SEC NEWS DIGEST Issue 2006-91 May 11, 2006 COMMISSION ANNOUNCEMENTS CHANGE IN THE MEETING: Additional Items The following items were also considered during the 1:00 p.m. closed meeting on Thursday, May 11, 2006: Litigation matters; Regulatory matters involving financial institutions; Other matters related to enforcement proceedings; and an Adjudicatory 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 COMMISSION REVOKES REGISTRATIONS OF SECURITIES OF NORTH LILY MINING CO. FOR FAILURE TO MAKE REQUIRED PERIODIC FILINGS On May 11, the Commission revoked the registration of each class of registered securities of North Lily Mining Co. (North Lily) for failure to make required periodic filings with the Commission. Without admitting or denying the findings of the order, except as to jurisdiction, which it admitted, North Lily consented to the entry of an order finding that it had violated Section 13(a) of the Securities Exchange Act of 1934 (Exchange Act) and Rules 13a-1 and 13a-13 thereunder and revoking the registration of each class of North Lily's securities pursuant to Section 12(j) of the Exchange Act. This order settled the charges brought against it in the Matter of Gary Player Golf, Inc., et al., Administrative Proceeding File No. 3-12234. Brokers and dealers should be alert to the fact that Exchange Act 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 . . .. For further information see Order Instituting Administrative Proceedings and Notice of Hearing Pursuant to Section 12(j) of the Securities Exchange Act of 1934, In the Matter of Gary Player Golf, Inc., et al., Administrative Proceeding File No. 3-12234, Exchange Act Release No. 34-53456 (March 9, 2006). (Rel. 34-53785; File No. 3- 12234) FINAL JUDGMENT OF PERMANENT INJUNCTION AGAINST DEFENDANTS HKW TRADING, LLC AND HOWARD WAXENBERG TRADING, L.L.C. The Commission announced that on April 25, 2006, the Honorable Susan Bucklew, U.S. District Judge for the Middle District of Florida, entered a final judgment of permanent injunction against Defendants HKW Trading, LLC (HKW Trading) and Howard Waxenberg Trading, L.L.C. (Waxenberg Trading). Defendants HKW Trading and Waxenberg Trading consented to the entry of an injunction against future violations of Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934, and Rule 10b-5 thereunder, and Sections 206(1) and 206(2) of the Investment Advisers Act of 1940. In addition, the final judgment dismisses with prejudice the Commission's claims seeking disgorgement against Defendants HKW Trading, Waxenberg Trading and Downing & Associates Technical Analysis, n/k/a The Estate of Howard Waxenberg (Downing) and Relief Defendants HKW Trading Fund I LLC and The Estate of Howard Waxenberg, and civil penalties against Defendants HKW Trading, Waxenberg Trading and Downing. [SEC v. HKW Trading, LLC, et al., Case No. 8:05-CV-1076-T-24MSS (M.D. Fla.)] (LR- 19695) SEC ANNOUNCES NEW CHARGES AGAINST INSIDER TRADING RING -DEFENDANTS TRADED ON INFORMATION FROM SECRET GRAND JURY PROCEEDINGS On May 11, Commission sought leave to file a third amended complaint (Complaint) in its pending action in the United States District Court for the Southern District of New York, alleging new charges against members of an international insider trading ring that netted at least $6.7 million in illicit gains. The new charges add a fourteenth individual defendant, Jason Smith (Smith), age 29, a resident of Jersey City, New Jersey and a letter carrier with the U.S. Postal Service. The new charges allege that, while serving on a federal grand jury investigating Bristol-Myers Squibb Co. (Bristol-Myers), Smith leaked information about the proceedings to co-defendants Eugene Plotkin (Plotkin) and David Pajcin (Pajcin), who traded in Bristol- Myers securities based on the information. By leaking the information, Smith violated grand jury secrecy rules and his oath as a grand juror. As alleged in the Complaint, beginning in early 2005, Smith was serving on a federal grand jury in the District of New Jersey convened to investigate potential accounting fraud involving Bristol-Myers and certain officers of that company. Plotkin and Pajcin set up a scheme with Smith in which Smith leaked information about the grand jury proceedings to Pajcin and Plotkin in order to enable them to trade on this non-public information. Among other things, Smith communicated to Plotkin and Pajcin that it appeared as if a high-ranking Bristol-Myers officer would be indicted, and based on that information, Plotkin and Pajcin traded in an attempt to profit on the negative information, initially in an account in Pajcin's name and later, in a foreign account in the name of his aunt, defendant Sonja Anticevic (Anticevic). Plotkin and Pajcin also tipped Plotkin's father, defendant Mikhail Plotkin, and defendant Henry Siegel (Siegel), in return for a share of their trading profits. Later, a day before the announcement of a deferred prosecution agreement