SEC NEWS DIGEST Issue 2006-80 April 26, 2006 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS CLOSED MEETING - THURSDAY, MAY 4, 2006 - 2:00 P.M. The subject matter of the closed meeting scheduled for Thursday, May 4, 2006, will be: Formal orders of investigation; Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; and Resolution of litigation claims. 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 JAMES CONWAY, AN UNREGISTERED BROKER-DEALER INVOLVED IN THE FRAUDULENT OFFERING OF SECURITY INTERESTS IN RAINMAKER MANAGED LIVING, LLC, BARRED FROM ASSOCIATION WITH ANY BROKER OR DEALER On April 25, the Commission issued 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 James Joseph Conway (Conway). The Commission's Order was based on the entry of judgment, dated March 23, 2006, by the Honorable S. James Otero, U.S. District Judge for the Central District of California, which, among other things, enjoined Conway from violating Sections 5(a), 5(c), and 17(a) of the Securities Act of 1933, Sections 10(b) and 15(a) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. Conway consented to the entry of the judgment. The Commission's complaint alleged that, in connection with the sale of securities in Rainmaker Managed Living, LLC, Conway, age 50 and residing in San Pedro, California, misrepresented to investors how their funds would be used and the source of the guaranteed 25% annual return the investors were to receive. In addition, Conway failed to disclose that he received a commission for selling the securities. The complaint also alleged that Conway sold securities for which the offer and sale was not registered and acted as an unregistered broker-dealer with respect to the sale of the Rainmaker securities. The Order permanently bars Conway from association with any broker or dealer. Conway consented to the issuance of the Order without admitting or denying any of the Commission's findings, with the exception of the Commission's jurisdiction and entry of the final judgment by consent. (Rel. 34-53722; File No.3-12276) REVOCATION OF REGISTRATION OF SECURITIES OF LUMENIS LTD. On April 26, the Commission revoked the registration of the securities of Lumenis Ltd. (Lumenis), of Yokneam, Israel, registered with the Commission pursuant to Section 12 of the Exchange Act, on April 26, pursuant to Section 12(j) of the Securities Exchange Act of 1934 (Exchange Act). In its Order revoking the registration of securities of Lumenis registered with the Commission pursuant to Section 12 of the Exchange Act, the Commission found the following: Lumenis failed to comply with Exchange Act Section 13(a) and Rules 13a-1 and 13a-13 thereunder while its securities were registered with the Commission in that it has not filed any completed periodic reports for any fiscal period subsequent to the period ending June 30, 2003. The Commission cautions broker dealers, shareholders, and prospective purchasers that they should carefully consider the foregoing information along with all other currently available information and any information subsequently issued by the company. Further, brokers and dealers should be alert to the fact that, Section 12(j) provides, in pertinent part, as follows: No member of a national securities exchange, broker, or dealer shall make use of the mails or any means or instrumentality of interstate commerce to effect any transaction in, or to induce the purchase or sale of, any security the registration of which has been and is suspended or revoked pursuant to the preceding sentence. Without admitting or denying the findings in the Order, Lumenis consented to the entry of the Order finding that it had violated Exchange Act Section 13(a) and Rules 13a-1 and 13a-13 thereunder and revoking its registration. (Rel. 34-53724; File No. 3-12277) IN THE MATTER OF CHAIM SCHWARTZBARD, CPA (ISRAEL) On April 26, the Commission issued an Order Instituting Public Administrative Proceedings Pursuant to Rule 102(e) of the Commission's Rules of Practice, Making Findings, and Imposing Remedial Sanctions (Order) against Chaim Schwartzbard. The Order finds that Schwartzbard engaged in improper professional conduct pursuant to Rule 102(e)(1)(ii) of the Commission's Rules of Practice by engaging in repeated instances of unreasonable conduct, each resulting in a violation of applicable professional standards, that indicate a lack of competence to practice before the Commission. Based on the above, the Order denies Schwartzbard the privilege of appearing or practicing before the Commission as an accountant, with the right to request that the Commission consider his reinstatement after three years. Schwartzbard consented to the issuance of the Order without admitting or denying any of the findings in the Order. (Rel. 34-53725; AAE Rel. No. 2421; File No. 3-12278) IN THE MATTER OF PAUL BORNSTEIN On April 26, the Commission issued an Order Instituting Public Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934, Making Findings, and Imposing Remedial Sanctions Against Paul Bornstein (Order). Bornstein consented to the issuance of the Order without admitting or denying any of the findings in the Order. The Order found that from at least December 1999 through May 2000, Bornstein was both a research analyst at a registered broker-dealer, Connecticut Capital Markets, LLC, and a salaried employee at a public relations firm, Sterns & Company, hired by CyberCare, Inc (CyberCare). On July 16, 2004, the Commission filed a complaint against Bornstein in the United States District Court for the Southern District of Florida in SEC v. Michael Morrell, et. al., Civil Action No. 04-80664- CIV-MARRA/SELTZER alleging, among other things, violations of the antifraud provisions of the federal securities laws by Bornstein in connection with his research report. The Commission's complaint alleged that while he was employed by both companies, Bornstein created a research report on CyberCare that rated CyberCare a "strong buy." The research report, issued by Connecticut Capital in January 2000, failed to disclose Bornstein's conflict of interest and