SEC NEWS DIGEST Issue 2006-113 June 13, 2006 COMMISSION ANNOUNCEMENTS SEC ANNOUNCES THAT OVER A MILLION CORPORATE AND MUTUAL FUND REPORTS ARE NOW FULLY SEARCHABLE VIA WEB On June 12, Securities and Exchange Commission Chairman Christopher Cox announced that, for the first time, the SEC's information about companies and mutual funds is now fully searchable online. Investors and analysts can now search the full text of every SEC document filed by companies within the last two years. They'll also be able to quickly and easily identify and retrieve mutual fund filings by fund or share class. Chairman Cox made the announcement in his opening remarks at the SEC's Interactive Data Roundtable in Washington, D.C. Interactive data holds the promise of transforming the static, paper-bound documents companies furnish to the SEC into dynamic financial reports that can be quickly and easily accessed and analyzed by millions of users. "This is a giant leap for America's 90 million investors toward tapping the full potential of the Internet to provide customized financial information," said Chairman Cox. "This new full-text search capability will give investors and analysts instant access to the specific information they want." The company filing search engine enables real-time, full-text searches of filings on the entirety of the SEC's EDGAR (Electronic Document, Gathering, Analysis and Retrieval) database of company filings for the last two years. The Commission is also asking users of this Web site feature to supply feedback, including suggestions for additional functions, so that further improvements to the site can be considered and implemented The new search tool can be found at http://www.sec.gov/edgar/searchedgar/webusers.htm. The new mutual fund search is designed to help fund investors identify filings by both individual mutual fund and share class. In the past, searching for information on particular funds and particular share classes within funds was very difficult, because a single prospectus might contain information about many mutual funds and share classes. The new search capability was made possible when the Commission recently required that filings contain a unique numerical identifier for each fund and share class. Investors will be able to find relevant filings by merely searching for the name of their own fund. (Press Rel. 2006-93) COMMISSION ANNOUNCES SEC ROUNDTABLE ON REGULATION SHO PILOT The Securities and Exchange Commission announced today that it will host a roundtable on Sept. 15, 2006, at the Commission's headquarters in Washington, D.C., to discuss the efficacy of rules that limit the execution prices of short sales, such as the Tick Test (Rule 10a-1 under the Securities Exchange Act of 1934) and the Bid Test (NASD Rule 3350). The discussion will focus on empirical evidence learned from the Regulation SHO Pilot. The roundtable will include a panel discussion by leading academic experts in addition to several research paper presentations. The roundtable is open to the public, on a first-come, first-served basis. For planning purposes, members of the public wishing to attend are asked to notify the Commission by sending an e-mail to RegSHOPilot@sec.gov. The Regulation SHO Pilot suspends the provisions of Rule 10a-1(a) under the Securities Exchange Act of 1934 (the Act) and any short sale price test of any exchange or national securities association for a subset of stocks. The pilot is intended to provide empirical data to help assess whether short sale price restrictions should be removed, in part or in whole, for US securities, or if retained, should be applied to additional securities. More information on the Regulation SHO Pilot can be found at http://www.sec.gov/spotlight/shortsales.htm. "The Regulation SHO Pilot demonstrates the Commission's commitment to base our regulatory decisions on sound empirical research," said SEC Chairman Christopher Cox. "The pilot is a unique opportunity to better understand the effect of short selling price limits in US financial markets. This roundtable gives us access to leading academic experts, their findings and opinions. We welcome the opportunity to learn from those who conduct empirical research on Commission issues and we look forward to hearing about short selling research from these