JCK : 6.0_b08
J2SE : FAIL - mustang b53
                 PASS - mustang b52
Platform[s] : FAIL - Windows
PASS - Linux, Solaris

All these failures have similar problem, when are run under Javatest:
java.security.KeyException: The system cannot find the path specified.
Example output from "api/java_security/SignedObject/serial/index_ConstructorTests.jtr", run in Javatest:

----------out1:(15/1152)----------
Provider SUN, algorithm Signature.SHA1withDSA: Passed. OK
Provider SunJSSE, algorithm Signature.MD2withRSA: Passed. OK
Provider SunJSSE, algorithm Signature.MD5withRSA: Passed. OK
Provider SunJSSE, algorithm Signature.SHA1withRSA: Passed. OK
java.security.KeyException: The system cannot find the path specified.

at sun.security.mscapi.RSAKeyPairGenerator.generateRSAKeyPair(Native Method)
at sun.security.mscapi.RSAKeyPairGenerator.generateKeyPair(RSAKeyPairGenerator.java:73)
at java.security.KeyPairGenerator$Delegate.generateKeyPair(Unknown Source)
at javasoft.sqe.tests.api.java.security.SignedObject.serial.ConstructorTests.testShouldBeSkiped(ConstructorTests.java:80)
at javasoft.sqe.jck.lib.ProviderTest.invokeTestCase(ProviderTest.java:278)
at javasoft.sqe.javatest.lib.MultiTest.run(MultiTest.java:195)
at javasoft.sqe.tests.api.java.security.SignedObject.serial.ConstructorTests.main(ConstructorTests.java:55)
ConstructorTest0001: Failed. Unexpected Throwable: java.security.KeyException: The system cannot find the path specified.
STATUS:Failed.test cases: 1; all failed; first test case failure: ConstructorTest0001
-----------------------------------

When running these tests as standalone, such exception does not appear, but some other problems occur.
Example output from "api/java_security/SignedObject/serial/index_ConstructorTests.jtr", run as standalone:

-----------------------out-----------------------------------
Provider SunMSCAPI, algorithm Signature.MD5withRSA: Passed. OK
Run test using SunMSCAPI provider as KeyPairGenerator.RSA(512,-1) algorithm provider for KeyPairGenerator engine java.security.SignatureException: Invalid algorithm specified.

        at sun.security.mscapi.RSASignature.signHash(Native Method)
        at sun.security.mscapi.RSASignature.engineSign(RSASignature.java:208)
        at java.security.Signature$Delegate.engineSign(Unknown Source)
        at java.security.Signature.sign(Unknown Source)
        at java.security.SignedObject.sign(Unknown Source)
        at java.security.SignedObject.<init>(Unknown Source)
        at javasoft.sqe.tests.api.java.security.SignedObject.serial.ConstructorTests.ConstructorTest0001(ConstructorTests.java:125)
        at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
        at sun.reflect.NativeMethodAccessorImpl.invoke(Unknown Source)
        at sun.reflect.DelegatingMethodAccessorImpl.invoke(Unknown Source)
        at java.lang.reflect.Method.invoke(Unknown Source)
        at javasoft.sqe.javatest.lib.MultiTest.invokeTestCase(MultiTest.java:399)
        at javasoft.sqe.jck.lib.ProviderTest.invokeTestCase(ProviderTest.java:281)
        at javasoft.sqe.javatest.lib.MultiTest.run(MultiTest.java:195)
        at javasoft.sqe.tests.api.java.security.SignedObject.serial.ConstructorTests.main(ConstructorTests.java:55)
Checking for assertion
java.lang.NullPointerException
        at javasoft.sqe.tests.api.java.security.SignedObject.serial.ConstructorTests.ConstructorTest0001(ConstructorTests.java:147)
        at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
        at sun.reflect.NativeMethodAccessorImpl.invoke(Unknown Source)
        at sun.reflect.DelegatingMethodAccessorImpl.invoke(Unknown Source)
        at java.lang.reflect.Method.invoke(Unknown Source)
        at javasoft.sqe.javatest.lib.MultiTest.invokeTestCase(MultiTest.java:399)
        at javasoft.sqe.jck.lib.ProviderTest.invokeTestCase(ProviderTest.java:281)
        at javasoft.sqe.javatest.lib.MultiTest.run(MultiTest.java:195)
        at javasoft.sqe.tests.api.java.security.SignedObject.serial.ConstructorTests.main(ConstructorTests.java:55)
ConstructorTest0001: Failed. Test case throws exception: java.lang.NullPointerException
-----------------------------------------------------

Please see attached JTRs for more information.

