SEC NEWS DIGEST Issue 2006-20 January 31, 2006 ENFORCEMENT PROCEEDINGS IN THE MATTER OF KIMBERLY CARRELLA AND VINCENT CARRELLA On January 31, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 (Exchange Act), and Notice of Hearing (Order) against Kimberly J. Carrella of Bellport, New York and Vincent M. Carrella of Patchogue, New York. The Division of Enforcement (Division) alleges in the Order that on January 9th in the civil action entitled Securities and Exchange Commission v. Kimberly J. Carrella, et al., Civil Action Number 04-CV- 3754, the U.S. District Court for the Eastern District of New York entered final judgments by default against Kimberly Carrella and Vincent Carrella, permanently enjoining them from future violations of Section 17(a) of the Securities Act of 1933 (Securities Act), Section 10(b) of the Exchange Act and Rule 10b-5 thereunder. The complaint in the civil action alleged that from early 2000 until September 2002, Kimberly Carrella and Vincent Carrella directed a scheme to defraud Kimberly Securities, Inc.'s customers. The complaint further alleged that Kimberly Carrella and other Kimberly Securities brokers misrepresented, and failed to disclose, material information to investors to persuade them to open brokerage accounts at Kimberly Securities and to invest significant amounts of money. Kimberly Carrella and the other brokers then repeatedly executed unauthorized, unsuitable trades in customer accounts, and churned accounts. The complaint alleged that this frequent trading typically depleted customers' capital investments through trading losses and commission charges. Once there were no funds remaining in the customers' accounts, or the customers closed their accounts, Kimberly Securities brokers lured new, unsuspecting customers into opening accounts at Kimberly Securities, and repeated the same conduct. The complaint alleged that, through this scheme, defendants enriched themselves at their customers' expense. For example, from January 2000 to September 2002, Kimberly Securities charged customers approximately $4.5 million in commissions. During the same time period, customers lost in excess of $4 million through trading losses and commission charges. A hearing will be scheduled before an administrative law judge to determine whether the allegations contained in the Order are true, to provide Respondents Kimberly Carrella and Vincent Carrella an opportunity to dispute the allegations, and to determine what, if any, remedial action is appropriate and in the public interest pursuant to Section 15(b) of the Exchange Act. The Order requires the Administrative Law Judge to issue an initial decision no later than 210 days from the date of service of the Order, pursuant to Rule 360(a)(2) of the Commission's Rules of Practice. For more information see Litigation Release Nos. 18860 (Aug. 30, 2004), 19381 (Sept. 16, 2005), and 19529 (Jan. 13, 2006) (Rel. 34-53198; File No. 3-12166) IN THE MATTER OF HUNTER ADAMS, ET AL. On January 31, the Commission issued Orders Making Findings and Imposing Remedial Sanctions and a Cease-and-Desist Order Pursuant to Section 8A of the Securities Act of 1933 (Securities Act) and Sections 15(b)(6) and 21C of the Securities Exchange Act of 1934 (Exchange Act), as to John J. Gremmo, III (Gremmo) and David Hirsch (Hirsch) (collectively, the Orders). The Orders set forth that Gremmo and Hirsch have been ordered to cease and desist from committing or causing any violations and any future violations of the antifraud and registration provisions of the securities laws as a result of their involvement in a fraudulent offering of securities by National Medical Financial Services (NMFS) and Ashton Technology Group, Inc. (Ashton). Gremmo and Hirsch each consented to the issuance of the Orders without admitting or denying the factual findings therein. In the Orders, the Commission finds that the management of First United Equities Corp. (First United) caused large blocks of NMFS and Ashton securities to be sold into both First United inventory accounts and nominee accounts, which they controlled, giving First United management control over the sales of the securities and all or a portion of the proceeds. The Commission, in the Orders, also finds that Gremmo, the trader and a registered representative for First United, and Hirsch, also a First United registered representative, along with First United management and other First United registered representatives, used a variety of fraudulent devices, such as high pressure and deceptive sales practices, to artificially inflate the market price of Ashton and NMFS securities, and subsequently to sell the securities in First United's inventory and under First United's control to First United customers at inflated prices. In addition the Commission, in the Orders, also finds that Gremmo paired or "crossed" customer buy orders of NMFS and Ashton securities with sales of those securities at inflated prices from First United's inventory accounts and other accounts controlled by First United's management. As a result of the conduct described above, the Commission, in the Orders, finds that Gremmo and Hirsch each willfully violated Section 17(a) of the Securities Act and Section 10(b) of the Exchange Act and Rule 10b- 5 thereunder. The Orders direct Gremmo and Hirsch to cease