SEC NEWS DIGEST Issue 2007-82 April 30, 2007 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS Following is a schedule of Commission meetings, which will be conducted under provisions of the Government in the Sunshine Act. Meetings will be scheduled according to the requirements of agenda items under consideration. Open meetings will be held in the Auditorium, Room LL-002 at the Commission's headquarters building, 100 F Street, N.E., Washington, D.C. Visitors are welcome at all open meetings, insofar as space is available. Persons wishing to photograph or videotape Commission meetings must obtain permission in advance from the Secretary of the Commission. Persons wishing to tape record a Commission meeting should notify the Secretary's office 48 hours in advance of the meeting. Any member of the public who requires auxiliary aids such as a sign language interpreter or material on tape to attend a public meeting should contact Rochelle Franks, Office of Human Resources, to make arrangements. Ms. Franks can be reached at TTY number (202) 551-4106. In the event Ms. Franks cannot be reached, you may call the interpreter directly at (202) 551-4158. If you are calling from a non TTY number, please call the Relay Service at 1 866 377 8642. OPEN MEETING - MONDAY, MAY 7, 2007 - 9:00 A.M. The subject matter of the open meeting scheduled for Monday, May 7, 2007, will be: The Commission will hold a roundtable discussion regarding shareholder rights and the federal proxy rules. The discussion will address the federal role in upholding shareholders' state law rights, the purpose and effect of the federal proxy rules, non-binding proposals under the proxy rules, and binding proposals under the proxy rules. CLOSED MEETING - TUESDAY, MAY 8, 2007 - 2:00 P.M. The subject matter of the closed meeting scheduled for Tuesday, May 8, 2007, will be: Formal orders of investigations; Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; an adjudicatory matter; and Other matters related to enforcement proceedings. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact: The Office of the Secretary at (202) 551-5400. SEC ANNOUNCES START OF $357 MILLION FAIR FUND DISTRIBUTION PROCESS IN FANNIE MAE SETTLEMENT The Securities and Exchange Commission today announced the beginning of the distribution process for a $357 million Fair Fund created as part of a settlement last year with Federal National Mortgage Association (Fannie Mae) on charges of financial fraud in connection with the preparation of its annual and quarterly financial statements. The distribution is expected to be completed by October. Potentially eligible claimants include any person or entity that purchased Fannie Mae common stock (ticker symbol FNM) between Jan. 14, 1999 and Dec. 22, 2004, or Fannie Mae Class N preferred stock (ticker symbol FNMprN) between Sept. 25, 2003 and Dec. 22, 2004, according to the court-approved distribution plan. The distribution agent will endeavor to identify potentially eligible claimants; however injured investors also can request a claims packet directly from the distribution agent. More information is available at www.SECFannieMaeSettlement.com. "We are pleased to announce the start of the Fannie Mae distribution process," said Linda Chatman Thomsen, Director of the SEC's Division of Enforcement. "This expeditious distribution process illustrates the Commission's continuing commitment to improving the speed with which funds are returned to defrauded investors in SEC enforcement actions." The U.S. District Court of the District of Columbia approved the Fair Fund and its distribution plan on April 16, and appointed Jeffrey D. Dahl, with Minneapolis-based Rust Consulting, Inc., as distribution agent. The Fair Fund provision of the Sarbanes-Oxley Act of 2002 gave the SEC authority to increase the amount of money returned to harmed investors by allowing financial penalties paid by wrongdoers to be included in the distributions. To date, the SEC has distributed more than $1.2 billion in Fair Fund monies. The SEC brought a settled action against Fannie Mae in May 2006 alleging that, between 1998 and 2004, Fannie Mae issued materially false and misleading financial statements in various reports and in filings with the SEC. Final Judgment was entered on August 9, and Fannie Mae paid approximately $350 million as part of the resolution of claims brought by the SEC. Questions regarding the distribution should be directed to the distribution agent: o Call toll-free: 1-800-760-6903 (Monday-Friday, 9:00 a.m.-7:00 p.m. ET) o Visit the settlement website: www.SECFannieMaeSettlement.com o E-mail: mail@SECFannieMaeSettlement.com o Write to: SEC Fannie Mae Settlement 201 S. Lyndale Avenue, Suite S-3 P.O. Box 1883 Faribault, MN 55021-7138 (Press Rel. 2007-81) ENFORCEMENT PROCEEDINGS INITIAL DECISION AS TO IMPAX LABORATORIES, INC. An administrative law judge has issued an Initial Decision in the matter of Cosmetic Center, Inc., et al. finding that Impax Laboratories, Inc. (Impax) has violated Section 13 of the Securities Exchange Act of 1934 and Exchange Act Rules by repeatedly failing to file required periodic reports. The administrative law judge rejected Impax's arguments that unique circumstances prevented it from filing the required reports and that sufficient information was available to the public. The Initial Decision finds that it is necessary and appropriate for the protection of investors to revoke the