SEC NEWS DIGEST Issue 2006-182 September 20, 2006 ENFORCEMENT PROCEEDINGS REVOCATION OF REGISTRATION OF SECURITIES OF NATURALLY NIAGARA BEVERAGE CORPORATION, NOW KNOWN AS EVERYONES ITALIAN.COM INC. On September 20, the Commission revoked the registration of the securities of Naturally Niagara Beverage Corporation, now known as Everyones Italian.Com Inc. (Naturally Niagara) of Toronto, Canada, registered with the Commission pursuant to Section 12 of the Securities Exchange Act of 1934 (Exchange Act), on Sept. 20, 2006, pursuant to Section 12(j) of the Exchange Act. In its Order revoking the registration of securities of Naturally Niagara registered with the Commission pursuant to Section 12 of the Exchange Act, the Commission found that Naturally Niagara had failed to comply with Section 13(a) of the Exchange Act and Rules 13a-1 and 13a-13 thereunder, while its common stock was registered with the Commission, in that it had never filed any periodic report since the registration of its common stock under the Exchange Act on March 22, 2001. The Commission cautions broker dealers, shareholders, and prospective purchasers that they should carefully consider the foregoing information along with all other currently available information and any information subsequently issued by the company. Further, brokers and dealers should be alert to the fact that, Section 12(j) provides, in pertinent part, as follows: No member of a national securities exchange, broker, or dealer shall make use of the mails or any means or instrumentality of interstate commerce to effect any transaction in, or to induce the purchase or sale of, any security the registration of which has been and is suspended or revoked pursuant to the preceding sentence. Without admitting or denying the findings in the Order Instituting Proceedings, Making Findings, and Revoking Registration of Securities Pursuant to Section 12(j) of the Securities Exchange Act of 1934, Naturally Niagara consented to the entry of an order finding that it had violated Section 13(a) of the Exchange Act and Rules 13a-1 and 13a-13 thereunder and revoking the registration of each class of Naturally Niagara Italian's securities registered with the Commission pursuant to Section 12 of the Exchange Act. (Rel. 34-54472; File No. 3-12423) DORAL FINANCIAL SETTLES FINANCIAL FRAUD CHARGES WITH SEC AND AGREES TO PAY $25 MILLION PENALTY On September 19, the Commission filed financial fraud charges against Doral Financial Corporation, a NYSE-listed Puerto Rican bank holding company. The Commission alleges that Doral Financial overstated income by approximately $921 million or 100 percent on a pre-tax, cumulative basis between 2000 and 2004. The Commission further alleges that accounting irregularities enabled the company to report an apparent 28-quarter streak of "record earnings" and facilitated the placement of over $1 billion of debt and equity. Since Doral Financial's accounting and disclosure problems began to surface in early 2005, the market price of the company's common stock plummeted from almost $50 to under $10, thereby reducing equity market value by over $4 billion. According to the Commission's complaint, Doral Financial improperly accounted for the purported sale of non-conforming mortgage loans to other Puerto Rican financial institutions in two respects. First, Doral Financial improperly recognized gain on sales of approximately $3.9 billion in mortgages to FirstBank Puerto Rico, a wholly owned banking subsidiary of First BanCorp. These transactions were not true sales under generally accepted accounting standards because of oral agreements or understandings between Doral Financial's former treasurer and former director emeritus and FirstBank senior management providing recourse beyond the limited recourse established in the written contracts. Second, Doral Financial senior management significantly overvalued interest-only strips retained by the company in its mortgage loan sale transactions. The Commission further alleges that Doral Financial managed earnings through a series of