SEC NEWS DIGEST Issue 2006-131 July 10, 2006 COMMISSION ANNOUNCEMENTS SEC TO CONDUCT FIRST-EVER SENIORS SUMMIT JULY 17 TO PROTECT OLDER AMERICANS FROM INVESTMENT FRAUD New NASD Investor Education Foundation Fraud Study to be Released Securities and Exchange Commission Chairman Christopher Cox today announced the date and agenda for the SEC's first-ever Seniors Summit to examine how regulators and others can better coordinate efforts to protect older Americans from investment fraud and abusive sales practices. The July 17 summit will also include the unveiling of a study funded by the NASD Investor Education Foundation that explores why the elderly are victimized by fraud crimes. "Today's older Americans are living longer and healthier, and therefore investing more, than any previous generation. That trend toward longevity is expected to continue. As a result, older Americans will be more vulnerable to financial fraud than ever before," Chairman Cox said. "Those who would rob older Americans of their retirement nest eggs steal more than hopes and dreams - they erode the trust on which our entire financial system and economy depend. That makes protecting seniors an urgent priority." The summit will take place in the Auditorium at SEC Headquarters, 100 F Street, N.E., Washington, D.C. The public is invited to attend on a first-come, first-served basis, but seating is limited. If you plan to attend in person please send your name in an email to RSVP@sec.gov. Attendees will also need to present a picture ID on the day of the event to pass through security. The SEC will also offer a live audio and video webcast of the event on the SEC Web site, www.sec.gov. SENIORS SUMMIT AGENDA 10:00 - 10:10 Opening Remarks SEC Chairman Christopher Cox 10:10 - 10:25 Overview Patricia Struck Wisconsin Securities Administrator President, North American Securities Administrators Association, Inc. (NASAA) Chris Hansen Group Executive Officer for State and National Initiatives, AARP Mary Schapiro Vice Chairman, NASD President, NASD Regulatory Policy and Oversight Division 10:25 - 10:55 Senior Investor Fraud Study Anthony Pratkanis, Ph.D. Professor, Department of Psychology, University of California, Santa Cruz Founding Editor, Social Influence Doug Shadel, State Director AARP State of Washington 10:55 - 11:05 Seniors Against Investment Fraud Preston DuFauchard, Commissioner California Department of Corporations 11:05 - 11:15 Enforcement and Examination Update Linda Thomsen, Director Division of Enforcement, SEC Lori Richards, Director Office of Compliance Inspections and Examinations, SEC 11:15 - 12:00 Panel Discussion Moderated by SEC Chairman Christopher Cox SEC Commissioner Paul Atkins SEC Commissioner Roel Campos SEC Commissioner Annette Nazareth SEC Commissioner Kathleen Casey Chris Hansen, AARP Preston DuFauchard, Commissioner, California Department of Corporations Anthony Pratkanis, Ph.D., University of California, Santa Cruz Mary Schapiro, NASD Doug Shadel, AARP State of Washington Patricia Struck, NASAA Linda Thomsen, SEC Lori Richards, SEC (Press Rel. 2006-109) CFTC AND SEC ISSUE RULES FOR TRADING FUTURES ON DEBT SECURITY INDEX CONTRACTS The Commodity Futures Trading Commission (CFTC) and the Securities and Exchange Commission (SEC) today are jointly issuing final rules that will permit trading of futures on debt indexes and debt securities. The joint rulemaking is necessary because, under current regulations, trading futures on debt and debt indices is essentially forbidden. The federal law that governs the subject, however, specifically gives joint rulemaking authority to the two agencies to permit the trading of futures on indices composed of debt securities. To achieve the aims of investor protection and market integrity, the final rules provide that a future on a debt security index not subject to SEC regulation must be broad-based. This requirement is designed to ensure that the securities making up the index are not readily susceptible to manipulation. (The opportunity for manipulation could exist if an index covered too few securities, or a significant number of illiquid securities.) The rules will exclude certain debt indices from the definition of a "narrow-based security index," by providing criteria that are specifically relevant to debt securities. Futures contracts on debt securities indices that are excluded from the definition of "narrow-based securities index" under the rules will trade subject to regulation by the CFTC. Security futures on debt securities and narrow-based debt indices can be traded on futures exchanges and securities exchanges subject to joint regulation by the CFTC and SEC. The rules advance the goal of the President's Working Group on Financial Markets