SEC NEWS DIGEST Issue 2006-86 May 4, 2006 COMMISSION ANNOUNCEMENTS TRADING SUSPENDED IN THE SECURITIES OF MCSi, INC. The Commission announced the temporary suspension, pursuant to Section 12(k) of the Securities Exchange Act of 1934 (Exchange Act), of trading in the securities of MCSi, Inc. (Pink Sheets symbol MCSIQ). The suspension will commence at 9:30 a.m. EDT, May 4, 2006, through 11:59 p.m. EDT, May 17, 2006. The Commission temporarily suspended trading in the securities of MCSi because of the lack of current and accurate information concerning the company because it has not filed a periodic report with the Commission since the period ended September 30, 2002. This order was entered pursuant to Section 12(k) of the Exchange Act. The Commission cautions brokers, dealers, shareholders, and prospective purchasers that they should carefully consider the foregoing information along with all other currently available information and any information subsequently issued by the company. Further, brokers and dealers should be alert to the fact that, pursuant to Rule 15c2-11 under the Exchange Act, at the termination of the trading suspension, no quotation may be entered unless and until they have strictly complied with all of the provisions of the rule. If any broker or dealer is uncertain as to what is required by Rule 15c2- 11, he should refrain from entering quotations relating to the securities of MCSi until such time as he has familiarized himself with the rule and is certain that all of its provisions have been met. If any broker or dealer has any questions as to whether or not he has complied with the rule, he should not enter any quotation but immediately contact the staff of the Securities and Exchange Commission in Washington, DC. If any broker or dealer enters any quotation which is in violation of the rule, the Commission will consider the need for prompt enforcement action. If any broker or dealer or other person has any information that may relate to this matter, please contact the Salt Lake District Office of the Securities and Exchange Commission at (801) 524-5796 or by email at saltlake@sec.gov. (Rel. 34-53758) COMMISSION MEETINGS CLOSED MEETING - THURSDAY, MAY 11, 2006 - 1:00 P.M. The subject matter of the closed meeting scheduled for Thursday, May 11, will be: Formal orders of investigation; Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; and Resolution of litigation claims. 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. RULES AND RELATED MATTERS FINAL RULE The Commission has adopted a final rule amending its description of the duties of the General Counsel to include preliminary investigations, in which no process is issued or testimony compelled, where it appears that an attorney appearing and practicing before the Commission may have violated Rule 102(e) of the Commission's Rules of Practice. (Rel. 34-53755) ENFORCEMENT PROCEEDINGS PROCEEDINGS INSTITUTED AGAINST MCSi, INC. FOR FAILURE TO MAKE REQUIRED PERIODIC FILINGS On May 4, the Commission instituted public administrative proceedings against MCSi, Inc. (MCSi) to determine whether the registration of each class of its securities should be revoked or suspended for a period not exceeding twelve months for failure to file required periodic reports. In this matter, the Division of Enforcement (Division) alleges that MCSi is delinquent in its required periodic filings with the Commission, because it has not made any such filing with the Commission since it filed its quarterly report on Form 10-Q for the quarter ended Sept. 30, 2002. In these proceedings, instituted pursuant to Section 12(j) of the Securities Exchange Act of 1934 (Exchange Act), a hearing will be scheduled before an Administrative Law Judge. At that hearing, the judge will hear evidence from the Division and the respondent to determine whether the allegations of the Division contained in the Order, which the Division alleges constitute violations of Section 13(a) of the Exchange Act and Rules 13a-1 and 13a-13 thereunder, are true. The judge will then determine whether the registrations pursuant to Exchange Act Section 12 of the securities of the respondent should be revoked, or in the alternative, suspended for a period not exceeding twelve months. The Commission ordered that the Administrative Law Judge in this proceeding issue an initial decision not later than 120 days from the date of service of the order instituting proceedings. (Rel. 34-53759; File No. 3-12285) CIVIL ACTION FILED AGAINST MICHAEL PEPPEL, IRA STANLEY, JR. AND DAVID WHITE ALLEGING FINANCIAL FRAUD On May 2, the Commission filed a complaint in U.S. District Court for the Southern District of Ohio against Michael E. Peppel (Peppel), the former CEO of MCSi, Inc. (MCSi), Ira H. Stanley, Jr. (Stanley), its former CFO, and David J. White (White), a customer of MCSi, alleging violations of the antifraud, issuer