experts." The Commission further announced today that it is seeking written feedback from finance, economics, accounting, and law professors, brokers, dealers, exchanges, investors and others on their experiences and empirical evidence from the Regulation SHO Pilot. In particular, how do price restrictions affect liquidity, volatility, and market efficiency? Does the evidence suggest eliminating or amending existing price restrictions? The information that is submitted will become part of the public record of the Regulation SHO Pilot. The Office of Economic Analysis (202) 551-6600, or OEA, is the chief advisor to the Commission and its staff on all economic issues associated with the SEC's regulatory activities. More information about the office and its staff can be found at http://www.sec.gov/about/economic.shtml. The OEA staff members coordinating the roundtable, including Chester Spatt, Jonathan Sokobin, Stewart Mayhew, Amy Edwards, Tim McCormick, and Allan Zebedee, welcome suggestions about potential papers and participants. These OEA staff members hope to finish inviting participants on or around Aug. 15, 2006. Members of the public are encouraged to provide feedback and suggestions before Aug. 15, 2006. Submissions to the Commission may be provided by any of the following methods: Electronic submissions: Use the Commission's Internet submission form at www.sec.gov/news/press.shtml; or Send an e-mail to rule-comments@sec.gov. Please include File Number 4-520 on the subject line. Paper submissions: Send paper submissions in triplicate to Nancy M. Morris, Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549-1090. All submissions should refer to File Number 4-520. This file number should be included on the subject line if e-mail is used. To help us process and review your submissions more efficiently, please use only one method. The Commission will post all submissions on the Commission's Internet Web site (http://www.sec.gov/comments/4-520/4- 520.shtml). All submissions received will be posted without change; we do not edit personal identifying information from submissions. You should submit only information that you wish to make available publicly. (Press Rel. 2006-94) SEC COMPLIES WITH COURT ORDER ON MUTUAL FUND GOVERNANCE RULE The Securities and Exchange Commission today filed a status report with the U.S. Court of Appeals for the District of Columbia Circuit regarding its rules requiring the board of directors of most mutual funds to have an independent chair and 75 percent independent membership. The court in April concluded the Commission had violated the Administrative Procedure Act by not affording an opportunity for public comment on certain data the Commission used to estimate the costs of complying with the rules. At that time, the court determined it would be appropriate to vacate the rules, but delayed issuing its mandate and ordered the Commission to file a status report with the court within ninety days. The court previously had stayed the effectiveness of the rules. In its status report filed today, 23 days ahead of the court's deadline, the Commission said it is soliciting comment on costs as well as "any issue related to the underlying purpose of the independence requirements, which is the protection of funds and fund shareholders." The solicitation is contained in a formal Request for Additional Comment approved unanimously by the five Commissioners to be published in the Federal Register. "The Commission takes seriously our obligation in rulemaking to solicit and fully consider the public's views," said SEC Chairman Christopher Cox. "I have every confidence that the process we are announcing today will result in mutual fund governance that both protects investors and promotes their interests." In accord with section 2(c) of the Investment Company Act, the Commission also specifically is seeking comment on whether the rules will promote efficiency, competition, and capital formation. In an earlier ruling, the court found that the Commission had failed to comply with this provision, and that the failure violated the Administrative Procedure Act. Separately, Chairman Cox has asked the Commission's General Counsel to conduct a top-to-bottom review of the Commission's process for complying with the National Securities Markets