SEC NEWS DIGEST


   Issue 2006-91 					     May 11, 2006



   COMMISSION ANNOUNCEMENTS


   CHANGE IN THE MEETING: Additional Items

   The following items were also considered during the 1:00  p.m.  closed
   meeting on Thursday, May  11,  2006:  Litigation  matters;  Regulatory
   matters involving financial institutions;  Other  matters  related  to
   enforcement proceedings; and an Adjudicatory matter.

   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.


   ENFORCEMENT PROCEEDINGS


   COMMISSION REVOKES REGISTRATIONS OF SECURITIES OF  NORTH  LILY  MINING
   CO. FOR FAILURE TO MAKE REQUIRED PERIODIC FILINGS

   On May 11, the Commission revoked the registration of  each  class  of
   registered securities of  North  Lily  Mining  Co.  (North  Lily)  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, North Lily consented to the entry  of
   an order finding that it had violated Section 13(a) of the  Securities
   Exchange Act of  1934  (Exchange  Act)  and  Rules  13a-1  and  13a-13
   thereunder and revoking the registration of each class of North Lily's
   securities pursuant to Section 12(j) of the Exchange Act.  This  order
   settled the charges brought against it in the Matter  of  Gary  Player
   Golf, Inc., et al., Administrative Proceeding File No. 3-12234.

   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  to  induce
        the purchase or sale of, any security the registration  of  which
        has been and is suspended or revoked . . ..

   For  further  information   see   Order   Instituting   Administrative
   Proceedings and Notice of Hearing Pursuant to  Section  12(j)  of  the
   Securities Exchange Act of 1934, In the Matter of  Gary  Player  Golf,
   Inc., et al., Administrative Proceeding File No. 3-12234, Exchange Act
   Release No. 34-53456 (March 9, 2006).  (Rel.  34-53785;  File  No.  3-
   12234)

   FINAL JUDGMENT OF PERMANENT INJUNCTION AGAINST DEFENDANTS HKW TRADING,
   LLC AND HOWARD WAXENBERG TRADING, L.L.C.

   The Commission announced that on April 25, 2006, the  Honorable  Susan
   Bucklew, U.S. District Judge  for  the  Middle  District  of  Florida,
   entered a final judgment of permanent  injunction  against  Defendants
   HKW Trading, LLC (HKW Trading) and Howard  Waxenberg  Trading,  L.L.C.
   (Waxenberg Trading). Defendants  HKW  Trading  and  Waxenberg  Trading
   consented to the entry of an injunction against future  violations  of
   Section 17(a) of the Securities Act of  1933,  Section  10(b)  of  the
   Securities Exchange Act  of  1934,  and  Rule  10b-5  thereunder,  and
   Sections 206(1) and 206(2) of the Investment Advisers Act of 1940.  In
   addition, the final judgment dismisses with prejudice the Commission's
   claims seeking disgorgement against Defendants HKW Trading,  Waxenberg
   Trading and Downing & Associates Technical Analysis, n/k/a The  Estate
   of Howard Waxenberg (Downing) and Relief Defendants HKW Trading Fund I
   LLC and The Estate of Howard Waxenberg, and  civil  penalties  against
   Defendants HKW Trading, Waxenberg Trading and  Downing.  [SEC  v.  HKW
   Trading, LLC, et al., Case No. 8:05-CV-1076-T-24MSS (M.D. Fla.)]  (LR-
   19695)

   SEC ANNOUNCES NEW CHARGES AGAINST  INSIDER  TRADING  RING  -DEFENDANTS
   TRADED ON INFORMATION FROM SECRET GRAND JURY PROCEEDINGS

   On May 11, Commission sought leave to file a third  amended  complaint
   (Complaint) in its pending action in the United States District  Court
   for the Southern District of New York, alleging  new  charges  against
   members of an international insider trading ring that netted at  least
   $6.7 million in illicit  gains.  The  new  charges  add  a  fourteenth
   individual defendant, Jason Smith  (Smith),  age  29,  a  resident  of
   Jersey City, New Jersey and a letter  carrier  with  the  U.S.  Postal
   Service. The new charges allege that, while serving on a federal grand
   jury investigating Bristol-Myers  Squibb  Co.  (Bristol-Myers),  Smith
   leaked information  about  the  proceedings  to  co-defendants  Eugene
   Plotkin (Plotkin) and David Pajcin (Pajcin), who  traded  in  Bristol-
   Myers securities based on the information. By leaking the information,
   Smith violated grand jury secrecy rules and his oath as a grand juror.


   As alleged in the  Complaint,  beginning  in  early  2005,  Smith  was
   serving on a federal grand jury in the District of New Jersey convened
   to investigate potential accounting fraud involving Bristol-Myers  and
   certain officers of that company. Plotkin and Pajcin set up  a  scheme
   with Smith in which Smith leaked  information  about  the  grand  jury
   proceedings to Pajcin and Plotkin in order to enable them to trade  on
   this non-public information. Among other things, Smith communicated to
   Plotkin and Pajcin that it appeared as if a high-ranking Bristol-Myers
   officer would be indicted, and based on that information, Plotkin  and
   Pajcin traded in an attempt to profit  on  the  negative  information,
   initially in an account in Pajcin's  name  and  later,  in  a  foreign
   account  in  the  name  of  his  aunt,   defendant   Sonja   Anticevic
   (Anticevic).  Plotkin  and  Pajcin  also  tipped   Plotkin's   father,
   defendant Mikhail Plotkin, and defendant  Henry  Siegel  (Siegel),  in
   return for a share of their trading profits. Later, a day  before  the
   announcement of a deferred prosecution  agreement  with  Bristol-Myers
   that did not include an indictment of the high-ranking officer,  Smith
   tipped Plotkin and Pajcin that the  grand  jury  had  decided  not  to
   return an indictment against the high-ranking officer. Based  on  this
   tip, Plotkin and Pajcin caused various accounts to liquidate or  cover
   their positions in an attempt to avoid losses.

   This Complaint follows three prior complaints filed by the  Commission
   which charged insider trading resulting in at least  $6.7  million  of
   illicit gains from two  other  schemes  orchestrated  by  Plotkin  and
   Pajcin. In the first  scheme,  Stanislav  Shpigelman  (Shpigelman),  a
   mergers and acquisitions analyst at Merrill  Lynch,  provided  Plotkin
   and Pajcin with information about  pending  mergers  and  acquisitions
   deals on which Merrill Lynch was  working,  prior  to  the  time  such
   information became public in exchange for a share of the profits  made
   from trades based on this information. In the second  scheme,  Plotkin
   and Pajcin recruited two individuals,  first  Nickolaus  Shuster,  and
   later Juan C. Renteria, Jr., to obtain employment at a printing  plant
   which prints BusinessWeek magazine for the sole  purpose  of  stealing
   advance copies of the  magazine  before  it  was  distributed  to  the
   public. Plotkin and Pajcin then traded on the basis of a market moving
   column in the magazine and tipped others to trade in  exchange  for  a
   percentage of their trading profits.  In  total,  Plotkin  and  Pajcin
   traded in  at  least  26  stocks  within  one  year  based  on  inside
   information obtained through these schemes. Today's Complaint  alleges
   that  Smith  provided  Pajcin  with  some  funding  for  Pajcin's  and
   Plotkin's other insider trading schemes, and Plotkin and Pajcin agreed
   to provide Smith with a percentage of Pajcin's trading  profits  based
   upon information derived from this scheme, as well  as  other  insider
   trading schemes.

   To date, the Commission has charged  14  individuals  located  in  the
   United States and Europe for their roles in the scheme. Today's filing
   adds Smith as a defendant. A description of the  other  defendants  is
   available in the  Commission's  news  digest  dated  April  11,  2006,
   http://www.sec.gov/news/digest/2006/dig041106.txt.

