SEC NEWS DIGEST Issue 2006-77 April 21, 2006 RULES AND RELATED MATTERS APPROVAL OF ORDER TO EXTEND THE TERMINATION DATE OF THE SHORT SALE PILOT ORDER On April 20, 2006, the Commission approved an order to extend the termination date of the short sale Pilot to Aug. 6, 2007. The Pilot temporarily suspends short sale price tests for certain securities so that the Commission can determine the effectiveness of such price tests and the impact of short selling in the absence of price tests. The Pilot had been scheduled to expire on April 28, 2006. Extending the Pilot termination date will maintain the status quo with regard to price tests while analysis of the Pilot results is completed. Consistent with the Commission's previous orders, the staff has commenced studies based on one year of Pilot data. If the Pilot had terminated on April 28, 2006, market participants would need to make systems changes to comply with price tests for Pilot securities. The Commission's action avoids unnecessarily burdening market participants with the imposition of costs associated with restoring price tests for short sales in Pilot securities while allowing time for the Commission to analyze Pilot results that may be pertinent to any additional short sale rule making. The Commission's order is available on the Commission's website at http://www.sec.gov/rules/other/2006/34-53684.pdf. (Press Rel. 2006-60; Rel. 34-53684) ENFORCEMENT PROCEEDINGS IN THE MATTER OF PAUL LEMMON, ET AL. An Administrative Law Judge has issued an Order Making Findings and Imposing Remedial Sanction by Default as to Mark Valentine (Default Order) in the matter of Paul D. Lemmon, Mark Valentine and Michael Vlahovic. The Order Instituting Proceedings alleged that on May 21, 2004, the United States District Court for the Southern District of Florida entered a final judgment against Respondent Mark Valentine, based on his guilty plea to one count of criminal securities fraud. The Default Order finds these allegations to be true and bars Mark Valentine from participating in an offering of penny stock. (Rel. 34- 53683; File No. 3-12153) MICHAEL HEALEY SANCTIONED Michael J. Healey (Healey), of Cumberland, Rhode Island, has been barred from association with a broker or dealer, fined $35,000, ordered to cease and desist from violations of Section 15(a) of the Securities Exchange Act of 1934 (Exchange Act), and ordered to disgorge ill-gotten gains of $151,000. The sanctions were ordered in an administrative proceeding before an administrative law judge. Section 15 of the Exchange Act provides for the registration and regulation of broker-dealers for the protection of investors. It requires anyone who sells securities to be a registered broker-dealer or associated with one. Healey violated this provision by selling securities of Stansbury Holdings Corporation (Stansbury) while not associated with, or outside the scope of any association with, a registered broker-dealer. He raised $694,800 from twenty-four investors from January 2000 through May 2002 through his sales of Stansbury securities. He received $151,000 in commissions from Stansbury for his selling efforts and those of other individuals whom he recruited. (Rel. 34-53698; File No. 3-12150) INVESTMENT COMPANY ACT RELEASES OPPENHEIMERFUNDS, INC., ET AL. An order has been issued on an application filed by OppenheimerFunds, Inc., et al., under Section 12(d)(1)(J) of the Investment Company Act for an exemption from Sections 12(d)(1)(A) and (B) of the Act, under Sections 6(c) and 17(b) of the 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 to permit certain joint transactions. The order would permit certain registered open-end management investment companies to invest uninvested cash and cash collateral in affiliated money market funds in excess of the limits in Sections 12(d)(1)(A) and (B) of the Act. (Rel. IC-27289 - April 18) SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGE The Chicago Board Options Exchange filed a proposed rule change (SR-CBOE-2005-63) and Amendments No. 1 and 2 thereto relating to the nullification and adjustment of equity