with Bristol-Myers that did not include an indictment of the high-ranking officer, Smith tipped Plotkin and Pajcin that the grand jury had decided not to return an indictment against the high-ranking officer. Based on this tip, Plotkin and Pajcin caused various accounts to liquidate or cover their positions in an attempt to avoid losses. This Complaint follows three prior complaints filed by the Commission which charged insider trading resulting in at least $6.7 million of illicit gains from two other schemes orchestrated by Plotkin and Pajcin. In the first scheme, Stanislav Shpigelman (Shpigelman), a mergers and acquisitions analyst at Merrill Lynch, provided Plotkin and Pajcin with information about pending mergers and acquisitions deals on which Merrill Lynch was working, prior to the time such information became public in exchange for a share of the profits made from trades based on this information. In the second scheme, Plotkin and Pajcin recruited two individuals, first Nickolaus Shuster, and later Juan C. Renteria, Jr., to obtain employment at a printing plant which prints BusinessWeek magazine for the sole purpose of stealing advance copies of the magazine before it was distributed to the public. Plotkin and Pajcin then traded on the basis of a market moving column in the magazine and tipped others to trade in exchange for a percentage of their trading profits. In total, Plotkin and Pajcin traded in at least 26 stocks within one year based on inside information obtained through these schemes. Today's Complaint alleges that Smith provided Pajcin with some funding for Pajcin's and Plotkin's other insider trading schemes, and Plotkin and Pajcin agreed to provide Smith with a percentage of Pajcin's trading profits based upon information derived from this scheme, as well as other insider trading schemes. To date, the Commission has charged 14 individuals located in the United States and Europe for their roles in the scheme. Today's filing adds Smith as a defendant. A description of the other defendants is available in the Commission's news digest dated April 11, 2006, http://www.sec.gov/news/digest/2006/dig041106.txt. The Commission alleges that, as a result of trading in various securities on the basis of material, non-public information obtained pursuant to the grand jury and other schemes, the defendants engaged in illegal insider trading in violation of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and that defendants Smith, Pajcin, Plotkin, Anticevic, Siegel, and Mikhail Plotkin also violated Section 17(a) of the Securities Act of 1933 by virtue of their insider trading in Bristol-Myers. In addition, the Commission alleges that defendants Plotkin, Pajcin, and Shpigelman violated Section 14(e) of the Exchange Act and Rule 14e-3 thereunder by trading in the stock of a company while in possession of material, non-public information related to a cash tender offer for such company's stock. Among other things, the Complaint seeks permanent injunctive relief, the disgorgement of all illegal profits plus prejudgment interest, the imposition of civil monetary penalties, and orders requiring the defendants to repatriate to the United States proceeds of the fraud in accounts outside the United States. The Commission acknowledges the assistance of the United States Attorney's Office for the Southern District of New York, the United States Attorney's Office for the District of New Jersey, and the Federal Bureau of Investigation. The Commission also acknowledges the assistance of the Financial Supervisory Authority in Denmark, the Financial Market Authority in Austria, the Croatian Securities Commission, and the Financial Services Authority in the United Kingdom. [SEC v. Sonja Anticevic et al., 05 Civ. 6991 (KMW) SDNY] (LR- 19696) INVESTMENT COMPANY ACT RELEASES SPECIAL VALUE OPPORTUNITIES FUND, LLC, ET AL. An order has been issued on an application filed by Special Value Opportunities Fund, LLC, et al., under Rule 17d-1 under the Investment Company Act permitting certain joint transactions otherwise prohibited by Section 17(d) of the Act and Rule 17d-1 thereunder. The order permits certain registered closed-end investment companies to coinvest in private placement securities with affiliates. (Rel. IC-27316 - May 9) SELF-REGULATORY ORGANIZATIONS APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-Amex-2005-125) filed by the American Stock Exchange relating to dual listing. Publication of the order in the Federal Register is expected during the week of May 15. (Rel. 34-53778) PROPOSED RULE CHANGE The New York Stock Exchange filed a proposed rule change (SR-NYSE- 2006-24) relating to Exchange Rule 104(d) governing specialist trading in the NYSE Hybrid Market. Publication of the proposal is expected in the Federal Register during the week of May 15. (Rel. 34-53780) 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-3 AMDL INC, 2492 WALNUT AVENUE, STE 100, TUSTIN, CA, 92780, 