and desist from committing or causing any violation and any future violation of Section 17(a) of the Securities Act and Section 10(b) of the Exchange Act and Rule 10b-5 thereunder, bar Gremmo and Hirsch from participating in any offering of penny stock, and bar Gremmo and Hirsch from association with any broker or dealer. The order issued against Hirsch also imposes a $50,000 civil penalty on him. As described in the Orders, in a parallel criminal action, on Jan. 23, 2002, and Dec.16, 2002, respectively, Gremmo and Hirsch each pleaded guilty to conspiracy to commit securities fraud and securities fraud. See U.S. v. Jonathan Winston, et al., 00 Cr. 1248 (NGG). In that action Gremmo was sentenced to three years probation and ordered to pay $41 million in restitution, and Hirsch was sentenced to three years probation, and ordered to pay $75,568.75 in restitution. In this administrative proceeding, the Division of Enforcement charged eighteen individuals for their roles in the fraudulent conduct described above and related penny stock frauds. On Sept. 8, 2003, the Administrative Law Judge (ALJ) imposed cease and desist orders, penny stock bars and bars from association with any broker or dealer on thirteen of the eighteen respondents, and on June 30, 2005, the ALJ issued an Initial Decision, later modified by the Commission on Nov. 30, 2005, ordering disgorgement and civil penalties against each of the thirteen. On Oct. 14, 2005, the Commission announced the settlements of Respondents Jonathan Winston, Joseph Mannino and Christopher Russo. The announcement of these Orders resolves this matter in its entirety. (Rels. 33-8657; 33-8658; 34-53199; 34-53200; File No. 3-10437) COMMISSION REVOKES INVESMENT ADVISER REGISTRATION OF SCHIELD MANAGEMENT COMPANY AND BARS MARSHALL SCHIELD FROM ASSOCIATION WITH ANY INVESTMENT ADVISER OR BROKER-DEALER FOLLOWING ENTRY OF PERMANENT INJUNCTION The Commission revoked the investment adviser registration of Schield Management Company and barred Marshall L. Schield, the firm's majority owner and former president, from association with any investment adviser or broker-dealer following the entry, by consent, of a permanent injunction against them by the United States District Court for the District of Colorado. The respondents had consented to the entry of the permanent injunction. The Commission found, based on the allegations in the injunctive complaint and on the evidence introduced at the administrative hearing, that the respondents had destroyed, altered, and withheld certain of the firm's records in an effort to thwart a Commission examination of the firm. The Commission concluded that the respondents' actions warranted their exclusion from the industry as a means of protecting the public from harm and as a deterrent to others in the industry. (Rel. 34-53201; IA-2477; File No. 3-11762) SEC CHARGES FORMER CFO OF HEALTH RISK MANAGEMENT, INC. WITH FRAUD On January 27, the Commission filed a civil action in the U.S. District Court for the District of Minnesota charging Thomas P. Clark, former Chief Financial Officer of Health Risk Management, Inc. (HMRI), with fraud and other securities violations. The Commission's allegations arise from Clark's treatment of a $1.85 million settlement payment that he negotiated on behalf of HRMI and its wholly owned Medicaid HMO to settle an arbitration dispute with one of the HMO's healthcare providers. According to the complaint, in August 2000, Clark, a resident of Edina, Minnesota, sought to hide the full amount of the settlement expense by simultaneously executing two agreements with the provider: (1) a settlement agreement, which required the HMO subsidiary to pay the provider $500,000 in exchange for a release; and (2) a $1.35 million five-year consulting agreement. The complaint alleges that the consulting agreement required HRMI to pay a $1.35 million "retainer" for services that HRMI did not need and which were never provided. The complaint further alleges that Clark booked the $1.35 million payment as an asset rather than as a settlement expense, causing HMRI to file materially false financial statements with the Commission for the second and third quarters of 2000. The complaint also alleges that Clark failed to inform HRMI's outside auditors about the consulting agreement and the true dollar figure of the settlement. The Commission seeks a Court order to permanently enjoin Clark from violating Sections 10(b) and 13(b)(5) of the Securities Exchange Act of 1934 (Exchange Act) and Rules 10b-5, 13b2-1, and 13b2-2, and from aiding and abetting HRMI's violations of Sections 13(a) and 13(b)(2)(A) of the Exchange Act and Rules 12b-20 and 13a-13. The Commission also seeks a civil monetary penalty and an order barring Clark from acting as an officer or director of securities issuers. [SEC v. Thomas P. Clark, Civil Action No. CV 06-380 ADM/AJB (D. Minn.)] (LR-19548; AAE Rel. 2368) SEC SETTLES ENFORCEMENT ACTION AGAINST VICTOR MENEZES The Commission filed a settled enforcement action today in the U.S. District Court for the Southern District of New York against Victor J. Menezes alleging insider trading in the stock of Citigroup Inc. Prior to his retirement from Citigroup in December 2004, Menezes held various senior positions at the company, including Senior Vice Chairman of Citigroup, CEO of