contemporaneous purchase and sale transactions with other Puerto Rican financial institutions totaling approximately $847 million. The Commission's complaint, which was filed in the U.S. District Court for the Southern District of New York, charges Doral Financial with violating Section 17(a) of the Securities Act of 1933 and Sections 10(b), 13(a), 13(b)(2)(A) and 13(b)(2)(B) of the Securities Exchange Act of 1934 and Rules 10b-5, 12b-20 13a-1 and 13a-13. Without admitting or denying the Commission's allegations, Doral Financial has consented to the entry of a court order enjoining it from violating those antifraud, reporting, books and records and internal control provisions of the federal securities laws and ordering that it pay a $25 million civil penalty. The Commission acknowledges the assistance of the U.S. Attorney's Office for the Southern District of New York, the Federal Bureau of Investigation, the Board of Governors of the Federal Reserve System and the Federal Deposit Insurance Company. [SEC v. Doral Financial Corporation, Case No. 06-CIV- 07158 (JES) SDNY] (LR-19837; Press Rel. 2006-155) PETER BLACKER AGREES TO SETTLEMENT IN SEC'S STARMEDIA LITIGATION The Commission today announced that it had filed a Consent and proposed Final Judgment as to Defendant Peter E. Blacker, in Securities and Exchange Commission v. Fernando J. Espuelas, et al., Civil Action No. 06 CV 2435 (RJH) (S.D.N.Y. filed March 29, 2006). The Commission's complaint in that action alleged that Blacker aided and abetted violations of the reporting and record-keeping provisions of the federal securities laws and violated the falsification of records provision, through his conduct while the Senior Vice President, Global Sales Strategy & Partnerships, at StarMedia Network, Inc. (StarMedia). StarMedia, a former Internet portal based in New York City, directed its business at Spanish- and Portuguese-speaking communities in the United States and Latin America. Blacker, without admitting or denying the allegations in the complaint, has agreed to be permanently enjoined from future violations of the falsification of records provision of the federal securities laws and from aiding and abetting future violations of the reporting and record-keeping provisions, and to pay a civil penalty in the amount of $20,000. The complaint alleged that, in 2000 and the first two quarter of 2001, StarMedia utilized three types of transactions to inflate its revenue by over $18 million in order to meet its revenue projections and secure additional financing for its operations. StarMedia improperly recognized revenue from barter transactions, from round trip transactions, and from sales transactions that were subject to unrecorded contingencies or side agreements. The allegations against Blacker concerned only the sales transactions. Blacker is the second defendant in this action to settle with the Commission. The Commission's complaint charged six former executives of StarMedia with securities fraud and Blacker and one additional former executive with other securities law violations. The Commission's litigation against the remaining six defendants continues. [SEC v. Fernando J. Espuelas, et al., Civil Action No. 06 CV 2435 (RJH) SDNY] (LR-19839; AAE Rel. No. 2482) INVESTMENT COMPANY ACT RELEASES CLAYMORE EXCHANGE-TRADED FUND TRUST, ET AL. An order has been issued on an application filed by Claymore Exchange- Traded Fund Trust, et al. The order permits series of open-end management investment companies to issue shares of limited redeemability that trade in the secondary market at negotiated prices. The order allows dealers to sell such shares to secondary market purchasers unaccompanied by a prospectus when the Securities Act of 1933 does not require prospectus delivery. The order also permits certain affiliated persons of the series to deposit securities into and receive securities from the series, and permits certain series to pay redemption proceeds more than seven days after the tender of shares for redemption under certain circumstances. The order further