SEC NEWS DIGEST Issue 2006-150 August 4, 2006 COMMISSION ANNOUNCEMENTS VISITING ACADEMIC SCHOLAR APPOINTED TO THE OFFICE OF ECONOMIC ANALYSIS The Commission's Office of Economic Analysis today announced the appointment of Dr. Yaniv Grinstein as a Visiting Academic Scholar for a term ending in June 2007. Dr. Grinstein is currently an Assistant Professor of Finance at the Johnson School of Management at Cornell University. Dr. Grinstein received his Ph.D. in Finance in 2000 from Carnegie Mellon University. His areas of expertise include corporate finance and corporate governance. His recent work has focused on the effect of the Sarbanes-Oxley Act and changes to stock exchange regulation on shareholder value and firm policies. While at the Commission, Dr. Grinstein will join other researchers on projects concerning corporate governance and corporate finance, as well as other areas as dictated by SEC priorities. (Press Rel. 2006-133) ENFORCEMENT PROCEEDINGS COMMISSION DECLARES DECISION FINAL AS TO PUBLIC FINANCE CONSULTANTS, INC. AND ROBERT FOWLER An administrative law judge dismissed the proceedings against Public Finance Corporation, Inc. (PFC) and Robert D. Fowler on Feb. 25, 2005. Two co-respondents in that proceeding, Dolphin & Bradbury, Inc. and Robert J. Bradbury, appealed the decision, and a decision regarding that appeal was issued by the Commission on July 13, 2006. However, because no petition for review was filed as to PFC and Fowler and the time for filing such a petition has expired, and because the Commission has not chosen to review the decision on its own initiative, the Commission has declared the law judge's decision as to PFC and Fowler final. (Rel. 33-8279; File No. 3-11465) SEC FILES EMERGENCY ACTION TO HALT ALLEGED FRAUDULENT SCHEME The Commission announced today that it has filed a complaint in the U.S. District Court for the Northern District of Georgia against Archie Paul Reynolds a/k/a Dr. A. Paul Reynolds (Reynolds) and Success Trust and Holding LLC (Success Trust). The complaint alleges that Reynolds represents himself to be Success Trust's founder, main trustee, sole officer, and Chairman. In addition, the complaint alleges that Success Trust is a Delaware limited liability company with its principal place of business in Simpsonville, South Carolina. The complaint further alleges that, from as early as May 2005 through the present, Reynolds and Success Trust have raised millions of dollars from at least 500 investors by fraudulently offering and selling interests in three investment programs. The complaint alleges that the investment scheme is comprised of three separate Programs -- a Real Estate Program, a Best Efforts 480% Annual Return Program, and a Private Party Loan Agreement. The largest program, the Real Estate Program, in which more than $2 million was invested, projected exorbitant returns from investments in vaguely described "banking processes" which do not in fact exist. These processes were often described in vague and confusing terms which make little or no economic sense. The complaint alleges that Reynolds and Success Trust lured investors with offering materials that falsely claim that each Program pays projected rates of return ranging from 10% to 480% per year and that investments are guaranteed or risk-free. In addition, the complaint alleges that Success Trust's Programs resemble "Prime Bank" frauds. The complaint alleges that the defendants have violated the registration and antifraud provisions of the federal securities laws, Sections 5(a), 5(c), and 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. On August 2, the Court issued an order granting the Commission's requests for (i) a temporary restraining order; (ii) an asset freeze; (iii) an accounting of all funds raised; (iv) an order requiring repatriation of any offshore funds; and (v) an order expediting discovery and preventing the destruction of documents. The Commission's complaint also seeks (i) preliminary and permanent injunctions against future violations; (ii) disgorgement of ill-gotten gains plus prejudgment interest; and (iii) imposition of civil penalties. The Court scheduled a hearing on August 9 to determine whether to issue a preliminary injunction. The Commission thanks the State of Florida Office of the Attorney General (Division of Economic Crimes) and the State of Wisconsin Department of Financial Institutions for their assistance in this matter. [SEC v. Archie Paul Reynolds a/k/a Dr. A. Paul Reynolds and Success Trust and Holding LLC, Civil Action No. 1:06-CV-1801-RWS NDGA] (LR-19793) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change (SR-NASDAQ-2006-015) filed by The NASDAQ Stock Market relating to fees associated with the use of the National Association of Securities Dealers, Inc.'s Web Central Registration Depository System has become effective under Section 19(b)(3)(A) of the Act. Publication is expected in the Federal Register during the week of August 7. (Rel. 34-54264) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-Amex-2006-58) submitted by the American Stock Exchange relating to an amendment to Amex Rule 27. Publication is expected in the Federal Register during the week of August 7. (Rel. 34-54266) 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 FRANKLYN RESOURCES III INC, PO BOX 