SEC NEWS DIGEST Issue 2007-83 May 1, 2007 ENFORCEMENT PROCEEDINGS SEC CHARGES THREE IN PUMP AND DUMP PRICE MANIPULATION SCHEME INVOLVING SPAM E-MAILS TOUTING PENNY STOCKS The Commission on Friday, April 27, 2007, filed civil securities fraud charges against three individuals and three penny stock issuers for engaging in a "pump and dump" market manipulation scheme involving spam emails that netted the defendants $6.5 million. Named as defendants were Stephen Luscko, age 39, of Sarasota, Florida; Gregory Neu, age 30 of Miami, Florida; and Justin Medlin, age 24, last known to be of San Diego, California. The three penny stock issuers named in the complaint were Emerging Holdings, Inc., Massclick, Inc., and China Score, Inc. The complaint also named Lyons Checkshop, Inc., Tyson Su, and Marc Primo Pulisci as relief defendants based on their receipt of proceeds from the fraudulent scheme. The Commission's complaint, filed in U.S. District Court in Los Angeles, alleges that, between March and August 2004, the defendants artificially inflated the stock price and trading volume of certain companies whose stock traded on the over-the-counter market. The complaint alleges that defendants Luscko and Neu formed four companies, including defendants Emerging Holdings, Massclick and China Score, as well as another entity that is now defunct, and then recruited friends and business associates to act as company officers. According to the complaint, Luscko and Neu arranged for these companies to transfer millions of shares of stock to their own or their friends' brokerage accounts in a series of sham transactions designed to bypass Commission regulations that required the shares to be restricted from being resold into the open market. The complaint also alleges that Luscko and Neu drafted false and misleading spam e- mails that were edited by defendant Medlin. Further, the complaint alleges that Medlin embarked on a weekend spam e-mail campaign, bombarding the investing public with millions of spam e-mails that generated significant investor interest and resulted in rapid increases in the companies' stock price and volume. The Commission further alleges that, having "pumped" up the companies' stock prices, Luscko and Neu then, directly or through their friends, "dumped" their shares into the open market, and the companies' stock prices declined rapidly thereafter. As a result of trades made in these four stocks, Luscko, Neu, and Medlin netted $6.5 million. In a related criminal action, the U.S. Department of Justice and the U.S. Attorney for the Eastern District of Virginia filed charges against Luscko and Neu, who both pled guilty to conspiring to commit securities fraud and e-mail fraud. Neu was sentenced to five years imprisonment and three years supervised release. Luscko was sentenced to five years imprisonment and two years supervised release. The criminal authorities have seized more than $3,000,000 from bank accounts associated with Luscko and Neu. The Commission's complaint alleges that Luscko, Neu, Emerging Holdings, Massclick, and China Score violated the securities registration provisions of Sections 5(a) and 5(c) of the Securities Act of 1933. The complaint also alleges that Luscko, Neu, and Medlin violated the antifraud provisions of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. The complaint further alleges that Medlin violated the anti-touting provisions of Section 17(b) of the Securities Act. The Commission seeks permanent injunctions, disgorgement with prejudgment interest, and civil penalties against each of the individual defendants, as well as a penny stock bar against Luscko, Neu, and Medlin, and injunctions prohibiting Luscko and Neu from conducting unregistered securities offerings. The Commission also seeks disgorgement of the proceeds from the improper stock sales currently held by relief defendants Lyons Checkshop, Su, and Pulisci. [SEC v. STEPHEN LUSKCO, GREGORY NEU, JUSTIN MEDLIN, EMERGING HOLDINGS, INC., MASSCLICK, INC., and CHINA SCORE, INC., Case No. SACV 07-2783 DDP (AGRx) (C.D. Cal.)] (LR-20097) SEC FILES EMERGENCY ACTION AGAINST ALEXIS AMPUDIA TO STOP AN IDENTITY THEFT "PUMP AND DUMP" SCHEME The Commission announced that on April 13, 2007, the U.S. District Court for the Southern District of New York entered a preliminary injunction order on consent against defendant Alexis Ampudia. Pending a final disposition of the Commission's enforcement action, the order enjoins Ampudia from violating Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Exchange Act Rule 10b-5. The order