permits certain registered management investment companies and unit investment trusts outside of the same group of investment companies as the series to acquire shares of the series. (Rel. IC-27483 - September 18) NORTHWESTERN MUTUAL SERIES FUND, INC. AND MASON STREET ADVISORS, LLC A notice has been issued giving interested persons until Oct. 16, 2006, to request a hearing on an application filed by Northwestern Mutual Series Fund, Inc. and Mason Street Advisors, LLC for an order exempting applicants from Section 15(a) of the Investment Company Act and Rule 18f-2 under the Act. The order would permit the applicants to enter into and materially amend subadvisory agreements without shareholder approval and grant relief from certain disclosure requirements. (Rel. IC-27485 - September 19) SELF-REGULATORY ORGANIZATIONS ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission granted accelerated approval to a proposed rule change (SR-NASDAQ-2006-035) filed by The NASDAQ Stock Market amending existing rules for portfolio depository receipts, index funds shares, and index-linked securities. Publication is expected in the Federal Register during the week of September 18. (Rel. 34-54459) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-NASD-2006-106) filed by the National Association of Securities Dealers, through its subsidiary, The Nasdaq Stock Market, Inc., related to Market/Limit-on-Open Orders sent to the American Stock Exchange or New York Stock Exchange 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 September 18. (Rel. 34-54461) A proposed rule change (SR-NASD-2006-107) filed by the National Association of Securities Dealers, through its subsidiary, The Nasdaq Stock Market, Inc., related to Thru Orders for Nasdaq's INET facility 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 September 18. (Rel. 34-54462) A proposed rule change filed by the National Association of Securities Dealers (SR-NASD-2006-100) relating to delivery of options disclosure documents 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 September 18. (Rel. 34-54463) The Commission issued notice of immediate effectiveness of a proposed rule change (SR-CBOE-2006-76) filed by the Chicago Board Options Exchange relating to its marketing fee program. Publication is expected in the Federal Register during the week of September 25. (Rel. 34-54465) A proposed rule change (SR-BSE-2006-37), and Amendments. No. 1 and 2 filed by the Boston Stock Exchange to Re-establish the Market Opening Pilot Program has become immediately 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 September 25. (Rel. 34-54467) PROPOSED RULE CHANGE NYSE Arca filed a proposed rule change (SR-NYSEArca-2006-48) to amend NYSE Arca Equities, Inc.'s clearly erroneous executions rule to include an appeal fee for the Archipelago Exchange. Publication is expected in the Federal Register during the week of September 25. (Rel. 34-54466) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-8 BIO KEY INTERNATIONAL INC, 1285 CORPORATE CENTER DR., SUITE 175, EAGAN, MN, 55121, 6516870414 - 0 ($7,765,205.58) Equity, (File 333-137414 - Sep. 19) (BR. 03B) SB-2 ROCKELLE CORP., 162 MILLER PLACE ROAD, -, MILLER PLACE, NY, 11764, 6312449841 - 102,550,000 ($4,154,000.00) Equity, (File 333-137415 - Sep. 19) (BR. 02C) SB-2 BMR SOLUTIONS INC, 9127 EL SOL AVENUE, FOUNTAIN VALLEY, CA, 92708, 714-926-4485 - 448,750 ($53,850.00) Equity, (File 333-137416 - Sep. 19) (BR. ) S-8 QAD INC, 6450 VIA REAL, CARPINTERIA, CA, 93013, 8056846614 - 4,000,000 ($29,760,000.00) Equity, (File 333-137417 - Sep. 19) (BR. 03C) S-8 ALAMOS GOLD INC, SUITE 1400, 400 BURRARD STREET, VANCOUVER, A1, 00000, 6046431787 - 9,353,051 ($50,352,109.52) Equity, (File 333-137418 - Sep. 19) (BR. 04A) S-3ASR ONEOK Partners LP, 100 WEST FIFTH STREET, TULSA, OK, 74103, 918-588-7000 - 0 ($0.00) Other, (File 333-137419 - Sep. 19) (BR. 02B) S-8 NOVASTAR RESOURCES LTD., 1 E. LIBERTY STREET, SUITE 6000, RENO, NV, 89501, 604-904-6946 - 285,000 ($128,250.00) Equity, (File 333-137421 - Sep. 19) (BR. 04C) N-2 Swank Energy Income Fund of