SEC NEWS DIGEST Issue 2006-85 May 3, 2006 COMMISSION ANNOUNCEMENTS SEC AND CSRC ANNOUNCE TERMS OF REFERENCE FOR ENHANCED DIALOGUE The Commission and the China Securities Regulatory Commission (CSRC) announced today a new relationship to increase their co-operation and collaboration through an enhanced bilateral dialogue. Meeting at SEC headquarters in Washington, D.C., SEC Chairman Christopher Cox and CSRC Chairman Shang Fulin presented terms of reference that establish the structure of this enhanced dialogue and discussion subjects for the agenda during 2006. Chairman Cox noted, "While barely 15 years old, China's equity markets are making significant progress. The CSRC and the SEC have a key role in facilitating this progress, through rules that promote high quality disclosure, fair and orderly markets, and efficient capital formation. We are also mindful that regulatory progress must be coupled with strong, consistent enforcement and channels for international cooperation. I am pleased that today we are memorializing the strengthening of cooperation and collaboration between the SEC and the CSRC through the formalization of a dialogue between our Commissions." CSRC Chairman Shang noted, "In developing capital markets in China, we attach great importance to co-operation with American markets and American regulators. The US market is an important listing venue for large Chinese enterprises. Private high-tech companies in China have achieved significant growth after going public in the US market. American investment banks have a big market share in underwriting overseas-listed Chinese companies. About one-third of the foreign partners of joint venture securities companies and fund management companies in China come from the United States. American financial institutions account for 35% of the Qualified Foreign Institutional Investors. The CSRC and SEC have very good collaboration and cooperation in cross border enforcement and training. I believe, with the conclusion of the CSRC-SEC TOR, regular dialogues will further enhance our collaborative relations and prove to be mutually beneficial." Today's announcement fulfils the commitment made during a visit by Chairman Cox to Beijing in October of 2005, when he and Chairman Shang expressed their desire to work together to protect investors in the United States and China and to establish a framework for dialogue between their respective Commissions. The new dialogue has three primary objectives: * to identify and discuss securities markets regulatory developments of common interest, particularly those relevant to reporting requirements for public companies listed in one another's markets; * to improve cooperation and the exchange of information in cross- border securities enforcement matters; and * to continue and expand upon the existing program of training and technical assistance provided by the SEC to the CSRC. As set out in the terms of reference, the dialogue will take place through regular contacts among senior staff and between the Chairmen of the SEC and CSRC. In setting out the areas of dialogue for the agenda in 2006, the following regulatory issues for discussion were identified: * corporate governance reforms, including requirements for audit committees, auditor independence and internal controls over financial reporting; * convergence of national accounting standards with International Financial Reporting Standards; and * the use of information technology, including interactive data tagging systems, to enhance the usefulness of reported of financial information. Further, both the SEC and the CSRC recognize that as the number of cross-border listings and dually-registered companies grow, so does the likelihood that the perpetrators of securities fraud may seek to defraud both United States and Chinese investors. Accordingly, the SEC and CSRC will work to enhance quick communication and to provide timely and thorough assistance to one another on such enforcement- related matters. Finally, building on the existing framework, the SEC and CSRC will continue to promote the further development of China's securities market regulatory and oversight structure through a comprehensive technical assistance and training program. As the CSRC continues to work to enhance its enforcement abilities, the SEC will share its experiences and knowledge related to investigation and enforcement of securities law violations, as well as international standards for enforcement cooperation. Ethiopis Tafara, Director of the SEC's Office of International Affairs, noted, "This dialogue represents the start of a new relationship between securities regulators in China and the United States, with important implications for both our countries. As China's financial markets grow, US investors are attracted to Chinese investment opportunities and Chinese investors are looking to our markets as well. This kind of cross-border investment, if guarded by strong laws against fraud and converged regulatory standards that provide investors with the information they need, is a win-win situation for both our markets. The SEC sees this dialogue as a crucial step towards this goal, to the benefit of both US and Chinese investors." The SEC intends to conduct training programs in China this year on topics ranging from corporate governance and disclosure to market oversight and enforcement. The CSRC has funded all technical assistance programs provided by the SEC, which considers such programs as benefiting investors in both countries. The development of an effective regulatory environment in China benefits domestic and