SEC NEWS DIGEST Issue 2006-90 May 10, 2006 ENFORCEMENT PROCEEDINGS COMMISSION REVOKES REGISTRATION OF SECURITIES OF SUPREMA SPECIALTIES, INC. FOR FAILURE TO MAKE REQUIRED PERIODIC FILINGS On May 10, the Commission instituted settled proceedings pursuant to Section 12(j) of the Securities Exchange Act of 1934 (Exchange Act) revoking the registration of each class of registered securities of Suprema Specialties, Inc. (ticker symbol CHEZ) for failure to make required periodic filings with the Commission. Without admitting or denying the findings of the order, except as to jurisdiction, which it admitted, Suprema consented to the entry of an order finding that it had failed to comply with Section 13(a) of the Exchange Act and Rules 13a-1 and 13a-13 thereunder and revoking the registration of each class of Suprema's securities pursuant to Section 12(j) of the Exchange Act. Brokers and dealers should be alert to the fact that Exchange Act Section 12(j) provides, in pertinent part, as follows: No member of a national securities exchange, broker, or dealer shall make use of the mails or any means or instrumentality of interstate commerce to effect any transaction in, or induce the purchase or sale of, any security the registration of which has been and is suspended or revoked . . . . (Rel. 34-53779; File No. 3-12292) MORGAN STANLEY SUED FOR REPEATED E-MAIL PRODUCTION FAILURES; MORGAN STANLEY AGREES TO PAY A $15 MILLION PENALTY AND UNDERTAKE REFORMS IN SETTLEMENT The Commission announced the filing of a civil injunctive action against Morgan Stanley & Co. Incorporated (Morgan Stanley) for failing to produce tens of thousands of e-mails during the Commission's IPO and Research Analyst investigations from Dec. 1, 2000 through at least July 2005. The Commission alleges in its complaint that Morgan Stanley did not diligently search for back-up tapes containing responsive e- mails until 2005. Morgan Stanley also failed to produce responsive e- mails because it over-wrote back-up tapes. The complaint further alleges that Morgan Stanley made numerous misstatements regarding the status and completeness of its productions; the unavailability of certain documents; and its efforts to preserve requested e-mail. The Commission charged Morgan Stanley with violating the provisions of the federal securities laws requiring Morgan Stanley, a regulated broker- dealer, to timely produce its records and documents to the Commission. Morgan Stanley has agreed to settle this matter. Without admitting or denying the allegations of the complaint, Morgan Stanley has consented to a final judgment that permanently enjoins Morgan Stanley from violating Section 17(b) of the Securities Exchange Act of 1934 (Exchange Act) and Exchange Act Rule 17a-4(j) and orders the firm to pay a $15 million civil penalty, $5 million of which will be paid to NASD and the New York Stock Exchange, Inc. in separate related proceedings. Morgan Stanley also has agreed to adopt and implement policies, procedures and training focused on the preservation and production of e-mail communications. It will also hire an independent consultant to review these reforms. The settlement terms are subject to court approval. [SEC v. Morgan Stanley & Co. Incorporated, Civil Action No. 06 CV 0882 (RCL) D.D.C.] (LR-19693; Press Rel. 2006-69) FORMER CHAIRMAN AND CEO OF GEMSTAR-TV GUIDE INTERNATIONAL, INC. ORDERED TO PAY OVER $22 MILLION FOR ROLE IN ACCOUNTING FRAUD The Commission today announced that Henry C. Yuen, the former chairman and chief executive officer of Gemstar-TV Guide International, Inc., has been ordered to pay over $22 million for his role in a scheme to defraud investors by inflating Gemstar's licensing and advertising revenues. In addition, Yuen will be permanently barred from serving as an officer or director of a public company. After a three week trial in December 2005, in the Central District of California, United States District Judge Mariana R. Pfaelzer found in favor of the Commission and against Yuen on all of the SEC's charges. The court found that Yuen had committed securities fraud by making misrepresentations and omissions of material fact about certain Gemstar revenues, that Yuen aided and abetted Gemstar's primary violations of the periodic reporting and record keeping control requirements, and that Yuen lied to Gemstar's auditors. On May 8, 2006, the court ordered Yuen to pay a total of $22,327,231 in disgorgement, penalties, and interest, and entered a permanent injunction against future securities law violations and a permanent bar from serving as an officer or director of a public company. The court found that Yuen received $10,577,692 in ill-gotten gains from his fraudulent conduct, consisting of (1) $3,022,452 in gross bonus compensation received by Yuen during the period of the fraud, and (2) $7,555,240 in excess trading profit he received by selling Gemstar stock during the period of the fraud. The court ordered Yuen to pay a civil money penalty equal to the amount of disgorgement. Gemstar is a Los Angeles-based media and technology