SEC NEWS DIGEST Issue 2006-174 September 8, 2006 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS CLOSED COMMISSION MEETING - SEPTEMBER 12, 2006 - 10:00 A.M. A closed meeting will be held on Tuesday, Sept. 12, 2006, at 10:00 a.m. The subject matters of the meeting will be formal orders of investigation; institution and settlement of injunctive actions; institution and settlement of administrative proceedings of an enforcement nature; adjudicatory matters; and other matters related to enforcement proceedings. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact the Office of the Secretary at (202) 551-5400. RULES AND RELATED MATTERS SEC POSTS RELEASE NO. 33-8735 AND CONFORMING AMENDMENTS TO RELEASE NO. 33-8732 (DISCLOSURE REQUIREMENTS CONCERNING EXECUTIVE COMPENSATION AND RELATED MATTERS) Today, in connection with publication in the Federal Register, the Commission posted Release No. 33-8732A to the SEC Web site (see http://www.sec.gov/rules/final.shtml). Release No. 33-8732A, which reflects the addition of cross references to proposing Release No. 33- 8735, conforms with publication in the Federal Register of two separate releases -- Release No. 33-8732A and proposing Release No. 33-8735 (see http://www.sec.gov/rules/proposed.shtml). Release No. 33- 8735 requests additional comment regarding the proposal to require compensation disclosure for three additional highly compensated employees. ENFORCEMENT PROCEEDINGS COMMISSION INSTITUTES SETTLED CEASE-AND-DESIST PROCEEDINGS AGAINST KENSINGTON INVESTMENT GROUP, INC. FOR IMPROPER PERFORMANCE-BASED FEES On September 7, the Commission instituted and simultaneously settled administrative and cease-and-desist proceedings against California- based investment adviser Kensington Investment Group, Inc. (Kensington). The Commission found that Kensington received more than $617,000 in excessive advisory fees as a result of charging improper performance-based fees to the Kensington Strategic Realty Fund (Realty Fund). The Commission found that Kensington willfully violated Section 205(a) of the Investment Advisers Act. Section 205(a) requires fund managers to calculate performance-based fees-fees based primarily on fund performance measured against an external benchmark-using the average value of the fund's assets over the same period that is used to measure the fund's performance. The Commission found that Kensington's advisory contract with the Realty Fund did not provide for assessing the performance-related portion of its total advisory fee against the fund's average net assets over the same period in which performance was measured. Upon notification by the Commission staff that Kensington was charging the Realty Fund a total advisory fee based on a method that did not comply with Section 205(a) of the Advisers Act, Kensington's management discontinued the method and subsequently reimbursed the fund $617,098 plus interest of 173,864, for a total payment of $790,962. Pursuant to its offer of settlement, Kensington neither admitted nor denied the findings in the Commission's Order. The Order censures Kensington and requires it to cease and desist from committing or causing violations of Section 205(a) of the Advisers Act. (In the Matter of Kensington Mutual Fund Capital Trust, Rel. IA- 2545; File No. 3-12409) COMMISSION INSTITUTES SETTLED CEASE-AND-DESIST PROCEEDINGS AGAINST NUMERIC INVESTORS LLC FOR IMPROPER PERFORMANCE-BASED FEES On September 7, the Commission instituted and simultaneously settled administrative and cease-and-desist proceedings against Massachusetts- based investment adviser Numeric Investors LLC. The Commission found that Numeric received more than $919,000 in excessive advisory fees as a result of charging improper performance-based fees to the NI Small Cap Value Fund. The Commission found that Numeric willfully violated Section 205(a) of the Investment Advisers Act. Section 205 requires fund managers to calculate performance-based fees-fees based primarily on fund performance measured against an external benchmark-using the average value of the fund's assets over the same period that is used to measure the fund's performance. The