to create a new class of tradable derivatives contracts. SEC Chairman Christopher Cox said, "The products that can be created under these new rules will offer additional ways to diversify and manage risk, benefiting investors and the capital formation process. I want to thank Chairman Jeffery and the CFTC staff for their efforts in working so creatively and constructively with the SEC in crafting these important rules." CFTC Chairman Reuben Jeffery III said, "Today, we take an important step toward fulfilling the promise of the Commodity Futures Modernization Act by clarifying the standards for broad-based and narrow-based debt indices. These standards will free exchanges to offer, and investors to trade, these important risk-management products. I want to commend Chairman Cox and the SEC staff for their invaluable contribution to this effort." Copies of the final rules are available on the websites of the CFTC and the SEC, at www.cftc.gov and www.sec.gov, respectively. (Press Rel. 2006-110) ENFORCEMENT PROCEEDINGS IN THE MATTER OF DONALD FRANK MINTMIRE On July 10, the Commission issued an Order suspending Donald Frank Mintmire, Esq. from appearing or practicing before the Commission pursuant to Rule 102(e)(2) of the Commission's Rules of Practice. Mintmire is an attorney residing in Palm Beach, Florida and was licensed to practice law in the State of Florida on July 19, 1984. The Commission's forthwith suspension is based on a Feb. 9, 2005, conviction in U.S. v. Donald Frank Mintmire, No. 04-14020-CR-Grah, in the U.S. District Court for the Southern District of Florida, finding Mintmire guilty of one count of Obstruction of Official Proceeding and one count of Conspiracy to Obstruct Justice, and the subsequent entry of a judgment on Feb. 8, 2006, sentencing Mintmire to 21 months in federal prison, fining him $80,000, and prohibiting him from engaging in any business that offers securities, investments or business opportunities. The Commission's forthwith suspension is also based on an April 1, 2006, Florida State Bar order suspending Mintmire from practicing law in Florida and a May 18, 2006, judgment entered by the Supreme Court of Florida barring Mintmire from practicing law in Florida. (Rel. 34- 54115; File No. 3-12360) IN THE MATTER OF HECTOR GARCIA On July 10, the Commission an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934, Making Findings, and Imposing Remedial Sanctions (Order) against Hector J. Garcia. The Order finds that, during 1999 and 2000, Garcia was an associate of Harris "Butch" Ballow, who controlled certain corporate entities registered in the British Virgin Islands and elsewhere outside the United States. Acting as an unregistered broker or dealer, Garcia offered for sale and sold securities of EpicEdge, Inc., and EVTC, Inc., owned by Ballow's entities to persons in the United States in interstate commerce. The Order also finds that a permanent injunction was entered against Garcia on May 30, 2006, in the civil action Securities and Exchange Commission v. Carl Rose, et al., Civil Action Number H-04-CV-2799, in the U.S. District Court for the Southern District of Texas. The injunction prohibits future violations of Sections 5(a) and (c) and 17(a) of the Securities Act of 1933, Sections 10(b), 13(d)(1), 15(a)(1), and 16(a) of the Securities Exchange Act of 1934 and Rules 10b-5, 13d-1, 13d-2, and 16a-3, and Rule 102 of Regulation M. Based on the above, the Order bars Garcia from association with any broker or dealer. Garcia consented to the issuance of the Order without admitting or denying any of the findings in the Order, except as to the entry of the injunction, which he admitted. (Rel. 34-54116; File No. 3-12362) COURT ENTERS FINAL JUDGMENTS AGAINST FORMER CHIEF FINANICAL OFFICER AND CHIEF ACCOUNTING OFFICER OF CONSECO, INC. AND CONSECO FIANANCE COPRORATION The Commission announced that on July 3 U.S. District Judge Sarah Evans Barker entered final judgments against Rollin M. Dick and James S. Adams, respectively, the former Chief Financial Officer and Chief Accounting Officer of Carmel, Indiana based Conseco, Inc. and its then wholly owned subsidiary, Conseco Finance Corporation. The judgments imposed permanent injunctions prohibiting Dick and Adams from violating Section 17(a) of the Securities Act of 1933, Sections 10(b) and 13(b)(5) of the Securities Exchange Act of 1934, and Rules 10b-5, 13b2-1 and 13b2-2 promulgated thereunder, and from aiding and abetting violations of Sections 10(b), 13(a), 13(b)(2)(A) and 13(b)(2)(B) of the Exchange Act, and Rules 10b-5, 12b-20, and 13a-13 promulgated thereunder. In addition, the judgments barred Dick and Adams for a period of five years from acting as an officer or director of a publicly held