Improvement Act of 1996 and other laws that require an economic analysis of rule proposals. The purpose of the review is to ensure the Commission takes full advantage of the significant expertise of its professional staff-both in the operating divisions and in the Office of Economic Analysis-when preparing the legally mandated analysis of economic impact that must accompany proposed regulations. The Commission's mutual fund governance rules were proposed in January 2004 as part of a larger package of reforms to address abuses in the mutual fund industry. The public may comment on the rules for 60 days following publication of the Commission's Request for Additional Comment in the Federal Register. The Request for Additional Comment is available now on the SEC's website at www.sec.gov. (Press Rel. 2006-95) ENFORCEMENT PROCEEDINGS SEC SETTLES FRAUD ACTION AGAINST FORMER CEO OF SUB-ADVISER TO PIMCO EQUITY FUNDS FOR UNDISCLOSED MARKET TIMING ARRANGEMENT The Commission today announced that Kenneth W. Corba, the former chief executive officer of PEA Capital LLC, agreed to settle the SEC's civil fraud charges against him for defrauding PIMCO equity mutual fund investors in connection with an undisclosed market timing arrangement with Canary Capital Partners LLC. From February 2002 to April 2003, Canary Capital engaged in numerous round-trips in an aggregate amount of over $4 billion in several PIMCO funds pursuant to its special market timing arrangement. PEA Capital was the investment sub-adviser for several of the PIMCO equity funds. To settle the SEC's charges, which were filed in federal court in New York in May 2004, Corba, age 53, of Greenwich, Conn., agreed to pay a $200,000 civil penalty and to be permanently enjoined from future violations of the antifraud provisions of the federal securities laws and from making false statements in mutual fund prospectuses. Corba also consented to an SEC order that bars him from association with any investment adviser, with the right to reapply after one year. Corba consented to the final judgment and SEC order without admitting or denying the allegations. The Commission's complaint alleged that Corba negotiated and approved an arrangement in which the PIMCO funds' advisers provided "timing capacity" in their mutual funds to Canary Capital in return for long- term investments in a mutual fund and a hedge fund from which PEA Capital earned management fees. The complaint further alleged that Corba failed to disclose the special Canary arrangement to the investing public in the PIMCO funds' prospectuses. In addition to serving as CEO of PEA Capital, Corba was the portfolio manager for the PIMCO Growth Fund, which provided Canary with $30 million in market timing capacity, and for the PIMCO Select Growth Fund, which received $25 million in long-term investments from Canary. The SEC's complaint also named as a defendant Stephen J. Treadway, the chairman of the board of trustees of the PIMCO Funds: Multi-Manager Series, as well as CEO of PIMCO Advisors Fund Management LLC and PIMCO Advisors Distributors LLC. The SEC's case against Treadway is set for trial on June 19, 2006 in federal court in Manhattan. The final judgment against Corba, which is subject to approval by United States District Judge Victor Marrero in the Southern District of New York, permanently enjoins him from future violations of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, Section 17(a) of the Securities Act of 1933, Sections 206(1) and 206(2) of the Investment Advisers Act of 1940, and Section 34(b) of the Investment Company Act of 1940. [SEC v. Stephen J. Treadway and Kenneth W. Corba, Civil Action No. 04 CIV. 3464 (VM) SDNY] (LR-19724) SEC AND THE STATE OF VERMONT SIMULTANEOUSLY SETTLE PROCEEDINGS AGAINST TERRY'S TIPS, INC. AND TERRY ALLEN INVOLVING AUTOTRADING PROGRAMS The Honorable William K. Sessions, III, United States District Judge for the District of Vermont, has entered final judgments against Terry F. Allen (Allen) and Terry's Tips, Inc. (Terry's Tips) in the Commission's pending civil action. Terry's Tips and Allen were permanently enjoined from future violations of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 promulgated thereunder and Sections 206(1) and 206(2) of the Investment Advisers Act of 1940. Allen was also permanently