461029, GLENDALE, CO, 80246, 3033941187 - 0 ($62,854,920.00) Equity, (File 333-136262 - Aug. 3) (BR. 09A) S-1 TRIMAS CORP, 2486315400 - 0 ($201,250,000.00) Equity, (File 333-136263 - Aug. 3) (BR. 06C) S-8 CTRIP COM INTERNATIONAL LTD, 3F BUILDING 63-64 NO 421 HONG CAE ROAD, PEOPLES REPUBLIC OF CHINA, SHANGHAI, F4, 00000, 862134064880 - 3,000,000 ($102,238,626.00) ADRs/ADSs, (File 333-136264 - Aug. 3) (BR. 08A) S-3ASR CATERPILLAR INC, 100 NE ADAMS ST, PEORIA, IL, 61629, 3096751000 - 0 ($0.00) Debt, (File 333-136265 - Aug. 3) (BR. 10A) S-3ASR CONSOLIDATED EDISON INC, 4 IRVING PLACE, ROOM 1618 S, NEW YORK, NY, 10003, 2124604600 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-136267 - Aug. 3) (BR. 02A) S-3ASR CONSOLIDATED EDISON CO OF NEW YORK INC, 4 IRVING PL, NEW YORK, NY, 10003, 2124604600 - 0 ($0.00) Non-Convertible Debt, (File 333-136268 - Aug. 3) (BR. 02A) S-8 RAVEN MOON ENTERTAINMENT INC, 2005 TREE FORK LANE, STE 101, LONGWOOD, FL, 32750, 407-774-4462 - 4,000,000,000 ($800,000.00) Equity, (File 333-136269 - Aug. 3) (BR. 05C) SB-2 CANWEST PETROLEUM CORP, 206-475 HOWE ST, VANCOUVER BC, A1, 00000, 6046858355 - 30,407,664 ($121,174,541.00) Equity, (File 333-136270 - Aug. 3) (BR. 04A) S-8 VIEWPOINT CORP, 498 SEVENTH AVENUE, SUITE 1810, NEW YORK, NY, 10018, 212-201-0800 - 8,657,917 ($11,649,500.00) Equity, (File 333-136271 - Aug. 3) (BR. 03C) S-3 MIDWAY GAMES INC, 2704 WEST ROSCOE STREET, CHICAGO, IL, 60618, 7739612222 - 0 ($75,000,000.00) Debt Convertible into Equity, (File 333-136272 - Aug. 3) (BR. 03C) S-11 Institutional REIT, Inc., 6200 THE CORNERS PARKWAY, SUITE 250, NORCROSS, GA, 30092, 770-449-7800 - 0 ($3,400,000,000.00) Equity, (File 333-136273 - Aug. 3) (BR. ) S-8 MITY ENTERPRISES INC, 1301 W 400 N, OREM, UT, 84057, 8012240589 - 300,000 ($5,337,000.00) Equity, (File 333-136274 - Aug. 3) (BR. 06A) S-8 ORACLE CORP, 500 ORACLE PARKWAY, MAIL STOP 5 OP 7, REDWOOD CITY, CA, 94065, 6505067000 - 2,537,457 ($37,427,490.75) Equity, (File 333-136275 - Aug. 3) (BR. 03B) S-8 HORIZON OFFSHORE INC, HORIZON OFFSHORE INC, 2500 CITY WEST BLVD., STE. 2200, HOUSTON, TX, 77042, 7133612600 - 150,000 ($3,416,250.00) Equity, (File 333-136276 - Aug. 3) (BR. 04C) SB-2 ZIM CORP, 150 ISABELLA STREET, SUITE 150, OTTAWA, A6, K1S 1V7, 6137271397 - 47,230,772 ($944,616.00) Equity, (File 333-136277 - Aug. 3) (BR. 03B) S-8 LITFUNDING CORP, 6375 S. PECOS ROAD, LAS VEGAS, NV, 89120, (702)898-8388 - 1,500,000 ($192,000.00) Equity, (File 333-136278 - Aug. 3) (BR. 07B) S-1 US BioEnergy Corp, 111 MAIN AVE STE 200, BROOKINGS, SD, 57006, 0 ($300,000,000.00) Equity, (File 333-136279 - Aug. 3) (BR. ) S-8 ANADIGICS INC, 141 MT. BETHEL ROAD, WARREN, NJ, 07059, 9086685000 - 2,750,000 ($14,231,250.00) Equity, (File 333-136280 - Aug. 3) (BR. 10A) S-8 CAPITAL ONE FINANCIAL CORP, 1680 CAPITAL ONE DRIVE, SUITE 1400, MCLEAN, VA, 22102, 7037201000 - 0 ($915,300,000.00) Equity, (File 333-136281 - Aug. 3) (BR. 07B) S-8 BLACKROCK INC /NY, 40 EAST 52ND STREET, NEW YORK, NY, 10022, 2127545560 - 0 ($1,932,750.00) Equity, (File 333-136282 - Aug. 3) (BR. 07B) SB-2 SONA MOBILE HOLDINGS CORP, 825 THIRD AVENUE, 32ND FLOOR, NEW YORK, NY, 10022, 2124868887 - 0 ($20,535,098.00) Equity, (File 333-136283 - Aug. 3) (BR. 03A) S-3 TUCOWS INC /PA/, 96 MOWAT AVENUE, TORONTO, A6, M6K 3M1, 4165350123 - 0 ($3,308,631.00) Equity, (File 333-136284 - Aug. 3) (BR. 03B) 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 ---------------------------------------------------------------------------------------------------- 24/7 REAL MEDIA INC DE 2.02,9.01 08/02/06 99 CENTS ONLY STORES CA 2.02,5.02,9.01 07/28/06 ABERCROMBIE & FITCH CO /DE/ DE 7.01,9.01 08/03/06 Abraxis BioScience, Inc. DE 7.01,9.01 08/03/06 ACCELLENT INC 2.02,9.01 08/03/06 ACCESS INTEGRATED TECHNOLOGIES INC DE 2.01,9.01 07/31/06 ACCO BRANDS CORP DE 2.02,9.01 08/03/06 ACME UNITED CORP CT 1.01 08/03/06 ACUITY BRANDS INC DE 8.01,9.01 08/02/06 ADEZA BIOMEDICAL CORP DE 2.02,3.01,5.02,9.01 08/03/06 Advanced BioPhotonics Inc. DE 8.01,9.01 08/02/06 ADVANCED MEDIA TRAINING INC DE 1.01 08/01/06 ADVANSTAR COMMUNICATIONS INC NY 2.02,9.01 08/03/06 ADVANT E CORP DE 2.02,9.01 08/03/06 AEP INDUSTRIES INC DE 1.01,8.01,9.01 07/31/06 AEROPOSTALE INC 7.01,9.01 08/03/06 AETHER HOLDINGS INC DE 2.02,9.01 08/03/06 AGA RESOURCES, INC. NV 5.02 08/03/06 AGILE SOFTWARE CORP DE 2.02,3.01,9.01 08/01/06 AGILYSYS INC OH 2.02,7.01,9.01 08/03/06 AGILYSYS INC OH 7.01,9.01 08/02/06 AGILYSYS INC OH 1.01,9.01 07/28/06 AHERN RENTALS INC 8.01,9.01 08/02/06 AIR T INC DE 1.01 06/16/06 ALBANY INTERNATIONAL CORP /DE/ DE 2.05,9.01 08/03/06 ALEXANDRIA REAL ESTATE EQUITIES INC MD 2.01,9.01 07/28/06 ALIGN TECHNOLOGY INC DE 8.01 07/28/06 ALLIANCE BANKSHARES CORP 2.02,9.01 08/01/06 ALLIANCE DATA SYSTEMS CORP DE 7.01,9.01 08/03/06 ALLIANT ENERGY CORP WI 2.02,8.01,9.01 08/03/06 ALLIANT TECHSYSTEMS INC DE 2.02,9.01 08/03/06 ALLIANT TECHSYSTEMS INC DE 1.01,5.03,9.01 08/01/06 ALLOS THERAPEUTICS INC DE 8.01,9.01 08/02/06 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 7.01,9.01 08/03/06 ALPHA INNOTECH CORP DE 2.02,9.01 08/02/06 Alpha Natural Resources, Inc. DE 1.01,9.01 07/28/06 ALPHA PRO TECH LTD DE 7.01,9.01 08/03/06 ALPHARMA INC DE 8.01 08/02/06 Alternative Loan Trust 2006-OC6 6.05,8.01,9.01 07/28/06 AMEREN CORP MO 2.02,8.01,9.01 08/03/06 AMERICAN AIRLINES INC DE 8.01 08/03/06 AMERICAN CAPITAL