Failing Tests:
===============
api/java_security/KeyPairGenerator/KeyPairGeneratorTests.html#initialize[initialize001]
api/java_security/KeyPairGenerator/KeyPairGeneratorTests.html#initialize[initialize002_alt]
api/java_security/KeyPairGenerator/KeyPairGeneratorTests.html#initialize[initialize003]
api/java_security/KeyPairGenerator/KeyPairGeneratorTests.html#initialize[initialize004_alt]
api/java_security/SecureRandom/SecureRandomTests.html#selftest[SecureRandom2013]
api/java_security/SecureRandom/SecureRandomTests.html#selftest[SecureRandom2014]
api/java_security/SecureRandom/SecureRandomTests.html#selftest[SecureRandom2015]
api/java_security/SecureRandom/SecureRandomTests.html#selftest[SecureRandom2016]
api/java_security/Signature/SignatureTests.html#initSign[initSign001]
api/java_security/Signature/SignatureTests.html#initSign[initSign003]
api/java_security/Signature/SignatureTests.html#initSign[initSign004]
api/java_security/Signature/SignatureTests.html#initSign[initSign006]
api/java_security/Signature/SignatureTests.html#initVerify[initVerify001]
api/java_security/Signature/SignatureTests.html#initVerify[initVerify002]
api/java_security/Signature/SignatureTests.html#new_initVerify[new_initVerify001]
api/java_security/Signature/SignatureTests.html#signTests[sign001]
api/java_security/Signature/SignatureTests.html#signTests[sign003]
api/java_security/Signature/SignatureTests.html#signTests[sign005]
api/java_security/Signature/SignatureTests.html#signTests[sign006]
api/java_security/Signature/SignatureTests.html#update2[update005]
api/java_security/Signature/SignatureTests.html#update2[update006]
api/java_security/Signature/SignatureTests.html#update3[update007]
api/java_security/Signature/SignatureTests.html#update3[update008]
api/java_security/Signature/SignatureTests.html#update3[update009]
api/java_security/Signature/SignatureTests.html#update4[update010]
api/java_security/Signature/SignatureTests.html#update4[update011]
api/java_security/Signature/SignatureTests.html#update4[update012]
api/java_security/Signature/SignatureTests.html#update4[update013]
api/java_security/Signature/SignatureTests.html#update5[updateWithByteBuffer]
api/java_security/Signature/SignatureTests.html#update[update001]
api/java_security/Signature/SignatureTests.html#update[update002]
api/java_security/Signature/SignatureTests.html#update[update003]
api/java_security/Signature/SignatureTests.html#verify[verify001]
api/java_security/Signature/SignatureTests.html#verify[verify002]
api/java_security/Signature/SignatureTests.html#verify[verify003]
api/java_security/Signature/SignatureTests.html#verify[verify004]
api/java_security/SignedObject/SignedObjectTests.html#CtorGetTests[SignedObject001]
api/java_security/SignedObject/SignedObjectTests.html#CtorGetTests[SignedObject002]
api/java_security/SignedObject/SignedObjectTests.html#CtorGetTests[SignedObject003]
api/java_security/SignedObject/SignedObjectTests.html#CtorGetTests[SignedObject004]
api/java_security/SignedObject/SignedObjectTests.html#getSignatureTests[getSignature001]
api/java_security/SignedObject/SignedObjectTests.html#getSignatureTests[getSignature002]
api/java_security/SignedObject/SignedObjectTests.html#miscTests[misc001]
api/java_security/SignedObject/SignedObjectTests.html#miscTests[misc002]
api/java_security/SignedObject/SignedObjectTests.html#miscTests[misc003]
api/java_security/SignedObject/SignedObjectTests.html#miscTests[misc004]
api/java_security/SignedObject/SignedObjectTests.html#miscTests[misc005]
api/java_security/SignedObject/SignedObjectTests.html#verifyTests[verify001]
api/java_security/SignedObject/SignedObjectTests.html#verifyTests[verify002]
api/java_security/SignedObject/SignedObjectTests.html#verifyTests[verify003]
api/java_security/SignedObject/SignedObjectTests.html#verifyTests[verify004]
api/java_security/SignedObject/serial/index.html#ConstructorTests[ConstructorTest0001]
api/java_security/spec/PKCS8EncodedKeySpec/PKCS8EncodedKeySpecTests.html#CtorGetTests[CtorGet001]
api/java_security/spec/PKCS8EncodedKeySpec/PKCS8EncodedKeySpecTests.html#getFormatTests[getFormat001]

jtr file location:
==================
attached

How to reproduce as standalone
==================
JAVA=/export/jdk/b53/windows-i586/jre1.6.0/bin/java
JCK=/net/jsqalab/export/testsuites/JCK/jck6.0/b08/JCK-runtime-60
POLICY=-Djava.security.policy=Z:/Links/stt/jck_promotions/6.0/beta/b08/binaries/JCK-runtime-60/lib/jck.policy
$JAVA -dsa -Xfuture -classpath $JCK/classes $POLICY javasoft.sqe.tests.api.java.security.SignedObject.serial.ConstructorTests