also freezes his assets and orders the repatriation of funds taken out of the United States. The Commission's complaint, filed on April 5, 2007, charged Ampudia, a 22-year old Panamanian citizen and resident of Brooklyn, New York, with conducting a fraudulent scheme involving the manipulation of the prices of numerous securities by using brokerage accounts he had opened in the names of identity theft victims, without their knowledge or consent. The Commission alleged that, since November 2006, Ampudia made at least $140,000 in unlawful profits by manipulating the securities of at least five publicly traded companies. In its enforcement action, the Commission is seeking additional relief, including orders permanently enjoining Ampudia from committing future violations of the foregoing federal securities laws, and a final judgment ordering him to disgorge ill-gotten gains and assessing civil penalties. The Commission acknowledges the assistance of the New York County District Attorney's Office, New York City Police Department, and United States Secret Service in this matter. [SEC v. Alexis Ampudia, a/k/a Alexis Geancarlos Ampudia Navalo, a/k/a Alexis Emias, a/k/a Alexis Rojas, Civil No. 07-CV-2762 (HB) (S.D.N.Y.)] (LR-20098) INVESTMENT COMPANY ACT RELEASES DEREGISTRATIONS UNDER THE INVESTMENT COMPANY ACT For the month of April, 2007, a notice has been issued giving interested persons until May 22, 2007, to request a hearing on any of the following applications for an order under Section 8(f) of the Investment Company Act declaring that the applicant has ceased to be an investment company: Stepstone Funds [File No. 811-6192] Morgan Stanley Aggressive Equity Fund [File No. 811-8471] Morgan Stanley Growth Fund [File No. 811-6551] DCM Series Trust [File No. 811-9527] ING Clarion Investors LLC [File No. 811-21501] Rydex Capital Partners Sphinx Equity Long/Short Fund [File No. 811-21773] Kobren Insight Funds [File No. 811-7813] Kopp Funds, Inc. [File No. 811-8267] Citigroup Alternative Investments Multi-Adviser Hedge Fund Portfolios (Series M) LLC [File No. 811-21999] INTRUST Funds Trust [File No. 811-7505] (Rel. IC-27806 - April 27) OLD WESTBURY FUNDS, INC. AND BESSEMER INVESTMENT MANAGEMENT LLC A notice has been issued giving interested persons until May 22, 2007, to request a hearing on an application filed by Old Westbury Funds, Inc. and Bessemer Investment Management LLC for an order exempting applicants from Section 15(a) of the Investment Company Act and Rule 18f-2 under the Act. The order would permit the applicants to enter into and materially amend subadvisory agreements without shareholder approval and grant relief from certain disclosure requirements. (Rel. IC-27807 - April 27) THE GABELLI EQUITY TRUST INC., ET AL. A notice has been issued giving interested persons until May 21, 2007, to request a hearing on an application filed by The Gabelli Equity Trust Inc. (Trust), The Gabelli Healthcare & WellnessRX Trust (Healthcare Trust) and Gabelli Funds, LLC for an order under Section 17(b) of the Investment Company Act for an exemption from Section 17(a) of the Act and under Section 17(d) of the Act and Rule 17d-1 under the Act. The order would permit the Trust to transfer a portion of its assets to the Healthcare Trust, a newly formed, wholly-owned subsidiary that is a registered closed-end management investment company, and to distribute to the Trust's shareholders the shares of the Healthcare Trust. (Rel. IC-27808 - April 30) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-CBOE-2007-40) filed by the Chicago Board Options Exchange to extend the duration of CBOE Rule 6.45A(b) pertaining to orders represented in open outcry 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. 34-55676) A proposed rule change (SR-OCC-2007-03) filed by The Options Clearing Corporation to obligate its participant exchanges to indemnify OCC against specified losses incurred in connection with the introduction of new products has become effective pursuant to Section 19(b)(3)(A)(iii) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of April 30. (Rel. 34-55681) 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-3ASR EURONET WORLDWIDE INC, HORVAT UTCA 14-24, BUDAPEST, K5, 1027, 36-1-224-1000 - 275,429 ($7,176,302.60) Equity, (File 333-142439 - Apr. 30) (BR. 11C) N-2 MCG CAPITAL CORP, 1100 WILSON BLVD, SUITE 800, ARLINGTON, VA, 22209, 7032477500 - 0 ($137,560,000.00) Equity, (File 333-142440 - Apr. 30) (BR. 22) S-8 US MICROBICS INC, 6451 EL CAMINO REAL #C, CARLSBAD, CA, 92009, 7609181860 - 30,000,000 ($420,000.00) Equity, (File 