STRATEGIES LTD 1.01,9.01 07/27/06 AMERICAN EXPRESS CO NY 7.01 08/02/06 American Home Mortgage Investment Tru DE 8.01,9.01 07/25/06 AMERICAN HOME MORTGAGE INVESTMENT TRU DE 8.01,9.01 07/25/06 AMERICAN HOMEPATIENT INC DE 2.02,9.01 08/02/06 American Reprographics CO DE 2.02,8.01,9.01 08/03/06 AMERIGROUP CORP 1.01 06/23/06 AMERIPRISE CERTIFICATE CO DE 5.02 08/03/06 AMPAL-AMERICAN ISRAEL CORP NY 1.01,2.01,8.01,9.01 08/03/06 AMR CORP DE 8.01 08/03/06 ANAREN INC NY 2.02,9.01 08/03/06 ANNALY MORTGAGE MANAGEMENT INC MD 2.02,5.03,9.01 08/02/06 ANNTAYLOR STORES CORP DE 7.01,9.01 08/03/06 ANSYS INC DE 2.02,9.01 08/03/06 APARTMENT INVESTMENT & MANAGEMENT CO MD 2.02,9.01 08/03/06 Apple REIT Seven, Inc. VA 1.01,1.02 08/01/06 APPLICA INC FL 2.02,9.01 08/03/06 APPLIED MICRO CIRCUITS CORP DE 2.02,9.01 08/03/06 APPLIED MICRO CIRCUITS CORP DE 1.01,7.01,9.01 08/02/06 AQUA DYNE INC 8.01 08/02/06 AQUA DYNE INC 8.01 08/02/06 AQUA DYNE INC 8.01 08/02/06 AQUILA INC DE 2.02,9.01 08/03/06 ARBINET THEXCHANGE INC DE 2.02,9.01 08/03/06 ARCHSTONE SMITH TRUST MD 8.01,9.01 07/28/06 ARGONAUT GROUP INC DE 2.02,9.01 08/02/06 ARIZONA PUBLIC SERVICE CO AZ 9.01 07/31/06 ASBURY AUTOMOTIVE GROUP INC DE 7.01,9.01 07/31/06 ASHFORD HOSPITALITY TRUST INC MD 7.01,9.01 08/03/06 ASSURANT INC 2.02 08/03/06 AWARE INC /MA/ MA 2.02,9.01 08/03/06 B&G Foods, Inc. DE 2.02,7.01,9.01 08/03/06 BACK YARD BURGERS INC DE 2.02,5.03,9.01 07/27/06 Bancorp, Inc. 2.02,9.01 07/31/06 BANK HOLDINGS NV 2.02 07/31/06 BANK HOLDINGS NV 3.02 08/01/06 BANK JOS A CLOTHIERS INC /DE/ DE 8.01,9.01 08/02/06 BANKUNITED FINANCIAL CORP FL 1.01 07/28/06 BE AEROSPACE INC DE 1.01 07/31/06 BEASLEY BROADCAST GROUP INC DE 2.02,9.01 08/03/06 BEBE STORES INC CA 2.02,9.01 07/29/06 BECKMAN COULTER INC DE 1.01 08/02/06 BELLSOUTH CORP GA 8.01,9.01 08/02/06 BENIHANA INC DE 7.01,9.01 08/02/06 BENTLEY PHARMACEUTICALS INC DE 2.02,9.01 08/03/06 BIO RAD LABORATORIES INC DE 2.02,9.01 06/30/06 BIOJECT MEDICAL TECHNOLOGIES INC OR 2.02,9.01 08/02/06 BioMed Realty Trust Inc MD 2.02,9.01 08/02/06 BLACKROCK INC /NY DE 8.01 08/02/06 BLUE COAT SYSTEMS INC DE 3.01,9.01 08/01/06 BLUE RIDGE REAL ESTATE CO PA 1.01,9.01 07/28/06 Bois d Arc Energy, Inc. NV 2.02,9.01 06/30/06 BOISE CASCADE HOLDINGS, L.L.C. DE 2.02,9.01 08/03/06 BOOKHAM, INC. DE 2.02,9.01 08/03/06 BOYD GAMING CORP NV 1.01,2.03,8.01,9.01 08/01/06 BRAZAURO RESOURCES CORP 8.01,9.01 07/19/06 BRISTOL WEST HOLDINGS INC 2.02,9.01 08/02/06 Brookdale Senior Living Inc. DE 5.02 08/03/06 BROOKS AUTOMATION INC DE 2.02,9.01 08/02/06 BSQUARE CORP /WA WA 2.02,9.01 08/03/06 BUTLER NATIONAL CORP DE 2.02,8.01,9.01 08/02/06 CABELAS INC DE 2.02,7.01,9.01 08/03/06 CABOT CORP DE 2.02,9.01 08/02/06 CADMUS COMMUNICATIONS CORP/NEW VA 1.01,2.02,9.01 07/26/06 CAGLES INC GA 2.02,9.01 07/01/06 CALIFORNIA WATER SERVICE GROUP DE 2.02,9.01 08/02/06 CAMBRIDGE HEART INC DE 2.02 08/03/06 CAMPBELL FUND TRUST MD 3.02 08/03/06 CAPITAL GROWTH SYSTEMS INC /FL/ FL 1.01,2.03,3.02 07/28/06 CAPITAL LEASE FUNDING INC 2.02,9.01 08/03/06 CAPITALSOURCE INC DE 1.01,2.03,9.01 07/28/06 CAPTARIS INC WA 2.02,9.01 08/03/06 CARACO PHARMACEUTICAL LABORATORIES LT MI 1.01,3.02 07/11/06 CARAUSTAR INDUSTRIES INC NC 2.02,9.01 07/28/06 CARDINAL HEALTH INC OH 2.02,7.01,9.01 08/03/06 Caribou Coffee Company, Inc. MN 2.02,9.01 08/03/06 CARRINGTON LABORATORIES INC /TX/ TX 2.02,3.01,9.01 08/03/06 CARROLLTON BANCORP MD 7.01,9.01 08/03/06 CASH SYSTEMS INC DE 1.01 08/02/06 CASUAL MALE RETAIL GROUP INC DE 2.02,9.01 08/03/06 CBEYOND INC 2.02,9.01 08/03/06 CBL & ASSOCIATES PROPERTIES INC DE 2.02,9.01 06/30/06 CBS CORP DE 2.02,9.01 08/03/06 CBS CORP DE 8.01,9.01 08/03/06 CELL GENESYS INC DE 2.02,9.01 08/03/06 CELL THERAPEUTICS INC WA 1.01,9.01 07/31/06 CENTERPOINT ENERGY INC 2.02,9.01 08/03/06 Centex Home Equity Loan Trust 2006-A DE 8.01,9.01 08/02/06 AMEND CENTILLIUM COMMUNICATIONS INC DE 1.01,9.01 07/31/06 CENTRAL EUROPEAN MEDIA ENTERPRISES LT 2.02,9.01 08/03/06 CENTRAL JERSEY BANCORP NJ 2.02,8.01 07/31/06 CENVEO, INC CO 1.01,3.03,9.01 08/03/06 CEPHALON INC DE 2.02,9.01 08/03/06 CERAGENIX PHARMACEUTICALS, INC. DE 7.01,9.01 08/03/06 CERUS CORP DE 2.02,9.01 08/03/06 CHEESECAKE FACTORY INCORPORATED DE 8.01,9.01 08/03/06 CHESAPEAKE ENERGY CORP OK 8.01,9.01 07/31/06 CHILDRENS PLACE RETAIL STORES INC 2.02,9.01 08/03/06 CHINA AOXING PHARMACEUTICAL COMPANY, FL 2.01,9.01 07/31/06 CHINA BIOPHARMACEUTICALS HOLDINGS INC DE 8.01,9.01 08/03/06 China Natural Gas, Inc. DE 7.01,9.01 08/03/06 CHIQUITA BRANDS INTERNATIONAL INC NJ 2.02,9.01 08/03/06 CHOLESTECH CORPORATION CA 1.01 06/08/06 CIT GROUP INC DE 8.01 07/31/06 CIT GROUP INC DE 8.01,9.01 08/01/06 CITIGROUP DIVERSIFIED FUTURES FUND LP 3.02 08/01/06 CITIGROUP FAIRFIELD FUTURES FUND LP I 3.02 08/01/06 CLAIRES STORES INC DE 2.02,9.01 08/03/06 CLAYTON WILLIAMS ENERGY INC /DE DE 2.02,9.01 08/03/06 CLECO CORP LA 2.02,9.01 06/30/06 CLIFTON SAVINGS BANCORP INC 2.02,9.01 08/02/06 CMS ENERGY CORP MI 2.02 08/03/06 CNA FINANCIAL CORP DE 1.01,3.02,9.01 08/01/06 CNL Hotels & Resorts, Inc. MD 5.05 08/03/06 COACHMEN INDUSTRIES INC IN 1.01,2.03,9.01 08/02/06 COCA COLA ENTERPRISES INC DE 1.01,9.01 08/03/06 COEUR D ALENE MINES CORP ID 2.02,9.01 08/01/06 COGNIGEN NETWORKS INC CO 5.02,8.01,9.01 07/18/06 COINMACH SERVICE CORP DE 2.02,7.01,9.01 08/02/06 COLOR KINETICS INC DE 2.02,9.01 08/03/06 COMMUNITY BANCSHARES INC /DE/ DE 8.01 07/28/06 COMMUNITY