SEC NEWS DIGEST Issue 2007-81 April 27, 2007 COMMISSION ANNOUNCEMENTS LORI SCHOCK, ACTING DIRECTOR OF OFFICE OF INVESTOR EDUCATION AND ASSISTANCE, TO LEAVE SEC The Securities and Exchange Commission announced today that Lori Schock, Acting Director of the Office of Investor Education and Assistance (OIEA), will leave the agency. Her last day at the Commission will be today. Ms. Schock has accepted a position with the Center for Audit Quality in Washington, D.C., where she will become the Director of Outreach. During her six years on the Commission's staff, Ms. Schock traveled nationwide to help provide investors with educational workshops and materials. She worked closely with other federal and state agencies as well as consumer groups and other organizations committed to financial literacy for Americans of every age and income. SEC Chairman Christopher Cox said, "Lori has been a passionate advocate for the individual investor and has personally reached thousands of investors across the country. As Acting Director, her leadership guided OIEA through our first-ever Seniors Summit, our military outreach program, and our seniors outreach program. We will miss Lori's enthusiasm and her creative solutions, and we wish her well in her new position." Ms. Schock said, "I appreciate the opportunity to have led OIEA. The dedicated staff of OIEA and the Commission exemplifies the SEC's unwavering commitment to investor protection. It has been an honor to work with Chairman Cox, the Commissioners and their predecessors on behalf of individual investors." Prior to being named Acting Director of OIEA, Ms. Schock held the positions of Deputy Director and Special Counsel to the Director. She joined the agency in 2001 as a Staff Attorney. Ms. Schock received her Juris Doctorate and Master's of Taxation from the University of Akron and her Bachelor of Arts from Furman University. (Press Rel. 2007-78) SEC COMPLETES 17TH ANNUAL INTERNATIONAL INSTITUTE FOR SECURITIES MARKET DEVELOPMENT WITH RECORD NUMBER OF PARTICIPANTS Securities and Exchange Commission announced today that it has completed its 17th Annual International Institute for Securities Market Development. It was held from April 16 to April 26 at SEC headquarters in Washington, D.C. Along with an International Enforcement Institute, which is held in the fall of each year, the Institute is the SEC's flagship training program. Attendance included 174 senior securities officials from 74 foreign jurisdictions. It was the largest Institute ever, both in terms of the number of participants and the number of jurisdictions participating. For four countries, it was their first time in attendance. Approximately 100 speakers made presentations at the Institute and it included speeches by SEC Chairman Christopher Cox, SEC Commissioner Kathleen Casey, and the Director of the SEC's Office of International Affairs, Ethiopis Tafara. Presentation topics included financial reporting, disclosure, auditing and accounting issues, broker dealer regulation, self-regulatory organizations, compliance and supervision, investigatory techniques, remedies and penalties as well as the challenges to securities regulators in emerging markets. "We are extremely pleased with the extraordinarily high level of participation by regulators from more than 70 countries. This has been any outstanding opportunity to share ideas on how to promote safe and efficient securities markets throughout the world," Chairman Cox said. Ethiopis Tafara, Director of the Office of International Affairs, said, "The Institute provides a dynamic forum where delegates and speakers can share information on their regulatory challenges and best practices." Along with the Institute, the SEC offers a technical assistance program, which includes regional training programs, bilateral training programs, reviews of foreign statutes and regulations, and responses to specific technical assistance inquiries. In fiscal year 2006 alone, the SEC's technical assistance program provided training for 1045 foreign officials from 107 foreign jurisdictions. For more information on SEC's technical assistance program contact Dr. Robert M. Fisher or Z. Scott Birdwell at the Office of International Affairs at 202-551-6690, or by email at OIA@SEC.gov. (Press Rel. 2007- 79) MEETING BETWEEN SEC CHAIRMAN COX AND CESR CHAIRMAN WYMEERSCH AND VICE CHAIR TAVARES TO DISCUSS JOINT WORK Also Agree on Form for Bilateral Protocols Between the SEC and CESR's Members Covering Information Sharing Relating to the Application of IFRS and US GAAP U.S. Securities and Exchange Commission Chairman Christopher Cox met with Committee of European Securities Regulators (CESR) Chairman Eddy Wymeersch and CESR Vice Chair Carlos Tavares today in Brussels to take stock of progress on the SEC-CESR joint work plan that was published in August 2006, and to discuss future collaboration. (The SEC-CESR Work Plan is available at http://www.sec.gov/news/press/2006/2006- 130.htm.) The discussion focused on developments in the United States and the European Union with respect to IFRS and US GAAP issues. Chairman Cox and Chairman Wymeersch also agreed in principle, subject to final approval by the SEC and CESR members, to a template for bilateral protocols between the SEC and each of CESR's member jurisdictions covering the confidential exchange of information regarding dual- listed issuers. Chairman Cox and Chairman Wymeersch also assessed progress in other areas covered by the joint work plan, namely, modernization of financial reporting and disclosure information technology, and regulatory platforms for risk management. Other matters discussed included mutual recognition of securities regulatory regimes as well as additional possible areas for inclusion in the SEC-CESR Dialogue in the future. Chairman Cox said, "As U.S. securities markets become increasingly interconnected with European markets, the SEC is deepening its relationships with our regulatory counterparts there. The model protocol that the SEC and the Committee of European Securities Regulators finalized today will serve as a blueprint for bilateral arrangements across the continent. These arrangements will let us confidentially share issuer-specific information, with the ultimate goal of encouraging high-quality and consistent application of International Financial Reporting Standards. As the SEC considers the impact of IFRS in our own markets, this goal is increasingly important to us." Eddy Wymeersch, CESR's Chairman, noted, "The fruitful discussions I have had today with Chairman Cox show that we have a lot of highly important issues to monitor closely in our dialogue for the future. I believe that industry on both sides of the Atlantic would benefit if we could find ways of relying more on mutual recognition. We have also made important progress in the highly important issue of IFRS and US GAAP under the existing work plan and it is with pleasure I note the promising discussions regarding dropping the reconciliation requirement that are taking place in the U.S." Ethiopis Tafara, Director of the Office of International Affairs, said, "Building on successful collaboration regarding IFRS, we hope to broaden the areas which we address together, with a view to greater transatlantic regulatory collaboration." Fabrice