SEC NEWS DIGEST Issue 2006-19 January 30, 2006 COMMISSION ANNOUNCEMENTS SEC CHAIRMAN TO UNDERGO SURGERY; COMPLETE RECOVERY EXPECTED AFTER BRIEF RECUPERATION Securities and Exchange Commission Chairman Christopher Cox will undergo surgery for removal of a thymoma on Monday, January 30. The hospitalization is expected to last just a few days. "I look forward to returning to my duties very quickly," said Chairman Cox. "I plan to be back in the office in mid-February." A full recovery is expected, and it is anticipated that the surgery will complete the necessary treatment for this condition. (Press Rel. 2006-13) SEC AND JAPAN FINANCIAL SERVICES AGENCY ANNOUNCE TERMS FOR INCREASED COOPERATION AND COLLABORATION The US Securities and Exchange Commission (SEC) and the Japan Financial Services Agency (JFSA) today announced terms for increased co-operation and collaboration. In an exchange of letters, SEC Chairman Christopher Cox and JFSA Commissioner Hirofumi Gomi elaborated the terms establishing the structure of and agenda for an SEC-JFSA dialogue. This increased SEC- JFSA co-operation and collaboration follows discussions that took place early in 2005. This new dialogue has two main objectives, to " identify and discuss regulatory issues of common concern; and " promote cooperation in the exchange of information in cross-border securities enforcement matters. The dialogue will be composed of regular meetings and ad hoc information exchange at the staff level and between high-level representatives of the SEC and JFSA. Given recent developments in both the US and Japanese markets, the following topics have been identified for discussion for the Dialogue for 2006: " accounting and auditing standards; " corporate governance and internal controls; " approaches to facilitating technological advances in securities markets; " cross- border cooperation and information sharing on enforcement matters; " approaches to regulated entities and market intermediaries; and " approaches to self-regulated entities and rating agencies. Given the fast-moving nature of financial services markets, the SEC and JFSA agree that this is not an exclusive list of issues to be discussed in the dialogue and that the list may be revised as new regulatory issues affecting the Japanese and US markets emerge in the course of the year. Finally, the enhanced SEC-JFSA relationship will supplement, rather than replace, the US-Japan Financial Sector Working Group, led by the JFSA and the US Treasury Department, which addresses financial sector issues more broadly. It is also worth noting that the SEC and the JFSA will continue to collaborate on standard setting and other cooperative issues through active participation in the International Organization of Securities Commissions. Ethiopis Tafara, Director of the SEC's Office of International Affairs, noted that, "The SEC and JFSA have long shared a history of cooperation, and I am pleased that we are building on that relationship through the newly established terms of reference for a high level bilateral dialogue between our commissions. I believe that this dialogue will foster a dynamic exchange of ideas on shared regulatory objectives of enhancing cross- border protections and opportunities for investors in the United States and Japan. It also will help solidify our efforts to combat cross-border fraud through timely cooperation and assistance." (Press Rel. 2006-14) RULES AND RELATED MATTERS REVISIONS TO EDGAR FILER MANUAL ADOPTED The Commission has adopted revisions to the Electronic Data Gathering, Analysis, and Retrieval System (EDGAR) Filer Manual to reflect updates to the EDGAR system. The revisions are being made primarily to support the amended rules and forms adopted by the Commission requiring that certain open-end management investment companies and insurance company separate accounts identify in their EDGAR submissions information relating to their investment company type, series and classes (or contracts, in the case of separate accounts), and ticker symbols. Revisions are also being made to support the final rule requiring that Form 25-NSE be filed electronically. In addition, revisions are being made to revoke submission types based on the Public Utility Holding Company Act of 1935 which was repealed in the enactment of the Energy Policy Act of 2005. Finally, revisions are being made to complete the removal of the submission types rescinded on Dec. 1, 2005, as a result of the adoption of securities offering reform initiatives. The revisions to the Filer Manual reflect changes within Volumes I and II, entitled EDGAR Filer Manual, Volume I: "General Information," Version 2 (February 2006) and EDGAR Filer Manual, Volume II: "EDGAR Filing," Version 3 (February 2006) respectively. The updated manual will be incorporated by reference into the Code of Federal Regulations and will be effective Feb. 6, 2006. (Rels. 33-8656; 34 53186; 35 28081; 39 2441; IC 27219) ENFORCEMENT PROCEEDINGS IN SEC v. U.S. WIND FARMING, INC., ET AL. SEC FILES MOTION FOR AN ORDER REQUIRING DEFENDANT RAYMOND MCNAMEE TO SHOW CAUSE WHY HE SHOULD NOT BE ADJUDICATED IN CIVIL CONTEMPT FOR VIOLATING PENNY STOCK BARS On January 27, the Commission filed a motion for an order requiring Defendant Raymond J. McNamee to show cause as to why he should not be adjudicated in civil contempt for violating the penny stock bars in the temporary restraining order and in the preliminary injunction order entered against him (collectively the Orders). The Court entered these Orders against McNamee, based on the Commission's allegations in the complaint that McNamee and entities that he controlled violated Sections 5(a) and (c) of the Securities Act of 1933 by obtaining Wind Farming unregistered shares through a purported Rule 504 offering and by selling these unregistered shares into the public market. The Commission's motion alleges that McNamee violated the Orders' penny stock bar prohibitions by participating in the offering of the penny stock of Energy Finders, Inc. (Energy Finders). The motion alleges that his participation in the Energy Finders offering was similar to the type of conduct that led to the entry of the penny stock bars entered against him in this matter because he participated in the offering by creating Energy Finders from another public shell company, obtaining 2,403,827 Energy Finders unregistered shares through a purported Rule 504 offering, selling 403,827 of these unregistered shares into the public market for $564,738.34 from July 26, 2005, to Aug. 26, 2005, and then re-distributing the remaining 2 million shares to other individuals and entities. For more information, see LR-19311. [SEC v. U.S. Wind Farming, Inc., William L. Telander, et al., Case No. 05 C 4259, United States District Court for the Northern District of Illinois] (LR-19546) SEC SEEKS RECOVERY OF FUNDS FROM FORMER WIFE OF DEFENDANT IN FRAUDULENT INVESTMENT SCHEME The Commission announced today that on January 24 it filed an amended complaint to add a relief defendant in a previously filed enforcement action in federal district court in Massachusetts. The amended complaint names Chandy Yim, the former wife of defendant James Bunchan, as a relief defendant based on her receipt of proceeds from the alleged fraud. The alleged fraud, described in the amended complaint, involved an investment scheme in which defendants Bunchan, Seng Tan, Christian Rochon, WMDS, Inc. and One Universe Online, Inc. (1UOL) falsely promised members of the Cambodian immigrant community guaranteed monthly returns that would pass on to future generations. In fact, according to the amended complaint, the defendants were operating a fraudulent pyramid scheme and ceased making the promised payments. According to the amended complaint, Yim is a resident of Miami, Florida and was married to defendant Bunchan from 1987 to 1995. The amended complaint alleges that from at least 2001 through 2005, Yim received dozens of checks from WMDS and 1UOL totaling more than $200,000. The amended complaint further alleges that Yim has no legitimate claim to the funds, that she was unjustly enriched by her receipt of those funds, and seeks disgorgement of those amounts plus prejudgment interest. In addition to the civil case against them, on Jan. 5, 2006, the United States Attorney for the District of Massachusetts obtained indictments against Bunchan and Tan on eleven counts of mail fraud. [SEC v. WMDS, Inc., et al. (Civil Action No.05-12268-RCL) (D. Mass)] (LR-19547) 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: . F-6 Pacific Airport Group, AVENIDA MARIANO OTERO NO. 1249, PISO 6, COL. RINCONADA DEL BOSQUE, GUADALAJARA, JALISCO, O5, 45140, (52)(33) 3880-1100 - 100,000,000 ($5,000,000.00) ADRs/ADSs, (File 333-131287 - Jan. 26) (BR. 05) S-3 MortgageIT Securities Corp., 33 