7145054460 - 0 ($6,098,393.00) Equity, (File 333-133945 - May. 10) (BR. 10A) S-3 NETLOGIC MICROSYSTEMS INC, 1875 CHARLESTON ROAD, MOUNTAIN VIEW, CA, 94043, 6509616676 - 0 ($125,000,000.00) Unallocated (Universal) Shelf, (File 333-133946 - May. 10) (BR. 10B) F-1 MITEL NETWORKS CORP, 350 LEGGET DRIVE, KANATA ONTARIO CANADA K2K 2W7, A6, 00000, 0 ($150,000,000.00) Equity, (File 333-133947 - May. 10) (BR. 11C) S-8 HORTON D R INC /DE/, D.R. HORTON TOWER, 301 COMMERCE STREET, SUITE 500, FORT WORTH, TX, 76102, 8173908200 - 0 ($903,667,984.00) Equity, (File 333-133948 - May. 10) (BR. 06C) S-1 ACA Capital Holdings Inc, 140 BROADWAY, NEW YORK, NY, 10004, 212-375-2000 - 0 ($100,000,000.00) Equity, (File 333-133949 - May. 10) (BR. 01) S-1 INNERWORKINGS INC, 600 WEST CHICAGO, SUITE 750, CHICAGO, IL, 60610, 0 ($100,000,000.00) Equity, (File 333-133950 - May. 10) (BR. 05B) S-1 Under Armour, Inc., 1020 HULL STREET, 3RD FLOOR, BALTIMORE, MD, 21230, 410-454-6428 - 0 ($282,618,087.00) Equity, (File 333-133951 - May. 10) (BR. 02) S-3ASR AMKOR TECHNOLOGY INC, 1900 SOUTH PRICE ROAD, CHANDLER, AZ, 85248, 480-821-5000 - 0 ($0.00) Debt, 0 ($0.00) Equity, (File 333-133953 - May. 10) (BR. 10A) S-8 HEALTHAXIS INC, 2500 DEKALB PIKE, NORRISTOWN, PA, 19401, 6102792500 - 1,999,301 ($2,479,133.00) Equity, (File 333-133955 - May. 10) (BR. 03C) S-B REPUBLIC OF TURKEY, 821 UNITED NATIONS PLZ, NEW YORK, NY, 10017, 0 ($5,000,000,000.00) Non-Convertible Debt, (File 333-133956 - May. 10) (BR. DN) S-8 MATERIAL TECHNOLOGIES INC /CA/, 11661 SAN VICENTE BOULEVARD, SUITE 707, LOS ANGELES, CA, 90049, 3102085589 - 30,000,000 ($8,070,000.00) Equity, (File 333-133957 - May. 10) (BR. 10B) SB-2 VERIDICOM INTERNATIONAL INC, 1244 REAMWOOD AVENUE, ., SUNNYVALE, CA, 94089, 4087347980 - 32,500,000 ($4,965,000.00) Equity, (File 333-133958 - May. 10) (BR. 03C) S-8 REGENT COMMUNICATIONS INC, 100 EAST RIVERCENTER BOULEVARD, 9TH FLOOR, COVINGTON, KY, 41011, 6062920030 - 250,000 ($1,080,000.00) Equity, (File 333-133959 - May. 10) (BR. 11A) S-1 URANIUM RESOURCES INC /DE/, 9723877777 - 0 ($73,544,212.00) Equity, (File 333-133960 - May. 10) (BR. 04A) SB-2 GLOBALINK, LTD., 426 MAIN STREET, #202, VANCOUVER, A1, V6A 2T4, 604-688-8866 - 11,250,000 ($5,625,000.00) Equity, (File 333-133961 - May. 10) (BR. ) S-8 CHEMICAL FINANCIAL CORP, 333 E MAIN ST, MIDLAND, MI, 48640, 5176313310 - 1,000,000 ($28,460,000.00) Equity, (File 333-133962 - May. 10) (BR. 07C) S-8 WESTWOOD HOLDINGS GROUP INC, 200 CRESCENT COURT, SUITE 1200, DALLAS, TX, 75201, 2147566900 - 0 ($19,720,000.00) Equity, (File 333-133963 - May. 10) (BR. 07B) S-8 PACKETEER INC, 10201 NORTH DE ANZA BLVD, CUPERTINO, CA, 95014-2028, 4088734400 - 0 ($33,141,981.02) Equity, (File 333-133964 - May. 10) (BR. 03A) F-9 AGRIUM INC, 13131 LAKE FRASER DRIVE S.E., CALGARY, A0, T2J7E8, 403 225-7000 - 0 ($500,000,000.00) Debt, (File 333-133965 - May. 10) (BR. 04B) S-3ASR COMMONWEALTH EDISON CO, ONE FIRST NATIONAL PLZ 37TH FL, P O BOX 767, CHICAGO, IL, 60690, 3123944321 - 0 ($0.00) Non-Convertible Debt, (File 333-133966 - May. 10) (BR. 02B) S-8 CONSTAR INTERNATIONAL INC, ONE CROWN WAY, PHILADELPHIA, PA, 19154-4, 215 698 5100 - 175,000 ($577,500.00) Equity, (File 333-133967 - May. 10) (BR. 06C) S-8 IncrediMail Ltd., TEXTILE HOUSE, 2 KAUFMAN STREET, TEL AVIV, L3, 68012, 972 3 516 0195 - 1,368,000 ($8,272,000.00) Equity, (File 333-133968 - May. 10) (BR. 03) S-4 CRESCENT FINANCIAL CORP, 1005 HIGH HOUSE ROAD, CARY, NC, 27513, 9194607770 - 0 ($31,995,534.84) Equity, (File 333-133969 - May. 10) (BR. 07B) S-8 LCC INTERNATIONAL INC, 7925 JONES BRANCH DR, STE 800, MCLEAN, VA, 22102, 7038732000 - 0 ($1,245,500.00) Equity, (File 333-133970 - May. 10) (BR. 11A) S-3 GERON CORP, 230 CONSTITUTION DRIVE, MENLO PARK, CA, 94025, 6504737700 - 134,048 ($958,443.00) Face Amount Certificates, (File 333-133971 - May. 10) (BR. 01A) S-8 NETWORK ENGINES INC, 25 DAN ROAD, CANTON, MA, 02021, 7813321000 - 0 ($1,511,250.00) Equity, (File 333-133974 - May. 10) (BR. 03B) SB-2 DOR BIOPHARMA INC, 1691 MICHIGAN AVE., SUITE 435, MIAMI, FL, 33139, 305-534-3383 - 30,629,819 ($9,801,542.00) Equity, (File 333-133975 - May. 10) (BR. 01A) S-8 MCDERMOTT INTERNATIONAL INC, 777 N. ELDRIDGE PARKWAY, HOUSTON, TX, 77079, 281-870-5000 - 2,500,000 ($174,987,500.00) Equity, (File 333-133976 - May. 10) (BR. 06A) S-3 ICAGEN INC, 4222 EMPEROR BLVD, SUITE 350, DURHAM, NC, 27703, 919-941-5206 - 0 ($75,000,000.00) Other, (File 333-133977 - May. 10) (BR. 01A) S-3 STRUCTURED PRODUCTS CORP, 388 GREENWICH ST, NEW YORK, NY, 10013, 2128167496 - 1,000,000 ($1,000,000.00) Unallocated (Universal) Shelf, (File 333-133978 - May. 10) (BR. 05D) S-8 BRAZIL FAST FOOD CORP, RUA VOLUNTARIOS DA PATRIA 89 - 9 ANDAR, BOTAFOGO, RIO DE JANEIRO, D5, 22270010, 552125367500 - 0 ($4,366,500.00) Equity, (File 333-133981 - May. 10) (BR. 05A) S-1 Pinnacle Gas Resources, Inc., 1 E. ALGER STREET, SHERIDAN, WY, 82801, (307) 673-9710 - 0 ($276,114,341.00) Equity, (File 333-133983 - May. 10) (BR. ) S-3 