CENTRAL BANK CORP MI 2.02,9.01 08/02/06 COMSTOCK RESOURCES INC NV 2.02,9.01 06/30/06 COMSYS IT PARTNERS INC DE 2.02,9.01 08/03/06 COMTEX NEWS NETWORK INC DE 1.01,9.01 07/28/06 CONSECO INC DE 2.02 06/30/06 CONSOLIDATED EDISON CO OF NEW YORK IN NY 2.02,9.01 08/02/06 CONSTELLATION BRANDS, INC. DE 2.05,2.06,7.01,9.01 08/02/06 COOPER TIRE & RUBBER CO DE 2.02,9.01 08/03/06 COOPER TIRE & RUBBER CO DE 1.01,5.02,9.01 08/02/06 COPART INC CA 1.01,9.01 12/06/05 CORDIA CORP NV 8.01 08/03/06 CORPORATE OFFICE PROPERTIES TRUST MD 2.02,9.01 08/02/06 CORRECTIONS CORP OF AMERICA MD 2.02,8.01,9.01 08/03/06 COST PLUS INC/CA/ CA 2.02,9.01 08/03/06 COUNTERPATH SOLUTIONS, INC. NV 1.01,3.02 08/01/06 CRITICAL THERAPEUTICS INC DE 2.02,9.01 08/03/06 Crocs, Inc. DE 2.02,9.01 08/03/06 CRYOCOR INC DE 2.02,9.01 08/03/06 CRYOLIFE INC FL 2.02,9.01 08/03/06 CV THERAPEUTICS INC DE 2.02,8.01,9.01 08/01/06 CVS CORP DE 2.02,9.01 08/03/06 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 06/28/06 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 06/28/06 CWHEQ Revolving Home Equity Loan Asse 8.01,9.01 03/30/06 CWHEQ Revolving Home Equity Loan Asse 8.01,9.01 03/30/06 CYBEX INTERNATIONAL INC NY 2.02,9.01 08/03/06 CYTRX CORP DE 2.02,9.01 08/03/06 DEB SHOPS INC PA 2.02,9.01 08/03/06 DELTA FINANCIAL CORP DE 2.02,9.01 06/30/06 Deutsche Alt-B Securities Mortgage Lo 2.01,9.01 01/31/06 DHB INDUSTRIES INC DE 1.01,1.02,3.02,5.02,8.01,9.01 07/31/06 DIAMONDCLUSTER INTERNATIONAL INC DE 2.02,9.01 08/03/06 DIGIMARC CORP DE 2.02,9.01 08/03/06 DIGIRAD CORP DE 2.02,9.01 08/03/06 DIGITAL ANGEL CORP DE 2.02,9.01 08/03/06 Digital Learning Management CO DE 8.01 07/10/06 Digital Realty Trust, Inc. MD 2.02,7.01,9.01 08/02/06 DIGITAL RECORDERS INC NC 7.01,9.01 08/03/06 DILLARDS INC DE 7.01,9.01 08/03/06 DIONEX CORP /DE CA 2.02,9.01 08/03/06 DISTRIBUTED ENERGY SYSTEMS CORP DE 2.02,5.02,9.01 08/02/06 DIVERSA CORP DE 2.02,9.01 08/02/06 DJO INC DE 2.02,9.01 08/03/06 DOLLAR GENERAL CORP TN 7.01,9.01 08/03/06 DOMINION RESOURCES INC /VA/ VA 2.02,9.01 08/03/06 DORCHESTER MINERALS LP DE 2.02,7.01,8.01,9.01 06/30/06 Dorman Products, Inc. PA 2.02,2.06,5.05,9.01 08/01/06 DOV PHARMACEUTICAL INC DE 3.01 07/28/06 DREW INDUSTRIES INC DE 2.02,7.01,9.01 08/02/06 DRS TECHNOLOGIES INC DE 2.02,9.01 08/03/06 Duke Energy CORP DE 2.02,9.01 08/03/06 DUN & BRADSTREET CORP/NW DE 2.02,9.01 08/02/06 DYNAMIC MATERIALS CORP DE 2.02,9.01 08/03/06 DYNAMICS RESEARCH CORP MA 2.02,9.01 08/02/06 DynCorp International Inc DE 2.02,9.01 08/02/06 Eagle Bulk Shipping Inc. 8.01 07/18/06 AMEND Eagle Bulk Shipping Inc. 1.01 07/31/06 AMEND EASTON-BELL SPORTS, INC. DE 5.02 07/31/06 ECLIPSYS CORP DE 2.02,9.01 08/03/06 EDEN BIOSCIENCE CORP WA 2.02,9.01 08/03/06 EDGE PETROLEUM CORP DE 2.02,9.01 08/02/06 EDIETS COM INC DE 3.02,5.02,9.01 08/01/06 EFJ INC DE 2.02,9.01 08/03/06 EL PASO CORP/DE DE 8.01,9.01 08/02/06 EL PASO ELECTRIC CO /TX/ TX 2.02,9.01 08/03/06 ELCOM INTERNATIONAL INC DE 1.01,5.02,9.01 07/28/06 ELEMENT 21 GOLF CO DE 1.01,3.02,3.03,5.03,9.01 07/31/06 EMC INSURANCE GROUP INC IA 7.01 08/03/06 EMCORE CORP NJ 2.02,7.01,9.01 08/02/06 EMDEON CORP DE 2.02,7.01,9.01 08/03/06 Emergency Medical Services CORP DE 2.02,9.01 08/03/06 EMS TECHNOLOGIES INC GA 1.01 07/28/06 ENCORE ACQUISITION CO DE 2.02,9.01 08/02/06 ENCORE CAPITAL GROUP INC DE 2.02,9.01 08/03/06 ENDEAVOUR INTERNATIONAL CORP NV 2.02,9.01 08/02/06 ENDURANCE SPECIALTY HOLDINGS LTD 5.02 08/03/06 ENERGAS RESOURCES INC DE 1.01,3.02,9.01 07/27/06 AMEND ENERGY EAST CORP NY 2.02,7.01,9.01 08/03/06 EnerSys DE 2.02,9.01 08/03/06 ENTRAVISION COMMUNICATIONS CORP DE 2.02,9.01 08/03/06 EPLUS INC DE 1.01,9.01 07/28/06 EQUITY INNS INC TN 2.02,7.01,9.01 08/03/06 ESPEED INC DE 2.02,9.01 08/02/06 ESSEX PROPERTY TRUST INC MD 2.02,9.01 08/02/06 Eternal Energy Corp. 8.01,9.01 08/03/06 Ethanol Grain Processors, LLC TN 8.01 08/03/06 EXCEL TECHNOLOGY INC DE 2.02,9.01 06/30/06 EXCELSIOR VENTURE PARTNERS III LLC DE 7.01 08/03/06 EXPRESS SCRIPTS INC DE 7.01,9.01 08/02/06 EYE CARE CENTERS OF AMERICA INC TX 8.01,9.01 08/02/06 EYI INDUSTRIES INC. 8.01 07/27/06 FAIRPOINT COMMUNICATIONS INC DE 2.02,7.01,9.01 08/01/06 FAMILY DOLLAR STORES INC DE 7.01,9.01 08/03/06 FANTATECH INC DE 5.02 08/02/06 FARO TECHNOLOGIES INC FL 2.02,7.01,9.01 08/03/06 FASTENTECH INC DE 2.02,9.01 08/03/06 FBL FINANCIAL GROUP INC IA 2.02 08/03/06 FEDERAL AGRICULTURAL MORTGAGE CORP 8.01 08/03/06 Federal Home Loan Bank of Atlanta X1 2.03 07/31/06 Federal Home Loan Bank of Chicago X1 2.03 07/31/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 07/31/06 Federal Home Loan Bank of Dallas 2.03 07/31/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 07/31/06 Federal Home Loan Bank of New York X1 2.03,9.01 07/31/06 Federal Home Loan Bank of San Francis X1 2.03 07/31/06 Federal Home Loan Bank of Seattle 2.03 08/03/06 FEDERATED DEPARTMENT STORES INC /DE/ DE 2.02,9.01 08/03/06 FERMAVIR PHARMACEUTICALS, INC. FL 2.03,3.02,9.01 07/28/06 FINLAY ENTERPRISES INC /DE DE 2.02,9.01 08/03/06 FINLAY FINE JEWELRY CORP DE 2.02,9.01 08/03/06 FIRST ALBANY COMPANIES INC NY 2.02,9.01 06/30/06 FIRST COMMONWEALTH FINANCIAL CORP /PA PA 7.01,9.01 08/03/06 FIRST COMMUNITY CORP /SC/ SC 1.01,9.01 08/02/06 FIRST CONSULTING GROUP INC DE 1.01,2.02,9.01 08/03/06 FIRST FEDERAL BANKSHARES INC DE 2.02,9.01 08/01/06 First Federal of Northern Michigan Ba 2.02,9.01 08/01/06 FIRST