MAIDEN LANE, NEW YORK, NY, 10038, (212) 651-7700 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-131288 - Jan. 26) (BR. 05D) S-8 CHIPOTLE MEXICAN GRILL INC, 1543 WAZEE STREET, SUITE 200, DENVER, CO, 80202, 3035954000 - 0 ($52,104,134.29) Equity, (File 333-131289 - Jan. 26) (BR. 05B) S-8 DIAMOND DISCOVERIES INTERNATIONAL CORP, 119 WEST 23RD ST, STE 508, NEW YORK, NY, 10011, 6464863900 - 34,500,000 ($793,500.00) Equity, (File 333-131290 - Jan. 26) (BR. 04C) S-8 MOTORSPORTS EMPORIUM, INC., 16055 N. DIAL BLVD., SUITE 5, SCOTTSDALE, AZ, 85260, 480-419-8607 - 150,000,000 ($765,000.00) Equity, (File 333-131291 - Jan. 26) (BR. 05C) S-8 SKILLSOFT PUBLIC LIMITED CO, 107 NORTHEASTERN BOULEVARD, NASHUA, NH, 03062, 603-324-3000 - 0 ($2,188,000.00) Equity, (File 333-131292 - Jan. 26) (BR. 03B) S-4 DEL LABORATORIES INC, 726 RECKSON PLAZA, P.O. BOX 9357, UNIONDALE, NY, 11553-9357, 516-844-2020 - 0 ($185,000,000.00) Non-Convertible Debt, (File 333-131293 - Jan. 26) (BR. 06B) S-8 NEOFORMA INC, 3061 ZANKER ROAD, SAN JOSE, CA, 95134, 4086545700 - 157,676 ($1,560,992.40) Equity, (File 333-131294 - Jan. 26) (BR. 08B) S-3 COLLAGENEX PHARMACEUTICALS INC, 41 UNIVERSITY DRIVE, NEWTON, PA, 18940, 2155797388 - 0 ($29,498,726.84) Equity, (File 333-131295 - Jan. 26) (BR. 01A) S-8 BOMBAY COMPANY INC, 550 BAILEY AVE STE 700, FORT WORTH, TX, 76107, 8173478200 - 300,000 ($864,000.00) Equity, (File 333-131297 - Jan. 26) (BR. 02C) S-8 BOMBAY COMPANY INC, 550 BAILEY AVE STE 700, FORT WORTH, TX, 76107, 8173478200 - 200,000 ($576,000.00) Equity, (File 333-131298 - Jan. 26) (BR. 02C) S-1 Dresser-Rand Group Inc., PAUL CLARK DRIVE, OLEAN, NY, 14760, (716) 375-3000 - 0 ($400,000,000.00) Equity, (File 333-131300 - Jan. 26) (BR. 10A) S-8 SPRINT NEXTEL CORP, 2001 EDMUND HALLEY DRIVE, RESTON, VA, 20191, 703-433-4000 - 43,841,835 ($1,007,266,159.13) Equity, (File 333-131301 - Jan. 26) (BR. 11B) S-3 UPFC Auto Receivables Corp., 3990 WESTERLY PLACE, SUITE 200, NEWPORT BEACH, CA, 92660, 9492241244 - 0 ($750,000,000.00) Asset-Backed Securities, (File 333-131302 - Jan. 26) (BR. ) S-8 CATCHER HOLDINGS INC, 1165 VIA VERA CRUZ, SAN DIEGO, CA, 92078, 805-443-9431 - 0 ($10,623,470.00) Equity, (File 333-131304 - Jan. 26) (BR. 09B) S-3 DISTRIBUTED ENERGY SYSTEMS CORP, 10 TECHNOLOGY DR, WALLINGFORD, CT, 06492, 2036782000 - 0 ($128,826,401.25) Other, (File 333-131305 - Jan. 27) (BR. 02C) S-11 GSC CAPITAL CORP, 500 CAMPUS DRIVE, SUITE 220, FLORHAM PARK, NJ, 07932, 9734371000 - 0 ($200,000,000.00) Equity, (File 333-131306 - Jan. 27) (BR. 08) S-3 VICAL INC, 10390 PACIFIC CENTER COURT, ., SAN DIEGO, CA, 92121-4340, 858-646-1100 - 0 ($70,000,000.00) Equity, (File 333-131307 - Jan. 27) (BR. 01C) S-11 GSC CAPITAL CORP, 500 CAMPUS DRIVE, SUITE 220, FLORHAM PARK, NJ, 07932, 9734371000 - 0 ($198,315,550.00) Equity, (File 333-131308 - Jan. 27) (BR. 08) S-8 Traffic.com, Inc., 851 DUPORTAIL ROAD, SUITE 220, WAYNE, PA, 19087, 610-725-9700 - 0 ($26,377,893.00) Equity, (File 333-131311 - Jan. 27) (BR. 11B) S-8 COMPUTER SOFTWARE INNOVATIONS INC, 1661 EAST MAIN STREET, EASLEY, SC, 29640, 8648553900 - 0 ($2,915,000.00) Equity, (File 333-131313 - Jan. 27) (BR. 09B) F-3 FUTUREMEDIA PLC, MEDIA HOUSE ARUNDEL RD, WALBERTON ARUNDEL, WEST SUSSEX ENGLAND, X0, BN180QP, 4401243555000 - 20,471,520 ($4,508,165.00) Equity, (File 333-131314 - Jan. 27) (BR. 03B) F-3 TOWER SEMICONDUCTOR LTD, RAMAT GAVRIEL, P O BOX 619, MIGDAL HAEMEK 23105, L3, 97246506611 - 31,191,606 ($49,906,569.00) Debt Convertible into Equity, 37,517,065 ($14,199,643.00) Equity, (File 333-131315 - Jan. 27) (BR. 10C) SB-2 PAPREZZA HOLDINGS, INC, 702-271-7246 - 3,275,000 ($32,750.00) Other, (File 333-131320 - Jan. 27) (BR. 09) S-8 ENVIRONMENTAL TECTONICS CORP, COUNTY LINE INDUSTRIAL PARK, SOUTHAMPTON, PA, 18966, 2153559100 - 700,000 ($3,556,000.00) Equity, (File 333-131322 - Jan. 27) (BR. 10B) S-8 DSP GROUP INC /DE/, 3120 SCOTT BLVD, SANTA CLARA, CA, 95054, 4089864300 - 0 ($22,879,926.30) Equity, (File 333-131324 - Jan. 27) (BR. 10A) S-8 SIGNATURE LEISURE INC, 100 CANDACE DRIVE, SUITE 100, MAITLAND, FL, 32751, 407-599-2886 - 20,000,000 ($1,400,000.00) Other, (File 333-131325 - Jan. 27) (BR. 11A) SB-2 ROAMING MESSENGER INC, 50 CASTILIAN DRIVE, SUITE A, SANTA BARBARA, CA, 93117, 805-683-7626 - 0 ($6,965,000.00) Equity, (File 333-131326 - Jan. 27) (BR. 02A) S-3 CHASE ISSUANCE TRUST, 201 N. WALNUT, DE1-1001, WILMINGTON, DE, 19801, 3025944000 - 0 ($45,000,000,000.00) Asset-Backed Securities, (File 333-131327 - Jan. 27) (BR. 05D) S-3 IMPAC SECURED ASSETS CORP, 1401 DOVE STREET, SUITE 200, NEWPORT BEACH, CA, 92660, 949-475-3700 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-131328 - Jan. 27) (BR. 05D) S-8 RAVEN MOON ENTERTAINMENT INC, 120 INTERNATIONAL PARKWAY, SUITE 220, HEATHROW, FL, 32746, 800,000,000 ($80,000.00) Equity, (File 333-131329 - Jan. 27) (BR. 05C) S-8 SMITHFIELD FOODS INC, 200 COMMERCE STREET, EXECUTIVE OFFICE BUILDING, SMITHFIELD, VA, 23430, 7573653000 - 0 ($16,635,000.00) Equity, (File 333-131330 - Jan. 27) (BR. 04A) F-1 ASAT HOLDINGS LTD, PO BOX UGLAND HOUSE SOUTH CHURCH ST, 345-949-8066 GEORGE TOWN GRAND CAYMAN, CAYMAN ISLANDS, E9, 00000, 13459498066 - 0 ($6,654,300.00) ADRs/ADSs, (File 333-131331 - Jan. 27) (BR. 10A) S-3 INOVIO BIOMEDICAL CORP, 11494 SORRENTO VALLEY ROAD, SAN DIEGO, CA, 92121-1318, 858 597-6006 - 0 ($30,665,233.00) Equity, (File 333-131332 - Jan. 27) (BR. 10B) S-1 PROXYMED INC /FT LAUDERDALE/, 1854 SHACKLEFORD COURT, SUITE 200, NORCROSS, GA, 30093, 7708069918 - 0 ($4,728,276.48) Equity, (File 333-131333 - Jan. 27) (BR. 03A) SB-2 NORTHWEST HORIZON CORP, 1453 JOHNSTON ROAD 71510, WHITE ROCK, BRITISH COLOMBIA CANADA, A1, 00000, 6045280996 - 13,220,792 ($9,766,355.00) Equity, (File 333-131334 - Jan. 27) (BR. 05B) S-3 FORTUNE DIVERSIFIED INDUSTRIES INC, ATTN: AMY GALLO, 6809 CORPORATE DRIVE, INDIANAPOLIS, IN, 46278, 3172368020 - 0 ($12,000,013.00) Equity, (File 333-131335 - Jan. 27) (BR. 05B) S-8 GOLDEN SPIRIT GAMING LTD., 1288 ALBERNI ST STE 806, VANCOUVER BRITISH COLUMBIACANADAV6E4N5, BELLINGHAM, A2, 00000, 6046640484 - 18,000,000 ($288,000.00) Equity, (File 333-131336 - Jan. 27) (BR. 04C) S-8 DOCUCORP INTERNATIONAL INC, 5910 NORTH CENTRAL EXPRESSWY, SUITE 800, DALLAS, TX, 75206, 2148916500 - 0 ($22,950,000.00) Equity, (File 333-131337 - Jan. 27) (BR. 03A) S-4 GREENBRIER COMPANIES INC, ONE CENTERPOINTE DR, STE 200, LAKE OSWEGO, OR, 97035, 5036847000 - 60,000,000 ($60,000,000.00) Non-Convertible Debt, (File 333-131338 - Jan. 27) (BR. 05A) S-8 ECOLOGY & ENVIRONMENT INC, 368 PLEASANTVIEW DR, LANCASTER, NY, 14086, 7166848060 - 200,000 ($1,842,000.00) Equity, (File 333-131341 - Jan. 27) (BR. 06C) S-4 VENTAS INC, 10350 ORMSBY PARK PLACE, SUITE 300, LOUISVILLE, KY, 40223, 5023579000 - 0 ($200,000,000.00) Other, (File 333-131342 - Jan. 27) (BR. 08C) S-3 Solexa, Inc., 25861 INDUSTRIAL BLVD, HAYWARD, CA, 94545, 5106709300 - 0 ($127,102,500.00) Equity, (File 333-131343 - Jan. 27) (BR. 01A) S-3 IMH ASSETS CORP, 1401 DOVE STREET, SUITE 200, NEWPORT BEACH, CA, 92660, 9494753600 - 0 ($1,000,000.00) Asset-Backed Securities, (File 333-131344 - Jan. 27) (BR. 05D) SB-2 FIDELIS ENERGY INC, 5151 E. BROADWAY, SUITE 1600, TUCSON, AZ, 85711, 520-319-6100 - 81,646,380 ($14,696,348.40) Equity, (File 333-131346 - Jan. 27) (BR. 09A) S-3ASR LEXINGTON CORPORATE PROPERTIES TRUST, 355 LEXINGTON AVE, NEW YORK, NY, 10017, 2126927260 - 431,161 ($9,692,499.28) Equity, (File 333-131347 - Jan. 27) (BR. 08B) SB-2 Britton International Inc., 725 KENDALL LANE, BOULDER CITY, NV, 89005, 702.293.2613 - 7,380,209 ($1,107,031.35) Equity, (File 333-131348 - Jan. 27) (BR. ) S-8 SCO GROUP INC, 8017654999 - 0 ($793,487.00) Equity, (File 333-131349 - Jan. 27) (BR. 03A) S-8 SCO GROUP INC, 8017654999 - 0 ($2,045,816.00) Equity, (File 333-131350 - Jan. 27) (BR. 03A) S-3 STOCKERYALE INC, 32 HAMPSHIRE ROAD, SALEM, NH, 03079, 6038938778 - 900,000 ($801,000.00) Equity, (File 333-131353 - Jan. 27) (BR. 10C) S-3 JMAR TECHNOLOGIES INC, 5800 ARMADA DRIVE, CARLSBAD, CA, 92008, 760-602-3292 - 0 ($6,684,982.00) Equity, (File 333-131354 - Jan. 27) (BR. 10B) S-3 CITIBANK SOUTH DAKOTA N A, 425 PARK AVE., 2ND FLOOR, NEW YORK, NY, 10043, 6053312626 - 0 ($1,000,000.00) Asset-Backed Securities, (File 333-131355 - Jan. 27) (BR. 05D) S-3 USAA ACCEPTANCE LLC, 10750 MCDERMOTT FREEWAY, SAN ANTONIO, TX, 78288, 2104987479 - 1,000,000 ($1,000,000.00) Asset-Backed Securities, (File 333-131356 - Jan. 27) (BR. 05) S-4 WAVE WIRELESS CORP, 1996 LUNDY AVENUE, FORMERLY P-COM INC., SAN JOSE, CA, 95131, 408.943.4200 - 86,954,888 ($10,869,361.00) Equity, (File 333-131357 - Jan. 27) (BR. 11B) 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 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ------------------------------------------------------------------------------------------------------- 1 800 FLOWERS COM INC DE 2.02,9.01 01/26/06 1ST SOURCE CORP IN 