Demarigny, Secretary General of CESR, said, "Today's meeting has further cemented the good working relationship that we have with our transatlantic colleagues and I am confident that taking into account the solid regulatory and supervisory framework put in place by the FSAP, we will achieve our mutual objective of facilitating the ability of issuers, intermediaries and exchanges to seamlessly conduct financial business in what is now rapidly becoming a global financial marketplace." (Press Rel. 2007-80) REPORT ON ADMINISTRATIVE PROCEEDINGS Report on Administrative Proceedings for the Period Oct. 1, 2006 through March 31, 2007, has been issued, giving summary statistical information on the Commission's administrative proceedings caseload. The report is published in the SEC Docket and appears on the Commission's website. (Rel. 34-55680) ENFORCEMENT PROCEEDINGS SEC CHARGES BAKER HUGHES WITH FOREIGN BRIBERY AND WITH VIOLATING 2001 COMMISSION CEASE-AND-DESIST ORDER Baker Hughes Subsidiary Pleads Guilty to Three Felony Charges in Criminal Action Filed by Department of Justice; Criminal Fines, Civil Penalties and Disgorgement of Illicit Profits Total More Than $44 Million On April 26, the Commission announced the filing of a settled enforcement action charging Baker Hughes Incorporated, a Houston, Texas-based global provider of oil field products and services, with violations of the Foreign Corrupt Practices Act (FCPA). Baker Hughes has agreed to pay more than $23 million in disgorgement and prejudgment interest for these violations and to pay a civil penalty of $10 million for violating a 2001 Commission cease-and-desist Order prohibiting violations of the books and records and internal controls provisions of the FCPA. In the same complaint, the SEC also charged Roy Fearnley, a former business development manager for Baker Hughes, with violating and aiding and abetting violations of the FCPA. Fearnley has not reached any settlement with the Commission regarding these charges. Linda Chatman Thomsen, Director of the SEC's Division of Enforcement, said, "Baker Hughes committed widespread and egregious violations of the FCPA while subject to a prior Commission cease-and-desist Order. The $10 million penalty demonstrates that companies must adhere to Commission Orders and that recidivists will be punished." Christopher R. Conte, an Associate Director in the SEC's Division of Enforcement, added, "Companies like Baker Hughes will be held accountable when they circumvent the rules of fair play and honest competition by making improper payments to win business." The SEC's complaint alleges that Baker Hughes paid approximately $5.2 million to two agents while knowing that some or all of the money was intended to bribe government officials, specifically officials of State-owned companies, in Kazakhstan. The complaint alleges that one agent was hired in September 2000 on the understanding that Kazakhoil, Kazakhstan's national oil company at that time, had demanded that the agent be hired to influence senior level employees of Kazakhoil to approve the award of business to the company. Baker Hughes retained the agent principally at the urging of Fearnley. According to the complaint, Fearnley told his bosses that the "agent for Kazakhoil" told him that unless the agent was retained, Baker Hughes could "say goodbye to this and future business." Baker Hughes engaged the agent and was awarded an oil services contract in the Karachaganak oil field in Kazakhstan that generated more than $219 million in gross revenues from 2001 through 2006. Baker Hughes, the complaint alleges, paid the agent $4.1 million to its bank account in London but received no identifiable services from the agent. The complaint also alleges that in 1998 Baker Hughes retained a second agent in connection with the award of a large chemical contract with KazTransOil, the national oil transportation operator of Kazakhstan. Between 1998 and 1999, Baker Hughes paid over $1 million to the agent's Swiss bank account, despite a company employee knowing by December 1998 that the agent's representative was a high-ranking executive of KazTransOil. The SEC's complaint against Baker Hughes also alleges violations of the books and records and internal controls provisions of the FCPA in Nigeria, Angola, Indonesia, Russia, Uzbekistan and Kazakhstan. In addition to violating the FCPA, certain of this conduct occurred after September 12, 2001, and consequently violated the Commission's 2001 cease-and-desist Order. Specifically, the complaint alleges that between 1998 and 2005, Baker Hughes made payments in Nigeria, Angola, Indonesia, Russia, Uzbekistan and Kazakhstan in circumstances that reflected a failure to implement sufficient internal controls to determine whether the payments were for legitimate services, whether the payments would be shared with government officials, or whether these payments would be accurately recorded in Baker Hughes' books and records. For example, the complaint alleges that o from 1998 to 2004, Baker Hughes authorized commission payments of nearly $5.3 million to an agent (who worked in Kazakhstan, Russia and Uzbekistan) under circumstances in which the company failed to determine whether such payments were, in part, to be funneled to government officials in violation of the FCPA; o in Indonesia, between 2000 and 2003, Baker Hughes paid certain freight forwarders to import equipment into Indonesia using a "door- to-door" process under circumstances in which the company failed to adequately assure itself that such payments were not being passed on, in part, to Indonesian customs officials; o in Nigeria, between at least 2001 and 2005, Baker Hughes authorized payments to certain customs brokers to facilitate the resolution of alleged customs deficiencies under circumstances in which the company failed to adequately assure itself that such payments were not being passed on, in part, to Nigerian customs officials; and o in Angola, from 1998 to 2003, Baker Hughes paid an agent more than $10.3 million in commissions under circumstances in which the company failed to adequately assure itself that such payments were not being passed on to employees of Sonangol, Angola's state-owned oil company, to obtain or retain business in Angola. Without admitting or denying the SEC's allegations, Baker Hughes consented to the entry of a final judgment permanently enjoining it from future violations of the FCPA and ordering it to pay a civil penalty and disgorgement with prejudgment interest; and to retain an independent consultant to review the company's FCPA policies and procedures. The Commission acknowledges Baker Hughes' cooperation in the investigation. In a related criminal proceeding announced today, the United States Department of Justice filed criminal FCPA charges against Baker Hughes and its wholly-owned subsidiary Baker Hughes Services International, Inc., with an office in Atyrau, Kazakhstan. Baker Hughes Services International, Inc. entered a guilty plea before the Honorable Gray H. Miller, United States District Judge for the Southern District of Texas, and agreed to plead guilty to one count of violating the anti- bribery provisions of the FCPA, one count of aiding and abetting the falsification of the books and records of Baker Hughes, and one count of conspiracy