SEC NEWS DIGEST Issue 2006-87 May 5, 2006 ENFORCEMENT PROCEEDINGS SEC SANCTIONS MUTUAL FUND ADMINISTRATOR AND FUND ACCOUNTANT On May 5, the Commission issued an Order Instituting Administrative and Cease-and-Desist Proceedings, Making Findings, and Imposing Remedial Sanctions and a Cease-and-Desist Order Pursuant to Section 21C of the Securities Exchange Act of 1934, and Sections 9(b) and 9(f) of the Investment Company Act of 1940 as to Unified Fund Services, Inc. and Michael E. Durham (Order), concerning multiple violations of the federal securities laws by mutual fund clients of Unified Fund Services, Inc. (Unified), including the Liquid Green Money Market Fund (Liquid Green), formerly known as the Unified Taxable Money Market Fund (UTMM), and the Florida Street Bond Fund (Florida Street). Without admitting or denying the Commission's findings, Unified simultaneously agreed to settle the proceedings by consenting to a cease-and-desist order and payment of a $125,000 civil penalty. In addition, Unified previously undertook to hire an Independent Compliance Consultant to assist it in making improvements to its accounting and compliance procedures. Michael E. Durham (Durham), a resident of Greenwood, Indiana and Unified's Vice President of Fund Accounting at the time of the violations, also simultaneously agreed to settle the proceedings by consenting to a cease-and-desist order. In its Order, the Commission found that Unified made misstatements in UTMM's and Liquid Green's books and records in violation of Section 34(b) of the Investment Company Act of 1940 (Investment Company Act) when it erroneously recorded the call dates for certain government agency bonds as the maturity dates for the bonds. Unified also used the call dates for purposes of determining the fund's compliance with Rule 2a-7 under the Investment Company Act . As a result, Unified caused the funds to hold themselves out as money market funds when they were not entitled to do so because they did not meet the risk- limiting conditions of Rule 2a-7, resulting in violations by the funds of Section 35(d) of the Investment Company Act. The Commission also found that, from August 1999 through June 2001, Unified failed properly to account for interest due on bonds in Florida Street's investment portfolio and, as a result, caused the fund to materially overstate its interest receivable. As a result of its accounting errors, Unified and Durham (i) caused Florida Street to materially overstate its interest receivable; (ii) computed incorrect net asset values (NAVs) for the fund, and (iii) caused the fund to sell and redeem its shares at incorrect NAVs. As a result of this conduct, Unified and Durham made misstatements in Florida Street's accounting records in violation of Section 34(b) of the Investment Company Act and caused the fund to violate Rule 22c-1 under the Investment Company Act by selling and redeeming shares at overstated NAVs. Finally, the Commission found that, from 2000 through 2002, Unified caused several of its clients to file reports with the Commission late or not at all. As a result of the late filings, Unified aided and abetted and caused violations of Sections 30(b)(1) and 30(e) of the Investment Company Act, and Rules 30b1-1 and 30e-1 thereunder, and Rule 12b-25(a) under the Securities and Exchange Act of 1934. (Rels. 34-53762; IC-27312; AAE Rel. No. 2426; File No.3-12286) JUDGMENT OF PERMANENT INJUNCTION AND OTHER RELIEF ENTERED AGAINST DEFENDANT W.L. WARE ENTERPRISES AND INVESTMENTS, INC. The Commission announced that on March 22, 2006, the Honorable G. Kendall Sharp, U.S. District Judge for the Middle District of Florida, entered a Judgment of Permanent Injunction and Other Relief against Defendant W.L. Ware Enterprises, Inc. The Judgment entered with Ware's consent, without admitting or denying the allegations in the SEC's complaint, enjoins the company from violations of Section 5(a) and 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. In addition to injunctive relief the Judgment provides for disgorgement and the imposition of a civil penalty in amounts to be determined by the Court upon the SEC's motion. [SEC v. W. L. Ware Enterprises and Investment, Inc., d/b/a Ware Enterprises and Investments, Inc., Ware Enterprises and Investments, LLC, and W.L. Ware Enterprises and Investments, LLC, and Warren L. Ware., Case No. 6:04-CV-ORL-18JGG] (LR-19686) DEFAULT FINAL JUDGMENT SETTING DISGORGEMENT AND CIVIL PENALTY ENTERED AGAINST DELANO STA.ANA The Commission announced that on April 28, 2006, the Honorable Donald M. Middlebrooks, U.S. District Judge for the Southern District of Florida, entered a default final judgment setting disgorgement and imposing civil penalty against Delano Sta.Ana. The default final judgment orders Sta.Ana to pay $70,000 in disgorgement and prejudgment interest and a civil penalty of $80,000, within thirty days. This action arose on March 2, 2006, as a result of Sta.Ana's failure to pay all of the disgorgement, prejudgment interest and civil penalty he agreed to pay in the settled public administrative and cease-and- desist proceeding against him (In the Matter of Lawrence S. Powell and Delano N. Sta.Ana, Administrative Proceeding File No. 3-11794). The administrative proceeding, which was instituted on Jan. 11, 2005, ordered Sta.Ana to pay disgorgement, prejudgment interest and a civil penalty in the amount of $150,000.00, in connection with his mutual fund market timing and late trading activities he engaged in while associated with Kaplan & Co. [SEC v. Delano N. Sta.Ana, Case No. 06- 80202-CIV-MIDDLEBROOKS/JOHNSON (S.D.Fla.)] (LR-19687) FINAL JUDGMENT OF PERMANENT INJUNCTION AND OTHER RELIEF ENTERED AGAINST DEFENDANT BIO-HEAL LABORATORIES, INC., AND DEFAULT FINAL JUDGMENTS ENTERED AGAINST RELIEF DEFENDANTS ICOR, INC., BELA ENTERPRISES, LLC, AND GIBSON ISLAND ENTERPRISES, LLC The Commission announced that on April 5, 2006, the U.S. District Court for the Southern District of Florida entered a Final Consent Judgment of Permanent Injunction and Other Relief against Defendant Bio-Heal Laboratories, Inc. Bio-Heal, without admitting or denying the allegations in the complaint, consented to the entry of an injunction against future violations of Sections 5(a) and 5(c) of the Securities Act of 1933, Sections 10(b) and 13(a) of the Securities Exchange Act of 1934 and Rules 10b-5 and 13a-1 thereunder. In addition, the Final Judgment orders