SEC NEWS DIGEST Issue 2006-21 February 1, 2006 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS ADDITIONAL CLOSED MEETING - THURSDAY, FEBRUARY 2, 2006 - 2:00 P.M. The subject matter of the closed meeting scheduled for Thursday, February 2, will be: Formal orders of investigations; Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; and Amicus consideration. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact: The Office of the Secretary at (202) 551-5400. RULES AND RELATED MATTERS PRIVACY ACT SYSTEM OF RECORDS NOTICE The Commission issued a notice requesting comments on a proposed Privacy Act system of records, "Automated Emergency Notification System (SEC-53)." The purpose of the system is to provide high-speed message delivery that reaches all Commission personnel in response to threat alerts issued by the Department of Homeland Security, weather related emergencies or other critical situations that disrupt the operations and accessibility of a worksite. The system also provides for personnel accountability during an emergency. Publication of this notice is expected in the Federal Register during the week of February 6. (Rel. PA-35; File No. S7-04-06) INVESTMENT COMPANY ACT RELEASES AMERICAN CAPITAL STRATEGIES, LTD. A notice has been issued giving interested persons until February 27 to request a hearing on an application filed by American Capital Strategies, Ltd. for an order under Section 61(a)(3)(B) of the Investment Company Act approving applicant's 2000 Disinterested Director Stock Option Plan (Plan) and the grant of certain stock options under the Plan. (Rel. IC-27220 - January 31) SELF-REGULATORY ORGANIZATIONS IMMEDATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-NASD-2006-006) filed by the National Association of Securities Dealers to modify the hours of operation of Nasdaq's Brut System, has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected to in the Federal Register during the week of February 6. (Rel. 34-53187) A proposed rule change (SR-NFA-2005-02) filed by National Futures Association relating to its Compliance Rule 2-10 regarding recordkeeping has become effective under Section 19(b)(7) of the Securities Exchange Act of 1934. Publication of the proposal is expected to in the Federal Register during the week of February 6. (Rel. 34-53190) PROPOSED RULE CHANGES The Philadelphia Stock Exchange filed a proposed rule change (SR-Phlx- 2005-70) relating to the deletion of Phlx Rule 454, "Limitations on Members' Trading Because of Options, etc." Publication of the proposal is expected to in the Federal Register during the week of February 6. (Rel. 34-53188) The National Association of Securities Dealers filed a proposed rule change (SR-NASD-2006-007) pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 relating to position limits and position reporting obligations for conventional index and equity options. Publication of the proposal is expected to in the Federal Register during the week of February 6. (Rel. 34-53189) ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission granted accelerated approval to a proposed rule change (SR-Amex-2005-061) and Amendment No. 1 thereto submitted by the American Stock Exchange to list and trade options on various Russell Indexes. Publication of the proposal is expected to in the Federal Register during the week of February 6. (Rel. 34-53191) ORDER GRANTING EXEMPTION TO LIQUIDNET, INC. FROM CERTAIN