SEC NEWS DIGEST Issue 2006-89 May 9, 2006 COMMISSION ANNOUNCEMENTS AGENCIES REQUEST COMMENT ON REVISED STATEMENT CONCERNING ELEVATED RISK COMPLEX STRUCTURED FINANCE ACTIVITIES Five federal agencies today requested public comment on a revised proposed statement on the complex structured finance activities of financial institutions. The revised statement describes the types of internal controls and risk management procedures that should help financial institutions identify, manage and address the heightened legal and reputational risks that may arise from certain complex structured finance transactions. The agencies have modified the revised statement in several important respects in light of the comments received on the original proposed statement, which was issued for comment on May 19, 2004. For example, the agencies have reorganized, streamlined and modified the statement to make the document more principles-based and focused on those complex structured finance transactions that may pose heightened levels of legal or reputational risk to a financial institution. The proposed statement was issued by the Board of Governors of the Federal Reserve System, the Federal Deposit Insurance Corporation, the Office of the Comptroller of the Currency, the Office of Thrift Supervision and the Securities and Exchange Commission. The revised statement would represent supervisory guidance for institutions supervised by the four banking agencies and a policy statement for institutions supervised by the Securities and Exchange Commission. Comments on the revised statement are requested within thirty days of publication in the Federal Register, expected shortly. The revised proposed statement is attached. (Press Rel. 2006-68; Rel. 34-53773; File No. S7-08-06) ENFORCEMENT PROCEEDINGS HUTCHENS INVESTMENT MANAGEMENT, INC. AND WILLIAM HUTCHENS SETTLE SEC CHARGES On May 9, the Commission instituted settled administrative and cease- and-desist proceedings against Hutchens Investment Management, Inc. (HIM), a registered investment adviser based in Concord, New Hampshire, and its president, William Hutchens, for their violation of various provisions of the securities laws relating to their solicitation, trading, and record-keeping responsibilities. The Commission's Order finds that HIM violated various provisions of the Investment Advisers Act of 1940 by: (1) failing to disclose that it paid a solicitor for referring certain clients; (2) failing to comply fully with the Advisers Act requirement that it establish, maintain, and enforce policies and procedures to prevent the misuse of material, nonpublic information; (3) misstating its turnover rate to prospective clients in responses it made to requests for proposals; (4) failing to maintain required records relating to soft dollars and other matters; and (5) filing false Forms ADV. The Order further finds that, in letters responding to deficiency letters sent by the Commission's examination staff following two examinations, HIM, in letters signed by Hutchens, responded that it would address the problems identified in the deficiency letters. In addition, the Order finds that, during a subsequent examination, the Commission's examination staff determined that certain of the deficiencies identified during the earlier examinations persisted notwithstanding HIM's representations that those deficiencies would be addressed. The Commission's Order finds that HIM willfully violated Sections 204, 204A, 206(1), 206(2), 206(4), and 207 of the Advisers Act and Rules 204-2(a)(5), and 204-2(e), 204-3, and 206(4)-3 thereunder and that Hutchens willfully violated Section 207 of the Advisers Act and aided and abetted and caused HIM's violations of Sections 204, 204A, 206(1), 206(2) and 206(4) of the Advisers Act and Rules 204-3 and 206(4)-3 thereunder. The Commission's Order censures and imposes a cease-and- desist order against both HIM and Hutchens; suspends Hutchens from association with an investment adviser for three months; requires HIM and Hutchens to pay civil penalties of $40,000 and $25,000, respectively; and requires HIM to retain an independent compliance consultant. The Order further requires HIM to provide notice of the Order to each existing client and to maintain a link on HIM's website to the Order posted on the Commission's public website for six months. HIM and Hutchens consented to entry of the Commission's Order without