MSI in a Search Engine Watch Forums thread said that he was given a report named Subphrase Matching Account Detail (SAGE) by one of his new Yahoo Search Marketing representatives.
The report, to his surprise, contained "all the words (and more) that must have generated the assists." The report can only be run by an account rep at Yahoo over a "specific time period." It will contain every single "raw search term the account took impressions on."
Now this report tells you all the terms, how many impressions they took, and how many clicks they took, but no conversion info (which would identify the Assists). However it does contain enough info that you can make an intelligent decision about which keywords might be beneficial to bid on directly. I am currently testing a group of keywords I got off this report.
What is so great about this secretive report? MSI explains that this is the only report that gives you a clue about what keywords generated what "assists" in the Yahoo program. But ultimately, search marketers want a report that does tell them these details straight out.
Forum discussion at Search Engine Watch Forums.