to violate the FCPA, and to pay a criminal fine of $11 million. The Department of Justice has also entered into an agreement with Baker Hughes to defer prosecution for two years on charges of violating the anti-bribery and books and records provisions of the FCPA. Under the agreement, the company will retain for a period of three years a monitor to review and assess the company's compliance program and monitor its implementation of and compliance with new internal policies and procedures. The staff acknowledges the cooperation and assistance of the U.S. Department of Justice, Fraud Section. The staff also acknowledges the help provided, in the form of mutual legal assistance, by the Isle of Man Financial Supervision Commission, HM Procureur (Attorney General) for Guernsey, and by the authorities of the United Kingdom and Switzerland. [SEC v. Baker Hughes Incorporated and Roy Fearnley, Civil Action No. H-07-1408, United States District Court for the Southern District of Texas (Houston Division) (EW)] (LR-20094; AAE Rel. 2602; Press Rel. 2007-77) COURT ORDERS PERMANENT INJUNCTION AND PAYMENT OF OVER $10 MILLION IN TRADING SCHEME On April 24, the U.S. District Court for the Southern District of New York entered a default judgment against Defendants Blue Bottle Limited and Matthew Charles Stokes in an action filed by the Securities and Exchange Commission earlier this year. The Honorable Charles S. Haight, Jr.'s Order enjoins Stokes, a citizen of Guernsey, and Blue Bottle, a Hong Kong chartered company, from violations of the antifraud provisions of the federal securities laws, and orders them jointly and severally liable for $10,846,785 in disgorgement and penalties. Specifically, the Court ordered $2,707,177 in disgorgement of profits from the illegal trading, $18,047 in prejudgment interest, and an $8,121,561 million penalty equal to three times the profits from the illegal trading. The Court found that the Defendants opened a U.S. brokerage account using false information and documents. During a six week period in January and February 2007, Defendants traded just before news releases of at least 12 different U.S. public companies and amassed profits totaling approximately $2.7 million. "Given the disparate companies in which the Defendants traded, the nature of the Defendant's trading, the number of times Defendants profited from trading shortly before news releases, and amount, of profits the trading generated," the Court concluded that "the Defendants employed devices, schemes, or artifices to defraud." The Court then found that the Defendants violated Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act), and Exchange Act Rule 10b-5 both by "their deceptive conduct in obtaining material, non-public information," as well as by trading while in possession of that information. The Commission acknowledges the assistance of the Options Regulatory Surveillance Authority. For further information, please see Litigation Release No. 20018 (Feb. 26, 2007) and Litigation Release No. 20047 (March 16, 2007). [SEC v. Blue Bottle Limited and Matthew C. Stokes, 07 Civ. 01-CV-1380 (CSH) (KNF) (S.D.N.Y.)] (LR-20095) INVESTMENT COMPANY ACT RELEASES FIRST TRUST EXCHANGE-TRADED FUND, ET AL. An order has been issued on an application filed by First Trust Exchange-Traded Fund, et al. The order amends a prior order that permits: (a) open-end management investment companies that include series based on domestic equity securities indices to issue shares of limited redeemability that would trade in the secondary market at negotiated prices; (b) dealers to sell shares of the series in the secondary market unaccompanied by a prospectus when prospectus delivery is not required by the Securities Act of 1933; and (c) certain affiliated persons of the series to deposit securities into, and receive securities from, the series. The amended order permits the open-end management investment companies to offer series based on foreign equity securities indices. In addition, the order deletes a condition related to future relief and amends another condition in the prior order. (Rel. IC-27784 - April 25) HILL PHYSICIANS MEDICAL GROUP INC. A notice has been issued giving interested persons until May 21, 2007, to request a hearing on an application filed by Hill Physicians Medical Group, Inc. for an order under Section 3(b)(2) of the Investment Company Act declaring that it is not an investment company, or, alternatively, under Section 6(c) of the Act granting it an exemption from all provisions of the Act and the rules and regulations thereunder. (Rel. IC-27804 - April 26) SELF-REGULATORY ORGANIZATIONS ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission granted accelerated approval to a proposed rule change (SR-NASDAQ-2007-030) submitted by The NASDAQ Stock Market to extend a fee pilot for National Quotation Data Service. Publication is expected in the Federal Register during the week of April 30. (Rel. 34-55668) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change filed by the New York Stock Exchange (SR-NYSE-2007-41) to eliminate the Securities Manager Examination (Series 12) has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of April 30. (Rel. 34-55670) PROPOSED RULE CHANGES The Commission granted approval to a proposed rule change (SR-Amex- 2007-22), as modified by Amendment No. 1 thereto, submitted by the American Stock Exchange to amend its Minor Rule Violation Fine Systems. Publication is expected in the Federal Register during the week of April 30. (Rel. 34-55671) The NASDAQ Stock Market filed a proposed rule change (SR-NASDAQ-2007- 029) and Amendment No. 1 to require listed companies to submit material news to Nasdaq using Nasdaq's electronic disclosure submission system, except in emergency situations. Publication is expected in the Federal Register during the week of April 30. (Rel. 34-55672) 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 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-1 VMWARE, INC., 3145 PORTER DRIVE, PALO ALTO, CA, 94304, (650) 475-5000 - 0 ($100,000,000.00) Equity, (File 333-142368 - Apr. 26) (BR. 03C) S-3 GeoPharma, Inc., 6950 BRYAN DAIRY RD, LARGO, FL, 33777, 7275448866 - 0 ($14,630,514.00) Equity, (File 333-142369 - Apr. 26) (BR. 01A) S-4 WYNDHAM WORLDWIDE CORP, 7 SYLVAN WAY, PARSIPPANY, NJ, 07054, 973-428-9700 - 0 ($800,000,000.00) Non-Convertible Debt, (File 333-142370 - Apr. 26) (BR. 08C) S-4 Hanesbrands Inc., 1000 EAST HANES MILL ROAD, WINSTON-SALEM, NC, 27105, (336) 519-4400 - 500,000,000 ($500,000,000.00) Debt, (File 333-142371 - Apr. 26) (BR. 02) S-1 Dolan Media CO, 706 SECOND AVENUE SOUTH, SUITE 1200, MINNEAPOLIS, MN, 55402, (612) 317-9420 - 0 ($150,000,000.00) Equity, (File 333-142372 - Apr. 26) (BR. 05) S-3 AVIGEN INC \DE, 1301 HARBOR BAY PARKWAY, ., ALAMEDA, CA, 94502, 5107487150 - 1,658,329 ($5,286,452.00) Equity, (File 333-142373 - Apr. 26) (BR. 01C) S-8 Revolutions Medical CORP, 2073 SHELL RING CIRCLE, MT. PLEASANT, SC, 29466, 8439714848 - 20,000,000 ($12,800,000.00) Equity, (File 333-142376 - Apr. 26) (BR. 10B) S-8 REDDI BRAKE SUPPLY CORP, 5882 SOUTH 900 EAST SUITE 202, SALT LAKE CITY, UT, 84121, 8012699500 - 500,000 ($160,000.00) Equity, (File 333-142378 - Apr. 26) (BR. 05B) F-6 WHITE ENERGY CO LTD, LEVEL 5 GRAFTON BEND BOND BUILDING, 201 KENT STREET, SYDNEY