contained, among other things, information released by CyberCare which was materially false. Although Bornstein was not directly compensated by CyberCare for preparation of the research report, the report failed to fully disclose Sterns & Company's compensation for public relations services Sterns & Company and Bornstein were providing to CyberCare. On March 16, 2006, a Final Judgment was entered by consent against Bornstein that permanently enjoined him from violating Sections 17(a) and 17(b) of the Securities Act of 1933 and Sections 10(b) of the Exchange Act, and Rule 10b-5, thereunder. Based on the above, the Order bars Bornstein from association with any broker or dealer with the right to reapply for association after 2 years to the appropriate self-regulatory organization, or if there is none, to the Commission. (Rel. 34-53726; File No. 3-12279) COURT ENFORCES THIRD COMMISSION SUBPOENA IN FAX BLASTING INVESTIGATION On April 18, the U.S. District Court for the District of Columbia entered a stipulated Order requiring obedience to the Commission's subpoena issued to respondent Dean J. Sheptycki. This Order resolved a subpoena enforcement action filed by the Commission. In briefing, Sheptycki argued to the Court that the Commission had no jurisdiction over him because he was a resident of Nassau, Bahamas. After the Commission produced evidence to the contrary, Sheptycki agreed to the entry of a stipulated Order requiring his compliance with the Commission's Subpoena. In its Application and supporting papers, the Commission explained that the subpoena concerned the Commission's investigation into the production and/or mass dissemination of faxes touting the securities of two thinly traded American companies - National Storm Management, Inc. (NLST) and Deep Rock Oil and Gas, Inc. (DPRK) in an apparent attempt to capitalize on the devastation suffered by the Gulf region in the wake of Hurricane Katrina. [SEC v. Dean J. Sheptycki, Misc. No. 06-MS-00074, D.D.C.] (LR-19669) PERPETRATORS OF PUMP AND DUMP MANIPULATION SCHEME SENTENCED TO FEDERAL PRISON The Commission announced that the Honorable R. Gary Klausner, U.S. District Judge for the Central District of California, sentenced three individuals for their participation in a "pump and dump" scheme to manipulate over the Internet the price of securities of New Energy Corporation, formerly based in San Diego, California, that was the subject of a Commission enforcement action and trading suspension. Ernest Paul Lampert, a former fugitive, was sentenced in January 2006 to serve nine years in federal prison. Lampert was charged with securities fraud for causing false and misleading press releases and a research report about New Energy to be issued to the public via the Internet, and for violating a prior judgment in a criminal case. Marshall Algird Zolp, aka Marcelino Colt, a former fugitive, was sentenced in December 2005 to serve six years. Zolp was charged with securities fraud for causing false and misleading press releases and a research report about New Energy to be issued to the public via the Internet. Tor Ewald, of San Diego, California, New Energy's former secretary and treasurer, was sentenced in December 2005 to serve three months. Ewald was charged with securities fraud for causing false and misleading press releases and a research report about New Energy to be issued to the public via the Internet, and with obstruction of justice and making a false statement under oath to the Commission. Previously, the Commission filed a complaint in federal court in Los Angeles on Feb. 1, 2002, which alleged that New Energy, Ewald, Colt and his firm, Geneva Financial Ltd., and Magnum Financial LLC dba Stratos Research LLC, and its president, Michael S. Manahan, violated the antifraud provisions of the Securities Exchange Act of 1934. Colt and Geneva were also charged with violating the antifraud provisions of the Securities Act of 1933. The complaint alleged that the defendants were part of a pump and dump scheme to manipulate New Energy's stock price during a one-month period ending on Jan. 18, 2002, when the Commission suspended trading. The Commission obtained a final judgment against Colt and Geneva that permanently enjoined them from future violations of the antifraud provisions and imposed orders of disgorgement and civil penalties. The Commission obtained final judgments against New Energy, Ewald, Magnum, and Manahan that permanently enjoined them from future violations of the antifraud provisions and imposed civil penalties. Prior to the entry of the permanent injunction in the New Energy case, Zolp had been enjoined by the Commission on four previous occasions. Separately, Zolp and Lampert had previously been criminally convicted in other securities fraud cases. [SEC v. NEW ENERGY CORP., TOR EWALD, GENEVA FINANCIAL LTD., MARCELINO COLT aka MARCELINO COLT VASQUEZ, MAGNUM FINANCIAL, LLC, MICHAEL S. MANAHAN, BLD TRUST, BARCLAY DAVIS, LORETTA DAVIS, BURKE T. MAXFIELD, YORK CHANDLER, AND HECTOR CAMPA ACEDO, Civil Action No. CV-02-989-MMM (CWx) (C.D. Cal.)] (LR-19670) COURT ORDERS PERMANENT INJUNCTION, DISGORGEMENT, AND CIVIL PENALTY AGAINST DOMINICK SAVINO IN FRAUDULENT PAYMENTS SCHEME On April 10, following a bench trial before the Honorable George B. Daniels, U.S. District Court Judge for the Southern District of New York, securities trader Dominick Savino (Savino) was found liable for violating the antifraud provisions of the federal securities laws, and was permanently enjoined from future violations. Savino, who is a registered representative of a Connecticut broker-dealer, was enjoined from violating Section 17(a) of the Securities Act of 1933 and from violating and aiding and abetting violations of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. The Final Judgment also orders Savino to pay a total of $669,628, consisting of $569,628 in disgorgement and pre-judgment interest, and a $100,000 third-tier civil money penalty based on his fraudulent conduct. The Commission's complaint against Savino and four other individuals, which was filed on March 22, 2001, arose