOK ALE BREWERY 5.200 0.26 2.28 -0.01 10.70 0.39 1.39 0.51 60 REDF REDIFF COM INDIA LTD SPONSORED ADR 18.400 1.23 9.15 0.00 33.00 1.20 4.29 1.15 60 RDXH REDUX HOLDINGS INC 1.890 10.94 23.68 0.02 146.94 8.04 23.50 7.59 43

RDWO REDWOOD CAP BK 20.000 1.01 4.81 -0.02 17.45 1.56 3.33 1.01 32 RWT REDWOOD TR INC 58.080 0.55 1.52 0.06 7.08 0.26 0.92 0.70 60 ENL REED ELSEVIER N V SPONSORED ADR 34.100 0.53 0.52 0.15 4.33 0.16 0.56 0.69 60 RUK REED ELSEVIER P L C SPONSORED ADR 44.040 0.54 0.36 0.13 4.69 0.17 0.61 0.70 60 RLTR REELTIME RENTALS INC 0.085 -1.31 16.23 -0.04 83.63 8.15 17.74 -0.53 27

RSCF REFLECT SCIENTIFIC INC 1.010 3.92 -5.03 0.07 19.16 2.55 5.17 2.94 18 RFXC Q REFCO INC 0.400 0.12 -2.49 -0.07 55.39 7.90 14.97 0.42 17 RBC REGAL BELOIT CORP 52.510 1.40 1.25 0.34 6.87 0.25 0.89 1.27 60 RGC REGAL ENTMT GROUP CLASS A 21.320 0.82 -0.38 0.14 6.74 0.26 0.91 0.88 56 RONE REGAL ONE CORP COM NEW 0.150 -0.49 8.69 -0.02 50.74 1.85 6.60 0.01 60

RAFI REGENCY AFFILIATES INC COM NEW 5.500 2.63 1.55 0.21 17.59 0.64 2.29 2.08 60 REG REGENCY CTRS CORP 78.170 0.27 1.76 0.02 5.03 0.18 0.65 0.51 60 REG PC REGENCY CTRS CORP PFD 1/10 SER 3 25.580 0.05 -0.04 -0.02 2.02 0.13 0.34 0.37 45 REG PD REGENCY CTRS CORP PFD 1/10 SER 4 25.550 0.22 -0.16 0.10 1.14 0.11 0.23 0.48 29 REG PE REGENCY CTRS CORP PFD SR 5 6.70% 25.240 0.59 -0.40 0.19 1.88 0.27 0.51 0.73 17

RGCI REGENT COMMUNICATIONS I 2.830 1.22 -1.56 0.21 8.31 0.30 1.08 1.15 60 REGN REGENERON PHARMACEUTICA 20.070 1.82 1.03 0.06 22.69 0.83 2.95 1.54 60 RTIX REGENERATION TECH INC D 5.860 1.13 0.00 0.05 15.77 0.58 2.05 1.09 60 RGN REGENERX BIOPHARMACEUTI 2.050 1.61 5.63 0.03 26.70 0.97 3.47 1.41 60 REGR F REG TECHNOLOGIES INC 0.480 7.84 4.92 0.06 53.10 4.77 10.33 5.53 30

RGS REGIS CORP MINN 39.540 0.54 0.71 0.07 6.43 0.23 0.84 0.70 60 REF REFAC OPTICAL GROUP 4.000 0.51 1.07 0.01 10.77 0.39 1.40 0.67 60 RHB REHABCARE GROUP INC 14.850 0.44 -0.78 0.01 10.60 0.39 1.38 0.63 60 RF REGIONS FINANCIAL CORP COM 37.400 0.56 0.26 0.16 4.41 0.16 0.57 0.71 60 RGA REINSURANCE GROUP AMER 55.700 0.60 0.73 0.17 4.51 0.16 0.59 0.73 60

Based on S&P 500 Index Using Straight Regression Page 234 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

RGA PA REINSURANCE GROUP AMER PFD TR INC EQ 69.750 0.30 0.46 0.10 3.03 0.11 0.39 0.54 60 RNHD A REINHOLD INDS INC N Y CLASS A 12.450 -0.26 2.71 -0.01 14.37 0.52 1.87 0.17 60 RS RELIANCE STEEL & ALUMIN 39.380 1.40 1.81 0.20 9.66 0.35 1.26 1.27 60 RWC RELM WIRELESS CORP 6.000 0.67 5.54 -0.01 28.59 1.04 3.72 0.78 60 RRI RELIANT ENERGY INC 14.210 2.98 0.86 0.26 17.71 0.65 2.30 2.31 60

RELV RELIV INTL INC 8.680 -1.35 5.76 0.06 16.70 0.61 2.17 -0.55 60 REMC REMEC INC COM NEW 1.320 2.92 -5.53 -0.01 25.17 3.21 6.54 2.27 20 REMI REMEDENT INC 1.510 -0.31 3.45 -0.03 30.74 2.28 5.26 0.13 40 RKNW REMOTE KNOWLEDGE INC 0.500 1.00 0.99 -0.01 35.74 1.30 4.65 1.00 60 RLRN RENAISSANCE LEARNING IN 17.730 1.97 -0.84 0.27 11.22 0.41 1.46 1.64 60

RNST RENASANT CORP 30.630 0.40 0.99 0.07 4.61 0.17 0.60 0.60 60 RHGP RENHUANG PHARMACEUTICAL 2.850 4.93 15.27 0.00 147.86 5.39 19.22 3.61 60 RNGG RENO GOLD CORP COM NEW 0.400 -1.80 5.30 -0.02 54.94 3.33 8.64 -0.86 48 RNVS RENOVIS INC 3.160 3.40 -3.23 0.05 24.14 2.06 4.31 2.59 35 REAL RELIABILITY INC COM 0.180 1.18 -3.97 0.06 14.42 0.53 1.87 1.12 60

RGEN REPLIGEN CORP 2.810 1.66 1.48 0.07 19.71 0.72 2.56 1.44 60 RCII RENT A CTR INC NEW 29.510 0.34 1.52 0.00 8.30 0.30 1.08 0.56 60 RTK RENTECH INC 3.770 0.68 4.78 0.00 20.47 0.75 2.66 0.79 60 RTOK Y RENTOKIL INITIAL PLC SPONSORED ADR 16.050 0.38 -0.62 -0.01 6.02 0.51 1.07 0.59 35 RENT RENTRAK CORP 15.500 1.90 1.46 0.32 9.67 0.35 1.26 1.60 60

REP REPSOL YPF S A SPONSORED ADR 34.500 0.60 1.37 0.12 5.50 0.20 0.72 0.74 60 RPRN REPTRON ELECTRONICS INC COM NEW 0.625 2.16 -3.35 -0.02 40.14 3.44 7.24 1.77 34 RJET REPUBLIC AWYS HLDGS INC 16.780 1.37 0.09 0.04 9.94 0.89 1.89 1.24 32 RBCA A REPUBLIC BANCORP INC KY CLASS A 25.090 0.45 1.31 0.04 6.57 0.24 0.85 0.64 60 RBNC REPUBLIC BANCORP INC 13.460 0.49 0.52 0.09 5.05 0.18 0.66 0.66 60

RBNC P REPUBLIC CAP TR I PFD TR SEC8.6% 25.070 -0.01 -0.03 -0.02 1.68 0.06 0.22 0.33 60 FRBK REPUBLIC FIRST BANCORP 12.949 0.44 2.22 0.03 7.44 0.27 0.97 0.63 60 RPB REPUBLIC PROPERTY TR 11.540 2.02 -2.14 0.23 5.28 0.95 1.74 1.68 13 RPRS REPUBLIC RES INC NEV 0.030 -1.08 15.05 -0.02 122.22 4.46 15.89 -0.38 60 RSG REPUBLIC SVCS INC CLASS A 40.670 0.75 1.03 0.23 4.84 0.18 0.63 0.84 60

Based on S&P 500 Index Using Straight Regression Page 235 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

REFR RESEARCH FRONTIERS INC 5.480 1.45 -0.98 0.07 17.45 0.64 2.27 1.30 60 RSCR RES-CARE INC 18.150 1.03 1.62 0.06 13.45 0.49 1.75 1.02 60 RIMM RESEARCH IN MOTION LTD 127.780 2.84 4.21 0.35 13.65 0.50 1.77 2.22 60 RSTO RESTORATION HARDWARE IN 8.510 2.71 0.85 0.23 17.35 0.63 2.25 2.13 60 RSRV RESERVE PETE CO 162.000 3.52 9.44 -0.08 67.23 12.07 22.16 2.67 13

RSSY F RESIN SYS INC 0.700 -1.27 6.44 0.01 30.48 1.11 3.96 -0.50 60 RMD RESMED INC 49.220 0.94 0.98 0.14 7.82 0.29 1.02 0.96 60 RTCI RESORT CLUBS INTL INC COM PAR$0.001 0.300 1.84 23.70 -0.05 105.75 10.93 24.00 1.56 21 RSFF RESOLVE STAFFING INC COM NEW 2.990 -0.98 13.02 -0.05 37.78 4.28 8.70 -0.31 22 REXI RESOURCE AMER INC CLASS A 26.400 0.80 2.18 0.05 11.12 0.41 1.45 0.86 60

RECN RESOURCES CONNECTION IN 31.840 1.37 1.61 0.15 11.09 0.40 1.44 1.24 60 RESP RESPIRONICS INC 37.750 0.41 1.32 0.04 5.98 0.22 0.78 0.61 60 ROIX RESPONSE ONCOLOGY INC COM PAR $0.01 0.001 2.99 49.65 -0.02 383.88 14.00 49.90 2.32 60 RPBI F RESPONSE BIOMEDICAL COR 0.648 5.34 -2.15 0.17 19.18 2.45 4.99 3.88 20 RVI RETAIL VENTURES INC 19.040 2.30 3.12 0.16 18.12 0.66 2.35 1.86 60

RVP RETRACTABLE TECHNOLOGIE 2.890 0.74 -0.01 0.00 18.86 0.69 2.45 0.83 60 RUN REUNION INDS INC 0.388 2.33 5.42 0.03 38.80 1.42 5.04 1.88 60 RTRS Y REUTERS GROUP PLC SPONSORED ADR 52.240 2.32 -0.20 0.31 11.99 0.44 1.56 1.87 60 REV REVLON INC CLASS A 1.280 1.76 -1.86 0.12 16.09 0.59 2.09 1.51 60 RWRD REWARD ENTERPRISES INC COM NEW 0.001 6.66 -12.99 0.08 37.88 3.69 8.04 4.75 27

IRN REWARDS NETWORK INC 6.950 1.19 1.81 0.04 17.01 0.62 2.21 1.13 60 RSC REX STORES CORP 17.740 1.62 -0.15 0.26 9.57 0.35 1.24 1.41 60 RXHN REXAHN PHARMACEUTICALS 1.350 0.92 3.44 -0.05 42.91 5.48 11.16 0.95 20 REXM Y REXAM PLC SP ADR NEW2001 52.050 0.06 1.35 -0.02 6.82 0.25 0.89 0.38 60 REXL REXHALL INDS INC 0.190 0.81 -1.99 0.00 25.40 0.93 3.30 0.87 60

RAI REYNOLDS AMERICAN INC 65.470 0.75 1.56 0.07 9.05 0.33 1.18 0.84 60 RTGI RHEOLOGICS TECH INC 0.020 14.41 26.03 0.09 147.34 5.37 19.15 9.89 60 RHOI RHINO OUTDOOR INTL INC 0.300 9.84 25.64 0.01 226.08 8.25 29.39 6.86 60 RHA RHODIA SPONSORED ADR 3.440 1.64 -0.88 0.14 13.99 0.51 1.82 1.42 60 RTHM Q RHYTHMS NETCONNECTIONS 0.000 2.25 24.75 -0.01 167.08 6.10 21.72 1.83 60

Based on S&P 500 Index Using Straight Regression Page 236 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

KRHC RICH COAST INC 0.002 1.11 5.54 -0.01 67.92 2.48 8.83 1.07 60 RELL RICHARDSON ELECTRS LTD 9.110 1.50 -0.44 0.20 10.35 0.38 1.35 1.33 60 RIC RICHMONT MINES INC 2.360 0.50 2.10 0.00 15.89 0.58 2.07 0.67 60 RICK RICKS CABARET INTL INC COM NEW 6.860 0.40 2.29 -0.01 15.93 0.58 2.07 0.60 60 RIGL RIGEL PHARMACEUTICALS I COM NEW 11.870 1.61 -0.41 0.06 20.77 0.76 2.70 1.40 60

RNOW RIGHTNOW TECHNOLOGIES I 17.220 1.63 2.06 0.00 16.55 1.61 3.39 1.42 29 RIMG RIMAGE CORP 26.000 0.85 1.99 0.11 8.08 0.29 1.05 0.90 60 RIN RINKER GROUP LTD SPONSORED ADR 71.050 1.94 1.60 0.16 8.89 0.67 1.55 1.62 39 RNO RIO NARCEA GOLD MINES I 2.450 3.72 -1.49 0.22 13.23 1.13 2.36 2.80 35 RTP RIO TINTO PLC SPONSORED ADR 212.490 0.97 1.52 0.22 6.33 0.23 0.82 0.98 60

RVEP RIO VISTA ENERGY PARTNE 5.190 -0.25 -1.20 -0.04 17.23 1.68 3.65 0.17 27 RISK A RISK GEORGE INDS INC CLASS A 8.350 -0.24 2.83 -0.01 11.08 0.40 1.44 0.18 60 RBA RITCHIE BROS AUCTIONEER 53.540 0.14 2.55 -0.01 5.55 0.20 0.72 0.43 60 RITA RITA MED SYS INC DEL 4.600 2.55 0.05 0.22 16.82 0.61 2.19 2.03 60 RAD RITE AID CORP 5.440 1.41 0.64 0.11 13.71 0.50 1.78 1.27 60

RCBK RIVER CITY BK 10.460 0.42 -0.75 -0.03 6.48 0.74 1.49 0.62 22 RIVR RIVER VY BANCORP 18.050 0.46 0.98 0.04 7.02 0.26 0.91 0.64 60 RVSB RIVERVIEW BANCORP INC 15.200 0.12 1.57 0.00 4.00 0.15 0.52 0.42 60 RIV RIVIERA HLDGS CORP 24.160 0.50 5.95 -0.01 18.04 0.66 2.35 0.67 60 RTC RIVIERA TOOL CO 0.310 0.09 -0.11 -0.02 20.04 0.73 2.61 0.39 60

RHSE ROADHOUSE FOODS INC COM NEW 0.080 8.02 6.35 0.02 85.87 6.06 14.46 5.65 43 RPI ROBERTS REALTY INVS 7.920 0.06 0.57 -0.02 7.95 0.29 1.03 0.37 60 RBN ROBBINS & MYERS INC 45.920 0.72 1.33 0.05 9.82 0.36 1.28 0.81 60 RHI ROBERT HALF INTL INC 37.120 1.70 0.34 0.34 8.30 0.30 1.08 1.46 60 RVSI ROBOTIC VISION SYS INC COM NEW 0.007 4.72 10.17 0.00 117.87 4.30 15.32 3.47 60

RHHB Y ROCHE HLDGS AG BASEL SPONSORED ADR 89.450 0.22 1.43 -0.02 5.08 0.43 0.91 0.48 35 RGE ROCHESTER GAS & ELEC CO MTG BD UU 6.65% 25.410 -0.07 0.05 0.00 1.78 0.07 0.24 0.29 55 ROCM ROCHESTER MED CORP 12.050 0.60 2.66 0.04 9.20 0.34 1.20 0.74 60 RCTF F ROCHESTER RES LTD 1.661 2.25 3.95 0.00 40.58 2.46 6.38 1.83 48 ROAC ROCK OF AGES CORP CLASS A 4.080 0.42 -0.09 0.01 8.79 0.32 1.14 0.62 60

Based on S&P 500 Index Using Straight Regression Page 237 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

RKT ROCK-TENN CO CLASS A 27.110 1.08 1.33 0.09 11.35 0.41 1.47 1.05 60 RKTI ROCKETINFO INC 0.170 -1.42 5.88 -0.01 51.15 1.95 6.92 -0.60 56 ROFO ROCKFORD CORP 2.490 -0.27 -0.76 -0.01 14.99 0.55 1.95 0.16 60 ROK ROCKWELL AUTOMATION INC 61.080 1.04 1.97 0.19 7.45 0.27 0.97 1.03 60 RCKB ROCKVILLE FINL INC 17.850 1.87 0.68 0.16 6.88 0.88 1.79 1.58 20

COL ROCKWELL COLLINS INC 63.290 0.51 1.99 0.06 6.46 0.24 0.84 0.67 60 RMTI ROCKWELL MEDICAL TECH 7.130 1.35 3.91 0.04 20.26 0.74 2.63 1.23 60 ROC ROCKWOOD HLDGS INC 25.260 -0.16 1.91 -0.06 6.96 0.99 1.88 0.23 17 RCKY ROCKY BRANDS INC 16.120 1.54 2.20 0.12 13.81 0.50 1.80 1.36 60 RMCF ROCKY MNT CHOCOLATE FAC COM PAR $0.03 14.700 0.76 2.54 0.02 13.69 0.50 1.78 0.84 60

RBLG ROEBLING FINL CORP INC 12.450 -0.56 1.00 -0.02 12.29 1.05 2.17 -0.03 36 RSTI ROFIN SINAR TECHNOLOGIE 60.460 1.72 3.13 0.21 11.71 0.43 1.52 1.48 60 RG ROGERS COMMUNICATIONS I CLASS B 59.600 1.98 1.80 0.49 7.16 0.26 0.93 1.65 60 ROG ROGERS CORP 59.150 1.33 1.07 0.21 8.89 0.32 1.16 1.22 60 ROH ROHM & HAAS CO 51.120 1.07 0.42 0.32 5.42 0.20 0.71 1.04 60

ROL ROLLINS INC 22.110 0.36 1.60 0.02 6.65 0.24 0.86 0.58 60 RYCE Y ROLLS ROYCE GROUP PLC SPONSORED ADR 44.600 1.59 1.13 0.22 5.70 0.49 1.02 1.39 35 ROME ROME BANCORP INC NEW 12.750 0.25 1.61 0.01 5.22 0.19 0.68 0.50 60 RNCP RONCO CORPORATION 1.010 2.47 -1.70 -0.03 40.27 4.11 8.67 1.97 25 RONC RONSON CORP COM NEW 2.050 0.54 2.38 -0.01 23.31 0.85 3.03 0.69 60

RGRP ROO GROUP INC COM NEW 3.050 1.36 2.10 -0.01 44.46 1.62 5.78 1.24 60 ROP ROPER INDS INC NEW 50.240 1.26 0.94 0.36 5.94 0.22 0.77 1.17 60 RNGZ Y ROSNEFTEGAZSTROY JSC ADR SPON NEW 0.700 2.25 -0.99 -0.04 22.63 3.37 6.51 1.83 16 ROST ROSS STORES INC 29.300 0.91 0.93 0.16 7.17 0.26 0.93 0.94 60 ROS ROSTELECOM OPEN JT STK SPONSORED ADR 45.500 0.87 4.00 0.05 12.09 0.44 1.57 0.91 60

ROHI ROTECH HEALTHCARE INC 2.240 0.57 -1.97 -0.01 20.36 0.82 2.83 0.71 54 RMI ROTONICS MFG INC COMMON 2.940 -0.05 3.39 -0.02 13.42 0.49 1.74 0.30 60 RGID Q ROUGE INDS INC DEL CLASS A 0.005 6.09 20.96 0.00 172.01 6.27 22.36 4.37 60 RDC ROWAN COS INC 33.200 1.10 0.83 0.18 8.09 0.29 1.05 1.07 60 RBPA A ROYAL BANCSHARES PA INC CLASS A 26.280 0.24 0.83 0.00 5.74 0.21 0.75 0.49 60

Based on S&P 500 Index Using Straight Regression Page 238 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

RY ROYAL BK CDA MONTREAL Q 47.650 0.67 1.64 0.23 4.21 0.15 0.55 0.78 60 RBS PE ROYAL BK SCOTLAND GROUP SP ADR PREF E 25.000 -0.10 -0.03 0.02 2.05 0.07 0.27 0.27 60 RBS PP ROYAL BK SCOTLAND GROUP ADR PFD SER P 25.440 0.04 0.15 -0.08 2.22 0.37 0.73 0.37 14 RBS PN ROYAL BK SCOTLAND GROUP ADR PREF SER N 25.450 0.08 0.00 -0.05 2.04 0.26 0.53 0.39 20 RBS PL ROYAL BK SCOTLAND GROUP SP ADR L RP PF 24.150 0.13 -0.11 -0.02 3.15 0.23 0.53 0.42 43

RBS PM ROYAL BK SCOTLAND GROUP SP ADR PREF M 25.500 0.15 -0.08 -0.01 1.66 0.16 0.34 0.44 29 RBS PF ROYAL BK SCOTLAND GROUP SPON ADR F 25.370 -0.05 0.01 -0.01 2.14 0.08 0.28 0.30 60 RBS PK ROYAL BK SCOTLAND GROUP SP ADR PFD K 24.970 -0.05 0.00 -0.01 1.89 0.07 0.25 0.31 60 RBS PH ROYAL BK SCOTLAND GROUP ADR SPON PREF H 25.280 -0.04 0.04 0.00 1.10 0.04 0.14 0.31 60 RBS PG ROYAL BK SCOTLAND GROUP SPON ADR PRF G 24.980 0.00 -0.01 -0.02 1.14 0.04 0.15 0.34 60

RDSM Y ROYAL DSM N V SPON ADR 12.300 1.95 3.89 0.02 17.94 1.53 3.20 1.63 35 RDS B ROYAL DUTCH SHELL PLC SPON ADR B 71.150 0.70 0.07 -0.01 5.66 0.75 1.53 0.80 18 RDS A ROYAL DUTCH SHELL PLC SPONS ADR A 70.790 0.73 0.21 0.00 5.35 0.71 1.44 0.82 18 RYFL ROYAL FINL INC 16.240 0.47 0.80 0.14 2.06 0.22 0.45 0.65 24 RGLD ROYAL GOLD INC COMMON 35.980 -0.06 4.69 -0.02 17.49 0.64 2.27 0.30 60

KPN ROYAL KPN NV SPONSORED ADR 14.260 0.75 1.62 0.16 5.80 0.21 0.75 0.83 60 ROYL ROYALE ENERGY INC COM NEW 3.500 1.23 1.79 0.02 22.57 0.82 2.93 1.15 60 RFO PA ROYCE FOCUS TR PFD 6.00% 25.350 0.26 -0.15 0.01 2.72 0.22 0.48 0.51 38 RVT PB ROYCE VALUE TR INC PFD STK 5.90% 24.120 0.13 -0.16 -0.01 2.51 0.19 0.44 0.42 39 RMT PA ROYCE MICRO-CAP TR INC PFD STK 6.00% 24.420 0.18 -0.20 0.00 2.36 0.18 0.41 0.46 39

RUBO RUBIOS RESTAURANTS INC 9.850 -0.26 3.03 -0.01 15.48 0.56 2.01 0.17 60 RI RUBY TUESDAY INC 27.440 0.61 0.61 0.04 8.70 0.32 1.13 0.74 60 RDK RUDDICK CORP 27.750 0.80 0.77 0.21 5.31 0.19 0.69 0.87 60 RTEC RUDOLPH TECHNOLOGIES IN 15.920 2.91 -1.23 0.39 12.76 0.47 1.66 2.27 60 RFHB RUMSON-FAIR HAVEN BK & 10.250 0.14 2.29 -0.02 15.40 0.93 2.42 0.43 48

RURL RURAL / METRO CORP 8.120 1.39 9.71 0.00 42.16 1.54 5.48 1.26 60 RBNF RURBAN FINL CORP CDT-SHS 10.770 0.75 -0.51 0.17 5.79 0.21 0.75 0.84 60 RUSH A RUSH ENTERPRISES INC CLASS A 16.920 1.13 2.49 0.10 10.54 0.42 1.47 1.09 54 RUSH B RUSH ENTERPRISES INC CLASS B 15.780 1.03 2.33 0.08 11.53 0.42 1.50 1.02 60 RCCC RURAL CELLULAR CORP CLASS A 13.140 3.05 4.37 0.07 36.23 1.32 4.71 2.36 60

Based on S&P 500 Index Using Straight Regression Page 239 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

RUS RUSS BERRIE & CO 15.450 0.67 -0.84 0.04 9.95 0.36 1.29 0.78 60 RUTH RUTHS CHRIS STEAK HSE I 18.280 2.10 -1.62 0.16 7.29 1.04 1.97 1.73 17 RXPC RX PROCESSING CORP 0.038 -1.38 18.98 -0.03 86.19 7.74 16.77 -0.58 30 RYAA Y RYANAIR HLDGS PLC SPONSORED ADR 81.500 0.59 1.80 0.03 9.77 0.36 1.27 0.73 60 R RYDER SYS INC 51.060 0.57 1.42 0.06 7.06 0.26 0.92 0.72 60

RYI RYERSON INC 25.090 1.77 1.50 0.21 12.02 0.44 1.56 1.51 60 RYL RYLAND GROUP INC 54.620 1.16 1.87 0.15 9.49 0.35 1.23 1.11 60 SKFB S&K FAMOUS BRANDS INC 12.250 0.98 0.67 0.09 10.56 0.39 1.37 0.99 60 BEP S&P 500 COVERED CALL FD 18.900 0.57 -0.64 0.06 3.25 0.37 0.75 0.71 22 GRE S & P 500 GEARED FD INC 18.770 0.03 -0.16 -0.04 4.68 0.46 0.99 0.36 27

STBA S & T BANCORP INC 34.670 0.40 0.51 0.10 3.91 0.14 0.51 0.60 60 SBEI SBE INC COM NEW 0.400 -1.05 8.32 -0.01 47.03 1.72 6.11 -0.36 60 SBAC SBA COMMUNICATIONS CORP CLASS A 27.500 2.79 4.80 0.09 29.24 1.07 3.80 2.18 60 SBTB SBT BANCORP INC CONN 30.100 -0.02 1.02 -0.02 4.72 0.18 0.64 0.32 55 SBDN SBD INTL INC 0.031 7.60 1.98 0.00 149.15 8.32 22.73 5.37 48

STCN Q SA TELECOMMUNICATIONS I 0.000 0.56 -1.18 -0.01 25.34 0.92 3.29 0.71 60 SCMM SCM MICROSYSTEMS INC 3.110 3.20 -2.05 0.35 15.47 0.56 2.01 2.46 60 SCBT SCBT FINANCIAL CORP 41.730 0.63 1.45 0.12 5.70 0.21 0.74 0.76 60 SCPX Y SCMP GROUP LTD SPONSORED ADR 1.730 -0.38 -0.30 -0.02 7.09 0.61 1.26 0.08 35 SKP SCPIE HLDGS INC 26.140 1.51 0.74 0.07 17.46 0.64 2.27 1.34 60

DDD SCOLR PHARMA INC 4.700 2.82 4.91 0.18 20.90 0.76 2.72 2.21 60 SCOX SCO GROUP INC 1.130 2.73 0.63 0.10 27.60 1.01 3.59 2.14 60 SECX SED INTL HLDGS INC COM NEW 1.300 2.06 2.86 0.04 29.05 1.06 3.78 1.70 60 SEIC SEI INVESTMENTS CO 59.560 1.57 0.16 0.44 6.19 0.23 0.80 1.38 60 SEN SEMCO ENERGY INC 6.100 1.46 -0.75 0.14 12.19 0.44 1.58 1.31 60

SEFL SE FINANCIAL CORP 12.650 -0.36 1.21 0.02 3.21 0.29 0.61 0.10 32 SFBI SFSB INC 9.600 0.71 -0.95 0.15 3.11 0.32 0.67 0.81 25 SGG SGL CARBON AG SPONSORED ADR 8.210 2.38 0.96 0.28 13.39 0.49 1.74 1.91 60 SIFI SI FINL GROUP INC 12.270 1.40 -0.74 0.31 4.01 0.39 0.85 1.26 27 SINT SI INTL INC 32.420 1.84 0.89 0.15 10.88 0.59 1.64 1.56 50

Based on S&P 500 Index Using Straight Regression Page 240 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SJW SJW CORP 38.760 0.70 1.62 0.12 6.42 0.23 0.83 0.80 60 SKFR Y SKF AB SPONSORED ADR 18.630 1.64 1.64 0.20 6.18 0.53 1.10 1.43 35 SKM SK TELECOM LTD SPONSORED ADR 26.480 1.36 0.16 0.28 7.53 0.27 0.98 1.24 60 SLG SL GREEN RLTY CORP 132.780 0.65 2.36 0.15 5.26 0.19 0.68 0.77 60 SLG PC SL GREEN RLTY CORP PFD C 7.625% 25.620 0.09 -0.07 -0.02 1.63 0.13 0.29 0.40 37

SLG PD SL GREEN RLTY CORP PFD D 7.875% 25.750 0.10 0.03 0.01 0.98 0.09 0.19 0.41 32 SLI S L INDS INC 16.250 0.71 1.97 0.04 10.63 0.39 1.38 0.81 60 SLSI SLS INDS INC COM NEW 0.000 2.71 -1.53 0.06 34.36 1.25 4.47 2.13 60 SLM SLM CORP COM 48.770 0.28 0.94 0.02 5.04 0.18 0.66 0.52 60 SLM PA SLM CORP PFD SER A 6.97% 54.300 -0.08 0.15 0.00 2.27 0.08 0.29 0.29 60

JSM SLM CORP SR NT 6% 121543 24.430 -0.14 0.08 -0.02 3.00 0.24 0.53 0.25 37 OSM SLM CORP NT LKD FLT RT 21.700 -0.06 -0.59 -0.05 1.89 0.21 0.43 0.30 22 SLM PB SLM CORP PFD SER B 104.000 -0.05 0.22 -0.05 1.03 0.14 0.28 0.31 18 SLIX Q SLI INC 0.001 0.66 0.68 -0.02 54.24 1.98 7.05 0.77 60 SPSS SPSS INC 30.070 1.36 0.98 0.16 10.70 0.39 1.39 1.24 60

SPW SPX CORP 61.160 1.10 -0.23 0.18 8.17 0.30 1.06 1.07 60 SONE S1 CORPORATION 5.510 1.55 -1.02 0.09 15.92 0.58 2.07 1.37 60 SRSL SRS LABS INC 10.820 0.96 3.00 0.02 18.59 0.68 2.42 0.98 60 SRXA F S R TELECOM INC COM NEW 0.140 4.63 -8.10 0.09 28.20 2.09 4.82 3.41 40 SRX SRA INTL INC CLASS A 26.740 0.24 1.78 -0.01 9.11 0.35 1.23 0.50 56

STRC SRI/SURGICAL EXPRESS IN 5.490 0.11 -0.60 -0.02 15.34 0.56 1.99 0.41 60 SSET SSE TELECOM INC 0.005 9.16 18.14 0.02 170.05 6.20 22.10 6.41 60 WINS SM&A 5.800 0.51 1.91 0.00 12.97 0.47 1.69 0.67 60 SPHG SP HOLDING CORP COM NEW 2.000 2.46 -0.21 0.01 50.09 1.83 6.51 1.96 60 SGSI SSI SURGICAL SRVCS INC 0.340 0.11 9.40 -0.02 49.35 1.80 6.41 0.41 60

STMI Q STM WIRELESS INC 0.001 24.92 41.15 0.08 268.45 9.79 34.90 16.85 60 GJA STRATS TR BELLSOUTH TEL STRATS 2003-1 24.270 0.36 -0.31 0.03 3.27 0.24 0.56 0.58 40 GJD STRATS TR FOR SPRINT SE STRATS A1 6.5% 24.800 -0.19 0.18 -0.01 2.99 0.26 0.53 0.21 35 GJE STRATS TR FOR DOMINION STRATS 5.9 A-1 23.590 0.01 -0.06 -0.03 4.23 0.36 0.75 0.35 35 GJP STRATS TR FOR DOMINION STRT CTF 05-6 23.400 0.20 -0.36 -0.05 1.81 0.33 0.60 0.47 13

Based on S&P 500 Index Using Straight Regression Page 241 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GJN STRATS TR JPMORGAN CAP STRATS 05-2 23.700 0.48 -0.68 0.11 1.92 0.27 0.52 0.65 17 SIVB SVB FINL GROUP 46.620 1.56 0.68 0.37 7.15 0.26 0.93 1.37 60 SABA SABA SOFTWARE INC COM NEW 6.230 1.55 -1.35 0.09 16.47 0.60 2.14 1.37 60 SGRP SPAR GROUP INC 1.220 1.71 1.52 0.03 29.51 1.08 3.84 1.47 60 SWS SWS GROUP INC 35.700 1.81 0.50 0.32 9.34 0.34 1.21 1.54 60

SYBT S Y BANCORP INC 28.000 0.59 0.88 0.11 5.52 0.20 0.72 0.73 60 SYS SYS 2.350 0.29 1.99 -0.01 15.52 0.57 2.02 0.53 60 SBR SABINE ROYALTY TR UNIT BEN INT 42.270 0.18 1.40 -0.01 8.56 0.31 1.11 0.46 60 SBMR Y SABMILLER PLC SPONSORED ADR 23.500 1.70 1.43 0.21 6.28 0.54 1.12 1.47 35 TSG SABRE HLDGS CORP CLASS A 31.890 1.88 -0.77 0.46 7.23 0.26 0.94 1.58 60

SDA SADIA S A SP ADR PFD 30 34.090 1.76 3.20 0.27 10.18 0.37 1.32 1.50 60 SAEB SAEHAN BANCORP CDT-COM 16.000 0.87 2.57 -0.02 12.10 1.23 2.60 0.91 25 SAF SAFECO CORP 62.550 0.35 1.15 0.04 4.98 0.18 0.65 0.57 60 SFE SAFEGUARD SCIENTIFICS I 2.420 3.61 0.01 0.34 17.76 0.65 2.31 2.73 60 SFNT SAFENET INC 23.940 1.83 1.09 0.12 16.73 0.61 2.17 1.55 60

SFPS SAFEPAY SOLUTIONS INC 0.023 5.57 50.92 0.00 173.35 6.32 22.53 4.03 60 SAFT SAFETY INS GROUP INC 50.710 0.53 2.50 0.02 6.94 0.37 1.05 0.69 50 SSYH SAFEGUARD SEC HLDGS INC 0.560 11.04 14.61 0.01 129.05 9.67 22.55 7.65 39 SWY SAFEWAY INC COM NEW 34.560 0.95 -0.36 0.15 7.61 0.28 0.99 0.96 60 SFLK SAFLINK CORP COM NEW 0.126 0.17 -1.74 -0.02 20.28 0.74 2.64 0.45 60

SGA SAGA COMMUNICATIONS CLASS A 9.610 0.40 -0.85 0.03 6.74 0.25 0.88 0.61 60 SGPY Y SAGE GROUP PLC ADR 21.350 1.60 -0.53 0.17 4.76 0.85 1.57 1.40 13 SKCO SAGEMARK COMPANIES LTD 0.650 -1.47 -0.47 0.05 19.57 0.71 2.54 -0.63 60 SGNT SAGENT TECHNOLOGY INC 0.019 3.00 -3.55 0.18 21.94 0.80 2.85 2.32 60 SAIA SAIA INC 23.210 0.54 2.21 0.00 11.41 0.49 1.64 0.70 52

JOE ST JOE CO 53.570 0.69 1.03 0.13 6.11 0.22 0.79 0.79 60 SJKI ST JOHN KNITS INTL INC 32.000 1.02 -2.40 -0.05 9.01 1.62 2.97 1.02 13 SJOE ST JOSEPH CAP CORP 39.390 0.04 2.15 -0.02 6.62 0.24 0.86 0.37 60 STJ ST JUDE MED INC 36.560 0.24 1.17 0.00 6.61 0.24 0.86 0.50 60 SM ST MARY LD & EXPL CO 36.840 0.56 2.18 0.04 7.86 0.29 1.02 0.71 60

Based on S&P 500 Index Using Straight Regression Page 242 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

STA ST PAUL TRAVELERS INC COM 53.690 1.08 0.09 0.35 5.19 0.19 0.68 1.05 60 SKS SAKS INC COM 17.820 1.39 1.09 0.20 9.74 0.36 1.27 1.26 60 SALM SALEM COMMUNICATIONS CO CLASS A 11.950 1.18 -1.03 0.15 9.67 0.35 1.26 1.12 60 CRM SALESFORCE COM INC 36.450 4.63 0.28 0.30 13.80 1.23 2.66 3.41 31 SAL SALISBURY BANCORP INC 37.600 0.31 0.85 0.03 4.90 0.18 0.64 0.54 60

SLXP SALIX PHARMACEUTICALS I 12.170 2.49 0.45 0.23 15.95 0.58 2.07 1.99 60 SLNM SALON MEDIA GROUP INC COM NEW 2.250 1.02 13.49 -0.02 94.86 3.46 12.33 1.01 60 SFP SALTON INC 2.250 2.02 -1.45 0.06 25.42 0.93 3.30 1.67 60 LIV SAMARITAN PHARMACEUTICA 0.210 0.55 4.54 -0.01 32.78 1.20 4.26 0.70 60 SAMC SAMSONITE CORP NEW 1.010 1.44 1.94 0.02 28.41 1.04 3.69 1.29 60

CLD SAN DIEGO CNTY CALIF PE PINES 6.125%32 25.230 0.04 -0.03 -0.02 2.12 0.11 0.32 0.36 51 SDO PC SAN DIEGO GAS & ELEC CO PFD 4.40% 17.950 0.08 0.43 -0.02 4.57 0.29 0.75 0.39 46 SDO PB SAN DIEGO GAS & ELEC CO PFD 4.50% 17.750 -0.27 0.31 -0.02 2.23 0.32 0.60 0.16 17 SDO PA SAN DIEGO GAS & ELEC CO PFD 5.00% 21.550 0.04 0.68 -0.02 5.04 0.18 0.66 0.37 60 SDOG P SAN DIEGO GAS & ELEC CO PFD 4.60% 16.900 -0.38 0.79 -0.01 3.53 0.42 0.86 0.09 21

SDO PH SAN DIEGO GAS & ELEC CO PFD $1.82 27.500 -0.02 0.18 -0.01 1.64 0.06 0.21 0.32 60 SDBK SAN DIEGO TR BK SAN DIE 24.000 -1.91 4.19 0.14 8.59 0.73 1.52 -0.93 36 SANZ SAN HLDGS INC 0.195 1.32 -1.19 0.04 20.38 0.74 2.65 1.21 60 SJQU SAN JOAQUIN BANCORP 38.000 0.25 2.24 0.02 4.54 0.17 0.59 0.50 60 SJT SAN JUAN BASIN RTY TR UNIT BEN INT 32.850 0.38 2.20 0.02 7.58 0.28 0.99 0.59 60

IMI SAN PAOLO-IMI S P A SPONSORED ADR 46.430 1.90 0.95 0.49 6.86 0.25 0.89 1.60 60 SRRY SANCON RES RECOVERY INC 0.110 2.60 -3.59 -0.03 46.80 4.56 10.05 2.06 26 SNDT F SAND TECHNOLOGY INC CL A NEW 0.430 1.40 0.38 0.02 25.69 0.94 3.34 1.27 60 SMHG SANDERS MORRIS HARRIS G 12.770 0.44 1.67 0.02 8.07 0.29 1.05 0.63 60 SAFM SANDERSON FARMS INC 30.290 1.33 1.43 0.14 11.16 0.41 1.45 1.22 60

SNDK SANDISK CORP COM 43.030 2.86 3.68 0.24 17.65 0.64 2.29 2.23 60 SNDS SANDS REGENT 14.950 1.90 3.50 0.15 15.34 0.56 1.99 1.60 60 SDVK Y SANDVIK AB ADR 14.350 1.54 3.33 0.03 12.15 1.04 2.17 1.36 35 SASR SANDY SPRING BANCORP IN CMT-COM 38.180 0.45 0.23 0.09 4.68 0.17 0.61 0.64 60 JBSS SANFILIPPO JOHN B & SON 12.260 1.10 2.16 0.04 15.85 0.58 2.06 1.07 60

Based on S&P 500 Index Using Straight Regression Page 243 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SGMO SANGAMO BIOSCIENCES INC 6.600 3.33 0.96 0.17 24.85 0.91 3.23 2.54 60 SANM SANMINA SCI CORP 3.450 3.15 -2.62 0.40 13.55 0.49 1.76 2.42 60 SNY SANOFI AVENTIS SPONSORED ADR 46.170 0.61 0.58 0.10 5.69 0.23 0.79 0.74 54 SCVE SANTA CLARA VY BK NA CA CDT-COM 14.600 0.24 -1.26 -0.05 5.83 0.70 1.42 0.50 21 SCZC SANTA CRUZ CNTY BK CALI 23.750 0.00 1.18 -0.07 7.16 1.02 1.94 0.34 17

SFF SANTA FE ENERGY TR RCPT DEP UNITS 29.200 0.11 0.59 -0.01 6.19 0.23 0.80 0.41 60 SFEF SANTA FE FINL CORP 17.610 0.00 1.39 -0.05 5.29 0.60 1.22 0.34 22 SLBA SANTA LUCIA BANCORP 28.000 1.86 0.79 0.10 9.78 0.95 2.08 1.57 27 SBP SANTANDER BANCORP 17.850 0.45 0.40 0.01 9.14 0.33 1.19 0.64 60 SNTS SANTARUS INC 7.830 3.61 -2.52 0.14 16.72 1.46 3.09 2.73 33

STD PI SANTANDER FIN PFD S A PFD I 6.41% 25.360 0.35 0.12 0.02 2.87 0.29 0.62 0.57 25 STOS Y SANTOS LIMITED SPONSORED ADR 31.240 0.28 1.65 0.01 6.69 0.24 0.87 0.52 60 SANY Y SANYO ELEC LTD ADR 5 COM 6.250 0.71 -2.05 0.05 9.31 0.34 1.21 0.81 60 SAP SAP AG SPONSORED ADR 53.100 2.94 0.54 0.54 9.59 0.35 1.25 2.28 60 SAPE SAPIENT CORP 5.490 3.28 0.64 0.27 18.75 0.68 2.44 2.51 60

SPP SAPPI LTD SPON ADR NEW 16.770 0.77 0.82 0.10 7.61 0.28 0.99 0.85 60 SLE SARA LEE CORP COM 17.030 0.64 -0.58 0.17 4.81 0.18 0.63 0.76 60 SSAL F SASAMAT CAP CORP 3.450 2.48 37.43 -0.03 152.57 13.64 29.07 1.98 32 SSL SASOL LTD SPONSORED ADR 36.900 0.62 2.45 0.06 7.62 0.28 0.99 0.75 60 SATC SATCON TECHNOLOGY CORP 1.140 1.51 0.49 0.01 34.97 1.28 4.55 1.34 60

SNWP SATELLITE NEWSPAPERS CO 0.003 3.27 38.12 -0.02 314.83 22.22 52.59 2.50 44 DKL SATURN FORD MTR CO 2003 UT A 8.125% 31 19.900 0.43 -0.92 0.05 3.77 0.24 0.63 0.62 45 SAY SATYAM COMPUTER SERVICE ADR 24.010 1.57 2.60 0.18 11.49 0.42 1.49 1.38 60 MJE SATURNS BELLSOUTH CAP20 TR UT 7.125%97 25.050 0.06 0.00 -0.01 1.98 0.07 0.26 0.38 60 MKE SATURNS VERIZON GLB FD TR UN A 7.5%30 25.310 0.00 0.04 -0.02 1.76 0.08 0.25 0.34 53

MJH SATURNS BANKAMERICA DEB TR UNIT 7.25% 25.260 0.05 -0.03 -0.01 1.66 0.06 0.22 0.37 60 MJX SATURNS JP MORGAN CHASE TRUN A 7.125 27 25.890 0.08 0.20 0.00 2.13 0.09 0.30 0.39 54 MJF SATURNS CUMMINS ENGINE TR UN9.25%2098 26.190 -0.01 0.04 -0.02 2.83 0.10 0.37 0.33 60 MJM SATURNS SAFECO TR UNIT 8.25 37 25.040 0.05 0.02 -0.01 2.07 0.08 0.27 0.37 60 MJO SATURNS AON CAP TR SER TR UNIT A 7.5% 25.100 0.02 0.27 -0.02 3.93 0.14 0.52 0.35 58

Based on S&P 500 Index Using Straight Regression Page 244 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

DKT SATURNS ALTRIA GROUP IN UT A 7.125% 27 26.000 -0.03 0.34 -0.02 2.34 0.17 0.39 0.32 42 MKS SATURNS AMERN GEN INSTL TR UN A 6% 45 24.540 0.14 -0.10 -0.01 2.99 0.16 0.45 0.43 50 DKY SATURNS CR SUISS 1ST BS TR UNIT A6.250 25.270 0.18 -0.07 0.02 1.83 0.14 0.31 0.46 40 MJT SATURNS DPL INC 2002-03 TR UT A 7.875% 25.350 -0.07 0.22 -0.01 3.37 0.12 0.45 0.29 57 MJW SATURNS SAFECO CAP TR I TR UNIT 8.250 25.210 0.05 0.07 -0.01 2.82 0.11 0.39 0.37 55