NSW 2000, C3, 00000, 50,000,000 ($2,500,000.00) ADRs/ADSs, (File 333-142380 - Apr. 26) (BR. ) SB-2 American Racing Capital, Inc., 5600 BELL STREET, SUITE 111, AMARILLO, TX, 79106, 8063529599 - 2,187,133 ($238,398.00) Equity, (File 333-142381 - Apr. 26) (BR. 05A) S-3 ON ASSIGNMENT INC, 26651 WEST AGOURA ROAD, CALABASAS, CA, 91302, 8188787900 - 0 ($9,360,586.84) Equity, (File 333-142382 - Apr. 26) (BR. 11A) S-1 GT Solar International, Inc., 243 DANIEL WEBSTER HIGHWAY, MERRIMACK, NH, 03054, (603)883-5200 - 0 ($200,000,000.00) Equity, (File 333-142383 - Apr. 26) (BR. 10B) S-8 ALEXANDER & BALDWIN INC, 822 BISHOP STREET, PO BOX 3440, HONOLULU, HI, 96801, 8085256611 - 2,215,000 ($103,819,720.00) Equity, (File 333-142384 - Apr. 26) (BR. 05A) S-8 Genesis Lease LTD, ROSELAWN HOUSE, UNIV. BUSINESS COMPLEX, NATIONAL TECHNOLOGY PARK, LIMERICK, L2, 00000, 353-61-633-777 - 0 ($77,254,564.00) Equity, (File 333-142386 - Apr. 26) (BR. 06B) SB-2 Andover Medical, Inc., 510 TURNPIKE STREET, STE 204, N. ANDOVER, MA, 01845, 978-557-1001 - 0 ($19,621,896.00) Equity, (File 333-142387 - Apr. 26) (BR. 09B) S-8 Superior Offshore International Inc., 900 S. COLLEGE ROAD, SUITE 301, LAFAYETTE, LA, 70503, 337-233-5933 - 4,000,000 ($67,440,000.00) Equity, (File 333-142394 - Apr. 26) (BR. 04) S-11 GMH Communities Trust, 10 CAMPUS BOULEVARD, NEWTOWN SQUARE, PA, 19073, 610-355-8000 - 0 ($346,881,338.00) Equity, (File 333-142395 - Apr. 26) (BR. 08A) S-3ASR Digital Realty Trust, Inc., 560 MISSION STREET, SUITE 2900, SAN FRANCISCO, CA, 94105, (415)738-6500 - 6,245,466 ($248,819,365.44) Equity, (File 333-142396 - Apr. 26) (BR. 08A) S-3ASR AKAMAI TECHNOLOGIES INC, 8 CAMBRIDGE CENTER, CAMBRIDGE, MA, 02142, 6174443000 - 0 ($18,559,116.00) Equity, (File 333-142397 - Apr. 26) (BR. 08A) N-2 AMERICAN CAPITAL STRATEGIES LTD, 2 BETHESDA METRO CENTER, 14TH FL, BETHESDA, MD, 20814, 3019516122 - 0 ($3,006,789,932.00) Equity, (File 333-142398 - Apr. 26) (BR. 22) S-8 AKAMAI TECHNOLOGIES INC, 8 CAMBRIDGE CENTER, CAMBRIDGE, MA, 02142, 6174443000 - 0 ($31.85) Equity, (File 333-142399 - Apr. 26) (BR. 08A) 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 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT 1 800 FLOWERS COM INC DE 2.02,9.01 04/26/07 3M CO DE 2.02,9.01 04/26/07 ABAXIS INC CA 2.02,9.01 04/26/07 ACACIA RESEARCH CORP DE 2.02,9.01 04/26/07 ACCREDITED HOME LENDERS HOLDING CO DE 1.02 04/23/07 ACTUATE CORP DE 2.02,9.01 04/26/07 ADMINISTAFF INC \DE\ DE 1.02,2.02,9.01 04/22/07 ADVANCED ANALOGIC TECHNOLOGIES INC DE 2.02,9.01 04/26/07 Advanced BioEnergy, LLC DE 1.01,3.02,9.01 04/20/07 AEROFLEX INC DE 8.01,9.01 04/26/07 AETNA INC /PA/ PA 2.02,9.01 04/26/07 AIRTRAN HOLDINGS INC NV 2.02,7.01,8.01,9.01 04/25/07 ALASKA AIR GROUP INC DE 1.01,2.02,9.01 04/26/07 ALASKA AIR GROUP INC DE 5.02 04/26/07 ALASKA COMMUNICATIONS SYSTEMS GROUP I DE 2.02,9.01 04/26/07 ALICO INC FL 8.01,9.01 04/23/07 ALIGN TECHNOLOGY INC DE 2.02,9.01 04/26/07 ALLIANCE DATA SYSTEMS CORP DE 7.01,9.01 04/26/07 ALLIANCEBERNSTEIN HOLDING L.P. DE 2.02,7.01,9.01 04/25/07 ALLIANCEBERNSTEIN L.P. DE 2.02,7.01,9.01 04/25/07 ALLOY INC DE 8.01,9.01 04/20/07 Alphatec Holdings, Inc. DE 2.02,9.01 04/26/07 Alternative Loan Trust 2007-9T1 DE 8.01,9.01 03/30/07 AMB FINANCIAL CORP DE 2.02,9.01 04/26/07 American Casino & Entertainment Prope DE 5.02,9.01 04/20/07 AMERICAN ELECTRIC POWER CO INC NY 2.02,9.01 04/26/07 AMERICAN ENERGY PRODUCTION INC 4.01,9.01 04/19/07 AMERICAN MOLD GUARD INC 2.02,9.01 04/26/07 AMERICAN ORIENTAL BIOENGINEERING INC CO 5.02 04/20/07 AMERICAN PHYSICIANS CAPITAL INC MI 2.02,9.01 04/25/07 AMERIGROUP CORP 2.02,9.01 04/25/07 AMERINST INSURANCE GROUP LTD 5.02 04/20/07 AMIS HOLDINGS INC 2.02,9.01 04/26/07 AMKOR TECHNOLOGY INC DE 5.02 04/21/07 AMSURG CORP TN 7.01,9.01 04/25/07 ANAREN INC NY 2.02,9.01 04/26/07 ANGELCITI ENTERTAINMENT INC /FL/ NV 4.01,9.01 04/19/07 APACHE CORP DE 2.02,9.01 04/26/07 Apple REIT Seven, Inc. VA 2.01,9.01 04/24/07 APPLEBEES INTERNATIONAL INC DE 8.01,9.01 04/26/07 APPLERA CORP DE 2.02,9.01 04/26/07 APPLIED MICRO CIRCUITS CORP DE 5.02 04/25/07 APPLIX INC /MA/ MA 2.02,9.01 04/26/07 AQUACELL TECHNOLOGIES INC DE 1.01,9.01 04/26/07 ARCH CAPITAL GROUP LTD. 2.02,9.01 04/26/07 ARCH COAL INC DE 7.01,8.01,9.01 04/26/07 Arlington Tankers Ltd. D0 5.02,9.01 04/20/07 ARTIFICIAL LIFE INC DE 5.02 04/20/07 ASHLAND INC. KY 7.01,9.01 04/26/07 ASPEN INSURANCE HOLDINGS LTD D0 8.01,9.01 04/25/07 ASSET ACCEPTANCE CAPITAL CORP 2.02,9.01 04/26/07 ASSOCIATED ESTATES REALTY CORP OH 2.02,9.01 03/31/07 ASTRONICS CORP NY 1.01,2.03,9.01 01/09/07 ASV INC /MN/ MN 5.02 04/24/07 ATARI INC DE 5.02 04/20/07 ATHEROGENICS INC GA 2.02,9.01 04/26/07 AURELIO RESOURCE CORP NV 1.01,9.01 04/24/07 AUTOIMMUNE INC DE 1.01 04/24/07 AUTOLIV INC DE 2.02,7.01,9.01 03/31/07 AUTONATION INC /FL DE 2.02,8.01,9.01 04/25/07 AVALONBAY COMMUNITIES INC MD 2.02,4.02,9.01 04/24/07 AVAYA INC DE 2.02,9.01 04/25/07 AVID TECHNOLOGY INC DE 2.02,9.01 04/26/07 AVIGEN INC \DE DE 8.01,9.01 04/26/07 AVNET INC NY 2.02,9.01 04/26/07 AXS ONE INC DE 2.02,9.01 04/26/07 BALL CORP IN 2.02,5.02,5.03,9.01 04/25/07 BANCORP RHODE ISLAND INC 2.02,9.01 04/25/07 AMEND BANDAG INC IA 2.02,9.01 04/25/07 BANK OF AMERICA CORP /DE/ DE 1.01,9.01 04/22/07 BANKATLANTIC BANCORP INC FL 2.02,9.01 04/25/07 BARRETT BUSINESS SERVICES INC MD 2.02,9.01 04/25/07 BEAZER HOMES USA INC DE 2.02,9.01 04/26/07 BEIJING MED PHARM CORP 7.01,9.01 04/26/07 BELDEN CDT INC. DE 2.02,9.01 04/26/07 BEMIS CO INC MO 2.02,9.01 04/26/07 BIOENVISION INC DE 5.02,9.01 04/20/07 BIOSANTE PHARMACEUTICALS INC DE 5.02 04/20/07 BIOSPHERE MEDICAL INC DE 2.02,9.01 04/26/07 BLACK BOX CORP DE 3.01,9.01 04/23/07 BLUE RIVER BANCSHARES INC IN 2.02,8.01,9.01 04/24/07 BORGWARNER INC DE 2.02,9.01 03/31/07 BOSTON PRIVATE FINANCIAL HOLDINGS INC MA 2.02,9.01 04/25/07 BOWATER INC DE 2.02,8.01,9.01 04/26/07 BOYD GAMING CORP NV 2.02,9.01 04/26/07 BRISTOL MYERS SQUIBB CO DE 2.02,9.01 04/26/07 Bristow Group Inc DE 5.03 04/25/07 BROADCOM CORP CA 2.02,9.01 04/26/07 BRUNSWICK CORP DE 2.02,9.01 04/26/07 BRUSH ENGINEERED MATERIALS INC 2.02,9.01 04/26/07 BSD MEDICAL CORP DE 7.01,9.01 04/25/07 BUCKEYE TECHNOLOGIES INC DE 5.02,9.01 04/25/07 BUCYRUS INTERNATIONAL INC DE 7.01,9.01 04/25/07 BUILDING MATERIALS HOLDING CORP DE 2.02,9.01 04/26/07 Bunge LTD 2.02,9.01 04/26/07 BUREAU OF NATIONAL AFFAIRS INC DE 5.02 04/25/07 CABOT CORP DE 2.02,9.01 04/25/07 CABOT MICROELECTRONICS CORP DE 2.02,9.01 04/26/07 CAL-BAY INTERNATIONAL INC NV 5.02 04/25/07 CALGON CARBON CORPORATION DE 8.01 04/24/07 CALIFORNIA WATER SERVICE GROUP DE 5.02,9.01 04/25/07 CALLIDUS SOFTWARE INC 2.02,9.01 04/26/07 CapitalSouth Bancorp DE 2.02,9.01 04/25/07 CARBO CERAMICS INC DE 2.02,7.01,9.01 04/26/07 CARDINAL COMMUNICATIONS, INC NV 3.01,9.01 04/23/07 CARDINAL FINANCIAL CORP VA 2.02,8.01,9.01 04/23/07 CARDINAL HEALTH INC OH 2.02,7.01,9.01 04/26/07 CARDINAL HEALTH INC OH 8.01,9.01 04/26/07 CARPENTER TECHNOLOGY CORP DE 5.02 04/26/07 CASH AMERICA INTERNATIONAL INC TX 2.02,9.01 04/26/07 CASSIDY MEDIA, INC. 5.01,9.01 04/25/07 CATAPULT COMMUNICATIONS CORP CA 2.02,9.01 04/26/07 CATHAY GENERAL BANCORP DE 2.02,9.01 04/26/07 CBRE Realty Finance Inc 2.02,5.02,7.01,9.01 04/25/07 CDI CORP PA 2.02,9.01 04/26/07 CEL SCI CORP CO 3.02,9.01 04/18/07 CELEBRATE EXPRESS, INC. 8.01,9.01 04/26/07 CENTENE CORP 1.01,3.03,9.01 04/23/07 CENTENE CORP 1.01,9.01 04/24/07 CENTURY ALUMINUM