Commission found that Numeric's advisory contract with the Small Cap Fund did not provide for assessing the performance-related portion of its total advisory fee against the fund's average net assets over the same period in which performance was measured. Upon notification by the Commission staff that Numeric was charging the Small Cap Fund a total advisory fee based on a method that did not comply with Section 205 of the Advisers Act, Numeric's management discontinued the method and subsequently reimbursed the fund $919,857 plus interest of $110,230, for a total payment of $1,030,087. Pursuant to its offer of settlement, Numeric neither admitted nor denied the findings in the Commission's Order. The Order censures Numeric and requires it to cease and desist from committing or causing violations of Section 205(a) of the Advisers Act. (In the Matter of Numeric Investors LLC, Rel. IA-2546; File No. 3-12410) COMMISSION INSTITUTES SETTLED CEASE-AND-DESIST PROCEEDINGS AGAINST PUTNAM INVESTMENT MANAGEMENT, LLC FOR IMPROPER PERFORMANCE-BASED FEES On September 7, the Commission instituted and simultaneously settled administrative and cease-and-desist proceedings against Massachusetts- based investment adviser Putnam Investment Management, LLC (Putnam). The Commission found that Putnam received more than $1.3 million in excessive advisory fees as a result of charging improper performance- based fees to the Putnam Research Fund (Research Fund). The Commission found that Putnam willfully violated Section 205(a) of the Investment Advisers Act. Section 205(a) requires fund managers to calculate performance-based fees-fees based primarily on fund performance measured against an external benchmark-using the average value of the fund's assets over the same period that is used to measure the fund's performance. The Commission found that Putnam's advisory contract with the Research Fund did not provide for assessing the performance- related portion of its total advisory fee against the fund's average net assets over the same period in which performance was measured. Upon notification by the Commission staff that Putnam was charging the Research Fund a total advisory fee based on a method that did not comply with Section 205(a) of the Advisers Act, Putnam's management discontinued the method and subsequently reimbursed the fund $1,307,482 plus interest of $343,119, for a total payment of $1,650,601. Pursuant to its offer of settlement, Putnam neither admitted nor denied the findings in the Commission's Order. The Order censures Putnam and requires it to cease and desist from committing or causing violations of Section 205(a) of the Advisers Act. (In the Matter of Putnam Investment Management, LLC, Rel. IA-2547; File No. 3- 12411) COMMISSION INSTITUTES SETTLED CEASE-AND-DESIST PROCEEDINGS AGAINST GARTMORE MUTUAL FUND CAPITAL TRUST FOR IMPROPER PERFORMANCE-BASED FEES On September 7, the Commission instituted and simultaneously settled administrative and cease-and-desist proceedings against Pennsylvania- based investment adviser Gartmore Mutual Fund Capital Trust (Gartmore). The Commission found that Gartmore received more than $632,000 in excessive advisory fees as a result of charging improper performance-based fees to two funds, the Gartmore GVIT U.S. Growth Leaders Fund and the Gartmore U.S. Growth Leaders Fund (collectively, the Gartmore Funds). The Commission found that Gartmore willfully violated Section 205(a) of the Investment Advisers Act. Section 205 requires fund managers to calculate performance-based fees-fees based primarily on fund performance measured against an external benchmark- using the average value of the fund's assets over the same period that is used to measure the fund's performance. The Commission found that Gartmore's advisory contracts with the two funds did not provide for assessing the performance-related portion of its total advisory fee against the funds' average net assets over the same period in which performance was measured. Upon notification by the Commission staff that Gartmore was charging the Gartmore Funds a total advisory fee based on a method that did not comply with