SEC NEWS DIGEST Issue 2006-104 May 31, 2006 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS CLOSED MEETING - TUESDAY, JUNE 6, 2006 - 2:00 P.M. The subject matter of the closed meeting scheduled for Tuesday, June 6, 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 THE COMMISSION INSTITUTES AND SETTLES ADMINISTRATIVE PROCEEDINGS AGAINST FOUR BOILER-ROOM BROKERS WHO PLED GUILTY TO CRIMINAL SECURITIES FRAUD AND INSTITUTES ADMINISTRATIVE PROCEEDINGS AGAINST TWO OTHERS On May 30, the Commission instituted and simultaneously settled administrative proceedings against four brokers based on their recent criminal convictions in United States v. Steven Ingrassia, et al., 04- CR-455 (EDNY). Respondents Jeffrey Bassin (Bassin), Otto Kozak (O. Kozak), Patrick McFadden (McFadden) and Carl Cunzio (Cunzio), brokers who were formerly associated with the Garden City, New York branch office of the now defunct broker-dealer Donald & Co. Securities, Inc. (Donald & Co.), recently pled guilty before the United States District Court for the Eastern District of New York to criminal securities fraud charges. In the Commission's Orders Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934, Making Findings, and Imposing Remedial Sanctions, the Commission found, among other things, that the counts of the criminal indictment to which Bassin, O. Kozak, McFadden and Cunzio pled guilty alleged that while at Donald & Co. they willfully and knowingly defrauded investors by means of materially false and misleading statements and omissions. In accordance with their settlement offers, the Commission ordered that Bassin, O. Kozak, McFadden, and Cunzio be barred from associating with any broker or dealer and from participating in any offering of a penny stock. Respondents consented to the issuance of the orders without admitting or denying the Commission's findings. Also on May 30, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 and Notice of Hearing (Order) against Robert Kozak (R. Kozak), residing in Atlantic Beach, New Jersey, and John Flanagan (Flanagan), residing in Medford, New York. In the Commission's Order, the Division of Enforcement alleges that R. Kozak and Flanagan pled guilty before the United States District Court for the Eastern District of New York to criminal charges of securities fraud in United States v. Steven Ingrassia, et al., 04-CR-455 (EDNY). The counts of the criminal indictment to which R. Kozak and Flanagan pled guilty alleged that while at Donald & Co. they willfully and knowingly defrauded investors by means of materially false and misleading statements and omissions, and that they used the United States mails to make materially false and misleading statements and omissions. A hearing will be will be scheduled before an Administrative Law Judge to determine whether the allegations against the R. Kozak and Flanagan are true, to provide them with an opportunity to respond to the allegations, and to determine what, if any, remedial sanctions are appropriate and in the public interest. The Order requires the Administrative Law Judge to issue an initial decision no later than 210 days from the date of service of the Order, pursuant to Rule 360(a)(2) of the Commission's Rules of Practice. For additional information see Administrative Proceeding Release No. 3- 11487 (May 14, 2004). (Patrick McFadden - Rel. 34-53883; File No. 3- 12305); (Carl Cunzio - Rel. 34-53884; File No. 3-12306); (Jeffrey "Yefim" Bassin - Rel. 34-53885; File No. 3-12307); (Otto Kozak - Rel. 34-53886; File No. 3-12308); (Robert Kozak and John Flanagan - Rel. 34-53887; File No. 3-12309) 15 BROKER-DEALER FIRMS SETTLE SEC CHARGES INVOLVING VIOLATIVE PRACTICES IN THE AUCTION RATE SECURITIES MARKET Firms Ordered to Cease and Desist and to Pay Over $13 Million in Penalties Today the Commission announced the institution of proceedings against 15 broker-dealer firms for engaging in violative practices in the $200 billion plus auction rate securities market. Auction rate securities are municipal bonds, corporate bonds or preferred stocks with interest rates or dividend yields that are periodically re-set through Dutch auctions. Simultaneously with the institution of the proceedings, the firms, which neither admit nor deny the findings in the order, consented to the entry of an SEC cease-and-desist order providing for censures, undertakings, and more than $13 million in penalties. The SEC, in determining the structure of the settlement and the size of the penalties, considered the amount of investor harm and the firms' conduct in the investigation to be factors that mitigated the serious and widespread nature of the violations. In particular, the firms voluntarily disclosed the practices they engaged in to the SEC, upon the staff's request for information, which allowed the SEC to conserve resources. Linda Chatman Thomsen, Director of the SEC's Division of Enforcement, said, "This matter highlights both the industry-wide violations that existed in the auction rate securities market and the benefits to firms that cooperate with the SEC to quickly address problems. This case signals that the Commission is willing to take measured sanctions when broker-dealers are cooperative with the SEC in curing industry- wide violations and there is relatively modest investor harm." The SEC order finds that, between January 2003 and June 2004, each firm engaged in one or more practices that were not adequately disclosed to investors, which constituted violations of the securities laws. The violative conduct included * allowing customers to place open or market orders in auctions; * intervening in auctions by bidding for a firm's proprietary account or asking customers to make or change orders in order to prevent failed auctions, to set a "market" rate, or to prevent all-hold auctions; * submitting or changing orders, or allowing customers to submit or change orders, after auction deadlines; * not requiring certain customers to purchase partially-filled orders even though the orders were supposed to be