CO DE 2.02,7.01 04/26/07 CEPHALON INC DE 2.02,9.01 04/25/07 CERAGENIX PHARMACEUTICALS, INC. DE 7.01,9.01 04/25/07 CF Industries Holdings, Inc. DE 2.02,9.01 04/26/07 CF Industries Holdings, Inc. DE 5.02,9.01 04/26/07 CFS BANCORP INC IN 5.02,7.01,9.01 04/26/07 AMEND CHARLOTTE RUSSE HOLDING INC 2.02,9.01 04/26/07 ChaseFlex Trust Series 2007-2 DE 8.01,9.01 04/26/07 Chemtura CORP DE 5.02,9.01 04/26/07 CHITTENDEN CORP /VT/ VT 7.01,9.01 03/31/07 CHOICEONE FINANCIAL SERVICES INC MI 2.02,9.01 04/26/07 CIBER INC DE 2.02,9.01 04/26/07 CINTEL CORP NV 1.01,9.01 04/19/07 CITIZENS BANKING CORP MI 2.02,7.01,9.01 04/26/07 CLEAR CHANNEL COMMUNICATIONS INC TX 1.01,7.01,9.01 04/20/07 CLEARONE COMMUNICATIONS INC UT 2.02 04/26/07 CLECO CORP LA 1.01,9.01 04/20/07 CLEVELAND CLIFFS INC OH 2.02,9.01 04/25/07 CLEVELAND CLIFFS INC OH 7.01,9.01 04/26/07 CMALT (CitiMortgage Alternative Loan DE 9.01 04/26/07 CNET NETWORKS INC DE 5.02,7.01,9.01 04/24/07 CNET NETWORKS INC DE 2.02,7.01,9.01 04/26/07 COCA COLA ENTERPRISES INC DE 2.02 04/26/07 CODORUS VALLEY BANCORP INC PA 2.02,9.01 04/25/07 COHERENT INC DE 2.02,9.01 04/26/07 COHU INC DE 1.01,9.01 01/10/07 AMEND COLONIAL PROPERTIES TRUST AL 2.02,7.01,9.01 04/26/07 COLOR KINETICS INC DE 2.02,9.01 04/26/07 COLUMBIA BANKING SYSTEM INC WA 2.02,8.01,9.01 04/25/07 COLUMBIA LABORATORIES INC DE 7.01,9.01 04/26/07 COLUMBIA SPORTSWEAR CO OR 2.02,7.01,9.01 04/26/07 COMCAST CORP PA 2.02,9.01 04/26/07 COMMSCOPE INC DE 2.02,9.01 04/26/07 COMMUNITY BANK SHARES OF INDIANA INC IN 2.02,9.01 04/26/07 COMMUNITY BANK SHARES OF INDIANA INC IN 5.02 04/26/07 COMMUNITY BANKSHARES INC /SC/ SC 2.02,9.01 04/24/07 Complete Production Services, Inc. DE 2.02,9.01 04/25/07 COMPUTER SOFTWARE INNOVATIONS INC 7.01,9.01 04/23/07 COMPUTER TASK GROUP INC NY 7.01,9.01 04/25/07 COMVERSE TECHNOLOGY INC/NY/ NY 5.02 04/20/07 CONEXANT SYSTEMS INC DE 2.03,9.01 04/26/07 CONSOL ENERGY INC 2.02,9.01 04/26/07 CONTINENTAL FUELS, INC. NV 2.01,3.02,5.01,5.02,5.03,8.01, 04/23/07 9.01 CONVERGYS CORP OH 2.02,9.01 04/26/07 COREL CORP A6 5.02,9.01 04/26/07 CORGENIX MEDICAL CORP/CO NV 7.01,9.01 04/26/07 CORPORATE EXECUTIVE BOARD CO DE 2.02,9.01 04/24/07 CORUS BANKSHARES INC MN 5.02,9.01 04/23/07 COSTAR GROUP INC 2.02 04/25/07 COSTAR GROUP INC 2.02 04/25/07 AMEND COTT CORP /CN/ 2.02,9.01 04/26/07 COUNTRYWIDE FINANCIAL CORP DE 2.02,9.01 04/26/07 COVAD COMMUNICATIONS GROUP INC DE 1.01,2.03,9.01 04/20/07 Cowen Group, Inc. DE 5.02 04/18/07 COWLITZ BANCORPORATION WA 2.02,9.01 04/26/07 Craft College Inc UT 8.01 04/25/07 CSX CORP VA 1.01,2.03,8.01,9.01 04/20/07 CTS CORP IN 2.02,9.01 04/25/07 CURAGEN CORP DE 2.02,9.01 04/26/07 CYBEX INTERNATIONAL INC NY 2.02,9.01 04/26/07 CYPRESS SEMICONDUCTOR CORP /DE/ DE 2.02,9.01 04/26/07 CYTOKINETICS INC 2.02,9.01 04/26/07 CYTYC CORP DE 2.02,9.01 04/25/07 D&E COMMUNICATIONS INC PA 7.01,9.01 04/26/07 DADE BEHRING HOLDINGS INC DE 2.02,9.01 04/26/07 DATA I/O CORP WA 2.02 03/31/07 DECKERS OUTDOOR CORP DE 2.02,9.01 04/26/07 DELTA AIR LINES INC /DE/ DE 1.03,8.01,9.01 04/25/07 DEVRY INC DE 2.02,8.01,9.01 04/26/07 Dex Media, Inc./new DE 2.02,9.01 04/26/07 DIAMOND OFFSHORE DRILLING INC DE 2.02,9.01 04/26/07 DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 04/26/07 DIEDRICH COFFEE INC CA 2.01,9.01 04/20/07 AMEND DIGI INTERNATIONAL INC DE 5.03,9.01 04/24/07 DIGICORP UT 5.02 04/20/07 DIGITAL LIFESTYLES GROUP INC DE 1.01,2.03,3.02,8.01 04/26/07 DIGITAL RIVER INC /DE DE 2.02,9.01 04/26/07 DIOMED HOLDINGS INC NV 7.01,9.01 04/26/07 DOLLAR THRIFTY AUTOMOTIVE GROUP INC DE 2.02,9.01 04/26/07 DONALDSON CO INC DE 8.01,9.01 04/24/07 DOVER DOWNS GAMING & ENTERTAINMENT IN DE 2.02,7.01,9.01 04/26/07 DOVER MOTORSPORTS INC DE 2.02,7.01,9.01 04/26/07 DOW CHEMICAL CO /DE/ DE 2.02,9.01 04/26/07 DSP GROUP INC /DE/ DE 2.02,9.01 04/26/07 DST SYSTEMS INC DE 8.01,9.01 04/26/07 Dujour Products, Inc. NV 1.01,9.01 04/24/07 DUKE REALTY CORP IN 2.02,9.01 04/25/07 DUKE REALTY LIMITED PARTNERSHIP/ IN 2.02,9.01 04/25/07 Duncan Energy Partners L.P. DE 2.02,9.01 04/25/07 DYNAMIC HEALTH PRODUCTS INC FL 1.01,2.03,9.01 04/26/07 DYNAMIC MATERIALS CORP DE 2.02,9.01 04/26/07 EAGLE FINANCIAL SERVICES INC VA 2.02,9.01 04/26/07 EARTHLINK INC DE 2.02,9.01 04/26/07 EASTMAN CHEMICAL CO DE 2.02,9.01 04/26/07 EATON CORP OH 5.02 04/24/07 EDISON MISSION ENERGY DE 8.01 03/16/07 ELECTRONIC CLEARING HOUSE INC NV 1.01,3.03,9.01 04/24/07 EMAGIN CORP DE 1.01,2.03,3.02,5.02,9.01 03/28/07 AMEND Embarq CORP DE 2.02,9.01 04/25/07 EMCLAIRE FINANCIAL CORP PA 2.02,9.01 04/25/07 EMCOR GROUP INC DE 2.02,9.01 03/31/07 EMCORE CORP NJ 2.02,7.01,9.01 04/25/07 EMPIRE DISTRICT ELECTRIC CO KS 2.02,9.01 04/26/07 EMULEX CORP /DE/ DE 2.02,9.01 04/26/07 ENBRIDGE ENERGY MANAGEMENT L L C DE 5.02,9.01 04/26/07 ENBRIDGE ENERGY PARTNERS LP DE 5.02,9.01 04/26/07 ENERGY PARTNERS LTD DE 1.01,2.03,9.01 04/23/07 ENERGY WEST INC MT 7.01,9.01 04/26/07 ENERGY XXI (BERMUDA) LTD D0 1.01,3.02,7.01,9.01 04/24/07 ENTERGY CORP /DE/ DE 2.02,7.01,9.01 01/30/07 ENTERPRISE BANCORP INC /MA/ MA 2.02,7.01,9.01 04/26/07 Enterprise GP Holdings L.P. DE 2.02,9.01 04/25/07 ENTERPRISE PRODUCTS PARTNERS L P DE 2.02,9.01 04/25/07 ENVIROKARE TECH INC NV 7.01,9.01 04/26/07 Epic Bancorp 8.01,9.01 04/24/07 EQUINIX INC DE 2.02,9.01 04/26/07 EQUISTAR CHEMICALS LP DE 2.02,9.01 04/26/07 EQUITABLE RESOURCES INC /PA/ PA 2.02,9.01 04/26/07 EVANS BANCORP INC NY 2.02,9.01 04/25/07 EVCI Career Colleges Holding Corp DE 3.01 04/24/07 AMEND EVERGREEN ENERGY INC DE 2.02,9.01 04/26/07 EVERLAST WORLDWIDE INC DE 2.02,9.01 04/26/07 EXAR CORP DE 2.02,9.01 04/26/07 EXCEL TECHNOLOGY INC DE 2.02,9.01 03/30/07 EXXON MOBIL CORP NJ 2.02,7.01 04/26/07 F5 NETWORKS INC WA 5.02 04/20/07 FALCONSTOR SOFTWARE INC DE 2.02,9.01 04/26/07 FAMILY HEALTHCARE SOLUTIONS INC NV 4.01 04/25/07 AMEND Federal Home Loan Bank of Atlanta X1 2.03 04/23/07 Federal Home Loan Bank of Boston X1 2.03 04/23/07 Federal Home Loan Bank of Chicago X1 2.03 04/23/07 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 04/23/07 Federal Home Loan Bank of Dallas 2.03 04/23/07 Federal Home Loan Bank of Des Moines X1 2.03,9.01 04/23/07 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 04/23/07 Federal Home Loan Bank of New York X1 2.03,9.01 04/23/07 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 04/23/07 Federal Home Loan Bank of San Francis X1 2.03 04/23/07 Federal Home Loan Bank of Seattle 2.03 04/25/07 Federal Home Loan Bank of Topeka 2.03 04/23/07 FFMLT 2007 FFB-SS 8.01,9.01 04/25/07 FFMLT 2007 FFB-SS 9.01 04/26/07 FINANCIAL INSTITUTIONS INC NY 2.02,9.01 04/26/07 FINOVA GROUP INC DE 8.01 04/26/07 FIRST BANCSHARES INC /MS/ MS 2.02,7.01,9.01 04/25/07 FIRST BANKS, INC MO 2.02,9.01 03/31/07 First California Financial Group, Inc DE 2.02,9.01 04/25/07 FIRST CITIZENS BANCSHARES INC /TN/ TN 5.02 04/26/07 FIRST INDUSTRIAL REALTY TRUST INC MD 2.02,9.01 04/25/07 FIRST MARBLEHEAD CORP 2.02,7.01,9.01 04/26/07 FIRST MARINER BANCORP MD 2.02,9.01 04/24/07 FIRST MERCHANTS CORP IN 1.01,5.02,8.01 04/26/07 FIRST NIAGARA FINANCIAL GROUP INC DE 2.02,9.01 04/24/07 FIRST POTOMAC REALTY TRUST MD 2.02,7.01,9.01 04/25/07 FIRST PULASKI NATIONAL CORP TN 4.01,5.02,9.01 04/26/07 FIRST SECURITY GROUP INC/TN TN 2.02 04/26/07 FIRST UNITED CORP/MD/ MD 5.02,9.01 04/24/07 FIRSTFED FINANCIAL CORP DE 7.01,9.01 03/31/07 FIRSTFED FINANCIAL CORP DE 1.01,9.01 04/26/07 FLEXTRONICS INTERNATIONAL LTD. U0 2.02,9.01 04/26/07 