reporting, and issuer books and records provisions of the federal securities laws. The Commission alleges in its complaint that, in order to meet analysts' expectations, Peppel and Stanley falsified the company's financial statements from the first quarter of 2001 through the third quarter of 2002. The complaint alleges they did so by materially overstating revenues and income, and by making fictitious journal entries in the company's books. It is further alleged that Stanley concealed this conduct from MCSi's auditors by removing evidence of the false journal entries from the company's books. Finally, the complaint alleges that at the time MCSi was making false reports regarding its financial condition, Peppel sold approximately $6.8 million of his common stock in a registered offering. The complaint alleges that Peppel and Stanley violated Section 17(a) of the Securities Act of 1933 (Securities Act) and Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rules 10b-5, 13a-14, 13b2-1 and 13b2-2, and also aided and abetted MCSi's violations of Sections 13(a) and 13(b)(2) of the Exchange Act and Rules 12b-20, 13a-1 and 13a-13. The complaint alleges that, in addition, Stanley violated Section 13(b)(5) of the Exchange Act. The Commission is seeking injunctions from future violations of these provisions, officer/director bars, disgorgement, prejudgment interest, and civil money penalties from both Peppel and Stanley. The Commission further alleges that David White, a British citizen and owner of a UK company, assisted Peppel and Stanley in carrying out MCSi's largest fraudulent transaction and that White signed a false audit confirmation regarding that transaction. The Commission alleges that, by this conduct, White violated Section 10(b) of the Exchange Act and Rule 10b-5, and aided and abetted MCSi's violations of Section 13(a) of the Exchange Act and Rules 12b-20, 13a-1 and 13a-13. White has agreed to settle the Commission's action against him, and has consented to entry of an injunction against the antifraud and issuer reporting provisions of the federal securities laws. He has also agreed to pay a penalty of $50,000. (SEC v. Michael E. Peppel, Ira H. Stanley, Jr. and David J. White, Civil Action No. 3:06-cv-00131 WHR, S.D. OH)] (LR-19685) INVESTMENT COMPANY ACT RELEASES JOHN HANCOCK TRUST, ET AL. An order has been issued on an application filed by John Hancock Trust, et al., under Section 12(d)(1)(J) of the Investment Company Act for an exemption from Section 12(d)(1)(G)(i)(II) of the Act. The order permits funds of funds relying on Section 12(d)(1)(G) of the Act to invest in securities and other financial instruments. (Rel. IC-27310 - May 2) SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGE The National Securities Clearing Corporation filed a proposed rule change (SR-NSCC-2006-04) to allow NSCC to: (1) require that all locked-in trade data submitted to NSCC for trade recording be submitted on a real-time basis; (2) prohibit pre-netting and other practices that prevent real-time trade submissions; and (3) establish a new fee model for equity trade recording and netting services. Publication of the proposal is expected in the Federal Register during the week of May 1. (Rel. 34-53742) 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-4 Brookstone Company, Inc., ONE INNOVATION WAY, MERRIMACK, NH, 03054, 603-880-9500 - 0 ($185,000,000.00) Non-Convertible Debt, (File 333-133754 - May. 3) (BR. 02) N-2 ALLIED CAPITAL CORP, 1919 PENNSYLVANIA AVENUE NW, WASHINGTON, DC, 20006, 2023311112 - 500,000,000 ($500,000,000.00) Debt, (File 333-133755 - May. 3) (BR. 16) S-1 Golf Galaxy, Inc., 7275 FLYING CLOUD DRIVE, EDEN PRAIRIE, MN, 55344, 952-941-8848 - 3,599,500 ($92,435,160.00) Equity, (File 333-133756 - May. 3) (BR. 02) S-4 TRONOX WORLDWIDE LLC, 123 ROBERT S KERR AVENUE, OKLAHOMA CITY, OK, 73102, 405-775-5000 - 350,000,000 ($350,000,000.00) Non-Convertible Debt, (File 333-133757 - May. 3) (BR. ) S-4 MERCANTILE BANKSHARES CORP, 2 HOPKINS PLZ, PO BOX 1477, BALTIMORE, MD, 21203, 4102375900 - 2,500,000 ($94,874,346.00) Equity, (File 333-133758 - May. 3) (BR. 07B) SB-2 Georgia Exploration, Inc., 1903 - 583 BEACH CRESCENT, VANCOUVER, A1, V6Z3E7, 604-264-7901 - 1,000,000 ($50,000.00) Equity, (File 333-133759 - May. 3) (BR. ) S-8 RAMTRON INTERNATIONAL CORP, 1850 RAMTRON DR, COLORADO SPRINGS, CO, 80921, 7194817000 - 5,000,000 ($11,350,000.00) Equity, (File 333-133760 - May. 3) (BR. 10C) S-8 MITEK SYSTEMS INC, 8911 BALBOA AVE., SUITE B, SAN DIEGO, CA, 92123, 858-503-7810 - 1,000,000 ($1,520,000.00) Equity, (File 333-133765 - May. 3) (BR. 03A) S-8 ALTERNET SYSTEMS INC, SUITE 610, 815 WEST HASTINGS STREET, VANCOUVER, A1, V6C 1B4, 604-608-2540 - 6,000,000 ($900,000.00) Equity, (File 333-133767 - May. 3) (BR. 03C) SB-2 Ignis Petroleum Group, Inc., 100 CRESCENT COURT, 7TH FLOOR, DALLAS, TX, 75201, 214 459-8188 - 0 ($46,837,500.00) Equity, (File 333-133768 - May. 3) (BR. 04A) S-8 INTEGRAL SYSTEMS INC /MD/, 5000 PHILADELPHIA WAY, LANHAM, MD, 20706, 3017314233 - 0 ($11,156,000.00) Equity, (File 333-133769 - May. 3) (BR. 03A) S-3 VOLKSWAGEN AUTO LEASE UNDERWRITTEN FUNDING LLC, 0 ($1,000,000.00) Asset-Backed Securities, (File 333-133770 - May. 3) (BR. 05D) S-3 SULPHCO INC, 850 SPICE ISLANDS DRIVE, SPARKS, NV, 89431, 775-829-1310 - 8,100,000 ($71,280,000.00) Equity, (File 333-133771 - May. 3) (BR. 06B) S-3 LIGHTPATH TECHNOLOGIES INC, 2603 CHALLENGER TECH CT, SUITE 100, ORLANDO, FL, 32826, 4073824003 - 0 ($5,385,940.00) Equity, (File 333-133772 - May. 3) (BR. 10B) S-8 PW EAGLE INC, 222 SOUTH NINTH STREET, SUITE 2880, MINNEAPOLIS, MN, 55402, 6123050339 - 134,800 ($3,909,200.00) Equity, (File 333-133773 - May. 3) (BR. 06B) F-1 HIGH PLAINS URANIUM INC, 301 CENTRAL AVENUE, #384, HILTON HEAD, SC, 29926, 843-842-4048 - 44,078,557 ($38,789,130.16) Equity, (File 333-133774 - May. 3) (BR. ) S-8 ERESEARCHTECHNOLOGY INC /DE/, 30 SOUTH 17TH STREET, PHILADELPHIA, PA, 19103, 2159720420 - 3,500,000 ($38,832,500.00) Equity, (File 333-133775 - May. 3) (BR. 09A) S-3 SPIRE CORP, ONE PATRIOTS PARK, BEDFORD, MA, 01730-2396, 6172756000 - 0 ($8,988,231.00) Equity, (File 333-133776 - May. 3) (BR. 01C) S-8 ELGRANDE INTERNATIONAL, INC., 1450 KOOTENAY STREET, VANCOUVER BC CANADA, A1, 00000, 604-689-0808 - 18,000,000 ($234,000.00) Equity, (File 333-133778 - May. 3) (BR. 02C) SB-2 Cougar Biotechnology, Inc., 10990 WILSHIRE BLVD., SUITE 1200, LOS ANGELES, CA, 90024, 310 943 8040 - 0 ($53,635,327.00) Equity, (File 333-133779 - May. 3) (BR. 09) S-3 FRANKLIN BANK CORP, 9800 RICHMOND AVE, SUITE 680, HOUSTON, TX, 77042, 713-339-8900 - 570,000 ($10,835,700.00) Equity, (File 333-133780 - May. 3) (BR. 07B) S-3ASR NOVASTAR FINANCIAL INC, 8140 WARD PARKWAY, STE 300, KANSAS CITY, MO, 64114, 8162377000 - 0 ($0.00) Equity, (File 333-133781 - May. 3) (BR. 08C) 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 NAME OF ISSUER CODE 8K ITEM NO. DATE COMMENT ------------------------------------------------------------------------------------------------------- 1 800 CONTACTS INC DE 2.02,9.01 05/02/06 A21 INC TX 1.01,1.02,2.03,3.02,9.01 04/27/06 ACCO BRANDS CORP DE 2.02,9.01 05/03/06 ACE COMM CORP MD 9.01 05/03/06 ADEPT TECHNOLOGY INC CA 1.01,5.02,9.01 05/02/06 Advanced BioEnergy, LLC DE 1.01,2.03 04/27/06 ADVANCED DIGITAL INFORMATION CORP WA 2.02,9.01 05/02/06 ADZONE RESEARCH INC DE 5.02,9.01 04/28/06 AEROPOSTALE INC 7.01,9.01 05/03/06 AFC ENTERPRISES INC MN 1.01,9.01 05/02/06 AFFILIATED COMPUTER SERVICES INC DE 7.01,9.01 04/27/06 AFFILIATED COMPUTER SERVICES INC DE 8.01 05/03/06 AFP IMAGING CORP NY 3.02,8.01,9.01 05/01/06 AGL RESOURCES INC GA 7.01,9.01 05/03/06 AGREE REALTY CORP DE 2.02,9.01 05/03/06 AIRTRAN HOLDINGS INC NV 1.01 04/28/06 AK STEEL HOLDING CORP DE 7.01,9.01 05/03/06 AKORN INC LA 2.02,9.01 05/01/06 ALCOA INC PA 7.01,9.01 05/03/06 ALFA INTERNATIONAL HOLDINGS CORP. DE 7.01 05/01/06 ALLEGHENY TECHNOLOGIES INC DE 8.01 05/03/06 ALLERGAN INC DE 2.02,9.01 05/03/06 ALLIANCE BANKSHARES CORP 2.02,9.01 05/01/06 ALLIANT ENERGY CORP WI 2.02,9.01 05/03/06 ALLIANT TECHSYSTEMS INC DE 1.01,9.01 05/02/06 ALLIED CAPITAL CORP MD 2.02,9.01 05/03/06 ALLIED MOTION TECHNOLOGIES INC CO 1.01,5.03,9.01 04/27/06 ALLIED WASTE INDUSTRIES INC DE 8.01 05/03/06 ALLION HEALTHCARE INC DE 1.01,2.01,9.01 04/28/06 ALLSTATE LIFE INSURANCE CO 5.03,9.01 04/21/06 ALLTEL CORP DE 2.02,9.01 05/03/06 ALP LIQUIDATING TRUST DE 4.01,9.01 04/26/06 AMEND ALPHARX INC DE 1.01 05/03/06 ALTEON INC /DE DE 8.01,9.01 05/03/06 Altra Industrial Motion, Inc. DE 2.02,9.01 04/28/06 AMDL INC DE 3.01,9.01 04/26/06 AMDL INC DE 3.01,9.01 04/26/06 AMEDISYS INC DE 7.01,9.01 05/03/06 AMEDISYS INC DE 2.02,9.01 05/03/06 AMERICAN AIRLINES INC DE 8.01 05/03/06 AMERICAN BANCORP OF NEW JERSEY INC NJ 2.02,9.01 05/02/06 AMERICAN CAMPUS COMMUNITIES INC MD 2.02,7.01,9.01 05/02/06 AMERICAN CAPITAL STRATEGIES LTD 2.02,9.01 05/02/06 AMERICAN ELECTRIC POWER CO INC NY 7.01 05/03/06 AMERICAN EQUITY INVESTMENT LIFE HOLDI IA 7.01,9.01 05/02/06 AMERICANWEST BANCORPORATION WA 7.01 05/01/06 AMERICAS CARMART INC TX 1.01,2.03,7.01,9.01 04/28/06 AMERIPRISE FINANCIAL INC DE 8.01 05/02/06 AMERUS GROUP CO/IA IA 2.02,9.01 05/02/06 AMKOR TECHNOLOGY INC DE 1.01 04/27/06 AMR CORP DE 8.01 05/03/06 ANDERSONS INC OH 2.02 05/03/06 ANDRX CORP /DE/ DE 8.01,9.01 05/01/06 ANTHRACITE CAPITAL INC MD 8.01,9.01 05/03/06 ANTIGENICS INC /DE/ DE 2.02,2.05,9.01 05/03/06 ANZA CAPITAL INC NV 4.01,9.01 04/10/06 AMEND APPLIED INDUSTRIAL TECHNOLOGIES INC OH 8.01,9.01 05/02/06 AQUA AMERICA INC PA 2.02,9.01 05/03/06 AQUILA INC DE 2.02,9.01 05/03/06 ARBINET THEXCHANGE INC DE 2.02,9.01 05/03/06 ARTHROCARE CORP DE 2.02,9.01 05/03/06 ASHFORD HOSPITALITY TRUST INC MD 2.02,9.01 05/03/06 Asset Backed Securities CORP Home Equ DE 8.01,9.01 05/02/06 ATLANTIC BANCGROUP INC FL 2.02,9.01 05/03/06 