McCormick & Schmicks Seafood Restaurants Inc., 720 SW WASHINGTON STREET, SUITE 550, PORTLAND, OR, 97205, 503-226-3440 - 2,351,489 ($64,642,432.61) Equity, (File 333-133984 - May. 10) (BR. 05C) S-3 STRUCTURED ASSET SECURITIES CORP, 745 7TH AVENUE, NEW YORK, NY, 10019, 2125267000 - 1,000,000 ($1,000,000.00) Asset-Backed Securities, (File 333-133985 - May. 10) (BR. 05D) 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 ------------------------------------------------------------------------------------------------------- 4 KIDS ENTERTAINMENT INC NY 2.02,9.01 05/10/06 724 SOLUTIONS INC 2.02,9.01 05/10/06 AASTROM BIOSCIENCES INC MI 2.02,9.01 05/10/06 AASTROM BIOSCIENCES INC MI 8.01,9.01 05/10/06 ACADIA PHARMACEUTICALS INC DE 2.02,9.01 05/10/06 ACE Securities Corp. Home Equity Loan DE 9.01 04/28/06 ACTIVE POWER INC DE 1.01,5.02,7.01,9.01 05/10/06 ADTRAN INC DE 1.01,9.01 05/09/06 Advanced Life Sciences Holdings, Inc. 2.02,9.01 05/09/06 ADVANCED MICRO DEVICES INC DE 1.01 05/04/06 AEI REAL ESTATE FUND XV LTD PARTNERSH DE 2.01,9.01 05/05/06 AEP INDUSTRIES INC DE 1.01,9.01 10/27/05 AEROFLEX INC DE 2.02,9.01 05/10/06 AES CORP DE 7.01,9.01 05/10/06 AFFILIATED COMPUTER SERVICES INC DE 2.02,9.01 05/10/06 AFFIRMATIVE INSURANCE HOLDINGS INC DE 2.02,5.02,7.01,9.01 05/05/06 AFTERMARKET TECHNOLOGY CORP DE 2.02,9.01 05/10/06 AK STEEL HOLDING CORP DE 7.01,9.01 05/09/06 ALASKA PACIFIC BANCSHARES INC AK 2.02,9.01 03/31/06 Alliance Holdings GP, L.P. DE 1.01,7.01,9.01 05/09/06 Alon USA Energy, Inc. DE 2.02,9.01 05/10/06 Alternative Loan Trust 2006-J3 8.01,9.01 04/28/06 AMB PROPERTY CORP MD 2.02,7.01,9.01 04/11/06 AMEND AMB PROPERTY CORP MD 8.01 04/11/06 AMEND AMB PROPERTY LP DE 2.02,7.01,9.01 04/11/06 AMEND American Home Mortgage Investment Tru DE 8.01,9.01 04/25/06 AMEND AMERICAN INDEPENDENCE CORP DE 2.02,9.01 03/31/06 AMERICAN LAND LEASE INC DE 2.02,7.01,9.01 05/09/06 AMERICAN OIL & GAS INC NV 7.01,9.01 05/09/06 AMERICAN STATES WATER CO CA 2.02,9.01 05/10/06 AMERICAN VANGUARD CORP DE 2.02,9.01 05/08/06 ANDREW CORP DE 5.02 05/04/06 ANTHRACITE CAPITAL INC MD 2.02,9.01 05/10/06 ANTS SOFTWARE INC DE 1.01,2.02,7.01 05/10/06 AP PHARMA INC /DE/ DE 2.02,9.01 03/31/06 ARAMARK CORP/DE DE 2.02 05/10/06 ARDEN GROUP INC DE 2.02,9.01 05/10/06 Argent Securities Trust 2006-W4 2.01,9.01 04/18/06 ARTS WAY MANUFACTURING CO INC DE 5.02 05/10/06 ARVINMERITOR INC IN 1.01,9.01 05/08/06 ASSURE DATA INC NV 4.01,9.01 05/05/06 AUTHENTIDATE HOLDING CORP DE 2.02,9.01 05/10/06 AUTOBYTEL INC DE 3.02,9.01 03/20/06 AVALON PHARMACEUTICALS INC 2.02,9.01 05/10/06 AVATAR HOLDINGS INC DE 2.02,7.01,9.01 05/10/06 AVATECH SOLUTIONS INC DE 8.01,9.01 05/05/06 AXIS CAPITAL HOLDINGS LTD 5.02 05/10/06 AZCO MINING INC DE 2.01 04/05/06 BANK JOS A CLOTHIERS INC /DE/ DE 1.01,9.01 05/04/06 Bank of Wilmington CORP NC 2.02,9.01 05/09/06 BARRY R G CORP /OH/ OH 2.02,9.01 05/10/06 BAY BANKS OF VIRGINIA INC VA 8.01 05/10/06 BEACON ROOFING SUPPLY INC 2.02,9.01 05/10/06 Bear Stearns Asset Backed Securities DE 9.01 04/25/06 BEKEM METALS INC UT 5.02 05/10/06 BENTLEY PHARMACEUTICALS INC DE 2.02,9.01 05/10/06 BILL BARRETT CORP 7.01,9.01 05/10/06 BILL BARRETT CORP 1.01,2.02,7.01,9.01 05/08/06 BIOMET INC IN 1.01 05/08/06 BLUEFLY INC DE 2.02,9.01 05/01/06 BofI Holding, Inc. DE 2.02,9.01 05/10/06 BOOTS & COOTS INTERNATIONAL WELL CONT DE 2.02,9.01 05/09/06 BORLAND SOFTWARE CORP DE 2.02,9.01 03/31/06 BOSTON BEER CO INC MA 2.02,9.01 05/10/06 BOWATER INC DE 5.02 04/08/06 BPK RESOURCES INC NV 4.01,9.01 05/08/06 Brand Energy & Infrastructure Service DE 8.01,9.01 05/09/06 BRIGHTPOINT INC IN 8.01,9.01 05/09/06 BROADCAST INTERNATIONAL INC UT 3.02 05/08/06 BRT REALTY TRUST MA 9.01 03/31/06 BUFFETS HOLDINGS, INC. DE 2.02,9.01 05/10/06 BUSINESS OBJECTS S.A. 1.01,9.01 03/07/06 CALIPER LIFE SCIENCES INC DE 2.02,8.01,9.01 05/10/06 Capital One Auto Finance Trust 2006-A DE 8.01,9.01 05/04/06 CAPITAL ONE MASTER TRUST NY 8.01,9.01 05/09/06 CAPITAL SENIOR LIVING CORP DE 2.02,9.01 05/09/06 CAPITAL TRUST INC MD 2.02,9.01 05/04/06 CAPTEC FRANCHISE CAPITAL PARTNERS L P DE 1.01,9.01 05/04/06 CARRIZO OIL & GAS INC TX 2.02,9.01 05/10/06 CECIL BANCORP INC MD 2.02,7.01,9.01 05/10/06 Celanese CORP DE 2.02,7.01,9.01 05/09/06 Celanese CORP DE 8.01,9.01 05/10/06 CENTRAL VERMONT PUBLIC SERVICE CORP VT 2.02,7.01,9.01 05/10/06 CENTURION GOLD HOLDINGS INC FL 5.02,9.01 05/08/06 CENTURY CASINOS INC /CO/ DE 2.02 05/09/06 CHAMPPS ENTERTAINMENT INC DE 2.02,9.01 05/09/06 CHARLES RIVER LABORATORIES INTERNATIO 2.02,9.01 05/09/06 CHARTERMAC DE 2.02,9.01 03/31/06 CHARYS HOLDING CO INC 8.01 05/10/06 CHICAGO RIVET & MACHINE CO IL 5.02 05/09/06 CHINA DIGITAL MEDIA CORP NV 8.01 05/10/06 CHINA MOBILITY SOLUTIONS, INC. (forme FL 1.01,9.01 05/04/06 CHINA NORTH EAST PETROLEUM HOLDINGS L NV 1.01,9.01 05/05/06 CHOLESTECH CORPORATION CA 2.02,9.01 05/10/06 CHURCH & DWIGHT CO INC /DE/ DE 5.02 05/04/06 Citigroup Mortgage Loan Trust Inc, Mo 8.01 05/25/05 AMEND Citigroup Mortgage Loan Trust Inc, Mo 8.01 06/27/05 AMEND