North America, Inc., 3300 OAK LAWN AVENUE, SUITE 650, DALLAS, TX, 75219, 214.692.6334 - 0 ($1,000,000.00) Equity, (File 333-137433 - Sep. 19) (BR. ) SB-2 MIGO SOFTWARE, INC., 555 TWIN DOLPHIN DRIVE, SUITE 650, REDWOOD CITY, CA, 94065, 6502322600 - 0 ($5,759,843.60) Equity, (File 333-137434 - Sep. 19) (BR. 03A) N-2 Highland Distressed Opportunities Fund, Inc., TWO GALLERIA TOWER, 13455 NOEL ROAD, SUITE 800, DALLAS, TX, 75240, 972-628-4100 - 0 ($255,000,000.00) Equity, (File 333-137435 - Sep. 19) (BR. ) S-1 VITAMIN SHOPPE INDUSTRIES, 4700 WESTSIDE AVENUE, NORTH BERGEN, NJ, 07047, 2018667711 - 0 ($1.00) Non-Convertible Debt, (File 333-137436 - Sep. 19) (BR. 02) SB-2 USChina Channel Inc, 203-5628899 - 400,000 ($200,000.00) Equity, (File 333-137437 - Sep. 19) (BR. ) S-8 PRG SCHULTZ INTERNATIONAL INC, 600 GALLERIA PARKWAY, STE 100, ATLANTA, GA, 30339-5949, 7707793311 - 2,100,000 ($12,201,000.00) Equity, (File 333-137438 - Sep. 19) (BR. 06A) S-8 RF MONOLITHICS INC /DE/, 4347 SIGMA RD, DALLAS, TX, 75244, 9722332903 - 0 ($2,524,000.00) Equity, (File 333-137439 - Sep. 19) (BR. 11B) S-8 TSB Financial CORP, 1057 PROVIDENCE ROAD, CHARLOTTE, NC, 28207, 704.331.8686 - 0 ($2,037,000.00) Equity, (File 333-137440 - Sep. 19) (BR. 07) S-4 MARINER ENERGY INC, ONE BRIAR LAKE PLAZA, SUITE 2000, 2000 WEST SAM HOUSTON PARKWAY SOUTH, HOUSTON, TX, 77042, 7139545505 - 0 ($300,000,000.00) Non-Convertible Debt, (File 333-137441 - Sep. 19) (BR. 04A) S-8 TSB Financial CORP, 1057 PROVIDENCE ROAD, CHARLOTTE, NC, 28207, 704.331.8686 - 0 ($6,783,000.00) Equity, (File 333-137442 - Sep. 19) (BR. 07) SB-2 CYBERLUX CORP, 4625 CREEKSTONE DRIVE, SUITE 100, DURHAM, NC, 27703, 919-474-9700 - 298,833,334 ($16,151,667.00) Equity, (File 333-137443 - Sep. 19) (BR. 10A) S-8 TSB Financial CORP, 1057 PROVIDENCE ROAD, CHARLOTTE, NC, 28207, 704.331.8686 - 0 ($1,995,000.00) Equity, (File 333-137444 - Sep. 19) (BR. 07) S-1 CBEYOND INC, 3200 INTERSTATE NORTH PARKWAY SE, SUITE 300, ATLANTA, GA, 30339, 678-424-2400 - 4,112,500 ($111,037,500.00) Equity, (File 333-137445 - Sep. 19) (BR. 11C) S-8 ANALYSTS INTERNATIONAL CORP, 3601 WEST 76TH ST, MINNEAPOLIS, MN, 55435, 952-835-5900 - 0 ($2,190,000.00) Equity, (File 333-137446 - Sep. 19) (BR. 03C) S-8 SPATIALIGHT INC, FIVE HAMILTON LANDING, SUITE 100, NOVATO, CA, 94949, 4158831693 - 5,000,000 ($11,050,000.00) Equity, (File 333-137447 - Sep. 19) (BR. 10C) S-4 ILLINOIS POWER CO, 500 S 27TH ST, C/O HARRIS TRUST & SAVINGS BANK, DECATUR, IL, 62525-1805, 2174246600 - 0 ($75,000,000.00) Debt, (File 333-137448 - Sep. 19) (BR. 02B) S-4 CENTRAL ILLINOIS LIGHT CO, 300 LIBERTY ST, PEORIA, IL, 61602, 309-677-5230 - 0 ($96,000,000.00) Debt, (File 333-137449 - Sep. 19) (BR. 02B) SB-2 MedBioWeb Corp., 6701 DEMOCRACY BLVD., SUITE 300, BETHESDA, MD, 21401, 410-295-3388 - 9,730,530 ($156,655.00) Equity, (File 333-137450 - Sep. 19) (BR. ) S-11 Meruelo Maddux Properties, Inc., 761 TERMINAL STREET, BUILDING 1, SECOND FLOOR, LOS ANGELES, CA, 90021, 213-291-2800 - 0 ($500,000,000.00) Equity, (File 333-137457 - Sep. 19) (BR. ) S-8 MIVA, INC., 5220 SUMMERLIN COMMONS BLVD, N/A, FORT MYERS, FL, 33907, (239) 561-7229 - 0 ($5,550,000.00) Equity, (File 333-137458 - Sep. 19) (BR. 08B) F-1 Danaos Corp, 14 AKTI KONDYLI, 185 45 PIRAEUS, ATHENS, J3, 00000, 011302104496480 - 0 ($259,325,000.00) Equity, (File 333-137459 - Sep. 19) (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 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ACXIOM CORP DE 1.01,2.03,8.01,9.01 09/15/06 ADVO INC DE 8.01,9.01 09/15/06 ADZONE RESEARCH INC DE 4.02,9.01 07/13/06 Affinity Group Holding, Inc. DE 5.02 09/13/06 AFFINITY GROUP INC DE 5.02 09/13/06 ALLIANCE BANKSHARES CORP 1.01,9.01 09/13/06 Alliance Distributors Holding Inc. DE 5.02 09/13/06 ALLIED WASTE INDUSTRIES INC DE 7.01 09/19/06 ALLIN CORP DE 1.01,2.03,9.01 09/15/06 ALPHA INNOTECH CORP DE 7.01,9.01 09/19/06 ALTEON INC /DE DE 1.01,3.02,9.01 09/13/06 AMC ENTERTAINMENT INC DE 2.02,7.01,9.01 09/18/06 AMERICAN COMMERCIAL LINES INC. DE 8.01,9.01 09/15/06 AMERICAN MORTGAGE ACCEPTANCE CO MA 1.01,9.01 09/14/06 AMERICAN STANDARD COMPANIES