   The Commission alleges  that,  as  a  result  of  trading  in  various
   securities on the basis of material, non-public  information  obtained
   pursuant to the grand jury and other schemes, the  defendants  engaged
   in illegal insider trading  in  violation  of  Section  10(b)  of  the
   Securities Exchange Act of 1934 and Rule 10b-5  thereunder,  and  that
   defendants Smith, Pajcin,  Plotkin,  Anticevic,  Siegel,  and  Mikhail
   Plotkin also violated Section 17(a) of the Securities Act of  1933  by
   virtue of their insider trading in  Bristol-Myers.  In  addition,  the
   Commission alleges that defendants  Plotkin,  Pajcin,  and  Shpigelman
   violated Section 14(e) of the Exchange Act and Rule  14e-3  thereunder
   by trading in the stock of a company while in possession of  material,
   non-public information  related  to  a  cash  tender  offer  for  such
   company's stock. Among other things,  the  Complaint  seeks  permanent
   injunctive relief,  the  disgorgement  of  all  illegal  profits  plus
   prejudgment interest, the imposition of civil monetary penalties,  and
   orders requiring the defendants to repatriate  to  the  United  States
   proceeds of the fraud in accounts outside the United States.

   The Commission  acknowledges  the  assistance  of  the  United  States
   Attorney's Office for the Southern District of New  York,  the  United
   States Attorney's Office for the  District  of  New  Jersey,  and  the
   Federal Bureau of Investigation. The Commission also acknowledges  the
   assistance of the Financial  Supervisory  Authority  in  Denmark,  the
   Financial  Market  Authority  in  Austria,  the  Croatian   Securities
   Commission,  and  the  Financial  Services  Authority  in  the  United
   Kingdom. [SEC v. Sonja Anticevic et al., 05 Civ. 6991 (KMW) SDNY] (LR-
   19696)


   INVESTMENT COMPANY ACT RELEASES


   SPECIAL VALUE OPPORTUNITIES FUND, LLC, ET AL.

   An order has been issued on an  application  filed  by  Special  Value
   Opportunities Fund, LLC, et al., under Rule 17d-1 under the Investment
   Company Act permitting certain joint transactions otherwise prohibited
   by Section 17(d) of the Act  and  Rule  17d-1  thereunder.  The  order
   permits certain registered closed-end investment companies to coinvest
   in private placement securities with affiliates. (Rel. IC-27316 -  May
   9)


   SELF-REGULATORY ORGANIZATIONS


   APPROVAL OF PROPOSED RULE CHANGE

   The Commission approved  a  proposed  rule  change  (SR-Amex-2005-125)
   filed by  the  American  Stock  Exchange  relating  to  dual  listing.
   Publication of the order in the Federal Register  is  expected  during
   the week of May 15. (Rel. 34-53778)

   PROPOSED RULE CHANGE

   The New York Stock Exchange filed a  proposed  rule  change  (SR-NYSE-
   2006-24) relating to Exchange Rule 104(d) governing specialist trading
   in the NYSE Hybrid Market. Publication of the proposal is expected  in
   the Federal Register during the week of May 15. (Rel. 34-53780)


   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:
   <publicinfo@sec.gov>.  In  most  cases,  this  information   is   also
   available on the Commission's website: <www.sec.gov>.

S-3     AMDL INC, 2492 WALNUT AVENUE, STE 100, TUSTIN, CA, 92780, 7145054460 - 
        0 ($6,098,393.00) Equity, (File 333-133945 - May. 10) (BR. 10A)

S-3     NETLOGIC MICROSYSTEMS INC, 1875 CHARLESTON ROAD, MOUNTAIN VIEW, CA, 
        94043, 6509616676 - 0 ($125,000,000.00) Unallocated (Universal) Shelf, 
        (File 333-133946 - May. 10) (BR. 10B)

F-1     MITEL NETWORKS CORP, 350 LEGGET DRIVE, KANATA ONTARIO CANADA K2K 2W7, 
        A6, 00000, 0 ($150,000,000.00) Equity, (File 333-133947 - May. 10) 
        (BR. 11C)

S-8     HORTON D R INC /DE/, D.R. HORTON TOWER, 301 COMMERCE STREET, SUITE 500, 
        FORT WORTH, TX, 76102, 8173908200 - 0 ($903,667,984.00) Equity, 
        (File 333-133948 - May. 10) (BR. 06C)

S-1     ACA Capital Holdings Inc, 140 BROADWAY, NEW YORK, NY, 10004, 
        212-375-2000 - 0 ($100,000,000.00) Equity, (File 333-133949 - May. 10) 
        (BR. 01)

S-1     INNERWORKINGS INC, 600 WEST CHICAGO, SUITE 750, CHICAGO, IL, 60610, 
        0 ($100,000,000.00) Equity, (File 333-133950 - May. 10) (BR. 05B)

S-1     Under Armour, Inc., 1020 HULL STREET, 3RD FLOOR, BALTIMORE, MD, 21230, 
        410-454-6428 - 0 ($282,618,087.00) Equity, (File 333-133951 - May. 10) 
        (BR. 02)

S-3ASR  AMKOR TECHNOLOGY INC, 1900 SOUTH PRICE ROAD, CHANDLER, AZ, 85248, 
        480-821-5000 - 0 ($0.00) Debt, 0 ($0.00) Equity, (File 333-133953 - 
        May. 10) (BR. 10A)

S-8     HEALTHAXIS INC, 2500 DEKALB PIKE, NORRISTOWN, PA, 19401, 6102792500 - 
        1,999,301 ($2,479,133.00) Equity, (File 333-133955 - May. 10) (BR. 03C)

S-B     REPUBLIC OF TURKEY, 821 UNITED NATIONS PLZ, NEW YORK, NY, 10017, 
        0 ($5,000,000,000.00) Non-Convertible Debt, (File 333-133956 - May. 10) 
        (BR. DN)

S-8     MATERIAL TECHNOLOGIES INC /CA/, 11661 SAN VICENTE BOULEVARD, SUITE 707, 
        LOS ANGELES, CA, 90049, 3102085589 - 30,000,000 ($8,070,000.00) Equity, 
        (File 333-133957 - May. 10) (BR. 10B)

SB-2    VERIDICOM INTERNATIONAL INC, 1244 REAMWOOD AVENUE, ., SUNNYVALE, CA, 
        94089, 4087347980 - 32,500,000 ($4,965,000.00) Equity, 
        (File 333-133958 - May. 10) (BR. 03C)

S-8     REGENT COMMUNICATIONS INC, 100 EAST RIVERCENTER BOULEVARD, 9TH FLOOR, 
        COVINGTON, KY, 41011, 6062920030 - 250,000 ($1,080,000.00) Equity, 
        (File 333-133959 - May. 10) (BR. 11A)

S-1     URANIUM RESOURCES INC /DE/, 9723877777 - 0 ($73,544,212.00) Equity, 
        (File 333-133960 - May. 10) (BR. 04A)

SB-2    GLOBALINK, LTD., 426 MAIN STREET, #202, VANCOUVER, A1, V6A 2T4, 
        604-688-8866 - 11,250,000 ($5,625,000.00) Equity, (File 333-133961 - 
        May. 10) (BR. )

S-8     CHEMICAL FINANCIAL CORP, 333 E MAIN ST, MIDLAND, MI, 48640, 
        5176313310 - 1,000,000 ($28,460,000.00) Equity, (File 333-133962 - 
        May. 10) (BR. 07C)

S-8     WESTWOOD HOLDINGS GROUP INC, 200 CRESCENT COURT, SUITE 1200, DALLAS, 
        TX, 75201, 2147566900 - 0 ($19,720,000.00) Equity, (File 333-133963 - 
        May. 10) (BR. 07B)

S-8     PACKETEER INC, 10201 NORTH DE ANZA BLVD, CUPERTINO, CA, 95014-2028, 
        4088734400 - 0 ($33,141,981.02) Equity, (File 333-133964 - May. 10) 
        (BR. 03A)

F-9     AGRIUM INC, 13131 LAKE FRASER DRIVE S.E., CALGARY, A0, T2J7E8, 
        403 225-7000 - 0 ($500,000,000.00) Debt, (File 333-133965 - May. 10) 
        (BR. 04B)

S-3ASR  COMMONWEALTH EDISON CO, ONE FIRST NATIONAL PLZ 37TH FL, P O BOX 767, 
        CHICAGO, IL, 60690, 3123944321 - 0 ($0.00) Non-Convertible Debt, 
        (File 333-133966 - May. 10) (BR. 02B)

S-8     CONSTAR INTERNATIONAL INC, ONE CROWN WAY, PHILADELPHIA, PA, 19154-4, 
        215 698 5100 - 175,000 ($577,500.00) Equity, (File 333-133967 - 
        May. 10) (BR. 06C)