registration of each class of Impax's registered securities. (Initial Decision No. 329; File No. 3-12519) SEC SETTLES WITH FORMER TYCO EXECUTIVE FOR ROLE IN ACCOUNTING FRAUD The Commission today announced that it had submitted to the U.S. District Court for the Southern District of New York a proposed settled Final Judgment as to Defendant Edward Federman, in the Commission's previously filed civil injunctive action against Federman and two other former executives of Tyco International Ltd. The proposed settlement is based on the allegations in the Commission's complaint concerning Federman's involvement in fraudulent accounting practices at Tyco in violation of the federal securities laws. Without admitting or denying the allegations in the Commission's complaint, Federman consented to the entry of a final judgment that would permanently enjoin him from violating the corporate record- keeping provisions of the federal securities laws and from aiding and abetting violations of the antifraud, periodic reporting, and corporate record-keeping provisions. The proposed final judgment would also order Federman to pay disgorgement in the amount of $1,651,064, plus prejudgment interest thereon in the amount of $799,693.10, and a civil penalty in the amount of $200,000. Finally, pursuant to the proposed final judgment, Federman would be barred from serving as an officer or director of a public company for a period of five years. Edward Federman joined Tyco in 1983 as Assistant Corporate Controller. From February 1998 through April 1999, Federman was the Controller and Vice President of Finance at Tyco. From 1999 until his resignation in January 2001, Federman was the Executive Vice President and Chief Financial Officer of Tyco's Electronics division. The Commission's complaint alleges that Federman and his co-defendants inflated Tyco's publicly reported operating income and cash flow through the use of a sham "dealer connection fee" transaction utilized in Tyco's ADT Security Services, Inc. subsidiary from 1997 through 2002. During the period when Federman served as Corporate Controller, Tyco's independent accountant raised concerns about the transaction. In response to those concerns, Federman successfully defended and repackaged the sham transaction to better conceal its fraudulent nature. As a result, from Tyco's fiscal year ended Sept. 30, 1998, through its fiscal quarter ended Dec. 30, 2002, the dealer connection fee transaction improperly inflated Tyco's operating income and cash flow by hundreds of millions of dollars. The complaint further alleges that Federman assisted the inflation of Tyco's operating income by means of improper acquisition accounting and the misuse of accounting reserves. In one such instance, after Tyco's fiscal 1998 year-end books had been closed, Federman directed the reversal of reserves to offset a previously unanticipated $40 million compensation expense. Pursuant to the proposed final judgment, the disgorgement, prejudgment interest, and penalty would be paid into a court account, pursuant to the Fair Fund provisions of Section 308(a) of the Sarbanes-Oxley Act of 2002, for possible ultimate distribution to victims of the fraud. [SEC v. Richard D. Power, Edward Federman, and Richard J. "Skip" Heger, Civil Action No. 06-15343 (RWS) (S.D.N.Y.] (LR-20096; AAE Rel. 2603) INVESTMENT COMPANY ACT RELEASES ORDERS OF DEREGISTRATION UNDER THE INVESTMENT COMPANY ACT Orders have been issued under Section 8(f) of the Investment Company Act declaring that each of the following has ceased to be an investment company: The Preferred Group of Mutual Funds [File No. 811-6602] [Rel. No. IC-27785] April 26, 2007 AIM Floating Rate Fund [File No. 811-9797] [Rel. No. IC-27786] April 26, 2007 Pioneer Balanced Fund [File No. 811-1605] [Rel. No. IC-27787] April 26, 2007 Pioneer America Income Trust [File No. 811-5516] [Rel. No. IC-27788] April 26, 2007 Pioneer Europe Select Fund [File No. 811-10111] [Rel. No. IC-27789] April 26, 2007 Pioneer Small Company Fund [File No. 811-7339] [Rel. No. IC-27790] April 26, 2007 BlackRock U.S. Government Fund [File No. 811-4077] [Rel. No. IC-27791] April 26, 2007 BlackRock Short Term U.S. Government Fund, Inc. [File No. 811-6304] [Rel. No. IC-27792] April 26, 2007 BlackRock U.S. High Yield Fund, Inc. [File No. 811-8699] [Rel. No. IC-27793] April 26, 2007 Master U.S. High Yield Trust [File No. 811-10019] [Rel. No. IC-27794] April 26, 2007 Merrill Lynch Disciplined Equity Fund, Inc. [File No. 811-9299] [Rel. No. IC-27795] April 26, 2007 Pioneer Limited Maturity Bond Fund [File No. 811-6657] [Rel. No. IC-27796] April 26, 2007 ACM Government Opportunity Fund, Inc. [File No. 811-5595] [Rel. No. IC-27797] April 26, 2007 AIM Combination Stock & Bond Funds [File No. 811-8066] [Rel. No. IC-27798] April 26, 2007 Sentinel Pennsylvania Tax-Free Trust [File No. 811-4781] [Rel. No. IC-27799] April 26, 2007 Bailard Opportunity Fund Group, Inc. [File No. 811-6146] [Rel. No. IC-27800] April 26, 2007 Smith Barney Fund of Stripped Zero US Treasury Securities [File No. 811-4324] [Rel. No. IC-27801] April 26, 2007 Smith Barney Fund of Stripped Zero Coupon US Treasury Securities [File No. 811-4583] [Rel. No. IC-27802] April 26, 2007 Liberty-Stein Roe Advisor Trust [File No. 811-7955] [Rel. No. IC-27803] April 26, 2007 HSBC SECURITIES (USA) INC. A notice has been issued giving interested persons until May 21, 2007, to request a hearing on an application filed by