company that publishes TV Guide magazine and an interactive program guide (IPG) for televisions that enables consumers to navigate through and select television programs. During the relevant period, Gemstar generated revenues from the IPG by licensing the technology to third parties and selling advertising on the IPG. In statements to securities analysts and the investing public, Gemstar repeatedly touted the IPG technology and IPG advertising revenues as the company's future and as the "value driver" of the company's stock, and downplayed expected declines in revenue from TV Guide magazine. When Gemstar announced for the first time that certain of its IPG licensing and advertising revenue may have been improperly recorded, its stock price declined by approximately 37%, causing a market loss in excess of $3 billion. The SEC's complaint, filed in June 2003, alleges that from June 1999 through September 2002, Gemstar overstated its total revenues by at least $248 million to meet its ambitious projections for revenue growth from IPG licensing and advertising. The complaint further alleges that Yuen directed and approved Gemstar's fraudulent recording of IPG licensing and advertising revenue and approved fraudulent disclosure documents. The complaint alleges that Yuen knew, but did not disclose, that Gemstar was improperly recognizing and reporting licensing and advertising revenue from seven companies and that he participated in fraudulently diverting revenue from one business sector to another to meet sector revenue projections. Additionally, the complaint alleges that Yuen signed false management representation letters to Gemstar's auditors regarding the structure of certain transactions. The complaint charges Yuen with securities fraud, falsifying Gemstar's books and records, aiding and abetting Gemstar's reporting and record- keeping violations, and making false statements to auditors, in violation of Section 17(a) of the Securities Act of 1933 and Sections 10(b), 13(a), 13(b)(2)(A), 13(b)(2)(B) and 13(b)(5) of the Securities Exchange Act of 1934 and Rules 10b-5, 12b-20, 13a-1, 13a-11, 13a-13, 13b2-1, and 13b2-2 thereunder. [SEC v. Henry C. Yuen, Civil Action No. CV 03-4376 MRP (PLAx) C.D. Cal.] (LR-19694; Press Rel. 2006-67) SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGES The Boston Stock Exchange filed a proposed rule change (SR-BSE-2006-10) to establish fees per contract traded for improvement orders submitted into a Price Improvement Period by a Public Customer that are not submitted as Customer PIP Orders. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53774) The Philadelphia Stock Exchange filed a proposed rule change (SR-Phlx-2005-73) and Amendments No. 1 and 2 thereto relating to the exchange's obvious error rule. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53776) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change filed by the New York Stock Exchange (SR-NYSE- 2006-27) relating to the extension of the pilot program amending Listed Company Manual Section 102.01A has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of May 8. (Rel. 34-53777) 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-3ASR KIMCO REALTY CORP, 3333 NEW HYDE PARK RD, PO BOX 5020, NEW HYDE PARK, NY, 11042, 5168699000 - 0 ($0.00) Other, (File 333-133908 - May. 9) (BR. 08B) S-3ASR LKQ CORP, 120 NORTH LASALLE STREET, SUITE 3300, CHICAGO, IL, 60602, 0 ($0.00) Other, (File 333-133910 - May. 9) (BR. 05B) S-4 LKQ CORP, 120 NORTH LASALLE STREET, SUITE 3300, CHICAGO, IL, 60602, 0 ($104,850,000.00) Equity, (File 333-133911 - May. 9) (BR. 05B) S-1 CHIPOTLE MEXICAN GRILL INC, 1543 WAZEE STREET, SUITE 200, DENVER, CO, 80202, 3035954000 - 4,824,630 ($260,433,527.40) Equity, (File 333-133912 - May. 9) (BR. 05B) S-3ASR AARON RENTS INC, 309 E. PACES FERRY ROAD, N.E., (NONE), ATLANTA, GA, 30305-2377, 404-231-0011 - 0 ($0.00) Equity, (File 333-133913 - May. 9) (BR. 06C) S-3ASR GARTNER INC, 56 TOP GALLANT RD, P O BOX 10212, STAMFORD, CT, 06904-2212, 2039640096 - 0 ($170,266,125.00) Equity, (File 333-133914 - May. 9) (BR. 08B) S-8 ITT EDUCATIONAL SERVICES INC, 13000 NORTH MERIDIAN, CARMEL, IN, 46032-1404, 317 706 9200 - 4,000,000 ($1.00) Equity, (File 333-133915 - May. 9) (BR. 11C) SB-2 HIGH END VENTURES, INC., SUITE 400 ? 7015 MACLEOD TRAIL SOUTH, CALGARY, A0, T2H 2K6, 403-640-1464 - 2,070,000 ($103,500.00) Equity, (File 333-133916 - May. 9) (BR. 09) N-2 UBS M2 FUND LLC, 1285 AVE OF THE AMERICAS, NEW YORK, NY, 10019, 2125255000 - 60,000,000 ($600,000,000.00) Equity, (File 333-133917 - May. 9) (BR. 17) S-8 CLAIRES STORES INC, 3 S W 129TH AVE, PEMBROKE PINES, FL, 33027, 9544333900 - 0 ($61,640,000.00) Equity, (File 333-133923 - May. 9) (BR. 02C) SB-2 TREY RESOURCES INC, 750 RT 34, MATANAN, NJ, 07747, 730 441 7700 - 1,478,404,375 ($2,703,819.00) Equity, (File 333-133924 - May. 9) (BR. 08C) S-3ASR MGM MIRAGE, 3600 LAS VEGAS BLVD S, LAS VEGAS, NV, 89109, 7028913333 - 0 ($0.00) Other, (File 333-133925 - May. 9) (BR. 05B) S-8 CRYOCOR INC, 9717 PACIFIC HEIGHTS BOULEVARD, SAN DIEGO, CA, 92121, (858) 909-2200 - 468,522 ($1,105,712.00) Equity, (File 333-133926 - May. 9) (BR. 10A) S-8 ADTRAN INC, 901 EXPLORER BLVD, HUNTSVILLE, AL, 35806, 2569638000 - 0 ($329,550,000.00) Equity, (File 333-133927 - May. 9) (BR. 11A) S-8 SOTHEBYS HOLDINGS INC, 500 NORTH WOODWARD AVENUE, SUITE 100, BLOOMFIELD HILLS, MI, 48304, 2486462400 - 4,500,000 ($144,765,000.00) Equity, (File 333-133928 - May. 9) (BR. 08C) S-8 ENERGY PARTNERS LTD, 201 ST CHARLES AVENUE, NEW ORLEANS, LA, 70170, 5045691875 - 2,837,872 ($76,977,278.00) Equity, (File 333-133931 - May. 9) (BR. 04A) SB-2 ONE VOICE TECHNOLOGIES INC, 6333 GREENWICH DR #240, SAN DIEGO, CA, 92122, 6195524466 - 289,095,229 ($7,805,571.00) Equity, (File 333-133932 - May. 9) (BR. 03C) S-3 HOME PROPERTIES INC, 850 CLINTON SQ, ROCHESTER, NY, 14604, 5855464900 - 2,969,914 ($147,931,416.00) Equity, (File 333-133933 - May. 9) (BR. 08B) S-3ASR Celanese CORP, 1601 W. LBJ FREEWAY, DALLAS, TX, 75234, 972-443-4000 - 0 ($0.00) Equity, (File 333-133934 - May. 9) (BR. 06C) SB-2 WILDON PRODUCTIONS INC, 702-3071 GLEN DRIVE, COQUITLAM, A1, V3B 7R1, (604)725-5214 - 5,950,000 ($119,000.00) Equity, (File 333-133936 - May. 9) (BR. ) SB-2 TRANSAX INTERNATIONAL LTD, 5201 BLUE LAGOON DRIVE, 8TH FLOOR, MIAMI, FL, 33126, 305-629-3090 - 34,172,318 ($4,100,678.16) Equity, (File 333-133937 - May. 9) (BR. 03C) S-3ASR HERSHEY CO, 100 CRYSTAL A DRIVE, P O BOX 810-EXTERNAL RPTG & COMPLIANCE, HERSHEY, PA, 17033-0810, 7175346799 - 0 ($0.00) Non-Convertible Debt, (File 333-133938 - May. 9) (BR. 04B) S-8 Quest Minerals & Mining Corp, 3454 STATE HIGHWAY, 292 WEST, P.O. BOX 843, BELFRY, KY, 41514, 606-433-1926 - 23,000,000 ($2,645,000.00) Equity, (File 333-133939 - May. 9) (BR. 09B) S-1 AMC ENTERTAINMENT INC, 920 MAIN STREET, N/A, KANSAS CITY, MO, 64105, 8162214000 - 0 ($325,000,000.00) Other, (File 333-133940 - May. 9) (BR. 05A) S-8 LION-GRI INTERNATIONAL, INC, 801, MANCESTI STREET, MD-2029, CHISINAU, 1S, 000000, (386) 409-0200 - 190,000 ($28,500.00) Equity, (File 333-133941 - May. 9) (BR. 02A) S-8 OPTIGENEX INC., 750 LEXINGTON AVENUE, 6TH FLOOR, NEW YORK, NY, 10022, 212-905-0189 - 0 ($12,000.00) Equity, (File 333-133942 - May. 9) (BR. 01B) S-3ASR CAPITAL ONE FINANCIAL CORP, 1680 CAPITAL ONE DRIVE, SUITE 1400, MCLEAN, VA, 22102, 7037201000 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-133943 - May. 9) (BR. 07B) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off-Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant's Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics 6.01. ABS Informational and Computational Material. 6.02. Change of Servicer or Trustee. 6.03. Change in Credit Enhancement or Other External Support. 6.04. Failure to Make a Required Distribution. 6.05. Securities Act Updating Disclosure. 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ------------------------------------------------------------------------------------------------------- 3D SYSTEMS CORP DE 8.01,9.01 05/08/06 AAMES INVESTMENT CORP MD 1.01 05/05/06 ABERCROMBIE & FITCH CO /DE/ DE 2.02,7.01,9.01 05/04/06 AMEND ABRAXAS PETROLEUM CORP NV 7.01,9.01 05/09/06 ABX AIR INC 2.02,9.01 05/09/06 ABX AIR INC 8.01,9.01 05/09/06 ACTIVIDENTITY CORP DE 1.01,9.01 05/09/06 ACTIVISION INC /NY DE 7.01,9.01 05/09/06 ADA-ES INC CO 2.02,9.01 05/09/06 ADEPT TECHNOLOGY INC CA 1.01,9.01 05/05/06 ADVANCED INTEGRATED MANAGEMENT SERVIC UT 3.02,5.02 05/09/06 ADVANCED MARKETING SERVICES INC DE 1.01,5.02,9.01 05/03/06 AETHER HOLDINGS INC DE 2.02,9.01 05/09/06 AETNA INC /PA/ PA 2.06 05/08/06 AHERN RENTALS INC 8.01,9.01 05/08/06 AIR METHODS CORP DE 2.02 05/09/06 ALBANY MOLECULAR RESEARCH INC DE 2.02,9.01 05/09/06 ALBERTSONS INC /DE/ DE 1.01 05/03/06 Aleris International, Inc. DE 7.01,9.01 05/09/06 ALLIANCEBERNSTEIN HOLDING L.P. DE 5.02,7.01,9.01 05/08/06 ALLIANCEBERNSTEIN L.P. DE 5.02,7.01,9.01 05/08/06 ALLION HEALTHCARE INC DE 2.02,9.01 05/09/06 Allis Chalmers Energy Inc. DE 1.01,3.02 05/03/06 ALLOS THERAPEUTICS INC DE 2.02,9.01 05/09/06 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 7.01,9.01 05/05/06 Allstate Life Global Funding Trust 20 8.01 05/08/06 ALMOST FAMILY INC DE 2.02,9.01 03/31/06 ALNYLAM PHARMACEUTICALS, INC. 2.02,9.01 05/09/06 ALTAIR NANOTECHNOLOGIES INC A6 2.02,9.01 05/09/06 ALTEON INC /DE DE 1.01,9.01 05/09/06 ALTERA CORP DE 8.01,9.01 05/08/06 Alternative Loan Trust 2006-17T1 8.01,9.01 04/27/06 AMERICA SERVICE GROUP INC /DE DE 3.01,5.02,9.01 05/06/06 AMERICAN BILTRITE INC DE 8.01 05/03/06 AMERICAN CAMPUS COMMUNITIES INC MD 9.01 03/01/06 AMEND AMERICAN LAND LEASE INC DE 1.01,9.01 05/03/06 AMERICAN MEDICAL SYSTEMS HOLDINGS INC DE 1.01,2.01,9.01 05/08/06 AMERICAN MORTGAGE ACCEPTANCE CO MA 2.02,9.01 03/31/06 AMERICAN SPECTRUM REALTY INC MD 5.02 05/05/06 AMERICAN TECHNOLOGY CORP /DE/ DE 2.02,9.01 05/09/06 AMERICANWEST BANCORPORATION WA 7.01,9.01 05/09/06 AMERISAFE INC TX 2.02,7.01,9.01 05/09/06 AMERIVEST PROPERTIES INC MD 2.02,9.01 05/08/06 AMIS HOLDINGS INC 8.01 05/05/06 ANADYS PHARMACEUTICALS INC 2.02,9.01 05/09/06 Answers CORP 7.01 05/08/06 ANTARES PHARMA INC MN 1.01,9.01 05/04/06 ANTHRACITE CAPITAL INC MD 8.01,9.01 05/08/06 APOLLO