S-8     IncrediMail Ltd., TEXTILE HOUSE, 2 KAUFMAN STREET, TEL AVIV, L3, 68012, 
        972 3 516 0195 - 1,368,000 ($8,272,000.00) Equity, (File 333-133968 - 
        May. 10) (BR. 03)

S-4     CRESCENT FINANCIAL CORP, 1005 HIGH HOUSE ROAD, CARY, NC, 27513, 
        9194607770 - 0 ($31,995,534.84) Equity, (File 333-133969 - May. 10) 
        (BR. 07B)

S-8     LCC INTERNATIONAL INC, 7925 JONES BRANCH DR, STE 800, MCLEAN, VA, 
        22102, 7038732000 - 0 ($1,245,500.00) Equity, (File 333-133970 - 
        May. 10) (BR. 11A)

S-3     GERON CORP, 230 CONSTITUTION DRIVE, MENLO PARK, CA, 94025, 6504737700 - 
        134,048 ($958,443.00) Face Amount Certificates, (File 333-133971 - 
        May. 10) (BR. 01A)

S-8     NETWORK ENGINES INC, 25 DAN ROAD, CANTON, MA, 02021, 7813321000 - 
        0 ($1,511,250.00) Equity, (File 333-133974 - May. 10) (BR. 03B)

SB-2    DOR BIOPHARMA INC, 1691 MICHIGAN AVE., SUITE 435, MIAMI, FL, 33139, 
        305-534-3383 - 30,629,819 ($9,801,542.00) Equity, (File 333-133975 - 
        May. 10) (BR. 01A)

S-8     MCDERMOTT INTERNATIONAL INC, 777 N. ELDRIDGE PARKWAY, HOUSTON, TX, 
        77079, 281-870-5000 - 2,500,000 ($174,987,500.00) Equity, 
        (File 333-133976 - May. 10) (BR. 06A)

S-3     ICAGEN INC, 4222 EMPEROR BLVD, SUITE 350, DURHAM, NC, 27703, 
        919-941-5206 - 0 ($75,000,000.00) Other, (File 333-133977 - May. 10) 
        (BR. 01A)

S-3     STRUCTURED PRODUCTS CORP, 388 GREENWICH ST, NEW YORK, NY, 10013, 
        2128167496 - 1,000,000 ($1,000,000.00) Unallocated (Universal) Shelf, 
        (File 333-133978 - May. 10) (BR. 05D)

S-8     BRAZIL FAST FOOD CORP, RUA VOLUNTARIOS DA PATRIA 89 - 9 ANDAR, 
        BOTAFOGO, RIO DE JANEIRO, D5, 22270010, 552125367500 - 
        0 ($4,366,500.00) Equity, (File 333-133981 - May. 10) (BR. 05A)

S-1     Pinnacle Gas Resources, Inc., 1 E. ALGER STREET, SHERIDAN, WY, 82801, 
        (307) 673-9710 - 0 ($276,114,341.00) Equity, (File 333-133983 - 
        May. 10) (BR. )

S-3     McCormick & Schmicks Seafood Restaurants Inc., 
        720 SW WASHINGTON STREET, SUITE 550, PORTLAND, OR, 97205, 
        503-226-3440 - 2,351,489 ($64,642,432.61) Equity, (File 333-133984 - 
        May. 10) (BR. 05C)

S-3     STRUCTURED ASSET SECURITIES CORP, 745 7TH AVENUE, NEW YORK, NY, 10019, 
        2125267000 - 1,000,000 ($1,000,000.00) Asset-Backed Securities, 
        (File 333-133985 - May. 10) (BR. 05D)


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:
   <publicinfo@sec.gov>.  In  most  cases,  this  information   is   also
   available on the Commission's website: <www.sec.gov>.



				        STATE     
NAME OF ISSUER                          CODE   	8K ITEM NO.		    	DATE       COMMENT
-------------------------------------------------------------------------------------------------------

4 KIDS ENTERTAINMENT INC                NY       2.02,9.01                      05/10/06

724 SOLUTIONS INC                                2.02,9.01                      05/10/06

AASTROM BIOSCIENCES INC                 MI       2.02,9.01                      05/10/06

AASTROM BIOSCIENCES INC                 MI       8.01,9.01                      05/10/06

ACADIA PHARMACEUTICALS INC              DE       2.02,9.01                      05/10/06

ACE Securities Corp. Home Equity Loan   DE       9.01                           04/28/06

ACTIVE POWER INC                        DE       1.01,5.02,7.01,9.01            05/10/06

ADTRAN INC                              DE       1.01,9.01                      05/09/06

Advanced Life Sciences Holdings, Inc.            2.02,9.01                      05/09/06

ADVANCED MICRO DEVICES INC              DE       1.01                           05/04/06

AEI REAL ESTATE FUND XV LTD PARTNERSH   DE       2.01,9.01                      05/05/06

AEP INDUSTRIES INC                      DE       1.01,9.01                      10/27/05

AEROFLEX INC                            DE       2.02,9.01                      05/10/06

AES CORP                                DE       7.01,9.01                      05/10/06

AFFILIATED COMPUTER SERVICES INC        DE       2.02,9.01                      05/10/06

AFFIRMATIVE INSURANCE HOLDINGS INC      DE       2.02,5.02,7.01,9.01            05/05/06

AFTERMARKET TECHNOLOGY CORP             DE       2.02,9.01                      05/10/06

AK STEEL HOLDING CORP                   DE       7.01,9.01                      05/09/06

ALASKA PACIFIC BANCSHARES INC           AK       2.02,9.01                      03/31/06

Alliance Holdings GP, L.P.              DE       1.01,7.01,9.01                 05/09/06

Alon USA Energy, Inc.                   DE       2.02,9.01                      05/10/06

Alternative Loan Trust 2006-J3                   8.01,9.01                      04/28/06

AMB PROPERTY CORP                       MD       2.02,7.01,9.01                 04/11/06    AMEND

AMB PROPERTY CORP                       MD       8.01                           04/11/06    AMEND

AMB PROPERTY LP                         DE       2.02,7.01,9.01                 04/11/06    AMEND

American Home Mortgage Investment Tru   DE       8.01,9.01                      04/25/06    AMEND

AMERICAN INDEPENDENCE CORP              DE       2.02,9.01                      03/31/06

AMERICAN LAND LEASE INC                 DE       2.02,7.01,9.01                 05/09/06

AMERICAN OIL & GAS INC                  NV       7.01,9.01                      05/09/06

AMERICAN STATES WATER CO                CA       2.02,9.01                      05/10/06

AMERICAN VANGUARD CORP                  DE       2.02,9.01                      05/08/06

ANDREW CORP                             DE       5.02                           05/04/06

ANTHRACITE CAPITAL INC                  MD       2.02,9.01                      05/10/06

ANTS SOFTWARE INC                       DE       1.01,2.02,7.01                 05/10/06

AP PHARMA INC /DE/                      DE       2.02,9.01                      03/31/06

ARAMARK CORP/DE                         DE       2.02                           05/10/06

ARDEN GROUP INC                         DE       2.02,9.01                      05/10/06

Argent Securities Trust 2006-W4                  2.01,9.01                      04/18/06

ARTS WAY MANUFACTURING CO INC           DE       5.02                           05/10/06

ARVINMERITOR INC                        IN       1.01,9.01                      05/08/06

ASSURE DATA INC                         NV       4.01,9.01                      05/05/06

AUTHENTIDATE HOLDING CORP               DE       2.02,9.01                      05/10/06

AUTOBYTEL  INC                          DE       3.02,9.01                      03/20/06

AVALON PHARMACEUTICALS INC                       2.02,9.01                      05/10/06

AVATAR HOLDINGS INC                     DE       2.02,7.01,9.01                 05/10/06

AVATECH SOLUTIONS INC                   DE       8.01,9.01                      05/05/06

AXIS CAPITAL HOLDINGS LTD                        5.02                           05/10/06

AZCO MINING INC                         DE       2.01                           04/05/06

BANK JOS A CLOTHIERS INC /DE/           DE       1.01,9.01                      05/04/06

Bank of Wilmington CORP                 NC       2.02,9.01                      05/09/06

BARRY R G CORP /OH/                     OH       2.02,9.01                      05/10/06

BAY BANKS OF VIRGINIA INC               VA       8.01                           05/10/06

BEACON ROOFING SUPPLY INC                        2.02,9.01                      05/10/06

Bear Stearns Asset Backed Securities    DE       9.01                           04/25/06