INC DE 3.01 09/19/06 AMERICAN TOWER CORP /MA/ DE 8.01,9.01 09/19/06 AMERICANWEST BANCORPORATION WA 1.01,5.02,9.01 09/14/06 AMERITRANS CAPITAL CORP DE 2.02 09/19/06 ANADARKO PETROLEUM CORP DE 8.01,9.01 09/14/06 Answers CORP 8.01 09/19/06 ARCHON CORP NV 1.01,9.01 09/13/06 ARISTOTLE CORP DE 7.01,9.01 09/19/06 ARROW ELECTRONICS INC NY 1.01,9.01 09/08/06 ARROW ELECTRONICS INC NY 1.01,8.01,9.01 09/18/06 ART TECHNOLOGY GROUP INC DE 8.01,9.01 09/19/06 ASG Consolidated LLC DE 5.02,9.01 09/13/06 ASHFORD HOSPITALITY TRUST INC MD 1.01,9.01 09/15/06 ASHLAND INC. KY 7.01 09/19/06 ASPEN TECHNOLOGY INC /DE/ DE 1.01,5.02 09/13/06 Atlantic Southern Financial Group, In 1.01,9.01 09/15/06 ATLAS AIR WORLDWIDE HOLDINGS INC DE 1.01,5.02,9.01 09/15/06 AURIGA LABORATORIES, INC. DE 8.01,9.01 09/15/06 AURIGA LABORATORIES, INC. DE 8.01 09/19/06 AUTODESK INC DE 3.01,9.01 09/13/06 AUTOZONE INC NV 2.02 09/19/06 AVENTINE RENEWABLE ENERGY HOLDINGS IN 1.01,2.03,9.01 09/15/06 AVISTA CORP WA 7.01,9.01 09/19/06 AXESSTEL INC NV 2.02,9.01 09/18/06 BANCFIRST CORP /OK/ OK 8.01,9.01 09/19/06 BARRY R G CORP /OH/ OH 2.02,9.01 09/19/06 BB&T CORP NC 8.01,9.01 09/15/06 Bear Stearns Asset Backed Securities DE 9.01 06/30/06 Bear Stearns Asset Backed Securities DE 9.01 04/25/06 BEST BUY CO INC MN 5.03 09/13/06 BEST BUY CO INC MN 5.02 09/13/06 AMEND BINGO.COM LTD. 1A 7.01 09/19/06 BIO SOLUTIONS MANUFACTURING, INC. NY 4.01 09/01/06 BIOJECT MEDICAL TECHNOLOGIES INC OR 5.02 09/14/06 BIOSPECIFICS TECHNOLOGIES CORP DE 1.01,9.01 09/19/06 AMEND BISYS GROUP INC DE 5.02 09/18/06 BLASTGARD INTERNATIONAL INC CO 7.01 09/15/06 BLUE RIVER BANCSHARES INC IN 1.01,9.01 09/19/06 BON TON STORES INC PA 1.01,1.02,9.01 09/13/06 BOOKS A MILLION INC DE 1.01 09/06/06 BORDERS GROUP INC MI 1.01 09/19/06 BROOKE CORP KS 1.01,3.02,5.03,7.01,9.01 09/15/06 BROOKE CORP KS 8.01,9.01 09/19/06 BUCKLE INC NE 8.01,9.01 09/19/06 CALIFORNIA COASTAL COMMUNITIES INC DE 1.01,2.03,8.01,9.01 09/15/06 CAPRIUS INC DE 8.01,9.01 09/18/06 CARTOON ACQUISITION, INC. DE 9.01 09/08/06 AMEND CARTOON ACQUISITION, INC. DE 4.01,9.01 09/08/06 AMEND CASCADE NATURAL GAS CORP WA 1.01,9.01 09/14/06 CBRL GROUP INC TN 2.02,7.01,9.01 09/19/06 CCH II LLC 1.01,2.03,8.01,9.01 09/13/06 CCO HOLDINGS LLC 1.01,2.03,8.01,9.01 09/13/06 CECIL BANCORP INC MD 8.01 08/22/06 CELEBRATE EXPRESS, INC. 1.01 09/18/06 CENTRAL FREIGHT LINES INC NV 1.01 09/13/06 Chaparral Energy, Inc. DE 1.01,7.01,9.01 09/16/06 Chaparral Steel CO DE 2.02,9.01 09/19/06 CHARLES RIVER LABORATORIES INTERNATIO 2.02,9.01 09/19/06 CHARMING SHOPPES INC PA 7.01,9.01 09/18/06 CHARTER COMMUNICATIONS HOLDINGS LLC DE 1.01,2.03,8.01,9.01 09/13/06 CHARTER COMMUNICATIONS INC /MO/ DE 1.01,2.03,8.01,9.01 09/13/06 CHEROKEE INTERNATIONAL CORP DE 5.02 09/18/06 CHINA BAK BATTERY INC NV 8.01,9.01 09/18/06 CHINA FUND INC MD 7.01,9.01 08/01/06 China Health Holding, Inc. NV 1.01,9.01 09/03/06 CHINA MEDIA1 CORP. NV 1.01,9.01 09/08/06 China Unistone Acquisition CORP DE 7.01,9.01 09/19/06 CHRISTOPHER & BANKS CORP DE 2.02,9.01 09/19/06 CHURCH & DWIGHT CO INC /DE/ DE 1.01,5.02 09/19/06 CITIZENS FINANCIAL CORP /KY/ KY 1.01,2.03,9.01 09/19/06 CITIZENS FINANCIAL SERVICES INC PA 1.01,9.01 09/19/06 CLARION TECHNOLOGIES INC/DE/ DE 5.02 09/18/06 CLEVELAND CLIFFS INC OH 8.01 09/14/06 CNET NETWORKS INC DE 1.01,2.03,8.01,9.01 09/12/06 COAST DISTRIBUTION SYSTEM INC DE 4.01,9.01 09/11/06 CONSECO INC DE 7.01,9.01 09/19/06 COUSINS PROPERTIES INC GA 2.01,9.01 09/13/06 CROSS TIMBERS ROYALTY TRUST TX 2.02,9.01 09/19/06 Crusade Global Trust No. 2 of 2006 8.01,9.01 09/18/06 CURIS INC DE 1.01,9.01 09/13/06 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 08/30/06 CYTYC CORP DE 8.01,9.01 09/17/06 DARDEN RESTAURANTS INC FL 1.01,2.02,5.02,8.01,9.01 09/15/06 DATAMEG CORP DE 8.01 09/19/06 DATAWAVE SYSTEMS INC DE 1.01,8.01,9.01 09/15/06 DAYTON POWER & LIGHT CO OH 1.01,2.03,9.01 09/13/06 Deltron, Inc. NV 4.01 09/15/06 DENBURY RESOURCES INC DE 1.01,9.01 09/14/06 Dermisonics, Inc NV 7.01,9.01 09/19/06 Deutsche Alt-A Securities Mortgage Lo 8.01,9.01 09/19/06 AMEND DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 