Bio-Heal to pay disgorgement of $600,000 and prejudgment interest of $18,135. On April 20, 2006, the Court also entered a Default Final Judgment against Relief Defendant ICOR, Inc., and Default Final Judgments of Disgorgement and Other Relief against Relief Defendants Bela Enterprises, LLC, and Gibson Island Enterprises, LLC, respectively. The Default Judgment against ICOR orders it to disgorge 4 million shares of Bio-Heal Stock directly to Bio-Heal, which Bio-Heal will cancel upon receipt as agreed in its signed Consent. The Default Judgments against Bela and Gibson order them to pay, in cash, disgorgement of $1,420,890.29 plus prejudgment interest of $85,940.50 and $9,382,923.32 plus prejudgment interest of $518,495.74, respectively. Bela and Gibson are also ordered to disgorge 3,682,382 and 2,759,697 shares of Bio-Heal Stock directly to Bio-Heal, respectively. Upon receipt of the shares of stock, Bio-Heal will immediately cancel the shares of stock as agreed in its signed Consent. Based on the Commission's motion, on April 3, 2006, the Court entered an Order of Dismissal without Prejudice as to Relief Defendants MRMG Holdings, Inc. and Kess Associates, Inc. The Commission commenced this action by filing its complaint on April 25, 2005, against Bio-Heal and the various Relief Defendants. The complaint alleged that Bio-Heal improperly issued 12 million unrestricted shares of its stock to Relief Defendants MRMG, Kess, and ICOR. Two of the Relief Defendants then allegedly transferred their Bio-Heal shares to the other Relief Defendants, Bela and Gibson. The complaint further alleged that Bela and Gibson generated millions in net profits by dumping Bio-Heal shares while the stock was being touted to investors through the internet. [SEC v. Bio-Heal Laboratories, Inc., Defendant, MRMG Holdings, Inc., Kess Associates, Inc. ICOR, Inc., Bela Enterprises, LLC, and Gibson Island Enterprises, LLC, Relief Defendants, No. 05-21116-CIV-Seitz (S.D. Fla.)] (LR-19688) PRIME BANK SCHEME HALTED On May 3, the Commission filed an emergency civil action in U.S. District Court in Dallas, Texas to halt an ongoing "prime bank" scheme involving defendants James N. Pratt, 65, of Carrolton, Texas; two entities Pratt controls, EFS, LLC and Freedom Fidelity, LLC; James V. Coffin, 56, of Huntington Beach, California; and an entity Coffin controls, SP&V, LLC. In conjunction with its civil action, the Commission simultaneously filed, and the District Court granted, motions seeking an asset freeze and other emergency relief against the defendants. The Commission's complaint alleges that the defendants violated the offering registration provisions of the Securities Act of 1933, and the anti-fraud provisions of the Securities Act and the Securities Exchange Act of 1934, while raising an approximate $1.06 million from at least 85 investors since September 2004. According to the complaint, the defendants made false claims regarding the phenomenal investment returns to be achieved through the investment in promissory notes issued by EFS and Freedom Fidelity. The defendants claimed they would transfer the funds raised from EFS and Freedom Fidelity investors to SP&V, for its investment in the trading of "bank instruments" issued by the "Top 25 World Banks." Such trading programs, commonly described as "prime bank" schemes, do not exist. Consequently, the defendants failed to generate the promised returns, and, according to the complaint, they have failed to offer any explanation for the disposition of approximately one-third of the investors' funds. The fraud was apparently ongoing; the defendants have taken money from investors as recently as April 25, 2006. The Commission gratefully acknowledges the assistance of the California Department of Corporations. [SEC v. EFS, LLC, Freedom Fidelity, LLC, James N. Pratt, SP&V, LLC and Timothy V. Coffin, Civil Action No. 3-06CV0793-M, United States District Court for the Northern District of Texas (Dallas Division). (LR-19689) SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGES The American Stock Exchange filed a proposed rule change (SR-Amex- 2006-34) relating to minor rule violations and the bunching of odd-lot orders. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53749) The Philadelphia Stock Exchange filed a proposed rule change (SR-Phlx- 2005-69) to amend Phlx Rule 784, Reports of Options. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53757) DECLARATION OF EFFECTIVENESS OF THE FINGERPRINT PLAN OF THE NATIONAL ASSOCIATION OF SECURITIES DEALERS, INC. The Commission declared an amended fingerprinting plan filed by the National Association of Securities Dealers effective pursuant to Rule 17f-2(c) under the Securities Exchange Act of 1934. The Amended Plan supersedes and replaces the NASD's current fingerprinting plan. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53751) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR PCX 2006 14) filed by the Pacific Exchange (n/k/a NYSE Arca, Inc.) to reduce the fee charged to a Lead Market Maker when it transfers options issues to another Lead Market Maker. Publication of the order is expected in the Federal Register during the week of May 8. (Rel. 34-53752) NOTICE OF FILING AND IMMEDIATE EFFECTIVENESS OF PROPOSED AMENDMENT TO THE PLAN FOR REPORTING OF CONSOLIDATED OPTIONS LAST SALE REPORTS AND QUOTATION INFORMATION The Options Price Reporting Authority filed with the Securities and Exchange Commission a notice of filing and immediate effectiveness of a proposed Plan amendment pursuant to Rule 608 under the Securities Exchange Act of 1934 (SR-OPRA-2006-01) to revise OPRA's Professional Subscriber Agreement and its Direct Circuit Connection Rider and Indirect Circuit Connection Rider. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34- 53753) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE The Commission issued notice immediate effectiveness of a proposed rule change (SR-Phlx-2006-25) filed by the Philadelphia Stock Exchange relating to its equity options payment for order flow program. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53754) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-8 BORLAND SOFTWARE CORP, 100 ENTERPRISE WAY, SCOTTS VALLEY, CA, 95066-3249, 8314311000 - 3,410,000 ($17,356,900.00) Equity, (File 333-133782 - May. 4) (BR. 03B) S-3 IMPERIAL SUGAR CO /NEW/, ONE IMPERIAL SQ STE 200, P O BOX 9, SUGAR LAND, TX, 77487, 2814919181 - 3,315,715 ($113,629,554.00) Equity, (File 333-133783 - May. 4) (BR. 04C) S-3ASR GOODYEAR TIRE & RUBBER CO /OH/, 1144 E MARKET ST, AKRON, OH, 44316, 2167962121 - 278,743,000 ($360,693,442.00) Debt Convertible into Equity, (File 333-133785 - May. 4) (BR. 06A) S-3 DISCOVERY LABORATORIES INC /DE/, 2600 KELLY ROAD, SUITE 100, WARRINGTON, PA, 18976, 2154889300 - 12,167,047 ($32,121,004.08) Equity, (File 333-133786 - May. 4) (BR. 01A) S-8 MICRON ENVIRO SYSTEMS INC, 789 WEST PENDER ST, SUITE 1250, VANCOUVER BC, A1, V6C 1H2, 6046466903 - 10,000,000 ($1,480,000.00) Equity, (File 333-133787 - May. 4) (BR. 04A) F-6 ARKEMA, 4-8 COURS MICHELET, PUTEAUX, I0, 92800, 33.1.49.00.75.00 - 100,000,000 ($5,000,000.00) ADRs/ADSs, (File 333-133789 - May. 4) (BR. ) S-8 TETRA TECHNOLOGIES INC, 25025 I-45N, THE WOODLANDS, TX, 77380, 2813671983 - 650,000 ($32,610,500.00) Equity, (File 333-133790 - May. 4) (BR. 02A) S-8 INFRASOURCE SERVICES INC, 100 WEST SIXTH STREET, SUITE 300, MEDIA, PA, 19063, 6104808000 - 2,350,180 ($44,935,441.60) Equity, (File 333-133791 - May. 4) (BR. 06B) S-8 ENTERPRISE BANCORP INC /MA/, 222 MERRIMACK ST, LOWELL, MA, 01852, 9784599000 - 200,000 ($6,275,000.00) Equity, (File 333-133792 - May. 4) (BR. 07A) SB-2 QUEST OIL CORP, 1650-1188 WEST GEORGIA STREET, VANCOUVER, A1, V6A 4E3, 817-462-4091 - 131,324,479 ($5,252,978.80) Equity, (File 333-133795 - May. 4) (BR. 04B) S-8 APOLO GOLD & ENERGY INC., 1209-409 GRANVILLE STREET, VANCOUVER, A1, V6C1T2, 604-687-4150 - 8,000,000 ($1,200,000.00) Equity, (File 333-133796 - May. 4) (BR. 04A) S-8 VISTAPRINT LTD, CANON, 22 VICTORIA STREET, HAMILTON, D0, HM 12, 781-547-6383 - 500,000 ($15,217,500.00) Other, (File 333-133797 - May. 4) (BR. 05B) SB-2 EROOMSYSTEM TECHNOLOGIES INC, 390 NORTH 3050 EAST, ST GEORGE, UT, 84790, 4356288500 - 16,524,830 ($4,131,208.00) Equity, (File 333-133801 - May. 4) (BR. 03B) S-8 SUSQUEHANNA BANCSHARES INC, 26 N CEDAR ST, LITITZ, PA, 17543, 7176264721 - 500,000 ($11,865,000.00) Equity, (File 333-133803 - May. 4) (BR. 07B) S-3 WORLD OMNI AUTO RECEIVABLES LLC, 190 NW 12TH AVENUE, DEERFIELD BEACH, FL, 33442, 9544292200 - 0 ($1,000,000.00) Asset-Backed Securities, (File 333-133809 - May. 4) (BR. 05D) S-8 NORTH CENTRAL BANCSHARES INC, 825 CENTRAL AVE, C/O FIRST FED SAVINGS BANK OF FT DODGE, FORT DODGE, IA, 50501, 5155767531 - 125,000 ($4,875,000.00) Equity, (File 333-133810 - May. 4) (BR. 07C) S-3 TAPESTRY PHARMACEUTICALS, INC, 4840 PEARL EAST CIRCLE, SUITE 300W, BOULDER, CO, 80301, 303-516-8500 - 0 ($109,782,000.00) Equity, (File 333-133811 - May. 4) (BR. 01C) S-8 TAPESTRY PHARMACEUTICALS, INC, 4840 PEARL EAST CIRCLE, SUITE 300W, BOULDER, CO, 80301, 303-516-8500 - 0 ($27,302,548.88) Other, (File 333-133812 - May. 4) (BR. 01C) S-8 FIRST REGIONAL BANCORP, 1801 CENTURY PARK EAST, LOS ANGELES, CA, 90067, 3105521776 - 0 ($16,555,560.00) Equity, (File 333-133813 - May. 4) (BR. 07A) S-8 WYETH, 5 GIRALDA FARMS, MADISON, NJ, 07940, 9736605000 - 300,000 ($14,466,000.00) Equity, (File 333-133814 - May. 4) (BR. 01C) S-8 ARCH CHEMICALS INC, 501 MERRITT 7, P O BOX 4500, NORWALK, CT, 06856-4500, 2037503729 - 2,000,000 ($59,470,000.00) Equity, (File 333-133815 - May. 4) (BR. 06A) S-8 ARCH CHEMICALS INC, 501 MERRITT 7, P O BOX 4500, NORWALK, CT, 06856-4500, 2037503729 - 3,000,000 ($3,000,000.00) Equity, (File 333-133816 - May. 4) (BR. 06A) S-8 ALLERGAN INC, 2525 DUPONT DRIVE, IRVINE, CA, 92612, 7142464500 - 0 ($34,300,000.00) Equity, (File 333-133817 - May. 4) (BR. 01B) F-10 PRIMEWEST ENERGY TRUST, 5100-150 6 AVENUE SW, CALGARY, A0, T2P 3Y7, 4032346600 - 673,500,000 ($673,500,000.00) Equity, (File 333-133818 - May. 4) (BR. 04B) SB-2 ZONE 4 PLAY INC, 103 FOULK ROAD SUITE 202, WILMINGTON, DE, 19803, 302-691-6177 - 20,103,243 ($17,087,756.00) Equity, (File 333-133820 - May. 4) (BR. 03B) S-1 GENERAL STEEL HOLDINGS INC, 10TH FLOOR, NO. 3 NAN LI SHI ROAD A, HAITONG BUILDING, XICHENG DISTRICT, BEIJING, F4, XXXXX, (702) 866-2500 - 3,529,995 ($6,353,991.00) Debt Convertible into Equity, (File 333-133821 - May. 4) (BR. 06B) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off-Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant's Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics 6.01. ABS Informational and Computational Material. 6.02. Change of Servicer or Trustee. 6.03. Change in Credit Enhancement or Other External Support. 6.04. Failure to Make a Required Distribution. 6.05. Securities Act Updating Disclosure. 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ------------------------------------------------------------------------------------------------------- 1 800 FLOWERS COM INC DE 2.01 05/01/06 24/7 REAL MEDIA INC DE 2.02,9.01 05/03/06 3D SYSTEMS CORP DE 2.02,9.01 05/04/06 ACCELLENT INC 2.02,9.01 05/04/06 ACCURIDE CORP DE 2.02,9.01 05/04/06 ACE Securities Corp. Home Equity Loan DE 2.01,9.01 03/27/06 ACTIVISION INC /NY DE 2.02,9.01 05/04/06 ADELPHIA COMMUNICATIONS CORP DE 7.01,8.01,9.01 04/28/06 ADEPT TECHNOLOGY INC CA 2.02,9.01 05/04/06 ADESA INC 1.01,5.02 04/28/06 ADEZA BIOMEDICAL CORP DE 2.02,8.01,9.01 05/04/06 ADOLOR CORP 2.02,9.01 05/04/06 ADVANCED ANALOGIC TECHNOLOGIES INC DE 2.02,9.01 05/04/06 Advanced BioPhotonics Inc. DE 5.02,9.01 05/01/06 ADVANSTAR COMMUNICATIONS INC NY 2.02,9.01 05/04/06 ADVISORY BOARD CO DE 2.02,9.01 05/04/06 AFFYMETRIX INC DE 1.01,5.02 04/28/06 AMEND AIRNET COMMUNICATIONS CORP DE 2.04,9.01 05/02/06 AKSYS LTD DE 1.01,9.01 04/30/06 ALABAMA NATIONAL BANCORPORATION DE 1.01,9.01 05/03/06 ALAMO GROUP INC DE 2.02,9.01 05/03/06 ALANCO TECHNOLOGIES INC AZ 1.01,3.02,9.01 05/03/06 ALLIANCE DATA SYSTEMS CORP DE 7.01,9.01 05/04/06 ALLIANCE FINANCIAL CORP /NY/ NY 1.01,5.02 05/03/06 ALLIANCE FINANCIAL CORP /NY/ NY 7.01,9.01 05/03/06 ALLIED HOLDINGS INC GA 1.01 05/01/06 Alpha Natural Resources, Inc. DE 2.02,9.01 05/04/06 Alpha Natural Resources, Inc. DE 2.02,7.01 05/04/06 AMEDISYS INC DE 2.02,9.01 05/04/06 AMEREN CORP MO 1.01,2.02,8.01,9.01 05/02/06 AMERIANA BANCORP IN 2.02,8.01,9.01 05/02/06 AMERICA SERVICE GROUP INC /DE DE 2.02,9.01 05/03/06 AMERICAN EAGLE OUTFITTERS INC DE 7.01,9.01 05/03/06 AMERICAN HEALTHCHOICE INC /NY/ NY 1.01,2.03,3.02,9.01 04/28/06 AMERICAN INTERNATIONAL PETROLEUM CORP NV 2.01,9.01 05/04/06 AMERICAN MOLD GUARD INC 5.02,8.01,9.01 05/03/06 American Reprographics CO DE 2.02,9.01 05/04/06 AMERICAN RETIREMENT CORP TN 2.02,7.01,9.01 05/03/06 AMERICAN SHARED HOSPITAL SERVICES CA 2.02,9.01 05/04/06 AMERICAN TECHNICAL CERAMICS CORP DE 2.02,9.01 05/04/06 AMERISTAR CASINOS INC NV 