2.02,9.01 12/31/05 8X8 INC /DE/ DE 1.01,2.02,5.02,9.01 01/24/06 AAR CORP DE 8.01,9.01 01/25/06 ABAXIS INC CA 2.02,9.01 01/26/06 ABFC Asset-Backed Certificates, Serie DE 8.01,9.01 11/25/05 AMEND ABM INDUSTRIES INC /DE/ DE 2.02,4.02,9.01 01/20/06 ACACIA RESEARCH CORP DE 7.01 01/26/06 ACE CASH EXPRESS INC/TX TX 1.01,9.01 01/23/06 AcuNetx, Inc. NV 1.02,5.02,9.01 01/26/06 ADAMS GOLF INC DE 1.01,2.03 01/23/06 ADVANTA CORP DE 2.02,9.01 01/26/06 ADVO INC DE 2.02,9.01 01/26/06 AEGIS ASSESSMENTS INC DE 5.02,9.01 01/24/06 AFFILIATED COMPUTER SERVICES INC DE 2.02,8.01,9.01 01/26/06 AFFYMETRIX INC DE 2.02,9.01 01/26/06 AGL RESOURCES INC GA 7.01,9.01 01/26/06 AIRGAS INC DE 2.02,9.01 01/25/06 ALAMOSA HOLDINGS INC DE 1.01,9.01 01/24/06 ALASKA AIR GROUP INC DE 2.02,8.01,9.01 01/26/06 ALBEMARLE CORP VA 2.02,9.01 01/25/06 ALBERTO CULVER CO DE 2.02,9.01 01/26/06 ALLIANCE CAPITAL MANAGEMENT HOLDING L DE 2.02,7.01,8.01,9.01 01/25/06 ALLIANCE CAPITAL MANAGEMENT L P DE 2.02,7.01,8.01,9.01 01/25/06 ALLIANCE DATA SYSTEMS CORP DE 7.01,9.01 01/26/06 ALLION HEALTHCARE INC DE 1.01,9.01 01/25/06 ALLION HEALTHCARE INC DE 9.01 01/18/06 AMEND ALPINE GROUP INC /DE/ DE 1.01 01/25/06 ALTIGEN COMMUNICATIONS INC 2.02,9.01 01/25/06 Altra Industrial Motion, Inc. DE 2.02,9.01 01/26/06 AMB FINANCIAL CORP DE 2.02,9.01 01/25/06 AMEDIA NETWORKS, INC. DE 1.01,2.03,3.02,9.01 01/20/06 AMERICAN BAR ASSOCIATION MEMBERS STAT MA 1.01,3.03,9.01 01/24/06 AMERICAN COMMERCIAL LINES INC. DE 8.01,9.01 01/18/06 AMERICAN ELECTRIC POWER CO INC NY 5.02 01/25/06 AMERICAN HOME MORTGAGE INVESTMENT COR MD 2.02,9.01 01/26/06 AMERICAN MEDICAL ALERT CORP NY 1.01,1.02,9.01 01/20/06 AMERICAN NATIONAL BANKSHARES INC VA 2.02,9.01 01/26/06 American Security Resources Corp. NV 5.02 01/21/06 AMERIGAS PARTNERS LP DE 1.01,9.01 01/26/06 AMERIPRISE FINANCIAL INC DE 2.02,9.01 01/26/06 AMETEK INC/ DE 2.02,9.01 01/26/06 AMYLIN PHARMACEUTICALS INC DE 2.02,9.01 01/26/06 ANALYSTS INTERNATIONAL CORP 1.01,9.01 01/26/06 ANAREN INC NY 2.02,9.01 01/26/06 APOLLO GOLD CORP 1.01,8.01,9.01 01/25/06 APOLLO INVESTMENT CORP MD 8.01 01/26/06 APOLO GOLD & ENERGY INC. 3.02 01/20/06 APPLICA INC FL 5.02,9.01 01/26/06 ARCH CAPITAL GROUP LTD. 7.01,8.01 01/25/06 ARKANSAS BEST CORP /DE/ DE 2.02,9.01 01/26/06 Arlington Tankers Ltd. D0 2.02,9.01 01/26/06 ASTORIA FINANCIAL CORP DE 2.02,8.01,9.01 01/26/06 ASTORIA FINANCIAL CORP DE 1.01 01/25/06 AT&T INC. DE 2.02,9.01 01/26/06 AT&T INC. DE 2.01,8.01,9.01 11/18/05 AMEND ATS MEDICAL INC MN 8.01,9.01 01/26/06 ATS MEDICAL INC MN 1.01,9.01 01/23/06 AVID TECHNOLOGY INC DE 2.02 01/26/06 AVISTAR COMMUNICATIONS CORP DE 2.02,9.01 01/24/06 AVOCENT CORP DE 1.01,9.01 01/25/06 AVOCENT CORP DE 7.01,9.01 01/26/06 AVON PRODUCTS INC NY 2.05 11/15/05 AMEND BAIRNCO CORP /DE/ DE 2.02,9.01 12/31/05 BALL CORP IN 2.02,9.01 01/26/06 BALLANTYNE OF OMAHA INC DE 8.01 01/26/06 BALLY TOTAL FITNESS HOLDING CORP DE 7.01,9.01 01/26/06 BANC CORP DE 2.02,4.02,9.01 01/22/06 BANC ONE FINANCIAL SERVICES HOME EQUI NY 8.01,9.01 01/25/06 BANCSHARES OF FLORIDA INC FL 2.02,9.01 01/26/06 BANKATLANTIC BANCORP INC FL 2.02,9.01 01/25/06 BANNER CORP WA 2.02,9.01 01/26/06 BARNWELL INDUSTRIES INC DE 9.01 01/26/06 BAXTER INTERNATIONAL INC DE 2.02,9.01 01/26/06 BEAR STEARNS COMPANIES INC DE 8.01,9.01 01/20/06 BEBE STORES INC CA 2.02,9.01 12/31/05 BECTON DICKINSON & CO NJ 2.02,9.01 01/26/06 BEIJING MED PHARM CORP 1.01,9.01 01/20/06 BIO KEY INTERNATIONAL INC MN 7.01,9.01 01/26/06 BIOPHAN TECHNOLOGIES INC NV 1.01,9.01 01/21/06 BIOSITE INC DE 5.02 01/25/06 BKF CAPITAL GROUP INC DE 1.01,5.02,8.01,9.01 01/20/06 BLUE RIVER BANCSHARES INC IN 1.01 01/24/06 BOSTON PRIVATE FINANCIAL HOLDINGS INC MA 2.02,9.01 01/25/06 BOWATER INC DE 2.02,9.01 01/26/06 BOYD GAMING CORP NV 8.01,9.01 01/25/06 BRIDGE STREET FINANCIAL INC NY 2.01,9.01 01/25/06 BROADCOM CORP CA 2.02,9.01 01/26/06 BROCADE COMMUNICATIONS SYSTEMS INC DE 1.01 01/23/06 BROOKE CORP KS 1.01,9.01 01/23/06 BROWN SHOE CO INC NY 7.01,9.01 01/26/06 BRUNSWICK CORP DE 2.02,9.01 01/26/06 BULLDOG TECHNOLOGIES INC NV 7.01,9.01 01/26/06 BURLINGTON RESOURCES INC DE 2.02,7.01,9.01 01/25/06 BURLINGTON RESOURCES INC DE 2.02,9.01 01/25/06 AMEND CABOT MICROELECTRONICS CORP DE 2.02,9.01 01/26/06 CACI INTERNATIONAL INC /DE/ DE 2.02,7.01,9.01 01/25/06 CALLIDUS SOFTWARE INC 2.02,9.01 01/26/06 CANYON RESOURCES CORP DE 1.01,9.01 01/23/06 CAPITAL AUTO RECEIVABLES INC DE 8.01,9.01 01/17/06 CAPITAL AUTO RECEIVABLES INC DE 8.01,9.01 01/17/06 CARACO PHARMACEUTICAL LABORATORIES LT MI 2.02,9.01 01/26/06 CARDINAL HEALTH INC OH 2.02,7.01,9.01 01/26/06 CAROLINA NATIONAL CORP SC 2.02,9.01 01/23/06 CASCADE BANCORP OR 5.02,9.01 01/26/06 CASCADE NATURAL GAS CORP WA 2.02,9.01 01/25/06 CASH AMERICA INTERNATIONAL INC TX 2.02,9.01 01/26/06 CATERPILLAR FINANCIAL SERVICES CORP DE 2.02,9.01 01/26/06 CATERPILLAR INC DE 2.02,7.01,9.01 12/31/05 CATERPILLAR INC DE 7.01 01/26/06 CATHAY GENERAL BANCORP DE 2.02,9.01 01/26/06 CELGENE CORP /DE/ DE 2.02,9.01 01/26/06 CELL ROBOTICS INTERNATIONAL INC CO 4.01,9.01 01/24/06 CELLCO PARTNERSHIP 2.02 01/26/06 CENTERPOINT PROPERTIES TRUST MD 2.01,9.01 11/01/05 CENTRUE FINANCIAL CORP DE 1.01,9.01 01/25/06 CEPHALON INC DE 8.01,9.01 01/25/06 CERTEGY INC GA 7.01,9.01 01/26/06 CEVA INC DE 2.02,9.01 01/26/06 CHARMING SHOPPES INC PA 5.02 01/26/06 Chemtura CORP DE 1.01,9.01 01/26/06 CHESAPEAKE ENERGY CORP OK 5.03,9.01 01/23/06 CHESAPEAKE UTILITIES CORP DE 8.01,9.01 01/20/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 01/20/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 01/20/06 CHOICEPOINT INC GA 2.02,9.01 01/26/06 CIT GROUP INC DE 8.01,9.01 01/25/06 CITIBANK CREDIT CARD MASTER TRUST I DE 8.01 12/27/05 CLICKABLE ENTERPRISES INC DE 4.01,9.01 11/07/05 AMEND CNL INCOME PROPERTIES INC MD 9.01 01/25/06 AMEND COHERENT INC DE 2.02,9.01 01/26/06 COLLINS & AIKMAN CORP DE 8.01 01/20/06 COLONIAL BANCGROUP INC DE 7.01,9.01 01/26/06 COLUMBIA BANKING SYSTEM INC WA 2.02,8.01,9.01 01/26/06 COLUMBIA SPORTSWEAR CO OR 2.02,9.01 01/26/06 COLUMBUS MCKINNON CORP NY 8.01,9.01 01/26/06 COMBINATORX, INC DE 1.01,9.01 01/23/06 COMCAST CORP PA 5.02 01/23/06 COMM BANCORP INC PA 2.02,9.01 01/26/06 COMMERCE ENERGY GROUP INC DE 7.01,9.01 01/26/06 COMMERCIAL METALS CO DE 7.01,9.01 01/26/06 COMMERCIAL NATIONAL FINANCIAL CORP /P PA 2.02 01/26/05 COMMUNITY BANCORP INC DE 2.02,9.01 01/26/06 COMPUTER ASSOCIATES INTERNATIONAL INC DE 1.01 01/23/06 CONCORD CAMERA CORP NJ 1.01,1.02,9.01 01/24/06 CONSOL ENERGY INC 2.02,9.01 01/26/06 COOPER TIRE & RUBBER CO DE 8.01,9.01 01/25/06 Copano Energy, L.L.C. DE 7.01 01/25/06 Cord Blood America, Inc. FL 1.01 01/24/06 Cord Blood America, Inc. FL 2.01 01/24/06 AMEND CORN PRODUCTS INTERNATIONAL INC DE 1.01 01/20/06 COTT CORP /CN/ 2.02,2.05,2.06,9.01 09/29/05 CPI CORP DE 1.01,2.02,2.03,7.01,9.01 01/20/06 CSB BANCORP INC /OH OH 2.02,9.01 01/26/06 CSP INC /MA/ MA 8.01,9.01 01/25/06 CUISINE SOLUTIONS INC DE 2.02,9.01 01/24/06 CURON MEDICAL INC DE 5.02,8.01 01/20/06 CWHEQ Revolving Home Equity Loan Trus 8.01,9.01 01/06/06 CWHEQ Revolving Home Equity Loan Trus 8.01,9.01 01/06/06 CYGNE DESIGNS INC DE 1.01,3.02,8.01,9.01 01/20/06 CYPRESS SEMICONDUCTOR CORP /DE/ DE 2.02,9.01 01/26/06 DANAHER CORP /DE/ DE 2.02,9.01 01/25/06 DATARAM CORP NJ 1.01,9.01 01/11/06 DAWSON GEOPHYSICAL CO TX 5.02,7.01,9.01 01/24/06 DECKERS OUTDOOR CORP DE 5.02,7.01,9.01 01/25/06 DELTA AIR LINES INC /DE/ DE 8.01,9.01 01/26/06 DELTA MUTUAL INC 4.02,9.01 07/21/05 DELUXE CORP MN 2.02,9.01 01/26/06 DEVCON INTERNATIONAL CORP FL 9.01 11/10/05 AMEND DEX MEDIA INC DE 8.01,9.01 01/25/06 DIAMOND HILL INVESTMENT GROUP INC OH 8.01,9.01 01/26/06 DIAMONDCLUSTER INTERNATIONAL INC DE 2.02,9.01 01/26/06 DIEDRICH COFFEE INC CA 5.02,9.01 01/25/06 DIGITAL LIGHTWAVE INC DE 1.01,2.03,9.01 01/20/06 DIGITAS INC DE 2.02,5.02,9.01 01/24/06 Dolby Laboratories, Inc. DE 2.02,9.01 01/26/06 DOLLAR GENERAL CORP TN 5.05 01/25/06 DOMINION RESOURCES INC /VA/ VA 1.01,2.02 01/23/06 DOVER DOWNS GAMING & ENTERTAINMENT IN DE 2.02,7.01,9.01 01/26/06 DOVER MOTORSPORTS INC DE 2.02,7.01,9.01 01/26/06 DOW CHEMICAL CO /DE/ DE 2.02,9.01 01/26/06 DOW JONES & CO INC DE 2.02,9.01 01/26/06 DRUGSTORE COM INC DE 1.01,9.01 01/20/06 DUKE REALTY CORP IN 2.02,9.01 01/25/06 DUKE REALTY LIMITED PARTNERSHIP/ IN 2.02,9.01 01/25/06 DURAVEST INC FL 2.01,9.01 01/23/06 DURECT CORP DE 8.01,9.01 01/26/06 EAGLE MATERIALS INC DE 7.01,8.01,9.01 01/26/06 EAST PENN FINANCIAL CORP 2.02,9.01 01/26/06 EASTMAN CHEMICAL CO DE 2.02,9.01 01/26/06 ECHELON CORP DE 1.01,9.01 01/20/06 EGL INC TX 5.02,9.01 01/23/06 EGL INC TX 1.01 01/20/06 EL CAPITAN PRECIOUS METALS INC NV 1.01,3.02,9.01 01/20/06 ELECTRIC CITY CORP DE 1.01,5.02,9.01 01/22/06 EMAGEON INC 2.02,9.01 01/25/06 EMC INSURANCE GROUP INC IA 7.01 01/26/06 EMULEX CORP /DE/ DE 2.02,9.01 01/26/06 ENCISION INC CO 2.02,9.01 01/25/06 ENERGEN CORP AL 2.02,9.01 12/31/05 Enterprise GP Holdings L.P. DE 2.02,9.01 01/25/06 ENTERPRISE PRODUCTS