irrevocable; * having an express or tacit understanding to provide certain customers with higher returns than the auction clearing rate; and * providing certain customers with information that gave them an advantage over other customers in determining what rate to bid. Some of these practices had the effect of favoring certain customers over others, and some had the effect of favoring the issuer of the securities over customers, or vice versa. In addition, since the firms were under no obligation to guarantee against a failed auction, investors may not have been aware of the liquidity and credit risks associated with certain securities. By engaging in these practices, the firms violated Section 17(a)(2) of the Securities Act of 1933, which prohibits material misstatements and omissions in any offer or sale of securities. The SEC order (1) censures each firm; (2) requires each firm to cease and desist from committing or causing any violations and future violations of Section 17(a)(2) of the Securities Act; (3) requires each firm to pay a penalty; (4) requires each firm to provide certain disclosures of its material and current auction practices and procedures; and (5) requires each firm, not later than six months after the date of the order, to have its CEO or general counsel certify that it has implemented procedures that are reasonably designed to prevent and detect violations in the auction rate securities area. The order requires the respondents to pay the following penalties based upon their relative market share and conduct: Bear, Stearns & Co., Inc., Citigroup Global Markets, Inc., Goldman Sachs & Co., J.P. Morgan Securities, Inc., Lehman Brothers Inc., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan Stanley & Co. Incorporated/ Morgan Stanley DW Inc., and RBC Dain Rauscher Inc. - $1,500,000 each; and A.G. Edwards & Sons, Inc., Morgan Keegan & Company, Inc., Piper Jaffray & Co., SunTrust Capital Markets Inc., and Wachovia Capital Markets, LLC - $125,000 each. Banc of America Securities LLC is required to pay $750,000 rather than $1,500,000 based on the quality of its self-monitoring capabilities in the auction rate securities area. The Commission's investigation is continuing as to other entities that participate in the auction rate securities market. (Rels. 33-8684; 34- 53888; File No. 3-12310; Press Rel. 2006-83) IN THE MATTER OF JOHN HELBOCK AND JOHN FIGLIOLINI, JR. On May 31, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 (Order) against John F. Helbock (Helbock) and John P. Figliolini, Jr. (Figliolini). The Order alleges that at various times during 2002, Helbock and Figliolini failed reasonably to supervise a registered representative subject to their supervision who engaged in a stock manipulation scheme. A hearing will be scheduled before an administrative law judge to determine whether the allegations contained in the Order are true, to provide Helbock and Figliolini an opportunity to dispute these allegations, and to determine what, if any, sanctions are appropriate and in the public interest, pursuant to Section 15(b) of the Securities Exchange Act of 1934. The Order requires the Administrative Law Judge to issue an initial decision no later than 300 days from the date of service of this Order, pursuant to Rule 360(a)(2) of the Commission's Rules of Practice. (Rel. 34-53905; File No. 3-12312) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change (SR-Amex-2006-51) filed by the American Stock Exchange to adopt an options licensing fee for options on Market Vectors-Gold Miners exchange-traded fund has become immediately effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of May 29. (Rel. 34-53880) 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: . SB-2 Arbutus Resources, Inc., #4- 3798 LAUREL STREET, BURNABY, A1, V5G1M7, 250-729-6731 - 3,780,000 ($756,000.00) Equity, (File 333-134549 - May. 30) (BR. 09) S-4 Dollarama Group L.P., 5430 FERRIER, MONTREAL, A8, H4P1M2, 514-737-1006 - 0 ($200,000,000.00) Non-Convertible Debt, (File 333-134550 - May. 30) (BR. 02) S-8 PEACE ARCH ENTERTAINMENT GROUP INC, SUITE 500, 56 EAST 2ND AVENUE, VANCOUVER BRITISH COLUMBIA, CANADA V5T 1B1, A1, 00000, 6046819308 - 4,586,154 ($5,223,629.41) Equity, (File 333-134552 - May. 30) (BR. 05B) S-3ASR LEHMAN BROTHERS HOLDINGS INC, LEHMAN BROTHERS, 745 SEVENTH AVENUE, NEW YORK, NY, 10019, 2125267000 - 0 ($0.00) Other, (File 333-134553 - May. 30) (BR. 07C) S-8 FLAGSTAR BANCORP INC, 5151 CORPORATE DRIVE, TROY, MI, 48098-2639, 248-312-2000 - 0 ($1.00) Equity, (File 333-134554 - May. 30) (BR. 07A) SB-2 IVOICE, INC /DE, 750 HIGHWAY 34, 210 SOUTH FOURTH AVE, MATAWAN, NJ, 07747, 7324417700 - 1,122,178,413 ($11,221,784.13) Equity, (File 333-134555 - May. 30) (BR. 03A) S-8 GREAT LAKES BANCORP, INC., 2421 MAIN STREET, BUFFALO, NY, 14214, 716-961-1900 - 413,174 ($7,110,724.54) Equity, (File 333-134556 - May. 30) (BR. 07C) S-1 Hawkeye Holdings, Inc., 21050 140TH STREET, IOWA FALLS, IA, 50126, (641) 648-8910 - 0 ($350,000,000.00) Equity, (File 333-134557 - May. 30) (BR. ) S-8 PAYLESS SHOESOURCE INC /DE/, 3231 SOUTH EAST SIXTH STREET, TOPEKA, KS, 66607-2207, 7852335171 - 0 ($63,925,000.00) Equity, (File 333-134558 - May. 30) (BR. 02B) S-3ASR CUBIST PHARMACEUTICALS INC, 65 HAYDEN AVENUE, LEXINGTON, MA, 02421, 781-860-8660 - 0 ($316,250,000.00) Debt, (File 333-134559 - May. 30) (BR. 01A) S-8 AUTODESK INC, 111 MCINNIS PKWY, SAN RAFAEL, CA, 94903, 4155075000 - 12,412 ($138,269.68) Equity, (File 333-134560 - May. 30) (BR. 03B) S-8 SUPERIOR BANCORP, 17 NORTH 20TH STREET, BIRMINGHAM, AL, 35203, 2053262265 - 0 ($1,113,000.00) Equity, (File 333-134561 - May. 30) (BR. 07C) S-1 MIDDLEBURG FINANCIAL CORP, 111 W WASHINGTON ST, C/O MIDDLEBURG BANK, MIDDLEBURG, VA, 22117, 5406876377 - 0 ($18,065,600.00) Equity, (File 333-134562 - May. 30) (BR. 07B) S-8 DELPHI FINANCIAL GROUP INC/DE, 1105 NORTH MARKET STREET, SUITE 1230, WILMINGTON, DE, 19801, 302-478-5142 - 0 ($331,611,133.00) Equity, (File 333-134563 - May. 30) (BR. 01A) S-3 SKYTERRA COMMUNICATIONS INC, 19 WEST 44TH