HSBC Securities (USA) Inc. (HSBC Securities), for an order pursuant to Section 6(c) of the Investment Company Act that would grant relief from Section 18(f)(1) of the Act. The order would permit registered open-end management investment companies to enter into secured loan transactions with commercial paper and medium-term note conduits administered by HSBC Securities. (Rel. IC-27805 - April 26) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change (SR-CBOE-2007-38) filed by the Chicago Board Options Exchange relating to the extension of a pilot program that allows for the listing of option series at $1 strike price intervals has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of April 30. (Rel. 34-55673) PROPOSED RULE CHANGE The Chicago Board Options Exchange filed a proposed rule change as modified by Amendment Nos. 1 and 2 thereto (SR-CBOE-2006-101) to amend CBOE's rules to reflect the migration of its TPF Technology Platform over to the existing CBOEdirect Technology Platform. Publication is expected in the Federal Register during the week of April 30. (Rel. 34-55674) APPROVAL OF PROPOSED RULE CHANGE The Commission granted approval to a proposed rule change (SR-Amex- 2006-114), as modified by Amendment No. 1 thereto, submitted by the American Stock Exchange clarifying the continued listing standards for Units. Publication is expected in the Federal Register during the week of April 30. (Rel. 34-55675) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-3 GREATBATCH, INC., 9645 WEHRLE DRIVE, CLARENCE, NY, 14031, 716-759-5600 - 5,700,453 ($197,782,000.00) Equity, (File 333-142400 - Apr. 27) (BR. 10B) S-1 CYBERONICS INC, 100 CYBERONICS CENTER BLVD, SUITE 600, HOUSTON, TX, 77058, (281) 228-7200 - 0 ($125,000,000.00) Debt Convertible into Equity, (File 333-142401 - Apr. 27) (BR. 10A) S-1 TRIPLE-S MANAGEMENT CORP, 1441 F.D. ROOSEVELT AVE., SAN JUAN, A1, 00920, 7877494949 - 0 ($250,000,000.00) Equity, (File 333-142402 - Apr. 27) (BR. 01C) S-3 NATIONAL COAL CORP, 8915 GEORGE WILLIAMS ROAD, KNOXVILLE, TN, 37923, 8656906900 - 3,000,000 ($15,360,000.00) Equity, (File 333-142403 - Apr. 27) (BR. 04A) S-8 Super Micro Computer, Inc., 980 ROCK AVENUE, SAN JOSE, CA, 95131, 408-503-8000 - 0 ($75,382,077.30) Equity, (File 333-142404 - Apr. 27) (BR. 03A) S-1 AXA EQUITABLE LIFE INSURANCE CO, 1290 AVENUE OF THE AMERICAS, NEW YORK, NY, 10104, 2125541234 - 1 ($1.00) Other, (File 333-142407 - Apr. 27) (BR. 01A) S-1 AXA EQUITABLE LIFE INSURANCE CO, 1290 AVENUE OF THE AMERICAS, NEW YORK, NY, 10104, 2125541234 - 0 ($297,091,205.21) Other, (File 333-142408 - Apr. 27) (BR. 01A) S-3 ACCESS INTEGRATED TECHNOLOGIES INC, 55 MADISON AVENUE, SUITE 300, MORRISTOWN, NJ, 07960, 973-290-0080 - 228,394 ($1,498,265.00) Equity, (File 333-142411 - Apr. 27) (BR. 08A) S-8 SNAP ON INC, 10801 CORPORATE DRIVE, KENOSHA, WI, 53141-1430, 4146565200 - 0 ($156,324,000.00) Equity, (File 333-142412 - Apr. 27) (BR. 06B) S-8 FIRST FINANCIAL SERVICE CORP, 2323 RING ROAD, ELIZABETHTOWN, KY, 42701, 2707652131 - 0 ($15,124,450.00) Equity, (File 333-142415 - Apr. 27) (BR. 07B) S-8 XEROX CORP, 800 LONG RIDGE RD, P O BOX 1600, STAMFORD, CT, 06904-1600, 2039683000 - 0 ($54,810,000.00) Equity, (File 333-142417 - Apr. 27) (BR. 03A) S-3 WEINGARTEN REALTY INVESTORS /TX/, 2600 CITADEL PLAZA DR, SUITE 300, HOUSTON, TX, 77292, 7138666000 - 54,016 ($2,607,352.00) Equity, (File 333-142418 - Apr. 27) (BR. 08C) SB-2 SUNWIN INTERNATIONAL NEUTRACEUTICALS, INC., 6 YOUPENG ROAD, QUFU, SHANDONG, F4, 273100, (86) 537-4424999 - 21,246,250 ($12,242,188.00) Equity, (File 333-142419 - Apr. 27) (BR. 01A) S-8 CNH GLOBAL N V, 100 SOUTH SAUNDERS ROAD, LAKE FOREST, IL, 60045, 8479553836 - 0 ($415,296,000.00) Equity, (File 333-142421 - Apr. 27) (BR. 10A) S-8 Silicon Motion Technology CORP, NO. 20-1, TAIYUAN STREET, JHUBEI CITY, HSINCHU COUNTY, F5, 302, 886-3-552-6888 - 15,000,000 ($87,750,000.00) Equity, (File 333-142422 - Apr. 27) (BR. 10C) S-8 GS Cleantech Corp, ONE PENN PLAZA, SUITE 1612, NEW YORK, NY, 10119, 212-994-5374 - 25,000,000 ($365,000.00) Equity, (File 333-142423 - Apr. 27) (BR. 06C) S-8 DELTA AIR LINES INC /DE/, HARTSFIELD ATLANTA INTL AIRPORT, 1030 DELTA BLVD, ATLANTA, GA, 30354-1989, 4047152600 - 30,000,000 ($688,500,000.00) Equity, (File 333-142424 - Apr. 27) (BR. 05B) S-3 SANGAMO BIOSCIENCES INC, 501 CANAL BLVD, SUITE A100, RICHMOND, CA, 94804, 5109706000 - 0 ($50,000,000.00) Equity, (File 333-142425 - Apr. 27) (BR. 01C) SB-2 DRAGON INTERNATIONAL GROUP CORP., BLDG 14, SUITE A09, 29 DONGDU RD, INTERNATIONAL TRADING CENTER,, NINGBO, F4, 315000, 86-574-56169308 - 44,871,954 ($7,887,599.00) Equity, (File 333-142426 - Apr. 27) (BR. 09B) S-1 ORBCOMM Inc., 2115 LINWOOD AVENUE, SUITE 100, FORT LEE, NJ, 07024, 201-363-4900 - 0 ($104,569,500.00) Equity, (File 333-142427 - Apr. 27) (BR. 11A) S-8 MILACRON INC, 2090 FLORENCE AVENUE, PO BOX 63716, CINCINNATI, OH, 45206, 5134875000 - 1,000,000 ($710,000.00) Equity, (File 333-142428 - Apr. 27) (BR. 10B) SB-2 INFORMATION SYSTEMS ASSOCIATES, INC., 2120 SW DANFORTH CIRCLE, PALM CITY, FL, 34990, 772-286-3682 - 5,193,834 ($1,298,459.00) Equity, (File 333-142429 - Apr. 27) (BR. ) S-1 REX ENERGY CORP, 1975 WADDLE ROAD, STATE COLLEGE, PA, 16803, 814-278-7267 - 0 ($210,000,000.00) Equity, (File 333-142430 - Apr. 27) (BR. ) S-8 RYLAND GROUP INC, 24025 PARK SORRENTO, SUITE 400, CALABASAS, CA, 91302, 8182237500 - 0 ($81,558,000.00) Equity, (File 333-142431 - Apr. 27) (BR. 06A) SB-2 VELCERA, INC., 201 CORPORATE