out of a fraudulent scheme involving two former employees at New York Life Insurance Company, Inc., who directed a flow of securities trades for the insurance company's proprietary accounts, often at prices unfavorable to New York Life, to certain salespersons in return for cash kickbacks and other improper gifts and gratuities made by the salespersons and others. The District Court's Modified Final Judgment was entered following the court's findings in a Memorandum Decision issued on Feb. 16, 2004. In that decision, Judge Daniels found that Savino violated his duties as a licensed securities professional by engaging in an "illegal fraudulent scheme" with Anthony Shen (Shen), a New York Life bond trader, to defraud New York Life that involved "material misrepresentations and omissions" in connection with his trades. Among other things, the District Court found that: Savino offered and gave Shen "secret payments, gifts, and gratuities" in connection with their securities trades, that Savino concealed the fact that he was compensating Shen in connection with trades, and "affirmatively misrepresented" the nature of the consideration paid; Savino "knowingly and willingly" defrauded New York Life, and intentionally failed to disclose, and intentionally concealed, the material circumstances of his trading relationship with Shen; Savino's violations were "egregious," and were repeated "multiple times" over the course of his relationship with Shen; and Savino attempted to conceal his conduct and also "attempted to obstruct" the investigation into his conduct by, among other things, lying to his employers' attorneys during their internal probe, and urging Shen to lie to conceal the scheme, and by providing "untruthful statements" during his deposition and while testifying at trial. The Commission has instituted public administrative proceedings against Savino in order to determine what remedial action, if any, is appropriate in the public interest in light of the permanent injunction that was entered against him by the district court. [See Administrative Release No. 34-53492 (March 16, 2006)]. This judgment concludes the Commission's civil action against all five of the original defendants named in the complaint, who have all been enjoined. [See also Litigation Release No. 16937 (March 22, 2001); Litigation Release No. 18478 (Nov. 24, 2003); Litigation Release No. 18556 (Jan. 28, 2004); and 18667 (April 13, 2004)]. [SEC v. Dominick Savino, et al., 01 CV 2438 (GBD) SDNY] (LR-19671) INVESTMENT COMPANY ACT RELEASES PACIFIC LIFE INSURANCE COMPANY, ET AL An order has been issued approving an application filed by Pacific Life Insurance Company (Pacific Life); Separate Account A of Pacific Life (Pacific A); Separate Account B of Pacific Life (Pacific B); Pacific Select Variable Annuity Separate Account of Pacific Life (PSVA); Pacific Select Exec Separate Account of Pacific Life (PSE); Pacific Life & Annuity Company (PL&A); Separate Account A of PL&A (PL&A A); Pacific Select Exec Separate Account of PL&A (PL&A PSE, and together with Pacific A, Pacific B, PSVA, PSE, PL&A A, the Separate Accounts); and Pacific Select Fund (Select Fund, and together with Pacific Life, PL&A, the Separate Accounts, the Applicants). Pacific Life and PL&A have been authorized under Section 26(c) of the Investment Company Act to substitute shares of American Funds Growth- Income Portfolio of Select Fund for shares of the Equity Income Portfolio of Select Fund held by one or more of the Separate Accounts. (Rel. IC-27291 - April 25) FRANK RUSSELL INVESTMENT COMPANY, ET AL. A notice has been issued giving interested persons until May 22, 2006, to request a hearing on an application filed by Frank Russell Investment Company, et al. for an order that would permit certain registered open-end management investment companies to participate in a joint lending and borrowing facility. (Rel. IC-27292 - April 25) SELF-REGULATORY ORGANIZATIONS APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-NSX-2005-09) and granted accelerated approval to Amendment Nos. 1 and 2 to the proposed rule change submitted by the National Stock ExchangeSM to amend Exchange delisting rules to conform to recent amendments to Commission rules regarding removal from listing and withdrawal from registration. Publication of the notice is expected in the Federal Register during the week of April 24. (Rel. 34-53702) 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-3ASR Texas Roadhouse, Inc., 6040 DUTCHMANS LANE, SUITE 400, LOUISVILLE, KY, 40205, 5024269984 - 0 ($20,752,283.00) Equity, (File 333-133510 - Apr. 25) (BR. 05C) SB-2 SHUMATE INDUSTRIES INC, 12060 FM 3083, CONROE, TX, 77301, (936) 441-5100 - 10,130,500 ($9,877,237.50) Equity, (File 333-133511 - Apr. 25) (BR. 06C) S-4 EPIX Pharmaceuticals, Inc., 71 ROGERS ST, CAMBRIDGE, MA, 02142-1118, 6172506000 - 0 ($914,159.00) Equity, (File 333-133513 - Apr. 25) (BR. 01A) S-3ASR SOVEREIGN BANCORP INC, 2000 MARKET ST, PHILADELPHIA, PA, 19103, 2155574630 - 0 ($0.00) Other, (File 333-133514 - Apr. 25) (BR. 07C) S-3ASR PLUM CREEK TIMBER CO INC, 999 THIRD AVENUE, SUITE 4300, SEATTLE, WA, 98104-4040, (206)467-3600 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-133515 - Apr. 25) (BR. 08C) SB-2 MILLER PETROLEUM INC, 3651 BAKER HIGHWAY, STE 106, HUNTSVILLE, TN, 37756, 4236639457 - 6,100,000 ($6,039,000.00) Equity, (File 333-133516 - Apr. 25) (BR. 04B) F-10 SHAW COMMUNICATIONS INC, STE 900, 630 3RD AVE SW, CALGARY ALBERTA CANA, A0, 4037504500 - 0 ($263,805,839.00) Debt, (File 333-133517 - Apr. 25) (BR. 11C) S-8 RENTECH INC /CO/, 1331 17TH STREET SUITE 720, DENVER, CO, 80202-1566, 3032988008 - 0 ($17,600,000.00) Equity, (File 333-133518 - Apr. 25) (BR. 06C) S-8 GLOBAL CROSSING LTD, WESSEX HOUSE 45 REID ST, HAMILTON HM12, BERMUDA, D0, HM12, 4412968600 - 0 ($83,317,500.00) Equity, (File 333-133520 - Apr. 25) (BR. 11A) S-8 PLATINUM UNDERWRITERS HOLDINGS LTD, 2 CHURCH STREET, BERMUDA, D0, HM 11, 4412951422 - 0 ($155,815,000.00) Equity, (File 333-133521 - Apr. 25) (BR. 01B) SB-2 VIPER POWERSPORTS INC, 1500 RAND TOWER, 527 MARQUETTS AVE, MINNEAPOLIS, MN, 