Citigroup Mortgage Loan Trust Inc, Mo 8.01 07/25/05 AMEND Citigroup Mortgage Loan Trust Inc, Mo 8.01 08/25/05 AMEND Citigroup Mortgage Loan Trust Inc, Mo 8.01 09/26/05 AMEND Citigroup Mortgage Loan Trust Inc, Mo 8.01 10/25/05 AMEND Citigroup Mortgage Loan Trust Inc, Mo 8.01 11/25/05 AMEND Citigroup Mortgage Loan Trust Inc, Mo 8.01 12/27/05 AMEND CLEVELAND CLIFFS INC OH 5.01,8.01,9.01 05/09/06 CLEVELAND CLIFFS INC OH 1.01,9.01 05/09/06 CLEVELAND CLIFFS INC OH 8.01,9.01 05/09/06 CLEVELAND CLIFFS INC OH 1.01 05/05/06 Cogdell Spencer Inc. MD 2.02,9.01 05/10/06 COGENT COMMUNICATIONS GROUP INC 2.02,9.01 05/10/06 COHU INC DE 1.01,8.01,9.01 05/09/06 COMBINATORX, INC DE 3.01 05/05/06 COMMUNITY BANKS INC /PA/ PA 8.01,9.01 05/09/06 COMPUTER HORIZONS CORP NY 2.02,9.01 05/10/06 Comstock Homebuilding Companies, Inc. DE 1.01,2.01,2.03,3.02,9.01 05/04/06 Consolidated Communications Holdings, DE 2.02,9.01 05/10/06 Copano Energy, L.L.C. DE 2.02,9.01 03/31/06 Cord Blood America, Inc. FL 1.01,9.01 05/05/06 CRAFTMADE INTERNATIONAL INC DE 2.02,7.01,9.01 05/10/06 CREDIT ONE FINANCIAL INC 5.01 05/09/06 CROWN MEDIA HOLDINGS INC DE 2.02,9.01 05/10/06 CRYOLIFE INC FL 1.01,9.01 05/04/06 CT COMMUNICATIONS INC /NC NC 8.01 05/10/06 CUMULUS MEDIA INC DE 2.02,9.01 05/10/06 CURIS INC DE 2.02,9.01 05/09/06 CYPRESS BIOSCIENCE INC DE 2.02,9.01 05/10/06 CYPRESS SEMICONDUCTOR CORP /DE/ DE 1.01 05/04/06 DATALINK CORP MN 1.01 05/04/06 DATATRAK INTERNATIONAL INC OH 2.02,9.01 05/08/06 De Beira Goldfields Inc. NV 1.01,5.02,7.01,8.01,9.01 05/04/06 DECODE GENETICS INC DE 7.01 05/07/06 DELTA FINANCIAL CORP DE 2.02,9.01 03/31/06 DENTSPLY INTERNATIONAL INC /DE/ DE 8.01,9.01 05/04/06 DEPOMED INC CA 2.02,9.01 05/10/06 DIME COMMUNITY BANCSHARES INC DE 7.01 05/09/06 DISTRIBUTED ENERGY SYSTEMS CORP DE 2.02,9.01 05/09/06 DIXIE GROUP INC TN 7.01,9.01 05/10/06 DJ ORTHOPEDICS INC DE 9.01 04/07/06 AMEND DOCUMENT SECURITY SYSTEMS INC NY 8.01 05/04/06 DOVER CORP DE 1.01 05/04/06 DTLL INC MN 7.01,9.01 02/23/06 DUKE REALTY CORP IN 2.01,9.01 02/28/06 AMEND DUKE REALTY LIMITED PARTNERSHIP/ IN 2.01,9.01 02/28/06 AMEND DUQUESNE LIGHT HOLDINGS INC PA 2.02,9.01 05/10/06 E COM VENTURES INC FL 8.01,9.01 05/10/06 EARTH BIOFUELS INC DE 3.02,9.01 04/28/06 EARTH BIOFUELS INC DE 2.01,9.01 11/29/05 AMEND EASTERN AMERICAN NATURAL GAS TRUST DE 2.02,9.01 05/10/06 EATWARE CORP NV 1.01,2.01,3.02,5.01,8.01,9.01 05/08/06 ECOLLEGE COM DE 2.02,9.01 05/09/06 EDMONDS 1 INC. 1.01,2.01,5.03,5.06,9.01 05/10/06 EGPI FIRECREEK, INC. NV 5.02,9.01 05/10/06 ELECTRONIC CLEARING HOUSE INC NV 2.02,9.01 05/10/06 ELGIN NATIONAL INDUSTRIES INC DE 8.01 05/10/06 EMERITUS CORP\WA\ WA 2.02 05/09/06 EMS TECHNOLOGIES INC GA 2.02,9.01 05/10/06 ENBRIDGE ENERGY PARTNERS LP DE 8.01,9.01 12/31/05 ENCYSIVE PHARMACEUTICALS INC DE 2.02,9.01 05/10/06 ENDEAVOUR INTERNATIONAL CORP NV 8.01,9.01 05/10/06 ENXNET INC OK 7.01,9.01 05/09/06 EQUUS II INC DE 2.02,9.01 05/10/06 ESPEED INC DE 2.02,9.01 05/09/06 ETRIALS WORLDWIDE INC. 2.02,9.01 05/10/06 ev3 Inc. DE 1.01,9.01 05/09/06 EVANS BOB FARMS INC DE 2.02,7.01,9.01 05/09/06 EXCELLIGENCE LEARNING CORP DE 1.01,9.01 05/08/06 EXCO RESOURCES INC TX 1.01,9.01 05/04/06 EXPRESSJET HOLDINGS INC DE 2.02 03/31/06 FEDERAL AGRICULTURAL MORTGAGE CORP 2.02,9.01 05/10/06 FEDERAL SIGNAL CORP /DE/ DE 1.01 05/05/06 FEDERATED DEPARTMENT STORES INC /DE/ DE 2.02,9.01 05/10/06 FelCor Lodging Trust Inc MD 2.02,9.01 05/09/06 FERRO CORP OH 7.01,9.01 05/10/06 Fieldstone Mortgage Investment CORP MD 8.01,9.01 04/26/06 FIRST ACCEPTANCE CORP /DE/ DE 2.02,7.01,9.01 05/10/06 FIRST BANCSHARES INC /MO/ MO 1.01,9.01 05/10/06 FIRST NATIONAL BANCSHARES INC /SC/ SC 8.01,9.01 05/09/06 FIRST PACTRUST BANCORP INC MD 2.02,9.01 05/10/06 FIRSTCITY FINANCIAL CORP DE 2.02,7.01,9.01 05/10/06 FIVE STAR PRODUCTS INC DE 8.01,9.01 05/09/06 FIVE STAR QUALITY CARE INC 2.02,9.01 05/10/06 Fortuna Gaming Corp. NV 8.01 05/04/06 FOSTER WHEELER LTD D0 2.02,9.01 05/10/06 FPIC INSURANCE GROUP INC FL 1.01,2.02,9.01 03/31/06 FRANKLIN BANK CORP 7.01,9.01 05/10/06 Fresh Harvest Products, Inc. 3.02 04/03/06 Fresh Harvest Products, Inc. 5.02 05/01/06 Gaming Partners International CORP NV 7.01,9.01 05/10/06 GAP INC DE 1.01,9.01 05/09/06 GASCO ENERGY INC NV 2.02,9.01 05/09/06 GCI INC AK 2.02,9.01 05/09/06 GENERAL COMMUNICATION INC AK 2.02,9.01 05/09/06 GENESIS MICROCHIP INC /DE DE 1.01,9.01 05/05/06 GEO GROUP INC FL 2.02,9.01 05/04/06 GFR PHARMACEUTICALS INC NV 1.01,7.01,9.01 05/09/06 GLOBAL CROSSING LTD 2.02,9.01 05/10/06 GLOBAL IMAGING SYSTEMS INC DE 2.02,7.01,9.01 05/10/06 GMX RESOURCES INC OK 2.02,9.01 05/09/06 GOLDFIELD CORP DE 2.02,9.01 05/10/06 GOLDLEAF FINANCIAL SOLUTIONS INC. TN 5.03,8.01,9.01 05/04/06 GOODRICH PETROLEUM CORP DE 1.01,2.02,5.02,9.01 05/08/06 GREAT WESTERN LAND RECREATION INC NV 8.01 05/10/06 GREEN MOUNTAIN COFFEE ROASTERS INC DE 2.02,9.01 04/08/06 GREEN PLAINS RENEWABLE ENERGY, INC. IA 8.01 05/05/06 GSI COMMERCE INC DE 7.01,9.01 05/10/06 GTX INC /DE/ DE 5.02,9.01 05/09/06 Halo Technology