333-142441 - Apr. 30) (BR. 06A) S-1 LIQUIDMETAL TECHNOLOGIES INC, 25800 COMMERCENTRE DRIVE, SUITE 100, LAKE FOREST, CA, 92630, 800-511-3651 - 0 ($30,679,322.00) Equity, (File 333-142442 - Apr. 30) (BR. 06B) S-1 Cross Match Technologies, Inc., 3950 RCA BOULEVARD, SUITE 5001, PALM BEACH GARDENS, FL, 33410, (561) 622-1650 - 0 ($225,000,000.00) Equity, (File 333-142443 - Apr. 30) (BR. 03) S-1 PNA Group Holding CORP, 400 NORTHRIDGE ROAD, SUITE 850, ATLANTA, GA, 30350, (770) 641-6460 - 0 ($175,000,000.00) Equity, (File 333-142444 - Apr. 30) (BR. 05) S-8 PACKETEER INC, 10201 NORTH DE ANZA BLVD, CUPERTINO, CA, 95014-2028, 4088734400 - 2,477,966 ($23,515,897.34) Equity, (File 333-142445 - Apr. 30) (BR. 03A) S-11 Cypress Sharpridge Investments, Inc., 65 EAST 55TH STREET, NEW YORK, NY, 10022, (212) 705-0160 - 24,389,960 ($243,899,600.00) Equity, (File 333-142446 - Apr. 30) (BR. 08) S-8 VIRGINIA COMMERCE BANCORP INC, 5350 LEE HIGHWAY, ARLINGTON, VA, 22207, 7035340700 - 0 ($9,500,000.00) Equity, (File 333-142447 - Apr. 30) (BR. 07C) S-8 WELLS REAL ESTATE INVESTMENT TRUST INC, 6200 THE CORNERS PARKWAY, SUITE 500, NORCROSS, GA, 30092, 7703253700 - 14,000,000 ($125,020,000.00) Equity, (File 333-142448 - Apr. 30) (BR. 08C) S-8 IMAGE SENSING SYSTEMS INC, 500 SPRUCE TREE CENTRE, 1600 UNIVERSITY AVE, ST PAUL, MN, 55104-3825, 6516037700 - 281,200 ($5,063,164.00) Equity, (File 333-142449 - Apr. 30) (BR. 10B) S-4 LSB BANCSHARES INC /NC/, P O BOX 867, ONE LSB PLZ, LEXINGTON, NC, 27293-0867, 9102486500 - 0 ($105,535,443.00) Equity, (File 333-142450 - Apr. 30) (BR. 07A) SB-2 Neuralstem, Inc., 9700 GREAT SENECA HIGHWAY, ROCKVILLE, MD, 20850, 3013664841 - 3,975,480 ($15,703,146.00) Equity, (File 333-142451 - Apr. 30) (BR. 01B) S-8 GENERAL ELECTRIC CO, 3135 EASTON TURNPIKE, W3M, FAIRFIELD, CT, 06828, 203-373-2211 - 0 ($17,375,000,000.00) Equity, (File 333-142452 - Apr. 30) (BR. 10B) SB-2 GoFish Corp., 500 THIRD STREET, SUITE 260, SAN FRANCISCO, CA, 94107, 415-738-8705 - 9,600,016 ($36,000,000.00) Equity, (File 333-142460 - Apr. 30) (BR. 05B) S-3ASR OLD REPUBLIC INTERNATIONAL CORP, 307 N MICHIGAN AVE, CHICAGO, IL, 60601, 3123468100 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-142462 - Apr. 30) (BR. 01B) S-1 International Power Group, Ltd., 950 CELEBRATION BOULEVARD, SUITE A, CELEBRATION, FL, 34747, (407) 566-0318 - 35,740,214 ($10,722,064.20) Other, (File 333-142463 - Apr. 30) (BR. 06B) S-4 ALION SCIENCE & TECHNOLOGY CORP, 1750 TYSONS BLVD, STE 1300, MCLEAN, VA, 22102, 7039184480 - 0 ($250,000,000.00) Debt, (File 333-142464 - Apr. 30) (BR. 06) SB-2 CHARYS HOLDING CO INC, 1117 PERIMETER CENTER WEST, SUITE N415, ATLANTA, GA, 30338, 6784432300 - 0 ($802,999,403.00) Debt Convertible into Equity, (File 333-142465 - Apr. 30) (BR. 06C) S-8 APARTMENT INVESTMENT & MANAGEMENT CO, 4582 S ULSTER ST PARKWAY, DENVER, CO, 80237, 3037578101 - 0 ($577,728,000.00) Equity, (File 333-142466 - Apr. 30) (BR. 08A) S-8 APARTMENT INVESTMENT & MANAGEMENT CO, 4582 S ULSTER ST PARKWAY, DENVER, CO, 80237, 3037578101 - 0 ($2,832,000.00) Equity, (File 333-142467 - Apr. 30) (BR. 08A) S-8 QSOUND LABS INC, 400-3115 12 STREET NE, CALGARY, A0, T2E7J2, 403 291 2492 - 800,000 ($3,687,500.00) Equity, (File 333-142468 - Apr. 30) (BR. 11B) F-6 MEXICAN ECONOMIC DEVELOPMENT INC, GENERAL ANAYA NO 601 PTE, COLONIA BELLA VISTA, MONTERREY, N.L., O5, 64410, 5283286000 - 200,000,000 ($10,000,000.00) ADRs/ADSs, (File 333-142469 - Apr. 30) (BR. 02A) S-3ASR FIRST INDUSTRIAL REALTY TRUST INC, 311 S WACKER DRIVE, SUITE 4000, CHICAGO, IL, 60606, 3123444300 - 0 ($0.00) Equity, (File 333-142470 - Apr. 30) (BR. 08B) SB-2 Amish Naturals, Inc., 6399 STATE ROUTE 83, HOLMESVILLE, OH, 44633, (330) 674-0998 - 4,339,745 ($211.86) Equity, (File 333-142471 - Apr. 30) (BR. 08C) S-3ASR FIRST INDUSTRIAL REALTY TRUST INC, 311 S WACKER DRIVE, SUITE 4000, CHICAGO, IL, 60606, 3123444300 - 0 ($172,596,924.00) Equity, (File 333-142472 - Apr. 30) (BR. 08B) S-8 TENNECO INC, 500 NORTH FIELD DRIVE, LAKE FOREST, IL, 60045, 847-482-50 - 0 ($3,855,000.00) Equity, (File 333-142473 - Apr. 30) (BR. 05C) S-3ASR FIRST INDUSTRIAL REALTY TRUST INC, 311 S WACKER DRIVE, SUITE 4000, CHICAGO, IL, 60606, 3123444300 - 0 ($131,880,000.00) Equity, (File 333-142474 - Apr. 30) (BR. 08B) S-8 TENNECO INC, 500 NORTH FIELD DRIVE, LAKE FOREST, IL, 60045, 847-482-50 - 0 ($80,184,000.00) Equity, (File 333-142475 - Apr. 30) (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 NAME OF ISSUER CODE 8K ITEM NO. DATE COMMENT Abington Community Bancorp, Inc. PA 2.02,9.01 04/30/07 ACADIA REALTY TRUST MD 2.02,9.01 04/26/07 