MJV SATURNS DPL CAP TR II S TR UN A 8%2031 25.410 -0.19 0.24 0.01 3.95 0.15 0.53 0.21 56 MJZ SATURNS AT&T WIRELESS 2 TR UNIT 9.25% 26.581 0.23 0.48 0.03 3.74 0.15 0.52 0.49 54 MJY SATURNS DPL CAP TR SER TR UNIT 7.875% 25.450 -0.27 0.53 0.03 4.33 0.17 0.60 0.16 54 HJE SATURNS VERIZON GLOBL F TR UT A 6.125% 24.690 -0.05 0.04 -0.03 3.23 0.27 0.57 0.30 36 MKK SATURNS CR SUISSE FT BO TR UN A 7.00% 25.350 -0.02 0.06 -0.02 1.83 0.08 0.26 0.33 52

DKF SATURNS GOODRICH CORP S TR UNIT CL A 8% 26.270 0.12 0.00 -0.01 2.38 0.15 0.38 0.42 47 DKC SATURNS GEN ELEC CAP CO TR UNIT CL A 6% 24.690 0.07 -0.02 -0.01 2.37 0.13 0.36 0.38 50 DKX SATURNS DAIMLERCHRYSLER UNIT A 7% 2031 24.950 0.39 -0.25 0.03 3.49 0.26 0.60 0.59 40 HJL SATURNS GOLDMAN SACHS C TR UNIT A 6.00 24.300 -0.19 0.51 -0.02 2.99 0.27 0.57 0.21 32 DKW SATURNS GOLDMAN SACHS G UNIT 5.625 33 23.250 0.06 0.09 -0.02 3.82 0.28 0.65 0.38 41

HJA SATURNS HERTZ CORP 2003 UNIT A 7.00%12 23.150 -0.16 0.02 -0.02 3.03 0.24 0.53 0.23 38 DKR SATURNS HERTZ CORP SER UNIT A 7% 2012 23.180 0.04 -0.20 -0.02 2.85 0.21 0.48 0.36 43 DKI SATURNS SPRINT CAP CORP UN A 8.625%32 26.790 0.01 0.22 -0.02 2.29 0.14 0.38 0.35 46 DKP SATURNS GOLDMAN SACHS G UNIT A 6% 2033 24.470 0.08 -0.13 -0.02 2.69 0.19 0.45 0.39 44 DKQ SATURNS MAY DEPT STORES UT A 6.25% 32 24.630 0.42 -0.40 0.06 2.98 0.21 0.50 0.62 44

HJB SATURNS ALTRIA GROUP IN UT A 7.125%27 26.000 -0.18 0.25 0.01 2.05 0.16 0.36 0.22 38 HJK SATURNS BELLSOUTH CP 20 UT A 5.875%31 23.850 0.52 -0.41 0.06 3.40 0.29 0.61 0.68 34 HJG SATURNS GOLDMAN SACHS G TR UTS A 5.75% 23.690 0.01 -0.03 -0.03 3.33 0.28 0.59 0.35 35 HJJ SATURNS GOLDMAN SACHS G TR UT A 6.0% 24.500 0.09 -0.05 -0.03 3.26 0.28 0.59 0.40 34 HJN SATURNS GOLDMAN SACHS C TR UT A 6.125 25.000 0.15 -0.07 -0.03 3.26 0.33 0.70 0.44 25

SHS SAUER-DANFOSS INC 32.250 0.52 2.61 0.02 9.89 0.36 1.29 0.68 60 BFS SAUL CTRS INC 55.190 0.46 1.65 0.04 6.99 0.26 0.91 0.64 60 BFS PA SAUL CTRS INC PFD 1/100 A 8% 25.650 0.26 -0.22 0.03 2.34 0.19 0.41 0.51 38 SAVB SAVANNAH BANCORP INC 27.250 0.00 1.50 -0.02 4.72 0.17 0.61 0.33 60 SVJ SAVANNAH ELEC & PWR CO NT SR G 5.75% 25.020 0.39 -0.34 0.11 1.95 0.20 0.42 0.60 25

Based on S&P 500 Index Using Straight Regression Page 245 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ZERO SAVE THE WORLD AIR INC 0.600 0.50 4.58 -0.01 32.54 1.19 4.23 0.67 60 SVNT SAVIENT PHARMACEUTICALS 11.210 2.11 1.08 0.18 15.56 0.57 2.02 1.74 60 SVYR SAVOY RES CORP 0.008 43.53 143.06 -0.02 131.41 90.42 200.10 29.18 37 SCG SCANA CORP NEW 40.620 0.50 0.48 0.24 3.12 0.11 0.41 0.67 60 SCSC SCANSOURCE INC 30.400 1.31 1.55 0.20 9.15 0.33 1.19 1.20 60

SGK SCHAWK INC CLASS A 19.540 0.33 1.15 0.00 7.99 0.29 1.04 0.55 60 ESHB SCHEIB EARL INC 3.540 -0.14 1.61 -0.01 8.25 0.30 1.07 0.24 60 HSIC SCHEIN HENRY INC 48.980 0.08 1.82 -0.02 6.76 0.25 0.88 0.39 60 SHRG Y SCHERING A G SPONSORED ADR 130.000 0.68 1.57 0.06 8.48 0.31 1.10 0.79 60 SGP SCHERING PLOUGH CORP COM 23.640 0.50 -0.67 0.06 6.56 0.24 0.85 0.67 60

WNI SCHIFF NUTRITION INTL I 6.650 1.08 2.88 0.05 14.29 0.52 1.86 1.05 60 BUNZ Q SCHLOTZSKYS INC 0.004 -0.49 -3.84 -0.02 39.03 1.42 5.07 0.01 60 SLB SCHLUMBERGER LTD COM 63.160 1.18 1.22 0.25 7.08 0.26 0.92 1.12 60 SMIT SCHMITT INDS INC ORE COM NEW 7.360 0.25 4.10 -0.01 17.15 0.63 2.23 0.51 60 SCHN SCHNITZER STL INDS CLASS A 39.700 1.01 4.28 0.04 14.48 0.53 1.88 1.01 60

SCHL SCHOLASTIC CORP 35.840 0.95 -0.57 0.14 7.87 0.29 1.02 0.97 60 SCHS SCHOOL SPECIALTY INC 37.490 0.23 1.14 -0.01 9.10 0.33 1.18 0.49 60 SHFK SCHUFF INTERNATIONAL IN 19.000 2.10 4.15 0.12 19.11 0.70 2.48 1.73 60 SHLM SCHULMAN A INC 22.250 0.79 0.85 0.09 8.16 0.30 1.06 0.86 60 SCHW SCHWAB CHARLES CORP NEW 19.340 1.72 0.06 0.44 6.89 0.25 0.90 1.48 60

SWTZ Y SCHWARZ PHARMA AG SPONSORED ADR 125.200 1.54 3.73 0.06 9.40 0.96 2.02 1.36 25 SWM SCHWEITZER-MAUDUIT INTL 26.050 0.91 0.08 0.16 7.16 0.26 0.93 0.94 60 SCRX SCIELE PHARMA INC 24.000 2.13 2.86 0.08 24.17 0.88 3.14 1.75 60 SCLN SCICLONE PHARMACEUTICAL 3.220 1.88 1.99 0.06 24.26 0.88 3.15 1.58 60 SGMS SCIENTIFIC GAMES CORP CLASS A 30.230 0.79 2.32 0.05 10.56 0.39 1.37 0.86 60

SCND SCIENTIFIC INDS INC 3.500 0.44 3.39 -0.02 11.67 0.86 1.95 0.63 43 SCIL SCIENTIFIC LEARNING COR OC-COM 5.490 0.58 2.61 0.00 14.21 0.52 1.85 0.72 60 SCNG E SCIENTIGO INC 0.115 1.53 -1.32 0.01 32.07 1.17 4.17 1.35 60 SCO SCOR SPONSORED ADR 2.970 2.83 -2.95 0.29 15.49 0.57 2.01 2.21 60 SSEZ Y SCOTTISH & SOUTHERN ENE SPONSORED ADR 30.950 -0.92 1.78 0.00 9.05 0.92 1.95 -0.27 25

Based on S&P 500 Index Using Straight Regression Page 246 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SMG SCOTTS MIRACLE GRO CO CLASS A 51.650 0.73 1.15 0.21 4.89 0.18 0.64 0.82 60 SLGD SCOTTS LIQUID GOLD INC 0.850 0.78 1.86 0.02 13.98 0.51 1.82 0.85 60 SSP SCRIPPS E W CO OHIO CLASS A 49.940 0.48 0.59 0.13 4.26 0.16 0.55 0.66 60 SCRB SEA CONTAINERS LTD CLASS B 1.190 1.29 -2.91 0.06 15.90 0.58 2.07 1.19 60 SCRA SEA CONTAINERS LTD CLASS A 0.700 1.02 -3.35 0.02 17.88 0.65 2.32 1.02 60

SEB SEABOARD CORP 1765.000 1.55 3.32 0.12 13.94 0.51 1.81 1.36 60 SEAB SEABRIGHT INSURANCE HLD 18.010 1.09 1.42 0.01 9.31 0.98 2.01 1.06 24 SEAC SEACHANGE INTL INC 10.220 1.65 -1.26 0.11 15.99 0.58 2.08 1.43 60 SBCF SEACOAST BKG CORP FLA 24.800 0.19 1.12 -0.01 7.18 0.26 0.93 0.46 60 SCFS P SEACOAST CAP TR I PFD TR 8.50% 25.270 0.14 -0.08 0.09 1.45 0.06 0.20 0.43 56

SCCB SEACOAST COMM BK CHULA 12.750 0.22 0.34 -0.03 7.95 0.71 1.53 0.49 31 SEAI SEANA INC 0.410 2.23 102.26 -0.02 724.47 40.42 109.48 1.82 49 CKH SEACOR HOLDINGS INC 99.140 0.71 1.20 0.13 6.29 0.23 0.82 0.81 60 SA SEABRIDGE GOLD INC 14.120 2.56 4.37 0.05 18.01 1.57 3.33 2.04 33 SEE SEALED AIR CORP NEW 64.920 2.14 1.63 0.11 20.30 0.74 2.64 1.75 60

SLIF SEALIFE CORP DEL 0.130 -1.13 8.20 -0.01 64.96 2.37 8.44 -0.41 60 SLWF SEAMLESS WI FI INC 0.003 -0.23 9.02 -0.02 146.80 5.36 19.08 0.18 60 SLSX SEAMLESS TECHNOLOGY INC 0.210 26.78 -8.02 0.04 143.01 21.30 42.37 18.08 15 SRCH SEARCHLIGHT MINERALS CO COM NEW 4.500 11.71 20.77 0.03 82.60 8.72 17.86 8.09 24 SHLP SEARCHHELP INC 0.270 3.82 -1.30 0.08 23.85 1.76 4.05 2.87 41

SHLD SEARS HLDGS CORP 167.930 -0.28 6.92 -0.02 16.30 1.03 2.72 0.15 45 SGEN SEATTLE GENETICS INC 5.330 1.59 0.61 0.08 17.82 0.65 2.32 1.39 60 SECM Z SECOM GEN CORP COM PAR $0.10 N 0.800 1.07 -5.72 -0.01 6.15 1.10 2.03 1.05 13 SOML Y SECOM LTD ADR 105.000 0.77 0.33 0.06 4.90 0.42 0.87 0.85 35 SECD P SECOND BANCORP CAP TR I PFD TR SECS 9.960 -0.03 -0.13 -0.01 2.13 0.08 0.28 0.32 60

SCUR SECURE COMPUTING CORP 6.560 5.11 -0.99 0.54 16.70 0.61 2.17 3.72 60 SLGI SECURELOGIC CORP 0.130 0.92 2.03 -0.01 34.81 1.27 4.52 0.95 60 SCYA SECURITY ASSET CAP CORP 0.001 -0.74 7.84 -0.02 77.67 2.83 10.10 -0.15 60 SFDL SECURITY FED CORP 23.350 -0.32 0.61 -0.02 7.94 0.60 1.39 0.12 39 SBKC SECURITY BANK CORP 22.820 0.13 2.08 -0.01 7.04 0.26 0.91 0.42 60

Based on S&P 500 Index Using Straight Regression Page 247 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SBBK SECURITY BUSINESS BK SA 18.800 1.57 0.11 0.17 6.96 0.51 1.18 1.38 41 SIYF SECURITY FED BANCORP IN 17.500 0.61 0.08 0.03 4.92 0.42 0.89 0.74 34 SCYF SECURITY FINANCING SVCS 0.160 9.15 10.92 -0.03 132.76 15.05 30.57 6.40 22 SFNH SECURITY FIRST INTL HLD 0.500 72.52 17.56 0.08 341.44 45.08 88.98 48.39 19 SITG SECURITY INTELLIGENCE T 0.013 -0.56 15.11 -0.02 93.88 3.42 12.20 -0.03 60

SNLC SECURITY NATL CORP IOWA 92.000 4.20 0.88 0.03 21.68 3.57 7.14 3.12 14 SNFC A SECURITY NATL FINL CORP CL A NEW 5.500 -0.04 3.05 -0.02 17.98 0.66 2.34 0.31 60 SWAT SECURITY W ADVANCED TEC COM 5.444 1.20 -0.48 -0.04 14.94 2.13 4.04 1.14 17 SDNA SEDONA CORP PA 0.170 3.28 1.27 0.08 36.25 1.32 4.71 2.51 60 SGAM Y SEGA SAMMY HLDGS INC SPONSORED ADR 6.750 -1.61 1.17 0.07 9.18 0.94 1.98 -0.73 25

SEKE Y SEIKO EPSON CORP ADR 11.850 0.72 -1.94 0.01 7.07 0.64 1.38 0.81 30 SELA SEITEL INC COM PAR $.01 3.575 1.17 3.95 0.01 11.95 1.07 2.33 1.11 30 SKHS Y SEKISUI HOUSE LTD SPONSORED ADR 14.400 0.81 0.75 0.03 6.89 0.59 1.23 0.88 35 SCSS SELECT COMFORT CORP OC-CAP STK 17.390 0.61 5.58 0.00 18.29 0.67 2.38 0.74 60 SLTC SELECTICA INC 1.770 0.04 -1.44 -0.02 10.68 0.39 1.39 0.37 60

SIGI SELECTIVE INS GROUP INC 57.290 0.73 1.54 0.14 6.24 0.23 0.81 0.82 60 SMI SEMICONDUCTOR MFG INTL SPONSORED ADR 6.440 1.81 -3.22 0.13 8.67 0.74 1.56 1.54 34 SMTC SEMTECH CORP 13.070 2.67 -1.75 0.42 11.04 0.40 1.44 2.10 60 SRE SEMPRA ENERGY 56.040 0.89 1.16 0.33 4.50 0.16 0.59 0.93 60 SNDN SENDTEC INC 0.380 4.16 -13.11 0.04 23.25 3.07 6.06 3.09 19

SMTL SEMITOOL INC 13.310 2.29 0.56 0.24 14.04 0.51 1.83 1.86 60 SNTO SENTO CORP COM NEW 2.290 1.65 2.80 0.01 37.91 1.38 4.93 1.43 60 SENE B SENECA FOODS CORP NEW CLASS B 24.300 -0.11 1.11 -0.01 5.19 0.19 0.67 0.27 60 SENE A SENECA FOODS CORP NEW CLASS A 24.300 -0.46 1.20 0.08 5.00 0.18 0.65 0.03 60 SNT SENESCO TECHNOLOGIES IN COM NEW 1.100 0.64 -0.45 0.01 14.56 0.53 1.89 0.76 60

SNTK Y SENETEK PLC SPONSORED ADR 0.241 0.31 0.57 -0.02 24.53 0.89 3.19 0.54 60 SNH SENIOR HSG PPTYS TR SH BEN INT 24.480 0.80 0.87 0.15 6.37 0.23 0.83 0.86 60 SNMX SENOMYX INC 12.990 1.21 2.43 -0.01 14.91 1.33 2.87 1.14 31 SXT SENSIENT TECHNOLOGIES C 24.600 0.71 0.16 0.16 5.58 0.20 0.73 0.81 60 SNTX SENTEX SENSING TECHNOLO 0.045 1.63 13.90 -0.01 85.94 3.14 11.17 1.42 60

Based on S&P 500 Index Using Straight Regression Page 248 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SGHL SENTIGEN HLDG CORP 3.400 0.47 0.27 0.00 15.14 0.55 1.97 0.65 60 SEPR SEPRACOR INC 61.580 2.03 1.20 0.12 18.86 0.69 2.45 1.68 60 SQA A SEQUA CORPORATION CLASS A 115.060 0.48 1.78 0.01 10.04 0.37 1.30 0.66 60 SQA B SEQUA CORPORATION CLASS B 114.920 0.60 1.39 0.05 8.48 0.31 1.10 0.74 60 SQNM SEQUENOM INC COM NEW 4.680 3.79 -2.26 0.32 19.28 0.70 2.51 2.85 60

SQMT SEQUOIA ASSET MGMT GROU COM NEW 0.001 7.89 53.77 -0.03 268.39 26.09 55.01 5.57 29 SRLS SERACARE LIFE SCIENCES 6.470 0.92 2.24 0.01 18.53 0.68 2.41 0.95 60 SFXC SEREFEX CORP 0.031 0.75 12.50 -0.02 78.00 2.85 10.14 0.83 60 SRA SERONO S A SPONSORED ADR 22.280 1.73 -0.34 0.49 6.31 0.23 0.82 1.48 60 SCI SERVICE CORP INTL 10.250 1.51 1.59 0.13 13.09 0.48 1.70 1.34 60

SERC SERVICE BANCORP INC 30.300 0.37 1.44 0.03 6.06 0.22 0.79 0.59 60 SVCF SERVICE 1ST BANCORP 19.250 -0.43 3.56 -0.05 12.04 1.54 3.13 0.06 20 SVM SERVICEMASTER CO 13.110 0.71 -0.17 0.13 6.12 0.22 0.79 0.81 60 SERV SERVIDYNE INC 4.180 0.79 0.63 0.04 11.35 0.41 1.48 0.86 60 SVT SERVOTRONICS INC 8.290 0.81 1.79 0.01 17.49 0.64 2.27 0.87 60

SVBI SEVERN BANCORP ANNAPOL 19.220 -0.03 2.96 -0.02 8.64 0.32 1.12 0.32 60 SNDA SHANDA INTERACTIVE ENTM SPONSORED ADR 21.670 0.07 2.02 -0.03 15.92 1.42 3.03 0.38 32 SHAL Y SHANGRI LA ASIA LTD SPONSORED ADR 52.000 1.37 1.86 0.09 7.44 0.76 1.60 1.25 25 SHCA Y SHARP CORP ADR 17.500 1.48 -1.86 0.06 9.44 0.81 1.68 1.32 35 SHRP SHARPER IMAGE CORP 9.250 0.79 0.25 0.02 13.97 0.51 1.82 0.86 60

SCOM SHARPS COMPLIANCE CORP 2.450 1.11 2.55 0.01 24.62 0.90 3.20 1.07 60 SGR SHAW GROUP INC 33.500 1.66 0.98 0.15 13.39 0.49 1.74 1.44 60 SJR SHAW COMMUNICATIONS INC CL B CONV 31.710 1.61 0.41 0.41 6.87 0.25 0.89 1.40 60 SVSO SHEERVISION INC 0.950 2.11 6.76 0.01 49.41 1.80 6.42 1.74 60 SHRN SHELRON GROUP INC 0.023 1.84 21.94 -0.01 123.31 4.50 16.03 1.56 60

SHEN SHENANDOAH TELECOMMUNIC CDT-COM 47.010 1.09 1.79 0.07 12.77 0.47 1.66 1.06 60 STLO F SHEP TECHNOLOGIES INC 0.006 -0.83 16.43 -0.02 118.49 4.32 15.40 -0.21 60 SHW SHERWIN WILLIAMS CO 63.580 0.92 1.19 0.29 5.02 0.18 0.65 0.95 60 SHDB SHERWOOD BRANDS INC CLASS A 0.350 1.18 -1.34 0.00 31.74 1.16 4.13 1.12 60 SHLO SHILOH INDS INC 18.950 1.82 4.87 0.09 19.06 0.70 2.48 1.54 60

Based on S&P 500 Index Using Straight Regression Page 249 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SHNZ Y SHIN CORPORATION SPONS ADR NEW 2.750 1.22 -1.42 0.03 9.78 0.84 1.75 1.15 35 SHG SHINHAN FINANCIAL GROUP SPN ADR RESTRD 103.340 1.42 2.41 0.13 7.21 0.53 1.23 1.28 40 SKLK Y SHINSEI BANK LTD TOKYO SPONSORED ADR 11.950 0.62 -0.93 0.00 6.38 0.65 1.37 0.75 25 SHPG Y SHIRE PLC SPONSORED ADR 61.760 0.96 0.93 0.12 8.92 0.33 1.16 0.97 60 SSDO Y SHISEIDO LTD SPONSORED ADR 21.600 0.47 1.71 0.00 5.96 0.51 1.06 0.65 35

SHZU Y SHIZUOKA BK LTD ADR 100.000 -1.12 2.14 0.11 4.81 0.63 1.25 -0.41 19 SCVL SHOE CARNIVAL INC 31.600 0.96 1.73 0.06 11.79 0.43 1.53 0.97 60 SHOE SHOE PAVILION INC 7.380 0.03 4.32 -0.02 16.73 0.61 2.17 0.36 60 LODG SHOLODGE INC 5.500 0.43 0.27 0.01 10.07 0.37 1.31 0.62 60 SHBI SHORE BANCSHARES INC 30.160 0.10 1.75 -0.01 7.22 0.26 0.94 0.40 60

SHRC SHORE COMMUNITY BANK NJ 16.050 0.71 2.98 0.02 13.16 0.48 1.71 0.81 60 SHBK SHORE FINL CORP 14.706 0.20 1.50 0.00 6.29 0.23 0.82 0.47 60 SHFL SHUFFLE MASTER INC 26.200 0.88 2.43 0.07 10.46 0.38 1.36 0.92 60 SHMT SHUMATE INDUSTRIES INC 1.330 -0.30 1.60 -0.02 38.30 1.40 5.03 0.14 59 SHTG Y SHUN TAK HLDGS LTD SPONSORED ADR 15.100 2.74 2.30 0.12 13.43 1.15 2.42 2.15 34

SBTL Y SIBIRTELECOM OPEN JOINT SPONSORED ADR 88.000 1.27 2.33 0.01 11.17 1.14 2.40 1.18 25 SBON SIBONEY CORP 0.110 0.83 -1.61 0.02 15.22 0.56 1.98 0.89 60 SIEB SIEBERT FINL CORP 3.870 1.25 0.25 0.08 13.47 0.49 1.75 1.16 60 SI SIEMENS A G SPONSORED ADR 98.550 2.09 0.23 0.63 5.73 0.21 0.75 1.72 60 BSRR SIERRA BANCORP 29.340 -0.03 2.74 -0.02 8.21 0.30 1.07 0.31 60

SIE SIERRA HEALTH SVCS INC 36.040 -0.54 4.76 0.00 13.27 0.48 1.73 -0.02 60 SRP SIERRA PAC RES NEW 16.830 2.00 0.43 0.26 11.81 0.43 1.54 1.66 60 SWIR SIERRA WIRELESS INC COM 14.060 4.97 1.85 0.29 27.02 0.99 3.51 3.63 60 SIF SIFCO INDS INC 5.180 1.97 0.12 0.20 13.56 0.49 1.76 1.64 60 SIAL SIGMA ALDRICH CORP 77.720 0.47 1.04 0.12 4.33 0.16 0.56 0.65 60

SIFY SIFY LTD SPONSORED ADR 9.530 4.38 3.24 0.15 35.26 1.29 4.58 3.24 60 SIGM SIGMA DESIGNS INC 25.450 3.58 5.86 0.23 22.51 0.82 2.93 2.71 60 SGGC SIGMA GLOBAL CORP 0.000 4.94 -6.66 -0.01 70.49 6.30 13.59 3.61 31 SGMA SIGMATRON INTL INC 9.200 0.98 2.77 0.01 20.38 0.74 2.65 0.99 60 SGTL SIGMATEL INC 4.380 3.84 -5.51 0.20 15.83 1.17 2.71 2.88 40

Based on S&P 500 Index Using Straight Regression Page 250 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SIG SIGNET GROUP PLC SP ADR REP 10 23.500 1.08 0.75 0.27 6.27 0.23 0.81 1.05 60 SGLS SIGNATURE LEISURE INC COM NEW 0.006 4.30 -0.41 -0.01 90.97 5.66 14.68 3.19 47 SBNY SIGNATURE BK NEW YORK N 30.980 0.76 0.90 0.02 7.00 0.60 1.26 0.84 34 SGN SIGNALIFE INC 1.100 0.42 0.26 -0.02 27.17 1.36 4.10 0.61 51 SIGA SIGA TECHNOLOGIES INC 3.750 2.11 2.04 0.07 25.31 0.92 3.29 1.74 60

SLAB SILICON LABORATORIES IN OC-COM 34.650 2.06 0.40 0.20 14.29 0.52 1.86 1.71 60 SLGN SILGAN HOLDINGS INC 43.920 0.64 2.36 0.03 10.70 0.39 1.39 0.76 60 SSTI SILICON STORAGE TECHNOL 4.510 3.80 -0.73 0.41 16.00 0.58 2.08 2.85 60 SIMG SILICON IMAGE INC 12.720 2.47 2.85 0.16 19.53 0.71 2.54 1.98 60 SIMO SILICON MOTION TECHNOLO SPONSORED ADR 15.870 1.24 1.98 -0.04 15.14 2.00 3.95 1.16 19

SPIL SILICONWARE PRECISION I SPONSD ADR SPL 7.860 1.91 1.24 0.29 10.49 0.38 1.36 1.60 60 SDRG SILVER DRAGON RES INC 2.100 2.84 32.89 -0.01 123.63 4.51 16.07 2.22 60 SVSE SILVER STAR ENERGY INC COM NEW 0.047 0.82 12.92 -0.03 123.81 9.28 21.63 0.88 39 SSRI SILVER STD RES INC COM 30.740 0.81 5.56 0.00 21.05 0.77 2.74 0.88 60 SVSR SILVER STAR INTL INC 0.001 9.32 27.83 0.01 199.93 7.29 25.99 6.51 60

SSBX SILVER STATE BANCORP 26.000 3.07 2.34 0.19 13.09 0.97 2.24 2.37 40 SLW SILVER WHEATON CORP 10.480 2.89 4.80 0.08 13.58 1.81 3.67 2.25 18 SLVO SILVERADO FINL INC 0.023 -1.67 15.47 -0.01 97.09 3.54 12.62 -0.77 60 SVL SILVERLEAF RESORTS INC 4.470 0.30 14.62 -0.02 58.80 2.15 7.64 0.54 60 SLTT Y SILVERLINE TECHNOLOGIES SPONS ADR NEW 1.400 1.46 20.13 -0.03 82.12 7.02 14.65 1.31 35

SIMC SIMCLAR INC 5.980 0.95 6.16 0.00 30.02 1.10 3.90 0.97 60 SFNC SIMMONS 1ST NATL CORP CL A $1 PAR 31.400 0.30 1.17 0.01 6.00 0.22 0.78 0.53 60 SPG SIMON PPTY GROUP INC NE 101.290 0.24 2.12 0.01 5.08 0.19 0.66 0.49 60 SPG PG SIMON PPTY GROUP INC NE PFD STUPG7.89% 51.000 0.07 0.09 0.00 1.65 0.06 0.21 0.38 60 SPG PJ SIMON PPTY GROUP INC NE PFD J 8.375% 69.000 0.39 0.58 0.04 2.74 0.28 0.59 0.60 25

STEC SIMPLETECH INC 12.680 2.52 3.76 0.13 21.68 0.79 2.82 2.01 60 SSD SIMPSON MANUFACTURING C 31.650 0.70 1.37 0.08 7.90 0.29 1.03 0.80 60 SMTE SIMTEK CORP COM NEW 4.650 2.35 2.01 0.09 25.27 0.92 3.28 1.89 60 SMRL SIMTROL INC COM NEW 0.310 1.49 1.85 0.00 43.99 1.60 5.72 1.32 60 SLP SIMULATIONS PLUS INC 5.800 -0.40 7.00 -0.01 24.30 0.89 3.16 0.07 60

Based on S&P 500 Index Using Straight Regression Page 251 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SBGI SINCLAIR BROADCAST GROU CLASS A 10.500 1.26 0.34 0.12 11.29 0.41 1.47 1.17 60 SGAP Y SINGAPORE TELECOMMUNICA SPON ADR NEW06 21.500 1.73 1.26 0.15 7.44 0.76 1.60 1.48 25 SMD SINGING MACH INC COM NEW 0.693 0.26 -2.56 -0.02 23.29 0.85 3.03 0.51 60 SNLA Y SINO LD LTD SPONSORED ADR 11.800 1.38 2.33 0.05 9.04 0.92 1.94 1.25 25 SSLV SINO SILVER CORP 0.041 3.69 7.90 -0.03 87.34 8.52 18.76 2.79 26

SHI SINOPEC SHANGHAI PETROC SPON ADR H 49.530 1.21 3.24 0.09 12.92 0.47 1.68 1.14 60 SINX SIONIX CORP 0.100 1.89 10.03 -0.01 71.44 2.61 9.29 1.59 60 RNAI SIRNA THERAPEUTICS INC 13.010 4.66 2.07 0.18 34.34 1.25 4.46 3.42 60 SIRO SIRONA DENTAL SYSTEMS I 38.510 1.22 7.41 0.03 20.47 0.75 2.66 1.14 60 SMDI SIRENZA MICRODEVICES IN 7.860 2.48 1.49 0.16 19.29 0.70 2.51 1.98 60

SIRI SIRIUS SATELLITE RADIO 3.540 3.32 -0.20 0.17 25.20 0.92 3.28 2.53 60 SIRC SIRICOMM INC 0.850 0.80 2.20 -0.02 34.07 2.16 5.68 0.87 45 SIRF SIRF TECHNOLOGY HLDGS I 25.520 3.04 0.73 0.09 16.72 1.46 3.10 2.35 33 SIR SIRVA INC 3.480 2.93 -5.02 0.11 15.25 1.22 2.66 2.28 38 SISK SISKON GOLD CORP COM NEW 0.010 0.90 20.65 -0.02 94.49 3.45 12.28 0.94 60

SWW SITEL CORP 4.220 1.29 2.04 0.05 17.84 0.65 2.32 1.20 60 SITN SITI-SITES COM INC 0.050 3.92 26.49 -0.01 176.52 6.44 22.95 2.93 60 SFGP SIUSLAW FINANCIAL GP IN 17.150 0.37 1.23 0.01 5.25 0.29 0.79 0.59 49 SIPX SIPEX CORP 4.810 3.96 -0.19 0.24 24.26 0.89 3.15 2.96 60 SIX SIX FLAGS INC 5.240 2.45 -0.76 0.20 17.06 0.62 2.22 1.96 60

SIX PB SIX FLAGS INC PIERS 22.300 0.76 -0.11 0.11 7.17 0.26 0.93 0.84 60 SKX SKECHERS U S A INC CLASS A 33.310 2.16 1.78 0.21 14.40 0.53 1.87 1.77 60 SKNY SKINNY NUTRITIONAL CORP 0.180 2.25 1.42 -0.01 31.91 2.55 5.64 1.83 37 SKYE SKYEPHARMA PLC SPONSORED ADR 5.160 0.94 -0.57 0.07 11.31 0.41 1.47 0.96 60 SKYF SKY FINL GROUP INC COM 28.540 0.45 0.49 0.10 4.52 0.16 0.59 0.64 60

SKY SKYLINE CORP 40.220 0.68 0.30 0.12 6.26 0.23 0.81 0.79 60 SKYY SKYE INTL INC 0.190 -0.31 -0.26 -0.02 28.12 1.03 3.66 0.13 60 SKPI SKY PETROLEUM INC 0.680 2.47 -1.88 0.00 21.06 2.51 5.12 1.97 21 SKYW SKYWEST INC 25.510 1.45 -0.01 0.20 9.86 0.36 1.28 1.30 60 SKYT SKYTERRA COMMUNICATIONS COM NEW 11.520 1.86 6.95 0.01 44.39 1.62 5.77 1.57 60

Based on S&P 500 Index Using Straight Regression Page 252 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SKBI SKYSTAR BIO-PHARMA CO 1.830 3.14 9.72 0.01 68.61 2.50 8.92 2.42 60 SWYQ E SKYWAY COMMUNICATIONS H 0.001 11.50 16.45 0.10 115.20 4.21 15.12 7.96 59 SWKS SKYWORKS SOLUTIONS INC 7.080 3.55 -1.07 0.33 17.86 0.65 2.32 2.69 60 SFBC SLADES FERRY BANCORP 17.454 0.10 0.43 -0.01 6.65 0.24 0.86 0.40 60 SKIL SKILLSOFT PLC SPONSORED ADR 6.210 2.33 -1.84 0.24 14.32 0.52 1.86 1.88 60

SMWK SMALL WORLD KIDS INC COM NEW 1.400 1.69 3.49 -0.03 42.61 3.72 7.89 1.46 33 SMF SMART & FINAL INC 18.900 1.90 1.08 0.23 11.93 0.44 1.55 1.60 60 SMAN P SMAN CAPITAL TRUST I PFD TR SECS 0.550 0.10 -4.06 -0.02 11.16 0.41 1.45 0.40 60 SMVD SMARTVIDEO TECHNOLOGIES 0.860 2.85 6.05 0.01 57.82 2.11 7.52 2.23 60 SMTK Q SMARTALK TELESERVICES I 0.001 -0.17 11.15 -0.02 85.40 3.12 11.10 0.22 60

SMDK SMARTDISK CORP 0.095 3.30 5.91 0.02 59.31 2.16 7.71 2.53 60 SMGY SMART ENERGY SOLUTIONS CO 0.400 4.82 0.06 0.00 37.53 4.96 9.78 3.53 19 PED SMARTPROS LTD 4.050 1.29 -0.19 0.04 9.21 0.90 1.98 1.19 26 SOLN SMART ONLINE INC 2.400 4.26 -2.09 -0.01 38.89 4.64 9.45 3.16 21 STMC SMART SMS CORP COM NEW 1.250 4.56 2.85 0.05 58.95 2.25 8.06 3.36 55

SWHC SMITH & WESSON HLDG COR 10.340 1.68 5.31 0.08 18.89 0.69 2.46 1.45 60 SWRG SMITH & WOLLENSKY RESTA 5.090 0.68 0.64 0.05 9.07 0.33 1.18 0.79 60 SNN SMITH & NEPHEW PLC SPDN ADR NEW 52.330 0.47 0.96 0.04 7.01 0.26 0.91 0.65 60 SAOS A SMITH A O CLASS A 37.000 1.29 0.55 0.05 9.36 0.80 1.69 1.19 34 AOS SMITH A O 37.560 0.42 1.49 0.00 10.73 0.39 1.39 0.62 60

SMTR SMARTIRE SYSTEMS INC COM STK 0.033 -0.40 1.17 -0.02 64.18 2.34 8.34 0.07 60 SII SMITH INTL INC 41.070 0.74 1.86 0.10 7.27 0.27 0.94 0.83 60 SMIC SMITH INVT CO 60.500 0.70 0.21 0.02 6.83 0.51 1.17 0.80 40 SMSI SMITH MICRO SOFTWARE IN 14.190 4.70 7.37 0.19 33.23 1.21 4.32 3.45 60 SMID SMITH MIDLAND CORP 2.150 0.18 2.29 -0.02 19.88 0.73 2.58 0.46 60

SFD SMITHFIELD FOODS INC 25.660 0.73 0.28 0.08 7.85 0.29 1.02 0.82 60 SMTB SMITHTOWN BANCORP INC 27.120 0.47 2.65 0.02 8.32 0.30 1.08 0.65 60 SMXC SMITHWAY MTR XPRESS COR CLASS A 10.000 1.00 4.11 0.02 19.78 0.72 2.57 1.00 60 SMTX SMTC CORP COM NEW 2.420 0.22 3.72 -0.02 46.47 1.70 6.04 0.48 60 SJM SMUCKER J M CO COM NEW 48.470 0.23 0.46 0.01 4.91 0.18 0.64 0.49 60

Based on S&P 500 Index Using Straight Regression Page 253 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SSCC SMURFIT-STONE CONTAINER 10.560 1.09 -0.77 0.19 7.81 0.28 1.02 1.06 60 SSCC P SMURFIT-STONE CONTAINER PFD CV EX A 7% 24.000 0.32 0.23 0.10 3.25 0.12 0.42 0.55 60 SNA SNAP ON INC 47.640 1.36 0.21 0.58 4.11 0.15 0.53 1.24 60 SPTO SNAP2 CORP COM NEW 0.030 -1.99 26.00 -0.02 173.60 6.33 22.57 -0.98 60 SOBI SOBIESKI BANCORP INC 1.110 -0.17 -2.40 -0.02 14.50 0.53 1.88 0.22 60

SQM SOCIEDAD QUIMICA MINERA SPON ADR SER B 135.570 1.26 2.78 0.28 7.01 0.26 0.91 1.18 60 SQM A SOCIEDAD QUIMICA Y MINE SPONSORED ADR 137.500 0.87 2.71 0.09 9.00 0.33 1.17 0.92 60 SCGL Y SOCIETE GENERALE FRANCE SPONSORED ADR 34.050 1.19 1.18 0.37 3.04 0.26 0.54 1.13 35 SCKT SOCKET COMMUNICATIONS I 1.120 2.17 0.64 0.09 22.74 0.83 2.96 1.78 60 SDX SODEXHO ALLIANCE SA SPONSORED ADR 62.530 1.66 0.59 0.39 7.33 0.27 0.98 1.44 57

SLPW SOLPOWER CORP 0.100 8.35 27.07 0.04 121.85 4.45 15.84 5.87 60 SBN SOFTBRANDS INC 1.700 1.17 5.58 -0.01 26.62 1.49 4.02 1.11 49 SOHU SOHU COM INC 24.000 2.30 6.42 0.11 22.33 0.81 2.90 1.86 60 SLTF SOLAR THIN FILMS INC 0.990 0.70 4.74 -0.01 40.50 1.48 5.26 0.80 60 SLRE SOLAR ENERGY LTD COM NEW 0.490 1.53 8.38 -0.01 51.78 1.89 6.73 1.35 60

SLR SOLECTRON CORP 3.220 3.36 -1.71 0.32 17.13 0.62 2.23 2.56 60 SLXA SOLEXA INC COM 13.150 2.14 -0.38 0.08 23.36 0.85 3.04 1.76 60 SODI SOLITRON DEVICES INC COM NEW 1.650 0.39 7.58 -0.02 32.78 1.20 4.26 0.59 60 SOLM SOLOMON TECHNOLOGIES IN 2.080 10.26 5.32 0.05 71.52 6.11 12.76 7.14 35 SOLU Q SOLUTIA INC 0.745 1.50 4.51 -0.01 59.55 2.17 7.74 1.33 60

SOBS SOLVAY BK CORP SOLVAY N CAP STK 52.000 0.22 1.88 -0.01 10.40 0.38 1.35 0.48 60 SMTS SOMANETICS CORP COM NEW 22.870 1.45 3.55 0.07 16.67 0.61 2.17 1.30 60 SOMX SOMAXON PHARMACEUTICALS 14.190 10.24 -3.67 0.21 28.19 5.06 9.29 7.12 13 SOMH SOMERSET HILLS BANCORP 13.250 0.66 1.04 0.15 5.35 0.20 0.69 0.77 60 SOME SOMESET TR HLDG CO 16.900 -0.13 0.25 -0.02 2.91 0.26 0.55 0.25 32

SDVC SONA DEV CORP 0.300 -0.93 8.41 -0.01 55.73 2.03 7.24 -0.28 60 SNMB SONA MOBILE HLDGS CORP 0.375 0.58 0.20 -0.01 27.35 1.00 3.56 0.72 60 SNST A SONESTA INTL HOTELS COR CLASS A 21.980 -0.16 4.21 -0.02 28.56 1.04 3.71 0.23 60 SONC SONIC CORP 23.950 0.08 1.54 -0.02 6.73 0.25 0.87 0.39 60 SAH SONIC AUTOMOTIVE INC CLASS A 29.040 1.18 0.43 0.14 9.95 0.36 1.29 1.12 60

Based on S&P 500 Index Using Straight Regression Page 254 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SNCI SONIC INNOVATIONS INC 5.210 1.38 1.18 0.06 17.42 0.64 2.26 1.25 60 SOFO SONIC FDRY INC 4.700 1.84 2.83 0.06 23.23 0.85 3.02 1.56 60 SNIC SONIC SOLUTIONS 16.300 1.81 2.55 0.13 15.65 0.57 2.03 1.53 60 SBLU Q SONICBLUE INC 0.001 4.25 9.89 0.00 125.91 4.59 16.37 3.15 60 SNWL SONICWALL INC 8.420 2.88 -1.03 0.33 14.24 0.52 1.85 2.24 60

SOTK SONO TEK CORP 1.300 1.66 6.73 0.02 31.66 1.15 4.12 1.44 60 SON SONOCO PRODS CO 38.060 0.91 0.37 0.34 4.44 0.16 0.58 0.94 60 SBNK SONOMA VALLEY BANCORP 28.000 0.03 1.44 -0.02 5.65 0.21 0.73 0.36 60 SWHI SONOMA WEST HLDGS INC 13.830 0.00 2.03 -0.02 17.29 0.63 2.25 0.34 60 SONO SONOSITE INC 30.930 1.25 0.42 0.13 10.80 0.39 1.40 1.17 60

SONT SONTRA MEDICAL CORP COM NEW 0.210 -0.90 0.17 -0.01 40.30 1.47 5.24 -0.26 60 SNUS SONUS PHARMACEUTICALS I 6.110 2.59 0.58 0.17 19.84 0.72 2.58 2.05 60 SNE SONY CORP ADR NEW 42.830 0.55 0.00 0.05 7.72 0.28 1.00 0.71 60 BID SOTHEBYS CLASS A 31.020 1.36 1.20 0.14 11.24 0.41 1.46 1.24 60 SONS SONUS NETWORKS INC 6.590 6.00 4.19 0.20 40.83 1.49 5.31 4.31 60

SRVN SOUND REVOLUTION INC 0.250 47.58 16.55 0.05 256.12 33.82 66.74 31.87 19 SOR P SOURCE CAP INC PFD $2.40 31.850 0.13 0.06 0.02 2.34 0.09 0.30 0.42 60 SORC SOURCE INTERLINK COS IN COM NEW 8.160 1.05 0.96 0.08 11.45 0.42 1.49 1.04 60 SAC P SOUTH CAROLINA ELEC & G PFD 5.00% 47.500 -0.19 0.56 0.01 4.25 0.16 0.55 0.21 60 TSFG SOUTH FINL GROUP INC 26.590 0.39 0.64 0.06 4.99 0.18 0.65 0.60 60

SJI SOUTH JERSEY INDS INC 33.410 0.33 1.14 0.08 3.79 0.14 0.49 0.56 60 SSHO SOUTH SHORE RES INC 0.510 2.84 7.00 0.02 55.81 2.04 7.26 2.22 60 SSFC SOUTH STR FINL CORP 9.324 0.19 0.51 0.02 3.51 0.13 0.46 0.46 60 SOCB SOUTHCOAST FINANCIAL CO 20.700 -0.05 2.42 -0.02 6.63 0.24 0.86 0.30 60 SBFC SOUTHEASTERN BANK FINL 39.000 -0.13 1.83 -0.01 5.20 0.20 0.70 0.25 56

SRNN SOUTHERN BANC INC 15.250 0.06 0.73 -0.02 5.75 0.21 0.75 0.38 59 SCE PB SOUTHERN CALIF EDISON C PFD 4.08% 20.250 0.43 0.54 0.10 4.20 0.15 0.55 0.62 60 SCE PC SOUTHERN CALIF EDISON C PFD 4.24% 20.000 0.22 0.79 0.01 5.19 0.19 0.67 0.48 60 SCE PD SOUTHERN CALIF EDISON C PFD 4.32% 20.400 0.45 0.70 0.10 4.46 0.16 0.58 0.63 60 SCE PE SOUTHERN CALIF EDISON C PFD 4.78% 22.500 0.34 0.79 0.05 4.49 0.16 0.58 0.56 60