ATLANTIC COAST FEDERAL CORP X1 1.01,9.01 04/27/06 ATLAS AIR WORLDWIDE HOLDINGS INC DE 1.01,5.02,9.01 04/21/06 ATLAS AMERICA INC DE 1.01,2.03 04/27/06 ATLAS PIPELINE PARTNERS LP DE 2.02,9.01 05/02/06 AVERY DENNISON CORPORATION DE 1.01 04/27/06 AVISTA CORP WA 2.02,9.01 05/03/06 BALDWIN & LYONS INC IN 2.02,7.01,9.01 05/01/06 BALDWIN & LYONS INC IN 8.01,9.01 05/02/06 BANC ONE FINANCIAL SERVICES HOME EQUI NY 8.01,9.01 02/27/06 BANK OF HAWAII CORP DE 1.01 04/28/06 BANKATLANTIC BANCORP INC FL 7.01,9.01 05/03/06 BANKATLANTIC BANCORP INC FL 8.01 05/02/06 BARNES & NOBLE INC DE 1.01 05/03/06 BARRIER THERAPEUTICS INC DE 2.02,9.01 05/02/06 Bear Stearns ALT-A Trust 2006-3 DE 8.01,9.01 04/28/06 AMEND BECKMAN COULTER INC DE 2.02,9.01 05/03/06 BERRY PETROLEUM CO DE 7.01,9.01 05/03/06 BIO IMAGING TECHNOLOGIES INC DE 2.02,9.01 05/03/06 BIOMARIN PHARMACEUTICAL INC DE 2.02,9.01 05/03/06 BLUE HOLDINGS, INC. NV 1.01,9.01 04/27/06 BODISEN BIOTECH, INC DE 7.01,9.01 05/03/06 BON TON STORES INC PA 1.01 04/27/06 BORLAND SOFTWARE CORP DE 2.02,4.02,9.01 04/30/06 BORLAND SOFTWARE CORP DE 2.05,7.01,9.01 04/27/06 BRAINTECH INC NV 5.02 05/01/06 BRANDYWINE OPERATING PARTNERSHIP LP / DE 2.02,9.01 05/02/06 BRANDYWINE REALTY TRUST MD 2.02,9.01 05/02/06 BRE PROPERTIES INC /MD/ MD 7.01,9.01 04/28/06 BRIDGE BANCORP INC NY 1.01,9.01 04/28/06 BRIGHAM EXPLORATION CO DE 2.02,7.01,9.01 05/02/06 BRINKS CO VA 2.02,9.01 05/03/06 BRISTOL WEST HOLDINGS INC 2.02,9.01 05/03/06 BROOKMOUNT EXPLORATIONS INC NV 5.02,8.01 04/26/06 BRUKER BIOSCIENCES CORP DE 2.02,9.01 05/02/06 BRUSH ENGINEERED MATERIALS INC 7.01,9.01 05/03/06 BUILDING MATERIALS CORP OF AMERICA DE 5.02,9.01 04/27/06 CALGON CARBON CORPORATION DE 2.02 05/03/06 CALIFORNIA ENGELS MINING CO CA 1.01 04/18/06 CAMBREX CORP DE 1.01,3.03 05/03/06 CAMPBELL FUND TRUST MD 3.02 05/01/06 CAPITAL ONE FINANCIAL CORP DE 1.01,5.05,9.01 04/27/06 CAPITALSOURCE INC DE 1.01,5.03,9.01 04/27/06 CAREER EDUCATION CORP DE 2.02,9.01 05/03/06 CAREER EDUCATION CORP DE 8.01,9.01 05/03/06 CAROLINA NATIONAL CORP SC 1.01,5.02 05/01/06 CAS MEDICAL SYSTEMS INC DE 2.02,9.01 05/03/06 CAVALIER HOMES INC DE 2.02 04/01/06 CB RICHARD ELLIS GROUP INC DE 2.02,9.01 05/02/06 CBRL GROUP INC TN 1.01,1.02,2.03,7.01,9.01 03/27/06 CELGENE CORP /DE/ DE 5.03,9.01 05/01/06 CELSION CORP MD 8.01,9.01 04/28/06 Centerplate, Inc. DE 2.02,9.01 05/03/06 CENTRAL EUROPEAN DISTRIBUTION CORP DE 2.02,5.03,7.01,9.01 05/01/06 CENTRAL GARDEN & PET CO DE 2.02,9.01 05/03/06 CENVEO, INC CO 2.02 05/03/06 CEPHALON INC DE 8.01,9.01 05/01/06 CepTor CORP 8.01,9.01 05/03/06 CERIDIAN CORP /DE/ DE 1.01 04/27/06 CHAMPPS ENTERTAINMENT INC DE 2.05,9.01 05/01/06 CHEMBIO DIAGNOSTICS, INC. NV 7.01,9.01 05/02/06 CHEMOKINE THERAPEUTICS CORP DE 8.01 05/02/06 CHESAPEAKE UTILITIES CORP DE 1.01,5.02 05/02/06 CHICAGO RIVET & MACHINE CO IL 2.02,9.01 05/03/06 CIGNA CORP DE 2.02 05/03/06 CINCINNATI FINANCIAL CORP OH 2.02,9.01 05/03/06 CINTEL CORP NV 1.01,9.01 05/03/06 CITIZENS COMMUNICATIONS CO DE 2.02,9.01 03/31/06 CLAIRES STORES INC DE 1.01 04/27/06 CLEVELAND CLIFFS INC OH 8.01 05/01/06 CLOROX CO /DE/ DE 2.02,5.02,9.01 05/01/06 CMS ENERGY CORP MI 2.02 05/03/06 Coastal Bancshares Acquisition Corp. TX 8.01,9.01 05/03/06 COCONNECT INC NV 8.01,9.01 05/03/06 COGNIZANT TECHNOLOGY SOLUTIONS CORP 2.02,9.01 05/03/06 COLLAGENEX PHARMACEUTICALS INC DE 2.02,9.01 05/03/06 COLLEGIATE PACIFIC INC DE 7.01,9.01 05/03/06 COMARCO INC CA 2.02,9.01 05/02/06 COMMUNITY CENTRAL BANK CORP MI 2.02,9.01 05/02/06 Community Partners Bancorp NJ 2.02,9.01 05/03/06 Complete Production Services, Inc. DE 2.02,9.01 05/02/06 COMPUTER SOFTWARE INNOVATIONS INC DE 1.01,2.01,2.03,3.03,9.01 05/01/06 CONNETICS CORP DE 2.02,4.02,9.01 03/03/06 CONSOLIDATED GRAPHICS INC /TX/ TX 2.02,9.01 05/03/06 CONSOLIDATED GRAPHICS INC /TX/ TX 2.02,9.01 05/03/06 CONTANGO OIL & GAS CO DE 1.01,2.03 04/27/06 CONTINENTAL MATERIALS CORP DE 3.01,5.04,9.01 03/31/06 COOPER TIRE & RUBBER CO DE 2.02,9.01 05/03/06 CORNING INC /NY NY 5.02 04/27/06 CORRECTIONS CORP OF AMERICA MD 2.02,9.01 05/03/06 COSTAR GROUP INC DE 1.01 04/27/06 COTHERIX INC 2.02,9.01 05/03/06 COURIER CORP MA 1.01,2.01,9.01 04/27/06 COUSINS PROPERTIES INC GA 2.02,9.01 05/03/06 COX RADIO INC DE 2.02,9.01 05/03/06 CPI INTERNATIONAL, INC. DE 5.02 04/27/06 CRESCENT REAL ESTATE EQUITIES CO TX 2.02,9.01 05/03/06 CROWN HOLDINGS INC PA 1.01 04/27/06 CRYOLIFE INC FL 2.02,9.01 05/03/06 CTI INDUSTRIES CORP DE 1.01,9.01 04/28/06 Cyberkinetics Neurotechnology Systems DE 9.01 02/14/06 AMEND DAVITA INC DE 2.02,9.01 05/03/06 DAYBREAK OIL & GAS INC WA 5.02 04/27/06 DEAN FOODS CO/ DE 2.02,9.01 05/03/06 DECODE GENETICS INC DE 2.02,9.01 05/01/06 DELPHAX TECHNOLOGIES INC MN 2.02,9.01 05/03/06 DENDRITE INTERNATIONAL INC NJ 2.02,9.01 05/03/06 DEVON ENERGY CORP/DE DE 8.01 05/03/06 DEVON ENERGY CORP/DE DE 2.02,9.01 05/03/06 Dex Media, Inc./new DE 2.02,9.01 05/03/06 DIAMOND HILL INVESTMENT GROUP INC OH 8.01,9.01 05/03/06 