STREET, SUITE 507, NEW YORK, NY, 10036, 212-730-7540 - 0 ($119,900,700.00) Equity, (File 333-134564 - May. 30) (BR. 11C) S-3 ONYX PHARMACEUTICALS INC, 2100 POWELL STREET, EMERYVILLE, CA, 94608, 5105976500 - 0 ($300,000,000.00) Other, (File 333-134565 - May. 30) (BR. 01B) S-8 SPECTRUM PHARMACEUTICALS INC, 157 TECHNOLOGY DR, IRVINE, CA, 92618, 9497886700 - 0 ($1,860,000.00) Equity, (File 333-134566 - May. 30) (BR. 01C) S-8 ONYX PHARMACEUTICALS INC, 2100 POWELL STREET, EMERYVILLE, CA, 94608, 5105976500 - 0 ($1,523,250.00) Equity, (File 333-134567 - May. 30) (BR. 01B) SB-2 MAPLE MOUNTAIN EXPLORATIONS INC., #507, 1313 EAST MAPLE STREET, SUITE #201, BELLINGHAM, WA, 98225, 604 434 0766 - 2,500,000 ($50,000.00) Equity, (File 333-134568 - May. 30) (BR. ) S-3 GSE SYSTEMS INC, 7133 RUTHERFORD RD, SUITE 200, BALTIMORE, MD, 21244, 4102773740 - 4,299,006 ($5,969,179.00) Equity, (File 333-134569 - May. 30) (BR. 03C) S-3 ALLOY INC, 151 WEST 26TH STREET, 11TH FLOOR, NEW YORK, NY, 10001, 2122444307 - 0 ($11,555,332.30) Equity, (File 333-134570 - May. 30) (BR. 02C) SB-2 DIAMOND ONE INC, 57,146,918 ($106,652,667.00) Equity, (File 333-134571 - May. 30) (BR. 02C) S-8 BEIJING MED PHARM CORP, 1180 MAIN ST, COVENTRY, CT, 06238, 860-538-6630 - 2,500,000 ($10,775,000.00) Equity, (File 333-134572 - May. 30) (BR. 09B) S-1 FIRST MERCURY FINANCIAL CORP, 29621 NORTHWESTERN HWY, PO BOX 5096, SOUTHFIELD, MI, 48034, 8103584010 - 0 ($189,750,000.00) Equity, (File 333-134573 - May. 30) (BR. 01) 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 ------------------------------------------------------------------------------------------------------- Abington Community Bancorp, Inc. PA 8.01,9.01 05/26/06 ABRAXAS PETROLEUM CORP NV 1.01,9.01 05/25/06 Abraxis BioScience, Inc. DE 5.02 05/21/06 ACE Securities Corp. Home Equity Loan DE 8.01,9.01 05/26/06 ACG HOLDINGS INC DE 7.01,9.01 05/26/06 ACRO INC. NV 4.01,9.01 05/01/06 AMEND ADE CORP MA 1.01,9.01 05/25/06 ADVANCED MEDICAL OPTICS INC DE 1.01,9.01 05/24/06 ADVANSTAR COMMUNICATIONS INC NY 1.01,9.01 05/24/06 ADVANSTAR INC DE 1.01,9.01 05/24/06 AGA RESOURCES, INC. NV 5.02 05/22/06 AIRNET COMMUNICATIONS CORP DE 3.01,9.01 05/22/06 AIRTRAN HOLDINGS INC NV 1.01,5.02,8.01,9.01 05/24/06 AKAMAI TECHNOLOGIES INC DE 1.01 05/23/06 ALBERTSONS INC /DE/ DE 5.01,8.01,9.01 05/26/06 ALDERWOODS GROUP INC DE 8.01,9.01 05/25/06 ALLETE INC MN 8.01 05/23/06 ALLIANCE BANCSHARES CALIFORNIA CA 7.01,9.01 05/26/06 AMERICAN BANCORP OF NEW JERSEY INC NJ 8.01,9.01 05/24/06 American Caresource Holdings, Inc. DE 5.02,9.01 05/26/06 AMERICAN GREETINGS CORP OH 1.01,2.03,3.02,9.01 05/25/06 AMERICAN INTERNATIONAL INDUSTRIES INC NV 8.01 03/31/06 AMERICAN POWER CONVERSION CORPORATION MA 1.01,9.01 05/24/06 AMERICAN SCIENCE & ENGINEERING INC MA 8.01,9.01 05/23/06 AMERICAN WAGERING INC NV 2.02,9.01 05/22/06 AMERIPRISE FINANCIAL INC DE 1.01,2.03,9.01 05/26/06 AMPAL-AMERICAN ISRAEL CORP NY 1.01,9.01 05/26/06 AMSOUTH BANCORPORATION DE 8.01,9.01 05/24/06 ANALYSTS INTERNATIONAL CORP 1.01 05/26/06 APPALACHIAN BANCSHARES INC GA 4.01,9.01 06/29/05 APPLEBEES INTERNATIONAL INC DE 7.01 05/26/06 APPLETON PAPERS INC/WI 8.01,9.01 05/26/06 ARBINET THEXCHANGE INC DE 7.01,9.01 05/24/06 ARCH COAL INC DE 8.01,9.01 05/26/06 ARDEN GROUP INC DE 5.02 05/22/06 Argent Securities Trust 2006-W5 9.01 05/12/06 ASIAINFO HOLDINGS INC DE 7.01,9.01 05/26/06 ASPEN INSURANCE HOLDINGS LTD D0 1.01,5.02,5.03,9.01 05/24/06 Asset Backed Pass-Through Certificate DE 8.01,9.01 12/27/05 AMEND ASYST TECHNOLOGIES INC CA 1.01 05/22/06 Atlantic Bancshares, Inc. SC 5.02 05/25/06 ATLAS PIPELINE PARTNERS LP DE 1.01,3.02 03/13/06 AMEND AVANIR PHARMACEUTICALS CA 1.01,2.01,2.03,9.01 05/22/06 AVATAR HOLDINGS INC DE 1.01,7.01,9.01 05/25/06 AZZ INC TX 1.01,1.02,2.03,9.01 05/25/06 BAB, INC. DE 8.01,9.01 05/25/06 BANCSHARES OF FLORIDA INC FL 8.01,9.01 05/26/06 BELO CORP DE 1.01,2.03,8.01,9.01 05/26/06 BIOGEN IDEC INC DE 1.01,9.01 05/24/06 BioMed Realty Trust Inc MD 1.01,2.01,2.03,9.01 05/24/06 BIOSANTE PHARMACEUTICALS INC DE 1.01 05/26/06 BLUE COAT SYSTEMS INC DE 2.02,9.01 05/26/06 BON TON STORES INC PA 1.01,9.01 05/23/06 BOYKIN LODGING CO OH 8.01,9.01 05/25/06 BRADY CORP WI 2.01,9.01 05/23/06 BREK ENERGY CORP NV 5.01,8.01,9.01 05/26/06 BREK ENERGY CORP NV 5.01,8.01,9.01 05/26/06 AMEND BRIDGFORD FOODS CORP CA 2.02,9.01 05/26/06 Bristow Group Inc DE 1.01 05/19/06 BRITESMILE INC UT 3.01,9.01 05/23/06 BRITESMILE INC UT 2.02,9.01 05/24/06 BROWN SHOE CO INC NY 1.01,5.03,9.01 05/26/06 BWC FINANCIAL CORP CA 5.01 05/24/06 AMEND CABCO SERIES 2004-101 TRUST (GOLDMAN 8.01,9.01 05/15/06 CALIFORNIA FIRST NATIONAL BANCORP CA 3.01,4.01,9.01 05/22/06 CAMPBELL SOUP CO NJ 5.02,5.03,9.01 05/24/06 CANO PETROLEUM, INC 8.01,9.01 05/26/06 CAPITAL TITLE GROUP INC DE 8.01 05/26/06 CAPSOURCE FINANCIAL INC CO 5.02,5.03,9.01 05/25/06 CARDIODYNAMICS INTERNATIONAL CORP CA 8.01,9.01 05/19/06 CARDIOGENESIS CORP /CA CA 2.04,3.01 05/26/06 CardioVascular BioTherapeutics, Inc. DE 1.01,8.01,9.01 05/22/06 Caribou Coffee Company, Inc. MN 1.01,5.02,9.01 05/25/06 CARMAX AUTO FUNDING LLC DE 1.01,8.01,9.01 05/23/06 CARMAX INC VA 1.01,1.02,5.02,9.01 05/23/06 CASCADE FINANCIAL CORP DE 8.01,9.01 05/26/06 CBS CORP DE 8.01,9.01 05/25/06 CBS CORP DE 5.02,9.01 05/26/06 CDI CORP PA 8.01 05/26/06 CECO ENVIRONMENTAL CORP DE 1.01,9.01 05/24/06 CEDAR FAIR L P DE 1.01 05/22/06 CELGENE CORP /DE/ DE 8.01,9.01 05/25/06 CENTRAL EUROPEAN DISTRIBUTION CORP DE 8.01,9.01 05/16/06 CHARLES & COLVARD LTD NC 1.01,9.01 05/22/06 CHASE BANK USA, NATIONAL ASSOCIATION 8.01,9.01 05/26/06 Chemtura CORP DE 1.01,9.01 05/24/06 CHIQUITA BRANDS INTERNATIONAL INC NJ 1.01,9.01 05/25/06 CINCINNATI FINANCIAL CORP OH 1.01,2.03,7.01,9.01 05/26/06 CIPHERGEN BIOSYSTEMS INC DE 5.02 05/22/06 CITADEL BROADCASTING CORP DE 1.01,8.01 05/24/06 CITIBANK CREDIT CARD ISSUANCE TRUST DE 8.01,9.01 05/26/06 CLAYTON WILLIAMS ENERGY INC /DE DE 7.01,9.01 05/26/06 CLICK COMMERCE INC 1.01,7.01,9.01 05/25/06 CMGI INC DE 5.02,9.01 05/23/06 COLLINS & AIKMAN CORP DE 8.01 05/22/06 COMMERCIAL CAPITAL BANCORP INC NV 8.01 05/26/06 COMMUNITY BANKS INC /PA/ PA 4.01 05/24/06 COMPREHENSIVE CARE CORP DE 1.01,9.01 05/22/06 COMPUTER TASK GROUP INC NY 3.01,9.01 05/26/06 CONCENTRA OPERATING CORP NV 1.01,9.01 05/26/06 CONNECTICUT WATER SERVICE INC / CT CT 5.02 05/15/06 CONNETICS CORP DE 1.01,9.01 05/22/06 CONSOLIDATED WATER CO LTD E6 1.01,5.02,9.01 05/22/06 COOPER COMPANIES INC DE 8.01,9.01 05/26/06 CORAUTUS GENETICS INC DE 3.01,9.01 05/25/06 Cornerstone Core Properties REIT, Inc MD 1.01,9.01 05/24/06 CORPORATE REALTY INCOME FUND I L P DE 1.02 05/22/06 CORTLAND BANCORP INC OH 2.02 05/26/06 COUNTERPATH SOLUTIONS, INC. NV 2.02,7.01,9.01 05/24/06 COUNTERPATH SOLUTIONS, INC. NV 1.01,3.02 05/23/06 COVENANT TRANSPORT INC NV 1.01,7.01,9.01 05/23/06 CPI AEROSTRUCTURES INC NY 5.02,9.01 05/22/06 CREDIT SUISSE (USA) INC DE 9.01 05/26/06 CREDIT SUISSE (USA) INC DE 9.01 05/26/06 CREDIT SUISSE (USA) INC DE 9.01 05/26/06 CREDIT SUISSE (USA) INC DE 9.01 05/26/06 CREDIT SUISSE (USA) INC DE 9.01 05/26/06 CREDIT SUISSE (USA) INC DE 9.01 05/26/06 CREDIT SUISSE (USA) INC DE 9.01 05/26/06 CYBERONICS INC DE 2.02,9.01 05/25/06 CYTOMEDIX INC DE 1.01,9.01 05/22/06 CYTORI THERAPEUTICS, INC. DE 5.02 05/22/06 DATA I/O CORP WA 1.01,7.01 05/24/06 DAYBREAK OIL & GAS INC WA 3.02 05/19/06 DAYSTAR TECHNOLOGIES INC DE 1.01,3.02,8.01,9.01 05/25/06 De Beira Goldfields Inc. NV 5.01,8.01,9.01 05/26/06 DELTA MILLS INC DE 8.01,9.01 05/25/06 DELTA WOODSIDE INDUSTRIES INC /SC/ SC 8.01,9.01 05/25/06 Deutsche Alt-A Securities Mortgage Lo 8.01,9.01 05/25/06 AMEND Deutsche Alt-B Securities, Inc. Mortg 8.01,9.01 05/26/06 DIALYSIS CORP OF AMERICA FL 8.01,9.01 05/26/06 DIGITAL RECORDERS INC NC 5.02,7.01,9.01 05/26/06 DLR Funding, Inc. NV 4.01,9.01 04/21/06 AMEND DOLLAR GENERAL CORP TN 8.01 05/23/06 DOUBLE EAGLE PETROLEUM CO MD 5.02 05/25/06 DRESSER INC DE 8.01 05/23/06 DRESSER INC DE 7.01 05/26/06 DTLL INC MN 4.01 02/23/06 DYCOM INDUSTRIES INC FL 2.02,9.01 05/23/06 EGL INC TX 1.01 05/26/06 ELITE PHARMACEUTICALS INC /DE/ DE 8.01,9.01 05/25/06 EMC INSURANCE GROUP INC IA 7.01 05/26/06 ENDEAVOUR INTERNATIONAL CORP NV 7.01,9.01 05/26/06 ENDOLOGIX INC /DE/ DE 1.01,9.01 05/23/06 ENERGY PARTNERS LTD DE 8.01,9.01 05/25/06 ENTERPRISE FINANCIAL SERVICES CORP DE 1.01,9.01 05/24/06 Epic Bancorp 8.01,9.01 05/26/06 EQUITEX INC DE 5.03,9.01 05/22/06 ESTERLINE TECHNOLOGIES CORP DE 8.01 05/26/06 EVOLVE ONE INC DE 1.02,5.02 05/25/06 EXCO RESOURCES INC TX 2.03,8.01,9.01 05/25/06 EYE CARE CENTERS OF AMERICA INC TX 8.01 05/25/06 FERMAVIR PHARMACEUTICALS, INC. FL 1.01 05/03/06 FERRELLGAS PARTNERS L P DE 7.01 05/26/06 FIRST EQUITY PROPERTIES INC NV 5.05 05/24/06 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 05/26/06 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 05/26/06 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 05/26/06 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 05/26/06 FIRST LITCHFIELD FINANCIAL CORP DE 8.01,9.01 05/25/06 FIRST NATIONAL FUNDING LLC NE 8.01,9.01 05/15/06 FISERV INC WI 5.02 05/24/06 FLAGSTAR BANCORP INC MI 1.01,9.01 05/26/06 FORD MOTOR CREDIT CO DE 8.01,9.01 05/25/06 FPL GROUP INC FL 2.03 05/10/06 FREESCALE SEMICONDUCTOR INC DE 1.01,9.01 05/24/06 Frontier Airlines Holdings, Inc. DE 2.02,9.01 05/25/06 FROZEN FOOD EXPRESS INDUSTRIES INC TX 1.01,9.01 05/25/06 FURIA ORGANIZATION INC /DE/ DE 4.01 05/25/06 GENIO GROUP INC DE 5.02 05/22/06 GEOGLOBAL RESOURCES INC DE 7.01,9.01 05/26/06 GEORGIA CAROLINA BANCSHARES INC GA 5.02,7.01,9.01 05/22/06 GOLDEN PATRIOT CORP NV 3.02,8.01,9.01 04/12/06 AMEND GONDWANA ENERGY LTD / NY NV 8.01 05/25/06 GRAMERCY CAPITAL CORP MD 1.01,8.01,9.01 05/23/06 GREAT LAKES BANCORP, INC. DE 4.01,9.01 05/16/06 AMEND GREAT PLAINS ETHANOL LLC SD 8.01 05/24/06 GREATER BAY BANCORP CA 1.01,9.01 05/22/06 GREY WOLF INC TX 8.01,9.01 05/25/06 GROUP 1 AUTOMOTIVE INC DE 7.01,8.01,9.01 05/25/06 GSAA Home Equity Trust 2006-9 DE 9.01 05/26/06 GSAMP Trust 2006-HE3 DE 8.01,9.01 05/26/06 GSR 2006-5F DE 8.01 05/26/06 H&E Equipment Services, Inc. DE 7.01,9.01 05/25/06 HANOVER DIRECT INC DE 8.01,9.01 05/25/06 HEALTHSOUTH CORP DE 8.01,9.01 05/26/06 HEALTHSOUTH CORP DE 8.01,9.01 05/26/06 HEMACARE CORP /CA/ CA 1.01,7.01,9.01 05/24/06 HIGHLAND CLAN CREATIONS CORP NV 2.01,3.02,5.06,9.01 05/25/06 Hiland Partners, LP 7.01 05/25/06 HINES REAL ESTATE INVESTMENT TRUST IN 8.01 05/26/06 Home Equity Loan Trust 2006-HSA3 DE 8.01,9.01 05/25/06 HONDA AUTO REC 2003-4 OWNER TRUST DE 8.01,9.01 05/15/06 HONDA AUTO RECEIVABLES 2002-4 OWNER T 8.01,9.01 05/15/06 Honda Auto Receivables 2004-2 Owner T 8.01,9.01 05/15/06 Honda Auto Receivables 2005-2 Owner T 8.01,9.01 05/15/06 Honda Auto Receivables 2005-5 Owner T CA 8.01,9.01 05/15/06 HOUSEHOLD AFFINITY CREDIT CARD MASTER DE 9.01 05/15/06 HOUSEHOLD PRIVATE LABEL CREDIT CARD M DE 9.01 05/15/06 HUB GROUP INC DE 1.01,9.01 05/25/06 HUMANA INC DE 1.01,9.01 05/25/06 HUSKER AG LLC NE 2.03,9.01 05/23/06 IMMERSION CORP DE 1.01,9.01 05/23/06 IMMUNE RESPONSE CORP DE 3.02 05/23/06 Index Oil & Gas Inc. NV 4.01,5.03,9.01 05/25/06 INLAND REAL ESTATE CORP MD 7.01 05/23/06 INTELSAT LTD 8.01,9.01 05/26/06 INTER TEL INC AZ 8.01 05/25/06 INTERNATIONAL MONETARY SYSTEMS LTD /W WI 1.01,3.02 05/25/06 INTRAWARE INC DE 5.02 05/22/06 INVENTURE GROUP, INC. DE 1.01,5.03,8.01,9.01 05/23/06 ITC Holdings Corp. MI 8.01 05/17/06 ITERIS, INC. DE 2.02,9.01 05/25/06 ITLA CAPITAL CORP CA 8.01,9.01 05/25/06 IVANHOE ENERGY INC 1.01,5.02,9.01 05/23/06 J P MORGAN CHASE & CO DE 9.01 05/25/06 J P MORGAN CHASE & CO DE 9.01 05/25/06 J.P. Morgan Mortgage Trust 2006-A4 DE 8.01,9.01 05/26/06 JDA SOFTWARE GROUP INC DE 8.01,9.01 05/25/06 K2 INC DE 1.01,9.01 05/23/06 KFX INC DE 9.01 05/26/06 KLA TENCOR CORP DE 1.01,9.01 05/26/06 KNIGHT RIDDER INC FL 5.04,9.01 05/26/06 KNOLL INC DE 7.01,9.01 05/25/06 Koppers Holdings Inc. PA 1.01,9.01 05/25/06 KRONOS WORLDWIDE INC 5.02,7.01,9.01 05/24/06 L 3 COMMUNICATIONS HOLDINGS INC DE 8.01,9.01 05/26/06 LAFARGE NORTH AMERICA INC MD 5.02 05/22/06 LAS VEGAS SANDS CORP NV 1.01 05/26/06 LEHMAN ABS CORP AT&T NOTE BACKED SERI DE 8.01,9.01 05/15/06 LEHMAN ABS CORP AT&T NOTE BACKED SERI DE 8.01,9.01 