Based on S&P 500 Index Using Straight Regression Page 255 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SO SOUTHERN CO COM 36.860 -0.06 0.72 -0.01 3.66 0.13 0.48 0.30 60 SNCB SOUTHERN CMNTY BANCSHS 20.650 -0.34 0.72 -0.01 3.89 0.38 0.80 0.11 29 SCMF SOUTHERN CMNTY FINL COR 10.080 0.31 0.64 0.03 5.22 0.19 0.68 0.54 60 SCMF O SOUTHERN CMNTY CAP TR I PFD TR 7.95% 10.310 0.23 -0.26 0.02 2.30 0.18 0.40 0.49 38 SSE SOUTHERN CONN BANCORP I 7.150 -0.08 0.23 -0.02 7.56 0.28 0.98 0.28 60

SO PD SOUTHERN CO CAP TR VI PFD TR SECS % 25.230 -0.02 0.02 -0.02 1.84 0.08 0.26 0.33 53 PCU SOUTHERN COPPER CORP 53.890 0.95 4.14 0.05 12.79 0.47 1.66 0.97 60 SOMC SOUTHERN MICH BANCORP I CDT-COM 24.100 0.18 0.80 0.02 3.10 0.11 0.40 0.45 60 SMBC SOUTHERN MO BANCORP INC 15.190 0.11 1.18 -0.01 5.31 0.19 0.69 0.41 60 SUG SOUTHERN UN CO NEW 27.950 1.25 0.72 0.37 5.79 0.21 0.75 1.17 60

SUG PC SOUTHERN UN CO NEW PFD 1/10A7.55% 25.500 0.18 -0.15 0.03 1.68 0.13 0.29 0.46 39 SUG PD SOUTHERN UN CO NEW CORP UNIT 5% 53.570 0.51 -0.23 0.06 2.90 0.33 0.66 0.68 23 SZBI SOUTHFIRST BANCSHARES I 14.000 -0.09 0.80 -0.01 5.60 0.20 0.73 0.28 60 SBSI SOUTHSIDE BANCSHARES IN 25.730 0.16 1.72 -0.01 6.08 0.22 0.79 0.44 60 LUV SOUTHWEST AIRLS CO 15.320 0.93 -0.38 0.16 7.34 0.27 0.95 0.95 60

OKSB SOUTHWEST BANCORP INC O 27.860 0.08 2.19 -0.02 7.92 0.29 1.03 0.39 60 SWX PB SOUTHWEST GAS CAP II PFD TR 7.7% 26.100 0.16 -0.14 0.02 1.58 0.12 0.27 0.45 40 SWX SOUTHWEST GAS CORP 38.370 0.21 0.88 0.03 3.69 0.13 0.48 0.48 60 SWTX SOUTHWALL TECHNOLOGIES 0.460 2.23 -1.24 0.06 28.82 1.05 3.75 1.82 60 SGB SOUTHWEST GA FINL CORP CDT-COM 19.300 -0.07 0.80 -0.01 5.10 0.19 0.66 0.29 60

SWWC SOUTHWEST WTR CO 13.760 0.53 0.73 0.05 7.26 0.26 0.94 0.69 60 SWN SOUTHWESTERN ENERGY CO 35.050 0.56 4.89 0.01 11.77 0.43 1.53 0.71 60 SOV SOVEREIGN BANCORP INC 25.390 0.95 1.07 0.35 4.58 0.17 0.60 0.97 60 SVXA SOVEREIGN EXPL ASSOCS I COM NEW 0.260 -0.53 -0.49 -0.02 104.96 3.83 13.64 -0.01 60 SOV PA SOVEREIGN CAP TR III PFD CAP SECS 25.150 -0.06 0.04 0.00 1.60 0.06 0.21 0.30 60

SSS SOVRAN SELF STORAGE INC 57.280 0.28 1.06 0.02 5.52 0.20 0.72 0.52 60 SOYO SOYO GROUP INC 0.260 0.32 0.00 -0.02 26.57 1.61 4.18 0.55 48 SPDV SPACEDEV INC 0.700 1.23 2.21 0.01 25.45 0.93 3.31 1.15 60 SPAB SPACEHAB INC 0.651 1.79 2.26 0.03 27.76 1.01 3.61 1.52 60 SPAN SPAN AMER MED SYS INC 14.590 0.81 1.72 0.09 8.69 0.32 1.13 0.87 60

Based on S&P 500 Index Using Straight Regression Page 256 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SBSA SPANISH BROADCASTING SY CLASS A 4.110 1.33 -1.21 0.12 12.06 0.44 1.57 1.22 60 SPSN SPANSION INC COM CL A 14.860 -1.01 2.06 -0.07 11.60 2.08 3.82 -0.33 13 SPBU SPARE BACKUP INC 0.480 1.60 4.52 -0.01 65.29 2.50 8.92 1.40 55 SPMC SPARROWTECH MULTIMEDIA 0.015 11.30 57.59 -0.02 246.70 21.55 45.67 7.82 33 SPAR SPARTAN MTRS INC 15.180 -0.39 2.80 0.00 10.27 0.37 1.33 0.08 60

SPTN SPARTAN STORES INC 20.930 1.02 2.52 0.01 20.84 0.76 2.71 1.01 60 SEH SPARTECH CORP COM NEW 26.220 0.54 0.50 0.04 7.87 0.29 1.02 0.69 60 SPA SPARTON CORP 8.380 0.15 0.81 -0.01 4.94 0.18 0.64 0.44 60 HDTV SPATIALIGHT INC 1.350 1.17 -1.16 0.03 19.78 0.72 2.57 1.11 60 SJCK SPEAR & JACKSON INC 1.060 0.58 3.77 -0.01 30.53 1.11 3.97 0.72 60

SHPI SPECIALIZED HEALTH PROD 0.720 1.23 -0.47 0.05 17.25 0.63 2.24 1.15 60 SUAI SPECIALTY UNDERWRITERS 8.400 1.39 -1.29 0.04 9.70 0.95 2.08 1.26 26 SLNK SPECTRALINK CORP 8.600 2.21 -0.54 0.18 16.06 0.59 2.09 1.80 60 SPNC SPECTRANETICS CORP 11.290 0.86 3.31 0.01 18.58 0.68 2.42 0.91 60 SPEC SPECTRUM CTL INC 9.661 1.28 0.82 0.29 7.03 0.26 0.91 1.19 60

SPC SPECTRUM BRANDS INC 10.900 1.30 -0.35 0.10 12.82 0.47 1.67 1.20 60 SPRX SPECTRX INC 0.300 1.54 1.22 -0.01 53.08 1.94 6.90 1.36 60 SPPI SPECTRUM PHARMACEUTICAL 5.530 5.69 -2.29 0.44 22.67 0.83 2.95 4.11 60 SSPI SPECTRUM SIGNAL PROCESS 0.509 0.77 0.27 0.00 19.81 0.72 2.58 0.84 60 SPMI SPEEDEMISSIONS INC COM NEW 0.385 3.37 -3.72 0.01 37.80 2.80 6.46 2.57 40

SPDE SPEEDUS CORP 1.210 1.91 0.97 0.13 16.86 0.62 2.19 1.61 60 TRK SPEEDWAY MOTORSPORTS IN 38.400 0.62 0.62 0.11 5.79 0.21 0.75 0.75 60 SFN SPHERION CORP 7.430 1.38 -0.10 0.12 12.66 0.46 1.65 1.25 60 SPEX SPHERIX INC 2.270 0.01 -0.10 -0.02 26.35 0.96 3.43 0.34 60 SPND SPINDLETOP OIL & GAS CO COM NEW 6.000 0.71 7.74 -0.02 20.61 1.65 3.60 0.81 38

SPIR SPIRE CORP 8.280 0.83 2.78 0.01 18.22 0.66 2.37 0.89 60 SFC SPIRIT FIN CORP 12.470 0.95 -0.71 0.17 3.83 0.39 0.82 0.97 25 SPM SPIRENT COMMUNICATIONS SPONS ADR NEW 4.440 2.36 0.63 0.13 20.72 0.76 2.69 1.90 60 SPOR SPORT-HALEY INC 4.850 0.17 0.91 -0.01 9.66 0.35 1.26 0.45 60 SPCH A SPORT CHALET INC CLASS A 9.200 1.58 -1.08 0.06 7.56 1.13 2.18 1.38 16

Based on S&P 500 Index Using Straight Regression Page 257 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SPCH B SPORT CHALET INC CLASS B 9.080 0.14 -0.67 -0.02 13.98 0.51 1.82 0.43 60 SCYL SPORTS CLUB INC 1.600 26.03 435.92 -0.02 501.59 27.74 455.17 17.59 60 JOCK Q SPORTSPRIZE ENTMT INC 0.000 26.40 381.10 -0.01 836.94 67.01 238.78 17.83 60 SPCI SPORTSNUTS INC COM NEW 0.003 -0.30 11.30 -0.02 77.05 2.81 10.02 0.14 60 SSUF SPORTS STUFF COM INC 0.065 3.40 7.95 -0.06 68.95 9.83 18.63 2.59 17

S SPRINT NEXTEL CORP COM FON 18.890 1.94 -0.31 0.40 8.39 0.31 1.09 1.62 60 SBSW ST BERNARD SOFTWARE INC 2.300 0.07 -1.86 -0.04 9.76 0.95 2.00 0.38 29 SBSW U ST BERNARD SOFTWARE INC UNITS 2.500 0.29 -2.25 -0.03 11.82 1.06 2.30 0.53 30 STAA STAAR SURGICAL CO COM PAR $0.01 7.010 2.29 1.85 0.16 17.74 0.65 2.31 1.86 60 STJO ST JOSEPH INC 0.700 7.02 -11.83 0.21 21.57 3.07 5.83 4.99 17

SSI STAGE STORES INC COM NEW 30.390 0.74 1.34 0.05 9.74 0.36 1.27 0.83 60 STAK STAKTEK HLDGS INC 5.150 2.87 -2.83 0.06 19.08 1.63 3.40 2.24 35 SMFB STAMFORD BANK CORP 34.000 1.04 -1.57 0.10 4.53 0.60 1.22 1.03 18 STMP STAMPS COM INC COM NEW 15.750 0.33 2.05 -0.01 13.56 0.49 1.76 0.56 60 SFG STANCORP FINL GROUP INC 45.050 0.38 1.06 0.05 5.12 0.19 0.67 0.59 60

SPIZS S&P INDEX 1595.620 1.02 -0.06 0.98 0.53 0.02 0.07 1.01 60 SMSC STANDARD MICROSYSTEMS C 27.980 1.70 1.52 0.12 15.19 0.55 1.97 1.46 60 SMP STANDARD MTR PRODS INC 14.980 0.94 0.53 0.05 12.43 0.45 1.62 0.96 60 SPF STANDARD PAC CORP NEW 26.790 1.02 1.35 0.13 8.97 0.33 1.17 1.01 60 STAN STANDARD PARKING CORP 38.410 0.46 3.47 -0.02 8.04 0.72 1.53 0.64 32

SR STANDARD REGISTER CO 12.000 0.73 -0.53 0.05 9.61 0.35 1.25 0.82 60 SXI STANDEX INTL CORP 30.130 0.84 0.39 0.22 5.50 0.20 0.72 0.89 60 STLY STANLEY FURNITURE INC COM NEW 21.450 1.20 0.89 0.21 8.07 0.29 1.05 1.13 60 SWK STANLEY WKS 50.290 0.93 -0.03 0.23 5.92 0.22 0.77 0.95 60 SXC STANTEC INC 21.740 1.32 1.01 0.05 6.80 0.97 1.84 1.21 17

STRX Q STAR TELECOMMUNICATIONS 0.001 29.25 383.11 -0.01 543.42 56.30 200.63 19.72 60 SPLS STAPLES INC 26.700 1.32 1.02 0.35 6.34 0.23 0.82 1.21 60 STRZ STAR BUFFET INC 8.075 0.39 2.47 0.00 10.59 0.39 1.38 0.60 60 SREN STAR ENTMT GROUP INC 0.000 1.51 9.79 -0.02 119.93 4.38 15.59 1.34 60 SERG STAR ENERGY CORP COM NEW 4.000 3.73 44.22 -0.08 115.04 18.92 37.91 2.81 14

Based on S&P 500 Index Using Straight Regression Page 258 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SGU STAR GAS PARTNERS L P UNIT LTD PARTNR 3.520 0.96 -0.95 0.01 20.08 0.73 2.61 0.97 60 STSI STAR SCIENTIFIC INC 3.250 2.39 2.78 0.06 29.02 1.06 3.77 1.92 60 STBR STARBRIDGE GLOBAL INC 0.004 48.86 241.21 -0.01 674.64 61.09 217.69 32.72 60 SBUX STARBUCKS CORP 35.420 0.53 2.31 0.04 7.91 0.29 1.03 0.69 60 SRFD F STARFIELD RES INC 0.270 1.53 0.38 0.02 16.79 1.19 2.80 1.35 44

STIV STARINVEST GROUP INC 0.016 -1.87 1.67 -0.01 109.51 4.00 14.24 -0.90 60 SPHR Y STARPHARMA HLDGS LTD SPONSORED ADR 3.600 4.08 -5.47 0.12 16.77 2.21 4.37 3.04 19 SCX STARRETT L S CO CLASS A 16.250 0.89 -0.37 0.11 8.43 0.31 1.10 0.93 60 STAZ Q STARTER CORP 0.005 13.06 129.08 -0.02 64.91 11.81 398.41 8.99 60 SRT STARTEK INC 13.540 1.16 -0.32 0.11 11.24 0.41 1.46 1.10 60

STFC STATE AUTO FINL CORP 34.680 0.13 1.43 -0.01 6.58 0.24 0.86 0.42 60 SWMD STARWIN MEDIA HLDGS INC 0.050 37.89 82.48 0.02 328.98 32.08 70.65 25.45 26 STBC STATE BANCORP INC N.Y 19.060 0.47 0.84 0.06 6.14 0.22 0.80 0.65 60 STHK STARTECH ENVIRONMENTAL 2.610 -0.26 3.12 -0.02 26.34 0.96 3.42 0.17 60 HOT STARWOOD HOTELS & RESOR 62.500 1.07 1.05 0.27 6.09 0.22 0.79 1.04 60

SBAZ STATE BK CORP 24.850 -1.23 3.19 0.06 6.71 0.80 1.63 -0.47 21 SNBI STATE NATIONAL BANCSHAR 38.490 -0.12 2.90 -0.07 9.01 1.34 2.59 0.26 16 STT STATE STR CORP 67.440 1.20 0.16 0.37 5.53 0.20 0.72 1.13 60 STN STATION CASINOS INC 81.670 -0.12 3.94 -0.02 10.53 0.38 1.37 0.26 60 STO STATOIL ASA SPONSORED ADR 26.320 0.47 2.43 0.03 7.48 0.27 0.97 0.65 60

STTS STATS CHIPPAC LTD SPONSORED ADR 7.680 2.68 -0.62 0.38 12.15 0.44 1.58 2.11 60 SSUR STATSURE DIAGNOSTIC SYS 0.550 5.65 8.40 0.01 80.71 5.11 13.45 4.08 45 SNS STEAK N SHAKE CO 17.600 1.24 0.67 0.22 8.11 0.30 1.05 1.16 60 STKP STEAKHOUSE PARTNERS INC COM NEW 0.300 2.35 -3.17 -0.03 40.02 3.90 8.59 1.89 26 STLD STEEL DYNAMICS INC COM 32.450 1.03 3.22 0.07 11.80 0.43 1.53 1.02 60

STTX STEEL TECHNOLOGIES INC 17.550 0.55 1.89 0.00 14.31 0.52 1.86 0.70 60 SCS STEELCASE INC CLASS A 18.160 0.90 0.25 0.17 6.76 0.25 0.88 0.93 60 SCLD STEELCLOUD INC 0.840 0.91 3.20 -0.01 35.56 1.30 4.62 0.94 60 SMRT STEIN MART INC 13.260 1.04 1.11 0.07 12.15 0.44 1.58 1.02 60 LVB STEINWAY MUSICAL INSTRS COM 31.050 0.61 1.16 0.04 8.59 0.31 1.12 0.74 60

Based on S&P 500 Index Using Straight Regression Page 259 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SLXC F STELLAR PHARMACEUTICALS ORD 0.860 2.14 -3.91 0.09 11.23 1.19 2.43 1.76 24 SCVR STEM CELL VENTURES INC 3.000 11.72 134.41 -0.03 724.78 62.04 130.71 8.10 34 SCII STEM CELL THERAPY INTL 0.170 0.15 -2.75 -0.07 50.69 7.55 14.59 0.43 16 STEM STEMCELLS INC 2.650 1.61 2.39 0.02 31.31 1.14 4.07 1.41 60 STEN STEN CORP COM 4.830 0.83 -0.96 0.08 9.38 0.34 1.22 0.89 60

SCL STEPAN CO 31.670 0.38 0.43 0.05 5.28 0.19 0.69 0.59 60 TSC STEPHAN CO 3.620 0.18 0.83 -0.01 10.50 0.38 1.37 0.46 60 SBIB STERLING BANCSHARES INC 13.020 0.22 0.79 0.00 5.32 0.19 0.69 0.48 60 STNJ STERLING BK MOUNT LAURE 10.990 0.39 1.15 0.04 5.74 0.21 0.76 0.59 58 SRCL STERICYCLE INC 75.500 -0.11 1.75 -0.01 6.12 0.22 0.80 0.26 60

SVSN STEREO VISION ENTRNMT I COM NEW 0.100 2.09 7.01 -0.01 76.96 2.81 10.00 1.72 60 STE STERIS CORP 25.170 -0.21 0.84 0.00 6.66 0.24 0.87 0.20 60 STL STERLING BANCORP 19.700 0.98 0.22 0.26 5.77 0.21 0.75 0.99 60 SBIB N STERLING BANCSHARES CAP PFD TR 8.3% 25.250 0.09 -0.07 0.01 1.74 0.07 0.25 0.40 52 SCHI STERLING CHEMICALS INC 12.750 0.15 -0.53 -0.02 14.34 0.87 2.25 0.44 48

STL PA STERLING BANCORP TR I GTD PFD 8.375% 10.060 0.05 -0.07 -0.01 2.41 0.09 0.32 0.37 58 STXS STEREOTAXIS INC 10.320 3.97 -1.78 0.20 14.34 1.39 2.94 2.97 29 STLB STERLING BUSINESS SOLUT 0.010 -0.19 3.24 -0.02 58.86 2.15 7.65 0.21 60 STRL STERLING CONSTRUCTION C 21.760 1.00 6.23 0.01 23.80 0.87 3.09 1.00 60 SLFI STERLING FINL CORP 23.670 0.27 1.08 0.02 4.92 0.18 0.64 0.52 60

STSA STERLING FINL CORP WASH COM 33.810 0.79 2.49 0.15 6.37 0.23 0.83 0.86 60 SRLM STERLING MNG CO 3.150 0.46 8.88 -0.02 42.86 1.56 5.57 0.64 60 SSFN STEWARDSHIP FINL CORP 13.250 0.23 0.97 0.00 6.57 0.24 0.85 0.49 60 STEI STEWART ENTERPRISES INC CLASS A 6.250 1.04 0.34 0.08 11.28 0.41 1.47 1.03 60 STC STEWART INFORMATION SVC 43.360 0.42 1.49 0.02 8.31 0.30 1.08 0.62 60

SF PA STIFEL FINL CAP TR I PFD TR SECS 26.400 0.12 0.03 0.05 1.62 0.06 0.22 0.42 56 SF STIFEL FINL CORP 39.230 0.61 2.82 0.04 8.82 0.32 1.15 0.74 60 SWC STILLWATER MNG CO 12.490 2.74 0.10 0.24 16.79 0.61 2.18 2.15 60 SVQ STILWELL FINL INC PINES 7.875%32 25.380 0.06 0.04 -0.01 1.83 0.07 0.24 0.37 57 STM STMICROELECTRONICS N V NY REGISTRY 18.400 2.61 -1.35 0.65 6.87 0.25 0.89 2.07 60

Based on S&P 500 Index Using Straight Regression Page 260 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

STKR STOCKERYALE INC COM NEW 1.280 3.47 -1.56 0.20 24.26 0.89 3.15 2.64 60 SWEB STOCKGROUP INFORMATION 0.400 0.84 2.57 0.03 13.90 0.51 1.81 0.90 60 SNSA STOLT NIELSEN S A SP ADR REG COM 30.490 1.74 1.38 0.18 12.82 0.47 1.67 1.49 60 SCDE STONE ARCADE ACQUISITIO 6.360 0.02 1.22 -0.07 3.03 0.45 0.87 0.35 16 SCDE U STONE ARCADE ACQUISITIO UNIT EX 000009 9.910 0.79 2.50 -0.04 8.64 1.23 2.34 0.86 17

SGY STONE ENERGY CORP 35.350 0.49 -0.01 0.02 8.54 0.31 1.11 0.66 60 STG STONEPATH GROUP INC 0.160 1.68 -2.03 0.05 23.58 0.86 3.06 1.45 60 SRI STONERIDGE INC 8.190 -0.55 1.21 0.00 15.53 0.57 2.02 -0.03 60 STON STONEMOR PARTNERS L P COM UNITS 25.010 0.44 0.28 0.00 4.36 0.42 0.91 0.63 28 SEO STORA ENSO CORP SPON ADR REP R 15.790 1.20 0.13 0.42 4.99 0.18 0.65 1.13 60

SENG Q STORAGE ENGINE INC 0.003 2.53 17.09 -0.01 134.64 4.91 17.50 2.01 60 SOSO STORAGE COMPUTER CORP 0.002 3.40 -4.73 0.07 40.72 1.49 5.29 2.59 60 SCU STORM CAT ENERGY CORP 1.190 -1.06 -3.30 -0.05 11.63 1.73 3.45 -0.37 15 STRU STRAIGHT UP BRANDS INC 0.320 11.15 16.49 -0.02 123.56 13.90 28.15 7.73 23 SSYS STRATASYS INC 31.410 1.96 3.86 0.14 16.66 0.61 2.17 1.64 60

SMMT STRATCOMM MEDIA LTD COM NEW 0.000 3.81 13.33 0.01 90.87 3.32 11.81 2.87 60 STGN STRATAGENE CORP 7.440 2.66 -1.41 0.12 13.39 1.20 2.58 2.10 31 SDIX STRATEGIC DIAGNOSTICS I 3.780 0.86 -0.44 0.03 13.74 0.50 1.79 0.91 60 STRD STRATEGIC DISTR INC COM NEW 10.180 -0.39 1.73 0.00 12.47 0.45 1.62 0.08 60 BEE STRATEGIC HOTELS & RESO 21.790 2.09 -0.16 0.42 4.86 0.43 0.94 1.72 31

SMPP STRATEGIC MGMT & OPPORT 0.001 0.33 26.56 -0.03 161.83 12.93 28.28 0.55 38 SGCR STRATEGIC RESOURCES LTD 0.220 21.91 120.74 -0.03 795.37 69.46 147.24 14.85 33 SFTC STRATESEC INC 0.005 -0.13 4.42 -0.02 71.56 2.61 9.30 0.25 60 STXN STRATEX NETWORKS INC 4.830 4.62 0.20 0.42 19.07 0.70 2.48 3.40 60 FUEL STREICHER MOBILE FUELIN COM 1.400 0.31 1.42 -0.01 16.96 0.62 2.20 0.54 60

STRV STRATIVATION INC 0.032 19.81 4.21 0.03 192.99 12.21 31.83 13.46 46 STLW STRATOS INTERNATIONAL I COM NEW 7.600 4.53 -2.94 0.59 13.34 0.49 1.73 3.34 60 GJF STRATS TR AT&T CORP 2004-4 CTF A1 24.100 -0.12 0.04 -0.03 3.79 0.32 0.68 0.26 34 GJB STRATS TR BOEING SECS STRATS 6% A-1 25.000 0.13 -0.04 -0.02 3.73 0.32 0.67 0.43 35 STRT STRATTEC SEC CORP 46.600 0.38 0.73 0.00 9.06 0.33 1.18 0.59 60

Based on S&P 500 Index Using Straight Regression Page 261 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

GJI STRATS TR FOR IBM CORP 04-7 4.750% 24.200 0.36 -0.37 0.15 1.58 0.14 0.30 0.57 31 GJG STRATS TR TIME WARNER I 04-5 A1 6.125% 24.150 0.00 0.17 -0.03 3.37 0.29 0.62 0.34 33 GJH STRATS TR UTD STS CELLU STRATS 6.375 9.530 0.34 -0.07 0.07 2.12 0.19 0.40 0.56 32 GJJ STRATS TR GOLDMAN SACHS CTF04-8 FLT RT 24.450 0.27 -0.26 0.15 1.20 0.11 0.23 0.51 30 GJK STRATS TR J P MORGAN CH 04-9 CTF A-1 24.200 0.05 -0.11 -0.03 1.46 0.13 0.28 0.37 30

GJO STRATS TR WAL MART STOR STRT CTF 05-4 23.780 0.16 -0.34 -0.06 2.06 0.34 0.68 0.45 14 STRS STRATUS PPTYS INC COM NEW 32.000 -0.30 2.64 0.00 7.70 0.28 1.00 0.14 60 SSVG STRATUS SVCS GROUP INC COM NEW 0.016 3.62 0.42 0.04 54.56 1.99 7.09 2.74 60 STRA STRAYER ED INC COM 106.050 0.24 1.54 -0.01 8.33 0.30 1.08 0.50 60 SLNE STREAMLINE COM INC 0.000 9.95 87.58 -0.01 647.05 23.60 84.11 6.93 60

GLD STREETTRACKS GOLD TR GOLD SHS 63.210 0.28 1.14 -0.02 4.55 0.44 0.98 0.53 26 SRR STRIDE RITE CORP 15.080 0.56 1.38 0.08 6.39 0.23 0.83 0.71 60 SYK STRYKER CORP 55.110 0.54 1.07 0.07 6.52 0.24 0.85 0.70 60 STU STUDENT LN CORP 207.300 0.69 1.49 0.14 5.77 0.21 0.75 0.79 60 SOMD STUDIO ONE MEDIA INC 6.300 15.47 53.06 0.03 253.46 9.25 32.95 10.59 60

STBI STURGIS BANCORP INC 12.700 0.09 1.00 -0.02 6.80 0.25 0.88 0.39 60 RGR STURM RUGER & CO INC 9.600 0.88 -0.27 0.09 9.46 0.34 1.23 0.92 60 SBJX SUBJEX CORP 0.070 8.73 9.41 0.01 106.88 7.89 18.02 6.12 42 SPH SUBURBAN PROPANE PARTNE UNIT LTD PARTN 38.010 0.11 0.69 -0.01 4.71 0.17 0.61 0.41 60 SZE SUEZ SPONSORED ADR 51.960 1.77 0.65 0.36 8.29 0.30 1.08 1.51 60

SUBK SUFFOLK BANCORP 38.130 0.31 0.67 0.01 6.88 0.25 0.89 0.54 60 SUFB SUFFOLK FIRST BK VA 10.100 -0.21 0.77 -0.03 5.13 0.46 1.00 0.20 30 SLJB SULJA BROS BLDG SUPPLIE 0.013 -0.38 29.51 -0.06 120.12 15.86 31.30 0.09 19 SUF SULPHCO INC 4.720 0.43 10.04 -0.02 46.64 1.70 6.06 0.62 60 SSUM Y SUMITOMO CORP SPONSORED ADR 15.150 2.46 3.32 0.07 14.46 1.48 3.11 1.97 25

SMML Y SUMITOMO METAL INDS LTD SPONSORED ADR 43.200 -0.63 6.20 -0.03 12.51 1.22 2.69 -0.08 26 SMFJ Y SUMITOMO MITSUI FINL GR ADR 10.350 0.49 3.77 -0.03 14.60 1.25 2.60 0.66 35 SBGA SUMMIT BK CORP GA 24.290 0.48 2.94 0.02 8.75 0.32 1.14 0.65 60 SEVT SUMMIT ENVIRONMENTAL IN 0.190 1.53 3.70 0.01 36.12 1.32 4.69 1.35 60 SMMF SUMMIT FINANCIAL GROUP 19.250 -0.12 2.25 -0.01 8.84 0.32 1.15 0.26 60

Based on S&P 500 Index Using Straight Regression Page 262 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SFNS SUMMIT FINL SVCS GROUP 0.320 0.68 0.05 -0.02 21.99 1.62 3.67 0.79 43 SUMT SUMTOTAL SYS INC 6.050 1.71 -1.22 0.05 11.89 1.02 2.14 1.47 34 SNBC SUN BANCORP INC 21.070 0.73 1.57 0.11 6.85 0.25 0.89 0.82 60 SBK SUN AMERICAN BANCORP 5.220 3.13 0.19 0.11 17.66 1.25 2.95 2.41 44 SUI SUN COMMUNITIES INC 32.360 0.22 -0.21 0.01 4.79 0.17 0.62 0.49 60

SUHJ Y SUN HUNG KAI PPTYS LTD SPONSORED ADR 11.650 0.95 0.05 0.14 4.32 0.37 0.77 0.97 35 SLF SUN LIFE FINL INC 42.350 1.04 0.84 0.46 3.94 0.14 0.51 1.02 60 SUNW SUN MICROSYSTEMS INC 5.420 2.80 -1.54 0.49 10.13 0.37 1.32 2.19 60 SNMO SUN MOTOR INTL INC 0.650 -0.03 -0.65 -0.02 33.56 1.22 4.36 0.32 60 SNMD SUN NEW MEDIA INC 0.750 0.73 5.58 -0.01 47.70 1.74 6.20 0.82 60

SVN SUN-TIMES MEDIA GROUP I 4.910 0.76 -1.36 0.08 8.49 0.31 1.10 0.84 60 SUNH SUN HEALTHCARE GROUP IN COM NEW 12.630 4.29 3.45 0.11 41.09 1.52 5.48 3.18 57 SNHY SUN HYDRAULICS CORP 20.510 0.34 3.38 -0.01 16.88 0.62 2.19 0.56 60 SNR SUNAIR SERVICES CORP 3.700 1.36 2.83 0.02 25.95 0.95 3.37 1.24 60 SNBS SUNBASE ASIA INC 0.001 25.81 18.14 0.04 181.95 18.57 39.16 17.44 25

SU SUNCOR ENERGY INC 78.910 0.40 2.83 0.01 8.56 0.31 1.11 0.60 60 SWSH SUNCOM WIRELESS HLDGS I CLASS A 0.700 4.34 -4.20 0.33 21.57 0.79 2.80 3.21 60 SDAY Y SUNDAY COMMUNICATION LT SPONS ADR NEW 5.250 1.17 3.43 0.00 29.71 1.08 3.86 1.11 60 SNSS SUNESIS PHARMACEUTICALS 4.520 1.49 -2.94 -0.03 14.11 2.10 4.06 1.33 16 SSY SUNLINK HEALTH SYSTEMS 7.000 0.88 1.80 0.04 13.17 0.48 1.71 0.92 60

SNYL SUNNYLIFE GLOBAL INC COM NO PAR 0.320 3.12 -6.64 -0.02 28.75 3.83 7.76 2.40 18 SXL SUNOCO LOGISTICS PRTNRS COM UNITS 50.560 0.44 1.46 0.07 5.04 0.18 0.66 0.63 59 SUN SUNOCO INC COM 62.360 0.60 2.13 0.05 8.12 0.30 1.05 0.73 60 SPWR SUNPOWER CORP COM CL A 37.170 2.38 1.14 -0.01 15.53 2.55 5.12 1.91 14 SRZ SUNRISE SENIOR LIVING I 30.720 1.37 1.12 0.25 8.26 0.30 1.07 1.24 60

SSBN SUNSET BRANDS INC COM NEW 0.024 14.55 -12.80 0.03 114.89 11.19 24.37 9.98 27 SRTI SUNRISE TELECOM INC 2.200 1.56 -0.22 0.09 16.35 0.60 2.13 1.37 60 STKL SUNOPTA INC 8.800 1.76 2.47 0.20 12.02 0.44 1.56 1.51 60 SRRE SUNRISE REAL ESTATE GRO 1.900 1.64 28.76 -0.06 95.85 12.65 24.98 1.43 19 SBBD SUNRISE BROADBAND GROUP 0.010 -0.17 -14.30 -0.06 37.58 4.96 9.79 0.22 19

Based on S&P 500 Index Using Straight Regression Page 263 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SNSH A SUNSHINE PCS CORP CLASS A 0.015 1.09 -2.87 0.00 28.41 1.04 3.69 1.06 60 SHO SUNSTONE HOTEL INVS INC 26.730 1.61 0.40 0.30 4.77 0.46 1.01 1.41 27 SHO PA SUNSTONE HOTEL INVS INC PFD SER A 25.500 -0.11 0.53 -0.04 2.42 0.29 0.59 0.27 21 SUNN SUNTRON CORP 1.050 1.70 -1.83 0.07 20.33 0.74 2.64 1.46 60 STI SUNTRUST BKS INC COM 84.450 0.44 0.37 0.20 3.01 0.11 0.39 0.63 60

STP SUNTECH PWR HLDGS CO LT ADR 34.010 5.95 -2.83 0.19 16.88 3.03 5.56 4.28 13 SUPV A SUPER VISION INTL INC CLASS A 3.320 0.21 0.23 -0.01 15.92 0.58 2.07 0.48 60 SPCK SUPERCLICK INC 0.068 1.64 4.74 -0.01 58.30 2.13 7.58 1.43 60 SUPG SUPERGEN INC 5.080 3.75 -0.38 0.27 21.31 0.78 2.77 2.82 60 SUPR SUPERIOR BANCORP 11.340 0.48 0.87 0.05 6.73 0.25 0.87 0.65 60

SPN SUPERIOR ENERGY SVCS IN 32.680 1.44 2.26 0.19 10.23 0.37 1.33 1.29 60 SPSX SUPERIOR ESSEX INC 33.250 1.24 1.83 0.07 8.07 0.65 1.41 1.16 38 SUP SUPERIOR INDS INTL INC 19.270 0.35 -1.10 0.01 7.22 0.26 0.94 0.57 60 SGC SUPERIOR UNIFORM GP INC 12.810 0.25 0.71 0.00 6.93 0.25 0.90 0.50 60 SWSI SUPERIOR WELL SVCS INC 25.560 0.17 2.46 -0.06 13.06 1.74 3.53 0.45 18

SPPR SUPERTEL HOSPITALITY IN 6.930 0.44 1.55 0.02 7.84 0.29 1.02 0.63 60 SUPX SUPERTEX INC 39.250 1.47 1.59 0.14 12.31 0.45 1.60 1.31 60 SVU SUPERVALU INC 35.750 1.31 0.58 0.33 6.55 0.24 0.85 1.20 60 SVET SUPERVISION ENTMT INC 0.400 24.89 45.61 0.00 244.68 23.83 51.14 16.83 28 SPRT SUPPORTSOFT INC 5.480 2.54 0.75 0.17 19.00 0.69 2.47 2.02 60

STS SUPREME INDS INC CLASS A 6.380 0.95 0.78 0.16 7.43 0.27 0.97 0.97 60 SURW SUREWEST COMMUNICATIONS 27.540 1.89 -1.01 0.30 10.17 0.37 1.32 1.59 60 SGTP Y SURGUTNEFTEGAZ JSC SPON ADR PFD 114.000 2.71 2.46 0.18 10.50 1.07 2.26 2.13 25 SGTZ Y SURGUTNEFTEGAZ JSC SPONSORED ADR 77.000 1.30 2.12 0.03 10.21 0.87 1.82 1.20 35 SRDX SURMODICS INC 31.120 0.49 0.09 0.01 10.52 0.38 1.37 0.66 60

SRYB SURREY BANCORP 26.350 -0.11 2.80 -0.04 10.84 1.11 2.33 0.26 25 SUSQ SUSQUEHANNA BANCSHARES 26.880 0.60 0.32 0.14 4.94 0.18 0.64 0.73 60 SBBX SUSSEX BANCORP 15.000 0.70 0.74 0.14 5.82 0.21 0.76 0.80 60 STRN SUTRON CORP 6.630 0.70 6.85 -0.02 29.07 2.05 4.86 0.80 44 SVCB Y SVENSKA CELLULOSA AKTIE SPONSORED ADR 52.600 2.61 0.13 0.38 6.41 0.65 1.38 2.07 25

Based on S&P 500 Index Using Straight Regression Page 264 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SIVB O SVB CAP II PFD TR GTD 7% 24.950 0.07 -0.04 -0.02 2.16 0.17 0.38 0.38 38 SWDB Y SWEDBANK A B SPD ADR 36.500 3.00 1.71 0.19 11.30 1.15 2.43 2.33 25 SWTS SWEET SUCCESS ENTERPRIS 0.580 4.51 3.19 0.02 41.15 3.68 7.84 3.33 32 SFY SWIFT ENERGY CO 44.810 1.05 1.73 0.07 12.71 0.46 1.65 1.03 60 SWFT SWIFT TRANSN CO 26.270 1.08 0.48 0.11 10.52 0.38 1.37 1.06 60

SWRA Y SWIRE PAC LTD SPON ADR A 10.800 1.01 0.95 0.15 4.44 0.38 0.79 1.01 35 SWCE Y SWISS REINS CO SPONSORED ADR 85.250 1.68 -0.28 0.42 3.86 0.33 0.69 1.45 35 SCM SWISSCOM AG SPONSORED ADR 37.760 0.17 0.52 0.01 4.03 0.15 0.52 0.45 60 SY SYBASE INC 24.700 1.13 0.70 0.18 8.23 0.30 1.07 1.08 60 SCMR SYCAMORE NETWORKS INC 3.760 1.63 -0.71 0.29 8.82 0.32 1.15 1.42 60

PSYC SYKES DATATRONICS INC 0.002 84.73 43.72 0.09 506.45 37.38 85.32 56.49 42 SYKE SYKES ENTERPRISES INC 17.640 1.50 1.51 0.12 13.80 0.50 1.79 1.33 60 SYMC SYMANTEC CORP 20.850 0.54 1.84 0.02 10.15 0.37 1.32 0.70 60 SMBI SYMBION INC DEL 18.510 2.26 -1.14 0.19 8.97 0.77 1.60 1.84 35 SBL SYMBOL TECHNOLOGIES INC COM 14.940 2.24 0.15 0.26 13.12 0.48 1.71 1.82 60

SYBA SYMBIAT INC 0.000 1.12 -2.26 -0.01 79.24 2.89 10.30 1.08 60 SYMB A SYMBOLLON PHARMACEUTICA CLASS A 0.900 -0.11 9.06 -0.02 62.91 2.29 8.18 0.26 60 SYMM SYMMETRICOM INC 8.920 1.86 0.23 0.27 10.65 0.39 1.38 1.57 60 SMA SYMMETRY MED INC 13.830 1.81 -2.63 0.10 9.31 0.95 2.00 1.53 25 SYM SYMS CORP 19.910 0.11 2.28 -0.01 6.66 0.24 0.87 0.41 60

SMMX SYMYX TECHNOLOGIES 21.590 1.59 0.25 0.16 12.40 0.45 1.61 1.39 60 SYPJ SYMPOSIUM PRODUCTIONS C 0.020 1.66 17.12 -0.01 110.14 4.02 14.32 1.44 60 SYGR SYNAGRO TECHNOLOGIES IN COM NEW 4.420 0.46 1.39 0.02 9.06 0.33 1.18 0.64 60 SYNL SYNALLOY CP DEL 18.540 2.02 2.81 0.26 11.87 0.43 1.54 1.67 60 SYNB SYNBIOTICS CORP COM NEW 0.083 0.83 1.94 -0.01 47.30 1.73 6.15 0.89 60

SYNA SYNAPTICS INC 29.690 2.76 2.11 0.25 16.74 0.61 2.18 2.17 60 SYBR SYNERGY BRANDS INC COM PAR $.001 0.929 0.20 -1.32 -0.02 17.88 0.65 2.32 0.47 60 SNPS SYNOPSYS INC COM 26.730 1.98 -0.28 0.35 9.54 0.35 1.24 1.65 60 SYT SYNGENTA AG SPONSORED ADR 37.140 0.67 2.03 0.13 5.84 0.21 0.76 0.78 60 SYNX SYNERGX SYSTEMS INC 1.760 1.87 4.52 0.02 34.31 1.25 4.46 1.58 60

Based on S&P 500 Index Using Straight Regression Page 265 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SYHO SYNERGIE WELLNESS PRODU 0.000 23.13 181.85 0.00 738.41 26.94 95.99 15.67 60 SURG SYNERGETICS USA INC COM 4.370 0.90 2.95 0.00 26.04 0.95 3.38 0.93 60 SYNP SYNPLICITY INC OC-COM 6.260 1.85 -0.86 0.18 13.63 0.50 1.77 1.57 60 SNV SYNOVUS FINL CORP 30.830 0.88 0.15 0.28 4.87 0.18 0.63 0.92 60 SYMX SYNTHESIS ENERGY SYS IN 6.500 3.86 0.08 -0.01 33.39 4.41 8.70 2.90 19

NZYM SYNTHETECH INC 0.510 0.85 0.36 0.00 24.03 0.88 3.12 0.90 60 SYNO SYNOVIS LIFE TECHNOLOGI 9.950 1.11 0.95 0.06 13.65 0.50 1.77 1.07 60 SYNT SYNTEL INC 26.800 1.19 1.57 0.08 13.00 0.47 1.69 1.13 60 SYNF SYNERGY FINANCIAL GROUP 16.480 0.30 3.05 0.00 7.29 0.31 1.05 0.53 52 SNX SYNNEX CORP 21.940 1.94 0.02 0.14 9.04 0.72 1.58 1.62 38

SYNM SYNTROLEUM CORP 3.460 0.87 0.98 0.00 23.02 0.84 2.99 0.92 60 SVR SYNIVERSE HLDGS INC 14.990 1.10 0.03 -0.02 13.85 1.56 3.15 1.07 23 BRLC SYNTAX BRILLIAN CORP 8.650 8.38 -1.63 0.32 18.06 3.24 5.95 5.89 13 SYVC SYNOVICS PHARMACEUTICAL 1.650 5.25 24.59 -0.03 110.12 10.76 23.56 3.82 26 SYNI SYNGAS INTL CORP 0.330 -0.63 3.48 -0.01 43.48 1.59 5.65 -0.08 60

SYPR SYPRIS SOLUTIONS INC 6.970 1.56 -0.77 0.16 12.27 0.45 1.59 1.37 60 SYQT Q SYQUEST TECHNOLOGY INC 0.001 5.12 36.68 0.00 163.86 5.98 21.30 3.73 60 SYY SYSCO CORP 36.760 0.61 0.47 0.12 5.45 0.20 0.71 0.74 60 SYX SYSTEMAX INC 17.450 1.22 4.36 0.04 18.56 0.68 2.41 1.15 60 TAYC P TAYC CAP TR I PFD TR 9.75% 25.510 -0.09 0.10 0.00 1.83 0.09 0.28 0.27 51

TBWC TB WOODS CORP 17.020 0.97 1.92 0.04 14.03 0.51 1.82 0.98 60 TCB TCF FINL CORP 27.420 0.43 0.16 0.09 4.53 0.17 0.59 0.62 60 TCLP TC PIPELINES LP UT COM LTD PRT 36.000 0.07 0.64 -0.01 4.32 0.16 0.56 0.38 60 TDK TDK CORP AMERN DEP SH 80.230 1.26 0.70 0.24 7.80 0.28 1.01 1.18 60 BNK TD BANKNORTH INC COM 32.280 0.62 -0.29 0.05 8.40 0.31 1.09 0.75 60

AMTD TD AMERITRADE HLDG CORP 16.180 1.88 1.82 0.21 12.70 0.46 1.65 1.59 60 TE TECO ENERGY INC 17.230 0.71 -0.71 0.10 7.11 0.26 0.92 0.81 60 TELO Z TEL OFFSHORE TR UNIT BEN INT 9.310 1.31 1.96 0.06 16.98 0.62 2.21 1.21 60 TPP TEPPCO PARTNERS L P UT LTD PARTNER 40.310 0.24 0.51 0.01 4.85 0.18 0.63 0.50 60 TESS TESSCO TECHNOLOGIES INC CON 21.590 1.46 1.22 0.16 11.44 0.42 1.49 1.30 60

Based on S&P 500 Index Using Straight Regression Page 266 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

THRD TF FINL CORP 30.950 0.58 0.52 0.15 4.70 0.17 0.61 0.72 60 THQI THQ INC COM NEW 32.520 1.23 0.79 0.14 10.22 0.37 1.33 1.15 60 TIBB TIB FINL CORP 17.490 0.43 1.79 0.05 5.66 0.21 0.74 0.62 60 TIII TII NETWORK TECHNOLOGIE COM NEW 2.490 1.61 4.44 0.03 27.40 1.00 3.56 1.40 60 AXLE T J T INC 1.560 0.63 4.87 -0.01 23.33 0.85 3.03 0.76 60