DIAMONDCLUSTER INTERNATIONAL INC DE 2.02,7.01,9.01 05/03/06 DiamondRock Hospitality Co 2.01,2.02,9.01 05/02/06 DIGIRAD CORP DE 1.01,2.02,8.01,9.01 05/03/06 DIGITAL ANGEL CORP DE 2.02,9.01 05/03/06 DIGITAL GENERATION SYSTEMS INC DE 2.02 05/02/06 DIRECT GENERAL CORP 2.02,9.01 05/02/06 DOBI MEDICAL INTERNATIONAL INC NV 5.02,9.01 04/28/06 DOMINION RESOURCES INC /VA/ VA 2.02,9.01 05/03/06 DORCHESTER MINERALS LP DE 7.01,9.01 05/03/06 DOW CHEMICAL CO /DE/ DE 5.02 05/01/06 DreamWorks Animation SKG, Inc. 2.02,9.01 05/02/06 DRESS BARN INC CT 2.02,9.01 05/03/06 DREW INDUSTRIES INC DE 2.02,7.01,9.01 05/01/06 DTE ENERGY CO MI 1.01,1.02,9.01 04/27/06 DUKE REALTY CORP IN 1.01,2.02,9.01 04/26/06 DUKE REALTY LIMITED PARTNERSHIP/ IN 2.02,9.01 04/26/06 DUN & BRADSTREET CORP/NW DE 2.02,9.01 05/03/06 DYADIC INTERNATIONAL INC DE 1.01,8.01,9.01 05/02/06 DYNAMIC HEALTH PRODUCTS INC FL 1.01,3.02,9.01 04/28/06 DYNAMICS RESEARCH CORP MA 2.02,9.01 05/02/06 DYNEX CAPITAL INC VA 5.02 03/15/06 EDAC TECHNOLOGIES CORP WI 2.02,9.01 05/02/06 EDEN ENERGY CORP NV 1.01,5.02,9.01 05/02/06 EDGE PETROLEUM CORP DE 2.02,9.01 05/02/06 EFUNDS CORP DE 1.01,2.02,8.01,9.01 05/03/06 EL PASO CORP/DE DE 2.01,9.01 05/03/06 ELECTRONIC ARTS INC DE 2.02,9.01 05/03/06 EMC INSURANCE GROUP INC IA 7.01 05/03/06 EMERGENT GROUP INC/NY NV 7.01,9.01 05/03/06 EMISPHERE TECHNOLOGIES INC DE 8.01,9.01 05/01/06 EMPIRE DISTRICT ELECTRIC CO KS 8.01,9.01 05/03/06 ENBRIDGE ENERGY MANAGEMENT L L C DE 5.02,9.01 05/01/06 ENBRIDGE ENERGY PARTNERS LP DE 5.02,9.01 05/01/06 ENCORE ACQUISITION CO DE 2.02,9.01 05/02/06 ENERGY & ENGINE TECHNOLOGY CORP NV 8.01 04/28/06 Energy Transfer Partners, L.P. DE 1.01,5.03,9.01 05/01/06 EQUITY ONE, INC. 2.02,7.01,9.01 05/02/06 EQUITY RESIDENTIAL MD 2.02,9.01 05/02/06 ERIE INDEMNITY CO PA 2.02,9.01 05/03/06 EVOLVE ONE INC DE 1.01,5.01,9.01 04/28/06 EXCO RESOURCES INC TX 9.01 02/08/06 AMEND FARMERS & MERCHANTS BANCORP DE 8.01,9.01 05/02/06 FEATHERLITE INC MN 2.02,9.01 05/03/06 FEDERAL REALTY INVESTMENT TRUST MD 2.02,9.01 05/03/06 FEDERATED DEPARTMENT STORES INC /DE/ DE 1.01,2.01,9.01 05/01/06 FEI CO OR 8.01 05/03/06 FEI CO OR 2.02,9.01 05/03/06 FIDELITY SOUTHERN CORP GA 1.01,5.02,9.01 04/27/06 FIRST ALBANY COMPANIES INC NY 1.01 04/28/06 FIRST CENTURY BANKSHARES INC WV 2.02,9.01 05/03/06 FIRST HORIZON PHARMACEUTICAL CORP DE 1.01,8.01,9.01 05/03/06 FIRST INTERSTATE BANCSYSTEM INC MT 2.02,7.01,9.01 05/03/06 FISHER COMMUNICATIONS INC WA 1.01,9.01 05/01/06 FLORIDA GAMING CORP DE 3.02,9.01 04/28/06 FLOWSERVE CORP NY 1.01 04/27/06 FLYI INC DE 7.01 04/25/06 FRANKLIN BANK CORP 7.01,9.01 05/03/06 FRANKLIN ELECTRONIC PUBLISHERS INC PA 4.02 05/01/06 FREEPORT MCMORAN COPPER & GOLD INC DE 8.01,9.01 05/02/06 Fremont Home Loan Trust 2006-1 DE 2.01,9.01 05/03/06 Friendlyway CORP NV 2.01,3.02,5.02,9.01 04/27/06 GALLERY OF HISTORY INC NV 5.02 05/02/06 GAMCO INVESTORS, INC. ET AL NY 2.02,9.01 05/01/06 GARDNER DENVER INC DE 5.03,8.01,9.01 05/02/06 GARMIN LTD 2.02,9.01 05/03/06 GE-WMC Asset-Backed Pass Through Cert 9.01 04/25/06 GE-WMC Asset-Backed Pass-Through Cert 9.01 04/25/06 GENCO SHIPPING & TRADING LTD 2.02,9.01 05/03/06 GENERAL DYNAMICS CORP DE 1.01,5.02 05/03/06 GENERAL MARITIME CORP/ 2.02,9.01 05/02/06 GENERAL MARITIME CORP/ 7.01 05/03/06 GENERAL MOTORS ACCEPTANCE CORP DE 7.01,9.01 05/03/06 GENERAL MOTORS CORP DE 7.01 05/03/06 GENITOPE CORP DE 1.01,9.01 04/27/06 Georgetown Bancorp, Inc. X1 2.02,9.01 04/28/06 GETTY REALTY CORP /MD/ MD 2.02,9.01 05/02/06 GLADSTONE CAPITAL CORP MD 2.02,9.01 05/03/06 GLATFELTER P H CO PA 1.01,2.03,9.01 04/28/06 GLOBAL AXCESS CORP NV 2.02,9.01 05/02/06 GlobalOptions Group, Inc. NV 8.01 04/28/06 GLOBECOMM SYSTEMS INC 2.02,9.01 05/03/06 GOVERNMENT PROPERTIES TRUST INC 2.02 05/03/06 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 04/28/06 GREATER BAY BANCORP CA 5.02,9.01 05/02/06 GREEN MOUNTAIN COFFEE ROASTERS INC DE 1.01,7.01 05/02/06 GREEN MOUNTAIN POWER CORP VT 2.02,9.01 05/03/06 GREENE COUNTY BANCORP INC DE 2.02,9.01 05/01/06 GRIFFON CORP DE 2.02,9.01 05/03/06 GUESS INC DE 2.02,7.01,9.01 05/03/06 GULFPORT ENERGY CORP DE 1.01,7.01,9.01 04/27/06 GUNDLE SLT ENVIRONMENTAL INC DE 2.02,9.01 05/02/06 HAEMONETICS CORP MA 2.02,9.01 05/03/06 HAIN CELESTIAL GROUP INC DE 2.02,9.01 05/03/06 HAVERTY FURNITURE COMPANIES INC MD 2.02,9.01 05/03/06 HAWAIIAN ELECTRIC INDUSTRIES INC HI 8.01 05/03/06 HECLA MINING CO/DE/ DE 2.02,9.01 05/03/06 HEINZ H J CO PA 1.01,8.01,9.01 04/28/06 HELIX ENERGY SOLUTIONS GROUP INC MN 2.02,9.01 05/02/06 HELIX ENERGY SOLUTIONS GROUP INC MN 7.01,9.01 05/01/06 HERBALIFE LTD. E9 2.02,9.01 05/03/06 Hiland Partners, LP 1.01,2.01,2.03,3.02,9.01 05/01/06 HILFIGER TOMMY CORP 1.01,3.03,9.01 05/03/06 HM PUBLISHING CORP DE 2.02,9.01 05/03/06 HNI CORP IA 1.01,5.02,7.01 05/02/06 HOOPER HOLMES INC NY 5.02,9.01 05/02/06 HORACE MANN EDUCATORS CORP /DE/ DE 2.02,9.01 05/03/06 HOSPITALITY PROPERTIES TRUST MD 2.02,9.01 05/03/06 HydroGen CORP NV 