foreign market participants by fostering market integrity and safeguarding cross-border securities activities. The regulatory contacts that grow out of these training and technical assistance programs also contribute to cross-border enforcement efforts. (Press Rel. 2006-63) SEC ANNOUNCES BILLION DOLLAR FEE CUT TO BENEFIT INVESTORS FY 2007 Registration Fees to Be Reduced by 71%, Transaction Fees by Half The Securities and Exchange Commission announced today that fees on securities transactions and registrations will be reduced by $1 billion in the fiscal year that starts Oct. 1, 2006. "This is terrific news for investors," said SEC Chairman Christopher Cox. "Even by Washington's standards, a billion dollars is a lot of money. Money that ultimately would have come out of investors' pockets can instead now go to retirement accounts, college savings plans, and other investment goals." The SEC sets registration and transaction fees according to the Investor and Capital Markets Fee Relief Act. In fiscal year 2007, the fees that public companies and other issuers pay to register their securities with the Commission will be reduced by 71.3 percent, and the fees applicable to most securities transactions will be reduced by 50.2 percent. As required by the statute, the Commission consulted with both the Congressional Budget Office and the Office of Management and Budget regarding the annual adjustment, which will not affect the amount of funding available to the Commission. A copy of the Commission's order, including the calculation methodology, is available at http://www.sec.gov. Background The Investor and Capital Markets Fee Relief Act requires that the Commission make annual adjustments to the rates for fees paid under Section 6(b) of the Securities Act of 1933 and Sections 13(e), 14(g), and 31 of the Securities Exchange Act of 1934. Effective Oct. 1, 2006, or 5 days after the date on which the Commission receives its fiscal year 2007 regular appropriation, whichever date comes later, the Section 6(b) fee rate applicable to the registration of securities, the Section 13(e) fee rate applicable to the repurchase of securities, and the Section 14(g) fee rates applicable to proxy solicitations and statements in corporate control transactions will decrease to $30.70 per million from the current rate of $107.00 per million. The Section 6(b) rate is also the rate used to calculate the fees payable with the Annual Notice of Securities Sold Pursuant to Rule 24f-2 under the Investment Company Act of 1940. In addition, effective Oct. 1, 2006, or 30 days after the date on which the Commission receives its fiscal year 2007 regular appropriation, whichever date comes later, the Section 31 fee rate applicable to securities transactions on the exchanges and certain over-the-counter markets will decrease to $15.30 per million from the current rate of $30.70 per million. Pursuant to their rules, self-regulatory organizations collect from their members funds to offset the self-regulatory organizations' Section 31 obligations. Additional information on the transition to the new Section 31 fee rate will be available shortly on the Internet Web sites of the New York Stock Exchange and NASD at http://www.nyse.com and http://www.nasd.com, respectively. The Office of Interpretation and Guidance in the Commission's Division of Market Regulation is also available for questions on Section 31 fees at (202) 551-5760, or by e-mail at marketreg@sec.gov. The Commission will issue further notices as appropriate to keep the public informed of developments relating to the effective dates of the fee rates under Section 6(b), Section 13(e), Section 14(g), and Section 31. These notices will be posted at the Commission's Internet Web site at http://www.sec.gov. (Press Rel. 2006-64; Rels. 33-8681; 34-53737) COMMISSION MEETINGS CHANGE IN THE MEETING: Additional Item The following item has been added to the 2:00 p.m. closed meeting scheduled for Thursday, May 4, 2006: a collection matter. 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. ENFORCEMENT PROCEEDINGS SEC CHARGES INSIDER TRADING IN STOCK OF BAY AREA BIOTECH COMPANY On May 2, the Commission charged a Bay Area woman and her father with insider trading based on their advance knowledge of a biopharmaceutical company's confidential clinical trial results. According to the Commission, the woman learned about the favorable trial results from a close friend, a senior executive of South San Francisco biotechnology firm Renovis, Inc. She immediately passed the news to her father, who bought Renovis stock and reaped $42,000 in illegal profits when Renovis' public disclosure of the trial results sent the stock soaring. Without admitting or denying the allegations, the father and daughter have agreed to pay disgorgement and penalties of over $120,000. The Commission's complaint, filed in the U.S. District Court for the Northern District of California, charges Marnie L. Sharpe, 39, of Burlingame, California and her father, Leonard P. Leclerc, 68, of Truckee, California with insider trading. According to the complaint, on the morning of May 2, 2005, Sharpe was told by a close friend, a senior executive at Renovis, that he had just learned that the company's leading product candidate had achieved positive results in clinical drug trials. The executive warned her that the information was highly confidential and that she could not buy Renovis stock or share the news with anyone. The Commission alleges that, unbeknownst to the executive, Sharpe shared the confidential information with her father directly after hanging up the