company, and imposed a civil penalty against Dick in the amount of $110,000 and a civil penalty against Adams in the amount of $90,000. Dick and Adams consented to the entry of the judgments without admitting or denying the allegations of the compliant filed against them. In its complaint against Dick and Adams, the Commission alleged that from March 1999 through February 2000, Conseco and Conseco Finance made false and misleading statements about their earnings in filings made with the Commission and in public statements announcing their earnings, overstating their results by hundreds of millions of dollars. The complaint alleged that this massive overstatement occurred because Dick and Adams conducted a fraudulent scheme to avoid huge write downs, and corresponding charges to earnings, of certain assets held by Conseco Finance known as interest-only securities. The complaint alleged that Dick and Adams avoided these write downs through the use of improper accounting techniques in violation of United States Generally Accepted Accounting Principles. In addition, the complaint alleged that Dick and Adams made a number of unsupported and improper adjustments to the books and records of their companies at the end of the first three quarters of 1999 to further inflate Conseco and Conseco Finance's earnings for these quarters in order to meet Wall Street analysts' consensus earnings targets, and that as a result of their activities, Dick and Adams violated the antifraud provisions of the federal securities laws and aided and abetted Conseco and Conseco Finance's violations of the reporting, record keeping and internal controls provisions. [SEC v. Rollin M. Dick and James S. Adams, USDC, SD Indiana, Civil Action No. 01:04-CV-0457-SEB- VSS] (LR-19756; AAE Rel. No. 2458) SEC SETTLES FRAUD CHARGES WITH PROMOTER OF UNREGISTERED SECURITIES OFFERING INVOLVING NATURAL GAS EXPLORATION On July 7, the Commission filed a settled civil action in Oklahoma City federal court against David W. Taylor of Norman, Oklahoma, and his company, Deep Rock Oil Company. The Commission charges that Deep Rock and Taylor conducted a fraudulent unregistered offering of interests in two affiliated joint ventures that were to engage in natural gas exploration and production in the Greasy Creek field in Oklahoma. The SEC's complaint details that, from mid-2002 to mid-2004, Taylor and Deep Rock employed a variety of misrepresentations and omissions to raise approximately $2.5 million from nearly 100 investors. Among other things, the complaint alleges that Deep Rock and Taylor exaggerated or fabricated Taylor's industry experience and prior success in drilling profitable natural gas wells; downplayed or concealed the substantial risks associated with the investment; and grossly overstated the success of the joint ventures' operations. According to the Commission, Taylor also failed to inform investors of his prior conviction for wire fraud and securities violations for offering fraudulent oil and gas investments during the 1950s. The SEC's complaint alleges that Deep Rock and Taylor violated Sections 5(a), 5(c), and 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. Deep Rock and Taylor have consented to the entry of a final judgment permanently enjoining them from violating these provisions. [SEC v. Deep Rock Oil Company and David W. Taylor, Civil Action No. CIV-06-00719-HE, USDC/Western District of Oklahoma (Oklahoma City Division)] (LR-19757) INVESTMENT COMPANY ACT RELEASES PRUCO LIFE INSURANCE COMPANY, ET AL. An order has been issued pursuant to Section 6(c) of the Investment Company Act to Pruco Life Insurance Company (Pruco Life), Pruco Life Insurance Company of New Jersey (Pruco Life of New Jersey, and collectively with Pruco Life, the Insurance Companies), Pruco Life Flexible Premium Variable Annuity Account (Pruco Life Account); Pruco Life of New Jersey Flexible Premium Variable Annuity Account (Pruco Life of New Jersey Account, and collectively with Pruco Life Account, the Accounts); and Prudential Investment Management Services LLC (PIMS, and collectively with the Insurance Companies, and the Accounts, the Applicants) providing exemptions from Section 2(a)(32), 22(c) and 27(i)(2)(A) of the Act and Rule 22c-1 thereunder, to permit, under specified circumstances, the recapture of certain credits previously applied to purchase payments made under (1) the Prudential Premier Variable Annuity X Series (X Series Contract), or (2) variable annuity contracts issued by the Insurance Companies that are substantial similar in all material respects to the X Series Contract (Future Contracts). Applicants also request that the order extend to any NASD member broker-dealer controlling, controlled by, or under