TJX TJX COS INC NEW 28.520 0.93 0.45 0.22 6.13 0.22 0.80 0.95 60 TLCV TLC VISION CORP 5.230 4.56 2.32 0.37 20.81 0.76 2.71 3.36 60 TKHL TKO HLDGS LTD 0.000 45.28 390.21 -0.03 902.51 62.84 343.11 30.34 34 TNT TNT N V SPONSORED ADR 43.080 0.99 0.98 0.27 5.72 0.21 0.74 0.99 60 TNXT TNX TELEVISION HLDGS IN 0.001 -0.60 6.37 -0.03 98.80 7.90 17.43 -0.06 37

TRR TRC COS INC 8.622 0.49 -1.60 0.00 12.69 0.46 1.65 0.67 60 TRMM TRM CORP 2.140 1.64 5.00 0.01 33.01 1.20 4.29 1.42 60 TRW TRW AUTOMOTIVE HLDGS CO 25.870 0.05 0.40 -0.03 8.62 0.74 1.54 0.37 35 TYW TS&W CLAYMORE TAX ADVNT 15.770 0.25 0.01 0.00 2.79 0.24 0.52 0.50 33 TSRI TSR INC 4.090 0.93 -0.45 0.09 9.63 0.35 1.25 0.95 60

TVIN TVI CORP NEW 2.350 -1.49 6.35 0.04 22.21 0.81 2.89 -0.65 60 TNS TNS INC 19.250 1.08 -0.04 0.01 11.30 0.97 2.04 1.05 34 TSXP F TSX GROUP INC ORD 39.803 1.07 1.78 0.04 7.35 0.75 1.58 1.05 25 TTMI TTM TECHNOLOGIES INC 11.330 3.19 1.24 0.23 20.45 0.75 2.66 2.45 60 TTES T-3 ENERGY SRVCS INC 22.050 0.50 2.12 0.00 15.63 0.57 2.03 0.67 60

TVIA TVIA INC 1.130 2.11 0.41 0.13 18.58 0.68 2.42 1.74 60 TXI PS TXI CAP TR I SPURS TXI 63.050 0.86 0.70 0.31 4.45 0.16 0.58 0.91 60 TXPO TXP CORPORATION 0.361 -1.00 1.28 -0.02 33.71 2.13 5.56 -0.32 46 TXU TXU CORP COM 54.210 -0.31 2.65 -0.01 12.77 0.47 1.66 0.13 60 TABC Y TABCORP HLDGS LTD SPONSORED ADR 135.000 0.30 0.11 -0.03 4.61 0.49 1.00 0.54 24

TBTC TABLE TRAC INC 1.350 -1.18 12.02 -0.02 31.78 2.54 5.55 -0.44 38 TACA TAC ACQUISITION CORP 5.541 0.20 0.03 -0.01 1.54 0.23 0.44 0.47 16 TACA U TAC ACQUISITION CORP UNIT EX 052010 5.600 0.55 -0.81 0.01 3.74 0.49 0.97 0.70 19 TADF TACTICAL AIR DEFENSE SV 2.600 0.31 10.70 -0.09 28.64 5.14 9.44 0.54 13 TAG TAG-IT PAC INC 1.030 0.91 -0.37 0.01 21.02 0.77 2.73 0.94 60

Based on S&P 500 Index Using Straight Regression Page 267 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TAGO F TAG OIL LTD 0.420 -1.25 5.25 0.00 31.61 1.17 4.22 -0.49 57 TISC Y TAISEI CORP ADR 31.250 1.14 -2.48 0.03 8.45 0.89 1.83 1.09 24 TAIT TAITRON COMPONENTS INC CLASS A 2.330 0.42 1.22 0.00 12.85 0.47 1.67 0.62 60 TSM TAIWAN SEMICONDUCTOR MF SPONSORED ADR 10.930 2.45 -0.51 0.60 7.02 0.26 0.91 1.96 60 TJSS TAJ SYSTEMS INC 0.115 3.14 14.87 -0.06 83.11 11.85 22.46 2.41 17

TTWO TAKE-TWO INTERACTIVE SO CDT-COM 17.760 0.25 1.46 -0.01 12.03 0.44 1.56 0.50 60 TAL TAL INTL GROUP INC 26.690 1.11 1.74 0.02 6.64 0.99 1.97 1.08 15 TLB TALBOTS INC 24.100 1.04 -0.67 0.14 8.68 0.32 1.13 1.03 60 TLEO TALEO CORP CLASS A 13.670 4.25 -3.25 0.31 10.23 1.52 2.94 3.15 16 TLM TALISMAN ENERGY INC 16.990 0.36 2.45 0.02 7.14 0.26 0.93 0.58 60

TALX TALX CORP 27.450 -0.15 3.02 -0.02 16.98 0.62 2.21 0.24 60 TBAC TANDY BRANDS ACCESSORIE 11.720 0.57 0.97 0.03 8.86 0.32 1.15 0.72 60 TLF TANDY LEATHER FACTORY I 8.070 0.85 2.44 0.07 10.18 0.37 1.32 0.90 60 SKT TANGER FACTORY OUTLET C 39.080 0.41 2.21 0.05 5.32 0.19 0.69 0.61 60 SKT PC TANGER FACTORY OUTLET C PFD C 25.880 0.54 0.30 0.05 2.56 0.42 0.84 0.69 14

TNOX TANOX INC 19.900 1.42 0.54 0.10 14.02 0.51 1.82 1.28 60 TRE TANZANIAN ROYALTY EXPL 5.950 -0.09 13.06 -0.06 28.36 3.62 7.37 0.28 20 TRGD TARA GOLD RESOURCES CP 0.565 28.94 31.03 0.08 214.47 13.36 35.15 19.51 45 TLG TARGET LOGISTICS INC 2.400 2.50 6.67 0.10 24.62 0.90 3.20 1.99 60 TGT TARGET CORP 57.050 1.21 0.28 0.38 5.41 0.20 0.70 1.14 60

TGEN TARGETED GENETICS CORP COM NEW 5.370 3.63 -0.25 0.14 30.37 1.11 3.95 2.74 60 TCY TARGETS TR XX TARGETS 7.5 07 8.380 0.35 -0.67 0.00 4.39 0.38 0.78 0.57 35 TTA TARGETS TR XXI TARGETS 8% 07 7.050 0.74 -1.60 0.12 3.67 0.33 0.70 0.83 32 TGZ TARGETS TR XXII TRGT GWTH TERM 9.710 0.42 -0.43 0.01 3.67 0.36 0.77 0.62 28 TZN TARGETS TR XXIII TARGET 7.5 NEM 6.640 0.46 -1.90 -0.01 5.03 0.51 1.08 0.64 25

TOI TARGETS TR XXIV TARGETS 7%INTC 6.630 1.13 -2.58 0.21 3.83 0.43 0.87 1.08 23 TSR TARGETS TR XXVI TARGET 8%SPRNT 7.750 0.37 -2.05 -0.07 4.14 0.74 1.36 0.58 13 TGM TARGETS TR XXV TARGETS MOT 6.850 0.63 -2.55 -0.01 4.98 0.71 1.35 0.75 17 TPO TARPON INDS INC 0.750 2.38 -9.04 0.04 15.33 1.73 3.49 1.91 23 TARR TARRAGON CORP 12.170 0.12 2.18 -0.02 10.69 0.39 1.39 0.42 60

Based on S&P 500 Index Using Straight Regression Page 268 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TARR P TARRAGON CORP PFD 10% 12.110 0.59 -0.58 0.26 1.94 0.17 0.38 0.73 30 TAGS TARRANT APPAREL GROUP 1.470 0.40 0.07 -0.01 24.06 0.88 3.13 0.60 60 TGB TASEKO MINES LTD 2.590 1.91 5.31 0.07 22.87 0.83 2.97 1.61 60 TASR TASER INTL INC 7.610 4.29 5.59 0.22 27.89 1.02 3.63 3.18 60 TSTY TASTY BAKING CO 8.990 0.28 -0.82 0.00 9.10 0.33 1.18 0.52 60

TTM TATA MTRS LTD SPONSORED ADR 20.430 3.25 0.57 0.32 9.04 0.88 1.89 2.49 28 TATY Y TATE & LYLE PLC SPONSORED ADR 60.700 1.49 2.21 0.13 7.11 0.61 1.27 1.33 35 TCO TAUBMAN CTRS INC 50.860 0.61 2.01 0.11 5.87 0.21 0.76 0.74 60 TCO PG TAUBMAN CTRS INC PFD SER G 8% 26.300 0.20 0.05 0.01 1.71 0.17 0.37 0.47 26 TCO PH TAUBMAN CTRS INC PFD H 7.625 26.700 0.44 0.03 0.22 1.37 0.18 0.37 0.63 18

TYCO TAYCO DEVS INC 3.650 1.11 0.02 0.04 15.94 0.58 2.07 1.08 60 TYCB TAYLOR CALVIN B BANKSHA CDT COM 35.650 0.08 -0.05 -0.02 3.56 0.22 0.57 0.39 47 TAYC TAYLOR CAP GROUP INC 36.610 0.16 1.62 -0.02 8.36 0.42 1.26 0.45 51 TAYD TAYLOR DEVICES INC 6.110 2.13 1.01 0.06 26.17 0.95 3.40 1.75 60 TYNL Y TAYLOR NELSON SOFRES PL SPONSORED ADR 15.735 1.68 -0.69 0.07 7.67 1.14 2.21 1.45 16

TISI TEAM INC 34.830 0.06 3.31 -0.02 11.12 0.41 1.44 0.37 60 TSTF TEAMSTAFF INC COM NEW 1.280 1.09 -2.28 0.10 10.64 0.39 1.38 1.06 60 TFIN TEAM FINANCIAL INC 16.000 -0.01 1.15 -0.02 4.61 0.17 0.60 0.33 60 TECD TECH DATA CORP 37.870 1.37 -0.43 0.31 7.13 0.26 0.93 1.25 60 TLBT TECH LABS INC COM NEW 0.035 3.77 6.99 0.01 85.02 3.10 11.05 2.84 60

TO TECH OPS SEVCON INC 7.850 1.05 0.07 0.17 7.86 0.29 1.02 1.03 60 TEAM TECHTEAM GLOBAL INC 11.250 0.24 2.66 -0.01 11.86 0.43 1.54 0.49 60 TCLT TECHALT INC 0.009 35.38 -2.96 0.02 172.45 30.96 56.83 23.78 13 TSH TECHE HLDG CO 51.500 0.17 1.62 0.00 4.27 0.16 0.55 0.45 60 THLT TECHLITE INC 0.003 1.16 -0.78 -0.01 39.12 1.43 5.09 1.10 60

TECH TECHNE CORP 55.450 0.62 0.77 0.05 8.25 0.30 1.07 0.75 60 TCCO TECHNICAL COMMUNICATION 3.000 1.63 5.61 0.01 34.28 1.25 4.46 1.42 60 TOA TECHNICAL OLYMPIC USA I 10.170 0.62 0.76 0.03 10.40 0.38 1.35 0.75 60 TEVT TECHNICAL VENTURES INC 0.060 1.09 14.97 -0.02 89.99 3.28 11.70 1.06 60 TKP TECHNIP S A SPONSORED ADR 68.610 1.72 0.97 0.38 7.71 0.28 1.00 1.48 60

Based on S&P 500 Index Using Straight Regression Page 269 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TNL TECHNITROL INC 23.890 1.36 -0.23 0.19 9.70 0.35 1.26 1.24 60 TCPS TECHNOCONCEPTS INC 1.910 -0.82 4.63 -0.02 28.68 2.29 5.07 -0.21 37 TICC TECHNOLOGY INVT CAP COR 16.140 0.92 -0.51 0.19 3.70 0.30 0.65 0.95 38 TRCI TECHNOLOGY RESH CORP COM NEW 4.170 1.83 2.78 0.07 21.49 0.78 2.79 1.55 60 TSCC TECHNOLOGY SOLUTIONS CO COM NEW 6.890 1.71 -2.85 0.19 12.26 0.45 1.59 1.47 60

TTND Y TECHTRONIC INDS LTD SPONSORED ADR 6.700 1.19 -1.37 0.04 8.93 0.76 1.59 1.13 35 TECU B TECUMSEH PRODS CO CLASS B 16.600 0.83 -1.75 0.10 8.18 0.30 1.06 0.89 60 TECU A TECUMSEH PRODS CO CLASS A 16.900 0.80 -1.78 0.10 8.01 0.29 1.04 0.87 60 TEKC TEKNOWLEDGE CORP NEW COM NEW 0.270 2.43 -2.86 0.12 21.91 0.80 2.85 1.95 60 TEJS TEJAS INC 3.100 0.75 3.79 -0.03 30.10 2.58 5.43 0.84 34

TRC TEJON RANCH CO DEL 55.840 1.15 1.37 0.19 8.25 0.30 1.07 1.10 60 TKLC TEKELEC 14.830 1.85 0.14 0.15 14.95 0.55 1.94 1.56 60 TEK TEKTRONIX INC 29.170 1.25 -0.03 0.33 6.21 0.23 0.81 1.17 60 TIK TEL INSTR ELECTRS CORP COM NEW 3.030 0.10 1.73 -0.02 15.49 0.57 2.01 0.41 60 TBLU TELCO BLUE INC COM NEW 0.004 1.79 0.71 -0.01 75.27 2.75 9.78 1.52 60

TNE TELE NORTE LESTE PART S SPON ADR PFD 14.920 2.37 -0.17 0.41 10.08 0.37 1.31 1.91 60 TCN TELE NORTE CELULAR PART SPON ADR PFD 8.840 1.74 -1.14 0.15 13.85 0.51 1.80 1.49 60 TEO TELECOM ARGENTINA SA SPON ADR REP B 20.010 2.51 2.80 0.19 17.89 0.65 2.33 2.00 60 TCOM TELECOM COMMUNICATIONS COM 0.399 4.59 39.98 -0.02 175.62 10.94 28.34 3.38 47 NZT TELECOM CORP NEW ZEALAN SPONSORED ADR 26.920 0.57 0.77 0.08 6.24 0.23 0.81 0.72 60

TI TELECOM ITALIA S P A NE SPON ADR ORD 30.130 0.94 0.04 0.29 5.13 0.19 0.67 0.96 60 TI A TELECOM ITALIA S P A NE SPON ADR SVGS 25.200 0.59 0.84 0.08 6.67 0.24 0.87 0.73 60 TBH TELECOMUNICACOES BRASIL SPONSORED ADR 30.690 2.02 -0.62 0.39 8.89 0.32 1.16 1.67 60 TSP TELECOMUNICACOES DE SAO SPON ADR PFD 25.630 2.08 0.90 0.42 8.68 0.32 1.13 1.72 60 TSYS TELECOMMUNICATION SYS I CLASS A 3.100 2.67 -0.09 0.20 18.54 0.68 2.41 2.11 60

TNSW TELECOMM SALES NETWORK 2.300 7.22 17.70 -0.04 76.77 11.43 22.10 5.12 16 TDY TELEDYNE TECHNOLOGIES I 40.130 0.54 1.69 0.03 8.75 0.32 1.14 0.69 60 TFX TELEFLEX INC 64.560 0.84 0.38 0.20 5.79 0.21 0.75 0.89 60 TAR TELEFONICA DE ARGENTINA SPONSORED ADR 18.070 2.22 2.30 0.11 21.38 0.78 2.78 1.81 60 TEF TELEFONICA S A SPONSORED ADR 63.750 1.39 0.66 0.44 5.54 0.20 0.72 1.26 60

Based on S&P 500 Index Using Straight Regression Page 270 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TFON Y TELEFONOS DE MEXICO S A SPON ADR A SHS 27.960 0.97 0.60 0.29 5.32 0.19 0.69 0.98 60 TMX TELEFONOS DE MEXICO S A SPON ADR ORD L 28.260 0.89 0.59 0.30 4.81 0.18 0.62 0.93 60 TDS TELEPHONE & DATA SYS IN 54.330 0.97 -0.68 0.12 8.92 0.33 1.16 0.98 60 TDI TELEPHONE & DATA SYS IN SR NT 2045 24.750 -0.17 0.06 -0.05 4.00 0.48 0.97 0.22 21 TDS S TELEPHONE & DATA SYS IN SPL COM 49.600 0.22 1.00 -0.05 4.09 0.52 1.06 0.48 20

TDA TELEPHONE & DATA SYS IN NT SER A 7.6% 25.070 0.01 0.09 -0.02 4.17 0.15 0.54 0.34 60 TKA TELEKOM AUSTRIA AG SPONSORED ADR 53.440 0.59 1.95 0.10 5.81 0.21 0.76 0.73 60 TLSX F TELEPANEL SYS INC COM NEW 0.000 1.13 -5.44 0.00 34.15 1.25 4.44 1.08 60 TMB TELEMIG CELULAR PART S SPON ADR PFD 38.250 1.81 0.05 0.26 10.74 0.39 1.40 1.53 60 TELN TELENOR ASA SPONSORED ADR 56.430 1.17 2.36 0.25 6.94 0.25 0.90 1.11 60

TLL TELETOUCH COMMUNICATION COM NEW 0.280 1.44 3.57 0.00 39.08 1.43 5.08 1.29 60 TIGI TELESERVICES INTERNET G COM NEW 0.000 0.94 -4.81 0.02 16.26 0.59 2.11 0.96 60 TNCV F TELESIS NORTH COMMUNICA 0.004 -1.13 26.05 -0.03 136.41 10.10 23.33 -0.41 40 TSTC TELESTONE TECHNOLOGIES 8.200 1.82 7.05 -0.01 86.17 3.14 11.20 1.54 60 TELK TELIK INC 4.430 0.81 -0.61 0.02 14.30 0.52 1.86 0.87 60

TKG TELKOM SA LTD SPONSORED ADR 81.080 1.44 2.65 0.08 10.44 0.66 1.72 1.29 46 TKO TELKONET INC 2.670 -0.80 6.14 -0.01 30.25 1.10 3.93 -0.19 60 TLAB TELLABS INC 10.260 3.07 -0.56 0.39 13.60 0.50 1.77 2.37 60 TELT TELTRONICS INC COM NEW 0.340 1.37 4.56 -0.01 47.00 1.71 6.11 1.25 60 TLS TELSTRA LTD SPON ADR FINAL 16.380 0.61 0.18 0.13 5.42 0.20 0.70 0.74 60

WRLS TELULAR CORP COM NEW 3.650 2.23 0.71 0.07 26.59 0.97 3.46 1.81 60 TU TELUS CORP NON-VTG SHS 44.670 1.49 1.93 0.20 10.43 0.38 1.36 1.32 60 TLYN TELYNX INC CL A PAR 0.01 0.000 18.47 21.06 0.18 136.57 4.98 17.75 12.58 60 TMCV TEMECULA VY BANCORP INC 23.500 0.48 2.92 0.02 8.53 0.31 1.11 0.65 60 TZMT TELZUIT MEDICAL TECHNLG 0.080 6.29 10.97 0.01 149.77 5.46 19.47 4.51 60

TIN TEMPLE INLAND INC 46.030 1.58 0.55 0.38 7.10 0.26 0.92 1.38 60 TTEC TELETECH HOLDINGS INC 23.880 1.60 1.60 0.10 16.15 0.59 2.10 1.40 60 XCHG TELPAC INDS INC 0.010 4.36 19.91 0.00 140.11 5.11 18.21 3.23 60 TPX TEMPUR PEDIC INTL INC 20.460 1.87 -0.16 0.10 10.54 0.84 1.86 1.58 37 TS TENARIS S A SPONSORED ADR 49.890 1.47 4.76 0.08 11.86 0.66 1.79 1.31 49

Based on S&P 500 Index Using Straight Regression Page 271 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TCAR TENDERCARE INTL INC 0.490 2.48 3.95 0.06 31.28 1.14 4.07 1.98 60 THC TENET HEALTHCARE CORP 6.970 -0.45 -1.74 0.00 12.88 0.47 1.67 0.04 60 TGC TENGASCO INC COM NEW 0.700 -0.16 -0.26 -0.02 29.47 1.07 3.83 0.23 60 TNC TENNANT CO 29.000 0.88 0.65 0.16 6.88 0.25 0.89 0.92 60 TEN TENNECO INC 24.720 1.78 5.26 0.08 19.45 0.71 2.53 1.51 60

TNCC TENNESSEE COMMERCE BANC 31.250 1.99 0.83 0.03 9.47 1.70 3.12 1.65 13 TVC TENNESSEE VALLEY AUTH PARRS D 2028 23.620 -0.08 -0.09 0.00 2.24 0.08 0.29 0.29 60 TVE TENNESSEE VALLEY AUTH PARRS 6.5% 29 24.250 -0.04 -0.07 -0.01 2.38 0.09 0.31 0.31 60 TSAS TENSAS INC 0.005 -0.50 3.64 -0.02 76.59 2.79 9.96 0.00 60 TER TERADYNE INC 14.960 3.16 -1.22 0.48 11.51 0.42 1.50 2.43 60

TERN TERAYON COMMUNICATION S 2.230 3.33 0.97 0.13 29.53 1.08 3.84 2.54 60 TEX TEREX CORP NEW 64.580 1.27 3.57 0.13 11.27 0.41 1.47 1.18 60 TRBM TERABEAM INC 1.990 3.92 0.81 0.10 38.48 1.40 5.00 2.93 60 TERA TERAFORCE TECHNOLOGY CO 0.002 0.69 3.78 -0.01 52.51 1.92 6.83 0.79 60 TRCA TERCICA INC 5.000 1.70 -2.25 0.03 13.68 1.17 2.47 1.46 34

TRA TERRA INDS INC 11.980 1.44 2.67 0.09 15.43 0.56 2.01 1.29 60 TNH TERRA NITROGEN CO L P COM UNIT 34.050 0.97 4.06 0.02 17.30 0.63 2.25 0.98 60 TEGR TERRA ENERGY & RES TECH 0.250 15.86 -4.89 0.12 62.15 9.26 18.41 10.85 15 TNRO TERRA NOSTRA RES CORP 2.650 8.35 4.27 0.04 77.25 4.89 12.87 5.87 45 TNVA TERRA NOVA ACQUISITION 5.480 -0.10 0.57 -0.04 1.36 0.17 0.35 0.27 20

TNVA U TERRA NOVA ACQUISITION UNIT EX 041909 7.330 0.03 0.80 -0.05 3.84 0.46 0.93 0.36 21 TWW TERREMARK WORLDWIDE INC COM NEW 6.720 2.08 3.51 0.04 29.76 1.09 3.87 1.71 60 TSCD Y TESCO PLC SPONSORED ADR 24.200 0.85 0.90 0.10 4.49 0.38 0.80 0.90 35 TESO F TESCO CORP 17.670 0.50 1.57 0.01 10.35 0.38 1.35 0.67 60 TSO TESORO CORP 65.770 2.00 3.28 0.18 14.81 0.54 1.92 1.66 60

TEVA TEVA PHARMACEUTICAL IND ADR 31.080 0.55 1.15 0.07 6.28 0.23 0.82 0.70 60 TEC TETON ENERGY CORP 4.990 1.21 1.81 0.00 29.56 1.09 3.92 1.14 58 TTI TETRA TECHNOLOGIES INC 25.580 0.97 2.95 0.11 9.44 0.34 1.23 0.98 60 TTEK TETRA TECH INC NEW COM SHS 18.090 1.71 -0.04 0.22 11.05 0.40 1.44 1.47 60 TSRA TESSERA TECHNOLOGIES IN 40.340 2.64 0.65 0.20 10.29 0.82 1.80 2.08 38

Based on S&P 500 Index Using Straight Regression Page 272 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TCBI TEXAS CAPITAL BANCSHARE 19.880 1.68 0.01 0.22 6.55 0.48 1.11 1.45 41 TXI TEXAS INDS INC 64.230 1.62 0.80 0.28 9.02 0.33 1.17 1.41 60 TXN TEXAS INSTRS INC 28.800 2.01 -0.17 0.40 8.72 0.32 1.13 1.67 60 TPL TEXAS PAC LD TR SUB CTF PROP I 217.000 0.51 3.09 0.03 8.19 0.30 1.06 0.68 60 TXPI TEXAS PETROCHEMICALS IN 31.500 0.70 3.45 0.00 7.62 0.68 1.47 0.80 31

TXRH TEXAS ROADHOUSE INC CLASS A 13.260 1.81 -0.62 0.09 9.82 0.96 2.08 1.53 27 TVOC TEXAS VANGUARD OIL CO COM NEW 8.750 1.63 3.95 0.01 15.65 1.52 3.32 1.42 27 TXFI TEXFI INDS INC 0.001 27.78 67.41 -0.02 295.27 37.68 76.77 18.75 20 TEXC TEXCOM INC 0.480 3.23 -2.29 -0.01 27.82 3.55 7.23 2.48 20 TXT TEXTRON INC 93.770 1.38 1.14 0.34 6.80 0.25 0.88 1.25 60

TBHS THE BANK HOLDINGS INC 19.000 1.46 0.02 0.24 5.08 0.43 0.92 1.30 34 TGX THERAGENICS CORP 3.100 1.46 -1.81 0.18 10.65 0.39 1.38 1.30 60 NCTY THE9 LTD ADR 32.220 0.88 1.78 -0.03 16.59 1.69 3.57 0.92 25 THRX THERAVANCE INC 30.890 2.00 0.70 0.23 7.00 0.68 1.48 1.66 27 THMD THERMADYNE HLDGS CORP N COM PAR $0.01 9.900 2.19 -1.71 0.14 11.00 0.78 1.84 1.79 44

TWAV THERMA-WAVE INC 1.190 4.62 -0.86 0.21 30.69 1.12 3.99 3.40 60 TMO THERMO FISHER SCIENTIFI 45.290 1.11 0.82 0.37 5.14 0.19 0.67 1.07 60 TDYT THERMODYNETICS INC COM NEW 2.250 -0.19 9.35 -0.02 43.48 1.59 5.65 0.21 60 KOOL THERMOGENESIS CORP COM NEW 4.310 1.44 1.52 0.09 14.91 0.54 1.94 1.29 60 THVW THERMOVIEW INDS INC COM NEW 0.000 0.33 -4.84 -0.02 25.97 0.95 3.38 0.55 60

TOOD THERMWOOD CORP COM NEW 5.000 0.54 6.08 -0.09 26.24 4.71 8.65 0.69 13 TSCM THESTREET COM 8.900 1.46 3.94 0.08 15.89 0.58 2.07 1.30 60 TMEN THERMOENERGY CORP COM SER B 0.280 -0.07 -0.76 -0.02 27.63 1.01 3.59 0.29 60 THPH F THINKPATH INC COM NEW 0.190 0.14 -9.34 -0.02 28.16 1.03 3.66 0.43 60 TDCB THIRD CENTY BANCORP 11.300 0.09 0.07 -0.03 5.36 0.48 1.03 0.39 31

TWTI THIRD WAVE TECHNOLOGIES 4.810 2.28 0.10 0.18 16.88 0.62 2.19 1.85 60 TNB THOMAS & BETTS CORP 47.280 1.44 1.15 0.31 7.52 0.27 0.98 1.29 60 THME THOMAS EQUIP INC 0.070 20.29 -2.44 0.04 144.99 14.12 30.31 13.78 28 TGIS THOMAS GROUP INC 15.040 2.02 6.29 0.05 26.95 0.98 3.50 1.68 60 TPGI THOMAS PPTYS GROUP INC 16.010 0.62 0.63 0.02 5.07 0.49 1.08 0.75 27

Based on S&P 500 Index Using Straight Regression Page 273 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TOC THOMSON CORP 41.440 0.77 0.17 0.29 4.20 0.16 0.57 0.85 55 TMS THOMSON SPONSORED ADR 19.520 2.13 -1.03 0.48 7.82 0.29 1.02 1.75 60 THO THOR INDS INC 43.990 1.12 2.80 0.10 11.02 0.40 1.43 1.08 60 THOR THORATEC LABS CORP COM NEW 17.580 0.75 0.57 0.03 12.61 0.46 1.64 0.84 60 TMA THORNBURG MTG INC 25.130 0.20 0.46 0.00 5.24 0.19 0.68 0.47 60

TMA PC THORNBURG MTG INC PFD SER C 8.00 25.000 -0.12 0.19 0.00 1.05 0.12 0.24 0.26 22 COMS 3COM CORP 4.110 1.80 -0.83 0.30 9.69 0.35 1.26 1.53 60 TCCC 3CI COMPLETE COMPLIANCE COMMON 0.150 0.36 4.14 -0.02 37.49 1.37 4.87 0.58 60 THDO Q 3DO CO COM NEW 0.001 6.50 9.27 0.01 130.54 4.76 16.97 4.65 60 TDFX Q 3DFX INTERACTIVE INC 0.410 8.84 25.11 0.04 133.88 4.88 17.40 6.20 60

TDSC 3-D SYS CORP DEL COM NEW 15.960 1.49 0.65 0.11 14.04 0.51 1.83 1.33 60 TFSI THREE FIVE SYS INC 0.105 2.56 -6.30 0.11 24.91 0.91 3.24 2.03 60 TSIX 360 GLOBAL WINE CO COM NEW 3.450 12.73 92.74 -0.02 505.41 31.98 84.21 8.78 45 TSIH 3SI HOLDINGS INC 0.010 -0.12 17.93 -0.02 126.14 4.60 16.40 0.26 60 THDS 3DSHOPPING COM 0.004 14.79 42.78 0.02 269.11 9.82 34.98 10.14 60

TDCP 3DICON CORP 0.500 4.95 16.07 -0.01 103.09 6.42 16.63 3.62 47 MMM 3M CO 77.930 0.57 0.38 0.11 5.37 0.20 0.70 0.71 60 THLD THRESHOLD PHARMACEUTICA 3.700 7.80 -4.47 0.31 21.16 2.38 4.82 5.51 23 TNRG TIANRONG BLDG MATL HLDG 0.000 39.74 172.30 0.00 288.80 47.02 167.53 26.67 60 TIBX TIBCO SOFTWARE INC 9.440 2.73 -0.72 0.38 12.16 0.44 1.58 2.15 60

TDWV TIDALWAVE HLDGS INC 0.001 10.97 74.02 -0.01 638.35 23.29 82.98 7.61 60 ATMS TIDEL TECHNOLOGIES INC 0.460 1.17 1.77 0.01 24.76 0.90 3.22 1.11 60 TDBK TIDELANDS BANCSHARES IN 15.390 -1.31 3.70 -0.07 17.93 3.22 5.91 -0.53 13 TIDE TIDELANDS OIL & GAS COR 0.265 0.87 2.31 -0.01 38.13 1.39 4.96 0.92 60 TIRT Z TIDELANDS RTY TR B UNIT BEN INT 13.800 0.58 1.76 0.02 11.18 0.41 1.45 0.72 60

TDW TIDEWATER INC 48.360 1.04 0.59 0.14 8.78 0.32 1.14 1.03 60 TIER TIER TECHNOLOGIES INC CLASS B 6.400 0.74 -1.38 0.02 13.57 0.49 1.76 0.82 60 TONE TIERONE CORP 31.610 0.63 1.12 0.07 5.82 0.29 0.88 0.75 51 TIF TIFFANY & CO NEW 39.240 1.55 0.17 0.33 7.79 0.28 1.01 1.37 60 TSU TIM PARTICIPACOES S A SPONS ADR PFD 34.620 1.97 1.38 0.24 12.14 0.44 1.58 1.64 60

Based on S&P 500 Index Using Straight Regression Page 274 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TSBK TIMBERLAND BANCORP INC 37.110 0.14 1.51 -0.01 4.50 0.16 0.59 0.43 60 TBL TIMBERLAND CO CLASS A 31.580 1.17 0.85 0.18 8.71 0.32 1.13 1.12 60 TBLC TIMBERLINE RES CORP 0.950 5.98 14.02 -0.02 91.61 8.04 17.81 4.30 30 TMAM TIME AMERICA INC 0.450 2.81 3.77 0.10 28.33 1.03 3.68 2.20 60 TWX TIME WARNER INC 21.780 2.06 -1.08 0.63 5.57 0.20 0.72 1.70 60

TWTC TIME WARNER TELECOM INC CLASS A 19.930 4.12 2.69 0.17 31.61 1.15 4.11 3.07 60 TMLN TIMELINE INC 0.700 -0.64 8.78 -0.01 42.98 1.57 5.59 -0.09 60 TKR TIMKEN CO 29.180 1.11 0.95 0.17 8.55 0.31 1.11 1.07 60 TXMC TIREX CORP 0.003 24.89 275.36 -0.01 59.65 38.66 137.74 16.83 60 TEWW TITAN ENERGY WORLDWIDE 0.070 -1.04 -2.10 -0.02 81.43 2.97 10.59 -0.35 60

TTGL TITAN GLOBAL HLDGS INC 1.010 -0.10 4.75 -0.02 37.02 2.31 5.97 0.27 47 TWI TITAN INTL INC ILL 20.150 1.45 3.89 0.04 21.95 0.80 2.85 1.30 60 TTP TITAN PHARMACEUTICALS I 3.320 3.25 -0.60 0.23 20.66 0.75 2.69 2.49 60 TIE TITANIUM METALS CORP COM NEW 29.510 1.29 7.23 0.04 19.73 0.72 2.56 1.19 60 TTHG TITANIUM HLDGS GROUP IN 0.140 -0.66 0.72 -0.02 20.67 1.65 3.66 -0.10 37

TIVO TIVO INC 5.120 3.08 0.71 0.21 20.61 0.75 2.68 2.38 60 TMFZ TMSF HLDGS INC 1.180 1.41 3.12 -0.01 28.90 2.13 4.83 1.27 43 THE TODCO CLASS A 34.170 0.90 2.41 0.00 11.27 0.96 2.01 0.93 35 TMAN Q TODAYS MAN INC COM NEW 0.000 2.91 41.50 -0.02 380.55 13.88 49.47 2.27 60 TOD TODD SHIPYARDS CORP DEL 16.700 -0.04 1.51 -0.02 9.56 0.35 1.24 0.31 60

TOF TOFUTTI BRANDS INC 3.050 -0.29 0.95 0.01 6.33 0.23 0.82 0.15 60 TOL TOLL BROTHERS INC 32.230 1.28 1.83 0.17 9.84 0.36 1.28 1.19 60 TLGD TOLLGRADE COMMUNICATION 10.570 2.77 -1.78 0.37 12.66 0.46 1.65 2.17 60 TOMO TOM ONLINE INC ADR REG S 15.480 3.17 -0.25 0.17 13.19 1.13 2.38 2.44 34 TMRA Y TOMRA SYS A / S SPON ADR NEW 6.906 3.49 -1.84 0.28 10.70 0.92 1.91 2.65 35

TKS TOMKINS PLC SPONSORED ADR 19.400 0.69 0.69 0.10 6.93 0.25 0.90 0.80 60 TMP TOMPKINSTRUSTCO INC 45.450 0.38 0.70 0.03 6.05 0.22 0.79 0.59 60 TR TOOTSIE ROLL INDS INC 32.700 0.73 -0.19 0.19 5.22 0.19 0.68 0.82 60 TONP Y TOPPAN PRTG LTD ADR 54.800 0.85 -0.05 0.03 6.51 0.66 1.40 0.90 25 TOPP TOPPS INC 8.900 0.65 -0.55 0.10 6.57 0.24 0.85 0.77 60

Based on S&P 500 Index Using Straight Regression Page 275 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TORM TOR MINERALS INTL INC 2.840 1.44 3.44 0.04 21.91 0.80 2.85 1.29 60 TRYI Y TORAY INDS INC ADR 74.500 1.49 2.06 0.05 9.45 0.96 2.03 1.33 25 TRBY TORBAY HOLDINGS INC 0.009 -1.61 10.15 -0.01 85.96 3.14 11.17 -0.73 60 TRU TORCH ENERGY ROYALTY TR UNIT BEN INT 6.900 0.71 0.48 0.05 9.99 0.36 1.30 0.81 60 TMK TORCHMARK CORP 63.760 0.57 0.63 0.31 3.01 0.11 0.39 0.72 60

TRGL TOREADOR RES CORP 25.770 1.91 3.44 0.14 16.29 0.59 2.12 1.60 60 TTC TORO CO 46.630 0.70 2.32 0.13 6.29 0.23 0.82 0.80 60 TD TORONTO DOMINION BK ONT COM NEW 59.870 1.19 1.12 0.44 4.71 0.17 0.61 1.13 60 TTLO TOROTEL INC 0.450 -0.11 3.35 -0.02 31.97 1.17 4.16 0.27 60 TREN TORRENT ENERGY CORP 1.220 2.32 7.64 0.00 71.82 2.62 9.34 1.87 60

TOVC TORVEC INC OC-COM 5.250 2.58 5.94 0.06 33.44 1.22 4.35 2.04 60 TYG TORTOISE ENERGY INFRSTR COM 34.790 0.57 0.57 0.03 4.74 0.41 0.85 0.71 35 TYN TORTOISE NORTH AMRN ENR 22.260 0.55 -1.18 -0.04 5.07 0.75 1.50 0.70 15 TYY TORTOISE ENERGY CAP COR 27.570 0.33 0.29 -0.03 4.26 0.54 1.11 0.56 20 TOTH TOTH ALUM CORP 0.001 -0.95 17.33 -0.02 147.72 5.39 19.20 -0.30 60

TOTD Y TOTO LTD ADR 101.250 0.80 0.17 0.01 7.99 0.68 1.43 0.87 35 TOT TOTAL S A SPONSORED ADR 71.920 0.61 1.06 0.19 4.38 0.16 0.57 0.74 60 TASA TOUCHSTONE APPLIED SCIE COM NEW 6.500 2.29 5.02 0.14 19.57 0.71 2.54 1.86 60 TOBC TOWER BANCORP INC 44.750 -0.13 1.18 0.01 3.01 0.11 0.39 0.25 60 TOFC TOWER FINANCIAL CORP 17.822 0.38 0.64 0.06 4.85 0.18 0.63 0.59 60

TWGP TOWER GROUP INC 31.070 -0.42 5.77 -0.04 12.76 1.24 2.71 0.06 27 TSS TOTAL SYS SVCS INC 26.390 1.14 0.25 0.22 7.35 0.27 0.96 1.09 60 TRAC TRACK DATA CORP COM NEW 3.580 3.07 0.19 0.18 22.58 0.82 2.94 2.37 60 TLEI TOTAL LUXURY GROUP INC COM NEW 0.120 11.98 19.41 0.02 122.25 9.06 21.10 8.28 39 TWCF TOWN & CTRY FINL CORP 13.800 13.52 -0.83 0.10 52.43 8.62 17.28 9.30 14

TWBC TOWN CENTER BANCORP 14.500 1.70 0.16 0.00 12.13 1.73 3.28 1.46 17 TWNE TOWNE BANCORP INC ARIZ 34.750 0.98 -0.25 -0.02 7.74 1.15 2.23 0.99 16 TOWN TOWNEBANK PORTSMOUTH VA 19.650 0.11 1.67 -0.01 7.25 0.26 0.94 0.41 60 TM TOYOTA MOTOR CORP SP ADR REP2COM 134.310 0.58 1.55 0.11 5.49 0.20 0.71 0.72 60 TSCO TRACTOR SUPPLY CO 44.710 1.19 3.00 0.11 11.48 0.42 1.49 1.13 60

Based on S&P 500 Index Using Straight Regression Page 276 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TPLQ TPC LIQ INC 0.001 -0.02 -2.81 -0.02 47.15 1.72 6.13 0.33 60 TPTX TORREYPINES THERAPEUTIC COM 7.380 4.39 -0.14 0.27 24.94 0.91 3.24 3.25 60 TBLE Y TRACTEBEL ENERGIA S A SPONSORED ADR 42.155 -0.82 4.69 -0.05 12.28 1.75 3.32 -0.21 17 TRAD TRADESTATION GROUP INC 13.750 1.49 4.69 0.06 19.16 0.70 2.49 1.33 60 TSRR TRADESTAR RESOURCES COR 0.200 6.38 24.45 -0.03 182.43 17.74 37.84 4.57 28

TRFX TRAFFIX INC 5.480 0.79 -0.21 0.05 10.74 0.39 1.40 0.86 60 TRBR TRAILER BRIDGE 8.600 0.73 3.84 0.01 15.11 0.55 1.96 0.82 60 TGSI TRANS GLOBAL SVCS INC COM NEW 0.004 0.66 7.90 -0.02 87.04 3.18 11.31 0.78 60 TACT TRANSACT TECHNOLOGIES I 8.300 2.11 2.56 0.11 20.20 0.74 2.63 1.73 60 TENG TRANS ENERGY INC COM PAR $0.001 0.800 1.06 22.89 -0.02 147.92 5.40 19.23 1.04 60

TLX TRANS LUX CORP 7.850 0.56 0.64 0.04 8.63 0.31 1.12 0.71 60 TMAX TRANS MAX TECHNOLOGIES COM NEW 0.010 5.22 -8.82 0.03 47.81 3.53 8.12 3.79 41 TWMC TRANS WORLD ENTMT CORP 6.580 2.28 -0.08 0.27 12.99 0.47 1.69 1.85 60 TWOC TRANS WORLD CORP NEV COM NEW 2.850 -0.91 1.42 -0.01 20.40 1.44 3.41 -0.26 44 TSAI TRANSACTION SYS ARCHITE CLASS A 32.570 1.99 1.67 0.27 11.42 0.42 1.49 1.66 60

TAC TRANSALTA CORP 22.770 0.59 0.73 0.16 4.73 0.17 0.61 0.73 60 TRH TRANSATLANTIC HLDGS INC 62.100 0.71 -0.41 0.19 4.99 0.18 0.65 0.81 60 TAPF F TRANSATLANTIC PETE CORP COM NEW 0.869 -1.60 2.03 0.01 16.40 1.31 2.87 -0.72 38 TCA P TRANSCANADA PIPELINES L PFD SECS 8.25% 26.000 0.03 0.04 -0.01 1.02 0.04 0.13 0.35 60 TRNS TRANSCAT INC 5.800 0.97 3.18 0.03 15.42 0.56 2.00 0.98 60

TNSX TRANSAX INTL LTD 0.061 3.70 3.35 0.01 80.58 2.94 10.47 2.79 60 TRP TRANSCANADA CORP 34.950 0.36 1.67 0.07 4.18 0.15 0.54 0.58 60 TCYF TRANSCOMMUNITY FINL COR 9.000 0.85 -2.26 -0.02 8.62 1.10 2.24 0.90 20 TCI TRANSCONTINENTAL RLTY I COM NEW 13.900 0.14 -0.02 -0.01 7.54 0.27 0.98 0.43 60 TBIO TRANSGENOMIC INC 0.450 1.54 -2.97 0.03 24.45 0.89 3.18 1.36 60

TGA TRANSGLOBE ENERGY CORP 5.010 1.48 5.41 0.05 20.59 0.75 2.68 1.32 60 TMY TRANSMERIDIAN EXPL INC 3.450 1.87 5.42 0.02 36.30 1.33 4.76 1.58 59 TMTA TRANSMETA CORP DEL 1.110 2.99 1.69 0.10 29.47 1.08 3.83 2.32 60 TLP TRANSMONTAIGNE PARTNERS COM UNIT L P 30.300 1.01 0.24 0.01 7.04 0.90 1.83 1.01 20 TFN TRANSNATIONAL FINL NETW 0.720 0.71 6.45 -0.02 66.37 2.42 8.63 0.81 60

Based on S&P 500 Index Using Straight Regression Page 277 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TRNT TRANSNET CORP 1.120 0.32 -0.56 0.01 6.31 0.23 0.82 0.55 60 TGS TRANSPORTADORA DE GAS D SPON ADR B 7.990 1.74 1.61 0.10 17.42 0.64 2.26 1.49 60 TUIC TRANSPORTATION COMPONEN 0.000 1.93 13.08 -0.01 112.43 4.10 14.61 1.62 60 TSFY TRANSPORTATION SAFETY T COM 0.005 0.26 4.70 -0.02 76.23 2.78 9.91 0.51 60 TRCR TRANSCEND SERVICES INC COM NEW 3.588 0.78 3.07 0.00 21.72 0.79 2.82 0.85 60

TXCC TRANSWITCH CORP 1.400 4.60 0.60 0.21 30.96 1.13 4.02 3.38 60 TBII TRANSWORLD BENEFITS INT 0.001 0.20 0.09 -0.02 51.17 1.95 6.92 0.47 56 TZOO TRAVELZOO INC 29.950 2.40 7.77 0.02 41.11 1.76 5.86 1.93 53 TRUY TREASURY INTL INC COM NEW 0.032 1.07 6.98 -0.01 80.87 2.95 10.51 1.04 60 TG TREDEGAR CORP 22.610 0.62 0.51 0.04 9.38 0.34 1.22 0.75 60