enjoined from aiding and abetting violations of Sections 206(1) and 206(2) of the Investment Advisers Act and ordered to pay disgorgement of $100,000 and a civil penalty of $120,000. The disgorged funds will be returned to investors. The Complaint alleged that since mid 2003, Terry's Tips and Allen used false and misleading performance projections to encourage hundreds of subscribers to enroll in an autotrading program that allowed subscribers to designate Terry's Tips to automatically direct trades in the subscriber's personal brokerage account. Concurrently with settlement of the Commission's civil action, the State of Vermont, Department of Banking, Insurance, Securities and Health Care Administration entered an Order Imposing Administrative Sanctions and Consent to the Same against Terry F. Allen, Terry's Tips, Inc. and Vermont Option Advisors, LLC. The State of Vermont Order finds that Allen violated the Vermont Securities Act by failing to register as an investment adviser before he began soliciting investors to purchase options trading investment advice from him on the Terry's Tips website. The Department also found that Allen violated the anti-fraud provisions of the Vermont Securities Act by, among other things: Using misleading performance projections and testimonials on the Website; Failing to inform investors of the risks associated with his investment strategies; Failing to disclose the arrangements between Allen /Terry's Tips and the brokers, including the fact that Allen and/or Terry's Tips received substantial monthly payments from the brokers as consideration for Allen's referral of clients to the brokers; and Making misrepresentation to investors that his affiliated entity, Vermont Options Advisors, LLC, was registered with the Department as an investment adviser. In addition, the State formally denied Allen's application to have Vermont Options Advisors, LLC registered in Vermont as an investment advisor. Allen must tender $10,000 in civil penalties to the State of Vermont and make restitution in the amount of $220,000 as set out in the Final Judgment entered by the Court in SEC v. Terry's Tips et al. In addition, Allen cannot seek registration in Vermont as an investment adviser or investment adviser representative for 36 months. [SEC v. Terry's Tips and Terry F. Allen, USDC District Court for the District of Vermont, Docket No. 2:05-CV-188] (LR-19725) SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGE The New York Stock Exchange filed a proposed rule change (SR-NYSE- 2006-19) and Amendment No. 1 thereto to list and trade index-linked securities of Barclays Bank PLC linked to the performance of the Goldman Sachs Crude Oil Total Return IndexTM. Publication is expected in the Federal Register during the week of June12. (Rel. 34-53967) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-Amex-2006-56) filed by the American Stock Exchange relating to the adoption of an options licensing fee in connection with certain Russell Indexes has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of June12. (Rel. 34-53968) The Commission issued notice of immediate effectiveness of a proposed rule change (SR-CBOE-2006-53) filed by the Chicago Board Options Exchange relating to its marketing fee program. Publication is expected in the Federal Register during the week of June12. (Rel. 34- 53969) The Depository Trust Company filed a proposed rule change (SR-DTC- 2006-08), which proposed rule change became effective upon filing, to establish a mechanism by which it will collect and pass-through fees owed by participants to American Depository Receipt agents for certain issues and to collect a charge for this service. Publication is expected in the Federal Register during the week of June12. (Rel. 34- 53970) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-8 AVALONBAY COMMUNITIES INC, 2900 EISENHOWER AVENUE, SUITE 300, ALEXANDRIA, VA, 22314, 7033296300 - 0 ($486,913,725.00) Equity, (File 333-134935 - Jun. 12) (BR. 08A) S-3ASR STATION CASINOS INC, 2411 W SAHARA AVE, LAS VEGAS, NV, 89102, 7023672411 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-134936 - Jun. 12) (BR. 05C) S-3ASR KEYCORP /NEW/, 127 PUBLIC SQ, CLEVELAND, OH, 44114-1306, 2166896300 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-134937 - Jun. 12) (BR. 