Holdings, Inc. NV 5.02 05/04/06 AMEND HALOZYME THERAPEUTICS INC NV 2.02,9.01 05/10/06 Hana Biosciences Inc DE 2.02,9.01 05/04/06 HANDHELD ENTERTAINMENT, INC. DE 4.01 02/10/06 AMEND HEALTH CARE REIT INC /DE/ DE 8.01,9.01 05/08/06 HEALTHEXTRAS INC DE 7.01,9.01 05/09/06 HealthSpring, Inc. DE 2.02,9.01 05/10/06 HENRY JACK & ASSOCIATES INC DE 8.01,9.01 05/08/06 HOLLIS EDEN PHARMACEUTICALS INC /DE/ DE 2.02,9.01 05/10/06 HOLLYWOOD MEDIA CORP FL 2.02,9.01 05/10/06 HOME PROPERTIES INC MD 8.01,9.01 05/09/06 HUB INTERNATIONAL LTD A6 1.01 05/04/06 HUMAN BIOSYSTEMS INC CA 1.02,9.01 05/10/06 HUMAN GENOME SCIENCES INC DE 2.02,9.01 05/10/06 HUNGARIAN TELEPHONE & CABLE CORP DE 2.02,9.01 05/10/06 HYTHIAM INC DE 2.02,9.01 05/10/06 I TRAX INC DE 2.02,9.01 05/04/06 IMMUNOGEN INC MA 5.02 05/05/06 IMMUNOMEDICS INC DE 1.01,9.01 05/09/06 IMMUNOMEDICS INC DE 2.02,9.01 05/10/06 IN VERITAS MEDICAL DIAGNOSTICS, INC. CO 5.02,9.01 05/09/06 INDEPENDENCE HOLDING CO DE 2.02,9.01 05/10/06 INDUSTRIAL SERVICES OF AMERICA INC /F FL 2.02,9.01 05/10/06 INFOCROSSING INC DE 2.02,7.01,9.01 05/10/06 INNKEEPERS USA TRUST/FL MD 2.02,9.01 05/09/06 INNODATA ISOGEN INC DE 2.02,9.01 05/10/06 INTELSAT LTD 2.02,9.01 05/10/06 INTERDIGITAL COMMUNICATIONS CORP PA 7.01,9.01 05/10/06 INTERLEUKIN GENETICS INC DE 2.02,9.01 05/09/06 INTERNATIONAL ASSETS HOLDING CORP DE 2.02,7.01,9.01 05/10/06 INTERNATIONAL CARD ESTABLISHMENT INC DE 5.02 05/04/06 INTERPLAY ENTERTAINMENT CORP DE 3.02 05/09/06 INTROGEN THERAPEUTICS INC 2.02,9.01 05/10/06 INVESTOOLS INC DE 2.02,9.01 05/04/06 IPAYMENT INC DE 8.01,9.01 05/10/06 iPCS, INC DE 2.02,9.01 05/10/06 IPIX CORP DE 2.02,9.01 05/10/06 IRIS INTERNATIONAL INC DE 2.02,9.01 05/09/06 IROBOT CORP DE 5.02,7.01,9.01 05/08/06 IRWIN FINANCIAL CORP IN 2.02,9.01 05/10/06 ITRON INC /WA/ WA 5.02 05/09/06 ITT EDUCATIONAL SERVICES INC DE 1.01,5.02,9.01 05/09/06 JACOBS ENTERTAINMENT INC DE 2.02,9.01 05/09/06 JARDEN CORP DE 9.01 07/18/05 AMEND JOHNSON OUTDOORS INC WI 1.01,9.01 05/04/06 K TRON INTERNATIONAL INC NJ 1.01 05/05/06 K2 DIGITAL INC DE 1.01 05/05/06 KELLY SERVICES INC DE 7.01,9.01 05/10/06 KKR Financial Corp 2.02,9.01 05/10/06 KLA TENCOR CORP DE 8.01 05/10/06 KOMAG INC /DE/ DE 7.01 05/10/06 KOSAN BIOSCIENCES INC CA 1.01 05/04/06 KOSS CORP DE 8.01,9.01 05/09/06 Lake Shore Bancorp, Inc. X1 1.01 05/04/06 LANDRYS RESTAURANTS INC 2.02,9.01 05/10/06 LANNETT CO INC DE 2.02,9.01 05/10/06 LANVISION SYSTEMS INC DE 1.01,2.03,9.01 05/08/06 LCC INTERNATIONAL INC DE 8.01,9.01 05/10/06 LEGG MASON INC MD 2.02,9.01 05/10/06 LEGGETT & PLATT INC MO 1.01,1.02,5.02,7.01,9.01 05/10/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 04/27/06 LIFELINE THERAPEUTICS, INC. CO 7.01,9.01 05/09/06 LIGHTPATH TECHNOLOGIES INC DE 2.02,9.01 05/08/06 LODGENET ENTERTAINMENT CORP DE 7.01,9.01 05/10/06 LONG BEACH SECURITIES CORP DE 9.01 05/10/06 LONGVIEW FIBRE CO WA 2.02 05/10/06 LOUDEYE CORP DE 8.01 05/10/06 M B A HOLDINGS INC NV 4.01,9.01 04/10/06 AMEND MANOR CARE INC DE 7.01,8.01,9.01 05/10/06 MARINER ENERGY INC DE 2.02,7.01,9.01 05/09/06 MARTEN TRANSPORT LTD DE 1.01,9.01 05/04/06 Marvel Entertainment, Inc. DE 2.02,9.01 05/04/06 MASTEC INC FL 2.02,9.01 03/31/06 MASTR Alternative Loan Trust 2006-2 DE 8.01,9.01 05/09/06 AMEND MATRIX BANCORP INC CO 1.01,2.01,7.01,9.01 05/05/06 MATRIXONE INC DE 8.01 05/10/06 MATTHEWS INTERNATIONAL CORP PA 5.02 05/10/06 MAUI LAND & PINEAPPLE CO INC HI 1.01,9.01 05/08/06 MCDONALDS CORP DE 8.01,9.01 05/09/06 MECHANICAL TECHNOLOGY INC NY 2.02,9.01 03/31/06 MEDALLION FINANCIAL CORP DE 2.02,9.01 05/09/06 MEDICINOVA INC DE 2.02 05/10/06 MEDSTRONG INTERNATIONAL CORP 3.02 05/04/06 MESA LABORATORIES INC /CO CO 1.01,2.01,3.02,5.02,9.01 04/04/06 METAL MANAGEMENT INC DE 2.03,9.01 05/09/06 MEXICAN RESTAURANTS INC TX 2.02,9.01 05/09/06 MGP INGREDIENTS INC KS 2.02,7.01,9.01 05/10/06 MHI Hospitality CORP MD 1.01,2.03,9.01 05/09/06 MHI Hospitality CORP MD 2.02,9.01 05/10/06 MICRUS ENDOVASCULAR CORP 2.02,9.01 05/10/06 MID AMERICA APARTMENT COMMUNITIES INC TN 1.01,9.01 05/09/06 MIDAS INC DE 8.01 05/10/06 MIRANT CORP DE 2.02,9.01 05/10/06 MIRANT CORP DE 1.01,9.01 05/08/06 MISONIX INC NY 2.02,9.01 05/08/06 MITCHAM INDUSTRIES INC TX 4.02 05/08/06 Morgans Hotel Group Co. DE 2.02,8.01,9.01 05/04/06 MUELLER INDUSTRIES INC DE 1.01,9.01 05/04/06 MULTIMEDIA GAMES INC TX 2.02,9.01 05/04/06 NACCO INDUSTRIES INC DE 2.02,7.01,9.01 05/10/06 NANOGEN INC DE 1.01,7.01,9.01 05/10/06 NATIONAL BANKSHARES INC VA 7.01 05/10/06 NATIONAL PATENT DEVELOPMENT CORP DE 8.01,9.01 05/09/06 NATIONAL RESEARCH CORP WI 1.01,9.01 05/04/06 NAVISTAR INTERNATIONAL CORP DE 8.01,9.01 05/10/06 Neenah Paper Inc DE 2.02,9.01 05/09/06 NEKTAR THERAPEUTICS DE 2.02,9.01 05/10/06 NET 1 UEPS TECHNOLOGIES INC FL 2.02,7.01,9.01 05/09/06 NETBANK INC GA 2.02,9.01 05/10/06 NEUROBIOLOGICAL TECHNOLOGIES INC /CA/ DE 2.02,9.01 05/10/06 New England Bancshares, Inc. 2.02,9.01 05/05/06 New England Bancshares, Inc. 2.02,9.01 05/08/06 New Life Scientific, Inc. 1.01 05/05/06 NEWMONT MINING CORP /DE/ DE 