2.02,9.01 05/04/06 AMR CORP DE 7.01 05/04/06 AMREIT TX 2.02,9.01 05/03/06 ANADARKO PETROLEUM CORP DE 1.01,5.02,9.01 04/28/06 ANALYSTS INTERNATIONAL CORP 2.02,7.01,9.01 05/04/06 ANNTAYLOR STORES CORP DE 5.02,7.01,9.01 05/03/06 ANTHRACITE CAPITAL INC MD 8.01,9.01 05/02/06 APARTMENT INVESTMENT & MANAGEMENT CO MD 2.02,9.01 05/04/06 APPALACHIAN BANCSHARES INC GA 7.01,9.01 05/04/06 APPLETON PAPERS INC/WI 8.01 05/04/06 APPLICA INC FL 2.02,9.01 05/04/06 APPLIED DIGITAL SOLUTIONS INC MO 2.02,9.01 05/04/06 APPLIED FILMS CORP CO 1.01,2.02,8.01,9.01 05/04/06 APPLIED MATERIALS INC /DE DC 1.01,7.01,9.01 05/04/06 APTIMUS INC WA 2.02,9.01 05/04/06 ARAMARK CORP/DE DE 1.01,9.01 04/28/06 ARCH CAPITAL GROUP LTD. 8.01 05/03/06 ARCTIC CAT INC MN 2.02,9.01 05/02/06 Argent Securities Inc. Series 2006-W3 2.01,9.01 03/14/06 AMEND ARGENTEX MINING CORP NV 1.01,9.01 05/01/06 ARIAD PHARMACEUTICALS INC DE 8.01,9.01 05/04/06 ASG Consolidated LLC DE 7.01 05/01/06 ASHFORD HOSPITALITY TRUST INC MD 7.01,9.01 05/04/06 ASPEN INSURANCE HOLDINGS LTD D0 7.01,9.01 05/04/06 ASSET ACCEPTANCE CAPITAL CORP 2.02,9.01 05/04/06 ASSURANCEAMERICA CORP NV 8.01,9.01 05/03/06 ASSURANT INC 2.02 05/04/06 AT&T INC. DE 1.01,5.03,9.01 04/28/06 ATLAS PIPELINE PARTNERS LP DE 1.01 05/02/06 ATMOS ENERGY CORP TX 2.02,9.01 05/04/06 AtriCure, Inc. DE 2.02,9.01 05/04/06 ATS MEDICAL INC MN 2.02,9.01 05/04/06 ATS MEDICAL INC MN 5.02 05/04/06 AVIALL INC DE 1.01,8.01,9.01 04/30/06 AVID TECHNOLOGY INC DE 2.02 05/04/06 AVISTAR COMMUNICATIONS CORP DE 2.02,9.01 05/03/06 AWARE INC /MA/ MA 2.02,9.01 05/04/06 AXCELIS TECHNOLOGIES INC DE 1.01,2.02,2.03,3.02,8.01,9.01 05/02/06 AXIS CAPITAL HOLDINGS LTD 2.02,9.01 05/04/06 BACKWEB TECHNOLOGIES LTD 2.02,9.01 05/02/06 BANK JOS A CLOTHIERS INC /DE/ DE 8.01,9.01 05/04/06 BARR PHARMACEUTICALS INC DE 2.02 05/04/06 BEASLEY BROADCAST GROUP INC DE 2.02,9.01 05/04/06 BEBE STORES INC CA 2.02,9.01 04/29/06 BELK INC 1.01 04/29/06 BELL INDUSTRIES INC /NEW/ CA 1.01,2.01,9.01 04/28/06 BERKLEY W R CORP DE 1.01 05/02/06 BIG DOG HOLDINGS INC DE 1.01,2.02,7.01 05/02/06 BigString CORP DE 1.01,8.01,9.01 05/02/06 BIO RAD LABORATORIES INC DE 2.02,9.01 03/31/06 BIOJECT MEDICAL TECHNOLOGIES INC OR 2.02,9.01 05/03/06 BioMed Realty Trust Inc MD 2.02,9.01 05/03/06 BLACK BOX CORP DE 2.01,2.03,9.01 04/30/06 BlueLinx Holdings Inc. DE 2.02,9.01 05/04/06 BNP RESIDENTIAL PROPERTIES INC MD 2.02,9.01 05/03/06 BOEING CO DE 1.01,8.01,9.01 04/30/06 Bois d Arc Energy, Inc. NV 2.02,9.01 03/31/06 BOISE CASCADE HOLDINGS, L.L.C. DE 2.02,9.01 05/04/06 BOMBAY COMPANY INC DE 5.02 05/04/06 BOOKHAM, INC. DE 2.02,9.01 05/04/06 BSQUARE CORP /WA WA 2.02,9.01 05/04/06 BUCA INC /MN MN 2.02,9.01 05/04/06 BUCYRUS INTERNATIONAL INC DE 1.01,2.02,5.03,7.01,9.01 05/03/06 C-COR INC PA 1.01,9.01 04/30/06 CABELAS INC DE 2.02,7.01,9.01 05/04/06 CABOT CORP DE 2.02,9.01 05/03/06 CABOT OIL & GAS CORP DE 2.02,9.01 05/04/06 CALAIS RESOURCES INC 3.02 04/27/06 CALIFORNIA MICRO DEVICES CORP CA 2.02,9.01 05/04/06 CALIFORNIA OIL & GAS CORP 5.02,9.01 05/01/06 CALLWAVE INC 2.02,9.01 05/04/06 Cambridge Display Technology, Inc. DE 2.02,9.01 05/04/06 CAMDEN PROPERTY TRUST TX 1.01,5.03,9.01 05/02/06 Capital One Auto Finance Trust 2006-A DE 8.01,9.01 05/04/06 Cardium Therapeutics, Inc. 9.01 03/08/06 AMEND Caribou Coffee Company, Inc. MN 2.02,9.01 05/04/06 CARMIKE CINEMAS INC DE 2.02,7.01 05/04/06 CARRINGTON LABORATORIES INC /TX/ TX 2.02,9.01 05/04/06 CARTERS INC DE 8.01,9.01 05/03/06 CASH SYSTEMS INC DE 5.02 04/28/06 CASUAL MALE RETAIL GROUP INC DE 2.02,9.01 02/02/06 CATALINA MARKETING CORP/DE DE 2.02,9.01 05/04/06 CCA INDUSTRIES INC DE 7.01 05/03/06 CDI CORP PA 5.02 04/28/06 CELL THERAPEUTICS INC WA 2.02,9.01 05/04/06 CENTERPOINT ENERGY INC 2.02,9.01 05/04/06 CENTRAL EUROPEAN MEDIA ENTERPRISES LT 2.02,9.01 05/04/06 CENTURY ALUMINUM CO DE 1.01,9.01 04/29/06 CEPHEID CA 2.02,9.01 05/04/06 CERES GROUP INC DE 1.01,9.01 05/01/06 CHARTERMAC DE 1.01,9.01 05/01/06 CHICAGO BRIDGE & IRON CO N V 1.01,1.02,8.01,9.01 04/28/06 CHICOS FAS INC FL 2.02,9.01 05/04/06 CHILDRENS PLACE RETAIL STORES INC 2.02,9.01 05/04/06 CHINA AUTOMOTIVE SYSTEMS INC DE 1.01 05/02/06 CHIQUITA BRANDS INTERNATIONAL INC NJ 2.02,9.01 05/04/06 CHORDIANT SOFTWARE INC DE 2.02,9.01 05/04/06 CHROMCRAFT REVINGTON INC DE 2.02,9.01 05/01/06 CIPHERGEN BIOSYSTEMS INC DE 2.02,9.01 05/04/06 CIRCOR INTERNATIONAL INC DE 2.02,9.01 05/01/06 CITADEL BROADCASTING CORP DE 2.02,9.01 05/04/06 CITADEL SECURITY SOFTWARE INC DE 3.01,9.01 05/03/06 CITIBANK CREDIT CARD ISSUANCE TRUST DE 8.01,9.01 05/03/06 CLAIRES STORES INC DE 1.01,9.01 04/28/06 CLAIRES STORES INC DE 2.02,9.01 05/04/06 CLARUS CORP DE 1.01,9.01 05/01/06 CLEAN HARBORS INC MA 1.01,2.02,9.01 05/03/06 CLEAR CHANNEL COMMUNICATIONS INC TX 2.02,9.01 05/03/06 CLEAR CHANNEL COMMUNICATIONS INC TX 2.02,9.01 05/03/06 CLECO CORP LA 2.02,9.01 03/31/06 CLOROX CO /DE/ DE 1.01,9.01 04/28/06 CNL RETIREMENT PROPERTIES INC MD 1.01,9.01 05/01/06 CNL RETIREMENT PROPERTIES INC MD 1.01,9.01 05/01/06 CNS INC /DE/ DE 1.01,2.02,8.01,9.01 05/01/06 COINSTAR INC DE 1.01,8.01,9.01 04/30/06 Cole Credit Property Trust II Inc MD 8.01 05/04/06 COLLEGE LOAN CORP TRUST I DE 1.01,9.01 04/25/06 COLOR KINETICS INC DE 2.02,9.01 05/04/06 COMARCO INC CA 2.02,9.01 05/02/06 COMFORCE CORP DE 2.02,5.03,8.01,9.01 05/04/06 COMFORT SYSTEMS USA INC 2.02,8.01,9.01 05/03/06 COMMONWEALTH EDISON CO IL 7.01,9.01 05/04/06 COMPETITIVE TECHNOLOGIES INC DE 1.01 04/28/06 COMPX INTERNATIONAL INC DE 2.02,7.01,9.01 05/04/06 COMSTOCK RESOURCES INC NV 2.02,9.01 03/31/06 COMVERSE TECHNOLOGY INC/NY/ NY 1.01,5.02,8.01,9.01 04/28/06 CONECTISYS CORP CO 5.02 05/01/06 CONSECO INC DE 2.02 05/04/06 CONSORTIUM SERVICE MANAGEMENT GROUP I TX 8.01 05/02/06 CONTANGO OIL & GAS CO DE 1.01,2.01,9.01 04/28/06 COOPERATIVE BANKSHARES INC NC 7.01,9.01 05/04/06 CORGENTECH INC DE 2.02,9.01 05/04/06 CORPORATE REALTY INCOME FUND I L P DE 1.01,9.01 04/28/06 COSINE COMMUNICATIONS INC DE 2.02,9.01 05/03/06 COST PLUS INC/CA/ CA 1.01,2.03 04/28/06 COST U LESS INC WA 2.02,9.01 04/02/06 COUSINS PROPERTIES INC GA 1.01,9.01 05/02/06 COVANTA HOLDING CORP DE 2.02,9.01 05/04/06 CRAY INC WA 1.01,9.01 04/29/06 CREDIT ACCEPTANCE CORPORATION MI 2.02,9.01 05/03/06 CRITICAL THERAPEUTICS INC DE 2.02,9.01 05/04/06 Crocs, Inc. DE 2.02,9.01 05/04/06 CROSS COUNTRY HEALTHCARE INC DE 2.02,7.01,9.01 05/02/06 CROSSTEX ENERGY INC DE 1.01,5.02,7.01,9.01 05/01/06 CROSSTEX ENERGY LP DE 1.01,7.01,9.01 05/01/06 CRYOCOR INC DE 2.02,9.01 05/04/06 CURATIVE HEALTH SERVICES INC 5.02,8.01,9.01 