2.02,3.02,9.01 05/02/06 IA GLOBAL INC DE 8.01,9.01 05/03/06 IBASIS INC DE 8.01,9.01 05/02/06 IBIS TECHNOLOGY CORP MA 2.02,9.01 05/03/06 IGI INC DE 5.02 04/27/06 IMMTECH PHARMACEUTICALS, INC. DE 5.02,9.01 05/01/06 IMMUNICON CORP 2.02,9.01 05/03/06 IMPAC MORTGAGE HOLDINGS INC MD 1.01,1.02,5.02 05/01/06 IMPERIAL OIL LTD 5.03,9.01 05/02/06 IMPERIAL OIL LTD 2.02,9.01 05/02/06 INFINITY CAPITAL GROUP, INC. NV 5.02 04/25/06 INFRASOURCE SERVICES INC DE 2.02,9.01 05/03/06 INNOSPEC INC. DE 8.01 05/03/06 INNOVA HOLDINGS NV 8.01,9.01 04/26/06 INSMED INC VA 8.01,9.01 05/02/06 Interactive Brand Development Inc. DE 2.04,9.01 05/01/06 INTERDIGITAL COMMUNICATIONS CORP PA 1.01,1.02 04/27/06 INTERNATIONAL BANCSHARES CORP TX 2.02 05/03/06 International Power Group, Ltd. DE 8.01 05/02/06 INTERSTATE HOTELS & RESORTS INC DE 2.02,9.01 05/03/06 INTERVIDEO INC CA 1.01 04/27/06 INTRALASE CORP 2.02,9.01 04/27/06 INVACARE CORP OH 1.01,2.03,7.01,9.01 04/27/06 INVERNESS MEDICAL INNOVATIONS INC DE 2.02,9.01 05/03/06 IT&E INTERNATIONAL GROUP 5.02,9.01 04/28/06 IVOICE, INC /DE DE 3.03,8.01,9.01 03/30/06 J2 GLOBAL COMMUNICATIONS INC DE 1.01,9.01 05/01/06 JABIL CIRCUIT INC DE 7.01 05/03/06 James River Group, INC DE 2.02,9.01 05/03/06 JDS UNIPHASE CORP /CA/ DE 2.02,9.01 05/03/06 JOHNSON OUTDOORS INC WI 2.02,9.01 05/03/06 KAANAPALI LAND LLC 7.01,9.01 05/02/06 KADANT INC DE 2.02,9.01 05/03/06 KANBAY INTERNATIONAL INC 1.01,2.03,9.01 04/27/06 KB HOME DE 8.01,9.01 05/01/06 KENEXA CORP 2.02,9.01 05/01/06 KEY TRONIC CORP WA 1.01 04/27/06 KFORCE INC FL 2.02,9.01 05/02/06 KKR Financial Corp 8.01,9.01 05/03/06 KONA GRILL INC DE 2.02,9.01 05/02/06 Koppers Holdings Inc. PA 2.03,9.01 04/28/06 KOPPERS INC PA 2.03,9.01 04/28/06 Kraton Polymers LLC DE 1.01 05/03/06 KRISPY KREME DOUGHNUTS INC NC 1.01,9.01 04/28/06 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 05/03/06 LANCE INC NC 1.01,8.01,9.01 04/27/06 LEHMAN ABS CORP ROYAL & SUN ALLIANCE DE 8.01 05/02/06 LEHMAN BROTHERS HOLDINGS INC DE 9.01 04/27/06 LENOX GROUP INC DE 1.01,2.02,9.01 04/27/06 LEVEL 3 COMMUNICATIONS INC DE 1.01,8.01,9.01 04/30/06 LIFELINE THERAPEUTICS, INC. CO 7.01,9.01 05/02/06 LIFETIME BRANDS, INC DE 2.01,9.01 04/27/06 LINCOLN ELECTRIC HOLDINGS INC OH 1.01,9.01 04/28/06 MACERICH CO MD 9.01 05/03/06 MACERICH CO MD 8.01,9.01 04/27/06 MACROVISION CORP DE 9.01 05/02/06 AMEND MAGUIRE PROPERTIES INC MD 2.02,7.01,9.01 05/02/06 MAIN STREET RESTAURANT GROUP, INC. DE 2.02,9.01 05/03/06 MANTECH INTERNATIONAL CORP DE 2.02,7.01,9.01 05/03/06 MARCO COMMUNITY BANCORP INC FL 5.02 04/29/06 MARINER ENERGY INC DE 1.01,9.01 04/27/06 MARKETAXESS HOLDINGS INC 2.02,9.01 05/03/06 MARRIOTT INTERNATIONAL INC /MD/ DE 1.01,9.01 05/01/06 MARSH & MCLENNAN COMPANIES, INC. DE 2.02,9.01 05/03/06 MARSH SUPERMARKETS INC IN 1.01,3.03,8.01,9.01 05/01/06 MATRIXONE INC DE 2.02,9.01 05/03/06 MAX RE CAPITAL LTD 8.01,9.01 05/01/06 MAXWELL TECHNOLOGIES INC DE 2.02,9.01 05/03/06 MCCORMICK & CO INC MD 2.02,8.01,9.01 05/02/06 McCormick & Schmicks Seafood Restaura 2.02,9.01 05/03/06 MCDERMOTT INTERNATIONAL INC R1 2.02,9.01 05/03/06 MCG CAPITAL CORP DE 2.02,9.01 05/03/06 MEDICAL NUTRITION USA INC NJ 4.01,9.01 05/02/06 AMEND METROLOGIC INSTRUMENTS INC NJ 1.01,1.02,9.01 04/20/06 AMEND METTLER TOLEDO INTERNATIONAL INC/ DE 2.02,9.01 05/03/06 MFA MORTGAGE INVESTMENTS MD 2.02,7.01,9.01 05/03/06 MIDLAND CO OH 8.01 05/02/06 MIDWAY GAMES INC DE 2.02,9.01 05/03/06 MIDWEST BANC HOLDINGS INC DE 1.01,2.02,5.03,7.01,9.01 04/28/06 MIDWESTONE FINANCIAL GROUP INC IA 7.01,9.01 05/02/06 MILLENNIUM CELL INC DE 2.02,8.01 05/03/06 MILLS CORP DE 1.01 05/01/06 MINN DAK FARMERS COOPERATIVE ND 8.01 05/03/06 MODINE MANUFACTURING CO WI 2.02,9.01 03/31/06 Molecular Pharmacology (USA) LTD NV 8.01,9.01 03/05/06 MONARCH STAFFING, INC. NV 5.02 04/27/06 MOONEY AEROSPACE GROUP LTD DE 5.02 05/01/06 MORGAN STANLEY CAPITAL I INC HOME EQ NY 8.01,9.01 02/27/06 MOTIENT CORP DE 7.01,9.01 05/03/06 MWI Veterinary Supply, Inc. DE 2.02,9.01 05/03/06 MYOGEN INC DE 7.01,9.01 05/03/06 NACCO INDUSTRIES INC DE 2.02,9.01 05/03/06 NACCO INDUSTRIES INC DE 2.02,7.01,9.01 05/03/06 Nalco Finance Holdings LLC 2.02,9.01 03/31/06 Nalco Holding CO 2.02,9.01 03/31/06 Nalco Holdings LLC DE 2.02,9.01 03/31/06 NASDAQ STOCK MARKET INC DE 1.01,2.04,9.01 04/27/06 NASTECH PHARMACEUTICAL CO INC DE 2.02,9.01 05/03/06 NATCO GROUP INC DE 2.02,7.01,9.01 05/02/06 NATIONAL FINANCIAL PARTNERS CORP 2.02 05/02/06 NATIONAL FUEL GAS CO NJ 1.01 04/27/06 NATIONAL MERCANTILE BANCORP CA 2.02,9.01 05/03/06 NATIONAL RESEARCH CORP WI 2.02,9.01 05/02/06 NATIONAL RETAIL PROPERTIES, INC. MD 2.02,9.01 05/03/06 NATROL INC DE 3.01,5.02 04/27/06 NATURAL RESOURCE PARTNERS LP DE 2.02,9.01 05/03/06 NATUS MEDICAL INC DE 2.02,9.01 05/02/06 Naugatuck Valley Financial Corp X1 8.01,9.01 05/02/06 NAUTILUS, INC. WA 2.02,9.01 05/03/06 NAVISITE INC DE 1.02 04/11/06 AMEND NEOMEDIA TECHNOLOGIES INC DE 2.01,9.01 02/17/06 AMEND NESTOR PARTNERS