05/15/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01 05/26/06 LEHMAN ABS CORP BCKD TR CRTS FRD MOT DE 8.01,9.01 05/15/06 LEHMAN ABS CORP BELLSOUTH DEBT- BACKE DE 8.01,9.01 05/15/06 LEHMAN ABS CORP CNA FINANCIAL DEBENTU DE 8.01,9.01 05/15/06 LEHMAN ABS CORP CORPORATE BACKED TRUS DE 8.01,9.01 05/15/06 LEHMAN ABS CORP GOLDMAN SACHS CAP 1 S DE 8.01,9.01 05/15/06 LEHMAN ABS CORP SPRINT CAPITAL BACK S DE 8.01,9.01 05/15/06 LEVITT CORP FL 7.01 05/26/06 Liberty Global, Inc. DE 2.02,7.01 05/26/06 LIBERTY STAR GOLD CORP NV 7.01,9.01 05/24/06 LIFE USA INC CO 8.01 05/25/06 LINCOLN EDUCATIONAL SERVICES CORP NJ 2.01,9.01 05/22/06 LITFUNDING CORP NV 4.01,9.01 04/28/06 AMEND LL&E ROYALTY TRUST TX 7.01,9.01 05/26/06 LODGIAN INC DE 8.01,9.01 05/26/06 LYONDELL CHEMICAL CO DE 1.01,9.01 05/24/06 MAGELLAN MIDSTREAM PARTNERS LP DE 1.01,2.03,9.01 05/25/06 MAJESTIC STAR CASINO LLC IN 5.02 05/26/06 MANOR CARE INC DE 1.01,7.01,9.01 05/25/06 MANPOWER INC /WI/ WI 8.01 05/26/06 MASTR Asset Securitization Trust 2006 DE 8.01,9.01 05/26/06 MATTSON TECHNOLOGY INC DE 8.01,9.01 05/26/06 MAXUS REALTY TRUST INC. 1.01,8.01 05/26/06 MAXXAM INC DE 1.01,9.01 05/25/06 MCCLATCHY CO DE 1.01,8.01,9.01 05/23/06 MCKESSON CORP DE 1.01 05/23/06 MEDISCIENCE TECHNOLOGY CORP NJ 8.01,9.01 05/24/06 MEDISCIENCE TECHNOLOGY CORP NJ 8.01,9.01 05/26/06 Mercator Partners Acquisition Corp. DE 1.01,9.01 05/23/06 Merrill Lynch Mortgage Trust 2006-C1 DE 1.01 05/25/06 MESTEK INC PA 7.01,8.01,9.01 05/26/06 MILLENNIUM CHEMICALS INC DE 1.01,2.03,9.01 05/24/06 MILLENNIUM PHARMACEUTICALS INC DE 1.01 05/25/06 MORGAN STANLEY DEAN WITTER CAPITAL I DE 8.01,9.01 05/25/06 MORGAN STANLEY DEAN WITTER MORT PAS T DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 05/25/06 MSC SOFTWARE CORP DE 2.01 03/20/06 AMEND MSGI SECURITY SOLUTIONS, INC NV 3.01,9.01 05/23/06 MSM 2005-5AR DE 8.01,9.01 05/25/06 MTR GAMING GROUP INC DE 2.03,9.01 05/22/06 MultiCell Technologies, Inc. DE 5.02,8.01,9.01 05/26/06 NATIONAL BANKSHARES INC VA 8.01 05/26/06 NATIONAL CITY AUTO RECEIVABLES TRUST DE 8.01,9.01 05/15/06 NATIONAL CITY AUTO RECEIVABLES TRUST 8.01,9.01 05/15/06 NATIONAL CITY CREDIT CARD MASTER TRUS 8.01,9.01 05/15/06 National Collegiate Student Loan Trus 8.01,9.01 05/25/06 NATIONAL MENTOR HOLDINGS, INC. DE 8.01,9.01 05/25/06 NATURAL HEALTH TRENDS CORP DE 3.01,9.01 05/23/06 NAVTECH INC DE 5.02 05/23/06 NCO GROUP INC PA 1.01 05/22/06 NESTOR INC DE 1.01,2.03,3.02,8.01,9.01 05/24/06 NETFABRIC HOLDINGS, INC DE 1.01,3.02,9.01 05/24/06 NeuroMetrix, Inc. 1.01,9.01 05/24/06 NEXITY FINANCIAL CORP DE 5.02,9.01 05/23/06 NL INDUSTRIES INC NJ 5.02,7.01,9.01 05/24/06 NOBLE CORP 1.01,7.01,9.01 05/23/06 NORDSON CORP OH 2.02,9.01 05/25/06 NORTH POINTE HOLDINGS CORP 5.02,9.01 05/23/06 NOVADEL PHARMA INC DE 8.01,9.01 05/26/06 NOVAVAX INC DE 5.02,9.01 05/22/06 Novelis Inc. A6 5.02,9.01 05/25/06 NUTRITION 21 INC NY 1.01,5.02,9.01 05/11/06 NWH INC DE 1.01,9.01 05/25/06 OIL DRI CORPORATION OF AMERICA DE 2.02,9.01 05/25/06 Onstream Media CORP FL 8.01,9.01 05/24/06 PACIFICNET INC DE 5.02 05/22/06 PACIFICNET INC DE 2.02,9.01 05/22/06 PanAmSat Holding CORP DE 8.01,9.01 05/26/06 PAR PHARMACEUTICAL COMPANIES, INC. DE 5.02,9.01 05/18/06 AMEND Patient Safety Technologies, Inc DE 1.01,9.01 05/24/06 PENN OCTANE CORP DE 3.01 05/23/06 PENN VIRGINIA RESOURCE PARTNERS L P DE 1.01,7.01,9.01 05/26/06 PETROLEUM DEVELOPMENT CORP NV 5.04,9.01 05/12/06 PHOTON DYNAMICS INC CA 1.01,5.02 05/24/06 PLUG POWER INC DE 1.01,5.02 05/26/06 PNM RESOURCES INC NM 8.01,9.01 05/26/06 POSITRON CORP TX 7.01,9.01 05/08/06 POWER EFFICIENCY CORP DE 5.02 05/12/06 POWER EFFICIENCY CORP DE 2.03,3.02,9.01 05/19/06 POWER INTEGRATIONS INC CA 3.01,9.01 05/24/06 PREMIER COMMUNITY BANKSHARES INC VA 8.01,9.01 05/26/06 PRINTRONIX INC DE 8.01,9.01 05/25/06 PROFESSIONAL LEASE MANAGEMENT INCOME DE 8.01 05/25/06 PROGENICS PHARMACEUTICALS INC DE 7.01,9.01 05/25/06 PROGRESSIVE CORP/OH/ OH 5.02 05/22/06 Project Romania Inc. NV 8.01 05/23/06 PROSPECT MEDICAL HOLDINGS INC DE 7.01,9.01 05/25/06 Rand Logistics, Inc. DE 4.01,9.01 05/22/06 RANGE RESOURCES CORP DE 1.01,9.01 05/24/06 Red Sky Resources Inc. NV 5.03,9.01 05/25/06 REEVES TELECOM LTD PARTNERSHIP SC 8.01,9.01 05/26/06 REGAN HOLDING CORP CA 1.01 05/23/06 REMY INTERNATIONAL, INC. DE 1.01,5.02,9.01 05/22/06 RENAISSANCERE HOLDINGS LTD 1.01,5.02,9.01 05/22/06 REWARDS NETWORK INC DE 1.01,9.01 05/23/06 REX STORES CORP DE 2.02,9.01 05/26/06 ROCK OF AGES CORP DE 1.01,1.02,9.01 05/26/06 RS GROUP OF COMPANIES INC FL 5.02 05/17/06 RUDOLPH TECHNOLOGIES INC DE 8.01 05/26/06 RURAL CELLULAR CORP MN 1.01,1.02,5.02,9.01 05/22/06 RYLAND GROUP INC MD 7.01,9.01 05/25/06 SAIL 2006-3 DE 8.01 05/26/06 SAKS CREDIT CARD MASTER TRUST NV 9.01 05/15/06 SAKS INC TN 2.02,9.01 05/26/06 SALEM COMMUNICATIONS CORP /DE/ DE 8.01 05/26/06 SALESFORCE COM INC DE 1.01 05/23/06 SAN HOLDINGS INC CO 5.02 05/15/06 SBA COMMUNICATIONS CORP FL 2.03 05/22/06 SBE INC DE 1.01,9.01 05/22/06 SCHWEITZER MAUDUIT INTERNATIONAL INC DE 1.01,2.05,2.06 05/24/06 SCM MICROSYSTEMS INC DE 1.01,2.01,9.01 05/22/06 SEABRIGHT INSURANCE HOLDINGS INC 1.01 05/25/06 SEAMLESS WI-FI, INC. 8.01 05/24/06 SEMCO ENERGY INC MI 8.01,9.01 05/25/06 SEMCO ENERGY INC MI 1.01,3.02,9.01 05/22/06 SEQUENOM INC DE 3.01 05/22/06 SERVICE CORPORATION INTERNATIONAL TX 7.01,9.01 05/26/06 SIERRA PACIFIC RESOURCES /NV/ NV 5.03,9.01 05/24/06 SILVERLEAF RESORTS INC 1.01,7.01,9.01 05/26/06 SKILLSOFT PUBLIC LIMITED CO 2.02,9.01 05/26/06 SOUTH JERSEY INDUSTRIES INC NJ 5.02 05/22/06 SOUTHERN COMMUNITY FINANCIAL CORP 5.02 05/23/06 SOVEREIGN BANCORP INC PA 8.01,9.01 05/26/06 SPECTRE GAMING INC MN 1.01,3.02 05/24/06 STANDARD MANAGEMENT CORP IN 1.01,1.02,2.03,3.02,8.01 05/23/06 STARTECH ENVIRONMENTAL CORP CO 1.01,3.02,9.01 05/23/06 Stereotaxis, Inc. DE 7.01 05/26/06 STONE ENERGY CORP DE 8.01,9.01 05/24/06 STURM RUGER & CO INC DE 5.02,5.03,9.01 05/25/06 Sub-Urban Brands, Inc. NV 4.01,9.01 05/24/06 Sun American Bancorp DE 1.01,9.01 05/22/06 SUPERIOR ESSEX INC DE 7.01,9.01 05/26/06 Superior Well Services, INC DE 7.01 05/26/06 Synovics Pharmaceuticals NV 1.01,1.02,2.01,2.03,2.04, 05/23/06 