options transactions. Publication of the proposal is expected in the Federal Register during the week of April 24. (Rel. 34-53672) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-CHX-2006-08) and Amendment No. 1 thereto filed by the Chicago Stock Exchange relating to specialist participant fees and credits. Publication of the proposal is expected in the Federal Register during the week of April 24. (Rel. 34-53676) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE The Depository Trust Company filed a proposed rule change (SR-DTC- 2006-05), which became effective upon filing pursuant to Section 19(b)(3)(A) of the Exchange Act, that establishes a centralized billing process for fees related to certain transactions in the Profile Modification System facility of the Direct Registration System. Publication of the proposal is expected in the Federal Register during the week of April 24. (Rel. 34-53679) 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 STATION CASINOS INC, 2411 W SAHARA AVE, LAS VEGAS, NV, 89102, 7023672411 - 0 ($300,000,000.00) Non-Convertible Debt, (File 333-133414 - Apr. 20) (BR. 05C) S-1 TENFOLD CORP /UT, 698 WEST 10000 SOUTH, SUITE 200, SOUTH JORDAN, UT, 84095, 801-495-1010 - 30,473,704 ($9,751,585.28) Equity, (File 333-133415 - Apr. 20) (BR. 03B) S-8 WEB.COM, INC., 303 PEACHTREE CENTER AVENUE, SUITE 500, ATLANTA, GA, 30303, 404-720-8301 - 1,000,000 ($5,700,000.00) Equity, (File 333-133416 - Apr. 20) (BR. 03C) S-3 FRANKLIN BANK CORP, 9800 RICHMOND AVE, SUITE 680, HOUSTON, TX, 77042, 713-339-8900 - 0 ($86,250,000.00) Equity, (File 333-133417 - Apr. 20) (BR. 07B) S-8 SHERWIN WILLIAMS CO, 101 PROSPECT AVE NW, CLEVELAND, OH, 44115, 2165662200 - 10,200,000 ($513,060,000.00) Equity, (File 333-133419 - Apr. 20) (BR. 06C) S-8 VERNALIS PLC, OAKDENE COURT, 613 READING ROAD, WINNERSH, BERKSHIRE, X0, RG41 5UA, 011441189773133 - 0 ($1,094,460.00) Equity, (File 333-133420 - Apr. 20) (BR. 01C) S-8 GOLD RESERVE INC, 926 W SPRAGUE AVENUE, SUITE 200, SPOKANE, WA, 99201, 5096231500 - 199,471 ($1,870,040.63) Equity, (File 333-133421 - Apr. 20) (BR. 04C) S-4 WESCO DISTRIBUTION INC, COMMERCE COURT, 4 STATION SQUARE SUITE 700, PITTSBURG, PA, 15219, 4124542254 - 150,000,000 ($150,000,000.00) Non-Convertible Debt, (File 333-133422 - Apr. 20) (BR. 10) S-1 WESCO DISTRIBUTION INC, COMMERCE COURT, 4 STATION SQUARE SUITE 700, PITTSBURG, PA, 15219, 4124542254 - 150,000,000 ($150,000,000.00) Debt Convertible into Equity, (File 333-133423 - Apr. 20) (BR. 10) SB-2 Mistral Ventures Inc., SUITE 809-4438 WEST 10TH AVENUE, VANCOUVER, A1, V6R 4R8, 604-689-4088 - 6,000,000 ($500,000.00) Equity, (File 333-133426 - Apr. 20) (BR. 09) SB-2 PLASMATECH, INC., 2764 LAKE SAHARA DRIVE, SUITE 111, LAS VEGAS, NV, 89117, (702) 851-1330 - 6,800,000 ($170,000.00) Equity, (File 333-133427 - Apr. 20) (BR. 09) S-8 BRUSH ENGINEERED MATERIALS INC, 17876 ST. CLAIR AVE., CLEVELAND, OH, 44110, 2163834062 - 150,000 ($3,616,500.00) Equity, (File 333-133428 - Apr. 20) (BR. 04A) S-8 BRUSH ENGINEERED MATERIALS INC, 17876 ST. CLAIR AVE., CLEVELAND, OH, 44110, 2163834062 - 1,250,000 ($30,137,500.00) Equity, (File 333-133429 - Apr. 20) (BR. 04A) S-8 VALLEY NATIONAL BANCORP, 1455 VALLEY RD, WAYNE, NJ, 07470, 9733053380 - 1,800,000 ($46,800,000.00) Equity, (File 333-133430 - Apr. 20) (BR. 07C) S-3 GOODRICH PETROLEUM CORP, 808 TRAVIS, SUITE 1320, HOUSTON, TX, 77002, 7137809494 - 2,250,000 ($112,500,000.00) Equity, (File 333-133431 - Apr. 20) (BR. 04B) S-3ASR NOVASTAR FINANCIAL INC, 8140 WARD PARKWAY, STE 300, KANSAS CITY, MO, 64114, 8162377000 - 5,000,000 ($155,750,000.00) Equity, (File 333-133432 - Apr. 20) (BR. 08C) S-1 Buckeye GP Holdings L.P., 100 MATSONFORD ROAD, RADNOR, PA, 19087, (610) 254-4640 - 0 ($316,250,000.00) Equity, (File 333-133433 - Apr. 20) (BR. 04) S-8 BURLINGTON NORTHERN SANTA FE CORP, 2650 LOU MENK DR, FT WORTH, TX, 76131-2830, 8173526856 - 11,000,000 ($920,865,000.00) Equity, (File 333-133434 - Apr. 20) (BR. 05A) S-3 ZIX CORP, 2711 NORTH HASKELL AVENUE, SUITE 2300, LB 36, DALLAS, TX, 75204-2960, 214-370-2000 - 0 ($18,901,755.00) Equity, (File 333-133435 - Apr. 20) (BR. 