FINANCIAL HOLDINGS INC /DE/ DE 7.01,9.01 08/03/06 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 07/28/06 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 07/28/06 FIRST MID ILLINOIS BANCSHARES INC DE 1.01,9.01 08/01/06 FIRST UNITED CORP/MD/ MD 2.02,9.01 08/02/06 FLORIDA EAST COAST INDUSTRIES INC FL 2.02,9.01 08/03/06 Florida East Coast Industries, Inc. 7.01,9.01 08/03/06 Florida East Coast Industries, Inc. 7.01,9.01 08/03/06 FMC TECHNOLOGIES INC DE 1.01 07/28/06 FOOT LOCKER INC NY 2.02,9.01 08/03/06 FORWARD AIR CORP TN 8.01,9.01 08/02/06 FROZEN FOOD EXPRESS INDUSTRIES INC TX 2.02,9.01 06/30/06 FTI CONSULTING INC MD 2.02,7.01,9.01 07/31/06 FTI CONSULTING INC MD 7.01,9.01 08/01/06 FUSION TELECOMMUNICATIONS INTERNATION 8.01,9.01 08/02/06 GAIAM INC CO 2.02,9.01 08/03/06 GALAXY NUTRITIONAL FOODS INC DE 1.02,9.01 07/31/06 GAP INC DE 2.02,7.01,9.01 08/03/06 GATEWAY INC DE 2.02,9.01 08/03/06 GAYLORD ENTERTAINMENT CO /DE DE 2.02,5.02,9.01 07/31/06 GE Dealer Floorplan Master Note Trust DE 8.01,9.01 08/02/06 GENELABS TECHNOLOGIES INC /CA CA 1.01,2.02,9.01 07/28/06 GENESIS ENERGY LP DE 2.02,9.01 08/03/06 GENESIS HEALTHCARE CORP PA 2.02,9.01 08/02/06 GENTIVA HEALTH SERVICES INC DE 2.02,9.01 08/02/06 GEOKINETICS INC DE 1.01,2.03,9.01 07/28/06 GFI Group Inc. DE 2.02,9.01 08/03/06 Global Cash Access Holdings, Inc. DE 2.02,9.01 08/03/06 GLOBAL GOLD CORP DE 1.01,2.01 08/02/06 GLOBAL INDUSTRIES LTD LA 2.02,9.01 06/30/06 GLOBAL PARTNERS LP 1.01,2.03,9.01 08/02/06 GLOBALSANTAFE CORP 7.01,9.01 08/02/06 GLOBALSANTAFE CORP 2.02,9.01 08/02/06 GNC CORP DE 2.02,9.01 08/03/06 GOLDEN TELECOM INC DE 2.02,9.01 08/03/06 GOLDEN TELECOM INC DE 8.01,9.01 08/03/06 Goodman Global Inc 7.01,9.01 08/03/06 GRAFTECH INTERNATIONAL LTD DE 2.02,9.01 08/03/06 GREAT PLAINS ENERGY INC MO 2.02,7.01,9.01 08/02/06 GREEN MOUNTAIN COFFEE ROASTERS INC DE 2.02,9.01 07/01/06 GREEN MOUNTAIN POWER CORP VT 2.01,9.01 08/02/06 GRIFFON CORP DE 2.02,9.01 08/03/06 GTC BIOTHERAPEUTICS INC MA 1.01,2.02,9.01 08/01/06 GYMBOREE CORP DE 2.02,9.01 07/29/06 HAMPTONS LUXURY HOMES INC DE 1.01,2.01,5.01,9.01 08/03/06 AMEND Harbin Electric, Inc 1.01,9.01 08/02/06 Harborview 2006-5 DE 8.01 06/29/06 Harborview 2006-6 DE 8.01,9.01 06/30/06 HARVARD BIOSCIENCE INC DE 2.02,9.01 08/03/06 HCC INSURANCE HOLDINGS INC/DE/ DE 2.02 08/03/06 HEALTH MANAGEMENT ASSOCIATES INC DE 8.01 08/03/06 HEALTHEXTRAS INC DE 2.02,9.01 08/02/06 HEARTLAND PAYMENT SYSTEMS INC DE 2.02,8.01,9.01 08/01/06 HEMAGEN DIAGNOSTICS INC DE 1.01,2.01,9.01 07/28/06 HERCULES TECHNOLOGY GROWTH CAPITAL IN MD 1.01,2.03,9.01 07/28/06 HILTON HOTELS CORP DE 2.02,9.01 08/02/06 HINES REAL ESTATE INVESTMENT TRUST IN 1.01,1.02,2.03,5.03,9.01 07/28/06 HIRSCH INTERNATIONAL CORP NY 1.01,9.01 07/31/06 HMS HOLDINGS CORP 2.02,9.01 08/03/06 HOLLY CORP DE 2.02,9.01 08/02/06 HOME PROPERTIES INC MD 7.01,9.01 08/02/06 HORACE MANN EDUCATORS CORP /DE/ DE 2.02,9.01 08/02/06 HORIZON OFFSHORE INC DE 1.01,2.02,9.01 08/02/06 HORNBECK OFFSHORE SERVICES INC /LA DE 2.02,8.01,9.01 08/01/06 HOUSTON EXPLORATION CO DE 2.02,9.01 08/03/06 HUDSON HIGHLAND GROUP INC DE 2.02,4.02,9.01 08/02/06 Huron Consulting Group Inc. DE 2.01,9.01 07/31/06 I2 TECHNOLOGIES INC DE 2.02,7.01,9.01 08/03/06 IASIS Healthcare LLC DE 2.02,9.01 08/03/06 IC ISAACS & CO INC DE 2.02,9.01 08/02/06 ICOS CORP WA 2.02 08/03/06 IDENIX PHARMACEUTICALS INC 2.02,9.01 08/03/06 IMCLONE SYSTEMS INC DE 8.01,9.01 08/02/06 IMMERSION CORP DE 2.02,9.01 08/03/06 IMPCO TECHNOLOGIES INC DE 1.01,8.01,9.01 07/31/06 INCENTRA SOLUTIONS, INC. NV 1.01,2.01,5.02,7.01,8.01,9.01 07/27/06 INDEVUS PHARMACEUTICALS INC DE 2.02,9.01 08/03/06 INFORMATION ARCHITECTS CORP NC 2.01,9.01 07/25/06 INFORTE CORP DE 1.01 07/27/06 INHIBITEX, INC. 2.02,9.01 08/03/06 INSIGHT COMMUNICATIONS CO INC DE 2.02,9.01 08/03/06 INSIGHTFUL CORP DE 2.02,9.01 08/03/06 INTER TEL INC AZ 1.01 07/28/06 INTERCHANGE CORP DE 2.02,9.01 08/03/06 Intermec, Inc. DE 2.02,9.01 08/03/06 INTERNAP NETWORK SERVICES CORP DE 2.02,9.01 08/03/06 INTERNATIONAL PAPER CO /NEW/ NY 2.01,8.01,9.01 08/01/06 INTERNATIONAL RECTIFIER CORP /DE/ DE 2.02,9.01 08/03/06 INTERNET CAPITAL GROUP INC DE 2.02,9.01 08/03/06 Intersearch Group Inc FL 2.02,9.01 03/30/06 INTERSECTIONS INC DE 5.02 08/01/06 INTERSTATE BAKERIES CORP/DE/ DE 7.01,9.01 08/02/06 INVESTMENT TECHNOLOGY GROUP INC DE 2.02,9.01 08/03/06 INVITROGEN CORP DE 2.02,9.01 08/03/06 IOWA TELECOMMUNICATIONS SERVICES INC IA 2.02,9.01 08/03/06 IRIDEX CORP DE 2.02,9.01 08/03/06 ISIS PHARMACEUTICALS INC DE 2.02,9.01 08/03/06 ISTA PHARMACEUTICALS INC DE 2.02,9.01 08/03/06 ISTA PHARMACEUTICALS INC DE 1.01,9.01 08/01/06 ITLA CAPITAL CORP CA 2.02,9.01 07/31/06 ITRONICS INC TX 1.01,2.03,3.02 07/31/06 IXYS CORP /DE/ DE 2.02,9.01 08/03/06 J P MORGAN CHASE & CO DE 4.02 08/03/06 JER Investors Trust Inc 2.02,9.01 08/02/06 JO-ANN STORES INC OH 2.02,9.01 08/03/06 JOHNSON OUTDOORS INC WI 2.02,9.01 08/03/06 JONES SODA CO WA 2.02,9.01 08/03/06 JOY GLOBAL INC DE 7.01 08/02/06 Jupiter Global Holdings Corp NV 5.03,9.01 08/03/06 Jupiter Global Holdings Corp NV 5.03,9.01 08/03/06 KAMAN CORP CT 2.02,9.01 08/03/06 KERR MCGEE CORP /DE DE 2.02,9.01 08/03/06 KEY TECHNOLOGY INC OR 2.02,9.01 08/03/06 KEYSPAN CORP NY 2.02,9.01 06/30/06 KEYSTONE AUTOMOTIVE INDUSTRIES INC CA 2.02,9.01 08/02/06 KFX INC DE 2.02,9.01 08/03/06 KIMBALL INTERNATIONAL INC IN 2.02,9.01 08/03/06 KLA TENCOR CORP