3.02,3.03,8.01 Tarpon Industries, Inc. MI 8.01 05/24/06 TASCO HOLDINGS INTERNATIONAL, INC. DE 1.02,9.01 05/24/06 TC PIPELINES LP DE 2.02,8.01,9.01 05/02/06 AMEND TELESOURCE INTERNATIONAL INC FL 5.02 05/25/06 TIDEWATER INC DE 5.03,8.01,9.01 05/25/06 TOREADOR RESOURCES CORP DE 4.01,9.01 05/26/06 AMEND TRANS LUX CORP DE 8.01,9.01 05/26/06 TRANSATLANTIC HOLDINGS INC DE 5.02,9.01 05/25/06 TRANSCAT INC OH 1.01,5.02,9.01 05/23/06 TransDigm Group INC DE 8.01,9.01 05/25/06 TRANSDIGM INC 8.01,9.01 05/25/06 Triad Automobile Receivables Trust 20 8.01,9.01 05/25/06 TUTOGEN MEDICAL INC FL 2.02,3.01,9.01 05/22/06 TVIA INC DE 2.02,9.01 05/26/06 U S ENERGY SYSTEMS INC DE 1.01,2.03,3.02 05/22/06 U S ENERGY SYSTEMS INC DE 1.01,2.03,9.01 03/09/06 AMEND ULTRALIFE BATTERIES INC DE 7.01,9.01 05/26/06 UNIVISION COMMUNICATIONS INC DE 1.01 05/23/06 US DATAWORKS INC NV 1.01,9.01 05/24/06 US GLOBAL NANOSPACE INC DE 1.01,5.02,9.01 05/24/06 USA Mobility, Inc DE 8.01,9.01 05/25/06 USB HOLDING CO INC DE 7.01 05/24/06 USI HOLDINGS CORP DE 8.01,9.01 05/23/06 VeriFone Holdings, Inc. DE 5.02,9.01 05/25/06 VIKING SYSTEMS INC NV 5.02 05/23/06 Warrior Energy Services CORP DE 1.01 05/03/06 WEIGHT WATCHERS INTERNATIONAL INC VA 7.01,9.01 05/25/06 WESTAFF INC DE 2.02,9.01 05/25/06 WESTAMERICA BANCORPORATION CA 8.01 05/24/06 WILSHIRE ENTERPRISES INC DE 5.03,9.01 05/25/06 WINDSWEPT ENVIRONMENTAL GROUP INC DE 5.02 05/24/06 WINLAND ELECTRONICS INC MN 7.01,9.01 05/26/06 XOMA LTD /DE/ DE 1.01,9.01 05/23/06 Y-TEL INTERNATIONAL INC DE 3.01 05/23/06 ZENITH NATIONAL INSURANCE CORP DE 1.01,5.02,8.01,9.01 05/24/06 ZILA INC DE 1.01,5.02,9.01 05/22/06 AMEND ACCO BRANDS CORP DE 1.01,9.01 05/25/06 ACE Securities Corp. Home Equity Loan DE 9.01 05/25/06 ACE Securities Corp. Home Equity Loan DE 9.01 05/25/06 AcuNetx, Inc. NV 1.01 03/25/06 ADVANCED ID CORP NV 8.01 05/25/06 AIRGAS INC DE 1.01,9.01 05/23/06 ALBERTSONS INC /DE/ DE 2.02,8.01,9.01 05/30/06 ALICO INC FL 8.01 05/30/06 ALLEGHENY BANCSHARES INC WV 4.01 05/30/06 AMEND ALLIANCE BANKSHARES CORP 8.01,9.01 05/25/06 ALTERA CORP DE 8.01,9.01 05/25/06 ALTERA CORP DE 7.01,9.01 05/30/06 Alternative Loan Trust 2006-OA9 9.01 05/30/06 AMERICAN RIVER BANKSHARES CA 1.01,9.01 05/26/06 AMERICAN TOWER CORP /MA/ DE 8.01,9.01 05/30/06 AMERICAN WOODMARK CORP VA 8.01 05/30/06 AMERISTAR CASINOS INC NV 5.02 05/23/06 ANGELICA CORP /NEW/ MO 1.01,9.01 05/23/06 APAC CUSTOMER SERVICE INC IL 4.01,9.01 05/15/06 AMEND APAC CUSTOMER SERVICE INC IL 4.01,9.01 05/15/06 AMEND Apple REIT Seven, Inc. VA 2.02,9.01 05/26/06 APPLIED IMAGING CORP DE 1.01 05/15/06 AQUANTIVE INC WA 7.01 05/30/06 ARCH CAPITAL GROUP LTD. 7.01 05/30/06 ARENA RESOURCES INC NV 1.01,3.02,9.01 05/26/06 ARMSTRONG HOLDINGS INC /PA/ PA 8.01 05/30/06 ATLAS AIR WORLDWIDE HOLDINGS INC DE 3.01,5.02,8.01,9.01 05/26/06 AURA SYSTEMS INC DE 4.01,9.01 05/23/06 AURORA GOLD CORP DE 8.01,9.01 05/26/06 AUTOMATIC DATA PROCESSING INC DE 8.01 03/31/06 AVATAR HOLDINGS INC DE 2.03 05/25/06 AVAYA INC DE 1.01,9.01 05/26/06 AVI BIOPHARMA INC OR 7.01,8.01 05/24/06 AVONDALE INC GA 1.02,2.05,2.06,8.01 05/26/06 AXS ONE INC DE 1.01 05/24/06 Bank of Commerce Holdings CA 8.01,9.01 05/26/06 Bear Stearns Asset Backed Securities DE 9.01 05/30/06 Behringer Harvard Opportunity REIT I, MD 1.01 05/24/06 BELK INC 2.02,9.01 05/25/06 BENTLEY PHARMACEUTICALS INC DE 1.01,9.01 05/23/06 BIO KEY INTERNATIONAL INC MN 2.02,9.01 05/22/06 BIO LOK INTERNATIONAL INC DE 1.01,8.01,9.01 05/30/06 BLACK HILLS CORP /SD/ SD 1.01 05/24/06 BLACK HILLS CORP /SD/ SD 1.01,2.03 05/24/06 BOSTON BEER CO INC MA 1.01 05/25/06 BOWNE & CO INC DE 8.01 05/30/06 BRAINSTORM CELL THERAPEUTICS INC 1.01,9.01 03/30/06 AMEND BRAINSTORM CELL THERAPEUTICS INC 1.01,9.01 03/30/06 AMEND BREK ENERGY CORP NV 1.01,7.01,8.01,9.01 05/25/06 BRIGHTPOINT INC IN 8.01 05/16/06 CA, INC. DE 2.02,4.02,9.01 05/25/06 CALAIS RESOURCES INC 4.01 05/24/06 CAMERON INTERNATIONAL CORP DE 1.01,2.03,3.02,8.01,9.01 05/23/06 CAPITAL CITY BANK GROUP INC FL 4.01,9.01 05/17/06 AMEND CAPITOL FEDERAL FINANCIAL 7.01,9.01 05/26/06 CAPTECH FINANCIAL GROUP, INC FL 5.01 04/29/06 Cardiac Science CORP 8.01 05/22/06 CARDINAL COMMUNICATIONS, INC NV 5.02,7.01,8.01,9.01 05/26/06 CARDINAL HEALTH INC OH 1.02,9.01 05/29/06 CARRIZO OIL & GAS INC TX 1.01,1.02,9.01 05/23/06 CBIZ, Inc. DE 1.01,2.03,3.02,8.01,9.01 05/23/06 Celanese CORP DE 8.01 05/30/06 CENDANT CORP DE 1.01,2.03,7.01,9.01 05/26/06 CENTURY REALTY TRUST IN 8.01,9.01 05/30/06 CEVA INC DE 1.01,9.01 05/23/06 CHAMPION PARTS INC IL 2.02,9.01 04/02/06 Chelsea Therapeutics International, L DE 1.01,8.01,9.01 05/26/06 CHEMOKINE THERAPEUTICS CORP DE 1.01 05/25/06 CHL Mortgage Pass-Through Trust 2006- DE 8.01,9.01 04/27/06 CHL Mortgage Pass-Through Trust 2006- DE 9.01 05/30/06 CHL Mortgage Pass-Through Trust 2006- 9.01 05/30/06 CIRTRAN CORP NV 1.01,3.02,9.01 05/24/06 CMALT (CitiMortgage Alternative Loan DE 9.01 05/30/06 COLLAGENEX PHARMACEUTICALS INC DE 8.01 05/30/06 COLUMBUS MCKINNON CORP NY 2.02,9.01 05/30/06 COMPUTER SCIENCES CORP NV 5.03 05/22/06 COMVERSE TECHNOLOGY INC/NY/ NY 8.01,9.01 05/23/06 Copano Energy, L.L.C. DE 1.01,9.01 05/23/06 CORUMEL MINERALS CORP. NV 8.01,9.01 05/30/06 CORVEL CORP DE 1.01,5.02,7.01,9.01 05/26/06 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 05/30/06 CSMC Mortgage-Backed Trust Series 200 DE 8.01,9.01 05/30/06 CUBIST PHARMACEUTICALS INC DE 8.01,9.01 05/25/06 CUISINE SOLUTIONS INC DE 1.01,2.03,9.01 05/23/06 CWABS Asset-Backed Certificates Trust DE 9.01 05/30/06 CWALT INC DE 9.01 05/30/06 CWALT INC DE 9.01 05/30/06 CWALT INC DE 9.01 05/30/06 CWALT INC DE 9.01 05/30/06 CWALT INC DE 9.01 05/30/06 CWMBS INC DE 9.01 05/30/06 DAYBREAK OIL & GAS INC WA 3.02 04/19/06 AMEND DELPHAX TECHNOLOGIES INC MN 5.02,9.01 05/30/06 DESIGN WITHIN REACH INC DE 5.02 05/23/06 Deutsche Alt-B Securities, Inc. Mortg 8.01,9.01 05/30/06 Diamond I, Inc. DE 1.01,9.01 05/17/06 Diamond I, Inc. DE 1.01,9.01 05/17/06 AMEND Digital Realty Trust, Inc. MD 7.01,9.01 05/30/06 Digital Realty Trust, Inc. MD 8.01,9.01 05/23/06 DOBSON COMMUNICATIONS CORP OK 1.01,2.03,3.03,8.01,9.01 05/23/06 DORAL