Citigroup's Emerging Markets division, and Chairman and CEO of Citibank, N.A. The Commission alleges in its complaint that on March 28, 2002, as part of a cashless exercise transaction, Menezes exercised 825,960 Citigroup stock options and sold 597,000 of the resulting shares at a price of $49.99 per share to cover the taxes and costs of the option exercise. As part of the transaction, Menezes retained 228,960 shares. The complaint alleges that, at the time of this transaction, Menezes was in possession of material, nonpublic information regarding Citigroup's plan to report first quarter 2002 losses totaling hundreds of millions of dollars related to the company's Argentine operations, which Menezes supervised. According to the complaint, Menezes was also aware that Citigroup would miss consensus earnings estimates for the quarter. On April 15, 2002, Citigroup issued a press release announcing its first quarter earnings, including significant losses in its Argentine operations. As a result of these losses, Citigroup missed consensus earnings estimates for the quarter by $.04 per share. Citigroup's stock price closed on April 15 at $45.92, down $1.18 from the previous day's close, and $4.07 lower than the stock price on March 28, when Menezes traded. By selling Citigroup stock before the company's April 15 earnings announcement, Menezes avoided losses of more than $1.5 million. To settle the Commission's charges, without admitting or denying the allegations in the complaint, Menezes has consented to the entry of a final judgment permanently enjoining him from committing future violations of Section 17(a) of the Securities Act of 1933. The final judgment also requires Menezes to pay $1,567,557 of disgorgement, pre- judgment interest of $328,822.77 and a $783,778 civil penalty, for a total payment of $2,680,157.77. [SEC v. Victor J. Menezes, Civil Action No. 06 CV 0701 (JFK), USDC, SDNY] (LR-19549) SEC v. MARK KISHEL The Commission today announced the Honorable William S. Duffey, Jr., U.S. District Judge for the Northern District of Georgia, entered a Final Judgment As To Defendant Mark Kishel, a director of Immucor, Inc., enjoining him from future violations of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. The court ordered disgorgement against Kishel of $13,650.00 plus prejudgment interest of $1,117.48. Kishel was also ordered to pay a civil penalty of $13,650.00. Kishel consented to the entry of the judgment without admitting or denying the allegations of the Commission's Complaint. The Commission's complaint, filed on January 19, alleged that on March 25, 2004, when Immucor announced its fiscal third quarter results, the company informed investors that it believed it would receive clearance from the United States Food and Drug Administration (FDA) to market its "Galileo" blood analysis system in the United States in the fall of 2004. On April 16, 2004, Kishel and Immucor's board of directors were informed that the company expected early FDA approval to market its Galileo blood analysis system. The information constituted material nonpublic information. Shortly after leaving the meeting where he received the information, Kishel purchased Immucor securities while in possession of the information. After the close of the markets on April 26, 2004, Immucor announced that the FDA had approved its Galileo blood analysis system for sale in the United States. On April 27, 2004, Immucor's stock traded up $4.18 (19.19%) to close at $25.96 on heavy trading volume. The Complaint alleged that Kishel received $13,650 in unrealized gain as the result of his conduct. [SEC v. Mark Kishel, Civil Action File No. 1:06-CV-0123 (N.D. Ga.)] (LR-19550) INVESTMENT COMPANY ACT RELEASES INVESTORS MARK SERIES FUND, INC. An order has been issued pursuant to Section 8(f) of the Investment Company Act declaring that Investors Mark Series Fund, Inc. has ceased to be an investment company. (Rel. IC- 27216 - January 27) GATEWAY VARIABLE INSURANCE TRUST An order has been issued pursuant to Section 8(f) of the Investment Company Act declaring that Gateway Variable Insurance Trust has ceased to be an investment company. (Rel. IC- 27217 - January 27) 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: . S-3 MBNA AMERICA BANK NATIONAL ASSOCIATION, 1100 NORTH KING ST, WILMINGTON, DE, 19801, 3024539930 - 0 ($40,000,000,000.00) Asset-Backed Securities, (File 333-131358 - Jan. 30) (BR. 05) S-3ASR THERAVANCE INC, 901 GATEWAY BLVD, SOUTH SAN FRANCISCO, CA, 94080, 6508086000 - 0 ($0.00) Equity, (File 333-131359 - Jan. 30) (BR. 01C) S-3ASR SANMINA-SCI CORP, 2700 N FIRST ST, SAN JOSE, CA, 95134, 4089643500 - 0 ($600,000,000.00) Debt, (File 333-131360 - Jan. 30) (BR. 10C) S-4 PROSPERITY BANCSHARES INC, 4295 SAN FELIPE, N/A, HOUSTON, TX, 77027, 7136939300 - 0 ($103,591,728.00) Equity, (File 333-131363 - Jan. 30) (BR. 07B) S-8 US GLOBAL NANOSPACE INC, 2533 NORTH CARSON STREET, STE 5107, CARSON CITY, NV, 89706, 775-841-3246 - 30,000,000 ($1,800,000.00) Equity, (File 333-131364 - Jan. 30) (BR. 02B) S-8 CYBERLUX CORP, 4625 CREEKSTONE DRIVE, SUITE 100, DURHAM, NC, 27703, 919-474-9700 - 30,100,000 ($3,010,000.00) Equity, (File 333-131365 - Jan. 30) (BR. 10A) S-8 DATASCOPE CORP, 14 PHILLIPS PKWY, MONTVALE, NJ, 07645-9998, 2013918100 - 1,200,000 ($41,640,000.00) Equity, (File 333-131366 - Jan. 30) (BR. 