Section 205 of the Advisers Act, Gartmore's management discontinued the method and subsequently reimbursed the funds $632,217 plus interest of $21,665, for a total payment of $653,882. Pursuant to its offer of settlement, Gartmore neither admitted nor denied the findings in the Commission's Order. The Order censures Gartmore and requires it to cease and desist from committing or causing violations of Section 205(a) of the Advisers Act. (In the Matter of Gartmore Mutual Fund Capital Trust, Rel. IA-2548; File No. 3-12412) COMMISSION INSTITUTES SETTLED CEASE-AND-DESIST PROCEEDINGS AGAINST THE DREYFUS CORPORATION FOR IMPROPER PERFORMANCE-BASED FEES On September 7, the Commission instituted and simultaneously settled administrative and cease-and-desist proceedings against New York-based investment adviser The Dreyfus Corporation (Dreyfus). The Commission found that Dreyfus received more than $2.9 million in excessive advisory fees as a result of charging improper performance-based fees to two funds, the Dreyfus Premier Enterprise Fund (Enterprise Fund) and the Dreyfus Premier NexTech Fund (NexTech Fund). The Commission found that Dreyfus willfully violated Section 205(a) of the Investment Advisers Act. Section 205 requires fund managers to calculate performance-based fees-fees based primarily on fund performance measured against an external benchmark-using the average value of the fund's assets over the same period that is used to measure the fund's performance. The Commission found that Dreyfus' advisory contracts with the two funds did not provide for assessing the performance- related portion of its total advisory fee against the funds' average net assets over the same period in which performance was measured. Upon notification by the Commission staff that Dreyfus was charging the Enterprise Fund and the NexTech Fund a total fee based on a method that did not comply with Section 205 of the Advisers Act, Dreyfus' management discontinued the method and subsequently reimbursed the funds $2,996,195 plus interest of $273,830, for a total payment of $3,270,025. Pursuant to its offer of settlement, Dreyfus neither admitted nor denied the findings in the Commission's Order. The Order censures Dreyfus and requires it to cease and desist from committing or causing violations of Section 205(a) of the Advisers Act. (In the Matter of The Dreyfus Corporation, Rel. IA-2549; File No. 3-12413) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES The Depository Trust Company filed a proposed rule change (SR-DTC- 2006-12) under Section 19(b)(3)(A) of the Securities Exchange Act. The proposed rule change, which became effective upon filing, will discontinue the posting of Asset-Backed Security notices on DTC's LENS system. Publication of the proposal is expected in the Federal Register during the week of September 11. (Rel. 34-54408) The Options Clearing Corporation filed a proposed rule change (SR-OCC- 2006-13) under Section 19(b)(3)(A) of the Securities Exchange Act. The proposed rule change amends OCC's By-Laws and Rules to reflect the name change of an OCC board committee and of the Nasdaq securities market. Publication of the proposal is expected in the Federal Register during the week of September 11. (Rel. 34-54409) APPROVAL OF PROPOSED RULE CHANGES The Commission approved a proposed rule change (SR-NYSE-2005-43) and Amendment No. 1 thereto filed by the New York Stock Exchange relating to Rule 607 to clarify the classification of arbitrators as public or industry. Publication of the order is expected in the Federal Register during the week of September 11. (Rel. 34-54407) The Commission approved a proposed rule change (SR-NASD-2004-171) and Amendment No. 1 thereto submitted under Rule 19b-4 of the Securities Exchange Act of 1934 by NASD to amend NASD Rule 2340 (Customer Account Statements). Publication of the order is expected in the Federal Register during the week of September 11. (Rel. 34-54411) 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-3ASR LYONDELL CHEMICAL CO, 1221 MCKINNEY ST, SUITE 700, HOUSTON, TX, 77010, 713-652-7200 - 0 ($0.00) Non-Convertible Debt, (File 333-137149 - Sep. 7) (BR. 