04/28/06 CVS CORP DE 2.02,9.01 05/04/06 CYNOSURE INC 2.02,9.01 05/04/06 DANA CORP VA 1.01 04/28/06 DATALOGIC INTERNATIONAL INC DE 5.02 04/27/06 DATAWATCH CORP DE 2.01,9.01 05/03/06 DAVITA INC DE 5.02 04/28/06 DAY INTERNATIONAL GROUP INC DE 5.02 05/02/06 DEB SHOPS INC PA 2.02,9.01 05/04/06 DECODE GENETICS INC DE 7.01 05/03/06 DEEP WELL OIL & GAS INC NV 5.02,9.01 04/05/06 DELTA OIL & GAS INC 5.02 04/30/06 DENTSPLY INTERNATIONAL INC /DE/ DE 2.02,9.01 05/03/06 DHB INDUSTRIES INC DE 5.02 04/28/06 DIGITAL RECORDERS INC NC 1.01,2.03,3.02,7.01,9.01 04/28/06 DILLARDS INC DE 7.01,9.01 05/04/06 DIRECTV GROUP INC DE 2.02 05/04/06 DIRECTV HOLDINGS LLC DE 2.02 05/04/06 DISCOVERY LABORATORIES INC /DE/ DE 1.02,5.02,9.01 04/28/06 DIXIE GROUP INC TN 1.01,9.01 05/04/06 DJ ORTHOPEDICS INC DE 2.02,9.01 05/04/06 Dolby Laboratories, Inc. DE 1.01,1.02 05/02/06 DOLLAR GENERAL CORP TN 7.01,9.01 05/04/06 DOLLAR TREE STORES INC VA 2.02,7.01,9.01 05/04/06 Douglas Lake Minerals Inc. 2.01,3.02,5.06,9.01 04/26/06 DreamWorks Animation SKG, Inc. 8.01,9.01 05/03/06 DRIL-QUIP INC DE 2.02,9.01 05/03/06 DUCOMMUN INC /DE/ DE 2.02 05/04/06 DUQUESNE LIGHT HOLDINGS INC PA 1.01,2.03,9.01 04/28/06 DYADIC INTERNATIONAL INC DE 1.01,1.02,9.01 05/03/06 EASTMAN KODAK CO NJ 8.01 05/04/06 EASTMAN KODAK CO NJ 2.02,9.01 05/04/06 EASYLINK SERVICES CORP DE 2.02,9.01 05/04/06 EBAY INC DE 8.01 05/04/06 EDEN BIOSCIENCE CORP WA 2.02,9.01 05/04/06 ELECTRIC AQUAGENICS UNLIMITED INC DE 1.01,3.02,9.01 05/01/06 ELECTROGLAS INC DE 1.01,3.02,9.01 05/03/06 ELECTRONIC SYSTEMS TECHNOLOGY INC WA 8.01,9.01 05/01/06 ELIZABETH ARDEN INC FL 2.02,9.01 05/04/06 EMAK Worldwide, Inc. DE 2.02,9.01 05/03/06 Embarq CORP DE 2.02,9.01 05/04/06 EMCORE CORP NJ 2.02,7.01,9.01 05/03/06 EMDEON CORP DE 2.02,7.01,9.01 05/04/06 EMERGE INTERACTIVE INC DE 4.01,9.01 04/28/06 ENCORE CAPITAL GROUP INC DE 1.01,5.02,9.01 04/28/06 ENDEAVOUR INTERNATIONAL CORP NV 2.02,9.01 05/03/06 ENDOCARE INC DE 2.02,9.01 05/04/06 ENGELHARD CORP DE 8.01,9.01 05/04/06 ENPATH MEDICAL INC MN 1.01 04/27/06 ENTERPRISE BANCORP INC /MA/ MA 8.01,9.01 05/03/06 ENTERPRISE BANCORP INC /MA/ MA 1.01,9.01 05/02/06 ENTRAVISION COMMUNICATIONS CORP DE 2.02,9.01 05/04/06 EOG RESOURCES INC DE 2.02,9.01 05/04/05 EOG RESOURCES INC DE 7.01 05/04/06 EPIXTAR CORP FL 4.01,9.01 04/28/06 EQUITY INNS INC TN 2.02,7.01,9.01 05/04/06 ESSEX PROPERTY TRUST INC MD 2.02,9.01 05/03/06 ESTEE LAUDER COMPANIES INC DE 9.01 03/31/06 EVANS & SUTHERLAND COMPUTER CORP UT 1.01,2.01,2.03,3.02 04/28/06 EXPRESS SCRIPTS INC DE 1.01,1.02,9.01 05/01/06 Extra Space Storage Inc. MD 2.02,9.01 05/04/06 FACTORY CARD OUTLET CORP DE 2.02,9.01 05/04/06 FAMILY DOLLAR STORES INC DE 7.01,9.01 05/04/06 FASTENTECH INC DE 2.02,9.01 05/04/06 FBL FINANCIAL GROUP INC IA 2.02 05/04/06 Federal Home Loan Bank of Boston X1 2.03 05/01/06 Federal Home Loan Bank of Chicago X1 2.03 05/01/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 05/02/06 Federal Home Loan Bank of Dallas 2.03 05/02/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 05/02/06 Federal Home Loan Bank of New York X1 2.03,9.01 05/01/06 Federal Home Loan Bank of San Francis X1 2.03 05/01/06 Federal Services Acquisition CORP DE 5.02,9.01 05/03/06 FEDERATED DEPARTMENT STORES INC /DE/ DE 2.02,9.01 05/04/06 FINLAY ENTERPRISES INC /DE DE 2.02,9.01 05/04/06 FINLAY FINE JEWELRY CORP DE 2.02,9.01 05/04/06 FINOVA GROUP INC DE 1.01,2.01,2.05,5.02,8.01,9.01 05/01/06 FIRST COMMUNITY BANCORP /CA/ CA 8.01,9.01 05/03/06 FIRST CONSULTING GROUP INC DE 7.01,9.01 05/03/06 FIRST CONSULTING GROUP INC DE 7.01,9.01 05/04/06 FIRST NORTHERN COMMUNITY BANCORP CA 2.02,7.01,9.01 05/03/06 FLEETWOOD ENTERPRISES INC/DE/ DE 2.02,9.01 05/04/06 flexSCAN, Inc. NV 1.01,9.01 04/30/06 FMC CORP DE 7.01,9.01 05/04/06 FOAMEX INTERNATIONAL INC DE 8.01,9.01 05/03/06 FOOT LOCKER INC NY 2.02,9.01 05/04/06 FOXHOLLOW TECHNOLOGIES, INC. DE 1.01,2.02,8.01,9.01 04/28/06 FRANKLIN STREET PROPERTIES CORP /MA/ 2.01,9.01 04/30/06 FRIENDLY ICE CREAM CORP MA 2.02,9.01 05/04/06 FTI CONSULTING INC MD 7.01,9.01 05/02/06 G&L REALTY CORP MD 1.01,7.01,9.01 05/04/06 GAIAM INC CO 2.02,9.01 05/04/06 GALLAGHER ARTHUR J & CO DE 7.01,9.01 05/04/06 GAP INC DE 2.02,9.01 05/04/06 GE Dealer Floorplan Master Note Trust DE 1.01,9.01 05/04/06 GEMSTAR TV GUIDE INTERNATIONAL INC DE 2.02,9.01 05/04/06 GEMSTAR TV GUIDE INTERNATIONAL INC DE 2.02,9.01 05/04/06 AMEND GENERAL MILLS INC DE 5.02,9.01 05/01/06 GENESIS ENERGY LP DE 2.02,9.01 05/03/06 George Foreman Enterprises Inc DE 8.01,9.01 04/28/06 GFI Group Inc. DE 2.02,9.01 05/04/06 GIANT INDUSTRIES INC DE 2.02,9.01 03/31/06 GLOBAL AIRCRAFT SOLUTIONS, INC. AZ 1.01,5.02,9.01 05/03/06 GLOBAL ENERGY GROUP INC DE 8.01,9.01 05/02/06 GLOBAL EPOINT INC NV 5.03,9.01 04/28/06 GLOBAL INDUSTRIES LTD LA 2.02,9.01 03/31/06 GLOBAL INNOVATIVE SYSTEMS INC NV 4.01,9.01 05/04/06 GLOBAL INNOVATIVE SYSTEMS INC NV 4.01,9.01 04/28/06 AMEND GLOBAL MATRECHS, INC. DE 4.01,9.01 04/28/06 Global Pharmatech, Inc. DE 1.01,3.02,9.01 04/28/06 GLOBALSANTAFE CORP 2.02,9.01 05/03/06 GLOBALSANTAFE CORP 7.01,9.01 05/03/06 GNC CORP DE 2.02,9.01 05/04/06 GNC CORP DE 1.02,5.02 04/28/06 GOLDEN HEALTH HOLDINGS, INC. 4.01 04/21/06 AMEND GOLDEN TELECOM INC DE 2.02,9.01 05/04/06 GOLDEN TELECOM INC DE 8.01,9.01 05/04/06 GOLDEN WEST FINANCIAL CORP /DE/ DE 1.01 05/03/06 GOLDTECH MINING CORP NV 8.01 04/28/06 GOODYEAR TIRE & RUBBER CO /OH/ OH 2.02 05/04/06 GOUVERNEUR BANCORP INC DE 2.02,9.01 05/04/06 GRAPHIC PACKAGING CORP DE 2.02,9.01 05/03/06 GREAT CHINA MINING, INC NV 8.01,9.01 05/02/06 GREAT PLAINS ENERGY INC MO 2.02,9.01 05/03/06 GTSI CORP DE 1.01,9.01 04/28/06 GUITAR CENTER INC DE 1.01,5.03 04/28/06 GYMBOREE CORP DE 2.02,9.01 04/29/06 H&R BLOCK INC MO 1.01,2.03 04/28/06 HAIN CELESTIAL GROUP INC DE 1.01,9.01 05/02/06 HANGER ORTHOPEDIC GROUP INC DE 8.01,9.01 05/04/06 HARBOR GLOBAL CO LTD 2.02,9.01 05/04/06 HARLEY DAVIDSON INC WI 1.01,9.01 04/29/06 HARRIS INTERACTIVE INC DE 2.02,8.01,9.01 05/03/06 Harry & David Holdings, Inc. DE 2.02,7.01,9.01 05/04/06 HARVARD BIOSCIENCE INC DE 2.02,9.01 05/04/06 HCC INSURANCE HOLDINGS INC/DE/ DE 2.02 05/04/06 HEALTH CARE PROPERTY INVESTORS INC MD 1.01,9.01 05/01/06 HEALTH CARE REIT INC /DE/ DE 2.02,9.01 05/04/06 HEALTH GRADES INC DE 7.01,9.01 05/04/06 HEALTH GRADES INC DE 2.02,9.01 05/04/06 HEALTHCARE REALTY TRUST INC MD 2.02,7.01,9.01 05/03/06 HEALTHRENU MEDICAL INC CO 4.01,9.01 04/28/06 HEARTLAND PAYMENT SYSTEMS INC DE 2.02,9.01 05/04/06 HEWITT ASSOCIATES INC DE 2.02,9.01 05/03/06 HIGHLAND