common control with the Insurance Companies, whether existing or created in the future, that serves as a distributor or principal underwriter of the X Series Contracts offered through the Accounts or any other separate accounts established in the future by the Insurance Companies to support Future Contracts. (Rel. IC-27419 - July 7) SELF-REGULATORY ORGANIZATIONS APPROVAL OF PROPOSED RULE CHANGES The Commission approved a proposed rule change (SR-CHX-2006-18) submitted by the Chicago Stock Exchange to waive a notice provision relating to the renewal of trading permits. Publication in the Federal Register is expected during the week of July 10. (Rel. 34-54107) The Commission approved a proposed rule change (SR-ISE-2006-24) and Amendment No. 1 thereto submitted by the International Securities Exchange to permit the listing and trading of Quarterly Options Series, and issued notice of filing and granted accelerated approval to Amendments No. 2 and 3 thereto. Publication in the Federal Register is expected during the week of July 10. (Rel. 34-54113) PROPOSED RULE CHANGE The American Stock Exchange filed a proposed rule change (SR-Amex- 2006-27) and Amendments No. 1 and 2 thereto relating to interim members. Publication in the Federal Register is expected during the week of July 10. (Rel. 34-54109) 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 INCENTRA SOLUTIONS, INC., 1140 PEARL STREET, BOULDER, CO, 80302, 303-449-8279 - 0 ($2,135,000.00) Equity, (File 333-135624 - Jul. 7) (BR. 08B) S-8 INCENTRA SOLUTIONS, INC., 1140 PEARL STREET, BOULDER, CO, 80302, 303-449-8279 - 0 ($2,028,250.00) Equity, (File 333-135625 - Jul. 7) (BR. 08B) S-3 SAFLINK CORP, 777 108TH AVE NE, SUITE 2100, BELLEVUE, WA, 98004, 4252781100 - 0 ($15,808,198.00) Equity, (File 333-135626 - Jul. 7) (BR. 03C) S-8 PW EAGLE INC, 222 SOUTH NINTH STREET, SUITE 2880, MINNEAPOLIS, MN, 55402, 6123050339 - 0 ($14,730,000.00) Equity, (File 333-135627 - Jul. 7) (BR. 06B) S-3 ADVANTA BUSINESS RECEIVABLES CORP, 639 ISBELL RD., SUITE 390, RENO, NV, 89509, 215 444-5380 - 261,523,364 ($261,523,364.00) Asset-Backed Securities, (File 333-135632 - Jul. 7) (BR. 05D) SB-2 GOLDEN RIVER RESOURCES CORP., LEVEL 8, 580 ST KILDA ROAD, MELBOURNE, VICTORIA AUSTRALIA, C3, 3004, 613 8532 2860 - 30,000,000 ($6,300,000.00) Equity, (File 333-135633 - Jul. 7) (BR. 04A) S-8 MINERA ANDES INC /WA, 111 E MAGNESIUM RD, SUITE A, SPOKANE, WA, 99208, 5099217322 - 13,163,643 ($10,339,599.00) Other, (File 333-135634 - Jul. 7) (BR. 04B) SB-2 TIDELANDS OIL & GAS CORP/WA, 5098918373 - 22,958,643 ($12,517,719.00) Debt Convertible into Equity, (File 333-135636 - Jul. 7) (BR. 04A) S-3 EMCORE CORP, 145 BELMONT DRIVE, SOMERSET, NJ, 08873, 7322719090 - 0 ($8,091,298.00) Equity, (File 333-135639 - Jul. 7) (BR. 10B) SB-2 AUXILIO INC, 27401 LOS ALTOS, SUITE 100, MISSION VIEJO, CA, 92691, 9496140700 - 4,063,992 ($4,104,631.92) Equity, (File 333-135640 - Jul. 7) (BR. 08A) S-8 MDI, INC., 9725 DATAPOINT DR, SAN ANTONIO, TX, 78229, 210-582-2664 - 0 ($3,500,000.00) Equity, (File 333-135641 - Jul. 7) (BR. 10B) S-8 Guideline, Inc., 625 AVE OF THE AMERICAS, NEW YORK, NY, 10011, 2126454500 - 1,250,000 ($1,802,500.00) Equity, (File 333-135642 - Jul. 7) (BR. 06B) SB-2 Polonia Bancorp, 3993 HUNTINGDON PIKE, 3RD FLOOR, HUNTINGDON VALLEY, PA, 19006, 215-938-8800 - 1,309,275 ($13,092,750.00) Equity, (File 333-135643 - Jul. 7) (BR. ) S-8 NORTHEAST COMMUNITY BANCORP INC, 325 HAMILTON AVENUE, WHITE PLAINS, NY, 10601, 914-684-2500 - 346,511 ($3,783,905.00) Equity, (File 333-135645 - Jul. 7) (BR. 07) S-4 LINENS N THINGS INC, 6 BRIGHTON RD, CLIFTON, NJ, 07015, 9737781300 - 0 ($650,000,000.00) Debt, (File 333-135646 - Jul. 7) (BR. 02B) SB-2 New Era Marketing Inc, 102620 SOUTHERN HIGHLANDS PARKWAY, SUITE 110-433, LAS VEGAS, NV, 89141, 626-335-7750 - 150,000 ($75,000.00) Equity, (File 333-135647 - Jul. 7) (BR. ) SB-2 TotalMed Systems, Inc., 1200 SE MAYNARD RD., SUITE 203, CARY, NC, 27511, 919-388-9480 - 17,575,000 ($26,362,500.00) Equity, (File 333-135648 - Jul. 7) (BR. ) S-1 Tube City IMS CORP, 12 MONONGAHELA AVENUE, GLASSPORT, PA, 15045, 412-678-6141 - 0 ($172,500,000.00) Equity, (File 333-135649 - Jul. 7) (BR. ) S-8 PETSMART INC, 19601 N 27TH AVE, STE C-100, PHOENIX, AZ, 85027, 6235806100 - 0 ($63,137,500.00) Equity, (File 333-135651 - Jul. 7) (BR. 02B) S-3 VIASAT INC, 6155 EL CAMINO REAL, CARLSBAD, CA, 92009, 760-476-2200 - 744,104 ($18,844,433.80) Equity, (File 333-135652 - Jul. 7) (BR. 11C) S-8 MTI TECHNOLOGY CORP, 17595 CARTWRIGHT ROAD, IRVINE, CA, 92614, 9492511101 - 2,651,400 ($3,075,624.00) Equity, (File 333-135653 - Jul. 7) (BR. 03B) S-8 GOLFSMITH INTERNATIONAL HOLDINGS INC, 11000 N IH-35, AUSTIN, TX, 78753-3195, 5128378810 - 0 ($18,418,022.00) Equity, (File 333-135654 - Jul. 