PROVISIONS OF RULE 612 OF REGULATION NMS The Commission issued an order conditionally exempting Liquidnet, Inc. from Rule 612(a) of Regulation NMS with respect to any bid or offer, order, or indication of interest entered by a subscriber using the Liquidnet system's midpoint functionality. The exemption takes effect on Jan. 31, 2006. (Rel. 34-53193) DELISTING GRANTED An order has been issued granting the application of the New York Stock Exchange to strike from listing and registration the 10 7/8% series B cumulative convertible preferred stock, of CRIIMI MAE, Inc., effective at the opening of business on Jan. 31, 2006. (Rel. 34-53196) 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 VECTOR GROUP LTD, 100 S E SECOND ST, MIAMI, FL, 33131, 3055798000 - 0 ($124,040,000.00) Equity, (File 333-131393 - Jan. 31) (BR. 04C) S-3 SOMANETICS CORP, 1653 EAST MAPLE ROAD, TROY, MI, 48083, 2486893050 - 0 ($65,446,500.00) Equity, (File 333-131394 - Jan. 31) (BR. 10C) S-8 MEDICAL INFORMATION TECHNOLOGY INC, MEDITECH CIRCLE, WESTWOOD, MA, 02090, 781-821-3000 - 260,000 ($8,320,000.00) Equity, (File 333-131395 - Jan. 31) (BR. 03C) SB-2 PACIFICAP ENTERTAINMENT HOLDINGS INC, 9100 WILSHIRE BLVD, SUITE 400 W, BEVERLY HILLS, CA, 90212, 8584812207 - 203,250,000 ($1,165,000.00) Equity, (File 333-131396 - Jan. 31) (BR. 11A) S-8 AMERICAN BANCORP OF NEW JERSEY INC, 365 BROAD STREET, BLOOMFIELD, NJ, 07003-2798, 973 748-3600 - 902,607 ($6,877,862.00) Equity, (File 333-131397 - Jan. 31) (BR. 07) S-8 AMERICAN BANCORP OF NEW JERSEY INC, 365 BROAD STREET, BLOOMFIELD, NJ, 07003-2798, 973 748-3600 - 87,500 ($903,000.00) Equity, (File 333-131398 - Jan. 31) (BR. 07) S-8 IMMUCOR INC, 3130 GATWAY, PO BOX 5625, NORCROSS, GA, 30091, 770 441 2051 - 0 ($34,915,222.22) Equity, (File 333-131399 - Jan. 31) (BR. 01A) S-3 GREENWICH CAPITAL COMMERCIAL FUNDING CORP, 600 STEAMBOAT RD, GREENWICH, CT, 06830, 2036252756 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-131400 - Jan. 31) (BR. 07) S-8 TRANSMETA CORP, 3990 FREEDOM CIRCLE, 415-413-1880, SANTA CLARA, CA, 95054, 4089193000 - 0 ($16,218,718.17) Equity, (File 333-131402 - Jan. 31) (BR. 10C) S-8 MTI TECHNOLOGY CORP, 17595 CARTWRIGHT ROAD, IRVINE, CA, 92614, 9492511101 - 0 ($1,346,878.00) Equity, (File 333-131403 - Jan. 31) (BR. 03B) S-8 BALDWIN TECHNOLOGY CO INC, 2 TRAP FALLS ROAD, SUITE 402, SHELTON, CT, 06484, 2034021000 - 1,200,000 ($4,950,000.00) Equity, (File 333-131404 - Jan. 31) (BR. 10A) S-8 LEE SARA CORP, THREE FIRST NATIONAL PLZ, STE 4600, CHICAGO, IL, 60602, 3127262600 - 3,500,000 ($64,032,500.00) Equity, (File 333-131405 - Jan. 31) (BR. 04A) S-8 HEWLETT PACKARD CO, 3000 HANOVER ST, MS 1050, PALO ALTO, CA, 94304, 6508571501 - 696,382 ($20,257,752.00) Equity, (File 333-131406 - Jan. 31) (BR. 03C) S-4 Frontier Airlines Holdings, Inc., 7001 TOWER ROAD, DENVER, CO, 80249, (720) 374-4200 - 0 ($255,499,310.00) Equity, (File 333-131407 - Jan. 31) (BR. ) S-8 R H DONNELLEY CORP, 1001 WINSTEAD DRIVE, CARY, NC, 27513, 9198046000 - 2,527,251 ($159,216,813.00) Equity, (File 333-131408 - Jan. 31) (BR. 11B) S-1 KENEXA CORP, 650 EAST SWEDESFORD ROAD, 2ND FLOOR, WAYNE, PA, 19087, 6109719171 - 0 ($115,000,000.00) Equity, (File 333-131409 - Jan. 31) (BR. 03C) S-8 ALTRUST FINANCIAL SERVICES INC, 811 2ND AVENUE SW, CULLMAN, AL, 35055-4222, 256-737-7000 - 0 ($8,568,144.00) Equity, (File 333-131410 - Jan. 31) (BR. 07) SB-2 WESTSIDE ENERGY CORP, 4400 POST OAK PARKWAY, SUITE 