CLAN CREATIONS CORP NV 1.01,9.01 05/02/06 HIGHLAND HOSPITALITY CORP MD 2.02,9.01 05/04/06 HIGHWOODS PROPERTIES INC MD 1.01,2.03,9.01 05/01/06 HM PUBLISHING CORP DE 8.01,9.01 05/03/06 HOKU SCIENTIFIC INC DE 2.02,9.01 05/04/06 HOME FEDERAL BANCORP, INC. OF LOUISIA 2.02,9.01 05/03/06 HORIZON BANCORP /IN/ IN 7.01,9.01 05/04/06 Horizon Lines, Inc. 2.02,7.01,9.01 04/28/06 HORIZON OFFSHORE INC DE 1.01,2.02,2.03,8.01,9.01 04/28/06 HORNBECK OFFSHORE SERVICES INC /LA DE 1.01,2.02,9.01 05/04/06 HOST AMERICA CORP DE 4.01,4.02,9.01 05/02/06 HOT TOPIC INC /CA/ CA 2.02,9.01 05/03/06 HOUSTON EXPLORATION CO DE 2.02,9.01 05/04/06 HUBBELL INC CT 1.01,9.01 05/01/06 HUDSON HIGHLAND GROUP INC DE 2.02,9.01 05/03/06 HUDSON TECHNOLOGIES INC /NY NY 2.02,9.01 05/04/06 HYDROFLO INC 5.02 05/04/06 HYPERCOM CORP DE 2.02,9.01 05/04/06 HYTHIAM INC DE 7.01,9.01 05/04/06 I2 TECHNOLOGIES INC DE 2.02,7.01,9.01 05/04/06 IASIS Healthcare LLC DE 2.02,9.01 05/04/06 ICOS CORP WA 2.02 05/04/06 IDEX CORP /DE/ DE 7.01,9.01 05/02/06 IGATE CORP PA 2.02,9.01 05/04/06 ILINC COMMUNICATIONS INC DE 2.02,9.01 05/04/06 IMCLONE SYSTEMS INC DE 1.01,5.02,9.01 05/04/06 IMERGENT INC DE 2.02,9.01 05/04/06 IMMERSION CORP DE 2.02,9.01 05/04/06 IMMUNOGEN INC MA 2.02,9.01 05/04/06 IMMUNOGEN INC MA 1.01,9.01 05/04/06 INCYTE CORP DE 2.02,9.01 05/04/06 Indigo-Energy, Inc. NV 4.01,9.01 12/15/05 Indigo-Energy, Inc. NV 4.02,9.01 05/02/06 INLAND REAL ESTATE CORP MD 1.01,9.01 04/28/06 INNUITY, INC. /UT/ UT 1.01 04/28/06 InPlay Technologies, Inc. NV 2.02,9.01 05/04/06 INSURANCE AUTO AUCTIONS, INC IL 2.01 04/28/06 INTELISYS AVIATION SYSTEMS OF AMERICA DE 8.01 04/02/06 INTERDIGITAL COMMUNICATIONS CORP PA 2.02,9.01 05/04/06 INTERNAP NETWORK SERVICES CORP DE 2.02,9.01 05/04/06 INTERNATIONAL ABSORBENTS INC A1 1.01,3.03,9.01 05/01/06 INTERNATIONAL PAPER CO /NEW/ NY 2.02,9.01 05/04/06 INTERNET CAPITAL GROUP INC DE 2.02,9.01 05/04/06 INTERNET SECURITY SYSTEMS INC/GA DE 1.01,9.01 05/04/06 INTEST CORP DE 1.01,5.02 02/28/05 INTRABIOTICS PHARMACEUTICALS INC /DE DE 2.02,9.01 05/04/06 INVESTMENT TECHNOLOGY GROUP INC DE 2.02,9.01 05/04/06 INVESTORS TITLE CO NC 2.02,9.01 05/04/06 INX Inc DE 2.02,7.01,9.01 05/04/06 IOWA TELECOMMUNICATIONS SERVICES INC IA 2.02,9.01 05/03/06 IPASS INC DE 9.01 02/15/06 AMEND IPSCO INC 8.01,9.01 05/04/06 ISONICS CORP CA 3.02 05/01/06 ITC Holdings Corp. MI 2.02,9.01 05/03/06 JAFRA WORLDWIDE HOLDINGS LUX SARL N4 1.01,5.02,9.01 05/01/06 JANUS CAPITAL GROUP INC DE 1.01,9.01 05/01/06 JARDEN CORP DE 2.02,9.01 05/04/06 JCM PARTNERS LLC DE 3.02 05/01/06 JER Investors Trust Inc 5.02,9.01 05/03/06 JER Investors Trust Inc 2.02,9.01 05/04/06 JO-ANN STORES INC OH 2.02,9.01 05/04/06 JOHNSONDIVERSEY INC DE 1.01,9.01 05/01/06 JONES SODA CO WA 2.02,9.01 05/04/06 JP Morgan Chase Commercial Mortgage S DE 8.01,9.01 03/30/06 AMEND KANSAS CITY SOUTHERN DE 2.02,9.01 05/02/06 KANSAS CITY SOUTHERN DE 1.01,2.03 04/28/06 KERR MCGEE CORP /DE DE 2.02,9.01 05/04/06 KEY TECHNOLOGY INC OR 2.02,9.01 05/04/06 KEYNOTE SYSTEMS INC DE 1.01 04/28/06 KEYSPAN CORP NY 2.02,9.01 05/04/06 KIMBALL INTERNATIONAL INC IN 2.02,9.01 05/04/06 KINDER MORGAN ENERGY PARTNERS L P DE 2.03 05/04/06 KIRBY CORP NV 1.01,9.01 05/03/06 KNBT BANCORP INC PA 7.01,9.01 05/04/06 KOHLS CORPORATION WI 2.02,9.01 05/04/06 KOSAN BIOSCIENCES INC CA 1.01,5.02,8.01 04/28/06 KRONOS INC MA 5.02 05/01/06 LA JOLLA PHARMACEUTICAL CO DE 2.02 05/04/06 LAKES ENTERTAINMENT INC MN 7.01,9.01 05/01/06 LAMSON & SESSIONS CO OH 1.01,9.01 05/04/06 LANGER INC NY 1.01,5.02 05/01/06 Language Line Holdings, Inc. 4.01 05/01/06 Language Line, Inc. 4.01 05/01/06 LANTRONIX INC DE 2.02,9.01 05/04/06 LAS VEGAS SANDS CORP NV 2.02,9.01 05/04/06 LEAPFROG ENTERPRISES INC 2.02,9.01 05/04/06 Lehman XS Trust Series 2006-4N DE 6.02,9.01 05/01/06 LEUCADIA NATIONAL CORP NY 1.01 05/03/06 LIGHTBRIDGE INC DE 2.02,9.01 05/04/06 LINCOLN EDUCATIONAL SERVICES CORP NJ 2.02,9.01 05/04/06 Lincoln Park Bancorp 2.02,9.01 05/03/06 LION INC/WA WA 2.02,9.01 05/04/04 LIQUIDITY SERVICES INC 2.02,9.01 05/04/06 LITFUNDING CORP NV 4.01 04/28/06 LIVEPERSON INC DE 2.02,9.01 05/04/06 LKA INTERNATIONAL INC /DE/ DE 8.01,9.01 05/04/06 LMI AEROSPACE INC MO 5.02 05/02/06 LODGIAN INC DE 2.02,9.01 05/04/06 LONGS DRUG STORES CORP MD 7.01,9.01 05/04/06 LOOKSMART LTD DE 2.02,9.01 05/04/06 LOUDEYE CORP DE 1.01,1.02,2.01,9.01 04/28/06 AMEND MACK CALI REALTY CORP MD 2.02,7.01,9.01 05/03/06 MAGELLAN PETROLEUM CORP /DE/ DE 8.01,9.01 05/04/06 MAGMA DESIGN AUTOMATION INC DE 8.01 04/28/06 MAGNA ENTERTAINMENT CORP DE 2.02,9.01 03/31/06 MAGNACHIP SEMICONDUCTOR LLC 2.02,9.01 05/01/06 MAGUIRE PROPERTIES INC MD 1.01 04/28/06 MAINSTREET BANKSHARES INC VA 5.02 05/04/06 MAJESCO ENTERTAINMENT CO DE 5.02 04/28/06 MANGAPETS, INC. DE 5.02 04/21/06 MARKWEST ENERGY PARTNERS L P 2.02,9.01 05/03/06 MARLIN BUSINESS SERVICES CORP 2.02,9.01 05/03/06 MARVELL TECHNOLOGY GROUP LTD D0 8.01 05/01/06 MAXTOR CORP DE 8.01,9.01 05/03/06 MCGRATH RENTCORP CA 2.02,9.01 05/04/06 MCKESSON CORP DE 2.02,9.01 05/04/06 MEADE INSTRUMENTS CORP DE 1.01,5.02 04/28/06 MEADOWBROOK INSURANCE GROUP INC MI 2.02,9.01 05/02/06 MECHANICAL TECHNOLOGY INC NY 1.01,9.01 05/03/06 MEDCATH CORP DE 2.02,9.01 05/04/06 MEDICOR LTD DE 2.01,9.01 05/04/06 MEDINA INTERNATIONAL CORP 5.03,9.01 05/04/06 MediQuip Holdings, INC UT 3.02 05/03/06 MEDIS TECHNOLOGIES LTD DE 8.01,9.01 05/04/06 MEDSTRONG INTERNATIONAL CORP 5.02 04/30/06 MEMRY CORP DE 1.01,5.02,9.01 04/28/06 Mercantile Bancorp, Inc. DE 2.02,9.01 04/25/06 Mercantile Bancorp, Inc. DE 2.02,9.01 05/04/06 MERCURY INTERACTIVE CORP DE 1.01,9.01 05/03/06 MERCURY INTERACTIVE CORP DE 2.02,9.01 05/04/06 MERRILL LYNCH & CO INC DE 8.01,9.01 05/03/06 MERRILL MERCHANTS BANCSHARES INC ME 7.01,9.01 05/04/06 MICHAELS STORES INC DE 2.02,9.01 05/04/06 MICROTUNE INC DE 1.01,8.01,9.01 04/28/06 MID AMERICA APARTMENT COMMUNITIES INC TN 2.02,9.01 05/04/06 MIDAS INC DE 2.02 05/04/06 MIDDLEBURG FINANCIAL CORP VA 2.02,9.01 04/28/06 MISSION COMMUNITY BANCORP CA 1.01,2.01 05/03/06 MOBILE MINI INC DE 2.02,9.01 05/04/06 MODTECH HOLDINGS INC CA 1.01,3.02 05/03/06 MODTECH HOLDINGS INC CA 3.02 05/04/06 MOLDFLOW CORP 2.02,9.01 05/04/06 MOLINA HEALTHCARE INC DE 2.02,9.01 05/04/06 MORGAN BEAUMONT, INC. NV 8.01 04/27/06 Morningstar, Inc. IL 2.02,9.01 05/04/06 MORTONS RESTAURANT GROUP INC DE 2.02,9.01 05/04/06 MOSAIC CO 7.01,9.01 05/04/06 MS STRUCTURED SATURNS SERIES 2003-4 DE 8.01,9.01 05/01/06 MSW ENERGY HOLDINGS II LLC 8.01 05/04/06 MSW ENERGY HOLDINGS LLC DE 8.01 05/04/06 MultiCell Technologies, Inc. DE 