55402, 612-333-1313 - 4,100,042 ($13,912,621.00) Equity, 2,000,000 ($5,950,000.00) Other, (File 333-133522 - Apr. 25) (BR. 03) S-8 Saifun Semiconductors Ltd., 45 HAMELACHA STREET, SAPPIR INDUSTRIAL PARK, NETANYA, L3, 42504, 01197298928444 - 6,024,821 ($85,107,283.00) Other, (File 333-133523 - Apr. 25) (BR. 10) S-8 EURASIA ENERGY LTD, DOWNIEHILLS, BLACKHILLS, PETERHEAD, ABERDEENSHIRE, SCOTLAND, X0, AB42 3LB, 604-681-9588 - 2,000,000 ($6,000,000.00) Equity, (File 333-133524 - Apr. 25) (BR. 04B) S-1 eHealth, Inc., 440 EAST MIDDLEFIELD ROAD, MOUNTAIN VIEW, CA, 94043, 650-584-2700 - 0 ($85,000,000.00) Equity, (File 333-133526 - Apr. 25) (BR. 01) S-8 NightHawk Radiology Holdings Inc, 250 NORTHWEST BOULEVARD #202, COEUR D ALENE, ID, 83814, 208-292-2251 - 0 ($43,680,741.94) Equity, (File 333-133527 - Apr. 25) (BR. 01B) SB-2 NATUREWELL INC, 7855 IVANHOE AVE, SUITE 322, LA JOLLA, CA, 92037, 858/454-6790 - 2,000,000,000 ($6,000,000.00) Equity, (File 333-133528 - Apr. 25) (BR. 01C) S-3 ACACIA RESEARCH CORP, 500 NEWPORT CENTER DRIVE, 7TH FLOOR, NEWPORT BEACH, CA, 92660, 9494808300 - 0 ($75,000,000.00) Equity, (File 333-133529 - Apr. 25) (BR. 10A) S-3 ORTHOLOGIC CORP, 1275 WEST WASHINGTON STREET, TEMPE, AZ, 85281, 6024375520 - 1,355,000 ($2,398,350.00) Equity, (File 333-133530 - Apr. 25) (BR. 01B) S-8 NEW WORLD RESTAURANT GROUP INC, 1687 COLE BOULEVARD, GOLDEN, CO, 80401, 3035688000 - 0 ($11,475,000.00) Other, (File 333-133531 - Apr. 25) (BR. 05B) S-1 LEMAITRE VASCULAR INC, 63 2ND AVE, BURLINGTON, MA, 01803, 781-221-2266 - 0 ($69,000,000.00) Equity, (File 333-133532 - Apr. 25) (BR. ) S-8 Bank of Wilmington CORP, 1117 MILITARY CUTOFF ROAD, WILMINGTON, NC, 28405, 910-509-2000 - 534,511 ($6,513,017.00) Equity, (File 333-133533 - Apr. 25) (BR. 07) S-1 MARKWEST ENERGY PARTNERS L P, 155 INVERNESS DR WEST, STE 200, ENGLEWOOD, CO, 80112, 303-925-9275 - 0 ($168,795,390.00) Equity, (File 333-133534 - Apr. 25) (BR. 04A) SB-2 Interactive Television Networks, 2010 MAIN STREET, STE 500, IRVINE, CA, 92614, 949-456-9510 - 4,727,733 ($16,428,873.00) Equity, (File 333-133535 - Apr. 25) (BR. 11B) S-3 PLANETOUT INC, 0 ($90,946,000.00) Other, (File 333-133536 - Apr. 25) (BR. 08A) SB-2 OMNICOMM SYSTEMS INC, 2555 DAVIE ROAD, SUITE 110-B, FORT LAUDERDALE, FL, 33317, 954-473-1254 - 0 ($24,031,756.00) Equity, (File 333-133537 - Apr. 25) (BR. 08C) S-1 Tennessee Commerce Bancorp, Inc., 381 MALLORY STATION RD, SUITE 207, FRANKLIN, TN, 37067-8264, 615-599-2274 - 0 ($23,287,500.00) Equity, (File 333-133539 - Apr. 25) (BR. 07) 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 ------------------------------------------------------------------------------------------------------- 1ST INDEPENDENCE FINANCIAL GROUP, INC DE 8.01 04/25/06 ABLEST INC DE 1.01,5.02,9.01 04/24/06 ACE Securities Corp. Home Equity Loan DE 8.01,9.01 09/26/05 AMEND ACE Securities Corp. Home Equity Loan DE 2.01,9.01 03/28/06 ACTEL CORP CA 2.02,9.01 04/25/06 ACTUATE CORP DE 2.02,9.01 04/25/06 ADELPHIA COMMUNICATIONS CORP DE 7.01 04/25/06 ADVO INC DE 1.01,2.02,8.01,9.01 04/25/06 AFFYMETRIX INC DE 5.02,9.01 04/19/06 AFLAC INC GA 2.02,9.01 04/25/06 AGERE SYSTEMS INC DE 2.02,9.01 04/25/06 AK STEEL HOLDING CORP DE 2.02,9.01 04/25/06 AK STEEL HOLDING CORP DE 2.02 04/25/06 ALFA CORP DE 2.02,9.01 04/25/06 ALLIANCE RESOURCE PARTNERS LP DE 2.02,9.01 04/24/06 ALLIED DEFENSE GROUP INC DE 1.01,9.01 04/25/06 Allis Chalmers Energy Inc. DE 3.01 04/19/06 AMAZON COM INC DE 2.02,9.01 04/25/06 AMERICA ONLINE LATIN AMERICA INC DE 7.01 04/25/06 AMERICAN BANK INC PA 2.02,9.01 04/21/06 AMERICAN CAPITAL STRATEGIES LTD 1.01 04/25/06 AMERICAN ELECTRIC POWER CO INC NY 7.01,9.01 04/24/06 AMERICAN EXPRESS CO NY 5.02 04/25/06 AMEND AMERIPRISE FINANCIAL INC DE 2.02,9.01 04/25/06 AMSURG CORP TN 2.02,7.01,9.01 04/25/06 ANDRX CORP /DE/ DE 1.01,9.01 04/19/06 ANTEON INTERNATIONAL CORP DE 8.01 04/24/06 ANTICUS INTERNATIONAL CORP NV 1.01,3.02,5.02,5.06,9.01 04/20/06 APO HEALTH INC /NV/ NV 1.01,7.01,9.01 04/21/06 APPLIED INDUSTRIAL TECHNOLOGIES INC OH 2.02,9.01 04/25/06 APPLIED INNOVATION INC DE 2.02,9.01 04/25/06 APRIA HEALTHCARE GROUP INC DE 2.02,9.01 04/25/06 ARCHSTONE SMITH TRUST MD 2.02,9.01 04/25/06 Argyle Security Acquisition CORP 4.01,9.01 04/18/06 AMEND ASPEN EXPLORATION CORP DE 3.02 04/21/06 AT&T INC. DE 2.02,9.01 03/31/06 ATMEL CORP DE 2.02,9.01 04/25/06 AURORA GOLD CORP DE 8.01,9.01 04/24/06 AUXILIUM PHARMACEUTICALS INC 7.01,9.01 04/25/06 AVERY DENNISON CORPORATION DE 2.02,9.01 04/25/06 Aviza Technology, Inc. DE 1.01,3.02,8.01,9.01 04/24/06 BANCFIRST CORP /OK/ OK 8.01 04/25/06 BANK OF HAWAII CORP DE 2.02,9.01 04/24/06 BANK OF THE JAMES FINANCIAL GROUP INC VA 2.02,8.01,9.01 04/21/06 BANKRATE INC FL 2.02,9.01 04/25/06 BANKRATE INC FL 8.01,9.01 04/25/06 BANNER CORP WA 2.02,9.01 04/25/06 BANTA CORP WI 2.02,9.01 04/25/06 BARNABUS ENERGY, INC. NV 5.03,9.01 04/21/06 BB&T CORP NC 5.03,8.01,9.01 04/25/06 BEARINGPOINT INC DE 1.01,2.02,9.01 04/24/06 BEHRINGER HARVARD REIT I INC MD 2.01,2.03,9.01 04/25/06 BERKSHIRE HILLS BANCORP INC 2.02,9.01 04/25/06 BIG CAT MINING CORP 3.02,5.01 04/24/06 BJ SERVICES CO DE 2.02,5.02 04/25/06 BLAIR CORP DE 5.02,8.01,9.01 04/20/06 BLUE RIDGE REAL ESTATE CO PA 1.01,2.03,9.01 04/20/06 BLUEGATE CORP NV 2.02 04/20/06 BMW VEHICLE OWNER TRUST 2003-A 9.01 04/25/06 BMW Vehicle Owner Trust 2004-A 9.01 04/25/06 BMW Vehicle Owner Trust 2005-A 9.01 04/25/06 BOLT TECHNOLOGY CORP CT 2.02,9.01 04/25/06 BOTETOURT BANKSHARES INC VA 2.02,9.01 04/25/06 BOWNE & CO INC DE 5.02 04/25/06 BOYD GAMING CORP NV 2.02,9.01 04/25/06 BREMER FINANCIAL CORP MN 2.02,9.01 04/25/06 BRIDGE STREET FINANCIAL INC NY 1.01,8.01,9.01 04/24/06 BROWN & BROWN INC FL 2.02 04/24/06 BRYN MAWR BANK CORP PA 2.02,7.01,9.01 04/25/06 BUFFALO WILD WINGS INC MN 2.02,9.01 04/25/06 BUILDING MATERIALS HOLDING CORP DE 2.02,9.01 04/25/06 BULLDOG TECHNOLOGIES INC NV 7.01,9.01 04/25/06 BURLINGTON NORTHERN SANTA FE CORP DE 2.02,9.01 04/25/06 C H ROBINSON WORLDWIDE INC DE 2.02,9.01 04/25/06 CA, INC. DE 2.02,7.01,9.01 04/25/06 CabelTel International Corp NV 2.02,9.01 04/25/06 CABG MEDICAL INC MN 3.02 04/19/06 CAL-BAY INTERNATIONAL INC NV 8.01 04/21/06 Calamos