ACCELLENT INC 1.01,9.01 04/27/07 ACCURIDE CORP DE 2.02,9.01 04/30/07 ACE Securities Corp. Home Equity Loan DE 9.01 04/30/07 ACHILLION PHARMACEUTICALS INC 5.02 04/27/07 ADS MEDIA GROUP INC UT 5.02 03/12/07 ADVANCED MICRO DEVICES INC DE 1.01,2.03,3.02,8.01,9.01 04/24/07 AFC ENTERPRISES INC MN 1.01,9.01 04/25/07 AFFORDABLE RESIDENTIAL COMMUNITIES IN MD 8.01,9.01 04/26/07 AIR PRODUCTS & CHEMICALS INC /DE/ DE 8.01,9.01 04/30/07 ALASKA AIR GROUP INC DE 5.02,9.01 04/30/07 Alberto-Culver CO DE 2.02,9.01 04/30/07 ALEXANDER & BALDWIN INC HI 2.02,9.01 03/31/07 ALEXANDER & BALDWIN INC HI 2.02,9.01 03/31/07 Alexza Pharmaceuticals Inc. DE 7.01,9.01 04/27/07 Alliance Holdings GP, L.P. DE 2.02,9.01 04/30/07 ALLIANCE RESOURCE PARTNERS LP DE 2.02,9.01 04/30/07 ALNYLAM PHARMACEUTICALS, INC. 5.02 04/30/07 ALPHARMA INC DE 2.02,9.01 04/30/07 ALTAIR NANOTECHNOLOGIES INC A6 1.01,7.01,9.01 04/24/07 AMEDISYS INC DE 7.01,9.01 04/30/07 AMERICAN COMMUNITY BANCSHARES INC NC 2.02,9.01 04/25/07 AMERICAN ECOLOGY CORP DE 1.01 04/26/07 AMERICAN HOME MORTGAGE INVESTMENT COR MD 2.02,9.01 04/30/07 AMERICAN HOME MORTGAGE INVESTMENT COR MD 2.02,9.01 04/30/07 AMEND AMERICAN MEDICAL SYSTEMS HOLDINGS INC DE 2.02,9.01 04/30/07 AMERICAN SAFETY INSURANCE HOLDINGS LT 2.02 03/31/07 AMERICAN TOWER CORP /MA/ DE 8.01,9.01 04/30/07 AMERICREDIT CORP TX 2.02,9.01 04/30/07 AMICAS, Inc. DE 2.02,9.01 04/30/07 AMN HEALTHCARE SERVICES INC DE 2.02,9.01 04/30/07 ANALYSTS INTERNATIONAL CORP 7.01,9.01 04/27/07 APPLEBEES INTERNATIONAL INC DE 1.01,5.02,5.03,9.01 04/25/07 ARABIAN AMERICAN DEVELOPMENT CO DE 5.02,5.03 04/26/07 ASIAINFO HOLDINGS INC DE 7.01,9.01 04/30/07 AskMeNow,Inc. DE 3.02,9.01 04/13/07 Aspreva Pharmaceuticals CORP A1 8.01,9.01 04/27/07 AT&T INC. DE 5.02 04/27/07 ATARI INC DE 2.06 04/26/07 ATHEROS COMMUNICATIONS INC DE 2.02,9.01 04/30/07 ATMEL CORP DE 8.01,9.01 04/30/07 ATS CORP DE 4.01,9.01 04/18/07 AMEND AURORA GOLD CORP DE 8.01,9.01 04/26/07 AURORA GOLD CORP DE 5.02,9.01 04/27/07 AVALON PHARMACEUTICALS INC 1.01,3.03,5.03,9.01 04/25/07 Banc of America Funding 2007-3 Trust DE 9.01 04/30/07 Banc of America Funding 2007-C Trust DE 9.01 04/30/07 Bancorp, Inc. 2.02,9.01 04/30/07 BANCORPSOUTH INC MS 7.01,9.01 04/30/07 BARD C R INC /NJ/ NJ 8.01 04/30/07 BE AEROSPACE INC DE 2.02,9.01 04/30/07 BEA SYSTEMS INC DE 5.02 04/24/07 Bear Stearns ARM Trust 2007-3 DE 9.01 04/30/07 Bear Stearns Asset Backed Securities DE 9.01 04/30/07 Bear Stearns Asset Backed Securities DE 9.01 02/14/07 AMEND Bear Stearns Mortgage Funding Trust 2 DE 8.01,9.01 04/30/07 Bear Stearns Second Lien Trust 2007-1 9.01 04/30/07 BEL FUSE INC /NJ NJ 2.02,9.01 04/30/07 BENCHMARK ELECTRONICS INC TX 8.01 04/26/07 BERRY PLASTICS HOLDING CORP DE 4.01,5.03 04/27/07 BJs RESTAURANTS INC CA 2.02,9.01 04/26/07 BLUEGREEN CORP MA 2.03 04/30/07 BMC SOFTWARE INC DE 5.02 04/24/07 BNC Mortgage Loan Trust 2007-2 DE 8.01,9.01 04/30/07 BNCCORP INC DE 2.02,9.01 04/27/07 Boardwalk Pipeline Partners, LP DE 2.02,9.01 04/30/07 BOSTON CAPITAL REAL ESTATE INVESTMENT MD 8.01,9.01 04/30/07 BRANDYWINE OPERATING PARTNERSHIP LP / DE 1.01,9.01 04/24/07 BRANDYWINE REALTY TRUST MD 1.01,9.01 04/24/07 BREEZE-EASTERN CORP DE 1.01,9.01 04/25/07 BRIGHT HORIZONS FAMILY SOLUTIONS INC DE 2.02,9.01 04/30/07 C-BASS Mortgage Loan Trust 2007-CB3 2.01,9.01 03/20/07 CALIFORNIA MICRO DEVICES CORP CA 5.02 04/24/07 CAMDEN NATIONAL CORP ME 2.02,9.01 04/30/07 Capital One Auto Receivables LLC DE 8.01,9.01 04/30/07 CAPTARIS INC WA 1.01,9.01 04/25/07 Cardiac Science CORP 1.01,7.01,9.01 04/24/07 CARDICA INC DE 2.02,9.01 04/30/07 CARDINAL HEALTH INC OH 2.05,7.01,9.01 04/30/07 CARDINAL HEALTH INC OH 9.01 04/26/07 AMEND Caribou Coffee Company, Inc. MN 5.02,9.01 03/05/07 AMEND CARRINGTON LABORATORIES INC /TX/ TX 1.01,1.02,2.03,3.02,8.01,9.01 04/25/07 CARROLLTON BANCORP MD 7.01,9.01 04/30/07 CASPIAN INTERNATIONAL OIL CORP DE 5.02 04/25/07 CASTELLE \CA\ DE 1.01,9.01 04/25/07 CATALINA MARKETING CORP/DE DE 2.02,9.01 04/24/07 CATAPULT COMMUNICATIONS CORP CA 5.03,9.01 04/24/07 Cavalier Group WY 2.02 04/27/07 CELLCYTE GENETICS CORP NV 4.01,9.01 04/27/07 CENTEX CORP NV 2.02,7.01,8.01,9.01 04/30/07 CENTRAL PACIFIC FINANCIAL CORP HI 2.02,9.01 04/30/07 CENTRUE FINANCIAL CORP DE 5.03 04/24/07 CERUS CORP DE 5.03,8.01,9.01 04/26/07 CHARYS HOLDING CO INC 9.01 06/20/06 AMEND Chemtura CORP DE 5.03,9.01 04/25/07 CHESAPEAKE CORP /VA/ VA 8.01,9.01 04/25/07 CHICAGO MERCANTILE EXCHANGE HOLDINGS DE 1.01 04/25/07 CHICOPEE BANCORP, INC. 8.01,9.01 04/25/07 China Junlian Integrated Surveillance NV 4.01,9.01 04/23/07 China Public Security Technology, Inc 8.01 04/25/07 CHINACAST