phone with her friend and later that day sent a $10,000 wire transfer to her father's brokerage account. The complaint further alleges that after speaking with Sharpe, Leclerc immediately called his broker and, after liquidating certain mutual fund holdings on May 3, purchased $60,000 of Renovis stock. When Renovis announced the positive trial results on the morning of May 4, the company's share price nearly doubled and Leclerc netted illegal profits of almost $42,000. The Complaint charges Leclerc and Sharpe with trading on the basis of material, nonpublic information in violation of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. Both Leclerc and Sharpe, without admitting or denying the allegations in the complaint, agreed to a permanent injunction against future violations of Section 10(b) of the Exchange Act and Rule 10b-5 thereunder. Leclerc also agreed to pay disgorgement and prejudgment interest of over $43,000 and a civil penalty of almost $42,000. Sharpe agreed to pay a civil penalty of almost $42,000 for tipping her father. [SEC v. Marnie L. Sharpe and Leonard P. Leclerc, Case No. C06- 2938, N.D. Cal.] (LR-19684) INVESTMENT COMPANY ACT RELEASES WELLS FARGO FUNDS TRUST, ET AL. A notice has been issued giving interested persons until May 26, 2006, to request a hearing on an application filed by Wells Fargo Funds Trust, et al. for an order under Section 6(c) of the Investment Company Act for an exemption from Sections 18(f) and 21(b) of the Act, under Section 12(d)(1)(J) of the Act for an exemption from Section 12(d)(1) of the Act, under Sections 6(c) and 17(b) of the Act for an exemption from Sections 17(a)(1) and 17(a)(2) of the Act, and under Section 17(d) of the Act and Rule 17d-1 under the Act to permit certain joint transactions. The order would permit certain registered open-end management investment companies to participate in a joint lending and borrowing facility. (Rel. IC-27309 - May 1) VAN ECK ASSOCIATES CORPORATION, ET AL. An order has been issued on an application filed by Van Eck Associates Corporation, et al. The order permits series of open-end management investment companies to issue shares of limited redeemability that would trade in the secondary market at negotiated prices. The order allows dealers to sell shares of the series in the secondary market unaccompanied by a prospectus when prospectus delivery is not required by the Securities Act of 1933. The order also permits certain affiliated persons of the series to deposit securities into, and receive securities from, the series. Finally, the order 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-27311 - May 2) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change (SR-NASD-2006-045) filed by the National Association of Securities Dealers relating to amendments to Rule 2520 (Margin Requirements) has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the notice in the Federal Register is expected during the week of May 8, 2006. (Rel. 34-53743) PROPOSED RULE CHANGE The National Association of Securities Dealers filed a proposed rule change (SR-NASD-2006-055) to require members to report all transactions that must be reported to NASD and are subject to a regulatory transaction fee to the Nasdaq Market Center and/or the Trade Reporting and Comparison Service. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34- 53748) 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-4 US GOLD HOLDINGS CORP, 2201 KIPLING STREET SUITE 100, LAKEWOOD, CO, 80215, (303) 238-1438 - 72,040,735 ($546,227,653.80) Equity, (File 333-133726 - May. 2) (BR. ) SB-2 LUNA TECHNOLOGIES INTERNATIONAL INC, 61-B FAWCETT RD, COQUITLAM B C CANADA, A1, 6045265890 - 10,451,602 ($2,273,223.44) Equity, (File 333-133727 - May. 2) (BR. 06B) S-3ASR GREENHILL & CO INC, 300 PARK AVENUE, 23RD FLOOR, NEW YORK, NY, 10022, 212-389-1500 - 4,025,000 ($283,661,875.00) Equity, (File 333-133728 - May. 2) (BR. 07A) S-3 ADVENTRX PHARMACEUTICALS INC, 6725 MESA RIDGE ROAD, SUITE 100, SAN DIEGO, CA, 92131, 8585520866 - 100,000,000 ($100,000,000.00) Equity, (File 333-133729 - May. 2) (BR. 01A) S-1 ICON Leasing Fund Eleven, LLC, 100 FIFTH AVENUE, TENTH FLOOR, NEW YORK, NY, 10011, 2124184700 - 175,000 ($175,000,000.00) Limited Partnership Interests, (File 333-133730 - May. 2) (BR. 06B) S-8 OLIN CORP, OLIN CORP, 190 CARONDELET PLAZA SUITE 1530, CLAYTON, MO, 63105, 3144801400 - 3,000,000 ($65,820,000.00) Equity, (File 333-133731 - May. 2) (BR. 06C) S-3ASR PEPSICO INC, 700 ANDERSON HILL RD, PURCHASE, NY, 10577, 9142532000 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-133735 - May. 2) (BR. 02B) S-8 MOTOROLA INC, 1303 E ALGONQUIN RD, SCHAUMBURG, IL, 60196, 8475765000 - 80,000,000 ($1,760,800,000.00) Equity, (File 333-133736 - May. 2) (BR. 11A) S-3 21ST CENTURY HOLDING CO, 3661 WEST OAKLAND PARK BLVD, SUITE 300, LAUDERDALE LAKES, FL, 33311, 9545819993 - 107,116 ($1,930,230.00) Equity, (File 333-133737 - May. 2) (BR. 01A) N-2 HERCULES TECHNOLOGY GROWTH CAPITAL INC, 525 UNIVERSITY AVE., SUITE 700, PALO ALTO, CA, 94301, 650-798-5164 - 0 ($4,848,480.00) Equity, (File 333-133739 - May. 2) (BR. 18) S-8 ENPATH MEDICAL INC, 15301 HGHWY 55 W, PLYMOUTH, MN, 55447, 7635592613 - 200,000 ($2,300,000.00) Equity, (File 333-133740 - May. 2) (BR. 10B) S-8 WWA GROUP INC, 2465 WEST 12TH STREET, SUITE 2, TEMPE, AZ, 85281, 4805050070 - 2,500,000 ($1,325,000.00) Equity, (File 333-133741 - May. 2) (BR. 08C) F-6 AFLEASE GOLD LTD /FI, 50,000,000 ($2,500,000.00) ADRs/ADSs, (File 333-133743 - May. 2) (BR. ) S-8 RAVEN MOON ENTERTAINMENT INC, 2005 TREE FORK LANE, STE 101, LONGWOOD, FL, 32750, 407-774-4462 - 3,000,000,000 ($600,000.00) Equity, (File 333-133744 - May. 2) (BR. 05C) S-4 COMMUNITY BANK SHARES OF INDIANA INC, 101 W SPRING ST, P O BOX 939, NEW ALBANY, IN, 47150, 8129496844 - 989,177 ($3,962,794.00) Equity, (File 333-133745 - May. 2) (BR. 07B) F-10 GOLD RESERVE INC, 926 W SPRAGUE AVENUE, SUITE 200, SPOKANE, WA, 99201, 5096231500 - 0 ($30,987,900.00) Equity, (File 333-133746 - May. 2) (BR. 04C) SB-2 VirtualScopics, Inc., 350 LINDEN OAKS, ROCHESTER, NY, 14625, 585-249-6231 - 4,480,000 ($17,472,000.00) Equity, (File 333-133747 - May. 2) (BR. 01B) S-3 ANGIODYNAMICS INC, 603 QUEENSBURY AVE, QUEENSBURY, NY, 12804, 5187981215 - 0 ($79,294,800.00) Equity, (File 333-133748 - May. 2) (BR. 10A) SB-2 FTS GROUP, INC., 7610 WEST HILLSBOROUGH AVE., TAMPA, FL, 33615, 215-688-2355 - 212,848,288 ($14,899,380.16) Equity, (File 333-133749 - May. 2) (BR. 02A) S-8 CIVITAS BANKGROUP INC, 4 CORPORATE CENTRE, 810 CRESCENT CENTRE DRIVE, STE. 320, FRANKLIN, TN, 37067, (615) 383-4758 - 0 ($15,000,000.00) Equity, (File 333-133750 - May. 2) (BR. 07B) S-8 INTELLIGROUP INC, 499 THORNALL STREET, EDISON, NJ, 08837, 7325901600 - 1,100,000 ($2,233,000.00) Equity, (File 333-133751 - May. 2) (BR. 03C) S-8 COREL CORP, 1600 CARLING AVE, OTTAWA, ONTARIO CANADA, A6, K1Z 8R7, 6137288200 - 0 ($67,681,830.40) Equity, (File 333-133752 - May. 2) (BR. 03) S-1 ALLTEL CORP, ONE ALLIED DR, LITTLE ROCK, AR, 72202, 5019058967 - 0 ($3,593,045,148.00) Equity, (File 333-133753 - May. 2) (BR. 11A) 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 NAME OF ISSUER CODE 8K ITEM NO. DATE COMMENT ------------------------------------------------------------------------------------------------------- 21ST CENTURY HOLDING CO FL 2.02,3.02,9.01 04/30/06 21ST CENTURY INSURANCE GROUP CA 2.02 04/26/06 Aames Mortgage Investment Trust 2006- DE 9.01 04/27/06 ABERCROMBIE & FITCH CO /DE/ DE 5.01 05/01/06 ABIGAIL ADAMS NATIONAL BANCORP INC DE 2.02,9.01 04/28/06 Abington Community Bancorp, Inc. PA 2.02,9.01 04/28/06 Abraxis BioScience, Inc. DE 1.01 04/26/06 ACCENTIA BIOPHARMACEUTICALS INC 1.01,2.01,2.03,3.02,7.01,9.01 04/26/06 ACCREDITED HOME LENDERS HOLDING CO DE 2.02,9.01 05/02/06 ACE Securities Corp. Home Equity Loan DE 9.01 04/28/06 Adams Respiratory Therapeutics, Inc. DE 7.01,9.01 05/02/06 ADESA INC 2.02,9.01 05/02/06 ADMINISTAFF INC \DE\ DE 2.02,9.01 05/02/06 ADVANCIS PHARMACEUTICAL CORP 2.02,9.01 05/02/06 AIRTRAN HOLDINGS INC NV 2.02,7.01,9.01 04/27/06 ALCAN INC A6 2.02,9.01 05/02/06 ALDERWOODS GROUP INC DE 2.02,9.01 05/01/06 ALLIANCE BANCSHARES CALIFORNIA CA 5.02 05/01/06 ALLIANCE DATA SYSTEMS CORP DE 7.01,9.01 05/02/06 ALLIED WASTE INDUSTRIES INC DE 2.02,9.01 03/31/06 Allis Chalmers Energy Inc. DE 2.02,7.01,9.01 05/02/06 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 2.02,9.01 05/02/06 Alon USA Energy, Inc. DE 1.01,9.01 04/28/06 Alternative Loan Trust 2006-14CB DE 9.01 04/27/06 Alternative Loan Trust 2006-15CB DE 9.01 04/27/06 Alternative Loan Trust 2006-16CB DE 9.01 04/27/06 Alternative Loan Trust 2006-17T1 DE 9.01 04/27/06 Alternative Loan Trust 2006-HY11 DE 9.01 04/28/06 Alternative Loan Trust 2006-J3 DE 9.01 04/28/06 Alternative Loan Trust 2006-OA7 DE 9.01 04/28/06 Alternative Loan Trust 2006-OC3 DE 9.01 04/28/06 ALTON VENTURES INC 8.01,9.01 05/02/06 AMACORE GROUP, INC. DE 1.01,3.02,9.01 04/24/06 AMERICA FIRST APARTMENT INVESTORS INC MD 1.01,8.01,9.01 04/27/06 AMERICAN DENTAL PARTNERS INC DE 2.02,9.01 05/01/06 AMERICAN FINANCIAL GROUP INC OH 8.01,9.01 05/01/06 AMERICAN FINANCIAL REALTY TRUST 2.02 05/02/06 AMERIVEST PROPERTIES INC MD 1.01,5.02,8.01,9.01 04/26/06 AMICAS, Inc. DE 2.02,9.01 05/02/06 AMKOR TECHNOLOGY INC DE 8.01 04/28/06 AMN HEALTHCARE SERVICES INC DE 1.01,2.02,9.01 04/28/06 ANDREW CORP DE 2.02,9.01 04/27/06 ANGELICA CORP /NEW/ MO 5.03,8.01,9.01 04/28/06 ANNTAYLOR STORES CORP DE 1.01,5.02,9.01 04/27/06 ANSWERTHINK INC FL 2.02 05/02/06 ANTS SOFTWARE INC DE 3.02 05/01/06 APOGEE ENTERPRISES INC MN 1.01,9.01 04/26/06 Apple REIT Seven, Inc. VA 1.01,2.01,9.01 04/27/06 ARADIGM CORP CA 8.01,9.01 05/01/06 ARCH CHEMICALS INC VA 2.02,9.01 05/02/06 ARCHER DANIELS MIDLAND CO DE 2.02,9.01 03/31/06 ARGONAUT GROUP INC DE 2.02,9.01 05/02/06 Argyle Security Acquisition CORP 4.01 05/01/06 ARISTOTLE CORP DE 2.02,9.01 05/01/06 ART TECHNOLOGY GROUP INC DE 2.02,9.01 05/02/06 ASSURANCEAMERICA CORP NV 2.02,9.01 04/27/06 ATLANTIC TELE NETWORK INC /DE DE 1.01,2.02,5.02,9.01 04/26/06 ATWOOD OCEANICS INC TX 7.01 05/01/06 AVIALL INC DE 2.02,8.01,9.01 05/02/06 AVOCENT CORP DE 7.01,9.01 05/02/06 AZUR HOLDINGS, INC. DE 1.01,3.02,9.01 04/26/06 BALCHEM CORP MD 2.02,9.01 05/01/06 BALCHEM CORP MD 9.01 02/06/06 AMEND BALL CORP IN 1.01 04/26/06 BALLY TECHNOLOGIES, INC. NV 8.01,9.01 04/28/06 BankFinancial CORP 1.01,9.01 04/26/06 BAR HARBOR BANKSHARES ME 2.02 05/02/06 Bear Stearns Asset Backed Securities DE 9.01 03/30/06 BEKEM METALS INC UT 2.01,9.01 10/24/05 AMEND BEXIL CORP MD 8.01,9.01 05/02/06 BIGGEST LITTLE INVESTMENTS LP DE 8.01 05/01/06 AMEND BIOCRYST PHARMACEUTICALS INC DE 1.01,9.01 02/01/06 AMEND BIOLIFE SOLUTIONS INC DE 3.02 05/01/06 BIOLIFE SOLUTIONS INC DE 5.02 05/01/06 BioMETRX DE 1.01,3.02,9.01 04/28/06 BIOPHAN TECHNOLOGIES INC NV 7.01,9.01 05/02/06 BIOSITE INC DE 1.01 04/26/06 BIOVEST INTERNATIONAL INC DE 1.01,2.01,2.03,3.02,7.01,9.01 04/26/06 BLASTGARD INTERNATIONAL INC CO 7.01,9.01 05/01/06 BLUE NILE INC DE 2.02,9.01 05/02/06 BRITESMILE INC UT 1.02,5.02,9.01 05/01/06 BROOKS AUTOMATION INC DE 2.02,8.01,9.01 04/28/06 BRUSH ENGINEERED MATERIALS INC 7.01,9.01 05/02/06 CADMUS COMMUNICATIONS CORP/NEW VA 2.02,9.01 05/02/06 CAM COMMERCE SOLUTIONS INC DE 2.02,9.01 05/02/06 CAMBRIDGE HEART INC DE 2.02,9.01 