FORD MOTOR CO DE 2.02,9.01 04/26/07 FORD MOTOR CREDIT CO DE 2.02,9.01 04/26/07 FORGENT NETWORKS INC DE 1.01 04/26/07 Fortress International Group, Inc. DE 4.01,5.02,9.01 04/20/07 FORTUNE BRANDS INC DE 2.02,7.01,9.01 04/26/07 FOSTER L B CO PA 2.02,9.01 04/26/07 FOUNDRY NETWORKS INC DE 2.02,9.01 04/26/07 FRANKLIN RESOURCES INC DE 2.02,9.01 04/26/07 FREMONT GENERAL CORP NV 5.04 04/26/07 FRIEDMAN BILLINGS RAMSEY GROUP INC VA 2.02,9.01 04/26/07 FTI CONSULTING INC MD 5.02,9.01 04/23/07 FTS GROUP, INC. NV 4.02,9.01 04/26/07 FULL HOUSE RESORTS INC DE 5.02,9.01 04/20/07 FULTON FINANCIAL CORP PA 8.01,9.01 04/26/07 GameStop Corp. DE 1.01,9.01 04/26/07 GATX CORP NY 2.02,7.01,9.01 04/26/07 GE Dealer Floorplan Master Note Trust DE 1.01,9.01 04/26/07 GENAERA CORP DE 8.01,9.01 04/26/07 GENESIS ENERGY LP DE 1.01,9.01 04/25/07 GENESIS HEALTHCARE CORP PA 8.01,9.01 04/24/07 GEOPETRO RESOURCES CO 7.01,9.01 04/26/07 George Foreman Enterprises Inc DE 1.01,9.01 04/20/07 GERMAN AMERICAN BANCORP, INC. IN 8.01 04/16/07 GETTY IMAGES INC DE 2.01,2.03,7.01,9.01 04/18/07 GEVITY HR INC FL 2.02 04/26/07 GIBRALTAR INDUSTRIES, INC. DE 7.01,9.01 04/26/07 GIGA TRONICS INC CA 2.05,5.02,9.01 04/20/07 GLACIER BANCORP INC DE 2.02,9.01 04/25/07 GLIMCHER REALTY TRUST MD 2.02,9.01 04/25/07 GLOBAL PARTNERS LP 1.01,2.03,9.01 04/24/07 GMAC LLC DE 7.01,9.01 04/26/07 Goodman Global Inc 2.02,9.01 04/26/07 GOODRICH CORP NY 2.02,9.01 04/26/07 Gottaplay Interactive, Inc. NV 3.02 04/26/07 GRACO INC MN 5.02,9.01 04/20/07 GRANITE CONSTRUCTION INC DE 2.02,9.01 04/25/07 GREAT ATLANTIC & PACIFIC TEA CO INC MD 8.01 04/24/07 GREATBATCH, INC. DE 2.02,9.01 04/26/07 GREER BANCSHARES INC SC 7.01,9.01 04/26/07 GROUP 1 AUTOMOTIVE INC DE 2.02,9.01 04/26/07 GROUP 1 AUTOMOTIVE INC DE 7.01,9.01 04/26/07 Guideline, Inc. NY 2.02,9.01 04/26/07 GYMBOREE CORP DE 1.01,9.01 04/25/07 HANCOCK HOLDING CO MS 8.01,9.01 04/24/07 Hanesbrands Inc. MD 2.02,5.02,7.01,9.01 04/26/07 HARDINGE INC NY 8.01,9.01 04/25/07 HARMAN INTERNATIONAL INDUSTRIES INC / DE 2.02,7.01,9.01 03/31/07 HARMAN INTERNATIONAL INDUSTRIES INC / DE 8.01,9.01 04/26/07 HARTFORD FINANCIAL SERVICES GROUP INC DE 2.02,9.01 04/26/07 HERITAGE OAKS BANCORP CA 8.01,9.01 04/20/07 HERTZ CORP DE 2.02,7.01,9.01 04/26/07 HERTZ GLOBAL HOLDINGS INC 2.02,7.01,9.01 04/26/07 HITTITE MICROWAVE CORP 2.02,9.01 04/26/07 HOME BANCSHARES INC 5.02 04/20/07 Home Equity Loan Trust 2007-HSA2 DE 8.01,9.01 04/26/07 HORIZON BANCORP /IN/ IN 5.02 04/21/07 HORIZON FINANCIAL CORP WA 1.01,2.02,9.01 03/27/07 House of Taylor Jewelry, Inc. NV 9.01 03/12/07 HSBC Home Equity Loan Trust (USA) 200 DE 9.01 04/26/07 HUBBELL INC CT 2.02,9.01 04/26/07 HUTTIG BUILDING PRODUCTS INC DE 5.02 04/23/07 HYDRIL CO DE 2.02,9.01 04/24/07 HYDROGEN ENGINE CENTER, INC. NV 9.01 04/26/07 IBERIABANK CORP LA 2.02,7.01,9.01 04/25/07 IBERIABANK CORP LA 7.01 04/26/07 ICO INC TX 1.01,7.01,9.01 04/24/07 Icon Development, Inc. NV 1.01,8.01,9.01 04/24/07 ICON INCOME FUND EIGHT /DE DE 7.01,9.01 04/26/07 ICT GROUP INC PA 2.02,5.02,9.01 04/24/07 IDENIX PHARMACEUTICALS INC 2.02,9.01 04/26/07 IGATE CORP PA 2.02,9.01 04/26/07 IKANOS COMMUNICATIONS CA 2.02,9.01 04/26/07 IKON OFFICE SOLUTIONS INC OH 2.02,9.01 04/26/07 IMAGE SENSING SYSTEMS INC MN 2.02,9.01 04/26/07 IMCLONE SYSTEMS INC DE 2.02,9.01 04/26/07 IMCLONE SYSTEMS INC DE 5.02,9.01 04/24/07 INDYMAC BANCORP INC DE 7.01,9.01 04/26/07 INDYMAC BANCORP INC DE 2.02,9.01 04/26/07 INFERX CORP DE 3.02 04/20/07 Information Services Group Inc. DE 8.01,9.01 04/24/07 INFOSPACE INC DE 2.02,9.01 04/26/07 INFOSPACE INC DE 7.01,9.01 04/26/07 INGRAM MICRO INC DE 2.02,9.01 04/26/07 INHIBITON THERAPEUTICS, INC. NV 8.01 04/25/07 INNODATA ISOGEN INC DE 2.02,9.01 04/26/07 Innova Robotics & Automation, Inc. NV 8.01,9.01 04/26/07 INNOVATIVE SOLUTIONS & SUPPORT INC PA 2.02 04/25/07 INSIGNIA SYSTEMS INC/MN MN 2.02,9.01 02/25/07 INSMED INC VA 8.01,9.01 04/26/07 INTEGRATED BIOPHARMA INC DE 2.02,9.01 04/26/07 INTEGRATED DEVICE TECHNOLOGY INC DE 2.02,5.02,9.01 04/24/07 INTER TEL (DELAWARE), INC DE 2.02,9.01 04/26/07 INTERACTIVE DATA CORP/MA/ DE 2.02,9.01 04/26/07 INTERNATIONAL SHIPHOLDING CORP DE 5.02 04/24/07 INTERSECTIONS INC DE 1.01,7.01,9.01 04/20/07 INTERVOICE INC TX 1.01,1.02,2.02,8.01,9.01 04/23/07 INVENTURE GROUP, INC. DE 2.02,9.01 04/26/07 IOMEGA CORP DE 2.02,9.01 04/01/07 IOWA TELECOMMUNICATIONS SERVICES INC IA 5.02,9.01 04/23/07 IPC HOLDINGS LTD 2.02,8.01,9.01 04/24/07 ISTA PHARMACEUTICALS INC DE 2.02,9.01 04/26/07 ITLA CAPITAL CORP CA 2.02,9.01 04/24/07 ITT EDUCATIONAL SERVICES INC DE 2.02 04/26/07 IXIA CA 2.02,9.01 04/26/07 J P MORGAN CHASE & CO DE 9.01 04/24/07 J&J SNACK FOODS CORP NJ 2.02,9.01 04/26/07 JAKKS PACIFIC INC DE 2.02,9.01 04/26/07 JANUS CAPITAL GROUP INC DE 2.02,9.01 04/26/07 JDA SOFTWARE GROUP INC DE 5.02 02/06/07 AMEND K SWISS INC DE 2.02,9.01 04/26/07 KAYDON CORP DE 2.02,9.01 04/26/07 KBW, INC. 2.02,9.01 04/26/07 KEITHLEY INSTRUMENTS INC OH 2.02,9.01 04/26/07 KEMET CORP DE 2.01,8.01,9.01 04/26/07 KERYX BIOPHARMACEUTICALS INC DE 2.02,9.01 04/25/07 KIMCO REALTY CORP MD 1.01,9.01 04/23/07 KINDER MORGAN ENERGY PARTNERS L P DE 7.01 04/25/07 KIRBY CORP NV 2.02,9.01 04/25/07 KITTY HAWK INC DE 1.02,5.02,8.01,9.01 04/20/07 KLA TENCOR CORP DE 2.02,9.01 04/26/07 KYPHON INC DE 2.02,9.01 04/26/07 LABORATORY CORP OF AMERICA HOLDINGS DE 2.02 04/26/07 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 04/26/07 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 04/26/07 LAKE AREA CORN PROCESSORS LLC 2.02,7.01 04/25/07 Lake Shore Bancorp, Inc. X1 8.01,9.01 04/26/07 LAND O LAKES INC 2.02,9.01 04/26/07 LANDAMERICA FINANCIAL GROUP INC VA 2.02,9.01 03/31/07 LANDMARK BANCORP INC DE 2.02,8.01,9.01 04/26/07 LATTICE SEMICONDUCTOR CORP DE 2.02,9.01 04/26/07 Lazy Days R.V. Center, Inc. 5.02 04/23/07 LEADIS TECHNOLOGY INC DE 5.02,8.01,9.01 04/24/07 LEE ENTERPRISES, INC DE 2.02 04/23/07 LEVEL 3 COMMUNICATIONS INC DE 2.02,9.01 04/26/07 Lexington Energy Services Inc. NV 5.02 04/20/07 LIFE TIME FITNESS INC MN 2.02,9.01 04/26/07 LINCOLN ELECTRIC HOLDINGS INC OH 2.02,9.01 04/26/07 LIQUIDMETAL TECHNOLOGIES INC 1.01,2.04,9.01 04/06/07 LITHIA MOTORS INC OR 2.02,9.01 04/26/07 LITTLEFIELD CORP DE 2.02,9.01 04/25/07 LKQ CORP DE 2.02,9.01 04/26/07 LKQ CORP DE 1.01,9.01 04/25/07 LODGIAN INC DE 5.02,9.01 04/23/07 LYONDELL CHEMICAL CO DE 2.02,9.01 04/26/07 LYONDELL CHEMICAL CO DE 8.01,9.01 04/25/07 LYONDELL CHEMICAL CO DE 2.05 10/19/05 AMEND M I HOMES INC OH 2.02,9.01 04/26/07 MAGELLAN MIDSTREAM PARTNERS LP DE 5.02,9.01 04/25/07 MAGMA DESIGN AUTOMATION INC DE 2.02,9.01 04/26/07 MARINE PRODUCTS CORP DE 8.01,9.01 04/26/07 MARINEMAX INC DE 2.02,9.01 04/26/07 MARINER ENERGY INC DE 1.01,9.01 04/25/07 MARTEK BIOSCIENCES CORP DE 3.03,5.03,9.01 04/24/07 MASSBANK CORP DE 2.02,9.01 04/25/07 MASSEY ENERGY CO DE 2.02,9.01 04/26/07 MBIA INC CT 2.02,9.01 04/26/07 McAfee, Inc. DE 2.02,9.01 04/26/07 MDU RESOURCES GROUP INC DE 1.01,9.01 04/26/07 Mellanox Technologies, Ltd. L3 2.02,9.01 04/25/07 MEMC ELECTRONIC MATERIALS INC DE 2.02,5.02,9.01 04/26/07 Mercantile Bancorp, Inc. DE 2.02,9.01 04/26/07 MERCURY COMPUTER SYSTEMS INC MA 2.02,9.01 04/26/07 Meritage Homes CORP MD 2.02,9.01 04/25/07 Merrill Lynch First Franklin Mortgage DE 8.01,9.01 04/26/07 Merrill Lynch Mortgage Investors Trus DE 8.01,9.01 04/26/07 METROMEDIA INTERNATIONAL GROUP INC DE 8.01,9.01 04/26/07 METTLER TOLEDO INTERNATIONAL INC/ DE 