06A) S-8 VALERO GP HOLDINGS LLC, ONE VALERO WAY, SAN ANTONIO, TX, 78249, 2103452000 - 2,000,000 ($40,660,000.00) Limited Partnership Interests, (File 333-137150 - Sep. 7) (BR. 04A) SB-2 VIKING SYSTEMS INC, 4350 LA JOLLA VILLAGE DRIVE, SUITE 900, SAN DIEGO, CA, 92121, 8584314010 - 41,352,666 ($18,608,700.00) Equity, (File 333-137151 - Sep. 7) (BR. 10C) S-8 TURBINE TRUCK ENGINES INC, 1200 FLIGHTLINE BLVD SUITE 5, DELAND, FL, 32724, 904-943-8358 - 0 ($1,680,000.00) Equity, (File 333-137152 - Sep. 7) (BR. 10C) F-3 BOS BETTER ONLINE SOLUTIONS LTD, 645,720 ($3,422,316.00) Debt Convertible into Equity, (File 333-137153 - Sep. 7) (BR. 03A) S-8 AMCORE FINANCIAL INC, 501 SEVENTH ST, P O BOX 1537, ROCKFORD, IL, 61104, 8159682241 - 2,125,000 ($64,281,250.00) Equity, (File 333-137155 - Sep. 7) (BR. 07C) S-8 Uraniumcore CO, 56 HARRISON ST, SUITE 501, NEW ROCHELLE, NY, 10801, 914-576-8457 - 1,500,000 ($150,000.00) Debt Convertible into Equity, (File 333-137156 - Sep. 7) (BR. 03A) S-3 Pike Electric CORP, 100 PIKE WAY, MOUNT AIRY, NC, 27030, (336) 789-2171 - 8,000,000 ($133,840,000.00) Equity, (File 333-137158 - Sep. 7) (BR. 06B) S-8 TLC VISION CORP, 5280 SOLAR DRIVE, SUITE 100, MISSISSAUGA ONTARIO, A6, 00000, 636-534-2300 - 0 ($10,740,000.00) Equity, (File 333-137159 - Sep. 7) (BR. 01C) SB-1 Drayton Harbor Resources Inc., SUITE 510, 999 WEST HASTINGS STREET, VANCOUVER, A1, V6C 2W2, 604-685-7551 - 2,500,000 ($20,250.00) Equity, (File 333-137160 - Sep. 7) (BR. 09) S-8 GENESIS MICROCHIP INC /DE, 2150 GOLD STREET, ALVISO, CA, 95002, 4082626599 - 1,795,193 ($21,093,517.75) Equity, (File 333-137161 - Sep. 7) (BR. 10B) S-8 JAG MEDIA HOLDINGS INC, 6865 SW 18TH STREET SUITE B13, BACA RATON, FL, 33433, 7322921800 - 6,000,000 ($1,080,000.00) Equity, (File 333-137162 - Sep. 7) (BR. 08B) S-3 APPLIED DIGITAL SOLUTIONS INC, 1690 SOUTH CONGRESS AVENUE, SUITE 200, DELRAY BEACH, FL, 33445, 561-805-8000 - 1,719,745 ($2,983,758.00) Equity, (File 333-137165 - Sep. 7) (BR. 11B) S-3ASR MAGELLAN MIDSTREAM PARTNERS LP, ONE WILLIAMS CENTER, MD 28-1, TULSA, OK, 74172, 918 574 7000 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-137166 - Sep. 7) (BR. 04B) S-8 STERIS CORP, 5960 HEISLEY RD, MENTOR, OH, 44060, 4403542600 - 10,000,000 ($10,000,000.00) Other, (File 333-137167 - Sep. 7) (BR. 10C) S-8 AVOCENT CORP, 4991 CORPORATE DRIVE, HUNTSVILLIE, AL, 35805, 2564304000 - 0 ($64,282,500.00) Equity, (File 333-137168 - Sep. 7) (BR. 03A) S-8 AVOCENT CORP, 4991 CORPORATE DRIVE, HUNTSVILLIE, AL, 35805, 2564304000 - 0 ($7,539,599.07) Equity, (File 333-137169 - Sep. 7) (BR. 03A) SB-2 BOND LABORATORIES, INC., 777 S. HIGHWAY 101, SUITE 215, SOLANA BEACH, CA, 92075, 858-847-9000 - 2,000,000 ($5,000,000.00) Equity, (File 333-137170 - Sep. 7) (BR. ) S-8 Mid-America Bancshares, Inc., 7651 HIGHWAY 70 SOUTH, NASHVILLE, TN, 37221, (615) 646-4556 - 0 ($8,760,000.00) Equity, (File 333-137171 - Sep. 7) (BR. 07) S-8 WHITTIER ENERGY CORP, 333 CLAY STREET, SUITE 700, HOUSTON, TX, 77002, 713 850-1880 - 0 ($9,112,320.00) Equity, (File 333-137172 - Sep. 7) (BR. 04B) S-8 INNERWORKINGS INC, 600 WEST CHICAGO, SUITE 750, CHICAGO, IL, 60610, 0 ($15,123,121.00) Equity, (File 333-137173 - Sep. 7) (BR. 05B) SB-2 HOLA COMMUNICATIONS INC., 103 - 3065 BEYER BOULEVARD, SAN DIEGO, CA, 92154, 619-690-2622 - 2,000,000 ($400,000.00) Equity, (File 333-137174 - Sep. 7) (BR. ) F-10 CRYSTALLEX INTERNATIONAL CORP, 18 KING STREET EAST, SUITE 1210, TORONTO, A6, M5C 1C4, 4162032448 - 875,000 ($2,371,250.00) Equity, (File 333-137175 - Sep. 7) (BR. 04B) 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 ABAZIAS INC DE 8.01,9.01 09/07/06 ABM INDUSTRIES INC /DE/ DE 2.02,8.01,9.01 09/06/06 ACCESS PHARMACEUTICALS INC DE 5.02 09/01/06 ACTEL CORP CA 7.01,9.01 09/07/06 ADVANCED ANALOGIC TECHNOLOGIES INC DE 1.01,9.01 09/03/06 ADVO INC DE 8.01,9.01 09/06/06 AFFILIATED COMPUTER SERVICES INC DE 8.01 08/31/06 AFFIRMATIVE INSURANCE HOLDINGS INC DE 5.01 08/31/06 AIRTRAN HOLDINGS INC NV 8.01 09/07/06 Akeena Solar, Inc. DE 2.02,9.01 09/07/06 ALLIANT TECHSYSTEMS INC DE 8.01,9.01 09/07/06 ALLIED HEALTHCARE PRODUCTS INC DE 2.02,7.01,9.01 09/07/06 ALTRIA GROUP, INC. VA 1.01 08/31/06 AMARIUM TECHNOLOGIES, INC. NV 