Asset Management, Inc. /DE/ 2.02,9.01 04/25/06 CALGON CARBON CORPORATION DE 8.01 04/24/06 CALPINE CORP DE 8.01 04/25/06 CAMDEN NATIONAL CORP ME 2.02,9.01 04/25/06 CAMDEN NATIONAL CORP ME 1.01,2.03,9.01 04/25/06 CAPITAL CITY BANK GROUP INC FL 2.02,7.01,9.01 04/25/06 CAPITAL GROWTH SYSTEMS INC /FL/ FL 8.01 04/21/06 CAPSTEAD MORTGAGE CORP MD 1.01,9.01 04/20/06 CARDINAL COMMUNICATIONS, INC NV 5.02,8.01,9.01 04/19/06 CARDINAL FINANCIAL CORP VA 2.02,5.02,8.01,9.01 04/19/06 CARLISLE COMPANIES INC DE 2.02,9.01 04/25/06 CARREKER CORP DE 1.01 04/19/06 CARTERS INC DE 2.02,9.01 04/25/06 CASCADE BANCORP OR 2.01,3.02,7.01,8.01,9.01 04/20/06 AMEND CASCADE FINANCIAL CORP DE 2.02,9.01 04/25/06 CASCADE MICROTECH INC 2.02,9.01 04/25/06 CDI CORP PA 1.01 04/19/06 CDW CORP IL 2.02,9.01 04/25/06 CEC ENTERTAINMENT INC KS 2.02 04/02/06 CENTENE CORP 2.02,9.01 04/25/06 CENTERSTATE BANKS OF FLORIDA INC FL 2.02,9.01 04/25/06 CENTERSTATE BANKS OF FLORIDA INC FL 5.03,9.01 04/25/06 CENTRAL PACIFIC FINANCIAL CORP HI 2.02,9.01 04/25/06 CEPHALON INC DE 8.01,9.01 04/24/06 CERIDIAN CORP /DE/ DE 2.02,9.01 04/25/06 CEVA INC DE 2.02,9.01 04/25/06 CHARLOTTE RUSSE HOLDING INC 2.02,9.01 04/20/06 CHECKFREE CORP \GA\ DE 2.02,9.01 04/25/06 CHESAPEAKE CORP /VA/ VA 2.02,9.01 04/25/06 CHICAGO MERCANTILE EXCHANGE HOLDINGS DE 2.02 04/25/06 CHOICE HOTELS INTERNATIONAL INC /DE DE 2.02,9.01 04/25/06 CIBER INC DE 2.02,9.01 04/25/06 CIMAREX ENERGY CO DE 7.01,9.01 04/24/06 CIMETRIX INC NV 1.01,9.01 04/19/06 Cistera Networks, Inc. NV 5.02,9.01 04/18/06 CIT GROUP INC DE 8.01,9.01 04/24/06 CITIGROUP INC DE 9.01 04/20/06 CITY CAPITAL CORP NV 1.01,9.01 04/19/06 CLAREMONT TECHNOLOGIES CORP NV 1.03 04/25/06 CNL INCOME PROPERTIES INC MD 8.01 04/21/06 COLDWATER CREEK INC DE 4.01,9.01 04/19/06 COLONIAL BANCGROUP INC DE 1.01,9.01 04/19/06 COLONIAL COMMERCIAL CORP NY 5.01 04/17/06 AMEND COMMERCIAL CAPITAL BANCORP INC NV 1.01,2.02,8.01,9.01 04/23/06 COMMUNITY BANCORP /VT VT 2.02,9.01 04/25/06 AMEND COMMUNITY BANK SYSTEM INC DE 2.02,9.01 04/24/06 COMMUNITY BANK SYSTEM INC DE 8.01,9.01 04/20/06 COMMUNITY TRUST BANCORP INC /KY/ KY 7.01 03/31/06 COMMUNITY WEST BANCSHARES / CA 2.02,9.01 04/25/06 COMPUTER HORIZONS CORP NY 1.01,9.01 04/19/06 Con-way Inc. DE 1.01,2.02,5.03,8.01 03/31/06 Con-way Inc. DE 3.01,8.01,9.01 04/25/06 CONGOLEUM CORP DE 3.01,9.01 04/25/06 CONNETICS CORP DE 1.01,9.01 04/24/06 CONSUMER PORTFOLIO SERVICES INC CA 2.02,9.01 04/25/06 CONVERGYS CORP OH 2.02,8.01,9.01 04/25/06 CONVERSION SERVICES INTERNATIONAL INC DE 8.01 04/24/06 COOPER COMPANIES INC DE 8.01 04/12/06 CORNING INC /NY NY 2.02,4.02,7.01,9.01 03/31/06 CORPORATE PROPERTY ASSOCIATES 14 INC MD 5.02 04/19/06 COST U LESS INC WA 1.01,9.01 04/19/06 CREE INC NC 1.01,5.02 04/19/06 CSG SYSTEMS INTERNATIONAL INC DE 1.01,2.02,5.02,9.01 04/25/06 CSS INDUSTRIES INC DE 1.01,5.02 03/10/06 CUISINE SOLUTIONS INC DE 1.01,2.03,9.01 04/19/06 CV THERAPEUTICS INC DE 2.02,9.01 04/25/06 CYBEX INTERNATIONAL INC NY 2.02,9.01 04/25/06 DATAWATCH CORP DE 1.01,2.02,9.01 04/20/06 DELMARVA POWER & LIGHT CO /DE/ DE 8.01 04/21/06 DELPHI FINANCIAL GROUP INC/DE DE 1.01,5.02,5.03,9.01 04/19/06 DELPHI FINANCIAL GROUP INC/DE DE 2.02,9.01 04/25/06 DELTIC TIMBER CORP DE 2.02,9.01 04/25/06 DELUXE CORP MN 2.02,9.01 04/25/06 DEVRY INC DE 2.02 04/25/06 Diabetic Treatment Centers of America DE 5.02 04/25/06 DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 04/24/06 DIEBOLD INC OH 2.02,9.01 04/25/06 DIGITAL RECORDERS INC NC 7.01,9.01 04/24/06 DIME COMMUNITY BANCSHARES INC DE 2.02 04/25/06 DISCOVERY PARTNERS INTERNATIONAL INC DE 1.01 04/19/06 DOLLAR FINANCIAL CORP DE 2.02,9.01 04/21/06 DOV PHARMACEUTICAL INC DE 8.01,9.01 04/24/06 Dragon Gold Resources, Inc. NV 1.01,3.02,4.01,9.01 04/18/06 DREW INDUSTRIES INC DE 8.01,9.01 04/24/06 DSA FINANCIAL CORP 2.02,9.01 04/21/06 DUPONT E I DE NEMOURS & CO DE 2.02 03/31/06 DUSA PHARMACEUTICALS INC NJ 8.01,9.01 04/25/06 Eagle Test Systems, Inc. IL 2.02,9.01 04/25/06 EASTERN VIRGINIA BANKSHARES INC VA 2.02,9.01 04/21/06 EASTERN VIRGINIA BANKSHARES INC VA 8.01,9.01 04/15/06 EASYLINK SERVICES CORP DE 1.01,2.02,9.01 04/21/06 EMBARCADERO TECHNOLOGIES INC 2.02,9.01 04/25/06 ENCORE WIRE CORP /DE/ DE 2.02,7.01,9.01 04/25/06 ENDOCARE INC DE 1.01,2.03,9.01 04/24/06 ENDWAVE CORP DE 2.02,9.01 04/25/06 ENERGIZER HOLDINGS INC MO 2.02,5.05 04/25/06 ENERGYSOUTH INC AL 1.01 04/19/06 ENNIS, INC. TX 1.01,9.01 04/21/06 ENSCO INTERNATIONAL INC DE 8.01,9.01 04/25/06 Enterprise GP Holdings L.P. DE 2.02,9.01 04/25/06 ENTERPRISE PRODUCTS PARTNERS L P DE 2.02,9.01 04/25/06 ENTRUST INC MD 2.02,9.01 04/25/06 EURONET WORLDWIDE INC DE 2.02,9.01 04/25/06 EXACTECH INC FL 2.02,7.01,9.01 04/25/06 EXPRESSJET HOLDINGS INC DE 7.01 04/20/06 EZCORP INC DE 2.02,9.01 04/25/06 FARGO ELECTRONICS INC 2.02,9.01 04/25/06 Federal Home Loan Bank of Boston X1 2.03 04/19/06 Federal Home Loan Bank of Chicago X1 2.03 04/19/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 04/19/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 04/25/06 Federal Home Loan Bank of New York X1 2.03,9.01 04/19/06 Federal Home Loan Bank of San Francis X1 2.03 04/19/06 FEDERAL TRUST CORP FL 8.01,9.01 04/25/06 FERRO CORP OH 1.01,9.01 04/19/06 Fidelity National Title Group, Inc. 5.02 04/19/06 FIRST ADVANTAGE CORP DE 2.02,9.01 04/25/06 FIRST BANCORP /NC/ NC 2.02,9.01 04/24/06 FIRST CASH FINANCIAL SERVICES INC DE 8.01,9.01 04/24/06 FIRST COMMUNITY BANCORP /CA/ CA 1.01,8.01,9.01 04/19/06 FIRST COMMUNITY BANCSHARES INC /NV/ NV 2.02,9.01 04/25/06 FIRST COMMUNITY BANCSHARES INC /NV/ NV 7.01 04/25/06 FIRST CONSULTING GROUP INC DE 5.02,9.01 04/25/06 FIRST FEDERAL BANCSHARES OF ARKANSAS TX 2.02,9.01 04/25/06 FIRST NATIONAL LINCOLN CORP /ME/ ME 2.02 03/31/06 FIRST OF LONG ISLAND CORP NY 1.01,9.01 04/18/06 FIRST OTTAWA BANCSHARES INC DE 2.02,9.01 04/25/06 FIRST SECURITY BANCORP INC /KY/ KY 8.01 04/25/06 FIRST SECURITY GROUP INC/TN TN 2.02,9.01 03/31/06 FIRST UNITED CORP/MD/ MD 7.01,9.01 04/25/06 FISERV INC WI 2.02,9.01 04/25/06 FISERV INC WI 1.01,5.02,9.01 04/21/06 FOCUS ENHANCEMENTS INC DE 2.02,7.01,9.01 04/24/06 FOOT LOCKER INC NY 1.01 04/24/06 FOREST LABORATORIES INC DE 7.01 03/31/06 FOREST