PARTNERS L P DE 2.02,9.01 01/25/06 ENTREMETRIX CORP 5.02 01/24/06 ENVIRONMENTAL TECTONICS CORP PA 1.01,9.01 10/24/05 ENXNET INC OK 7.01,9.01 01/26/06 Epic Bancorp 2.02,9.01 01/26/06 EQUISTAR CHEMICALS LP DE 2.02,9.01 01/26/06 EQUITABLE RESOURCES INC /PA/ PA 2.02 01/26/06 EQUUS II INC DE 2.02,9.01 01/25/06 ERGO SCIENCE CORP /DE/ DE 2.04 01/20/06 ESB FINANCIAL CORP PA 2.02,9.01 01/25/06 ESTEE LAUDER COMPANIES INC DE 2.02,9.01 12/31/05 ev3 Inc. DE 1.01 01/20/06 EVOLVE ONE INC DE 3.02 01/24/06 EXPONENT INC DE 2.02,7.01,9.01 01/26/06 FCB Bancorp CA 5.02 01/26/06 Federal Home Loan Bank of Boston X1 2.03 01/23/06 Federal Home Loan Bank of New York X1 2.03,9.01 01/23/06 Federal Home Loan Bank of San Francis X1 2.03 01/26/06 FFD FINANCIAL CORP/OH OH 2.02,9.01 01/25/06 FILENET CORP DE 2.02,9.01 12/31/05 FINANCIAL INSTITUTIONS INC NY 7.01,9.01 01/25/06 FIRST BANCSHARES INC /MS/ MS 2.02,9.01 01/26/06 FIRST CASH FINANCIAL SERVICES INC DE 8.01,9.01 01/26/06 FIRST COMMUNITY BANCORP /CA/ CA 2.02,8.01,9.01 01/20/06 FIRST DATA CORP DE 2.02,7.01,9.01 01/26/06 FIRST FEDERAL BANCSHARES INC /DE DE 8.01,9.01 01/25/06 FIRST MARBLEHEAD CORP 2.02,9.01 01/26/06 FIRST NATIONAL LINCOLN CORP /ME/ ME 2.02,9.01 12/31/05 FIRST SECURITY GROUP INC/TN TN 2.02 01/26/06 FIRST STATE BANCORPORATION NM 1.01 01/20/06 FLEXIBLE SOLUTIONS INTERNATIONAL INC NV 4.02 01/26/05 FLUSHING FINANCIAL CORP DE 2.02,9.01 12/31/05 FNB CORP/NC NC 2.02,9.01 01/25/06 FOOTHILL INDEPENDENT BANCORP DE 2.02,7.01,9.01 01/25/06 FORWARD AIR CORP TN 1.01,9.01 01/24/06 FOSTER L B CO PA 2.02,9.01 12/31/05 FOUNDRY NETWORKS INC DE 2.02,9.01 01/26/06 FOX & HOUND RESTAURANT GROUP DE 8.01,9.01 01/26/06 FOXHOLLOW TECHNOLOGIES, INC. DE 5.02,8.01,9.01 01/25/06 FRANKLIN COVEY CO UT 1.01,9.01 01/26/06 FRANKLIN RESOURCES INC DE 2.02,9.01 01/26/06 FRANKLIN RESOURCES INC DE 8.01,9.01 01/26/06 FRIENDLY ICE CREAM CORP MA 1.01,9.01 01/23/06 GATX CORP NY 2.02,7.01,9.01 01/26/06 GENAERA CORP DE 5.02,9.01 01/25/06 GENAERA CORP DE 1.01 12/08/05 AMEND GENERAL MOTORS ACCEPTANCE CORP DE 8.01 01/26/06 GENERAL MOTORS CORP DE 2.02,2.05,9.01 01/26/06 GENERAL MOTORS CORP DE 2.02 01/26/06 GENTEX CORP MI 2.02,9.01 01/26/06 GEOGLOBAL RESOURCES INC DE 9.01 01/25/06 GETTY IMAGES INC DE 2.02,9.01 01/26/06 GLOBAL IMAGING SYSTEMS INC DE 2.02,7.01,9.01 01/26/06 GRAINGER W W INC IL 2.02,9.01 12/31/05 GREAT CHINA MINING, INC NV 8.01,9.01 01/23/06 GREENBRIER COMPANIES INC DE 8.01 01/24/06 GreenPoint MTA Trust 2005-AR4 DE 8.01,9.01 10/25/05 AMEND GTC TELECOM CORP NV 3.02 01/19/06 HALF ROBERT INTERNATIONAL INC /DE/ DE 2.02,8.01,9.01 01/26/06 HANMI FINANCIAL CORP DE 2.02,9.01 01/26/06 HANOVER COMPRESSOR CO / DE 5.02 01/20/06 HARDWOOD DOORS & MILLING SPECIALITIES NV 1.01,9.01 01/26/06 AMEND HARLEYSVILLE GROUP INC DE 1.01,8.01 01/26/06 HARLEYSVILLE SAVINGS FINANCIAL CORP 2.02,5.02,9.01 01/25/06 HARLEYSVILLE SAVINGS FINANCIAL CORP 1.01,9.01 01/25/06 HAROLDS STORES INC OK 1.01,3.02,5.03,9.01 01/24/06 HARRIS CORP /DE/ DE 2.02,9.01 01/25/06 AMEND HARSCO CORP DE 5.02 01/24/06 HARSCO CORP DE 1.01,9.01 01/24/06 HARTFORD FINANCIAL SERVICES GROUP INC DE 7.01 01/26/06 HARTMARX CORP/DE DE 2.02,9.01 01/26/06 HEALTHCARE REALTY TRUST INC MD 1.01,2.03,9.01 01/25/06 HEALTHEXTRAS INC DE 2.02,9.01 01/24/06 HEARTLAND BANCSHARES INC /IN/ IN 2.02,9.01 01/24/06 HEARTLAND PARTNERS L P DE 1.01,9.01 01/26/06 HELMERICH & PAYNE INC DE 2.02,9.01 01/26/06 HEMOSENSE INC DE 2.02,9.01 01/26/06 HENNESSY ADVISORS INC 2.02,9.01 01/26/05 HERITAGE FINANCIAL CORP /WA/ WA 8.01,9.01 01/25/06 HERITAGE FINANCIAL CORP /WA/ WA 2.02,7.01,9.01 01/24/06 HERITAGE FINANCIAL CORP /WA/ WA 1.01,7.01,9.01 01/24/06 HI/FN INC DE 2.02,9.01 12/31/05 HOME CITY FINANCIAL CORP OH 2.02,9.01 01/24/06 HOME CITY FINANCIAL CORP OH 8.01,9.01 01/26/06 HOMEBANC CORP GA 2.02,7.01,9.01 01/26/06 HomeBanc Mortgage Trust 2005-4 DE 8.01,9.01 11/25/05 AMEND HONEYWELL INTERNATIONAL INC DE 2.02,9.01 01/26/06 HONEYWELL INTERNATIONAL INC DE 1.01 01/24/06 HOSPITALITY PROPERTIES TRUST MD 8.01 01/26/06 HOUSEHOLD CREDIT CARD MASTER NOTE TRU DE 9.01 01/17/06 HOUSEHOLD PRIVATE LABEL CREDIT CARD M DE 9.01 01/17/06 HQ SUSTAINABLE MARITIME INDUSTRIES, I DE 3.02,9.01 01/25/06 HSBC Automotive Trust 2005-1 NV 9.01 01/17/06 HSBC Automotive Trust 2005-2 NV 9.01 01/17/06 HSBC Automotive Trust 2005-3 9.01 01/17/06 HSBC Home Equity Loan Trust 2005-1 DE 9.01 01/20/06 HSBC HOME EQUITY LOAN TRUST 2005-2 DE 9.01 01/20/06 HSBC HOME EQUITY LOAN TRUST 2005-3 DE 9.01 01/20/06 HuntMountain Resources WA 7.01,9.01 01/20/06 HUTCHINSON TECHNOLOGY INC MN 1.01,2.03,8.01,9.01 01/19/06 HUTCHINSON TECHNOLOGY INC MN 7.01 01/26/06 HYPERFEED TECHNOLOGIES INC DE 1.01,2.03,9.01 01/23/06 IDENTIX INC DE 2.02,8.01,9.01 01/25/06 IDEX CORP /DE/ DE 2.02,9.01 01/26/06 Ignis Petroleum Group, Inc. 1.01,3.02,5.02,9.01 01/20/06 IKON OFFICE SOLUTIONS INC OH 2.02,9.01 12/31/05 IMATION CORP DE 1.01,9.01 01/24/06 IMH Assets Corp., Collateralized Asse 8.01,9.01 12/27/05 AMEND IMMUNOGEN INC MA 8.01 01/25/06 Impac CMB Trust Series 2005-3, Collat DE 8.01,9.01 11/25/05 AMEND IN TOUCH MEDIA GROUP, INC. FL 4.01 01/25/06 AMEND INDEPENDENCE COMMUNITY BANK CORP DE 8.01,9.01 01/25/06 INDYMAC BANCORP INC DE 1.01,2.02,5.02,7.01,9.01 01/26/06 IndyMac INDX Mortgage Loan Trust 2005 8.01,9.01 08/30/05 INDYMAC INDX MORTGAGE LOAN TRUST 2005 8.01,9.01 09/28/05 IndyMac MBS, Inc. INDA Mortgage Loan 8.01,9.01 11/29/05 INFORMATICA CORP DE 2.02,9.01 01/26/06 INFORTE CORP DE 2.02,9.01 01/26/06 INFOUSA INC DE 2.02,5.02,7.01,9.01 01/26/06 INGERSOLL RAND CO LTD 2.02,9.01 01/26/06 INSIGHT ENTERPRISES INC DE 2.02,9.01 01/26/06 INSPIRE PHARMACEUTICALS INC DE 8.01 01/26/06 INSWEB CORP DE 2.02,9.01 01/26/06 INTEGRATED DEVICE TECHNOLOGY INC DE 2.02,9.01 01/26/06 Integrated Healthcare Holdings Inc NV 1.01,1.02,5.02,9.01 01/20/06 INTEGRITY BANCSHARES INC GA 2.02,5.02,9.01 01/23/06 INTERCHANGE FINANCIAL SERVICES CORP / NJ 7.01,9.01 01/24/06 INTERDIGITAL COMMUNICATIONS CORP PA 1.01,2.02 01/20/06 INTERGRAPH CORP DE 2.02,2.05,9.01 01/26/05 INTERMAGNETICS GENERAL CORP DE 1.01,9.01 01/20/06 International Coal Group, Inc. 7.01,9.01 01/23/06 INTERNATIONAL RECTIFIER CORP /DE/ DE 2.02,9.01 01/26/06 INTERNATIONAL SHIPHOLDING CORP DE 2.02,9.01 01/26/06 INTERNATIONAL SPEEDWAY CORP FL 2.02,7.01,8.01,9.01 01/26/06 INTERWOVEN INC CA 1.01,2.02,5.02,9.01 01/25/06 IOMEGA CORP DE 2.02,9.01 12/31/05 IT&E INTERNATIONAL GROUP 1.01,9.01 11/16/05 AMEND ITEX CORP NV 1.01,2.03,7.01,9.01 01/24/06 ITT EDUCATIONAL SERVICES INC DE 2.02 01/26/06 JANUS CAPITAL GROUP INC DE 2.02,9.01 01/26/06 JANUS CAPITAL GROUP INC DE 1.01 01/26/06 JOHNSON & JOHNSON NJ 1.02 01/25/06 JOHNSON OUTDOORS INC WI 2.02,9.01 01/26/06 KADANT INC DE 1.01 01/21/06 KIRBY CORP NV 2.02,9.01 01/25/06 KLA TENCOR CORP DE 2.02,9.01 01/26/06 KNBT BANCORP INC PA 2.02,9.01 01/25/06 KULICKE & SOFFA INDUSTRIES INC PA 1.01,2.02,9.01 01/25/06 LABARGE INC DE 2.02,9.01 01/01/06 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 01/26/06 LACLEDE GROUP INC MO 2.02,7.01,9.01 01/26/06 LACLEDE GROUP INC MO 7.01,9.01 01/26/06 LACLEDE GROUP INC MO 5.03,7.01,9.01 01/26/06 LASERCARD CORP DE 2.02,9.01 01/26/06 LATTICE SEMICONDUCTOR CORP DE 2.02,9.01 01/26/06 LAYNE CHRISTENSEN CO DE 1.01,9.01 01/20/06 Lazard Ltd D0 1.01,5.02,9.01 01/24/06 LEADIS TECHNOLOGY INC DE 1.01,5.02,7.01,9.01 01/20/06 LEESPORT FINANCIAL CORP PA 2.02,9.01 01/24/06 LEGGETT & PLATT INC MO 2.02,9.01 01/26/06 LEHMAN BROTHERS HOLDINGS INC DE 9.01 01/26/06 LIBERTY STAR GOLD CORP NV 4.02 01/24/06 LIGHTPATH TECHNOLOGIES INC DE 5.02,9.01 01/26/06 LILLY ELI & CO IN 2.02 01/26/06 LOCKHEED MARTIN CORP MD 2.02,9.01 01/26/06 LSI INDUSTRIES INC OH 1.01,2.02,9.01 01/25/06 LYONDELL CHEMICAL CO DE 2.02,9.01 01/26/06 MANAKOA SERVICES CORP NV 8.01 01/13/06 MARATHON OIL CORP DE 2.02,9.01 01/26/06 MARINEMAX INC DE 2.02,9.01 01/26/06 MARKWEST ENERGY PARTNERS L P 8.01,9.01 01/25/06 MARTEN TRANSPORT LTD DE 2.02,9.01 01/25/06 MARTIN MIDSTREAM PARTNERS LP DE 1.01,9.01 01/23/06 MAXXAM INC DE 8.01 01/26/06 McAfee, Inc. DE 5.02,9.01 01/20/06 MCCLATCHY CO DE 1.01 01/26/06 MCKESSON CORP DE 2.02,9.01 01/26/06 MEADWESTVACO CORP DE 2.02,9.01 01/26/06 MEADWESTVACO CORP DE 5.02,9.01 01/24/06 MEDCATH CORP DE 8.01,9.01 01/26/06 MEDIA GENERAL INC VA 2.02,9.01 01/26/06 MEDICAL ACTION INDUSTRIES INC DE 7.01,9.01 01/26/06 MEDINA INTERNATIONAL CORP 5.03,9.01 01/25/06 MEDINA INTERNATIONAL CORP 3.02,5.01,9.01 01/19/06 AMEND MEMC ELECTRONIC MATERIALS INC DE 2.02,9.01 01/26/06 MENTOR GRAPHICS CORP OR 2.02 01/26/06 MERCER INTERNATIONAL INC WA 8.01,9.01 01/26/05 MERCHANTS BANCSHARES INC DE 2.02,9.01 01/26/06 MERCURY COMPUTER SYSTEMS INC MA 2.02,9.01 01/26/06 Meritage Homes CORP MD 2.02,9.01 01/25/06 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 01/26/06 MICRO LINEAR CORP /CA/ DE 2.02,9.01 01/26/06 MICROHELIX INC OR 1.01,9.01 01/25/06 MICROSOFT CORP WA 2.02,9.01 01/26/06 MIDWEST AIR GROUP INC WI 2.02,9.01 01/26/06 