2.02,9.01 04/26/07 MICROCHIP TECHNOLOGY INC DE 2.02,9.01 04/26/07 MICROFINANCIAL INC MA 2.02,9.01 04/25/07 MICROSEMI CORP DE 2.02 04/26/07 MICROSOFT CORP WA 2.02,9.01 04/26/07 MICROTUNE INC DE 2.02,9.01 04/26/07 MID PENN BANCORP INC PA 2.02,9.01 04/25/07 MIDSOUTH BANCORP INC LA 2.02,8.01,9.01 04/26/07 MIDWEST AIR GROUP INC WI 2.02,9.01 04/26/07 MIDWEST BANC HOLDINGS INC DE 2.02,8.01,9.01 04/24/07 MILLENIA HOPE INC 4.01 04/13/07 MILLENNIUM CHEMICALS INC DE 2.02,9.01 04/26/07 MILLENNIUM PHARMACEUTICALS INC DE 2.02 04/26/07 MINERALS TECHNOLOGIES INC DE 2.02,9.01 04/26/07 MKS INSTRUMENTS INC MA 2.02,9.01 04/26/07 ML JWH STRATEGIC ALLOCATION FUND LP DE 8.01 04/20/07 MOBIUS MANAGEMENT SYSTEMS INC DE 2.02,9.01 04/26/07 MONACO COACH CORP /DE/ DE 2.02,9.01 04/26/07 MONADNOCK BANCORP INC MD 2.02,9.01 04/26/07 MONSTER WORLDWIDE INC DE 2.02,7.01,9.01 04/26/07 MONTPELIER RE HOLDINGS LTD D0 2.02,7.01,9.01 04/25/07 MORGAN STANLEY DE 8.01,9.01 04/26/07 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 04/26/07 MOSAIC CO 7.01,9.01 04/26/07 MOTHERS WORK INC DE 2.02,9.01 04/24/07 MPS GROUP INC FL 2.02,5.02,9.01 04/23/07 MULTI SOLUTIONS INC NJ 1.01,9.01 04/26/07 MultiCell Technologies, Inc. DE 1.01,8.01,9.01 04/20/07 MWI Veterinary Supply, Inc. DE 2.02,9.01 04/26/07 MYERS INDUSTRIES INC OH 1.01,9.01 04/24/07 NACCO INDUSTRIES INC DE 2.02,7.01,9.01 04/26/07 NANOPHASE TECHNOLOGIES CORPORATION IL 2.02,9.01 04/26/07 NATIONAL HEALTHCARE CORP DE 8.01,9.01 04/25/07 NATIONAL INSTRUMENTS CORP /DE/ DE 2.02,9.01 04/26/07 NATURAL HEALTH TRENDS CORP DE 5.02,9.01 04/21/07 NAVIGANT CONSULTING INC DE 2.02,8.01,9.01 04/26/07 Nayna Networks, Inc. WY 2.01,3.02,9.01 04/18/07 NCR CORP MD 2.02,7.01,9.01 04/26/07 NCT GROUP, INC. DE 1.01,2.03,3.02 04/18/07 NETGEAR, INC DE 2.02,9.01 04/26/07 NETLOGIC MICROSYSTEMS INC 2.02,9.01 04/26/07 NEW CENTURY FINANCIAL CORP MD 1.01,2.03,7.01 04/20/07 NEW FIBER CLOTH TECHNOLOGY INC NV 4.01,9.01 10/09/06 AMEND NEW JERSEY RESOURCES CORP NJ 2.02,9.01 04/26/07 NEWELL RUBBERMAID INC DE 2.02,7.01,9.01 04/26/07 NEWFIELD EXPLORATION CO /DE/ DE 2.02,7.01,9.01 04/25/07 NEWMARKET CORP VA 8.01,9.01 04/26/07 NEWMONT MINING CORP /DE/ DE 2.02,9.01 04/26/07 NEWPORT CORP NV 2.02,9.01 04/26/07 NEXEN INC A0 2.02,9.01 04/26/07 NICOR INC IL 7.01 04/26/07 NII HOLDINGS INC DE 2.02,9.01 04/26/07 Nilam Resources Inc. NV 5.02 04/21/07 NMS COMMUNICATIONS CORP DE 2.02,7.01,9.01 04/26/07 NORTH BAY BANCORP/CA CA 1.01,8.01 04/23/07 NORTH VALLEY BANCORP CA 2.02,9.01 04/26/07 NORTHEAST UTILITIES MA 2.02,9.01 04/26/07 NORTHERN BORDER PIPELINE CO TX 2.02,7.01 04/26/07 Northstar Neuroscience, Inc. WA 2.02,5.02,9.01 04/23/07 NORTHWAY FINANCIAL INC 8.01 04/24/07 NORTHWEST NATURAL GAS CO OR 2.02 04/26/07 NOVASTAR FINANCIAL INC MD 7.01,9.01 04/26/07 NOVASTAR MORTGAGE FUNDING CORP DE 1.01,9.01 04/24/07 NOVASTAR MORTGAGE FUNDING CORP DE 1.01,9.01 04/24/07 NSTAR/MA MA 2.02,9.01 03/31/07 NUTRACEUTICAL INTERNATIONAL CORP DE 2.02,9.01 04/26/07 NYSE Euronext DE 2.02,9.01 04/26/07 OCTILLION CORP 7.01,9.01 04/23/07 OFFICE DEPOT INC DE 2.02,9.01 04/26/07 OLD DOMINION FREIGHT LINE INC/VA VA 2.02,9.01 04/26/07 OLYMPIC STEEL INC OH 5.02 04/20/07 OMEGA FINANCIAL CORP /PA/ PA 2.02,9.01 04/23/07 Omega Flex, Inc. PA 2.02,7.01,9.01 03/31/07 OMEGA HEALTHCARE INVESTORS INC MD 2.02,9.01 04/25/07 OMI CORP/M I 2.02,9.01 04/25/07 Omni Financial Services, Inc. GA 1.01,9.01 04/20/07 ON SEMICONDUCTOR CORP DE 2.02,9.01 04/26/07 ONEIDA FINANCIAL CORP DE 2.02 04/24/07 ONEOK INC /NEW/ OK 7.01 04/26/07 ONEOK Partners LP DE 7.01 04/26/07 OPENWAVE SYSTEMS INC DE 2.02,9.01 04/26/07 Opes Exploration Inc. NV 1.01,7.01,9.01 04/25/07 OPLINK COMMUNICATIONS INC DE 2.02,9.01 04/26/07 Option One Mortgage Loan Trust 2007-H DE 9.01 04/13/07 OSAGE BANCSHARES, INC. MD 2.02,8.01,9.01 04/26/07 OSI PHARMACEUTICALS INC DE 1.01,8.01,9.01 04/20/07 OSI RESTAURANT PARTNERS, INC. DE 8.01,9.01 04/26/07 OVERLAND STORAGE INC CA 2.02,9.01 04/26/07 OWENS ILLINOIS INC /DE/ DE 2.02 04/25/07 PACIFIC PREMIER BANCORP INC DE 5.02 04/26/07 PALOMAR MEDICAL TECHNOLOGIES INC DE 2.02,9.01 04/26/07 PAMRAPO BANCORP INC DE 2.02,9.01 04/25/07 PANTRY INC DE 2.02,9.01 04/26/07 PAR TECHNOLOGY CORP DE 2.02 03/31/07 PAREXEL INTERNATIONAL CORP MA 2.02,9.01 04/25/07 PC CONNECTION INC DE 2.02,9.01 04/26/07 PC TEL INC DE 5.02,9.01 04/20/07 PDF SOLUTIONS INC DE 2.02,7.01,9.01 04/25/07 PEDIATRIC SERVICES OF AMERICA INC DE 1.01,9.01 04/25/07 PENWEST PHARMACEUTICALS CO WA 2.02,9.01 04/26/07 PEOPLES BANCORP INC OH 1.02,2.02,9.01 04/26/07 PEOPLES BANCORPORATION INC /SC/ SC 2.02,9.01 04/24/07 PERICOM SEMICONDUCTOR CORP CA 2.02,9.01 04/26/07 PERKINELMER INC MA 2.02,9.01 04/26/07 PHARMACYCLICS INC DE 2.02,9.01 04/26/07 PHH Alternative Mortgage Trust, Serie 8.01,9.01 04/26/07 PHHMC Series 2007-2 Trust DE 9.01 04/25/07 PHOTON DYNAMICS INC CA 8.01,9.01 04/23/07 PHYSICIANS FORMULA HOLDINGS, INC. DE 7.01,9.01 04/25/07 PIER 1 IMPORTS INC/DE DE 5.02,9.01 04/22/07 PINNACLE AIRLINES CORP DE 8.01 04/24/07 PLACER SIERRA BANCSHARES CA 2.02,8.01,9.01 04/26/07 Platinum Research Organization, Inc. DE 8.01,9.01 04/26/07 PMA CAPITAL CORP PA 8.01,9.01 04/20/07 POLYCOM INC DE 2.02,9.01 04/26/07 Porter Bancorp, Inc. KY 2.02,9.01 04/26/07 POTASH CORP OF SASKATCHEWAN INC 2.02,9.01 04/26/07 POTLATCH CORP DE 2.02,9.01 04/26/07 PRESSTEK INC /DE/ DE 8.01 04/25/07 PRINCETON NATIONAL BANCORP INC DE 2.02,9.01 04/24/07 PROASSURANCE CORP DE 5.02,9.01 04/25/07 PROFESSIONALS DIRECT INC MI 8.01 04/26/07 PROVIDENT FINANCIAL SERVICES INC DE 5.02,7.01,9.01 04/25/07 PSB GROUP INC MI 2.02,9.01 04/24/07 PSB HOLDINGS INC /WI/ WI 2.02,9.01 04/26/07 PSYCHIATRIC SOLUTIONS INC DE 2.02,9.01 04/26/07 PUGET ENERGY INC /WA WA 2.02 04/26/07 PULTE HOMES INC/MI/ MI 2.02,9.01 04/25/07 QNB CORP PA 2.02,9.01 04/26/07 QUEST OIL CORP NV 5.02,8.01 04/18/07 QUEST RESOURCE CORP NV 1.01,9.01 04/25/07 QUESTAR CORP UT 2.02,9.01 04/25/07 QUICKLOGIC CORPORATION CA 2.02,9.01 04/26/07 QUIDEL CORP /DE/ DE 2.02,9.01 04/26/07 QUIGLEY CORP NV 2.02,8.01,9.01 04/26/07 R H DONNELLEY CORP DE 2.02,9.01 04/26/07 R H DONNELLEY CORP DE 2.02,9.01 04/26/07 Rackable Systems, Inc. DE 2.02,9.01 04/26/07 RADIAL ENERGY, INC. 5.02 04/20/07 RADIANT SYSTEMS INC GA 2.02,9.01 04/26/07 RADISYS CORP OR 2.02,9.01 04/26/07 RAINMAKER SYSTEMS INC CA 8.01,9.01 04/25/07 RALI Series 2007-QH4 Trust DE 8.01,9.01 04/26/07 RAMCO GERSHENSON PROPERTIES TRUST MD 2.02,9.01 04/25/07 RAMTRON INTERNATIONAL CORP DE 2.02,9.01 04/26/07 RANCHER ENERGY CORP. NV 5.02,7.01,9.01 04/26/07 RANGE RESOURCES CORP DE 2.02,9.01 04/25/07 RARE HOSPITALITY INTERNATIONAL INC GA 2.02,7.01,9.01 04/25/07 RED TRAIL ENERGY, LLC 1.01,1.02 04/23/07 REFAC OPTICAL GROUP DE 8.01,9.01 04/26/07 REGAL ENTERTAINMENT GROUP DE 2.02,8.01,9.01 04/26/07 REPUBLIC AIRWAYS HOLDINGS INC DE 2.02,9.01 04/25/07 REPUBLIC FIRST BANCORP INC PA 2.02,9.01 03/31/07 REPUBLIC SERVICES INC DE 2.02,9.01 04/26/07 RFMSI Series 2007-S4 Trust DE 8.01,9.01 04/26/07 Robcor Properties Inc 1.01,9.01 04/25/07 ROCKWELL AUTOMATION INC DE 2.02 04/26/07 ROMA FINANCIAL CORP X1 8.01 04/25/07 ROME BANCORP INC DE 2.02,9.01 04/26/07 RPC INC DE 8.01,9.01 04/26/07 RTW INC /MN/ MN 2.02,9.01 04/26/07 SAFEWAY INC DE 2.02,9.01 04/26/07 SAMSONITE CORP/FL DE 2.02,9.01 04/26/07 Sancon Resources Recovery, Inc. 9.01 06/05/06 AMEND SANDISK CORP DE 2.02,9.01 04/26/07 SAUL CENTERS INC MD 2.02,9.01 04/25/07 SCANA CORP SC 2.02,9.01 04/26/07 