RESOURCES INTERNATIONAL INC UT 8.01 05/01/06 APPLIED DNA SCIENCES INC NV 8.01,9.01 05/09/06 APPLIED INDUSTRIAL TECHNOLOGIES INC OH 8.01,9.01 05/08/06 ARGAN INC DE 3.02,9.01 05/04/06 ARIAD PHARMACEUTICALS INC DE 2.02,8.01,9.01 05/08/06 ARRHYTHMIA RESEARCH TECHNOLOGY INC /D DE 2.02,9.01 03/31/06 ASHFORD HOSPITALITY TRUST INC MD 7.01,9.01 05/09/06 ASHFORD HOSPITALITY TRUST INC MD 9.01 02/24/06 AMEND ASHWORTH INC DE 1.01,5.02,9.01 05/05/06 ASPEN TECHNOLOGY INC /DE/ DE 2.02,9.01 05/09/06 ASPEN TECHNOLOGY INC /DE/ DE 5.02 05/08/06 AspenBio Pharma, Inc. CO 3.02,8.01,9.01 05/09/06 ASSET ACCEPTANCE CAPITAL CORP 2.02,9.01 05/09/06 Asset Backed Securities CORP Home Equ DE 8.01,9.01 05/09/06 AMEND ASSURED GUARANTY LTD 1.01,9.01 05/05/06 ASTORIA FINANCIAL CORP DE 2.02,9.01 05/09/06 AT&T INC. DE 8.01,9.01 05/08/06 ATLANTIC COAST FEDERAL CORP X1 2.02,9.01 05/09/06 ATLAS AMERICA INC DE 1.01,5.02 05/09/06 ATLAS PIPELINE PARTNERS LP DE 8.01,9.01 05/08/06 ATRION CORP DE 2.02,9.01 05/08/06 AUDIBLE INC 2.02,9.01 03/31/06 AUXILIUM PHARMACEUTICALS INC 2.02,9.01 05/09/06 AVANT IMMUNOTHERAPEUTICS INC DE 2.02,9.01 05/09/06 AVVAA WORLD HEALTH CARE PRODUCTS INC NV 4.01 05/01/06 BAKBONE SOFTWARE INC 2.02,3.01,9.01 05/04/06 BALLY TECHNOLOGIES, INC. NV 1.01,9.01 05/08/06 BANDAG INC IA 2.05 04/20/06 BANKUNITED FINANCIAL CORP FL 1.01,5.02,9.01 05/03/06 BASIC EARTH SCIENCE SYSTEMS INC DE 8.01,9.01 05/09/06 BEACON POWER CORP DE 2.02,9.01 05/09/06 BERLINER COMMUNICATIONS INC DE 8.01 05/09/06 BERRY PETROLEUM CO DE 2.02,9.01 05/09/06 BIOLASE TECHNOLOGY INC DE 2.02,5.02,9.01 05/09/06 BioScrip, Inc. DE 2.02,9.01 05/09/06 BLACKBOARD INC DE 9.01 02/28/06 AMEND BlackRock Kelso Capital CORP DE 7.01 05/09/06 BLOUNT INTERNATIONAL INC DE 2.02,9.01 05/09/06 BLUEGREEN CORP MA 1.01 03/30/06 BOOKHAM, INC. DE 2.05 05/04/06 BRAINTECH INC NV 1.01,9.01 05/09/06 Brilliant Technologies, CORP 1.01,2.03,3.02,9.01 05/02/06 Bronco Drilling Company, Inc. DE 2.02,7.01,9.01 05/09/06 BUILD A BEAR WORKSHOP INC DE 7.01 05/05/06 BULLDOG TECHNOLOGIES INC NV 5.02 05/04/06 BUTLER NATIONAL CORP DE 8.01,9.01 05/09/06 CACHE INC FL 2.02,9.01 04/01/06 CalAmp Corp. DE 1.01,2.02,9.01 05/09/06 CALIFORNIA PIZZA KITCHEN INC DE 2.02,9.01 05/09/06 CALLON PETROLEUM CO DE 2.02,7.01,9.01 05/08/06 CALPINE CORP DE 1.01,9.01 05/09/06 CANARGO ENERGY CORP DE 7.01 05/04/06 CAPITAL LEASE FUNDING INC 2.02,9.01 05/09/06 CAPITAL TRUST INC MD 7.01,9.01 05/08/06 CAPITALSOURCE INC DE 2.02 05/09/06 CAPSOURCE FINANCIAL INC CO 8.01 05/01/06 AMEND CAREER EDUCATION CORP DE 2.02,9.01 05/03/06 CAREY W P & CO LLC DE 2.02,9.01 05/09/06 CARRIAGE SERVICES INC DE 2.02,9.01 05/08/06 CB Financial CORP NC 2.02,9.01 05/09/06 CBEYOND COMMUNICATIONS INC 2.02,9.01 05/09/06 CDKNET COM INC DE 1.01,9.01 05/08/06 CEC ENTERTAINMENT INC KS 8.01 03/09/06 CELL GENESYS INC DE 2.02,9.01 05/08/06 Cellu Tissue Holdings, Inc. DE 2.02,9.01 05/08/06 CENTEX CORP NV 8.01,9.01 05/05/06 CENTURY REALTY TRUST IN 8.01,9.01 05/08/06 CepTor CORP 1.01,2.03,9.01 04/28/06 CERAGENIX PHARMACEUTICALS, INC. DE 7.01,9.01 05/08/06 CHECKFREE CORP \GA\ DE 1.01 05/04/06 Chelsea Therapeutics International, L DE 1.01,8.01,9.01 05/05/06 CHICAGO MERCANTILE EXCHANGE HOLDINGS DE 1.01 05/04/06 CHILDRENS PLACE RETAIL STORES INC 1.01,1.02,2.03 05/03/06 CHINA MEDIA NETWORKS INTERNATIONAL IN NV 1.01,3.02,9.01 05/03/06 CHL Mortgage Pass-Through Trust 2006- 8.01,9.01 04/27/06 CHURCH & DWIGHT CO INC /DE/ DE 2.02,9.01 05/09/06 CHURCHILL DOWNS INC KY 2.02,9.01 03/31/06 CISCO SYSTEMS INC CA 2.02 05/09/06 Citicorp Mortgage Securities Trust, S 8.01,9.01 05/09/06 CITIZENS FINANCIAL CORP/DE/ DE 2.02,9.01 05/08/06 AMEND CLARUS CORP DE 2.02,9.01 05/09/06 ClearStory Systems, Inc. DE 2.01,9.01 05/03/06 CLICK COMMERCE INC 1.01,2.02,5.02,9.01 05/08/06 COACHMEN INDUSTRIES INC IN 8.01,9.01 05/09/06 COHESANT TECHNOLOGIES INC DE 8.01,9.01 05/09/06 COLONY RIH HOLDINGS INC DE 5.02,9.01 05/09/06 COLUMBIA LABORATORIES INC DE 2.02,9.01 05/09/06 COMMONWEALTH TELEPHONE ENTERPRISES IN PA 2.02,9.01 05/09/06 COMMSCOPE INC DE 1.01,9.01 05/05/06 COMMSCOPE INC DE 7.01 05/09/06 COMMUNITY BANKS INC /PA/ PA 7.01,9.01 05/09/06 CommunitySouth Bancshares Inc SC 2.02,9.01 05/09/06 Comtech Group Inc MD 2.02,9.01 05/09/06 CONCENTRA OPERATING CORP NV 2.02,9.01 05/09/06 CONGOLEUM CORP DE 2.02,9.01 05/09/06 CONNETICS CORP DE 1.01,9.01 05/08/06 COOPER CAMERON CORP DE 1.01,5.03,9.01 05/05/06 CORNELL COMPANIES INC DE 2.02,9.01 05/09/06 CORTEX PHARMACEUTICALS INC/DE/ DE 2.02,9.01 05/09/06 CRM Holdings, Ltd. 2.02,9.01 05/09/06 CROSSTEX ENERGY INC DE 2.02,9.01 05/09/06 CROSSTEX ENERGY LP DE 2.02,9.01 05/09/06 CSX CORP VA 1.01,2.03,9.01 05/04/06 CSX CORP VA 1.01,8.01,9.01 05/03/06 DealerTrack Holdings, Inc. DE 1.01,7.01,9.01 05/03/06 DealerTrack Holdings, Inc. DE 2.02,9.01 05/08/06 DEL GLOBAL TECHNOLOGIES CORP NY 5.02 05/03/06 DELL INC DE 8.01,9.01 05/08/06 DENDREON CORP DE 2.02,9.01 05/09/06 DETTO DE 1.01,2.01,3.02,5.01,5.02,8.01 05/03/06 Diamond Foods Inc DE 2.02,7.01,9.01 05/09/06 DIGENE CORP DE 2.02,9.01 05/08/06 DIGIMARC CORP DE 1.01 05/03/06 DIGITAL ANGEL CORP DE 1.01,9.01 05/04/06 DIGITAL RECORDERS INC