03C) S-8 CISCO SYSTEMS INC, 170 WEST TASMAN DR, SAN JOSE, CA, 95134-1706, 4085264000 - 886,625 ($8,804,186.25) Equity, (File 333-133436 - Apr. 20) (BR. 03C) S-1 Riverbed Technology, Inc., 501 SECOND STREET, SUITE 401, SAN FRANCISCO, CA, 94107, (415) 247-8800 - 0 ($74,750,000.00) Equity, (File 333-133437 - Apr. 20) (BR. 03) S-4 PUBLIC STORAGE INC /CA, 701 WESTERN AVE, STE 200, GLENDALE, CA, 91201-2349, (818) 244-8080 - 0 ($3,018,524,226.00) Equity, (File 333-133438 - Apr. 20) (BR. 08C) S-1 MARKWEST ENERGY PARTNERS L P, 155 INVERNESS DR WEST, STE 200, ENGLEWOOD, CO, 80112, 303-925-9275 - 0 ($168,275,272.90) Equity, (File 333-133439 - Apr. 20) (BR. 04A) S-11 Lexington Strategic Asset Corp, ONE PENN PLAZA, NEW YORK, NY, 10119-4015, 0 ($102,867,000.00) Equity, (File 333-133440 - Apr. 20) (BR. 08B) S-8 WILD OATS MARKETS INC, 3375 MITCHELL LANE, BOULDER, CO, 80301, 3034405220 - 0 ($2,219,000.00) Equity, (File 333-133441 - Apr. 20) (BR. 02A) S-8 COMMERCE ENERGY GROUP INC, 600 ANTON BOULEVARD, SUITE 2000, COSTA MESA, CA, 92626, 7142580470 - 4,453,334 ($6,234,667.60) Equity, (File 333-133442 - Apr. 20) (BR. 02B) S-8 CASCADE NATURAL GAS CORP, 222 FAIRVIEW AVE N, SEATTLE, WA, 98109, 2066243900 - 0 ($572,341.92) Equity, (File 333-133443 - Apr. 20) (BR. 02B) 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 ------------------------------------------------------------------------------------------------------- A.C. Moore Arts & Crafts, Inc. PA 2.02,9.01 04/20/06 ACACIA RESEARCH CORP DE 2.02,9.01 04/20/06 ACCESS INTEGRATED TECHNOLOGIES INC 8.01,9.01 04/19/06 Advanced Life Sciences Holdings, Inc. 1.01,1.02 04/18/06 ADVANCED MAGNETICS INC DE 2.02,9.01 04/20/06 AFFINITY TECHNOLOGY GROUP INC DE 1.01,2.03,9.01 04/17/06 AFFYMETRIX INC DE 2.02,9.01 04/20/06 AFG Enterprises USA, Inc. NV 7.01,9.01 04/19/06 ALASKA AIR GROUP INC DE 2.02,5.02,9.01 04/19/06 ALBANY INTERNATIONAL CORP /DE/ DE 1.01,1.02,2.03 04/20/06 ALBEMARLE CORP VA 1.01,5.03,9.01 04/19/06 ALLIANCE PHARMACEUTICAL CORP NY 1.01,3.03,9.01 04/20/06 ALLIED HOLDINGS INC GA 1.01,2.03,9.01 04/18/06 ALLTEL CORP DE 5.02,9.01 04/20/06 ALTRIA GROUP, INC. VA 2.02,9.01 04/20/06 AMBASSADORS GROUP INC DE 2.02 04/19/06 AMEDIA NETWORKS, INC. DE 1.01,2.03,3.02,9.01 04/19/06 AMERICAN ELECTRIC POWER CO INC NY 2.02,7.01,9.01 04/20/06 AMERICAN FINANCIAL GROUP INC OH 8.01,9.01 04/19/06 AMERICAN OIL & GAS INC NV 9.01 03/31/06 AMEND AMERICAN RIVER BANKSHARES CA 2.02,9.01 04/20/06 American Telecom Services Inc 8.01,9.01 04/18/06 AMPCO PITTSBURGH CORP PA 2.02 03/31/06 AMSOUTH BANCORPORATION DE 7.01,9.01 04/20/06 AMSOUTH BANCORPORATION DE 1.01,8.01,9.01 04/20/06 AMSOUTH BANCORPORATION DE 1.02,9.01 04/20/06 AMYLIN PHARMACEUTICALS INC DE 2.02,9.01 04/20/06 ANCHOR GLASS CONTAINER CORP /NEW DE 1.03,9.01 04/18/06 ANDREW CORP DE 1.01,9.01 04/14/06 ANSOFT CORP PA 8.01 04/20/06 APACHE CORP DE 8.01 04/19/06 APPLEBEES INTERNATIONAL INC DE 7.01 04/19/06 APPLICA INC FL 1.01,9.01 04/19/06 APTARGROUP INC DE 2.02,9.01 04/20/06 ARBITRON INC DE 2.02,9.01 04/20/06 ARBOR REALTY TRUST INC MD 8.01,9.01 04/20/06 ARMOR HOLDINGS INC DE 2.02,9.01 04/20/06 ARROW ELECTRONICS INC NY 2.02,9.01 04/20/06 ASHFORD HOSPITALITY TRUST INC MD 7.01,9.01 04/19/06 Aspreva Pharmaceuticals CORP A1 8.01,9.01 04/20/06 ASSOCIATED BANC-CORP WI 2.02,9.01 04/20/06 ASTORIA FINANCIAL CORP DE 2.02,9.01 04/20/06 ATHEROGENICS INC GA 2.02,9.01 03/31/06 Atlantic Southern Financial Group, In 2.02,9.01 04/20/06 AVICI SYSTEMS INC DE 2.02,9.01 04/20/06 AXIAL VECTOR ENGINE CORP NV 1.01 04/03/06 AZTAR CORP DE 3.03,9.01 04/20/06 BAIRNCO CORP /DE/ DE 2.02,9.01 04/01/06 BANCSHARES OF FLORIDA INC FL 2.02,8.01,9.01 04/19/06 BANDAG INC IA 2.02,9.01 04/18/06 BANK OF AMERICA CORP /DE/ DE 2.02,7.01,8.01,9.01 04/20/06 BANK OF NEW YORK CO INC NY 2.02,9.01 03/31/06 BANK ONE AUTO SECURITIZATION TRUST 20 DE 8.01,9.01 04/20/06 BARNES GROUP INC DE 2.02,9.01 04/20/06 BAXTER INTERNATIONAL INC DE 2.02,9.01 04/20/06 BB&T CORP NC 2.02,9.01 03/31/06 Bear Stearns Commercial Mortgage Secu DE 8.01,9.01 04/20/06 BELLSOUTH CORP GA 2.02 04/20/06 BELO CORP DE 2.02,9.01 04/20/06 BJs RESTAURANTS INC CA 8.01,9.01 04/19/06 