SCANSOURCE INC SC 2.02,9.01 04/26/07 SCHWEITZER MAUDUIT INTERNATIONAL INC DE 2.02,9.01 04/26/07 SCIELE PHARMA, INC. DE 2.02,9.01 04/26/07 Searchlight Minerals Corp. NV 1.01,2.01,3.02,5.01,9.01 02/15/07 AMEND SECURITY FEDERAL CORP SC 2.02,9.01 04/25/07 SEMTECH CORP DE 8.01,9.01 04/25/07 SENETEK PLC /ENG/ 7.01,9.01 04/24/07 SENOMYX INC DE 1.01,9.01 04/24/07 SHENANDOAH TELECOMMUNICATIONS CO/VA/ VA 2.02,9.01 04/25/07 SHERWIN WILLIAMS CO OH 1.01,8.01,9.01 04/26/07 SI Financial Group, Inc. X1 2.02,9.01 04/25/07 SIGNATURE EYEWEAR INC CA 1.01,3.02 04/23/07 SILICON STORAGE TECHNOLOGY INC CA 5.02 04/26/07 SILVERSTAR HOLDINGS LTD B0 2.02,9.01 04/25/07 SIMTEK CORP CO 2.02,9.01 04/26/07 SIMULATIONS PLUS INC 8.01,9.01 04/25/07 SKY PETROLEUM, INC. NV 8.01 04/20/07 SMALL WORLD KIDS INC UT 1.01,3.02,9.01 04/18/07 SMALL WORLD KIDS INC UT 4.01,9.01 04/12/07 SMITH INTERNATIONAL INC DE 2.02,9.01 04/25/07 SOLOMON TECHNOLOGIES INC DE 5.02 04/21/07 SOMERSET HILLS BANCORP NJ 2.02,5.02,8.01,9.01 04/25/07 SOUTHCOAST FINANCIAL CORP SC 2.02,9.01 04/20/07 SOUTHERN CO DE 2.02 04/26/07 SOUTHERN COMMUNITY FINANCIAL CORP 8.01,9.01 04/26/07 SOUTHWEST GEORGIA FINANCIAL CORP GA 2.02,9.01 03/31/07 Spansion Inc. DE 5.02 04/20/07 SPATIALIZER AUDIO LABORATORIES INC DE 1.01,3.02,9.01 04/25/07 Spirit AeroSystems Holdings, Inc. DE 2.02,9.01 04/26/07 ST MARY LAND & EXPLORATION CO DE 7.01,9.01 04/25/07 STAAR SURGICAL CO DE 2.02 04/23/07 STAAR SURGICAL CO DE 1.01,8.01,9.01 04/25/07 STANDARD PACIFIC CORP /DE/ DE 1.01,2.03,9.01 04/25/07 STANDARD REGISTER CO OH 1.01,2.01,7.01,9.01 04/21/07 STANDEX INTERNATIONAL CORP/DE/ DE 2.02,9.01 03/31/07 STANLEY WORKS CT 8.01,9.01 04/25/07 STANLEY WORKS CT 2.02,9.01 04/25/07 Starm Mortgage Loan Trust 2007-2 DE 8.01,9.01 03/30/07 STARWOOD HOTEL & RESORTS WORLDWIDE IN MD 2.02,7.01,9.01 04/26/07 STATE STREET CORP MA 8.01,9.01 04/23/07 STEAK & SHAKE CO IN 5.02 04/23/07 STEELCASE INC MI 1.01,9.01 04/25/07 STEELCASE INC MI 7.01 04/26/07 STEPAN CO DE 2.02,9.01 04/24/07 STERICYCLE INC DE 9.01 03/31/07 STERIS CORP OH 8.01,9.01 04/25/07 STEWART INFORMATION SERVICES CORP DE 2.02,9.01 04/26/07 STOCKERYALE INC MA 2.02,9.01 04/26/07 STONE ENERGY CORP DE 8.01,9.01 04/23/07 STRATASYS INC DE 2.02,9.01 04/26/07 STRATEGIC HOTELS & RESORTS, INC 1.01,2.03,3.02,9.01 04/25/07 Structured Asset Securities CORP Mort DE 8.01,9.01 03/30/07 AMEND STURM RUGER & CO INC DE 5.03,9.01 04/24/07 SUBJEX CORP MN 8.01 04/26/07 SUBURBAN PROPANE PARTNERS LP DE 5.02,9.01 04/26/07 SUBURBAN PROPANE PARTNERS LP DE 7.01,8.01,9.01 04/26/07 SUBURBAN PROPANE PARTNERS LP DE 7.01,8.01,9.01 04/26/07 SUBURBAN PROPANE PARTNERS LP DE 5.02 04/26/07 AMEND Sun American Bancorp DE 8.01 04/26/07 SUNPOWER CORP CA 2.02,9.01 04/26/07 SUNRISE SENIOR LIVING INC DE 5.02,9.01 04/23/07 SUPPORTSOFT INC DE 2.02,5.02,9.01 04/24/07 SURGILIGHT INC FL 1.01 04/25/07 SVB FINANCIAL GROUP 2.02,9.01 04/26/07 SYMBION INC/TN DE 2.02,9.01 04/25/07 SYNAPTICS INC CA 2.02,9.01 04/26/07 SYNCHRONOSS TECHNOLOGIES INC 2.02,9.01 04/26/07 SYNERGY FINANCIAL GROUP INC /NJ/ NJ 2.02,9.01 04/25/07 Synovics Pharmaceuticals NV 1.01,3.02,9.01 04/20/07 SYNPLICITY INC CA 5.02,9.01 04/20/07 SYPRIS SOLUTIONS INC DE 2.02,7.01,9.01 04/26/07 TC PIPELINES LP DE 2.02,9.01 04/26/07 TECH LABORATORIES INC NJ 5.02 04/20/07 TECH LABORATORIES INC NJ 1.01,2.01,2.03,3.02,5.01,5.06, 04/20/07 9.01 TECHNITROL INC PA 2.02,9.01 04/26/07 TEKELEC CA 2.01,9.01 04/21/07 TENNANT CO MN 2.02,9.01 04/26/07 TENNECO INC DE 2.02,8.01,9.01 04/26/07 TEPPCO PARTNERS LP DE 2.02,9.01 04/26/07 TEREX CORP DE 2.02,9.01 04/26/07 TERRA INDUSTRIES INC MD 2.02,9.01 04/26/07 TERRA NITROGEN CO L P /DE DE 2.02,9.01 04/26/07 TF FINANCIAL CORP DE 2.02 04/26/07 THERAVANCE INC DE 2.02,9.01 04/26/07 THERMO FISHER SCIENTIFIC INC. DE 2.02,9.01 04/26/07 THESTREET COM DE 2.02,9.01 04/26/07 TIB FINANCIAL CORP. FL 8.01,9.01 04/24/07 TIDEWATER INC DE 8.01,9.01 04/26/07 TIDEWATER INC DE 8.01 04/26/07 TIDEWATER INC DE 2.02,9.01 04/26/07 TIMBERLAND BANCORP INC WA 2.02,9.01 04/24/07 TIMKEN CO OH 2.02 04/26/07 TITAN PHARMACEUTICALS INC DE 1.01,9.01 04/25/07 TOLLGRADE COMMUNICATIONS INC \PA\ PA 2.02,9.01 04/25/07 TORO CO DE 1.01,2.03,7.01,9.01 04/23/07 TOUCHSTONE SOFTWARE CORP /CA/ DE 2.02 04/26/07 TOYS R US INC DE 2.02,9.01 04/26/07 TRANSATLANTIC HOLDINGS INC DE 2.02 04/26/07 TRAVELERS COMPANIES, INC. MN 2.02,9.01 04/26/07 TRIAD GUARANTY INC DE 2.02,9.01 04/25/07 TRIDENT MICROSYSTEMS INC DE 2.02,8.01,9.01 04/26/07 TRIPLE-S MANAGEMENT CORP 7.01,8.01,9.01 04/24/07 TUMBLEWEED COMMUNICATIONS CORP DE 2.02,9.01 04/26/07 TUPPERWARE BRANDS CORP DE 2.02,9.01 04/25/07 TYLER TECHNOLOGIES INC DE 2.02 04/25/07 UAP HOLDING CORP DE 4.01,9.01 03/19/07 AMEND ULTIMATE SOFTWARE GROUP INC DE 2.02,9.01 04/26/07 UNIFI INC NY 2.02,7.01,8.01,9.01 04/26/07 UNION BANKSHARES INC VT 2.02,9.01 04/25/07 UNITED AMERICA INDEMNITY, LTD E9 5.02,9.01 04/24/07 UNITED AMERICA INDEMNITY, LTD E9 2.02,9.01 04/25/07 UNITED COMMUNITY FINANCIAL CORP OH 2.02,9.01 04/25/07 UNITED PARCEL SERVICE INC DE 2.02,9.01 04/25/07 UNITED RENTALS INC /DE DE 5.02 04/20/07 United States Oil Fund, LP DE 9.01 04/25/07 UNITY BANCORP INC /NJ/ NJ 7.01,9.01 04/26/07 UNIVERSAL PROPERTY DEVELOPMENT & ACQU NV 2.01,9.01 04/23/07 UNIVEST CORP OF PENNSYLVANIA PA 2.02,9.01 04/25/07 Uranium Hunter CORP NV 8.01 04/20/07 US AIRWAYS GROUP INC DE 2.02,9.01 04/26/07 US AIRWAYS GROUP INC DE 7.01,9.01 04/26/07 UST INC DE 2.02,8.01,9.01 04/20/07 VALERO ENERGY CORP/TX DE 2.02,9.01 04/26/07 VALERO ENERGY CORP/TX DE 7.01,9.01 04/26/07 VALLEY FINANCIAL CORP /VA/ VA 2.02 04/26/07 VARIAN SEMICONDUCTOR EQUIPMENT ASSOCI DE 2.02,9.01 04/26/07 VASCO DATA SECURITY INTERNATIONAL INC DE 2.02,9.01 04/26/07 Veri-Tek International, Corp. MI 2.01,9.01 07/03/06 AMEND VERINT SYSTEMS INC 1.01,7.01,9.01 04/26/07 VERSANT CORP CA 5.02,9.01 04/23/07 VIGNETTE CORP DE 2.02,9.01 04/26/07 VINEYARD NATIONAL BANCORP CA 2.02,9.01 04/26/07 VIRGINIA FINANCIAL GROUP INC VA 2.02,9.01 04/24/07 VISICU INC DE 2.02,9.01 04/26/07 VISTAPRINT LTD D0 2.02,9.01 04/26/07 VIVUS INC CA 2.02,9.01 04/26/07 VIVUS INC CA 5.02,9.01 04/23/07 Vocalscape Networks, Inc. NV 5.02,9.01 04/23/07 Volcom Inc 2.02,7.01,9.01 04/26/07 VORNADO REALTY LP DE 7.01,9.01 04/25/07 VORNADO REALTY TRUST MD 7.01,9.01 04/25/07 WACHOVIA ASSET SECURITIZATION INC 200 8.01,9.01 04/25/07 WACHOVIA ASSET SECURITIZATION INC AST 8.01,9.01 04/25/07 WADDELL & REED FINANCIAL INC DE 2.02,9.01 04/25/07 WaMu Asset-Backed Certificates, WaMu DE 9.01 04/10/07 AMEND WASHINGTON TRUST BANCORP INC RI 5.02 04/24/07 WENDYS INTERNATIONAL INC OH 2.02,9.01 04/25/07 WEST BANCORPORATION INC IA 2.02,9.01 04/26/07 WEST MARINE INC DE 2.02,9.01 04/26/07 WEST PHARMACEUTICAL SERVICES INC PA 2.02,9.01 03/31/07 WESTERN DIGITAL CORP DE 2.02,5.02,7.01,9.01 04/24/07 WESTINGHOUSE AIR BRAKE TECHNOLOGIES C DE 2.02,8.01,9.01 04/26/07 WESTSTAR FINANCIAL SERVICES CORP NC 2.02,9.01 04/26/07 WESTWOOD HOLDINGS GROUP INC DE 2.02,7.01,9.01 04/26/07 WITS BASIN PRECIOUS MINERALS INC MN 1.01,9.01 04/20/07 WJ COMMUNICATIONS INC DE 4.02,8.01,9.01 04/26/07 WOLVERINE TUBE INC DE 2.02,9.01 04/26/07 WORLD ACCEPTANCE CORP SC 2.02,7.01,9.01 04/26/07 WORLD FUEL SERVICES CORP FL 7.01,9.01 04/26/07 XL CAPITAL LTD 8.01 04/23/07 XM SATELLITE RADIO HOLDINGS INC DE 2.02,7.01,9.01 04/26/07 YOUBET COM INC DE 8.01,9.01 04/23/07 ZOLL MEDICAL CORP MA 2.02,9.01 04/26/07 ZYGO CORP DE 2.02,9.01 04/26/07