DRIVE, LANGHORNE, PA, 19047, (215)579-7200 - 11,071,663 ($23,078,848.09) Equity, (File 333-142432 - Apr. 27) (BR. 09) S-3 K-SEA TRANSPORTATION PARTNERS LP, ONE TOWER CENTER BOULEVARD, 17TH FLOOR, EAST BRUNSWICK, NJ, 08816, (732) 565-3818 - 0 ($583,239,175.00) Other, (File 333-142433 - Apr. 27) (BR. 05B) S-3ASR EURONET WORLDWIDE INC, HORVAT UTCA 14-24, BUDAPEST, K5, 1027, 36-1-224-1000 - 7,420,990 ($193,353,894.40) Equity, (File 333-142434 - Apr. 27) (BR. 11C) S-8 SONIC AUTOMOTIVE INC, 5401 EAST INDEPENDENCE BLVD, PO BOX 18747, CHARLOTTE, NC, 28212, 7045323354 - 0 ($29,380,000.00) Equity, (File 333-142435 - Apr. 27) (BR. 02A) S-8 SONIC AUTOMOTIVE INC, 5401 EAST INDEPENDENCE BLVD, PO BOX 18747, CHARLOTTE, NC, 28212, 7045323354 - 0 ($881,400.00) Equity, (File 333-142436 - Apr. 27) (BR. 02A) S-4 WCI Steel, Inc., C/O MCDERMOTT WILL & EMERY LLP, 1040 PINE AVENUE, SE, WARREN, OH, 44483-6528, (440) 567-6826 - 0 ($100,000,000.00) Non-Convertible Debt, (File 333-142437 - Apr. 27) (BR. 06A) S-1 TULLYS COFFEE CORP, 3100 AIRPORT WAY SOUTH, SEATTLE, WA, 98134, 0 ($50,000,000.00) Equity, (File 333-142438 - Apr. 27) (BR. 05C) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off-Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant's Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics 6.01. ABS Informational and Computational Material. 6.02. Change of Servicer or Trustee. 6.03. Change in Credit Enhancement or Other External Support. 6.04. Failure to Make a Required Distribution. 6.05. Securities Act Updating Disclosure. 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 100 F Street, N.E., Washington, D.C. 20549-1090 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT 1ST SOURCE CORP IN 2.02,9.01 03/31/07 3D SYSTEMS CORP DE 1.01,9.01 04/26/07 A.C. Moore Arts & Crafts, Inc. PA 8.01 04/27/07 ABLEST INC DE 8.01 04/17/07 ACACIA RESEARCH CORP DE 3.01,9.01 04/23/07 ACCESS PHARMACEUTICALS INC DE 1.01 04/24/07 ACME UNITED CORP CT 1.01,5.02,9.01 04/26/07 ADC TELECOMMUNICATIONS INC MN 5.02 04/23/07 ADOLOR CORP 5.02,9.01 04/26/07 ADVANTA CORP DE 8.01 04/26/07 ALBANY INTERNATIONAL CORP /DE/ DE 2.02,9.01 04/26/07 ALBANY INTERNATIONAL CORP /DE/ DE 2.02,9.01 04/26/07 AMEND ALCAN INC A6 7.01,9.01 04/26/07 ALCAN INC A6 5.02,9.01 04/27/07 ALEXANDERS J CORP TN 2.02,7.01,9.01 04/27/07 Alexza Pharmaceuticals Inc. DE 1.01,9.01 04/26/07 ALL AMERICAN SEMICONDUCTOR INC DE 1.01,1.03,3.01,8.01,9.01 04/25/07 ALLEGHENY ENERGY, INC MD 2.02,9.01 04/26/07 ALLTEL CORP DE 2.02,9.01 04/27/07 Alternative Loan Trust 2007-10CB DE 8.01,9.01 04/26/07 Alternative Loan Trust 2007-8CB DE 8.01,9.01 04/27/07 Alternative Loan Trust 2007-9T1 DE 8.01,9.01 04/26/07 Altra Holdings, Inc. DE 2.02,9.01 04/27/07 AMAZON COM INC DE 7.01,9.01 04/27/07 AMERICAN AXLE & MANUFACTURING HOLDING DE 2.02,7.01,9.01 04/27/07 AMERICAN BANCORP OF NEW JERSEY INC NJ 2.02,9.01 04/26/07 AMERICAN EXPRESS CO NY 5.02,9.01 04/23/07 AMERICAN EXPRESS CO NY 5.02 01/22/07 AMEND American Home Mortgage Investment Tru DE 6.04 04/25/07 AMERICAN LAND LEASE INC DE 7.01,9.01 04/26/07 AMERICAN REAL ESTATE PARTNERS L P DE 1.01,2.03,3.02,8.01,9.01 04/26/07 AMPHENOL CORP /DE/ DE 8.01,9.01 04/27/07 Amtrust Financial Services, Inc. DE 7.01,9.01 04/27/07 ANALYSTS INTERNATIONAL CORP 2.02,7.01 04/27/07 ANIKA THERAPEUTICS INC MA 2.02,9.01 04/26/07 APEX SILVER MINES LTD 1.01,5.02 04/23/07 APPALACHIAN BANCSHARES INC GA 2.02,7.01,9.01 04/27/07 ARBIOS SYSTEMS INC DE 1.01,3.02,9.01 04/23/07 ARES CAPITAL CORP MD 7.01,9.01 04/27/07 ARKANSAS BEST CORP /DE/ DE 1.01,9.01 04/23/07 ARKONA INC DE 1.01,3.02,3.03,5.02,9.01 04/26/07 ARQULE INC DE 1.01,9.01 04/27/07 ARROW FINANCIAL CORP NY 8.01 04/25/07 ARTES MEDICAL INC 5.02,9.01 04/27/07 ARTHROCARE CORP DE 2.02,9.01 04/26/07 ARVINMERITOR INC IN 5.02,9.01 04/27/07 Ascent Solar Technologies, Inc. DE 1.01,9.01 04/27/07 ASSOCIATED ESTATES REALTY CORP OH 1.01,2.03 04/27/07 Atlas Pipeline Holdings, L.P. DE 2.02,9.01 04/26/07 ATLAS PIPELINE PARTNERS LP DE 2.02,9.01 04/26/07 AVISTA CORP WA 8.01 04/26/07 AXM PHARMA INC 1.01,9.01 04/27/07 BALDWIN TECHNOLOGY CO INC DE 2.02,8.01,9.01 04/26/07 BALLY TOTAL FITNESS HOLDING CORP DE 1.01,8.01,9.01 04/24/07 BALLY TOTAL FITNESS HOLDING CORP DE 3.01,9.01 04/26/07 Banc of America Mortgage 2007-2 Trust DE 9.01 04/27/07 BANCINSURANCE CORP OH 2.02,9.01 04/27/07 BankFinancial CORP 8.01,9.01 04/26/07 BARR PHARMACEUTICALS INC DE 1.01 04/23/07 BCB BANCORP INC 8.01,9.01 04/26/07 BEACON ROOFING SUPPLY INC 2.02,9.01 04/26/07 Bear Stearns ALT-A Trust 2007-3 DE 8.01,9.01 04/27/07 Bear Stearns Second Lien Trust 2007-1 8.01,9.01 04/27/07 Bear Stearns Second Lien Trust 2007-1 9.01 04/27/07 BEAZER HOMES USA INC DE 2.02,9.01 04/26/07 BIODELIVERY SCIENCES INTERNATIONAL IN DE 7.01,8.01,9.01 04/25/07 BIOMIMETIC THERAPEUTICS, INC. DE 8.01 04/26/07 BLACK HILLS CORP /SD/ SD 2.02,9.01 04/26/07 BLUE VALLEY BAN CORP KS 2.02,7.01,9.01 04/27/07 Boulder Specialty Brands, Inc. DE 8.01,9.01 04/27/07 BOVIE MEDICAL CORP DE 4.01 04/25/07 BOWLIN TRAVEL CENTERS INC NV 2.02,9.01 04/27/07 BRINKER INTERNATIONAL INC DE 1.01,2.02,2.03,8.01,9.01 04/23/07 BRISTOL MYERS SQUIBB CO DE 5.02,9.01 04/24/07 BRITTON & KOONTZ CAPITAL CORP MS 7.01 04/27/07 BROOKE CORP KS 2.02,5.02,7.01,8.01,9.01 04/23/07 BRT REALTY TRUST MA 5.02 04/27/07 Buckeye GP Holdings L.P. DE 2.02,9.01 04/26/07 BUCKEYE PARTNERS L P DE 2.02,9.01 04/26/07 BUCYRUS INTERNATIONAL INC DE 5.02,9.01 04/25/07 Burger King Holdings Inc DE 2.02,9.01 04/27/07 C-BASS Mortgage Loan Asset Backed