09/18/06 DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 09/18/06 AMEND DIEDRICH COFFEE INC CA 1.01,5.02,8.01,9.01 09/14/06 Digital Realty Trust, Inc. MD 8.01,9.01 09/19/06 DIGITAL RECORDERS INC NC 7.01,8.01,9.01 09/19/06 DOLLAR GENERAL CORP TN 1.01,7.01,9.01 09/18/06 DOLLAR TREE STORES INC VA 7.01,9.01 09/15/06 DONOBI INC NV 5.03 08/20/06 DORAL FINANCIAL CORP PR 8.01,9.01 09/19/06 DOW JONES & CO INC DE 7.01,9.01 09/18/06 DURA AUTOMOTIVE SYSTEMS INC DE 3.01 09/11/06 DYCOM INDUSTRIES INC FL 8.01,9.01 09/14/06 DYNEGY INC /IL/ IL 7.01,8.01,9.01 09/18/06 DYNEGY INC /IL/ IL 1.01,9.01 09/14/06 EAGLE MATERIALS INC DE 5.02 09/13/06 ECB BANCORP INC NC 8.01,9.01 09/19/06 ELGIN NATIONAL INDUSTRIES INC DE 8.01 09/19/06 ELIZABETH ARDEN INC FL 9.01 08/11/06 AMEND EMPIRE FINANCIAL HOLDING CO FL 1.01,8.01,9.01 09/14/06 Energy Transfer Equity, L.P. DE 1.01,8.01,9.01 09/14/06 EQUITY INNS INC TN 1.01,2.03,9.01 09/19/06 EVANS SYSTEMS INC TX 3.02,5.01,5.02 09/11/06 EXIDE TECHNOLOGIES DE 1.01,3.02,5.02,9.01 09/18/06 FACTSET RESEARCH SYSTEMS INC DE 2.02,9.01 08/31/06 Federal Home Loan Bank of Atlanta X1 2.03 09/14/06 Federal Home Loan Bank of Boston X1 2.03 09/13/06 Federal Home Loan Bank of Chicago X1 2.03 09/13/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 09/13/06 Federal Home Loan Bank of Dallas 2.03 09/13/06 Federal Home Loan Bank of Des Moines X1 2.03,9.01 09/13/06 Federal Home Loan Bank of Des Moines X1 7.01,9.01 09/18/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 09/13/06 Federal Home Loan Bank of New York X1 2.03,9.01 09/15/06 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 09/13/06 Federal Home Loan Bank of San Francis X1 2.03 09/13/06 Federal Home Loan Bank of Seattle 2.03 09/18/06 Federal Home Loan Bank of Topeka 2.03 09/13/06 FIA Card Services, National Associati DE 8.01,9.01 09/19/06 FIRST ACCEPTANCE CORP /DE/ DE 1.01,3.02,9.01 09/13/06 FIRST BANCSHARES INC /MO/ MO 5.02,9.01 09/18/06 FIRST CHESTER COUNTY CORP PA 1.01 05/10/06 FIRST FRANKLIN FINANCIAL CORP GA 1.01 09/19/06 First Franklin Mortgage Loan Trust 20 8.01,9.01 09/06/06 FIRST INDIANA CORP IN 1.01,9.01 09/13/06 FIRST INDUSTRIAL LP DE 8.01,9.01 09/18/06 FIRST INDUSTRIAL LP DE 8.01,9.01 09/18/06 FIRST INDUSTRIAL LP DE 9.01 09/18/06 FIRST INDUSTRIAL REALTY TRUST INC MD 8.01,9.01 09/18/06 FIRST INDUSTRIAL REALTY TRUST INC MD 8.01,9.01 09/18/06 FIRST INDUSTRIAL REALTY TRUST INC MD 9.01 09/18/06 First Valley Bancorp, Inc. CT 8.01,9.01 09/18/06 FLATBUSH FEDERAL BANCORP INC 5.02,9.01 09/15/06 FORD MOTOR CO DE 8.01 09/19/06 FORD MOTOR CREDIT CO DE 8.01,9.01 09/13/06 Fortuna Gaming Corp. NV 8.01 09/19/06 FOXHOLLOW TECHNOLOGIES, INC. DE 8.01 09/15/06 FX ENERGY INC NV 8.01,9.01 09/19/06 G REIT INC MD 2.01,9.01 09/14/06 GABRIEL TECHNOLOGIES CORP DE 5.02 09/13/06 GCO Education Loan Funding Trust-I DE 8.01,9.01 09/15/06 GENESIS BIOVENTURES INC NY 3.02,5.02,8.01,9.01 08/07/06 GENESIS MICROCHIP INC /DE DE 1.01,9.01 09/18/06 GENTA INC DE/ DE 8.01,9.01 09/19/06 GENVEC INC DE 9.01 09/19/06 GEORESOURCES INC CO 1.01 08/14/06 GLOBAL EPOINT INC NV 3.01,7.01,9.01 09/15/06 GMH Communities Trust MD 2.02,9.01 09/15/06 GOLD RESOURCE CORP CO 8.01 09/19/06 Golf Galaxy, Inc. MN 2.02,9.01 09/19/06 GONDWANA ENERGY LTD / NY NV 5.02 09/18/06 Granite Master Issuer plc X0 9.01 09/19/06 GRAYBAR ELECTRIC CO INC NY 5.02 09/14/06 GREENS WORLDWIDE INC AZ 1.01,9.01 09/06/06 GSAMP Trust 2006-HE3 DE 8.01,9.01 05/26/06 AMEND Guideline, Inc. NY 8.01 08/15/06 GVI SECURITY SOLUTIONS INC DE 1.01,9.01 09/13/06 Halo Technology Holdings, Inc. NV 1.01,1.02,9.01 09/13/06 HAMPSHIRE GROUP LTD DE 1.01,9.01 09/14/06 HARTE HANKS INC DE 1.01,2.03,9.01 09/18/06 HEALTH CARE PROPERTY INVESTORS INC MD 8.01,9.01 09/12/06 HECLA MINING CO/DE/ DE 1.01,2.03,9.01 09/18/06 HEMOBIOTECH INC 3.02 09/14/06 HERSHA HOSPITALITY TRUST MD 1.01,9.01 09/14/06 HF FINANCIAL CORP DE 1.01,9.01 09/13/06 HOME FEDERAL BANCORP IN 1.01,2.03,9.01 09/15/06 HOME PROPERTIES INC MD 8.01,9.01 09/19/06 HORMEL FOODS CORP /DE/ DE 5.02,9.01 09/19/06 HOSPITALITY PROPERTIES TRUST MD 7.01,9.01 09/18/06 HQ SUSTAINABLE MARITIME INDUSTRIES, I