MIDWEST BANC HOLDINGS INC DE 2.02,9.01 01/26/06 MILLENNIUM CHEMICALS INC DE 2.02,9.01 01/26/06 MILLENNIUM PHARMACEUTICALS INC DE 1.01,2.02 01/23/06 MILLER HERMAN INC MI 1.01,1.02,7.01,8.01,9.01 01/23/06 MILLER PETROLEUM INC TN 5.02,9.01 01/20/06 MILLIPORE CORP /MA MA 2.02,9.01 01/26/06 MIRANT CORP DE 1.01 01/24/06 MOBIUS MANAGEMENT SYSTEMS INC DE 2.02,9.01 01/26/06 MONARCH COMMUNITY BANCORP INC MD 2.02,9.01 01/23/06 MONTPELIER RE HOLDINGS LTD D0 5.02,7.01,9.01 01/26/06 MORGAN STANLEY CAPITAL I INC HOME EQ NY 8.01,9.01 01/25/06 MortgageIT Trust 2005-AR1 DE 8.01,9.01 12/27/05 AMEND MSC INDUSTRIAL DIRECT CO INC NY 8.01 01/23/06 MTR GAMING GROUP INC DE 1.01,8.01,9.01 01/23/06 MTS MEDICATION TECHNOLOGIES, INC /DE/ DE 5.02,7.01,9.01 01/26/06 MTS SYSTEMS CORP MN 2.02,9.01 01/25/06 NANOMETRICS INC CA 1.01,9.01 01/25/06 NATIONAL CITY AUTO RECEIVABLES TRUST DE 8.01,9.01 01/17/06 NATIONAL CITY AUTO RECEIVABLES TRUST 8.01,9.01 01/17/06 NATIONAL DENTEX CORP /MA/ MA 2.01,9.01 03/01/05 AMEND NATIONAL MEDICAL HEALTH CARD SYSTEMS NY 5.02 01/26/06 NBC CAPITAL CORP MS 2.02,9.01 01/26/06 NCR CORP MD 2.02,9.01 01/26/06 Nelnet Student Loan Tust 2003-2 8.01,9.01 01/25/06 NETWORK ENGINES INC DE 2.02,9.01 01/26/06 NEUROLOGIX INC/DE DE 9.01 01/25/06 New York & Company, Inc. 8.01,9.01 01/26/06 NEWELL RUBBERMAID INC DE 2.02,9.01 01/26/06 NEWMIL BANCORP INC DE 2.02 01/25/06 NEWTEK BUSINESS SERVICES INC NY 8.01,9.01 01/26/06 NEXITY FINANCIAL CORP DE 2.02,9.01 01/26/06 NEXTERA ENTERPRISES INC DE 1.01,9.01 01/25/06 NIC INC CO 2.02,7.01,9.01 01/26/06 NIKE INC OR 1.01,9.01 01/26/06 NOBLE CORP 2.02,7.01,9.01 01/26/06 NORTHWEST BANCORP INC PA 2.02,9.01 01/23/06 NORTHWEST INDIANA BANCORP IN 2.02,9.01 01/26/06 NOVASTAR FINANCIAL INC MD 5.04,9.01 01/20/06 NOVATEL WIRELESS INC DE 2.02,9.01 01/26/06 NRG ENERGY, INC. DE 8.01,9.01 09/30/05 AMEND NSTAR/MA MA 2.02,9.01 12/31/05 NUTRACEUTICAL INTERNATIONAL CORP DE 2.02,9.01 01/26/06 NYMEX HOLDINGS INC DE 8.01 01/26/06 OC Financial Inc MD 5.02 01/23/06 OCEAN SHORE HOLDING CO X1 2.02,9.01 01/25/06 OCWEN FINANCIAL CORP FL 8.01,9.01 01/26/06 OFFSHORE LOGISTICS INC DE 7.01,9.01 01/25/06 OMEGA FINANCIAL CORP /PA/ PA 2.02,9.01 01/26/06 OMNOVA SOLUTIONS INC OH 1.01,9.01 01/20/06 OPENWAVE SYSTEMS INC DE 2.02,9.01 01/26/06 OPLINK COMMUNICATIONS INC DE 2.02,9.01 01/26/06 OSAGE FEDERAL FINANCIAL INC 2.02,8.01,9.01 01/26/06 OVATION PRODUCTS CORP 2.03,9.01 01/20/06 OVERLAND STORAGE INC CA 2.02,9.01 01/26/06 OVERSEAS SHIPHOLDING GROUP INC DE 1.01,9.01 01/20/06 PACKETEER INC DE 1.01,2.02,9.01 01/25/06 PALADIN REALTY INCOME PROPERTIES INC MD 8.01 01/25/06 PANTRY INC DE 2.02,9.01 01/26/06 PANTRY INC DE 5.02 10/26/05 AMEND PATCH INTERNATIONAL INC/CN NV 8.01,9.01 01/26/06 PATCO INDUSTRIES LTD DE 1.01,9.01 01/20/06 PATRIOT SCIENTIFIC CORP DE 8.01,9.01 01/24/06 PC CONNECTION INC DE 2.02,9.01 01/26/06 PDF SOLUTIONS INC DE 2.02,7.01,9.01 01/26/06 PEABODY ENERGY CORP DE 2.02,9.01 01/26/06 PEAK INTERNATIONAL LTD D0 2.02,9.01 01/26/06 PENFORD CORP WA 1.01,9.01 01/24/06 PENNFED FINANCIAL SERVICES INC DE 2.02 01/25/06 PEOPLES BANCORP OF NORTH CAROLINA INC NC 2.02,9.01 01/23/06 PEOPLES BANCTRUST CO INC AL 2.02,9.01 01/25/06 PEOPLES FINANCIAL SERVICES CORP/ PA 9.01 12/31/05 PERKINELMER INC MA 2.02,9.01 01/26/06 PEROT SYSTEMS CORP DE 2.02,9.01 01/25/06 PETMED EXPRESS INC FL 7.01,8.01,9.01 01/23/06 PETROHAWK ENERGY CORP DE 7.01 01/25/06 PHAR MOR INC PA 7.01 01/20/06 PHARMA SERVICES INTERMEDIATE HOLDING 1.01,9.01 01/23/06 PHARMACYCLICS INC DE 2.02,9.01 12/31/05 PHARSIGHT CORP CA 2.02,5.02,9.01 01/22/06 PHASE III MEDICAL INC/DE DE 2.01,3.02,5.02,9.01 01/19/06 PHOTON DYNAMICS INC CA 2.02,9.01 01/26/06 PINNACLE WEST CAPITAL CORP AZ 8.01 01/25/06 PIONEER COMPANIES INC DE 5.02,9.01 01/24/06 PIXAR \CA\ CA 1.01,9.01 01/24/06 PLANAR SYSTEMS INC OR 2.02,9.01 01/26/06 PNC FINANCIAL SERVICES GROUP INC PA 1.01,7.01,9.01 01/20/06 POCAHONTAS BANCORP INC DE 3.01,9.01 01/19/06 POKERTEK INC 1.01,9.01 01/20/06 POLARIS INDUSTRIES INC/MN MN 2.02,7.01 01/26/06 POLYMEDICA CORP MA 2.02,9.01 01/26/06 PortalPlayer, Inc. DE 2.02,9.01 01/26/06 PORTLAND GENERAL ELECTRIC CO /OR/ OR 5.02 01/25/06 POTASH CORP OF SASKATCHEWAN INC 2.02,9.01 01/26/06 POTOMAC BANCSHARES INC WV 2.02 01/26/06 PRIVATE BUSINESS INC TN 1.01,2.01,2.03,3.02, 01/26/06 3.03,5.03,8.01,9.01 PROFILE TECHNOLOGIES INC DE 3.02 12/15/05 AMEND Prolink Holdings Corp. DE 5.03,9.01 01/23/06 PROVIDENT FINANCIAL HOLDINGS INC DE 8.01 01/24/06 PROVIDENT FINANCIAL SERVICES INC DE 2.02,7.01,9.01 01/26/06 PROVIDENT FINANCIAL SERVICES INC DE 8.01,9.01 01/25/06 PSB HOLDINGS INC /WI/ WI 2.02,9.01 01/26/06 QCR HOLDINGS INC DE 2.02,9.01 01/26/06 QUADRIGA SUPERFUND J5 4.01 01/25/06 QUEST DIAGNOSTICS INC DE 2.02,9.01 01/26/06 QUINTILES TRANSNATIONAL CORP NC 1.01,9.01 01/23/06 R H DONNELLEY CORP DE 8.01 01/25/06 READERS DIGEST ASSOCIATION INC DE 2.02,7.01,9.01 12/31/05 REDBACK NETWORKS INC DE 2.02,9.01 01/26/06 REMINGTON OIL & GAS CORP DE 1.01,9.01 01/22/06 RENTECH INC /CO/ CO 1.01,5.02,9.01 01/20/06 RGC RESOURCES INC VA 1.01,9.01 01/24/06 Rock-Tenn CO GA 2.02,9.01 01/26/06 ROCKWELL COLLINS INC DE 2.02,7.01 01/26/06 ROME BANCORP INC DE 2.02,9.01 01/25/06 RURBAN FINANCIAL CORP OH 2.02,9.01 01/24/06 RYERSON INC. DE 7.01,9.01 01/25/06 SABR TRUST 2005-EC1 8.01,9.01 12/27/05 SAKS CREDIT CARD MASTER TRUST NV 9.01 01/17/06 SANDISK CORP DE 2.02,9.01 01/26/06 SCHWEITZER MAUDUIT INTERNATIONAL INC DE 1.01,2.02,9.01 01/26/06 SEAGATE TECHNOLOGY E9 8.01,9.01 01/24/06 SEAMLESS WI-FI, INC. 8.01 01/24/06 SEAMLESS WI-FI, INC. 8.01 01/23/06 SEAMLESS WI-FI, INC. 8.01 01/23/06 SHARPER IMAGE CORP DE 1.01 01/23/06 SHERWIN WILLIAMS CO OH 2.02,9.01 01/26/06 Shire plc 8.01,9.01 01/26/06 SIEBEL SYSTEMS INC DE 2.02,8.01,9.01 01/25/06 SIMMONS CO DE 5.02 01/26/06 SINCLAIR BROADCAST GROUP INC MD 8.01,9.01 01/24/06 Siouxland Ethanol, LLC NE 1.01 01/20/06 SIPEX CORP DE 8.01,9.01 01/23/06 SITI-SITES COM INC DE 1.01 01/20/06 SmartPros Ltd. DE 5.02,8.01,9.01 01/24/06 SMITH & WESSON HOLDING CORP NV 7.01,9.01 01/26/06 SMITHTOWN BANCORP INC NY 9.01 01/25/06 SOLPOWER CORP NV 4.01,9.01 11/30/05 AMEND SONOMA VALLEY BANCORP CA 8.01,9.01 01/26/06 SOUTHERN CO DE 2.02 01/26/06 SOUTHERN CONNECTICUT BANCORP INC CT 2.02,9.01 01/26/06 SPAN AMERICA MEDICAL SYSTEMS INC SC 2.02,9.01 01/26/06 SPARTA INC /DE DE 4.01,9.01 01/23/06 Specialty Underwriters Alliance, Inc. DE 1.01,3.02 01/26/06 SPORT HALEY INC CO 8.01,9.01 01/24/06 STAGE STORES INC NV 8.01,9.01 01/24/06 STANDARD PARKING CORP DE 8.01,9.01 01/25/06 STANDEX INTERNATIONAL CORP/DE/ DE 2.02,9.01 12/31/05 STANLEY WORKS CT 2.02,8.01,9.01 01/25/06 STEAK & SHAKE CO IN 2.02,9.01 12/21/05 STEEL TECHNOLOGIES INC KY 1.01,9.01 12/31/05 STERLING BANCSHARES INC TX 1.01,9.01 01/23/06 STERLING FINANCIAL CORP /PA/ PA 2.02,9.01 01/24/06 AMEND STRYKER CORP MI 2.02,9.01 01/26/06 SUNCOAST BANCORP INC FL 1.01 01/01/06 SUNPOWER CORP CA 2.02,9.01 01/26/06 SUPERIOR GALLERIES INC DE 2.02,5.02,9.01 01/24/06 SUREWEST COMMUNICATIONS CA 8.01,9.01 01/25/06 SVB FINANCIAL GROUP 2.02,9.01 01/26/06 SYMMETRICOM INC DE 2.02,9.01 01/26/06 TANDY BRANDS ACCESSORIES INC DE 2.02,9.01 01/26/06 TBX RESOURCES INC TX 4.01,9.01 01/12/06 TECHE HOLDING CO LA 2.02,9.01 01/25/06 TELEDYNE TECHNOLOGIES INC DE 1.01,2.02,9.01 01/26/06 TEMPUR PEDIC INTERNATIONAL INC DE 2.02,7.01,9.01 01/26/06 TENNECO INC DE 2.02,8.01,9.01 01/26/06 TERAYON COMMUNICATION SYSTEMS DE 2.05,9.01 01/26/06 TETRA TECH INC DE 2.02,9.01 01/25/06 TEXTRON INC DE 2.02,9.01 01/26/06 TIB FINANCIAL CORP. FL 8.01,9.01 01/24/06 TIDELANDS ROYALTY TRUST B TX 7.01 01/26/06 TLC VISION CORP A6 8.01,9.01 01/26/06 TOMPKINS TRUSTCO INC NY 2.02,9.01 01/25/06 TOREADOR RESOURCES CORP DE 7.01,9.01 01/26/06 TOWER BANCORP INC PA 2.02,9.01 01/26/06 TOYS R US INC DE 7.01,9.01 01/23/06 TRACEGUARD TECHNOLOGIES, INC. 3.02 01/19/06 TRI COUNTY FINANCIAL CORP /MD/ MD 5.05,7.01,9.01 01/23/06 TRIAD GUARANTY INC DE 2.02,9.01 01/25/06 TRIAD HOSPITALS INC DE 1.01 01/20/06 TRIBEWORKS INC DE 2.01,5.02,9.01 01/20/06 U S CANADIAN MINERALS INC CA 5.02,8.01 01/20/06 UCLUELET EXPLORATION CORP 5.03 01/18/06 ULTRALIFE BATTERIES INC DE 1.01,9.01 01/26/06 UNION NATIONAL FINANCIAL CORP / PA PA 2.02 12/31/05 UNISYS CORP DE 2.02,9.01 12/31/05 UNITED BANCSHARES INC/OH OH 2.02,7.01,9.01 01/26/06 UNITED BANKSHARES INC/WV WV 2.02,9.01 01/26/06 UNITED RENTALS INC /DE DE 2.02,4.02,5.02,8.01,9.01 01/25/06 UNIVEST CORP OF PENNSYLVANIA PA 2.02,9.01 01/25/06 UPFC Auto Receivables Trust 2005-A DE 8.01,9.01 01/17/06 UPFC Auto Receivables Trust 2005-B DE 8.01,9.01 01/17/06 UROLOGIX INC MN 2.02,9.01 01/24/06 US GLOBAL NANOSPACE INC DE 8.01 01/20/06 USA TRUCK INC DE 2.02,9.01 12/31/05 USAA AUTO OWNER TRUST 2005-1 8.01,9.01 01/17/06 USAA AUTO OWNER TRUST 2005-2 8.01,9.01 01/17/06 USAA AUTO OWNER TRUST 2005-3 8.01,9.01 01/17/06 USAA Auto Owner Trust 2005-4 8.01,9.01 01/17/06 USIP COM INC UT 3.02 01/18/06 UST INC DE 2.02,9.01 01/26/06 UTIX GROUP