LABORATORIES INC DE 7.01 03/31/06 FOSTER WHEELER LTD D0 8.01,9.01 04/24/06 FOSTER WHEELER LTD D0 1.01,9.01 04/19/06 Franchise Capital Corp. NV 8.01,9.01 04/24/06 FRANKLIN CREDIT MANAGEMENT CORP/DE/ DE 3.01,9.01 04/18/06 AMEND FRANKLIN FINANCIAL SERVICES CORP /PA/ PA 7.01,9.01 04/25/06 GASTAR EXPLORATION LTD 7.01,9.01 04/25/06 GENENTECH INC DE 1.01,9.01 04/20/06 GENERAL DATACOMM INDUSTRIES INC DE 1.01,2.03,9.01 04/20/06 GILEAD SCIENCES INC DE 1.01,2.03,3.02,9.01 04/19/06 GILMAN & CIOCIA INC DE 1.01,9.01 04/20/06 GLOBAL AIRCRAFT SOLUTIONS, INC. AZ 2.02,7.01,9.01 04/25/06 GLOBAL SERVICES PARTNERS ACQUISITION DE 8.01,9.01 04/25/06 GNC CORP DE 1.01,9.01 04/20/06 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 04/21/06 GREAT ATLANTIC & PACIFIC TEA CO INC MD 1.01 04/19/06 GSI GROUP INC A3 2.02,9.01 04/25/06 HALLADOR PETROLEUM CO CO 1.01,2.03 04/19/06 HANCOCK HOLDING CO MS 8.01,9.01 04/24/06 HANMI FINANCIAL CORP DE 2.02,9.01 04/25/06 HANMI FINANCIAL CORP DE 8.01,9.01 04/25/06 HARLEYSVILLE NATIONAL CORP PA 7.01,9.01 04/25/06 HARRINGTON WEST FINANCIAL GROUP INC/C 2.02,9.01 04/25/06 HARTFORD LIFE INSURANCE CO CT 9.01 04/25/06 HCA INC/TN DE 2.02,7.01,9.01 04/25/06 HEALTH MANAGEMENT ASSOCIATES INC DE 2.02,9.01 04/25/06 HEALTHCARE REALTY TRUST INC MD 2.02,9.01 04/25/06 HEINZ H J CO PA 8.01 04/24/06 HERITAGE OAKS BANCORP CA 8.01,9.01 04/25/06 HOLLY ENERGY PARTNERS LP DE 2.02,7.01,9.01 04/25/06 HOLOGIC INC DE 2.02,9.01 04/25/06 HOME FEDERAL BANCORP IN 7.01,9.01 04/25/06 HOSPIRA INC DE 5.02,9.01 04/25/06 HYDRIL CO DE 2.02,9.01 02/24/06 IBERIABANK CORP LA 2.02,7.01,9.01 04/24/06 IBT BANCORP INC /MI/ MI 5.05,9.01 04/19/06 ICAD INC DE 1.01,3.02,5.02,5.03,8.01,9.01 04/19/06 IHOP CORP DE 8.01,9.01 04/24/06 II-VI INC PA 2.02,9.01 04/24/06 IMCLONE SYSTEMS INC DE 8.01,9.01 04/25/06 IMPSAT FIBER NETWORKS INC DE 8.01,9.01 04/24/06 INDYMAC BANCORP INC DE 2.02,9.01 04/25/06 INFOSONICS CORP 2.02,9.01 04/25/06 INGRAM MICRO INC DE 2.02,9.01 04/25/06 INNOSPEC INC. DE 2.02 04/25/06 INSWEB CORP DE 1.01 04/25/06 INTEGRA LIFESCIENCES HOLDINGS CORP DE 1.01,7.01,9.01 04/25/06 INTEGRAMED AMERICA INC DE 7.01,9.01 04/25/06 INTEGRATED SILICON SOLUTION INC DE 2.02,9.01 04/25/06 INTERACTIVE INTELLIGENCE INC IN 2.02,9.01 04/25/06 INTERCHANGE CORP DE 5.02,9.01 04/19/06 INTERNATIONAL BUSINESS MACHINES CORP NY 7.01,8.01 04/25/06 INTERNET SECURITY SYSTEMS INC/GA DE 2.02,9.01 04/25/06 INVESTORS FINANCIAL SERVICES CORP DE 1.01 04/18/06 IPAYMENT INC DE 7.01 04/25/06 iPCS, INC DE 2.02,9.01 04/25/06 ISTAR FINANCIAL INC MD 2.02,9.01 04/25/06 ITRON INC /WA/ WA 2.02,9.01 04/25/06 ITRONICS INC TX 2.02 04/20/06 J CREW GROUP INC DE 2.02,9.01 04/25/06 J P MORGAN CHASE & CO DE 9.01 04/21/06 JETBLUE AIRWAYS CORP DE 1.01,2.02,9.01 04/25/06 JOHNSON OUTDOORS INC WI 5.02,9.01 04/24/06 JOURNAL COMMUNICATIONS INC 2.02,9.01 04/25/06 JOURNAL COMMUNICATIONS INC 7.01,9.01 04/25/06 JOY GLOBAL INC DE 1.01,7.01 04/24/06 KAISER GROUP HOLDINGS INC DE 8.01 04/21/06 KANA SOFTWARE INC DE 1.01,2.02,9.01 04/20/06 KANA SOFTWARE INC DE 5.02 04/19/06 AMEND Kansas City Southern de Mexico, S.A. O5 1.01,9.01 04/19/06 KCS ENERGY INC DE 1.01,7.01,9.01 04/20/06 KELLOGG CO DE 1.01 04/21/06 KELLY SERVICES INC DE 2.02,9.01 04/25/06 KENEXA CORP 5.02 02/15/06 AMEND KILLBUCK BANCSHARES INC OH 5.02 04/24/06 KILROY REALTY CORP MD 2.02,9.01 04/24/06 KIMCO REALTY CORP MD 2.02 04/25/06 KINETIC CONCEPTS INC /TX/ TX 9.01 03/31/06 KNAPE & VOGT MANUFACTURING CO MI 1.01 04/21/06 KNOLL INC DE 2.02,9.01 04/25/06 KONIGSBERG CORP NV 8.01,9.01 04/12/06 Kraton Polymers LLC DE 7.01,9.01 04/25/06 KSW INC NY 8.01,9.01 04/24/06 L 3 COMMUNICATIONS HOLDINGS INC DE 2.02,9.01 04/25/06 LABORATORY CORP OF AMERICA HOLDINGS DE 2.02 04/25/06 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 04/25/06 LABRANCHE & CO INC DE 2.02,5.02,9.01 04/25/06 LAND O LAKES INC 2.02,9.01 04/25/06 LANDAMERICA FINANCIAL GROUP INC VA 2.02,9.01 03/31/06 LCA VISION INC DE 2.02,9.01 04/25/06 LEADIS TECHNOLOGY INC DE 2.02,9.01 04/25/06 LEAR CORP DE 1.01,1.02,2.03,3.03,9.01 04/25/06 LEE ENTERPRISES, INC DE 2.02,9.01 04/20/06 LEE ENTERPRISES, INC DE 5.02,9.01 04/25/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01 04/24/06 LEHMAN BROTHERS HOLDINGS INC DE 9.01 04/20/06 LEVEL 3 COMMUNICATIONS INC DE 2.02,9.01 04/25/06 LEXMARK INTERNATIONAL INC /KY/ DE 2.02,9.01 04/24/06 LIBERTY PROPERTY TRUST MD 2.02,9.01 04/24/06 LINCARE HOLDINGS INC DE 2.02,9.01 04/24/06 LINCOLN BANCORP /IN/ IN 2.02,9.01 04/21/06 LIQUIDMETAL TECHNOLOGIES INC 7.01 04/25/06 LITHIA MOTORS INC OR 2.02,9.01 04/24/06 LL&E ROYALTY TRUST TX 7.01,9.01 04/25/06 LMI AEROSPACE INC MO 1.01,8.01,9.01 04/19/06 LOCKHEED MARTIN CORP MD 2.02,9.01 04/25/06 LOGICVISION INC DE 2.02,9.01 04/25/06 LTC PROPERTIES INC MD 2.02,9.01 04/25/06 LUBRIZOL CORP OH 5.02 04/24/06 LUBYS INC DE 2.02 04/25/06 LUCENT TECHNOLOGIES INC DE 2.02,8.01,9.01 04/25/06 M I HOMES INC OH 2.02,9.01 04/25/06 MAINSOURCE FINANCIAL GROUP IN 7.01,9.01 04/25/06 MANHATTAN ASSOCIATES INC GA 2.02,9.01 04/25/06 MANUGISTICS GROUP INC DE 1.01,2.02,3.03,8.01,9.01 04/24/06 MARINER ENERGY INC DE 1.01,2.03,9.01 04/19/06 MARKWEST ENERGY PARTNERS L P 1.01,2.03,9.01 04/19/06 MARKWEST HYDROCARBON INC DE 1.01,2.03,9.01 04/19/06 MARSHALL & ILSLEY CORP/WI/ WI 8.01,9.01 04/25/06 MARTEN TRANSPORT LTD DE 2.02,9.01 04/24/06 MARTHA STEWART LIVING OMNIMEDIA INC DE 2.02,9.01 04/25/06 MASTR Asset Backed Securities Trust 2 DE 2.01,9.01 03/09/06 AMEND MATRIXX INITIATIVES INC DE 2.02,9.01 04/24/06 MAXYGEN INC DE 2.02,9.01 04/25/06 MCG CAPITAL CORP DE 1.01,2.03,9.01 04/17/06 AMEND MCGRAW-HILL COMPANIES INC NY 2.02,7.01,9.01 04/25/06 MCMORAN EXPLORATION CO /DE/ DE 1.01,2.03,9.01 04/19/06 MD TECHNOLOGIES INC 2.01,7.01,9.01 04/25/06 AMEND MEDINA INTERNATIONAL CORP 5.02 04/20/06 AMEND MELLON FINANCIAL CORP PA 1.01,1.02,9.01 04/20/06 MEMORY PHARMACEUTICALS CORP 8.01 04/21/06 MERCANTILE BANKSHARES CORP MD 2.02,9.01 04/25/06 MEREDITH CORP IA 2.02,9.01 04/25/06 MEREDITH CORP IA 2.02,9.01 04/25/06 META FINANCIAL GROUP INC DE 2.02,9.01 04/24/06 METROCORP BANCSHARES INC 2.02,9.01 04/24/06 MFA MORTGAGE INVESTMENTS MD 1.01,9.01 04/24/06 MICREL INC CA 8.01 04/25/06 MICROCHIP TECHNOLOGY