07C) S-8 METRETEK TECHNOLOGIES INC, 303 EAST 17TH AVENUE, SUITE 660, DENVER, CO, 80203, 3035925555 - 1,140,000 ($16,388,200.00) Equity, (File 333-134938 - Jun. 12) (BR. 08C) S-8 COVENANT TRANSPORT INC, 400 BIRMINGHAM HIGHWAY, CHATTANOOGA, TN, 37419, 4238211212 - 1,000,000 ($13,105,000.00) Equity, (File 333-134939 - Jun. 12) (BR. 05A) S-8 FCStone Group, Inc., 2829 WESTOWN PARKWAY, SUITE 200, WEST DES MOINES, IA, 50266, (800) 422-3087 - 750,000 ($8,400,000.00) Equity, (File 333-134941 - Jun. 12) (BR. 08C) SB-2 Snowdon Resources CORP, 885 PYRFORD ROAD, WEST VANCOUVER, A1, V7S 2A2, (604) 925-0220 - 10,000,000 ($1,000,000.00) Equity, (File 333-134943 - Jun. 12) (BR. ) S-8 INFOSONICS CORP, 5880 PACIFIC CENTER BLVD., SAN DIEGO, CA, 92121, 858 373-1600 - 0 ($12,139,300.00) Equity, (File 333-134944 - Jun. 12) (BR. 10B) S-3 Cyclacel Pharmaceuticals, Inc., 150 JOHN F. KENNEDY PARKWAY, SUITE 100, SHORT HILLS, NJ, 07078, 44 1382 207506 - 0 ($58,950,006.55) Equity, (File 333-134945 - Jun. 12) (BR. 01A) S-8 IMMUNICON CORP, 3401 MASONS MILL RD, SUITE 100, HUNTINGTON VALLEY, PA, 19006, 215 830 0777 X121 - 0 ($1,267,500.00) Equity, (File 333-134946 - Jun. 12) (BR. 10B) S-8 TRIPATH TECHNOLOGY INC, 2560 ORCHARD PARKWAY, SAN JOSE, CA, 95131, 408-750-3000 - 2,500,000 ($750,000.00) Equity, (File 333-134947 - Jun. 12) (BR. 10C) S-8 AMSURG CORP, 20 BURTON HILLS BLVD, STE 350, NASHVILLE, TN, 37215, 6156651283 - 0 ($33,138,000.00) Equity, (File 333-134948 - Jun. 12) (BR. 01A) F-6 Gmarket Inc., 8TH FLOOR, LIG TOWER, 649-11, YEOKSAM-DONG, GANGNAM-GU, SEOUL, M5, 135-912, 822-1566-5701 - 100,000,000 ($5,000,000.00) ADRs/ADSs, (File 333-134949 - Jun. 12) (BR. 08) S-8 Centennial Bank Holdings, Inc., 1331 SEVENTEENTH STREET, SUITE 300, DENVER, CO, 80202, 303-296-9600 - 0 ($15,000,000.00) Other, (File 333-134950 - Jun. 12) (BR. 07) S-8 SIGNALIFE, INC., 4531 SOUTH MAIN STREET, SUITE 301, GREENVILLE, SC, 29601, (864) 233-2300 - 76,000 ($297,400.00) Asset-Backed Securities, 9,606,706 ($24,839,417.22) Equity, (File 333-134951 - Jun. 12) (BR. 10C) SB-2 POWER AIR CORP, 4777 BENNETT DR., SUITE E, LIVERMORE, CA, 94551, (925) 960-8775 - 6,366,742 ($11,205,465.92) Equity, (File 333-134952 - Jun. 12) (BR. 04) S-8 CH ENERGY GROUP INC, 284 SOUTH AVE, POUGHKEEPSIE, NY, 12601, 9144522000 - 300,000 ($13,848,000.00) Equity, (File 333-134953 - Jun. 12) (BR. 02A) S-8 NABI BIOPHARMACEUTICALS, 5800 PARK OF COMMERCE BLVD N W, STE 322, BOCA RATON, FL, 33487, 5619895800 - 100,000 ($518,000.00) Equity, (File 333-134954 - Jun. 12) (BR. 01B) S-8 SHORE BANCSHARES INC, 18 EAST DOVER STREET, EASTON, MD, 21601-3013, 4108221400 - 631,972 ($16,704,000.00) Equity, (File 333-134955 - Jun. 12) (BR. 07A) SB-2 SWISS MEDICA INC, 53 YONGE STREET, 3RD FLOOR, TORONTO, ONTARIO, CANADA, A1, M5E 1J3, 416-657-4134 - 86,375,555 ($13,575,778.00) Equity, (File 333-134956 - Jun. 12) (BR. 01C) SB-2 NUTRACEA, 1261 HAWK'S FLIGHT, EL DORADO HILLS, CA, 95762, 9169337000 - 32,107,981 ($31,626,361.00) Equity, (File 333-134957 - Jun. 12) (BR. 04B) S-8 Verigy Ltd., NO. 1 YISHUN AVE. 7, SINGAPORE, U0, 768923, 650-752-5503 - 0 ($211,410,000.00) Equity, (File 333-134958 - Jun. 12) (BR. 10) S-3ASR EASTGROUP PROPERTIES INC, P O BOX 22728, JACKSON, MS, 39202, 6013543555 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-134959 - Jun. 12) (BR. 08A) S-1 Amtrust Financial Services, Inc., 59 MAIDEN LANE, 6TH FLOOR, NEW YORK, NY, 10038, (212) 220-7120 - 25,568,000 ($191,760,000.00) Equity, (File 333-134960 - Jun. 12) (BR. ) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off-Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant's Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics 6.01. ABS Informational and Computational Material. 6.02. Change of Servicer or Trustee. 6.03. Change in Credit Enhancement or Other External Support. 6.04. Failure to Make a Required Distribution. 6.05. Securities Act Updating Disclosure. 