1.01,3.02,9.01 05/03/06 NATIONAL HEALTH INVESTORS INC MD 2.02 05/03/06 NATIONAL HEALTHCARE CORP DE 2.02,8.01 05/03/06 NATIONWIDE FINANCIAL SERVICES INC/ DE 2.02,7.01 05/04/06 NATIONWIDE HEALTH PROPERTIES INC MD 2.02,9.01 05/04/06 NATURAL GAS SYSTEMS INC/NEW NV 5.05,8.01,9.01 05/03/06 NAVIGANT INTERNATIONAL INC DE 8.01,9.01 04/27/06 NBC ACQUISITION CORP DE 1.01,9.01 04/30/06 NEBRASKA BOOK CO KS 1.01,9.01 04/30/06 NEIMAN MARCUS GROUP INC DE 2.02,7.01 05/04/06 NEOMAGIC CORP DE 1.01,9.01 05/01/06 NEOPHARM INC DE 2.05,9.01 04/28/06 NEOSE TECHNOLOGIES INC DE 2.02,9.01 05/04/06 NET PERCEPTIONS INC DE 1.01,9.01 05/01/06 NETLOGIC MICROSYSTEMS INC 9.01 02/15/06 AMEND NEUROGEN CORP DE 9.01 03/31/06 NEW BRUNSWICK SCIENTIFIC CO INC NJ 1.01,9.01 04/28/06 NEW CENTURY FINANCIAL CORP MD 2.02,9.01 05/04/06 NEW GENERATION HOLDINGS INC DE 4.02 03/29/06 NEW PLAN EXCEL REALTY TRUST INC MD 2.02,9.01 05/03/06 NEW WORLD ENTERTAINMENT CORP. NV 5.03,9.01 05/04/06 New York & Company, Inc. 2.02,7.01,9.01 05/04/06 NEW YORK COMMUNITY BANCORP INC DE 7.01,9.01 05/04/06 NEW YORK HEALTH CARE INC NY 4.01,9.01 04/24/06 AMEND NEWMONT MINING CORP /DE/ DE 4.01,9.01 04/28/06 NightHawk Radiology Holdings Inc 2.02,9.01 05/04/06 NN INC DE 2.02,9.01 03/27/06 Nomura Asset Acceptance Corporation, DE 1.01,6.02,9.01 04/28/06 NORDSTROM INC WA 7.01 05/04/06 NORFOLK SOUTHERN CORP VA 1.01,7.01,9.01 05/04/06 NORTEL NETWORKS CORP 2.02,9.01 04/28/06 NORTEL NETWORKS LTD 2.02,9.01 04/28/06 NORTHEAST UTILITIES MA 2.02,2.05,9.01 05/02/06 NORTHERN BORDER PARTNERS LP DE 2.03,9.01 04/28/06 NORTHERN TECHNOLOGIES INTERNATIONAL C DE 1.02 05/01/06 NORTHWEST NATURAL GAS CO OR 2.02 05/04/06 NORTHWESTERN CORP DE 2.02,5.03,9.01 05/03/06 NOVAMED INC DE 2.02,9.01 05/04/06 NOVASTAR FINANCIAL INC MD 2.03,9.01 04/28/06 NRG ENERGY, INC. DE 1.01,9.01 04/28/06 NTELOS HOLDINGS CORP 2.02,9.01 05/03/06 Oakmont Acquisition Corp. DE 4.01,9.01 05/01/06 OCEANEERING INTERNATIONAL INC DE 2.02,9.01 05/04/06 OIL STATES INTERNATIONAL, INC DE 2.02,9.01 05/04/06 ON2 TECHNOLOGIES, INC. DE 1.01,2.02,5.02,9.01 05/01/06 ONVIA INC DE 2.02,9.01 05/04/06 ONYX PHARMACEUTICALS INC DE 2.02,9.01 05/04/06 OPEN TEXT CORP A6 1.01,2.02,5.02,9.01 05/04/06 OPNET TECHNOLOGIES INC DE 1.01 04/27/06 Orchids Paper Products CO /DE DE 2.02 05/01/06 ORIENT EXPRESS HOTELS LTD 2.02,9.01 05/03/06 ORLEANS HOMEBUILDERS INC DE 2.02,9.01 05/03/06 ORTHOLOGIC CORP DE 2.02,9.01 05/04/06 OSI RESTAURANT PARTNERS, INC. DE 7.01,9.01 05/04/06 OTELCO INC. AL 2.02,9.01 05/04/06 OVERSEAS SHIPHOLDING GROUP INC DE 8.01,9.01 05/02/06 OVERSTOCK.COM, INC UT 7.01,8.01,9.01 05/01/06 PACIFIC ENERGY PARTNERS LP 2.02,7.01,9.01 05/03/06 PACIFIC MERCANTILE BANCORP CA 2.02,9.01 05/01/06 PACIFIC PREMIER BANCORP INC DE 7.01,9.01 05/04/06 PAIN THERAPEUTICS INC DE 2.02,9.01 05/04/06 PAINCARE HOLDINGS INC CT 2.02,9.01 05/04/06 PALMETTO REAL ESTATE TRUST SC 7.01 05/03/06 PARKWAY PROPERTIES INC MD 1.01,2.03,9.01 04/27/06 PARKWAY PROPERTIES INC MD 1.01,9.01 05/04/06 AMEND PAXSON COMMUNICATIONS CORP DE 5.02,9.01 04/14/06 AMEND PAYLESS SHOESOURCE INC /DE/ DE 7.01,9.01 05/04/06 PEDIATRIX MEDICAL GROUP INC FL 2.02,9.01 05/03/06 PEGASUS SOLUTIONS INC DE 8.01,9.01 05/04/06 PENN OCTANE CORP DE 1.01 04/28/06 PENNSYLVANIA REAL ESTATE INVESTMENT T PA 2.02,9.01 05/04/06 PETROQUEST ENERGY INC DE 2.02 05/04/06 PHARMACOPEIA DRUG DISCOVERY INC DE 1.01,1.02,5.02,9.01 05/03/06 PIER 1 IMPORTS INC/DE DE 8.01,9.01 05/04/06 PINNACLE WEST CAPITAL CORP AZ 8.01 05/03/06 PIONEER NATURAL RESOURCES CO DE 1.01,9.01 05/01/06 PLAINS EXPLORATION & PRODUCTION CO DE 8.01 05/04/06 PLANET411 COM INC DE 4.01,9.01 08/01/05 PLAYBOY ENTERPRISES INC DE 2.02,9.01 05/04/06 PMC SIERRA INC DE 2.01,9.01 05/04/06 PMI GROUP INC DE 2.02,9.01 05/04/06 POINDEXTER J B & CO INC DE 7.01 05/04/06 POLYONE CORP 2.02,9.01 05/03/06 POWERWAVE TECHNOLOGIES INC DE 2.02,9.01 05/02/06 PPL CORP PA 2.02,9.01 05/04/06 PRICELINE COM INC DE 2.02,7.01,9.01 05/03/06 PRIMEDIA INC DE 2.02,9.01 05/04/06 PROQUEST CO DE 2.02,9.01 04/28/06 PUGET ENERGY INC /WA WA 2.02 05/04/06 QC Holdings, Inc. KS 2.02,9.01 05/04/06 QSGI INC. DE 2.02,9.01 05/04/06 QUALITY DISTRIBUTION INC FL 2.02,9.01 05/04/06 QUANTA SERVICES INC DE 2.02,9.01 05/04/06 QUANTA SERVICES INC DE 1.01,2.03,3.02,9.01 05/03/06 QUEST OIL CORP NV 1.01,3.02,8.01,9.01 04/24/06 QUEST OIL CORP NV 1.01,3.02,8.01,9.01 04/24/06 AMEND QUEST SOFTWARE INC CA 2.02,9.01 05/04/06 R & B INC PA 2.02,9.01 04/01/06 R H DONNELLEY CORP DE 1.02,5.02,9.01 05/03/06 RADIO ONE INC DE 2.02,9.01 05/04/06 RADIOLOGIX INC DE 2.02,9.01 05/04/06 RAILAMERICA INC /DE DE 7.01,9.01 05/04/06 RAIT INVESTMENT TRUST MD 2.02,9.01 05/04/06 Rand Logistics, Inc. DE 5.02,9.01 05/01/06 RAPTOR NETWORKS TECHNOLOGY INC 1.01,2.03,9.01 04/28/06 RECKSON ASSOCIATES REALTY CORP MD 2.02,9.01 05/03/06 REDWOOD TRUST INC MD 2.02,7.01,9.01 05/04/06 Refco Inc. 7.01,9.01 05/04/06 REHABCARE GROUP INC DE 2.02,7.01,9.01 05/04/06 RENT WAY INC PA 1.01,5.02,9.01 05/04/06 Republic Companies Group, Inc. DE 2.02,9.01 05/04/06 RESMED INC DE 2.02,9.01 05/04/06 RESTAURANT CO DE 8.01 05/03/06 RESTAURANT CO DE 8.01 05/03/06 Revelstoke Industries, Inc. NV 8.01 05/01/06 AMEND REVLON CONSUMER PRODUCTS CORP DE 7.01,9.01 05/04/06 REVLON INC /DE/ DE 2.02,9.01 05/04/06 RIGEL PHARMACEUTICALS INC DE 2.02,9.01 05/02/06 RIO VISTA ENERGY PARTNERS LP DE 1.01 04/28/06 ROCKY MOUNTAIN CHOCOLATE FACTORY INC CO 2.02,7.01,9.01 05/04/06 ROCKY MOUNTAIN CHOCOLATE FACTORY INC CO 7.01,9.01 05/04/06 ROCKY SHOES & BOOTS INC OH 1.01,9.01 05/03/06 ROFIN SINAR TECHNOLOGIES INC DE 2.02,9.01 03/31/06 ROLLINS INC DE 9.01 05/02/06 ROSS STORES INC DE 2.02,9.01 05/04/06 ROTECH HEALTHCARE INC DE 2.02,9.01 05/04/06 ROWAN COMPANIES INC DE 1.01,9.01 04/28/06 ROYAL GOLD INC DE 2.02,9.01 05/04/06 RUBIOS RESTAURANTS INC DE 2.02,9.01 05/03/06 Rudy 45 8.01 04/30/06 RUSSELL CORP AL 1.01,9.01 03/30/06 SABRE HOLDINGS CORP DE 2.02,7.01,9.01 05/04/06 SAFEGUARD SCIENTIFICS INC PA 2.02,9.01 05/03/06 SAFENET INC DE 2.02,8.01,9.01 05/04/06 SAGA COMMUNICATIONS INC DE 2.02,9.01 05/04/06 SAKS INC TN 8.01,9.01 05/04/06 SALIX PHARMACEUTICALS LTD 2.02,9.01 05/04/06 SANFILIPPO JOHN B & SON INC DE 1.01,9.01 04/29/06 Santa Lucia Bancorp CA 1.01,2.03,9.01 04/28/06 SANTARUS INC DE 2.02,9.01 05/04/06 SAVANNAH BANCORP INC GA 8.01 05/02/06 SCIENTIFIC GAMES CORP DE 2.02,9.01 05/03/06 SCOTTS MIRACLE-GRO CO OH 5.02,7.01,9.01 05/03/06 SCPIE HOLDINGS INC DE 2.02,9.01 05/04/06 SEAGATE TECHNOLOGY E9 8.01,9.01 05/03/06 SEMCO ENERGY INC MI 2.02,9.01 