BEKEM METALS INC                        UT       5.02                           05/10/06

BENTLEY PHARMACEUTICALS INC             DE       2.02,9.01                      05/10/06

BILL BARRETT CORP                                7.01,9.01                      05/10/06

BILL BARRETT CORP                                1.01,2.02,7.01,9.01            05/08/06

BIOMET INC                              IN       1.01                           05/08/06

BLUEFLY INC                             DE       2.02,9.01                      05/01/06

BofI Holding, Inc.                      DE       2.02,9.01                      05/10/06

BOOTS & COOTS INTERNATIONAL WELL CONT   DE       2.02,9.01                      05/09/06

BORLAND SOFTWARE CORP                   DE       2.02,9.01                      03/31/06

BOSTON BEER CO INC                      MA       2.02,9.01                      05/10/06

BOWATER INC                             DE       5.02                           04/08/06

BPK RESOURCES INC                       NV       4.01,9.01                      05/08/06

Brand Energy & Infrastructure Service   DE       8.01,9.01                      05/09/06

BRIGHTPOINT INC                         IN       8.01,9.01                      05/09/06

BROADCAST INTERNATIONAL INC             UT       3.02                           05/08/06

BRT REALTY TRUST                        MA       9.01                           03/31/06

BUFFETS HOLDINGS, INC.                  DE       2.02,9.01                      05/10/06

BUSINESS OBJECTS S.A.                            1.01,9.01                      03/07/06

CALIPER LIFE SCIENCES INC               DE       2.02,8.01,9.01                 05/10/06

Capital One Auto Finance Trust 2006-A   DE       8.01,9.01                      05/04/06

CAPITAL ONE MASTER TRUST                NY       8.01,9.01                      05/09/06

CAPITAL SENIOR LIVING CORP              DE       2.02,9.01                      05/09/06

CAPITAL TRUST INC                       MD       2.02,9.01                      05/04/06

CAPTEC FRANCHISE CAPITAL PARTNERS L P   DE       1.01,9.01                      05/04/06

CARRIZO OIL & GAS INC                   TX       2.02,9.01                      05/10/06

CECIL BANCORP INC                       MD       2.02,7.01,9.01                 05/10/06

Celanese CORP                           DE       2.02,7.01,9.01                 05/09/06

Celanese CORP                           DE       8.01,9.01                      05/10/06

CENTRAL VERMONT PUBLIC SERVICE CORP     VT       2.02,7.01,9.01                 05/10/06

CENTURION GOLD HOLDINGS INC             FL       5.02,9.01                      05/08/06

CENTURY CASINOS INC /CO/                DE       2.02                           05/09/06

CHAMPPS ENTERTAINMENT INC               DE       2.02,9.01                      05/09/06

CHARLES RIVER LABORATORIES INTERNATIO            2.02,9.01                      05/09/06

CHARTERMAC                              DE       2.02,9.01                      03/31/06

CHARYS HOLDING CO INC                            8.01                           05/10/06

CHICAGO RIVET & MACHINE CO              IL       5.02                           05/09/06

CHINA DIGITAL MEDIA CORP                NV       8.01                           05/10/06

CHINA MOBILITY SOLUTIONS, INC. (forme   FL       1.01,9.01                      05/04/06

CHINA NORTH EAST PETROLEUM HOLDINGS L   NV       1.01,9.01                      05/05/06

CHOLESTECH CORPORATION                  CA       2.02,9.01                      05/10/06

CHURCH & DWIGHT CO INC /DE/             DE       5.02                           05/04/06

Citigroup Mortgage Loan Trust Inc, Mo            8.01                           05/25/05    AMEND

Citigroup Mortgage Loan Trust Inc, Mo            8.01                           06/27/05    AMEND

Citigroup Mortgage Loan Trust Inc, Mo            8.01                           07/25/05    AMEND

Citigroup Mortgage Loan Trust Inc, Mo            8.01                           08/25/05    AMEND

Citigroup Mortgage Loan Trust Inc, Mo            8.01                           09/26/05    AMEND

Citigroup Mortgage Loan Trust Inc, Mo            8.01                           10/25/05    AMEND

Citigroup Mortgage Loan Trust Inc, Mo            8.01                           11/25/05    AMEND

Citigroup Mortgage Loan Trust Inc, Mo            8.01                           12/27/05    AMEND

CLEVELAND CLIFFS INC                    OH       5.01,8.01,9.01                 05/09/06

CLEVELAND CLIFFS INC                    OH       1.01,9.01                      05/09/06

CLEVELAND CLIFFS INC                    OH       8.01,9.01                      05/09/06

CLEVELAND CLIFFS INC                    OH       1.01                           05/05/06

Cogdell Spencer Inc.                    MD       2.02,9.01                      05/10/06

COGENT COMMUNICATIONS GROUP INC                  2.02,9.01                      05/10/06

COHU INC                                DE       1.01,8.01,9.01                 05/09/06

COMBINATORX, INC                        DE       3.01                           05/05/06

COMMUNITY BANKS INC /PA/                PA       8.01,9.01                      05/09/06

COMPUTER HORIZONS CORP                  NY       2.02,9.01                      05/10/06

Comstock Homebuilding Companies, Inc.   DE       1.01,2.01,2.03,3.02,9.01       05/04/06

Consolidated Communications Holdings,   DE       2.02,9.01                      05/10/06

Copano Energy, L.L.C.                   DE       2.02,9.01                      03/31/06

Cord Blood America, Inc.                FL       1.01,9.01                      05/05/06

CRAFTMADE INTERNATIONAL INC             DE       2.02,7.01,9.01                 05/10/06

CREDIT ONE FINANCIAL INC                         5.01                           05/09/06

CROWN MEDIA HOLDINGS INC                DE       2.02,9.01                      05/10/06

CRYOLIFE INC                            FL       1.01,9.01                      05/04/06

CT COMMUNICATIONS INC /NC               NC       8.01                           05/10/06

CUMULUS MEDIA INC                       DE       2.02,9.01                      05/10/06

CURIS INC                               DE       2.02,9.01                      05/09/06

CYPRESS BIOSCIENCE INC                  DE       2.02,9.01                      05/10/06

CYPRESS SEMICONDUCTOR CORP /DE/         DE       1.01                           05/04/06

DATALINK CORP                           MN       1.01                           05/04/06

DATATRAK INTERNATIONAL INC              OH       2.02,9.01                      05/08/06

De Beira Goldfields Inc.                NV       1.01,5.02,7.01,8.01,9.01       05/04/06

DECODE GENETICS INC                     DE       7.01                           05/07/06

DELTA FINANCIAL CORP                    DE       2.02,9.01                      03/31/06

DENTSPLY INTERNATIONAL INC /DE/         DE       8.01,9.01                      05/04/06

DEPOMED INC                             CA       2.02,9.01                      05/10/06

DIME COMMUNITY BANCSHARES INC           DE       7.01                           05/09/06

DISTRIBUTED ENERGY SYSTEMS CORP         DE       2.02,9.01                      05/09/06

DIXIE GROUP INC                         TN       7.01,9.01                      05/10/06

DJ ORTHOPEDICS INC                      DE       9.01                           04/07/06    AMEND

DOCUMENT SECURITY SYSTEMS INC           NY       8.01                           05/04/06

DOVER CORP                              DE       1.01                           05/04/06

DTLL INC                                MN       7.01,9.01                      02/23/06

DUKE REALTY CORP                        IN       2.01,9.01                      02/28/06    AMEND

DUKE REALTY LIMITED PARTNERSHIP/        IN       2.01,9.01                      02/28/06    AMEND

DUQUESNE LIGHT HOLDINGS INC             PA       2.02,9.01                      05/10/06

E COM VENTURES INC                      FL       8.01,9.01                      05/10/06

EARTH BIOFUELS INC                      DE       3.02,9.01                      04/28/06

EARTH BIOFUELS INC                      DE       2.01,9.01                      11/29/05    AMEND

EASTERN AMERICAN NATURAL GAS TRUST      DE       2.02,9.01                      05/10/06

EATWARE CORP                            NV       1.01,2.01,3.02,5.01,8.01,9.01  05/08/06

ECOLLEGE COM                            DE       2.02,9.01                      05/09/06

EDMONDS 1 INC.                                   1.01,2.01,5.03,5.06,9.01       05/10/06

EGPI FIRECREEK, INC.                    NV       5.02,9.01                      05/10/06

ELECTRONIC CLEARING HOUSE INC           NV       2.02,9.01                      05/10/06

ELGIN NATIONAL INDUSTRIES INC           DE       8.01                           05/10/06

EMERITUS CORP\WA\                       WA       2.02                           05/09/06

EMS TECHNOLOGIES INC                    GA       2.02,9.01                      05/10/06

ENBRIDGE ENERGY PARTNERS LP             DE       8.01,9.01                      12/31/05

ENCYSIVE PHARMACEUTICALS INC            DE       2.02,9.01                      05/10/06

ENDEAVOUR INTERNATIONAL CORP            NV       8.01,9.01                      05/10/06

ENXNET INC                              OK       7.01,9.01                      05/09/06

EQUUS II INC                            DE       2.02,9.01                      05/10/06

ESPEED INC                              DE       2.02,9.01                      05/09/06

ETRIALS WORLDWIDE INC.                           2.02,9.01                      05/10/06

ev3 Inc.                                DE       1.01,9.01                      05/09/06