7) (BR. 02B) S-3 National City Mortgage Capital LLC, 3232 NEWMARK DRIVE, MIAMISBURG, OH, 45342, 937-910-4372 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-135655 - Jul. 7) (BR. 05) S-3 SYNTHETIC FIXED INCOME SECURITIES INC, 301 SOUTH COLLEGE STREET, CHARLOTTE, NC, 28288, 7047152337 - 1,000,000 ($1,000,000.00) Asset-Backed Securities, (File 333-135656 - Jul. 7) (BR. 05) 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 ------------------------------------------------------------------------------------------------------- 3COM CORP DE 1.01 07/06/06 3M CO DE 2.02,9.01 07/07/06 99 CENTS ONLY STORES CA 2.02,9.01 07/06/06 ABLE ENERGY INC DE 1.01,2.03,9.01 06/30/06 ACCESS INTEGRATED TECHNOLOGIES INC DE 1.01,8.01,9.01 07/06/06 ACT TELECONFERENCING INC CO 1.01,2.03 06/12/06 ADVANCED MATERIALS GROUP INC NV 9.01 06/29/06 AMEND AFFILIATED COMPUTER SERVICES INC DE 1.01,2.03,9.01 07/06/06 AFFILIATED MANAGERS GROUP INC DE 1.01,9.01 07/01/06 AIRGAS INC DE 2.02,9.01 06/30/06 AIRSPAN NETWORKS INC WA 3.01,5.02,9.01 07/05/06 ALASKA AIR GROUP INC DE 7.01 07/07/06 ALION SCIENCE & TECHNOLOGY CORP DE 1.01,2.03,9.01 06/30/06 ALION SCIENCE & TECHNOLOGY CORP DE 1.01,9.01 06/30/06 ALION SCIENCE & TECHNOLOGY CORP DE 1.01,2.01,9.01 06/30/06 ALION SCIENCE & TECHNOLOGY CORP DE 2.03 05/18/06 ALLETE INC MN 2.03 07/05/06 ALLIANCE FINANCIAL CORP /NY/ NY 1.01 07/06/06 Alon USA Energy, Inc. DE 1.01,2.03 07/03/06 AMEREN CORP MO 1.02,8.01,9.01 07/07/06 AMERENENERGY GENERATING CO IL 1.02,8.01,9.01 07/07/06 AMERICAN BILTRITE INC DE 1.01,9.01 06/30/06 AMERICAN EAGLE OUTFITTERS INC DE 7.01,9.01 07/06/06 AMERICAN GREETINGS CORP OH 7.01 07/07/06 American Natural Energy Corp OK 7.01,9.01 06/30/06 AMERICAN OIL & GAS INC NV 7.01,9.01 06/29/06 AMERICAN TECHNOLOGY CORP /DE/ DE 1.01,7.01,9.01 06/30/06 AMERICAS CARMART INC TX 8.01 07/07/06 AMERUS GROUP CO/IA IA 7.01,9.01 07/07/06 AMKOR TECHNOLOGY INC DE 1.01,9.01 06/30/06 AMPHENOL CORP /DE/ DE 8.01,9.01 07/05/06 ANDAIN, INC. NV 3.02 08/16/05 AMEND ANIKA THERAPEUTICS INC MA 1.01,9.01 06/30/06 APOLLO INVESTMENT CORP MD 5.02,9.01 07/07/06 APPLIED MATERIALS INC /DE DC 7.01,9.01 07/07/06 AQUILA INC DE 2.01,9.01 07/01/06 ARADIGM CORP CA 1.01,2.03,9.01 07/03/06 ARCH CAPITAL GROUP LTD. 8.01 06/28/06 Argent Securities Trust 2006-M1 2.01,8.01,9.01 06/09/06 ASCENDIA BRANDS, INC. DE 1.01,2.03,5.03,7.01,9.01 06/30/06 ASPEN TECHNOLOGY INC /DE/ DE 8.01 06/30/06 ASYST TECHNOLOGIES INC CA 3.01 06/30/06 AT&T INC. DE 1.01,9.01 06/30/06 Behringer Harvard Opportunity REIT I, MD 3.03,8.01,9.01 06/29/06 BICO INC/PA PA 1.01,3.03,9.01 07/01/06 BLONDER TONGUE LABORATORIES INC DE 1.01,9.01 06/30/06 BLOUNT INTERNATIONAL INC DE 1.01,7.01,9.01 06/30/06 BOOKS A MILLION INC DE 1.01 06/30/06 BOOTS & COOTS INTERNATIONAL WELL CONT DE 1.01,9.01 06/30/06 BORLAND SOFTWARE CORP DE 1.01,9.01 06/30/06 BOSTON SCIENTIFIC CORP DE 1.01,9.01 06/30/06 Brand Energy & Infrastructure Service DE 8.01,9.01 07/07/06 BROOKMOUNT EXPLORATIONS INC NV 1.02,7.01,8.01 06/06/06 BROOKS AUTOMATION INC DE 1.01,8.01,9.01 06/30/06 BRUKER BIOSCIENCES CORP DE 1.01,2.01,2.03,3.02,9.01 07/01/06 BUCKEYE VENTURES, INC. MI 8.01,9.01 06/30/06 BUTLER INTERNATIONAL INC /MD/ MD 1.01,2.03,3.02,8.01,9.01 06/30/06 Calibre Energy, Inc. NV 2.01,5.01,5.02,5.03,9.01 01/27/06 AMEND Cambridge Display Technology, Inc. DE 1.01,1.02 07/06/06 CAMPBELL FUND TRUST MD 3.02 07/01/06 CANO PETROLEUM, INC 1.01,2.03,3.03,9.01 06/30/06 CANO PETROLEUM, INC 7.01,9.01 07/07/06 CANYON RESOURCES CORP DE 1.01,9.01 06/30/06 CAPITALSOURCE INC DE 1.01,2.03,9.01 06/30/06 CARROLLTON BANCORP MD 8.01,9.01 07/07/06 CATHAY GENERAL BANCORP DE 8.01,9.01 07/06/06 CDKNET COM INC DE 1.01,2.03,3.02 06/30/06 CEDAR FAIR L P DE 1.01,1.02,2.01,9.01 06/30/06 Cellu Tissue Holdings, Inc. DE 2.02,9.01 07/07/06 CENTRUE FINANCIAL CORP DE 1.01,3.03,9.01 06/30/06 CENTURY PROPERTIES FUND XIX CA 1.01,2.03,9.01 06/30/06 CERADYNE INC DE 7.01,9.01 07/03/06 CFS BANCORP INC IN 1.01,9.01 07/01/06 CHILCO RIVER HOLDINGS INC 8.01,9.01 07/05/06 CINTEL CORP NV 5.02 07/07/06 Citigroup Mortgage Loan Trust 2006-4 2.01,9.01 05/31/06 CITY NATIONAL CORP DE 1.01 07/01/06 CNL Hotels & Resorts, Inc. MD 1.01 07/07/06 Coastal Bancshares Acquisition Corp. TX 4.02,9.01 06/23/06 AMEND Command Center, Inc. WA 1.01,2.01,3.02,7.01,9.01 06/30/06 Command Center, Inc. WA 3.02 07/05/06 COMPASS BANCSHARES INC DE 1.01 06/30/06 COMPETITIVE COMPANIES INC NV 1.01,9.01 06/30/06 CONCEPT VENTURES CORP UT 2.01,3.02,5.01,9.01 06/30/06 CONEXANT SYSTEMS INC DE 1.01 07/05/06 CONNECTICUT WATER SERVICE INC / CT CT 5.02,9.01 06/30/06 CONSOLIDATED CONTAINER CO LLC DE 8.01,9.01 07/05/06 CONSUMER PORTFOLIO SERVICES INC CA 1.01 06/30/06 CONVERSION SERVICES INTERNATIONAL INC DE 3.01,9.01 06/30/06 COOPER INDUSTRIES LTD 1.01,9.01 07/06/06 