FINANCIAL CORP PR 1.01,5.02,9.01 05/23/06 Dragon Gold Resources, Inc. NV 4.01 05/24/06 DRAVCO MINING INC NV 1.01 05/30/06 DURAVEST INC 8.01,9.01 05/26/06 EDGE PETROLEUM CORP DE 8.01,9.01 05/30/06 EDGEWATER FOODS INTERNATIONAL, INC. NV 1.01,9.01 05/30/06 EDISON INTERNATIONAL CA 7.01,9.01 05/30/06 ELECTRO SCIENTIFIC INDUSTRIES INC OR 1.01,9.01 05/24/06 ELECTRONIC ARTS INC DE 5.02 05/24/06 ELGRANDE INTERNATIONAL, INC. NV 4.01,9.01 05/23/06 ENDO PHARMACEUTICALS HOLDINGS INC DE 7.01,9.01 05/30/06 ENGELHARD CORP DE 1.01,8.01 05/29/06 Epic Bancorp 1.01 05/30/06 AMEND EQUITEX INC DE 2.01,9.01 03/14/06 AMEND ETRIALS WORLDWIDE INC. 8.01,9.01 05/30/06 EUROWEB INTERNATIONAL CORP DE 1.01,2.01,9.01 05/23/06 Federal Home Loan Bank of Atlanta X1 2.03 05/24/06 Federal Home Loan Bank of Boston X1 2.03 05/24/06 Federal Home Loan Bank of Chicago X1 2.03 05/24/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 05/24/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 05/24/06 Federal Home Loan Bank of New York X1 2.03,9.01 05/24/06 Federal Home Loan Bank of San Francis X1 2.03 05/24/06 Federal Home Loan Bank of San Francis X1 5.02,7.01,9.01 05/30/06 FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.01,7.01,9.01 05/23/06 FEDERAL TRUST CORP FL 8.01,9.01 05/26/06 FERRO CORP OH 7.01,9.01 05/26/06 Film & Music Entertainment, Inc. NV 8.01 05/26/06 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 05/30/06 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 05/30/06 Florida East Coast Industries, Inc. 1.01 05/30/06 FNB CORP/FL/ FL 4.01,9.01 05/23/06 FOSSIL INC DE 1.01,9.01 05/24/06 FREESCALE SEMICONDUCTOR INC DE 8.01,9.01 05/30/06 GATEWAY ENERGY CORP/NE DE 7.01,9.01 05/30/06 GERBER SCIENTIFIC INC CT 1.01 05/23/06 GILMAN & CIOCIA INC DE 4.02 05/30/06 GLADSTONE CAPITAL CORP MD 1.01,9.01 05/26/06 GLADSTONE CAPITAL CORP MD 1.01 05/26/06 AMEND GLATFELTER P H CO PA 8.01 05/23/06 GLIMCHER REALTY TRUST MD 1.01,2.03,9.01 05/25/06 GLOBAL CROSSING LTD 1.01,9.01 05/23/06 GLOBAL INDUSTRIES LTD LA 5.02,9.01 05/23/06 GOLDEN OVAL EGGS LLC DE 1.01,5.02,9.01 05/23/06 GREATER BAY BANCORP CA 7.01,9.01 05/30/06 GTECH HOLDINGS CORP DE 8.01 05/19/06 HANDY HARDWARE WHOLESALE INC TX 5.02 05/23/06 HANGER ORTHOPEDIC GROUP INC DE 1.01,3.02,5.03,8.01,9.01 05/23/06 Harbor Acquisition Corp. DE 8.01,9.01 05/30/06 HARTFORD LIFE INSURANCE CO CT 9.01 05/30/06 HASBRO INC RI 8.01 05/25/06 HAWK CORP DE 8.01,9.01 05/23/06 HealthSpring, Inc. DE 1.01,7.01,9.01 05/30/06 HERSHA HOSPITALITY TRUST MD 1.01 05/25/06 HOKU SCIENTIFIC INC DE 8.01,9.01 05/30/06 HOMEBANC CORP 1.01,5.02,9.01 05/25/06 HONDA AUTO REC 2003-3 OWNER TRUST DE 8.01,9.01 05/22/06 HONDA AUTO REC 2003-5 OWNER TRUST DE 8.01,9.01 05/18/06 HONDA AUTO RECEIVABLES 2003-1 OWNER T 8.01,9.01 05/18/06 HONDA AUTO RECEIVABLES 2004-1 OWNER T DE 8.01,9.01 05/22/06 Honda Auto Receivables 2004-3 Owner T CA 8.01,9.01 05/18/06 Honda Auto Receivables 2005-1 Owner T CA 8.01,9.01 05/22/06 Honda Auto Receivables 2005-3 Owner T CA 8.01,9.01 05/18/06 Honda Auto Receivables 2005-4 Owner T CA 8.01,9.01 05/22/06 Honda Auto Receivables 2005-6 Owner T CA 8.01,9.01 05/18/06 HONDA RECEIVABLES CORP AUTO REC 2003 DE 8.01,9.01 05/22/06 HUMAN GENOME SCIENCES INC DE 1.01,1.02,2.01,2.03 05/24/06 HYPERCOM CORP DE 1.01,5.03,9.01 05/24/06 HYPERDYNAMICS CORP DE 5.02 05/25/06 I2 TECHNOLOGIES INC DE 5.02 05/24/06 ICAGEN INC DE 1.01,9.01 05/25/06 INDYMAC BANCORP INC DE 1.01,9.01 05/23/06 IndyMac INDX Mortgage Loan Trust 2006 9.01 05/30/06 IndyMac INDX Mortgage Loan Trust 2006 9.01 05/30/06 INDYMAC MBS INC 9.01 05/30/06 INDYMAC MBS INC RESIDENTIAL ASSET SEC 8.01 05/25/06 IndyMac RAST 2004-R2 8.01 05/25/06 INFINITY ENERGY RESOURCES, INC 1.01,8.01 05/23/06 INFOSPACE INC DE 8.01,9.01 05/30/06 INTELISYS AVIATION SYSTEMS OF AMERICA DE 8.01,9.01 05/29/06 INTELLIGROUP INC NJ 1.01,9.01 05/23/06 INTERDIGITAL COMMUNICATIONS CORP PA 2.02,8.01,9.01 05/30/06 INTERLINE BRANDS INC 1.01 05/23/06 INTERLINE BRANDS, INC./DE DE 1.01 05/23/06 INTERNATIONAL MICROCOMPUTER SOFTWARE CA 1.01,1.02,5.02 05/23/06 INTERSECTIONS INC DE 1.01 05/24/06 INTRALASE CORP 5.02 05/23/06 INTROGEN THERAPEUTICS INC 1.01,9.01 05/23/06 INVACARE CORP OH 1.01,5.02 05/25/06 JOY GLOBAL INC DE 2.02 05/25/06 KIMCO REALTY CORP MD 7.01,9.01 05/30/06 KINDER MORGAN INC KS 8.01,9.01 05/30/06 KINGSLEY COACH INC DE 5.02 05/23/06 KLA TENCOR CORP DE 8.01 05/26/06 KNIGHT TRANSPORTATION INC AZ 1.01,8.01 05/24/06 KNOLOGY INC DE 4.01,9.01 05/23/06 AMEND KUSHNER LOCKE CO CA 8.01,9.01 05/26/06 LECROY CORP DE 8.01,9.01 05/30/06 LEHMAN BROTHERS HOLDINGS INC DE 9.01 05/24/06 LEXINGTON RESOURCES INC NV 3.02,9.01 05/16/06 MAAX Holdings, Inc. DE 2.02,9.01 05/30/06 MARCHEX INC DE 7.01,9.01 05/30/06 MARSH SUPERMARKETS INC IN 8.01,9.01 05/26/06 MARSH SUPERMARKETS INC IN 1.01,9.01 05/23/06 MARVELL TECHNOLOGY GROUP LTD D0 1.01,9.01 05/25/06 MBIA INC CT 1.01,5.02,9.01 05/30/06 McAfee, Inc. DE 5.02,9.01 05/30/06 MEDICIS PHARMACEUTICAL CORP DE 1.01,9.01 05/23/06 MEDTOX SCIENTIFIC INC DE 7.01,8.01,9.01 05/25/06 MERCER INSURANCE GROUP INC PA 7.01,9.01 05/30/06 MERCER INTERNATIONAL INC. WA 1.01,9.01 05/25/06 MERITAGE HOSPITALITY GROUP INC MI 8.01 05/19/06 MICRON ENVIRO SYSTEMS INC NV 8.01 05/25/06 MID WISCONSIN FINANCIAL SERVICES INC WI 5.03,9.01 05/24/06 MIDWAY GAMES INC DE 1.01,2.03,3.02,8.01,9.01 05/30/06 MILLENNIUM CELL INC DE 1.01,3.02,9.01 05/30/06 MINN DAK FARMERS COOPERATIVE ND 8.01 05/30/06 MINRAD INTERNATIONAL, INC. 7.01,9.01 05/24/06 MKA Capital, Inc. 1.01,9.01 05/25/06 MOLINA HEALTHCARE INC DE 7.01,9.01 05/30/06 MONARCH CASINO & RESORT INC NV 1.01,5.02,8.01,9.01 05/23/06 MONGOLIAN EXPLORATIONS LTD NV 1.01,2.01,5.01,5.02,8.01,9.01 05/24/06 Mueller Water Products, Inc. DE 1.01,5.03,9.01 05/25/06 Myriad Entertainment & Resorts, Inc. 8.01,9.01 05/21/06 NANOMETRICS INC CA 1.01 05/24/06 NANOSENSORS INC 1.01,3.02 05/26/06 NATIONAL RETAIL PROPERTIES, INC. MD 1.01 05/23/06 NATIONAL TECHNICAL SYSTEMS INC /CA/ CA 2.02,9.01 05/30/06 NationsHealth, Inc. DE 3.01,9.01 05/23/06 NESTOR INC DE 8.01,9.01 05/30/06 NETGURU INC DE 1.01 05/23/06 Newkirk Realty Trust, Inc. MD 