EVANS BOB FARMS INC                     DE       2.02,7.01,9.01                 05/09/06

EXCELLIGENCE LEARNING CORP              DE       1.01,9.01                      05/08/06

EXCO RESOURCES INC                      TX       1.01,9.01                      05/04/06

EXPRESSJET HOLDINGS INC                 DE       2.02                           03/31/06

FEDERAL AGRICULTURAL MORTGAGE CORP               2.02,9.01                      05/10/06

FEDERAL SIGNAL CORP /DE/                DE       1.01                           05/05/06

FEDERATED DEPARTMENT STORES INC /DE/    DE       2.02,9.01                      05/10/06

FelCor Lodging Trust Inc                MD       2.02,9.01                      05/09/06

FERRO CORP                              OH       7.01,9.01                      05/10/06

Fieldstone Mortgage Investment CORP     MD       8.01,9.01                      04/26/06

FIRST ACCEPTANCE CORP /DE/              DE       2.02,7.01,9.01                 05/10/06

FIRST BANCSHARES INC /MO/               MO       1.01,9.01                      05/10/06

FIRST NATIONAL BANCSHARES INC /SC/      SC       8.01,9.01                      05/09/06

FIRST PACTRUST BANCORP INC              MD       2.02,9.01                      05/10/06

FIRSTCITY FINANCIAL CORP                DE       2.02,7.01,9.01                 05/10/06

FIVE STAR PRODUCTS INC                  DE       8.01,9.01                      05/09/06

FIVE STAR QUALITY CARE INC                       2.02,9.01                      05/10/06

Fortuna Gaming Corp.                    NV       8.01                           05/04/06

FOSTER WHEELER LTD                      D0       2.02,9.01                      05/10/06

FPIC INSURANCE GROUP INC                FL       1.01,2.02,9.01                 03/31/06

FRANKLIN BANK CORP                               7.01,9.01                      05/10/06

Fresh Harvest Products, Inc.                     3.02                           04/03/06

Fresh Harvest Products, Inc.                     5.02                           05/01/06

Gaming Partners International CORP      NV       7.01,9.01                      05/10/06

GAP INC                                 DE       1.01,9.01                      05/09/06

GASCO ENERGY INC                        NV       2.02,9.01                      05/09/06

GCI INC                                 AK       2.02,9.01                      05/09/06

GENERAL COMMUNICATION INC               AK       2.02,9.01                      05/09/06

GENESIS MICROCHIP INC /DE               DE       1.01,9.01                      05/05/06

GEO GROUP INC                           FL       2.02,9.01                      05/04/06

GFR PHARMACEUTICALS INC                 NV       1.01,7.01,9.01                 05/09/06

GLOBAL CROSSING LTD                              2.02,9.01                      05/10/06

GLOBAL IMAGING SYSTEMS INC              DE       2.02,7.01,9.01                 05/10/06

GMX RESOURCES INC                       OK       2.02,9.01                      05/09/06

GOLDFIELD CORP                          DE       2.02,9.01                      05/10/06

GOLDLEAF FINANCIAL SOLUTIONS INC.       TN       5.03,8.01,9.01                 05/04/06

GOODRICH PETROLEUM CORP                 DE       1.01,2.02,5.02,9.01            05/08/06

GREAT WESTERN LAND RECREATION INC       NV       8.01                           05/10/06

GREEN MOUNTAIN COFFEE ROASTERS INC      DE       2.02,9.01                      04/08/06

GREEN PLAINS RENEWABLE ENERGY, INC.     IA       8.01                           05/05/06

GSI COMMERCE INC                        DE       7.01,9.01                      05/10/06

GTX INC /DE/                            DE       5.02,9.01                      05/09/06

Halo Technology Holdings, Inc.          NV       5.02                           05/04/06    AMEND

HALOZYME THERAPEUTICS INC               NV       2.02,9.01                      05/10/06

Hana Biosciences Inc                    DE       2.02,9.01                      05/04/06

HANDHELD ENTERTAINMENT, INC.            DE       4.01                           02/10/06    AMEND

HEALTH CARE REIT INC /DE/               DE       8.01,9.01                      05/08/06

HEALTHEXTRAS INC                        DE       7.01,9.01                      05/09/06

HealthSpring, Inc.                      DE       2.02,9.01                      05/10/06

HENRY JACK & ASSOCIATES INC             DE       8.01,9.01                      05/08/06

HOLLIS EDEN PHARMACEUTICALS INC /DE/    DE       2.02,9.01                      05/10/06

HOLLYWOOD MEDIA CORP                    FL       2.02,9.01                      05/10/06

HOME PROPERTIES INC                     MD       8.01,9.01                      05/09/06

HUB INTERNATIONAL LTD                   A6       1.01                           05/04/06

HUMAN BIOSYSTEMS INC                    CA       1.02,9.01                      05/10/06

HUMAN GENOME SCIENCES INC               DE       2.02,9.01                      05/10/06

HUNGARIAN TELEPHONE & CABLE CORP        DE       2.02,9.01                      05/10/06

HYTHIAM INC                             DE       2.02,9.01                      05/10/06

I TRAX INC                              DE       2.02,9.01                      05/04/06

IMMUNOGEN INC                           MA       5.02                           05/05/06

IMMUNOMEDICS INC                        DE       1.01,9.01                      05/09/06

IMMUNOMEDICS INC                        DE       2.02,9.01                      05/10/06

IN VERITAS MEDICAL DIAGNOSTICS, INC.    CO       5.02,9.01                      05/09/06

INDEPENDENCE HOLDING CO                 DE       2.02,9.01                      05/10/06

INDUSTRIAL SERVICES OF AMERICA INC /F   FL       2.02,9.01                      05/10/06

INFOCROSSING INC                        DE       2.02,7.01,9.01                 05/10/06

INNKEEPERS USA TRUST/FL                 MD       2.02,9.01                      05/09/06

INNODATA ISOGEN INC                     DE       2.02,9.01                      05/10/06

INTELSAT LTD                                     2.02,9.01                      05/10/06

INTERDIGITAL COMMUNICATIONS CORP        PA       7.01,9.01                      05/10/06

INTERLEUKIN GENETICS INC                DE       2.02,9.01                      05/09/06

INTERNATIONAL ASSETS HOLDING CORP       DE       2.02,7.01,9.01                 05/10/06

INTERNATIONAL CARD ESTABLISHMENT INC    DE       5.02                           05/04/06

INTERPLAY ENTERTAINMENT CORP            DE       3.02                           05/09/06

INTROGEN THERAPEUTICS INC                        2.02,9.01                      05/10/06

INVESTOOLS INC                          DE       2.02,9.01                      05/04/06

IPAYMENT INC                            DE       8.01,9.01                      05/10/06

iPCS, INC                               DE       2.02,9.01                      05/10/06

IPIX CORP                               DE       2.02,9.01                      05/10/06

IRIS INTERNATIONAL INC                  DE       2.02,9.01                      05/09/06

IROBOT CORP                             DE       5.02,7.01,9.01                 05/08/06

IRWIN FINANCIAL CORP                    IN       2.02,9.01                      05/10/06

ITRON INC /WA/                          WA       5.02                           05/09/06

ITT EDUCATIONAL SERVICES INC            DE       1.01,5.02,9.01                 05/09/06

JACOBS ENTERTAINMENT INC                DE       2.02,9.01                      05/09/06

JARDEN CORP                             DE       9.01                           07/18/05    AMEND

JOHNSON OUTDOORS INC                    WI       1.01,9.01                      05/04/06

K TRON INTERNATIONAL INC                NJ       1.01                           05/05/06

K2 DIGITAL INC                          DE       1.01                           05/05/06

KELLY SERVICES INC                      DE       7.01,9.01                      05/10/06

KKR Financial Corp                               2.02,9.01                      05/10/06