NC 7.01,9.01 05/09/06 Directed Electronics, Inc. FL 7.01,9.01 05/09/06 Discovery Holding CO DE 1.01 05/04/06 DOCUMENT SCIENCES CORP DE 2.02,9.01 05/08/06 DOMINION HOMES INC OH 1.01,2.02,7.01,8.01,9.01 05/03/06 DONALDSON CO INC DE 8.01,9.01 05/09/06 DOT HILL SYSTEMS CORP NY 2.02,9.01 05/09/06 DRESSER INC DE 7.01 05/09/06 DTLL INC MN 1.01 02/23/06 DUN & BRADSTREET CORP/NW DE 8.01 05/08/06 DUSA PHARMACEUTICALS INC NJ 9.01 03/10/06 AMEND DYNEGY INC /IL/ IL 2.02,9.01 05/09/06 E TRADE FINANCIAL CORP DE 8.01 05/08/06 ECOLAB INC DE 4.01,9.01 05/05/06 EDISON INTERNATIONAL CA 8.01 05/08/06 EDISON MISSION ENERGY DE 8.01 05/08/06 Education Realty Trust, Inc. MD 2.02,7.01,9.01 05/08/06 EGL INC TX 2.02,9.01 05/08/06 EL PASO CORP/DE DE 4.01,9.01 05/09/06 AMEND EL PASO EXPLORATION & PRODUCTION CO DE 4.01,9.01 05/09/06 AMEND ELOYALTY CORP DE 4.01,9.01 05/04/06 EMBREX INC /NC/ NC 2.02,9.01 05/08/06 EME HOMER CITY GENERATION LP PA 8.01 05/08/06 Emergency Medical Services CORP DE 2.02,9.01 05/09/06 Emrise CORP DE 2.02,4.02,9.01 05/05/06 ENCORE CAPITAL GROUP INC DE 1.01,2.02,2.03,9.01 05/03/06 ENDO PHARMACEUTICALS HOLDINGS INC DE 7.01,9.01 05/09/06 ENDURANCE SPECIALTY HOLDINGS LTD 5.02,9.01 05/09/06 ENERGY PARTNERS LTD DE 2.02 05/09/06 Energy Transfer Equity, L.P. DE 8.01,9.01 05/09/06 Energy Transfer Partners, L.P. DE 8.01,9.01 05/09/06 ENTEGRIS INC MN 2.02,9.01 05/09/06 ERICO INTERNATIONAL CORP 2.02,9.01 05/09/06 ESCO TECHNOLOGIES INC MO 2.02,7.01,9.01 05/09/06 ESSEX CORP VA 2.02,9.01 03/31/06 EVANS BOB FARMS INC DE 7.01,9.01 05/08/06 EXELIXIS INC DE 2.02,9.01 05/09/06 FAIRCHILD CORP DE 1.01,9.01 05/03/06 FAIRPOINT COMMUNICATIONS INC DE 2.02,7.01,9.01 05/03/06 FARO TECHNOLOGIES INC FL 7.01,9.01 05/09/06 Federal Home Loan Bank of Boston X1 2.03 05/04/06 Federal Home Loan Bank of Chicago X1 2.03 05/03/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 05/03/06 Federal Home Loan Bank of Dallas 2.03 05/03/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 05/03/06 Federal Home Loan Bank of New York X1 2.03,9.01 05/03/06 Federal Home Loan Bank of San Francis X1 2.03 05/03/06 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.02,3.02,8.01,9.01 05/09/06 Feldman Mall Properties, Inc. MD 2.02,9.01 05/09/06 FERRO CORP OH 7.01,9.01 05/08/06 FERRO CORP OH 7.01,9.01 05/08/06 FIRST ALBANY COMPANIES INC NY 2.02,9.01 03/31/06 FIRST CONSULTING GROUP INC DE 2.02,9.01 05/09/06 FIRST MONTAUK FINANCIAL CORP NJ 1.01 05/09/06 FIRST MUTUAL BANCSHARES INC WA 5.02 04/25/06 FIRSTFED FINANCIAL CORP DE 1.01 03/31/06 FLORIDA ROCK INDUSTRIES INC FL 1.01 05/03/06 FMC TECHNOLOGIES INC DE 2.02,9.01 05/08/06 FONIX CORP DE 8.01,9.01 05/09/06 FOREST OIL CORP NY 2.02,7.01,9.01 05/08/06 FREMONT GENERAL CORP NV 2.02 05/09/06 FTI CONSULTING INC MD 4.01,9.01 04/26/06 AMEND FURNITURE BRANDS INTERNATIONAL INC DE 2.02,8.01,9.01 05/09/06 GALAXY NUTRITIONAL FOODS INC DE 7.01,9.01 05/09/06 GARTNER INC DE 1.01,9.01 05/08/06 GATX CORP NY 7.01,9.01 05/09/06 GENERAL GROWTH PROPERTIES INC DE 2.02,7.01,9.01 05/08/06 GENERAL METALS CORP DE 3.02,5.02,9.01 03/15/06 GENERAL MOTORS ACCEPTANCE CORP DE 7.01,9.01 05/09/06 GENERAL MOTORS CORP DE 2.02 05/08/06 GENTA INC DE/ DE 2.02,9.01 05/09/06 GENTEK INC DE 2.02,7.01,9.01 05/09/06 GENVEC INC DE 2.02,9.01 05/09/06 GEOTEC THERMAL GENERATORS INC FL 8.01 12/31/05 GL ENERGY & EXPLORATION INC DE 5.03 05/05/06 GLENAYRE TECHNOLOGIES INC DE 2.02,9.01 05/09/06 GLENBOROUGH REALTY TRUST INC MD 8.01,9.01 05/04/06 GLIMCHER REALTY TRUST MD 1.01,5.02,9.01 05/05/06 GLOBAL ENERGY INC NV 2.03 05/08/06 GLOBAL SIGNAL INC DE 2.02,9.01 05/09/06 GLOBETEL COMMUNICATIONS CORP DE 1.02,3.02 04/27/06 Gold Kist Inc. DE 2.02,9.01 05/09/06 GOLDEN RIVER RESOURCES CORP. DE 1.02,3.02,5.03,9.01 05/08/06 GP STRATEGIES CORP DE 2.02,9.01 05/09/06 GRAFTECH INTERNATIONAL LTD DE 2.02,9.01 05/09/06 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 05/05/06 GRAY TELEVISION INC GA 2.02,9.01 05/09/06 GREAT ATLANTIC & PACIFIC TEA CO INC MD 2.02,9.01 05/09/06 GTSI CORP DE 2.02,9.01 05/09/06 H&R BLOCK INC MO 5.02 04/24/06 AMEND HAIGHTS CROSS COMMUNICATIONS INC DE 2.02,9.01 05/09/06 HALLIBURTON CO DE 8.01 05/05/06 HANGER ORTHOPEDIC GROUP INC DE 8.01,9.01 05/09/06 HANSEN NATURAL CORP DE 1.01,2.02,9.01 05/08/06 HARRIS INTERACTIVE INC DE 1.01,9.01 05/03/06 HARTFORD FINANCIAL SERVICES GROUP INC DE 9.01 05/05/06 HEARUSA INC DE 4.02 05/08/06 HENRY JACK & ASSOCIATES INC DE 2.02,9.01 05/08/06 HERITAGE PROPERTY INVESTMENT TRUST IN MD 2.02,9.01 05/09/06 HIGHWOODS PROPERTIES INC MD 2.02,9.01 05/08/06 HINES HORTICULTURE INC DE 2.02,9.01 05/09/06 HMS HOLDINGS CORP 2.02,7.01,9.01 05/09/06 HOLLY CORP DE 2.02,9.01 05/08/06 HOMEBANC CORP 2.02,7.01,9.01 05/08/06 HOSPIRA INC DE 2.02,9.01 05/09/06 House of Taylor Jewelry, Inc. NV 1.01,3.02,8.01,9.01 05/08/06 HouseValues, Inc. WA 2.02,9.01 05/09/06 Humanity Capital Holding Corp CO 5.03,9.01 05/08/06 ICAD INC DE 1.01 05/03/06 ICAGEN INC DE 2.02,9.01 05/09/06 ICT GROUP INC PA 7.01,9.01 05/08/06 ID SYSTEMS INC DE 2.02,9.01 05/09/06 IKONICS CORP 2.02,9.01 04/27/06 ILINC COMMUNICATIONS INC DE 7.01 05/08/06 IMAX CORP A6 2.02,9.01 05/09/06 