TTII TREE TOP INDUSTRIES INC 1.250 10.62 22.95 0.07 126.62 4.62 16.46 7.37 60 THS TREEHOUSE FOODS INC 31.200 0.53 0.56 -0.05 11.36 1.50 2.96 0.69 19 TMIC TREND MICRO INC SPONS ADR NEW 29.400 1.02 0.69 0.07 11.73 0.43 1.53 1.01 60 TLHO TRESTLE HLDGS INC 0.106 -1.46 8.57 -0.01 95.24 3.47 12.38 -0.63 60 TWP TREX INC 22.890 0.70 0.69 0.03 11.42 0.42 1.48 0.80 60

TRCY TRI CITY BANKSHARES COR CMT-COM 20.050 4.61 -1.76 0.20 20.83 1.32 3.47 3.39 45 TY P TRI CONTL CORP PFD $2.50 44.250 0.14 0.19 0.02 2.42 0.09 0.31 0.43 60 TCFC TRI-CNTY FINL CORP 24.050 -0.35 1.49 -0.01 2.38 0.39 0.78 0.10 14 TRIS TRI S SEC CORP COM 2.210 -1.52 -1.06 0.00 12.29 1.47 2.98 -0.67 21 TISG TRI ISTHMUS GROUP INC 0.505 2.01 1.95 0.02 37.72 1.38 4.90 1.67 60

TSEO TRI ST 1ST BANC INC OHI 17.000 0.29 -0.39 0.01 3.64 0.23 0.59 0.53 47 TRVB TRI VALLEY BK SAN RAMON 10.450 -0.22 1.21 -0.08 12.66 2.08 4.17 0.19 14 TIV TRI VY CORP 9.490 1.27 4.90 0.02 23.27 0.85 3.03 1.18 60 TRI TRIAD HOSPITALS INC 41.830 -0.16 1.05 -0.01 9.10 0.33 1.18 0.23 60 QBID TRIANGLE MULTI-MEDIA LT 0.000 1.17 26.59 -0.02 199.85 7.29 25.98 1.11 60

TRID TRIDENT MICROSYSTEMS IN 18.180 2.94 3.99 0.23 18.63 0.68 2.42 2.29 60 TGIC TRIAD GTY INC 54.870 0.97 0.53 0.23 6.23 0.23 0.81 0.98 60 TRY TRIARC COS INC CLASS A 21.740 0.87 0.41 0.06 10.56 0.39 1.37 0.91 60 TRY B TRIARC COS INC CL B SER 1 20.000 0.79 1.48 0.03 7.35 0.54 1.26 0.86 40 TRIT TRIDEN TELECOM INC 0.001 11.11 20.74 0.07 130.06 4.74 16.91 7.70 60

Based on S&P 500 Index Using Straight Regression Page 278 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TRB TRIBUNE CO NEW 30.780 0.45 -0.37 0.07 5.28 0.19 0.69 0.63 60 TCBK TRICO BANCSHARES 27.210 0.10 1.90 -0.01 5.98 0.22 0.78 0.41 60 TRMA TRICO MARINE SVCS INC COM NEW 38.310 0.98 2.35 -0.01 9.28 1.05 2.14 0.98 22 TRIC Y TRICOM SA SPON ADR REP A 0.015 0.24 5.64 -0.02 70.97 2.59 9.23 0.50 60 TMXO TRIMAX CORP 0.156 0.80 8.02 -0.02 84.51 3.09 11.09 0.87 59

TRMB TRIMBLE NAVIGATION LTD 50.730 2.23 2.41 0.40 9.54 0.35 1.24 1.81 60 TMED TRIMEDYNE INC 1.400 1.79 3.65 0.05 23.62 0.86 3.07 1.53 60 TRMS TRIMERIS INC 12.710 1.06 -1.43 0.05 14.71 0.54 1.91 1.04 60 TRIB TRINITY BIOTECH PLC SPON ADR NEW 8.570 1.69 0.82 0.16 13.42 0.49 1.74 1.46 60 TRN TRINITY INDS INC 35.200 1.20 1.14 0.15 9.62 0.35 1.25 1.13 60

TTPA TRINTECH GROUP PLC SPONS ADR NEW 4.600 2.41 0.01 0.19 17.21 0.63 2.24 1.93 60 TRIN TRINSIC INC COM NEW 0.255 5.38 -15.64 0.11 26.12 2.67 5.62 3.91 25 TRT TRIO TECH INTL COM NEW 11.250 1.91 2.68 0.14 16.12 0.59 2.10 1.60 60 TQNT TRIQUINT SEMICONDUCTOR 4.500 3.37 -1.67 0.51 11.77 0.43 1.53 2.57 60 TGI TRIUMPH GROUP INC NEW 52.430 1.06 0.82 0.14 8.98 0.33 1.17 1.04 60

TZIX TRIZETTO GROUP INC 18.370 2.39 0.52 0.37 10.89 0.40 1.42 1.92 60 TRPS TRIPOS INC 0.675 1.79 -4.01 0.10 18.16 0.66 2.36 1.52 60 TRX TRONOX INC CLASS A 15.990 3.78 -2.74 0.37 7.84 1.29 2.59 2.84 14 TRSI TROPHY RESOURCES INC 0.036 0.25 4.73 -0.02 87.32 3.19 11.35 0.50 60 TPBV TROPICAL BEVERAGE INC 0.004 1.93 63.78 -0.02 510.60 18.63 66.37 1.62 60

TROY TROY GROUP INC 3.000 0.43 0.49 -0.01 15.75 0.57 2.05 0.62 60 TRLG TRUE RELIGION APPAREL I 15.310 1.37 9.30 -0.02 30.58 2.26 5.15 1.24 42 TPDI TRUE PRODUCT ID INC 0.150 0.67 20.29 -0.02 127.85 4.66 16.62 0.78 60 TRMP TRUMP ENTMT RESORTS INC 18.240 1.75 0.47 0.02 11.67 1.49 3.03 1.50 20 TZF TRUST CTFS 2001-2 BEAR TR CTF 7.1%2096 25.220 -0.04 0.04 -0.01 1.54 0.06 0.20 0.31 60

TZG TRUST CTFS 2001-3 BEAR TR CTF 7.125% 25.120 -0.14 0.08 0.04 2.11 0.08 0.27 0.24 60 TZI TRUST CTF 2001-4 BEAR S TR CTF 7% BLS 25.000 -0.04 0.04 -0.01 1.91 0.07 0.25 0.31 60 TZK TRUST CTFS 2002-1 BEAR TR CTF 2002 17.170 0.16 -0.52 -0.01 5.70 0.21 0.76 0.44 58 TRST TRUSTCO BK CORP N Y 11.120 0.66 -0.37 0.24 4.13 0.15 0.54 0.78 60 TRMK TRUSTMARK CORP 32.710 0.32 0.43 0.08 3.51 0.13 0.46 0.55 60

Based on S&P 500 Index Using Straight Regression Page 279 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TSY TRUSTREET PPTYS INC 16.850 0.52 0.30 0.04 7.46 0.27 0.97 0.68 60 TRXI TRX INC 6.670 2.75 -3.55 0.05 13.77 2.05 3.96 2.16 16 TSGT Y TSINGTAO BREWERY LTD SPON ADR CL H 16.870 1.31 0.72 0.03 10.99 0.94 1.96 1.20 35 TUBM TUBE MEDIA CORP 0.350 9.63 -10.58 0.04 55.63 7.41 15.02 6.72 18 TCX TUCOWS INC 0.850 1.15 2.12 0.07 13.82 0.50 1.80 1.10 60

TUES TUESDAY MORNING CORP COM NEW 15.550 1.16 0.05 0.10 11.82 0.43 1.54 1.11 60 TFCO TUFCO TECHNOLOGIES INC 7.070 0.13 0.33 -0.01 8.46 0.31 1.10 0.42 60 TMBL TUMBLEWEED INC COM NEW 1.600 1.63 0.51 -0.04 25.86 3.41 6.74 1.42 19 TMWD TUMBLEWEED COMMUNICATIO 2.630 3.29 0.12 0.22 21.17 0.77 2.75 2.52 60 TUMI F TUMI RES LTD 0.400 1.20 -0.04 -0.01 23.35 1.41 3.67 1.13 48

TUP TUPPERWARE BRANDS CORP 22.610 1.14 0.10 0.26 6.66 0.24 0.87 1.09 60 TRBD TURBODYNE TECHNOLOGIES 0.027 0.07 12.23 -0.02 90.72 3.31 11.79 0.39 60 OVEN TURBOCHEF TECHNOLOGIES COM NEW 17.020 4.27 4.19 0.13 37.48 1.37 4.87 3.17 60 TSTA TURBOSONIC TECHNOLOGIES 1.080 -0.20 4.41 -0.02 24.86 0.91 3.23 0.21 60 TKC TURKCELL ILETISIM HIZME SPON ADR NEW 13.380 1.92 1.88 0.24 12.03 0.44 1.56 1.61 60

TVOG TURNER VY OIL & GAS INC 0.073 14.98 41.05 -0.02 371.20 27.39 62.01 10.27 43 TSTN TURNSTONE SYS INC 0.014 0.69 -2.14 0.00 20.75 0.76 2.70 0.79 60 TQDC TURQUOISE DEVELOPMT CO 2.000 -1.20 5.10 -0.08 47.40 7.80 15.62 -0.46 14 TUTS TUT SYSTEMS 1.120 3.86 -0.07 0.35 18.58 0.68 2.42 2.90 60 TTG TUTOGEN MEDICAL INC 7.230 0.97 2.26 0.03 16.10 0.59 2.09 0.98 60

TWB TWEEN BRANDS INC 39.930 1.03 0.82 0.09 10.64 0.39 1.38 1.02 60 TWTR TWEETER HOME ENTMT GROU 2.120 3.09 -2.84 0.24 19.04 0.69 2.47 2.39 60 TFCY 21ST CENTY TECHNOLOGIES COM PAR $0.001 0.000 0.66 -4.68 -0.02 52.01 1.90 6.76 0.77 60 TW 21ST CENTY INS GROUP 17.650 1.16 -0.36 0.29 6.30 0.23 0.82 1.11 60 TFSM 24/7 REAL MEDIA INC COM NEW 9.050 0.88 5.97 0.00 27.03 0.99 3.51 0.92 60

TWFH 24HOLDINGS INC COM NEW 0.270 4.13 16.57 0.00 117.70 4.29 15.30 3.08 60 TCHC 21ST CENTY HLDG CO 23.750 1.03 5.94 0.01 23.67 0.86 3.08 1.02 60 TWIN TWIN DISC INC 35.500 0.68 2.86 0.05 9.25 0.34 1.20 0.79 60 IIVI II VI INC 27.940 1.33 1.97 0.18 9.64 0.35 1.25 1.22 60 TWTV TWO WAY TV US INC 0.005 71.55 690.92 -0.01 960.71 44.49 514.85 47.75 60

Based on S&P 500 Index Using Straight Regression Page 280 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TYC TYCO INTL LTD NEW 30.400 2.06 -1.04 0.33 10.29 0.38 1.34 1.71 60 TYRR F TYLER RES INC 0.460 1.58 -2.90 -0.02 19.31 2.04 4.18 1.38 24 TYL TYLER TECHNOLOGIES INC 14.060 0.76 2.11 0.05 10.25 0.37 1.33 0.84 60 TSN TYSON FOODS INC CLASS A 16.450 0.51 0.78 0.02 9.01 0.33 1.17 0.68 60 UBTG UBA TECHNOLOGIES INC COM NEW 0.021 33.24 8.05 0.08 192.90 19.36 42.16 22.36 24

UBIX UBICS INC 0.450 -0.17 2.41 -0.02 24.63 0.90 3.20 0.23 60 UCBH UCBH HLDGS INC 17.560 0.44 1.55 0.04 6.41 0.23 0.83 0.63 60 UCIA UCI MED AFFILIATES INC COM NEW 3.040 0.94 7.12 0.00 26.16 0.97 3.49 0.96 57 UCNN UCN INC 2.850 0.30 2.71 -0.01 15.74 0.57 2.05 0.54 60 UBS PD UBS PFD FDG TR IV PFD TR FLTG RT 25.250 0.05 -0.04 -0.01 0.82 0.06 0.14 0.37 44

UFPT UFP TECHNOLOGIES INC 5.620 0.58 4.04 -0.01 18.86 0.69 2.45 0.72 60 UGI UGI CORP NEW 27.280 0.25 1.73 0.01 5.57 0.20 0.72 0.50 60 UIL UIL HLDG CORP 42.190 0.87 0.39 0.20 6.09 0.22 0.79 0.92 60 UMBF UMB FINL CORP 36.510 0.53 0.87 0.18 3.89 0.14 0.51 0.69 60 UBH U S B HLDG INC 24.100 0.25 1.22 -0.01 8.22 0.30 1.07 0.50 60

UST UST INC 58.200 1.00 0.67 0.26 5.89 0.21 0.77 1.00 60 USAK USA TRUCK INC 16.050 1.18 0.89 0.10 11.81 0.43 1.53 1.12 60 USEY U S ENERGY SYS INC 5.160 3.09 1.49 0.21 20.50 0.75 2.66 2.39 60 GROW U S GLOBAL INVS INC CLASS A 67.170 0.76 9.27 -0.01 24.89 0.91 3.24 0.84 60 USB US BANCORP DEL COM NEW 36.190 1.00 0.64 0.44 3.97 0.14 0.52 1.00 60

USLQ U S LIQUIDS INC 0.000 8.96 130.96 -0.02 930.43 33.94 120.95 6.28 60 UMH U M H PROPERTIES INC 15.440 0.03 0.46 -0.02 4.07 0.15 0.53 0.36 60 UQM UQM TECHNOLOGIES INC 2.720 0.11 -0.10 -0.02 15.01 0.55 1.95 0.41 60 URS URS CORP NEW 42.850 2.34 0.49 0.50 8.30 0.30 1.08 1.89 60 USNA USANA HEALTH SCIENCES I CDT-SHS 51.660 -0.69 10.26 -0.01 27.12 0.99 3.53 -0.12 60

USAT USA TECHNOLOGIES INC COM NO PAR 7.250 1.92 -1.55 0.07 22.98 0.84 2.99 1.61 60 USG U S G CORP COM NEW 54.800 3.05 4.95 0.20 21.29 0.78 2.77 2.36 60 USB PF USB CAP VII PFD TR GTD 23.990 0.43 -0.50 0.04 2.40 0.34 0.65 0.62 17 USB PE USB CAP VI PFD GTD TR 23.840 0.35 -0.18 0.01 2.72 0.31 0.63 0.57 22 USB PG USB CAP VIII PFD TR SECS 25.130 0.12 -0.05 -0.08 2.40 0.43 0.79 0.41 13

Based on S&P 500 Index Using Straight Regression Page 281 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

USCM USCI INC 0.002 6.61 45.63 -0.01 268.01 9.78 34.84 4.72 60 CLEC US LEC CORP CLASS A 9.310 1.52 2.40 0.05 21.29 0.78 2.77 1.34 60 UBDE U S BIODEFENSE INC COM NEW 0.034 2.32 -14.55 -0.02 29.46 3.11 6.37 1.88 24 USU USEC INC 12.720 1.09 1.16 0.10 10.94 0.40 1.42 1.06 60 USIH USI HLDGS CORP 15.360 0.55 0.39 0.02 7.56 0.38 1.14 0.70 51

RMIX U S CONCRETE INC 7.120 0.62 0.61 0.02 12.22 0.45 1.59 0.75 60 USIT Q U S INTERACTIVE INC 0.000 6.64 8.39 0.03 104.84 3.82 13.63 4.74 60 USHS U S HOME SYS INC 11.320 0.65 1.83 0.02 11.44 0.42 1.49 0.77 60 USOO US 1 INDS INC 1.490 2.08 2.57 0.10 20.70 0.76 2.69 1.72 60 USPH U S PHYSICAL THERAPY IN 12.250 1.33 -0.43 0.18 9.68 0.35 1.26 1.22 60

XPRS A U S XPRESS ENTERPRISES CLASS A 16.470 0.86 1.64 0.03 13.80 0.50 1.79 0.91 60 UGTH U S GEOTHERMAL INC 1.130 4.92 0.27 0.11 20.96 2.77 5.46 3.60 19 UTTI UTTI CORP 0.004 24.00 65.66 -0.02 382.76 37.32 82.20 16.24 26 USS U S SHIPPING PARTNERS L COM UNIT 18.750 1.56 -2.10 0.35 4.10 0.40 0.87 1.37 27 USMO USA MOBILITY INC 22.370 1.69 -2.80 0.06 10.61 1.03 2.28 1.46 26

USNR USN CORP CLASS A 0.200 -0.30 -6.14 -0.04 26.04 2.66 5.60 0.14 25 LCC U S AIRWAYS GROUP INC 53.850 -0.18 7.05 -0.07 14.00 2.08 4.03 0.22 16 USSE U S SUSTAINABLE ENERGY 0.230 85.11 339.51 0.00 731.34 99.64 355.05 56.73 60 UTGN UTG INC 8.050 -0.03 0.38 -0.02 6.88 0.25 0.89 0.32 60 USEI US ENERGY INITIATIVES C 0.072 4.22 11.23 -0.01 81.86 6.14 14.31 3.14 39

USFI US FARMS INC 0.490 -0.75 17.92 -0.02 105.93 3.86 13.77 -0.16 60 UAPH UAP HLDG CORP 25.180 1.15 0.97 0.04 8.17 0.80 1.75 1.10 26 UBDT UBRANDIT COM 0.040 84.20 92.27 0.10 480.04 35.42 80.19 56.13 43 ULCM ULTICOM INC 9.590 1.75 0.21 0.16 13.66 0.50 1.78 1.50 60 ULTI ULTIMATE SOFTWARE GROUP 23.260 0.79 3.33 0.05 11.14 0.41 1.45 0.86 60

UCTT ULTRA CLEAN HLDGS INC 12.350 1.62 1.22 0.05 11.78 1.01 2.13 1.41 34 UITK ULTITEK LTD 0.200 1.55 2.57 -0.06 50.52 6.67 13.17 1.37 19 UMCC ULTRA MOTORCYCLE CO 0.005 14.08 53.07 0.00 421.98 15.39 54.85 9.67 60 UDTA ULTRADATA SYS INC 0.020 3.42 5.78 0.01 70.24 2.56 9.13 2.60 60 ULBI ULTRALIFE BATTERIES INC 11.010 0.82 2.80 0.01 19.02 0.69 2.47 0.88 60

Based on S&P 500 Index Using Straight Regression Page 282 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

UPL ULTRA PETROLEUM CORP 47.740 1.02 4.97 0.07 11.81 0.43 1.54 1.01 60 UGP ULTRAPAR PARTICIPACOES SP ADR REP PFD 23.000 1.46 1.94 0.27 8.38 0.31 1.09 1.30 60 UTEK ULTRATECH INC 12.480 2.50 -0.30 0.32 12.75 0.46 1.66 2.00 60 ULUR ULURU INC 2.500 31.98 10.76 0.09 191.58 14.19 32.76 21.53 40 UMBR UMBRELLA BANCORP INC 0.650 0.00 24.51 -0.08 77.37 11.53 22.93 0.34 15

UMPQ UMPQUA HLDGS CORP 29.430 0.15 1.38 -0.01 5.35 0.19 0.69 0.44 60 UA UNDER ARMOUR INC CLASS A 50.450 -0.44 8.43 -0.08 23.33 3.84 7.69 0.04 14 UNCA UNICA CORP 12.950 4.64 -2.87 0.40 9.44 1.35 2.55 3.41 17 UBB UNIBANCO-UNIAO DE BANCO GDR REP PFD UT 92.960 2.19 2.59 0.29 12.10 0.44 1.57 1.79 60 UCPC UNICAPITAL CORP NEW 0.001 4.28 19.15 0.00 125.87 4.59 16.36 3.17 60

UNAM UNICO AMERN CORP 13.080 0.47 1.79 0.01 10.08 0.37 1.31 0.65 60 UCPI UNICORP INC COM PAR $.001 0.380 13.18 -7.66 0.12 61.45 5.97 12.60 9.07 29 UFI UNIFI INC 2.450 1.53 -1.01 0.09 15.95 0.58 2.07 1.35 60 USER Y UNIFIED ENERGY SYS RUSS SPONSORED ADR 99.750 1.59 2.69 0.05 11.51 0.98 2.05 1.39 35 USEU F UNIFIED ENERGY SYS RUSS GDR REG S 108.000 1.94 4.80 0.06 11.92 1.22 2.57 1.62 25

UNF UNIFIRST CORP MASS 38.410 0.01 1.34 -0.02 9.90 0.36 1.29 0.34 60 UNFY UNIFY CORP 0.273 0.71 4.01 -0.01 36.48 1.33 4.74 0.81 60 UGNE UNIGENE LABS INC 2.510 1.31 3.83 0.03 22.42 0.82 2.91 1.21 60 UL UNILEVER PLC SPON ADR NEW 27.820 0.16 0.75 -0.01 5.33 0.19 0.69 0.44 60 UN UNILEVER N V N Y SHS NEW 27.250 0.31 0.59 0.03 5.14 0.19 0.67 0.54 60

UNMG UNIMARK GROUP INC 0.280 -0.57 5.18 -0.01 40.36 1.47 5.25 -0.04 60 UNLL UNIOIL COM PAR $0.01 1.860 -1.18 31.26 -0.02 137.65 5.02 17.89 -0.45 60 UNBH UNION BANKSHARES CO COM 56.000 0.17 0.77 -0.02 8.68 0.64 1.48 0.45 40 UBSH UNION BANKSHARES CORP 30.590 0.41 1.78 0.03 6.37 0.23 0.83 0.61 60 UNB UNION BANKSHARES INC 22.390 0.13 0.72 -0.01 5.46 0.20 0.71 0.42 60

UDRL UNION DRILLING INC 14.080 2.28 -2.02 0.00 13.70 2.25 4.51 1.85 14 UDHI UNION DENTAL HLDGS INC 0.070 32.99 19.27 0.08 189.49 19.02 41.41 22.20 24 UEP PA UNION ELEC CO PFD $3.50 70.000 -0.14 0.56 -0.01 4.52 0.16 0.59 0.25 60 UEP PC UNION ELEC CO PFD SER 69 $4 77.000 0.02 -0.19 -0.07 1.93 0.29 0.55 0.35 16 UEP PD UNION ELEC CO PFD $4.50 85.500 -0.09 0.47 -0.01 3.17 0.12 0.41 0.28 60

Based on S&P 500 Index Using Straight Regression Page 283 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

UNNF UNION NATL FINCL CORP 18.000 0.07 0.54 -0.01 3.78 0.14 0.49 0.38 60 UNP UNION PAC CORP 92.020 0.69 0.67 0.18 4.99 0.18 0.65 0.79 60 UB UNIONBANCAL CORP 61.250 0.50 0.71 0.12 4.64 0.17 0.60 0.67 60 UNS UNISOURCE ENERGY CORP 36.530 0.52 1.14 0.07 6.24 0.23 0.81 0.68 60 UIS UNISYS CORP 7.840 2.23 -0.98 0.43 9.09 0.33 1.18 1.81 60

UNT UNIT CORP 48.450 0.34 2.46 0.00 8.93 0.33 1.16 0.56 60 UABK UNITED AMERN BK SAN MAT 17.750 -0.41 2.71 -0.05 9.31 1.19 2.42 0.06 20 INDM UNITED AMER INDEMNITY L CLASS A 25.330 1.13 0.21 0.14 5.36 0.43 0.95 1.09 37 UAHC UNITED AMERN HEALTHCARE 8.380 1.67 2.73 0.07 20.02 0.73 2.60 1.45 60 UAG UNITED AUTO GROUP INC 23.570 1.78 0.81 0.33 8.82 0.32 1.15 1.51 60

UBOH UNITED BANCSHARES INC O 17.400 -0.07 1.10 -0.02 5.56 0.20 0.72 0.29 60 UCBN UNITED COMMERCE BANCORP 14.800 -0.11 0.99 -0.01 3.81 0.14 0.50 0.27 60 UCFC UNITED CMNTY FINL CORP 12.240 0.18 0.93 0.00 4.93 0.18 0.64 0.45 60 UBSI UNITED BANKSHARES INC W 38.650 0.43 0.40 0.12 4.02 0.15 0.52 0.62 60 UBCP UNITED BANCORP INC OHIO 9.960 0.46 0.26 0.03 7.94 0.29 1.03 0.65 60

AFP UNITED CAPITAL CORP 29.530 0.28 1.99 0.00 9.03 0.33 1.17 0.52 60 UBMT UNITED FINL CORP MINN 25.200 0.40 1.64 0.07 4.83 0.18 0.63 0.60 60 UDR UNITED DOMINION REALTY 31.790 0.33 1.33 0.03 5.29 0.19 0.69 0.56 60 UDR PB UNITED DOMINION REALTY PFD SER B 8.60% 25.460 -0.07 0.04 0.01 1.39 0.05 0.18 0.29 60 UDM UNITED DOMINION REALTY MTHLY IN NT8.5 26.630 0.05 0.03 -0.01 2.02 0.07 0.26 0.37 60

UBNK UNITED FINANCIAL BANCOR 13.800 0.33 0.43 -0.04 4.69 0.62 1.27 0.56 18 UFCS UNITED FIRE & CAS CO 35.250 0.41 1.61 0.02 7.43 0.27 0.97 0.61 60 UFEN UNITED FUEL & ENERGY CO 1.375 -1.56 2.28 0.00 44.79 1.63 5.82 -0.70 60 UG UNITED GUARDIAN INC 9.010 0.87 1.06 0.07 10.04 0.37 1.31 0.92 60 UHCP UNITED HERITAGE CORP COM PAR $.001 3.080 0.75 0.78 -0.08 13.44 2.41 4.43 0.83 13

UIC UNITED INDL CORP 50.750 0.85 2.11 0.06 10.68 0.39 1.39 0.90 60 UMC UNITED MICROELECTRONICS SPONSORED ADR 3.490 2.05 -1.34 0.44 8.22 0.30 1.07 1.69 60 UNRG UNITED ENERGY CORP NEV COM NEW 0.580 0.45 3.78 -0.01 33.62 1.23 4.37 0.64 60 UNFI UNITED NAT FOODS INC 35.920 0.97 1.83 0.12 9.01 0.33 1.17 0.98 60 UNTD UNITED ONLINE INC 13.280 1.72 3.15 0.13 15.12 0.55 1.97 1.48 60

Based on S&P 500 Index Using Straight Regression Page 284 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

UOVE Y UNITED OVERSEAS BK LTD SPONSORED ADR 25.400 0.96 0.43 0.15 4.27 0.37 0.76 0.98 35 UPFC UNITED PANAM FINANCIAL 13.760 0.33 2.34 -0.01 12.14 0.44 1.58 0.56 60 UPS UNITED PARCEL SERVICE I CLASS B 74.980 0.42 0.47 0.08 4.60 0.17 0.60 0.62 60 URI UNITED RENTALS TR I 25.430 1.95 0.60 0.19 13.83 0.50 1.80 1.63 60 URGI UNITED RETAIL GROUP INC 14.020 1.22 2.31 0.03 19.22 0.70 2.50 1.14 60

USBI UNITED SEC BANCSHARES I SHS 29.230 0.10 1.59 -0.02 9.44 0.34 1.23 0.40 60 UBFO UNITED SECURITY BANCSHA 24.100 0.39 1.79 0.03 6.39 0.23 0.83 0.59 60 UAMY UNITED STATES ANTIMONY 0.390 -0.37 3.74 -0.01 23.38 0.85 3.04 0.09 60 USBL UNITED STS BASKETBALL L 0.780 0.39 1.21 -0.01 16.09 0.60 2.15 0.60 57 USM UNITED STATES CELLULAR 69.590 1.07 0.60 0.22 6.91 0.25 0.90 1.05 60

UZG UNITED STATES CELLULAR NT SR 8.75%32 25.860 -0.04 0.12 -0.02 2.31 0.12 0.35 0.31 50 UZV UNITED STATES CELLULAR SR NT 2034 25.750 -0.12 0.22 -0.02 2.07 0.19 0.40 0.25 31 USEG U S ENERGY CORP WYO 5.050 1.89 0.91 0.11 18.03 0.66 2.34 1.59 60 UXG U S GOLD CORP COM PAR $0.10 5.050 -0.27 9.99 -0.02 44.53 1.62 5.79 0.16 60 XSS UNITED STATES STEEL COR SQUIDS 10% 31 24.970 0.22 0.11 0.06 2.76 0.10 0.36 0.48 60

YSI U STORE IT TR 20.550 0.79 0.22 0.03 5.92 0.58 1.26 0.86 27 USWF U S WIND FARMING INC 0.001 15.34 11.11 0.02 141.59 12.66 27.29 10.50 31 X UNITED STATES STL CORP 73.140 2.55 2.36 0.34 12.49 0.46 1.62 2.03 60 USTG UNITED SYS TECHNOLOGY I COM NEW 0.067 0.61 15.17 -0.02 117.87 4.30 15.32 0.74 60 USTR UNITED STATIONERS INC 46.690 1.51 0.30 0.37 7.00 0.26 0.91 1.34 60

USPI UNITED SURGICAL PARTNER 28.350 0.65 1.41 0.04 10.01 0.37 1.30 0.77 60 UTX UNITED TECHNOLOGIES COR 62.520 0.65 0.95 0.22 4.17 0.15 0.54 0.77 60 UTHR UNITED THERAPEUTICS COR 54.370 0.51 3.29 0.00 12.42 0.45 1.61 0.68 60 UU UNITED UTILS PLC SPONSORED ADR 30.720 0.26 0.89 0.03 4.43 0.16 0.58 0.51 60 UWBK UNITED WESTN BANCORP IN 19.990 0.51 1.12 0.04 7.44 0.27 0.97 0.68 60

UNH UNITEDHEALTH GROUP INC 53.730 0.12 1.97 -0.01 5.61 0.20 0.73 0.42 60 UTL UNITIL CORP 25.350 0.17 0.14 0.01 3.91 0.14 0.51 0.45 60 UIFC UNITI FINANCIAL CORP 8.500 1.57 -0.85 0.06 9.29 0.98 2.01 1.38 24 UTR UNITRIN INC 50.110 0.94 0.22 0.24 5.85 0.21 0.76 0.96 60 UNTY UNITY BANCORP INC 14.710 0.49 1.67 0.07 5.74 0.21 0.75 0.66 60

Based on S&P 500 Index Using Straight Regression Page 285 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

UVCL UNIVERCELL HLDGS INC 0.007 9.45 11.51 0.12 87.25 3.18 11.34 6.60 60 UAXS Q UNIVERSAL ACCESS GLOBAL COM NEW 0.001 2.64 -6.92 0.03 43.69 1.59 5.68 2.09 60 UHCO UNIVERSAL AMERN FINL CO 18.640 1.35 1.77 0.16 10.47 0.38 1.36 1.23 60 UCO UNIVERSAL COMPRESSION H 62.110 1.21 1.26 0.17 9.13 0.33 1.19 1.14 60 UVV UNIVERSAL CORP VA 49.010 0.65 0.44 0.10 6.37 0.23 0.83 0.77 60

PANL UNIVERSAL DISPLAY CORP 15.010 2.07 1.10 0.22 13.42 0.49 1.74 1.71 60 UEIC UNIVERSAL ELECTRS INC 21.020 1.00 0.31 0.16 7.88 0.29 1.02 1.00 60 USXP UNIVERSAL EXPRESS INC 0.004 4.95 35.00 -0.01 289.36 10.56 37.61 3.62 60 UFPI UNIVERSAL FST PRODS INC 46.620 1.31 1.19 0.26 7.76 0.28 1.01 1.21 60 UGHO UNIVERSAL GUARDIAN HLDG 0.750 -0.76 9.59 -0.02 68.59 3.83 10.37 -0.16 49

UHT UNIVERSAL HEALTH RLTY I SH BEN INT 38.980 0.16 0.95 -0.01 5.88 0.21 0.76 0.44 60 UVIH UNIVERSAL INS HLDGS INC 2.790 13.23 26.53 0.00 171.43 12.10 28.63 9.10 44 UFMG UNIVERSAL MFG CO 8.500 -0.33 4.45 -0.01 22.95 0.84 2.98 0.12 60 UPDA UNIVERSAL PPTY DEV AND 0.144 5.90 11.88 0.00 151.15 5.51 19.65 4.25 60 UUU UNIVERSAL SEC INSTRS IN COM NEW 27.940 1.15 5.62 0.03 18.15 0.66 2.36 1.10 60

USAP UNIVERSAL STAINLESS & A 33.480 1.22 2.79 0.08 13.56 0.49 1.76 1.15 60 UACL UNIVERSAL TRUCKLOAD SVC 23.750 1.10 -0.16 0.00 10.11 1.14 2.30 1.06 23 UULF F UNIVERSAL URANIUM LTD COM 0.578 3.84 0.49 0.02 24.21 3.20 6.31 2.88 19 UHS UNIVERSAL HLTH SVCS INC CLASS B 55.430 -0.21 0.83 -0.01 8.13 0.30 1.06 0.20 60 UTI UNIVERSAL TECHNICAL INS 22.210 1.02 -1.15 0.02 9.85 0.79 1.74 1.01 37

UNIB UNIVERSITY BANCORP INC COM PAR $0.10 2.080 -0.18 3.77 -0.02 27.10 0.99 3.52 0.21 60 UVN UNIVISION COMMUNICATION CLASS A 35.420 1.46 -0.38 0.29 8.01 0.29 1.04 1.30 60 UVSP UNIVEST CORP PA 30.480 0.47 0.86 0.04 6.96 0.25 0.90 0.65 60 UOLG Y UOL GROUP LTD SPON ADR 11.315 1.17 2.52 0.11 5.63 0.57 1.21 1.11 25 UNM UNUMPROVIDENT CORP 20.780 0.94 -0.37 0.12 8.52 0.31 1.11 0.96 60

UNN UNUMPROVIDENT CORP PINES7.25% 6/02 25.150 0.01 0.12 -0.02 3.22 0.13 0.45 0.34 54 UPM UPM KYMMENE CORP SPONSORED ADR 25.260 1.17 0.44 0.35 5.58 0.20 0.72 1.11 60 UVYZ Y URALSVYASINFORM JSC SPONSORED ADR 13.100 1.31 1.82 0.01 11.24 1.15 2.42 1.20 25 URZ URANERZ ENERGY CORPORAT 4.090 2.39 10.15 -0.05 41.24 5.44 10.75 1.92 19 URRE URANIUM RES INC COM PAR $0.001 5.800 -0.57 14.81 -0.02 70.68 2.58 9.19 -0.04 60

Based on S&P 500 Index Using Straight Regression Page 286 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

URBN URBAN OUTFITTERS INC 23.030 1.39 3.70 0.13 12.15 0.44 1.58 1.26 60 ULGX UROLOGIX INC 2.350 2.55 -1.75 0.14 21.36 0.78 2.78 2.03 60 UPI UROPLASTY INC COM NEW 2.460 0.68 1.66 0.00 20.60 0.75 2.68 0.79 60 UBP URSTADT BIDDLE PPTYS IN 17.550 0.22 0.88 0.00 5.27 0.19 0.68 0.48 60 UBA URSTADT BIDDLE PPTYS IN CLASS A 19.090 0.21 1.11 0.00 5.58 0.20 0.72 0.48 60

UBP PD URSTADT BIDDLE PPTYS IN PFD D 7.5% 25.550 0.40 -0.39 0.18 1.41 0.17 0.34 0.60 21 UDW US DATAWORKS INC COM NEW 0.530 0.27 1.61 -0.02 29.58 1.08 3.84 0.51 60 USNZ Y USINAS SIDERURGICAS DE SPON ADR REG S 37.500 1.98 2.05 0.03 16.74 1.43 2.99 1.65 35 USCS USCORP COM NEW 0.100 7.25 2.22 0.05 87.49 3.74 12.59 5.14 52 UTMD UTAH MED PRODS INC 32.980 0.38 1.61 0.02 7.27 0.27 0.95 0.59 60

UTK UTEK CORP 11.340 0.22 1.20 -0.01 10.54 0.38 1.37 0.48 60 VSBN VSB BANCORP INC N Y 14.260 0.05 0.63 -0.02 6.52 0.39 1.02 0.37 48 UTIX UTIX GROUP INC COM NEW 1.010 4.17 -13.81 0.04 30.03 2.92 6.28 3.10 28 UTSI UTSTARCOM INC 8.750 1.99 -1.31 0.16 15.83 0.58 2.06 1.66 60 UWNK UWINK INC 2.300 6.46 -1.61 0.07 43.90 3.25 7.51 4.62 40

WOOF VCA ANTECH INC 32.190 0.71 2.86 0.08 7.93 0.29 1.03 0.81 60 LNUX VA SOFTWARE CORP 5.030 3.20 2.76 0.17 24.33 0.89 3.16 2.46 60 VFC V F CORP 82.080 0.70 1.09 0.22 4.52 0.16 0.59 0.80 60 PTT VCG HLDG CORP 5.300 1.34 1.21 0.00 17.96 1.32 3.00 1.23 43 VSEC VSE CORP 33.900 1.40 3.32 0.06 17.73 0.65 2.31 1.27 60

VPGC VPGI CORP COM NEW 1.830 2.80 3.15 0.01 64.73 2.36 8.41 2.19 60 VYYO VYYO INC COM NEW 4.530 1.31 0.59 0.08 14.95 0.55 1.94 1.21 60 VYTC VYTA CORP 0.410 0.29 -2.11 -0.02 31.71 1.16 4.12 0.53 60 EGY VAALCO ENERGY INC COM NEW 6.750 0.01 6.01 -0.02 21.44 0.78 2.79 0.35 60 MTN VAIL RESORTS INC 44.820 1.03 1.55 0.14 8.75 0.32 1.14 1.02 60

VCI VALASSIS COMMUNICATIONS 14.500 0.23 -1.22 -0.01 8.35 0.30 1.09 0.49 60 VLCO VALCOM INC DEL COM PAR $.001 0.480 -0.66 6.11 -0.02 60.93 2.22 7.92 -0.10 60 VHI VALHI INC NEW 25.980 0.11 1.79 -0.02 11.76 0.43 1.53 0.41 60 VLNC VALENCE TECHNOLOGY INC 1.650 2.75 0.85 0.11 25.90 0.94 3.37 2.16 60 VRX VALEANT PHARMACEUTICALS 17.240 2.23 -0.71 0.22 14.45 0.53 1.88 1.82 60

Based on S&P 500 Index Using Straight Regression Page 287 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

VLEE Y VALEO SPONSORED ADR 20.650 1.46 -1.33 0.20 5.57 0.48 0.99 1.30 35 VLTS VALENTIS INC COM NEW 0.320 2.00 -3.41 0.03 33.59 1.23 4.37 1.67 60 VLI VALERO L P COM UT LTD PRT 55.770 0.36 0.50 0.06 4.33 0.16 0.56 0.57 60 VLO VALERO ENERGY CORP NEW COM 51.160 0.90 3.12 0.06 11.54 0.42 1.50 0.94 60 VCBC VALLEY COMMUNITY BANK C 18.400 0.28 2.00 0.00 7.15 0.26 0.95 0.52 57

VCBP VALLEY COMM BANCORP 21.000 1.06 1.23 0.07 6.51 0.58 1.27 1.04 30 VYFC VALLEY FINL CORP VA 13.100 0.24 1.60 0.01 5.46 0.20 0.71 0.50 60 VLG VALLEY NATIONAL GASES I 26.450 0.46 2.62 0.01 10.05 0.37 1.31 0.64 60 VLY VALLEY NATL BANCORP 26.510 0.41 0.22 0.16 3.20 0.12 0.42 0.61 60 VMI VALMONT INDS INC 55.490 0.18 2.55 -0.01 8.71 0.32 1.13 0.45 60

VPF VALPEY FISHER CORP 3.520 1.05 0.14 0.06 13.47 0.49 1.75 1.03 60 VAL VALSPAR CORP 27.640 0.95 0.30 0.38 4.30 0.16 0.56 0.97 60 VUSA Q VALUE AMER INC 0.000 3.80 8.64 0.01 88.61 3.23 11.52 2.85 60 VALU VALUE LINE INC 45.450 0.31 0.17 0.00 8.60 0.31 1.12 0.55 60 VCLK VALUECLICK INC 23.630 1.91 3.66 0.23 12.02 0.44 1.56 1.60 60

VVTV VALUEVISION MEDIA INC CLASS A 13.140 1.88 -0.78 0.32 9.65 0.35 1.25 1.58 60 VDM VAN DER MOOLEN HLDG N.V SPONSORED ADR 5.870 1.96 -2.55 0.25 11.76 0.43 1.53 1.64 60 VNVN F VANNESSA VENTURES LTD 0.205 0.44 1.95 -0.02 29.40 1.47 4.44 0.63 51 VMDC VANTAGEMED CORP 0.360 2.29 1.52 0.06 27.93 1.02 3.63 1.86 60 VARI VARIAN INC 44.790 1.05 0.32 0.30 5.67 0.21 0.74 1.04 60

VSEA VARIAN SEMICONDUCTOR EQ 45.520 2.86 1.04 0.45 11.15 0.41 1.45 2.23 60 VAR VARIAN MED SYS INC 47.570 0.52 1.72 0.04 7.56 0.28 0.98 0.68 60 VSTY VARSITY GROUP INC 1.770 0.24 2.13 -0.01 17.76 0.65 2.31 0.50 60 VDSI VASCO DATA SEC INTL INC 11.850 2.22 4.23 0.11 21.05 0.77 2.74 1.81 60 VASC VASCULAR SOLUTIONS INC COMMON 8.730 1.65 3.21 0.05 21.57 0.79 2.80 1.43 60

VSGN VASOGEN INC 0.355 2.17 -1.69 0.08 23.63 0.86 3.07 1.77 60 VXGN VAXGEN INC COM NEW 1.900 1.83 1.57 0.02 36.08 1.32 4.69 1.55 60 VCMP VCAMPUS CORP COM NEW 0.135 2.26 -2.16 0.04 32.47 1.18 4.22 1.84 60 VVC VECTREN CORP 28.280 0.49 0.14 0.20 3.37 0.12 0.44 0.66 60 VGR VECTOR GROUP LTD 17.750 0.99 -0.54 0.10 9.70 0.35 1.26 0.99 60

Based on S&P 500 Index Using Straight Regression Page 288 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

VECO VEECO INSTRS INC DEL 18.730 2.49 -1.04 0.36 11.77 0.43 1.53 1.99 60 VNAA VEIN ASSOCS CORP 0.160 9.00 -13.79 0.10 38.49 5.49 10.40 6.30 17 VELC VELCRO INDS N V 14.130 0.73 0.37 0.10 7.22 0.26 0.94 0.82 60 VEXP VELOCITY EXPRESS CORP COM PAR $0.004 1.380 2.04 -6.64 0.05 28.22 1.03 3.67 1.69 60 VNX VENDINGDATA CORPORATION COM NEW 1.981 1.13 -1.05 -0.01 18.10 1.34 3.10 1.09 40

VTR VENTAS INC 42.320 0.32 2.26 0.02 6.19 0.23 0.80 0.55 60 VMSI VENTANA MED SYS INC 43.030 0.54 2.45 0.02 9.45 0.34 1.23 0.70 60 VCBB VENTURA CNTY BUSINESS B 11.750 1.86 -1.01 0.18 7.54 0.66 1.39 1.57 33 VE VEOLIA ENVIRONNEMENT SPONSORED ADR 75.260 1.52 1.10 0.35 7.30 0.27 0.95 1.35 60 VERA VERAMARK TECHNOLOGIES I 0.800 1.62 7.69 -0.01 60.18 2.20 7.82 1.41 60

VERD VERDANT BRANDS INC COM NEW 0.001 30.60 30.32 0.06 190.36 18.56 40.88 20.61 26 VTHC VERDANT TECH CORP 0.600 29.80 45.20 -0.03 263.04 39.18 77.94 20.09 15 VRDI VERIDICOM INTL INC 0.007 15.76 20.20 0.03 246.26 8.98 32.01 10.78 60 VCC VERI TEK INTL CORP 5.420 -0.51 0.65 -0.04 14.11 1.59 3.21 0.00 23 PAY VERIFONE HLDGS INC 35.400 0.94 5.65 -0.03 12.17 1.45 2.96 0.96 21

VRLK VERILINK CORP 0.003 3.37 -0.92 0.05 44.37 1.62 5.77 2.57 60 VRTC VERITEC INC COM NO PAR 1.650 -0.03 19.66 -0.02 70.19 2.56 9.12 0.32 60 VRSN VERISIGN INC 24.050 3.93 -0.42 0.55 12.71 0.46 1.65 2.94 60 VTS VERITAS DGC INC 85.630 0.93 3.00 0.05 12.69 0.46 1.65 0.96 60 VZ VERIZON COMMUNICATIONS COM 37.240 1.39 -0.70 0.40 5.98 0.22 0.78 1.26 60