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ------------------------------------------------------------------------------------------------------- 724 SOLUTIONS INC 8.01,9.01 06/09/06 A21 INC TX 1.01,5.02,9.01 06/06/06 AAR CORP DE 1.01,9.01 06/09/06 ACCESS NATIONAL CORP VA 8.01,9.01 06/09/06 ADE CORP MA 8.01 06/07/06 ADEPT TECHNOLOGY INC CA 1.01,5.02,9.01 06/12/06 ADVANCED DIGITAL INFORMATION CORP WA 1.01,9.01 06/09/06 AMEND ADVANCED ENERGY INDUSTRIES INC DE 1.01,5.02,9.01 05/19/06 AEP INDUSTRIES INC DE 2.02,9.01 06/12/06 AFFILIATED COMPUTER SERVICES INC DE 8.01 06/06/06 AFFILIATED COMPUTER SERVICES INC DE 1.01,9.01 06/09/06 Affinity Group Holding, Inc. DE 1.01,9.01 06/08/06 AFFINITY GROUP INC DE 1.01,9.01 06/08/06 AFFORDABLE RESIDENTIAL COMMUNITIES IN MD 8.01,9.01 06/12/06 AGA RESOURCES, INC. NV 8.01 06/08/06 Alliance Distributors Holding Inc. DE 1.01,9.01 06/08/06 Alternative Loan Trust 2006-OA9 8.01,9.01 05/30/06 AMEREN CORP MO 1.01,9.01 06/09/06 AMERICAN BIO MEDICA CORP NY 3.01 06/09/06 AMERICAN CONSUMERS INC GA 2.03,9.01 06/06/06 AMERICAN ENERGY GROUP LTD NV 3.02,9.01 06/06/06 AMERICAN EXPRESS CREDIT CORP DE 9.01 06/09/06 AMERICAN MEDICAL ALERT CORP NY 8.01,9.01 06/12/06 AMERICASBANK CORP MD 1.01 06/06/06 Ameriquest Mortgage Securities Trust DE 2.01,9.01 03/09/06 ANAREN INC NY 1.01,9.01 05/17/06 APOLLO GROUP INC AZ 7.01,9.01 06/09/06 APPLIED FILMS CORP CO 5.02 06/12/06 ASSOCIATED ESTATES REALTY CORP OH 1.01 06/12/06 ATC HEALTHCARE INC /DE/ DE 8.01 06/12/06 Atlantic Southern Financial Group, In 8.01,9.01 06/12/06 AUXILIUM PHARMACEUTICALS INC 1.01 06/06/06 AXONYX INC NV 1.01,3.03,9.01 06/07/06 AXONYX INC NV 7.01 06/12/06 AZTAR CORP DE 1.01 06/12/06 BAKER HUGHES INC DE 1.01,2.03,8.01,9.01 06/07/06 Bank of Wilmington CORP NC 7.01,9.01 06/12/06 BARNES & NOBLE INC DE 5.02 06/12/06 BARR PHARMACEUTICALS INC DE 7.01,9.01 06/12/06 BAUSCH & LOMB INC NY 1.01,9.01 06/06/06 BIOLASE TECHNOLOGY INC DE 1.01,9.01 06/12/06 BIOSANTE PHARMACEUTICALS INC DE 1.01,7.01,9.01 06/06/06 BJ SERVICES CO DE 1.01,2.03,8.01,9.01 06/08/06 BLUE RIDGE PAPER PRODUCTS INC 8.01,9.01 06/09/06 BMC SOFTWARE INC DE 1.01,9.01 06/12/06 BOWLIN TRAVEL CENTERS INC NV 2.02,9.01 06/12/06 BRAINTECH INC NV 3.02 06/07/06 BRIDGE BANCORP INC NY 1.01,5.02 06/12/06 BRITESMILE INC UT 8.01,9.01 06/11/06 BROADVISION INC DE 2.02,4.02,9.01 06/06/06 BUSINESS OBJECTS S.A. 5.03,9.01 06/06/06 C&D TECHNOLOGIES INC DE 8.01 06/05/06 CANEUM INC NV 9.01 03/24/06 AMEND CANTEL MEDICAL CORP DE 2.02,9.01 06/08/06 CANYON RESOURCES CORP DE 1.01,2.02,5.02,9.01 06/06/06 CAPITAL ONE FINANCIAL CORP DE 8.01,9.01 06/06/06 CAPITAL ONE MASTER TRUST NY 8.01,9.01 06/09/06 CARDINAL COMMUNICATIONS, INC NV 8.01 06/06/06 CARDINAL HEALTH INC OH 7.01,9.01 06/12/06 CARREKER CORP DE 8.01,9.01 06/12/06 CASCADE CORP OR 1.01,2.02,9.01 06/06/06 CENTURION GOLD HOLDINGS INC FL 1.01,9.01 11/30/05 CHARLES RIVER LABORATORIES INTERNATIO 1.01,2.03,3.02,9.01 06/06/06 CHECKERS DRIVE IN RESTAURANTS INC /DE DE 8.01,9.01 06/06/06 CHECKPOINT SYSTEMS INC PA 5.02,9.01 06/08/06 CHEETAH OIL & GAS LTD. NV 4.02 04/18/06 CLAREMONT TECHNOLOGIES CORP NV 1.01,3.02,5.01,5.02,5.03,9.01 06/12/06 Cole Credit Property Trust II Inc MD 9.01 06/12/06 AMEND COMBINATORX, INC DE 8.01,9.01 06/12/06 COMMERCE ENERGY GROUP INC DE 1.01,2.03,9.01 06/08/06 COMMUNITY SHORES BANK CORP MI 5.02 06/06/06 COMVERSE TECHNOLOGY INC/NY/ NY 2.02,3.01,8.01,9.01 06/12/06 CORNELL COMPANIES INC DE 7.01,9.01 06/12/06 COSTCO WHOLESALE CORP /NEW WA 1.01 05/30/06 COUNTRYWIDE FINANCIAL CORP DE 2.02,9.01 06/12/06 COVENANT TRANSPORT INC NV 8.01,9.01 06/12/06 CRANE CO /DE/ DE 8.01,9.01 06/12/06 CRYO CELL INTERNATIONAL INC DE 1.01 06/07/06 CYBER DIGITAL INC NY 8.01 06/12/06 CYBERONICS INC DE 8.01 06/09/06 DANKA BUSINESS SYSTEMS PLC 2.02,9.01 06/07/06 DAVITA INC DE 8.01,9.01 06/09/06 DAYTON POWER & LIGHT CO OH 8.01,9.01 06/08/06 DENDRITE INTERNATIONAL INC NJ 1.01 06/06/06 DIVERSIFIED FINANCIAL RESOURCES CORP DE 2.01 06/05/06 DORAL FINANCIAL CORP PR 8.01,9.01 06/09/06 DPL INC OH 8.01,9.01 06/08/06 EARTH BIOFUELS INC DE 3.02,9.01 06/07/06 EAST KANSAS AGRI ENERGY LLC KS 2.02,7.01,9.01 06/10/06 EDENTIFY, INC. NV 8.01 06/06/06 ENCORE WIRE CORP /DE/ DE 1.01,9.01 05/26/06 ENERGROUP TECHNOLOGIES CORP UT 8.01 06/09/06 Epic Bancorp 8.01 06/12/06 EQUINIX INC DE 8.01,9.01 06/12/06 EURONET WORLDWIDE INC DE 1.01 06/07/06 EVANS & SUTHERLAND COMPUTER CORP UT 1.01,5.02,9.01 06/07/06 EVERGREENBANCORP INC WA 1.01,9.01 06/08/06 FERRO CORP OH 1.01,2.03,9.01 06/06/06 FIRST COMMUNITY CORP /SC/ SC 5.02 06/09/06 FIRST NATIONAL BANCSHARES INC /SC/ SC 8.01,9.01 06/09/06 Florida East Coast Industries, Inc. 7.01,9.01 06/12/06 FOODARAMA SUPERMARKETS, INC. NJ 2.02,9.01 06/09/06 FORD CREDIT FLOORPLAN MASTER OWNER TR DE 8.01,9.01 06/05/06 FRANKLIN