IMPERIAL PETROLEUM INC NV 1.01,9.01 05/05/06 IN TOUCH MEDIA GROUP, INC. FL 1.01,3.01,9.01 05/05/06 INDUS INTERNATIONAL INC DE 1.01 05/03/06 INFOTECH USA INC DE 1.01,9.01 05/05/06 INSMED INC VA 2.02,9.01 05/08/06 INTEGRAL SYSTEMS INC /MD/ MD 1.01,5.02 05/03/06 INTEGRAMED AMERICA INC DE 1.01,9.01 05/08/06 INTELISYS AVIATION SYSTEMS OF AMERICA DE 8.01,9.01 05/08/06 INTERCHANGE CORP DE 2.02,9.01 05/09/06 Intermec, Inc. DE 2.02,9.01 05/08/06 INTERNAL HYDRO INTERNATIONAL INC NV 5.02 05/01/06 INTERNATIONAL FLAVORS & FRAGRANCES IN NY 5.02,7.01,9.01 05/09/06 INTERNATIONAL SMART SOURCING INC DE 1.01 05/08/06 INTERVIDEO INC CA 2.02,9.01 05/09/06 IPASS INC DE 2.02,9.01 05/09/06 IsoRay, Inc. MN 4.02 05/09/06 IWT TESORO CORP NV 3.01 04/21/06 IWT TESORO CORP NV 1.01,2.03,3.02,9.01 05/04/06 JACKSON RIVERS CO FL 1.01,2.01,3.02,5.02,9.01 05/05/06 JETBLUE AIRWAYS CORP DE 5.02,8.01,9.01 05/05/06 JOURNAL REGISTER CO DE 1.01,5.02,9.01 05/03/06 KADANT INC DE 1.01,2.03,9.01 05/03/06 KAISER ALUMINUM & CHEMICAL CORP DE 1.01,5.02,9.01 05/08/06 KAISER ALUMINUM CORP DE 1.01,5.02,9.01 05/08/06 KCS ENERGY INC DE 2.02,8.01,9.01 05/09/06 KEMET CORP DE 2.02,5.02,9.01 05/09/06 KEYNOTE SYSTEMS INC DE 2.02 05/08/06 KFORCE INC FL 7.01 05/05/06 KINDRED HEALTHCARE, INC DE 8.01,9.01 05/08/06 KINDRED HEALTHCARE, INC DE 8.01,9.01 05/09/06 KING PHARMACEUTICALS INC TN 2.02,9.01 05/09/06 KIRBY CORP NV 7.01,9.01 05/09/06 KMG CHEMICALS INC TX 8.01 05/08/06 KNOLOGY INC DE 1.01,9.01 05/02/06 KNOLOGY INC DE 2.02,9.01 05/08/06 KNOVA SOFTWARE, INC. DE 2.02,9.01 05/09/06 KONA GRILL INC DE 1.01,7.01,9.01 05/04/06 KOPIN CORP DE 2.02,9.01 05/09/06 KOS PHARMACEUTICALS INC FL 2.02,9.01 05/09/06 KRONOS WORLDWIDE INC 2.02,7.01 03/31/06 KSW INC NY 2.02,9.01 05/05/06 KSW INC NY 8.01,9.01 05/09/06 KULICKE & SOFFA INDUSTRIES INC PA 2.02,9.01 05/09/06 LAIDLAW INTERNATIONAL INC DE 7.01,9.01 05/09/06 LAKES ENTERTAINMENT INC MN 2.02,9.01 05/09/06 LAKESIDE MORTGAGE FUND LLC CA 4.01,9.01 05/02/06 AMEND LAMAR ADVERTISING CO/NEW DE 2.02,9.01 05/09/06 Lazard Ltd D0 2.02,9.01 05/09/06 LBI MEDIA INC CA 1.01,2.03 05/08/06 LCC INTERNATIONAL INC DE 2.02,9.01 05/08/06 LEAP WIRELESS INTERNATIONAL INC DE 2.02,8.01,9.01 05/09/06 LEARNING TREE INTERNATIONAL INC DE 2.02,9.01 05/09/06 LEE SARA CORP MD 2.02,9.01 05/09/06 LEUCADIA NATIONAL CORP NY 8.01,9.01 05/09/06 LEVITT CORP FL 1.01 03/27/06 LHC Group, Inc 2.02,9.01 05/09/06 LIBERTY MEDIA CORP /DE/ DE 1.01 05/05/06 LIN TV CORP DE 2.02,9.01 05/09/06 LINCOLN NATIONAL CORP IN 8.01 05/03/06 LINCOLN NATIONAL CORP IN 9.01 05/08/06 LIPID SCIENCES INC/ AZ 2.02,9.01 05/09/06 LITTELFUSE INC /DE DE 2.02,9.01 05/09/06 LODGIAN INC DE 2.02,9.01 05/04/06 AMEND LONE STAR STEAKHOUSE & SALOON INC DE 8.01 05/08/06 LONG BEACH SECURITIES CORP DE 9.01 05/09/06 LOUDEYE CORP DE 2.02,9.01 05/09/06 LSB INDUSTRIES INC DE 2.02,9.01 05/08/06 MACERICH CO MD 2.02,9.01 05/09/06 MACKINAC FINANCIAL CORP /MI/ MI 7.01 05/09/06 Maidenform Brands, Inc. DE 2.02,9.01 05/09/06 MARTIN MIDSTREAM PARTNERS LP DE 2.02,9.01 05/09/06 MATTSON TECHNOLOGY INC DE 2.02,9.01 05/09/06 MAX & ERMAS RESTAURANTS INC DE 1.01,2.03,9.01 05/04/06 MAXWELL TECHNOLOGIES INC DE 5.02,9.01 05/09/06 MCDERMOTT INTERNATIONAL INC R1 7.01 05/08/06 MCDERMOTT INTERNATIONAL INC R1 1.01,5.02,5.03,9.01 05/03/06 MCF CORP DE 7.01,9.01 05/09/06 MCF CORP DE 7.01,9.01 05/09/06 MECHANICAL TECHNOLOGY INC NY 1.01,5.02,9.01 05/04/06 MEDAREX INC NJ 8.01,9.01 05/08/06 MEDICIS PHARMACEUTICAL CORP DE 2.02,9.01 05/09/06 MEDIS TECHNOLOGIES LTD DE 2.02,9.01 05/09/06 MEMRY CORP DE 2.02,9.01 05/04/06 MENS WEARHOUSE INC TX 8.01,9.01 12/12/05 MERIDIAN RESOURCE CORP TX 2.02,9.01 05/09/06 MICROMET, INC. DE 1.01,9.01 05/03/06 MICROTEK MEDICAL HOLDINGS, INC GA 2.02,9.01 05/09/06 MID AMERICA APARTMENT COMMUNITIES INC TN 7.01,9.01 05/09/06 MIDDLEBY CORP DE 2.02,9.01 05/08/06 MIDDLEFIELD BANC CORP OH 8.01,9.01 05/09/06 MILACRON INC DE 1.01,9.01 05/03/06 MILLER INDUSTRIES INC /TN/ TN 2.02,9.01 05/09/06 MISSION ENERGY HOLDING CO DE 8.01 05/08/06 MIVA, INC. DE 2.02,9.01 05/08/06 ML MACADAMIA ORCHARDS L P DE 2.02,9.01 05/09/06 MOBILE REACH INTERNATIONAL INC DE 1.01,3.02,9.01 05/02/06 MOD PAC CORP NY 8.01 01/03/06 MOD PAC CORP NY 2.02,9.01 04/01/06 Molecular Pharmacology (USA) LTD NV 2.01,3.02,5.01,9.01 05/08/06 MOMENTA PHARMACEUTICALS INC DE 2.02,9.01 05/09/06 MONMOUTH REAL ESTATE INVESTMENT CORP MD 2.02,9.01 05/09/06 Morgan Stanley Home Equity Loan Trust DE 8.01,9.01 03/30/06 AMEND MortgageIT Holdings, Inc. MD 2.02,7.01,9.01 05/08/06 MOTIENT CORP DE 7.01,9.01 05/08/06 MPOWER HOLDING CORP DE 2.02,9.01 05/09/06 MPOWER HOLDING CORP DE 1.01,9.01 05/09/06 MUELLER INDUSTRIES INC DE 8.01,9.01 05/08/06 MULTI FINELINE ELECTRONIX INC 2.02,9.01 05/09/06 MULTI LINK TELECOMMUNICATIONS INC CO 1.01,9.01 05/08/06 AMEND MYLAN LABORATORIES INC PA 2.02,9.01 05/09/06 NANOSENSORS INC 7.01,8.01 05/05/06 NAPCO SECURITY SYSTEMS INC DE 2.02,9.01 05/08/06 NASDAQ STOCK MARKET INC DE 1.01 05/03/06 National Interstate CORP OH 2.02,9.01 05/09/06 NATIONAL MEDICAL HEALTH CARD SYSTEMS NY 2.02,9.01 05/08/06 NATIONAL RURAL UTILITIES COOPERATIVE DC 2.03,9.01 05/03/06 