Cornerstone Core Properties REIT, Inc MD 1.01,2.03,8.01,9.01 06/30/06 CORVEL CORP DE 3.01 06/30/06 COST U LESS INC WA 2.02,9.01 07/06/06 COVALENT GROUP INC NV 1.01,9.01 07/06/06 CRM Holdings, Ltd. 1.01,2.03,9.01 06/30/06 CRYSTAL INTERNATIONAL TRAVEL GROUP, I DE 1.01,3.01,9.01 06/30/06 CSK AUTO CORP DE 1.01,2.03,2.04,7.01,9.01 06/30/06 CULLEN FROST BANKERS INC TX 1.01,9.01 07/02/06 CYBERTEL CAPITAL CORP NV 2.01,3.02,5.03,9.01 06/30/06 Cyclacel Pharmaceuticals, Inc. DE 8.01,9.01 06/29/06 Cyclacel Pharmaceuticals, Inc. DE 9.01 03/27/06 AMEND CYTYC CORP DE 1.01,2.03,9.01 06/30/06 DANKA BUSINESS SYSTEMS PLC 2.01,9.01 07/07/06 DAY INTERNATIONAL GROUP INC DE 2.01,9.01 06/30/06 DAYTON SUPERIOR CORP OH 1.01,3.02,9.01 06/30/06 DEL GLOBAL TECHNOLOGIES CORP NY 1.01,9.01 07/06/06 DEWEY ELECTRONICS CORP NY 2.04 06/30/06 AMEND DIRECT INSITE CORP DE 5.02 07/01/06 DNAPRINT GENOMICS INC UT 1.01,2.03,9.01 06/30/06 DNAPRINT GENOMICS INC UT 1.01,2.03,9.01 06/30/06 DOLLAR GENERAL CORP TN 7.01,9.01 07/07/06 DOLLAR THRIFTY AUTOMOTIVE GROUP INC DE 1.01,9.01 06/30/06 DOLLAR TREE STORES INC VA 7.01,9.01 07/06/06 Eagle Bulk Shipping Inc. 7.01 07/07/06 EAGLE MATERIALS INC DE 1.01,2.03,9.01 06/30/06 EGPI FIRECREEK, INC. NV 1.02,2.03,9.01 06/30/06 ELKCORP DE 1.01 07/01/06 EMAK Worldwide, Inc. DE 1.01,3.03,5.03,9.01 06/30/06 ENDURANCE SPECIALTY HOLDINGS LTD 1.01,9.01 07/01/06 ENERCORP INC CO 5.02 06/30/06 ENERGIZER HOLDINGS INC MO 1.01 07/06/06 ENERGYSOUTH INC AL 1.01,5.02,9.01 07/06/06 EPIC CAPITAL GROUP, INC. CO 8.01 05/15/06 EQUISTAR CHEMICALS LP DE 1.01,9.01 06/30/06 EVOLVING SYSTEMS INC DE 1.01,9.01 07/07/06 FACTORY CARD & PARTY OUTLET CORP DE 2.02,9.01 07/06/06 FAR EAST ENERGY CORP 3.02 06/30/06 FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.01,1.02,9.01 07/07/06 FIDELIS ENERGY INC NV 5.02,7.01,9.01 06/30/06 FIELDSTONE INVESTMENT CORP 2.03,9.01 07/06/06 FIFTH THIRD BANCORP OH 5.02,9.01 07/06/06 FINISAR CORP DE 8.01,9.01 07/07/06 FIRST FEDERAL BANKSHARES INC DE 5.02,9.01 07/06/06 FIRST FINANCIAL HOLDINGS INC /DE/ DE 7.01,9.01 07/07/06 First Franklin Mortgage Loan Trust 20 8.01 07/07/06 FIRSTCITY FINANCIAL CORP DE 1.01,9.01 06/30/06 FISCHER WATT GOLD CO INC NV 1.01,9.01 06/27/06 Fitmedia Inc. DE 8.01 07/06/06 FIVE STAR QUALITY CARE INC 1.01,9.01 06/30/06 flexSCAN, Inc. NV 5.02,9.01 07/03/06 FLEXTRONICS INTERNATIONAL LTD. U0 1.01,9.01 06/30/06 FNB United Corp. NC 1.01,9.01 06/30/06 FORTUNE BRANDS INC DE 8.01 07/01/06 Fortunet, Inc. NV 1.01,9.01 04/01/06 FOSTER WHEELER LTD D0 8.01 06/30/06 Foundation Coal Holdings, Inc. DE 1.01,9.01 07/01/06 G/O INTERNATIONAL INC CO 5.02,8.01,9.01 07/07/06 GAMMACAN INTERNATIONAL INC DE 7.01,9.01 07/04/06 GARUDA CAPITAL CORP NV 3.02 07/07/06 GE-WMC Asset-Backed Pass Through Cert 9.01 06/25/06 GE-WMC Asset-Backed Pass-Through Cert 9.01 06/25/06 GENAERA CORP DE 1.01,9.01 07/06/06 GENITOPE CORP DE 8.01 07/07/06 GENTEK INC DE 1.01,9.01 06/30/06 GENTEX CORP MI 8.01 07/07/06 GENWORTH LIFE & ANNUITY INSURANCE CO VA 8.01 07/07/06 GIBRALTAR INDUSTRIES, INC. DE 2.01,8.01,9.01 06/30/06 GLOBAL INDUSTRIES LTD LA 1.01 07/07/06 GLOBAL INDUSTRIES LTD LA 1.01,2.03,9.01 07/07/06 GMH Communities Trust MD 1.01 07/01/06 GOLDEN PHOENIX MINERALS INC /MN/ MN 1.01,9.01 06/27/06 GOLDLEAF FINANCIAL SOLUTIONS INC. TN 3.02 07/07/06 GOLDMAN SACHS HEDGE FUND PARTNERS LLC DE 1.01,2.03 07/07/06 GREENS WORLDWIDE INC AZ 1.01 07/07/06 GREENSHIFT CORP DE 2.01,9.01 07/01/06 GREENSHIFT CORP DE 2.01,9.01 07/01/06 GSC Capital Corp. Mortgage Trust 2006 DE 2.01,9.01 06/23/06 GSC Capital Corp. Mortgage Trust 2006 DE 2.01,9.01 06/23/06 H&E Equipment Services, Inc. DE 7.01,9.01 07/06/06 HALIFAX CORP VA 1.01,9.01 07/07/06 Halo Technology Holdings, Inc. NV 3.03,5.03,9.01 06/30/06 Hana Biosciences Inc DE 1.01 06/30/06 HANDHELD ENTERTAINMENT, INC. DE 5.02,9.01 06/26/06 HARMAN INTERNATIONAL INDUSTRIES INC / DE 2.05 06/30/06 HARTCOURT COMPANIES INC UT 5.02 07/07/06 HELMERICH & PAYNE INC DE 8.01,9.01 07/06/06 HERITAGE BANKSHARES INC /VA VA 2.02,9.01 07/06/06 HERTZ CORP DE 1.01,8.01,9.01 06/30/06 HEWITT ASSOCIATES INC DE 1.01,5.02,9.01 07/05/06 HOME DEPOT INC DE 5.02,9.01 07/07/06 HORTON D R INC /DE/ DE 1.01,2.03,9.01 06/30/06 HOUSE OF BRUSSELS CHOCOLATES INC NV 2.04,8.01 07/03/06 HOUSTON AMERICAN ENERGY CORP DE 8.01,9.01 07/06/06 HSBC HOME EQUITY LOAN CORP I DE 8.01,9.01 07/07/06 Huntsman CORP DE 1.01,2.01,2.03,9.01 06/30/06 HYDROFLO INC 5.02,9.01 07/05/06 IA GLOBAL INC DE 3.01,8.01,9.01 07/06/06 IDAHO GENERAL MINES INC ID 5.05,9.01 06/30/06 IMMUNE RESPONSE CORP DE 3.02 06/30/06 IMMUNOTECHNOLOGY CORP DE 1.01,2.01,3.02,3.03,5.01, 06/30/06 5.03,5.06,9.01 IndyMac Home Equity Mortgage Loan Ass 2.01,8.01,9.01 06/12/06 INNKEEPERS USA TRUST/FL MD 8.01,9.01 07/07/06 INSEQ CORP 2.01,3.02,9.01 07/01/06 INSIGHT ENTERPRISES INC