EDUCATION CORP DE 8.01 04/30/07 CHORDIANT SOFTWARE INC DE 2.02,7.01,9.01 04/30/07 CHUBB CORP NJ 5.02,8.01,9.01 04/24/07 CIRCUIT CITY STORES INC VA 2.02,9.01 04/30/07 CIT GROUP INC DE 2.02,9.01 04/30/07 CITIGROUP MORTGAGE LOAN TRUST 2007-AM 9.01 04/02/07 Clear Channel Outdoor Holdings, Inc. DE 5.02,9.01 04/25/07 CNA FINANCIAL CORP DE 2.02,9.01 04/30/07 COACTIVE MARKETING GROUP INC DE 1.01,1.02,5.02,9.01 04/30/07 COASTAL FINANCIAL CORP /DE DE 7.01,9.01 04/27/07 COBALT CMBS Commercial Mortgage Trust DE 8.01,9.01 04/02/07 COCA COLA ENTERPRISES INC DE 5.02 04/24/07 COLONIAL BANCGROUP INC DE 2.02,7.01,9.01 04/30/07 COLONIAL PROPERTIES TRUST AL 5.02,5.03,9.01 04/24/07 COMERICA INC /NEW/ DE 7.01,9.01 04/30/07 COMMERCIAL NATIONAL FINANCIAL CORP /P PA 2.02 04/30/07 Community Bancorp NV 8.01,9.01 04/30/07 COMMUNITY BANK SHARES OF INDIANA INC IN 5.05,9.01 04/24/07 COMMUNITY FINANCIAL SHARES INC DE 2.02,9.01 04/30/07 COMMUNITY FIRST INC TN 2.02,7.01,8.01,9.01 04/30/07 COMPUTER SCIENCES CORP NV 1.01,9.01 04/25/07 CONCEPTUS INC DE 2.02,8.01,9.01 04/30/07 CONCEPTUS INC DE 5.02 04/24/07 CONCORD MILESTONE PLUS L P DE 4.01,9.01 04/24/07 Converted Organics Inc. DE 2.04 04/30/07 COOPER INDUSTRIES LTD 8.01 04/30/07 Copano Energy, L.L.C. DE 9.01 02/14/07 CORILLIAN CORP OR 8.01,9.01 04/30/07 COVANCE INC DE 2.02,9.01 04/30/07 COVANTA HOLDING CORP DE 2.02,7.01,9.01 04/30/07 COVER ALL TECHNOLOGIES INC DE 5.02,9.01 12/26/06 AMEND CRDENTIA CORP DE 1.01,3.02 04/26/07 CULLEN FROST BANKERS INC TX 8.01,9.01 04/26/07 CULP INC NC 5.02,9.01 04/26/07 CVD EQUIPMENT CORP NY 8.01,9.01 04/25/07 CWALT INC DE 9.01 04/30/07 CWALT INC DE 9.01 04/30/07 CWMBS INC DE 9.01 04/30/07 CYBERONICS INC DE 1.01,9.01 04/24/07 DA-LITE SCREEN CO INC IN 1.01,9.01 04/23/07 DATAWATCH CORP DE 2.02,5.02,9.01 04/24/07 DAVITA INC DE 2.02,9.01 04/30/07 DELPHI CORP DE 7.01,9.01 04/30/07 DELTA AIR LINES INC /DE/ DE 1.01,2.03,3.02,5.02,5.03, 04/30/07 8.01,9.01 DELUXE CORP MN 8.01,9.01 04/27/07 Deutsche Alt-A Securities Mortgage Lo 8.01,9.01 04/30/07 Deutsche Alt-B Securities Mortgage Lo 8.01,9.01 04/30/07 Deutsche Alt-B Securities Mortgage Lo 8.01,9.01 04/30/07 DigitalPost Interactive, Inc. NV 1.01,2.01,3.02,5.01,5.02,5.03, 01/30/07 AMEND 5.06,9.01 DISPATCH AUTO PARTS, INC. 4.01,9.01 04/24/07 DISPATCH AUTO PARTS, INC. 9.01 02/15/07 AMEND DIXIE GROUP INC TN 2.02,9.01 04/30/07 DNAPRINT GENOMICS INC UT 1.01,5.02 04/30/07 DNB FINANCIAL CORP /PA/ PA 2.02,9.01 04/30/07 DOMINION RESOURCES INC /VA/ VA 8.01 04/30/07 DUCOMMUN INC /DE/ DE 2.02,9.01 04/30/07 DUNE ENERGY INC DE 8.01,9.01 04/24/07 AMEND DURA AUTOMOTIVE SYSTEMS INC DE 7.01,9.01 04/30/07 Dynamic Gold Inc. NV 4.01,9.01 04/30/07 Eagle Hospitality Properties Trust, I MD 1.01,5.02,8.01,9.01 04/27/07 ECHELON CORP DE 2.02,9.01 04/26/07 EDUCATIONAL DEVELOPMENT CORP DE 2.02,9.01 04/30/07 ELCOM INTERNATIONAL INC DE 3.01 04/26/07 Embarq CORP DE 5.02,9.01 04/26/07 EMCORE CORP NJ 3.02,5.02 04/30/07 EMERGE INTERACTIVE INC DE 8.01,9.01 04/30/07 EMVELCO CORP. DE 4.01,9.01 04/25/07 ENCYSIVE PHARMACEUTICALS INC DE 8.01,9.01 04/27/07 ENDO PHARMACEUTICALS HOLDINGS INC DE 1.01,9.01 04/24/07 ENERGY PARTNERS LTD DE 2.03,7.01,9.01 04/27/07 ENPATH MEDICAL, INC. MN 1.01,8.01,9.01 04/28/07 EOG RESOURCES INC DE 2.02,9.01 04/30/07 EOG RESOURCES INC DE 7.01 04/30/07 EPICOR SOFTWARE CORP DE 2.02,9.01 04/25/07 EUROBANCSHARES INC 2.02,9.01 04/26/07 EVERLAST WORLDWIDE INC DE 5.02,9.01 04/27/07 EXACTECH INC FL 2.02,7.01,9.01 04/30/07 EXPONENT INC DE 8.01 04/30/07 FASTENAL CO MN 5.02 04/17/07 Federal Home Loan Bank of Cincinnati X1 2.02,9.01 04/30/07 FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.01,9.01 04/30/07 FEI CO OR 2.02,5.02,9.01 04/30/07 FIRST FINANCIAL HOLDINGS INC /DE/ DE 5.02,9.01 04/30/07 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 04/30/07 FIRST INDUSTRIAL LP DE 8.01,9.01 04/27/07 FIRST INDUSTRIAL REALTY TRUST INC MD 8.01,9.01 04/27/07 FIRST IPSWICH BANCORP /MA MA 5.02,9.01 04/24/07 FIRST KEYSTONE FINANCIAL INC 5.02,5.03,9.01 04/30/07 First National Master Note Trust DE 1.01,9.01 04/24/07 FIRST PULASKI NATIONAL CORP TN 1.01,9.01 04/26/07 FIRST REAL ESTATE INVESTMENT TRUST OF NJ 2.03 04/25/07 FIRSTCITY FINANCIAL CORP DE 7.01,9.01 04/30/07 FIRSTFED FINANCIAL CORP DE 8.01 04/27/07 Fittipaldi Logistics, Inc. NV 5.02,9.01 04/25/07 FLORIDA ROCK INDUSTRIES INC FL 2.02,9.01 04/30/07 FMS FINANCIAL CORP NJ 2.02,9.01 04/30/07 FOREST OIL CORP NY 7.01,8.01,9.01 04/30/07 FORTUNE INDUSTRIES, INC. DE 3.01,9.01 04/25/07 FOSTER L B CO PA 1.01,9.01 04/30/07 FOUR OAKS FINCORP INC NC 2.02,9.01 04/30/07 FPL GROUP INC FL 2.02,9.01 04/30/07 