NATIONAL RV HOLDINGS INC DE 2.02,9.01 05/09/06 NationsHealth, Inc. DE 2.02,9.01 05/09/06 NBOG BANCORPORATION INC GA 7.01 05/09/06 Neenah Paper Inc DE 8.01,9.01 05/09/06 Neenah Paper Inc DE 1.01,9.01 05/05/06 Neenah Paper Inc DE 1.01 05/09/06 NEOMEDIA TECHNOLOGIES INC DE 2.01,9.01 02/23/06 AMEND NEOMEDIA TECHNOLOGIES INC DE 2.01,9.01 02/23/06 AMEND NEUSTAR INC 8.01 05/08/06 NEW BRUNSWICK SCIENTIFIC CO INC NJ 2.02,9.01 04/01/06 NEW MEDIUM ENTERPRISES INC NV 3.02 04/20/06 NEW YORK MORTGAGE TRUST INC MD 2.02,7.01,9.01 05/08/06 NEWPARK RESOURCES INC DE 2.02,9.01 05/01/06 NEXMED INC NV 2.02,9.01 05/09/06 NL INDUSTRIES INC NJ 2.02,7.01 03/31/06 NMT MEDICAL INC DE 2.02,9.01 05/09/06 NORTEK INC DE 2.02,9.01 04/01/06 NORTEL NETWORKS CORP 2.02,8.01,9.01 05/04/06 NORTEL NETWORKS LTD 2.02,8.01,9.01 05/04/06 NORTH AMERICAN SCIENTIFIC INC 1.01,9.01 05/03/06 NORTHERN TECHNOLOGIES INTERNATIONAL C DE 1.01,2.01,2.03,9.01 05/03/06 NORTHSTAR REALTY 2.02,9.01 05/09/06 NORTHWEST BANCORP INC PA 2.02 05/09/06 NOVATEL WIRELESS INC DE 2.02,9.01 05/09/06 NRG ENERGY, INC. DE 2.02,9.01 05/09/06 NTK Holdings, Inc. DE 2.02,9.01 04/01/06 NTL INC DE 2.02 05/09/06 NU HORIZONS ELECTRONICS CORP DE 2.02 05/09/06 Nuance Communications, Inc. DE 2.02,9.01 05/09/06 NYMEX HOLDINGS INC DE 8.01,9.01 05/09/06 OM GROUP INC DE 2.02,9.01 05/09/06 OMEGA HEALTHCARE INVESTORS INC MD 2.02,9.01 05/09/06 OMEGA PROTEIN CORP NV 2.02,9.01 05/08/06 OMNICELL INC /CA/ CA 1.01,9.01 05/05/06 ON2 TECHNOLOGIES, INC. DE 8.01,9.01 05/05/06 OPHTHALMIC IMAGING SYSTEMS CA 2.02,7.01,9.01 05/08/06 OPTION CARE INC/DE DE 2.02,9.01 05/08/06 ORION HEALTHCORP INC DE 7.01,9.01 05/09/06 OSTEOTECH INC DE 2.02,9.01 05/09/06 PACKETEER INC DE 1.01,9.01 05/09/06 PALATIN TECHNOLOGIES INC DE 2.02,9.01 05/09/06 PARAGON TECHNOLOGIES INC PA 2.02,9.01 03/31/06 Pathogenics, Inc. 1.02 05/03/06 PER SE TECHNOLOGIES INC DE 2.02,9.01 05/09/06 PERMA FIX ENVIRONMENTAL SERVICES INC DE 2.02,9.01 05/09/06 PETMED EXPRESS INC FL 7.01,8.01,9.01 05/08/06 PHARMACYCLICS INC DE 8.01,9.01 05/09/06 PHARSIGHT CORP CA 1.01,2.02,5.02,8.01,9.01 05/05/06 PHOTON DYNAMICS INC CA 8.01,9.01 05/09/06 Pike Electric CORP 2.02,9.01 05/09/06 PINNACLE AIRLINES CORP DE 8.01,9.01 05/04/06 PINNACLE ENTERTAINMENT INC DE 1.01,9.01 05/04/06 PINNACLE WEST CAPITAL CORP AZ 2.02,7.01,9.01 03/31/06 PIONEER COMPANIES INC DE 2.02,9.01 05/08/06 PIONEER NATURAL RESOURCES CO DE 2.02,9.01 05/09/06 PIONEER NATURAL RESOURCES CO DE 1.01,9.01 05/03/06 PLAINS ALL AMERICAN PIPELINE LP DE 8.01,9.01 05/09/06 Polymer Holdings LLC DE 8.01,9.01 05/09/06 Polypore International, Inc. 1.01,5.02 05/09/06 Polypore, Inc. DE 1.01,5.02 05/09/06 POPULAR INC 7.01,9.01 05/09/06 POTLATCH CORP DE 2.02 05/08/06 POWER INTEGRATIONS INC CA 4.02,5.02,8.01,9.01 05/05/06 PRINCETON REVIEW INC DE 2.02,9.01 05/09/06 PRINTRONIX INC DE 8.01,9.01 05/09/06 PROASSURANCE CORP DE 2.02,8.01,9.01 05/09/06 PROGENICS PHARMACEUTICALS INC DE 2.02,9.01 05/09/06 PROGRAMMERS PARADISE INC DE 2.02,9.01 05/03/06 PROGRESS ENERGY INC NC 2.02,9.01 05/09/06 PROLIANCE INTERNATIONAL, INC. DE 1.01,1.02,9.01 05/04/06 Protective Life Secured Trust 2006-2 DE 9.01 05/09/06 PROXYMED INC /FT LAUDERDALE/ FL 2.02,9.01 05/09/06 PSB BANCORP INC PA 8.01,9.01 05/09/06 QUANTUM CORP /DE/ DE 1.01,9.01 05/09/06 QUEST DIAGNOSTICS INC DE 1.01,9.01 05/03/06 QUESTCOR PHARMACEUTICALS INC CA 2.02,9.01 05/09/06 QUIGLEY CORP NV 2.02,8.01,9.01 04/27/06 QUIPP INC FL 2.02,9.01 05/05/06 RAAC Series 2006-SP2 Trust DE 8.01,9.01 05/09/06 RAE SYSTEMS INC DE 2.02,9.01 05/09/06 RAMP Series 2006-RS3 Trust DE 8.01,9.01 05/09/06 RAPID LINK INC DE 1.01,2.01,3.02,5.02,9.01 05/03/06 RAYTHEON CO/ DE 1.01,7.01,9.01 05/03/06 RBC Bearings INC 5.02 05/05/06 REDBACK NETWORKS INC DE 8.01,9.01 05/08/06 REGENERATION TECHNOLOGIES INC FL 2.02,9.01 05/09/06 RES CARE INC /KY/ KY 2.02,9.01 05/09/06 Resource Capital Corp. MD 2.02,9.01 03/31/06 RITA MEDICAL SYSTEMS INC DE 2.02,9.01 05/09/06 RLI CORP IL 1.01,9.01 05/03/06 Robcor Properties Inc 5.01,5.02,9.01 05/09/06 ROCK OF AGES CORP DE 2.02,5.02,8.01,9.01 05/09/06 ROCKFORD CORP AZ 7.01,9.01 05/08/06 RSA SECURITY INC/DE/ DE 1.01,5.02,9.01 05/09/06 RUBINCON VENTURES INC DE 1.01,9.01 05/08/06 S1 CORP /DE/ DE 1.01,5.02,8.01,9.01 05/03/06 SAFECO CORP WA 8.01 05/08/06 SAMSONITE CORP/FL DE 4.02 05/03/06 SAN HOLDINGS INC CO 1.01,3.02,9.01 05/04/06 SANDISK CORP DE 9.01 05/09/06 SAPIENT CORP DE 2.02,9.01 05/09/06 SAXON CAPITAL INC MD 2.02,7.01,9.01 05/09/06 SBA COMMUNICATIONS CORP FL 2.02 05/08/06 SCOTTISH RE GROUP LTD E9 5.02,9.01 05/03/06 SECURE COMPUTING CORP DE 2.02,9.01 05/04/06 SEMOTUS SOLUTIONS INC NV 5.02,9.01 05/05/06 SEQUA CORP /DE/ DE 1.01 05/09/06 SEQUOIA MORTGAGE TRUST 2004-12 8.01,9.01 04/20/06 Sequoia Mortgage Trust 2005-1 8.01,9.01 04/20/06 Sequoia Mortgage Trust 2005-2 8.01,9.01 04/20/06 Sequoia Mortgage Trust 2005-3 8.01,9.01 04/20/06 Sequoia Mortgage Trust 2005-4 8.01,9.01 04/20/06 SGX PHARMACEUTICALS, INC. DE 2.02,9.01 05/09/06 SIGMA DESIGNS INC CA 3.01,9.01 05/09/06 SILICON GRAPHICS INC DE 1.01,1.03,2.06,9.01 05/07/06 SIMCLAR INC FL 1.01,2.01,2.03,8.01,9.01 02/24/06 AMEND SIMMONS CO DE 