BORLAND SOFTWARE CORP DE 2.01,9.01 04/19/06 BOSTON PRIVATE FINANCIAL HOLDINGS INC MA 7.01 04/19/06 BOSTON SCIENTIFIC CORP DE 8.01,9.01 04/20/06 BRIGGS & STRATTON CORP WI 2.02,9.01 04/20/06 BRITESMILE INC UT 2.02,9.01 04/17/06 BROADCOM CORP CA 2.02,9.01 04/20/06 BROOKLINE BANCORP INC DE 1.01 04/20/06 BSD MEDICAL CORP DE 7.01,9.01 04/20/06 BUREAU OF NATIONAL AFFAIRS INC DE 1.01 04/20/06 CANCERVAX CORP DE 1.01,9.01 04/14/06 CAPITAL ONE FINANCIAL CORP DE 2.02,7.01,8.01,9.01 04/20/06 CAPITOL BANCORP LTD MI 2.02 03/31/06 CATALINA MARKETING CORP/DE DE 1.01 04/18/06 CELADON GROUP INC DE 2.02,9.01 04/19/06 CELGENE CORP /DE/ DE 5.02,9.01 04/19/06 CELGENE CORP /DE/ DE 5.02,9.01 04/19/06 CENTRAL BANCORP INC /MA/ MA 8.01,9.01 04/20/06 CENTRAL VALLEY COMMUNITY BANCORP CA 8.01 04/19/06 CENTRAL VIRGINIA BANKSHARES INC VA 8.01 04/19/06 CERNER CORP /MO/ DE 2.02,9.01 04/20/06 CHARYS HOLDING CO INC 9.01 10/03/05 AMEND Chemtura CORP DE 1.01,9.01 04/19/06 CHICOS FAS INC FL 8.01,9.01 04/20/06 CHILDRENS PLACE RETAIL STORES INC 1.01,5.02 04/15/06 China 3C Group NV 4.01,5.02,9.01 04/17/06 China Health Holding, Inc. NV 8.01,9.01 04/16/06 CHITTENDEN CORP /VT/ VT 2.02,9.01 04/20/06 CHOICEPOINT INC GA 2.02,9.01 04/20/06 CITIZENS BANKING CORP MI 2.02,9.01 04/20/06 CITIZENS FINANCIAL SERVICES INC PA 2.02,9.01 04/20/06 CIVITAS BANKGROUP INC TN 2.02,7.01,9.01 04/20/06 CNB FINANCIAL CORP/PA PA 8.01 04/18/06 CNH WHOLESALE RECEIVABLES LLC DE 8.01,9.01 04/17/06 COHU INC DE 1.01,9.01 04/20/06 COLONY RIH HOLDINGS INC DE 5.02 04/20/06 COMMERCIAL BANKSHARES INC FL 2.02,9.01 04/19/06 COMMUNITY BANCORP INC DE 2.02,9.01 04/20/06 COMPUTER SOFTWARE INNOVATIONS INC DE 7.01,9.01 04/20/06 COMVERSE TECHNOLOGY INC/NY/ NY 3.01,9.01 04/17/06 CONTINENTAL AIRLINES INC /DE/ DE 2.02,9.01 04/20/06 CONTINENTAL AIRLINES INC /DE/ DE 7.01,9.01 04/20/06 COOPER INDUSTRIES LTD 2.02,9.01 04/20/06 COOPERATIVE BANKSHARES INC NC 2.02,9.01 04/20/06 Core-Mark Holding Company, Inc. DE 4.01,9.01 04/20/06 COTT CORP /CN/ 2.02,2.05,2.06,9.01 09/29/05 AMEND Cougar Biotechnology, Inc. 4.01,5.02 04/10/06 COVENANT TRANSPORT INC NV 2.02,9.01 04/19/06 CREE INC NC 2.02,9.01 04/20/06 CRESCENT FINANCIAL CORP NC 2.02,9.01 04/17/06 CSMC Mortgage-Backed Trust Series 200 DE 9.01 04/20/06 CYPRESS SEMICONDUCTOR CORP /DE/ DE 2.02,9.01 04/20/06 DANAHER CORP /DE/ DE 2.02,9.01 04/19/06 DATAMEG CORP DE 8.01 04/19/06 DAVI SKIN, INC. NV 5.02 04/18/06 DAVI SKIN, INC. NV 1.01,3.02,9.01 03/27/06 DCB FINANCIAL CORP OH 2.02,9.01 04/20/06 DDS TECHNOLOGIES USA INC NV 3.02,7.01,8.01,9.01 04/12/06 DEARBORN BANCORP INC /MI/ MI 2.02,9.01 04/18/06 DELTA PETROLEUM CORP/CO CO 7.01 04/19/06 DENBURY RESOURCES INC DE 1.01,7.01,9.01 04/19/06 DOR BIOPHARMA INC DE 3.01,9.01 04/18/06 DOV PHARMACEUTICAL INC DE 1.01,8.01 04/17/06 DOW CHEMICAL CO /DE/ DE 5.03,9.01 04/13/06 DYNEGY INC /IL/ IL 1.01,2.03,9.01 04/19/06 EAGLE BANCORP INC MD 2.02,9.01 04/20/06 EAGLE BANCORP/MT 2.02 04/20/06 EARTHLINK INC DE 2.01,9.01 04/20/06 EASTMAN CHEMICAL CO DE 8.01 04/20/06 EASY GARDENER PRODUCTS LTD 1.01,1.03,2.03,9.01 04/19/06 ECC Capital CORP 1.01,9.01 04/14/06 ECC Capital CORP 2.05,2.06,9.01 01/06/06 AMEND EDGAR ONLINE INC DE 8.01,9.01 04/20/06 EDWARDS LIFESCIENCES CORP DE 2.02,9.01 04/20/06 ELECTRONICS FOR IMAGING INC DE 2.02,9.01 04/20/06 ELOYALTY CORP DE 1.02,9.01 04/14/06 EMC CORP MA 2.02,9.01 04/20/06 EMC INSURANCE GROUP INC IA 7.01 04/20/06 Endavo Media & Communications, Inc. DE 5.03,8.01 02/13/06 ENDEAVOUR INTERNATIONAL CORP NV 8.01,9.01 04/20/06 ENDO PHARMACEUTICALS HOLDINGS INC DE 2.02,9.01 04/20/06 ENDO PHARMACEUTICALS HOLDINGS INC DE 5.02,9.01 04/19/06 Energy Transfer Partners, L.P. DE 1.01,8.01,9.01 04/19/06 ENESCO GROUP INC IL 5.02,9.01 04/18/06 ENGELHARD CORP DE 8.01,9.01 04/20/06 ENPATH MEDICAL INC MN 2.02,9.01 04/20/06 EQUIFAX INC GA 2.02,9.01 04/20/06 EQUITY LIFESTYLE PROPERTIES INC MD 1.01,9.01 04/14/06 ESCALADE INC IN 1.01,5.02,8.01,9.01 04/19/06 EUROBANCSHARES INC 2.02,9.01 04/20/06 EVANS SYSTEMS INC TX 1.01,2.01,5.02,9.01 04/12/06 AMEND EXIDE TECHNOLOGIES DE 8.01 04/20/06 F5 NETWORKS INC WA 2.02,9.01 04/20/06 FACTORY CARD OUTLET CORP DE 1.01,9.01 04/18/06 