Cer 8.01,9.01 04/27/07 CA, INC. DE 5.02,7.01,9.01 04/26/07 CABOT CORP DE 8.01 04/27/07 Calibre Energy, Inc. NV 3.01 04/24/07 CAMDEN PROPERTY TRUST TX 2.02,9.01 04/26/07 CAMERON INTERNATIONAL CORP DE 2.02,9.01 04/27/07 Canyon Bancorp 2.02,9.01 04/26/07 CARDINAL HEALTH INC OH 7.01,9.01 04/27/07 CARGO CONNECTION LOGISTICS HOLDING, I FL 1.01,8.01,9.01 04/26/07 CARMAX INC VA 5.02 04/23/07 CARPENTER TECHNOLOGY CORP DE 1.01,2.02,9.01 04/27/06 CELADON GROUP INC DE 2.02,9.01 04/26/07 CELL THERAPEUTICS INC WA 5.02,9.01 04/25/07 CERADYNE INC DE 2.02,9.01 04/27/07 CH ENERGY GROUP INC NY 2.02,7.01,9.01 04/27/07 CHASE BANK USA, NATIONAL ASSOCIATION DE 8.01,9.01 04/26/07 CHASE BANK USA, NATIONAL ASSOCIATION DE 8.01,9.01 04/26/07 CHEMBIO DIAGNOSTICS, INC. NV 1.01,9.01 04/23/07 CHENIERE ENERGY INC DE 1.01,8.01,9.01 04/26/07 CHENIERE ENERGY INC DE 1.01,8.01,9.01 04/26/07 AMEND CHEVRON CORP DE 2.02 04/27/07 China Direct, Inc DE 7.01,9.01 04/24/07 Chino Commercial Bancorp CA 2.02 03/31/07 CHOICE HOTELS INTERNATIONAL INC /DE DE 2.02,9.01 04/25/07 Citicorp Mortgage Securities Trust, S DE 9.01 04/27/07 CITIGROUP INC DE 8.01,9.01 04/27/07 CITIGROUP MORTGAGE LOAN TRUST 2007-WF 2.01,9.01 03/12/07 CITIZENS REPUBLIC BANCORP, INC. MI 8.01 04/26/07 CLAYTON HOLDINGS INC 5.02,7.01,9.01 04/25/07 CLEAR CHANNEL COMMUNICATIONS INC TX 2.02,9.01 04/26/07 Clear Channel Outdoor Holdings, Inc. DE 2.02,9.01 04/26/07 CLEARANT INC 5.02 04/27/07 CNA SURETY CORP DE 2.02,9.01 04/27/07 CNX Gas CORP DE 5.02 04/23/07 COBRA ELECTRONICS CORP DE 2.02,9.01 04/27/07 COCA COLA ENTERPRISES INC DE 5.02 04/24/07 COHU INC DE 2.02,9.01 04/26/07 COLONY BANKCORP INC GA 2.02,7.01,9.01 04/27/07 Commercial Vehicle Group, Inc. DE 2.02,7.01,9.01 04/26/07 Comtech Group Inc MD 1.01,9.01 04/27/07 COMVERSE TECHNOLOGY INC/NY/ NY 5.02 04/20/07 CONMED CORP NY 2.02,9.01 04/26/07 CONSECO INC DE 5.02,5.03,9.01 04/23/07 CONSUMERS BANCORP INC /OH/ OH 2.02,9.01 04/27/07 CORNING INC /NY NY 5.02 04/26/07 COTT CORP /CN/ 1.01,3.03,8.01,9.01 04/25/07 COVENTRY HEALTH CARE INC DE 2.02,9.01 04/27/07 CSK AUTO CORP DE 5.02 04/23/07 CSMC Mortgage Backed Trust Series 200 DE 8.01,9.01 04/27/07 AMEND CSMC Mortgage-Backed Trust 2007-2 DE 8.01,9.01 04/27/07 AMEND CSMC Mortgage-Backed Trust 2007-3 DE 8.01,9.01 04/27/07 AMEND CTC Media, Inc. 2.02,9.01 04/27/07 CUMMINS INC IN 2.02,7.01,9.01 04/27/07 CURTISS WRIGHT CORP DE 2.02,9.01 04/26/07 CWABS Asset-Backed Certificates Trust DE 9.01 04/27/07 CWALT INC DE 9.01 04/27/07 CWMBS INC DE 9.01 04/27/07 CWMBS INC DE 9.01 04/27/07 Data Call Technologies 4.01,9.01 04/26/07 DATALINK CORP MN 2.02,9.01 04/25/07 DealerTrack Holdings, Inc. DE 1.01,9.01 04/26/07 DEARBORN BANCORP INC /MI/ MI 8.01,9.01 04/26/07 DELTA APPAREL INC GA 2.02,7.01,9.01 04/27/07 DELTIC TIMBER CORP DE 1.01,5.02 04/26/07 DEVELOPERS DIVERSIFIED REALTY CORP OH 2.02 04/26/07 Disaboom, Inc. CO 1.01,9.01 04/23/07 DISCOVERY LABORATORIES INC /DE/ DE 1.01,5.02,9.01 04/24/07 DUCKWALL ALCO STORES INC KS 5.02,7.01,9.01 04/26/07 Dynamic Response Group, Inc. DE 5.02 04/27/07 EBIX INC DE 4.01,9.01 04/23/07 EDGE PETROLEUM CORP DE 2.02 04/26/07 EDGETECH SERVICES INC NV 1.01 04/27/07 EMC CORP MA 8.01,9.01 04/26/07 EMC CORP MA 5.02,9.01 04/23/07 ENBRIDGE ENERGY PARTNERS LP DE 2.02,9.01 03/31/07 ENDO PHARMACEUTICALS HOLDINGS INC DE 2.02,9.01 04/27/07 ENDOVASC INC NV 5.02 04/25/07 Enterprise Informatics Inc CA 8.01,9.01 04/24/07 ENTRAVISION COMMUNICATIONS CORP DE 5.02 04/23/07 Epic Bancorp 8.01,9.01 04/24/07 ESCHELON TELECOM INC 8.01,9.01 04/27/07 ESTEE LAUDER COMPANIES INC DE 1.01,2.03,8.01,9.01 04/26/07 EV Energy Partners, LP DE 7.01,9.01 04/27/07 ev3 Inc. DE 2.02,9.01 04/27/07 FALCONSTOR SOFTWARE INC DE 7.01 04/26/07 FAR EAST ENERGY CORP 1.01,9.01 04/24/07 FARMERS CAPITAL BANK CORP KY 8.01,9.01 04/26/07 FASTENTECH INC DE 7.01,9.01 04/27/07 Federal Home Loan Bank of Dallas 2.03 04/25/07 Federal Home Loan Bank of Des Moines X1 5.02,7.01,9.01 04/25/07 Federal Home Loan Bank of Pittsburgh PA 7.01 04/24/07 Federal Home Loan Bank of San Francis X1 2.02,9.01 04/26/07 FEDERATED INVESTORS INC /PA/ PA 2.02,9.01 04/26/07 FERRO CORP OH 7.01,9.01 04/27/07 FFD FINANCIAL CORP/OH OH 2.02,9.01 04/27/07 Fidelity National Financial, Inc. 2.02,9.01 04/25/07 Fidelity National Information Service 2.02,9.01 04/25/07 FIDELITY SOUTHERN CORP GA 7.01,9.01 04/26/07 FIELDSTONE INVESTMENT CORP 1.01,9.01 04/23/07 Fieldstone Mortgage Investment CORP MD 8.01,9.01 04/12/07 FIRST CAPITAL INC IN 2.02,9.01 04/26/07 FIRST CHESTER COUNTY CORP PA 2.02 03/31/07 FIRST FEDERAL BANKSHARES INC DE 2.02,9.01 04/27/07 FIRST FINANCIAL HOLDINGS INC /DE/ DE 7.01,9.01 04/27/07 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 04/26/07 FLAGSTAR BANCORP INC MI 2.02,9.01 04/26/07 FLATBUSH FEDERAL BANCORP INC 2.02,9.01 04/27/07 FLIR SYSTEMS INC OR 2.02,9.01 04/27/07 FNB BANCORP/CA/ 2.02,9.01 04/27/07 FNB CORP \VA\ VA 2.02,8.01,9.01 04/26/07 FNBH BANCORP INC MI 5.02 03/23/07 FORCE PROTECTION INC NV 1.01 04/23/07 FOREST OIL CORP NY 1.01,2.03,8.01,9.01 04/26/07 FORTUNE BRANDS INC DE 5.02,5.03,5.05,9.01 04/24/07 FORWARD AIR CORP TN 8.01,9.01 04/27/07 FRANKLIN BANK CORP 2.02,9.01 04/26/07 FRANKLIN ELECTRIC CO INC IN 2.02,9.01 03/31/07 FRIEDMAN BILLINGS RAMSEY GROUP INC VA 2.02,9.01 04/26/07 FROZEN FOOD EXPRESS INDUSTRIES INC TX 1.01,2.02,9.01 04/26/07 FUNDSTECH CORP 3.02 04/25/07 GALAXY ENERGY CORP CO 2.03,9.01 04/25/07 GATX CORP NY 8.01 04/27/07 GATX FINANCIAL CORP DE 8.01 04/27/07 GE Capital Credit Card Master Note Tr DE 8.01,9.01 