INC DE 1.01,2.02,9.01 04/25/06 MILLIPORE CORP /MA MA 2.02,8.01,9.01 04/25/06 MIRANT AMERICAS GENERATING LLC DE 5.02 04/24/06 MIRANT MID ATLANTIC LLC DE 5.02 04/19/06 MITCHAM INDUSTRIES INC TX 2.02,9.01 04/18/06 MIVA, INC. DE 2.02,9.01 04/21/06 MOBIUS MANAGEMENT SYSTEMS INC DE 2.02,9.01 04/25/06 MONEYGRAM INTERNATIONAL INC 8.01 04/25/06 MONMOUTH REAL ESTATE INVESTMENT CORP MD 5.03,9.01 04/25/06 MONSANTO CO /NEW/ DE 1.01 04/19/06 MONTEREY GOURMET FOODS DE 2.02,9.01 04/20/06 MORGAN BEAUMONT, INC. NV 8.01 03/27/06 MOSCOW CABLECOM CORP DE 3.01,9.01 04/19/06 MTC TECHNOLOGIES INC DE 2.02,9.01 04/25/06 MUELLER INDUSTRIES INC DE 2.02,9.01 04/25/06 MULTI COLOR CORP OH 1.01,8.01,9.01 04/19/06 MURPHY OIL CORP /DE DE 2.02,7.01,9.01 04/25/06 MUTUALFIRST FINANCIAL INC MD 2.02,9.01 04/20/06 MYERS INDUSTRIES INC OH 2.02,9.01 03/31/06 NABI BIOPHARMACEUTICALS DE 8.01,9.01 04/25/06 NANOGEN INC DE 1.01,7.01,9.01 04/19/06 NANOMETRICS INC CA 2.02,9.01 04/25/06 NASHUA CORP MA 1.01,9.01 04/24/06 NATIONAL BANK OF INDIANAPOLIS CORP IN 1.01 04/20/06 National Collegiate Student Loan Trus 8.01,9.01 04/25/06 NATIONAL PENN BANCSHARES INC PA 7.01,9.01 04/25/06 NATIONAL PRESTO INDUSTRIES INC WI 2.02,4.02,9.01 04/13/06 AMEND NationsHealth, Inc. DE 7.01,9.01 04/25/06 NATIONWIDE FINANCIAL SERVICES INC/ DE 8.01 04/25/06 NB&T FINANCIAL GROUP INC OH 2.02,7.01,9.01 04/25/06 NBT BANCORP INC DE 2.02,9.01 04/24/06 NEUSTAR INC 1.01,2.01,7.01,9.01 04/19/06 NEWMIL BANCORP INC DE 1.01,9.01 04/24/06 NEXITY FINANCIAL CORP DE 3.01 04/20/06 NEXT INC/TN DE 1.01 04/24/06 Nomura Asset Acceptance Corporation, DE 2.01,9.01 03/30/06 NORTHERN BORDER PARTNERS LP DE 1.01,7.01,9.01 04/20/06 NORTHERN BORDER PIPELINE CO TX 1.01 04/20/06 NORTHROP GRUMMAN CORP /DE/ DE 2.02,9.01 04/25/06 NORTHWEST BANCORP INC PA 2.02,9.01 04/24/06 NORTHWEST INDIANA BANCORP IN 1.01,9.01 04/19/06 NORTHWEST PIPE CO OR 2.02,9.01 04/25/06 NORWOOD FINANCIAL CORP PA 2.02,8.01,9.01 04/24/06 NORWOOD FINANCIAL CORP PA 1.01,9.01 04/25/06 NS GROUP INC KY 2.02,9.01 04/24/06 NUTECH DIGITAL INC CA 1.01,3.02 04/14/06 NxStage Medical, Inc. DE 2.02,8.01,9.01 04/20/06 OCCIDENTAL PETROLEUM CORP /DE/ DE 2.02,8.01 04/25/06 OFFICEMAX INC DE 8.01,9.01 04/24/06 OHIO LEGACY CORP OH 2.02,9.01 04/24/06 OI CORP OK 5.02,9.01 04/21/06 OMI CORP/M I 2.02,9.01 04/24/06 OMNICELL INC /CA/ CA 2.02,9.01 04/20/06 OMNICOM GROUP INC NY 2.02,7.01,9.01 04/25/06 ONEOK INC /NEW/ OK 1.01 04/25/06 OPTI INC CA 7.01,9.01 04/24/06 Origen Manufactured Housing Contract DE 8.01,9.01 03/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 04/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 05/16/05 Origen Manufactured Housing Contract DE 8.01,9.01 06/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 07/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 08/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 09/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 10/17/05 Origen Manufactured Housing Contract DE 8.01,9.01 11/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 12/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 01/17/06 Origen Manufactured Housing Contract DE 8.01,9.01 02/15/06 Origen Manufactured Housing Contract DE 8.01,9.01 03/15/06 Origen Manufactured Housing Contract DE 8.01,9.01 05/03/05 Origen Manufactured Housing Contract DE 8.01,9.01 05/12/05 Origen Manufactured Housing Contract DE 8.01,9.01 06/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 07/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 08/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 09/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 10/17/05 Origen Manufactured Housing Contract DE 8.01,9.01 11/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 12/15/05 Origen Manufactured Housing Contract DE 8.01,9.01 01/17/06 Origen Manufactured Housing Contract DE 8.01,9.01 02/15/06 Origen Manufactured Housing Contract DE 8.01,9.01 03/15/06 Origen Manufactured Housing Contract DE 8.01,9.01 11/30/05 Origen Manufactured Housing Contract DE 8.01,9.01 12/30/05 Origen Manufactured Housing Contract DE 8.01,9.01 01/17/06 Origen Manufactured Housing Contract DE 8.01,9.01 02/15/06 Origen Manufactured Housing Contract DE 8.01,9.01 03/15/06 OSI PHARMACEUTICALS INC DE 1.01 04/19/06 PACCAR INC DE 2.02,9.01 04/25/06 PACIFIC GAS & ELECTRIC CO CA 8.01 04/25/06 PAPA JOHNS INTERNATIONAL INC DE 1.01,9.01 04/19/06 PAPA JOHNS INTERNATIONAL INC DE 2.02,9.01 04/25/06 PARALLEL PETROLEUM CORP DE 7.01,9.01 04/25/06 PARK CITY GROUP INC DE 7.01 03/31/06 PARTNERRE LTD 2.02,9.01 04/24/06 PATAPSCO BANCORP INC MD 8.01,9.01 04/05/06 AMEND PATRICK INDUSTRIES INC IN 2.02,9.01 04/24/06 PEOPLES ENERGY CORP IL 8.01 04/25/06 PEPCO HOLDINGS INC DE 8.01 04/21/06 PEPSIAMERICAS INC/IL/ DE 2.02,8.01,9.01 04/25/06 PERVASIVE SOFTWARE INC DE 2.02,9.01 04/25/06 PG&E CORP CA 8.01 04/25/06 PINNACLE FINANCIAL PARTNERS INC TN 2.02,9.01 03/31/06 PIXELWORKS INC OR 2.02,9.01 04/25/06 PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 04/25/06 POGO PRODUCING CO DE 2.02,9.01 04/25/06 POMEROY IT SOLUTIONS INC DE 3.01 04/21/06 PORTFOLIO RECOVERY ASSOCIATES INC DE 2.02,9.01 04/25/06 POTLATCH CORP DE 2.02,9.01 04/25/06 POTOMAC BANCSHARES INC WV 8.01,9.01 04/25/06 POTOMAC ELECTRIC POWER CO VA 8.01 04/21/06 POWER ONE INC DE 2.02,9.01 04/25/06 PREMIERE GLOBAL SERVICES, INC. GA 1.01,2.03,9.01 04/21/06 ProLink Holdings Corp. DE 4.01,8.01,9.01 04/19/06 PULASKI FINANCIAL CORP MO 2.02,9.01 04/25/06 RAYONIER INC NC 2.02,9.01 04/25/06 RC2 CORP DE 2.02,9.01 04/25/06 Red Sky Resources Inc. NV 7.01,9.01 04/25/06 REFLECT SCIENTIFIC INC UT 1.01,9.01 04/19/06 RENT A CENTER INC DE DE 2.02,9.01 04/24/06 RES CARE INC /KY/ KY 1.01,1.02,5.02,9.01 04/24/06 REYNOLDS AMERICAN INC 1.01,7.01,9.01 04/24/06 RF MICRO DEVICES INC NC 2.02 04/25/06 RIVIERA HOLDINGS CORP NV 7.01 04/25/06 Rocketinfo Inc. DE 5.02,9.01 04/24/06 ROYAL BANCSHARES OF PENNSYLVANIA INC PA 5.03,9.01 04/19/06 RR Donnelley & Sons Co DE 8.01,9.01 03/02/06 RTG VENTURES INC FL 5.01,5.02,9.01 04/24/06 RURBAN FINANCIAL CORP OH 2.02,7.01,8.01,9.01 04/20/06 RYANS RESTAURANT GROUP INC SC 1.01 04/19/06 S1 CORP /DE/ DE 8.01,9.01 04/19/06 SANMINA-SCI CORP DE 