FreightCar America, Inc. DE 5.02,9.01 04/30/07 FTD Group, Inc. 2.02,9.01 04/30/07 GENERAL STEEL HOLDINGS INC NV 1.01,9.01 04/27/07 GENESIS HEALTHCARE CORP PA 2.02,9.01 04/27/07 GENTA INC DE/ DE 8.01,9.01 04/27/07 GENWORTH FINANCIAL INC DE 2.02,9.01 04/30/07 GERON CORP DE 2.02,9.01 04/27/07 GOLDEN NUGGET INC NV 2.02,9.01 04/30/07 Grant Life Sciences, Inc. NV 4.01,9.01 04/17/07 AMEND GREATBATCH, INC. DE 1.01,8.01,9.01 04/28/07 Greenpoint Mortgage Funding Trust 200 DE 8.01,9.01 04/30/07 GSR Mortgage Loan Trust 2007-3F DE 8.01,9.01 04/30/07 GULF ISLAND FABRICATION INC LA 8.01,9.01 04/27/07 H&E Equipment Services, Inc. DE 5.02,9.01 04/30/07 HALLIBURTON CO DE 2.02 04/26/07 HAROLDS STORES INC OK 1.01,2.03,3.02,5.03,9.01 04/26/07 HARTE HANKS INC DE 2.02,9.01 04/30/07 HEALTH NET INC DE 2.02,9.01 04/30/07 HEARTLAND FINANCIAL USA INC DE 2.02,9.01 04/30/07 HERBALIFE LTD. E9 8.01 04/26/07 HERCULES OFFSHORE, INC. DE 2.02,9.01 04/30/07 HILTON HOTELS CORP DE 2.02,9.01 04/30/07 HINES REAL ESTATE INVESTMENT TRUST IN 8.01 04/30/07 HOLLY ENERGY PARTNERS LP DE 7.01,9.01 04/27/07 HOLLYWOOD MEDIA CORP FL 9.01 08/25/06 AMEND HOME EQUITY MORTGAGE TRUST 2007-2 DE 9.01 04/30/07 HouseValues, Inc. WA 5.02,8.01 04/24/07 HUMANA INC DE 2.02,7.01,9.01 04/30/07 I MANY INC DE 2.02,9.01 04/30/07 IA GLOBAL INC DE 1.01 04/30/07 IBT BANCORP INC PA 2.02,9.01 04/30/07 IKONICS CORP 2.02,7.01,9.01 04/26/07 IMMUCOR INC GA 5.05,9.01 04/24/07 Impac Secured Assets Trust 2007-3 CA 9.01 04/30/07 Information Services Group Inc. DE 1.01 04/24/07 INNOVATIVE CARD TECHNOLOGIES INC DE 5.02 04/26/07 INSIGHT HEALTH SERVICES HOLDINGS CORP 8.01,9.01 04/27/07 INSITE VISION INC DE 8.01,9.01 04/30/07 INTEGRITY BANCSHARES INC GA 2.02,9.01 04/27/07 INTELLIGENTIAS, INC. 1.01,9.01 04/20/07 AMEND INTERACTIVE SYSTEMS WORLDWIDE INC /DE DE 3.01 04/26/07 INTERVEST BANCSHARES CORP DE 5.02,7.01,8.01,9.01 04/25/07 INTEVAC INC CA 2.02,9.01 04/30/07 INVERNESS MEDICAL INNOVATIONS INC DE 7.01,8.01,9.01 04/25/07 Investors Bancorp Inc DE 8.01,9.01 04/30/07 ION MEDIA NETWORKS INC. DE 8.01,9.01 04/30/07 Iowa Renewable Energy, LLC IA 8.01 02/20/07 iPCS, INC DE 5.02 04/27/07 IPSCO INC 8.01,9.01 04/26/07 IRELAND INC. NV 5.03,7.01,9.01 04/24/07 ISOTIS INC DE 1.01 04/24/07 ISOTIS SA V8 1.01 04/24/07 ITRONICS INC TX 2.02 04/24/07 J P MORGAN CHASE & CO DE 9.01 04/26/07 JABIL CIRCUIT INC DE 2.01 01/12/07 AMEND JEFFERSON BANCSHARES INC TN 2.02,9.01 04/27/07 K-SEA TRANSPORTATION PARTNERS LP 8.01,9.01 04/27/07 KANSAS CITY SOUTHERN DE 2.02,9.01 04/26/07 KEANE, INC. MA 8.01,9.01 04/30/07 KELLOGG CO DE 2.02 04/30/07 KEY TECHNOLOGY INC OR 8.01,9.01 04/30/07 KINDRED HEALTHCARE, INC DE 1.01,2.02,7.01,9.01 04/27/07 Kohlberg Capital CORP DE 8.01 04/30/07 KORN FERRY INTERNATIONAL DE 5.02,9.01 04/24/07 KRAFT FOODS INC VA 5.02 04/24/07 KRONOS INC MA 8.01,9.01 04/30/07 KULICKE & SOFFA INDUSTRIES INC PA 2.02,9.01 04/30/07 LABOR READY INC WA 7.01,9.01 04/30/07 LACROSSE FOOTWEAR INC WI 2.02,9.01 04/30/07 LAMSON & SESSIONS CO OH 2.02,9.01 04/30/07 LAZARE KAPLAN INTERNATIONAL INC DE 1.01,3.03,9.01 04/24/07 LECG CORP DE 2.02,9.01 04/30/07 LECG CORP DE 1.01,5.02 04/24/07 LEGG MASON INC MD 5.02 04/24/07 Lehman Mortgage Trust 2007-4 DE 8.01,9.01 04/30/07 Lehman XS Trust 2007-5H DE 8.01,9.01 04/30/07 LINCOLN NATIONAL CORP IN 5.02 04/25/07 LOCKHEED MARTIN CORP MD 8.01,9.01 04/26/07 LOEWS CORP DE 2.02,9.01 04/30/07 MAGELLAN MIDSTREAM HOLDINGS LP 2.02,9.01 04/30/07 MAGELLAN MIDSTREAM PARTNERS LP DE 2.02,9.01 04/30/07 MAGUIRE PROPERTIES INC MD 1.01,2.01,7.01,9.01 04/24/07 MAJESCO ENTERTAINMENT CO DE 8.01,9.01 04/26/07 MAJESTIC OIL & GAS NV 1.01,9.01 04/24/07 MARKETAXESS HOLDINGS INC 5.02 04/30/07 MARTIN MARIETTA MATERIALS INC NC 1.01,2.03,9.01 04/25/07 MARTIN MIDSTREAM PARTNERS LP DE 7.01,9.01 04/30/07 MAXCO INC MI 8.01,9.01 04/27/07 MB FINANCIAL INC /MD MD 2.02 03/31/07 MEDecision, Inc. PA 5.02 04/26/07 MEDICIS PHARMACEUTICAL CORP DE 8.01,9.01 04/25/07 MEDIMMUNE INC /DE DE 2.02,9.01 04/30/07 MEDIWARE INFORMATION SYSTEMS INC NY 5.02 04/26/07 MERCARI COMMUNICATIONS GROUP LTD CO 5.02 04/24/07 MERCK & CO INC NJ 5.02 04/24/07 MERRILL LYNCH & CO INC DE 8.01 04/30/07 MERRILL LYNCH & CO INC DE 8.01,9.01 04/30/07 Merrill Lynch Alternative Note Asset DE 8.01,9.01 04/30/07 Merrill Lynch Alternative Note Asset DE 8.01,9.01 03/26/07 AMEND MICHAELS STORES INC DE 7.01,9.01 04/30/07 MICREL INC CA 1.01 04/24/07 MICROISLET INC NV 3.01,9.01 04/27/07 MICROMET, INC. DE 1.01 04/24/07 MICROS SYSTEMS INC MD 2.02 04/26/07 MID PENN BANCORP INC PA 8.01,9.01 04/25/07 MIDDLEFIELD BANC CORP OH 2.02,9.01 04/26/07 MIDWAY GAMES INC DE 8.01,9.01 04/30/07 