admitting or denying the findings. (Rel. IA-2514; File No. 3-12290) COMMISSION OBTAINS PERMANENT INJUNCTIONS AND IMPOSES PERMANENT ASSOCIATIONAL BARS AGAINST SAMUEL ISRAEL III AND DANIEL E. MARINO On April 19, 2006, in a civil action previously filed by the Commission, Judge Colleen McMahon of the U.S. District Court for the Southern District of New York entered judgments permanently restraining and enjoining defendants Samuel Israel III and Daniel E. Marino, principals of a group of Stamford, Connecticut hedge funds known as Bayou Funds (Funds), from future violations of the general antifraud provisions of the federal securities laws, Section 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 10b-5 thereunder, and from future violations of the antifraud provisions of the Investment Advisers Act of 1940 (Advisers Act), Sections 206(1) and 206(2). Israel and Marino consented to the permanent injunctions without admitting or denying the allegations in the Commission's complaint. Israel and Marino had earlier consented to the entry of preliminary injunctions for violations of these provisions. The Commission's complaint alleges that from 1996 through 2005, during which time investors deposited over $450 million into the Funds, Israel and Marino knowingly misappropriated, dissipated, and lost tens of millions of dollars of their investors' capital. The complaint further alleges that Israel and Marino defrauded their investors by, among other misconduct: fabricating financial statements, account statements, and performance summaries to show false profitability; creating a fictitious accounting firm in 1998 to issue "independent" audit reports that validated the Funds' purported profitability, when in fact the Funds had been highly unprofitable throughout the relevant period; and, unbeknownst to their investors, diverting the Funds' capital in 2004 into investment programs that were, in fact, nothing more than fraudulent "prime bank instrument" schemes. Under the terms of the judgments entered against Israel and Marino, the Commission may in the future seek disgorgement of ill-gotten gains, prejudgment interest, and civil money penalties from Israel and Marino. In related proceedings, on May 9, 2006, the Commission issued an order permanently barring Israel and Marino from associating with any broker, dealer, or investment adviser pursuant to Section 15(b)(6) of the Exchange Act and Section 203(f) of the Advisers Act. Israel and Marino consented to the permanent bars. The Commission's investigation in this matter continues. [SEC v. Samuel Israel III; Daniel E. Marino; Bayou Management, LLC; Bayou Accredited Fund, LLC; Bayou Affiliates Fund, LLC; Bayou No Leverage Fund, LLC; and Bayou Superfund, LLC; Civil Action No. 05-CIV-8376, S.D.N.Y.] (LR-19692); (Administrative Proceeding - Rels. 34-53775; IA- 2515; File No. 3-12291) INVESTMENT COMPANY ACT RELEASES VANGUARD INDEX FUNDS, ET AL. A notice has been issued giving interested persons until May 30 to request a hearing on an application filed by Vanguard Index Funds, et al. for an order under Section 12(d)(1)(J) of the Investment Company Act for an exemption from Sections 12(d)(1)(A) and (B) of the Act, and under Sections 6(c) and 17(b) of the Act for an exemption from Section 17(a) of the Act. The order would permit certain registered management investment companies and unit investment trusts to acquire shares of certain open-end management investment companies that issue exchange- traded shares and that are within or outside the same group of investment companies. (Rel. IC-27314 - May 5) PHOENIX LIFE INSURANCE COMPANY, ET AL. A notice has been issued giving interested persons until June 2, 2006, to request a hearing on an application filed by Phoenix Life Insurance Company, et al., for an order under Section 12(d)(1)(J) of the Investment Company Act for an exemption from Sections 12(d)(1)(A) and (B) of the Act, and under Sections 6(c) and 17(b) of the Act for an exemption from Section 17(a) of the Act. The order would permit certain registered open-end management investment companies to acquire shares of other registered open-end management investment companies and unit investment trusts both within and outside the same group of investment companies. (Rel. IC-27315 - May 8) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF A PROPOSED RULE CHANGES A proposed rule change and Amendment No. 1 thereto (SR-Amex-2006-33) filed by the American Stock Exchange relating to Section 141 of the Company Guide has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34- 53750) A proposed rule change and Amendment No. 2 thereto, filed by the Philadelphia Stock Exchange (SR-Phlx-2006-20) establishing a pilot option transaction charge credit for specialists that send certain principal acting as agent orders for execution via the Intermarket Option Linkage has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34- 53761) A proposed rule change (SR-NASD-2006-041) and Amendment No. 1 thereto filed with the Commission by the National Association of Securities Dealers to Eliminate from The Nasdaq Stock Market, Inc.'s Corporate Organizational Documents Certain Series of Preferred Stock has become immediately effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53769) The Commission issued notice of immediate effectiveness of a proposed rule change (SR-CBOE-2006-43) filed by the Chicago Board Options Exchange relating to its marketing fee program. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53767) IMMEDIATE EFFECTIVENESS OF THE TWENTY THIRD AMENDMENT TO THE RESTATED ITS PLAN Pursuant to Rule 608 under the Securities Exchange Act of 1934, the Intermarket Trading System Operating Committee has filed an amendment to the ITS Plan (4-208) relating to the interaction of Chicago Stock Exchange, Inc. with ITS, the change in opening of trading in a halted security, and the change in name from the New York Stock Exchange, Inc. to New York Stock Exchange LLC and from Pacific Exchange, Inc. to NYSE Arca, Inc. Publication is expected in the Federal Register during the week of May 8. (Rel. 34-53763) PROPOSED RULE CHANGES The Pacific Exchange, Inc. (n/k/a NYSE Arca, Inc.) has filed a proposed rule change (SR-PCX-2006-16) and Amendments No. 1 and No. 2 thereto to revise fees for equity securities issued by operating companies listed on the Archipelago Exchange. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53764) The National Association of Securities Dealers filed with the Securities and Exchange Commission a proposed rule change and Amendment No. 1 under Rule 19b-4 (SR-NASD-2006-030) to establish an Annual Administrative Fee for market data distributors that are recipients of Nasdaq proprietary data products. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53770) The Chicago Board Options Exchange filed a proposed rule change (SR- CBOE-2006-39) under Rule 19b-4 of the Securities Exchange Act of 1934 regarding the e-DPM membership ownership requirement. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53771) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-CHX-2004-38) and Amendment Nos. 1 and 2 thereto, and granted accelerated approval to Amendment Nos. 3 and 4 thereto, filed by the Chicago Stock Exchange relating to records of orders and executions. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53772) ADDITIONS AND CORRECTIONS A summary in the May 5th issue of the Digest entitled DECLARATION OF EFFECTIVENESS OF THE FINGERPRINT PLAN OF THE NATIONAL ASSOCIATION OF SECURITIES DEALERS, INC. should have appeared as follows: 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 notice is expected in the Federal Register during the week of May 8. (Rel. 34-53751) 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-1 Allis Chalmers Energy Inc., 5075 WESTHEIMER, SUITE 890, HOUSTON, TX, 77056, 713-369-0550 - 0 ($91,999,922.00) Equity, (File 333-133874 - May. 8) (BR. 06B) S-3ASR PULTE HOMES INC/MI/, 100 BLOOMFIELD HILLS PKWY STE 300, BLOOMFIELD HILLS, MI, 48304, 2486472750 - 0 ($0.00) Other, (File 333-133876 - May. 8) (BR. 06B) S-1 El Pollo Loco Holdings, Inc., 3333 MICHELSON DRIVE, SUITE 550, IRVINE, CA, 92612, 949-399-2000 - 0 ($135,000,000.00) Equity, (File 333-133877 - May. 8) (BR. 05) SB-2 PLURISTEM LIFE SYSTEMS INC, MATAM ADVANCED TECHNOLOGY PARK, BUILDING NO. 20, HAIFA, L3, 31905, 972-4-850-1080 - 187,379,558 ($14,990,332.00) Equity, (File 333-133878 - May. 8) (BR. 01B) SB-2 Intervia Inc., 775-825-5358 - 1,500,000 ($30,000.00) Equity, (File 333-133879 - May. 8) (BR. 09) S-8 PLANETLINK COMMUNICATIONS INC, 1415 BOOKHOUT DRIVE, ATLANTA, GA, 30041, 404-8430123 - 0 ($630,000.00) Equity, (File 333-133880 - May. 8) (BR. 02C) S-8 TARGACEPT INC, 200 EAST FIRST STREET, SUITE 300, WINSTON-SALEM, NC, 27101, 3364802100 - 4,329,918 ($32,063,042.79) Equity, (File 