2530, HOUSTON, TX, 77027, 7139792660 - 6,902,972 ($25,471,967.00) Equity, (File 333-131411 - Jan. 31) (BR. 04B) S-8 PLANTRONICS INC /CA/, 345 ENCINAL ST, SANTA CRUZ, CA, 95061-1802, 8314265858 - 0 ($45,225,000.00) Equity, (File 333-131412 - Jan. 31) (BR. 11C) S-1 UNIFIED WESTERN GROCERS INC, 5200 SHEILA STREET, COMMERCE, CA, 90040, 3232645200 - 0 ($50,000,000.00) Other, (File 333-131413 - Jan. 31) (BR. 02A) S-1 UNIFIED WESTERN GROCERS INC, 5200 SHEILA STREET, COMMERCE, CA, 90040, 3232645200 - 0 ($93,716,000.00) Equity, (File 333-131414 - Jan. 31) (BR. 02A) S-4 MASSEY ENERGY CO, 4 NORTH 4TH STREET, RICHMOND, VA, 23219, 9493492000 - 0 ($766,650,000.00) Equity, (File 333-131415 - Jan. 31) (BR. 04C) S-8 DYAX CORP, 0 ($7,237,837.00) Equity, (File 333-131416 - Jan. 31) (BR. 01A) S-1 Fortissimo Acquisition Corp., 14 HAMELACHA STREET, PARK AFEK, ROSH HA?AYIN, L3, 48091, 972-3-915-7400 - 0 ($85,933,444.00) Equity, (File 333-131417 - Jan. 31) (BR. ) S-1 Bronco Drilling Company, Inc., 14313 NORTH MAY AVENUE, SUITE 100, OKLAHOMA CITY, OK, 73134, 405.848.8807 - 3,450,000 ($101,395,500.00) Equity, (File 333-131420 - Jan. 31) (BR. 04) S-8 PERCEPTRON INC/MI, 47827 HALYARD DRIVE, PLYMOUTH, MI, 48170-2461, 3134144816 - 600,000 ($4,297,350.00) Equity, (File 333-131421 - Jan. 31) (BR. 10C) 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 ------------------------------------------------------------------------------------------------------- 21ST CENTURY HOLDING CO FL 1.01,5.02,9.01 01/31/06 AAR CORP DE 1.01,2.03,3.02,9.01 01/26/06 ACCESS INTEGRATED TECHNOLOGIES INC 5.02,9.01 01/26/06 ACCESS PHARMACEUTICALS INC DE 3.01,9.01 01/31/06 ACE LTD D0 1.01 01/31/06 ACG HOLDINGS INC DE 7.01,9.01 01/31/06 ACME COMMUNICATIONS INC DE 7.01 01/30/06 ACTEL CORP CA 2.02,9.01 01/31/06 ACTION PRODUCTS INTERNATIONAL INC FL 1.01,9.01 01/26/06 ACTUATE CORP DE 2.02,9.01 01/31/06 ACURA PHARMACEUTICALS, INC NY 1.01,9.01 01/31/06 ADAPTEC INC DE 2.02,9.01 01/31/06 Advance America, Cash Advance Centers DE 1.01,9.01 01/25/06 ADVANCED POWER TECHNOLOGY INC 2.02 10/03/05 AMEND ADVENT SOFTWARE INC /DE/ DE 2.02,9.01 01/31/06 ADVENTRX PHARMACEUTICALS INC DE 8.01,9.01 01/31/06 ADVO INC DE 8.01,9.01 01/31/06 AEP INDUSTRIES INC DE 2.02,9.01 01/30/06 ALABAMA POWER CO AL 8.01,9.01 01/31/06 ALBERTSONS INC /DE/ DE 1.01,9.01 01/26/06 ALL AMERICAN SEMICONDUCTOR INC DE 1.01,9.01 01/31/06 ALLIANCE ONE INTERNATIONAL, INC. VA 8.01 01/31/06 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 2.02,9.01 01/31/06 Alpha Natural Resources, Inc. DE 1.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-10CB 9.01 01/25/06 Alternative Loan Trust 2005-11CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-14 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-17 9.01 01/25/06 Alternative Loan Trust 2005-18CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-20CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-23CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-25T1 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-26CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-27 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-29CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-31 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-32T1 9.01 01/25/06 Alternative Loan Trust 2005-34CB 9.01 01/25/06 Alternative Loan Trust 2005-35CB 9.01 01/25/06 Alternative Loan Trust 2005-36 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-37T1 