MILACRON INC DE 2.02,9.01 04/30/07 MILLER HERMAN INC MI 8.01 04/24/07 MILLER HERMAN INC MI 8.01 04/24/07 MOBILEMAIL (US) INC. NV 8.01,9.01 04/24/07 MONARCH COMMUNITY BANCORP INC MD 5.02 04/26/07 MONSTER WORLDWIDE INC DE 5.02,9.01 04/26/07 MONTGOMERY REALTY GROUP INC NV 5.02 04/26/07 MONTGOMERY REALTY GROUP INC NV 2.01 04/25/07 MORGAN STANLEY CAPITAL I TRUST 2007-I DE 8.01,9.01 03/01/07 AMEND MOTIENT CORP DE 3.02,7.01,9.01 04/26/07 MS STRUCTURED ASSET CORP CBT SERIES 2 DE 8.01,9.01 04/25/07 NANOPHASE TECHNOLOGIES CORPORATION IL 5.02 04/26/07 NAPTAU GOLD CORP DE 3.01,5.02,5.03 01/22/07 NASB FINANCIAL INC MO 2.02 03/31/07 NATIONAL CITY CORP DE 2.02,9.01 04/30/07 Natixis Real Estate Capital Trust 200 DE 8.01,9.01 04/30/07 NATURAL ALTERNATIVES INTERNATIONAL IN DE 2.02,9.01 04/27/07 NAVIGATORS GROUP INC DE 2.02,7.01 04/30/07 NEOPROBE CORP DE 2.02,5.02,9.01 04/25/07 NeoStem, Inc. DE 8.01,9.01 04/25/07 NETSOL TECHNOLOGIES INC NV 2.02,9.01 04/30/07 NEW JERSEY RESOURCES CORP NJ 7.01 04/26/07 NEW WORLD BRANDS INC DE 5.03,9.01 04/24/07 New York & Company, Inc. 5.02 04/30/07 NEW YORK TIMES CO NY 1.02 04/30/07 Newport Bancorp Inc 2.02,9.01 04/27/07 NEXITY FINANCIAL CORP DE 2.02,9.01 04/30/07 Nexxus Lighting, Inc. DE 5.02,9.01 04/27/07 NIC INC CO 2.02,7.01,9.01 04/30/07 NICOR INC IL 7.01,9.01 04/30/07 NOBLE ENERGY INC DE 5.02,9.01 04/24/07 Nomura Home Equity Loan, Inc., Home E DE 9.01 04/30/07 NORTH AMERICAN SCIENTIFIC INC 5.02 04/24/07 NORTHERN STATES FINANCIAL CORP /DE/ DE 2.02 04/30/07 NORTHWEST AIRLINES CORP DE 7.01 04/27/07 NORTHWEST NATURAL GAS CO OR 5.02,7.01,9.01 04/26/07 NOVEN PHARMACEUTICALS INC DE 2.02 04/30/07 Nuance Communications, Inc. DE 2.01,3.02,9.01 04/24/07 NUTRITION 21 INC NY 5.03,9.01 04/26/07 NUVEEN INVESTMENTS INC DE 2.02,7.01,9.01 04/30/07 NVIDIA CORP DE 5.02 04/24/07 O REILLY AUTOMOTIVE INC MO 9.01 03/31/07 ODYSSEY HEALTHCARE INC DE 2.02,5.02,9.01 04/24/07 OHIO CASUALTY CORP OH 2.02,9.01 03/31/07 Oilsands Quest Inc 5.02,8.01,9.01 04/27/07 OLD LINE BANCSHARES INC 2.02,9.01 04/26/07 OLD NATIONAL BANCORP /IN/ IN 2.02,9.01 04/30/07 OLD NATIONAL BANCORP /IN/ IN 5.03,9.01 04/26/07 OLYMPIC STEEL INC OH 1.01,9.01 04/30/07 Option One Mortgage Loan Trust 2007-5 DE 9.01 04/19/07 OSI RESTAURANT PARTNERS, INC. DE 8.01,9.01 04/30/07 OUTDOOR CHANNEL HOLDINGS INC 5.02 04/27/07 OVERLAND STORAGE INC CA 5.03,9.01 04/24/07 OVERSEAS SHIPHOLDING GROUP INC DE 1.01,8.01,9.01 04/24/07 OWNERTEL INC 1.01,3.02,5.01,5.02,9.01 04/30/07 P F CHANGS CHINA BISTRO INC 2.02,9.01 04/25/07 PATRIOT NATIONAL BANCORP INC CT 2.02,9.01 04/27/07 PATRIOT SCIENTIFIC CORP DE 8.01,9.01 04/26/07 PEDIATRIC SERVICES OF AMERICA INC DE 3.03 04/25/07 PENN VIRGINIA CORP VA 5.02,9.01 04/30/07 PEOPLES BANCORP INC OH 2.02,5.02,9.01 04/30/07 PHARMACEUTICAL PRODUCT DEVELOPMENT IN NC 5.02,7.01,9.01 04/24/07 PINNACLE AIRLINES CORP DE 7.01,9.01 04/30/07 PINNACLE WEST CAPITAL CORP AZ 8.01,9.01 04/27/07 PITNEY BOWES INC /DE/ DE 2.02,9.01 04/30/07 PMI GROUP INC DE 2.02,9.01 04/30/07 PNC FINANCIAL SERVICES GROUP INC PA 5.02,9.01 04/24/07 PORTLAND GENERAL ELECTRIC CO /OR/ OR 2.02,9.01 04/27/07 PREMIER DEVELOPMENT & INVESTMENT INC NV 5.02,7.01,9.01 04/30/07 PREMIERWEST BANCORP OR 7.01,9.01 04/30/07 Prime Mortgage Trust 2007-2 DE 9.01 04/30/07 PROVIDENT NEW YORK BANCORP DE 2.02,9.01 04/25/07 PROXYMED INC /FT LAUDERDALE/ FL 1.01,1.02,2.01,9.01 04/30/07 PUBLIC SERVICE ENTERPRISE GROUP INC NJ 7.01,9.01 04/30/07 PULTE HOMES INC/MI/ MI 2.02,9.01 04/25/07 PVF CAPITAL CORP OH 5.02,8.01,9.01 04/30/07 QUEST GROUP INTERNATIONAL INC NV 1.01,3.02,5.01,5.02,8.01,9.01 04/27/07 QUICKSILVER RESOURCES INC DE 5.04 04/24/07 R&G FINANCIAL CORP PR 7.01,9.01 04/30/07 RADIOSHACK CORP DE 2.02,9.01 03/31/07 RadNet, Inc. NY 4.01,4.02 04/05/07 AMEND REDDI BRAKE SUPPLY CORP NV 8.01,9.01 04/30/07 REGAL BELOIT CORP WI 2.02,9.01 04/30/07 REGAL BELOIT CORP WI 2.02,9.01 04/30/07 REGENCY AFFILIATES INC DE 8.01 04/16/07 REGENT TECHNOLOGIES INC CO 1.01,2.01 04/17/07 REGIONS FINANCIAL CORP DE 8.01,9.01 04/27/07 REGIONS FINANCIAL CORP DE 5.02,9.01 04/24/07 REMINGTON ARMS CO INC/ DE 2.02,9.01 04/30/07 Residential Asset Securitization Trus 9.01 04/30/07 RICA FOODS INC NV 8.01 04/24/07 RIGEL PHARMACEUTICALS INC DE 2.02 04/30/07 RIVIERA HOLDINGS CORP NV 7.01,9.01 04/30/07 ROCHESTER MEDICAL CORPORATION MN 2.02,9.01 04/30/07 Rockwood Holdings, Inc. DE 2.02,9.01 04/30/07 RONSON CORP NJ 2.02,9.01 04/27/07 RURAL CELLULAR CORP MN 1.01 04/25/07 SAN JOAQUIN BANCORP CA 2.02,9.01 04/25/07 SANGAMO BIOSCIENCES INC DE 1.01,7.01,9.01 04/27/07 SASCO 2007-EQ1 DE 8.01,9.01 04/30/07 SAST 2007-2 VA 8.01,9.01 04/30/07 