333-133881 - May. 8) (BR. 01C) S-8 TARGACEPT INC, 200 EAST FIRST STREET, SUITE 300, WINSTON-SALEM, NC, 27101, 3364802100 - 1,593,836 ($4,701,817.00) Equity, (File 333-133882 - May. 8) (BR. 01C) S-8 ARM HOLDINGS PLC, 110 FULBOURN RD, CAMBRIDGE, X0, CB1 9NJ, 44 1223 400400 - 70,000,000 ($176,400,000.00) Equity, (File 333-133883 - May. 8) (BR. 10A) S-8 FIRST MUTUAL BANCSHARES INC, 400 108TH AVENUE N E, ., BELLEVUE, WA, 98004, 4254535301 - 176,056 ($4,713,019.12) Equity, (File 333-133884 - May. 8) (BR. 07A) S-8 EMULEX CORP /DE/, 3333 SUSAN STREET, COSTA MESA, CA, 92626, 7146625600 - 0 ($6,013,758.00) Equity, (File 333-133885 - May. 8) (BR. 03B) S-8 JONES LANG LASALLE INC, 200 E RANDOLPH DR, CHICAGO, IL, 60601, 3127825800 - 3,000,000 ($255,150,000.00) Other, (File 333-133887 - May. 8) (BR. 08B) S-1 INTERNATIONAL FUEL TECHNOLOGY INC, 7777 BONHOMME, SUITE 1920, ST. LOUIS, MO, 63105, 3147273333 - 0 ($9,501,568.92) Equity, (File 333-133888 - May. 8) (BR. 04A) S-3ASR WHITING PETROLEUM CORP, 1700 BROADWAY, SUITE 2300, DENVER, CO, 80290, 303-837-1661 - 0 ($0.00) Other, (File 333-133889 - May. 8) (BR. 04A) S-3ASR SANDISK CORP, 140 CASPIAN COURT, SUNNYVALE, CA, 94089, 4085620500 - 0 ($0.00) Debt Convertible into Equity, 0 ($0.00) Equity, (File 333-133890 - May. 8) (BR. 03B) S-3ASR GREAT PLAINS ENERGY INC, 1201 WALNUT, KANSAS CITY, MO, 64106, 8165562200 - 0 ($0.00) Equity, (File 333-133891 - May. 8) (BR. 02B) S-8 THEATER XTREME ENTERTAINMENT GROUP, INC, 250 CORPORATE BOULEVARD, SUITES E & F, NEWARK, DE, 19702, 3024551334 - 2,000,000 ($2,000,000.00) Equity, (File 333-133892 - May. 8) (BR. 02A) S-3 CIRCLE GROUP HOLDINGS INC, 1011 CAMPUS DRIVE, 310-556-0080, MUNDELEIN, IL, 60060, 847-549-60 - 12,554,021 ($16,320,227.00) Equity, (File 333-133893 - May. 8) (BR. 08A) S-4 Affinion Group, Inc., 100 CONNECTICUT AVENUE, NORWALK, CT, 06850, (203) 956-8872 - 0 ($659,500,000.00) Non-Convertible Debt, (File 333-133895 - May. 8) (BR. ) S-8 STEWART ENTERPRISES INC, 110 VETERANS MEMORIAL BLVD, METAIRIE, LA, 70005, 5048375880 - 400,000 ($2,302,000.00) Equity, (File 333-133896 - May. 8) (BR. 11B) SB-2 PALOMAR ENTERPRISES INC, 1802 N. CARSON STREET, NO. 212-2705, CARSON CITY, NE, 89701-1230, 7758870670 - 205,212,500 ($10,260,625.00) Equity, (File 333-133897 - May. 8) (BR. 08B) S-8 MAUI LAND & PINEAPPLE CO INC, PO BOX 187, 120 KANE ST, KAHULUI MAUI, HI, 96733, 8088773351 - 0 ($37,180,000.00) Equity, (File 333-133898 - May. 8) (BR. 04A) S-1 KMG CHEMICALS INC, 10611 HARWIN, SUITE 402, HOUSTON, TX, 77036, 7139889252 - 0 ($32,343,750.00) Equity, (File 333-133901 - May. 8) (BR. 06C) SB-2 MEDICOR LTD, 4560 S DECATUR BLVD, SUITE 300, LAS VEGAS, NV, 89103, 7027312519 - 0 ($206,674,422.00) Equity, (File 333-133902 - May. 8) (BR. 10B) S-3ASR REDBACK NETWORKS INC, 300 HOLGER WAY, SAN JOSE, CA, 95134, 4087505000 - 0 ($254,015,824.00) Equity, (File 333-133903 - May. 8) (BR. 03A) S-8 RSA SECURITY INC/DE/, 174 MIDDLESEX TURNPIKE, BEDFORD, MA, 01730, 781-515-5422 - 74,851 ($1,497,769.00) Equity, (File 333-133904 - May. 8) (BR. 03B) S-3ASR RSA SECURITY INC/DE/, 174 MIDDLESEX TURNPIKE, BEDFORD, MA, 01730, 781-515-5422 - 0 ($39,985,203.00) Equity, (File 333-133905 - May. 8) (BR. 03B) S-1 G III APPAREL GROUP LTD /DE/, 512 SEVENTH AVE, NEW YORK, NY, 10018, 2126298830 - 0 ($42,366,000.00) Equity, (File 333-133906 - May. 8) (BR. 02C) S-1 Pharmasset Inc, 1860 MONTREAL ROAD, TUCKER, GA, 30084, 678-395-0050 - 0 ($75,000,000.00) Equity, (File 333-133907 - May. 8) (BR. ) 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 ------------------------------------------------------------------------------------------------------- 24/7 REAL MEDIA INC DE 5.02,8.01 05/02/06 ABATIX CORP DE 2.02,9.01 05/08/06 ABERCROMBIE & FITCH CO /DE/ DE 7.01,9.01 05/04/06 ABIOMED INC DE 2.02,9.01 05/08/06 ABRAXAS PETROLEUM CORP NV 2.02,9.01 05/08/06 ACADIA REALTY TRUST MD 8.01 05/08/06 ACTIVANT SOLUTIONS INC /DE/ DE 1.01,1.02,2.03,5.01, 05/02/06 5.02,7.01,9.01 ADMINISTAFF INC \DE\ DE 1.01,7.01 05/02/06 AES CORP DE 2.02,9.01 05/08/06 AGL RESOURCES INC GA 7.01,9.01 05/08/06 AGL RESOURCES INC GA 1.01 05/02/06 AGL RESOURCES INC GA 5.02 03/02/06 AMEND Alarion Financial Services Inc 7.01 05/05/06 ALEXANDRIA REAL ESTATE EQUITIES INC MD 2.02,9.01 05/08/06 ALKERMES INC PA 1.01,9.01 05/02/06 ALLEGHENY ENERGY, INC MD 1.01,1.02,2.03,9.01 05/08/06 ALLIANCE SEMICONDUCTOR CORP /DE/ DE 2.01,8.01,9.01 05/03/06 ALLIED MOTION TECHNOLOGIES INC CO 2.02,9.01 