ELECTRONIC PUBLISHERS INC PA 2.02,9.01 06/06/06 FX ENERGY INC NV 7.01,9.01 06/12/06 GAMETECH INTERNATIONAL INC DE 2.02,9.01 06/09/06 GENERAL METALS CORP DE 5.02 06/08/06 GENESEE & WYOMING INC DE 1.01 05/30/06 GENESIS BIOVENTURES INC NY 8.01,9.01 05/24/06 GEOGLOBAL RESOURCES INC DE 7.01,9.01 06/09/06 GLOBAL CASINOS INC UT 5.02 06/09/06 GSAA Home Equity Trust 2006-9 DE 8.01,9.01 05/26/06 HANSEN NATURAL CORP DE 8.01,9.01 06/12/06 HARRAHS ENTERTAINMENT INC DE 8.01,9.01 06/09/06 HARRIS INTERACTIVE INC DE 1.01,9.01 06/09/06 HARTFORD LIFE INSURANCE CO CT 9.01 06/12/06 HASTINGS ENTERTAINMENT INC TX 5.02 06/12/06 HEALTHEXTRAS INC DE 1.01 06/06/06 HEARTLAND OIL & GAS CORP NV 8.01 06/09/06 HEI INC MN 5.02,9.01 06/09/06 HEINZ H J CO PA 1.01,9.01 06/12/06 Home Equity Loan Trust 2006-HSA3 DE 8.01,9.01 06/12/06 AMEND HORTON D R INC /DE/ DE 2.04,9.01 06/12/06 HOUGHTON MIFFLIN CO MA 5.02 06/12/06 HOUSE OF BRUSSELS CHOCOLATES INC NV 8.01 06/09/06 HUMAN GENOME SCIENCES INC DE 8.01,9.01 06/08/06 Huron Consulting Group Inc. DE 1.01,2.03 06/07/06 HYDROGEN ENGINE CENTER, INC. NV 9.01 06/08/06 IHOP CORP DE 8.01,9.01 06/09/06 IMAGE ENTERTAINMENT INC DE 7.01,9.01 06/12/06 IMMUCOR INC GA 1.01 06/05/06 IMMUNICON CORP 1.01 06/07/06 IMMUNICON CORP 7.01,9.01 06/08/06 INFORMATION ARCHITECTS CORP NC 2.01,9.01 06/12/06 INFOSONICS CORP 1.01,2.02,4.02,9.01 06/09/06 INFOSONICS CORP 1.01,9.01 06/12/06 INNOVO GROUP INC DE 1.01,5.02,9.01 06/08/06 INSIGNIA SYSTEMS INC/MN MN 1.01 06/12/06 INTELLIGROUP INC NJ 1.01,9.01 06/08/06 INTER TEL INC AZ 1.01 05/31/06 INTERLEUKIN GENETICS INC DE 5.02 06/06/06 INTERPUBLIC GROUP OF COMPANIES, INC. DE 1.01,9.01 06/06/06 INTERSECTIONS INC DE 1.01,7.01,9.01 06/09/06 J P MORGAN CHASE & CO DE 9.01 06/08/06 KANSAS CITY SOUTHERN DE 1.01,5.02,9.01 06/07/06 KELLWOOD CO DE 1.01,3.03,9.01 06/10/06 LABOR READY INC WA 8.01,9.01 06/09/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 06/01/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 06/01/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 06/01/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 06/01/06 LEHMAN ABS CORP BELLSOUTH DEB BCKD SE DE 8.01,9.01 06/01/06 LEHMAN ABS CORP CORP BACKED TRUST CER DE 8.01,9.01 06/01/06 LEHMAN ABS CORP CORPORATE BACKED TRUS DE 8.01,9.01 06/01/06 LEHMAN ABS CORP NEWS AMERICA DEBENTUR DE 8.01,9.01 06/01/06 LEHMAN BROTHERS HOLDINGS INC DE 2.02,9.01 06/12/06 Lev Pharmaceuticals Inc DE 1.01,3.02,9.01 06/07/06 LIBBEY INC DE 1.01,3.02,7.01,9.01 06/09/06 Liberty Global, Inc. DE 1.01,9.01 06/06/06 LIFELINE THERAPEUTICS, INC. CO 7.01,9.01 06/12/06 LIGAND PHARMACEUTICALS INC DE 8.01,9.01 06/12/06 LIGHTING SCIENCE GROUP CORP DE 1.01,3.03,5.03,9.01 06/06/06 LINCOLN NATIONAL CORP IN 1.01,5.03,9.01 06/08/06 LOUDEYE CORP DE 8.01,9.01 06/12/06 Macquarie Infrastructure CO Trust DE 2.01,2.03,9.01 06/07/06 MATTEL INC /DE/ DE 1.01,8.01,9.01 06/08/06 MCCLATCHY CO DE 1.01,8.01,9.01 06/07/06 MD TECHNOLOGIES INC 1.01,9.01 06/07/06 MEASUREMENT SPECIALTIES INC NJ 9.01 06/12/06 AMEND MECHANICAL TECHNOLOGY INC NY 1.01 06/09/06 MEDIA GENERAL INC VA 1.01,9.01 06/08/06 MEDICINOVA INC DE 8.01,9.01 06/11/06 MFC DEVELOPMENT CORP DE 5.02 06/12/06 MGM MIRAGE DE 3.01 06/07/06 MGP INGREDIENTS INC KS 1.01,5.03,9.01 06/08/06 MICRON TECHNOLOGY INC DE 8.01,9.01 06/09/06 MICROSOFT CORP WA 8.01,9.01 04/27/06 MIDNIGHT HOLDINGS GROUP INC DE 1.01,2.03,3.02,9.01 06/07/06 MIDWEST AIR GROUP INC WI 8.01,9.01 06/08/06 Millstream II Acquisition CORP DE 8.01,9.01 06/12/06 MIPS TECHNOLOGIES INC DE 1.01 06/07/06 Monogram Biosciences, Inc. DE 8.01,9.01 06/12/06 NABI BIOPHARMACEUTICALS DE 1.01,5.02 04/29/06 NationsHealth, Inc. DE 7.01,9.01 06/12/06 NAVIGANT INTERNATIONAL INC DE 8.01,9.01 06/12/06 NESS ENERGY INTERNATIONAL INC /NV/ WA 1.01,2.03 06/08/06 NEW YORK COMMUNITY BANCORP INC DE 1.01 06/07/06 NewPage CORP DE 1.01,2.01,9.01 06/07/06 NEWTEK BUSINESS SERVICES INC NY 8.01 06/12/06 NOVACEA INC DE 8.01,9.01 06/08/06 NOVASTAR FINANCIAL INC MD 7.01,9.01 06/12/06 NPS PHARMACEUTICALS INC DE 8.01,9.01 06/12/06 NS8 CORP DE 1.01 06/09/06 O REILLY AUTOMOTIVE INC MO 7.01,9.01 06/07/06 OHIO POWER CO OH 8.01,9.01 06/12/06 OIL DRI CORPORATION OF AMERICA DE 1.01,5.02,8.01,9.01 06/06/06 OLYMPIC STEEL INC OH 8.01,9.01 06/06/06 ON2 TECHNOLOGIES, INC. DE 1.01,8.01 06/06/06 ONEOK Partners LP DE 7.01,9.01 06/12/06 OneTravel Holdings, Inc. DE 