10A) S-8 CELL GENESYS INC, 500 FORBES BOULEVARD, SOUTH SAN FRANCISCO, CA, 94080, 6502663000 - 0 ($503,000.00) Equity, (File 333-131367 - Jan. 30) (BR. 01C) F-3ASR SWEDISH EXPORT CREDIT CORP /SWED/, VASTRA TRADGARDSGATAN 11 B, STOCKHOLM SWEDEN, V7, 0 ($0.00) Debt, (File 333-131369 - Jan. 30) (BR. 07C) S-3 EL CAPITAN PRECIOUS METALS INC, 10876 E. TIERRA DRIVE, SCOTTSDALE, AZ, 85259, 480-948-0724 - 20,283,059 ($26,729,994.00) Equity, (File 333-131370 - Jan. 30) (BR. 04C) S-8 PEPCO HOLDINGS INC, SUITE 1300, 701 NINTH STREET, NW, WASHINGTON, DC, 20068, 202-872-2000 - 5,000,000 ($116,375,000.00) Equity, (File 333-131371 - Jan. 30) (BR. 02A) S-8 CEPHEID, 1190 BORREGAS AVE, SUNNYVALE, CA, 94089, 4085414191 - 0 ($11,196,000.00) Equity, (File 333-131372 - Jan. 30) (BR. 10A) S-3ASR NASDAQ STOCK MARKET INC, ONE LIBERTY PLAZA, NEW YORK, NY, 10006, 2128584750 - 0 ($0.00) Other, (File 333-131373 - Jan. 30) (BR. 07C) S-3 BEAR STEARNS ASSET BACKED SECURITIES I LLC, 383 MADISON AVENUE, NEW YORK, NY, 10179, 2122722000 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-131374 - Jan. 30) (BR. 05) S-8 CINTAS CORP, 6800 CINTAS BLVD, P O BOX 625737, CINCINNATI, OH, 45262, 5134591200 - 14,000,000 ($563,640,000.00) Equity, (File 333-131375 - Jan. 30) (BR. 02A) S-8 VIASAT INC, 6155 EL CAMINO REAL, CARLSBAD, CA, 92009, 760-476-2200 - 0 ($143,725.00) Equity, (File 333-131377 - Jan. 30) (BR. 11C) S-8 VIASAT INC, 6155 EL CAMINO REAL, CARLSBAD, CA, 92009, 760-476-2200 - 0 ($143,725.00) Equity, (File 333-131378 - Jan. 30) (BR. 11C) S-8 National Health Partners Inc, 120 GIBRALTAR RD, SUITE 107, HORSHAM, PA, 19044, 215-682-7114 - 2,925,000 ($4,387,500.00) Equity, (File 333-131379 - Jan. 30) (BR. 10) S-8 VIASAT INC, 6155 EL CAMINO REAL, CARLSBAD, CA, 92009, 760-476-2200 - 0 ($12,780,000.00) Equity, (File 333-131382 - Jan. 30) (BR. 11C) S-4 QUEST DIAGNOSTICS INC, ONE MALCOLM AVE, TETERBORO, NJ, 07608, 2013935000 - 900,000,000 ($900,000,000.00) Debt, (File 333-131383 - Jan. 30) (BR. 09B) S-3ASR LASALLE HOTEL PROPERTIES, 4800 MONTGOMERY LANE, SUITE M25, BETHESDA, MD, 20814, 301 941 1500 - 0 ($600,000,000.00) Other, (File 333-131384 - Jan. 30) (BR. 08B) S-3ASR BILL BARRETT CORP, 1099 18TH STREET, SUITE 2300, DENVER, CO, 80202, 303-293-9100 - 0 ($0.00) Other, (File 333-131385 - Jan. 30) (BR. 04C) SB-2 SOLOMON TECHNOLOGIES INC, 7375 BENEDICT AVENUE, BENEDICT, MD, 20612, 3012744479 - 563,488 ($281,744.00) Equity, (File 333-131386 - Jan. 30) (BR. 10C) F-3ASR TEVA PHARMACEUTICAL INDUSTRIES LTD, 5 BAZEL ST, P O B 3190, PETACH TIKVA, L3, 49131, 0 ($1,337,265,410.23) Equity, (File 333-131387 - Jan. 30) (BR. 01C) SB-2 GLOBAL MED TECHNOLOGIES INC, 12600 W COLFAX, SUITE C-420, LAKEWOOD, CO, 80215, 3032382000 - 24,529,793 ($21,586,217.84) Equity, (File 333-131388 - Jan. 30) (BR. 08A) 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 ------------------------------------------------------------------------------------------------------- 3COM CORP DE 1.01,5.02,9.01 01/25/06 AAMES INVESTMENT CORP MD 5.02,9.01 01/24/06 ACCUPOLL HOLDING CORP NV 5.02,8.01 01/26/06 ACE COMM CORP MD 1.01,9.01 01/25/06 ACTIVANT SOLUTIONS INC /DE/ DE 1.01,1.02,5.02,9.01 01/24/06 ADA-ES INC CO 8.01,9.01 01/30/06 ADVANCED MEDICAL INSTITUTE INC. NV 1.01,9.01 11/16/05 AMEND ADVENTRX PHARMACEUTICALS INC DE 8.01,9.01 01/30/06 AFLAC INC GA 2.02,9.01 01/30/06 AIRTRAN HOLDINGS INC NV 7.01,9.01 01/26/06 AK STEEL HOLDING CORP DE 7.01,9.01 01/30/06 ALBANY MOLECULAR RESEARCH INC DE 1.01,9.01 01/27/06 ALLETE INC MN 1.01,9.01 01/24/06 Alternative Loan Trust 2005-13CB 9.01 01/25/06 Alternative Loan Trust 2005-19CB 9.01 01/25/06 Alternative Loan Trust 2005-21CB 9.01 01/25/06 Alternative Loan Trust 2005-22T1 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-28CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-30CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-33CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-42CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-46CB 9.01 01/25/06 Alternative Loan Trust 2005-47CB 9.01 01/25/06 Alternative Loan Trust 2005-60T1 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-64CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-6CB 9.01 01/25/06 Alternative Loan Trust 2005-77T1 9.01 01/25/06 Alternative Loan Trust 2005-79CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-7CB 9.01 01/25/06 Alternative Loan Trust 2005-80CB 9.01 01/25/06 Alternative Loan Trust 2005-80CB 9.01 01/25/06 Alternative Loan Trust 2005-83CB 9.01 01/25/06 Alternative Loan Trust 2005-85CB 9.01 01/25/06 Alternative Loan Trust 2005-86CB 9.01 01/25/06 Alternative Loan Trust 2005-IM1 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-J10 9.01 01/25/06 Alternative Loan Trust 2005-J6 9.01 01/25/06 AMARU INC NV 7.01,9.01 01/27/06 AMB PROPERTY CORP MD 7.01 01/26/06 AMCON DISTRIBUTING CO DE 3.01,9.01 01/24/06 AMERICAN ELECTRIC POWER CO INC NY 1.01 01/24/06 American Home Mortgage Investment Tru DE 8.01,9.01 01/25/06 AMERICAN HOME MORTGAGE INVESTMENT TRU DE 8.01,9.01 01/25/06 AMERICAN RIVER BANKSHARES CA 7.01,9.01 01/30/06 AMETEK INC/ DE 5.03 01/26/06 ANIKA THERAPEUTICS INC MA 1.01,5.02,9.01 01/24/06 APOGEE ENTERPRISES INC MN 1.01,1.02,5.03,9.01 01/24/06 APPALACHIAN BANCSHARES INC GA 2.02,9.01 01/30/06 ARKANSAS BEST CORP /DE/ DE 1.01,5.02 01/25/06 ARMSTRONG HOLDINGS INC /PA/ PA 1.01,9.01 01/26/06 ARMSTRONG