05/08/06 ALPHA PRO TECH LTD DE 2.02,9.01 05/08/06 AMERICAN ENTERPRISE DEVELOPMENT CORP TX 5.02 05/08/06 American Home Mortgage Investment Tru DE 8.01,9.01 04/25/06 AMERICAN HOME MORTGAGE INVESTMENT TRU DE 8.01,9.01 04/25/06 AMERICAN HOME MORTGAGE INVESTMENT TRU DE 8.01,9.01 04/25/06 AMERICAN ITALIAN PASTA CO DE 2.06,5.02,9.01 05/02/06 American Railcar Industries, Inc./DE DE 2.02,9.01 05/08/06 AMERICAN SPECTRUM REALTY INC MD 8.01,9.01 05/08/06 AMERICAN SPECTRUM REALTY INC MD 2.02,9.01 05/08/06 AMERICAN TECHNICAL CERAMICS CORP DE 5.03,9.01 04/02/06 AMERICAN VANTAGE COMPANIES NV 4.01,9.01 05/04/06 ANCHOR GLASS CONTAINER CORP /NEW DE 8.01,9.01 05/03/06 ANIMAL CLONING SCIENCES INC WA 4.01 05/01/06 AMEND ANR PIPELINE CO DE 4.01,9.01 05/08/06 AMEND Answers CORP 2.02,7.01,9.01 05/08/06 APCO ARGENTINA INC/NEW 2.02,9.01 05/05/06 APOLLO RESOURCES INTERNATIONAL INC UT 8.01 05/05/06 APPLIANCE RECYCLING CENTERS OF AMERIC MN 2.02,9.01 05/04/06 AQUANTIVE INC WA 2.02,9.01 05/08/06 ARBINET THEXCHANGE INC DE 7.01,9.01 05/08/06 ARBINET THEXCHANGE INC DE 5.02,9.01 05/05/06 ARCHER DANIELS MIDLAND CO DE 1.01,9.01 05/08/06 ARCHER DANIELS MIDLAND CO DE 5.02 05/08/06 AMEND ARDEN REALTY LIMITED PARTNERSHIP MD 2.01,5.01,9.01 05/02/06 ARENA PHARMACEUTICALS INC DE 2.02,9.01 05/08/06 ARES CAPITAL CORP MD 2.02,7.01,9.01 05/08/06 Assured Pharmacy, Inc. NV 5.02,9.01 05/01/06 ASTRALIS LTD CO 5.02,9.01 05/08/06 ASV INC /MN/ MN 1.01,9.01 05/03/06 AUTOZONE INC NV 1.01,1.02,2.03 05/05/06 AVANEX CORP DE 2.02,9.01 05/08/06 AVANIR PHARMACEUTICALS CA 1.01,2.02,2.03,2.05,5.01,9.01 05/04/06 AVI BIOPHARMA INC OR 2.02,7.01,9.01 05/05/06 AXESSTEL INC NV 2.02,9.01 05/08/06 AZTAR CORP DE 1.01,9.01 05/08/06 B&D Food Corp. DE 9.01 07/08/05 AMEND BAKERS FOOTWEAR GROUP INC MO 2.02,7.01,9.01 05/04/06 BANK HOLDINGS NV 2.02 05/08/06 BankFinancial CORP 7.01,9.01 05/08/06 BAUSCH & LOMB INC NY 7.01,9.01 05/03/06 BAY BANKS OF VIRGINIA INC VA 8.01 05/04/06 Behringer Harvard Opportunity REIT I, MD 9.01 03/01/06 AMEND BITSTREAM INC DE 2.02,9.01 05/08/06 BLACKBAUD INC 2.02,9.01 05/08/06 BLACKBOARD INC DE 2.02,9.01 05/08/06 BLUEGREEN CORP MA 7.01 05/05/06 BROOKS AUTOMATION INC DE 1.01,8.01,9.01 05/08/06 BRUSH ENGINEERED MATERIALS INC 1.01,5.02,7.01,9.01 05/08/06 CABOT OIL & GAS CORP DE 5.02 05/04/06 CALYPTE BIOMEDICAL CORP DE 5.02,9.01 05/02/06 CANADIAN DERIVATIVES CLEARING CORP A6 9.01 04/24/06 CANARGO ENERGY CORP DE 7.01,9.01 05/02/06 CANO PETROLEUM, INC 7.01,9.01 05/08/06 Cardiac Science CORP 1.01 05/02/06 CEDAR SHOPPING CENTERS INC MD 2.02,9.01 05/08/06 CENTERPOINT ENERGY INC 7.01,9.01 05/08/06 CENTRAL VERMONT PUBLIC SERVICE CORP VT 5.02 05/02/06 CENTURY CASINOS INC /CO/ DE 1.01,9.01 05/08/06 CERES GROUP INC DE 2.02,9.01 05/03/06 CHENIERE ENERGY INC DE 2.02,8.01,9.01 05/05/06 CHESAPEAKE ENERGY CORP OK 8.01,9.01 05/03/06 CHEVRON CORP DE 8.01,9.01 05/08/06 CHIPOTLE MEXICAN GRILL INC 2.02,9.01 05/08/06 CINERGY CORP DE 2.02,9.01 05/02/06 CIT GROUP INC DE 8.01,9.01 05/04/06 CITIBANK CREDIT CARD ISSUANCE TRUST DE 8.01,9.01 05/08/06 CITY HOLDING CO WV 4.01,9.01 05/02/06 CLYVIA INC NV 3.02,9.01 05/04/06 COEUR D ALENE MINES CORP ID 2.02,9.01 05/08/06 COHU INC DE 2.01,9.01 05/05/06 COLGATE PALMOLIVE CO DE 1.01,8.01,9.01 05/04/06 COLORADO INTERSTATE GAS CO DE 4.01,9.01 05/08/06 AMEND COMPUCREDIT CORP GA 2.02,9.01 05/08/06 COMPUTER TASK GROUP INC NY 1.01,9.01 05/03/06 CONEXANT SYSTEMS INC DE 8.01,9.01 05/04/06 CONGOLEUM CORP DE 8.01 05/03/06 CONNS INC DE 2.02,9.01 05/08/06 CONSOL ENERGY INC 1.01,5.03,7.01,9.01 05/02/06 CONTINENTAL AIRLINES INC /DE/ DE 8.01,9.01 05/05/06 COOPER CAMERON CORP DE 7.01,9.01 05/05/06 COOPER TIRE & RUBBER CO DE 2.05 05/08/06 CORPORATE EXECUTIVE BOARD CO DE 8.01,9.01 05/04/06 CROWN CASTLE INTERNATIONAL CORP DE 7.01,9.01 05/08/06 CUTERA INC DE 2.02,9.01 05/08/06 CYTOGEN CORP DE 2.02,9.01 05/08/06 D&E COMMUNICATIONS INC PA 2.02,9.01 05/05/06 DEERE & CO DE 7.01 05/08/06 DEERE & CO DE 7.01 05/08/06 AMEND DELL INC DE 2.02,9.01 05/08/06 DELPHI FINANCIAL GROUP INC/DE DE 1.01,7.01,9.01 05/03/06 DELTA MUTUAL INC 3.02 02/01/06 DEXCOM INC 1.01 05/02/06 DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 05/08/06 DIGIMARC CORP DE 2.02,9.01 05/08/06 DITECH COMMUNICATIONS CORP DE 2.02,9.01 05/08/06 DOLLAR GENERAL CORP TN 7.01,9.01 05/08/06 DPL INC OH 2.02,7.01,9.01 05/03/06 DREW INDUSTRIES INC DE 8.01,9.01 05/05/06 DST Media, Inc DE 4.01 11/22/05 AMEND DTLL INC MN 7.01,9.01 02/23/06 DTLL INC MN 4.01 02/23/06 