SATCON TECHNOLOGY CORP DE 3.02,7.01 04/26/07 SCANSOURCE INC SC 1.01,9.01 04/27/07 SCHWEITZER MAUDUIT INTERNATIONAL INC DE 5.02,8.01 04/26/07 SEACOAST BANKING CORP OF FLORIDA FL 2.02,7.01,9.01 04/25/07 SEACOR HOLDINGS INC /NEW/ DE 2.02,9.01 04/26/07 SECURE COMPUTING CORP DE 2.02,9.01 04/26/07 SEDONA CORP PA 1.01,3.02 04/24/07 SENSIENT TECHNOLOGIES CORP WI 5.03,9.01 04/26/07 SHORE BANCSHARES INC MD 2.02,9.01 04/25/07 SILGAN HOLDINGS INC DE 2.02,9.01 03/31/07 SKYSTAR BIO-PHARMACEUTICAL CO NV 4.01,9.01 04/26/07 SMART MOVE, INC. DE 5.02,9.01 04/26/07 SMITHTOWN BANCORP INC NY 9.01 04/27/07 SMUCKER J M CO OH 1.01,9.01 04/25/07 SOLUTIA INC DE 7.01,9.01 04/30/07 Somanta Pharmaceuticals Inc. DE 1.01,2.03 04/26/07 SONIC SOLUTIONS/CA/ CA 8.01 04/23/07 SONOSITE INC 2.02,9.01 04/30/07 SOUTH JERSEY INDUSTRIES INC NJ 8.01 04/30/07 SOUTH SHORE RESOURCES INC. 7.01,9.01 04/27/07 Southeastern Bank Financial CORP GA 2.02,9.01 04/20/07 SPAN AMERICA MEDICAL SYSTEMS INC SC 2.02,9.01 04/30/07 SPATIALIGHT INC NY 1.01,9.01 04/26/07 SPATIALIGHT INC NY 3.01 04/20/07 SPHERION CORP DE 2.02,9.01 04/30/07 STANDARD MICROSYSTEMS CORP DE 2.02,9.01 04/30/07 STANDARD REGISTER CO OH 2.02,9.01 04/27/07 STARWOOD HOTEL & RESORTS WORLDWIDE IN MD 1.01,2.03,9.01 04/27/07 STATE STREET CORP MA 8.01,9.01 04/30/07 STATER BROS HOLDINGS INC DE 5.02 04/27/07 StatSure Diagnostic Systems, Inc. DE 5.02 04/12/07 STERLING FINANCIAL CORP /PA/ PA 4.02,8.01,9.01 04/29/07 STERLING FINANCIAL CORP /WA/ WA 5.02 04/24/07 STEWARDSHIP FINANCIAL CORP NJ 2.02,9.01 04/26/07 Structured Adjustable Rate Mortgage L DE 8.01,9.01 04/30/07 Structured Asset Mortgage Investments DE 7.01 04/30/07 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 04/16/07 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 04/16/07 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 04/16/07 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 04/16/07 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 04/16/07 SUMMIT FINANCIAL GROUP INC WV 1.01,8.01,9.01 04/27/07 SUN MICROSYSTEMS, INC. DE 5.02,5.03,8.01,9.01 04/25/07 SUPERIOR BANCORP DE 5.02,7.01,9.01 04/27/07 SUPERIOR BANCORP DE 8.01,9.01 04/30/07 SYNIVERSE HOLDINGS INC DE 2.02,9.01 04/30/07 SYSCO CORP DE 2.02,9.01 04/30/07 T REIT INC VA 1.01 04/25/07 AMEND TANGER FACTORY OUTLET CENTERS INC NC 2.02,7.01,9.01 03/31/07 TERABEAM, INC. DE 1.01,9.01 04/24/07 THERAVANCE INC DE 5.02,5.03,9.01 04/25/07 THERMAGE INC DE 5.02 04/24/07 THOMAS GROUP INC DE 2.02,9.01 04/25/07 TOWER AUTOMOTIVE INC DE 7.01,9.01 04/25/07 TRANS ENERGY INC NV 3.01,9.01 04/27/07 TransDigm Group INC DE 2.02,9.01 04/30/07 TRI CITY BANKSHARES CORP WI 2.02,9.01 03/31/07 TRIARC COMPANIES INC DE 5.02 04/24/07 TRIMAS CORP DE 2.02,9.01 04/30/07 TRIMBLE NAVIGATION LTD /CA/ CA 9.01 02/16/07 AMEND TRIZETTO GROUP INC DE 2.02,9.01 04/30/07 TRUSTMARK CORP MS 7.01,9.01 04/30/07 TYSON FOODS INC DE 2.02,9.01 04/30/07 U S GOLD CORP CO 4.01,9.01 04/25/07 United Community Bancorp X1 2.02,9.01 04/27/07 UNITED COMMUNITY FINANCIAL CORP OH 8.01 04/30/07 UNITED PAN AM FINANCIAL CORP CA 2.02,9.01 04/25/07 UNIVERSAL HOSPITAL SERVICES INC MN 8.01,9.01 04/30/07 Universal Truckload Services, Inc. MI 5.03,7.01,8.01,9.01 04/25/07 UPSTREAM BIOSCIENCES INC. NV 5.02,8.01,9.01 04/30/07 VA SOFTWARE CORP DE 9.01 04/24/07 AMEND VALERO ENERGY CORP/TX DE 1.01,9.01 04/26/07 VARIAN INC DE 2.05,9.01 04/27/07 VECTREN CORP IN 7.01 04/30/07 VERIZON COMMUNICATIONS INC DE 2.02 04/30/07 VERTEX PHARMACEUTICALS INC / MA MA 2.02,9.01 04/30/07 Vestin Realty Mortgage II, Inc 8.01,9.01 04/30/07 VISHAY INTERTECHNOLOGY INC DE 2.02,7.01,9.01 04/30/07 VitalTrust Business Development CORP 5.02 03/02/07 VIVUS INC CA 2.02,9.01 04/26/07 VOIP INC 7.01,9.01 04/26/07 Volcom Inc 7.01,8.01 04/30/07 WASHINGTON REAL ESTATE INVESTMENT TRU MD 2.02,7.01 04/30/07 WASTE MANAGEMENT INC DE 8.01,9.01 04/30/07 WATAIRE INTERNATIONAL, INC. WA 1.01,3.02,9.01 04/25/07 WELLCARE HEALTH PLANS, INC. DE 2.02,9.01 04/30/07 WELLCARE HEALTH PLANS, INC. DE 5.02,9.01 04/26/07 WELLS REAL ESTATE FUND XIII L P 2.01,9.01 04/24/07 WELLS REAL ESTATE FUND XIV LP GA 2.01,9.01 04/24/07 Whitestone REIT TX 7.01,9.01 04/30/07 WILLIS GROUP HOLDINGS LTD D0 2.02,8.01,9.01 04/25/07 WILSHIRE BANCORP INC CA 2.02,9.01 04/26/07 WINSTON HOTELS INC NC 8.01,9.01 04/30/07 WIRELESS RONIN TECHNOLOGIES INC MN 1.01,2.03,9.01 04/26/07 WORLD WASTE TECHNOLOGIES INC CA 8.01,9.01 04/13/07 WRIGHT MEDICAL GROUP INC DE 2.02,9.01 04/30/07 WRIGLEY WM JR CO DE 2.02,9.01 04/30/07 YRC WORLDWIDE INC DE 2.02,9.01 04/26/07 ZEBRA TECHNOLOGIES CORP/DE DE 2.02,9.01 04/30/07 ZEROS & ONES INC NV 8.01,9.01 04/30/07