04/16/07 GEHL CO WI 2.02,9.01 04/27/07 GENERAL COMPONENTS, INC. NV 8.01,9.01 04/25/07 GENERAL ELECTRIC CO NY 5.02,5.03 04/25/07 GENESIS HEALTHCARE CORP PA 8.01,9.01 04/26/07 GENESIS MICROCHIP INC /DE DE 5.02,9.01 04/25/07 GENITOPE CORP DE 1.01,8.01,9.01 04/26/07 GEORGIA CAROLINA BANCSHARES INC GA 2.02,9.01 04/26/07 GETTY REALTY CORP /MD/ MD 2.01,9.01 04/23/07 GLADSTONE CAPITAL CORP MD 8.01,9.01 04/27/07 GOLDEN PHOENIX MINERALS INC /MN/ MN 1.01,1.02,9.01 04/24/07 GOODYEAR TIRE & RUBBER CO /OH/ OH 2.02,8.01 04/27/07 GORMAN RUPP CO OH 2.02,9.01 04/26/07 Granite Falls Energy, LLC MN 7.01,9.01 04/27/07 GREAT PLAINS ETHANOL LLC SD 8.01 04/26/07 GREATER COMMUNITY BANCORP NJ 2.02,7.01,9.01 04/25/07 GREENFIELD ONLINE INC DE 5.02,9.01 04/23/07 GREENHILL & CO INC 2.02,9.01 04/26/07 GULF ISLAND FABRICATION INC LA 2.02,9.01 04/26/07 HarborView 2007-3 DE 8.01,9.01 04/27/07 HARMAN INTERNATIONAL INDUSTRIES INC / DE 1.01,3.03,9.01 04/26/07 HARRAHS ENTERTAINMENT INC DE 8.01,9.01 04/27/07 HARRIS INTERACTIVE INC DE 5.02,7.01,9.01 04/24/07 HARTFORD FINANCIAL SERVICES GROUP INC DE 2.02,9.01 04/26/07 HARTFORD LIFE INSURANCE CO CT 9.01 04/27/07 HAWAIIAN ELECTRIC INDUSTRIES INC HI 8.01 04/27/07 HEALTHAXIS INC PA 2.02,9.01 04/27/07 HEARST ARGYLE TELEVISION INC DE 2.02,7.01,9.01 04/27/07 HEMAGEN DIAGNOSTICS INC DE 5.02 04/24/07 HENNESSY ADVISORS INC 2.02,9.01 04/27/07 HERBALIFE LTD. E9 2.02,9.01 04/25/07 HERITAGE FINANCIAL CORP /WA/ WA 2.02,7.01,9.01 04/25/07 Heritage Financial Group DC 2.02,8.01,9.01 04/27/07 HIGHLAND HOSPITALITY CORP MD 1.01,9.01 04/24/07 HOLLIS EDEN PHARMACEUTICALS INC /DE/ DE 5.02,8.01,9.01 04/27/07 HOME EQUITY MORTGAGE TRUST 2007-2 DE 8.01,9.01 04/26/07 HOME PROPERTIES INC MD 7.01,9.01 04/26/07 HOMEBANC CORP 1.01,9.01 04/25/07 HONDA AUTO REC 2003-4 OWNER TRUST DE 8.01,9.01 04/16/07 HONDA AUTO REC 2003-5 OWNER TRUST DE 8.01,9.01 04/18/07 HONDA AUTO RECEIVABLES 2004-1 OWNER T DE 8.01,9.01 04/23/07 Honda Auto Receivables 2004-2 Owner T 8.01,9.01 04/16/07 Honda Auto Receivables 2004-3 Owner T CA 8.01,9.01 04/18/07 Honda Auto Receivables 2005-1 Owner T CA 8.01,9.01 04/23/07 Honda Auto Receivables 2005-2 Owner T 8.01,9.01 04/16/07 Honda Auto Receivables 2005-3 Owner T CA 8.01,9.01 04/18/07 Honda Auto Receivables 2005-4 Owner T CA 8.01,9.01 04/23/07 Honda Auto Receivables 2005-5 Owner T CA 8.01,9.01 04/16/07 Honda Auto Receivables 2005-6 Owner T CA 8.01,9.01 04/18/07 HOTEL OUTSOURCE MANAGEMENT INTERNATIO DE 4.01,9.01 04/12/07 AMEND HOUSEHOLD AFFINITY CREDIT CARD MASTER DE 9.01 04/16/07 HOUSTON EXPLORATION CO DE 5.02,5.03,8.01,9.01 04/23/07 HUNGARIAN TELEPHONE & CABLE CORP DE 7.01,9.01 04/27/07 I CRYSTAL INC DE 2.01,3.02,7.01,9.01 04/09/07 AMEND IBASIS INC DE 1.01,9.01 04/26/07 ICF CORP DE 1.01,3.02,9.01 04/24/07 IDAHO GENERAL MINES INC ID 5.02,9.01 04/25/07 IDEXX LABORATORIES INC /DE DE 2.02,9.01 04/27/07 ILLUMINA INC DE 5.02 04/23/07 Impac Secured Assets Trust 2007-3 CA 8.01,9.01 04/27/07 IndyMac INDA Mortgage Loan Trust 2007 9.01 04/27/07 IndyMac INDX Mortgage Loan Trust 2007 9.01 04/27/07 IndyMac INDX Mortgage Loan Trust 2007 9.01 04/27/07 IndyMac INDX Mortgage Loan Trust 2007 9.01 04/27/07 IndyMac INDX Mortgage Loan Trust 2007 9.01 04/27/07 INGERSOLL RAND CO LTD 2.02,9.01 04/27/07 INLAND REAL ESTATE CORP MD 8.01,9.01 04/27/07 INNOVATIVE SOFTWARE TECHNOLOGIES INC CA 5.02,9.01 04/23/07 INTELLIGENTIAS, INC. 5.02,9.01 04/16/07 INTELLIGENTIAS, INC. 1.01,9.01 04/20/07 INTER TEL (DELAWARE), INC DE 1.01,9.01 04/26/07 INTERACTIVE INTELLIGENCE INC IN 5.02 04/23/07 INTERMOUNTAIN COMMUNITY BANCORP ID 2.02,9.01 04/25/07 INTERMUNE INC DE 8.01 04/27/07 INTERNATIONAL BUSINESS MACHINES CORP NY 5.03 04/24/07 INTERNATIONAL WIRE GROUP INC DE 1.01,9.01 04/24/07 INTERPHASE CORP TX 2.02,9.01 04/26/07 INTERSIL CORP/DE DE 5.02 04/26/07 Investors Bancorp Inc DE 2.02,9.01 04/26/07 INYX INC NV 3.01,4.02 04/02/07 AMEND iPCS, INC DE 8.01,9.01 04/26/07 ITT CORP IN 2.02,7.01,9.01 04/27/07 IVI COMMUNICATIONS INC NV 5.02,9.01 04/24/07 iVOW, Inc. DE 1.01,2.03,3.02,9.01 04/27/07 J C PENNEY CO INC DE 1.01,8.01,9.01 04/24/07 J P MORGAN CHASE & CO DE 9.01 04/25/07 JACKSONVILLE BANCORP INC /FL/ FL 2.02,9.01 04/27/07 JARDEN CORP DE 1.01,9.01 04/24/07 JOHNSON & JOHNSON NJ 5.02 04/26/07 JOHNSON OUTDOORS INC WI 2.02,9.01 04/27/07 JPMMT 2007-A3 DE 8.01,9.01 04/27/07 K2 DIGITAL INC DE 1.01,9.01 04/24/07 K2 INC DE 1.01,3.03,9.01 04/24/07 KAYNE ANDERSON ENERGY DEVELOPMENT CO MD 8.01,9.01 04/26/07 KERYX BIOPHARMACEUTICALS INC DE 1.01,9.01 04/25/07 KEYSPAN CORP NY 2.02,9.01 04/27/07 KILLBUCK BANCSHARES INC OH 5.02,9.01 04/23/07 KINGS ROAD ENTERTAINMENT INC DE 4.01,9.01 12/03/06 AMEND KRISPY KREME DOUGHNUTS INC NC 1.01,5.02,9.01 04/23/07 KVH INDUSTRIES INC \DE\ DE 5.02 04/24/07 LA JOLLA PHARMACEUTICAL CO DE 7.01,8.01,9.01 04/26/07 LACLEDE GROUP INC MO 2.02,9.01 04/27/07 LANCE INC NC 2.02,9.01 04/27/07 LANTRONIX INC DE 5.02,9.01 04/25/07 LCC INTERNATIONAL INC DE 8.01 04/27/07 LEINER HEALTH PRODUCTS INC DE 1.02,8.01 04/26/07 LEMAITRE VASCULAR INC 5.02,9.01 04/24/07 LESCO INC/OH OH 8.01,9.01 04/27/07 Liberty Global, Inc. 2.02,7.01 04/27/07 LIFEPOINT HOSPITALS, INC. 2.02,9.01 04/26/07 LIQUIDMETAL TECHNOLOGIES INC 1.01,2.04,9.01 04/06/07 AMEND LL&E ROYALTY TRUST TX 7.01,9.01 04/27/07 LNB BANCORP INC OH 2.02,5.02,9.01 04/24/07 LOCKHEED MARTIN CORP MD 8.01,9.01 04/27/07 LOCKHEED MARTIN CORP MD 8.01 04/26/07 LSB CORP MA 2.02,9.01 04/26/07 LSI INDUSTRIES INC OH 2.02,9.01 04/26/07 LUBRIZOL CORP OH 2.02,8.01,9.01 04/27/07 LYDALL INC /DE/ DE 2.02,9.01 04/27/07 MACKINAC FINANCIAL CORP /MI/ MI 2.01,9.01 04/26/07 MAGELLAN HEALTH SERVICES INC DE 2.02,9.01 04/27/07 Magyar Bancorp, Inc. DE 8.01,9.01 04/25/07 MAINSOURCE FINANCIAL GROUP IN 7.01 04/26/07 MANAGEMENT NETWORK GROUP INC 4.02,8.01 04/23/07 MANPOWER INC /WI/ WI 8.01 04/27/07 MARKETING WORLDWIDE CORP DE 3.02,9.01 04/23/07 MASTR Adjustable Rate Mortgages Trust DE 8.01,9.01 04/27/07 MATRIA HEALTHCARE INC DE 2.02,9.01 04/26/07 MBF Healthcare Acquisition Corp. DE 8.01,9.01 04/23/07 MD TECHNOLOGIES INC 8.01,9.01 04/27/07 MDC HOLDINGS INC DE 2.02,7.01,9.01 04/26/07 MDC PARTNERS INC A6 5.02 04/27/07 MDI, INC. DE 8.01,9.01 04/26/07 MedAire, Inc. NV 5.01 04/23/07 MEDICINES CO /DE DE 8.01 04/26/07 MEDWAVE INC DE 5.02 04/23/07 MERCER INTERNATIONAL INC. WA 4.01,9.01 04/27/07 MERRILL LYNCH MORTGAGE INVESTORS INC DE 1.01,9.01 04/12/07 MERRIMAC INDUSTRIES INC DE 4.01,9.01 04/25/07 METABASIS THERAPEUTICS INC 5.02 04/23/07 METRETEK TECHNOLOGIES INC DE 7.01,9.01 04/27/07 METRIS MASTER TRUST DE 9.01 04/20/07 METROCORP BANCSHARES INC 2.02 04/26/07 METROPCS COMMUNICATIONS INC DE 5.03,8.01,9.01 04/23/07 MGM MIRAGE DE 1.01,7.01,9.01 04/24/07 MID-STATE BANCSHARES CA 7.01 04/26/07 MIDLAND CAPITAL HOLDINGS CORP 2.02,9.01 04/27/07 MILLS CORP DE 5.02 04/23/07 MIVA, INC. DE 2.02,9.01 04/24/07 MODINE MANUFACTURING CO WI 2.05,9.01 04/26/07 MONARCH CASINO & RESORT INC NV 2.02 04/25/07 MONOLITHIC POWER SYSTEMS INC CA 2.02,9.01 04/27/07 MONTEREY GOURMET FOODS DE 2.02,9.01 04/24/07 MONTPELIER RE HOLDINGS LTD D0 8.01 04/27/07 MOOG INC NY 2.02,9.01 04/27/07 MPC CORP CO 8.01 04/27/07 MULTI COLOR CORP OH 8.01,9.01 04/25/07 MULTIBAND CORP MN 1.01 04/20/07 MYERS INDUSTRIES INC OH 1.01,9.01 04/24/07 MYERS INDUSTRIES INC OH 2.02,9.01 03/31/07 NATIONAL CITY AUTO RECEIVABLES TRUST 8.01,9.01 04/16/07 NATIONAL FUEL GAS CO NJ 7.01,9.01 04/27/07 NATIONAL OILWELL VARCO INC DE 2.02,9.01 04/27/07 NATIONAL PATENT DEVELOPMENT CORP DE 4.02 04/03/07 NATIONWIDE HEALTH PROPERTIES INC MD 5.02,5.03,9.01 04/23/07 Nayna Networks, Inc. WY 2.01,3.02,9.01 04/17/07 AMEND NELNET INC NE 2.02,9.01 04/27/07 NESTOR INC DE 8.01,9.01 04/23/07 NETWORK APPLIANCE INC CA 5.02 04/23/07 NEWALLIANCE BANCSHARES INC 2.02,9.01 04/26/07 NewGen Technologies, Inc NV 5.02 04/26/07 NEXEN INC A0 5.03,9.01 04/26/07 NGP Capital Resources CO MD 7.01,9.01 04/27/07 NICOR INC IL 2.02,9.01 04/27/07 NII HOLDINGS INC DE 5.02,9.01 04/23/07 NORD RESOURCES CORP DE 5.02 04/23/07 North Penn Bancorp, Inc. PA 1.01,9.01 04/24/07 NORTH VALLEY BANCORP CA 7.01,9.01 04/27/07 NORTHEAST UTILITIES MA 7.01,9.01 04/27/07 NORTHERN GROWERS LLC SD 8.01 04/26/07 NORTHWEST BANCORPORATION INC WA 2.02 04/27/07 NORTHWEST PIPE CO OR 5.02 04/23/07 NORWOOD FINANCIAL CORP PA 5.02,9.01 04/27/07 NOVASTAR MORTGAGE FUNDING CORP DE 1.01,9.01 04/24/07 NOVASTAR MORTGAGE FUNDING CORP DE 1.01,9.01 04/24/07 NOVASTAR MORTGAGE FUNDING CORP DE 1.01,9.01 04/24/07 NOVELL INC DE 5.02,9.01 04/24/07 OCCIDENTAL PETROLEUM CORP /DE/ DE 8.01 04/26/07 OCEAN SHORE HOLDING CO X1 2.02,9.01 04/25/07 OCWEN FINANCIAL CORP FL 2.02,9.01 04/26/07 OLD REPUBLIC INTERNATIONAL CORP DE 2.01,9.01 03/31/07 OLIN CORP VA 2.02,9.01 04/26/07 OLYMPIC STEEL INC OH 2.02,9.01 04/27/07 OMNICARE INC DE 2.02,9.01 04/27/07 ONEOK INC /NEW/ OK 2.02,9.01 04/26/07 ONEOK INC /NEW/ OK 7.01,9.01 04/27/07 ONEOK Partners LP DE 2.02,9.01 04/26/07 ONEOK Partners LP DE 7.01,9.01 04/27/07 OPTICAL COMMUNICATION PRODUCTS INC DE 8.01,9.01 04/25/07 ORAGENICS INC FL 3.01,9.01 04/25/07 ORCHESTRA THERAPEUTICS, INC. DE 3.02 04/23/07 Origen Residential Securities, Inc. DE 8.01,9.01 04/27/07 ORRSTOWN FINANCIAL SERVICES INC PA 2.02,9.01 04/26/07 OVERSEAS SHIPHOLDING GROUP INC DE 2.02,9.01 04/24/07 PACCAR INC DE 5.02 04/23/07 PACIFIC CONTINENTAL CORP OR 5.02 04/24/07 PALADIN REALTY INCOME PROPERTIES INC MD 8.01 04/27/07 PATTERSON UTI ENERGY INC DE 5.02 04/23/07 PEAPACK GLADSTONE FINANCIAL CORP NJ 2.02,9.01 04/24/07 PENNANTPARK INVESTMENT CORP MD 8.01 04/26/07 PEOPLES BANCTRUST CO INC AL 2.02,9.01 04/24/07 PEPCO HOLDINGS INC DE 2.03 04/26/07 PEPCO HOLDINGS INC DE 7.01,9.01 04/26/07 PFIZER INC DE 8.01,9.01 04/27/07 PHILADELPHIA CONSOLIDATED HOLDING COR PA 2.02,9.01 04/26/07 PHOTOWORKS INC /WA WA 5.02 04/24/07 PINNACLE BANKSHARES CORP VA 2.02,9.01 04/27/07 Pinpoint Advance CORP 8.01,9.01 04/25/07 PLANET TECHNOLOGIES, INC CA 1.01,5.02 04/25/07 PLUMAS BANCORP CA 2.02,9.01 04/27/07 PMC SIERRA INC DE 5.02,5.05,9.01 04/23/07 POINT ACQUISITION CORP NV 1.01,2.01 04/27/07 POKERTEK INC 1.01,3.02,9.01 04/23/07 POWERWAVE TECHNOLOGIES INC DE 1.01,1.02,2.03 04/24/07 PRE PAID LEGAL SERVICES INC OK 2.02,9.01 03/31/07 PREMIER COMMUNITY BANKSHARES INC VA 2.02,9.01 04/26/07 PRINCETON NATIONAL BANCORP INC DE 8.01 04/23/07 PRINCETON REVIEW INC DE 5.02,9.01 04/23/07 PRO TECH COMMUNICATIONS, INC. FL 1.01,2.03,3.02 04/13/07 PROLIANCE INTERNATIONAL, INC. DE 2.05 04/24/07 PROVIDENT FINANCIAL HOLDINGS INC DE 8.01,9.01 04/26/07 PULASKI FINANCIAL CORP MO 2.02,9.01 04/24/07 PYRAMID BREWERIES INC WA 5.02 04/27/07 QUANEX CORP DE 7.01 04/24/07 QUIXOTE CORP DE 2.02,9.01 04/26/07 RALI Series 2007-QS6 Trust DE 8.01,9.01 04/27/07 RARE HOSPITALITY INTERNATIONAL INC GA 8.01 04/27/07 REALNETWORKS INC WA 5.03,9.01 04/24/07 REDDY ICE HOLDINGS INC DE 7.01,9.01 04/27/07 Regency Energy Partners LP DE 8.01,9.01 04/26/07 Republic Property Trust MD 8.01 04/23/07 RESPIRONICS INC DE 2.02 04/26/07 RG GLOBAL LIFESTYLES INC CA 5.02 04/24/07 ROCKWELL AUTOMATION INC DE 8.01,9.01 04/27/07 ROKWADER, INC. 