DE 8.01,9.01 08/03/06 KNOLL INC DE 1.01,2.03,7.01,8.01,9.01 08/01/06 KOHLS CORPORATION WI 2.02,9.01 08/03/06 KOMAG INC /DE/ DE 1.01,5.02,8.01,9.01 08/01/06 KRISPY KREME DOUGHNUTS INC NC 1.01,9.01 07/31/06 LA JOLLA PHARMACEUTICAL CO DE 2.02 08/03/06 LADENBURG THALMANN FINANCIAL SERVICES FL 9.01 07/10/06 AMEND LAS VEGAS SANDS CORP NV 5.02,9.01 08/02/06 LASERCARD CORP DE 2.02,9.01 08/03/06 Lawson Software, Inc. MN 2.02,9.01 07/27/06 LEAP WIRELESS INTERNATIONAL INC DE 2.02,9.01 08/03/06 LEHMAN BROTHERS HOLDINGS INC DE 9.01 08/03/06 LENOX GROUP INC DE 2.02,8.01,9.01 07/28/06 Lev Pharmaceuticals Inc DE 1.01,3.02,8.01,9.01 08/02/06 LEVEL 3 COMMUNICATIONS INC DE 3.02,8.01,9.01 08/02/06 LEVITT CORP FL 2.02 08/02/06 LIFETIME BRANDS, INC DE 2.02,9.01 08/03/06 LINCOLN EDUCATIONAL SERVICES CORP NJ 2.02,9.01 08/03/06 LION INC/WA WA 2.02,9.01 08/03/06 LIQUIDITY SERVICES INC 2.02,9.01 08/03/06 LIVEPERSON INC DE 2.02,9.01 08/03/06 LOEWS CORP DE 8.01,9.01 08/03/06 LOEWS CORP DE 1.01,9.01 08/03/06 LONGS DRUG STORES CORP MD 7.01,9.01 08/03/06 LOOKSMART LTD DE 2.02,9.01 08/03/06 Luminent 2006-5 DE 8.01 06/29/06 MACERICH CO MD 2.02,9.01 08/03/06 MACK CALI REALTY CORP MD 2.02,7.01,9.01 08/02/06 MACROVISION CORP DE 1.01,9.01 07/28/06 MAGMA DESIGN AUTOMATION INC DE 2.02,9.01 08/03/06 MAGNA ENTERTAINMENT CORP DE 2.02,9.01 06/30/06 MANNKIND CORP 2.02,9.01 08/03/06 MANPOWER INC /WI/ WI 1.01 07/28/06 MANTECH INTERNATIONAL CORP DE 2.02,5.02,7.01,9.01 07/31/06 MARSH & MCLENNAN COMPANIES, INC. DE 2.02,9.01 08/03/06 MASSBANK CORP DE 2.02,9.01 07/21/06 MATRIX SERVICE CO DE 2.02,9.01 08/03/06 MAVERICK TUBE CORP DE 8.01,9.01 07/28/06 Maysia Resources CORP 5.02 08/02/06 AMEND MCCLATCHY CO DE 1.01,2.01,9.01 07/28/06 MCGRATH RENTCORP CA 2.02,9.01 08/03/06 MEADOWBROOK INSURANCE GROUP INC MI 2.02,7.01,9.01 08/01/02 MEDCATH CORP DE 2.02,9.01 08/03/06 MEDICAL ACTION INDUSTRIES INC DE 7.01,9.01 08/02/06 MEDICAL DISCOVERIES INC UT 1.01,8.01,9.01 07/29/06 MEDICAL PROPERTIES TRUST INC 1.01,7.01,9.01 07/28/06 MERCHANTS BANCSHARES INC DE 2.02,9.01 05/01/06 METAL MANAGEMENT INC DE 2.02,9.01 08/03/06 METASOLV INC DE 2.02,9.01 08/03/06 METASUN ENTERPRISES INC NV 5.02 07/26/06 MFB CORP IN 2.02 06/30/06 MFB CORP IN 2.02 06/30/06 MGM MIRAGE DE 2.02,9.01 08/03/06 MICHAELS STORES INC DE 2.02,8.01,9.01 07/05/06 MICRO IMAGING TECHNOLOGY, INC. CA 1.01 08/03/06 MICROVISION INC WA 2.02,9.01 08/03/06 MID AMERICA APARTMENT COMMUNITIES INC TN 2.02,9.01 08/03/06 MIDAS INC DE 2.02 08/03/06 MIDWAY GAMES INC DE 2.02,9.01 08/03/06 MILACRON INC DE 2.02,8.01,9.01 08/03/06 MKS INSTRUMENTS INC MA 1.01,9.01 07/31/06 MOHEGAN TRIBAL GAMING AUTHORITY 1.01,9.01 07/28/06 MOLEX INC DE 8.01 08/03/06 Morgan Stanley Capital I Inc. Trust 2 DE 8.01,9.01 04/28/06 AMEND Morgan Stanley Capital I Trust 2006-T 8.01,9.01 08/03/06 Morningstar, Inc. IL 2.02,9.01 08/03/06 MortgageIT Holdings, Inc. MD 1.01,9.01 07/31/06 MOVE INC DE 2.02 08/03/06 MS STRUCTURED SATURNS SERIES 2001-1 DE 8.01,9.01 06/01/06 AMEND MS STRUCTURED SATURNS SERIES 2001-6 DE 8.01,9.01 06/30/06 AMEND MS STRUCTURED SATURNS SERIES 2001-7 DE 8.01,9.01 07/17/06 AMEND MS STRUCTURED SATURNS SERIES 2002-1 DE 8.01,9.01 07/03/06 AMEND MS STRUCTURED SATURNS SERIES 2002-10 DE 8.01,9.01 07/17/06 AMEND MS STRUCTURED SATURNS SERIES 2002-5 DE 8.01,9.01 07/17/06 AMEND MS STRUCTURED SATURNS SERIES 2003-12 DE 8.01,9.01 07/18/06 AMEND MS STRUCTURED SATURNS SERIES 2003-13 DE 8.01,9.01 07/17/06 AMEND MS STRUCTURED SATURNS SERIES 2003-15 DE 8.01,9.01 06/01/06 AMEND MS STRUCTURED SATURNS SERIES 2003-16 DE 8.01,9.01 07/17/06 AMEND MS STRUCTURED SATURNS SERIES 2003-3 DE 8.01,9.01 07/03/06 AMEND MS STRUCTURED SATURNS SERIES 2003-7 DE 8.01,9.01 07/17/06 AMEND MS STRUCTURED SATURNS SERIES 2003-8 DE 8.01,9.01 06/01/06 AMEND MS STRUCTURED SATURNS SERIES 2004-1 DE 8.01,9.01 06/01/06 AMEND MS Structured SATURNS Series 2006-2 DE 9.01 08/02/06 MSC SOFTWARE CORP DE 5.03,9.01 07/28/06 MSW ENERGY HOLDINGS LLC DE 8.01 08/03/06 MTR GAMING GROUP INC DE 2.02,9.01 08/03/06 Mueller Water Products, Inc. DE 1.01,5.02,9.01 07/31/06 MULTI FINELINE ELECTRONIX INC 1.01,2.03,9.01 07/31/06 MYOGEN INC DE 7.01,9.01 08/02/06 NASDAQ STOCK MARKET INC DE 1.01,5.03,9.01 07/28/06 NATCO GROUP INC DE 2.02,7.01,9.01 08/02/06 NATIONAL HEALTH INVESTORS INC MD 2.02 06/30/06 NATIONAL TECHNICAL SYSTEMS INC /CA/ CA 7.01,9.01 08/03/06 NATURAL HEALTH TRENDS CORP DE 1.01,5.02,9.01 07/31/06 NATURAL RESOURCE PARTNERS LP DE 2.02,7.01,9.01 08/03/06 NAUTILUS, INC. WA 1.01 07/30/06 NAVISTAR INTERNATIONAL CORP DE 1.01,2.03,8.01,9.01 08/02/06 NEIMAN MARCUS GROUP INC DE 2.02,7.01 08/02/06 Neiman Marcus, Inc. DE 2.02,7.01 08/03/06 NEKTAR THERAPEUTICS DE 2.02 08/03/06 NEOPROBE CORP DE 2.02,9.01 08/02/06 NETMANAGE INC DE 5.02 08/03/06 NETSMART TECHNOLOGIES INC DE 1.01,9.01 08/01/06 NEUROGEN CORP DE 9.01 06/30/06 NEUSTAR INC 2.02,9.01 08/03/06 NEW CENTURY BANCORP INC NC 2.02,8.01,9.01 07/31/06 NEW CENTURY FINANCIAL CORP MD 2.02,9.01 08/03/06 NEW JERSEY RESOURCES CORP NJ 2.02,9.01 08/02/06 NEW PLAN EXCEL REALTY TRUST INC MD 2.02,9.01 08/03/06 New York & Company, Inc. 2.02,7.01,9.01 08/03/06 NEW YORK COMMUNITY BANCORP INC DE 7.01,9.01 08/03/06 NEWCASTLE INVESTMENT CORP MD 2.02,9.01 08/03/06 NITROMED INC DE 2.02,9.01 08/03/06 NMT MEDICAL INC DE 2.02,9.01 08/03/06 NN INC DE 2.02,9.01 06/30/06 NOBLE ENERGY INC DE 2.02,9.01 08/03/06 NORDSTROM INC WA 