DE 2.01,9.01 06/30/06 INTEGRA LIFESCIENCES HOLDINGS CORP DE 1.01,7.01,9.01 07/07/06 INTELISYS AVIATION SYSTEMS OF AMERICA DE 1.03 06/29/06 INTERFACE INC GA 1.01,9.01 06/30/06 INTERNATIONAL ASSETS HOLDING CORP DE 1.01,9.01 06/30/06 INTERNATIONAL GAME TECHNOLOGY NV 8.01 06/13/06 INTERNATIONAL THOROUGHBRED BREEDERS I DE 8.01,9.01 07/05/06 INTERSECTIONS INC DE 1.01,2.01,9.01 06/30/06 INX Inc DE 3.02,8.01 06/30/06 IOMEGA CORP DE 1.01 07/05/06 IT&E INTERNATIONAL GROUP 1.01 06/30/06 JAFRA WORLDWIDE HOLDINGS LUX SARL N4 5.02,9.01 07/01/06 JAVELIN PHARMACEUTICALS, INC DE 8.01,9.01 07/07/06 JDA SOFTWARE GROUP INC DE 2.02,9.01 07/06/06 JOHNSONDIVERSEY HOLDINGS INC DE 1.01,2.01,9.01 06/30/06 KENTUCKY BANCSHARES INC /KY/ KY 2.02,9.01 06/30/06 KENTUCKY BANCSHARES INC /KY/ KY 8.01,9.01 07/07/06 KEYNOTE SYSTEMS INC DE 1.01 07/01/06 KEYSTONE AUTOMOTIVE OPERATIONS INC PA 1.01,9.01 06/30/06 KING PHARMACEUTICALS INC TN 1.01,8.01,9.01 07/05/06 KITE REALTY GROUP TRUST MD 1.01 06/30/06 LABRANCHE & CO INC DE 2.02,9.01 07/06/06 LAIDLAW INTERNATIONAL INC DE 2.02,5.02,8.01,9.01 07/07/06 LAKE AREA CORN PROCESSORS LLC 1.01,2.03 06/30/06 LANTRONIX INC DE 7.01 07/06/06 LASER MASTER INTERNATIONAL INC NY 2.01 06/29/06 LESCO INC/OH OH 7.01,9.01 07/07/06 LGL GROUP INC IN 1.01,9.01 06/30/06 LIBERTY BANCORP INC MO 8.01,9.01 07/06/06 Liberty Global, Inc. DE 2.03,9.01 07/03/06 Live Nation, Inc. DE 1.01,9.01 06/30/06 LYONDELL CHEMICAL CO DE 1.01,2.03,9.01 06/30/06 MAGIC MEDIA NETWORKS INC DE 8.01 07/06/06 MAGMA DESIGN AUTOMATION INC DE 8.01 06/30/06 MAGUIRE PROPERTIES INC MD 1.01 06/30/06 MARKWEST ENERGY PARTNERS L P 1.01,2.03,8.01,9.01 07/06/06 MATERIAL SCIENCES CORP DE 8.01,9.01 07/06/06 MATHSTAR INC MN 7.01 07/07/06 MATRIX BANCORP INC CO 1.01,2.03,9.01 06/30/06 MAXXAM INC DE 5.02 07/07/06 MC SHIPPING INC 1.01 07/07/06 MEDIWARE INFORMATION SYSTEMS INC NY 1.01,1.02,5.02,9.01 06/30/06 MEGOLA INC 1.01,9.01 07/04/06 MERGE TECHNOLOGIES INC WI 8.01,9.01 07/07/06 MERRILL LYNCH & CO INC DE 7.01 07/07/06 METLIFE INC DE 8.01,9.01 07/07/06 METROCORP INC DE 8.01 07/07/06 MICROFIELD GROUP INC OR 1.01,3.02,9.01 06/30/06 MICROSEMI CORP DE 9.01 04/28/06 AMEND MIDWEST BANC HOLDINGS INC DE 1.01,2.01,2.03,5.02,9.01 06/30/06 MILLENNIUM CHEMICALS INC DE 1.01,9.01 06/30/06 MKA Capital, Inc. 4.01,9.01 06/19/06 AMEND MMC ENERGY, INC. NV 5.02,9.01 07/03/06 MOBILEPRO CORP DE 1.01,9.01 06/30/06 Morgan Stanley Mortgage Loan Trust 20 DE 6.02 07/01/06 Morgan Stanley Mortgage Loan Trust 20 DE 6.02 07/01/06 Morningstar, Inc. IL 7.01 07/07/06 MORTGAGE LOAN ASSET-BACKED CERTIFICAT DE 8.01,9.01 06/22/06 MSGI SECURITY SOLUTIONS, INC NV 3.02,9.01 06/30/06 MSX INTERNATIONAL INC DE 1.01,9.01 06/30/06 MULTI LINK TELECOMMUNICATIONS INC CO 7.01,9.01 07/07/06 NANOGEN INC DE 3.02,9.01 06/30/06 NASH FINCH CO DE 1.01 06/30/06 NASHUA CORP MA 8.01,9.01 06/30/06 National Investment Managers Inc. FL 5.02 06/30/06 NATIONAL PROPERTY INVESTORS 4 CA 1.01,2.03,9.01 06/30/06 NATROL INC DE 1.01,9.01 06/08/06 NAUTILUS, INC. WA 1.01 06/30/06 NAVIGATORS GROUP INC DE 1.01,9.01 07/05/06 NEIMAN MARCUS GROUP INC DE 2.02,7.01 07/06/06 Neiman Marcus, Inc. DE 2.02,7.01 07/06/06 NEKTAR THERAPEUTICS DE 1.01,2.03,9.01 06/30/06 NEPHROS INC DE 1.01,2.03,3.02,9.01 06/30/06 NESTOR PARTNERS NJ 3.02 07/03/06 NEUSTAR INC 9.01 04/19/06 AMEND New Century Alternative Mortgage Loan 2.01,9.01 06/01/06 New Century Energy Corp. CO 1.01,2.01,3.02,9.01 06/30/06 NEWTEK BUSINESS SERVICES INC NY 3.01,9.01 06/07/06 NNN 2003 VALUE FUND LLC 9.01 04/24/06 AMEND NORTH POINTE HOLDINGS CORP 1.01,2.03,7.01,9.01 06/30/06 NORTH VALLEY BANCORP CA 8.01,9.01 07/05/06 NORTHEAST COMMUNITY BANCORP INC X1 1.01,3.02,8.01,9.01 07/03/06 NOVASTAR FINANCIAL INC MD 2.03,9.01 06/29/06 NOVASTAR MORTGAGE FUNDING CORP DE 1.01,9.01 06/29/06 NTL INC DE 1.01,9.01 07/05/06 OMNICOM GROUP INC NY 1.01,2.03,9.01 06/30/06 OPEN TEXT CORP A6 1.01 07/07/06 Orange 21 Inc. DE 1.01,2.03,9.01 07/03/06 ORION HEALTHCORP INC DE 4.01,9.01 06/27/06 AMEND OSI RESTAURANT PARTNERS, INC. DE 1.01,2.03 06/30/06 PALATIN TECHNOLOGIES INC DE 1.01 07/01/06 PATRIOT NATIONAL BANCORP INC CT 8.01,9.01 07/03/06 PBS HOLDING, INC NV 3.02 06/28/06 PEABODY ENERGY CORP DE 1.01,8.01,9.01 07/05/06 PERRIGO CO MI 5.02,9.01 07/01/06 PETROLEUM DEVELOPMENT CORP NV 8.01,9.01 07/03/06 PLM EQUIPMENT GROWTH & INCOME FUND VI CA 8.01,9.01 06/30/06 AMEND PLM EQUIPMENT GROWTH FUND V CA 8.01,9.01 06/30/06 AMEND PLM EQUIPMENT GROWTH FUND VI CA 8.01,9.01 06/30/06 AMEND PORTOLA PACKAGING INC DE 4.02 06/30/06 PORTRAIT CORP OF AMERICA, INC. 1.01,5.02 07/03/06 PRB Energy, Inc. NV 7.01,9.01 06/30/06 PREMIER COMMUNITY BANKSHARES INC VA 2.01,5.02,9.01 07/01/06 PREMIER ENTERTAINMENT BILOXI LLC DE 8.01 06/29/06 PREMIER EXHIBITIONS, INC. 1.01,9.01 06/30/06 PRIDE INTERNATIONAL INC DE 