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-38 9.01 01/25/06 Alternative Loan Trust 2005-4 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-40CB 9.01 01/25/06 Alternative Loan Trust 2005-41 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-43 9.01 01/25/06 Alternative Loan Trust 2005-44 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-48T1 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-49CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-50CB 9.01 01/25/06 Alternative Loan Trust 2005-53T2 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-54CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-55CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-56 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-57CB 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-61 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-62 9.01 01/25/06 ALTERNATIVE LOAN TRUST 2005-63 9.01 01/25/06 Alternative Loan Trust 2005-65CB 9.01 01/25/06 Alternative Loan Trust 2005-70CB 9.01 01/25/06 Alternative Loan Trust 2005-71 9.01 01/25/06 Alternative Loan Trust 2005-74T1 9.01 01/25/06 Alternative Loan Trust 2005-75CB 9.01 01/25/06 Alternative Loan Trust 2005-76 9.01 01/25/06 Alternative Loan Trust 2005-81 9.01 01/25/06 Alternative Loan Trust 2005-82 9.01 01/25/06 Alternative Loan Trust 2005-84 9.01 01/25/06 Alternative Loan Trust 2005-9CB 9.01 01/25/06 Alternative Loan Trust 2005-AR1 9.01 01/25/06 Alternative Loan Trust 2005-J4 9.01 01/25/06 Alternative Loan Trust 2005-J7 9.01 01/25/06 Alternative Loan Trust 2006-J1 DE 9.01 01/30/06 Alternative Loan Trust Resecuritizati 9.01 01/25/06 ALTIGEN COMMUNICATIONS INC 2.02,9.01 01/25/06 ALTRIA GROUP INC VA 2.02,9.01 01/31/06 AMC ENTERTAINMENT INC DE 1.01,1.02,2.01,3.02,5.02,9.01 01/26/06 AMCORE FINANCIAL INC NV 5.02 01/30/06 AMERICAN BANCORP OF NEW JERSEY INC NJ 2.02,9.01 01/26/06 American Home Mortgage Investment Tru DE 8.01,9.01 04/25/05 AMEND AMERICAN HOME MORTGAGE INVESTMENT TRU DE 8.01,9.01 01/25/06 AMERICAN ITALIAN PASTA CO DE 1.01,1.02,5.02,9.01 01/25/06 AMERICAN SPECTRUM REALTY INC MD 5.02,9.01 01/27/06 AMERICAN STANDARD COMPANIES INC DE 2.02,7.01,9.01 01/31/06 AMERISTAR CASINOS INC NV 5.02 01/27/06 AMS HEALTH SCIENCES INC OK 5.02,9.01 01/25/06 ANGELICA CORP /NEW/ MO 1.01,9.01 01/27/06 APHTON CORP DE 3.01 01/27/06 APOLLO GOLD CORP 8.01,9.01 01/31/06 ARCHER DANIELS MIDLAND CO DE 2.02,9.01 12/31/05 ARCHIPELAGO HOLDINGS INC 2.02,8.01,9.01 01/31/06 ARKANSAS BEST CORP /DE/ DE 8.01,9.01 01/30/06 ARMOR HOLDINGS INC DE 2.02,9.01 01/31/06 ARMOR HOLDINGS INC DE 1.01 01/25/06 ART TECHNOLOGY GROUP INC DE 2.02,9.01 01/31/06 ASSET BACKED SECURITIES CORP DE 8.01,9.01 01/31/06 ASSOCIATED BANC-CORP WI 5.02 01/25/06 ATHEROS COMMUNICATIONS INC DE 1.02,8.01 01/30/06 ATMEL CORP DE 2.02,2.05,2.06,9.01 01/31/06 AUTHENTIDATE HOLDING CORP DE 1.01,1.02,5.02,7.01,9.01 01/26/06 AVATECH SOLUTIONS INC DE 1.01,1.02,2.03 01/27/06 AVON PRODUCTS INC NY 1.01 01/25/06 AVON PRODUCTS INC NY 1.01,9.01 01/25/06 AVONDALE INC GA 1.01,9.01 01/25/06 AXIS CAPITAL HOLDINGS LTD 5.02 01/30/06 BADGER STATE ETHANOL LLC WI 8.01 01/26/06 BAKER MICHAEL CORP PA 2.02,4.02,9.01 01/26/06 BANKATLANTIC BANCORP INC FL 7.01,9.01 01/30/06 BANKUNITED FINANCIAL CORP FL 1.01 01/27/06 BAR HARBOR BANKSHARES ME 2.02 01/31/06 BCB BANCORP INC 2.02,9.01 01/31/06 BEAR STEARNS COMPANIES INC DE 8.01,9.01 01/25/06 BEHRINGER HARVARD REIT I INC MD 9.01 01/31/06 AMEND