HOLDINGS INC /PA/ PA 1.01,9.01 01/26/06 AT&S HOLDINGS INC NV 2.02 01/30/06 ATHEROS COMMUNICATIONS INC DE 2.02,9.01 01/30/06 ATMOSPHERIC GLOW TECHNOLOGIES INC DE 2.03 01/24/06 ATWOOD OCEANICS INC TX 2.02,7.01,9.01 01/30/06 AUTOMATIC DATA PROCESSING INC DE 5.02,9.01 01/30/06 B&G Foods, Inc. DE 7.01,9.01 01/30/06 BAKER HUGHES INC DE 1.01 01/25/06 BALDOR ELECTRIC CO MO 2.02,9.01 01/26/06 Banc of America Alternative Loan Trus DE 9.01 01/30/06 BANKUNITED FINANCIAL CORP FL 8.01 01/25/06 Bear Stearns Asset Backed Securities DE 8.01,9.01 01/30/06 BEHRINGER HARVARD REIT I INC MD 2.03,9.01 01/30/06 Benjamin Franklin Bancorp, Inc. MA 2.02,9.01 01/27/06 BERKSHIRE HILLS BANCORP INC 5.02,9.01 01/26/06 BEVERLY ENTERPRISES INC DE 1.01,7.01,9.01 01/30/06 BIOMARIN PHARMACEUTICAL INC DE 1.01 01/24/06 BlueLinx Holdings Inc. DE 1.01,8.01,9.01 01/26/06 BOMBAY COMPANY INC DE 1.01 01/27/06 BOTTOMLINE TECHNOLOGIES INC /DE/ DE 7.01,9.01 01/25/06 BOWATER INC DE 5.02 01/25/06 BRE PROPERTIES INC /MD/ MD 8.01 01/27/06 BRINKER INTERNATIONAL INC DE 2.02,9.01 01/24/06 BULLDOG TECHNOLOGIES INC NV 7.01,9.01 01/30/05 C & F FINANCIAL CORP VA 2.02,9.01 01/27/06 Calamos Asset Management, Inc. /DE/ 2.02,9.01 01/30/06 CALLIDUS SOFTWARE INC 1.01,5.03,9.01 01/30/06 CAPITALSOURCE INC DE 1.01,2.01 01/24/06 CAPSTEAD MORTGAGE CORP MD 2.02,9.01 01/26/06 CATAPULT COMMUNICATIONS CORP CA 1.01,2.02,9.01 01/24/06 CATHAY GENERAL BANCORP DE 1.01,9.01 01/25/06 CAVALIER HOMES INC DE 5.02 01/30/06 CCC INFORMATION SERVICES GROUP INC DE 8.01,9.01 01/30/06 CENTERPOINT PROPERTIES TRUST MD 8.01,9.01 01/27/06 CENTRAL FEDERAL CORP DE 8.01,9.01 01/30/06 CENTRAL FREIGHT LINES INC NV 1.01,7.01,9.01 01/30/06 CENTRAL VIRGINIA BANKSHARES INC VA 5.02 01/25/06 CERIDIAN CORP /DE/ DE 5.02 10/25/05 CERIDIAN CORP /DE/ DE 5.05 01/26/06 CHADMOORE WIRELESS GROUP INC CO 4.02 01/23/06 CHECKERS DRIVE IN RESTAURANTS INC /DE DE 7.01,9.01 01/25/06 CHESAPEAKE ENERGY CORP OK 5.03,9.01 01/27/06 CHESAPEAKE ENERGY CORP OK 8.01,9.01 01/30/06 CHICOS FAS INC FL 8.01,9.01 01/30/06 CHINA MEDIA NETWORKS INTERNATIONAL IN NV 4.01 01/18/06 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 01/25/06 CHOICEPOINT INC GA 8.01 01/30/06 CIMBIX CORP WA 4.01 01/25/06 CIPRICO INC DE 5.02,7.01,9.01 01/26/06 CIVITAS BANKGROUP INC TN 1.01,7.01,9.01 01/30/06 CLAIBORNE LIZ INC DE 1.01,5.02,9.01 01/23/06 CLUBCORP INC DE 5.02 01/24/06 COFFEE PACIFICA INC NV 8.01 08/10/05 COGNIGEN NETWORKS INC CO 5.02 01/24/06 COGNITRONICS CORP NY 9.01 11/18/05 AMEND COLLEGIATE FUNDING SERVICES INC DE 8.01,9.01 01/30/06 COMBINATORX, INC DE 8.01,9.01 01/30/06 COMERICA INC /NEW/ DE 1.01 01/24/06 COMMERCIAL CAPITAL BANCORP INC NV 8.01,9.01 01/30/06 COMPOSITE TECHNOLOGY CORP NV 1.01,9.01 01/30/06 COMPUWARE CORP MI 2.02,5.02,9.01 01/26/06 CONSOLIDATED EDISON INC NY 2.02,9.01 01/26/06 CONTINENTAL AIRLINES INC /DE/ DE 8.01,9.01 01/30/06 CORDIA CORP NV 8.01 01/30/06 CORN PRODUCTS INTERNATIONAL INC DE 2.02,7.01 01/30/06 Countrywide Home Loans 2005-52CB 9.01 01/25/06 Countrywide Home Loans 2005-J8 9.01 01/25/06 COWLITZ BANCORPORATION WA 5.02 01/27/06 COWLITZ BANCORPORATION WA 2.02,9.01 01/30/06 CRDENTIA CORP DE 1.01,3.02,9.01 01/24/06 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 01/30/06 CUMMINS INC IN 2.02,7.01,9.01 01/30/06 CWABS ASSET-BACKED CERTIFICATES TRUST DE 8.01,9.01 12/01/05 CWABS ASSET-BACKED CERTIFICATES TRUST DE 9.01 01/25/06 CWABS ASSET-BACKED CERTIFICATES TRUST DE 9.01 01/25/06 CWABS ASSET-BACKED CERTIFICATES TRUST DE 9.01 01/25/06 CWABS ASSET-BACKED CERTIFICATES TRUST DE 9.01 01/25/06 CWABS ASSET-BACKED CERTIFICATES TRUST DE 9.01 01/25/06 CWABS Asset-Backed Certificates Trust DE 8.01,9.01 01/27/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/06 CWABS INC ASSET BACKED CERTIFICATES S 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 T DE 9.01 01/25/06 CWABS INC. ASSET-BACKED CERTIFICATES DE 9.01 01/25/06 CWABS INC. ASSET-BACKED CERTIFICATES DE 9.01 01/25/06 CWALT INC DE 9.01 01/30/06 CWALT INC DE 9.01 01/30/06 CWALT INC DE 9.01 01/30/06 CWALT INC - ALTERNATIVE LOAN TRUST 20 9.01 01/25/06 CWALT, INC. - Alternative Loan Trust 9.01 01/25/06 CWALT, Inc. Alternative Loan Trust 20 9.01 01/25/06 CWHEQ Revolving Home Equity Loan Trus 8.01,9.01 12/28/05 CWHEQ Revolving Home Equity Loan Trus 8.01,9.01 12/29/05 CWHEQ Revolving Home Equity Loan Trus 8.01,9.01 12/29/05 CWHEQ Revolving Home Equity Loan Trus 8.01,9.01 12/29/05 CWHEQ Revolving Home Equity Loan Trus 8.01,9.01 12/29/05 CWMBS INC DE 9.01 01/30/06 CWMBS INC DE 9.01 01/30/06 CWMBS INC - RESECURITIZATION PASS-THR DE 9.01 01/25/06 CWMBS, Inc., CHL Mortgage Pass-Throug DE 9.01 01/25/06 CYTATION CORP DE 1.01,7.01 01/25/06 DAVE & BUSTERS INC MO 8.01 01/24/06 DECODE GENETICS INC DE 5.02 01/27/06 DEERE JOHN RECEIVABLES INC DE 8.01,9.01 01/30/06 DELTA MUTUAL INC 3.02 12/12/05 DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 01/30/06 DiamondRock Hospitality Co 8.01,9.01 01/27/06 DIME COMMUNITY BANCSHARES INC DE 7.01 01/27/06 DISCOVERY LABORATORIES INC /DE/ DE 8.01,9.01 01/26/06 DOBSON COMMUNICATIONS CORP OK 1.02,8.01,9.01 01/25/06 DOLLAR GENERAL CORP TN 1.01 01/24/06 DORAL FINANCIAL CORP PR 1.01,7.01,9.01 01/24/06 DUKE REALTY CORP IN 1.01,2.02,9.01 01/24/06 DUKE REALTY LIMITED PARTNERSHIP/ IN 1.01,2.02,9.01 01/24/06 DUNE ENERGY INC DE 9.01 11/27/05 Eagle Bulk Shipping Inc. 8.01 12/31/05 EASTMAN KODAK CO NJ 9.01 01/30/06 