KLA TENCOR CORP                         DE       8.01                           05/10/06

KOMAG INC /DE/                          DE       7.01                           05/10/06

KOSAN BIOSCIENCES INC                   CA       1.01                           05/04/06

KOSS CORP                               DE       8.01,9.01                      05/09/06

Lake Shore Bancorp, Inc.                X1       1.01                           05/04/06

LANDRYS RESTAURANTS INC                          2.02,9.01                      05/10/06

LANNETT CO INC                          DE       2.02,9.01                      05/10/06

LANVISION SYSTEMS INC                   DE       1.01,2.03,9.01                 05/08/06

LCC INTERNATIONAL INC                   DE       8.01,9.01                      05/10/06

LEGG MASON INC                          MD       2.02,9.01                      05/10/06

LEGGETT & PLATT INC                     MO       1.01,1.02,5.02,7.01,9.01       05/10/06

LEHMAN ABS CORP BACKED TRUST CERTS SE   DE       8.01,9.01                      04/27/06

LIFELINE THERAPEUTICS, INC.             CO       7.01,9.01                      05/09/06

LIGHTPATH TECHNOLOGIES INC              DE       2.02,9.01                      05/08/06

LODGENET ENTERTAINMENT CORP             DE       7.01,9.01                      05/10/06

LONG BEACH SECURITIES CORP              DE       9.01                           05/10/06

LONGVIEW FIBRE CO                       WA       2.02                           05/10/06

LOUDEYE CORP                            DE       8.01                           05/10/06

M B A HOLDINGS INC                      NV       4.01,9.01                      04/10/06    AMEND

MANOR CARE INC                          DE       7.01,8.01,9.01                 05/10/06

MARINER ENERGY INC                      DE       2.02,7.01,9.01                 05/09/06

MARTEN TRANSPORT LTD                    DE       1.01,9.01                      05/04/06

Marvel Entertainment, Inc.              DE       2.02,9.01                      05/04/06

MASTEC INC                              FL       2.02,9.01                      03/31/06

MASTR Alternative Loan Trust 2006-2     DE       8.01,9.01                      05/09/06    AMEND

MATRIX BANCORP INC                      CO       1.01,2.01,7.01,9.01            05/05/06

MATRIXONE INC                           DE       8.01                           05/10/06

MATTHEWS INTERNATIONAL CORP             PA       5.02                           05/10/06

MAUI LAND & PINEAPPLE CO INC            HI       1.01,9.01                      05/08/06

MCDONALDS CORP                          DE       8.01,9.01                      05/09/06

MECHANICAL TECHNOLOGY INC               NY       2.02,9.01                      03/31/06

MEDALLION FINANCIAL CORP                DE       2.02,9.01                      05/09/06

MEDICINOVA INC                          DE       2.02                           05/10/06

MEDSTRONG INTERNATIONAL CORP                     3.02                           05/04/06

MESA LABORATORIES INC /CO               CO       1.01,2.01,3.02,5.02,9.01       04/04/06

METAL MANAGEMENT INC                    DE       2.03,9.01                      05/09/06

MEXICAN RESTAURANTS INC                 TX       2.02,9.01                      05/09/06

MGP INGREDIENTS INC                     KS       2.02,7.01,9.01                 05/10/06

MHI Hospitality CORP                    MD       1.01,2.03,9.01                 05/09/06

MHI Hospitality CORP                    MD       2.02,9.01                      05/10/06

MICRUS ENDOVASCULAR CORP                         2.02,9.01                      05/10/06

MID AMERICA APARTMENT COMMUNITIES INC   TN       1.01,9.01                      05/09/06

MIDAS INC                               DE       8.01                           05/10/06

MIRANT CORP                             DE       2.02,9.01                      05/10/06

MIRANT CORP                             DE       1.01,9.01                      05/08/06

MISONIX INC                             NY       2.02,9.01                      05/08/06

MITCHAM INDUSTRIES INC                  TX       4.02                           05/08/06

Morgans Hotel Group Co.                 DE       2.02,8.01,9.01                 05/04/06

MUELLER INDUSTRIES INC                  DE       1.01,9.01                      05/04/06

MULTIMEDIA GAMES INC                    TX       2.02,9.01                      05/04/06

NACCO INDUSTRIES INC                    DE       2.02,7.01,9.01                 05/10/06

NANOGEN INC                             DE       1.01,7.01,9.01                 05/10/06

NATIONAL BANKSHARES INC                 VA       7.01                           05/10/06

NATIONAL PATENT DEVELOPMENT CORP        DE       8.01,9.01                      05/09/06

NATIONAL RESEARCH CORP                  WI       1.01,9.01                      05/04/06

NAVISTAR INTERNATIONAL CORP             DE       8.01,9.01                      05/10/06

Neenah Paper Inc                        DE       2.02,9.01                      05/09/06

NEKTAR THERAPEUTICS                     DE       2.02,9.01                      05/10/06

NET 1 UEPS TECHNOLOGIES INC             FL       2.02,7.01,9.01                 05/09/06

NETBANK INC                             GA       2.02,9.01                      05/10/06

NEUROBIOLOGICAL TECHNOLOGIES INC /CA/   DE       2.02,9.01                      05/10/06

New England Bancshares, Inc.                     2.02,9.01                      05/05/06

New England Bancshares, Inc.                     2.02,9.01                      05/08/06

New Life Scientific, Inc.                        1.01                           05/05/06

NEWMONT MINING CORP /DE/                DE       7.01,9.01                      05/10/06

NEWPARK RESOURCES INC                   DE       5.02                           05/04/06

NEWS CORP                                        2.02,8.01,9.01                 05/10/06

NEXTERA ENTERPRISES INC                 DE       2.02,9.01                      05/10/06

NOBLE INTERNATIONAL, LTD.               DE       1.01,9.01                      05/10/06

Nomura Asset Acceptance Corporation,    DE       1.01,6.02                      04/28/06    AMEND

NORTEK INC                              DE       1.01                           05/10/06

NORTH AMERICAN GALVANIZING & COATINGS   DE       1.01                           03/31/06

NORTH PITTSBURGH SYSTEMS INC            PA       2.02,9.01                      05/10/06

NORTHERN GROWERS LLC                    SD       8.01                           05/01/06

NORTHERN TRUST CORP                     DE       7.01                           05/10/06

NORTHWEST AIRLINES CORP                 DE       2.02,9.01                      05/10/06

NOVASTAR FINANCIAL INC                  MD       7.01,9.01                      05/10/06

NOVASTAR RESOURCES LTD.                 NV       1.01,3.02,9.01                 04/25/06

NTK Holdings, Inc.                      DE       1.01,9.01                      05/10/06

NTL INC                                 DE       9.01                           03/03/06    AMEND

NTL INC                                 DE       2.02                           05/09/06    AMEND

O2DIESEL CORP                                    4.01,9.01                      03/23/06    AMEND

Oakmont Acquisition Corp.               DE       4.01,9.01                      05/01/06    AMEND

OI CORP                                 OK       1.01                           05/06/06

Omrix Biopharmaceuticals, Inc.          DE       2.02,9.01                      05/10/06

ONE LIBERTY PROPERTIES INC              MD       9.01                           03/31/06

ONE VOICE TECHNOLOGIES INC              NV       1.01,2.03,3.02,9.01            05/05/06

OPINION RESEARCH CORP                   DE       2.02,9.01                      05/09/06

OPTION CARE INC/DE                      DE       1.01,2.03                      05/05/06

Optionable Inc                                   2.02,9.01                      05/10/06