DTS, INC. DE 2.02,9.01 05/08/06 Dynamic Biometric Systems, Inc. NV 1.01 05/05/06 EARTH BIOFUELS INC DE 8.01 05/05/06 EAST COAST DIVERSIFIED CORP NV 1.01,2.01,9.01 04/30/05 EAST DELTA RESOURCES CORP. DE 3.02 05/08/06 EdgeTech International Inc NV 1.01,3.02,5.03,8.01,9.01 05/02/06 EDISON INTERNATIONAL CA 2.02,9.01 05/08/06 EDUCATION MANAGEMENT CORPORATION 7.01 05/08/06 EGAIN COMMUNICATIONS CORP DE 2.02,9.01 05/08/06 EL PASO CORP/DE DE 7.01,9.01 05/08/06 EL PASO NATURAL GAS CO DE 4.01,9.01 05/08/06 AMEND EMMIS COMMUNICATIONS CORP IN 1.01,2.01,2.02,8.01,9.01 05/08/06 ENGELHARD CORP DE 8.01,9.01 05/08/06 ENTERCOM COMMUNICATIONS CORP PA 2.02,9.01 05/08/06 Enterprise GP Holdings L.P. DE 1.01,9.01 05/02/06 ENVIRONMENTAL POWER CORP DE 1.01,8.01 05/03/06 EPIX Pharmaceuticals, Inc. 5.02,8.01,9.01 05/05/06 EQUITABLE FINANCIAL CORP 2.02,9.01 05/05/06 EXPEDITORS INTERNATIONAL OF WASHINGTO WA 2.02 05/08/06 EXPEDITORS INTERNATIONAL OF WASHINGTO WA 2.02 05/08/06 EXTENDICARE HEALTH SERVICES INC DE 2.02,9.01 05/08/06 FAIRCHILD CORP DE 2.02,9.01 05/05/06 FIRST ALBANY COMPANIES INC NY 8.01 05/02/06 FIRST CAPITAL INC IN 8.01,9.01 05/05/06 FIRST INDUSTRIAL REALTY TRUST INC MD 7.01 05/05/06 FIRST INTERSTATE BANCSYSTEM INC MT 5.02 05/05/06 FIRSTENERGY CORP OH 7.01,9.01 05/08/06 FISHER SCIENTIFIC INTERNATIONAL INC DE 7.01,9.01 05/08/06 FLUOR CORP DE 2.02,5.03,9.01 05/03/06 Franklin Auto Trust 2005-1 DE 8.01,9.01 04/20/06 FRANKLIN STREET PROPERTIES CORP /MA/ 2.02,9.01 05/08/06 FREMONT MICHIGAN INSURACORP INC MI 2.02,9.01 05/08/06 FRONTIER OIL CORP /NEW/ WY 2.02,9.01 05/08/06 FULTON FINANCIAL CORP PA 5.02 05/08/06 FUSION TELECOMMUNICATIONS INTERNATION 8.01,9.01 05/08/06 G REIT INC MD 5.02 05/01/06 GALAXY NUTRITIONAL FOODS INC DE 5.02 05/02/06 GAMING & ENTERTAINMENT GROUP INC UT 4.01 05/02/06 GENERAL CABLE CORP /DE/ DE 8.01 05/08/06 GENSYM CORP DE 2.02,9.01 05/08/06 GEVITY HR INC FL 7.01 05/08/06 GLOBAL TRAFFIC NETWORK, INC. DE 1.01,5.02,9.01 05/03/06 GlobalOptions Group, Inc. NV 2.01,9.01 03/10/06 AMEND GLOBALSANTAFE CORP 8.01,9.01 05/05/06 GOLDEN WEST FINANCIAL CORP /DE/ DE 1.01,7.01,9.01 05/07/06 GRAFTECH INTERNATIONAL LTD DE 1.01,5.02 05/08/06 GREATER BAY BANCORP CA 7.01,9.01 05/08/06 GREENFIELD ONLINE INC DE 2.02,9.01 05/08/06 HAIGHTS CROSS COMMUNICATIONS INC DE 8.01,9.01 05/08/06 HALOZYME THERAPEUTICS INC NV 1.01,3.03,5.03,9.01 05/04/06 HANGER ORTHOPEDIC GROUP INC DE 1.01,3.02 05/03/06 HARDINGE INC NY 2.02,9.01 05/02/06 HARLAND JOHN H CO GA 2.02,9.01 03/31/06 HARMONIC INC DE 1.01,5.02,9.01 05/02/06 HARTFORD LIFE INSURANCE CO CT 9.01 05/08/06 HARTVILLE GROUP INC NV 5.02 05/04/06 HASTINGS ENTERTAINMENT INC TX 7.01 05/04/06 HAWAIIAN HOLDINGS INC DE 2.02,9.01 05/08/06 HAWKINS INC MN 1.01 05/03/06 HEADWATERS INC DE 2.02,7.01,9.01 05/08/06 HEALTH NET INC DE 2.02,9.01 05/08/06 HERSHA HOSPITALITY TRUST MD 1.01,9.01 05/03/06 HICKORY TECH CORP MN 2.02,7.01,9.01 05/08/06 HILTON HOTELS CORP DE 2.01,9.01 02/22/06 AMEND HOLOBEAM INC DE 4.02 04/21/06 AMEND HOMEBANC CORP 1.01,9.01 05/05/06 HRPT PROPERTIES TRUST MD 2.02,9.01 05/08/06 HUMAN GENOME SCIENCES INC DE 1.01,1.02 05/02/06 HUSKER AG LLC NE 1.01 05/02/06 ICEWEB INC 8.01,9.01 04/14/06 IMPERIAL INDUSTRIES INC DE 2.02,7.01,9.01 05/08/06 Index Oil & Gas Inc. NV 1.01,9.01 05/02/06 INFOCROSSING INC DE 1.01,2.03,9.01 05/04/06 INFOSONICS CORP 2.02,9.01 05/08/06 INPHONIC INC 2.02,9.01 05/08/06 INSIGHT COMMUNICATIONS CO INC DE 2.02,9.01 05/05/06 INTEGRA LIFESCIENCES HOLDINGS CORP DE 2.02,9.01 05/08/06 INTEGRAL SYSTEMS INC /MD/ MD 2.02,9.01 05/08/06 INTEGRATED DEVICE TECHNOLOGY INC DE 1.01,2.02,7.01,9.01 05/08/06 Integrated Healthcare Holdings Inc NV 8.01,9.01 05/02/06 Intersearch Group Inc FL 5.02,7.01 05/08/06 INVESTMENT TECHNOLOGY GROUP INC DE 8.01,9.01 05/08/06 IRWIN FINANCIAL CORP IN 8.01,9.01 05/08/06 ISTA PHARMACEUTICALS INC DE 2.02,9.01 05/08/06 IWT TESORO CORP NV 9.01 08/25/05 AMEND KEYSPAN CORP NY 7.01,9.01 05/08/06 KIMCO REALTY CORP MD 8.01,9.01 05/08/06 KIRKLANDS INC 2.02,9.01 05/04/06 KITE REALTY GROUP TRUST MD 2.02,9.01 05/08/06 KMG America CORP VA 2.02,9.01 05/08/06 LAWSON PRODUCTS INC/NEW/DE/ DE 2.02,9.01 05/03/06 LECG CORP DE 1.01,8.01,9.01 05/05/06 LEXAR MEDIA INC DE 1.01,9.01 05/02/06 Liberty Global, Inc. DE 1.01 05/02/06 LIFETIME BRANDS, INC DE 5.02,9.01 05/02/06 LIFETIME BRANDS, INC DE 1.01,9.01 05/02/06 LIFETIME BRANDS, INC DE 2.02,9.01 05/04/06 LIGHTBRIDGE INC DE 8.01 05/08/06 LIONBRIDGE TECHNOLOGIES INC /DE/ DE 2.02,9.01 