DE 8.01,9.01 09/18/06 HSM HOLDINGS, INC DE 3.02,5.01 08/21/06 HUDSON HIGHLAND GROUP INC DE 1.01,9.01 09/18/06 HUGOTON ROYALTY TRUST TX 2.02,9.01 09/19/06 HUNGARIAN TELEPHONE & CABLE CORP DE 1.01,5.02 09/13/06 IDM PHARMA, INC. DE 7.01,9.01 09/19/06 INCYTE CORP DE 1.01,9.01 09/15/06 INDEPENDENT BANK CORP MI 8.01 09/19/06 INLAND REAL ESTATE CORP MD 8.01,9.01 09/19/06 INNOCOM TECHNOLOGY HOLDINGS, INC. NV 4.01,5.03,9.01 08/28/06 INNOSPEC INC. DE 8.01 09/19/06 INTEGRAL TECHNOLOGIES INC NV 1.01,3.02,7.01,9.01 08/25/06 INVESTORS REAL ESTATE TRUST ND 7.01 09/18/06 Irish Mag, Inc. 3.03 06/30/06 IT&E INTERNATIONAL GROUP 5.02 09/15/06 J C PENNEY CO INC DE 1.01,9.01 09/13/06 J P MORGAN CHASE & CO DE 9.01 09/15/06 JACK IN THE BOX INC /NEW/ DE 1.01 09/15/06 JACUZZI BRANDS INC DE 5.03 09/13/06 KBL Healthcare Acquisition Corp. II DE 9.01 09/01/06 AMEND KENNAMETAL INC PA 5.02,9.01 09/18/06 LARREA BIOSCIENCES CORP NV 4.01,9.01 09/18/06 AMEND LAYNE CHRISTENSEN CO DE 8.01,9.01 09/19/06 LEGEND INTERNATIONAL HOLDINGS INC DE 8.01,9.01 09/11/06 LEHMAN ABS CORP BCKD TR CRTS CORN DB DE 8.01 09/18/06 LEINER HEALTH PRODUCTS INC DE 5.02 09/13/06 LIFECORE BIOMEDICAL INC MN 1.01,8.01,9.01 09/13/06 LODGENET ENTERTAINMENT CORP DE 7.01,9.01 09/19/06 MACDERMID INC CT 7.01,9.01 09/18/06 MANARIS CORP NV 5.02 09/13/06 MARCUS CORP WI 2.02,9.01 09/19/06 Marquee Holdings Inc. DE 2.02,7.01,9.01 09/18/06 MARTHA STEWART LIVING OMNIMEDIA INC DE 8.01 09/18/06 MASS MEGAWATTS WIND POWER INC 2.02,9.01 09/19/06 MATHSTAR INC MN 8.01 09/15/06 MATRITECH INC/DE/ DE 1.01,9.01 09/15/06 MATTHEWS INTERNATIONAL CORP PA 5.02 09/19/06 MAVERICK TUBE CORP DE 8.01,9.01 09/18/06 MCG CAPITAL CORP DE 1.01,9.01 09/18/06 MECHANICAL TECHNOLOGY INC NY 1.01 09/13/06 MEDICSIGHT INC DE 3.02 09/18/06 MEMC ELECTRONIC MATERIALS INC DE 5.04 09/19/06 MENTOR CORP /MN/ MN 1.01,9.01 09/19/06 MERCANTILE BANK CORP MI 4.01,9.01 09/14/06 Meritage Homes CORP MD 8.01,9.01 09/18/06 MFA MORTGAGE INVESTMENTS MD 7.01,9.01 09/19/06 MILLS CORP DE 1.01,9.01 09/13/06 MOLINA HEALTHCARE INC DE 8.01,9.01 08/08/06 MONSTER WORLDWIDE INC DE 8.01,9.01 09/19/06 MOODYS CORP /DE/ DE 1.01,2.03 09/14/06 MOTOROLA INC DE 8.01,9.01 09/18/06 MTM Technologies, Inc. NY 1.01,1.02,5.02,9.01 09/13/06 NANOGEN INC DE 8.01,9.01 09/19/06 NATIONAL ATLANTIC HOLDINGS CORP NJ 8.01 09/18/06 NATIONAL FUEL GAS CO NJ 1.01 09/12/06 NATURALLY ADVANCED TECHNOLOGIES INC A1 1.01,2.01,3.02,9.01 08/31/06 NB&T FINANCIAL GROUP INC OH 8.01 09/19/06 NETSCOUT SYSTEMS INC DE 1.01,8.01,9.01 09/13/06 NETSMART TECHNOLOGIES INC DE 1.01 09/14/06 NEUROCRINE BIOSCIENCES INC CA 1.01,5.02,9.01 09/18/06 NEW CENTURY FINANCIAL CORP MD 1.01,2.03,9.01 09/13/06 NEW PLAN EXCEL REALTY TRUST INC MD 1.01,2.03,3.02,9.01 09/13/06 NEWALLIANCE BANCSHARES INC 7.01 09/18/06 NEXT INC/TN DE 1.01 09/06/06 NORTH AMERICAN TECHNOLOGIES GROUP INC 1.01,2.03,3.02,4.01,5.03,9.01 09/13/06 NORTHERN GROWERS LLC SD 1.01 09/13/06 NOVA BIOSOURCE FUELS, INC. NV 1.01,7.01,9.01 09/13/06 NTS REALTY HOLDINGS LP DE 8.01,9.01 09/18/06 O2 SECURE WIRELESS, INC. GA 3.02,9.01 09/11/06 OMNOVA SOLUTIONS INC OH 2.02,9.01 09/18/06 ONEOK Partners LP DE 1.01,5.03,8.01,9.01 12/31/05 OPTIGENEX INC. 1.01,2.03,3.02,9.01 09/15/06 OPTIO SOFTWARE INC GA 5.01 09/15/06 ORACLE CORP 2.02,9.01 09/19/06 OWENS CORNING DE 5.02 09/14/06 PAVILION BANCORP INC 7.01,9.01 09/19/06 PDF SOLUTIONS INC DE 1.01,5.02,9.01 09/15/06 PEABODY ENERGY CORP DE 1.01,9.01 09/18/06 PETROLEUM DEVELOPMENT CORP NV 8.01,9.01 09/19/06 PGMI, INC. UT 2.02,9.01 09/18/06 PHARMACOPEIA DRUG DISCOVERY INC DE 8.01,9.01 09/19/06 PHYTOMEDICAL TECHNOLOGIES INC NV 5.02 09/13/06 POINT THERAPEUTICS INC DE 8.01,9.01 09/14/06 POINT THERAPEUTICS INC DE 8.01,9.01 09/18/06 POKERTEK INC 7.01,9.01 09/19/06 POLYMEDICA CORP MA 1.01,2.03,3.02,8.01,9.01 09/13/06 POTLATCH CORP DE 5.02,9.01 09/16/06 PREMIER ENTERTAINMENT BILOXI LLC DE 1.03,9.01 09/19/06 PREMIERE GLOBAL SERVICES, INC. GA 1.01,9.01 09/13/06 PRIVATEBANCORP, INC DE 8.01 09/19/06 PROGRESS SOFTWARE CORP /MA MA 2.02,9.01 09/19/06 ProLink Holdings Corp. DE 1.01,1.02,2.03,5.02,7.01 09/18/06 PROSPECT ENERGY CORP MD 8.01,9.01 