7.01,9.01 05/10/06 NEWPARK RESOURCES INC DE 5.02 05/04/06 NEWS CORP 2.02,8.01,9.01 05/10/06 NEXTERA ENTERPRISES INC DE 2.02,9.01 05/10/06 NOBLE INTERNATIONAL, LTD. DE 1.01,9.01 05/10/06 Nomura Asset Acceptance Corporation, DE 1.01,6.02 04/28/06 AMEND NORTEK INC DE 1.01 05/10/06 NORTH AMERICAN GALVANIZING & COATINGS DE 1.01 03/31/06 NORTH PITTSBURGH SYSTEMS INC PA 2.02,9.01 05/10/06 NORTHERN GROWERS LLC SD 8.01 05/01/06 NORTHERN TRUST CORP DE 7.01 05/10/06 NORTHWEST AIRLINES CORP DE 2.02,9.01 05/10/06 NOVASTAR FINANCIAL INC MD 7.01,9.01 05/10/06 NOVASTAR RESOURCES LTD. NV 1.01,3.02,9.01 04/25/06 NTK Holdings, Inc. DE 1.01,9.01 05/10/06 NTL INC DE 9.01 03/03/06 AMEND NTL INC DE 2.02 05/09/06 AMEND O2DIESEL CORP 4.01,9.01 03/23/06 AMEND Oakmont Acquisition Corp. DE 4.01,9.01 05/01/06 AMEND OI CORP OK 1.01 05/06/06 Omrix Biopharmaceuticals, Inc. DE 2.02,9.01 05/10/06 ONE LIBERTY PROPERTIES INC MD 9.01 03/31/06 ONE VOICE TECHNOLOGIES INC NV 1.01,2.03,3.02,9.01 05/05/06 OPINION RESEARCH CORP DE 2.02,9.01 05/09/06 OPTION CARE INC/DE DE 1.01,2.03 05/05/06 Optionable Inc 2.02,9.01 05/10/06 ORBIT INTERNATIONAL CORP DE 2.02 05/09/06 ORMAT TECHNOLOGIES, INC. DE 2.02,9.01 05/09/06 ORTHOMETRIX INC DE 2.02 05/09/06 OSCIENT PHARMACEUTICALS CORP MA 2.02,9.01 05/09/06 OUTDOOR CHANNEL HOLDINGS INC 2.02,9.01 05/10/06 OVERSTOCK.COM, INC UT 7.01,8.01,9.01 05/09/06 OXIS INTERNATIONAL INC DE 2.02,9.01 05/09/06 P F CHANGS CHINA BISTRO INC 1.01,5.02,9.01 05/04/06 PACIFIC GAS & ELECTRIC CO CA 7.01,9.01 05/10/06 PALMETTO REAL ESTATE TRUST SC 7.01 05/10/06 PARALLEL PETROLEUM CORP DE 2.02,9.01 05/10/06 PARALLEL PETROLEUM CORP DE 7.01,9.01 05/10/06 PARTICLE DRILLING TECHNOLOGIES INC/NV NV 2.02,9.01 05/09/06 PATRIOT TRANSPORTATION HOLDING INC FL 2.02,9.01 05/04/06 PAXSON COMMUNICATIONS CORP DE 7.01,9.01 05/08/06 PEABODY ENERGY CORP DE 7.01,9.01 05/10/06 PECO II INC OH 2.02,9.01 05/10/06 PEDIATRIC SERVICES OF AMERICA INC DE 1.01,2.02,9.01 05/10/06 PENNSYLVANIA REAL ESTATE INVESTMENT T PA 2.02,9.01 05/04/06 PEOPLES EDUCATIONAL HOLDINGS MN 2.02,9.01 05/10/06 PERICOM SEMICONDUCTOR CORP CA 2.02,9.01 05/10/06 PETROHAWK ENERGY CORP DE 2.02,9.01 05/10/06 PG&E CORP CA 7.01,9.01 05/10/06 PICO HOLDINGS INC /NEW CA 1.01,3.02,9.01 05/04/06 PINNACLE DATA SYSTEMS INC OH 5.02,9.01 05/04/06 PLAYLOGIC ENTERTAINMENT INC DE 2.02,9.01 05/05/06 PMC SIERRA INC DE 8.01,9.01 05/04/06 POINT THERAPEUTICS INC DE 2.02,9.01 05/09/06 POLARIS INDUSTRIES INC/MN MN 7.01 05/10/06 POLYCOM INC DE 1.01,9.01 05/04/06 Polypore, Inc. DE 2.02,9.01 05/09/06 POPE & TALBOT INC /DE/ DE 2.02 05/09/06 PPL CORP PA 8.01 05/10/06 PRECISION CASTPARTS CORP OR 2.02,9.01 05/09/06 PRG SCHULTZ INTERNATIONAL INC GA 2.02,9.01 05/08/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 05/05/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 05/05/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 05/05/06 PROGRESS ENERGY INC NC 5.02 05/10/06 PROGRESSIVE GAMING INTERNATIONAL CORP NV 7.01,9.01 05/10/06 PROQUEST CO DE 8.01 05/05/06 PROSPECT ENERGY CORP MD 8.01,9.01 05/09/06 PROVENA FOODS INC CA 2.02,9.01 05/10/06 PROVIDENCE SERVICE CORP DE 2.02,7.01,9.01 05/10/06 PXRE GROUP LTD 2.02,9.01 05/09/06 QCR HOLDINGS INC DE 2.02,9.01 05/09/06 QUALSTAR CORP CA 2.02,9.01 05/10/06 QUESTCOR PHARMACEUTICALS INC CA 1.01,2.01,7.01,9.01 05/04/06 RAE SYSTEMS INC DE 2.02,9.01 05/09/06 AMEND RALCORP HOLDINGS INC /MO MO 2.02,9.01 05/09/06 RALI Series 2006-QS3 Trust DE 8.01,9.01 05/09/06 RAM Holdings Ltd. D0 5.02,9.01 05/04/06 RCN CORP /DE/ DE 2.02,7.01,9.01 05/10/06 REHABCARE GROUP INC DE 7.01,9.01 05/09/06 REHABCARE GROUP INC DE 8.01,9.01 05/10/06 RELIANT ENERGY INC DE 2.02,9.01 05/10/06 REMY INTERNATIONAL, INC. DE 1.01,5.02,9.01 05/02/06 REMY INTERNATIONAL, INC. DE 2.02,9.01 05/10/06 RENAISSANCE LEARNING INC WI 1.01,9.01 03/01/06 RESTORATION HARDWARE INC CA 5.02 05/04/06 RESTORATION HARDWARE INC CA 1.01,5.02,9.01 05/09/06 Rock-Tenn CO GA 1.01 05/08/06 ROGERS CORP MA 1.01,9.01 03/16/06 AMEND RSA SECURITY INC/DE/ DE 7.01,9.01 05/10/06 RTI INTERNATIONAL METALS INC OH 1.01,8.01,9.01 05/08/06 RURAL/METRO CORP /DE/ DE 2.02,9.01 05/10/06 RYERSON INC. DE 7.01 05/10/06 SAFLINK CORP DE 2.02,9.01 05/10/06 SAKS INC TN 1.01,9.01 05/04/06 SALISBURY BANCORP INC CT 7.01,9.01 05/10/06 SCHAWK INC DE 2.02 05/10/06 SCOLR Pharma, Inc. DE 2.02,9.01 05/09/06 SCOTTISH RE GROUP LTD E9 2.02,9.01 05/04/06 SCOTTISH RE GROUP LTD E9 2.03,9.01 05/04/06 SELECT COMFORT CORP 7.01,9.01 05/10/06 SENIOR HOUSING PROPERTIES TRUST MD 1.01,8.01,9.01 05/09/06 SENTO CORP UT 2.02,9.01 05/10/06 SFBC INTERNATIONAL INC DE 1.01,2.02,9.01 05/09/06 SFSB, Inc. X1 8.01,9.01 05/10/06 SG Mortgage Securities, LLC DE 8.01,9.01 05/10/06 SHELLS SEAFOOD RESTAURANTS INC DE 2.02 05/04/06 SHURGARD STORAGE CENTERS INC WA 2.02,9.01 05/10/06 Siouxland Ethanol, LLC NE 1.01,2.03 05/04/06 SIRENZA MICRODEVICES INC DE 1.01 05/08/06 SIX FLAGS INC DE 2.02,9.01 05/08/06 Somaxon Pharmaceuticals, Inc. DE 2.02,9.01 05/10/06 SOMERA COMMUNICATIONS INC DE 2.02,9.01 