FAIRCHILD SEMICONDUCTOR INTERNATIONAL DE 2.02 04/20/06 FCB Bancorp CA 2.02,9.01 04/20/06 Federal Home Loan Bank of Boston X1 2.03 04/17/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 04/17/06 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 04/20/06 Federal Home Loan Bank of New York X1 2.03,9.01 04/18/06 Federal Home Loan Bank of New York X1 8.01 04/20/06 Federal Services Acquisition CORP DE 1.01 04/19/06 FIDELITY BANKSHARES INC DE 2.02,9.01 04/18/06 FIDELITY D & D BANCORP INC PA 2.02,9.01 04/19/06 FIELDSTONE INVESTMENT CORP 2.02,9.01 04/14/06 FIFTH THIRD AUTO TRUST 2004-A 8.01,9.01 04/20/06 FIRST CAPITAL INC IN 2.02,9.01 04/19/06 FIRST CENTURY BANKSHARES INC WV 8.01,9.01 04/18/06 FIRST COMMONWEALTH FINANCIAL CORP /PA PA 2.02,9.01 04/20/06 FIRST CONSULTING GROUP INC DE 8.01 04/19/06 FIRST DATA CORP DE 2.02,9.01 04/20/06 FIRST FINANCIAL BANKSHARES INC TX 2.02 03/31/06 FIRST FINANCIAL HOLDINGS INC /DE/ DE 7.01,9.01 04/20/06 FIRST HORIZON NATIONAL CORP TN 7.01,9.01 03/31/06 FIRST HORIZON NATIONAL CORP TN 2.02,9.01 03/31/06 FIRST INDIANA CORP IN 8.01,9.01 04/19/06 FIRST M&F CORP/MS MS 2.02,7.01,9.01 04/19/06 FIRST SECURITY BANCORP INC /KY/ KY 8.01,9.01 04/20/06 FIRSTMERIT CORP /OH/ OH 2.02,9.01 04/20/06 FLEXSTEEL INDUSTRIES INC MN 2.02,9.01 04/19/06 FNB CORP/FL/ FL 2.02,9.01 04/20/06 FOOTHILL INDEPENDENT BANCORP DE 8.01,9.01 04/19/06 FOOTHILLS RESOURCES INC 3.02,5.02,9.01 04/17/06 FORCE PROTECTION INC NV 1.01,2.03,9.01 04/17/06 FOUNDRY NETWORKS INC DE 2.02,9.01 04/20/06 FRANKLIN BANK CORP 8.01,9.01 04/20/06 FREEDOM FINANCIAL GROUP INC DE 8.01,9.01 04/20/06 FRONTIER FINANCIAL CORP /WA/ WA 2.02 04/19/06 GALLAGHER ARTHUR J & CO DE 2.02,9.01 04/20/06 GE Capital Credit Card Master Note Tr DE 8.01,9.01 04/17/06 GE Capital Credit Card Master Note Tr DE 8.01,9.01 04/17/06 GE Capital Credit Card Master Note Tr DE 8.01,9.01 04/17/06 GE Capital Credit Card Master Note Tr DE 8.01,9.01 04/17/06 GE Capital Credit Card Master Note Tr DE 8.01,9.01 04/17/06 GEN PROBE INC DE 1.01,9.01 04/18/06 GENERAL DYNAMICS CORP DE 8.01 04/17/06 GENERAL MOTORS ACCEPTANCE CORP DE 2.02 04/20/06 GENERAL MOTORS CORP DE 2.02,9.01 04/20/06 GENIUS PRODUCTS INC NV 2.01,4.02 04/15/06 GENTEX CORP MI 2.02,9.01 04/20/06 GETTY IMAGES INC DE 2.02,9.01 04/20/06 GILEAD SCIENCES INC DE 8.01,9.01 04/19/06 GOLDEN GRAIN ENERGY 4.01 04/17/06 GOLDEN PATRIOT CORP NV 1.01,3.02,8.01,9.01 04/19/06 AMEND GOLDEN SPIRIT GAMING LTD. DE 1.02,9.01 04/20/06 GOLDEN WEST FINANCIAL CORP /DE/ DE 7.01,8.01 04/20/06 GOODRICH PETROLEUM CORP DE 5.03,9.01 04/20/06 Google Inc. DE 2.02,9.01 04/20/06 GRACO INC MN 2.02,9.01 03/31/06 GRAMERCY CAPITAL CORP MD 1.01,2.02,7.01,9.01 04/19/06 GRAN TIERRA ENERGY, INC. NV 4.01 11/10/05 GRANT PRIDECO INC DE 2.02,9.01 04/19/06 GREAT AMERICAN FINANCIAL RESOURCES IN DE 8.01 04/19/06 GREATER COMMUNITY BANCORP NJ 8.01,9.01 04/19/06 GRUBB & ELLIS CO DE 1.01,8.01,9.01 04/14/06 GRYPHON GOLD CORP NV 3.02,8.01 04/18/06 H&R BLOCK INC MO 1.01,9.01 04/19/06 HALF ROBERT INTERNATIONAL INC /DE/ DE 2.02,8.01,9.01 04/20/06 HARBOR FLORIDA BANCSHARES INC DE 2.02,9.01 04/19/06 HARVEST NATURAL RESOURCES, INC. DE 2.02,9.01 04/20/06 HERCULES INC DE 8.01 04/20/06 HERSHEY CO DE 2.02,9.01 04/20/06 HNI CORP IA 2.02,9.01 04/20/06 HOLLY CORP DE 7.01,9.01 04/20/06 HOLLY ENERGY PARTNERS LP DE 7.01,9.01 04/19/06 HOMEBANC CORP 2.02,7.01,9.01 04/19/06 HORIZON HEALTH CORP /DE/ DE 9.01 02/01/06 AMEND HouseValues, Inc. WA 2.02,9.01 04/20/06 HUB GROUP INC DE 2.02,9.01 03/31/06 HUBBELL INC CT 2.02 04/20/06 HUDSON CITY BANCORP INC DE 2.02,9.01 04/19/06 HUTCHINSON TECHNOLOGY INC MN 2.02,9.01 04/20/06 HYPERION SOLUTIONS CORP DE 1.02,2.02,9.01 04/20/06 HyperSpace Communications, Inc. CO 3.01,8.01,9.01 04/12/06 ICOS CORP WA 2.02 04/20/06 IDEX CORP /DE/ DE 2.02,9.01 04/20/06 IEC ELECTRONICS CORP DE 2.02,9.01 04/20/06 ILLINOIS TOOL WORKS INC DE 2.02,9.01 03/31/06 IMMUCELL CORP /DE/ DE 2.02,9.01 04/20/06 INCO LTD 2.02 04/20/06 INFORMATICA CORP DE 2.02,9.01 04/20/06 INPHONIC INC 8.01,9.01 04/20/06 INPUT OUTPUT INC DE 1.01 04/20/06 INSIGHT ENTERPRISES INC DE 2.02,9.01 04/20/06 INSPIRE PHARMACEUTICALS INC DE 8.01,9.01 04/19/06 