BIMINI MORTGAGE MANAGEMENT INC MD 7.01,9.01 01/31/06 BLACK BOX CORP DE 2.02,9.01 01/31/06 Bois d Arc Energy, Inc. NV 8.01,9.01 01/31/06 Bootie Beer CORP FL 3.02 01/31/06 BOSTON PROPERTIES INC DE 2.02,9.01 01/30/06 BOSTON PROPERTIES LTD PARTNERSHIP 2.02,9.01 01/30/06 BOYD GAMING CORP NV 2.03,8.01,9.01 01/30/06 BROADCOM CORP CA 8.01,9.01 01/25/06 Brooklyn Federal Bancorp, Inc. X1 2.02,9.01 01/30/06 BURKE MILLS INC NC 4.01,9.01 01/30/06 BURLINGTON RESOURCES INC DE 1.01,9.01 01/25/06 BUSINESS OBJECTS S.A. 5.02,5.03,9.01 01/25/06 C-COR INC PA 1.01 12/31/05 CABLEVISION SYSTEMS CORP /NY DE 8.01 01/31/06 CACI INTERNATIONAL INC /DE/ DE 9.01 01/31/06 CALAVO GROWERS INC CA 4.02 01/30/06 CALGON CARBON CORPORATION DE 1.01 01/31/06 CALIFORNIA STEEL INDUSTRIES INC 2.02,9.01 01/31/06 CAMDEN NATIONAL CORP ME 2.02,9.01 01/31/06 CAMPBELL SOUP CO NJ 5.03,9.01 01/26/06 CANDELA CORP /DE/ DE 2.02 01/31/06 CAPITAL BANK CORP NC 2.02 01/31/06 CAPITOL BANCORP LTD MI 7.01 01/31/06 CAPSTEAD MORTGAGE CORP MD 5.03,9.01 01/26/06 CARAUSTAR INDUSTRIES INC NC 2.06 01/26/06 CARMIKE CINEMAS INC DE 5.02,9.01 01/31/06 CARRAMERICA REALTY CORP MD 1.01,9.01 01/25/06 CASTSM STEP-UP TRUST III DE 8.01 01/18/06 CASTSM STEP-UP TRUST III DE 8.01,9.01 01/15/06 CASTSM STEP-UP TRUST III DE 8.01,9.01 01/15/06 CASTSM STEP-UP TRUST III DE 8.01,9.01 01/15/06 CASTSM STEP-UP TRUST III DE 8.01,9.01 01/15/06 CASTSM STEP-UP TRUST III DE 8.01,9.01 01/15/06 CASTSM STEP-UP TRUST III DE 8.01,9.01 01/15/06 CASTSM STEP-UP TRUST III DE 8.01,9.01 01/15/06 CASTSM STEP-UP TRUST III DE 8.01,9.01 01/16/06 CASTSM STEP-UP TRUST III DE 8.01,9.01 01/15/06 CASUAL MALE RETAIL GROUP INC DE 7.01,9.01 01/30/06 CATALINA MARKETING CORP/DE DE 2.02,9.01 01/25/06 CBRL GROUP INC TN 7.01,9.01 01/31/06 CDW CORP IL 1.01 01/25/06 CENTRAL PACIFIC FINANCIAL CORP HI 1.01,1.02,8.01,9.01 01/25/06 CGI HOLDING CORP NV 3.01,9.01 01/27/06 CHADMOORE WIRELESS GROUP INC CO 9.01 01/31/06 CHASE MORTGAGE FINANCE CORP CHASEFLEX DE 8.01,9.01 01/25/06 Chase Mortgage Finance Trust Series 2 DE 8.01,9.01 01/25/06 ChaseFlex Trust Series 2005-2 DE 8.01,9.01 01/25/06 CHECKPOINT SYSTEMS INC PA 2.01,7.01,9.01 01/30/06 CHICAGO MERCANTILE EXCHANGE HOLDINGS DE 2.02 01/31/06 CHINA DIRECT TRADING CORP FL 1.01,3.02,5.02,9.01 01/26/06 CHIRON CORP DE 2.02,9.01 01/31/06 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 CHL Mortgage Pass-Through Trust 2005- DE 9.01 01/25/06 CHL Mortgage Pass-Through Trust 2006- 9.01 01/31/06 CHUBB CORP NJ 2.02,9.01 01/31/06 CHURCH & DWIGHT CO INC /DE/ DE 1.01 01/31/06 CINCINNATI FINANCIAL CORP OH 7.01,9.01 01/30/06 CINERGY CORP DE 2.02 01/31/06 CITADEL BROADCASTING CORP DE 7.01,9.01 01/31/06 CITIGROUP INC DE 9.01 01/31/06 CITIGROUP MORTGAGE LOAN TRUST INC., A 9.01 01/17/06 CLAIBORNE LIZ INC DE 8.01,9.01 01/26/06 CLAIRES STORES INC DE 7.01 01/30/06 CLEVELAND CLIFFS INC OH 7.01,9.01 01/31/06 CLIFTON SAVINGS BANCORP INC 2.02,9.01 01/27/06 COACHMEN INDUSTRIES INC IN 2.02,7.01,9.01 01/30/06 COACHMEN INDUSTRIES INC IN 2.02,7.01,9.01 01/30/06 AMEND COASTAL FINANCIAL CORP /DE DE 2.02,9.01 01/31/06 Cole Credit Property Trust II Inc MD 1.01,2.01,2.03,9.01 01/25/06 COLE KENNETH PRODUCTIONS INC NY 5.02 01/30/06 COLLEGIATE PACIFIC INC DE 1.01,9.01 01/27/06 COLONIAL PROPERTIES TRUST AL 2.02,7.01,9.01 01/31/06 COMBINATORX, INC DE 1.01,8.01,9.01 01/30/06 COMPETITIVE COMPANIES INC NV 5.02 05/05/05 COMPEX TECHNOLOGIES INC MN 1.01 01/25/06 COMPREHENSIVE CARE CORP DE 7.01 01/31/06 