INC DE 1.01,2.03,3.02,5.02,9.01 01/13/06 VALPEY FISHER CORP MD 8.01 01/26/06 VARIAN SEMICONDUCTOR EQUIPMENT ASSOCI DE 2.02,9.01 01/26/06 VASCULAR SOLUTIONS INC DE 2.02,9.01 01/26/06 VASO ACTIVE PHARMACEUTICALS INC DE 1.01 01/20/06 VAXGEN INC DE 8.01,9.01 01/25/06 VERISIGN INC/CA DE 2.02,9.01 01/26/06 VERIZON COMMUNICATIONS INC DE 2.02 01/26/06 VIASPACE Inc. NV 8.01,9.01 01/26/06 VIGNETTE CORP DE 2.02,9.01 01/26/06 VIROPHARMA INC DE 8.01,9.01 01/26/06 W R GRACE & CO DE 2.02,9.01 01/24/06 Wachovia Mortgage Loan Trust, LLC DE 8.01,9.01 12/20/05 Wachovia Mortgage Loan Trust, Series DE 8.01,9.01 12/27/05 WALT DISNEY CO/ DE 1.01,9.01 01/24/06 WASHINGTON TRUST BANCORP INC RI 2.02,9.01 01/26/06 WATER PIK TECHNOLOGIES INC DE 2.02,2.05,8.01,9.01 01/25/06 WEBSTER FINANCIAL CORP DE 2.02,9.01 01/26/06 WELLS REAL ESTATE FUND IV L P GA 1.01 01/26/06 WELLS REAL ESTATE FUND V L P GA 1.01 01/26/06 WELLS REAL ESTATE FUND VI L P GA 1.01 01/26/06 WELLS REAL ESTATE FUND VII L P GA 1.01 01/26/06 WELLS REAL ESTATE FUND VIII LP GA 1.01 01/26/06 WESTAR ENERGY INC /KS KS 1.01,1.02,9.01 01/20/06 WESTBOROUGH FINANCIAL SERVICES INC MA 1.01,2.02,7.01,9.01 01/23/06 WESTERN DIGITAL CORP DE 2.02,9.01 01/26/06 WESTERN GAS RESOURCES INC DE 7.01,9.01 01/26/06 WESTFIELD FINANCIAL INC MA 2.02,9.01 01/25/06 WFS FINANCIAL 2005-1 OWNER TRUST 8.01,9.01 01/17/06 WFS Financial 2005-2 Owner Trust CA 8.01,9.01 01/17/06 WFS FINANCIAL 2005-3 OWNER TRUST CA 8.01,9.01 01/17/06 WILLBROS GROUP INC R1 1.01,5.02,9.01 01/20/06 WINDSWEPT ENVIRONMENTAL GROUP INC DE 4.01,9.01 01/19/06 AMEND WOODWARD GOVERNOR CO DE 1.01,1.02,5.03,9.01 01/19/06 World Omni Auto Receivables Trust 200 DE 9.01 12/01/05 WQN, Inc. 5.02,8.01 01/23/06 YOUBET COM INC DE 1.01,9.01 01/26/06 YRC WORLDWIDE INC DE 1.01,9.01 01/25/06 ZOLL MEDICAL CORP MA 2.02,9.01 01/26/06 ZONE 4 PLAY INC NV 8.01,9.01 01/26/06 ZYGO CORP DE 2.02,9.01 01/26/06 ABRAXAS PETROLEUM CORP NV 2.02,9.01 01/26/06 Accredited Mortgage Loan Trust 2005-3 DE 8.01,9.01 10/25/05 AMEND Accredited Mortgage Loan Trust 2005-3 DE 8.01,9.01 11/25/05 AMEND Accredited Mortgage Loan Trust 2005-3 DE 8.01,9.01 12/27/05 AMEND ACE CASH EXPRESS INC/TX TX 7.01 01/26/06 ACE CASH EXPRESS INC/TX TX 2.02,9.01 01/26/06 ACTIVISION INC /NY DE 5.02 01/24/06 AcuNetx, Inc. NV 1.02 01/23/06 AcuNetx, Inc. NV 5.02,9.01 01/20/06 AMEND ADDVANTAGE TECHNOLOGIES GROUP INC OK 4.01,9.01 01/27/06 ADELPHIA COMMUNICATIONS CORP DE 1.01 01/25/06 ADTRAN INC DE 5.02,9.01 01/23/06 ADVANCED MICRO DEVICES INC DE 8.01,9.01 01/27/06 AETHER HOLDINGS INC DE 1.01,9.01 01/23/06 AFFILIATED COMPUTER SERVICES INC DE 8.01 01/26/06 AGU Entertainment Corp. CO 5.02 01/24/06 AHERN RENTALS INC 8.01,9.01 01/25/06 AIRTRAN HOLDINGS INC NV 2.02,7.01,9.01 01/24/06 AKORN INC LA 3.02 01/23/06 AKSYS LTD DE 3.01,8.01,9.01 01/24/06 ALABAMA NATIONAL BANCORPORATION DE 1.01,9.01 01/25/06 ALBANY INTERNATIONAL CORP /DE/ DE 2.02,9.01 01/26/06 ALCAN INC A6 2.02 01/27/06 ALEXANDER & BALDWIN INC HI 1.01,5.03,9.01 01/25/06 ALEXION PHARMACEUTICALS INC DE 7.01,9.01 01/26/06 ALLION HEALTHCARE INC DE 3.01,9.01 01/19/06 ALLSTATE LIFE GLOBAL FUNDING DE 8.01,9.01 11/14/05 AMEND ALLSTATE LIFE GLOBAL FUNDING DE 8.01,9.01 12/02/05 AMEND ALLSTATE LIFE GLOBAL FUNDING DE 8.01 12/28/05 AMEND ALLSTATE LIFE GLOBAL FUNDING DE 8.01,9.01 12/08/05 AMEND Alpha Natural Resources, Inc. DE 1.01 01/25/06 ALTEON INC /DE DE 1.01 12/15/05 Alternative Loan Trust 2005-16 9.01 01/25/06 Alternative Loan Trust 2005-76 8.01,9.01 12/30/05 Alternative Loan Trust 2005-IM1 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-J11 9.01 09/30/05 ALTRIA GROUP INC VA 1.01,9.01 01/25/06 AMB PROPERTY CORP MD 7.01 01/26/06 AMBAC FINANCIAL GROUP INC DE 1.01 01/23/06 AMBASE CORP DE 5.02 01/27/06 AMC ENTERTAINMENT INC DE 7.01,9.01 01/26/06 AMERICAN COMMUNITY BANCSHARES INC NC 2.02,8.01,9.01 01/25/06 AMERICAN EXPRESS CO NY 1.01,5.02,9.01 01/23/06 AMERICAN INDEPENDENCE CORP DE 7.01,9.01 01/24/06 Ameriprint International Ltd. NV 1.01,2.01,3.02,5.02,9.01 01/23/06 Ameris Bancorp GA 2.02,9.01 01/26/06 AMERIVEST PROPERTIES INC MD 1.01,2.01,2.03,8.01,9.01 01/23/06 AMERON INTERNATIONAL CORP DE 1.01,2.02 01/27/06 AMH Holdings, Inc. DE 7.01,9.01 01/27/06 AMPCO PITTSBURGH CORP PA 2.02 12/31/05 AMPHENOL CORP /DE/ DE 8.01 01/27/06 APEX SILVER MINES LTD 3.02 01/27/06 APOLLO GOLD CORP 1.01,2.03,9.01 01/23/06 APPLIED FILMS CORP CO 2.02,9.01 01/27/06 APPLIED IMAGING CORP DE 3.01,8.01,9.01 01/23/04 APPLIED MATERIALS INC /DE DC 2.05,2.06,9.01 01/24/06 APPLIED MATERIALS INC /DE DC 1.01 01/24/06 ARCH CAPITAL GROUP LTD. 8.01,9.01 01/25/06 ARENA PHARMACEUTICALS INC DE 8.01,9.01 01/26/06 ASHFORD HOSPITALITY TRUST INC MD 7.01,9.01 01/26/06 ASSOCIATED MATERIALS INC DE 7.01,9.01 01/27/06 ASTORIA FINANCIAL CORP DE 1.01 01/25/06 AMEND ASTRATA GROUP INC NV 5.02 01/23/06 ATARI INC DE 5.02 01/23/06 ATS MEDICAL INC MN 8.01,9.01 01/26/06 AXA FINANCIAL INC DE 2.02 01/26/05 B&G Foods, Inc. DE 3.01,9.01 01/24/06 BALDWIN TECHNOLOGY CO INC DE 2.02,8.01,9.01 01/26/06 BANC OF AMERICA MORTGAGE SECURITIES I DE 9.01 01/27/06 BANCFIRST CORP /OK/ OK 8.01,9.01 01/26/06 BANCSHARES OF FLORIDA INC FL 2.02,9.01 01/26/06 BANK HOLDINGS NV 1.01 01/24/06 BASIC EARTH SCIENCE SYSTEMS INC DE 8.01,9.01 01/27/06 BEHRINGER HARVARD REIT I INC MD 9.01 01/27/06 AMEND BEIJING MED PHARM CORP 9.01 12/06/05 AMEND BELDEN CDT INC. DE 1.01,1.02,9.01 01/24/06 BELLAVISTA CAPITAL INC MD 7.01,9.01 01/27/06 BELLSOUTH CORP GA 1.01,5.02,9.01 01/23/06 BEMIS CO INC MO 2.02,9.01 01/25/06 AMEND BENTHOS INC MA 8.01,9.01 01/27/06 BERKSHIRE HILLS BANCORP INC 2.02,9.01 01/26/06 BERRY PETROLEUM CO DE 7.01,9.01 01/27/06 BLACK & DECKER CORP MD 2.02,7.01,9.01 01/26/06 BOE FINANCIAL SERVICES OF VIRGINIA IN VA 2.02 01/27/06 BOK FINANCIAL CORP ET AL OK 5.02 01/25/06 BOSTON SCIENTIFIC CORP DE 1.01,9.01 01/25/06 BOTETOURT BANKSHARES INC VA 8.01 01/27/06 BOTTOMLINE TECHNOLOGIES INC /DE/ DE 3.02 01/24/06 BRITESMILE INC UT 3.01,9.01 01/25/06 BROOKE CORP KS 8.01,9.01 01/26/06 BRYN MAWR BANK CORP PA 2.02,9.01 01/26/06 BRYN MAWR BANK CORP PA 1.01 01/26/06 BUCKEYE PARTNERS L P DE 2.02,9.01 01/27/06 CACI INTERNATIONAL INC /DE/ DE 1.01 01/27/06 CADIZ INC DE 5.05,8.01 01/25/06 CALGON CARBON CORPORATION DE 8.01 01/26/06 CALIFORNIA FIRST NATIONAL BANCORP CA 1.01,2.02,9.01 01/25/06 CALIFORNIA WATER SERVICE GROUP DE 2.02,9.01 01/25/06 CALLAWAY GOLF CO /CA DE 1.01,9.01 01/23/06 CALPINE CORP DE 8.01 01/27/06 CAPITAL LEASE FUNDING INC 1.01 01/24/06 CapitalSouth Bancorp DE 2.02,9.01 01/24/06 CAPITOL BANCORP LTD MI 2.02 01/27/06 Cardium Therapeutics, Inc. 1.01 01/24/06 CAROLINA BANK HOLDINGS INC NC 2.02,9.01 01/24/06 CARRAMERICA REALTY CORP MD 2.02,9.01 01/26/06 CARRIZO OIL & GAS INC TX 1.01,9.01 01/23/06 CASH AMERICA INTERNATIONAL INC TX 1.01 01/25/06 CBS CORP DE 8.01,9.01 01/25/06 CBS CORP DE 8.01,9.01 01/26/06 CCH II LLC 1.01,2.03,5.02,9.01 01/23/06 CCO HOLDINGS LLC 1.01,2.03,5.02,9.01 01/23/06 CENTRAL JERSEY BANCORP NJ 2.02,5.02,9.01 01/26/06 CERTEGY INC GA 2.02,9.01 01/27/06 CFS BANCORP INC IN 2.02,9.01 01/27/06 CHARTER COMMUNICATIONS HOLDINGS LLC DE 1.01,2.03,5.02,9.01 01/23/06 CHARTER COMMUNICATIONS INC /MO/ DE 1.01,2.03,5.02,9.01 01/23/06 CHASE BANK USA, NATIONAL ASSOCIATION DE 8.01,9.01 01/26/06 CHASE BANK USA, NATIONAL ASSOCIATION 8.01,9.01 01/26/06 CHECKPOINT SYSTEMS INC PA 8.01,9.01 12/22/05 CHEESECAKE FACTORY INCORPORATED DE 5.02 01/27/06 CHEVRON CORP DE 2.02 01/27/06 CHL MORTGAGE PASS - THROUGH TRUST 200 DE 9.01 01/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 01/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 01/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 01/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 01/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 01/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 01/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 01/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 01/25/06 CINTAS CORP WA 5.02 01/24/06 CIPRICO INC DE 2.02,9.01 01/26/06 CIRCUIT RESEARCH LABS INC AZ 5.02 01/23/06 CIT Equipment Collateral 2005-EF1 8.01,9.01 01/20/06 CITIGROUP INC DE 9.01 01/26/06 CITIGROUP INC DE 9.01 01/27/06 CLAIBORNE LIZ INC DE 1.01,5.02,9.01 01/23/06 CLARK INC DE 1.01,9.01 01/26/06 CLINICAL DATA INC DE 7.01,9.01 01/26/06 COACH INDUSTRIES GROUP INC NV 5.02,9.01 01/23/06 CODORUS VALLEY BANCORP INC PA 1.01,9.01 01/26/06 COINMACH CORP DE 2.02,7.01,9.01 01/26/06 COINMACH SERVICE CORP DE 2.02,7.01,9.01 01/26/06 COLUMBIA BANCORP MD 2.02,9.01 01/26/06 COMFORT SYSTEMS USA INC 1.01 01/27/06 COMMERCEFIRST BANCORP INC MD 2.02,7.01,9.01 01/26/06 COMMERCIAL METALS CO DE 5.02,9.01 01/26/06 COMMERCIAL METALS CO DE 7.01,9.01 01/27/06 COMMONWEALTH EDISON CO IL 1.01,5.03,9.01 01/23/06 COMPASS MINERALS INTERNATIONAL INC DE 1.01,9.01 01/23/06 CONCUR TECHNOLOGIES INC WA 5.02 01/24/06 CONCUR TECHNOLOGIES INC WA 1.01,2.01,2.03,9.01 01/23/06 CONCURRENT COMPUTER CORP/DE DE 2.02,9.01 