05/10/06 SONA MOBILE HOLDINGS CORP DE 5.02,8.01,9.01 05/05/06 SONICWALL INC CA 9.01 02/22/06 AMEND SOUTHERN COPPER CORP/ DE 1.01,2.03 05/09/06 SOUTHERN UNION CO DE 2.02,7.01,9.01 05/10/06 SOUTHWEST OIL & GAS INCOME FUND IX-A DE 3.03,9.01 05/04/06 SOUTHWEST OIL & GAS INCOME FUND VII A DE 3.03,9.01 05/04/06 SOUTHWEST OIL & GAS INCOME FUND VIII- DE 3.03,9.01 05/04/06 SOUTHWEST OIL & GAS INCOME FUND X-A L DE 3.03,9.01 05/04/06 SOUTHWEST OIL & GAS INCOME FUND X-B L DE 3.03,9.01 05/04/06 SOUTHWEST ROYALTIES INC INCOME FUND V TN 3.03,9.01 05/04/06 SOUTHWEST ROYALTIES INC INCOME FUND V TN 3.03,9.01 05/04/06 SOUTHWEST ROYALTIES INSTITUTIONAL INC DE 3.03,9.01 05/04/06 SOUTHWEST ROYALTIES INSTITUTIONAL INC DE 3.03,9.01 05/04/06 SOUTHWEST ROYALTIES INSTITUTIONAL INC DE 3.03,9.01 05/04/06 SOUTHWEST ROYALTIES INSTITUTIONAL INC DE 3.03,9.01 05/04/06 SOUTHWEST ROYALTIES INSTITUTIONAL INC DE 3.03,9.01 05/04/06 SOUTHWEST ROYALTIES INSTITUTIONAL INC DE 3.03,9.01 05/04/06 SOUTHWEST WATER CO DE 8.01,9.01 05/10/06 SOUTHWESTERN ENERGY CO AR 7.01 05/10/06 SOUTHWESTERN ENERGY CO AR 7.01 05/10/06 SPACEHAB INC \WA\ WA 2.02,9.01 05/10/06 SPARTAN STORES INC MI 2.02,9.01 05/10/06 SPECIALIZED HEALTH PRODUCTS INTERNATI DE 2.02,9.01 05/10/06 SPECTRALINK CORP CO 2.02,9.01 05/09/06 Spectrum Brands, Inc. WI 1.01,9.01 05/09/06 SPIRIT FINANCE CORP 1.01,7.01,9.01 05/09/06 SPIRIT FINANCE CORP 2.02,7.01,9.01 05/10/06 ST JOE CO FL 7.01,9.01 05/10/06 STAR ENERGY CORP NV 5.02,7.01,9.01 05/04/06 STAR GAS PARTNERS LP DE 2.02,7.01,9.01 05/10/06 STEEL TECHNOLOGIES INC KY 5.02 05/02/06 AMEND STEPHAN CO FL 3.01,7.01,9.01 05/08/06 STERIS CORP OH 2.02,9.01 05/10/06 STRATEGIC HOTELS & RESORTS, INC 2.02,9.01 05/04/06 STRATEGIC HOTELS & RESORTS, INC 1.01,7.01,9.01 05/07/06 SUN HYDRAULICS CORP FL 2.02,9.01 05/09/06 Sunstone Hotel Investors, Inc. MD 8.01,9.01 05/04/06 SUNTRON CORP DE 2.02,5.02 05/04/06 SUPERIOR INDUSTRIES INTERNATIONAL INC CA 2.02,9.01 05/04/06 SURREY BANCORP NC 7.01 04/27/06 SYBRON DENTAL SPECIALTIES INC DE 2.02,9.01 05/09/06 TAPESTRY PHARMACEUTICALS, INC DE 5.02 05/04/06 TARRAGON CORP NV 2.02,7.01,9.01 05/10/06 TBS INTERNATIONAL LTD 2.02,9.01 05/10/06 TELTRONICS INC DE 2.02,9.01 03/31/06 TESSCO TECHNOLOGIES INC DE 1.01 05/04/06 THERMADYNE HOLDINGS CORP /DE DE 1.01,8.01,9.01 05/05/06 THOMAS PROPERTIES GROUP INC DE 2.02,9.01 05/09/06 THRESHOLD PHARMACEUTICALS INC DE 2.02,9.01 05/10/06 TNS INC 1.01 05/09/06 TORBAY HOLDINGS INC DE 4.01,9.01 05/01/06 AMEND TRACEGUARD TECHNOLOGIES, INC. 1.01,3.02,9.01 05/07/06 TRACTOR SUPPLY CO /DE/ DE 1.01 05/04/06 TRANSMERIDIAN EXPLORATION INC DE 7.01 05/10/06 TRANSMERIDIAN EXPLORATION INC DE 7.01 05/10/06 TRANSMONTAIGNE INC DE 2.02,9.01 05/10/06 TransMontaigne Partners L.P. DE 2.02,9.01 05/10/06 TRIAD INDUSTRIES INC NV 5.03,9.01 05/04/06 TRUMP ENTERTAINMENT RESORTS, INC. DE 7.01,9.01 05/09/06 TUFCO TECHNOLOGIES INC DE 2.02,7.01,9.01 05/08/06 uBid.com Holdings, Inc. DE 1.01,2.03,9.01 05/09/06 UFP TECHNOLOGIES INC DE 2.02,9.01 05/09/06 UIL HOLDINGS CORP CT 8.01,9.01 05/10/06 UNICO AMERICAN CORP NV 2.02 05/10/06 UNIFI INC NY 2.02,7.01,8.01,9.01 05/09/06 UNITED GUARDIAN INC DE 2.02,9.01 03/31/06 UNITED INDUSTRIAL CORP /DE/ DE 1.01 05/09/06 UNITED RENTALS INC /DE DE 2.02,9.01 05/09/06 UNIVERSAL AMERICAN FINANCIAL CORP NY 2.02,7.01 05/09/06 UNIVERSAL COMMUNICATION SYSTEMS INC NV 4.01,9.01 05/08/06 Universal Truckload Services, Inc. MI 7.01 05/10/06 URANERZ ENERGY CORP. NV 5.02 05/10/06 US CONCRETE INC DE 2.02,9.01 05/10/06 US CONCRETE INC DE 2.02,9.01 05/10/06 UTEK CORP 1.01,9.01 05/04/06 VAALCO ENERGY INC /DE/ DE 2.02,9.01 05/09/06 VASCO DATA SECURITY INTERNATIONAL INC DE 8.01 05/10/06 VECTOR GROUP LTD DE 2.02,9.01 05/10/06 VERSAR INC DE 1.01 04/29/06 AMEND VITRIA TECHNOLOGY INC DE 2.02,9.01 05/10/06 VIVUS INC CA 8.01,9.01 05/09/06 VIVUS INC CA 8.01,9.01 05/10/06 VOUGHT AIRCRAFT INDUSTRIES INC 2.02,9.01 05/10/06 Vyteris Holdings (Nevada), Inc. NV 1.01,2.03 05/05/06 W-H ENERGY SERVICES INC TX 1.01,9.01 05/10/06 Wachovia Mortgage Loan Trust, Series DE 6.01 05/10/06 WaMu Mortgage Pass-Through Certificat DE 9.01 04/25/06 WATSON PHARMACEUTICALS INC NV 1.01 05/04/06 WEST MARINE INC DE 1.01,9.01 05/04/06 WEST PHARMACEUTICAL SERVICES INC PA 7.01,9.01 05/10/06 WESTERN GAS RESOURCES INC DE 1.01,8.01,9.01 05/05/06 WESTMORELAND COAL CO DE 2.02,9.01 05/10/06 WHEELING PITTSBURGH CORP /DE/ DE 1.01,1.02,9.01 05/04/06 WHITE ELECTRONIC DESIGNS CORP ID 2.02,9.01 05/10/06 WIRELESS TELECOM GROUP INC NJ 2.02,9.01 05/10/06 WIRELESS XCESSORIES GROUP INC DE 2.02,7.01 05/09/06 WORLD ENERGY SOLUTIONS, INC. FL 8.01 12/31/05 WORLD FUEL SERVICES CORP FL 7.01,9.01 05/10/06 WorldSpace, Inc DE 1.01,5.02,7.01,9.01 05/09/06 WPS RESOURCES CORP WI 7.01,9.01 05/10/06 XENOPORT INC DE 2.02,9.01 05/10/06 XFormity Technologies, Inc. CO 5.02 05/04/06 Z AXIS CORP CO 1.01,9.01 05/07/06 ZIFF DAVIS HOLDINGS INC DE 2.02,9.01 05/10/06 ZIX CORP TX 2.02,9.01 05/09/06 ZONE 4 PLAY INC NV 1.01,9.01 05/10/06 ZYGO CORP DE 8.01,9.01 05/10/06