CONNETICS CORP DE 1.02,2.02,8.01,9.01 01/26/06 CONOR MEDSYSTEMS INC 5.02 01/31/06 CONSTELLATION ENERGY GROUP INC MD 2.02,9.01 01/30/06 COOPER CAMERON CORP DE 2.02,9.01 01/31/06 CORE MOLDING TECHNOLOGIES INC DE 8.01,9.01 01/31/06 CORINTHIAN COLLEGES INC 2.02 01/31/06 CORN PRODUCTS INTERNATIONAL INC DE 1.01,9.01 01/27/06 CORNELL COMPANIES INC DE 8.01,9.01 01/27/06 CORTS TRUST II FOR FORD NOTES DE 8.01,9.01 01/16/06 COUNTRYWIDE FINANCIAL CORP DE 2.02,9.01 01/31/06 Countrywide Home Loans 2005-J12 9.01 01/25/06 Countrywide Home Loans 2005-J5 9.01 01/25/06 Countrywide Home Loans 2005-J9 9.01 01/25/06 CREDIT ACCEPTANCE CORPORATION MI 2.02,9.01 01/27/06 CSS INDUSTRIES INC DE 2.02,9.01 01/30/06 CURAGEN CORP DE 1.01,9.01 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 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 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 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 TRUST 2005-HYB9 DE 9.01 01/25/06 CWALT INC - ALTERNATIVE LOAN TRUST 20 9.01 01/25/06 CWALT INC - ALTERNATIVE LOAN TRUST RE 9.01 01/25/06 CWALT Inc Mortgage Pass-Through Certi 9.01 01/25/06 CWALT Inc Mortgage Pass-Through Certi 9.01 01/25/06 CWALT Inc Mortgage Pass-Through Certi 9.01 01/25/06 CWALT, Inc. Alternative Loan Trust 20 9.01 01/25/06 CWALT, Inc. Alternative Loan Trust 20 9.01 01/25/06 CWALT, Inc. Alternative Loan Trust 20 9.01 01/25/06 CWMBS INC DE 8.01,9.01 01/31/06 CWMBS INC - CHL MORTGAGE PASS-THROUGH DE 9.01 01/25/06 CYMER INC NV 2.02,9.01 01/31/06 CYTEC INDUSTRIES INC/DE/ DE 7.01,9.01 01/31/06 CYTOKINETICS INC 2.02,9.01 01/31/06 DATASCOPE CORP DE 2.02,9.01 01/30/06 DELPHI CORP DE 2.06,7.01,9.01 01/26/05 DELPHI CORP DE 2.06,7.01,9.01 01/26/06 AMEND Dermisonics, Inc 7.01,9.01 01/27/06 DESERT CAPITAL REIT INC MD 5.02 01/31/06 DEVCON INTERNATIONAL CORP FL 7.01,9.01 01/31/06 DEVCON INTERNATIONAL CORP FL 3.01,7.01,9.01 01/25/06 DIEBOLD INC OH 2.02,9.01 01/31/06 DIEDRICH COFFEE INC CA 2.02 01/30/06 DIGITAS INC DE 2.01,9.01 01/31/06 DIONEX CORP /DE CA 1.01,2.02,9.01 01/31/06 DONALDSON CO INC DE 8.01 01/27/06 DOVER DOWNS GAMING & ENTERTAINMENT IN DE 1.01 01/25/06 DOVER MOTORSPORTS INC DE 1.01 01/25/06 DREW INDUSTRIES INC DE 8.01,9.01 01/30/06 DSP GROUP INC /DE/ DE 1.01,1.02,5.02 01/25/06 DUCKWALL ALCO STORES INC KS 1.01,9.01 01/27/06 DUKE REALTY CORP IN 1.01,2.03,9.01 01/25/06 DUKE REALTY CORP IN 5.03,8.01,9.01 01/31/06 DUKE REALTY LIMITED PARTNERSHIP/ IN 1.01,2.03,9.01 01/25/06 DYNEGY INC /IL/ IL 7.01,9.01 01/30/06 Eagle Bulk Shipping Inc. 1.01 01/28/06 EBANK FINANCIAL SERVICES INC GA 1.01 01/23/06 EDENTIFY, INC. NV 1.01,3.02,5.02 08/29/05 EDGAR ONLINE INC DE 8.01 01/30/06 EL PASO CORP/DE DE 8.01 01/31/06 ELECTRO OPTICAL SCIENCES INC /NY 1.01,5.02,7.01,9.01 01/25/06 ELECTROGLAS INC DE 5.02,9.01 01/30/06 Electronic Sensor Technology, Inc 1.02,3.02,5.02,9.01 01/25/06 ELECTRONICS FOR IMAGING INC DE 2.02,5.02,9.01 01/31/06 ELINE ENTERTAINMENT GROUP INC NV 4.01,9.01 01/07/06 AMEND ENCORE CAPITAL GROUP INC DE 7.01,9.01 01/31/06 ENCYSIVE PHARMACEUTICALS INC DE 1.01,9.01 01/31/06 ENESCO GROUP INC IL 8.01 01/31/06 Ensource Energy Income Fund LP DE 8.01,9.01 01/31/06 ENTERGY CORP /DE/ DE 2.02,7.01,9.01 01/31/06 ENTERPRISE BANCORP INC /MA/ MA 2.02,7.01,9.01 01/31/06 ENTERPRISE FINANCIAL SERVICES CORP DE 7.01,9.01 01/31/06 EPICOR SOFTWARE CORP DE 2.02,9.01 01/31/06 ev3 Inc. DE 1.01,9.01 01/27/06 EXCEL TECHNOLOGY INC DE 2.02,9.01 12/31/05 EXECUTE SPORTS INC NV 