4.01,9.01 09/01/06 AMERICAN ACCESS TECHNOLOGIES INC FL 1.01,5.02,9.01 09/06/06 AMERICAN BANCORP OF NEW JERSEY INC NJ 8.01,9.01 09/06/06 AMERICAN ENTERPRISE DEVELOPMENT CORP TX 4.01 09/05/06 American Home Mortgage Investment Tru DE 8.01,9.01 08/25/06 AMERICAN HOME MORTGAGE INVESTMENT TRU DE 8.01,9.01 08/25/06 AMERICAN SOFTWARE INC GA 2.02,9.01 09/07/06 AMERICAN TECHNICAL CERAMICS CORP DE 2.02,9.01 09/07/06 American Telecom Services Inc 7.01,9.01 09/07/06 AMERICAN TONERSERV CORP. DE 4.01,9.01 08/31/06 AMERICAS CARMART INC TX 2.02,9.01 09/07/06 AMERITYRE CORP NV 8.01 09/07/06 AMERUS GROUP CO/IA IA 8.01,9.01 09/06/06 AMN HEALTHCARE SERVICES INC DE 5.02 09/02/06 ANADARKO PETROLEUM CORP DE 8.01,9.01 09/06/06 APEX CAPITAL GROUP INC WY 1.01,9.01 09/07/06 APOLLO INVESTMENT CORP MD 7.01 09/07/06 APPLIED DNA SCIENCES INC NV 1.01,3.02,9.01 09/06/06 APPLIED SPECTRUM TECHNOLOGIES INC MN 1.01,3.02,9.01 09/07/06 ARCH COAL INC DE 7.01,9.01 09/07/06 ASBURY AUTOMOTIVE GROUP INC DE 7.01,9.01 09/07/06 ASBURY AUTOMOTIVE GROUP INC DE 1.01,9.01 09/07/06 ASBURY AUTOMOTIVE GROUP INC DE 1.01,5.02,9.01 09/07/06 ASHFORD HOSPITALITY TRUST INC MD 7.01,9.01 09/07/06 ASHWORTH INC DE 2.02,9.01 09/07/06 AURIGA LABORATORIES, INC. DE 1.01,3.02,9.01 09/07/06 AUTO UNDERWRITERS OF AMERICA, INC. CA 5.03,9.01 04/28/06 AUTO UNDERWRITERS OF AMERICA, INC. CA 3.02 08/31/06 AUXILIUM PHARMACEUTICALS INC 7.01,9.01 09/07/06 Aviza Technology, Inc. DE 8.01 09/07/06 AVOCENT CORP DE 9.01 09/01/06 AVP INC DE 5.02,9.01 09/05/06 BAD TOYS Holdings, Inc. NV 2.01,9.01 02/04/05 AMEND BAKERS FOOTWEAR GROUP INC MO 1.01,2.03,9.01 08/31/06 BALLANTYNE OF OMAHA INC DE 1.01,9.01 09/06/06 BANCINSURANCE CORP OH 1.01,2.01,9.01 08/31/06 BANK JOS A CLOTHIERS INC /DE/ DE 2.02,9.01 09/07/06 BEACON POWER CORP DE 1.01,5.02,9.01 08/01/06 Bear Stearns ARM Trust 2006-2 DE 9.01 05/31/06 BEAZER HOMES USA INC DE 8.01,9.01 09/07/06 BERRY PLASTICS CORP DE 1.01,3.03,7.01,8.01,9.01 09/05/06 BIRNER DENTAL MANAGEMENT SERVICES INC CO 1.01,9.01 09/07/06 BJs RESTAURANTS INC CA 8.01,9.01 09/06/06 Bloodhound Search Technologies, Inc. NV 4.02,9.01 08/11/06 BRADLEY PHARMACEUTICALS INC DE 7.01,9.01 09/07/06 BRADLEY PHARMACEUTICALS INC DE 8.01,9.01 09/07/06 BUCA INC /MN MN 1.01,5.02,9.01 09/06/06 BUCS FINANCIAL CORP MD 1.01,9.01 09/05/06 CA, INC. DE 8.01 09/06/06 CANO PETROLEUM, INC 2.03,3.03,5.03,9.01 08/31/06 CANO PETROLEUM, INC 7.01,9.01 09/07/06 CANYON COPPER CORP. 1.01,9.01 08/16/06 CAPITAL RESOURCE FUNDING INC NC 1.01 09/06/06 CARREKER CORP DE 2.02,9.01 09/07/06 CARVER CORP WA 1.01,3.02,5.01,5.02,8.01 08/08/06 CASELLA WASTE SYSTEMS INC DE 2.02,9.01 09/06/06 CASEYS GENERAL STORES INC IA 2.02,9.01 09/06/06 CASUAL MALE RETAIL GROUP INC DE 7.01,9.01 09/07/06 CBS CORP DE 5.02 09/06/06 CELLSTAR CORP DE 1.01,9.01 08/31/06 CELSION CORP MD 3.01,9.01 08/31/06 CenterStaging Corp. DE 1.01,5.02,9.01 09/05/06 CHART INDUSTRIES INC DE 2.02,7.01,9.01 09/07/06 ChaseFlex Trust Series 2006-2 DE 8.01,9.01 08/23/06 Chelsea Therapeutics International, L DE 8.01,9.01 09/06/06 CHEROKEE INC DE 2.02,9.01 09/06/06 CHESAPEAKE UTILITIES CORP DE 1.02,5.02,9.01 08/31/06 CITIGROUP DIVERSIFIED FUTURES FUND LP 3.02 09/01/06 CITIGROUP FAIRFIELD FUTURES FUND LP I 3.02 09/01/06 CLINICAL DATA INC DE 1.01,2.03,9.01 08/31/06 CLOROX CO /DE/ DE 1.01,5.02,9.01 08/30/06 AMEND CMGI INC DE 1.01,9.01 08/31/06 COGNOS INC CA 2.01,2.05,9.01 09/07/06 COLLINS & AIKMAN FLOOR COVERINGS INC DE 5.02,9.01 08/31/06 COLOMBIA GOLDFIELDS LTD 8.01 08/30/06 COLUMBIA SPORTSWEAR CO OR 1.01,9.01 09/01/06 Commercial Vehicle Group, Inc. DE 1.01 08/31/06 CONAGRA FOODS INC /DE/ DE 2.02,7.01,9.01 09/07/06 CONNS INC DE 1.01,2.03 08/31/06 COOPER COMPANIES INC DE 2.02,9.01 09/07/06 COOPER TIRE & RUBBER CO DE 7.01 09/07/06 CORNERSTONE MINISTRIES INVESTMENTS IN GA 2.03 08/31/06 CPG INTERNATIONAL INC. DE 8.01,9.01 09/07/06 CRIMSON EXPLORATION INC. TX 1.01,2.03,9.01 08/31/06 CROWLEY MARITIME CORP DE 1.01,7.01,9.01 09/01/06 CRYOLIFE INC FL 8.01 09/06/06 CUTTER & BUCK INC WA 2.02,5.03,7.01,9.01 08/31/06 CWHEQ Home Equity Loan Trust, Series 8.01,9.01 09/07/06 DATATRAK INTERNATIONAL INC OH 1.01,2.03 08/31/06 DAY INTERNATIONAL GROUP INC DE 1.01,9.01 08/31/06 