01/27/06 CONSTELLATION ENERGY GROUP INC MD 5.02,8.01 01/23/06 CONSUMERS BANCORP INC /OH/ OH 2.02,9.01 01/27/06 COOPER CAMERON CORP DE 7.01,9.01 01/24/06 COOPERATIVE BANKSHARES INC NC 2.02,7.01,9.01 01/26/06 Countrywide Home Loans 2005-J12 8.01,9.01 10/28/05 CUBIST PHARMACEUTICALS INC DE 8.01,9.01 01/23/06 CULLEN FROST BANKERS INC TX 1.01 01/26/06 CWABS ASSET BACKED CERTIFICATES TRUST DE 8.01,9.01 11/29/05 CWABS ASSET-BACKED CERTIFICATES TRUST DE 8.01,9.01 12/28/05 CWABS ASSET-BACKED CERTIFICATES TRUST DE 8.01,9.01 12/29/05 CWABS ASSET-BACKED CERTIFICATES TRUST DE 8.01,9.01 12/29/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/06 CWABS Inc. Asset-Backed Certificates DE 9.01 11/25/05 AMEND CWALT, Inc. Alternative Loan Trust 20 9.01 01/25/06 CWHEQ Revolving Home Equity Loan Trus 8.01 01/06/06 CWHEQ Revolving Home Equity Loan Trus 8.01 01/06/06 CWMBS INC - CHL MORTGAGE PASS-THROUGH DE 9.01 01/25/06 CWMBS INC - CHL MORTGAGE PASS-THROUGH DE 9.01 01/25/06 CWMBS, INC. - CHL Mortgage Pass-Throu DE 9.01 01/25/06 CWMBS, Inc. - CHL Mortgage Pass-Throu DE 9.01 01/25/05 CYBER GROUP NETWORK CORP 4.01,9.01 01/19/06 AMEND DALECO RESOURCES CORP NV 5.02 01/27/06 DATAJUNGLE SOFTWARE INC NV 1.02,3.02,5.02 01/24/06 DB Commodity Index Tracking Fund 1.01,9.01 01/27/06 DEERE & CO DE 2.05,9.01 01/24/06 DEL GLOBAL TECHNOLOGIES CORP NY 8.01 01/26/06 DENBURY RESOURCES INC DE 2.02,9.01 01/26/06 DEVRY INC DE 2.02 01/26/06 DILLARDS INC DE 2.06 01/27/06 DIRECT RESPONSE FINANCIAL SERVICES IN CO 8.01,9.01 01/26/06 DNAPRINT GENOMICS INC UT 1.01,2.03,9.01 01/24/06 DNB FINANCIAL CORP /PA/ PA 1.01 01/25/06 DONALDSON CO INC DE 8.01,9.01 01/27/06 DOVER CORP DE 2.02,9.01 01/26/06 DOWNEY FINANCIAL CORP DE 1.01,9.01 01/25/06 DUPONT E I DE NEMOURS & CO DE 1.01 01/27/06 DUSKA THERAPEUTICS, INC. NV 5.02,9.01 01/25/06 EARTHLINK INC DE 1.01,9.01 01/23/06 EMAGIN CORP DE 1.01,9.01 01/24/06 ENCORE CREDIT RECEIVABLES TRUST 2005- DE 9.01 01/25/06 ENCORE CREDIT RECEIVABLES TRUST 2005- DE 9.01 01/25/06 ENERGEN CORP AL 2.02,9.01 01/25/06 ENERGEN CORP AL 1.01,5.02,8.01,9.01 01/25/06 ENTERPRISE FINANCIAL SERVICES CORP DE 2.02,9.01 01/26/06 Enterprise GP Holdings L.P. DE 2.02 01/26/06 AMEND ESCHELON TELECOM INC 7.01,9.01 01/26/06 EXPERT SYSTEMS INC 3.03 12/30/05 FAIRPOINT COMMUNICATIONS INC DE 1.01,7.01,9.01 01/25/06 FARMERS NATIONAL BANC CORP /OH/ OH 2.02,9.01 01/27/06 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.02,7.01,8.01,9.01 01/19/06 FEDERATED INVESTORS INC /PA/ PA 2.02,9.01 01/26/06 FIELDSTONE INVESTMENT CORP 7.01,9.01 01/27/06 FINANCIAL INSTITUTIONS INC NY 2.02,9.01 01/26/06 FINANCIAL SECURITY ASSURANCE HOLDINGS NY 2.02,7.01,9.01 01/27/06 FINISH LINE INC /IN/ IN 8.01,9.01 01/26/06 FIRST FEDERAL BANKSHARES INC DE 2.02,9.01 01/24/06 First Franklin Mortgage Loan Trust 20 6.01 12/30/05 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Alternative Mortgage Se DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 01/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 01/25/06 First Horizon Mort Pass Thr Trust 200 DE 9.01 01/25/06 First Horizon Mort Pass Thr Trust 200 DE 9.01 01/25/06 First Horizon Mort Pass Thr Trust 200 DE 9.01 01/25/06 First Horizon Mort Pass Thr Trust 200 DE 9.01 01/25/06 FIRST INTERSTATE BANCSYSTEM INC MT 7.01,8.01 01/26/06 FIRST MERCHANTS CORP IN 2.02,9.01 01/27/06 FIRST PLACE FINANCIAL CORP /DE/ DE 7.01,9.01 01/27/06 FIRST PLACE FINANCIAL CORP /DE/ DE 7.01,9.01 01/27/06 FISCHER IMAGING CORP DE 1.01,2.01,2.05,2.06,9.01 01/23/06 FLAG FINANCIAL CORP GA 2.02,9.01 01/24/06 FLORIDA CHOICE BANKSHARES, INC. 1.01 12/19/05 FNB CORP \VA\ VA 1.01,2.02,9.01 01/26/06 FOODARAMA SUPERMARKETS, INC. NJ 2.02 10/29/05 FOUNDRY NETWORKS INC DE 1.01 01/23/06 FPL GROUP INC FL 2.02,9.01 01/27/06 FPL GROUP INC FL 7.01,8.01,9.01 01/27/06 FreightCar America, Inc. DE 1.01,9.01 01/19/06 FRONTIER AIRLINES INC /CO/ CO 2.02,9.01 01/26/06 FX ENERGY INC NV 8.01,9.01 01/27/06 GABRIEL TECHNOLOGIES CORP DE 1.01,2.03,3.02,9.01 01/27/06 GAMCO INVESTORS, INC. ET AL NY 2.02,9.01 01/27/06 Gaming Partners International CORP NV 7.01,9.01 01/27/06 GANNETT CO INC /DE/ DE 2.02,9.01 12/25/05 GENCORP INC OH 1.01 01/23/06 GENERAL DEVICES INC DE 1.01,2.01,3.02,5.01,5.02,9.01 01/23/06 GENOMIC HEALTH INC 8.01,9.01 01/24/06 GENTA INC DE/ DE 1.01 01/23/06 GENWORTH FINANCIAL INC DE 2.02,9.01 01/26/06 GEOGLOBAL RESOURCES INC DE 9.01 01/26/06 GEOTEC THERMAL GENERATORS INC FL 8.01 01/27/06 GIGA TRONICS INC CA 2.02,9.01 01/25/06 GLYCOGENESYS INC NV 1.02 01/23/06 Goal Capital Funding Trust DE 8.01,9.01 01/25/06 GOLDMAN SACHS GROUP INC/ DE 8.01 01/27/06 Grant Life Sciences, Inc. NV 4.01,9.01 01/24/06 GREAT NORTHERN IRON ORE PROPERTIES MN 2.02,9.01 01/27/06 Green Plains Renewable Energy, Inc. IA 1.01,2.03 01/23/06 GTECH HOLDINGS CORP DE 7.01 01/25/06 AMEND GUIDANT CORP IN 2.02,9.01 01/27/06 GUIDANT CORP IN 1.01,1.02,5.01,9.01 01/25/06 GVI SECURITY SOLUTIONS INC DE 1.02 01/24/06 H&R BLOCK INC MO 8.01 01/23/06 HARDWOOD DOORS & MILLING SPECIALITIES NV 2.01,5.01,5.02,5.03,9.01 01/27/06 HARTFORD FINANCIAL SERVICES GROUP INC DE 2.02,9.01 01/26/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 Hartford Life Global Funding Trust 20 DE 1.03,2.01,8.01,9.01 01/17/06 HARVEY ELECTRONICS INC NY 2.02 01/27/06 HEALTH CARE REIT INC /DE/ DE 1.01,9.01 01/23/06 HERSHEY CO DE 1.01,7.01,9.01 01/27/06 HEXCEL CORP /DE/ DE 2.02,7.01,8.01,9.01 01/27/06 HIGHER EDUCATION FUNDING I DE 8.01,9.01 01/25/06 HMN FINANCIAL INC DE 1.01,2.02,9.01 01/23/06 Home Equity Mortgage Trust 2005-5 DE 9.01 12/29/05 AMEND HOMEBANC CORP GA 8.01,9.01 01/27/06 HOT TOPIC INC /CA/ CA 1.01,1.02,5.02,9.01 01/25/06 HSI ASSET SECURITIZATION CORP 8.01 01/27/06 HUNTINGTON BANCSHARES INC/MD MD 8.01 01/26/06 HUTTIG BUILDING PRODUCTS INC DE 1.01 01/23/06 HYPERCOM CORP DE 8.01,9.01 01/24/06 IA GLOBAL INC DE 2.03 12/27/05 AMEND IDEXX LABORATORIES INC /DE DE 2.02,9.01 01/27/06 IDM PHARMA, INC. DE 1.01,5.02,9.01 01/27/06 IElement CORP 3.02 01/23/06 IMMEDIATEK INC NV 1.01,1.02,9.01 01/23/06 INDEPENDENCE HOLDING CO DE 1.01,7.01,9.01 01/23/06 Index Oil & Gas Inc. NV 3.02,9.01 01/20/06 INDUS INTERNATIONAL INC DE 2.02,9.01 01/27/06 INDYMAC HOME EQUITY MORTGAGE LOAN ASS DE 9.01 09/29/05 IndyMac INDX Mortgage Loan Trust 2005 8.01,9.01 08/31/05 IndyMac INDX Mortgage Loan Trust 2005 8.01,9.01 11/30/05 INLAND REAL ESTATE CORP MD 2.02 01/27/06 INNOVA HOLDINGS NV 1.01,9.01 01/24/06 INNOVATIVE DESIGNS INC DE 5.02 01/27/06 INNOVATIVE SOLUTIONS & SUPPORT INC PA 2.02 01/26/06 INSIGHTFUL CORP DE 5.02 01/24/06 INTEGRATED ELECTRICAL SERVICES INC DE 1.01,2.04,5.02 01/23/06 INTEGRATED ENVIRONMENTAL TECHNOLOGIES DE 7.01,8.01,9.01 01/24/06 INTEGRATED PERFORMANCE SYSTEMS INC NY 2.02,9.01 01/26/06 INTERDIGITAL COMMUNICATIONS CORP PA 8.01,9.01 01/26/06 INTERNATIONAL DISPLAYWORKS, INC OR 1.01,7.01,9.01 01/26/06 Investors Bancorp Inc DE 2.02,9.01 01/26/06 iPCS, INC DE 2.02,9.01 01/27/06 ITT INDUSTRIES INC IN 2.02,7.01,9.01 01/27/06 IVANHOE ENERGY INC 8.01 01/25/06 J JILL GROUP INC DE 1.01,8.01,9.01 01/27/06 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 01/27/06 JEFFERIES GROUP INC /DE/ DE 3.02 01/26/06 JEFFERIES GROUP INC /DE/ DE 8.01,9.01 01/26/06 JEFFERSON BANCSHARES INC TN 2.02,9.01 01/27/06 JPMAC 2006-FRE1 DE 8.01,9.01 01/27/06 K-FED BANCORP 2.02,9.01 12/31/05 KEANE INC MA 8.01 01/20/06 KEITHLEY INSTRUMENTS INC OH 4.01,9.01 01/23/06 KERR MCGEE CORP /DE DE 7.01,9.01 01/27/06 KINDRED HEALTHCARE, INC DE 8.01,9.01 01/26/06 KINETIC CONCEPTS INC /TX/ TX 8.01,9.01 01/26/06 KIRBY CORP NV 1.01,9.01 01/23/06 KIRBY CORP NV 3.03,9.01 01/24/06 KNBT BANCORP INC PA 1.01 01/23/06 Knockout Holdings, Inc. DE 1.01,5.02,9.01 08/22/05 Knockout Holdings, Inc. DE 1.02,5.02 12/07/05 Knockout Holdings, Inc. DE 5.02 01/21/06 Knockout Holdings, Inc. DE 1.02,5.02 10/27/05 AMEND KRAFT FOODS INC VA 1.01 01/24/06 KUHLMAN COMPANY, INC MN 1.01,3.02,9.01 01/24/06 LAND O LAKES INC 1.01 01/27/06 LEHMAN ABS CORP ALTRIA DEB BACKED SER DE 8.01,9.01 01/15/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 01/15/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 01/15/06 LEHMAN ABS CORP BELLSOUTH CAPITAL FUN DE 8.01,9.01 01/15/06 LEHMAN ABS CORP FORD MOTOR CO NOTE BA DE 8.01,9.01 01/16/06 LEHMAN ABS CORP HSBC DEBENTURE BACKED DE 8.01,9.01 01/15/06 LEHMAN ABS CORP PRUDENTIAL FINANCIAL DE 8.01,9.01 01/15/06 LEHMAN ABS CORP REPACK AMER GEN FLOAT DE 8.01,9.01 01/15/06 Lightstone Value Plus Real Estate Inv MD 8.01 01/26/06 Live Nation, Inc. DE 8.01,9.01 01/25/06 LL&E ROYALTY TRUST TX 7.01,9.01 01/27/06 LNB BANCORP INC OH 2.02,9.01 01/26/06 LOJACK CORP MA 1.01,1.02,9.01 01/25/06 MACKINAC FINANCIAL CORP /MI/ MI 2.02,9.01 01/27/06 MADONNA CORP 4.01 11/30/05 AMEND MAIN STREET TRUST INC IL 2.02,9.01 01/27/06 MAINE & MARITIMES CORP 8.01,9.01 01/27/06 MANOR CARE INC DE 2.02,9.01 01/27/06 MANPOWER INC /WI/ WI 2.02,9.01 01/27/06 MARKET CENTRAL INC DE 8.01,9.01 01/27/06 MARMION INDUSTRIES