VRNT VERINT SYS INC 34.280 2.08 1.69 0.23 13.18 0.50 1.78 1.72 56 VZC VERIZON SOUTH INC DEB F 7% 2041 25.280 0.00 0.00 -0.02 1.81 0.07 0.24 0.34 60 KVZ VERIZON NEW ENG INC QUIBS 7% 2042 25.310 -0.02 0.07 -0.02 1.89 0.07 0.26 0.32 56 VPS VERMONT PURE HLDGS LTD 1.520 0.32 -1.54 0.00 10.25 0.37 1.33 0.55 60 VNLS VERNALIS PLC SPONSORED ADR 2.410 1.49 -1.73 0.12 13.66 0.50 1.78 1.32 60

VBNY VERNON BK CORP CMT-COM 53.250 1.94 1.16 -0.03 20.80 2.77 5.62 1.62 18 VRTL VERTEL CORP 0.004 -0.22 3.51 -0.02 80.57 2.94 10.47 0.19 60 VRST VERSATECH INC 0.011 1.08 8.69 -0.01 58.73 2.14 7.63 1.06 60 VRCC VERTICAL COMM INC 0.800 0.33 -1.36 -0.02 26.42 0.96 3.43 0.55 60 VSNT VERSANT CORP COM NEW 13.620 3.21 2.35 0.05 43.64 1.59 5.67 2.47 60

Based on S&P 500 Index Using Straight Regression Page 289 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

VSR VERSAR INC 4.050 0.70 1.08 0.01 15.44 0.56 2.01 0.80 60 VRSO VERSO TECHNOLOGIES INC COM NEW 1.160 4.42 -0.66 0.24 27.09 0.99 3.52 3.27 60 VRTX VERTEX PHARMACEUTICALS 37.420 1.58 1.14 0.13 14.10 0.51 1.83 1.39 60 VTRU VERTRUE INC 38.410 0.90 2.10 0.04 13.32 0.49 1.73 0.93 60 VBDG VERTICAL BRANDING INC 0.750 3.66 4.91 0.05 49.87 1.82 6.48 2.76 60

VTAI VESTA INS GROUP INC 0.002 1.71 -8.84 0.04 24.34 0.89 3.16 1.47 60 VVI VIAD CORP COM NEW 40.600 1.15 -0.46 0.10 11.53 0.42 1.50 1.10 60 VSAT VIASAT INC 29.810 2.21 1.14 0.31 11.52 0.42 1.50 1.80 60 VIA VIACOM INC NEW CLASS A 41.010 1.79 -1.50 0.36 3.57 0.64 1.18 1.53 13 VIA B VIACOM INC NEW CLASS B 41.030 1.65 -1.57 0.30 3.72 0.67 1.22 1.43 13

VAS VIASYS HEALTHCARE INC COM NEW 27.820 1.39 0.41 0.26 8.13 0.30 1.06 1.26 60 VIAC VIACELL INC COM 4.720 2.50 -4.20 0.08 13.95 1.47 3.02 1.99 24 VSPC VIASPACE INC 0.600 3.09 8.50 -0.05 77.94 9.95 20.26 2.38 20 VICL VICAL INC 6.430 2.77 -0.38 0.27 16.10 0.59 2.09 2.18 60 XVE VICEROY EXPL LTD 12.700 0.43 7.73 -0.02 16.37 1.31 2.86 0.63 38

VFOX VICON FIBER OPTICS CORP 0.060 21.25 10.81 0.08 117.87 11.48 24.64 14.42 28 VII VICON INDS INC 3.580 1.10 -0.27 0.11 10.47 0.38 1.36 1.07 60 VICR VICOR CORP 11.110 2.06 -0.22 0.20 14.30 0.52 1.86 1.70 60 VYEY VICTORY ENERGY CORP COM NEW 0.220 -1.38 -0.75 -0.02 48.89 3.45 8.17 -0.58 44 VIDE VIDEO DISPLAY CORP 7.720 0.45 2.34 0.00 13.12 0.48 1.71 0.64 60

VSL VIDESH SANCHAR NIGAM LT SPON ADR NEW 19.200 1.86 1.63 0.14 15.64 0.57 2.03 1.57 60 VCST VIEWCAST COM INC 0.530 1.33 2.69 0.01 31.53 1.15 4.10 1.22 60 VWPT VIEWPOINT CORP 0.670 3.22 -0.72 0.11 30.69 1.12 3.99 2.47 60 VIGN VIGNETTE CORP COM NEW 17.070 3.05 -1.70 0.37 13.90 0.51 1.81 2.36 60 VKSY VIKING SYS INC 0.190 -1.27 2.09 -0.03 25.37 2.47 5.20 -0.50 29

VLNT VIDEOLAN TECHNOLOGIES I COM NEW 0.000 0.38 23.70 -0.02 186.47 6.80 24.24 0.59 60 VBFC VILLAGE BK & TR FINANCI COM 14.200 0.13 0.89 -0.01 5.54 0.20 0.72 0.43 60 VLGE A VILLAGE SUPER MKT INC CL A NEW 85.490 0.57 2.09 0.06 6.97 0.25 0.91 0.72 60 VIMC VIMICRO INTL CORP ADR 10.200 3.30 -0.81 -0.01 21.37 3.51 7.04 2.52 14 VCO VINA CONCHA Y TORO S A SPONSORED ADR 29.600 1.13 1.03 0.26 6.64 0.24 0.86 1.09 60

Based on S&P 500 Index Using Straight Regression Page 290 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

VCIS Y VINCI S A ADR 32.100 0.92 1.95 0.02 5.89 0.78 1.53 0.95 19 VINS VINDICATOR SILVR LEAD M 0.330 1.97 6.65 -0.05 36.59 4.67 9.51 1.64 20 VNBC VINEYARD NATL BANCORP 23.020 0.01 3.92 -0.02 10.02 0.37 1.30 0.35 60 VION VION PHARMACEUTICALS IN 1.350 4.18 1.74 0.15 34.03 1.24 4.42 3.10 60 VQPH VIOQUEST PHARMACEUTICAL 0.520 -0.17 2.18 -0.02 32.81 1.20 4.26 0.22 60

VRA VIRAGEN INC COM NEW 0.150 4.26 -4.71 0.17 32.38 1.18 4.21 3.16 60 VIRL VIRAGE LOGIC CORP 9.290 2.15 -0.55 0.18 15.87 0.58 2.06 1.76 60 VIR VIRCO MFG CO 7.800 0.71 0.04 0.03 11.05 0.40 1.44 0.80 60 REX VIREXX MED CORP 0.620 1.50 -6.49 0.08 5.88 1.06 1.94 1.33 13 VCBI VIRGINIA COMM BANCORP I 19.880 -0.10 3.31 -0.02 8.98 0.33 1.17 0.27 60

VEL PE VIRGINIA ELEC & PWR CO PFD $5 93.850 -0.22 0.51 0.04 3.23 0.12 0.42 0.19 60 VFGI VIRGINIA FINL GROUP INC 27.990 0.59 1.09 0.06 7.41 0.27 0.96 0.73 60 VSCI VISION-SCIENCES INC DEL 1.470 1.08 1.61 0.03 17.04 0.62 2.21 1.05 60 VGZ VISTA GOLD CORP COM NEW 8.630 -0.71 7.02 -0.01 32.19 1.17 4.18 -0.13 60 VABK VIRGINIA N B CHARLOTTES 37.500 0.21 1.39 0.00 5.67 0.21 0.74 0.48 60

VEL PA VIRGINIA PWR CAP TR II PFD GTD TR SEC 25.580 -0.03 0.07 -0.02 1.78 0.08 0.25 0.32 53 VPHM VIROPHARMA INC 14.640 2.50 3.07 0.05 33.54 1.22 4.36 1.99 60 VCIX VIRTUAL CMNTYS INC 0.001 -0.99 6.47 -0.01 58.69 2.14 7.63 -0.32 60 VHGI VIRTUALHEALTH TECH INC 0.800 -0.17 24.69 -0.02 157.21 5.74 20.44 0.22 60 VSH VISHAY INTERTECHNOLOGY 13.540 2.66 -0.85 0.52 9.06 0.33 1.18 2.10 60

VSYS VISCOUNT SYSTEMS INC 0.240 0.55 1.01 -0.01 29.19 1.07 3.83 0.70 59 EYES VISION TWENTY-ONE INC F 0.007 2.84 27.36 -0.01 150.93 5.51 19.62 2.22 60 VBAL VISION BANCSHARES INC 24.800 0.20 2.48 -0.02 6.27 0.38 0.99 0.47 48 VGWA VISIONGATEWAY INC COM PAR$0.001 0.220 -1.76 -4.53 -0.05 17.89 2.94 5.90 -0.83 14 VSTC VISION TECHNOLOGY CORP 0.160 5.41 -24.14 -0.01 38.73 5.77 11.48 3.92 15

VC VISTEON CORP 8.480 1.88 0.19 0.08 21.29 0.78 2.77 1.59 60 VSTA VISTACARE INC CLASS A 10.150 1.54 -1.56 0.09 11.47 0.64 1.73 1.35 49 VSTL VISTULA COMMUNICATNS SV 0.240 -0.12 -7.87 -0.06 20.41 2.72 5.51 0.25 18 VFTR VISUAL FRONTIER INC 0.007 -0.77 -2.44 -0.03 56.17 5.02 10.83 -0.17 31 VMCS VISUALMED CLINICAL SOLU 1.400 4.22 1.41 0.07 25.32 2.47 5.37 3.13 27

Based on S&P 500 Index Using Straight Regression Page 291 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

VSF VITA FOOD PRODS INC NEV 1.950 0.40 -0.07 -0.01 17.56 0.64 2.28 0.60 60 VUAL VISUAL INDS INC NEV 0.050 -1.42 16.22 -0.03 97.56 7.80 17.25 -0.61 37 VITL VITAL SIGNS INC 49.920 0.37 0.67 0.02 6.62 0.24 0.86 0.58 60 VTAL VITAL IMAGES INC 34.800 1.74 2.43 0.19 12.51 0.46 1.63 1.49 60 VSTH VITALSTREAM HLDGS INC COM NEW 10.040 1.89 5.53 0.04 27.21 0.99 3.54 1.59 60

VTCH Q VITECH AMER INC 0.001 2.34 17.20 -0.01 163.72 5.97 21.28 1.88 60 VTSS VITESSE SEMICONDUCTOR C 0.865 6.76 -2.26 0.48 24.91 0.91 3.24 4.81 60 VITR VITRIA TECHNOLOGY COM NEW 2.690 3.05 -3.23 0.36 14.39 0.52 1.87 2.36 60 VTO VITRO SOCIEDAD ANONIMA SPONSORED ADR 5.540 0.53 2.13 0.00 12.92 0.47 1.68 0.69 60 VTNC VITRAN CORP INC 17.370 0.35 3.93 0.00 10.35 0.38 1.35 0.57 60

VROT VITROTECH CORP 0.000 14.51 37.87 -0.01 231.99 19.83 41.39 9.95 35 VIVI VIVA INTL INC 0.029 1.56 10.20 -0.01 110.74 4.04 14.39 1.37 60 VVDL VIVID LEARNING SYS INC 0.170 8.54 -4.32 0.02 52.63 7.50 14.22 5.99 17 VVUS VIVUS INC 3.620 1.32 0.59 0.05 18.37 0.67 2.39 1.21 60 VIV VIVO PARTICIPACOES S A SPON ADR PFD 4.100 2.96 -1.05 0.37 13.60 0.50 1.77 2.30 60

VYON VIYYA TECHNOLOGIES INC 0.045 9.18 3.04 0.00 95.87 9.32 19.65 6.42 29 VNUS VNUS MED TECHNOLOGIES I 8.880 1.44 -2.59 0.02 11.72 1.14 2.49 1.29 27 VNUV Y VNU NV SPONSORED ADR 16.000 0.55 -1.33 -0.02 10.30 0.88 1.84 0.70 35 VLY PA VNB CAP TR I TOPRS 7.75% 25.290 -0.02 0.03 -0.01 1.36 0.05 0.18 0.32 60 VOD VODAFONE GROUP PLC NEW SPONS ADR NEW 27.780 1.15 -0.22 0.22 7.46 0.27 0.97 1.10 60

VOCS VOCUS INC 16.800 4.37 -0.02 0.31 9.62 1.73 3.17 3.23 13 VMII VOICE MOBILITY INTL INC 0.360 2.01 2.89 0.05 27.71 1.01 3.60 1.67 60 VOII VOIP INC 0.309 6.99 -8.83 0.11 35.24 3.08 6.52 4.97 33 VLCM VOLCOM INC 29.570 5.08 -2.90 0.25 14.58 1.93 3.80 3.70 19 VLKA Y VOLKSWAGEN A G SPONSORED ADR 22.600 2.19 1.59 0.27 7.00 0.60 1.25 1.79 35

VLKP Y VOLKSWAGEN A G SPON ADR PREF 14.914 2.46 2.24 0.21 7.96 1.06 2.15 1.97 18 VOL VOLT INFORMATION SCIENC 50.210 1.11 2.40 0.05 14.92 0.54 1.94 1.07 60 VLTR VOLTERRA SEMICONDUCTOR 15.000 2.60 1.45 0.06 16.74 1.50 3.26 2.06 30 VOLV VOLVO AKTIEBOLAGET ADR B 68.750 1.12 2.20 0.29 6.15 0.22 0.80 1.08 60 VTKH Y VTECH HLDGS LTD SPONSORED ADR 61.250 -0.16 4.58 -0.03 15.65 1.34 2.79 0.23 35

Based on S&P 500 Index Using Straight Regression Page 292 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

VNO VORNADO RLTY TR SH BEN INT 121.500 0.57 1.71 0.13 5.10 0.19 0.66 0.72 60 VNO PE VORNADO RLTY TR PFD E 7.00% 25.710 0.20 -0.09 0.00 1.96 0.19 0.40 0.47 29 VNO PF VORNADO RLTY TR PFD F 6.75% 25.190 0.18 -0.16 -0.02 2.34 0.24 0.50 0.45 25 VNO PG VORNADO RLTY TR PFD G 6.625% 24.850 0.29 -0.17 0.02 2.23 0.23 0.48 0.53 25 VNO PI VORNADO RLTY TR PFD SER I 24.910 0.50 -0.38 0.11 2.05 0.29 0.55 0.67 17

VNO PH VORNADO RLTY TR PFD H 6.750 25.050 0.14 -0.05 -0.05 2.31 0.31 0.60 0.43 19 VOXW VOXWARE INC COM NEW 3.220 1.19 1.24 0.00 36.30 1.32 4.72 1.13 60 VCP VOTORANTIM CELULOSE E P SPONSORED ADR 19.610 1.18 1.62 0.21 7.97 0.29 1.04 1.12 60 VXBX VOXBOX WORLD TELECOM IN 0.006 10.16 59.39 -0.03 344.47 30.08 63.77 7.07 33 VEII VOYAGER ENTMT INTL INC 0.070 3.59 -0.14 0.09 37.18 1.38 4.96 2.72 57

VXEN VTEX ENERGY INC 0.280 1.43 3.63 -0.01 52.39 1.91 6.81 1.29 60 VSUS VSUS TECHNOLOGIES INC 0.095 33.10 38.50 0.04 229.31 25.27 55.29 22.27 18 VULC VULCAN INTL CORP 58.250 0.25 0.57 0.05 3.43 0.13 0.45 0.50 60 VMC VULCAN MATLS CO 89.870 1.01 0.85 0.28 5.70 0.21 0.74 1.01 60 WAMX WAMEX HLDGS INC 0.000 5.20 308.32 -0.02 427.29 25.03 445.51 3.78 60

WTI W & T OFFSHORE INC 30.720 2.41 1.14 0.14 10.41 1.10 2.25 1.93 24 WDFC WD-40 CO 34.870 0.39 0.52 0.02 6.76 0.25 0.88 0.59 60 WCI WCI CMNTYS INC 19.180 1.91 -0.37 0.23 12.27 0.45 1.63 1.60 58 WGNB WGNB CORP CAP STK 27.510 0.25 0.91 0.01 5.39 0.20 0.70 0.50 60 WXCP WHX CORP COM PAR $0.01 8.450 0.88 -1.59 0.00 6.39 0.91 1.73 0.92 17

WGL WGL HLDGS INC 32.580 0.27 0.14 0.06 3.38 0.12 0.44 0.51 60 WHI W HLDG CO INC 5.960 0.57 0.72 0.02 10.29 0.38 1.34 0.72 60 WBPR O W HLDG CO INC PFD B 7.25% 23.510 0.08 -0.08 -0.01 2.85 0.10 0.37 0.39 60 WBPR N W HLDG CO INC PFD STK 2001 C 25.010 1.15 -1.02 0.37 2.77 0.31 0.64 1.10 22 WBPR M W HLDG CO INC PFD 01 D 7.40 23.060 0.19 -0.14 0.02 3.62 0.13 0.47 0.46 60

WBPR L W HLDG CO INC PFD E 6.875% 24.000 0.09 -0.10 -0.01 2.98 0.17 0.45 0.40 49 WBPR Z W HLDG CO INC PFD F 03 6.7% 24.450 -0.08 0.07 -0.02 3.74 0.28 0.63 0.29 42 WBPR K W HLDG CO INC PFD G 6.9% MTH 24.000 0.08 -0.06 -0.02 3.84 0.29 0.67 0.39 39 WBPR J W HLDG CO INC PFD SER H 45.330 -0.01 -0.20 -0.05 6.06 0.68 1.38 0.33 23 WHQ W-H ENERGY SVCS INC 48.690 0.23 2.20 -0.01 12.59 0.46 1.64 0.49 60

Based on S&P 500 Index Using Straight Regression Page 293 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WCAA WCA WASTE CORP 8.030 0.22 -0.19 -0.03 8.47 0.76 1.63 0.48 31 VYXC VYREX CORP DEL 1.230 0.68 4.41 -0.01 41.64 1.52 5.41 0.79 60 WJCI WJ COMMUNICATIONS INC 1.570 2.25 0.55 0.08 24.59 0.90 3.20 1.83 60 WMS WMS INDS INC 34.860 1.70 1.02 0.20 11.62 0.42 1.51 1.46 60 WPPG Y WPP GROUP PLC SPON ADR 0905 67.780 1.60 0.03 0.49 5.82 0.21 0.76 1.40 60

WMDH WMD HLDGS GROUP INC 0.080 16.73 27.20 0.01 175.31 15.31 32.45 11.42 33 WPC W P CAREY & CO LLC 30.070 0.24 0.42 0.02 4.25 0.15 0.55 0.50 60 WPS WPS RESOURCES CORP 54.030 0.37 0.58 0.10 3.77 0.14 0.49 0.58 60 WSFS WSFS FINL CORP 66.930 0.53 2.24 0.07 6.12 0.22 0.80 0.69 60 WQNI WQN INC 0.270 0.64 -2.37 0.00 18.89 0.69 2.46 0.76 60

WSCI WSI INDS INC 3.150 0.66 3.05 -0.01 25.76 0.94 3.35 0.77 60 WVFC WVS FINL CORP 16.400 0.09 0.06 0.00 2.75 0.10 0.36 0.39 60 WWAG WWA GROUP INC 0.750 -1.19 14.97 -0.02 67.28 4.75 11.24 -0.45 44 WNC WABASH NATL CORP 15.100 1.67 1.73 0.10 16.44 0.60 2.14 1.44 60 WAB WABTEC CORP 30.380 0.46 1.68 0.02 8.16 0.30 1.06 0.64 60

WBNK WACCAMAW BANKSHARES INC 16.370 -0.55 2.73 0.00 8.34 0.53 1.38 -0.02 46 WNA P WACHOVIA PFD FDG CORP PFD A7.25%PERP 28.090 0.17 0.10 0.02 2.09 0.12 0.32 0.45 49 WB WACHOVIA CORP 2ND NEW COM 56.950 0.69 0.82 0.26 4.01 0.15 0.52 0.79 60 TSV WACHOVIA CORP 2ND NEW TEES S&P500 09 10.450 0.80 -0.37 0.31 2.32 0.20 0.41 0.87 35 WACL Y WACOAL CORP ADR 67.880 0.04 1.07 -0.02 5.98 0.22 0.78 0.36 60

WDR WADDELL & REED FINL INC CLASS A 27.360 1.50 -0.58 0.45 5.90 0.22 0.77 1.33 60 WAIN WAINWRIGHT BK&TR CO BOS 11.000 0.44 1.27 0.06 5.34 0.19 0.69 0.63 60 WAKE WAKEFOREST BANCHSHARES 23.500 0.44 0.46 0.04 6.22 0.23 0.81 0.63 60 WMT WAL MART STORES INC 46.180 0.57 -0.47 0.14 4.82 0.18 0.63 0.71 60 WMMV Y WAL MART DE MEXICO SA D SPON ADR REP V 43.850 1.29 2.69 0.13 6.04 0.52 1.08 1.19 35

WAG WALGREEN CO 45.890 0.39 0.53 0.04 5.83 0.21 0.76 0.59 60 WLT WALTER INDS INC 27.050 1.22 2.85 0.11 11.82 0.43 1.54 1.14 60 WRNC WARNACO GROUP INC COM NEW 25.380 1.53 0.66 0.16 7.95 0.50 1.28 1.35 47 WMG WARNER MUSIC GROUP CORP 22.950 0.88 1.23 -0.03 9.95 1.27 2.59 0.92 20 WTEC WARRANTECH CORP COM PAR $0.007 0.712 0.12 1.43 -0.02 15.84 0.58 2.06 0.42 60

Based on S&P 500 Index Using Straight Regression Page 294 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WNMI WARNING MGMT SVCS INC 0.000 3.82 11.02 0.00 97.19 3.55 12.63 2.87 60 WRES WARREN RES INC 11.720 2.16 0.39 0.04 15.27 1.56 3.29 1.77 25 WWVY WARWICK VALLEY TEL CO 17.740 0.37 -0.02 0.01 7.53 0.27 0.98 0.58 60 WBCO WASHINGTON BKG CO OAK H 16.790 0.43 2.27 0.03 6.93 0.25 0.90 0.62 60 WFSL WASHINGTON FED INC 23.530 0.48 0.38 0.13 4.20 0.15 0.55 0.65 60

WGII WASHINGTON GROUP INTL I COM NEW 59.790 0.80 1.62 0.10 7.95 0.29 1.03 0.87 60 WM WASHINGTON MUT INC COM 45.490 0.63 0.46 0.13 5.49 0.20 0.71 0.75 60 WPO WASHINGTON POST CO CLASS B 745.600 0.31 0.57 0.03 4.99 0.18 0.65 0.54 60 WRE WASHINGTON REAL ESTATE SH BEN INT 40.000 0.45 0.73 0.09 4.80 0.18 0.62 0.63 60 WSB WASHINGTON SVGBK FSB WA 8.750 0.17 1.94 -0.01 9.45 0.34 1.23 0.45 60

WASH WASHINGTON TR BANCORP 27.890 0.41 0.65 0.04 5.90 0.22 0.77 0.61 60 WTEK WASTE TECHNOLOGY CORP COM NEW 0.430 -0.15 2.72 -0.02 14.90 0.54 1.94 0.24 60 WCN WASTE CONNECTIONS INC 41.550 0.27 1.18 0.02 4.96 0.18 0.65 0.52 60 WWIN WASTE INDUSTRIES USA IN 30.520 0.95 2.64 0.13 8.43 0.31 1.10 0.97 60 WMI WASTE MGMT INC DEL 36.770 0.84 0.05 0.26 5.02 0.18 0.65 0.90 60

WSII WASTE SERVICES INC DEL COM NEW 9.850 1.49 -0.14 0.15 12.16 0.44 1.58 1.33 60 WTAF WATAIRE INDS INC 0.140 6.07 4.23 0.03 52.07 4.46 9.39 4.36 34 WAT WATERS CORP 48.970 1.29 0.28 0.24 8.00 0.29 1.04 1.19 60 WSCC WATERSIDE CAP CORP 4.100 0.54 1.49 0.00 15.38 0.56 2.00 0.69 60 WSO B WATSCO INC CLASS B 47.390 1.15 2.03 0.17 8.62 0.31 1.12 1.10 60

WSO WATSCO INC 47.160 1.04 2.00 0.16 8.23 0.30 1.07 1.02 60 WPI WATSON PHARMACEUTICALS 26.030 0.88 -0.28 0.11 8.50 0.31 1.10 0.92 60 WW WATSON WYATT WORLDWIDE CLASS A 45.150 0.72 1.11 0.16 5.66 0.21 0.74 0.81 60 WTS WATTS WATER TECHNOLOGIE CLASS A 41.110 0.67 1.65 0.10 6.58 0.24 0.85 0.78 60 WPP WAUSAU PAPER CORP 14.990 1.27 0.12 0.34 6.24 0.23 0.81 1.18 60

WAUW WAUWATOSA HLDGS INC 17.820 -0.91 4.44 0.02 5.42 0.81 1.61 -0.27 15 WAVX WAVE SYSTEMS CORP COM NEW 2.530 2.38 0.45 0.07 28.57 1.04 3.71 1.92 60 WVWC WAVE WIRELESS CORP 0.001 1.70 -11.41 0.02 29.93 1.09 3.89 1.47 60 WVCM WAVECOM S A SPONSORED ADR 14.580 1.69 -0.16 0.07 19.27 0.70 2.50 1.46 60 WAVO WAVO CORP 0.001 0.29 17.79 -0.02 106.72 3.89 13.87 0.53 60

Based on S&P 500 Index Using Straight Regression Page 295 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WAWL WAWEL SVGS BK WALLINGTO 13.250 1.58 -0.07 0.29 4.83 0.42 0.89 1.38 33 WXMN WAXMAN INDS INC COM PAR $.0001 8.050 0.48 2.23 0.00 13.62 0.50 1.77 0.65 60 WAYN WAYNE SVGS BANCSHARES I 14.450 0.87 -0.29 0.17 6.57 0.24 0.85 0.91 60 WSTG WAYSIDE TECHNOLOGY GROU COM 15.120 0.87 3.12 0.06 11.17 0.41 1.45 0.92 60 WMLL F WEALTH MINERALS LTD 2.060 3.25 6.50 0.01 32.07 2.80 5.94 2.49 33

WLTH WEALTHHOUND COM INC 0.001 7.61 179.10 -0.02 234.48 87.25 209.45 5.38 42 WWWW WEB COM INC COM NEW 4.190 1.49 -1.77 0.07 17.16 0.63 2.23 1.33 60 WEBC WEBCO INDS INC COM NEW 78.000 0.75 2.52 0.01 15.14 0.55 1.97 0.84 60 WEBX WEBEX COMMUNICATIONS IN 34.890 2.51 1.01 0.28 14.21 0.52 1.85 2.00 60 WEFN WEBFINANCIAL CORP COM NEW 12.350 0.37 0.48 0.01 8.18 0.30 1.06 0.58 60

WBSN WEBSENSE INC 22.830 3.06 0.61 0.42 12.82 0.47 1.67 2.37 60 WSSI WEBSIDESTORY INC 12.660 1.96 -0.08 0.09 10.70 1.04 2.24 1.63 28 WEBM WEBMETHODS INC 7.360 2.48 -0.62 0.21 16.50 0.60 2.14 1.98 60 WCFB WEBSTER CITY FED BANCOR 9.850 0.15 0.42 -0.01 5.26 0.19 0.68 0.44 60 WSPI WEBSITE PROS INC 9.050 1.95 -1.90 -0.02 13.32 2.19 4.39 1.63 14

WBMD WEBMD HEALTH CORP CLASS A 40.020 1.36 2.48 -0.04 13.11 1.95 3.77 1.24 16 WBS WEBSTER FINL CORP CONN 48.720 0.40 0.67 0.08 4.44 0.16 0.58 0.60 60 WBST P WEBSTER PFD CAP CORP PFD B 8.625% 10.730 -0.06 0.16 -0.01 3.71 0.14 0.48 0.30 60 WBTO WEB2 CORP 2.030 20.11 22.73 0.15 165.48 6.04 21.51 13.67 60 WZEN WEBZEN INC SPONSORED ADR 3.880 1.44 -2.93 0.02 13.38 1.07 2.37 1.29 37

WGNR WEGENER CORP 1.030 1.58 0.81 0.07 18.49 0.67 2.40 1.38 60 WTW WEIGHT WATCHERS INTL IN 52.530 0.23 0.91 0.00 7.53 0.27 0.98 0.49 60 WRI WEINGARTEN RLTY INVS SH BEN INT 46.110 0.38 1.26 0.06 4.77 0.17 0.62 0.59 60 WRI PD WEINGARTEN RLTY INVS PFD 1/30D6.75% 25.370 0.03 -0.01 -0.02 2.62 0.17 0.44 0.35 45 WRI PE WEINGARTEN RLTY INVS PFD 1/100 E 25.740 0.26 -0.11 0.02 2.22 0.20 0.43 0.51 30

WRTL Q WEIRTON STL CORP 0.002 2.79 9.81 0.00 88.68 3.23 11.53 2.19 60 WMK WEIS MKTS INC 40.110 0.38 0.57 0.05 4.96 0.18 0.64 0.59 60 WCG WELLCARE HEALTH PLANS I 68.900 2.18 3.26 0.11 11.31 1.02 2.20 1.78 30 WLC WELLCO ENTERPRISES INC 11.200 0.33 0.11 -0.01 12.27 0.45 1.60 0.56 60 WLM WELLMAN INC 3.190 1.05 -2.10 0.06 13.44 0.49 1.75 1.04 60

Based on S&P 500 Index Using Straight Regression Page 296 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WLP WELLPOINT INC 78.690 -0.06 2.14 -0.02 6.09 0.22 0.79 0.30 60 WFC WELLS FARGO & CO NEW COM 35.560 0.30 0.76 0.08 3.35 0.12 0.44 0.54 60 WEFP WELLS FINL CORP COM NEW 28.100 0.30 0.75 0.01 6.19 0.23 0.80 0.54 60 WPF WELLS FARGO CAP TR V QUIPS 7% 25.100 -0.09 0.05 0.02 1.72 0.06 0.22 0.28 60 WGA WELLS GARDNER ELECTRS C 3.540 1.08 1.25 0.06 13.19 0.48 1.71 1.05 60

WSF WELLS FARGO CAPITAL IV GTD CAP SEC 7% 25.200 -0.06 0.03 0.00 1.53 0.06 0.20 0.30 60 WPD WELLS FARGO CAP VI GTD CAP 6.95% 25.050 -0.01 0.05 -0.02 1.91 0.07 0.25 0.33 58 WPK WELLS FARGO CAP VII TRUPS 5.85% 24.560 0.11 -0.10 -0.01 2.89 0.18 0.48 0.41 45 GWF WELLS FARGO CAP VIII TRUPS 5.625% 24.170 0.12 -0.10 -0.02 2.74 0.20 0.47 0.42 41 JWF WELLS FARGO CAP IX TOPRS 5.625% 23.770 0.00 0.26 -0.03 2.83 0.25 0.52 0.34 33

WRP WELLSFORD REAL PPTYS IN COM NEW 7.520 0.51 -0.74 0.01 11.53 0.42 1.50 0.68 60 WFLT WELLSTONE FILTERS INC COM NEW 0.100 4.13 10.41 -0.02 91.20 6.73 15.24 3.07 43 WWEI WELWIND ENERGY INTL COR 0.100 -0.19 10.48 -0.02 84.62 3.09 11.00 0.21 60 WMDB WENDT BRISTOL HEALTH SV 0.003 12.61 52.49 -0.05 327.16 41.75 85.06 8.69 20 WEN WENDYS INTL INC COM 33.090 0.21 0.59 -0.01 8.65 0.32 1.12 0.48 60

WNRC WENR CORP COM NEW 0.007 0.44 1.05 -0.02 45.33 1.65 5.89 0.63 60 WNWG WENTWORTH ENERGY INC COM NEW 1.380 2.29 8.12 -0.05 49.75 6.57 12.96 1.86 19 WERN WERNER ENTERPRISES INC 17.480 0.85 0.30 0.11 7.96 0.29 1.03 0.90 60 WSBC WESBANCO INC 33.530 0.46 0.74 0.07 5.51 0.20 0.72 0.64 60 WSC WESCO FINL CORP 460.000 0.04 0.68 -0.02 3.76 0.14 0.49 0.36 60

WCC WESCO INTL INC 58.810 1.66 4.48 0.16 12.98 0.47 1.69 1.44 60 WTBA WEST BANCORPORATION INC CAP STK 17.780 0.39 0.86 0.04 5.98 0.22 0.78 0.60 60 WCBO WEST COAST BANCORP ORE 34.640 0.60 1.44 0.13 5.25 0.19 0.68 0.74 60 WMAR WEST MARINE INC 17.270 1.11 0.50 0.10 11.04 0.40 1.43 1.07 60 WMBC WEST MILTON BANCORP INC CDT COM 49.200 0.19 -0.84 -0.02 2.94 0.29 0.60 0.46 29

WST WEST PHARMACEUTICAL SVS 51.230 0.79 2.32 0.09 8.26 0.30 1.07 0.86 60 WEDX WESTAIM CORP 1.540 1.63 -0.78 0.09 17.12 0.62 2.23 1.42 60 WSTF WESTAFF INC 5.490 0.40 2.01 0.00 12.72 0.46 1.65 0.60 60 WABC WESTAMERICA BANCORPORAT 50.630 0.55 0.27 0.20 3.77 0.14 0.49 0.70 60 WR WESTAR ENERGY INC 25.960 1.16 0.45 0.35 5.55 0.20 0.72 1.11 60

Based on S&P 500 Index Using Straight Regression Page 297 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WBKC WESTBANK CORP 24.780 0.12 1.93 -0.01 7.04 0.26 0.91 0.42 60 WFSM WESTBOROUGH FINL SVCS I 34.280 0.39 0.99 0.04 5.69 0.21 0.74 0.60 60 WSTL WESTELL TECHNOLOGIES IN CLASS A 2.500 0.84 1.69 0.00 22.27 0.81 2.89 0.89 60 WAL WESTERN ALLIANCE BANCOR 34.770 1.36 0.62 0.07 6.85 0.90 1.79 1.24 19 WARU Y WESTERN AREAS GOLD MNG SPONSORED ADR 6.450 4.15 1.64 0.13 16.53 2.18 4.31 3.09 19

WIW WSTRN ASSET/CLYMRE US T 11.570 -0.05 -0.69 -0.03 2.70 0.23 0.48 0.31 35 WDC WESTERN DIGITAL CORP 20.460 1.27 2.59 0.07 14.71 0.54 1.91 1.18 60 WTLC WESTERN METALS CORP 0.260 1.86 -3.44 0.11 17.73 0.65 2.30 1.57 60 WTOI F WESTERN OIL SANDS INC ORD 28.300 2.50 1.54 0.13 10.99 1.25 2.53 1.99 22 WPEC WESTERN PWR & EQUIP COR 0.800 0.81 5.89 -0.01 30.70 1.12 3.99 0.88 60

WSZL WESTERN SIZZLIN CORP DE COM NEW 8.480 0.23 2.47 -0.02 18.68 0.68 2.43 0.49 60 WFD WESTFIELD FINANCIAL INC 34.600 0.42 1.56 0.06 5.21 0.19 0.68 0.62 60 WLK WESTLAKE CHEM CORP 31.380 2.85 0.16 0.18 11.11 1.08 2.28 2.22 29 WLB WESTMORELAND COAL CO 19.670 1.12 1.22 0.06 14.43 0.53 1.88 1.08 60 WBK WESTPAC BKG CORP SPONSORED ADR 95.640 0.61 1.31 0.18 4.56 0.17 0.59 0.74 60

WHT WESTSIDE ENERGY CORP 1.450 2.47 0.72 0.02 22.53 1.93 4.06 1.97 34 WFSC WESTSTAR FINL SVCS CORP 16.500 -0.31 2.73 0.00 8.65 0.32 1.12 0.13 60 WHG WESTWOOD HLDGS GROUP IN 23.030 0.32 0.87 0.02 5.48 0.21 0.75 0.55 55 WON WESTWOOD ONE INC 7.060 0.72 -2.28 0.07 8.76 0.32 1.14 0.82 60 WTSL A WET SEAL INC CLASS A 6.670 1.58 0.44 0.06 19.43 0.71 2.53 1.38 60

WXIF F WEX PHARMACEUTICALS INC COM 0.180 2.09 -7.23 -0.01 23.66 2.30 5.02 1.72 27 WEYS WEYCO GROUP INC 24.850 -0.09 2.26 -0.02 9.17 0.33 1.19 0.27 60 WY WEYERHAEUSER CO 70.650 1.06 0.21 0.35 5.11 0.19 0.66 1.04 60 WPSC WHEELING PITTSBURGH COR COM NEW 18.730 8.83 0.46 0.12 46.57 3.49 8.14 6.19 39 WFYW WHERIFY WIRELESS INC 0.220 0.58 5.53 -0.02 50.37 1.84 6.55 0.72 60

WHR WHIRLPOOL CORP COM 83.020 1.17 -0.08 0.41 4.90 0.18 0.64 1.11 60 WEDC WHITE ELECTR DESIGNS CO 5.440 1.40 -0.17 0.18 10.28 0.38 1.34 1.26 60 WMTM WHITE MTN TITANIUM CORP 0.470 1.81 1.18 -0.02 36.37 2.91 6.43 1.54 37 WRVC WHITE RIVER CAPITAL INC 17.000 -1.38 0.62 0.01 29.93 1.09 3.89 -0.58 60 WLL WHITING PETE CORP NEW 46.600 1.59 2.02 0.07 10.36 0.83 1.81 1.39 38

Based on S&P 500 Index Using Straight Regression Page 298 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WTNY WHITNEY HLDG CORP 32.620 0.44 0.83 0.07 5.29 0.19 0.69 0.63 60 RUSS WHITNEY INFORMATION NET 5.350 -0.27 4.17 -0.02 20.85 0.76 2.71 0.16 60 WHIT WHITTIER ENERGY CORP COM NEW 9.270 -0.62 2.66 -0.01 15.71 0.99 2.59 -0.07 46 WFMI WHOLE FOODS MKT INC 46.930 0.83 1.30 0.11 7.97 0.29 1.04 0.89 60 WYDY WHOS YOUR DADDY INC 1.060 2.15 6.14 -0.03 50.93 4.95 10.44 1.76 29

WTRO WI TRON INC 0.290 8.17 25.82 0.00 233.15 8.51 30.31 5.75 60 WIKS Q WICKES INC 0.003 -1.20 6.02 -0.01 87.28 3.18 11.35 -0.46 60 WTHN Y WIDERTHAN CO LTD SPONS ADR 15.500 5.40 -3.07 0.08 21.35 3.83 7.04 3.92 13 WBRB Y WIENERBERGER BAUSTOFFIN SPONSORED ADR 11.868 3.14 0.16 0.35 8.34 0.85 1.79 2.42 25 WFWL WIFI WIRELESSS INC COM NEW 2.650 1.35 4.28 -0.04 60.37 6.06 13.19 1.23 24

GIW WILBER CORP 10.044 -0.16 0.51 0.00 4.70 0.17 0.61 0.23 60 OATS WILD OATS MARKETS INC 14.380 1.10 1.54 0.03 17.11 0.62 2.22 1.07 60 JW A WILEY JOHN & SONS INC CLASS A 38.470 0.37 0.82 0.06 4.78 0.17 0.62 0.58 60 JW B WILEY JOHN & SONS INC CLASS B 38.610 0.43 0.79 0.08 4.72 0.17 0.61 0.62 60 WVVI WILLAMETTE VY VINEYARD 6.820 1.25 2.46 0.13 10.90 0.40 1.42 1.17 60

WG WILLBROS GROUP INC 18.900 0.88 0.76 0.04 12.84 0.47 1.67 0.92 60 WTU WILLIAMS COAL SEAM GAS TR UNIT 10.870 0.56 0.01 0.02 10.38 0.38 1.35 0.71 60 WMB WILLIAMS COS INC DEL 26.120 3.17 0.81 0.32 16.21 0.59 2.11 2.44 60 WMCO WILLIAMS CTLS INC COM NEW 14.500 0.56 3.22 0.00 16.85 0.61 2.19 0.71 60 CWEI WILLIAMS CLAYTON ENERGY 36.310 2.01 2.09 0.18 14.67 0.54 1.91 1.67 60

WMSI WILLIAMS INDS INC 2.280 0.94 -0.09 0.02 17.38 0.63 2.26 0.96 60 WPZ WILLIAMS PARTNERS L P COM UNIT L P 38.700 0.15 2.52 -0.07 8.30 1.18 2.24 0.44 17 WLSC WILLIAMS SCOTSMAN INTL 19.620 0.40 1.30 -0.07 9.48 1.41 2.73 0.60 16 WSM WILLIAMS SONOMA INC 31.440 0.84 0.70 0.09 8.86 0.32 1.15 0.89 60 WLFC WILLIS LEASE FINANCE CO 10.320 0.91 1.53 0.07 10.53 0.38 1.37 0.94 60

WFBC WILLOW FINANCIAL BANCOR 14.920 0.80 -0.37 0.12 7.19 0.26 0.94 0.87 60 WL WILMINGTON TRUST CORP 42.170 0.58 0.32 0.25 3.56 0.13 0.46 0.72 60 WIBC WILSHIRE BANCORP INC 18.970 0.35 4.28 0.00 9.54 0.35 1.24 0.57 60 WOC WILSHIRE ENTERPRISES IN 4.550 0.74 0.98 0.04 11.22 0.41 1.46 0.83 60 WLBR WILSON BROS 0.100 1.09 -0.40 -0.07 32.20 4.79 9.27 1.06 16

Based on S&P 500 Index Using Straight Regression Page 299 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WSHD WILSON HOLDINGS INC 5.950 -1.90 3.34 0.01 44.36 1.62 5.77 -0.92 60 WLSN WILSONS THE LEATHER EXP 2.040 0.95 -0.96 0.01 21.81 0.80 2.83 0.97 60 WIBW WILTON BANK WILTON CONN CDT-COM 79.000 -0.70 4.16 -0.03 10.90 1.24 2.51 -0.13 22 WBD WIMM BILL DANN FOODS OJ SPONSORED ADR 66.550 0.78 2.13 0.05 10.93 0.40 1.43 0.86 59 WIND WIND RIVER SYSTEMS INC 10.250 3.48 -0.44 0.37 16.00 0.58 2.08 2.65 60

WNCP WINECO PRODUCTIONS INC COM NEW 0.002 27.26 27.19 -0.01 268.16 30.23 68.32 18.40 18 WGHG Y WING HANG BK LTD SPONSORED ADR 23.050 3.49 -5.44 -0.02 22.67 4.07 7.47 2.65 13 WEX WINLAND ELECTRS INC 3.370 0.24 4.50 -0.02 25.80 0.94 3.35 0.50 60 WINA WINMARK CORP 20.190 0.28 1.21 0.00 8.14 0.30 1.06 0.53 60 WMTG WINMAX TRADING GROUP IN COM PAR $.001 0.210 5.55 5.74 0.04 80.93 2.95 10.52 4.02 60

WNML A WINMILL & CO INC CLASS A 4.200 0.49 2.16 0.01 11.39 0.42 1.48 0.66 60 WGO WINNEBAGO INDS INC 32.910 1.84 0.95 0.25 10.96 0.40 1.42 1.56 60 WXH WINSTON HOTELS INC 13.250 0.49 0.91 0.05 6.39 0.23 0.83 0.66 60 WXH PB WINSTON HOTELS INC PFD SER B 8% 25.250 0.17 -0.09 0.03 1.48 0.13 0.26 0.45 36 FUR WINTHROP RLTY TR SH BEN INT 6.850 0.22 2.04 -0.01 8.53 0.31 1.11 0.48 60

WTFC WINTRUST FINANCIAL CORP 48.020 0.26 1.53 0.00 6.50 0.24 0.85 0.51 60 WIT WIPRO LTD SPON ADR 1 SH 16.150 1.07 1.75 0.11 10.10 0.37 1.31 1.05 60 WTT WIRELESS TELECOM GROUP 2.550 0.70 0.08 0.04 10.81 0.39 1.41 0.80 60 WLSA WIRELESS AGE COMMUNICAT 0.230 0.68 -2.00 -0.01 24.23 1.21 3.66 0.79 51 WDSO WIRELESS DATA SOLUTIONS 0.060 4.86 14.43 0.02 84.41 3.08 10.97 3.55 60

XWG WIRELESS XCESSORIES GRO 2.950 0.82 8.86 -0.01 30.59 1.12 3.98 0.88 60 WFII WIRELESS FACILITIES INC 2.850 2.67 -0.95 0.24 16.44 0.60 2.14 2.11 60 WWCO WIRELESS WEBCONNECT INC 0.009 0.14 13.28 -0.02 92.28 3.37 12.00 0.43 60 WEC WISCONSIN ENERGY CORP 47.460 0.18 1.23 0.02 3.59 0.13 0.47 0.46 60 WIS P WISCONSIN PWR & LT CO PFD 4.50% 85.120 0.07 0.40 -0.01 3.74 0.14 0.49 0.38 60