2.01,9.01 01/19/06 AMEND EXPEDITORS INTERNATIONAL OF WASHINGTO WA 7.01 01/31/06 EXPLORATION CO OF DELAWARE INC DE 7.01,9.01 01/30/06 EXPRESSJET HOLDINGS INC DE 1.01,9.01 01/31/06 EXTREME NETWORKS INC DE 1.01 01/25/06 FACTORY CARD OUTLET CORP DE 1.01 01/26/06 FAIRCHILD SEMICONDUCTOR INTERNATIONAL DE 5.05,9.01 01/30/06 FAIRPOINT COMMUNICATIONS INC DE 8.01 01/30/06 Federal Home Loan Bank of Boston X1 2.03 01/25/06 Federal Home Loan Bank of New York X1 2.03,8.01,9.01 01/25/06 Federal Home Loan Bank of San Francis X1 2.03 01/31/06 FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.01,9.01 01/31/06 FelCor Lodging Trust Inc MD 1.01,1.02,2.06 01/25/06 FIDELITY BANKSHARES INC DE 1.01,9.01 01/27/06 FIRST BUSEY CORP /NV/ NV 1.01 01/31/06 FIRST CHARTER CORP /NC/ NC 1.01 01/25/06 FIRST COMMUNITY FINANCIAL CORP PA 5.02 01/10/06 FIRST FINANCIAL HOLDINGS INC /DE/ DE 5.02,7.01,9.01 01/31/06 FIRST NATIONAL FUNDING LLC NE 8.01,9.01 01/17/06 FIRST NATIONAL LINCOLN CORP /ME/ ME 1.01 01/31/06 FIRST NORTHERN COMMUNITY BANCORP CA 2.02,7.01,9.01 12/31/05 FIRST OTTAWA BANCSHARES INC DE 2.02,9.01 01/31/06 FISERV INC WI 2.02,9.01 01/30/06 FLAGSTAR BANCORP INC MI 2.02,4.02,9.01 01/24/06 FLEXTRONICS INTERNATIONAL LTD 2.02,9.01 01/31/06 FLOW INTERNATIONAL CORP WA 1.01,9.01 01/31/06 FLUSHING FINANCIAL CORP DE 7.01,9.01 01/31/06 FNB CORP/FL/ FL 1.01 01/26/06 FORRESTER RESEARCH INC DE 4.02,9.01 01/26/06 FOXHOLLOW TECHNOLOGIES, INC. DE 5.02 01/25/06 FRANKLIN ELECTRIC CO INC IN 2.02,9.01 12/31/05 Fremont Home Loan Trust 2005-D DE 8.01,9.01 12/27/05 AMEND FRONTIER AIRLINES INC /CO/ CO 1.01,9.01 01/31/06 FULLER H B CO MN 1.01,7.01,9.01 01/30/06 FURNITURE BRANDS INTERNATIONAL INC DE 2.02,8.01,9.01 01/31/06 G REIT INC MD 1.01,2.03,9.01 01/25/06 G&K SERVICES INC MN 2.02,9.01 01/31/06 GALLAGHER ARTHUR J & CO DE 2.02,9.01 01/31/06 GATEWAY FINANCIAL HOLDINGS INC NC 2.02,8.01,9.01 01/23/06 AMEND GE-WMC Asset-Backed Pass Through Cert 9.01 01/25/06 GE-WMC Asset-Backed Pass-Through Cert 9.01 01/25/06 GELSTAT CORP MN 5.02 01/26/06 GENCORP INC OH 1.01 01/23/06 GENERAL DEVICES INC DE 1.01,2.01,3.02,5.01,9.01 01/23/06 AMEND GENERAL EMPLOYMENT ENTERPRISES INC IL 2.02,9.01 01/30/06 GeNOsys, Inc. UT 7.01,8.01,9.01 01/31/06 GENSYM CORP DE 1.01,1.02,9.01 01/25/06 GENTIVA HEALTH SERVICES INC DE 7.01,9.01 01/31/06 GEOTEC THERMAL GENERATORS INC FL 1.01 01/31/06 GILEAD SCIENCES INC DE 1.01 01/25/06 Global General Technologies, Inc. NV 1.01,9.01 01/26/06 GOLDEN OVAL EGGS LLC 7.01,9.01 01/31/06 GOODYEAR TIRE & RUBBER CO /OH/ OH 2.02,8.01,9.01 01/30/06 Google Inc. DE 2.02,9.01 01/31/06 GOUVERNEUR BANCORP INC DE 5.02,9.01 01/26/06 GRACO INC MN 2.02 01/30/06 GRAMERCY CAPITAL CORP MD 8.01,9.01 01/27/06 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 01/27/06 Green Plains Renewable Energy, Inc. IA 1.01,2.03 01/26/06 GREENHILL & CO INC 1.01,2.02,9.01 01/26/06 GREENWICH CAPITAL ACCEPTANCE INC DE 8.01 01/31/06 GREENWICH DSLA MORTGAGE LOAN TRUST 20 DE 8.01,9.01 11/21/05 AMEND GROUP 1 AUTOMOTIVE INC DE 4.02 01/30/06 GUARDIAN TECHNOLOGIES INTERNATIONAL I DE 5.02,8.01,9.01 01/31/06 HAEMONETICS CORP MA 2.02,9.01 01/31/06 HALLIBURTON CO DE 2.02 01/30/06 HANOVER INSURANCE GROUP, INC. DE 2.02,9.01 01/30/06 HARDINGE INC NY 8.01,9.01 01/27/06 HARSCO CORP DE 2.02 01/31/06 HARTE HANKS INC DE 2.02,9.01 01/31/06 HARTE HANKS INC DE 1.01,7.01,9.01 01/25/06 HARTFORD FINANCIAL SERVICES GROUP INC DE 2.02,9.01 01/26/06 HAWAIIAN ELECTRIC INDUSTRIES INC HI 