NJ 3.02 05/01/06 NETRATINGS INC DE 2.02,9.01 05/03/06 NETSCOUT SYSTEMS INC DE 2.02,9.01 05/03/06 New Century Energy Corp. CO 1.01,2.01,3.02,9.01 04/26/06 NEW JERSEY RESOURCES CORP NJ 2.02,9.01 05/03/06 NEW MEDIUM ENTERPRISES INC NV 3.02 03/02/06 NEWCASTLE INVESTMENT CORP MD 2.02,9.01 05/03/06 NEXSTAR BROADCASTING GROUP INC DE 2.02,9.01 05/03/06 NEXTEST SYSTEMS CORP 2.02,9.01 05/03/06 NGP Capital Resources CO MD 7.01,9.01 05/03/06 NISOURCE INC/DE DE 2.02,9.01 05/03/06 Nomura Home Equity Loan, Inc., Home E DE 9.01 04/28/06 NORTH VALLEY BANCORP CA 8.01,9.01 05/02/06 NORTHERN BORDER PARTNERS LP DE 2.02,7.01,9.01 05/01/06 NORTHERN BORDER PIPELINE CO TX 2.02,7.01,9.01 04/30/06 Novelis Inc. A6 8.01,9.01 04/27/06 NPS PHARMACEUTICALS INC DE 8.01,9.01 05/02/06 NRG ENERGY, INC. DE 1.01,9.01 04/28/06 NU SKIN ENTERPRISES INC DE 2.02,9.01 05/03/06 NUCO2 INC /FL FL 2.02,7.01,9.01 05/03/06 NUVEEN INVESTMENTS INC DE 5.02,9.01 04/27/06 NVE CORP /NEW/ MN 2.02 05/03/06 NYFIX INC DE 8.01,9.01 05/03/06 Odimo INC DE 3.01 05/02/06 OGE ENERGY CORP OK 2.02,9.01 03/31/06 OIL DRI CORPORATION OF AMERICA DE 8.01,9.01 05/02/06 OKLAHOMA GAS & ELECTRIC CO OK 2.02,9.01 03/31/06 OMNI ENERGY SERVICES CORP LA 2.01,9.01 02/21/06 AMEND ON ASSIGNMENT INC DE 2.02,9.01 05/03/06 ONEIDA LTD NY 8.01,9.01 04/27/06 ONEOK INC /NEW/ OK 2.02,9.01 05/02/06 ONEOK INC /NEW/ OK 8.01,9.01 05/03/06 ORASURE TECHNOLOGIES INC DE 7.01,9.01 05/02/06 ORBITAL SCIENCES CORP /DE/ DE 1.01,9.01 04/27/06 ORRSTOWN FINANCIAL SERVICES INC PA 1.01,5.02 05/02/06 OSI PHARMACEUTICALS INC DE 1.01,8.01,9.01 05/01/06 OSI RESTAURANT PARTNERS, INC. DE 7.01 04/28/06 OVERSEAS SHIPHOLDING GROUP INC DE 2.02,9.01 04/12/06 OWENS & MINOR INC/VA/ VA 1.01,9.01 04/27/06 PAC-WEST TELECOMM INC 2.02,9.01 05/03/06 PACER INTERNATIONAL INC TN 2.02,8.01,9.01 05/02/06 PACIFIC GAS & ELECTRIC CO CA 2.02,7.01,9.01 05/03/06 PANERA BREAD CO DE 7.01,9.01 05/03/06 PARKER DRILLING CO /DE/ DE 2.02,9.01 05/03/06 PATTERSON UTI ENERGY INC DE 2.02,5.02,9.01 05/03/06 PEGASYSTEMS INC MA 2.02,5.02 05/03/06 PEOPLES ENERGY CORP IL 2.02,7.01,9.01 05/03/06 PeopleSupport, Inc. DE 2.02,9.01 05/03/06 PEPSICO INC NC 7.01,9.01 05/03/06 PERFISANS HOLDINGS INC MD 8.01,9.01 05/03/06 PERINI CORP MA 2.02 03/31/06 PG&E CORP CA 2.02,7.01,9.01 05/03/06 PHAR MOR INC PA 7.01 04/24/06 PHILLIPS VAN HEUSEN CORP /DE/ DE 1.01 04/27/06 PHOTOWORKS INC /WA WA 5.03 05/02/06 PHOTOWORKS INC /WA WA 2.02,9.01 05/03/06 PIEDMONT NATURAL GAS CO INC NC 1.01,5.02,9.01 05/01/06 PINNACLE ENTERTAINMENT INC DE 1.01,9.01 04/27/06 PINNACLE WEST CAPITAL CORP AZ 8.01 05/02/06 PLAINS ALL AMERICAN PIPELINE LP DE 2.02,7.01,9.01 05/03/06 PLANETOUT INC DE 2.02,9.01 05/03/06 PLC SYSTEMS INC 2.02,9.01 05/03/06 PNM RESOURCES INC NM 2.02,9.01 03/31/06 POPULAR INC 5.04,9.01 05/02/06 POWERWAVE TECHNOLOGIES INC DE 2.02,9.01 05/02/06 PRIMUS TELECOMMUNICATIONS GROUP INC DE 2.02,9.01 05/03/06 PRIVATEBANCORP INC DE 7.01 05/02/06 PROASSURANCE CORP DE 8.01 05/03/06 PROCENTURY CORP 2.02,9.01 05/03/06 PROCTER & GAMBLE CO OH 2.02 03/31/06 PRUDENTIAL FINANCIAL INC NJ 2.02,7.01,8.01,9.01 05/03/06 PSS WORLD MEDICAL INC FL 7.01 04/28/06 PSYCHEMEDICS CORP DE 2.02,9.01 05/02/06 PUBLIX SUPER MARKETS INC FL 2.02,9.01 05/01/06 PW EAGLE INC MN 1.01,2.03,9.01 04/27/06 QCR HOLDINGS INC DE 8.01,9.01 05/03/06 QLOGIC CORP DE 2.02,9.01 05/03/06 QUANTA SERVICES INC DE 8.01,9.01 05/03/06 QUICKSILVER RESOURCES INC DE 2.02,9.01 05/02/06 QUOTESMITH COM INC DE 2.02,7.01,9.01 05/03/06 QWEST COMMUNICATIONS INTERNATIONAL IN DE 2.02 05/03/06 R H DONNELLEY CORP DE 2.02,9.01 05/03/06 RADIATION THERAPY SERVICES INC FL 2.02,9.01 05/03/06 Rand Logistics, Inc. DE 5.03 03/03/06 AMEND RASC Series 2006-EMX3 Trust DE 8.01,9.01 05/02/06 RCM TECHNOLOGIES INC NV 2.02 04/01/06 REALTY INCOME CORP MD 2.02,9.01 05/03/06 RELIV INTERNATIONAL INC DE 2.02,9.01 05/03/06 REMINGTON OIL & GAS CORP DE 2.02,9.01 05/02/06 RENAISSANCERE HOLDINGS LTD 2.02,9.01 05/02/06 RENT WAY INC PA 2.02,9.01 03/31/06 RESOURCE AMERICA INC DE 2.02,9.01 03/31/06 Revelstoke Industries, Inc. NV 5.02,8.01 05/01/06 RONSON CORP NJ 2.02,9.01 05/01/06 RTI INTERNATIONAL METALS INC OH 2.02,9.01 05/03/06 RUBIOS RESTAURANTS INC DE 1.01,9.01 04/27/06 RUDOLPH TECHNOLOGIES INC DE 2.02,9.01 03/31/06 S&P MANAGED FUTURES INDEX FUND LP DE 8.01,9.01 04/26/06 SANDERSON FARMS INC MS 1.01,2.03,5.02,9.01 04/28/06 SANDISK CORP DE 2.03 04/28/06 SAUER DANFOSS INC DE 2.02,9.01 05/03/06 SAUL CENTERS INC MD 1.01 04/28/06 SAXON CAPITAL INC MD 7.01 05/03/06 AMEND SBT Bancorp, Inc. CT 2.02,9.01 05/02/06 SCICLONE PHARMACEUTICALS INC DE 2.02,9.01 05/03/06 SCOTIA PACIFIC CO LLC DE 8.01 05/03/06 SEA CONTAINERS LTD /NY/ 8.01,9.01 05/03/06 SEACOAST BANKING CORP OF FLORIDA FL 4.01 04/27/06 SEAGATE TECHNOLOGY E9 5.05,9.01 04/27/06 Securitized Asset Backed Receivables 8.01,9.01 05/03/06 SEITEL INC DE 2.02,9.01 05/03/06 Select Notes Trust LT 2004-1 DE 8.01,9.01 05/01/06 SEQUIAM CORP CA 1.01,9.01 