7.01 08/03/06 NORTEL NETWORKS CORP 2.02,9.01 08/03/06 NORTEL NETWORKS LTD 2.02,9.01 08/03/06 NORTHERN BORDER PIPELINE CO TX 2.02,7.01 08/02/06 NORTHERN ETHANOL, INC. DE 4.01,9.01 07/19/06 AMEND NORTHWEST NATURAL GAS CO OR 2.02 08/03/06 NORTHWESTERN CORP DE 7.01,9.01 06/30/06 NOVASTAR FINANCIAL INC MD 2.02,9.01 08/03/06 Novelis Inc. A6 5.02 05/25/06 AMEND Novelis Inc. A6 5.02 06/29/06 AMEND NPS PHARMACEUTICALS INC DE 2.02,9.01 08/03/06 NTELOS HOLDINGS CORP 2.02,9.01 08/02/06 NUVELO INC DE 2.02,9.01 08/03/06 NUVELO INC DE 1.01,9.01 08/01/06 O CHARLEYS INC TN 2.02,7.01,9.01 08/03/06 OccuLogix, Inc. DE 1.01 08/03/06 OccuLogix, Inc. DE 1.01,9.01 08/01/06 OCEANEERING INTERNATIONAL INC DE 2.02,9.01 08/02/06 ODYSSEY MARINE EXPLORATION INC NV 1.02 07/28/06 OFFICEMAX INC DE 2.02,9.01 08/03/06 OIL STATES INTERNATIONAL, INC DE 2.02,9.01 08/02/06 OLD DOMINION FREIGHT LINE INC/VA VA 1.01,9.01 07/31/06 OLYMPIC STEEL INC OH 2.02,9.01 08/03/06 OMEGA FINANCIAL CORP /PA/ PA 2.02,9.01 08/01/06 OMEGA HEALTHCARE INVESTORS INC MD 2.02,9.01 08/03/06 OMTOOL LTD DE 1.01,9.01 07/28/06 ONEOK INC /NEW/ OK 2.02,9.01 08/02/06 ONEOK Partners LP DE 2.02,9.01 08/02/06 OPENTV CORP 7.01 08/02/06 OPENWAVE SYSTEMS INC DE 2.02,9.01 08/03/06 OPLINK COMMUNICATIONS INC DE 2.02,9.01 08/03/06 OPPENHEIMER HOLDINGS INC A6 1.01 07/31/06 OPSWARE INC DE 2.01,9.01 08/01/06 OPTION CARE INC/DE DE 2.02,9.01 08/03/06 ORIENT EXPRESS HOTELS LTD 2.02,9.01 08/02/06 OTELCO INC. AL 2.02,9.01 08/03/06 PACIFIC ENERGY PARTNERS LP 2.02,7.01,9.01 08/02/06 PACIFIC ENTERPRISES INC CA 2.02,9.01 08/03/06 PACIFIC PREMIER BANCORP INC DE 7.01,9.01 08/03/06 PATH 1 NETWORK TECHNOLOGIES INC DE 4.01 07/31/06 PATTERSON UTI ENERGY INC DE 2.02,8.01,9.01 08/03/06 PAXAR CORP NY 2.02,9.01 07/27/06 PAYLESS SHOESOURCE INC /DE/ DE 7.01,9.01 08/03/06 PDL BIOPHARMA, INC. DE 2.02,7.01,9.01 08/03/06 PEAK INTERNATIONAL LTD D0 1.01,5.02,9.01 08/01/06 PEDIATRIX MEDICAL GROUP INC FL 2.02,8.01,9.01 08/03/06 PEETS COFFEE & TEA INC WA 2.02,9.01 08/03/06 PENN VIRGINIA CORP VA 2.02,7.01,9.01 08/02/06 PENN VIRGINIA RESOURCE PARTNERS L P DE 2.02,7.01,9.01 08/02/06 PENNICHUCK CORP NH 1.01,3.03 07/28/06 PEOPLES EDUCATIONAL HOLDINGS MN 7.01 08/02/06 PEP BOYS MANNY MOE & JACK PA 1.01,5.02,9.01 08/02/06 PFIZER INC DE 1.01,5.02,9.01 08/03/06 PGT, Inc. DE 2.02,9.01 08/02/06 Pharma-Bio Serv, Inc. 4.01,9.01 07/28/06 PHARMACOPEIA DRUG DISCOVERY INC DE 2.02,9.01 08/03/06 PHARSIGHT CORP CA 7.01,9.01 08/03/06 PHOTOMEDEX INC DE 2.02,9.01 08/03/06 PIER 1 IMPORTS INC/DE DE 8.01,9.01 08/03/06 PIER 1 IMPORTS INC/DE DE 1.01,9.01 07/28/06 PIONEER DRILLING CO TX 2.02,9.01 08/03/06 PIONEER NATURAL RESOURCES CO DE 2.02,9.01 08/03/06 PLACER SIERRA BANCSHARES CA 9.01 06/07/06 AMEND PLAINS EXPLORATION & PRODUCTION CO DE 2.02,7.01,9.01 08/03/06 PMA CAPITAL CORP PA 2.02,9.01 08/03/06 PMI GROUP INC DE 2.02,8.01,9.01 08/03/06 PNM RESOURCES INC NM 2.02,9.01 06/30/06 POINT THERAPEUTICS INC DE 8.01,9.01 08/02/06 POPE & TALBOT INC /DE/ DE 2.02 08/03/06 POZEN INC /NC 2.02,9.01 08/03/06 PPL CORP PA 2.02,7.01,9.01 08/03/06 PRIVATEBANCORP INC DE 1.01,7.01,9.01 08/02/06 PROCENTURY CORP 2.02,9.01 08/02/06 PSYCHEMEDICS CORP DE 2.02,9.01 08/01/06 PUBLIC STORAGE INC /CA CA 2.02,9.01 06/30/06 PUGET ENERGY INC /WA WA 2.02 08/03/06 PULTE HOMES INC/MI/ MI 1.01 07/28/06 PUREDEPTH, INC. CO 3.02,9.01 07/31/06 QUAKER CHEMICAL CORP PA 2.02,9.01 08/02/06 QUEST RESOURCE CORP NV 7.01 08/02/06 QUEST RESOURCE CORP NV 7.01,9.01 08/02/06 RADIATION THERAPY SERVICES INC FL 2.02,9.01 08/02/06 RADNOR HOLDINGS CORP DE 1.01 08/02/06 RAIT INVESTMENT TRUST MD 2.02,8.01,9.01 08/03/06 RAM Holdings Ltd. D0 2.02,9.01 08/02/06 RAMP Series 2006-RZ3 Trust DE 8.01,9.01 08/03/06 REALOGY CORP DE 1.01,8.01 07/31/06 REALTY INCOME CORP MD 2.02,9.01 08/02/06 Red Lion Hotels CORP WA 2.02,9.01 08/03/06 REDWOOD TRUST INC MD 2.02,7.01,9.01 08/03/06 REGAL ENTERTAINMENT GROUP DE 5.02 07/28/06 REGENERON PHARMACEUTICALS INC NY 2.02,9.01 08/03/06 REHABCARE GROUP INC DE 2.02,7.01,9.01 08/03/06 RENT WAY INC PA 2.02,9.01 08/03/06 Republic Property Trust MD 9.01 05/25/06 AMEND RESOURCE AMERICA INC DE 2.02,9.01 06/30/06 REVLON CONSUMER PRODUCTS CORP DE 7.01,9.01 08/03/06 REVLON INC /DE/ DE 2.02,9.01 08/03/06 RIGEL PHARMACEUTICALS INC DE 2.02,9.01 08/02/06 RIVIERA HOLDINGS CORP NV 7.01,9.01 08/03/06 ROADHOUSE GRILL INC FL 4.01,9.01 07/28/06 ROADHOUSE GRILL INC FL 1.01,2.03,5.01,5.02,9.01 07/26/06 ROAMING MESSENGER INC NV 4.01 08/02/06 Rock-Tenn CO GA 2.02,9.01 08/03/06 ROFIN SINAR TECHNOLOGIES INC DE 2.02,9.01 06/30/06 ROSS STORES INC DE 2.02,9.01 08/03/06 RUBIOS RESTAURANTS INC DE 2.02,9.01 08/02/06 S&P MANAGED FUTURES INDEX FUND LP DE 5.03,9.01 07/31/06 SABRE HOLDINGS CORP DE 2.02,7.01,9.01 08/03/06 SAKS INC TN 8.01,9.01 08/02/06 SALIX PHARMACEUTICALS LTD 8.01,9.01 08/02/06 SALOMON SMITH BARNEY ORION FUTURES FU 3.02 08/01/06 SAN DIEGO GAS & ELECTRIC CO CA 2.02,9.01 08/03/06 SAUER DANFOSS INC DE 1.01,2.03,9.01 07/28/06 SCOTTISH RE GROUP LTD E9 2.02,7.01 07/31/06 SCOTTISH RE GROUP LTD E9 5.02,9.01 07/28/06 SCPIE HOLDINGS INC DE 2.02,9.01 08/03/06 SECURED FINANCIAL NETWORK, INC. NV 5.02 07/28/06 SECURED INCOME L P DE 8.01 07/13/06 SEMPRA ENERGY CA 2.02,9.01 08/03/06 SENIOR HOUSING PROPERTIES TRUST MD 2.02,9.01 08/03/06 SENTO CORP UT 7.01,9.01 08/03/06 SEQUENOM INC DE 2.02,9.01 08/03/06 Services Acquisition Corp. Internatio DE 1.01,4.02 