05/02/06 CANDELA CORP /DE/ DE 2.02,9.01 05/02/06 CANO PETROLEUM, INC 7.01,9.01 05/01/06 CANO PETROLEUM, INC 1.01,2.01,2.03,3.03 04/26/06 CANWEST PETROLEUM CORP 1.01,5.02,7.01,9.01 05/01/06 CAPITAL BANCORP INC TN 2.02,9.01 05/02/06 CAPITOL BANCORP LTD MI 5.02 05/02/06 CAPTARIS INC WA 2.02,9.01 05/02/06 CARAUSTAR INDUSTRIES INC NC 2.02,9.01 04/28/06 Cardiac Science CORP 1.01,1.02,9.01 04/26/06 CAREMARK RX INC DE 2.02 05/02/06 CARREKER CORP DE 8.01 05/02/06 CASCADE NATURAL GAS CORP WA 1.01,9.01 04/26/06 CATO CORP DE 1.01,9.01 04/27/06 CBIZ, Inc. DE 2.02,9.01 04/26/06 CBL & ASSOCIATES PROPERTIES INC DE 2.02,9.01 05/01/06 CCH II LLC 1.01,1.02,2.03,9.01 04/28/06 CCO HOLDINGS LLC 1.01,1.02,2.03,9.01 04/28/06 CEDAR FAIR L P DE 9.01 03/26/06 CELLCO PARTNERSHIP 2.02 05/02/06 CELTRON INTERNATIONAL INC NV 5.02,9.01 05/02/06 CENTEX CORP NV 8.01,9.01 05/02/06 CENTRAL VALLEY COMMUNITY BANCORP CA 1.01,5.02 05/01/06 CENTRUE FINANCIAL CORP DE 1.01,5.02 05/02/06 CENTURY ALUMINUM CO DE 2.02,7.01,9.01 05/02/06 CEPHALON INC DE 2.02,9.01 05/02/06 CEPHEID CA 1.01,9.01 04/26/06 CERUS CORP DE 2.02,9.01 05/02/06 CHARTER COMMUNICATIONS HOLDINGS LLC DE 1.01,1.02,2.03,9.01 04/28/06 CHARTER COMMUNICATIONS INC /MO/ DE 1.01,1.02,2.03,9.01 04/28/06 CHARTER COMMUNICATIONS INC /MO/ DE 2.02,9.01 05/02/06 Chartwell International, Inc. NV 2.01,2.03,9.01 05/02/06 CHASE ISSUANCE TRUST 8.01,9.01 05/02/06 CHECKPOINT SYSTEMS INC PA 2.02,9.01 03/26/06 CHEROKEE INTERNATIONAL CORP DE 5.02 04/26/06 CHESAPEAKE ENERGY CORP OK 2.02,9.01 05/01/06 CHICOS FAS INC FL 1.01,9.01 05/01/06 CHICOS FAS INC FL 9.01 06/21/05 AMEND CHL Mortgage Pass-Through Trust 2006- 9.01 04/28/06 CINCINNATI BELL INC OH 2.02,9.01 05/02/06 CIROND CORP NV 1.01,2.01,2.03,3.02,9.01 04/04/06 CLAYTON HOLDINGS INC 2.02,9.01 05/02/06 CLEAR CHOICE FINANCIAL, INC. NV 1.01,9.01 05/01/06 CLEARONE COMMUNICATIONS INC UT 5.02 04/28/06 CLIFTON SAVINGS BANCORP INC 2.02,9.01 05/01/06 CMGI INC DE 1.01,9.01 04/28/06 CNA FINANCIAL CORP DE 2.02,9.01 05/02/06 CNL RETIREMENT PROPERTIES INC MD 8.01,9.01 05/02/06 COACTIVE MARKETING GROUP INC DE 1.01 04/26/06 COCA COLA BOTTLING CO CONSOLIDATED /D DE 2.02,9.01 04/28/06 COLLINS & AIKMAN CORP DE 5.02 05/02/06 COLONIAL PROPERTIES TRUST AL 8.01 04/26/06 COLONIAL PROPERTIES TRUST AL 1.01,1.02,5.02,9.01 04/26/06 COLONIAL REALTY LIMITED PARTNERSHIP DE 8.01 04/26/06 COLONIAL REALTY LIMITED PARTNERSHIP DE 1.01,1.02,5.02,9.01 04/26/06 COMERICA INC /NEW/ DE 5.02 04/26/06 COMPASS MINERALS INTERNATIONAL INC DE 2.02,9.01 05/02/06 CONTINENTAL AIRLINES INC /DE/ DE 8.01,9.01 05/02/06 COOPER INDUSTRIES LTD 1.01 04/25/06 COOPER TIRE & RUBBER CO DE 5.03,9.01 05/01/06 COOPERATIVE BANKSHARES INC NC 8.01,9.01 05/02/06 CORPORATE OFFICE PROPERTIES TRUST MD 2.02,9.01 05/01/06 COVANSYS CORP MI 1.01 05/02/06 CRAY INC WA 7.01,8.01,9.01 04/27/06 CREDIT SUISSE (USA) INC DE 8.01 05/02/06 CRITICAL THERAPEUTICS INC DE 8.01,9.01 05/02/06 CYBER DEFENSE SYSTEMS INC FL 1.01,9.01 04/27/06 CYBERONICS INC DE 2.02,9.01 05/01/06 CYTEC INDUSTRIES INC/DE/ DE 2.02,9.01 05/02/06 CYTOMEDIX INC DE 3.02,9.01 05/01/06 DATASCENSION INC NV 1.01,9.01 04/24/06 DDI CORP CA 2.02,9.01 05/02/06 DELUXE CORP MN 5.03,9.01 04/26/06 DENBURY RESOURCES INC DE 2.02,9.01 05/02/06 DEVON ENERGY CORP/DE DE 8.01,9.01 05/02/06 DIAGNOSTIC PRODUCTS CORP CA 1.01,9.01 04/26/06 DIAMOND HILL INVESTMENT GROUP INC OH 1.01,9.01 04/26/06 DIAMOND HILL INVESTMENT GROUP INC OH 8.01 04/30/06 DIGIRAD CORP DE 2.02,9.01 05/02/06 DIONEX CORP /DE CA 2.02,9.01 05/02/06 DIVERSA CORP DE 2.02,9.01 05/01/06 DIXIE GROUP INC TN 2.02,9.01 04/01/06 DOBI MEDICAL INTERNATIONAL INC NV 1.01,3.02,9.01 04/28/06 DORCHESTER MINERALS LP DE 2.02,7.01,8.01,9.01 03/31/06 DRESS BARN INC CT 8.01,9.01 05/02/06 Duke Energy CORP DE 2.02,9.01 05/02/06 DURECT CORP DE 8.01,9.01 05/01/06 DURECT CORP DE 2.02,8.01,9.01 05/02/06 DYNEGY INC /IL/ IL 8.01,9.01 05/01/06 EAGLE MATERIALS INC DE 2.02,9.01 05/02/06 EBAY INC DE 5.02 05/01/06 ECLIPSYS CORP DE 2.02,9.01 05/02/06 EDGAR ONLINE INC DE 2.02,9.01 05/02/06 EDMONDS 1 INC. 5.03 04/28/06 EDUCATION MANAGEMENT CORPORATION 2.02,9.01 05/02/06 EFJ INC DE 2.02,9.01 05/02/06 ELECTRONIC DATA SYSTEMS CORP /DE/ DE 2.02,9.01 05/02/06 EMDEON CORP DE 2.02,7.01,9.01 05/02/06 EMERSON ELECTRIC CO MO 1.01,1.02,2.02,2.03,7.01,9.01 04/28/06 EMULEX CORP /DE/ DE 8.01,9.01 05/02/06 ENCORE WIRE CORP /DE/ DE 1.01,9.01 05/02/06 ENCORE WIRE CORP /DE/ DE 7.01,9.01 05/02/06 ENDO PHARMACEUTICALS HOLDINGS INC DE 7.01,9.01 05/02/06 ENDOLOGIX INC /DE/ DE 2.02,9.01 03/31/06 ENDURANCE SPECIALTY HOLDINGS LTD 2.02,9.01 05/01/06 ENESCO GROUP INC IL 1.01,9.01 04/28/06 ENGELHARD CORP DE 2.02,8.01,9.01 04/26/06 ENPRO INDUSTRIES, INC NC 1.01,2.02,2.03,9.01 04/26/06 ENTEGRIS INC MN 2.02,9.01 05/02/06 ENTERGY CORP /DE/ DE 2.02,2.03,7.01,9.01 05/02/06 ENTERGY CORP /DE/ DE 2.02,2.03,7.01,9.01 05/02/06 ENTERTAINMENT PROPERTIES TRUST MD 2.02 05/01/06 ENZON PHARMACEUTICALS INC DE 2.02,9.01 05/02/06 EQUITY OFFICE PROPERTIES TRUST MD 2.02 05/02/06 EUROWEB INTERNATIONAL CORP DE 8.01 04/26/06 ev3 Inc. DE 2.02,9.01 05/02/06 EVANS BOB FARMS INC DE 1.01,3.02,5.02,7.01,9.01 05/01/06 EXCHANGE NATIONAL BANCSHARES INC MO 8.01,9.01 05/01/06 EXPRESSJET HOLDINGS INC DE 8.01,9.01 04/01/06 FACTORY CARD OUTLET CORP DE 8.01 05/02/06 FARMERS & MERCHANTS BANCORP DE 2.02,9.01 04/27/06 FARNSWORTH BANCORP INC NJ 8.01,9.01 05/01/06 FEDDERS CORP /DE DE 3.01 04/26/06 Federal Home Loan Bank of Boston X1 2.03 04/26/06 Federal Home Loan Bank of Chicago X1 2.03 04/26/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 04/26/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 05/02/06 Federal Home Loan Bank of New York X1 2.03,8.01,9.01 