1.01,9.01 05/24/06 NEXT INC/TN DE 1.01 05/30/06 NEXTPHASE WIRELESS, INC. NV 5.02 05/23/06 Nomura Asset Acceptance Corporation, 9.01 05/25/06 NORDSTROM INC WA 1.01,5.02,5.03,5.05,8.01 05/23/06 NORTH VALLEY BANCORP CA 8.01,9.01 05/26/06 NORTHEAST UTILITIES MA 5.02 05/30/06 NORWOOD FINANCIAL CORP PA 5.02,9.01 05/26/06 NUVASIVE INC DE 1.01,2.01,9.01 05/23/06 NUVIM INC DE 5.02,8.01,9.01 05/25/06 NYMAGIC INC NY 1.01,7.01,8.01,9.01 05/24/06 NYMEX HOLDINGS INC DE 8.01,9.01 05/30/06 OCWEN FINANCIAL CORP FL 1.01 05/23/06 ONYX PHARMACEUTICALS INC DE 1.01 05/25/06 ORMAT TECHNOLOGIES, INC. DE 8.01 05/30/06 OSI SYSTEMS INC CA 8.01,9.01 05/24/06 PACIFIC FINANCIAL CORP WA 4.01,9.01 05/23/06 PAINCARE HOLDINGS INC CT 8.01,9.01 05/30/06 PALADIN REALTY INCOME PROPERTIES INC MD 8.01 05/26/06 PENSON WORLDWIDE INC DE 2.03,8.01 05/26/06 PFF BANCORP INC DE 8.01 05/24/06 PHOENIX TECHNOLOGIES LTD DE 5.02,9.01 05/26/06 PIXELWORKS INC OR 1.01,9.01 05/23/06 PMA CAPITAL CORP PA 7.01,9.01 05/30/06 POINT THERAPEUTICS INC DE 8.01,9.01 05/30/06 POLYMER GROUP INC DE 1.01,1.02,9.01 05/23/06 PREMIER ENTERTAINMENT BILOXI LLC DE 1.01,2.03,9.01 05/23/06 Prime Mortgage Trust 2006-CL1 DE 6.02 05/01/06 PRIVATEBANCORP INC DE 7.01 05/30/06 PROCESS TECHNOLOGY SYSTEMS INC NV 7.01,9.01 05/25/06 PROTECTIVE LIFE INSURANCE CO TN 9.01 05/25/06 PROVIDENT FINANCIAL SERVICES INC DE 1.01 05/25/06 QLT INC/BC A1 7.01,9.01 05/25/06 QUALITY SYSTEMS INC CA 1.01,9.01 05/25/06 RALI Series 2006-QS5 Trust DE 8.01,9.01 05/26/06 RASC Series 2006-KS4 DE 8.01,9.01 05/30/06 RAYMOND JAMES FINANCIAL INC FL 7.01 04/30/06 REGENCY AFFILIATES INC DE 8.01 05/26/06 REPTRON ELECTRONICS INC FL 1.01,1.02,9.01 05/23/06 Residential Asset Securitization Trus 9.01 05/30/06 REXNORD CORP DE 1.01,8.01,9.01 05/24/06 REYNOLDS & REYNOLDS CO OH 1.01,8.01,9.01 05/24/06 RG America, Inc. NV 2.02,7.01,9.01 05/30/06 ROCKWELL MEDICAL TECHNOLOGIES INC MI 1.01,9.01 05/25/06 ROYAL GOLD INC DE 1.01,5.02,9.01 05/23/06 RUBINCON VENTURES INC DE 8.01,9.01 05/30/06 RYLAND GROUP INC MD 7.01,9.01 05/25/06 AMEND SACO I Trust 2006-6 DE 9.01 05/30/06 SALISBURY BANCORP INC CT 8.01,9.01 05/26/06 SANDS REGENT NV 1.01 05/23/06 SATELLITE NEWSPAPERS CORP NV 5.02 05/30/06 SAUL CENTERS INC MD 3.03,9.01 05/26/06 Securitized Asset Backed Receivables 8.01,9.01 02/28/06 AMEND SECURITY LAND & DEVELOPMENT CORP GA 1.01,9.01 05/16/06 SEMTECH CORP DE 8.01,9.01 05/30/06 SEMTECH CORP DE 2.02,7.01,9.01 05/30/06 SERVICE 1ST BANCORP CA 8.01,9.01 05/30/06 Shire plc 8.01,9.01 05/26/06 SIMTEK CORP CO 1.01 05/23/06 SIPEX CORP DE 1.01,9.01 05/24/06 SIPEX CORP DE 7.01,9.01 05/30/06 SIRIUS SATELLITE RADIO INC DE 8.01 05/26/06 SIX FLAGS INC DE 1.01,8.01,9.01 05/25/06 SKYE INTERNATIONAL, INC NV 8.01,9.01 05/25/06 SKYLYNX COMMUNICATIONS INC DE 4.02 05/25/06 SMITH & WOLLENSKY RESTAURANT GROUP IN DE 1.01,9.01 05/23/06 SOLOMON TECHNOLOGIES INC DE 1.01,2.03 05/23/06 SOLUTIA INC DE 7.01,9.01 05/30/06 SOLUTIA INC DE 2.02,7.01,9.01 05/30/06 SOLUTIA INC DE 1.01,9.01 05/30/06 SOMERSET INTERNATIONAL GROUP,INC. DE 3.02 05/26/06 Soundview Home Loan Trust 2006-OPT4 DE 9.01 05/15/06 SOUTH DAKOTA SOYBEAN PROCESSORS LLC 4.02 05/30/06 SOUTHWEST BANCORP INC OK 5.02,7.01,9.01 05/25/06 SOUTHWEST GEORGIA FINANCIAL CORP GA 5.02,8.01 05/30/06 SPECTRUM PHARMACEUTICALS INC DE 1.01 05/23/06 STRATFORD AMERICAN CORP AZ 8.01,9.01 05/30/06 STRIDE RITE CORP MA 5.02,8.01,9.01 05/25/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 05/15/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 05/15/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 05/15/06 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 05/15/06 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 05/15/06 STRUCTURED OBLIGATIONS CORP TRUST SPR DE 8.01,9.01 05/15/06 STRUCTURED PRODUCTS CORP CORTS TRUST DE 8.01,9.01 05/19/06 SUN NEW MEDIA INC. MN 1.01,3.02,9.01 05/23/06 SUNTRUST ALTERNATIVE LOAN TRUST, SERI DE 8.01 05/30/06 SUPERIOR OIL & GAS CO NV 2.01,5.06 05/23/06 SUPPORTSOFT INC DE 1.01 05/23/06 SYCAMORE NETWORKS INC DE 8.01 05/26/06 SYMBOLLON CORP DE 1.01,9.01 05/24/06 SYMS CORP NJ 7.01,9.01 05/30/06 TEKELEC CA 2.02,9.01 05/30/06 TELEVIDEO INC DE 8.01,9.01 05/16/06 TERAYON COMMUNICATION SYSTEMS DE 1.01,8.01,9.01 05/26/06 TEXHOMA ENERGY INC 4.01 05/26/06 THINK PARTNERSHIP INC NV 2.01,3.02,9.01 05/23/06 Thrifty Printing Inc. NV 5.02 05/30/06 Tim Hortons Inc. DE 2.02 05/30/06 TIME WARNER INC DE 7.01,9.01 05/26/06 TITANIUM METALS CORP DE 5.02,7.01,9.01 05/25/06 TORVEC INC NY 3.02 05/30/06 TOUCHSTONE SOFTWARE CORP /CA/ DE 1.01 05/24/06 TRADESTAR SERVICES, INC. NV 1.01,2.01,2.03, 05/23/06 3.02,5.01,5.02,9.01 TRANSACTION SYSTEMS ARCHITECTS INC DE 5.02 05/23/06 TRIBUNE CO DE 8.01,9.01 05/30/06 TVIA INC DE 2.02,9.01 05/24/06 UNITY WIRELESS CORP DE 2.01 05/23/06 URANIUM ENERGY CORP NV 3.02,9.01 05/25/06 URBAN OUTFITTERS INC PA 1.01 05/23/06 US GLOBAL NANOSPACE INC DE 1.01,9.01 05/08/06 USA Mobility, Inc DE 2.02,7.01,9.01 05/26/06 USAA Auto Owner Trust 2006-2 8.01,9.01 05/24/06 uWink, Inc. UT 2.02,4.02 03/07/06 AMEND Valera Pharmaceuticals Inc 1.01 05/23/06 VALHI INC /DE/ DE 7.01,9.01 05/25/06 VASOMEDICAL INC DE 4.01,9.01 05/23/06 VERIDIEN CORP DE 2.03,3.02 05/23/06 VeriFone Holdings, Inc. DE 5.02,9.01 05/30/06 VERSANT CORP CA 2.02,9.01 05/30/06 VICAL INC DE 1.01,3.02,9.01 05/25/06 VISIONGATEWAY INC NV 1.01,9.01 05/26/06 VTEX ENERGY INC NV 1.01 05/22/06 Vyteris Holdings (Nevada), Inc. NV 1.01,2.03 05/23/06 WALKER FINANCIAL CORP DE 5.02,9.01 05/23/06 WALTER INDUSTRIES INC /NEW/ DE 1.01,9.01 05/25/06 WASHINGTON REAL ESTATE INVESTMENT TRU MD 5.02 05/30/06 WATERS CORP /DE/ DE 8.01 05/28/06 Wells Fargo Home Equity Asset-Backed DE 9.01 05/30/06 Wells Fargo Mortgage Backed Securitie DE 9.01 05/30/06 WESTWOOD HOLDINGS GROUP INC 1.01,9.01 05/25/06 WHITE MOUNTAINS INSURANCE GROUP LTD D0 8.01,9.01 05/25/06 Winthrop Realty Trust OH 1.01,9.01 05/24/06 WOLVERINE TUBE INC DE 1.01,9.01 05/23/06 WQN, Inc. 3.01,9.01 05/30/06 XFONE INC NV 1.01,9.01 05/25/06 XL CAPITAL LTD 1.01,9.01 05/26/06 XM SATELLITE RADIO HOLDINGS INC DE 8.01 05/30/06 YOUBET COM INC DE 2.04 05/23/06