05/08/06 MADISON GAS & ELECTRIC CO WI 2.02,9.01 05/08/06 MADISON RIVER CAPITAL LLC DE 8.01,9.01 05/08/06 MAGNA ENTERTAINMENT CORP DE 7.01,9.01 05/01/06 MAGNITUDE INFORMATION SYSTEMS INC DE 1.01,5.02,7.01,9.01 05/08/06 MAJESCO ENTERTAINMENT CO DE 5.02 05/02/06 MAJESTIC STAR CASINO LLC IN 2.02,9.01 03/31/06 MARCHEX INC DE 2.02,9.01 05/08/06 MARSHALL & ILSLEY CORP/WI/ WI 5.02,9.01 05/08/06 MAXUS REALTY TRUST INC. 1.02 05/08/06 MCF CORP DE 7.01 05/08/06 MCMORAN EXPLORATION CO /DE/ DE 8.01,9.01 05/08/06 MCMORAN EXPLORATION CO /DE/ DE 8.01,9.01 05/08/06 MDC PARTNERS INC A6 7.01,9.01 05/04/06 MEDISCIENCE TECHNOLOGY CORP NJ 5.02 05/02/06 MERCER INTERNATIONAL INC. WA 2.02,9.01 05/05/06 MERCURY GENERAL CORP CA 2.02,9.01 05/08/06 MERIX CORP OR 9.01 05/08/06 MESA AIR GROUP INC NV 1.01 05/04/06 MGE ENERGY INC WI 2.02,9.01 05/08/06 MID PENN BANCORP INC PA 8.01,9.01 05/04/06 MIDDLESEX WATER CO NJ 8.01 05/08/06 MIDWEST AIR GROUP INC WI 8.01,9.01 05/08/06 MISSION ENERGY HOLDING CO DE 2.02,9.01 05/08/06 MOBIUS MANAGEMENT SYSTEMS INC DE 5.02,9.01 05/04/06 Monogram Biosciences, Inc. DE 1.01,2.02,2.03,3.02,9.01 05/05/06 MYOGEN INC DE 2.02,9.01 05/08/06 MYOGEN INC DE 7.01,9.01 05/08/06 NABORS INDUSTRIES LTD D0 2.02,9.01 05/08/06 Nalco Finance Holdings LLC 1.01,8.01,9.01 05/08/06 Nalco Holding CO 1.01,8.01,9.01 05/08/06 Nalco Holdings LLC DE 1.01,8.01,9.01 05/08/06 NASB FINANCIAL INC MO 4.02 05/05/06 NASB FINANCIAL INC MO 2.02 03/31/06 NATIONAL WESTERN LIFE INSURANCE CO CO 1.01,9.01 05/08/06 NATURAL HEALTH TRENDS CORP DE 5.02,8.01 05/05/06 NATUS MEDICAL INC DE 2.02,9.01 05/02/06 AMEND NAVIGANT CONSULTING INC DE 5.02,5.03,9.01 05/03/06 NDS GROUP PLC X0 2.02 05/08/06 NEOMEDIA TECHNOLOGIES INC DE 2.01,9.01 02/22/06 AMEND NEOPHARM INC DE 1.02,2.02,9.01 05/02/06 NEOSE TECHNOLOGIES INC DE 1.01,9.01 05/04/06 NESS TECHNOLOGIES INC 2.02,7.01,9.01 05/08/06 NETSOL TECHNOLOGIES INC NV 1.01 05/08/06 New Century Energy Corp. CO 1.01,2.01,2.03,3.02,9.01 06/30/05 AMEND New Century Energy Corp. CO 1.01,2.01,2.03,9.01 09/02/05 AMEND New Century Energy Corp. CO 2.01,2.03,4.02,8.01,9.01 11/01/05 AMEND NEW JERSEY RESOURCES CORP NJ 7.01,9.01 05/08/06 NEWCASTLE INVESTMENT CORP MD 5.03,9.01 05/03/06 NICOR INC IL 7.01,9.01 05/08/06 NMS COMMUNICATIONS CORP DE 8.01,9.01 05/08/06 Norcraft Holdings, L.P. DE 1.01,2.03,9.01 05/02/06 NORTEK INC DE 8.01,9.01 05/05/06 NORTH AMERICAN TECHNOLOGIES GROUP INC 1.01,9.01 05/02/06 NORTHERN BORDER PARTNERS LP DE 1.01,7.01,9.01 05/02/06 NOVASTAR RESOURCES LTD. NV 1.01,3.02,9.01 05/04/06 NTK Holdings, Inc. DE 8.01,9.01 05/05/06 OCEAN WEST HOLDING CORP DE 7.01,9.01 05/08/06 OCWEN FINANCIAL CORP FL 5.02,8.01,9.01 05/04/06 ONEIDA LTD NY 7.01,9.01 05/03/06 ONLINE RESOURCES CORP DE 1.01 05/05/06 Opteum Inc. MD 7.01,9.01 05/08/06 OPTIMAL GROUP INC 7.01 05/08/06 OSI PHARMACEUTICALS INC DE 8.01,9.01 05/04/06 PACIFIC ENERGY PARTNERS LP 1.01,9.01 05/04/06 PAINCARE HOLDINGS INC CT 1.01,9.01 05/01/06 PAINCARE HOLDINGS INC CT 1.01,9.01 05/03/06 Paradigm Holdings, Inc WY 1.01,9.01 05/02/06 Paradigm Holdings, Inc WY 5.02,9.01 05/08/06 PARK ELECTROCHEMICAL CORP NY 9.01 05/08/06 PATH 1 NETWORK TECHNOLOGIES INC DE 2.02,9.01 05/08/06 PDL BIOPHARMA, INC. DE 2.02,9.01 05/02/06 PEOPLES FINANCIAL SERVICES CORP/ PA 5.02 04/29/06 PHASE FORWARD INC DE 1.01,9.01 05/03/06 PHI INC LA 2.02,9.01 05/05/06 PIZZA INN INC /MO/ MO 7.01,9.01 05/05/06 PMA CAPITAL CORP PA 2.02,2.04,9.01 05/08/06 POGO PRODUCING CO DE 1.01,2.03,9.01 05/02/06 POINT THERAPEUTICS INC DE 8.01,9.01 05/04/06 POLAR MOLECULAR HOLDING CORP IA 4.01,9.01 04/07/06 POWER TECHNOLOGY INC/CN NV 5.02,9.01 05/03/06 PRAECIS PHARMACEUTICALS INC DE 8.01,9.01 05/05/06 PRO PHARMACEUTICALS INC NV 8.01 05/08/06 PRO-FAC COOPERATIVE INC 2.02,9.01 05/08/06 PROGRESS ENERGY INC NC 2.05,2.06,9.01 05/08/06 Propex Fabrics Inc. DE 1.01,5.02,9.01 05/03/06 PROQUEST CO DE 1.01,2.03,7.01,9.01 04/28/06 PRUDENTIAL BANCORP INC OF PENNSYLVANI 2.02,9.01 05/05/06 PUBLIC STORAGE INC /CA CA 4.01 05/03/06 PYRAMID OIL CO CA 8.01 05/04/06 QLT INC/BC A1 8.01 05/08/06 QUANEX CORP DE 7.01 05/04/06 QUOVADX INC DE 7.01,9.01 05/08/06 RAIT INVESTMENT TRUST MD 7.01,9.01 05/05/06 RAMBUS INC DE 1.01 05/02/06 REDDY ICE HOLDINGS INC DE 8.01,9.01 05/05/06 REGAL BELOIT CORP WI 8.01,9.01 05/08/06 REGENCY AFFILIATES INC DE 8.01 05/04/06 REGENCY CENTERS CORP FL 2.02,9.01 05/03/06 REHABCARE GROUP INC DE 1.01,9.01 05/05/06 RELATIONSERVE MEDIA INC 5.02 05/03/06 RESTAURANT CO DE 