EASTMAN KODAK CO NJ 5.02,9.01 01/30/06 ELAMEX SA DE CV 9.01 01/27/06 EMCLAIRE FINANCIAL CORP PA 2.02,9.01 01/30/06 Emerge Capital Corp DE 1.01,9.01 11/11/05 EMMIS COMMUNICATIONS CORP IN 2.01 01/27/06 EN POINTE TECHNOLOGIES INC DE 1.01,2.03,9.01 01/30/06 ENCORE ACQUISITION CO DE 7.01,9.01 01/30/06 ENDEAVOUR INTERNATIONAL CORP NV 1.01,3.02 01/25/06 ENESCO GROUP INC IL 1.01,9.01 01/30/06 ENIGMA SOFTWARE GROUP, INC NV 4.01,9.01 01/18/06 AMEND EPIQ SYSTEMS INC MO 2.01,9.01 11/15/05 AMEND ESCALA GROUP INC NY 1.01,8.01,9.01 01/24/06 EVEREST RE GROUP LTD D0 2.02,9.01 12/31/05 EVERGREENBANCORP INC WA 8.01,9.01 01/30/06 EXELON CORP PA 8.01 01/27/06 EXTREME NETWORKS INC DE 2.02,9.01 01/24/06 EXXON MOBIL CORP NJ 2.02,7.01 01/30/06 FIBERNET TELECOM GROUP INC\ DE 5.02 01/25/06 FIRST AMERICAN SCIENTIFIC CORP \NV\ NV 1.02 01/27/06 FIRST BANKS INC MO 5.02 12/31/05 FIRST COMMUNITY BANK CORP OF AMERICA FL 2.02,9.01 01/27/06 First Federal of Northern Michigan Ba 5.02,9.01 01/25/06 FIRST FINANCIAL SERVICE CORP KY 2.02,9.01 01/27/06 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 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 PHARMACEUTICAL CORP DE 1.01,9.01 01/24/06 FIRST HORIZON PHARMACEUTICAL CORP DE 1.01,9.01 01/24/06 FIRST MARBLEHEAD CORP 1.01 01/24/06 FIRST MARINER BANCORP MD 1.01,2.02,9.01 01/24/06 FIRST NATIONAL BANCSHARES INC/ FL/ FL 2.02,9.01 01/27/06 FIRST NATIONAL CORP /VA/ VA 2.02,9.01 01/24/06 FIRST NLC SECURITIZATION, INC. DE 8.01,9.01 12/22/05 FIRST OAK BROOK BANCSHARES INC DE 5.02 01/24/06 FIRST PLACE FINANCIAL CORP /DE/ DE 1.01,9.01 01/27/06 First Valley Bancorp, Inc. CT 2.02,4.01,9.01 01/27/06 FMC TECHNOLOGIES INC DE 7.01,9.01 01/30/06 FOCUS ENHANCEMENTS INC DE 1.01,2.02,2.03,3.02,7.01,9.01 01/24/06 Fortuna Gaming Corp. 8.01 01/25/06 FOSSIL INC DE 1.01,9.01 12/07/05 FOSTER WHEELER LTD D0 8.01,9.01 01/27/06 FOX & HOUND RESTAURANT GROUP DE 8.01 01/30/06 FPL GROUP INC FL 9.01 01/27/06 AMEND FREEDOM FINANCIAL GROUP INC DE 8.01,9.01 01/25/06 G/O INTERNATIONAL INC CO 5.02,8.01,9.01 01/24/06 GALAXY MINERALS INC FL 1.01,1.02 11/15/05 GAP INC DE 1.01 01/26/06 GARDENBURGER INC OR 1.01,9.01 01/24/06 GB&T BANCSHARES INC GA 8.01,9.01 01/30/06 GENERAL MOTORS ACCEPTANCE CORP DE 7.01,9.01 01/30/06 GEODYNE ENERGY INCOME LTD PARTNERSHIP OK 8.01,9.01 01/30/06 GEODYNE ENERGY INCOME LTD PARTNERSHIP OK 8.01,9.01 01/30/06 GEODYNE ENERGY INCOME LTD PARTNERSHIP OK 8.01,9.01 01/30/06 GEODYNE INSTITUTIONAL PENSION ENERGY OK 8.01,9.01 01/30/06 GEODYNE INSTITUTIONAL PENSION ENERGY TX 8.01,9.01 01/30/06 GEORGIA BANCSHARES INC// GA 2.02,9.01 01/27/06 GILEAD SCIENCES INC DE 2.02,9.01 01/30/06 GLOBAL AIRCRAFT SOLUTIONS, INC. AZ 1.01,2.03,9.01 12/13/05 AMEND Global Realty Development Corp DE 1.02,2.04,3.03,5.02,9.01 01/27/06 GMX RESOURCES INC OK 7.01,9.01 01/30/06 Grande Communications Holdings, Inc. DE 1.01,5.02,9.01 01/26/06 GREAT CHINA MINING, INC NV 3.02 01/26/05 GreenPoint MTA Trust, Mortgage Pass-T DE 8.01,9.01 07/25/05 AMEND GSE SYSTEMS INC DE 5.02 01/24/06 GSR Mortgage Loan Trust 2006-1F DE 8.01 01/30/06 GSR Mortgage Loan Trust 2006-AR1 DE 8.01 01/30/06 HANCOCK FABRICS INC DE 2.05,2.06,7.01,9.01 01/25/06 HARBOR BANKSHARES CORP MD 2.02,7.01,9.01 01/24/06 HARMAN INTERNATIONAL INDUSTRIES INC / DE 5.02 12/31/05 HARTFORD LIFE INSURANCE CO CT 9.01 01/09/06 HEARTLAND FINANCIAL USA INC DE 2.02,9.01 01/30/06 HEI INC MN 5.02,8.01,9.01 01/27/06 HERCULES OFFSHORE, INC. DE 1.01,8.01,9.01 01/25/06 HOLLY ENERGY PARTNERS LP DE 2.02,7.01,9.01 01/27/06 HOME PRODUCTS INTERNATIONAL INC DE 1.01,8.01,9.01 01/24/06 HORNBECK OFFSHORE SERVICES INC /LA DE 8.01,9.01 01/21/06 HOST AMERICA CORP DE 8.01,9.01 01/30/06 HUGHES SUPPLY INC FL 7.01,9.01 01/30/06 HUSKER AG LLC NE 5.02 01/24/06 HYDRIL CO DE 2.02,9.01 01/30/06 HYDROGEN ENGINE CENTER, INC. NV 9.01 01/26/06 IA GLOBAL INC DE 2.03,3.02,5.05,9.01 01/24/06 ICEWEB INC 2.03,3.02,5.03,7.01,9.01 12/19/05 ICU MEDICAL INC/DE DE 2.02,9.01 01/30/06 IEC ELECTRONICS CORP DE 5.02,9.01 01/30/06 IEC ELECTRONICS CORP DE 2.02,5.02,9.01 01/30/06 IGIA, Inc. DE 2.02,9.01 01/27/06 IMMTECH INTERNATIONAL INC DE 5.02,5.03,8.01,9.01 01/30/06 IMMUNE RESPONSE CORP DE 3.02 01/24/06 Industrial Enterprises of America, In NV 3.02,7.01 01/27/06 IndyMac INDX Mortgage Loan Trust 2005 8.01,9.01 11/29/05 IndyMac INDX Mortgage Loan Trust 2005 8.01,9.01 12/29/05 IndyMac INDX Mortgage Loan Trust 2005 8.01,9.01 12/29/05 IndyMac INDX Mortgage Loan Trust 2005 8.01,9.01 04/28/05 IndyMac MBS, Inc. INDA Mortgage Loan 8.01,9.01 09/29/05 IndyMac MBS, Inc. Residential Asset S 8.01,9.01 09/28/05 IndyMac RAST 2005-A12 8.01,9.01 09/29/05 IndyMac RAST 2005-A13 8.01,9.01 09/29/05 IndyMac RAST 2005-A14 8.01,9.01 10/28/05 IndyMac RAST 2005-A4 8.01,9.01 03/30/05 INFOSONICS CORP 7.01,9.01 01/30/06 INFRASOURCE SERVICES INC DE 2.02,9.01 01/27/06 INNOSPEC INC. DE 5.03,8.01,9.01 01/30/06 INSPIRE PHARMACEUTICALS INC DE 8.01 01/30/06 INSTEEL INDUSTRIES INC NC 1.01,8.01,9.01 01/30/06 INTEGRA BANK CORP IN 2.02,9.01 01/30/06 INTEGRAMED AMERICA INC DE 5.02,5.03,9.01 01/24/06 INTEGRATED ELECTRICAL SERVICES INC DE 1.01,9.01 01/27/06 INTEGRATED SILICON SOLUTION INC DE 2.02,9.01 01/30/06 INTERACTIVE INTELLIGENCE INC IN 2.02 01/30/06 International Power Group, Ltd. DE 1.01 01/25/06 INTERSECTIONS INC DE 1.01,9.01 01/25/06 INTERSECTIONS INC DE 1.01,5.02,9.01 01/25/06 INTRABIOTICS PHARMACEUTICALS INC /DE DE 8.01,9.01 