Passage: In mid-2005, Mustaine organized an annual thrash metal festival tour, Gigantour. Megadeth headlined the inaugural tour with acts such as Dream Theater, Nevermore, Anthrax, and Fear Factory. Performances at the Montreal and Vancouver shows were filmed and recorded for a live DVD-and-CD set released in the second quarter of 2006. On October 9, following the successes of The System Has Failed and the Blackmail the Universe world tour, Mustaine announced to a sold-out crowd at the Pepsi Music Rock Festival in Argentina that Megadeth would continue to record and tour. The concert, held at Obras Sanitarias stadium in Buenos Aires in front of 25,000 fans, was filmed and released on DVD as That One Night: Live in Buenos Aires in 2007.In February 2006, bassist James MacDonough left the band over "personal differences". He was replaced by James LoMenzo, who had worked with David Lee Roth, White Lion, and Black Label Society. The new Megadeth lineup made its live debut headlining the Dubai Desert Rock Festival in the United Arab Emirates with Testament. In March, Capitol released a two-disc DVD, Arsenal of Megadeth, which included archive footage, interviews, live shows, and many of the band's music videos. Due to licensing issues, soundtrack and non-Capitol videos were not included. The second Gigantour began during the third quarter of 2006; Megadeth again headlined, this time with Lamb of God, Opeth, Arch Enemy and Overkill. The 2006 tour included three dates in Australia, supported by Soulfly, Arch Enemy, and Caliban.

Question: What year was this second quarter in?
2006