1.01,9.01 07/01/06 PRIMAL SOLUTIONS INC DE 1.01 06/30/06 PRIMEDEX HEALTH SYSTEMS INC NY 1.01,7.01,9.01 07/06/06 PSB HOLDINGS INC /WI/ WI 1.01,5.02,9.01 06/30/06 PUREDEPTH, INC. CO 3.02,5.02,9.01 06/30/06 PYRAMID BREWERIES INC WA 1.01,3.01,5.02,9.01 06/30/06 QLINKS AMERICA, INC. 5.02 07/01/06 QUANTA CAPITAL HOLDINGS LTD 1.01,9.01 07/06/06 QUANTUM FUEL SYSTEMS TECHNOLOGIES WOR DE 1.01,2.03 06/30/06 QUIXOTE CORP DE 2.01,2.06 06/30/06 RADIAL ENERGY, INC. 1.01,9.01 06/28/06 RADIOLOGIX INC DE 1.01,8.01,9.01 07/06/06 RADIOSHACK CORP DE 1.01,5.02,9.01 07/06/06 RASER TECHNOLOGIES INC UT 1.01 07/03/06 RBS GLOBAL INC DE 7.01,9.01 07/07/06 READERS DIGEST ASSOCIATION INC DE 1.01 06/30/06 RED ROBIN GOURMET BURGERS INC DE 1.01 07/01/06 REGIONS FINANCIAL CORP DE 1.01,9.01 06/30/06 REHABCARE GROUP INC DE 1.01,2.01,8.01,9.01 07/07/06 Remote Dynamics Inc DE 5.02 06/30/06 REPTRON ELECTRONICS INC FL 1.01,9.01 07/03/06 RICHARDSON ELECTRONICS LTD/DE DE 3.01,9.01 07/05/06 RIVER CAPITAL GROUP, INC. DE 1.01,9.01 05/31/05 AMEND ROTECH HEALTHCARE INC DE 5.02 06/30/06 RR Donnelley & Sons Co DE 5.04,9.01 07/05/06 RUSSELL CORP AL 1.01,2.03 06/30/06 SABINE ROYALTY TRUST TX 2.02,9.01 07/06/06 SAIL 2006-3 DE 6.02 07/03/06 SASCO 2006-NC1 DE 8.01 07/07/06 SAVVIS, Inc. DE 1.01,2.01,2.03 06/30/06 SCS TRANSPORTATION INC DE 1.01,1.02,2.01,2.05, 06/30/06 2.06,5.02,9.01 SCS TRANSPORTATION INC DE 7.01,9.01 07/03/06 SE FINANCIAL CORP 5.02 07/03/06 SEMTECH CORP DE 1.01,9.01 07/01/06 SERVICE 1ST BANCORP CA 8.01,9.01 07/07/06 SERVICEMASTER CO DE 5.02 07/07/06 SHOE PAVILION INC DE 5.02,9.01 07/07/06 SHUFFLE MASTER INC MN 8.01 06/30/06 SILGAN HOLDINGS INC DE 2.05,7.01,9.01 06/30/06 SILVERLEAF RESORTS INC 7.01,9.01 07/06/06 SIRVA INC DE 5.02,9.01 06/30/06 SL GREEN REALTY CORP MD 2.01,9.01 06/29/06 SMART ONLINE INC 1.01,2.02,8.01,9.01 06/29/06 Smart SMS Corp FL 5.03,9.01 07/07/06 SOHU COM INC DE 3.01 06/30/06 SONA MOBILE HOLDINGS CORP DE 1.01,3.02,9.01 06/30/06 SOTHEBYS HOLDINGS INC MI 3.03,5.03,8.01,9.01 06/30/06 SOURCE PETROLEUM INC. NV 3.02,9.01 07/05/06 SPECTRUM SCIENCES & SOFTWARE HOLDINGS DE 2.02,9.01 05/15/06 SRKP 7 INC 2.01,3.02,5.01,5.02,8.01,9.01 06/30/06 SRS LABS INC DE 1.01,9.01 06/30/06 STAGE STORES INC NV 8.01,9.01 07/06/06 STREICHER MOBILE FUELING INC FL 1.01,3.02,7.01,9.01 06/30/06 STRUCTURED PRODUCTS CORP CORTS TR III DE 8.01 06/13/06 SUN NEW MEDIA INC. MN 1.01,9.01 06/30/06 Symmetry Medical Inc. DE 3.01 06/30/06 SYNTEL INC MI 1.01,9.01 02/07/06 SYNTONY GROUP INC UT 1.01 06/30/06 TARGACEPT INC 1.01,2.03,9.01 06/30/06 TECHTEAM GLOBAL INC DE 8.01,9.01 06/23/06 TERRA INDUSTRIES INC MD 1.01,9.01 07/01/06 THESTREET COM DE 1.01,5.02,9.01 07/05/06 TIDEWATER INC DE 5.02,8.01,9.01 07/07/06 Timberline Resources Corp 1.01,8.01,9.01 06/30/06 Timberline Resources Corp 1.01,8.01,9.01 07/01/06 TORA TECHNOLOGIES INC 1.02,4.01 07/05/06 TOROTEL INC MO 1.01,5.03,9.01 06/30/06 Tower Group, Inc. DE 1.01,7.01,8.01 06/29/06 TOWN SPORTS INTERNATIONAL HOLDINGS IN DE 1.01,9.01 06/30/06 TRACEGUARD TECHNOLOGIES, INC. 1.01,9.01 07/06/06 TRANSAX INTERNATIONAL LTD CO 1.01,3.02,9.01 04/01/05 AMEND TRANSAX INTERNATIONAL LTD CO 1.01,1.02,3.02,9.01 01/13/06 AMEND TRESTLE HOLDINGS INC DE 4.01 06/30/06 U S GOLD CORP CO 8.01,9.01 06/30/06 AMEND U S GOLD CORP CO 8.01,9.01 06/30/06 AMEND UNIONBANCORP INC DE 1.01,3.03,9.01 06/30/06 United Development Funding III, LP DE 8.01 07/03/06 UNITED ONLINE INC DE 1.01 07/07/06 UNITED PAN AM FINANCIAL CORP CA 1.01,9.01 07/01/06 UNIVERSAL TECHNICAL INSTITUTE INC DE 1.01,2.03,9.01 07/05/06 US AIRWAYS GROUP INC DE 7.01,9.01 07/07/06 VAALCO ENERGY INC /DE/ DE 8.01,9.01 07/07/06 VAALCO ENERGY INC /DE/ DE 8.01,9.01 07/07/06 Vanda Pharmaceuticals Inc. DE 1.01,5.02,9.01 07/06/06 VASO ACTIVE PHARMACEUTICALS INC DE 8.01,9.01 06/30/06 VCAMPUS CORP DE 3.02 06/30/06 VERIDIUM CORP DE 2.01,2.03,9.01 07/01/06 VERIZON COMMUNICATIONS INC DE 8.01 07/07/06 VERSO TECHNOLOGIES INC MN 3.02 07/03/06 VIRBAC CORP DE 1.01,9.01 06/30/06 VISANT CORP 8.01,9.01 06/30/06 VISANT HOLDING CORP 8.01,9.01 06/30/06 WASHINGTON GROUP INTERNATIONAL INC DE 1.01,9.01 06/30/06 WASTE CONNECTIONS INC/DE DE 2.02,9.01 07/06/06 WAVE SYSTEMS CORP DE 8.01,9.01 07/05/06 WAVE WIRELESS CORP DE 2.01,5.02,9.01 06/30/06 WEBMETHODS INC DE 2.02,9.01 07/07/06 WELLS REAL ESTATE INVESTMENT TRUST IN MD 7.01,9.01 07/07/06 WESTERN GAS RESOURCES INC DE 1.01,9.01 07/07/06 WESTPAC SECURITISATION MANAGEMENT PTY 5.03 06/30/06 WESTWOOD ONE INC /DE/ DE 5.02 07/07/06 WORLDSPAN L P DE 1.01 06/30/06 WRIGHT MEDICAL GROUP INC DE 1.01,1.02,5.02,9.01 06/30/06 WYNN RESORTS LTD 1.01,9.01 06/30/06 X RITE INC MI 1.01,2.01,5.02,9.01 06/30/06 XENOMICS INC FL 1.02,9.01 06/30/06 XINHUA CHINA LTD NV 2.01,8.01,9.01 07/07/06 Z AXIS CORP CO 1.01,5.05,7.01,9.01 07/07/06 Z YACHTS, INC. 5.02 06/30/06