ORBIT INTERNATIONAL CORP                DE       2.02                           05/09/06

ORMAT TECHNOLOGIES, INC.                DE       2.02,9.01                      05/09/06

ORTHOMETRIX  INC                        DE       2.02                           05/09/06

OSCIENT PHARMACEUTICALS CORP            MA       2.02,9.01                      05/09/06

OUTDOOR CHANNEL HOLDINGS INC                     2.02,9.01                      05/10/06

OVERSTOCK.COM, INC                      UT       7.01,8.01,9.01                 05/09/06

OXIS INTERNATIONAL INC                  DE       2.02,9.01                      05/09/06

P F CHANGS CHINA BISTRO INC                      1.01,5.02,9.01                 05/04/06

PACIFIC GAS & ELECTRIC CO               CA       7.01,9.01                      05/10/06

PALMETTO REAL ESTATE TRUST              SC       7.01                           05/10/06

PARALLEL PETROLEUM CORP                 DE       2.02,9.01                      05/10/06

PARALLEL PETROLEUM CORP                 DE       7.01,9.01                      05/10/06

PARTICLE DRILLING TECHNOLOGIES INC/NV   NV       2.02,9.01                      05/09/06

PATRIOT TRANSPORTATION HOLDING INC      FL       2.02,9.01                      05/04/06

PAXSON COMMUNICATIONS CORP              DE       7.01,9.01                      05/08/06

PEABODY ENERGY CORP                     DE       7.01,9.01                      05/10/06

PECO II INC                             OH       2.02,9.01                      05/10/06

PEDIATRIC SERVICES OF AMERICA INC       DE       1.01,2.02,9.01                 05/10/06

PENNSYLVANIA REAL ESTATE INVESTMENT T   PA       2.02,9.01                      05/04/06

PEOPLES EDUCATIONAL HOLDINGS            MN       2.02,9.01                      05/10/06

PERICOM SEMICONDUCTOR CORP              CA       2.02,9.01                      05/10/06

PETROHAWK ENERGY CORP                   DE       2.02,9.01                      05/10/06

PG&E CORP                               CA       7.01,9.01                      05/10/06

PICO HOLDINGS INC /NEW                  CA       1.01,3.02,9.01                 05/04/06

PINNACLE DATA SYSTEMS INC               OH       5.02,9.01                      05/04/06

PLAYLOGIC ENTERTAINMENT INC             DE       2.02,9.01                      05/05/06

PMC SIERRA INC                          DE       8.01,9.01                      05/04/06

POINT THERAPEUTICS INC                  DE       2.02,9.01                      05/09/06

POLARIS INDUSTRIES INC/MN               MN       7.01                           05/10/06

POLYCOM INC                             DE       1.01,9.01                      05/04/06

Polypore, Inc.                          DE       2.02,9.01                      05/09/06

POPE & TALBOT INC /DE/                  DE       2.02                           05/09/06

PPL CORP                                PA       8.01                           05/10/06

PRECISION CASTPARTS CORP                OR       2.02,9.01                      05/09/06

PRG SCHULTZ INTERNATIONAL INC           GA       2.02,9.01                      05/08/06

PRINCIPAL LIFE INSURANCE CO             IA       9.01                           05/05/06

PRINCIPAL LIFE INSURANCE CO             IA       9.01                           05/05/06

PRINCIPAL LIFE INSURANCE CO             IA       9.01                           05/05/06

PROGRESS ENERGY INC                     NC       5.02                           05/10/06

PROGRESSIVE GAMING INTERNATIONAL CORP   NV       7.01,9.01                      05/10/06

PROQUEST CO                             DE       8.01                           05/05/06

PROSPECT ENERGY CORP                    MD       8.01,9.01                      05/09/06

PROVENA FOODS INC                       CA       2.02,9.01                      05/10/06

PROVIDENCE SERVICE CORP                 DE       2.02,7.01,9.01                 05/10/06

PXRE GROUP LTD                                   2.02,9.01                      05/09/06

QCR HOLDINGS INC                        DE       2.02,9.01                      05/09/06

QUALSTAR CORP                           CA       2.02,9.01                      05/10/06

QUESTCOR PHARMACEUTICALS INC            CA       1.01,2.01,7.01,9.01            05/04/06

RAE SYSTEMS INC                         DE       2.02,9.01                      05/09/06    AMEND

RALCORP HOLDINGS INC /MO                MO       2.02,9.01                      05/09/06

RALI Series 2006-QS3 Trust              DE       8.01,9.01                      05/09/06

RAM Holdings Ltd.                       D0       5.02,9.01                      05/04/06

RCN CORP /DE/                           DE       2.02,7.01,9.01                 05/10/06

REHABCARE GROUP INC                     DE       7.01,9.01                      05/09/06

REHABCARE GROUP INC                     DE       8.01,9.01                      05/10/06

RELIANT ENERGY INC                      DE       2.02,9.01                      05/10/06

REMY INTERNATIONAL, INC.                DE       1.01,5.02,9.01                 05/02/06

REMY INTERNATIONAL, INC.                DE       2.02,9.01                      05/10/06

RENAISSANCE LEARNING INC                WI       1.01,9.01                      03/01/06

RESTORATION HARDWARE INC                CA       5.02                           05/04/06

RESTORATION HARDWARE INC                CA       1.01,5.02,9.01                 05/09/06

Rock-Tenn CO                            GA       1.01                           05/08/06

ROGERS CORP                             MA       1.01,9.01                      03/16/06    AMEND

RSA SECURITY INC/DE/                    DE       7.01,9.01                      05/10/06

RTI INTERNATIONAL METALS INC            OH       1.01,8.01,9.01                 05/08/06

RURAL/METRO CORP /DE/                   DE       2.02,9.01                      05/10/06

RYERSON INC.                            DE       7.01                           05/10/06

SAFLINK CORP                            DE       2.02,9.01                      05/10/06

SAKS INC                                TN       1.01,9.01                      05/04/06

SALISBURY BANCORP INC                   CT       7.01,9.01                      05/10/06

SCHAWK INC                              DE       2.02                           05/10/06

SCOLR Pharma, Inc.                      DE       2.02,9.01                      05/09/06

SCOTTISH RE GROUP LTD                   E9       2.02,9.01                      05/04/06

SCOTTISH RE GROUP LTD                   E9       2.03,9.01                      05/04/06

SELECT COMFORT CORP                              7.01,9.01                      05/10/06

SENIOR HOUSING PROPERTIES TRUST         MD       1.01,8.01,9.01                 05/09/06

SENTO CORP                              UT       2.02,9.01                      05/10/06

SFBC INTERNATIONAL INC                  DE       1.01,2.02,9.01                 05/09/06

SFSB, Inc.                              X1       8.01,9.01                      05/10/06

SG Mortgage Securities, LLC             DE       8.01,9.01                      05/10/06

SHELLS SEAFOOD RESTAURANTS INC          DE       2.02                           05/04/06

SHURGARD STORAGE CENTERS INC            WA       2.02,9.01                      05/10/06

Siouxland Ethanol, LLC                  NE       1.01,2.03                      05/04/06

SIRENZA MICRODEVICES INC                DE       1.01                           05/08/06

SIX FLAGS INC                           DE       2.02,9.01                      05/08/06

Somaxon Pharmaceuticals, Inc.           DE       2.02,9.01                      05/10/06