01/25/06 INTRADO INC DE 1.01,8.01,9.01 01/29/06 INVESTMENT ASSOCIATES INC NV 4.01,9.01 12/29/05 AMEND Irwin Whole Loan Home Equity Trust 20 DE 8.01,9.01 11/25/05 AMEND IXYS CORP /DE/ DE 2.02,9.01 01/30/06 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 01/30/06 J P MORGAN CHASE & CO DE 9.01 01/26/06 J P MORGAN CHASE & CO DE 9.01 01/26/06 J P MORGAN CHASE & CO DE 9.01 01/26/06 J P MORGAN CHASE & CO DE 9.01 01/26/06 J P MORGAN CHASE & CO DE 9.01 01/26/06 Joystar Inc CA 1.01,3.02 01/27/06 K-SEA TRANSPORTATION PARTNERS LP DE 2.02,9.01 01/27/06 KAHIKI FOODS INC OH 5.02 01/30/06 KENSEY NASH CORP DE 2.02,9.01 01/30/06 KINETIC CONCEPTS INC /TX/ TX 9.01 12/31/05 KINGSLEY COACH INC DE 4.01,9.01 01/24/06 KOMAG INC /DE/ DE 1.01 01/24/06 KRAFT FOODS INC VA 2.02 01/30/06 KROGER CO OH 1.01,9.01 01/25/06 KRONOS INC MA 2.02 01/30/06 KULICKE & SOFFA INDUSTRIES INC PA 1.01,9.01 01/25/06 Lam Liang Corp. NV 4.01,9.01 01/30/06 LANCASTER COLONY CORP OH 2.02,9.01 01/30/06 LANDAUER INC DE 7.01,9.01 01/30/06 LASALLE HOTEL PROPERTIES MD 1.01,7.01,8.01,9.01 01/26/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 01/27/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 01/17/06 Lehman Mortgage Trust 2006-1 DE 8.01 01/30/06 LENNOX INTERNATIONAL INC DE 5.02,9.01 01/27/06 LEVEL 3 COMMUNICATIONS INC DE 1.01,3.02,8.01,9.01 01/25/06 LONG BEACH SECURITIES CORP DE 9.01 01/30/06 LONG BEACH SECURITIES CORP DE 9.01 01/30/06 MACROCHEM CORP DE 4.01,9.01 01/24/06 MAF BANCORP INC DE 2.02,8.01 12/31/05 MAGMA DESIGN AUTOMATION INC DE 1.01,9.01 01/24/06 MARINE PRODUCTS CORP DE 1.01 01/24/06 MARKEL CORP VA 1.01,9.01 01/25/06 MARKWEST HYDROCARBON INC DE 8.01,9.01 01/26/06 MASTR Asset Securitization Trust 2004 DE 8.01,9.01 12/27/05 AMEND MATTEL INC /DE/ DE 7.01,9.01 01/27/06 MATTEL INC /DE/ DE 5.02,7.01,9.01 01/27/06 MATTEL INC /DE/ DE 2.02,7.01,9.01 01/30/06 MCDONALDS CORP DE 5.03,7.01,9.01 01/26/06 MEDINA INTERNATIONAL HOLDINGS, INC. CO 1.01,9.01 01/30/06 MEREDITH CORP IA 1.01,5.02,9.01 01/29/06 Merisant Worldwide, Inc. DE 1.01,9.01 01/24/06 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 01/17/06 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 01/17/06 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 01/17/06 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 01/30/06 MESA OFFSHORE TRUST TX 5.02,8.01,9.01 01/30/06 METRIS MASTER TRUST DE 9.01 01/20/06 MICHAEL FOODS INC/NEW DE 5.02,9.01 01/30/06 MID PENN BANCORP INC PA 8.01,9.01 01/25/06 MID PENN BANCORP INC PA 2.02,9.01 01/26/06 MID-STATE BANCSHARES CA 2.02,9.01 01/30/06 MIDSOUTH BANCORP INC LA 2.02,8.01,9.01 01/27/06 MILASTAR CORP DE 1.01,1.02,5.01,5.02 01/27/06 MIV THERAPEUTICS INC NV 7.01,8.01,9.01 01/19/06 MOLINA HEALTHCARE INC DE 1.01 01/26/06 MOOG INC NY 8.01,9.01 01/30/06 MORGAN STANLEY DE 2.02,8.01,9.01 01/30/06 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 10/25/05 AMEND MORTGAGE ASSET SEC TRANSACTION INC MA DE 8.01,9.01 12/27/05 AMEND MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 01/30/06 MortgageIT Holdings, Inc. MD 1.01,7.01,9.01 01/24/06 MS STRUCTURED ASSET CORP CBT SERIES 2 DE 8.01,9.01 01/25/05 MULTI COLOR CORP OH 2.02,9.01 01/27/06 NASDAQ STOCK MARKET INC DE 2.02,9.01 01/30/06 NATIONAL BANKSHARES INC VA 8.01 12/31/05 NATIONAL CONSUMER COOPERATIVE BANK /D DC 1.01,2.03,9.01 01/30/06 NBTY INC DE 7.01,9.01 01/27/06 NCR CORP MD 1.01,5.03,9.01 01/24/06 NCT GROUP INC DE 1.01,2.03,3.02 01/24/06 NDS GROUP PLC X0 1.01,5.02,9.01 01/30/06 Neenah Paper Inc DE 8.01 01/30/06 NEIMAN MARCUS GROUP INC DE 8.01,9.01 01/30/06 NETMANAGE INC DE 2.02,9.01 01/30/06 NewGen Technologies, Inc NV 1.01,2.01,2.03,3.02,9.01 01/24/06 Nexicon NV 4.02 01/27/06 NIC INC CO 7.01,9.01 01/30/06 Nissan Auto Lease Trust 2005-A 8.01,9.01 01/17/06 NISSAN AUTO RECEIVABLES 2005-B OWNER 8.01,9.01 01/17/06 NISSAN AUTO RECEIVABLES 2005-C OWNER DE 8.01,9.01 01/17/06 NISSAN MASTER OWNER TRUST RECEIVABLES DE 8.01,9.01 01/17/06 NNN 2003 VALUE FUND LLC 2.01,9.01 01/24/06 Nomura Home Equity Loan Trust, Series DE 8.01,9.01 11/25/05 AMEND NORTH FORK BANCORPORATION INC DE 7.01,9.01 01/27/06 NORTHERN GROWERS LLC SD 8.01 01/23/06 Northern Way Resources, Inc. NV 1.01 01/24/06 NORTHWEST AIRLINES CORP DE 7.01 01/27/06 NORTHWEST BANCORPORATION INC WA 2.02 01/30/06 NOVASTAR FINANCIAL INC MD 7.01,9.01 01/30/06 NOVASTAR RESOURCES LTD. NV 8.01,9.01 01/30/06 NOVOSTE CORP /FL/ FL 1.01,8.01,9.01 01/27/06 OC Financial Inc MD 5.02 01/23/06 AMEND OHIO VALLEY BANC CORP OH 8.01 01/24/06 OILGEAR CO WI 4.02,9.01 01/23/06 OLD LINE BANCSHARES INC 2.02,5.02,9.01 01/26/06 OLIN CORP VA 7.01,9.01 01/27/06 OLIN CORP VA 2.02,9.01 01/30/06 OMNICELL INC /CA/ CA 2.02,9.01 01/30/06 OMTOOL LTD DE 1.01,5.02,9.01 01/24/06 ON THE GO HEALTHCARE INC DE 1.01 07/14/05 OPTICAL COMMUNICATION PRODUCTS INC DE 2.02,9.01 01/30/06 ORASURE TECHNOLOGIES INC DE 1.01 01/23/06 OUTBACK STEAKHOUSE INC DE 2.05,2.06,9.01 01/24/06 PANACOS PHARMACEUTICALS, INC. DE 1.01,9.01 01/24/06 PEP BOYS MANNY MOE & JACK PA 1.01,9.01 01/27/06 PEPCO HOLDINGS INC DE 1.01,5.03,9.01 01/26/06 PERKINELMER INC MA 1.01,9.01 01/24/06 PFGI CAPITAL CORP MD 3.02,9.01 01/30/06 PHILADELPHIA CONSOLIDATED HOLDING COR PA 1.01 01/24/06 PIZZA INN INC /MO/ MO 7.01,9.01 01/30/06 PLAINS ALL AMERICAN PIPELINE LP DE 7.01 01/30/06 PLUM CREEK TIMBER CO INC DE 2.02,9.01 12/31/05 POMEROY IT SOLUTIONS INC DE 5.02 01/24/06 POTOMAC ELECTRIC