04/26/06 Federal Home Loan Bank of San Francis X1 2.03 04/27/06 FIDELITY NATIONAL FINANCIAL INC /DE/ DE 2.02,8.01,9.01 04/26/06 Fidelity National Information Service 2.02,5.02,9.01 04/26/06 Fidelity National Title Group, Inc. 2.02,9.01 04/26/06 FIRST BANCSHARES INC /MO/ MO 4.01,9.01 05/02/06 FIRST BANKS INC MO 8.01 04/27/06 FIRST MID ILLINOIS BANCSHARES INC DE 2.01,9.01 05/01/06 FIRST NORTHERN COMMUNITY BANCORP CA 1.01 04/27/06 FIRST OAK BROOK BANCSHARES INC DE 1.01,7.01,9.01 05/01/06 FIRST STATE BANCORPORATION NM 2.02,9.01 05/01/06 FISERV INC WI 1.01,9.01 05/01/06 FISHER SCIENTIFIC INTERNATIONAL INC DE 2.02,7.01,9.01 05/01/06 Florida East Coast Industries, Inc. 1.01,5.02 04/27/06 FLUSHING FINANCIAL CORP DE 7.01,9.01 05/01/06 FMC TECHNOLOGIES INC DE 7.01,9.01 05/01/06 FORD MOTOR CO DE 8.01,9.01 05/02/06 FORD MOTOR CREDIT CO DE 8.01,9.01 05/02/06 FPL GROUP INC FL 2.02,9.01 05/02/06 FREEDOM FINANCIAL GROUP INC DE 1.01,9.01 04/27/06 FTI CONSULTING INC MD 2.02,7.01,9.01 05/01/06 FULTON FINANCIAL CORP PA 7.01,9.01 05/02/06 Furio Resources Inc. NV 1.01,9.01 04/27/06 G&K SERVICES INC MN 2.02,9.01 05/02/06 GARTNER INC DE 2.02,9.01 05/02/06 GAYLORD ENTERTAINMENT CO /DE DE 2.02,9.01 05/02/06 GEHL CO WI 1.01,9.01 04/26/06 GEN PROBE INC DE 2.02,9.01 05/02/06 GENERAL CABLE CORP /DE/ DE 2.02,9.01 05/01/06 GENERAL MOTORS CORP DE 8.01 05/02/06 GENESEE & WYOMING INC DE 1.01,5.02,9.01 04/28/06 GENESEE & WYOMING INC DE 2.02,9.01 05/02/06 GENESIS HEALTHCARE CORP PA 1.01 04/26/06 GENESIS MICROCHIP INC /DE DE 2.02,9.01 05/02/06 GENIUS PRODUCTS INC NV 1.01,9.01 04/26/06 GENOMIC HEALTH INC 5.03,9.01 04/27/06 GENOMIC HEALTH INC 2.02,9.01 05/02/06 GENTEK INC DE 1.01,2.05,9.01 04/26/06 GEORGIA CAROLINA BANCSHARES INC GA 2.02,9.01 05/01/06 GERMAN AMERICAN BANCORP IN 1.01,5.02 04/27/06 GLADSTONE COMMERCIAL CORP MD 2.02,9.01 05/02/06 Global Cash Access Holdings, Inc. DE 2.02,9.01 05/02/06 GLOBAL GREEN SOLUTIONS INC. WA 1.01 04/27/06 GLOBALSCAPE INC DE 4.02 04/26/06 GRAYBAR ELECTRIC CO INC NY 5.02 05/02/06 GREAT AMERICAN FINANCIAL RESOURCES IN DE 8.01,9.01 05/01/06 GREENHILL & CO INC 8.01,9.01 05/01/06 GREY WOLF INC TX 2.02,9.01 05/01/06 GROUP 1 AUTOMOTIVE INC DE 2.02,9.01 05/02/06 GSE SYSTEMS INC DE 1.01 05/01/06 GYRODYNE CO OF AMERICA INC NY 5.03,8.01,9.01 05/01/06 HABERSHAM BANCORP GA 2.02,9.01 03/31/06 HANMI FINANCIAL CORP DE 7.01,9.01 05/02/06 HANOVER INSURANCE GROUP, INC. DE 2.02,9.01 05/01/06 HAWAIIAN ELECTRIC INDUSTRIES INC HI 2.02,8.01 04/26/06 HAWK CORP DE 2.02,9.01 03/31/06 HEALTH BENEFITS DIRECT CORP 1.01,5.02,9.01 04/27/06 HEALTH CARE PROPERTY INVESTORS INC MD 2.02,9.01 05/01/06 HEALTH CARE PROPERTY INVESTORS INC MD 8.01,9.01 05/02/06 HEARST ARGYLE TELEVISION INC DE 2.02,7.01,9.01 05/02/06 HEIDRICK & STRUGGLES INTERNATIONAL IN DE 2.02,9.01 05/02/06 HENNESSY ADVISORS INC 2.02,9.01 05/02/06 HERBALIFE LTD. E9 1.01,9.01 04/27/06 High Tide Ventures, Inc. NV 8.01 04/28/06 HILTON HOTELS CORP DE 2.02,9.01 05/02/06 HOLOGIC INC DE 1.01,2.01,3.02,9.01 05/02/06 HOMESTORE INC DE 2.02 05/02/06 HONEYWELL INTERNATIONAL INC DE 2.03 04/27/06 HOOPER HOLMES INC NY 1.01,9.01 04/25/06 HOVNANIAN ENTERPRISES INC DE 2.02,9.01 05/01/06 HUB GROUP INC DE 1.01,9.01 05/01/06 IAC/INTERACTIVECORP DE 2.02,7.01 05/02/06 IBT BANCORP INC PA 2.02,9.01 05/02/06 IC ISAACS & CO INC DE 2.02,9.01 05/02/06 IDENIX PHARMACEUTICALS INC 2.02,9.01 05/02/06 IKANOS COMMUNICATIONS CA 2.02,9.01 05/02/06 IMMUNE RESPONSE CORP DE 1.02,8.01 05/01/06 IMS HEALTH INC DE 1.01,2.03,9.01 04/27/06 Indigo-Energy, Inc. NV 3.02,9.01 04/26/06 INDUSTRIAL DISTRIBUTION GROUP INC DE 2.02,9.01 05/02/06 INFOCUS CORP OR 2.02,8.01,9.01 04/26/06 INTEGRAMED AMERICA INC DE 7.01,9.01 05/02/06 INTERCONTINENTALEXCHANGE INC 2.02,9.01 05/02/06 INTERMOUNTAIN COMMUNITY BANCORP ID 1.01,2.02,9.01 04/27/06 INTERNATIONAL FUEL TECHNOLOGY INC NV 8.01 04/28/06 INVISA INC 7.01,8.01,9.01 05/02/06 INVISION CAPITAL INC NV 2.01,3.02,5.01,5.02,9.01 04/26/06 IOMEGA CORP DE 2.05 05/02/06 IPAYMENT INC DE 8.01,9.01 04/28/06 IROBOT CORP DE 2.02,9.01 05/02/06 IRON MOUNTAIN INC DE 2.02,9.01 05/02/06 ISIS PHARMACEUTICALS INC DE 2.02,9.01 05/02/06 IsoRay, Inc. MN 1.01,9.01 05/02/06 AMEND IVANHOE ENERGY INC 2.01,9.01 02/18/06 AMEND IWT TESORO CORP NV 4.02,9.01 04/14/06 AMEND J.P. Morgan Alternative Loan Trust 20 DE 8.01,9.01 05/02/06 JAMESON INNS INC GA 7.01,9.01 05/02/06 K-SEA TRANSPORTATION PARTNERS LP DE 2.02,9.01 05/01/06 KAMAN CORP CT 2.02,9.01 05/02/06 KBS Real Estate Investment Trust, Inc MD 1.01 04/26/06 KEY TRONIC CORP WA 2.02,9.01 05/02/06 KEYNOTE SYSTEMS INC DE 2.02,9.01 05/02/06 KNIGHT CAPITAL GROUP, INC. DE 7.01,9.01 05/02/06 KSW INC NY 8.01,9.01 04/27/06 LABARGE INC DE 8.01,9.01 05/01/06 LAUREL CAPITAL GROUP INC PA 1.01,9.01 04/27/06 LECG CORP DE 1.01,2.02,5.02,9.01 05/02/06 LENNAR CORP /NEW/ DE 8.01,9.01 04/26/06 LEXICON GENETICS INC/TX DE 2.02,9.01 05/02/06 LIBERTY DIVERSIFIED HOLDINGS INC NV 1.02 05/02/06 LIFE TIME FITNESS INC MN 1.01 04/26/06 LINCOLN NATIONAL CORP IN 2.02,9.01 05/02/06 LINDSAY MANUFACTURING CO DE 1.01,9.01 05/01/06 LIQUIDMETAL TECHNOLOGIES INC 2.02,9.01 05/02/06 LITHIA MOTORS INC OR 7.01,9.01 05/02/06 LOEWS CORP DE 2.02,9.01 05/02/06 LONE STAR STEAKHOUSE & SALOON INC DE 2.02,9.01 05/01/06 LUNA TECHNOLOGIES INTERNATIONAL INC 5.02 04/01/06 M I HOMES INC OH 1.01,9.01 04/27/06 M POWER ENTERTAINMENT INC. DE 1.01,4.02,9.01 04/18/06 Macquarie Infrastructure CO Trust DE 2.01,2.03,9.01 05/01/06 MACROVISION CORP DE 2.02,9.01 05/02/06 MARCHEX INC DE 7.01,9.01 05/02/06 MARTIN MARIETTA MATERIALS INC NC 2.02,7.01,9.01 05/02/06 MASCO CORP /DE/ DE 2.02,9.01 05/02/06 MASTERCARD INC DE 7.01 05/02/06 MATRITECH INC/DE/ DE 2.02,9.01 