05/04/06 Seneca Gaming Corp XX 1.02,8.01,9.01 05/03/06 SEQUENOM INC DE 2.02,9.01 05/04/06 SFBC INTERNATIONAL INC DE 1.01,5.02,9.01 04/28/06 SHARPER IMAGE CORP DE 2.02,9.01 05/04/06 SHOE CARNIVAL INC IN 2.02,9.01 05/04/06 SIGA TECHNOLOGIES INC DE 5.02 04/30/06 SIGMA ALDRICH CORP DE 2.01,7.01,9.01 05/03/06 SIGMA ALDRICH CORP DE 1.01,7.01,9.01 05/02/06 SILGAN HOLDINGS INC DE 8.01,9.01 05/03/06 SILVERLEAF RESORTS INC 1.01 04/28/06 SINCLAIR BROADCAST GROUP INC MD 1.01 05/01/06 SKYLYNX COMMUNICATIONS INC DE 1.01,2.01,3.02,5.01, 04/28/06 5.02,5.03,9.01 SKYTERRA COMMUNICATIONS INC DE 4.01,9.01 05/01/06 SMARTIRE SYSTEMS INC 2.02,9.01 05/03/06 SoftBrands, Inc. DE 2.02,9.01 05/04/06 SOLPOWER CORP NV 5.02 05/01/06 SORELL, INC NV 1.01,2.03,3.02,9.01 05/01/06 SOURCECORP INC DE 1.01,9.01 05/03/06 SOUTHWESTERN ENERGY CO AR 2.01,2.03,8.01,9.01 05/01/06 SOUTHWESTERN ENERGY CO AR 1.01 05/01/06 SOVRAN SELF STORAGE INC MD 1.01,3.03,9.01 05/04/06 SPARTAN MOTORS INC MI 7.01,9.01 05/04/06 Specialty Underwriters Alliance, Inc. DE 2.02,9.01 05/03/06 SPSS INC DE 2.02,9.01 05/02/06 ST MARY LAND & EXPLORATION CO DE 1.01,2.02,5.02,9.01 05/03/06 STAAR SURGICAL CO DE 5.05 04/28/06 STANDARD MICROSYSTEMS CORP DE 2.01,3.02 04/28/06 STANDARD PARKING CORP DE 2.02,7.01 05/03/06 STARBUCKS CORP WA 8.01 05/03/06 STARTEK INC DE 2.02,9.01 05/04/06 STATION CASINOS INC NV 2.02 05/04/06 STEINWAY MUSICAL INSTRUMENTS INC DE 2.02,9.01 05/04/06 STELLAR TECHNOLOGIES, INC. CO 1.01,2.03,3.02,5.03,9.01 04/28/06 STERIS CORP OH 2.02,9.01 05/04/06 STERLING FINANCIAL CORP /PA/ PA 7.01,9.01 05/02/06 STONE ENERGY CORP DE 2.02,7.01,9.01 05/03/06 STRATAGENE CORP DE 2.02,9.01 05/04/06 STRATEGIC DIAGNOSTICS INC/DE/ DE 2.02,9.01 05/04/06 STRATEGIC HOTELS & RESORTS, INC 2.02,9.01 05/03/06 STRAYER EDUCATION INC MD 2.02,9.01 05/04/06 SUBURBAN PROPANE PARTNERS LP DE 2.02,9.01 05/04/06 SUMMIT FINANCIAL GROUP INC WV 1.01,8.01,9.01 04/28/06 SUNCOM WIRELESS HOLDINGS, INC. 1.01,9.01 05/03/06 SUNCOM WIRELESS INC 8.01 05/02/06 SUNESIS PHARMACEUTICALS INC 2.02,9.01 05/04/06 SUNOCO INC PA 2.02,7.01,9.01 05/03/06 Sunstone Hotel Investors, Inc. MD 2.02,2.03,9.01 04/28/06 Sunstone Hotel Investors, Inc. MD 1.01 05/02/06 SUPERCONDUCTOR TECHNOLOGIES INC 2.02,9.01 05/04/06 SUPERGEN INC DE 8.01,9.01 05/03/06 SUPERIOR GALLERIES INC DE 1.01,2.03,9.01 05/02/06 SUPREME REALTY INVESTMENTS, INC. 1.01,3.02,5.02,9.01 05/04/06 Surge Global Energy, Inc. 5.02 04/28/06 SWIFT ENERGY CO 2.02,9.01 03/31/06 Symmetry Medical Inc. DE 1.01,2.01,2.02,9.01 05/02/06 TALBOTS INC DE 2.02,9.01 05/04/06 TANOX INC DE 1.01 05/03/06 TC PIPELINES LP DE 2.02,8.01,9.01 05/02/06 AMEND TEAMSTAFF INC NJ 5.02,9.01 05/01/06 TECHPRECISION CORP 9.01 02/24/06 AMEND TECUMSEH PRODUCTS CO MI 2.02,9.01 05/04/06 TEDA TRAVEL GROUP INC DE 2.01,5.02 04/29/06 TELECOMMUNICATION SYSTEMS INC /FA/ 2.02,9.01 05/04/06 TELETECH HOLDINGS INC DE 7.01,9.01 05/03/06 TELIK INC DE 2.02,9.01 05/04/06 TESORO CORP /NEW/ DE 2.02,9.01 05/04/06 TETRA TECH INC DE 2.02,9.01 05/03/06 THOMAS & BETTS CORP TN 8.01,9.01 05/03/06 THOMAS PROPERTIES GROUP INC DE 8.01,9.01 04/27/06 THOR INDUSTRIES INC DE 2.02,9.01 05/02/06 TIDEWATER INC DE 7.01,9.01 05/03/06 TNS INC 2.02,7.01,9.01 05/04/06 TODCO DE 2.02,9.01 05/04/06 TOWN SPORTS INTERNATIONAL HOLDINGS IN DE 2.02,9.01 05/03/06 TOWN SPORTS INTERNATIONAL HOLDINGS IN DE 8.01,9.01 05/04/06 TRANSOCEAN INC E9 2.02,9.01 05/04/06 TREDEGAR CORP VA 2.02,9.01 05/04/06 TRI STATE 1ST BANK INC OH 8.01,9.01 05/04/06 TRICO MARINE SERVICES INC DE 2.02,9.01 05/03/06 TRINITY INDUSTRIES INC DE 2.02,7.01 05/03/06 TRIPATH TECHNOLOGY INC 2.02,9.01 05/04/06 TRIPLE-S MANAGEMENT CORP 3.03,9.01 04/30/06 TRIZEC PROPERTIES INC DE 2.02,9.01 05/04/06 TRIZEC PROPERTIES INC DE 1.01,2.01,2.03,9.01 05/02/06 TRM CORP OR 2.02,9.01 05/04/06 TRX INC/GA GA 2.02,9.01 05/04/06 TS ELECTRONICS INC DE 5.02,9.01 05/03/06 TUT SYSTEMS INC DE 2.02,5.02,9.01 05/01/06 TYCO INTERNATIONAL LTD /BER/ D0 2.02,9.01 05/04/06 U S CANADIAN MINERALS INC CA 5.02 05/03/06 U S PHYSICAL THERAPY INC /NV NV 2.02,9.01 05/04/06 UAP HOLDING CORP DE 8.01,9.01 05/04/06 ULTRALIFE BATTERIES INC DE 2.02,9.01 05/04/06 UNION ELECTRIC CO MO 1.01,2.02,8.01,9.01 05/02/06 UNISOURCE ENERGY CORP AZ 2.02,9.01 05/04/06 UNITED HERITAGE BANKSHARES OF FLORIDA FL 2.02 05/03/06 UNITED ONLINE INC DE 8.01 05/03/06 UNITED STATES LIME & MINERALS INC TX 2.02,9.01 05/03/06 UNITED SURGICAL PARTNERS INTERNATIONA DE 1.01,9.01 04/28/06 UNITED THERAPEUTICS CORP DE 1.01,9.01 04/30/06 UNITEDHEALTH GROUP INC MN 1.01,9.01 05/01/06 UNITY BANCORP INC /NJ/ NJ 1.01,9.01 04/27/06 UNIVERSAL DISPLAY CORP \PA\ PA 1.01,3.02 05/04/06 UNIVERSAL ELECTRONICS INC DE 2.02,9.01 05/04/06 UNIVISION COMMUNICATIONS INC DE 2.02,9.01 05/04/06 US AIRWAYS GROUP INC DE 2.02,9.01 05/03/06 US WIRELESS ONLINE INC NV 8.01 05/04/06 USEC INC DE 2.02,9.01 05/03/06 VALEANT PHARMACEUTICALS INTERNATIONAL DE 2.02,9.01 05/04/06 VALLEY NATIONAL BANCORP NJ 7.01,9.01 05/04/06 VASOMEDICAL INC DE 3.01 04/28/06 Venoco, Inc. DE 1.01,9.01 04/28/06 VERIDICOM INTERNATIONAL INC DE 5.02 05/03/06 VERSO TECHNOLOGIES INC MN 2.02,9.01 05/04/06 VIASPACE Inc. NV 8.01,9.01 05/04/06 VINEYARD NATIONAL BANCORP CA 8.01,9.01 05/03/06 VIROPHARMA INC DE 2.02,9.01 05/04/06 VITAL SIGNS INC NJ 2.02,9.01 05/04/06 VITRAN CORP INC 8.01 05/03/06 VIZARIO INC NV 1.01,3.02,5.01,9.01 05/01/06 VOYAGER ONE INC NV 3.02 04/28/06 W HOLDING CO INC PR 2.02,9.01 05/03/06 W&T OFFSHORE INC TX 2.02,9.01 05/04/06 WARWICK VALLEY TELEPHONE CO NY 8.01,9.01 05/04/06 WARWICK VALLEY TELEPHONE CO NY 1.01,5.03,9.01 05/04/06 WASTE CONNECTIONS INC/DE DE 1.01 05/01/06 WATCHGUARD TECHNOLOGIES INC DE 8.01,9.01 05/04/06 WEB.COM, INC. MN 2.02,9.01 05/04/06 WESTERN SIERRA BANCORP CA 1.01,9.01 05/03/06 WESTIN HOTELS LTD PARTNERSHIP DE 7.01 04/28/06 WEYERHAEUSER CO WA 8.01 05/03/06 WGL HOLDINGS INC VA 2.02,9.01 05/03/06 WILD OATS MARKETS INC DE 2.02,9.01 05/04/06 WILLIAMS COMPANIES INC DE 2.02,7.01,9.01 05/04/06 WINDSWEPT ENVIRONMENTAL GROUP INC DE 5.02 05/01/06 WINLAND ELECTRONICS INC MN 2.02,9.01 05/04/06 WITS BASIN PRECIOUS MINERALS INC MN 3.02,3.03,9.01 04/28/06 WPS RESOURCES CORP WI 2.02,9.01 05/04/06 WPT ENTERPRISES INC 1.02,2.02,9.01 05/01/06 XL CAPITAL LTD 1.01,5.02 04/28/06 YOUBET COM INC DE 1.01,2.02,9.01 05/03/06 YOUNG BROADCASTING INC /DE/ DE 2.02,9.01 05/04/06 YP CORP NV 1.01,9.01 04/13/06 YTXP CORP NV 1.01,2.01,3.02,5.01, 02/09/05 AMEND 5.02,5.03,9.01 ZALE CORP DE 2.02 05/04/06 ZAPATA CORP NV 1.01,9.01 04/29/06 ZIMMER HOLDINGS INC DE 1.01,9.01 05/01/06