WSDT WISDOMTREE INVTS INC 7.750 10.94 33.51 0.01 229.64 8.38 29.85 7.58 60 WITS WITNESS SYS INC 17.530 1.49 1.54 0.07 17.35 0.63 2.25 1.32 60 WITM WITS BASIN PRECIOUS MIN 0.386 4.82 2.33 0.07 56.69 2.07 7.37 3.53 60 WIZD WIZZARD SOFTWARE CORP N 3.160 1.59 4.08 0.03 26.16 0.95 3.40 1.39 60 WOIZ WOIZE INTL LTD 0.160 1.31 41.70 -0.05 175.11 18.49 37.87 1.21 24

Based on S&P 500 Index Using Straight Regression Page 300 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WOS WOLSELEY PLC SPONSORED ADR 24.410 1.18 1.52 0.38 5.27 0.19 0.68 1.12 60 WTKW Y WOLTERS KLUWER N V SPONSORED ADR 28.600 2.19 0.27 0.54 3.98 0.34 0.71 1.79 35 WLV WOLVERINE TUBE INC 1.220 0.85 -2.35 0.02 16.83 0.61 2.19 0.90 60 WWW WOLVERINE WORLD WIDE IN 28.520 0.90 1.62 0.19 6.33 0.23 0.82 0.93 60 WFHC Q WOMEN FIRST HEALTHCARE 0.001 1.97 4.38 -0.01 84.90 3.10 11.04 1.64 60

WOPE F WOODSIDE PETE LTD 29.250 2.50 -1.02 0.12 11.08 1.26 2.55 1.99 22 WOPE Y WOODSIDE PETE LTD SPONSORED ADR 30.250 0.56 2.25 -0.01 8.28 0.71 1.48 0.71 35 WGOV WOODWARD GOVERNOR CO 39.710 0.93 1.18 0.13 8.08 0.29 1.05 0.96 60 WHRT WORLD HEART CORP COM NEW 0.420 2.18 -3.81 0.05 29.32 1.07 3.81 1.78 60 WF WOORI FIN HLDGS CO LTD ADR 71.740 1.45 2.93 0.09 9.07 0.67 1.55 1.30 40

WLGC WORDLOGIC CORP 0.550 10.12 -7.66 0.29 36.70 2.28 5.92 7.04 47 WSTM WORKSTREAM INC 1.140 0.40 -0.76 -0.01 18.18 0.66 2.36 0.61 60 WRLD WORLD ACCEP CORP DEL 46.950 0.26 3.61 -0.01 11.02 0.40 1.43 0.51 60 WAXS WORLD ACCESS INC 0.001 -1.17 12.74 -0.01 80.16 2.92 10.42 -0.44 60 WLDA WORLD AIR HLDGS INC 8.820 1.12 6.85 0.01 23.59 0.86 3.07 1.08 60

WCYB WORLD CYBERLINKS CORP 0.001 -0.94 -1.08 -0.01 38.04 1.39 4.94 -0.29 60 INT WORLD FUEL SVCS CORP 44.460 0.54 3.08 0.01 11.52 0.42 1.50 0.70 60 WHAI WORLD HEALTHE ALTERNATI 0.001 3.10 -8.28 0.01 36.65 2.70 6.12 2.39 43 WHKA WORLD HOCKEY ASSN CORP COM NEW 101.000 7.87 -29.54 0.06 54.75 4.89 11.45 5.55 25 WDWT WORLD WASTE TECHNOLOGIE 1.650 3.49 24.16 -0.01 139.93 5.10 18.19 2.65 60

WVNT F WORLD VENTURES INC COM NEW 0.120 1.21 14.29 -0.01 70.33 2.57 9.14 1.14 60 WWEG WORLD WIDE ENERGY CORP 0.270 -0.28 -1.75 -0.02 56.62 4.18 9.54 0.15 42 WWAT WORLDWATER & POWER CORP COM NEW 0.390 1.72 2.95 0.04 25.37 0.93 3.30 1.47 60 WWDI WORLDWIDE DATA INC COM NEW 0.025 -1.88 18.18 -0.01 96.61 3.52 12.56 -0.91 60 WGAT WORLDGATE COMMUNICATION 1.340 2.71 1.77 0.08 29.24 1.07 3.80 2.13 60

WWE WORLD WRESTLING ENTMT I CLASS A 16.300 1.16 0.17 0.29 6.36 0.23 0.83 1.11 60 WSGI WORLDSAGE INC 3.000 -1.74 8.89 0.00 54.37 1.98 7.07 -0.82 60 WRSP WORLDSPACE INC CLASS A 3.500 1.88 -6.96 -0.05 27.85 3.97 7.53 1.58 17 WWBP WORLDWIDE BIOTECH & PHA 0.230 0.40 0.49 -0.03 39.42 3.53 7.60 0.60 31 WSTR WORLDSTAR ENERGY CORP 1.100 25.08 665.18 -0.02 193.45 89.46 675.10 16.96 60

Based on S&P 500 Index Using Straight Regression Page 301 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

WWDE WORLDWIDE TECHNOLOGIES 0.001 -0.74 2.94 -0.02 64.57 2.36 8.39 -0.15 60 WWMU WORLDWIDE MFG USA INC COM NEW 2.810 0.17 -0.34 -0.03 21.81 1.95 4.20 0.45 31 WOR WORTHINGTON INDS INC 17.720 0.60 0.53 0.04 9.09 0.33 1.18 0.73 60 WPTE WPT ENTERPRISES INC 3.870 7.09 -5.98 0.31 20.00 1.94 4.10 5.04 29 WXS WRIGHT EXPRESS CORP 31.170 1.77 1.39 0.09 8.67 0.98 1.97 1.51 23

WMGI WRIGHT MED GROUP INC 23.280 1.17 0.50 0.14 9.91 0.36 1.29 1.11 60 WWY WRIGLEY WM JR CO 51.720 0.22 0.36 0.03 3.58 0.13 0.47 0.48 60 WWYW B WRIGLEY WM JR CO CLASS B 51.400 0.37 -0.02 -0.01 4.99 0.45 0.97 0.58 30 WYE WYETH 50.920 1.24 -0.55 0.35 5.93 0.22 0.77 1.16 60 WYNN WYNN RESORTS LTD 93.850 1.13 3.32 0.06 10.84 0.54 1.64 1.09 51

XAIN XA INC 0.250 0.61 -10.21 -0.03 21.05 1.80 3.80 0.74 34 XCHC X CHANGE CORP 0.830 2.86 28.85 -0.01 177.60 6.48 23.09 2.23 60 XLGI XL GENERATION INTL INC 0.420 -1.62 -6.10 -0.05 22.49 3.35 6.47 -0.73 16 XLRM XLR MED CORP COM NEW 0.300 -0.45 -4.63 -0.03 38.51 3.28 6.81 0.04 36 XMSR XM SATELLITE RADIO HLDG CLASS A 14.450 2.35 0.81 0.14 19.98 0.73 2.60 1.90 60

XRIT X-RITE INC 12.300 0.69 0.81 0.05 9.50 0.35 1.23 0.80 60 XTO XTO ENERGY INC 47.050 0.66 3.08 0.06 8.12 0.30 1.06 0.77 60 XCDC XACORD CORP COM NEW 0.140 5.32 41.67 -0.02 210.94 14.89 35.53 3.86 43 XTLB XTL BIOPHARMACEUTICALS SPONSORED ADR 2.740 1.90 20.95 -0.07 123.59 18.40 35.57 1.60 16 XATA XATA CORP COM NEW 5.320 0.22 0.80 -0.01 10.91 0.40 1.42 0.48 60

XKEM XECHEM INTL INC COM NEW 0.025 3.62 -0.08 0.01 83.25 3.04 10.82 2.74 60 XEL XCEL ENERGY INC 23.060 1.48 -0.16 0.22 9.59 0.35 1.25 1.32 60 XEL PA XCEL ENERGY INC PFD $3.60 72.000 0.22 0.73 -0.01 7.45 0.27 0.97 0.48 60 XEL PE XCEL ENERGY INC PFD $4.16 81.500 0.10 0.62 -0.01 5.91 0.22 0.77 0.40 60 XEL PG XCEL ENERGY INC PFD $4.56 85.100 0.34 0.38 0.04 4.95 0.18 0.64 0.56 60

XNR XANSER CORP 4.860 0.73 2.11 0.02 13.87 0.51 1.80 0.82 60 XLPI XCELPLUS INTL INC 0.004 3.43 11.91 -0.03 120.32 10.30 21.70 2.61 34 XETA XETA TECHNOLOGIES INC 3.140 3.86 0.99 0.13 34.17 1.25 4.44 2.89 60 XLNX XILINX INC 23.810 2.33 -1.07 0.48 8.60 0.31 1.12 1.88 60 XNOM XENOMICS INC 1.090 1.05 -1.12 -0.03 22.23 2.00 4.33 1.04 30

Based on S&P 500 Index Using Straight Regression Page 302 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

XNN XENONICS HLDGS INC 2.380 4.93 1.68 0.04 40.64 2.87 6.79 3.61 44 XNPT XENOPORT INC 24.550 0.99 4.92 -0.05 17.94 2.37 4.68 0.99 19 XRX XEROX CORP 16.950 2.09 0.44 0.54 6.81 0.25 0.89 1.72 60 XPDR XPEDIOR INC 0.001 37.74 65.23 0.09 405.41 14.79 52.70 25.35 60 XYBR XYBERNAUT CORP 0.003 3.84 -5.68 0.12 34.93 1.27 4.54 2.88 60

XFN XFONE INC 2.887 2.39 3.49 0.04 35.48 1.30 4.70 1.92 58 XYNC XYNERGY CORP COM NEW 0.050 3.41 11.46 -0.01 117.36 4.28 15.26 2.60 60 XPOI XPONENTIAL INC 1.050 2.36 -1.91 0.00 24.66 2.40 5.30 1.90 26 XRM XERIUM TECHNOLOGIES INC 9.790 -0.20 -0.45 -0.05 8.58 1.09 2.23 0.20 20 XTMS XTREME MOTORSPORTS OF C COM NEW 0.014 1.71 -3.44 0.00 50.51 1.84 6.57 1.47 60

XRYM XRAYMEDIA INC 0.000 0.89 2.71 -0.02 69.93 2.55 9.09 0.93 60 XYTS XYTOS INC 1.300 41.27 51.87 0.00 437.64 39.31 85.15 27.68 30 XOHO XO HOLDINGS INC 4.300 2.67 -0.82 0.09 18.34 1.11 2.88 2.10 48 XNL XETHANOL CORP 2.270 1.15 -1.28 -0.04 28.51 3.21 6.50 1.10 23 YMI YM BIOSCIENCES INC 2.860 2.27 -0.06 0.06 14.36 1.40 3.05 1.84 27

YGCF F YGC RES LTD COM NEW 2.300 1.30 11.23 -0.05 38.43 4.59 9.33 1.20 21 YPF YPF SOCIEDAD ANONIMA SPON ADR CL D 47.950 1.08 1.59 0.12 10.00 0.36 1.30 1.05 60 YRCW YRC WORLDWIDE INC 37.730 0.25 1.09 -0.01 10.25 0.37 1.33 0.51 60 YAVY YADKIN VALLEY FINANCIAL 19.120 0.30 0.92 0.01 5.91 0.22 0.77 0.53 60 YHOO YAHOO INC COM 25.540 1.91 1.77 0.25 11.38 0.42 1.48 1.60 60

AUY YAMANA GOLD INC 13.180 1.38 4.59 0.01 14.53 1.16 2.57 1.25 37 YCC YANKEE CANDLE INC 34.280 1.08 0.66 0.16 8.57 0.31 1.11 1.05 60 YZC YANZHOU COAL MNG CO LTD SPON ADR H SHS 40.540 0.98 2.61 0.07 11.19 0.41 1.45 0.98 60 YARI Y YARA INTL ASA SPONSORED ADR 22.850 2.38 0.71 0.24 7.99 0.82 1.72 1.91 25 YANB YARDVILLE NATL BANCORP 37.720 0.58 1.80 0.10 5.85 0.21 0.76 0.72 60

YHGG YASHENG GROUP 1.790 0.24 6.98 -0.03 38.97 3.11 6.89 0.50 37 YESS YES ENTMT CORP 0.002 -1.22 26.15 -0.02 102.06 3.72 13.27 -0.47 60 YIWA YI WAN GROUP INC 0.050 14.22 -8.30 0.15 66.07 4.87 11.14 9.76 42 YOCM YOCREAM INTL INC 5.550 -0.11 1.21 -0.02 9.48 0.35 1.23 0.26 60 YORK YORK RESH CORP 0.008 -1.55 20.14 -0.01 103.90 3.79 13.51 -0.69 60

Based on S&P 500 Index Using Straight Regression Page 303 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

YORW YORK WTR CO 17.880 0.56 1.05 0.06 7.15 0.26 0.93 0.71 60 UBET YOUBET COM INC 3.690 1.13 4.54 0.03 19.52 0.71 2.54 1.09 60 YMEI YOUMEE INC 0.270 7.04 1.82 -0.02 62.99 8.32 16.41 5.00 19 YBTV A YOUNG BROADCASTING INC CLASS A 2.820 1.75 -2.25 0.11 16.70 0.61 2.17 1.49 60 YDNT YOUNG INNOVATIONS INC 33.300 -0.16 1.47 -0.01 7.97 0.29 1.04 0.23 60

YEHS YOUTH ENHANCEMENT SYSTE 0.360 0.52 20.04 -0.02 134.17 4.89 17.44 0.68 60 YPNT YP CORP 1.065 2.95 12.52 0.01 69.17 2.52 8.99 2.29 60 YGDC YUKON GOLD CORP INC 0.820 -0.33 7.29 -0.05 44.88 4.74 9.71 0.12 24 YUM YUM BRANDS INC 58.800 0.27 1.54 0.01 6.24 0.23 0.81 0.52 60 YUKO Y YUKOS CORP SPONSORED ADR 1.700 0.09 0.06 -0.02 27.48 1.00 3.57 0.40 60

YUKR YUKON RES CORP COM NEW 1.310 1.53 12.14 -0.05 29.59 3.94 7.99 1.35 18 ZLC ZALE CORP NEW 28.210 1.13 0.39 0.21 7.58 0.28 0.99 1.08 60 ZLDV ZALDIVA INC 0.410 1.66 17.17 -0.02 90.16 6.37 15.06 1.44 44 ZICA ZI CORP 2.130 3.18 1.09 0.09 32.57 1.19 4.23 2.45 60 ZANY Q ZANY BRAINY INC 0.001 0.33 16.30 -0.02 91.71 3.35 11.92 0.55 60

ZANE ZANETT INC 1.399 -0.24 0.85 -0.01 17.17 0.63 2.23 0.18 60 ZNNC ZANN CORP COM PAR $0.001 0.003 4.26 12.09 0.00 137.34 5.01 17.85 3.16 60 ZAP ZAPATA CORP COM PAR $ 7.000 0.22 1.60 -0.01 11.49 0.42 1.49 0.48 60 ZAAP ZAP COM NEW 0.794 0.68 8.87 -0.02 56.48 2.06 7.34 0.79 60 ZRBA ZAREBA SYSTEMS INC 4.750 0.81 0.56 0.02 15.84 0.58 2.06 0.87 60

ZL ZARLINK SEMICONDUCTOR I 2.150 2.58 -2.24 0.25 15.37 0.56 2.00 2.05 60 ZBRA ZEBRA TECHNOLOGIES CORP CLASS A 34.790 0.78 0.52 0.13 6.91 0.25 0.90 0.86 60 ZNT ZENITH NATL INS CORP 46.910 0.77 1.53 0.11 7.44 0.27 0.97 0.85 60 ZGCO ZIEGLER COMPANIES INC COM NEW 26.650 0.26 1.02 0.01 5.84 0.21 0.76 0.51 60 ZVXI ZEVEX INTL INC COM PAR $0.04 9.855 1.33 4.61 0.02 26.11 0.95 3.39 1.22 60

ZHNE ZHONE TECHNOLOGIES INC 1.310 3.59 -3.51 0.28 20.00 0.73 2.60 2.72 60 ZILA ZILA INC COM PAR $0.01 2.540 2.32 1.28 0.11 21.94 0.80 2.85 1.87 60 ZILG ZILOG INC COM PAR $0.01 4.380 2.94 -1.43 0.25 17.68 0.67 2.39 2.28 56 ZMH ZIMMER HLDGS INC 78.380 0.03 1.79 -0.02 6.64 0.24 0.86 0.36 60 ZNGO ZINGO INC 1.150 -0.21 -4.99 -0.07 29.87 4.45 8.60 0.20 16

Based on S&P 500 Index Using Straight Regression Page 304 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ZION ZIONS BANCORPORATION 82.440 0.75 0.59 0.23 4.72 0.17 0.61 0.83 60 ZB PB ZIONS CAP TR B CAP SECS % 25.490 -0.08 0.10 0.01 1.49 0.06 0.21 0.28 53 ZIOP ZIOPHARM ONCOLOGY INC 5.970 1.49 0.91 -0.04 12.84 2.11 4.23 1.33 14 ZIPL ZIPLINK INC 0.005 7.02 27.20 0.00 209.70 7.65 27.26 4.99 60 ZIXI ZIX CORP 1.190 1.01 0.57 0.00 29.35 1.07 3.81 1.01 60

ZIPR ZIPREALTY INC 7.490 0.58 -2.93 -0.03 11.27 1.10 2.42 0.72 26 ZFPI ZONE 4 PLAY INC 0.420 3.79 1.25 0.06 28.15 2.08 4.81 2.85 40 ZRAN ZORAN CORP 14.580 2.80 -0.29 0.31 14.55 0.53 1.89 2.20 60 ZOLT ZOLTEK COS INC 19.670 1.02 6.57 0.00 31.25 1.14 4.06 1.02 60 ZLNK ZOOLINK CORP 0.004 7.55 3.35 0.09 78.29 2.86 10.18 5.34 60

ZOOM ZOOM TECHNOLOGIES INC D 1.120 1.28 1.07 0.03 20.26 0.74 2.63 1.18 60 ZONS ZONES INC 7.460 1.43 4.60 0.07 17.21 0.63 2.24 1.29 60 ZUMZ ZUMIEZ INC 29.540 1.50 3.50 -0.01 12.71 1.62 3.31 1.33 20 ZNCM ZUNICOM INC 1.940 -1.07 8.30 0.00 30.64 1.12 3.98 -0.37 60 ZFSV Y ZURICH FINL SVCS SPONSORED ADR 26.750 1.78 0.04 0.35 4.77 0.41 0.85 1.51 35

ZIGO ZYGO CORP 16.450 2.88 0.47 0.28 15.93 0.58 2.07 2.24 60 ZMTX ZYMETX INC 0.015 1.36 7.08 -0.01 71.12 2.59 9.25 1.24 60 ZGEN ZYMOGENETICS INC 15.570 0.81 1.09 0.04 11.54 0.42 1.51 0.87 59 ZYNX ZYNEX MED HLDGS INC 0.260 0.65 -7.26 -0.02 29.28 2.07 4.89 0.77 44 ZOLL ZOLL MED CORP 58.240 0.67 0.82 0.05 9.04 0.33 1.18 0.78 60

GBLB F GROUPE BRUXELLES LAMBER ACT 121.000 0.93 1.00 0.12 4.46 0.45 0.96 0.95 25 IVIS F ICOS VISION SYS CORP N ORD 40.950 2.47 2.84 0.38 11.13 0.41 1.45 1.97 60 IBRW F INTERBREW ORD 65.550 2.28 1.26 0.41 5.33 0.54 1.15 1.85 25 BAYZ F BAYER A G ORD 53.600 2.01 1.23 0.35 5.25 0.54 1.13 1.67 25 BAMX F BAYERISCHE MOTOREN WERK ORD 57.650 1.27 1.09 0.09 7.08 0.61 1.26 1.18 35

CRZB F COMMERZBANK A G ORD 38.043 1.29 1.80 0.09 5.91 0.75 1.54 1.20 20 DCX DAIMLERCHRYSLER AG ORD 61.410 1.41 0.35 0.42 5.89 0.21 0.77 1.27 60 DB DEUTSCHE BANK AG NAMEN ORD 133.240 1.70 0.72 0.51 5.86 0.21 0.76 1.46 60 DTLS F DEUTSCHE TELEKOM AG ORD REG SHS 18.250 1.50 -1.69 0.28 4.58 0.47 0.99 1.33 25 KOTR F KONTRON AG AKT 14.150 1.44 0.83 0.10 7.27 0.74 1.56 1.29 25

Based on S&P 500 Index Using Straight Regression Page 305 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

KARD F KARSTADT A G ORD 28.750 3.93 1.45 0.06 16.58 2.98 5.47 2.94 13 RWNF F RWE AG NEW AKT A 110.108 1.64 1.43 0.37 4.05 0.43 0.87 1.43 24 SAPG F SAP AKTIENGESELLSCHAFT ORD 53.100 1.20 -1.66 0.00 14.15 1.21 2.52 1.13 35 SMAW F SIEMENS A G ORD 99.084 1.55 0.10 0.32 4.09 0.46 0.93 1.36 23 TYEK F THYSSEN KRUPP AG ORD 47.350 1.85 1.92 0.18 7.47 0.64 1.33 1.56 35

IBDR F IBERDROLA SA ORD 43.750 0.82 2.17 0.04 5.77 0.59 1.24 0.88 25 IBRL F IBERIA LINEAS AERAES DE REG SHS A 3.639 3.07 -0.51 0.42 5.53 0.99 1.82 2.37 13 TLFN F TELEFONICA S A ORD 21.100 0.89 0.25 0.16 3.71 0.38 0.80 0.93 25 TLVT TELVENT GIT SA SHS 14.250 1.76 0.47 0.09 9.37 0.91 1.99 1.50 27 ACRF F ACCOR S A ACT 77.405 1.58 1.04 0.32 3.95 0.53 1.07 1.39 18

ALAL F ALCATEL-LUCENT ORD 14.250 2.70 -1.86 0.37 6.81 0.70 1.47 2.13 25 CAPM F CAP GEMINI SA PARIS ACT 61.500 1.67 1.90 0.17 6.74 0.69 1.45 1.44 25 EADS F EUROPEAN AERO DEFENSE S ORD 34.100 1.16 1.89 0.12 10.65 0.39 1.38 1.11 60 SCGL F SOCIETE GENERALE FRANCE ORD 170.250 1.89 -0.33 0.19 6.63 0.79 1.61 1.59 21 SNYN F SANOFI SYNTHELABO ORD 92.750 0.38 0.63 -0.01 5.06 0.43 0.90 0.59 35

LRLC F L OREAL CO ORD 100.750 0.56 0.90 -0.02 4.90 0.70 1.32 0.71 17 LVMH F LVMH MOET HENNESSY LOU ORD 106.000 1.66 0.37 0.47 3.42 0.35 0.74 1.44 25 MGDD F MICHELIN CIE GEN DES ET ORD 95.603 2.25 0.58 0.41 5.31 0.45 0.95 1.83 35 RNSD F RENAULT SHS SICOVAM 119.998 1.39 2.05 0.07 5.70 1.02 1.88 1.26 13 ARVC F AREVA CIP ORD 742.404 3.29 0.07 0.29 9.88 1.01 2.13 2.52 25

VEOE F VEOLIA ENVIRONNEMENT ORD 78.000 2.80 0.64 0.32 6.80 1.01 2.01 2.19 15 ACAM F ACAMBIS PLC ORD 2.100 0.60 -3.25 -0.01 8.10 0.69 1.45 0.73 35 ACE ACE LTD ORD 60.570 0.91 0.53 0.23 5.79 0.21 0.75 0.94 60 ACE PC ACE LTD PFD C 1/10 7.8 25.900 0.21 -0.11 0.06 1.47 0.11 0.25 0.48 42 DOX AMDOCS LTD ORD 38.750 2.38 0.60 0.27 13.81 0.50 1.80 1.92 60

ASI AMERICAN SAFETY INS HLD ORD 18.550 0.43 1.42 0.01 8.75 0.32 1.14 0.62 60 AAUK F ANGLO AMERICAN PLC ORD 48.753 1.58 1.07 0.18 6.42 0.55 1.15 1.38 35 ANNR F ANNUITY AND LIFE RE HLD ORD 0.400 1.10 -2.75 0.00 27.89 1.02 3.63 1.07 60 AIOA F ANTISOMA PLC ORD 0.740 -1.59 6.18 -0.02 24.19 2.36 5.19 -0.71 26 ANFG F ANTOFAGASTA PLC ORD 9.962 4.92 -5.82 0.08 22.45 3.34 6.65 3.60 15

Based on S&P 500 Index Using Straight Regression Page 306 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SIL APEX SILVER MINES LTD ORD 15.890 0.93 1.32 0.04 13.60 0.50 1.77 0.95 60 ACGL ARCH CAP GROUP LTD ORD 67.610 0.44 1.57 0.08 4.98 0.18 0.65 0.63 60 ATB ARLINGTON TANKERS LTD 23.370 0.61 -0.37 0.03 4.69 0.46 1.01 0.74 26 ASGX F ASIA GLOBAL CROSSING CLASS A 0.001 0.40 2.46 -0.02 67.65 2.47 8.79 0.60 60 AWRC F ASIA PACIFIC WIRE & CAB ORD 2.750 2.17 5.92 0.03 36.87 1.34 4.79 1.78 60

AHL ASPEN INSURANCE HOLDING SHS 26.360 0.86 -0.36 0.07 5.59 0.45 0.99 0.90 37 AHL P ASPEN INSURANCE HOLDING PFD PRP INC EQ 54.700 1.08 -0.20 0.46 1.80 0.32 0.59 1.06 13 AGO ASSURED GUARANTY LTD 26.600 1.33 0.47 0.16 5.74 0.50 1.06 1.22 33 AZNC F ASTRAZENECA PLC ORD 53.250 -0.25 0.72 -0.02 5.83 0.50 1.04 0.17 35 AURM F AURORA METALS BVI LTD 0.170 4.34 15.42 0.01 104.25 3.80 13.55 3.22 60

AUTN F AUTONOMY CORP PLC SHS 9.850 11.57 12.27 0.04 78.22 7.98 16.83 8.00 25 AXS AXIS CAPITAL HOLDINGS SHS 33.370 1.27 -0.41 0.17 5.61 0.41 0.95 1.18 42 AXS PA AXIS CAPITAL HOLDINGS PFD SER A 25.810 0.25 -0.28 -0.05 2.90 0.43 0.86 0.51 15 BAES F BAE SYS PLC ORD 8.450 0.84 2.30 0.06 5.17 0.53 1.11 0.90 25 GTLR F BAKYRCHIK GOLD PLC ORD 3.914 81.28 600.57 -0.09 530.45 54.24 833.92 54.20 13

BCLY F BARCLAYS PLC SHS 14.287 0.94 0.79 0.13 4.45 0.38 0.79 0.96 35 BDVI F BDI MINING CORP 0.550 0.09 2.07 -0.05 16.88 2.01 4.10 0.39 21 BHPB F BHP BILLITON PLC SHS 18.289 1.78 0.93 0.14 7.95 0.81 1.71 1.51 25 BILI F BIL INTL LTD ORD 1.070 0.27 2.58 -0.02 7.04 0.60 1.26 0.52 35 BCTB F BIOCOMPATIBLES INTL PLC SHS 2.265 2.07 -1.01 0.05 14.17 1.21 2.53 1.71 35

BPGS F BIOPROGRESS PLC SHS 1.341 0.70 18.24 -0.02 133.03 4.85 17.29 0.80 60 ACN ACCENTURE LTD BERMUDA CLASS A 36.930 1.54 0.17 0.53 5.12 0.19 0.67 1.36 60 BUER F BLUE EARTH REFINERIES I SHS 1.950 1.11 0.04 -0.04 15.66 2.00 4.07 1.07 20 BRGX F BG GROUP PLC ORD 13.563 0.87 2.46 0.04 5.99 0.61 1.29 0.91 25 BIFU F BIOFUELS CORPORATION PL SHS 0.600 2.14 -3.83 -0.02 28.53 3.01 6.17 1.76 24

BPAQ F BP PLC SHS 10.900 0.47 0.60 0.01 4.95 0.42 0.88 0.65 35 BSYB F BRITISH SKY BROADCASTIN ORD 10.216 -0.23 0.13 -0.03 4.25 0.45 0.92 0.19 24 BTGO F BT GROUP PLC SHS 5.901 0.90 0.70 0.21 6.04 0.22 0.79 0.93 60 BG BUNGE LIMITED 72.510 0.41 1.96 0.03 6.64 0.24 0.86 0.61 60 BBRY F BURBERRY LTD SHS 12.633 1.82 0.80 0.32 5.08 0.52 1.09 1.54 25

Based on S&P 500 Index Using Straight Regression Page 307 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CWPU F CABLE & WIRELESS PLC ORD 3.000 1.75 0.19 0.16 7.27 0.71 1.52 1.50 28 CSGW F CADBURY SCHWEPPES PLC SHS 11.000 0.87 0.74 0.11 4.55 0.39 0.81 0.91 35 CLKT F CALCITECH LTD SHS 0.400 1.07 3.23 -0.02 26.88 1.99 4.60 1.05 40 CUPU F CARIBBEAN UTILS LTD ORD CL A 12.200 0.03 0.07 -0.02 3.96 0.14 0.51 0.36 60 CRSL F CARDINAL RESOURCES PLC SHS 0.400 1.50 -2.62 -0.05 16.95 2.52 4.88 1.33 16

CETV CENTRAL EUROPEAN MEDIA CL A NEW 70.000 -0.07 8.52 -0.02 21.74 0.79 2.83 0.29 60 CPYY F CENTRICA PLC ORD 6.938 1.24 1.83 0.09 6.56 0.67 1.41 1.16 25 CHIN A CDC CORP SHS A 9.500 1.88 2.53 0.13 16.45 0.60 2.14 1.59 60 CPIH F CHAMPION TECHNOLOGY HLD SHS 0.168 0.77 -0.29 0.00 7.28 0.74 1.57 0.85 25 CYD CHINA YUCHAI INTL LTD ORD 6.890 1.20 4.86 0.02 21.55 0.79 2.80 1.13 60

CRBJ F CHINA RESOUR LAND LTD ORD 1.230 4.48 5.79 0.16 18.38 1.88 3.96 3.30 25 CSHE F CHINA ENTERPRISES LTD SHS 0.750 5.45 5.39 0.16 42.31 1.54 5.50 3.95 60 IMOS CHIPMOS TECH BERMUDA LT SHS 6.790 0.80 5.16 -0.01 32.10 1.17 4.17 0.87 60 CHNR CHINA NATURAL RESOURCES COM 8.530 8.55 1.19 0.04 61.25 5.97 13.15 6.00 26 XSON F CLAXSON INTERACTIVE GRO CLASS A 10.060 6.75 11.28 0.11 63.00 2.30 8.19 4.81 60

CKKH F CNPC ORD 0.530 3.17 4.21 0.08 17.68 1.80 3.80 2.44 25 CMPG F COMPASS GROUP PLC ORD 5.676 0.90 0.62 0.03 6.84 0.70 1.47 0.93 25 CWCO CONSOLIDATED WATER CO I ORD 24.930 1.07 2.51 0.14 9.05 0.33 1.18 1.04 60 CBE COOPER INDS LTD CLASS A 90.430 1.13 1.37 0.32 5.72 0.21 0.74 1.08 60 CUWF F COUNTRYWIDE ASSURED GRO SHS 10.450 1.83 0.81 0.13 8.88 0.79 1.71 1.55 31

CTOR F CREATOR CAPITAL LTD SHS 0.080 1.64 12.87 -0.01 87.33 3.19 11.35 1.43 60 BAP CREDICORP LTD 40.940 0.77 2.64 0.08 8.36 0.30 1.09 0.84 60 CRHC F CRH PLC ORD 41.590 2.06 1.05 0.31 5.13 0.76 1.52 1.70 15 DNPX F DANA PETROLEUM ORD 24.523 -0.52 5.65 -0.03 10.81 1.10 2.33 -0.01 25 DSPM F DESIRE PET PLC-SHS ORD 0.620 0.94 -2.01 -0.03 14.84 1.67 3.38 0.96 23

EJET F EASYJET PLC SHS 11.900 -0.67 5.92 -0.02 8.77 0.89 1.89 -0.11 25 ELNC F ELAN PLC SHS 14.450 -0.95 4.87 -0.04 25.63 2.62 5.52 -0.29 25 EMEY F EMERALD ENERGY SHS 3.973 0.14 2.62 -0.04 16.54 1.69 3.56 0.43 25 EMIP F EMI GROUP PLC SHS 5.186 0.46 0.19 -0.03 8.17 0.83 1.76 0.64 25 ENH ENDURANCE SPECIALTY HLD SHS 36.580 0.90 0.11 0.19 4.25 0.26 0.69 0.93 47

Based on S&P 500 Index Using Straight Regression Page 308 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

EQRX F EQUATOR EXPLORATION LTD SHS 1.310 0.03 2.16 -0.04 24.80 2.53 5.34 0.36 25 ESRE F ESG RE LTD ORD 0.100 2.12 9.41 -0.01 80.33 2.93 10.44 1.74 60 CLWT EURO TECH HOLDINGS CO L ORD 3.780 1.12 6.08 0.00 35.43 1.29 4.61 1.08 60 RE EVEREST RE GROUP LTD 98.110 0.80 0.36 0.25 4.78 0.17 0.62 0.87 60 KELG F KELDA GROUP PLC SHS 18.350 0.49 1.67 0.03 3.68 0.38 0.79 0.66 25

FLKD F FALKLAND ISLAND HLDGS P SHS 5.150 0.65 -1.93 -0.04 15.71 1.60 3.38 0.76 25 FPAF F FIRST PAC LTD ORD 0.519 0.37 1.81 -0.02 6.83 0.58 1.22 0.58 35 FWLT FOSTER WHEELER LTD SHS NEW 55.140 3.12 0.60 0.22 20.43 0.75 2.66 2.40 60 FDP FRESH DEL MONTE PRODUCE ORD 14.910 0.33 0.26 0.00 9.33 0.34 1.21 0.56 60 FRO FRONTLINE LTD SHS 31.850 1.92 2.23 0.18 13.89 0.51 1.81 1.61 60

GRMN GARMIN LTD ORD 55.660 1.21 2.90 0.13 10.46 0.38 1.36 1.14 60 GLAX F GLAXOSMITHKLINE PLC ORD 26.000 -0.03 0.71 -0.04 4.12 0.42 0.89 0.31 25 GLBC GLOBAL CROSSING LTD SHS NEW 24.550 3.52 0.51 0.03 31.32 2.50 5.54 2.67 37 GSOL GLOBAL SOURCES LTD ORD 17.780 1.31 4.31 0.03 21.58 0.79 2.81 1.21 60 GSF GLOBALSANTAFE CORP SHS 58.780 1.10 1.11 0.19 7.75 0.28 1.01 1.07 60

GAI GLOBAL-TECH APPLIANCES ORD 2.750 0.92 -0.86 0.08 10.47 0.38 1.36 0.95 60 GDOC F GOLDEN OCEAN GROUP LTD SHS 1.820 1.29 4.24 -0.03 18.92 2.13 4.31 1.20 23 GNCG F GREENCORE GROUP PLC ORD 6.171 -0.21 2.55 -0.08 9.08 1.49 2.99 0.20 14 DGEA F DIAGEO PLC ORD 19.620 0.70 2.26 -0.01 7.60 0.78 1.64 0.80 25 GUKY F GULF KEYSTONE PETROLEUM SHS 1.160 -0.94 1.84 -0.02 15.50 1.51 3.29 -0.29 27

GWPR F GW PHARMACEUTICALS PLC SHS 1.640 2.42 -2.31 0.03 19.97 1.71 3.56 1.94 35 HMSN F HAMMERSON ORD 30.864 0.00 1.58 -0.04 7.38 0.75 1.59 0.34 25 HBOO F HBOS PLC ORD 22.155 0.69 1.92 -0.03 4.65 0.83 1.53 0.80 13 HELE HELEN OF TROY CORP LTD 24.260 0.39 1.56 0.00 11.37 0.41 1.48 0.60 60 HLF HERBALIFE LTD COM USD SHS 40.160 0.35 3.87 -0.04 10.32 1.05 2.22 0.57 25

HIHO HIGHWAY HLDGS LTD ORD 4.100 -0.53 5.11 -0.01 22.47 0.82 2.92 -0.01 60 HKHG F HONGKONG LD HLDGS LTD ORD 3.920 1.07 1.20 0.08 4.90 0.73 1.45 1.05 15 HBCY F HSBC HLDGS PLC ORD 18.400 0.56 0.47 0.15 2.50 0.22 0.48 0.71 31 IR INGERSOLL-RAND COMPANY CLASS A 39.130 1.31 0.77 0.39 5.78 0.21 0.75 1.20 60 IVNS F INVENSYS PLC ORD 5.387 16.45 30.92 -0.02 205.00 20.92 44.12 11.24 25

Based on S&P 500 Index Using Straight Regression Page 309 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

AMVE F AMVESCAP PLC ORD 11.700 3.79 -0.61 0.50 7.47 0.67 1.42 2.85 32 IPCR IPC HLDGS LTD ORD 31.450 0.54 0.08 0.08 6.11 0.22 0.79 0.70 60 ITVP F ITV PLC SHS 2.050 -0.09 0.27 -0.03 6.64 0.58 1.23 0.28 33 JAZT F JAZZTEL P L C SHS 0.780 0.42 -0.49 -0.04 15.94 1.63 3.43 0.62 25 JST JINPAN INTL LTD ORD 24.140 1.88 6.35 0.09 20.04 0.73 2.61 1.58 60

VLCC F KNIGHTSBRIDGE TANKERS L ORD 23.640 1.26 0.93 0.11 12.24 0.45 1.59 1.17 60 LDBKF LADBROKES PLC SHS 8.186 -0.37 1.51 -0.03 6.61 0.67 1.42 0.09 25 LSGO F LAND SECURITIES GROUP P SHS 45.465 1.50 2.18 0.14 6.65 0.68 1.43 1.33 25 LSRA F LASALLE RE HLDGS LTD PFD A 1.350 3.54 12.74 -0.01 122.32 4.46 15.90 2.68 60 LAZ LAZARD LTD SHS A 47.340 1.76 2.38 0.16 6.36 0.81 1.65 1.51 20

LDZ LAZARD LTD EQ SC UT 6.625 41.060 1.43 1.61 0.15 5.43 0.69 1.41 1.29 20 LFUG F LI & FUNG LTD ORD .25.PAR NEW 3.000 1.37 1.12 0.08 8.17 0.70 1.46 1.25 35 JADE LJ INTL INC ORD 4.350 1.23 3.31 0.02 22.66 0.83 2.95 1.15 60 LLDT F LLOYDS TSB GROUP PLC ORD 11.185 0.80 0.52 0.14 3.57 0.36 0.77 0.87 25 LDNX F LONDON STK EXCHANGE GRP ORD 25.639 1.67 3.75 0.10 7.83 0.93 1.90 1.45 21

MAOR F MANDARIN ORIENTAL INTL ORD 1.670 3.09 0.52 0.37 6.91 0.91 1.80 2.38 19 MNGP F MAN GROUP PLC SHS 10.231 1.05 -1.18 -0.01 16.62 1.42 2.97 1.03 35 MRVL MARVELL TECHNOLOGY GROU ORD 19.190 2.71 1.27 0.39 11.92 0.43 1.55 2.14 60 MXRE MAX RE CAPITAL LTD HAMI SHS 24.820 1.29 0.51 0.37 5.95 0.22 0.77 1.19 60 MRH MONTPELIER RE HOLDINGS SHS 18.610 0.88 -1.31 0.09 7.19 0.36 1.09 0.92 51

NBR NABORS INDUSTRIES LTD SHS 29.780 0.78 0.94 0.10 7.92 0.29 1.03 0.86 60 NGGT F NATIONAL GRID PLC SHS 14.424 0.28 1.29 0.00 5.02 0.28 0.76 0.53 49 NCEP F NEW CAIRN ENERGY PLC ORD 37.800 -0.39 4.11 -0.03 11.53 0.99 2.06 0.08 35 NTLR F NETELLER PLC LONDON SHS 3.000 0.09 2.29 -0.03 21.00 1.88 4.05 0.40 31 NE NOBLE CORPORATION SHS 76.150 0.83 1.29 0.13 7.10 0.26 0.92 0.88 60

NAT NORDIC AMERICAN TANKER ORD 34.150 0.52 1.84 0.01 10.69 0.39 1.39 0.68 60 NFGR F NORSTAR FOUNDERS GROUP SHS 0.334 1.89 -0.62 0.00 13.75 1.82 3.58 1.59 19 OPTV OPENTV CORP CLASS A 2.320 2.84 -1.10 0.20 19.69 0.72 2.56 2.22 60 OEH ORIENT-EXPRESS HOTELS L CLASS A 47.320 1.20 1.58 0.18 8.90 0.32 1.16 1.13 60 OXUS F OXUS GOLD PLC SHS 0.763 1.31 0.58 -0.02 27.37 2.34 4.88 1.20 35

Based on S&P 500 Index Using Straight Regression Page 310 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PCMX F PACE MICRO TECHNOLOGY P ORD 1.210 6.22 -1.01 0.26 19.72 2.01 4.24 4.46 25 PRE PARTNERRE LTD 71.030 0.32 0.44 0.04 4.77 0.17 0.62 0.55 60 PRE PC PARTNERRE LTD PFD C 6.75% 25.400 0.11 -0.12 -0.01 2.14 0.15 0.36 0.41 44 PRE PD PARTNERRE LTD PFD SER D 6.5% 25.200 0.27 -0.17 0.04 1.87 0.18 0.40 0.51 26 PEAK PEAK INTL LTD ORD 2.920 0.58 -1.12 0.01 11.75 0.43 1.53 0.72 60

PSOR F PEARSON PLC ORD 15.099 1.17 -0.04 0.26 3.62 0.35 0.74 1.11 29 PTP PLATINUM UNDERWRITER HL 30.940 0.63 -0.20 0.14 4.14 0.21 0.63 0.75 51 PRS PRIMUS GUARANTY LTD SHS 11.550 2.76 -2.50 0.20 10.18 0.99 2.13 2.17 28 PSIO F PSION PLC ORD 2.150 0.53 3.48 -0.03 24.32 2.08 4.34 0.69 35 PUK P PRUDENTIAL PLC 6.75%SUB REG S 25.640 0.06 0.00 -0.03 1.75 0.17 0.36 0.37 29

PUK PA PRUDENTIAL PLC PER SUB 6.50% 25.440 0.04 0.03 -0.06 2.34 0.31 0.63 0.36 18 PXT PXRE GROUP LTD 4.610 0.52 -0.88 0.00 14.26 0.52 1.85 0.68 60 XING QIAO XING UNIVERSAL TEL ORD 13.190 4.95 3.70 0.24 30.72 1.12 3.99 3.62 60 QNTA QUANTA CAP HLDGS LTD SHS 2.150 0.84 -4.84 -0.01 12.04 1.08 2.29 0.89 32 QNTA P QUANTA CAP HLDGS LTD PFD A 18.550 3.69 -5.53 0.26 8.98 1.61 2.96 2.78 13

QXLR F QXL RICARDO PLC SHS 12.369 -0.70 8.19 -0.05 31.73 3.57 7.23 -0.12 23 SCT PA SCOTTISH RE GROUP LIMIT EQUITY UNIT 7.220 2.20 -2.08 0.01 24.82 1.98 4.39 1.80 37 SCT PB SCOTTISH RE GROUP LIMIT PFD PERP 7.250 22.450 1.97 -0.84 -0.02 18.55 2.47 5.01 1.65 18 SCT SCOTTISH RE GROUP LIMIT SHS 5.340 0.73 -0.01 0.00 21.68 0.79 2.82 0.82 60 RANK F RANK GROUP PLC ORD 4.575 0.82 -0.96 -0.01 7.16 0.91 1.86 0.88 20

RKBK F RECKITT BENCKISER PLC SHS 46.200 -0.08 2.28 -0.04 4.63 0.47 1.00 0.28 25 RNR RENAISSANCERE HOLDINGS ORD 60.000 0.04 1.24 -0.02 6.39 0.23 0.83 0.37 60 RNR PA RENAISSANCERE HOLDINGS PREF A 8.10% 25.170 -0.08 0.13 0.02 1.48 0.05 0.19 0.29 60 RNR PB RENAISSANCERE HOLDINGS PREF B 7.3% 25.490 0.08 -0.06 -0.01 2.18 0.14 0.36 0.39 46 RNR PC RENAISSANCERE HOLDINGS PFD C 6.08% 23.980 0.04 -0.09 -0.03 3.68 0.32 0.66 0.36 34