DEL GLOBAL TECHNOLOGIES CORP NY 1.01,1.02,5.02,9.01 09/07/06 dELiAs, Inc. DE 2.02,9.01 09/07/06 DIASENSE INC/PA PA 1.02 09/07/06 DIGITAL RECORDERS INC NC 7.01,9.01 09/07/06 DIRECTVIEW INC NV 1.01,9.01 09/06/06 DISCOVER CARD MASTER TRUST I DE 6.05 09/01/06 DPL INC OH 7.01,9.01 09/01/06 DST SYSTEMS INC DE 8.01,9.01 09/07/06 DTE ENERGY CO MI 7.01,9.01 09/07/06 Duke Energy CORP DE 2.02 09/07/06 DynCorp International Inc DE 5.02 09/06/06 Eagle Bulk Shipping Inc. 1.01,2.03 09/07/06 ECOLLEGE COM DE 7.01,9.01 09/07/06 ELEC COMMUNICATIONS CORP NY 8.01 09/06/06 ELECTRIC AQUAGENICS UNLIMITED INC DE 5.02 08/31/06 EMCORE CORP NJ 1.01,2.01,8.01,9.01 08/31/06 ENCORE ACQUISITION CO DE 7.01,9.01 09/07/06 ENERGY PARTNERS LTD DE 8.01,9.01 09/07/06 ENESCO GROUP INC IL 7.01 09/07/06 ENVIRONMENTAL SOLUTIONS WORLDWIDE INC FL 1.01,2.03,9.01 08/29/06 EPICEPT CORP 8.01,9.01 09/05/06 EPIX Pharmaceuticals, Inc. 1.01 08/31/06 EUROWEB INTERNATIONAL CORP DE 1.01,9.01 09/03/06 Federal Home Loan Bank of Atlanta X1 2.03 09/01/06 Federal Home Loan Bank of Boston X1 2.03 09/01/06 Federal Home Loan Bank of Chicago X1 2.03 09/05/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 08/30/06 Federal Home Loan Bank of Dallas 2.03 09/05/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 09/01/06 Federal Home Loan Bank of New York X1 2.03,9.01 09/01/06 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 09/05/06 Federal Home Loan Bank of Topeka 2.03 09/05/06 FEDERAL SIGNAL CORP /DE/ DE 1.01 08/31/06 FIRST INVESTORS FINANCIAL SERVICES GR TX 2.02,9.01 09/07/06 FLEETWOOD ENTERPRISES INC/DE/ DE 2.02,9.01 09/07/06 flexSCAN, Inc. NV 4.01 08/30/06 Florida East Coast Industries, Inc. 7.01,9.01 09/07/06 FOREST LABORATORIES INC DE 1.01,5.02,9.01 09/07/06 FORTUNE INDUSTRIES, INC. DE 1.01,2.03,9.01 08/31/06 FP Technology, Inc. DE 1.01,3.02,9.01 08/31/06 FPL GROUP INC FL 7.01,9.01 09/07/06 FreightCar America, Inc. DE 5.03,9.01 09/06/06 G III APPAREL GROUP LTD /DE/ DE 2.02,9.01 09/07/06 GABRIEL TECHNOLOGIES CORP DE 5.02 08/31/06 GATEWAY INC DE 1.01,5.02,9.01 09/01/06 GATX CORP NY 7.01,9.01 09/07/06 GE-WMC Asset-Backed Pass-Through Trus 2.01,9.01 08/01/06 GENE LOGIC INC DE 1.01,9.01 09/01/06 GENERAL ELECTRIC CO NY 8.01,9.01 09/06/06 GENERAL MARITIME CORP/ 1.01,3.03,9.01 08/31/06 GENTA INC DE/ DE 8.01,9.01 09/06/06 GFI Group Inc. DE 7.01,9.01 09/07/06 Global Cash Access Holdings, Inc. DE 5.02 09/06/06 GLOBALSANTAFE CORP 7.01,9.01 09/07/06 GOLDEN EAGLE INTERNATIONAL INC CO 5.02,8.01 08/24/06 GONDWANA ENERGY LTD / NY NV 5.02 08/07/06 GREATER BAY BANCORP CA 7.01,9.01 09/07/06 GTX INC /DE/ DE 7.01,9.01 09/07/06 GTX INC /DE/ DE 8.01,9.01 09/05/06 Halo Technology Holdings, Inc. NV 7.01 09/07/06 HARTCOURT COMPANIES INC UT 4.02,9.01 08/09/06 HARTE HANKS INC DE 1.01,2.03,9.01 09/06/06 HARVEST NATURAL RESOURCES, INC. DE 7.01,9.01 09/07/06 HEALTH NET INC DE 7.01 09/07/06 HEALTH SYSTEMS SOLUTIONS INC NV 2.01,9.01 05/15/06 AMEND HEALTHSOUTH CORP DE 8.01,9.01 09/07/06 HEARST ARGYLE TELEVISION INC DE 2.03 08/31/06 Heritage Financial Group DC 8.01,9.01 09/06/06 HI TECH PHARMACAL CO INC NY 2.02 09/07/06 HIGHBURY FINANCIAL INC DE 7.01,9.01 09/07/06 HIGHLAND HOSPITALITY CORP MD 8.01,9.01 08/31/06 ICOP DIGITAL, INC CO 8.01 09/05/06 IGI INC DE 3.01,9.01 09/01/06 Ignis Petroleum Group, Inc. 1.01,9.01 09/06/06 II-VI INC PA 1.01 08/31/06 IMERGENT INC DE 2.02,9.01 09/07/06 INFORMEDIX HOLDINGS INC NV 3.02 08/24/06 INFOSONICS CORP 7.01,9.01 09/07/06 INLAND FIBER GROUP LLC DE 1.01,1.03,9.01 08/18/06 AMEND INLAND REAL ESTATE CORP MD 1.01,9.01 09/07/06 INNOVATIVE FOOD HOLDINGS INC CO 1.01,9.01 08/31/06 INPUT OUTPUT INC DE 1.01,9.01 09/06/06 INSPIRE PHARMACEUTICALS INC DE 7.01 09/01/06 INTELLIGROUP INC NJ 1.01,5.02,9.01 09/07/06 INTER TEL INC AZ 8.01,9.01 09/07/06 INTERNAP NETWORK SERVICES CORP DE 3.01 09/06/06 INTERNATIONAL DISPLAYWORKS, INC OR 2.02,9.01 09/07/06 INTRAOP MEDICAL CORP 5.02 09/05/06 INX Inc DE 7.01,9.01 09/07/06 iPCS, INC DE 8.01,9.01 09/07/06 Irish Mag, Inc. 5.02 09/07/06 iVOW, Inc. DE 1.01,5.02,8.01,9.01 09/05/06 JK Acquisition Corp. 1.01,3.01,9.01 09/06/06 JPMAC 2006-NC2 DE 8.01,9.01 09/07/06 JPMorgan Chase Bank, National Associa X1 8.01,9.01 09/06/06 