09/18/06 QUANTA SERVICES INC DE 7.01,9.01 09/19/06 QUEST OIL CORP NV 5.02 09/13/06 Quintana Maritime LTD 1T 2.01,9.01 09/15/06 RADIAN GROUP INC DE 8.01 09/14/06 RADVIEW SOFTWARE LTD 8.01,9.01 09/19/06 RAINMAKER SYSTEMS INC CA 2.01,3.02,9.01 09/15/06 RAVEN GOLD CORP NV 4.01,9.01 09/19/06 Real Mex Restaurants, Inc. DE 7.01,8.01,9.01 09/19/06 REMOTE MDX INC UT 8.01,9.01 09/19/06 REVLON CONSUMER PRODUCTS CORP DE 1.01,1.02,5.02,9.01 09/18/06 REVLON INC /DE/ DE 1.01,1.02,5.02,9.01 09/18/06 REYNOLDS & REYNOLDS CO OH 8.01,9.01 09/18/06 REYNOLDS AMERICAN INC 1.01,9.01 09/13/06 RF MONOLITHICS INC /DE/ DE 2.01,3.02,5.02,7.01,9.01 09/15/06 ROTECH HEALTHCARE INC DE 1.01,1.02,2.03,9.01 09/15/06 ROYAL GOLD INC DE 8.01,9.01 09/14/06 S&T BANCORP INC PA 8.01 09/18/06 SCHNITZER STEEL INDUSTRIES INC OR 1.01,9.01 07/26/06 AMEND SCHWEITZER MAUDUIT INTERNATIONAL INC DE 2.05 09/19/06 SEAGATE TECHNOLOGY E9 8.01,9.01 09/15/06 SECURED INCOME L P DE 8.01 09/18/06 SERVICE AIR GROUP INC NJ 3.02,9.01 09/18/06 SERVICE CORPORATION INTERNATIONAL TX 7.01,9.01 09/19/06 Shire plc 8.01,9.01 09/15/06 Siberian Energy Group Inc. NV 1.01,3.02,9.01 09/14/06 SIFCO INDUSTRIES INC OH 3.01,9.01 09/08/06 SILICON GRAPHICS INC DE 1.03,9.01 09/19/06 SIRENZA MICRODEVICES INC DE 8.01,9.01 09/12/06 SKY PETROLEUM, INC. NV 7.01,9.01 09/19/06 SLM Student Loan Trust 2006-8 DE 1.01,2.01,9.01 09/14/06 SLS INTERNATIONAL INC DE 2.02,9.01 09/18/06 Smart Energy Solutions, Inc. UT 1.01,9.01 09/14/06 SMITH & WESSON HOLDING CORP NV 7.01,9.01 09/19/06 Solo Cup CO DE 2.02,4.02,9.01 09/19/06 SOUTHERN BANC CO INC DE 7.01,9.01 09/19/06 SOUTHWEST BANCORP INC OK 1.01 08/24/06 SPATIALIZER AUDIO LABORATORIES INC DE 1.01,8.01,9.01 09/18/06 SPECTRX INC DE 2.02,9.01 09/19/06 STAR SCIENTIFIC INC DE 7.01,8.01,9.01 09/18/06 STEELCLOUD INC VA 2.02,9.01 09/14/06 STRATOS INTERNATIONAL INC DE 1.01,5.02,9.01 09/13/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 09/15/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 09/15/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 09/15/06 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 09/15/06 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 09/15/06 SUMMIT BANK CORP GA 1.01,9.01 09/18/06 SUN NEW MEDIA INC. MN 4.01 09/13/06 SYCAMORE NETWORKS INC DE 4.02,9.01 09/15/06 SYKES ENTERPRISES INC FL 1.01,9.01 09/13/06 SYMBOL TECHNOLOGIES INC DE 1.01,3.03,8.01,9.01 09/18/06 TALBOTS INC DE 1.01 09/13/06 TC PIPELINES LP DE 7.01,8.01,9.01 09/18/06 TEAM FINANCIAL INC /KS KS 1.01,2.03 09/14/06 TEMPLE INLAND INC DE 7.01,9.01 09/19/06 TheRetirementSolution.com, Inc. UT 5.03,9.01 09/18/06 TIDELANDS ROYALTY TRUST B TX 7.01,9.01 09/19/06 TIME WARNER TELECOM INC DE 1.01,9.01 09/13/06 TRAVELZOO INC DE 5.02 09/17/06 TRI-S SECURITY CORP GA 2.02,4.02 09/18/06 TRIMEDIA ENTERTAINMENT GROUP INC DE 5.02 09/15/06 TRINITY LEARNING CORP UT 5.02,9.01 09/13/06 TRUDY CORP DE 8.01,9.01 09/19/06 TYSON FOODS INC DE 1.01,9.01 08/19/06 ULTICOM INC NJ 1.01,2.02,3.01,9.01 09/14/06 UNITY WIRELESS CORP DE 9.01 09/19/06 uWink, Inc. UT 1.01,3.02 09/08/06 AMEND VANGUARD HEALTH SYSTEMS INC DE 2.02,9.01 09/19/06 VECTREN CORP IN 7.01 09/18/06 VELOCITY EXPRESS CORP DE 9.01 07/03/06 AMEND VELOCITY EXPRESS CORP DE 9.01 08/17/06 AMEND Veri-Tek International, Corp. MI 2.01,9.01 07/03/06 AMEND VINEYARD NATIONAL BANCORP CA 8.01,9.01 09/19/06 VINEYARD NATIONAL BANCORP CA 2.02,9.01 09/19/06 VIRGINIA FINANCIAL GROUP INC VA 4.01 09/19/06 WESTERN ALLIANCE BANCORPORATION 7.01 09/19/06 WESTPAC SECURITISATION MGT PTY LTD SE 9.01 05/12/05 WEYERHAEUSER CO WA 2.02,9.01 09/19/06 WHEELING PITTSBURGH CORP /DE/ DE 8.01,9.01 09/19/06 WHITE ELECTRONIC DESIGNS CORP ID 1.01 09/12/06 WIDEPOINT CORP DE 8.01,9.01 09/19/06 WILLIS LEASE FINANCE CORP DE 5.02,9.01 09/13/06 WORLD FINANCIAL NETWORK CREDIT CARD M DE 8.01,9.01 09/15/06 World Omni Auto Receivables Trust 200 DE 1.01,8.01 09/14/06 X & O Cosmetics, Inc 1.01,9.01 09/14/06 X RITE INC MI 1.01,9.01 09/14/06 X-CHANGE CORP 1.01,7.01,9.01 09/15/06 YAHOO INC DE 7.01 09/19/06 ZEBRA TECHNOLOGIES CORP/DE DE 1.01,8.01,9.01 09/14/06 ZIX CORP TX 3.01,9.01 09/15/06