2.02,9.01 05/08/06 SINA CORP 2.02,9.01 05/09/06 SIRF TECHNOLOGY HOLDINGS INC 2.02,9.01 05/09/06 SIRICOMM INC DE 8.01,9.01 05/08/06 SKYTERRA COMMUNICATIONS INC DE 8.01,9.01 05/08/06 SKYTERRA COMMUNICATIONS INC DE 8.01,9.01 05/08/06 SMART TRUCK SYSTEMS INC NV 5.02,9.01 03/27/06 SMITH & WESSON HOLDING CORP NV 7.01,9.01 05/09/06 Solexa, Inc. DE 4.01,9.01 03/02/05 AMEND SONICBLUE INC DE 8.01,9.01 03/31/06 Sovereign Exploration Associates Inte 2.01,9.01 10/27/05 AMEND SPHERION CORP DE 1.02 05/04/06 Splinex Technology Inc. DE 5.02 05/03/06 SPORT HALEY INC CO 8.01,9.01 05/08/06 ST PAUL TRAVELERS COMPANIES INC MN 1.01 05/04/06 STAAR SURGICAL CO DE 2.02 05/02/06 STAKTEK HOLDINGS INC DE 2.02,9.01 05/09/06 STANDARD PACIFIC CORP /DE/ DE 1.01,2.03,5.03,9.01 05/08/06 STEEL TECHNOLOGIES INC KY 2.01,2.03,9.01 05/08/06 Stereotaxis, Inc. DE 2.02,9.01 05/09/06 STEWART & STEVENSON SERVICES INC TX 8.01,9.01 05/09/06 STIFEL FINANCIAL CORP DE 2.02,9.01 03/31/06 Strats(SM) Trust for JPMorgan Chase C 8.01,9.01 05/01/06 SUNCOM WIRELESS HOLDINGS, INC. 8.01,9.01 05/09/06 SUPERIOR ENERGY SERVICES INC DE 1.01,9.01 05/03/06 Superior Well Services, INC DE 2.02,9.01 05/09/06 SUREWEST COMMUNICATIONS CA 8.01,9.01 05/09/06 Sutura, Inc. 2.02,9.01 05/09/06 SWS GROUP INC DE 2.02,9.01 05/09/06 SYMANTEC CORP DE 2.02,9.01 05/09/06 TAL International Group, Inc. DE 2.02,9.01 05/08/06 TALBOTS INC DE 1.01,5.02,9.01 05/03/06 TALK AMERICA HOLDINGS INC DE 2.02,9.01 05/09/06 TANDY LEATHER FACTORY INC DE 8.01,9.01 05/05/06 TARGETED GENETICS CORP /WA/ WA 3.03,9.01 05/08/06 TEAM FINANCIAL INC /KS KS 5.02,9.01 04/22/06 AMEND TECHNICAL OLYMPIC USA INC DE 2.02,8.01,9.01 05/08/06 TECHNITROL INC PA 1.01,9.01 05/04/06 TENET HEALTHCARE CORP NV 8.01 05/08/06 TENET HEALTHCARE CORP NV 2.02 05/09/06 TERCICA INC DE 2.02,9.01 05/09/06 THERMODYNETICS INC DE 8.01,9.01 05/08/06 TOREADOR RESOURCES CORP DE 2.02,7.01,9.01 05/09/06 TOWER BANCORP INC PA 8.01 05/05/06 TRANSBOTICS CORP DE 8.01,9.01 05/08/06 TRANSMERIDIAN EXPLORATION INC DE 7.01 05/09/06 TRANSMETA CORP DE 2.02,7.01,9.01 05/09/06 TRANSMONTAIGNE INC DE 8.01,9.01 05/08/06 TRINITY LEARNING CORP UT 5.02 05/03/06 TRIPOS INC UT 2.02,9.01 03/31/06 TRUSTMARK CORP MS 7.01,9.01 05/09/06 TRUSTREET PROPERTIES INC MD 2.02,9.01 03/31/06 TUT SYSTEMS INC DE 2.02,9.01 05/09/06 UCN INC DE 2.02,9.01 05/09/06 UMH PROPERTIES, INC. MD 9.01 05/09/06 UNIFI INC NY 8.01,9.01 05/08/06 UNION PACIFIC CORP UT 8.01 05/04/06 UNION PACIFIC CORP UT 5.02 01/26/06 AMEND UNIT CORP DE 1.01,5.03,9.01 05/03/06 United Community Bancorp X1 2.02,9.01 05/05/06 UNIVERSAL AMERICAN FINANCIAL CORP NY 2.02,7.01 05/08/06 UNIVERSAL COMPRESSION HOLDINGS INC DE 2.02,9.01 05/09/06 UNIVERSAL HOSPITAL SERVICES INC MN 2.02,7.01,9.01 05/09/06 UNIVERSAL TECHNICAL INSTITUTE INC DE 2.02,9.01 05/09/06 UROPLASTY INC MN 1.01 05/03/06 URS CORP /NEW/ DE 2.02,9.01 05/09/06 US AIRWAYS GROUP INC DE 2.02,9.01 05/09/06 US CONCRETE INC DE 5.03,9.01 05/09/06 US ENERGY CORP WY 1.01,9.01 05/05/06 USI HOLDINGS CORP DE 2.02,9.01 05/08/06 UTEK CORP 8.01,9.01 05/01/06 VAIL RESORTS INC DE 1.01,9.01 05/04/06 Valley Bancorp NV 7.01,9.01 05/05/06 VANTAGEMED CORP DE 2.02,9.01 05/09/06 VENTAS INC DE 8.01,9.01 05/09/06 VENTIV HEALTH INC DE 5.02,7.01 05/08/06 VENTIV HEALTH INC DE 2.02,9.01 05/09/06 VERIZON COMMUNICATIONS INC DE 5.02 05/04/06 VICON INDUSTRIES INC /NY/ NY 8.01,9.01 05/09/06 VION PHARMACEUTICALS INC DE 2.02,9.01 05/08/06 VIRBAC CORP DE 7.01,8.01,9.01 05/08/06 VITAL IMAGES INC MN 1.01,8.01,9.01 05/04/06 Volcom Inc 1.01,2.03,9.01 05/05/06 VOYAGER ONE INC NV 8.01 05/07/06 WALT DISNEY CO/ DE 2.02,9.01 05/09/06 WARNACO GROUP INC /DE/ DE 2.02,9.01 05/09/06 Warrior Energy Services CORP DE 8.01,9.01 05/08/06 WASHINGTON FEDERAL INC WA 7.01 05/09/06 WASHINGTON GROUP INTERNATIONAL INC DE 2.02,9.01 05/08/06 WATSON PHARMACEUTICALS INC NV 2.02,9.01 05/09/06 Watson Wyatt Worldwide, Inc. DE 2.02,9.01 05/09/06 WCI COMMUNITIES INC 2.02,7.01,9.01 05/09/06 WEIGHT WATCHERS INTERNATIONAL INC VA 1.01,2.02,2.03,9.01 05/08/06 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 04/25/06 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 04/25/06 AMEND WESTAR ENERGY INC /KS KS 2.02,9.01 05/09/06 WESTERN GAS RESOURCES INC DE 2.02,9.01 05/09/06 Western Refining, Inc. DE 2.02,9.01 05/09/06 WHEELING PITTSBURGH CORP /DE/ DE 2.02,9.01 05/09/06 WHX CORP DE 2.05 05/03/06 WI-FI TV INC NV 5.02,5.03,9.01 05/03/06 WILLIS GROUP HOLDINGS LTD D0 2.02,9.01 05/03/06 WILSHIRE ENTERPRISES INC DE 1.02,8.01 05/03/06 WINLAND ELECTRONICS INC MN 5.02,9.01 05/08/06 WINMARK CORP MN 1.01 05/03/06 WINSTON HOTELS INC NC 2.02,9.01 05/09/06 WIRELESS FACILITIES INC DE 2.02,9.01 05/09/06 WJ COMMUNICATIONS INC DE 2.02,9.01 05/09/06 WORLD HEART CORP A6 2.02,9.01 05/09/06 WorldSpace, Inc DE 7.01,9.01 05/08/06 WorldSpace, Inc DE 2.02,9.01 05/09/06 WPCS INTERNATIONAL INC DE 1.01,9.01 05/03/06 XILINX INC DE 1.01,9.01 05/03/06 XILINX INC DE 5.03,9.01 05/03/06 XILINX INC DE 5.02 05/03/06 AMEND Yukon Resources Corp. NV 1.01,9.01 03/10/06 ZAP CA 8.01,9.01 05/03/06 ZOMAX INC /MN/ MN 2.02,8.01,9.01 05/09/06 ZYMOGENETICS INC WA 2.02,9.01 05/04/06