05/02/05 MAUI LAND & PINEAPPLE CO INC HI 2.02,9.01 04/27/06 MB FINANCIAL INC /MD MD 1.01,7.01,9.01 05/01/06 MDU RESOURCES GROUP INC DE 8.01 05/01/06 MEDCATH CORP DE 8.01 04/27/06 MEDIA SCIENCES INTERNATIONAL INC DE 5.02 05/02/06 MEDICOR LTD DE 8.01,9.01 05/01/06 MediQuip Holdings, INC UT 8.01 03/27/06 MEDIWARE INFORMATION SYSTEMS INC NY 2.02,9.01 05/02/06 MEDQUIST INC NJ 1.01,9.01 04/26/06 MEMC ELECTRONIC MATERIALS INC DE 1.01,5.02 04/27/06 Mercantile Bancorp, Inc. DE 8.01,9.01 05/01/06 MERCANTILE BANK CORP MI 1.01,9.01 04/27/06 MERCER INSURANCE GROUP INC PA 2.02,9.01 05/01/06 MERISTAR HOSPITALITY CORP MD 1.01,3.03,5.01,8.01,9.01 05/02/06 MERISTAR HOSPITALITY OPERATING PARTNE DE 1.01,3.03,5.01,8.01,9.01 05/02/06 MERRILL LYNCH & CO INC DE 5.01 05/01/06 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 04/17/06 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 04/17/06 MERRILL LYNCH DEPOSITOR INC PUBLIC ST DE 8.01,9.01 04/17/06 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 04/13/06 AMEND METALICO INC 2.02,9.01 05/02/06 MICHAELS STORES INC DE 1.01 04/26/06 MIDCAROLINA FINANCIAL CORP NC 8.01,9.01 05/02/06 MIDDLEBURG FINANCIAL CORP VA 1.01,9.01 04/26/06 MILLER INDUSTRIES INC /TN/ TN 8.01 05/01/06 Mittal Steel USA Inc. DE 8.01,9.01 05/02/06 MOCON INC MN 2.02,9.01 05/02/06 MOLSON COORS BREWING CO CO 2.02 05/02/06 MONOLITHIC SYSTEM TECHNOLOGY INC CA 2.02,9.01 05/02/06 Morgan Stanley Mortgage Loan Trust 20 DE 1.01 04/28/06 MOSAIC CO 2.05,7.01,9.01 05/01/06 MOSCOW CABLECOM CORP DE 8.01,9.01 04/27/06 MOTIENT CORP DE 5.02 05/02/06 MTS MEDICATION TECHNOLOGIES, INC /DE/ DE 7.01,9.01 05/02/06 MYRIAD GENETICS INC DE 2.02,8.01,9.01 05/02/06 NATIONAL RURAL UTILITIES COOPERATIVE DC 8.01 05/01/06 NATIONAL TECHNICAL SYSTEMS INC /CA/ CA 7.01,9.01 05/02/06 NATIONSRENT COMPANIES INC DE 1.01,2.03,9.01 04/27/06 NATURES SUNSHINE PRODUCTS INC UT 5.04 05/02/06 NAVIGANT INTERNATIONAL INC DE 2.02,9.01 05/02/06 NAVIGATORS GROUP INC DE 2.02,7.01 05/01/06 NCI, Inc. DE 2.02,7.01,9.01 05/02/06 NCO GROUP INC PA 2.02,7.01,9.01 05/01/06 NCR CORP MD 1.01,5.02,9.01 04/26/06 NEOPROBE CORP DE 2.02,9.01 05/01/06 NETRATINGS INC DE 1.01,9.01 05/01/06 NEW CENTURY FINANCIAL CORP MD 8.01 05/02/06 NEW MEDIUM ENTERPRISES INC NV 5.02 01/13/04 NEWALLIANCE BANCSHARES INC 7.01,9.01 05/02/06 NEWAVE INC UT 1.02 04/27/06 Newkirk Realty Trust, Inc. MD 2.02,9.01 05/02/06 NEWMARKET CORP VA 1.01,9.01 05/02/06 NEWMONT MINING CORP /DE/ DE 5.02 04/26/06 NEXITY FINANCIAL CORP DE 2.02,7.01,9.01 05/02/06 NICOR INC IL 2.02,9.01 05/02/06 NII HOLDINGS INC DE 1.01,9.01 04/26/06 NII HOLDINGS INC DE 5.02 04/26/06 AMEND NITROMED INC DE 2.02,9.01 05/02/06 NOBLE ENERGY INC DE 2.02,9.01 05/02/06 NORDSTROM INC WA 1.01 04/28/06 NORTH AMERICAN SCIENTIFIC INC 3.01,8.01 04/28/06 NORTH BAY BANCORP/CA CA 8.01,9.01 05/01/06 NOVA OIL INC NV 1.01,3.02 04/26/06 NOVASTAR FINANCIAL INC MD 1.01,5.02,9.01 03/28/06 AMEND NOVELL INC DE 8.01 05/02/06 NPS PHARMACEUTICALS INC DE 2.02,9.01 05/02/06 NT HOLDING CORP. DE 1.01 04/19/06 AMEND NTELOS HOLDINGS CORP 5.02,9.01 04/27/06 O2DIESEL CORP 1.01,3.02,9.01 04/27/06 OCCAM NETWORKS INC/DE DE 2.02,9.01 05/02/06 ODYSSEY RE HOLDINGS CORP DE 1.01 04/28/06 ONE TOUCH TOTAL COMMUNICATIONS INC NV 4.01 04/21/06 ONEOK INC /NEW/ OK 8.01,9.01 05/02/06 OPEN SOLUTIONS INC DE 2.02,9.01 05/02/06 ORASURE TECHNOLOGIES INC DE 1.01,2.02,9.01 05/02/06 ORIENT EXPRESS HOTELS LTD 2.02,9.01 05/02/06 ORIENTAL FINANCIAL GROUP INC PR 3.01,8.01 04/28/06 ORTHOVITA INC 2.02,9.01 05/01/06 OSHKOSH TRUCK CORP WI 2.02,9.01 05/02/06 OTTER TAIL CORP MN 1.01,2.02,2.03,9.01 04/26/06 OXFORD INDUSTRIES INC GA 1.01,9.01 05/01/06 PACIFIC ENTERPRISES INC CA 2.02,9.01 05/02/06 PACIFIC PREMIER BANCORP INC DE 7.01,9.01 05/02/06 PARTNERS TRUST FINANCIAL GROUP INC 4.01,5.02 04/26/06 PATHMARK STORES INC DE 2.02,9.01 05/02/06 PAYLESS SHOESOURCE INC /DE/ DE 1.01,9.01 04/28/06 PDI INC 2.02,9.01 03/31/06 PDL BIOPHARMA, INC. DE 2.02,9.01 05/02/06 PEETS COFFEE & TEA INC WA 2.02,9.01 05/02/06 PEOPLES BANCORP IN 7.01,9.01 03/31/06 PEOPLES COMMUNITY BANCORP INC /MD/ MD 2.02,9.01 05/01/06 PEOPLES FINANCIAL CORP /MS/ MS 5.02,9.01 05/02/06 PeopleSupport, Inc. DE 1.01 04/26/06 PERCEPTRON INC/MI MI 2.02,9.01 05/02/06 PERFORMANCE FOOD GROUP CO TN 2.02,9.01 05/02/06 PERFORMANCE TECHNOLOGIES INC \DE\ DE 2.02 03/31/06 PEROT SYSTEMS CORP DE 2.02,9.01 05/02/06 PETER KIEWIT SONS INC /DE/ DE 5.02,8.01 05/01/06 PHARMION CORP 1.01,9.01 05/01/06 PHOENIX COMPANIES INC/DE DE 2.02,9.01 04/26/06 PHOENIX FOOTWEAR GROUP INC DE 1.01,2.03,9.01 04/26/06 PHOENIX TECHNOLOGIES LTD DE 1.01,9.01 04/28/06 PHOTOMEDEX INC DE 2.02,9.01 05/02/06 PILGRIMS PRIDE CORP DE 2.02,9.01 05/02/06 PILGRIMS PRIDE CORP DE 7.01 05/02/06 PILGRIMS PRIDE CORP DE 7.01 05/02/06 PINNACLE ENTERTAINMENT INC DE 2.02,8.01,9.01 05/02/06 PLACER SIERRA BANCSHARES CA 2.02,8.01,9.01 05/01/06 PLANTRONICS INC /CA/ DE 2.02,7.01,9.01 03/31/06 PLUM CREEK TIMBER CO INC DE 2.03,9.01 05/02/06 PORTRAIT CORP OF AMERICA, INC. 5.02 05/01/06 POST PROPERTIES INC GA 2.02,9.01 05/01/06 POST PROPERTIES INC GA 1.01,2.03,9.01 02/06/05 PRIME RESOURCE INC UT 8.01 04/27/06 PRINCIPAL FINANCIAL GROUP INC DE 2.02,9.01 05/01/06 ProLink Holdings Corp. DE 4.01,9.01 04/19/06 AMEND PROTECTIVE LIFE CORP DE 2.02,9.01 03/31/06 PS BUSINESS PARKS INC/CA CA 2.02,9.01 05/01/06 PUBLIC SERVICE ENTERPRISE GROUP INC NJ 2.02,9.01 05/01/06 PUGET ENERGY INC /WA WA 7.01,9.01 05/02/06 PW EAGLE INC MN 2.02,9.01 05/02/06 QUAKER CHEMICAL CORP PA 2.02,9.01 05/01/06 QUANTA SERVICES INC DE 1.01,3.02,9.01 04/26/06 QUANTUM CORP /DE/ DE 2.02,9.01 05/02/06 QUANTUM CORP /DE/ DE 1.01,9.01 05/02/06 R H DONNELLEY CORP DE 4.01 04/26/06 R&G