KAMAN CORP CT 8.01,9.01 09/07/06 KB HOME DE 2.02,7.01,9.01 09/06/06 KBS Real Estate Investment Trust, Inc MD 1.01 08/31/06 Keewatin Windpower Corp. NV 4.01,9.01 08/10/06 AMEND KEY ENERGY SERVICES INC MD 7.01,9.01 09/06/06 KEY TRONIC CORP WA 1.01,9.01 08/31/06 KORN FERRY INTERNATIONAL DE 2.02,9.01 09/07/06 KUHLMAN COMPANY, INC MN 1.01,5.02 08/31/06 KUHLMAN COMPANY, INC MN 1.01,2.03,5.02 08/31/06 AMEND LADENBURG THALMANN FINANCIAL SERVICES FL 1.01,3.02,5.02,9.01 08/31/06 LAKELAND INDUSTRIES INC DE 2.02,9.01 09/07/06 LEE SARA CORP MD 1.01 08/31/06 Legacy Bancorp, Inc. DE 7.01,9.01 09/07/06 LGL GROUP INC IN 1.01,5.02,9.01 08/31/06 LIFELINE THERAPEUTICS, INC. CO 7.01,9.01 09/07/06 LITHIA MOTORS INC OR 1.02,8.01 09/07/06 LOGILITY INC GA 2.02,9.01 09/07/06 LONE STAR TECHNOLOGIES INC DE 7.01 09/07/06 LUCENT TECHNOLOGIES INC DE 8.01,9.01 09/07/06 LYONDELL CHEMICAL CO DE 8.01,9.01 09/07/06 M B A HOLDINGS INC NV 8.01,9.01 09/07/06 MACDERMID INC CT 7.01,9.01 09/05/06 Macquarie Infrastructure CO Trust DE 1.01,2.03,9.01 09/01/06 MADISON AVE HOLDINGS INC DE 5.02 08/31/06 AMEND MailTec, Inc. NV 4.01 08/10/06 MARCO COMMUNITY BANCORP INC FL 5.02 08/22/06 MARKWEST ENERGY PARTNERS L P 5.02,9.01 09/06/06 MARKWEST HYDROCARBON INC DE 1.01,5.02,9.01 09/06/06 MATRIA HEALTHCARE INC DE 2.01,9.01 09/01/06 MEDCATH CORP DE 1.01,2.01,2.02,5.02,9.01 08/31/06 MERCK & CO INC NJ 5.02 09/01/06 METAL MANAGEMENT INC DE 3.01,9.01 09/07/06 METALDYNE CORP DE 1.01,5.01,8.01,9.01 08/31/06 METHODE ELECTRONICS INC DE 2.02,9.01 09/07/06 MEXORO MINERALS LTD CO 4.02 09/07/06 MICRO COMPONENT TECHNOLOGY INC MN 1.01,3.02 08/31/06 MIGO SOFTWARE, INC. DE 1.01,3.02 09/05/06 Mill Basin Technologies, Ltd. NV 2.01,5.01,5.02,8.01,9.01 09/01/06 MONARCH STAFFING, INC. NV 5.02,9.01 08/07/06 MOOG INC NY 7.01 09/07/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01 09/01/06 Morgan Stanley Mortgage Loan Trust 20 DE 6.02 09/01/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01 09/01/06 MOVADO GROUP INC NY 2.02,9.01 09/07/06 MQ ASSOCIATES INC 1.01,1.02,8.01 08/31/06 MS STRUCTURED SATURNS SERIES 2001-4 DE 8.01,9.01 09/01/06 MS STRUCTURED SATURNS SERIES 2002-3 DE 8.01,9.01 09/01/06 MS STRUCTURED SATURNS SERIES 2002-4 DE 8.01,9.01 09/01/06 MS STRUCTURED SATURNS SERIES 2002-7 DE 8.01,9.01 09/01/06 MS STRUCTURED SATURNS SERIES 2002-8 DE 8.01,9.01 09/01/06 MS STRUCTURED SATURNS SERIES 2005-3 DE 8.01,9.01 09/01/06 NASDAQ STOCK MARKET INC DE 8.01,9.01 09/07/06 NATIONAL FINANCIAL PARTNERS CORP 7.01,9.01 09/07/06 NATIONAL FUEL GAS CO NJ 7.01,9.01 09/07/06 NATIONAL SEMICONDUCTOR CORP DE 2.02,8.01,9.01 08/27/06 NATURADE INC DE 1.03,4.01,5.02 08/28/06 NCT GROUP INC DE 1.01,2.03,3.02 08/31/06 NEOMAGIC CORP DE 2.02,9.01 09/07/06 NEW MEDIUM ENTERPRISES INC NV 2.03,5.02 09/05/06 New Taohuayuan Culture Tourism Co., L NV 9.01 09/07/06 AMEND NewMarket Technology Inc NV 5.02,7.01,9.01 09/06/06 NEWS CORP 8.01 09/01/06 NGP Capital Resources CO MD 1.01,7.01,9.01 08/31/06 NORTH AMERICAN SCIENTIFIC INC 2.02,7.01,9.01 09/07/06 NORTHRIM BANCORP INC AK 5.02,9.01 09/07/06 NOVA OIL INC NV 1.01,5.02,5.05 08/31/06 NOVAVAX INC DE 5.02,9.01 09/02/06 NU SKIN ENTERPRISES INC DE 1.01,1.02,5.02,9.01 09/01/06 NVCN CORP DE 1.01,9.01 09/01/06 OMNIVISION TECHNOLOGIES INC DE 1.01 08/31/06 ONYX PHARMACEUTICALS INC DE 1.01,9.01 09/07/06 Opteum Inc. MD 7.01,8.01,9.01 09/07/06 PACIFIC HEALTH CARE ORGANIZATION INC 5.01,9.01 09/05/06 PATH 1 NETWORK TECHNOLOGIES INC DE 3.02 09/05/06 Patient Safety Technologies, Inc DE 2.04,9.01 08/31/06 PCS EDVENTURES COM INC 2.01,9.01 08/31/06 PEABODY ENERGY CORP DE 8.01,9.01 09/06/06 PENNICHUCK CORP NH 8.01,9.01 09/01/06 PEOPLES BANCTRUST CO INC AL 1.01,9.01 09/01/06 Pike Electric CORP 2.02,9.01 09/07/06 PINNACLE FINANCIAL PARTNERS INC TN 2.03 09/07/06 POGO PRODUCING CO DE 7.01,9.01 09/07/06 Popular ABS Mortgage Pass-Through Tru DE 6.01,9.01 09/05/06 PORTRAIT CORP OF AMERICA, INC. 1.01,1.03,2.03,9.01 08/31/06 PRICELINE COM INC DE 1.01,9.01 09/07/06 PRIMEDEX HEALTH SYSTEMS INC NY 8.01 09/06/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 09/01/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 09/01/06 PRO TECH COMMUNICATIONS INC FL 5.02 09/01/06 PROFESSIONAL