5.02,9.01 05/30/06 ONYX PHARMACEUTICALS INC DE 1.01,5.02,9.01 05/15/06 OPEN SOLUTIONS INC DE 8.01,9.01 06/12/06 OVERHILL FARMS INC NV 5.02 06/06/06 PACER INTERNATIONAL INC TN 8.01,9.01 06/12/06 PACIFIC ENERGY PARTNERS LP 8.01,9.01 06/12/06 PANACOS PHARMACEUTICALS, INC. DE 8.01,9.01 06/12/06 PHASE FORWARD INC DE 1.01,9.01 06/06/06 PHH CORP MD 2.02,2.06,8.01,9.01 06/12/06 PHILADELPHIA CONSOLIDATED HOLDING COR PA 1.01 06/07/06 PHOENIX COMPANIES INC/DE DE 1.01,9.01 06/06/06 PIEDMONT NATURAL GAS CO INC NC 7.01,9.01 06/12/06 PLAINS ALL AMERICAN PIPELINE LP DE 7.01 06/12/06 PLAINS ALL AMERICAN PIPELINE LP DE 1.01,9.01 06/11/06 PRIMEDIA INC DE 1.01 06/09/06 PS BUSINESS PARKS INC/CA CA 7.01,9.01 06/06/06 QUALITY SYSTEMS INC CA 2.01,9.01 06/08/06 QUANEX CORP DE 1.01,5.02 06/12/06 Rackable Systems, Inc. DE 1.01 06/08/06 RANGE RESOURCES CORP DE 1.01 06/08/06 REDBACK NETWORKS INC DE 1.01,8.01,9.01 06/06/06 REEVES TELECOM LTD PARTNERSHIP SC 8.01,9.01 06/12/06 RENOVIS INC DE 8.01,9.01 06/08/06 RENOVO HOLDINGS NV 1.02 05/15/06 REPUBLIC BANCORP INC /KY/ KY 8.01,9.01 06/08/06 RESTORATION HARDWARE INC CA 1.01,5.02 06/06/06 REXAHN PHARMACEUTICALS, INC. DE 1.02 06/08/06 ROYAL CARIBBEAN CRUISES LTD 1.01 06/06/06 SAFETY COMPONENTS INTERNATIONAL INC DE 1.01,5.02 06/09/06 SAIL 2006-3 DE 8.01 05/26/06 SAND HILL IT SECURITY ACQUISITION COR CA 8.01,9.01 06/08/06 SASCO 2006-S2 DE 8.01 05/26/06 SCHNITZER STEEL INDUSTRIES INC OR 5.03,9.01 06/07/06 AMEND SCOTTS LIQUID GOLD INC CO 1.01,9.01 06/12/06 SEA CONTAINERS LTD /NY/ 8.01,9.01 06/12/06 SEARCHHELP INC 1.01,9.01 06/06/06 SELECT COMFORT CORP 7.01,9.01 06/12/06 SEMTECH CORP DE 8.01,9.01 06/09/06 SHEARSON FINANCIAL NETWORK INC NV 1.01,9.01 06/06/06 SHEARSON FINANCIAL NETWORK INC NV 1.01,9.01 06/06/06 SINOFRESH HEALTHCARE INC FL 7.01,9.01 06/12/06 SKYLYNX COMMUNICATIONS INC DE 4.02 05/25/06 SKYLYNX COMMUNICATIONS INC DE 1.01,2.01,3.02,5.01,5.02,5.03 04/28/06 SKYLYNX COMMUNICATIONS INC DE 1.01,2.01,3.02,5.01,5.02,5.03 04/28/06 AMEND SKYLYNX COMMUNICATIONS INC DE 4.02 05/25/06 AMEND SMITH INTERNATIONAL INC DE 8.01,9.01 06/12/06 SOHU COM INC DE 3.01 06/12/06 SONTRA MEDICAL CORP MN 1.01,5.02,9.01 06/06/06 SORELL, INC NV 1.01,2.03,3.02,9.01 06/09/06 SOYODO GROUP HOLDINGS INC DE 3.02,5.02 06/08/06 SPARTAN STORES INC MI 2.05 06/06/06 SPIRIT FINANCE CORP 9.01 05/31/06 AMEND STATE BANCORP INC NY 1.01,2.03,7.01,9.01 06/06/06 STEWART ENTERPRISES INC LA 2.02,9.01 06/12/06 STRATAGENE CORP DE 8.01 06/08/06 STRATEGY INTERNATIONAL INSURANCE GROU TX 7.01,9.01 06/07/06 SUN NEW MEDIA INC. MN 4.01,9.01 04/19/06 AMEND SUPPORTSOFT INC DE 1.01 06/06/06 SYMANTEC CORP DE 7.01,8.01,9.01 06/12/06 SYNERGETICS USA INC DE 2.02,9.01 06/12/06 Synova Healthcare Group Inc 5.02 06/06/06 Synovics Pharmaceuticals NV 8.01,9.01 06/09/06 TAC Acquisition Corp. DE 1.01,7.01,9.01 06/09/06 TELENETICS CORP CA 5.02,9.01 06/06/06 Telesis Technology Corp 8.01 06/01/06 TERCICA INC DE 8.01 06/12/06 TERRACE VENTURES INC NV 2.01,3.02 06/05/06 TEXAS REGIONAL BANCSHARES INC TX 1.01,9.01 06/12/06 THINK PARTNERSHIP INC NV 5.02,9.01 06/08/06 THOMAS NELSON INC TN 8.01,9.01 06/12/06 TILDEN ASSOCIATES INC DE 4.01,8.01,9.01 03/01/06 AMEND TRINITY INDUSTRIES INC DE 8.01,9.01 06/09/06 TRM CORP OR 1.01,1.02,2.03 06/06/06 True North Energy CORP 5.02 06/07/06 TRUE TEMPER SPORTS INC 7.01,9.01 06/08/06 TRUMP ENTERTAINMENT RESORTS, INC. DE 7.01,9.01 06/12/06 TXU CORP /TX/ TX 1.01,8.01 06/12/06 U S ENERGY SYSTEMS INC DE 7.01,9.01 06/06/06 AMEND U. S. Premium Beef, LLC DE 7.01,9.01 06/12/06 UGS Corp. DE 8.01,9.01 06/06/06 ULTICOM INC NJ 2.02,3.01,8.01,9.01 06/12/06 ULTRADATA SYSTEMS INC DE 1.02 06/08/06 UNISOURCE ENERGY CORP AZ 1.01,8.01,9.01 06/08/06 VALUECLICK INC/CA DE 5.02,9.01 06/07/06 VASOMEDICAL INC DE 5.02 06/09/06 Venoco, Inc. DE 1.01,9.01 06/06/06 VERINT SYSTEMS INC 2.02,3.01,8.01,9.01 06/09/06 VIROPRO INC NV 5.02 06/07/06 VITESSE SEMICONDUCTOR CORP DE 1.01,9.01 06/07/06 VIVUS INC CA 8.01,9.01 06/08/06 VOLT INFORMATION SCIENCES, INC. NY 1.01,9.01 06/06/06 VSE CORP DE 8.01,9.01 06/08/06 WELLPOINT INC IN 7.01 06/12/06 WENDYS INTERNATIONAL INC OH 1.01,9.01 06/06/06 WEST POINTE BANCORP INC IL 8.01 06/12/06 WESTERN DIGITAL CORP DE 7.01 06/12/06 Williams Partners L.P. 8.01,9.01 06/12/06 WINTRUST FINANCIAL CORP IL 1.01,9.01 06/06/06 Wornick CO DE 1.01 06/06/06 XENOMICS INC FL 1.02 06/12/06