INTERLINE RESOURCES CORP UT 5.02 04/20/06 INTERNATIONAL GAME TECHNOLOGY NV 2.02 04/20/06 INTERSIL CORP/DE DE 2.02,7.01,9.01 04/20/06 INTRABIOTICS PHARMACEUTICALS INC /DE DE 1.01 04/17/06 INTRAWARE INC DE 2.02,9.01 04/20/06 IPC HOLDINGS LTD 7.01,8.01,9.01 04/19/06 IPC HOLDINGS LTD 1.01,2.03,9.01 04/19/06 IRWIN FINANCIAL CORP IN 1.01 04/20/06 ISIS PHARMACEUTICALS INC DE 1.01,9.01 04/20/06 IVAX DIAGNOSTICS INC DE 5.02 04/19/06 iVOW, Inc. DE 1.01,9.01 04/19/06 IXIA CA 1.01,2.02,9.01 04/14/06 JAKKS PACIFIC INC DE 2.02,9.01 04/20/06 JOHN D. OIL & GAS CO 3.02 04/14/06 KEMET CORP DE 2.01,9.01 04/19/06 KEMET CORP DE 9.01 04/19/06 AMEND KILROY REALTY CORP MD 1.01 04/14/06 KNAPE & VOGT MANUFACTURING CO MI 2.02,9.01 04/20/06 KNIGHT TRANSPORTATION INC AZ 2.02,9.01 04/19/06 KVH INDUSTRIES INC \DE\ DE 2.02,9.01 04/20/06 LANDSTAR SYSTEM INC DE 2.02,9.01 04/20/06 LCNB CORP OH 2.02,8.01,9.01 04/20/06 LEGGETT & PLATT INC MO 2.02,9.01 04/20/06 LEXAR MEDIA INC CA 8.01,9.01 04/11/06 Liberty Global, Inc. DE 7.01 04/19/06 LINCOLN NATIONAL CORP IN 8.01,9.01 04/12/06 LINK PLUS CORP 8.01 04/04/06 Linn Energy, LLC DE 3.01,9.01 04/18/06 LIPID SCIENCES INC/ AZ 8.01 04/20/06 LNB BANCORP INC OH 1.01 04/18/06 LODGENET ENTERTAINMENT CORP DE 2.02,9.01 04/20/06 LSB FINANCIAL CORP IN 2.02,9.01 04/19/06 MACATAWA BANK CORP MI 8.01 04/20/06 MAF BANCORP INC DE 2.02 04/19/06 MANCHESTER INC 5.02,9.01 04/13/06 MARINEMAX INC DE 2.02,9.01 04/20/06 MARRIOTT INTERNATIONAL INC /MD/ DE 2.02,9.01 04/20/06 MASSBANK CORP DE 2.02,9.01 04/18/06 MASTR Adjustable Rate Mortgages Trust DE 8.01,9.01 04/20/06 MATRIXONE INC DE 8.01 04/19/06 MAXXAM INC DE 8.01 04/19/06 MCMORAN EXPLORATION CO /DE/ DE 2.02,9.01 04/20/06 MDC HOLDINGS INC DE 2.02,7.01,9.01 04/19/06 MEADWESTVACO CORP DE 2.02,9.01 04/20/06 MEDICAL NUTRITION USA INC NJ 2.02,9.01 04/19/06 MEDIMMUNE INC /DE DE 2.02,9.01 04/20/06 MERCK & CO INC NJ 2.02,9.01 04/20/06 MERRILL MERCHANTS BANCSHARES INC ME 2.02,9.01 02/20/06 MESA OFFSHORE TRUST TX 7.01,9.01 04/20/06 MESA ROYALTY TRUST/TX TX 7.01,9.01 04/20/06 MFB CORP IN 2.02 03/31/06 MFRI INC DE 4.02,7.01 04/14/06 MICRO LINEAR CORP /CA/ DE 2.02,9.01 04/20/06 MICRON ENVIRO SYSTEMS INC NV 8.01 04/19/06 MIDLAND CO OH 2.02 04/20/06 MIPS TECHNOLOGIES INC DE 2.02,9.01 03/31/06 MOLEX INC DE 2.02,9.01 04/20/06 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 01/26/06 AMEND MOTIENT CORP DE 7.01,9.01 04/20/06 MOVIE GALLERY INC DE 2.02,8.01,9.01 04/19/06 AMEND MPW INDUSTRIAL SERVICES GROUP INC OH 1.01,9.01 04/14/06 MRO SOFTWARE INC MA 2.02,9.01 04/20/06 MS STRUCTURED SATURNS SERIES 2002-15 DE 8.01,9.01 04/17/06 MS STRUCTURED SATURNS SERIES 2004-5 DE 8.01,9.01 04/17/06 NASB FINANCIAL INC MO 8.01 04/20/06 National Investment Managers Inc. FL 5.02 04/14/06 NATIONAL SECURITY GROUP INC DE 8.01,9.01 04/20/06 NATIONAL SEMICONDUCTOR CORP DE 5.02,5.03,9.01 04/19/06 Naugatuck Valley Financial Corp X1 2.02,9.01 04/19/06 Nayna Networks, Inc. WY 5.02 04/11/06 NCI BUILDING SYSTEMS INC DE 4.01,9.01 03/20/06 NCO GROUP INC PA 2.03 04/17/06 NCR CORP MD 8.01,9.01 04/17/06 NCT GROUP INC DE 2.02,9.01 12/31/05 NELNET INC NE 8.01,9.01 04/17/06 NEWMONT MINING CORP /DE/ DE 2.02,9.01 04/20/06 NICOR INC IL 7.01,9.01 04/20/06 NICOR INC IL 1.01,9.01 04/20/06 NOBLE CORP 7.01,9.01 04/19/06 NOBLE CORP 2.02,9.01 04/20/06 NORTH STATE BANCORP NC 2.02,9.01 04/19/06 NORTHRIM BANCORP INC AK 2.02,9.01 04/19/06 NOVADEL PHARMA INC DE 3.02,9.01 04/19/06 NT HOLDING CORP. DE 1.01 04/19/06 NTL INC DE 1.01,8.01 03/16/06 AMEND NU HORIZONS ELECTRONICS CORP DE 2.03 04/20/06 NUCOR CORP DE 2.02,9.01 04/20/06 NYMAGIC INC NY 1.01,9.01 04/17/06 NYSE Group, Inc. DE 2.02,9.01 04/19/06 O2DIESEL CORP 1.01,2.02,3.02,9.01 12/31/05 OAKLEY INC WA 2.02 04/20/06 OLD LINE BANCSHARES INC 2.02,9.01 04/20/06 OLD NATIONAL BANCORP /IN/ IN 2.02,9.01 04/20/06 ORBITAL SCIENCES CORP /DE/ DE 2.02 04/20/06 Organic Recycling Technologies Inc. NV 4.01 03/29/06 AMEND ORION HEALTHCORP INC DE 7.01,9.01 04/17/06 ORTEC INTERNATIONAL INC DE 2.01,3.02,9.01 04/14/06 ORTEC INTERNATIONAL INC DE 3.02 04/04/06 AMEND OUTBACK STEAKHOUSE INC DE 2.02,9.01 04/19/06 OWENS & MINOR INC/VA/ VA 2.02,8.01,9.01 