REP PA REPSOL INTL CAP LTD PREF A 7.45% 25.200 0.05 0.16 -0.01 2.35 0.09 0.31 0.37 60 RTRS F REUTERS GROUP PLC ORD 8.714 1.15 0.40 0.14 5.22 0.51 1.11 1.10 27 RBSP F ROYAL BANK SCOTLAND GRP ORD 38.600 1.12 -0.12 0.26 3.62 0.31 0.65 1.08 35 RYDA F ROYAL DUTCH SHELL PLC SHS A 34.950 1.05 -0.33 0.00 6.33 1.04 2.09 1.03 14 RYDB F ROYAL DUTCH SHELL PLC SHS B 35.200 1.50 -0.42 0.09 6.52 0.93 1.76 1.33 17

Based on S&P 500 Index Using Straight Regression Page 311 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SCPW F SCOTTISH PWR PLC ORD .50 PAR 14.850 -0.27 2.73 -0.03 5.51 0.56 1.19 0.16 25 SDRL F SEADRILL LIMITED SHS 17.000 4.87 0.92 0.22 14.24 2.12 4.10 3.56 16 STX SEAGATE TECHNOLOGY SHS 26.500 2.43 0.59 0.20 12.21 0.68 1.85 1.95 49 SFL SHIP FINANCE INTERNATIO SHS 23.760 0.19 1.68 -0.03 8.44 0.76 1.63 0.46 31 SHPGF SHIRE PLC SHS 20.550 2.13 1.70 0.16 7.73 1.02 2.01 1.75 19

SEMU F SIEM INDS INC 55.000 0.44 4.48 -0.02 10.64 0.78 1.78 0.63 43 SLDJ F SIERRA LEONE DIAMOND CO SHS 2.200 -1.00 4.95 -0.04 19.09 2.15 4.35 -0.33 23 SSTR SILVERSTAR HLDGS LTD ORD 2.180 2.21 4.83 0.06 28.05 1.02 3.65 1.80 60 SINA SINA CORP ORD 28.700 1.81 6.00 0.08 20.34 0.74 2.64 1.54 60 SLGH F SLOUGH ESTATES PLC SHS 15.100 1.87 0.55 0.33 4.96 0.48 1.02 1.58 29

SNNU F SMITH & NEPHEW P L C SHS 10.432 1.05 -0.01 0.05 7.11 0.61 1.27 1.03 35 SMGK F SMITHS GROUP PLC ORD 19.405 1.33 0.66 0.23 4.70 0.40 0.84 1.22 35 SOCL F SOCO INTERNATIONAL ORD 26.600 1.56 5.03 0.00 15.14 1.55 3.26 1.37 25 SOBG F SOIL BIOGENICS LIMITED SHS 2.100 -0.50 4.52 -0.01 21.55 0.79 2.80 0.00 60 WPL STEWART W P & CO LTD 15.840 1.39 -0.96 0.28 7.84 0.29 1.02 1.26 60

RSAN F ROYAL & SUN ALLIANCE IN ORD 3.050 0.48 2.89 0.00 4.56 0.47 0.98 0.65 25 TATY F TATE & LYLE PLC ORD PAR 25P 15.250 1.47 2.94 0.09 8.09 0.69 1.44 1.31 35 TBSI TBS INTERNATIONAL LIMIT COM CL A 8.740 -0.25 0.12 -0.06 11.97 1.58 3.12 0.17 19 UTIW UTI WORLDWIDE INC ORD 29.900 0.91 2.63 0.10 9.16 0.33 1.19 0.94 60 TSCD F TESCO PLC ORD 8.050 0.88 1.48 0.10 4.75 0.41 0.88 0.92 33

TIGR F 3I GROUP PLC SHS 19.757 1.50 0.89 0.17 5.10 0.73 1.38 1.33 17 THSG F THUS GROUP PLC SHS 3.454 2.22 39.05 -0.04 191.00 19.49 41.11 1.81 25 SYP TIERS PRCPL PRCTD MIN R 2003-33 S&P500 11.250 0.34 0.32 0.21 1.26 0.12 0.27 0.56 27 RUD TIERS PRCPL PRCTD MIN R 2004-1 RUSSELL 9.930 0.28 -0.19 0.09 1.52 0.13 0.27 0.52 36 NQL STRUCTURED PRODS CORP SER 2002-6 TR 15.310 0.51 0.48 0.22 3.20 0.13 0.45 0.68 54

SNB STRUCTURED PRODS CORP TIERS S&P 02-9 13.100 0.25 0.28 0.23 1.46 0.06 0.21 0.50 53 SMC STRUCTURED PRODS CORP S&P 2002 12 TR 16.050 0.41 0.59 0.22 2.42 0.10 0.35 0.61 52 SNJ STRUCTURED PRODS CORP SER S&P 2002-19 14.040 0.50 0.22 0.33 1.87 0.10 0.28 0.67 50 DJE STRUCTURED PRODS CORP TIERS 03-1 1/08 12.900 0.48 0.05 0.44 1.29 0.08 0.20 0.66 48 SMX STRUCTURED PRODS CORP TIERS S&P 03-7 13.630 0.48 0.13 0.33 1.60 0.10 0.26 0.66 46

Based on S&P 500 Index Using Straight Regression Page 312 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

SFM STRUCTURED PRODS CORP TIERS S&P03-10 12.940 0.62 -0.02 0.41 1.58 0.11 0.26 0.75 44 DJQ STRUCTURED PRODS CORP DJIA 03-16 08 11.340 0.33 0.04 0.29 1.07 0.08 0.18 0.55 40 SPO STRUCTURED PRODS CORP S&P 2003-23 11.500 0.46 0.00 0.30 1.40 0.11 0.24 0.64 38 NAS STRUCTURED PRODS CORP TIERS 2003-13 11.150 0.64 -0.29 0.34 1.82 0.13 0.31 0.76 42 SFH STRUCTURED PRODS CORP TIERS 2003-12 11.320 0.60 -0.24 0.32 1.80 0.13 0.30 0.74 43

XSB STRUCTURED PRODS CORP DJIA 2002-05 10.200 0.08 0.01 0.06 0.97 0.04 0.13 0.39 57 JSB STRUCTURED PRODS CORP TIERS S&P 1/07 10.360 0.09 0.03 0.06 1.18 0.04 0.15 0.40 60 RIG TRANSOCEAN INC ORD 80.890 1.39 1.33 0.26 8.21 0.30 1.07 1.26 60 TWKG Q TRENWICK GROUP LTD 0.001 0.18 7.71 -0.02 102.79 3.75 13.36 0.46 60 TNP TSAKOS ENERGY NAVIGATIO SHS 45.900 0.83 2.13 0.05 11.24 0.41 1.49 0.89 58

VDNR F VEDANTA RES PLC SHS 23.897 3.62 3.42 0.09 15.58 2.22 4.21 2.74 17 VPRT VISTAPRINT LIMITED SHS 33.110 2.05 3.97 -0.01 14.73 2.19 4.24 1.70 16 VODP F VODAFONE GROUP PLC NEW ORD 2.700 1.05 1.42 0.00 11.99 1.02 2.14 1.04 35 GLNG GOLAR LNG LTD BERMUDA SHS 12.800 2.31 0.15 0.21 11.14 0.62 1.68 1.87 49 WFT WEATHERFORD INTERNATION 41.790 0.72 1.37 0.09 7.69 0.28 1.00 0.81 60

WTM WHITE MTNS INS GROUP LT 579.430 0.70 0.76 0.14 6.01 0.22 0.78 0.80 60 WSH WILLIS GROUP HOLDINGS L SHS 39.710 -0.01 1.07 -0.02 6.36 0.23 0.83 0.33 60 XL XL CAP LTD CLASS A 72.020 0.67 -0.56 0.23 4.29 0.16 0.56 0.78 60 XL PX XL CAP LTD EQUIT SEC UNIT 26.500 0.71 -0.41 0.28 1.67 0.30 0.55 0.81 13 XL PA XL CAP LTD PREF SHS SER A 25.250 0.08 -0.09 0.00 2.03 0.09 0.29 0.39 52

XL PB XL CAP LTD PREF B 7.625% 25.600 0.08 -0.02 -0.01 2.01 0.11 0.30 0.39 50 XL PQ XL CAP LTD EQUITY UNIT 23.630 0.92 -0.80 0.45 2.02 0.17 0.36 0.95 34 XOMA XOMA LTD ORD 2.200 1.37 -1.30 0.06 17.39 0.63 2.26 1.25 60 XRTX XYRATEX LTD 21.580 3.18 0.04 0.21 11.78 1.05 2.27 2.45 31 YELG F YELL GROUP PLC SHS 11.300 1.50 0.78 0.22 5.25 0.54 1.13 1.33 25

YIPC F YIP S HANG CHEUNG ORD 0.500 0.79 3.51 -0.05 7.86 1.29 2.59 0.86 14 YCHT F YUCHENG TECHNOLOGIES LT 7.300 0.97 1.10 -0.01 10.53 1.07 2.27 0.98 25 YUEI F YUE YUEN INDUSTRIAL SHS 3.176 1.63 -0.38 0.28 5.00 0.51 1.08 1.42 25 ZMPL F ZIMPLATS HLDGS LTD SHS 7.800 0.31 3.49 -0.03 15.32 1.31 2.73 0.55 35 ABLZ F ABB LTD NAMEN AKT 17.650 1.13 3.35 0.05 7.50 0.77 1.61 1.09 25

Based on S&P 500 Index Using Straight Regression Page 313 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

ACL ALCON INC COM SHS 111.770 0.19 2.17 -0.01 6.20 0.23 0.82 0.46 58 CLZN F CLARIANT NAMEN AKT 14.951 1.40 -1.45 0.11 5.47 0.81 1.57 1.26 16 CSGK F CREDIT SUISSE GROUP ORD CL D 69.261 1.79 0.92 0.35 4.67 0.48 1.01 1.52 25 IQPO F IQ POWER AG ZUG NAMEN AKT 2.250 0.00 6.05 -0.02 35.63 1.30 4.63 0.33 60 NSRG F NESTLE SA (SWITZERLAND) SHS 354.000 0.82 0.11 0.15 3.62 0.31 0.65 0.88 35

NVSE F NOVARTIS A G NAMEN AKT 57.550 0.69 0.10 0.13 3.16 0.32 0.68 0.79 25 PHKK F PHONAK HOLDING AG STAEF NAMEN AKT 79.464 2.13 3.11 0.10 7.84 1.41 2.59 1.75 13 RHHV F ROCHE HLDG LTD DIV RTS CTF 179.500 0.00 1.96 -0.04 5.15 0.53 1.11 0.34 25 SWCE F SWISS REINS CO REG SHS 84.871 1.20 -0.10 0.29 3.61 0.37 0.78 1.13 25 UBS UBS AG SHS NEW 60.330 1.32 1.11 0.60 3.83 0.14 0.50 1.21 60

ALPM F ASTELLAS PHARMA INC SHS 45.403 0.84 0.57 0.05 5.78 0.49 1.03 0.89 35 CHGC F CHUGAI PHARMACEUTICAL C ORD 20.603 -0.84 1.92 -0.02 7.96 1.06 2.15 -0.22 18 DSKY F DAIICHI SANKYO CO LTD SHS 31.050 0.74 2.40 0.00 5.05 0.75 1.50 0.83 15 FUJI F FUJIFILM HLDGS CORP SHS 41.039 0.82 0.40 0.11 4.23 0.36 0.76 0.88 34 ISUZ F ISUZU MTRS LTD ORD 4.550 0.33 2.96 -0.03 10.54 0.90 1.88 0.56 35

MZDA F MAZDA MOTOR CORP SHS 6.823 0.82 2.08 0.03 6.98 0.60 1.25 0.88 35 MHVY F MITSUBISHI HEAVY INDS L 4.350 0.56 1.18 -0.01 7.26 0.62 1.30 0.71 35 NRSC F NOMURA SECS LTD JAPAN ORD 18.841 1.30 0.58 0.04 8.24 0.93 1.90 1.20 22 SOOB F SAPPORO BREWERIES LTD ORD 5.690 1.33 -0.46 0.16 4.60 0.69 1.36 1.22 15 SKLK F SHINSEI BANK LTD TOKYO SHS 5.800 1.07 -1.39 0.08 6.22 0.53 1.12 1.04 34

SFTB F SOFTBANK ORD 19.200 1.28 -1.42 0.00 16.31 1.39 2.91 1.19 35 TKPH F TAKEDA PHARMACEUTICAL C SHS 69.000 0.32 1.29 -0.01 4.90 0.42 0.88 0.55 35 TOSB F TOSHIBA CORP SHS 6.600 0.56 1.41 0.00 6.57 0.56 1.17 0.71 35 TOSK F TOYO SEIKAN KAISHA LTD SHS 16.541 0.11 -0.38 -0.04 6.45 0.66 1.39 0.41 25 TYID F TOYOTA IND CORP SHS 46.400 1.12 2.02 0.12 5.31 0.54 1.14 1.08 25

TOYO F TOYOTA MOTOR CORP 66.804 0.93 1.38 0.10 4.94 0.42 0.88 0.95 35 NVZM F NOVOZYMES A/S SHS B 87.000 1.27 1.67 0.16 5.19 0.53 1.12 1.18 25 VWSY F VESTAS WIND SYS AS ORD 42.110 1.73 4.75 0.03 13.26 1.35 2.85 1.48 25 WILL F WILLIAM DEMANT HOLDING ORD 81.017 1.04 1.87 0.10 5.32 0.54 1.14 1.03 25 CRNS CRONOS GROUP S A SHS 15.550 -0.02 2.53 -0.02 11.34 0.41 1.47 0.32 60

Based on S&P 500 Index Using Straight Regression Page 314 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

MICC MILLICOM INTL CELLULAR SHS NEW 61.640 5.41 4.50 0.46 20.54 0.75 2.67 3.92 60 ACSE F ACS MOTION CONTROL LTD SHS 4.086 1.26 2.58 0.02 24.49 0.89 3.18 1.17 60 ALDN ALADDIN KNOWLEDGE SYS L ORD 19.490 1.87 3.88 0.12 17.06 0.62 2.22 1.58 60 ALVR ALVARION LTD SHS 6.720 1.90 1.33 0.18 14.02 0.51 1.82 1.60 60 ATTU ATTUNITY LTD ORD 1.240 1.92 0.16 0.17 14.62 0.53 1.90 1.61 60

AUDC AUDIOCODES LTD ORD 9.370 1.97 1.27 0.17 15.01 0.55 1.95 1.65 60 BWEB BACKWEB TECHNOLOGIES LT ORD 0.230 4.48 -0.99 0.28 24.82 0.91 3.23 3.31 60 BKHP F BANK HAPOALIM B M ORD 4.500 0.66 1.26 -0.01 6.58 0.75 1.52 0.78 22 BOSC BOS BETTER ONLINE SOLUT SHS NEW 2.560 1.58 -0.96 0.07 18.07 0.66 2.35 1.39 60 BPHX BLUEPHOENIX SOLUTIONS L SHS 6.280 0.76 0.96 0.07 9.21 0.34 1.20 0.84 60

ROBO F ROBO GROUP TEK LTD SHS 0.350 2.66 0.43 0.08 29.45 1.07 3.83 2.10 60 BVRS F BVR SYS LTD ORD 0.190 0.59 1.86 -0.02 45.65 1.67 5.93 0.73 60 CAMT CAMTEK LTD ORD 4.260 2.59 1.70 0.14 22.22 0.81 2.89 2.05 60 CRNT CERAGON NETWORKS LTD ORD 5.470 3.13 0.32 0.45 12.33 0.45 1.60 2.41 60 CHKP CHECK POINT SOFTWARE TE ORD 21.920 1.68 -0.86 0.21 11.26 0.41 1.46 1.45 60

CIMT CIMATRON LTD ORD 1.300 1.17 1.54 0.04 16.74 0.61 2.18 1.11 60 CKSW CLICKSOFTWARE TECHNOLOG ORD 2.970 4.27 6.90 0.04 62.00 2.26 8.06 3.17 60 CGEN COMPUGEN LTD ORD 2.590 2.34 -0.16 0.14 19.48 0.71 2.53 1.89 60 CRWT F CROW TECHNOLOGIES 1977 ORD 6.000 0.69 1.61 -0.05 15.72 2.08 4.10 0.79 19 ECTX ECTEL LTD ORD 4.890 0.95 -1.77 0.07 11.40 0.42 1.48 0.96 60

EVSN F ELBIT VISION SYS LTD ORD 0.305 2.13 1.69 0.06 27.41 1.00 3.56 1.75 60 EMIT F ELBIT MEDICAL IMAGING L ORD 31.450 1.37 2.95 0.13 12.24 0.45 1.59 1.25 60 ESLT ELBIT SYS LTD ORD 32.300 0.58 0.87 0.11 5.68 0.21 0.74 0.72 60 ELTK ELTEK LTD ORD 3.920 2.13 4.08 0.04 31.58 1.15 4.11 1.75 60 BLZS F EMBLAZE SYS LTD ORD 2.412 2.08 0.54 0.00 15.32 2.04 4.14 1.71 18

PDSN POWERDSINE LTD SHS 10.970 2.42 -1.50 0.13 11.69 1.05 2.25 1.94 31 FNDT FUNDTECH LTD ORD 10.940 1.53 1.10 0.25 9.33 0.34 1.21 1.35 60 GILT GILAT SATELLITE NETWORK SHS NEW 8.810 1.50 -3.24 0.08 16.27 0.59 2.12 1.33 60 GIVN GIVEN IMAGING ORD SHS 19.350 0.75 0.74 0.02 14.16 0.52 1.84 0.83 60 WILC G WILLI FOOD INTL LTD ORD 5.190 1.28 3.07 0.05 18.00 0.66 2.34 1.19 60

Based on S&P 500 Index Using Straight Regression Page 315 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

HCTL HEALTHCARE TECHNOLOGIES SHS 1.430 2.17 5.58 0.02 37.87 1.38 4.92 1.77 60 IGLD INTERNET GOLD-GOLDEN LI ORD 12.460 0.66 6.55 -0.01 25.74 0.94 3.35 0.77 60 ITRN ITURAN LOCATION AND CON SHS 15.050 2.93 -1.57 0.25 8.00 1.19 2.30 2.28 16 JCDA JACADA LTD ORD 2.520 1.22 0.05 0.11 11.62 0.42 1.51 1.15 60 LNOP LANOPTICS LTD ORD 13.960 1.97 2.03 0.13 17.00 0.62 2.21 1.64 60

MAGS MAGAL SECURITY SYS LTD ORD 8.950 1.30 1.45 0.02 25.76 0.94 3.35 1.20 60 MTSL MER TELEMANAGEMENT SOLU ORD 1.750 0.95 0.70 0.04 14.53 0.53 1.89 0.97 60 MTLK METALINK LTD ORD 5.810 2.15 0.36 0.22 14.19 0.52 1.84 1.76 60 MNDO MIND C T I LTD ORD 2.690 2.31 0.82 0.29 12.72 0.46 1.65 1.87 60 NURM F NUR MACROPRINTERS LTD ORD 0.550 1.24 -1.16 0.02 22.38 0.82 2.91 1.16 60

NVMI NOVA MEASURING INSTRUME 2.630 2.33 -0.30 0.20 16.03 0.58 2.08 1.88 60 OBAS OPTIBASE LTD ORD 3.800 1.36 1.17 0.09 14.58 0.53 1.90 1.24 60 ORBK ORBOTECH LTD ORD 25.450 2.05 -0.61 0.43 8.25 0.30 1.07 1.69 60 ORCT ORCKIT COMMUNICATIONS L SHS NEW 9.690 2.27 2.75 0.09 23.50 0.86 3.06 1.84 60 RADI RADA ELECTR INDS LTD SHS NEW 0.680 1.27 -0.50 0.04 19.18 0.70 2.49 1.18 60

RDCM RADCOM LTD ORD 2.600 2.06 2.37 0.08 23.06 0.84 3.00 1.70 60 RVSN RADVISION LTD ORD 20.080 1.68 1.66 0.22 10.99 0.40 1.43 1.45 60 RDWR RADWARE LTD ORD 15.890 1.60 0.34 0.23 10.25 0.37 1.33 1.40 60 RITT RIT TECHNOLOGIES LTD ORD 1.420 1.29 0.17 0.03 21.75 0.79 2.83 1.19 60 RTLX RETALIX LTD ORD 16.289 1.21 -0.13 0.22 7.99 0.29 1.04 1.14 60

SCIX F SCAILEX CORP LTD SHS 7.950 1.92 1.38 0.17 14.60 0.53 1.90 1.61 60 SHMR SHAMIR OPTICAL INDUSTRY SHS 8.508 0.65 -2.82 -0.03 8.62 0.98 1.98 0.76 22 SILC SILICOM LTD ORD 9.270 3.65 6.58 0.17 27.93 1.02 3.63 2.76 60 ELOS SYNERON MEDICAL LTD ORD SHS 27.130 3.47 0.88 0.15 14.53 1.41 2.98 2.63 29 TARO F TARO PHARMACEUTICAL IND SHS A 10.000 0.61 -1.34 0.01 14.69 0.54 1.91 0.74 60

TATT F TAT TECHNOLOGIES LTD ORD NEW 15.970 1.23 4.23 0.05 16.06 0.59 2.09 1.15 60 TNOL F TECHNOPRISES LTD 0.006 2.67 2.28 0.02 50.53 1.84 6.57 2.11 60 TFR TEFRON LTD ORD 10.500 -0.23 4.50 -0.02 21.86 0.80 2.84 0.19 60 TISA TOP IMAGE SYSTEMS LTD ORD 3.800 1.67 1.35 0.06 21.27 0.78 2.76 1.45 60 TIKR F TIKCRO TECHNOLOGIES LTD SHS NEW 1.370 0.89 1.45 0.03 14.42 0.53 1.87 0.93 60

Based on S&P 500 Index Using Straight Regression Page 316 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TSEM TOWER SEMICONDUCTOR LTD ORD 1.710 3.24 -1.82 0.37 14.80 0.54 1.92 2.49 60 OTIV ON TRACK INNOVATION LTD SHS 6.905 3.25 -0.94 0.14 20.12 1.08 3.04 2.49 50 TTIL TTI TEAM TELECOM INTL L ORD 2.620 1.46 -3.03 0.10 14.70 0.54 1.91 1.31 60 TVGT F TVG TECHNOLOGIES LTD ORD 0.065 8.05 17.00 0.01 177.70 6.48 23.10 5.67 60 VRYA VIRYANET LTD SHS NEW 0.720 2.14 0.15 0.04 31.56 1.15 4.10 1.76 60

AKZO F AKZO NOBEL NV ORD 60.935 0.88 1.34 -0.01 5.06 0.91 1.67 0.92 13 ASMI ASM INTL N V ORD 20.930 2.90 -0.22 0.58 8.76 0.32 1.14 2.26 60 ASML ASML HLDG NV N Y SHS 24.630 3.46 0.32 0.64 9.14 0.33 1.19 2.63 60 BAAN F BAAN CO N V NY REGISTERD SH 2.150 0.13 0.19 -0.03 6.88 0.59 1.23 0.42 35 CNH CNH GLOBAL N V SHS NEW 27.300 1.76 0.35 0.15 14.49 0.53 1.88 1.50 60

CLB CORE LABORATORIES N V ORD 81.000 1.29 4.98 0.03 20.18 0.74 2.62 1.19 60 GHBW F GROLSCH NV ORD 41.850 0.75 0.65 0.00 7.03 0.72 1.51 0.84 25 HGMR F HAGEMEYER NV ORD 4.900 1.72 2.02 0.08 9.48 0.97 2.04 1.48 25 HKHH F HEINEKEN HOLDINGS SHS 40.615 0.52 0.73 0.01 4.40 0.45 0.95 0.68 25 HINK F HEINEKEN N V ORD NR 47.511 0.22 1.21 -0.03 4.70 0.48 1.01 0.48 25

ICTS F ICTS INTERNATIONAL NV 2.250 1.14 0.00 0.01 23.50 0.86 3.05 1.09 60 MADG Q MADGE NETWORKS N V ORD 0.000 0.85 8.78 -0.02 121.17 4.42 15.75 0.90 60 OFIX ORTHOFIX INTL N V ORD 50.000 0.92 0.48 0.13 7.98 0.29 1.04 0.95 60 PHGF F KONINKLIJKE PHILIPS ELE SHS 37.674 1.81 0.26 0.46 3.85 0.39 0.83 1.54 25 QGEN QIAGEN N V ORD 15.130 2.65 -0.29 0.35 12.59 0.46 1.64 2.09 60

RENL F REED ELSEVIER NV SHS 17.037 1.18 0.96 0.19 3.99 0.53 1.08 1.12 18 SPNS SAPIENS INTL CORP N V SHS NEW 1.500 0.75 -1.25 0.01 15.44 0.56 2.01 0.84 60 TLAT F TELE ATLAS NV ORD 20.900 2.58 3.38 0.03 19.49 1.99 4.19 2.05 25 TPPP F TRIPLE P N V 0.220 0.70 1.13 -0.01 30.17 1.10 3.92 0.80 60 VDNV F VEDIOR ORD 20.716 3.25 1.83 0.11 16.27 1.66 3.50 2.49 25

ALFF F ALFA SA DE CV ALFA SHS A 6.602 2.43 0.62 0.28 7.28 0.71 1.49 1.95 29 ATDT F AMERICA TELECOM SA DE C SHS A1 9.000 1.77 3.97 0.27 8.10 0.40 1.22 1.51 51 BBHL F BB HOLDINGS LIMITED 3.060 -0.16 1.78 -0.02 16.53 0.60 2.15 0.23 60 BLX BANCO LATINOAMERICANO D CL E 16.960 3.27 -0.42 0.39 14.49 0.53 1.88 2.50 60 CGTV F CARSO GLOBAL TELECOM ORD 3.500 -1.18 5.08 -0.02 21.07 1.80 3.76 -0.44 35

Based on S&P 500 Index Using Straight Regression Page 317 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CXMS F CEMEX S A CERT PART 3.450 1.07 -0.04 0.07 12.80 0.47 1.66 1.04 60 ELAM F ELAMEX S A DE C V ORD 0.700 -0.30 -2.18 -0.01 12.76 0.47 1.66 0.14 60 ECTP Q ENRON CAP LLC PFD 8% 0.090 -0.75 18.40 -0.02 99.07 3.61 12.88 -0.16 60 FLKO F FALKLAND OIL AND GAS LT SHS 1.950 -0.77 3.26 -0.04 18.25 1.93 3.95 -0.17 24 GPOV F GRUPO CARSO S A DE C V ORD 3.650 0.00 -0.37 -0.03 16.67 1.42 2.97 0.33 35

GEEC F GLOBAL ENVIRONMNTAL ENE SHS 0.260 -0.73 8.63 -0.02 57.85 2.11 7.52 -0.15 60 GPMC F GRUPO MODELO SA DE CV G SHS C 5.600 1.65 3.25 0.04 12.83 1.10 2.29 1.43 35 GCWO F GRUPO CEMENTOS DE CHIHU SHS 4.803 1.16 3.63 0.03 6.64 0.95 1.80 1.10 17 GBOO F GPO FIN DEL NORTE ORD O SHS 4.000 1.47 3.56 -0.01 19.97 1.71 3.56 1.31 35 GPFO F GRUPO FINANCIERO INBURS SHS O 1.962 1.36 2.75 0.01 13.81 1.18 2.46 1.24 35

GBBA F GRUPO INDL BIMBO S A DE COM SER A 4.988 2.00 3.31 0.06 13.25 1.13 2.36 1.66 35 GMBX F GRUPO MEXICO SA DE CV SHS B 3.750 3.29 1.29 0.09 18.08 1.55 3.23 2.52 35 GRPF F GRUPO TELEVISA SA DE CV COM PART CERT A 5.403 2.30 3.36 0.09 12.94 1.11 2.31 1.86 35 IPOA F INDUSTRIAS PENOLES SA D COM PROV CTF 9.300 2.68 3.13 0.07 16.40 1.40 2.93 2.12 35 SVA SINOVAC BIOTECH LTD SHS 2.330 1.10 5.12 -0.02 29.22 2.16 5.00 1.07 40

STNR STEINER LEISURE LTD ORD 45.500 1.37 1.44 0.14 11.54 0.42 1.50 1.24 60 WMMV F WAL MART DE MEXICO SA D ORD CL V 4.430 1.59 2.40 0.20 6.03 0.52 1.08 1.39 35 YDHC F YANTAI DAHUA HLDGS COMP SHS 0.040 33.44 -12.00 0.19 154.76 9.79 25.53 22.49 46 AXAB F ADELAIDE BANK LTD SHS 10.250 0.65 1.21 -0.01 6.10 0.69 1.41 0.77 22 AQLR F AQUILA RESOURCES LTD ORD 2.664 -0.18 1.13 -0.07 19.37 2.76 5.23 0.22 17

ARLU F ARISTOCRAT LEISURE LTD ORD 12.532 -0.59 6.05 -0.02 12.82 1.10 2.29 -0.05 35 AWBZ F AWB LTD SHS B 2.428 -1.01 -2.70 -0.07 13.58 2.44 4.48 -0.33 13 BEPT F BEACH PETROLEUM LTD ORD 1.180 0.35 3.30 -0.07 11.76 1.75 3.38 0.57 16 BLSF F BLUESCOPE STL LTD SHS 6.794 3.13 -0.01 0.18 12.41 1.27 2.67 2.41 25 BHPL F BHP LIMITED ORD 19.941 1.76 1.69 0.14 8.09 0.69 1.44 1.50 35

BLLA F BILLABONG INTERNATIONAL ORD 13.715 1.35 0.92 0.11 6.75 0.69 1.45 1.23 25 GDBL F GOLD BULLION LTD SHS 63.411 0.22 1.46 -0.04 4.97 0.51 1.07 0.48 25 CCOA F CENTENNIAL COAL CO LTD ORD 2.231 0.80 -0.01 0.00 8.86 0.77 1.64 0.87 33 CCLA F COCA COLA AMATIL LTD ORD 6.097 0.44 0.71 -0.01 5.65 0.48 1.01 0.63 35 EPTN F EPITAN LTD SHS 0.540 4.32 -2.51 0.14 18.95 1.93 4.08 3.20 25

Based on S&P 500 Index Using Straight Regression Page 318 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

FSUM F FORTESCUE MTL GROUP LTD SHS 10.459 1.71 6.78 -0.02 21.69 2.21 4.67 1.47 25 FBRW F FOSTERS BREWING GROUP L SHS 5.454 1.19 0.44 0.13 5.74 0.49 1.02 1.13 35 HMNR F HARDMAN RESOURCES NL SHS 1.610 3.95 -0.78 0.23 13.46 1.37 2.90 2.95 25 JBMN F JUBILEE MINES NL ORD 12.650 2.56 9.23 -0.04 18.68 3.35 6.16 2.03 13 KWIP F KIWI INCOME PPTY TR ORD UTS 1.110 1.16 0.59 0.08 6.70 0.57 1.20 1.10 35

MACD F MACARTHUR COAL LTD SHS 4.200 0.45 1.08 -0.03 10.51 1.03 2.26 0.64 26 MCHH F MACMAHON HLDGS LTD SHS 0.697 3.66 0.71 0.18 12.46 1.64 3.25 2.76 19 MSAO F MOSAIC OIL N L ORD 0.122 2.04 -0.78 0.02 17.81 1.52 3.18 1.69 35 NAUB F NATIONAL AUSTRALIA BK L SPONSORED ORD 31.843 1.29 -0.06 0.14 4.96 0.65 1.29 1.19 19 NCMG F NEWCREST MNG LTD ORD 21.100 1.95 1.96 0.09 10.92 0.93 1.95 1.63 35

OSTL F ONESTEEL LTD ORD 3.689 2.79 -1.20 0.27 7.47 1.11 2.21 2.19 15 OXFL F OXIANA LTD SHS 2.400 1.63 3.89 0.01 14.32 1.46 3.08 1.42 25 PYML F PERILYA MINES NL ORD 4.400 3.69 6.44 0.05 26.58 2.39 5.17 2.78 30 PGLA PROGEN INDS LTD ORD 4.550 0.16 4.94 -0.02 19.43 0.71 2.53 0.44 60 QUBS F QANTAS AIRWAYS LTD ORD 4.114 2.38 0.82 0.22 8.67 0.74 1.55 1.92 35

RTBR F RESTAURANT BRANDS ORD 0.760 0.18 0.41 -0.04 10.34 1.05 2.22 0.46 25 RKGP F RINKER GROUP LTD SHS 14.227 4.32 2.44 0.18 16.95 1.73 3.65 3.20 25 RUBN F RUBICON LTD SHS 0.630 1.13 -0.59 0.06 7.10 0.72 1.53 1.09 25 STOS F SANTOS LIMITED ORD 7.650 0.09 0.84 -0.04 7.40 0.72 1.59 0.40 26 SLFF F SEALEGS CORP LTD ORD 0.290 65.27 34.09 0.06 430.15 36.78 76.75 43.59 35

SXMD F SIRTEX MEDICAL ORD 2.128 3.34 0.88 0.16 12.32 1.57 3.20 2.55 20 SRCS F SUMMIT RESOURCES LTD SHS 2.500 9.58 4.76 0.32 22.83 3.25 6.17 6.69 17 TABC F TABCORP HLDGS LTD ORD 13.281 0.73 -0.28 0.07 4.30 0.44 0.93 0.82 25 NZTC F TELECOM CORP NEW ZEALAN SHS 3.427 4.32 -5.47 0.44 7.43 1.33 2.45 3.20 13 WEFI F WESTFIELD GROUP STAPLED SEC 16.700 0.56 0.99 0.01 4.77 0.49 1.03 0.71 25

WEBN F WESTPAC BKG CORP ORD 18.900 1.06 0.53 0.14 4.79 0.41 0.85 1.04 35 WYGP F WORLEY GROUP LTD SHS 16.773 -0.47 6.27 -0.04 9.64 1.08 2.19 0.03 23 ZFEX F ZINIFEX LTD SHS 15.250 2.73 7.42 0.04 12.32 2.21 4.06 2.15 13 FASR F FAST SEARCH & TRANSFER ORD 2.400 1.46 0.39 0.04 10.96 0.94 1.96 1.31 35 DTNO F DNO DET NORSKE OLJESELS SHS A 1.847 4.36 -8.93 -0.02 27.72 4.98 9.13 3.23 13

Based on S&P 500 Index Using Straight Regression Page 319 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

TADB F TANDBERG ASA ORD 15.097 2.81 -0.40 0.14 12.54 1.28 2.70 2.20 25 AULG F ANGLOGOLD ASHANTI LTD REG SHS 46.802 2.41 0.82 0.06 12.04 1.72 3.25 1.94 17 DRDG F DRDGOLD LIMITED SHS 0.910 1.39 -3.23 -0.03 12.34 1.84 3.66 1.26 15 MRXL F METOREX LTD ORD 2.298 3.88 5.76 0.17 12.79 1.90 3.68 2.91 16 BIPO F BANCA INTESA SPA SHS 7.714 2.76 2.96 0.09 14.62 1.49 3.15 2.17 25

GXSB F GEOX SPA BIADENE DI MON SHS 15.550 2.06 1.53 0.21 7.05 0.80 1.62 1.70 22 SPGM F SEAT PAGINE GIALLE SPA AZ 0.570 2.18 -0.34 0.25 7.13 0.73 1.53 1.78 25 TIAM F TELECOM ITALIA MEDIA SP AZ 0.450 0.73 -0.26 -0.02 9.53 0.97 2.05 0.82 25 TIAO F TELECOM ITALIA S P A NE ORD SHS 2.930 1.48 -0.70 0.22 5.35 0.46 0.95 1.32 35 UNCF F UNICREDITO ITALIANO S P ORD 8.700 0.33 1.45 -0.02 4.84 0.47 1.04 0.55 26

EXM EXCEL MARITIME CARRIERS 14.610 0.05 8.20 -0.02 43.99 1.60 5.72 0.37 60 KPEL F KEPPEL LTD SHS 11.471 2.98 0.63 0.18 8.72 1.57 2.87 2.31 13 RCL ROYAL CARIBBEAN CRUISES 41.380 1.72 1.36 0.35 8.22 0.30 1.07 1.48 60 SPAA F SINGAPORE AIRLINES LTD SHS 11.250 1.65 0.10 0.28 5.14 0.44 0.92 1.43 35 ERIX F ERICSSON L M TEL CO CLASS B 4.041 1.86 -0.44 0.21 6.86 0.59 1.22 1.57 35

HMRZ F HENNES & MAURITZ ORD B SHS 50.250 1.03 0.35 0.09 5.40 0.55 1.16 1.02 25 TLSN F TELIASONERA AB SHS 8.350 1.59 0.55 0.20 5.90 0.60 1.27 1.39 25 COLC F COOL CHIPS PLC SHS 1.260 0.06 3.18 -0.02 35.15 1.30 4.69 0.38 57 SEOB F ENSO OYJ SHS R 15.824 1.71 -1.26 0.27 4.93 0.59 1.20 1.47 21 NOKB F NOKIA CORP ORD 20.413 1.81 -1.61 0.13 8.71 0.74 1.55 1.54 35

ACDS F ASCENDAS REAL ESTATE IN UNITS 1.780 0.86 3.20 -0.03 11.01 1.31 2.67 0.91 21 ASTS F ASE TEST LTD ORD 10.090 3.76 0.11 0.39 16.62 0.61 2.16 2.83 60 BKKP F BANGKOK BK PLC ORD 3.300 1.93 -0.59 0.26 6.36 0.54 1.13 1.62 35 BKEA F BANK EAST ASIA LTD ORD 5.700 1.25 0.74 0.16 5.29 0.45 0.94 1.17 35 CHEU F CHEUNG KONG HLDGS LTD ORD 12.200 1.38 -0.26 0.17 5.77 0.49 1.03 1.25 35

CILJ F CHINA LIFE INS CO LTD SHS H 3.500 0.25 12.13 -0.08 9.82 1.62 3.24 0.50 14 CHLK F CHINA MOBILE LIMITED ORD 8.550 1.76 2.22 0.18 6.90 0.70 1.48 1.50 25 CAOV F CHINA OVERSEAS LD & INV ORD 1.370 4.67 7.55 0.38 10.16 1.34 2.65 3.44 19 SNPM F CHINA PETE & CHEM CORP ORD CL H 0.926 3.46 2.43 0.29 7.93 1.42 2.61 2.63 13 CTPC F CITIC PAC LTD ORD 3.452 1.57 -0.20 0.18 6.32 0.54 1.13 1.38 35

Based on S&P 500 Index Using Straight Regression Page 320 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

CLPH F CLP HOLDINGS LTD ORD 7.393 0.35 0.83 0.00 3.64 0.35 0.75 0.57 29 CEOH F CNOOC LTD SHS 0.950 1.32 1.87 0.10 6.67 0.68 1.43 1.21 25 CREA F CREATIVE TECHNOLOGY LTD ORD 6.610 1.23 0.12 0.06 15.06 0.55 1.96 1.15 60 DENM F DENWAY MOTORS LTD ORD 0.430 2.72 -0.06 0.24 9.02 0.92 1.94 2.14 25 DSX DIANA SHIPPING INC 15.810 1.02 -0.63 0.00 8.68 0.98 2.00 1.02 22

DRYS DRYSHIPS INC SHS 18.010 1.41 -1.31 0.00 12.71 1.43 2.90 1.27 23 DHT DOUBLE HULL TANKERS INC 16.190 0.33 1.93 -0.06 5.80 0.86 1.72 0.56 15 EGLE EAGLE BULK SHIPPING INC 17.340 0.65 1.14 -0.04 10.07 1.33 2.62 0.77 19 FLEX FLEXTRONICS INTL LTD ORD 11.480 2.46 -1.05 0.34 12.07 0.44 1.57 1.97 60 GSTL GENCO SHIPPING & TRADIN SHS 27.940 1.18 1.26 0.01 7.89 1.05 2.13 1.12 18

GMR GENERAL MARITIME CORP SHS 35.190 0.84 2.49 0.04 11.87 0.43 1.54 0.89 60 GIGM GIGAMEDIA LTD ORD 9.770 1.67 4.78 0.04 24.91 0.91 3.24 1.45 60 GWTC F GREAT WALL TECHNOLOGY C ORD 0.180 2.15 -2.27 0.16 8.92 0.91 1.92 1.76 25 TCPF F TRUE CORPORATION PUBLIC SHS FGN REG 0.190 1.14 1.52 -0.01 16.29 1.46 3.10 1.09 32 HOKC F HONG KONG & CHINA GAS L ORD 2.150 0.69 0.56 0.08 4.13 0.35 0.74 0.79 35

HKXC F HONG KONG EXCHANGES & C ORD 11.150 2.46 5.67 0.21 7.81 1.00 2.03 1.97 20 HOWW F HOPEWELL HLDGS LTD ORD 3.490 1.31 0.94 0.16 5.52 0.54 1.15 1.21 28 HUWH F HUTCHISON WHAMPOA LTD ORD 10.164 1.52 0.02 0.20 5.83 0.50 1.04 1.35 35 JBFC F JOLLIBEE FOODS CORP ORD 0.880 1.00 1.92 0.02 7.90 0.81 1.70 1.00 25 KPCP F KASIKORNBANK PUBLIC CO SHS 1.700 1.80 -0.21 0.20 6.60 0.67 1.42 1.53 25

LNVG F LENOVA GROUP LTD SHS 0.390 -0.06 1.54 -0.03 13.71 1.20 2.54 0.30 33 MISC F MAANSHAN IRON & STL LTD ORD SER H 0.580 4.59 2.67 0.18 13.39 2.40 4.41 3.38 13 MDEV F MELCO INTL DEVELOPMENT SHS 2.420 0.11 1.53 -0.04 19.76 2.02 4.25 0.41 25 BULK NAVIOS MARITIME HOLDING COM 5.370 1.17 -0.76 0.08 6.41 0.68 1.39 1.11 24 BULK U NAVIOS MARITIME HOLDING UNIT EX 120908 7.570 0.33 0.82 -0.04 10.76 1.10 2.32 0.55 25

NDVL F NEW WORLD DEV LTD ORD 2.013 0.12 5.97 -0.09 11.81 2.12 3.89 0.42 13 OISH F OIL SEARCH LTD ORD 2.640 0.47 -0.06 -0.08 7.98 1.43 2.63 0.65 13 OMM OMI CORP NEW 21.170 0.73 3.02 0.05 9.97 0.36 1.30 0.82 60 PCNT F PACIFIC INTERNET LTD ORD 9.300 2.85 2.89 0.17 21.30 0.78 2.77 2.23 60 PCWL F PCCW LTD SHS 0.580 1.58 -0.50 0.08 9.42 0.81 1.68 1.38 35

Based on S&P 500 Index Using Straight Regression Page 321 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics

2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ

PIAI F PING AN INSURANCE CO LT SHS H 5.600 1.19 4.12 0.02 10.24 1.00 2.14 1.12 28 QMAR QUINTANA MARITIME LTD SHS 11.010 0.53 -0.59 -0.03 5.34 0.71 1.44 0.69 18 RFLF F RAFFLES LASALLE LTD SHS 1.300 1.10 2.81 -0.01 16.04 1.37 2.89 1.06 34 SSW SEASPAN CORP SHS 23.120 1.08 -0.23 0.11 4.38 0.62 1.18 1.05 17 SHTG F SHUN TAK HLDGS LTD ORD 1.570 0.84 2.31 -0.04 12.26 1.62 3.19 0.89 19

SMUU F SIAM COML BK PUB LTD DP RCT NON VTG 0.623 1.72 7.60 -0.04 55.92 5.71 12.03 1.47 25 SPXC F SINGAPORE EXCHANGE LTD ORD 3.800 1.92 4.89 0.12 7.51 1.07 2.03 1.61 17 GASS STEALTHGAS INC SHS 11.680 -0.83 0.27 -0.03 7.13 1.06 2.11 -0.21 15 SMBM F SEMBCORP MARINE LTD ORD SHS A 2.216 -0.48 2.73 -0.05 9.11 1.16 2.37 0.02 20 SUHJ F SUN HUNG KAI PPTYS LTD ORD 11.600 1.55 0.56 0.14 4.97 0.89 1.64 1.37 13

TGP TEEKAY LNG PARTNERS L P PRTNRSP UNITS 33.310 0.66 0.60 0.00 4.95 0.63 1.29 0.77 20 TK TEEKAY SHIPPING MARSHAL 43.620 0.95 1.49 0.15 7.68 0.28 1.00 0.96 60 THAF F THORESEN THAI AGENCIES SHS FOR REG 0.690 0.44 -1.18 -0.05 14.30 1.71 3.47 0.63 21 TOPT TOP TANKERS INC 4.650 1.41 -2.77 0.00 15.66 1.41 3.05 1.27 30 TSGT F TSINGTAO BREWERY LTD ORD SER H 1.610 1.27 0.31 0.03 10.50 0.90 1.87 1.18 35

ZIJM F ZIJIN MINING GROUP CO L SHS H 0.670 3.69 -0.54 0.09 20.23 1.72 3.58 2.78 36

Based on S&P 500 Index Using Straight Regression Page 322