07/27/06 SHERWIN WILLIAMS CO OH 3.02 08/01/06 SHOE CARNIVAL INC IN 2.02,9.01 08/03/06 SILGAN HOLDINGS INC DE 8.01,9.01 08/02/06 Siouxland Ethanol, LLC NE 1.01 07/28/06 SIRICOMM INC DE 8.01,9.01 08/01/06 SIRONA DENTAL SYSTEMS, INC. DE 8.01,9.01 08/03/06 SIX FLAGS INC DE 1.01,9.01 07/28/06 SKYWEST INC UT 2.02,9.01 08/03/06 SM&A CA 2.02,9.01 08/02/06 SMARTIRE SYSTEMS INC 4.01,9.01 08/03/06 SMITH BARNEY POTOMAC FUTURES FUND LP 3.02 08/01/06 SMITH BARNEY WESTPORT FUTURES FUND LP 3.02 08/01/06 SoftBrands, Inc. DE 1.01,2.02,9.01 07/28/06 SoftNet Technology Corp. NV 1.01,2.01,2.02,5.02, 08/02/06 7.01,8.01,9.01 SOHU COM INC DE 2.02,9.01 07/27/06 Solexa, Inc. DE 1.01,5.02,9.01 07/28/06 SOUTHSIDE BANCSHARES INC TX 2.02,9.01 08/02/06 SOUTHWESTERN ENERGY CO AR 1.01,3.03,9.01 06/29/06 AMEND SOUTHWESTERN ENERGY CO AR 2.02,9.01 08/01/06 AMEND SOUTHWESTERN ENERGY CO AR 7.01 06/02/06 AMEND SPARK NETWORKS PLC X0 2.02,7.01,9.01 08/03/06 Specialty Underwriters Alliance, Inc. DE 2.02,9.01 08/02/06 Spectrum Brands, Inc. WI 2.02,8.01,9.01 08/03/06 SPIRIT FINANCE CORP 2.02,7.01,9.01 08/03/06 SPRINT NEXTEL CORP KS 2.02,8.01,9.01 08/03/06 SPSS INC DE 2.02,9.01 08/01/06 ST MARY LAND & EXPLORATION CO DE 2.02,9.01 08/02/06 STANDARD PARKING CORP DE 2.02,7.01 08/02/06 STELLENT INC MN 2.02,9.01 08/03/06 STERLING BANCSHARES INC TX 5.02,9.01 07/31/06 STONE ENERGY CORP DE 2.02,7.01,9.01 08/02/06 STRATEGIC HOTELS & RESORTS, INC 2.02,9.01 08/02/06 STRIDE RITE CORP MA 1.01 07/28/06 STRUCTURED PROD CORP CORTS TR II FOR DE 8.01,9.01 07/28/06 SUBURBAN PROPANE PARTNERS LP DE 2.02,9.01 08/03/06 SUMTOTAL SYSTEMS INC DE 7.01,9.01 08/03/06 SUNOCO INC PA 2.02,7.01,9.01 08/02/06 Sunstone Hotel Investors, Inc. MD 2.02,9.01 08/02/06 SWIFT ENERGY CO 2.02,9.01 06/30/06 SWMX, INC. DE 4.01,9.01 07/25/06 AMEND Symmetry Medical Inc. DE 2.02,9.01 08/02/06 Synova Healthcare Group Inc 1.01,2.03,3.02 07/28/06 Synovics Pharmaceuticals NV 8.01,9.01 08/01/06 SYNOVIS LIFE TECHNOLOGIES INC MN 2.02,9.01 08/03/06 TALBOTS INC DE 2.02,9.01 08/03/06 TARGET CORP MN 2.02,9.01 08/03/06 TC PIPELINES LP DE 2.02,9.01 08/02/06 TECHNOLOGY INVESTMENT CAPITAL CORP MD 2.02,9.01 08/03/06 TECHWELL INC 2.02,9.01 08/03/06 TEJON RANCH CO DE 2.02,9.01 08/03/06 TELESTONE TECHNOLOGIES CORP CO 1.01,2.03,9.01 06/16/06 TELIK INC DE 2.02,9.01 08/03/06 TENFOLD CORP /UT DE 2.02 08/01/06 TEPPCO PARTNERS LP DE 1.01,9.01 08/01/06 TESORO CORP /NEW/ DE 2.02,9.01 08/03/06 TETRA TECH INC DE 2.02,9.01 08/02/06 THERMADYNE HOLDINGS CORP /DE DE 1.01,4.01,5.02,8.01,9.01 07/31/06 THERMOGENESIS CORP DE 1.01,9.01 08/03/06 THOR INDUSTRIES INC DE 2.02,9.01 08/02/06 TIMCO AVIATION SERVICES INC DE 1.01,8.01,9.01 07/31/06 TITAN INTERNATIONAL INC IL 1.01,9.01 07/31/06 TODCO DE 2.02,9.01 08/03/06 TODCO DE 1.01 08/03/06 TORRENT ENERGY CORP CO 7.01,9.01 07/31/06 Tower Group, Inc. DE 2.02,9.01 08/03/06 TRANSNATIONAL FINANCIAL NETWORK INC CA 3.01 07/31/06 TRANSOCEAN INC E9 2.02,9.01 08/03/06 TREDEGAR CORP VA 2.02,9.01 08/02/06 TRIMAS CORP DE 1.01,5.02,9.01 08/02/06 TRINITY INDUSTRIES INC DE 2.02,7.01 08/02/06 TRIZEC PROPERTIES INC DE 2.02,9.01 08/03/06 TRM CORP OR 7.01,9.01 08/01/06 TRONOX INC DE 2.01,9.01 08/02/06 TRX INC/GA GA 8.01,9.01 08/02/06 TRX INC/GA GA 2.02,9.01 08/03/06 TYCO INTERNATIONAL LTD /BER/ D0 1.01,2.02,9.01 08/02/06 UBIQUITEL INC DE 4.01,9.01 07/31/06 ULTRALIFE BATTERIES INC DE 2.02,9.01 08/02/06 ULTRASTRIP SYSTEMS INC FL 5.02 07/28/06 UNICA CORP 2.02,9.01 08/03/06 UNIFI INC NY 2.02,9.01 08/03/06 UNITED AMERICAN CORP FL 1.01,9.01 07/14/06 United Development Funding III, LP DE 1.01 07/28/06 UNITED ONLINE INC DE 2.02,8.01,9.01 08/03/06 UNITRIN INC DE 5.02,9.01 08/02/06 UNIVERSAL AMERICAN FINANCIAL CORP NY 2.02,7.01 08/02/06 UNIVERSAL ELECTRONICS INC DE 2.02,9.01 08/03/06 UNIVISION COMMUNICATIONS INC DE 2.02,9.01 08/03/06 URS CORP /NEW/ DE 5.02,9.01 08/01/06 US BANCORP \DE\ DE 8.01 08/03/06 VALEANT PHARMACEUTICALS INTERNATIONAL DE 2.02,9.01 08/03/06 VALUECLICK INC/CA DE 1.01,5.02,9.01 07/28/06 Vanda Pharmaceuticals Inc. DE 2.02,9.01 08/03/06 VASCO DATA SECURITY INTERNATIONAL INC DE 5.02,9.01 08/01/06 VERINT SYSTEMS INC 1.01 07/28/06 VIACELL INC 2.02,9.01 08/03/06 Viacom Inc. DE 1.01 07/27/06 VIISAGE TECHNOLOGY INC DE 2.02,8.01,9.01 08/03/06 VISANT CORP 2.02,9.01 08/03/06 VISANT HOLDING CORP 2.02,9.01 08/03/06 Vistula Communications Services, Inc. DE 1.01,3.02,5.02,7.01,9.01 07/28/06 VUBOTICS INC NV 8.01 08/01/06 VULCAN MATERIALS CO NJ 7.01,9.01 08/03/06 WALTER INDUSTRIES INC /NEW/ DE 1.01,9.01 07/31/06 Warner Music Group Corp. DE 2.02,9.01 08/03/06 Warrior Energy Services CORP DE 1.01,9.01 07/28/06 WATTS WATER TECHNOLOGIES INC DE 1.01 07/31/06 WAVE WIRELESS CORP DE 5.02,9.01 07/28/06 WebMD Health Corp. DE 2.02,7.01,9.01 08/03/06 WEBSITE PROS INC DE 2.02,9.01 08/03/06 WEST PHARMACEUTICAL SERVICES INC PA 2.02,9.01 06/30/06 WESTLAKE CHEMICAL CORP 2.02,9.01 08/03/06 WHEELING PITTSBURGH CORP /DE/ DE 7.01,8.01,9.01 08/03/06 WHITTIER ENERGY CORP NV 1.01,9.01 07/28/06 WILD OATS MARKETS INC DE 2.02,9.01 08/03/06 WILLIAMS COMPANIES INC DE 2.02,7.01,9.01 08/03/06 WORLD AIR HOLDINGS, INC. 7.01 08/02/06 WORLD AM, INC. 4.01,9.01 07/24/06 AMEND WPS RESOURCES CORP WI 2.02,9.01 08/03/06 WQN, Inc. 5.02 07/28/06 WYNDHAM WORLDWIDE CORP DE 1.01,8.01 07/31/06 YOUBET COM INC DE 2.02,9.01 08/03/06 YUM BRANDS INC NC 8.01,9.01 07/31/06 ZILOG INC CA 2.02,9.01 08/03/06