04/18/06 PACIFIC PREMIER BANCORP INC DE 2.02,9.01 04/20/06 PACKETEER INC DE 2.02,9.01 04/20/06 PALMETTO BANCSHARES INC SC 2.02,9.01 04/18/06 PAPA JOHNS INTERNATIONAL INC DE 8.01,9.01 04/19/06 PATH 1 NETWORK TECHNOLOGIES INC DE 3.01 04/14/06 Patient Safety Technologies, Inc DE 1.01,9.01 04/18/06 PAVILION BANCORP INC 1.01,5.02 04/20/06 PDF SOLUTIONS INC DE 2.02,7.01,9.01 04/20/06 PENNICHUCK CORP NH 8.01 04/13/06 PEOPLES BANCORP INC OH 8.01,9.01 04/20/06 PEOPLES FINANCIAL SERVICES CORP/ PA 9.01 03/31/06 PER SE TECHNOLOGIES INC DE 1.01,9.01 04/18/06 PETROL OIL & GAS INC 8.01,9.01 04/18/06 PINOAK INC /NV/ 5.03,9.01 04/18/06 PMC SIERRA INC DE 2.02,9.01 04/20/06 PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 04/20/06 PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 04/20/06 POLARIS INDUSTRIES INC/MN MN 7.01 04/20/06 PortalPlayer, Inc. DE 8.01,9.01 04/14/06 PPG INDUSTRIES INC PA 2.02,9.01 04/20/06 PPG INDUSTRIES INC PA 9.01 04/20/06 PRACTICEXPERT INC NV 2.03,3.02,9.01 04/14/06 PREMIER COMMUNITY BANKSHARES INC VA 8.01,9.01 04/20/06 PRG SCHULTZ INTERNATIONAL INC GA 8.01 04/20/06 PRINCETON ACQUISITIONS INC CO 4.01,4.02,9.01 02/03/06 AMEND PROSPECT ENERGY CORP MD 8.01,9.01 04/20/06 PROSPERITY BANCSHARES INC TX 5.02,5.03,9.01 04/18/06 PROVIDENT BANKSHARES CORP MD 2.02,9.01 04/20/06 PROVIDENT COMMUNITY BANCSHARES, INC. DE 8.01,9.01 04/19/06 PROVIDENT FINANCIAL HOLDINGS INC DE 2.02,9.01 04/20/06 PSB HOLDINGS INC /WI/ WI 8.01,9.01 04/18/06 PVF CAPITAL CORP OH 2.02,8.01,9.01 04/19/06 QUAKER FABRIC CORP /DE/ DE 2.02,9.01 04/19/06 QUEST DIAGNOSTICS INC DE 2.02,2.05,2.06,9.01 04/19/06 RADIAN GROUP INC DE 2.02,9.01 04/19/06 READERS DIGEST ASSOCIATION INC DE 1.01,8.01 04/20/06 REFLECT SCIENTIFIC INC UT 7.01,9.01 04/19/06 RELIANCE STEEL & ALUMINUM CO CA 2.02,9.01 04/20/06 REPUBLIC SERVICES INC DE 8.01 04/20/06 RESEARCH FRONTIERS INC DE 7.01 04/20/06 RESIDENTIAL CAPITAL CORP DE 2.02 04/20/06 RICHARDSON ELECTRONICS LTD/DE DE 3.01,9.01 04/18/06 ROCHESTER MEDICAL CORPORATION MN 2.02,9.01 04/19/06 RSA SECURITY INC/DE/ DE 8.01,9.01 04/19/06 RSA SECURITY INC/DE/ DE 2.02,9.01 04/17/06 AMEND RTW INC /MN/ MN 1.01,9.01 04/18/06 RYLAND GROUP INC MD 2.02,9.01 04/20/06 SALIX PHARMACEUTICALS LTD 8.01,9.01 04/20/06 SANDISK CORP DE 2.02,9.01 04/20/06 SCHERING PLOUGH CORP NJ 2.02,9.01 04/20/06 SCHNITZER STEEL INDUSTRIES INC OR 5.02,9.01 02/28/06 AMEND SCIENTIFIC ENERGY INC UT 5.01 04/13/06 Scientigo, Inc. DE 8.01,9.01 04/20/06 SCOTIA PACIFIC CO LLC DE 8.01 04/19/06 SCP POOL CORP DE 2.02,7.01,9.01 04/20/06 SEAGATE TECHNOLOGY E9 8.01,9.01 04/18/06 SEALIFE CORP 2.06,8.01 04/17/06 SECURED DIGITAL APPLICATIONS INC DE 4.01,9.01 04/17/06 AMEND SECURITY BANK CORP GA 1.01,2.02,9.01 04/19/06 SECURITY FEDERAL CORPORATION SC 1.01 04/20/06 Seneca Gaming Corp XX 5.02,9.01 04/14/06 SENOMYX INC DE 2.02,9.01 04/20/06 SEQUIAM CORP CA 1.01,9.01 04/15/06 SERVICE AIR GROUP INC NJ 1.01,3.02 04/18/06 SHERWIN WILLIAMS CO OH 2.02,9.01 04/20/06 SIERRA PACIFIC RESOURCES /NV/ NV 2.03 04/19/06 SIGA TECHNOLOGIES INC DE 1.01,2.03,9.01 04/19/06 SILICON GRAPHICS INC DE 1.01,9.01 04/14/06 SIMMONS FIRST NATIONAL CORP AR 2.02 04/20/06 SIMPLETECH INC CA 2.02,9.01 04/20/06 SLM CORP DE 2.02 04/20/06 SLM FUNDING LLC DE 9.01 04/20/06 SLS INTERNATIONAL INC DE 2.02,8.01,9.01 04/18/06 SMART & FINAL INC/DE DE 2.02,9.01 04/20/06 SMART VIDEO TECHNOLOGIES INC 1.01,9.01 04/14/06 SONOCO PRODUCTS CO SC 1.01 04/18/06 SOUTH FINANCIAL GROUP INC SC 5.02 02/28/06 AMEND Southeastern Bank Financial CORP GA 5.02 04/18/06 Southern Sauce Company, Inc. FL 8.01,9.01 04/20/06 SOUTHWEST AIRLINES CO TX 1.01,2.02 04/20/06 SOUTHWEST COMMUNITY BANCORP CA 2.02,8.01,9.01 04/19/06 Spectrum Brands, Inc. WI 8.01 04/20/06 SPECTRUM CONTROL INC PA 8.01 04/20/06 SPRINT NEXTEL CORP KS 8.01,9.01 04/19/06 STANCORP FINANCIAL GROUP INC OR 2.02,9.01 04/19/06 STEVEN MADDEN, LTD. DE 2.02,9.01 04/20/06 STRATFORD AMERICAN CORP AZ 1.01,9.01 04/20/06 STRATTEC SECURITY CORP WI 2.02,9.01 04/20/06 STRYKER CORP MI 2.02,9.01 04/20/06 STUDIO ONE MEDIA, INC. DE 5.03 03/29/06 AMEND SUBURBAN PROPANE PARTNERS LP DE 7.01,8.01,9.01 04/20/06 SUMMIT FINANCIAL GROUP INC WV 