2.02,9.01 04/25/06 SANTANDER BANCORP 1.01 04/19/06 SCHULMAN A INC DE 8.01,9.01 04/25/06 SCICLONE PHARMACEUTICALS INC DE 1.01,5.02,9.01 04/23/06 SCIENTIFIC TECHNOLOGIES INC OR 1.01,9.01 04/25/06 SCOTTS MIRACLE-GRO CO OH 5.02,9.01 04/19/06 SCRIPPS E W CO /DE OH 2.02,9.01 04/25/06 SEATTLE GENETICS INC /WA DE 1.01 04/24/06 SEATTLE GENETICS INC /WA DE 2.02,9.01 04/25/06 SECURED FINANCIAL NETWORK, INC. NV 4.01,9.01 03/03/06 AMEND SELECT COMFORT CORP 2.02,9.01 04/25/06 SELECTIVE INSURANCE GROUP INC NJ 2.02,9.01 04/25/06 SEMCO ENERGY INC MI 1.01,3.02 04/19/06 SEPRACOR INC /DE/ DE 2.02,9.01 04/25/06 SEROLOGICALS CORP DE 1.01,2.02,9.01 04/25/06 SERVICE AIR GROUP INC NJ 4.01 04/24/06 SERVICE AIR GROUP INC NJ 3.02 04/24/06 SHARPS COMPLIANCE CORP DE 2.02,9.01 04/25/06 SHENANDOAH TELECOMMUNICATIONS CO/VA/ VA 2.02,9.01 04/21/06 SHERWIN WILLIAMS CO OH 1.01,9.01 04/25/06 Shire plc 8.01,9.01 04/25/06 SIERRA BANCORP CA 2.02,9.01 04/24/06 SIGMATEL INC DE 2.02,9.01 04/25/06 SILICON GRAPHICS INC DE 2.02,8.01,9.01 04/25/06 SIMMONS FIRST NATIONAL CORP AR 2.02 04/20/06 AMEND SIRF TECHNOLOGY HOLDINGS INC 2.02,9.01 04/25/06 SKY FINANCIAL GROUP INC OH 7.01,9.01 04/19/06 SKYE INTERNATIONAL, INC NV 5.02 04/20/06 SL GREEN REALTY CORP MD 1.01,2.02,7.01,8.01,9.01 04/19/06 SMITH INTERNATIONAL INC DE 2.02,9.01 04/25/06 SMURFIT STONE CONTAINER CORP DE 2.02,9.01 04/25/06 SONIC AUTOMOTIVE INC DE 2.02,7.01,9.01 04/25/06 SOUTHERN CO DE 2.02 04/25/06 SOUTHERN CO DE 7.01 04/25/06 SOUTHERN STAR CENTRAL CORP DE 7.01,9.01 04/25/06 SOUTHWEST GAS CORP CA 1.01 04/25/06 SOVEREIGN BANCORP INC PA 8.01,9.01 04/24/06 SOVRAN ACQUISITION LTD PARTNERSHIP MD 1.01,9.01 04/25/06 SOVRAN SELF STORAGE INC MD 1.01,9.01 04/25/06 SPEEDEMISSIONS INC FL 5.02 04/24/06 ST MARY LAND & EXPLORATION CO DE 1.01,9.01 04/25/06 STAKTEK HOLDINGS INC DE 1.01,5.03,9.01 04/20/06 STAMPS.COM INC DE 2.02,8.01,9.01 04/25/06 STANCORP FINANCIAL GROUP INC OR 2.02,8.01,9.01 04/25/06 STANDARD MICROSYSTEMS CORP DE 5.02 04/25/06 STEEL TECHNOLOGIES INC KY 2.02,9.01 04/25/06 SUPPORTSOFT INC DE 5.02 04/19/06 SURMODICS INC MN 1.01,9.01 04/19/06 SUSQUEHANNA BANCSHARES INC PA 2.02,9.01 04/25/06 SYNOVUS FINANCIAL CORP GA 2.02,7.01,9.01 04/25/06 SYNPLICITY INC CA 2.02,9.01 04/25/06 SYNTEL INC MI 2.02,9.01 04/25/06 TANDY LEATHER FACTORY INC DE 2.02,9.01 03/31/06 TANGER FACTORY OUTLET CENTERS INC NC 2.02,7.01,9.01 03/31/06 TECO ENERGY INC FL 2.02,9.01 04/25/06 TEXAS INDUSTRIES INC DE 1.01,9.01 04/19/06 TEXAS PACIFIC LAND TRUST 2.02,9.01 04/25/06 TEXTRON FINANCIAL CORP DE 1.01,9.01 04/21/06 TEXTRON INC DE 1.01,9.01 04/21/06 THESTREET COM DE 2.02,9.01 04/25/06 THIRD WAVE TECHNOLOGIES INC /WI DE 2.02,9.01 04/25/06 THOMAS & BETTS CORP TN 2.02,9.01 04/25/06 THOMAS GROUP INC DE 2.02,9.01 04/20/06 TIB FINANCIAL CORP. FL 8.01,9.01 04/24/06 TRADESTATION GROUP INC FL 2.02,9.01 04/25/06 TRANSACTION SYSTEMS ARCHITECTS INC DE 2.02,7.01,9.01 04/25/06 TRANSCAT INC OH 1.01,9.01 04/19/06 TreeHouse Foods, Inc. DE 2.01,2.03,9.01 04/24/06 TRICELL INC 7.01,9.01 04/25/06 TRIQUINT SEMICONDUCTOR INC DE 2.02,9.01 04/25/06 TRIZETTO GROUP INC DE 2.02,9.01 04/25/06 TUESDAY MORNING CORP/DE DE 2.02,9.01 04/25/06 TUMBLEWEED COMMUNICATIONS CORP DE 2.02,9.01 04/25/06 TURBOSONIC TECHNOLOGIES INC DE 8.01,9.01 04/24/06 TWIN DISC INC WI 2.02 04/25/06 UMB FINANCIAL CORP MO 2.02,9.01 04/25/06 UMB FINANCIAL CORP MO 8.01,9.01 04/25/06 UNITED DOMINION REALTY TRUST INC MD 2.02,9.01 04/24/06 United Financial Bancorp Inc 5.02,9.01 04/21/06 UNITED PAN AM FINANCIAL CORP CA 2.02,9.01 04/24/06 UNITED PARCEL SERVICE INC DE 1.01,1.02,2.02,2.03,9.01 04/20/06 UNITED SECURITY BANCSHARES INC DE 2.02,9.01 04/24/06 UNITED STATES STEEL CORP DE 2.02,9.01 04/25/06 UNITED STATES STEEL CORP DE 8.01,9.01 04/25/06 UNITED WISCONSIN GRAIN PRODUCERS LLC WI 2.02 04/22/06 UNITY BANCORP INC /NJ/ NJ 8.01,9.01 04/24/06 UNIVERSAL FOG INC 5.03 06/10/05 AMEND UNIVERSAL HEALTH REALTY INCOME TRUST MD 1.01,2.02,9.01 04/25/06 UNIVERSAL HEALTH SERVICES INC DE 8.01 04/25/06 UNIVISION COMMUNICATIONS INC DE 5.02 04/19/06 US XPRESS ENTERPRISES INC NV 2.02,9.01 04/24/06 USANA HEALTH SCIENCES INC UT 1.01,5.03,9.01 04/19/06 USG CORP DE 2.02 04/25/06 UST INC DE 2.02,9.01 04/25/06 V F CORP PA 2.02,7.01,9.01 04/25/06 VALASSIS COMMUNICATIONS INC DE 2.02,9.01 04/25/06 VALERO ENERGY CORP/TX DE 2.02,9.01 04/25/06 VALLEY FINANCIAL CORP /VA/ VA 2.02 04/21/06 VARIAN MEDICAL SYSTEMS INC DE 2.02,9.01 04/25/06 VEECO INSTRUMENTS INC DE 2.02,9.01 04/25/06 VERTEX PHARMACEUTICALS INC / MA MA 2.02,9.01 04/25/06 VERTRUE INC DE 2.02,9.01 04/25/06 Vestin Realty Trust I, Inc 5.03,9.01 04/20/06 Village Bank & Trust Financial Corp. 2.02,9.01 04/21/06 VIRGINIA FINANCIAL GROUP INC VA 2.02,9.01 04/24/06 VisualMED Clinical Solutions Corp. NV 7.01 04/24/06 VITAL LIVING INC AZ 5.02,9.01 04/21/06 VNUS MEDICAL TECHNOLOGIES INC 1.01,5.02,9.01 04/24/06 VNUS MEDICAL TECHNOLOGIES INC 2.02,9.01 04/24/06 Vocus, Inc. DE 2.02,9.01 04/25/06 VOIP INC 1.01,2.01,9.01 04/19/06 VSB BANCORP INC NY 8.01,9.01 04/25/06 W HOLDING CO INC PR 8.01,9.01 04/24/06 WASTE CONNECTIONS INC/DE DE 7.01 04/25/06 WASTE SERVICES, INC. A6 2.02,9.01 03/31/06 WAUSAU PAPER CORP. WI 2.02,9.01 04/25/06 WEBSENSE INC DE 2.02,9.01 04/25/06 WEBSTER FINANCIAL CORP DE 1.01,9.01 04/25/06 WELLCO ENTERPRISES INC NC 1.01,8.01,9.01 04/25/06 Wells Fargo Mortgage Backed Securitie DE 9.01 04/25/06 WELLS REAL ESTATE FUND I GA 1.01 04/25/06 WELLS REAL ESTATE FUND II GA 1.01 04/25/06 WELLS REAL ESTATE FUND II-OW GA 1.01 04/25/06 WESTAFF INC DE 1.01,9.01 04/19/06 WESTERN SIZZLIN CORP DE 8.01,9.01 04/21/06 WESTINGHOUSE AIR BRAKE TECHNOLOGIES C DE 2.02,8.01,9.01 04/25/06 WEYCO GROUP INC WI 8.01,9.01 04/25/06 WHIRLPOOL CORP /DE/ DE 2.02,9.01 04/25/06 WINMARK CORP MN 2.02,9.01 04/20/06 WOODWARD GOVERNOR CO DE 2.02,9.01 04/24/06 WORLD ACCEPTANCE CORP SC 2.02,7.01,9.01 04/25/06 WRIGLEY WM JR CO DE 2.02,9.01 04/25/06 WT HOLDINGS CORP DE 4.01,9.01 04/19/06 WVS FINANCIAL CORP PA 8.01,9.01 04/25/06 YARDVILLE NATIONAL BANCORP NJ 2.02,9.01 03/31/06 YOUBET COM INC DE 1.01,9.01 04/19/06 YOUNG INNOVATIONS INC MO 2.02,9.01 04/25/06 YRC WORLDWIDE INC DE 2.02,9.01 04/24/06 ZOMAX INC /MN/ MN 1.01,9.01 04/19/06