2.01,2.03,5.06,9.01 04/23/07 ROMA FINANCIAL CORP X1 8.01 04/25/07 ROPER INDUSTRIES INC /DE/ DE 2.02,9.01 03/31/07 RUBIOS RESTAURANTS INC DE 5.02,9.01 04/24/07 SAFEGUARD SCIENTIFICS INC PA 5.02,9.01 04/24/07 SAIA INC DE 7.01,9.01 04/20/07 Sally Beauty Holdings, Inc. 5.02,8.01,9.01 04/25/07 SCHWAB CHARLES CORP DE 5.02 04/25/07 SCIELE PHARMA, INC. DE 1.01,9.01 04/24/07 SCO GROUP INC DE 3.01 04/23/07 Securac Corp NV 3.01 03/18/07 Security Devices International Inc. DE 3.02,9.01 04/24/07 SELECT COMFORT CORP 1.01,9.01 04/23/07 SENTO CORP UT 7.01,9.01 04/27/07 SERVICE 1ST BANCORP CA 2.02,9.01 04/27/07 SIERRA PACIFIC RESOURCES /NV/ NV 2.03 04/27/07 SIGMA DESIGNS INC CA 8.01,9.01 04/26/07 SIMON PROPERTY GROUP INC /DE/ DE 2.02,7.01,9.01 04/27/07 SIMON PROPERTY GROUP INC /DE/ DE 7.01 04/26/07 SIMPSON MANUFACTURING CO INC /CA/ DE 2.02,9.01 04/26/07 SIPEX CORP DE 5.02,9.01 04/24/07 SIX FLAGS, INC. DE 7.01,9.01 04/26/07 SJW CORP CA 2.02,9.01 04/17/06 SM&A DE 2.02,9.01 04/26/07 SMART & FINAL INC/DE DE 1.01,9.01 04/27/07 SMART & FINAL INC/DE DE 1.01 04/27/07 AMEND SMURFIT STONE CONTAINER CORP DE 2.02,2.05,9.01 04/26/07 SOLUTIA INC DE 7.01,9.01 03/29/07 SONO TEK CORP NY 7.01,9.01 04/26/07 SOURCE INTERLINK COMPANIES INC DE 2.02,7.01,9.01 04/25/07 SOUTHERN COPPER CORP/ DE 2.02,9.01 04/26/07 SOUTHWEST GAS CORP CA 2.02 04/27/07 SPARTA INC /DE DE 2.02,9.01 04/23/07 Standard Drilling, Inc. 3.01 04/24/07 STANDARD MICROSYSTEMS CORP DE 5.02,9.01 04/27/07 STANDARD PACIFIC CORP /DE/ DE 2.02,9.01 04/26/07 STATER BROS HOLDINGS INC DE 7.01,9.01 04/27/07 STEEL DYNAMICS INC IN 8.01,9.01 04/26/07 STEINER LEISURE LTD C5 2.02 03/31/07 STERLING CHEMICALS INC DE 5.02,7.01 04/27/07 SUMMIT ENVIRONMENTAL CORP INC TX 3.01 04/23/07 SUN BANCORP INC /NJ/ NJ 8.01,9.01 04/27/07 SUPERIOR BANCORP DE 2.02,9.01 04/27/07 SWIFT TRANSPORTATION CO INC NV 8.01 04/27/07 SYBASE INC DE 2.02,9.01 04/26/07 Synova Healthcare Group Inc 1.01 04/25/07 T REIT INC VA 1.01,9.01 04/24/07 TECHNICAL COMMUNICATIONS CORP MA 2.02,9.01 04/27/07 TECUMSEH PRODUCTS CO MI 7.01,9.01 04/27/07 TELULAR CORP DE 2.02,9.01 04/26/07 TESCO CORP 7.01 04/26/07 TETRIDYN SOLUTIONS INC NV 1.01,3.02,9.01 04/24/07 TEXTRON FINANCIAL CORP DE 1.01,9.01 04/27/07 TEXTRON INC DE 1.01,9.01 04/27/07 THERMADYNE HOLDINGS CORP /DE DE 8.01 04/25/07 THORATEC CORP CA 5.02,9.01 04/23/07 Thornburg Mortgage Securities Trust 2 DE 8.01,9.01 04/27/07 TIDEWATER INC DE 7.01,9.01 04/27/07 TIMBERLAND CO DE 4.02,8.01,9.01 04/25/07 TITAN INTERNATIONAL INC IL 2.02,9.01 04/27/07 TOMPKINS TRUSTCO INC NY 2.02,8.01,9.01 04/24/07 TOPPS CO INC DE 8.01 04/26/07 TOREADOR RESOURCES CORP DE 1.02 03/30/07 TOREADOR RESOURCES CORP DE 3.02 04/23/07 TORTOISE CAPITAL RESOURCES CORP 1.01,1.02,2.03,9.01 04/23/07 TOWER TECH HOLDINGS INC. NV 5.02,9.01 04/23/07 TRANSBOTICS CORP DE 2.01,9.01 04/26/07 TRANSWITCH CORP /DE DE 2.02,9.01 04/24/07 TRAVELZOO INC DE 8.01,9.01 04/26/07 TRICO BANCSHARES / CA 2.02,9.01 04/26/07 TRIZETTO GROUP INC DE 5.02,9.01 04/23/07 TYCO INTERNATIONAL LTD /BER/ D0 1.01,2.03,9.01 04/25/07 TYCO INTERNATIONAL LTD /BER/ D0 8.01,9.01 04/27/07 U.S. Auto Parts Network, Inc. DE 1.01 04/20/07 uBid.com Holdings, Inc. DE 1.01,9.01 04/25/07 UCBH HOLDINGS INC DE 2.02,9.01 04/26/07 ULTICOM INC NJ 5.02 04/24/07 ULTRALIFE BATTERIES INC DE 5.02,9.01 04/21/07 UMPQUA HOLDINGS CORP OR 2.01,9.01 04/27/07 UNION BANKSHARES CO/ME ME 2.02,9.01 04/27/07 UNION NATIONAL FINANCIAL CORP / PA PA 2.02,9.01 04/27/07 United Community Bancorp X1 8.01,9.01 04/26/07 UNITY BANCORP INC /NJ/ NJ 5.02,9.01 04/26/07 UNITY BANCORP INC /NJ/ NJ 8.01,9.01 04/26/07 UNITY BANCORP INC /NJ/ NJ 5.02,9.01 04/26/07 UNIVERSAL GUARDIAN HOLDINGS INC DE 5.02 04/18/07 UNIVERSAL HEALTH REALTY INCOME TRUST MD 5.02,9.01 04/24/07 UNIVERSAL HEALTH SERVICES INC DE 2.02,9.01 04/26/07 Universal Truckload Services, Inc. MI 2.02,9.01 04/26/07 US Oncology Holdings, Inc. DE 1.02,5.02,9.01 04/24/07 USB HOLDING CO INC DE 2.02,9.01 04/25/07 VENTANA MEDICAL SYSTEMS INC DE 2.02,9.01 04/27/07 VIAD CORP DE 2.02,9.01 04/27/07 VIEW SYSTEMS INC NV 4.01,9.01 03/26/07 AMEND Visiphor CORP A1 1.01,2.03,8.01,9.01 04/23/07 AMEND VITA FOOD PRODUCTS INC NV 5.02,9.01 04/24/07 VITRAN CORP INC 8.01 04/25/07 Volcano CORP DE 5.02 04/23/07 VSE CORP DE 2.02,9.01 03/31/07 W R GRACE & CO DE 2.02,9.01 04/25/07 W-H ENERGY SERVICES INC TX 2.02,7.01,9.01 04/27/07 WARWICK VALLEY TELEPHONE CO NY 9.01 04/27/07 WASHINGTON BANKING CO WA 2.02,7.01,8.01,9.01 04/25/07 WASTE MANAGEMENT INC DE 2.02,9.01 04/27/07 WAYNE SAVINGS BANCSHARES INC /DE/ DE 2.02,9.01 04/26/07 Wayside Technology Group, Inc. DE 2.02,9.01 04/26/07 WEBMETHODS INC DE 5.02 04/23/07 WELLMAN INC DE 2.02,9.01 04/26/07 WELLS FARGO & CO/MN DE 8.01 04/24/07 Wells Fargo Mortgage Backed Securitie DE 9.01 04/27/07 Wells Fargo Mortgage Backed Securitie DE 9.01 04/27/07 WESBANCO INC WV 5.03,8.01,9.01 04/27/07 WESTAMERICA BANCORPORATION CA 8.01 04/26/07 WESTFIELD FINANCIAL INC MA 2.02,9.01 04/25/07 WESTSTAR FINANCIAL SERVICES CORP NC 2.02,9.01 04/26/07 AMEND WGL HOLDINGS INC VA 2.02,9.01 04/26/07 WHITING PETROLEUM CORP DE 2.02 04/26/07 Wilber CORP 2.02,9.01 04/27/07 Willdan Group, Inc. DE 5.02,7.01,9.01 04/26/07 WINMARK CORP MN 5.02,9.01 04/23/07 WIRELESS FACILITIES INC DE 2.01 04/20/07 WITNESS SYSTEMS INC DE 5.03,9.01 04/27/07 WSFS FINANCIAL CORP DE 2.02,9.01 04/26/07 X-CHANGE CORP NV 5.02,7.01,9.01 04/23/07 XCEL ENERGY INC MN 2.02,9.01 04/27/07 XL Generation International Inc. NV 5.01 04/23/07 ZAP CA 1.01,9.01 04/26/07 Zumiez Inc 5.02 04/26/07