2.02,9.01 04/20/06 SUN NEW MEDIA INC. MN 7.01,9.01 04/20/06 SUNPOWER CORP CA 2.02,9.01 04/20/06 SUPERGEN INC DE 2.02,9.01 04/20/06 SUPERIOR ESSEX INC DE 1.01,2.03,9.01 04/14/06 SWIFT TRANSPORTATION CO INC NV 2.02,9.01 04/19/06 SWISS MEDICA INC DE 1.01,3.02,9.01 04/13/06 SYMS CORP NJ 2.02,9.01 04/20/06 SYMYX TECHNOLOGIES INC DE 2.02,9.01 04/20/06 SYNAPTICS INC CA 2.02,9.01 04/20/06 TALBOTS INC DE 1.01,9.01 04/18/06 TALEO CORP DE 1.01,9.01 04/14/06 Tao Minerals Ltd. NV 1.01,9.01 04/01/06 TARGET RECEIVABLES CORP MN 8.01,9.01 04/20/06 TARGET RECEIVABLES CORP MN 8.01,9.01 04/20/06 TAUBMAN CENTERS INC MI 2.02,9.01 04/20/06 TECHE HOLDING CO LA 2.02,9.01 04/19/06 Tectonic Network, Inc DE 8.01 03/24/06 TELECOMMUNICATION SYSTEMS INC /FA/ 5.02 04/18/06 TEMPUR PEDIC INTERNATIONAL INC DE 2.02,7.01,9.01 04/20/06 TENDERCARE INTERNATIONAL INC CO 8.01,9.01 04/18/06 TETRA TECHNOLOGIES INC DE 1.01,2.03,9.01 04/18/06 TEXAS UNITED BANCSHARES INC TX 2.02,9.01 04/20/06 TEXTRON INC DE 2.02,9.01 04/20/06 THERAGENICS CORP DE 2.02 04/20/06 TODCO DE 1.01,5.02,9.01 04/17/06 TOTAL SYSTEM SERVICES INC GA 1.01,5.02,8.01,9.01 04/20/06 Trinsic, Inc. DE 1.01,9.01 04/20/06 TRONOX INC DE 7.01,9.01 04/20/06 TRUMP ENTERTAINMENT RESORTS, INC. DE 7.01,9.01 04/19/06 TYCO INTERNATIONAL LTD /BER/ D0 1.01,9.01 04/17/06 TYSON FOODS INC DE 2.02,9.01 04/20/06 UBIQUITEL INC DE 1.01,9.01 04/19/06 ULTICOM INC NJ 3.01,9.01 04/17/06 ULTRALIFE BATTERIES INC DE 5.02 04/20/06 ULTRALIFE BATTERIES INC DE 2.02,9.01 04/20/06 ULTRATECH INC DE 2.02,9.01 04/20/06 UMPQUA HOLDINGS CORP OR 2.02,9.01 04/19/06 UNIFI INC NY 2.02,9.01 04/20/06 UNION PACIFIC CORP UT 2.02,9.01 04/20/06 UNION PACIFIC RAILROAD CO/DE DE 2.02,9.01 04/20/06 UNIONBANCAL CORP CA 2.02,9.01 04/20/06 UNITED AMERICA INDEMNITY, LTD E9 1.01,9.01 04/17/06 UNITED BANCSHARES INC/OH OH 2.02,7.01,9.01 04/20/06 UNITED SURGICAL PARTNERS INTERNATIONA DE 1.01,2.01,8.01,9.01 04/19/06 UNITIL CORP NH 5.02,8.01,9.01 04/20/06 UNITY BANCORP INC /NJ/ NJ 2.02,9.01 04/20/06 UNIVERSAL STAINLESS & ALLOY PRODUCTS DE 2.02 04/20/06 USA TRUCK INC DE 2.02,9.01 04/20/06 UTSTARCOM INC DE 8.01 04/03/06 VAIL BANKS INC CO 2.02,9.01 04/19/06 VAIL RESORTS INC DE 1.01,1.02,9.01 04/15/06 VALERO L P DE 1.01,5.02,9.01 04/18/06 VALLEY FINANCIAL CORP /VA/ VA 2.03 04/20/06 VALLEY NATIONAL BANCORP NJ 2.02,9.01 04/19/06 VCA ANTECH INC DE 1.01,9.01 04/14/06 VENTURE FINANCIAL GROUP INC WA 2.02,8.01,9.01 04/20/06 VERIDIUM CORP DE 1.01,2.03,9.01 04/19/06 VERISIGN INC/CA DE 2.02,9.01 04/20/06 VIASPACE Inc. NV 5.02,8.01,9.01 04/20/06 VIGNETTE CORP DE 2.02,9.01 04/20/06 VINEYARD NATIONAL BANCORP CA 1.01,9.01 04/20/06 VINEYARD NATIONAL BANCORP CA 2.02,9.01 04/20/06 VINEYARD NATIONAL BANCORP CA 2.02,9.01 04/20/06 VINEYARD NATIONAL BANCORP CA 2.02,9.01 04/20/06 VISKASE COMPANIES INC DE 8.01 04/20/06 Volkswagen Auto Lease Trust 2004-A DE 8.01,9.01 04/20/06 Volkswagen Auto Lease Trust 2005-A 8.01,9.01 04/20/06 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2 8.01,9.01 04/20/06 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2 DE 8.01,9.01 04/20/06 Volkswagen Auto Loan Enhanced Trust 2 8.01,9.01 04/20/06 Volkswagen Credit Auto Master Owner T DE 8.01,9.01 04/20/06 WaMu Asset Acceptance Corp. DE 9.01 04/20/06 WASTE MANAGEMENT INC DE 8.01,9.01 04/20/06 WCI COMMUNITIES INC 1.01,9.01 04/17/06 WEIS MARKETS INC PA 9.01 04/20/06 WESCO INTERNATIONAL INC DE 2.02 04/20/06 WEST BANCORPORATION INC IA 2.02,9.01 04/20/06 WEST CORP DE 2.02,9.01 04/19/06 WESTAMERICA BANCORPORATION CA 2.02 04/18/06 WESTLAKE CHEMICAL CORP 2.02 04/20/06 WHITEHALL JEWELLERS INC DE 5.02 04/14/06 WILMINGTON TRUST CORP DE 5.02 04/20/06 WINWIN GAMING INC DE 1.01,9.01 04/14/06 X RITE INC MI 2.02,9.01 04/20/06 XENOMICS INC FL 1.01,9.01 04/18/06 XETHANOL CORP CO 1.01,9.01 04/14/06 XM SATELLITE RADIO HOLDINGS INC DE 3.02,9.01 04/18/06 XM SATELLITE RADIO HOLDINGS INC DE 1.01 04/19/06 XTO ENERGY INC DE 2.02,8.01 04/20/06 ZANETT INC DE 2.02,9.01 04/18/06 ZENITH NATIONAL INSURANCE CORP DE 2.02,9.01 04/20/06 ZHONE TECHNOLOGIES INC DE 2.02,9.01 04/20/06 ZIONS BANCORPORATION /UT/ UT 2.02,9.01 04/20/06 ZONE 4 PLAY INC NV 1.01,9.01 04/20/06