FINANCIAL CORP PR 7.01,9.01 05/01/06 RADIANT SYSTEMS INC GA 1.01 03/31/06 RADISYS CORP OR 2.02,9.01 04/27/06 RAMBUS INC DE 5.02 04/26/06 RAMP Series 2006-RZ2 Trust DE 8.01,9.01 05/02/06 RASC Series 2006-EMX3 Trust DE 8.01,9.01 05/01/06 REGENERON PHARMACEUTICALS INC NY 7.01,9.01 05/01/06 RELM WIRELESS CORP NV 2.02,9.01 05/01/06 RENAISSANCE MEDIA GROUP LLC DE 1.01,1.02,2.03,9.01 04/28/06 RENTECH INC /CO/ CO 1.01,2.01,2.03,9.01 04/26/06 RIDGEFIELD ACQUISITION CORP CO 8.01,9.01 04/26/06 RITA MEDICAL SYSTEMS INC DE 1.01,9.01 04/26/06 RIVIERA HOLDINGS CORP NV 2.02,8.01 05/02/06 ROCKWELL COLLINS INC DE 1.01,5.02,9.01 04/27/06 ROWAN COMPANIES INC DE 8.01,9.01 05/02/06 RR Donnelley & Sons Co DE 2.02,9.01 05/02/06 RTW INC /MN/ MN 2.02,8.01,9.01 05/01/06 SAFECO CORP WA 2.02,9.01 05/02/06 SAN DIEGO GAS & ELECTRIC CO CA 2.02,9.01 05/02/06 SAPIENT CORP DE 2.02,9.01 05/02/06 Saxon Asset Securities Trust 2006-1 VA 8.01 05/02/06 SAXON CAPITAL INC MD 2.03,7.01,8.01,9.01 05/02/06 SECURED DIGITAL APPLICATIONS INC DE 4.01,4.02,9.01 05/02/06 SEI INVESTMENTS CO PA 2.02,9.01 05/02/06 SEMPRA ENERGY CA 2.02,9.01 05/02/06 SENIOR HOUSING PROPERTIES TRUST MD 2.02,9.01 05/02/06 SENSUS METERING SYSTEMS BERMUDA 2 LTD 2.02,9.01 05/02/06 SI INTERNATIONAL INC DE 2.02,9.01 05/02/06 SILVERLEAF RESORTS INC 2.02 05/02/06 SIRIUS SATELLITE RADIO INC DE 2.02,9.01 05/02/06 SIRNA THERAPEUTICS INC DE 2.02,7.01,9.01 05/02/06 SJW CORP CA 1.01,2.02,9.01 04/27/06 SJW CORP CA 1.01,2.02,9.01 04/27/06 SJW CORP CA 1.01,2.02,9.01 04/27/06 SMART ONLINE INC 8.01,9.01 05/02/06 SONIC FOUNDRY INC MD 2.02,9.01 05/02/06 SOUTHWEST GAS CORP CA 2.02 05/02/06 SOUTHWESTERN ENERGY CO AR 7.01 05/02/06 Spectrum Brands, Inc. WI 2.02,9.01 05/02/06 SPECTRUM SCIENCES & SOFTWARE HOLDINGS DE 5.02,5.03,9.01 04/28/06 SPORT HALEY INC CO 1.02,8.01,9.01 04/28/06 ST JOE CO FL 2.02,9.01 05/02/06 ST PAUL TRAVELERS COMPANIES INC MN 2.02,9.01 05/02/06 STEEL TECHNOLOGIES INC KY 8.01,9.01 04/28/06 STEELCASE INC MI 7.01 05/02/06 STERIS CORP OH 1.01,8.01,9.01 04/26/06 STERLING BANCORP NY 7.01,9.01 05/01/06 STEVEN MADDEN, LTD. DE 2.02,5.02,8.01,9.01 04/27/06 STONERIDGE INC OH 2.02 05/02/06 STURM RUGER & CO INC DE 2.02 05/01/06 SULPHCO INC NV 1.01 04/28/06 SUMTOTAL SYSTEMS INC DE 2.02,9.01 05/02/06 SUNCOM WIRELESS HOLDINGS, INC. 2.02,8.01,9.01 05/02/06 SUNOCO LOGISTICS PARTNERS LP DE 8.01,9.01 05/01/06 SUNRISE REAL ESTATE DEVELOPMENT GROUP TX 5.02 04/24/06 SUREWEST COMMUNICATIONS CA 1.01,2.03,9.01 05/01/06 SYMBOL TECHNOLOGIES INC DE 2.02,9.01 05/02/06 SYNAGRO TECHNOLOGIES INC DE 8.01,9.01 05/01/06 SYNTROLEUM CORP DE 2.02,9.01 05/02/06 TAIWAN FUND INC DE 7.01,9.01 04/01/06 TANOX INC DE 2.02,9.01 05/02/06 TARGETED GENETICS CORP /WA/ WA 2.02,9.01 05/02/06 TASTY BAKING CO PA 7.01,8.01,9.01 05/02/06 TECHTEAM GLOBAL INC DE 1.02,5.02 04/26/06 TEXAS INSTRUMENTS INC DE 8.01,9.01 04/27/06 Texas Roadhouse, Inc. DE 2.02,9.01 05/01/06 TF FINANCIAL CORP DE 5.02,5.03,9.01 04/27/06 THERAVANCE INC DE 1.01,9.01 04/26/06 THINK PARTNERSHIP INC NV 1.01,3.02,9.01 04/27/06 THORATEC CORP CA 2.02 05/02/06 TIMBERLAND CO DE 2.02,9.01 05/02/06 Timberline Resources Corp 5.02,8.01,9.01 05/01/06 TODCO DE 7.01,9.01 05/01/06 TODCO DE 7.01,9.01 05/01/06 TODCO DE 7.01,9.01 05/01/06 Tower Group, Inc. DE 2.02,9.01 05/02/06 TRANS WORLD ENTERTAINMENT CORP NY 5.02,9.01 05/02/06 TRANSCOMMUNITY FINANCIAL CORP VA 5.03,9.01 04/26/06 TRANSGENOMIC INC DE 2.02,9.01 05/02/06 TRI-CONTINENTAL CORP MD 7.01,9.01 05/02/06 TRI-S SECURITY CORP GA 3.02,9.01 04/26/06 TRIARC COMPANIES INC DE 1.01,9.01 05/01/06 TRIPLE-S MANAGEMENT CORP 5.02,8.01,9.01 05/01/06 TRM CORP OR 7.01,9.01 05/01/06 TWEETER HOME ENTERTAINMENT GROUP INC DE 5.02 04/26/06 TXU CORP /TX/ TX 2.02,9.01 05/02/06 TYLER TECHNOLOGIES INC DE 8.01 05/01/06 TYSON FOODS INC DE 1.01,9.01 04/28/06 ULTRALIFE BATTERIES INC DE 1.01,9.01 05/01/06 UNICA CORP 2.02,9.01 05/02/06 UNION BANKSHARES CORP VA 7.01,8.01,9.01 05/02/06 UNION DRILLING INC DE 1.01,9.01 04/27/06 UNITED FIRE & CASUALTY CO IA 8.01,9.01 05/02/06 UNITED THERAPEUTICS CORP DE 2.02,9.01 05/02/06 US GEOTHERMAL INC DE 1.01,7.01,9.01 04/27/06 US LEC CORP DE 2.02,9.01 05/02/06 UTAH MEDICAL PRODUCTS INC UT 8.01 05/02/06 uWink, Inc. UT 2.02,4.02 03/07/06 VALUECLICK INC/CA DE 1.01,9.01 04/28/06 VENTAS INC DE 1.01,2.02,2.03,9.01 04/26/06 VERIZON COMMUNICATIONS INC DE 2.02 05/02/06 VERTIS INC DE 2.02,7.01,9.01 05/01/06 Vestin Realty Mortgage I, Inc. 8.01,9.01 05/02/06 VIACELL INC 2.02,9.01 05/02/06 VICAL INC DE 2.02,9.01 05/02/06 VILLAGEEDOCS INC CA 8.01,9.01 05/02/06 VIPER POWERSPORTS INC 5.02 05/02/06 VISHAY INTERTECHNOLOGY INC DE 2.02,7.01,9.01 05/02/06 VISTA GOLD CORP 3.02,9.01 04/26/06 VISTEON CORP DE 2.02,2.05,7.01,9.01 05/02/06 AMEND Vistula Communications Services, Inc. DE 1.01,3.02,9.01 05/01/06 VITA FOOD PRODUCTS INC NV 2.02,9.01 05/01/06 VITAL IMAGES INC MN 2.01,9.01 05/02/06 VITALSTREAM HOLDINGS INC NV 2.02,9.01 05/02/06 WACCAMAW BANKSHARES INC NC 2.01 04/28/06 WebMD Health Corp. DE 2.02,7.01,9.01 05/02/06 WEBSITE PROS INC DE 2.02,9.01 05/02/06 WELLS GARDNER ELECTRONICS CORP IL 8.01,9.01 05/01/06 WESTERN ALLIANCE BANCORPORATION 8.01,9.01 04/29/06 WESTLAKE CHEMICAL CORP 1.01,9.01 04/26/06 WEYCO GROUP INC WI 2.02,9.01 05/01/06 Wilber CORP 5.02,9.01 04/29/06 WILLIAMS COMPANIES INC DE 1.01,1.02,2.03,9.01 05/01/06 AMEND Williams Partners L.P. 2.02,7.01,9.01 05/02/06 WIMAX EU, LTD NV 3.02,5.02 04/30/06 WORLD ENERGY SOLUTIONS, INC. FL 1.01 12/31/05 WORLD ENERGY SOLUTIONS, INC. FL 1.01 12/31/05 AMEND Wornick CO DE 5.02 05/01/06 WVS FINANCIAL CORP PA 2.02,9.01 05/01/06 XO HOLDINGS INC DE 1.01,5.02,5.05,8.01,9.01 04/24/06 AMEND ZONAGEN INC DE 2.02,5.03,9.01 05/01/06