SOMERA COMMUNICATIONS INC               DE       2.02,9.01                      05/10/06

SONA MOBILE HOLDINGS CORP               DE       5.02,8.01,9.01                 05/05/06

SONICWALL INC                           CA       9.01                           02/22/06    AMEND

SOUTHERN COPPER CORP/                   DE       1.01,2.03                      05/09/06

SOUTHERN UNION CO                       DE       2.02,7.01,9.01                 05/10/06

SOUTHWEST OIL & GAS INCOME FUND IX-A    DE       3.03,9.01                      05/04/06

SOUTHWEST OIL & GAS INCOME FUND VII A   DE       3.03,9.01                      05/04/06

SOUTHWEST OIL & GAS INCOME FUND VIII-   DE       3.03,9.01                      05/04/06

SOUTHWEST OIL & GAS INCOME FUND X-A L   DE       3.03,9.01                      05/04/06

SOUTHWEST OIL & GAS INCOME FUND X-B L   DE       3.03,9.01                      05/04/06

SOUTHWEST ROYALTIES INC INCOME FUND V   TN       3.03,9.01                      05/04/06

SOUTHWEST ROYALTIES INC INCOME FUND V   TN       3.03,9.01                      05/04/06

SOUTHWEST ROYALTIES INSTITUTIONAL INC   DE       3.03,9.01                      05/04/06

SOUTHWEST ROYALTIES INSTITUTIONAL INC   DE       3.03,9.01                      05/04/06

SOUTHWEST ROYALTIES INSTITUTIONAL INC   DE       3.03,9.01                      05/04/06

SOUTHWEST ROYALTIES INSTITUTIONAL INC   DE       3.03,9.01                      05/04/06

SOUTHWEST ROYALTIES INSTITUTIONAL INC   DE       3.03,9.01                      05/04/06

SOUTHWEST ROYALTIES INSTITUTIONAL INC   DE       3.03,9.01                      05/04/06

SOUTHWEST WATER CO                      DE       8.01,9.01                      05/10/06

SOUTHWESTERN ENERGY CO                  AR       7.01                           05/10/06

SOUTHWESTERN ENERGY CO                  AR       7.01                           05/10/06

SPACEHAB INC \WA\                       WA       2.02,9.01                      05/10/06

SPARTAN STORES INC                      MI       2.02,9.01                      05/10/06

SPECIALIZED HEALTH PRODUCTS INTERNATI   DE       2.02,9.01                      05/10/06

SPECTRALINK CORP                        CO       2.02,9.01                      05/09/06

Spectrum Brands, Inc.                   WI       1.01,9.01                      05/09/06

SPIRIT FINANCE CORP                              1.01,7.01,9.01                 05/09/06

SPIRIT FINANCE CORP                              2.02,7.01,9.01                 05/10/06

ST JOE CO                               FL       7.01,9.01                      05/10/06

STAR ENERGY CORP                        NV       5.02,7.01,9.01                 05/04/06

STAR GAS PARTNERS LP                    DE       2.02,7.01,9.01                 05/10/06

STEEL TECHNOLOGIES INC                  KY       5.02                           05/02/06    AMEND

STEPHAN CO                              FL       3.01,7.01,9.01                 05/08/06

STERIS CORP                             OH       2.02,9.01                      05/10/06

STRATEGIC HOTELS & RESORTS, INC                  2.02,9.01                      05/04/06

STRATEGIC HOTELS & RESORTS, INC                  1.01,7.01,9.01                 05/07/06

SUN HYDRAULICS CORP                     FL       2.02,9.01                      05/09/06

Sunstone Hotel Investors, Inc.          MD       8.01,9.01                      05/04/06

SUNTRON CORP                            DE       2.02,5.02                      05/04/06

SUPERIOR INDUSTRIES INTERNATIONAL INC   CA       2.02,9.01                      05/04/06

SURREY BANCORP                          NC       7.01                           04/27/06

SYBRON DENTAL SPECIALTIES INC           DE       2.02,9.01                      05/09/06

TAPESTRY PHARMACEUTICALS, INC           DE       5.02                           05/04/06

TARRAGON CORP                           NV       2.02,7.01,9.01                 05/10/06

TBS INTERNATIONAL LTD                            2.02,9.01                      05/10/06

TELTRONICS INC                          DE       2.02,9.01                      03/31/06

TESSCO TECHNOLOGIES INC                 DE       1.01                           05/04/06

THERMADYNE HOLDINGS CORP /DE            DE       1.01,8.01,9.01                 05/05/06

THOMAS PROPERTIES GROUP INC             DE       2.02,9.01                      05/09/06

THRESHOLD PHARMACEUTICALS INC           DE       2.02,9.01                      05/10/06

TNS INC                                          1.01                           05/09/06

TORBAY HOLDINGS INC                     DE       4.01,9.01                      05/01/06    AMEND

TRACEGUARD TECHNOLOGIES, INC.                    1.01,3.02,9.01                 05/07/06

TRACTOR SUPPLY CO /DE/                  DE       1.01                           05/04/06

TRANSMERIDIAN EXPLORATION INC           DE       7.01                           05/10/06

TRANSMERIDIAN EXPLORATION INC           DE       7.01                           05/10/06

TRANSMONTAIGNE INC                      DE       2.02,9.01                      05/10/06

TransMontaigne Partners L.P.            DE       2.02,9.01                      05/10/06

TRIAD INDUSTRIES INC                    NV       5.03,9.01                      05/04/06

TRUMP ENTERTAINMENT RESORTS, INC.       DE       7.01,9.01                      05/09/06

TUFCO TECHNOLOGIES INC                  DE       2.02,7.01,9.01                 05/08/06

uBid.com Holdings, Inc.                 DE       1.01,2.03,9.01                 05/09/06

UFP TECHNOLOGIES INC                    DE       2.02,9.01                      05/09/06

UIL HOLDINGS CORP                       CT       8.01,9.01                      05/10/06

UNICO AMERICAN CORP                     NV       2.02                           05/10/06

UNIFI INC                               NY       2.02,7.01,8.01,9.01            05/09/06

UNITED GUARDIAN INC                     DE       2.02,9.01                      03/31/06

UNITED INDUSTRIAL CORP /DE/             DE       1.01                           05/09/06

UNITED RENTALS INC /DE                  DE       2.02,9.01                      05/09/06

UNIVERSAL AMERICAN FINANCIAL CORP       NY       2.02,7.01                      05/09/06

UNIVERSAL COMMUNICATION SYSTEMS INC     NV       4.01,9.01                      05/08/06

Universal Truckload Services, Inc.      MI       7.01                           05/10/06

URANERZ ENERGY CORP.                    NV       5.02                           05/10/06

US CONCRETE INC                         DE       2.02,9.01                      05/10/06

US CONCRETE INC                         DE       2.02,9.01                      05/10/06

UTEK CORP                                        1.01,9.01                      05/04/06

VAALCO ENERGY INC /DE/                  DE       2.02,9.01                      05/09/06

VASCO DATA SECURITY INTERNATIONAL INC   DE       8.01                           05/10/06

VECTOR GROUP LTD                        DE       2.02,9.01                      05/10/06

VERSAR INC                              DE       1.01                           04/29/06    AMEND

VITRIA TECHNOLOGY INC                   DE       2.02,9.01                      05/10/06

VIVUS INC                               CA       8.01,9.01                      05/09/06

VIVUS INC                               CA       8.01,9.01                      05/10/06

VOUGHT AIRCRAFT INDUSTRIES INC                   2.02,9.01                      05/10/06

Vyteris Holdings (Nevada), Inc.         NV       1.01,2.03                      05/05/06

W-H ENERGY SERVICES INC                 TX       1.01,9.01                      05/10/06

Wachovia Mortgage Loan Trust, Series    DE       6.01                           05/10/06

WaMu Mortgage Pass-Through Certificat   DE       9.01                           04/25/06

WATSON PHARMACEUTICALS INC              NV       1.01                           05/04/06

WEST MARINE INC                         DE       1.01,9.01                      05/04/06

WEST PHARMACEUTICAL SERVICES INC        PA       7.01,9.01                      05/10/06

WESTERN GAS RESOURCES INC               DE       1.01,8.01,9.01                 05/05/06

WESTMORELAND COAL CO                    DE       2.02,9.01                      05/10/06

WHEELING PITTSBURGH CORP /DE/           DE       1.01,1.02,9.01                 05/04/06

WHITE ELECTRONIC DESIGNS CORP           ID       2.02,9.01                      05/10/06

WIRELESS TELECOM GROUP INC              NJ       2.02,9.01                      05/10/06

WIRELESS XCESSORIES GROUP INC           DE       2.02,7.01                      05/09/06

WORLD ENERGY SOLUTIONS, INC.            FL       8.01                           12/31/05

WORLD FUEL SERVICES CORP                FL       7.01,9.01                      05/10/06

WorldSpace, Inc                         DE       1.01,5.02,7.01,9.01            05/09/06

WPS RESOURCES CORP                      WI       7.01,9.01                      05/10/06

XENOPORT INC                            DE       2.02,9.01                      05/10/06

XFormity Technologies, Inc.             CO       5.02                           05/04/06

Z AXIS CORP                             CO       1.01,9.01                      05/07/06

ZIFF DAVIS HOLDINGS INC                 DE       2.02,9.01                      05/10/06

ZIX CORP                                TX       2.02,9.01                      05/09/06

ZONE 4 PLAY INC                         NV       1.01,9.01                      05/10/06

ZYGO CORP                               DE       8.01,9.01                      05/10/06