04/27/06 SHENANDOAH TELECOMMUNICATIONS CO/VA/ VA 1.01,7.01,9.01 05/02/06 SINCLAIR BROADCAST GROUP INC MD 2.02,9.01 05/03/06 SIRENZA MICRODEVICES INC DE 2.02,7.01,9.01 05/03/06 SKYWEST INC UT 2.02,9.01 05/03/06 SNAP ON INC DE 1.01,1.02 04/27/06 SONIC INNOVATIONS INC DE 2.02,9.01 05/02/06 Soundview Home Loan Trust 2006-2 DE 2.01,9.01 03/15/06 SOUTH DAKOTA SOYBEAN PROCESSORS LLC 1.01 04/28/06 SOUTHERN STAR CENTRAL CORP DE 5.02,7.01,9.01 05/03/06 SOUTHWALL TECHNOLOGIES INC /DE/ DE 5.02 04/28/06 SOUTHWEST WATER CO DE 1.01,9.01 05/03/06 SOVRAN SELF STORAGE INC MD 2.02,9.01 05/03/06 SPEEDWAY MOTORSPORTS INC DE 2.02,9.01 05/03/06 SPHERION CORP DE 2.02,9.01 05/03/06 SPRINT NEXTEL CORP KS 1.01,5.02,8.01,9.01 04/28/06 SPSS INC DE 2.02,9.01 05/02/06 SPX CORP DE 2.02,9.01 05/03/06 STARBUCKS CORP WA 2.02,9.01 05/03/06 STARRETT L S CO MA 9.01 05/03/06 STERLING BANCORP NY 7.01,8.01,9.01 05/02/06 STRATEGIC HOTELS & RESORTS, INC 2.02,4.02 05/01/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 04/17/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 04/17/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 04/17/06 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 04/17/06 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 04/17/06 STURM RUGER & CO INC DE 2.02 05/03/06 SUN HEALTHCARE GROUP INC DE 2.02,9.01 05/02/06 SUN NEW MEDIA INC. MN 2.01,5.03,9.01 02/17/06 AMEND SUNRISE TELECOM INC 1.01 05/03/06 SUNTERRA CORP MD 1.01,1.02,2.05,2.06, 04/27/06 4.02,8.01,9.01 SVB FINANCIAL GROUP 5.02 04/27/06 SYSTEMS EVOLUTION INC ID 4.02 04/20/06 T-3 ENERGY SERVICES INC TX 1.01,2.03,8.01,9.01 04/27/06 TALBOTS INC DE 2.01,7.01,9.01 05/03/06 TB WOODS CORP DE 2.02,9.01 05/01/06 TBS INTERNATIONAL LTD 7.01,9.01 05/03/06 TC PIPELINES LP DE 2.02,8.01,9.01 04/30/06 TECH OPS SEVCON INC DE 2.02 04/01/06 TECHNOLOGY INVESTMENT CAPITAL CORP MD 2.02,9.01 05/03/06 TEKELEC CA 1.01,9.01 04/27/06 TEPPCO PARTNERS LP DE 2.02,9.01 05/02/06 TERABEAM, INC. DE 2.02,9.01 05/03/06 TEREX CORP DE 8.01,9.01 05/02/06 TETRA TECHNOLOGIES INC DE 2.02,9.01 05/03/06 TEXAS CAPITAL BANCSHARES INC/TX DE 1.01,9.01 04/28/06 TIDEWATER INC DE 2.02,8.01,9.01 05/03/06 TIMCO AVIATION SERVICES INC DE 5.02 04/27/06 TIME WARNER INC DE 2.02,9.01 05/03/06 TIME WARNER TELECOM INC DE 2.02,9.01 05/02/06 Titan Global Holdings, Inc. UT 4.02 05/01/06 TLC VISION CORP A6 8.01,9.01 05/03/06 TORRENT ENERGY CORP CO 5.02,9.01 05/02/06 TOTALMED INC DE 1.01 04/28/06 TRANSTECHNOLOGY CORP DE 1.01,9.01 05/01/06 TRUMP ENTERTAINMENT RESORTS, INC. DE 2.02,7.01,9.01 05/03/06 TRW AUTOMOTIVE HOLDINGS CORP DE 2.02,9.01 05/03/06 TUMBLEWEED COMMUNICATIONS CORP DE 1.01,9.01 04/28/06 TVI CORP MD 2.02,9.01 05/03/06 UAP HOLDING CORP DE 2.02,7.01,9.01 05/03/06 UCBH HOLDINGS INC DE 1.01,9.01 04/27/06 UIL HOLDINGS CORP CT 2.02,9.01 05/03/06 ULTRA CLEAN HOLDINGS INC 1.01,8.01 04/27/06 ULTRA PETROLEUM CORP 8.01,9.01 05/03/06 UMPQUA HOLDINGS CORP OR 8.01,9.01 05/02/06 UNITED AGRI PRODUCTS INC 7.01,9.01 05/03/06 UNITED COMPONENTS INC DE 2.02,9.01 05/03/06 UNITED ONLINE INC DE 2.02,8.01,9.01 05/03/06 UNITRIN INC DE 7.01,9.01 05/03/06 UNIVERSAL PROPERTY DEVELOPMENT & ACQU NV 2.01,5.02 05/01/06 UNUMPROVIDENT CORP DE 2.02,9.01 05/03/06 UTEK CORP 8.01,9.01 03/08/06 UTSTARCOM INC DE 1.01 04/27/06 VALCOM, INC DE 1.01,3.02,5.02,9.01 05/03/06 VALLEY NATIONAL GASES INC WV 2.02,9.01 05/03/06 VALUEVISION MEDIA INC MN 7.01,9.01 05/03/06 VERTRUE INC DE 1.01,9.01 04/28/06 Vestin Realty Mortgage II, Inc 8.01,9.01 05/02/06 VIASPACE Inc. NV 8.01,9.01 05/03/06 VIEWPOINT CORP DE 5.02 04/28/06 VIISAGE TECHNOLOGY INC DE 4.01,9.01 05/01/06 VIRAGE LOGIC CORP CA 2.02,9.01 05/03/06 VIRGINIA FINANCIAL GROUP INC VA 8.01,9.01 05/01/06 VISEON INC NV 1.01,3.02,5.02,7.01,9.01 05/02/06 VISION SCIENCES INC /DE/ DE 1.02,9.01 05/01/06 VNUS MEDICAL TECHNOLOGIES INC 2.02,3.01,9.01 05/03/06 VORNADO REALTY LP DE 3.02,5.03,9.01 05/02/06 VORNADO REALTY TRUST MD 5.03,9.01 05/02/06 Warner Music Group Corp. DE 8.01 05/03/06 WARWICK VALLEY TELEPHONE CO NY 8.01,9.01 05/03/06 WATSON PHARMACEUTICALS INC NV 8.01,9.01 05/03/06 WATTS WATER TECHNOLOGIES INC DE 2.02,9.01 05/02/06 WAVE WIRELESS CORP DE 3.02 04/27/06 WEINGARTEN REALTY INVESTORS /TX/ TX 2.02,9.01 05/02/06 Wentworth Energy, Inc. OK 4.01 05/03/06 WEST PHARMACEUTICAL SERVICES INC PA 9.01 05/02/06 WHOLE FOODS MARKET INC TX 2.02,9.01 05/03/06 Whos Your Daddy Inc NV 3.02 04/27/06 Williams Partners L.P. 2.02,7.01,9.01 05/02/06 AMEND WILLIAMS SCOTSMAN INTERNATIONAL INC DE 2.02 05/02/06 WINDROSE MEDICAL PROPERTIES TRUST MD 2.02,7.01,9.01 05/03/06 WINMAX TRADING GROUP INC FL 8.01 04/07/06 Winthrop Realty Trust OH 2.02,9.01 05/03/06 WOODHEAD INDUSTRIES INC DE 2.02,9.01 04/27/06 Wright Express CORP 2.02,9.01 05/03/06 XENOPORT INC DE 5.02 09/06/05 AMEND XENOPORT INC DE 5.02 11/28/05 AMEND ZIOPHARM ONCOLOGY INC 3.02,9.01 05/03/06 ZONES INC WA 1.01,8.01 04/27/06 Zumiez Inc 4.01,9.01 04/27/06 Zumiez Inc 7.01,9.01 05/03/06