POWER CO VA 1.01,9.01 01/18/06 PPLUS TRUST SERIES CSF-1 DE 8.01,9.01 01/17/06 PPLUS Trust Series DCNA-1 DE 8.01,9.01 01/18/06 PPLUS TRUST SERIES PMC-1 DE 8.01,9.01 01/17/06 QUALITY SYSTEMS INC CA 8.01,9.01 01/30/06 QUICKLOGIC CORPORATION CA 5.02 01/26/06 QUIKSILVER INC DE 1.01 01/25/06 Rackable Systems, Inc. DE 1.01,5.02,9.01 01/25/06 RAILAMERICA INC /DE DE 7.01,9.01 01/30/06 REFLECT SCIENTIFIC INC UT 8.01,9.01 01/25/06 REINSURANCE GROUP OF AMERICA INC MO 2.02,5.02,7.01,9.01 01/26/06 Remote Dynamics Inc DE 3.01,3.02,9.01 01/24/06 RENAISSANCE LEARNING INC WI 2.02,9.01 01/25/06 Residential Asset Securitization Trus 8.01,9.01 12/29/05 Residential Asset Securitization Trus 8.01,9.01 12/29/05 REXNORD CORP DE 2.02,9.01 01/30/06 RIGEL PHARMACEUTICALS INC DE 1.01,9.01 01/25/06 RIGHTNOW TECHNOLOGIES INC MT 2.02,9.01 01/30/06 Rim Semiconductor CO UT 1.01,2.03,3.02,8.01,9.01 01/24/06 ROLLINS INC DE 8.01 01/24/06 ROLLINS INC DE 1.01 01/24/06 ROME BANCORP INC DE 5.02 01/25/06 ROWE COMPANIES NV 1.01,2.05,8.01,9.01 12/29/05 RPC INC DE 1.01 01/24/06 RSA SECURITY INC/DE/ DE 2.02,8.01,9.01 01/30/06 RUDOLPH TECHNOLOGIES INC DE 2.02,8.01,9.01 01/30/06 RYERSON INC. DE 1.01,9.01 01/24/06 SANMINA-SCI CORP DE 2.02,9.01 01/30/06 SAXON CAPITAL INC MD 7.01,9.01 01/30/06 SCHEID VINEYARDS INC DE 8.01,9.01 01/30/06 SCHERING PLOUGH CORP NJ 2.02,8.01,9.01 01/30/06 SCHICK TECHNOLOGIES INC DE 8.01,9.01 01/30/06 SCHULMAN A INC DE 1.01,3.03,9.01 01/26/06 SEALED AIR CORP/DE DE 2.02,9.01 01/30/06 SEI INVESTMENTS CO PA 1.01,2.03,9.01 01/24/06 SEQUA CORP /DE/ DE 5.02 01/30/06 Shire plc 8.01,9.01 01/30/06 SIEBEL SYSTEMS INC DE 1.01 01/24/06 SINA CORP 2.02,9.01 01/24/06 SLM Student Loan Trust 2006-1 DE 1.01,2.01,9.01 01/26/06 SMITH INTERNATIONAL INC DE 2.02,9.01 01/30/06 SONA MOBILE HOLDINGS CORP DE 3.02,8.01,9.01 01/25/06 AMEND SOUND FEDERAL BANCORP INC DE 2.02,9.01 01/30/06 SOUTHERN UNION CO DE 1.01,7.01,9.01 01/26/06 SOUTHWEST CASINO CORP 1.01 01/24/06 SOUTHWESTERN ENERGY CO AR 7.01 01/30/06 SPACEDEV INC CO 8.01 01/30/06 SPAR GROUP INC DE 1.01,8.01,9.01 01/27/06 SPEAR & JACKSON INC 2.05 01/25/06 Spectrum Brands, Inc. WI 2.01,2.02,9.01 01/25/06 ST JOSEPH CAPITAL CORP 8.01 12/31/05 ST MARY LAND & EXPLORATION CO DE 2.02,8.01,9.01 01/26/06 STANDARD MANAGEMENT CORP IN 8.01,9.01 01/30/06 STEELCASE INC MI 1.01,1.02,9.01 12/15/05 STERLING BANCORP NY 7.01,9.01 01/30/06 STERLING FINANCIAL CORP /WA/ WA 2.02,9.01 01/30/06 STILLWATER MINING CO /DE/ DE 8.01,9.01 01/27/06 STRATEX NETWORKS INC DE 7.01,9.01 01/27/06 Structured Asset Investment Loan Trus DE 8.01,9.01 11/25/05 AMEND STRUCTURED ASSET SECURITIES CORP DE 8.01 01/30/06 STUDENT LOAN CORP DE 8.01,9.01 01/30/06 SUNOCO LOGISTICS PARTNERS LP DE 1.01 01/24/06 SUSQUEHANNA BANCSHARES INC PA 1.01 01/26/06 SWISS MEDICA INC DE 1.01,2.03,3.02,9.01 01/04/06 SYNALLOY CORP DE 5.02 01/30/06 SYSCO CORP DE 2.02,9.01 01/30/06 T REIT INC VA 8.01,9.01 01/24/06 TASKER CAPITAL CORP NV 7.01,9.01 01/30/06 TD BANKNORTH INC. DE 1.01,9.01 01/24/06 TECHNOLOGY RESEARCH CORP FL 2.02,9.01 12/31/05 TELOS CORP MD 5.02 01/30/06 TELULAR CORP DE 2.02,9.01 01/30/06 TENNANT CO MN 4.01,9.01 05/27/05 TERADYNE INC MA 1.01,8.01,9.01 01/25/06 TEXAS PACIFIC LAND TRUST 2.02,9.01 01/30/06 THERAVANCE INC DE 7.01,9.01 01/30/06 THORNBURG MORTGAGE INC MD 1.01,5.02 01/24/06 TOUCHSTONE RESOURCES USA, INC. 1.01,3.02,9.01 01/20/06 TOWN & COUNTRY TRUST MD 8.01,9.01 01/29/06 TRC COMPANIES INC /DE/ DE 1.01,9.01 01/24/06 TRIMERIS INC DE 1.01 01/24/06 TUT SYSTEMS INC DE 2.02,9.01 01/30/06 TYSON FOODS INC DE 2.02,4.02,9.01 01/30/06 UIL HOLDINGS CORP CT 8.01,9.01 01/30/06 UNION BANKSHARES CO/ME ME 2.02,9.01 01/27/06 UNITED MEDICORP INC DE 4.01 01/16/06 UNITED STATES STEEL CORP DE 2.02,9.01 01/30/06 UNUMPROVIDENT CORP DE 2.02,9.01 01/30/06 USB HOLDING CO INC DE 2.02,9.01 01/27/06 USG CORP DE 2.02 01/30/06 USG CORP DE 1.01,2.03,3.02,3.03,8.01,9.01 01/24/06 VAIL RESORTS INC DE 5.02,9.01 01/28/06 VALERO L P DE 2.02,9.01 01/30/06 VERILINK CORP DE 2.02,9.01 01/30/06 VIDEO DISPLAY CORP GA 3.01,9.01 01/30/06 VIGNETTE CORP DE 2.02,9.01 01/26/06 Vincera, Inc. DE 1.01,3.02 01/25/06 VNUS MEDICAL TECHNOLOGIES INC 1.01,9.01 01/30/06 VOIP INC 1.01 01/30/06 VOLTERRA SEMICONDUCTOR CORP 2.02,9.01 01/30/06 VTEX ENERGY INC NV 2.01,9.01 12/29/05 W-H ENERGY SERVICES INC TX 2.02,7.01,9.01 01/30/06 WACHOVIA ASSET SECURITIZATION INC AST 8.01,9.01 08/25/05 WACHOVIA ASSET SECURITIZATION INC AST 8.01,9.01 09/26/05 WACHOVIA ASSET SECURITIZATION INC AST 8.01,9.01 10/25/05 WACHOVIA ASSET SECURITIZATION INC AST 8.01,9.01 11/25/05 WACHOVIA ASSET SECURITIZATION INC AST 8.01,9.01 12/27/05 WACHOVIA CORP NEW NC 1.02,5.02,9.01 01/27/06 WAVE SYSTEMS CORP DE 8.01 01/30/06 WELLS FARGO & CO/MN DE 5.03,9.01 01/24/06 WESTAMERICA BANCORPORATION CA 8.01 01/26/06 WESTSTAR FINANCIAL SERVICES CORP NC 2.02,9.01 01/27/06 WHEELING ISLAND GAMING INC DE 5.02 01/26/06 WHOLESALE AUTO RECEIVABLES CORP DE 8.01,9.01 01/17/06 WHOLESALE AUTO RECEIVABLES CORP DE 8.01,9.01 01/17/06 WHOLESALE AUTO RECEIVABLES CORP DE 8.01,9.01 08/15/05 AMEND WHX CORP DE 1.01 01/24/06 Wilber CORP 8.01,9.01 01/27/06 Wright Express CORP 8.01,9.01 01/30/06 XM SATELLITE RADIO HOLDINGS INC DE 3.02,9.01 01/25/06 YARDVILLE NATIONAL BANCORP NJ 1.01 01/30/06 YUM BRANDS INC NC 1.01,5.02 01/30/06 ZANETT INC DE 8.01 01/26/06 ZIMMER HOLDINGS INC DE 2.02,9.01 01/30/06 ZORAN CORP \DE\ DE 2.02,9.01 01/30/06