CORP NV 1.01,8.01,9.01 11/22/05 Marquee Holdings Inc. DE 7.01,9.01 01/26/06 MASSEY ENERGY CO DE 2.02,9.01 01/26/06 MDU RESOURCES GROUP INC DE 2.02,7.01,9.01 01/27/06 MEDICAL CONNECTIONS HOLDINGS, INC. 4.01,9.01 01/24/06 MEDICAL PROPERTIES TRUST INC 2.02,9.01 01/27/06 MELLON FINANCIAL CORP PA 1.01,9.01 01/23/06 MENS WEARHOUSE INC TX 8.01,9.01 01/26/06 Merrill Lynch Mortgage Trust 2005-CKI DE 1.01,9.01 12/07/05 AMEND MFA MORTGAGE INVESTMENTS MD 7.01,9.01 01/27/06 MICROISLET INC NV 8.01 01/27/06 MICROS SYSTEMS INC MD 2.02 01/26/06 MICROSEMI CORP DE 2.02 01/26/06 MIDLAND CAPITAL HOLDINGS CORP 2.02,9.01 01/27/06 MIDLAND CO OH 2.02 01/27/06 MIDWEST AIR GROUP INC WI 2.02,9.01 01/26/06 MINERALS TECHNOLOGIES INC DE 2.02,8.01,9.01 01/26/06 MLM INDEX FUND DE 4.01 11/01/05 MODINE MANUFACTURING CO WI 8.01,9.01 01/26/06 MONARCH COMMUNITY BANCORP INC MD 8.01,9.01 01/24/06 Money Tree, Inc. GA 7.01,9.01 01/26/06 MOOG INC NY 2.02,9.01 01/27/06 MORGAN STANLEY DE 9.01 01/25/06 MORGAN STANLEY DE 9.01 01/25/06 MORGAN STANLEY DE 9.01 01/25/06 MORGAN STANLEY DE 9.01 01/25/06 MORGAN STANLEY DE 9.01 01/25/06 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/29/05 Mueller Group, Inc. DE 1.01,9.01 01/23/06 Mueller Water Products, Inc. DE 1.01,9.01 01/23/06 NABI BIOPHARMACEUTICALS DE 5.02 01/25/06 Nalco Finance Holdings LLC 1.01 01/27/06 Nalco Holding CO 1.01 01/27/06 Nalco Holdings LLC DE 1.01 01/27/06 NASDAQ STOCK MARKET INC DE 9.01 12/08/05 AMEND NATIONAL BEVERAGE CORP DE 7.01,8.01,9.01 01/27/06 NATIONAL PENN BANCSHARES INC PA 8.01,9.01 01/26/06 NATIONAL PENN BANCSHARES INC PA 1.01,9.01 01/25/06 NATIONAL PENN BANCSHARES INC PA 8.01,9.01 01/25/06 NaturalNano Research, Inc NV 5.03,9.01 01/27/06 NCO GROUP INC PA 1.01,9.01 01/23/06 NEW RIVER PHARMACEUTICALS INC VA 8.01,9.01 01/26/06 NEXIA HOLDINGS INC NV 9.01 01/26/06 NEXMED INC NV 1.01,3.02,9.01 01/23/06 NEXTEL PARTNERS INC DE 1.01 01/24/06 Nissan Auto Receivables 2006-A Owner DE 1.01,9.01 01/25/06 NORFOLK SOUTHERN CORP VA 1.01,5.02,5.03,9.01 01/27/06 NORTHWESTERN MUTUAL LIFE INSURANCE CO WI 2.02,9.01 01/26/06 NRG ENERGY, INC. DE 1.01,9.01 01/25/06 NUCOR CORP DE 2.02,9.01 01/27/06 NVR INC VA 2.02,9.01 01/26/06 NYMEX HOLDINGS INC DE 8.01 01/27/06 OHIO VALLEY BANC CORP OH 5.02 01/24/06 OLD DOMINION FREIGHT LINE INC/VA VA 2.02,9.01 01/27/06 OLD REPUBLIC INTERNATIONAL CORP DE 2.02,9.01 01/26/06 OMEGA HEALTHCARE INVESTORS INC MD 2.02,9.01 01/27/06 optionsXpress Holdings, Inc. DE 2.02,9.01 01/26/06 OVERLAND STORAGE INC CA 1.01 01/24/06 OVERSTOCK COM INC UT 1.01,9.01 01/23/06 OWENS CORNING DE 8.01,9.01 01/27/06 PACIFIC CAPITAL BANCORP /CA/ CA 8.01,9.01 01/26/06 PACIFIC CONTINENTAL CORP OR 2.02,9.01 12/31/05 PARAGON REAL ESTATE EQUITY & INVESTME MD 3.01,9.01 01/25/06 PARALLEL TECHNOLOGIES INC NV 7.01,9.01 01/27/06 PEOPLES BANCORP INC OH 8.01,9.01 01/27/06 PEOPLES ENERGY CORP IL 2.02,7.01,9.01 01/27/06 PETROQUEST ENERGY INC DE 8.01,9.01 01/26/06 PETROQUEST ENERGY INC DE 2.02,9.01 01/27/06 PivX Solutions, Inc. NV 5.02 01/25/06 POINT THERAPEUTICS INC DE 8.01,9.01 01/26/06 POLYONE CORP 1.01 01/23/06 PORTAL SOFTWARE INC DE 1.01,9.01 01/23/06 PortalPlayer, Inc. DE 1.01 01/23/06 PRB Gas Transportation, Inc. NV 8.01,9.01 01/25/06 PREMIER DEVELOPMENT & INVESTMENT INC NV 2.02,9.01 01/25/06 PRESSTEK INC /DE/ DE 2.02,9.01 01/24/06 PRICE T ROWE GROUP INC MD 2.02,9.01 01/27/06 PRINTRONIX INC DE 2.02,9.01 01/26/06 PROCTER & GAMBLE CO OH 2.02 12/31/05 PROGRAMMERS PARADISE INC DE 2.02,9.01 01/26/06 PROSPECT ENERGY CORP MD 7.01,9.01 01/27/06 PROXYMED INC /FT LAUDERDALE/ FL 5.02 01/24/06 PS BUSINESS PARKS INC/CA CA 7.01,9.01 01/26/06 QNB CORP PA 2.02,9.01 01/27/06 QUALSTAR CORP CA 5.02,9.01 01/27/06 QUIXOTE CORP DE 2.02,5.03,7.01,9.01 01/26/06 QUOTEMEDIA INC NV 1.01 01/27/06 RAIT INVESTMENT TRUST MD 1.01,5.02,9.01 01/24/06 REDBACK NETWORKS INC DE 2.02,9.01 01/26/06 AMEND RENAISSANCE LEARNING INC WI 2.02,9.01 01/25/06 RENAISSANCE MEDIA GROUP LLC DE 1.01,2.03,5.02,9.01 01/23/06 RENTECH INC /CO/ CO 5.02,9.01 01/24/06 RESPIRONICS INC DE 2.02 01/26/06 REYNOLDS & REYNOLDS CO OH 8.01,9.01 01/27/06 ROCKY SHOES & BOOTS INC OH 1.01 01/23/06 RPM TECHNOLOGIES INC DE 4.01 01/27/05 SABA SOFTWARE INC DE 8.01,9.01 01/26/06 SACO I Trust 2006-2 DE 8.01,9.01 01/26/06 SAFLINK CORP DE 1.01 01/25/06 SALESFORCE COM INC DE 5.02 10/06/05 AMEND SALESFORCE COM INC DE 5.02 10/25/05 AMEND SALIX PHARMACEUTICALS LTD 1.01,5.05 01/24/06 SANDISK CORP DE 1.01,2.03 01/24/06 SCANSOURCE INC SC 2.02,9.01 01/26/06 SCHERING PLOUGH CORP NJ 8.01 01/27/06 SCO GROUP INC DE 1.01,9.01 01/23/06 SCS TRANSPORTATION INC DE 7.01,9.01 01/25/06 SEACOAST BANKING CORP OF FLORIDA FL 2.02,7.01,9.01 01/26/06 SECURITY BANK CORP GA 2.02,9.01 01/25/06 Serino 1, Corp. NJ 1.01,2.01,3.02,5.01, 12/16/05 5.02,5.03,5.06,8.01,9.01 SFBC INTERNATIONAL INC DE 1.02,9.01 01/23/06 Shire plc 8.01,9.01 01/27/06 SHUFFLE MASTER INC MN 1.01,9.01 01/25/06 SHUMATE INDUSTRIES INC DE 2.02,5.02,7.01,9.01 01/26/06 SILVER DRAGON RESOURCES, INC. DE 4.01 01/27/06 SIMPSON MANUFACTURING CO INC /CA/ DE 2.02 01/26/06 SIRVA INC DE 1.01,5.02,9.01 01/23/06 SiVault Systems, Inc. NV 1.01,3.03,9.01 01/24/06 SKYLYNX COMMUNICATIONS INC DE 1.01 01/24/06 SONA MOBILE HOLDINGS CORP DE 3.02,8.01,9.01 01/25/06 SOUTHERN CALIFORNIA EDISON CO CA 8.01,9.01 01/24/06 SOUTHERN COPPER CORP/ DE 2.02,9.01 01/27/06 SOUTHWEST GEORGIA FINANCIAL CORP GA 2.02,9.01 01/26/06 SPECTRALINK CORP CO 2.02,9.01 01/26/06 SPECTRUM SCIENCES & SOFTWARE HOLDINGS DE 1.01,9.01 01/23/06 STANDEX INTERNATIONAL CORP/DE/ DE 1.01 01/25/06 State National Bancshares, Inc. TX 2.02,9.01 01/25/06 Stereotaxis, Inc. DE 8.01,9.01 01/26/06 STIFEL FINANCIAL CORP DE 3.02,9.01 01/27/06 STRATEGIC HOTEL CAPITAL INC 5.02,7.01,8.01,9.01 01/24/06 Studio Zone Inc 4.01 01/26/06 SUMMIT BANK CORP GA 2.02 01/27/06 SUMMIT FINANCIAL GROUP INC WV 2.02,9.01 01/26/06 SUNSHINE PCS CORP DE 4.01 01/23/06 Sunstone Hotel Investors, Inc. MD 8.01 01/26/06 Sunstone Hotel Investors, Inc. MD 8.01 01/26/06 AMEND SUPERCONDUCTOR TECHNOLOGIES INC 2.06,8.01 01/23/06 SUREWEST COMMUNICATIONS CA 1.01,9.01 01/25/06 SYBASE INC DE 2.02,9.01 01/26/06 SYNTROLEUM CORP DE 1.01,5.03,9.01 01/23/06 T REIT INC VA 8.01,9.01 01/23/06 TAKE TWO INTERACTIVE SOFTWARE INC DE 2.02,9.01 01/25/06 TARRANT APPAREL GROUP CA 1.01,2.03 01/23/06 TD AMERITRADE HOLDING CORP DE 1.01,1.02,2.01,2.03, 01/23/06 3.03,5.03,9.01 TECHLABS INC FL 4.01 01/07/06 AMEND TECHNITROL INC PA 2.02,9.01 01/27/06 TELEPHONE & DATA SYSTEMS INC /DE/ DE 2.02,3.01,8.01,9.01 01/24/06 TELLABS INC DE 2.02,5.02,8.01 01/25/06 TEPPCO PARTNERS LP DE 1.01,1.02 01/25/06 TEXOLA ENERGY CORP NV 5.02 01/26/06 THERMOGENESIS CORP DE 7.01,9.01 01/17/06 TOMPKINS TRUSTCO INC NY 1.01,5.02,9.01 01/23/06 TRANSTECH INDUSTRIES INC DE 4.01,9.01 01/16/06 AMEND TREND MINING CO DE 1.01,9.01 11/01/05 Triad Automobile Receivables Trust 20 8.01,9.01 01/26/06 TRIARC COMPANIES INC DE 7.01,8.01,9.01 01/26/06 TUMBLEWEED COMMUNICATIONS CORP DE 1.01,9.01 01/23/06 TWEETER HOME ENTERTAINMENT GROUP INC DE 2.02,9.01 01/26/06 UAL CORP /DE/ DE 2.02,7.01,9.01 01/27/06 UC Hub Group Inc NV 4.01,9.01 12/09/05 AMEND UCBH HOLDINGS INC DE 2.02,9.01 01/26/06 UGI CORP /PA/ PA 7.01,9.01 01/27/06 UGI CORP /PA/ PA 1.01,9.01 01/26/06 UGI UTILITIES INC PA 7.01,9.01 01/27/06 UNION BANKSHARES CORP VA 2.02,9.01 01/25/06 UNION BANKSHARES INC VT 2.02,9.01 01/25/06 UNION PACIFIC CORP UT 1.01,5.02 01/26/06 UNION PACIFIC CORP UT 1.01 01/27/06 AMEND UNITED AUTO GROUP INC DE 1.01,3.02,7.01,9.01 01/27/06 UNITED BANKSHARES INC/WV WV 1.01,8.01 01/23/06 UNITED ENERGY CORP /NV/ NV 1.01,9.01 01/26/06 UNITED STATES CELLULAR CORP DE 2.02,3.01,8.01,9.01 01/24/06 UNIZAN FINANCIAL CORP OH 3.03,8.01,9.01 01/26/06 URSTADT BIDDLE PROPERTIES INC MD 4.01,9.01 01/27/06 US XPRESS ENTERPRISES INC NV 2.02,7.01,9.01 01/26/06 VALERO L P DE 1.01,9.01 01/27/06 VCG HOLDING CORP CO 8.01,9.01 01/26/06 VECTOR GROUP LTD DE 1.01,5.02,9.01 01/27/06 VERIZON COMMUNICATIONS INC DE 8.01 01/26/06 VICORP RESTAURANTS INC CO 2.02,9.01 01/27/06 VIGNETTE CORP DE 5.02,9.01 01/26/06 VIRGINIA FINANCIAL GROUP INC VA 8.01,9.01 01/25/06 W&T OFFSHORE INC TX 1.01,9.01 01/23/06 WALTER INDUSTRIES INC /NEW/ DE 1.01,9.01 01/23/06 WAVE WIRELESS CORP DE 1.01,8.01,9.01 01/26/06 WAVERIDER COMMUNICATIONS INC NV 2.01 01/26/06 WAVERIDER COMMUNICATIONS INC NV 2.01 01/26/06 WEST COAST BANCORP /NEW/OR/ OR 1.01 01/24/06 WESTAFF INC DE 2.02,9.01 01/09/06 AMEND WESTERN ALLIANCE BANCORPORATION 7.01 01/27/06 WET SEAL INC DE 1.01,9.01 01/25/06 WILD OATS MARKETS INC DE 2.05 01/27/06 WILSHIRE BANCORP INC CA 2.02,9.01 01/26/06 WORLD HEALTH ALTERNATIVES INC FL 1.01,9.01 01/20/06 WORLDGATE COMMUNICATIONS INC DE 2.02,8.01,9.01 01/23/06 WorldSpace, Inc DE 7.01,9.01 01/25/06 WSFS FINANCIAL CORP DE 2.02,9.01 01/25/06 XENOGEN CORP DE 1.01,9.01 01/25/06 XFormity Technologies, Inc. CO 3.02 01/12/06 YaSheng Group CA 4.01 01/09/06 YRC WORLDWIDE INC DE 2.02,9.01 01/26/06