1.01,2.01,2.03,5.02 05/03/06 RF MICRO DEVICES INC NC 1.01,9.01 05/02/06 RURAL CELLULAR CORP MN 2.02,9.01 05/08/06 SABINE ROYALTY TRUST TX 2.02,9.01 05/04/06 SAFETY INSURANCE GROUP INC DE 2.02,9.01 05/05/06 SALEM COMMUNICATIONS CORP /DE/ DE 2.02,7.01,9.01 05/08/06 SALIX PHARMACEUTICALS LTD 8.01,9.01 05/08/06 SANDS REGENT NV 4.02 05/04/06 SANFILIPPO JOHN B & SON INC DE 2.02,9.01 05/05/06 Saxon Asset Securities Trust 2006-1 VA 8.01 05/02/06 SCIENCE APPLICATIONS INTERNATIONAL CO DE 8.01,9.01 05/05/06 SCOTTISH RE GROUP LTD E9 2.03,9.01 04/02/06 SCRIPPS E W CO /DE OH 1.01,9.01 05/04/06 SEACOAST BANKING CORP OF FLORIDA FL 5.03,9.01 05/04/06 SEACOR HOLDINGS INC /NEW/ DE 2.02,9.01 05/05/06 SEARCHHELP INC 5.02,9.01 05/02/06 SERVICEMASTER CO DE 9.01 03/31/06 SERVICEMASTER CO DE 5.02 05/04/06 SHELRON GROUP INC DE 1.01,9.01 04/24/06 SHERWIN WILLIAMS CO OH 1.01,9.01 05/08/06 SILICON GRAPHICS INC DE 2.02,9.01 05/08/06 SILICON GRAPHICS INC DE 2.05 03/03/06 AMEND SIMMONS CO DE 7.01 05/08/06 SINCLAIR BROADCAST GROUP INC MD 1.01 05/02/06 Smart-tek Solutions Inc NV 8.01,9.01 04/28/06 SOLOMON TECHNOLOGIES INC DE 1.01,3.02,7.01,9.01 05/03/06 SONUS NETWORKS INC DE 2.02,9.01 05/08/06 SOUTHERN CALIFORNIA EDISON CO CA 2.02,9.01 05/08/06 SOUTHERN NATURAL GAS CO DE 4.01,9.01 05/08/06 AMEND SOUTHERN POWER CO 1.01,8.01 05/06/06 SOUTHERN UNION CO DE 8.01,9.01 05/08/06 SOUTHWALL TECHNOLOGIES INC /DE/ DE 7.01,9.01 05/05/06 SPANISH BROADCASTING SYSTEM INC DE 2.02,8.01,9.01 05/08/06 SPECTRANETICS CORP DE 8.01,9.01 05/04/06 SPECTRUM PHARMACEUTICALS INC DE 2.02,9.01 05/08/06 SPORTSMANS GUIDE INC MN 1.01,3.03,8.01,9.01 05/04/06 SPX CORP DE 1.01,9.01 05/05/06 SRI SURGICAL EXPRESS INC FL 2.02,9.01 05/08/06 STEEL TECHNOLOGIES INC KY 5.02 05/02/06 STEELCASE INC MI 7.01 05/08/06 STEELCASE INC MI 1.01 05/04/06 STEWART & STEVENSON SERVICES INC TX 8.01,9.01 05/08/06 STEWART ENTERPRISES INC LA 5.04,9.01 05/05/06 STEWART ENTERPRISES INC LA 8.01,9.01 05/08/06 STRATS (SM) TRUST FOR JPMORGAN CHASE 8.01,9.01 05/01/06 STRATS SM TRUST FOR IBM CORP SEC SERI 8.01,9.01 05/01/06 STRATS(SM) Trust For Morgan Stanley S 8.01,9.01 05/01/06 SUMMIT BANK CORP GA 2.02,9.01 05/02/06 SUNOCO LOGISTICS PARTNERS LP DE 1.01,9.01 05/02/06 SUPREME INDUSTRIES INC DE 2.02,9.01 05/02/06 SUPREME REALTY INVESTMENTS, INC. 4.01,4.02 05/04/06 SYKES ENTERPRISES INC FL 2.02,9.01 05/08/06 SYNAGRO TECHNOLOGIES INC DE 1.01 05/08/06 SYNAGRO TECHNOLOGIES INC DE 8.01,9.01 05/08/06 TALBOTS INC DE 1.01,1.02,2.03,9.01 05/03/06 Tao Minerals Ltd. NV 4.01,9.01 04/04/06 AMEND TECHNOLOGY RESEARCH CORP FL 2.02,9.01 03/31/06 TECHTEAM GLOBAL INC DE 1.01,8.01,9.01 05/04/06 TENNESSEE GAS PIPELINE CO DE 4.01,9.01 05/08/06 AMEND TETRA TECHNOLOGIES INC DE 1.01,5.03,9.01 05/02/06 THERMO ELECTRON CORP DE 8.01,9.01 05/08/06 THIRD CENTURY BANCORP 2.02,9.01 05/08/06 Thomas Weisel Partners Group, Inc. DE 2.02,9.01 05/08/06 TIME WARNER INC DE 2.03,8.01,9.01 05/04/06 TLC VISION CORP A6 2.02,9.01 05/08/06 TOWN SPORTS INTERNATIONAL HOLDINGS IN DE 8.01,9.01 05/08/06 Traffic.com, Inc. DE 2.02,9.01 05/08/06 TreeHouse Foods, Inc. DE 1.01,9.01 04/21/06 TREMISIS ENERGY ACQUISITION CORP 4.01,9.01 05/08/06 TRUSTCO BANK CORP N Y NY 8.01,9.01 05/08/06 U.S. Shipping Partners L.P. 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DE 2.02,9.01 05/04/06 US ONCOLOGY INC DE 2.02,9.01 05/04/06 US XPRESS ENTERPRISES INC NV 1.01,9.01 05/02/06 VALHI INC /DE/ DE 2.02,7.01,9.01 05/08/06 VALUECLICK INC/CA DE 2.02,8.01,9.01 05/05/06 VALUEVISION MEDIA INC MN 7.01,9.01 05/08/06 VECTREN CORP IN 8.01 05/08/06 VENDINGDATA CORP NV 1.01,2.03,3.02,9.01 05/02/06 VERSAR INC DE 1.01 04/30/06 VIASAT INC CA 1.01 05/02/06 VIASYS HEALTHCARE INC DE 2.02,9.01 05/08/06 VICTORY ENERGY CORP NV 5.03 05/03/06 VINEYARD NATIONAL BANCORP CA 7.01,9.01 05/08/06 VINEYARD NATIONAL BANCORP CA 8.01,9.01 05/08/06 VIRBAC CORP DE 5.04 05/08/06 VISION BANCSHARES INC AL 7.01,9.01 05/04/06 VITA FOOD PRODUCTS INC NV 1.01,9.01 05/02/06 VITRIA TECHNOLOGY INC DE 2.02,9.01 05/02/06 VIVUS INC CA 8.01,9.01 05/05/06 VORNADO REALTY TRUST MD 7.01,9.01 05/08/06 WABASH NATIONAL CORP /DE DE 7.01,9.01 03/09/06 WACHOVIA CORP NEW NC 1.01,7.01,9.01 05/07/06 WALT DISNEY CO/ DE 2.01,5.02,9.01 05/02/06 WARWICK VALLEY TELEPHONE CO NY 8.01,9.01 05/08/06 WATCHGUARD TECHNOLOGIES INC DE 2.02,9.01 05/08/06 WAVE SYSTEMS CORP DE 8.01,9.01 05/03/06 WCA WASTE CORP 2.02 05/08/06 WELLCARE HEALTH PLANS, INC. 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