VETERINARY PRODUCTS LTD NE 5.02 08/31/06 PROSPECT ENERGY CORP MD 8.01,9.01 09/07/06 PROTECTIVE LIFE CORP DE 1.01,5.02 08/31/06 QEP CO INC DE 8.01 08/31/06 QUANTUM CORP /DE/ DE 1.01,9.01 08/28/06 QUIDEL CORP /DE/ DE 5.02,9.01 08/31/06 QUIKSILVER INC DE 2.02,9.01 09/07/06 Rackable Systems, Inc. DE 1.01 08/29/06 AMEND RASER TECHNOLOGIES INC UT 8.01 08/31/06 REGIONS FINANCIAL CORP DE 7.01,8.01,9.01 09/07/06 REHABCARE GROUP INC DE 1.01,9.01 09/07/06 REXNORD CORP DE 5.02 08/31/06 Rim Semiconductor CO UT 1.01,3.02 08/31/06 RURBAN FINANCIAL CORP OH 8.01,9.01 09/02/06 S&C HOLDCO 3 INC 1.01,9.01 09/05/06 S.E. ASIA TRADING COMPANY, INC. 1.01,9.01 09/06/06 SALOMON SMITH BARNEY ORION FUTURES FU 3.02 09/01/06 SANMINA-SCI CORP DE 1.01 09/07/06 SCANTEK MEDICAL INC DE 1.01,7.01,9.01 08/22/06 SCOLR Pharma, Inc. DE 7.01,9.01 09/07/06 SE FINANCIAL CORP 2.02,9.01 09/01/06 SECURE COMPUTING CORP DE 1.01,2.01,2.03,9.01 08/31/06 SERACARE LIFE SCIENCES INC 5.02 09/01/06 Shire plc 8.01,9.01 09/06/06 SILVERLEAF RESORTS INC 7.01,9.01 09/07/06 SIMTEK CORP CO 8.01,9.01 09/06/06 SIMTEK CORP CO 8.01,9.01 09/06/06 SIRONA DENTAL SYSTEMS, INC. DE 8.01,9.01 09/07/06 SIZELER PROPERTY INVESTORS INC DE 8.01,9.01 09/07/06 SKREEM ENTERTAINMENT CORP 4.01,9.01 09/05/06 SMITH & WESSON HOLDING CORP NV 2.02,9.01 09/07/06 SMITH BARNEY POTOMAC FUTURES FUND LP 3.02 09/01/06 SMITH BARNEY WESTPORT FUTURES FUND LP 3.02 09/01/06 Snow & Sail Sports,Inc. DE 1.01,2.01,3.02,5.01,5.02, 08/31/06 5.03,9.01 08/31/06 SOLITARIO RESOURCES CORP CO 1.01,9.01 09/01/06 Sound Revolution Inc. DE 7.01,9.01 09/06/06 SOUTH CAROLINA ELECTRIC & GAS CO SC 5.03,9.01 09/06/06 SOUTH DAKOTA SOYBEAN PROCESSORS LLC 7.01,9.01 09/06/06 SPECTRX INC DE 1.01,2.03 09/07/06 ST JOE CO FL 2.05,9.01 09/06/06 STILLWATER MINING CO /DE/ DE 8.01,9.01 09/07/06 STRATEGIC HOTELS & RESORTS, INC 1.01,2.01,7.01,9.01 08/31/06 STRATEX NETWORKS INC DE 1.01 09/01/06 SUMMA INDUSTRIES/ DE 1.01,8.01,9.01 09/06/06 SUNBURST ACQUISITIONS VII INC CO 2.01,3.02,5.02,5.06,9.01 08/30/06 SUNRISE USA INC NV 1.01,9.01 08/31/06 Sunstone Hotel Investors, Inc. MD 5.02,9.01 09/01/06 SUPERIOR BANCORP DE 2.01,7.01,9.01 08/31/06 SUSSEX BANCORP NJ 1.01,9.01 09/01/06 SYMBOL TECHNOLOGIES INC DE 1.01,2.03,9.01 09/01/06 TALX CORP MO 7.01,9.01 09/07/06 TANDY LEATHER FACTORY INC DE 5.02 09/07/06 Tarpon Industries, Inc. MI 3.02 09/05/06 Technology Integration Group, Inc. DE 5.03,9.01 09/07/06 TEMPLE INLAND INC DE 7.01 09/06/06 TENTHGATE INC 3.02 08/31/06 TIGER TELEMATICS INC DE 1.03,8.01 08/28/06 TIME WARNER TELECOM INC DE 7.01 09/07/06 TJX COMPANIES INC /DE/ DE 5.02,8.01,9.01 09/07/06 TOPPS CO INC DE 1.01 09/07/06 TRACEGUARD TECHNOLOGIES, INC. 3.02 08/31/06 TRICELL INC 5.02 09/05/06 TRIMERIS INC DE 1.01,8.01,9.01 09/07/06 TRINITY LEARNING CORP UT 5.02,9.01 08/31/06 True North Energy CORP 4.01,9.01 08/31/06 TRW AUTOMOTIVE HOLDINGS CORP DE 8.01,9.01 09/07/06 U S PHYSICAL THERAPY INC /NV NV 2.05,9.01 09/06/06 UGI UTILITIES INC PA 9.01 08/24/06 AMEND UMPQUA HOLDINGS CORP OR 8.01,9.01 09/07/06 UNITED COMMUNITY BANKS INC GA 8.01,9.01 09/05/06 UNITED SURGICAL PARTNERS INTERNATIONA DE 7.01,9.01 09/07/06 UNITED WESTERN BANCORP INC CO 8.01,9.01 09/06/06 Uraniumcore CO DE 1.01,4.01,5.02,9.01 08/15/06 AMEND UTi WORLDWIDE INC 2.02,9.01 09/07/06 VA SOFTWARE CORP DE 1.01,9.01 08/31/06 VALASSIS COMMUNICATIONS INC DE 8.01,9.01 09/07/06 VCAMPUS CORP DE 3.02 08/31/06 Viacom Inc. DE 1.01,5.02,9.01 09/05/06 VOICE DIARY INC DE 5.02 09/07/06 WaMu Mortgage Pass-Through Certificat DE 9.01 08/23/06 WATSON PHARMACEUTICALS INC NV 1.01,5.02,9.01 09/05/06 WELUND FUND INC 5.02 09/05/06 WHEELING PITTSBURGH CORP /DE/ DE 1.01 08/31/06 WHITEHALL LTD INC CO 4.01 09/06/06 WHITEHALL LTD INC CO 4.01 08/07/06 AMEND WINWIN GAMING INC DE 1.01,3.02,9.01 08/31/06 Wonder Auto Technology, Inc NV 7.01,9.01 09/07/06 WORLDBID CORP NV 1.01,5.02,9.01 08/31/06 X RITE INC MI 1.01,2.03 08/31/06 XFormity Technologies, Inc. CO 4.02 06/14/06 AMEND YOUTHSTREAM MEDIA NETWORKS INC DE 5.02 08/31/06 YUKON GOLD CORP INC DE 5.02 12/21/04 ZILA INC DE 1.01,2.03,9.01 08/31/06 ZOND WINDSYSTEM PARTNERS LTD SERIES 8 1.02,2.01,9.01 08/31/06 Zone Mining LTD 1.02,5.01,5.02,8.01,9.01 08/31/06