2.02,8.01 01/30/06 HEALTH MANAGEMENT ASSOCIATES INC DE 1.01 01/30/06 HECLA MINING CO/DE/ DE 1.01,2.01 01/31/06 HENRY JACK & ASSOCIATES INC DE 8.01,9.01 01/30/06 HILFIGER TOMMY CORP 8.01,9.01 01/31/06 HILLENBRAND INDUSTRIES INC IN 1.01,9.01 01/31/05 HILTON HOTELS CORP DE 2.02,9.01 01/31/06 HINES REAL ESTATE INVESTMENT TRUST IN 8.01 01/31/06 HOLLIS EDEN PHARMACEUTICALS INC /DE/ DE 8.01,9.01 01/31/06 HOME FEDERAL BANCORP INC 2.02,9.01 01/31/06 Horizon Holding CORP DE 5.02 01/31/06 HOST MARRIOTT L P DE 1.01,9.01 01/30/06 HUDSON VALLEY HOLDING CORP NY 2.02,8.01,9.01 01/30/06 HUNT J B TRANSPORT SERVICES INC AR 2.02,9.01 01/30/06 HURCO COMPANIES INC IN 4.01,9.01 01/26/06 I TRAX INC DE 5.02 01/25/06 IA GLOBAL INC DE 2.03,3.02,5.05,9.01 01/24/06 AMEND IHOP CORP DE 8.01,9.01 01/31/06 ILLINOIS TOOL WORKS INC DE 2.02,9.01 12/31/05 IMMUNOGEN INC MA 8.01,9.01 01/27/06 IMS HEALTH INC DE 2.02,9.01 01/31/06 INFINIUM LABS INC DE 1.01,2.03,3.02,9.01 01/25/06 INFOCUS CORP OR 2.02,9.01 01/31/06 INFORMATICA CORP DE 1.01,2.01,9.01 01/26/06 INTERGRAPH CORP DE 1.01,9.01 01/31/06 INTERNAL HYDRO INTERNATIONAL INC NV 5.02 01/27/06 INTERNATIONAL BUSINESS MACHINES CORP NY 5.02 01/31/06 INTERNATIONAL FLAVORS & FRAGRANCES IN NY 5.03 01/31/06 International Power Group, Ltd. DE 5.02 01/11/06 International Securities Exchange, In DE 2.02,9.01 01/31/06 INTERNET SECURITY SYSTEMS INC/GA DE 2.02,5.02,9.01 01/31/06 INX Inc DE 2.01,9.01 01/26/06 IOMEGA CORP DE 1.01 01/25/06 ITT EDUCATIONAL SERVICES INC DE 2.02,4.02 01/27/06 J&J SNACK FOODS CORP NJ 8.01,9.01 01/31/06 JEFFERSON PILOT CORP NC 1.01,9.01 01/26/06 JETBLUE AIRWAYS CORP DE 5.02 09/15/05 AMEND JOHNSON CONTROLS INC WI 1.01 01/25/06 JONES LANG LASALLE INC MD 2.02,9.01 01/31/06 JOURNAL REGISTER CO DE 1.01,2.03,9.01 01/25/06 KANA SOFTWARE INC DE 1.01,3.03,5.03,8.01,9.01 01/26/06 KANSAS CITY SOUTHERN DE 7.01,9.01 01/30/06 KELLOGG CO DE 2.02 01/31/06 KENEXA CORP 1.01 01/27/06 KENEXA CORP 2.01,9.01 01/13/06 AMEND KEY TRONIC CORP WA 2.02,9.01 01/31/06 KEYNOTE SYSTEMS INC DE 2.02,9.01 01/31/06 KFX INC DE 1.01,8.01,9.01 01/31/06 KILROY REALTY CORP MD 2.02,9.01 01/30/06 KINDER MORGAN ENERGY PARTNERS L P DE 7.01 01/31/06 KINDER MORGAN INC KS 7.01 01/31/06 KINDER MORGAN MANAGEMENT LLC DE 7.01 01/31/06 KNIGHT RIDDER INC FL 2.02,9.01 01/31/06 KUSHNER LOCKE CO CA 8.01,9.01 01/31/06 L 3 COMMUNICATIONS HOLDINGS INC DE 2.02,9.01 01/31/06 LABARGE INC DE 7.01,9.01 01/31/06 LANCER CORP /TX/ TX 8.01,9.01 01/31/06 LANVISION SYSTEMS INC DE 1.01,9.01 01/27/06 LAWRENCE CONSULTING GROUP INC 8.01 01/24/06 LAWRENCE CONSULTING GROUP INC 3.02,5.01,5.02,5.03,5.06,9.01 01/25/06 LEADIS TECHNOLOGY INC DE 2.02,9.01 01/31/06 LEINER HEALTH PRODUCTS INC DE 2.02,9.01 01/31/06 Liberty Global, Inc. DE 2.02,7.01 01/30/06 LINCOLN NATIONAL CORP IN 1.01,9.01 01/26/06 LIPID SCIENCES INC/ AZ 8.01 01/27/06 LITE KING CORP NY 4.01 09/30/02 LITTLEFIELD CORP DE 2.02 01/26/06 LITTLEFIELD CORP DE 8.01 01/30/06 LOEWS CORP DE 8.01,9.01 01/31/06 LOGICVISION INC DE 2.02,9.01 01/31/06 LOWRANCE ELECTRONICS INC DE 1.01,8.01,9.01 01/29/06 LSB CORP 1.01,2.02,3.03,5.02,9.01 01/26/06 MACERICH CO MD 1.01,9.01 01/26/06 Marquee Holdings Inc. DE 1.01,1.02,2.01,3.02,5.02,9.01 01/26/06 MARTEN TRANSPORT LTD DE 1.01,9.01 01/25/06 MATERIAL SCIENCES CORP DE 9.01 06/20/05 AMEND MAUI GENERAL STORE INC NY 1.01,9.01 01/24/06 MAXTOR CORP DE 2.02,8.01,9.01 01/25/06 Medical Media Television, Inc. FL 2.01,2.03,3.02,9.01 11/16/05 MEDICSIGHT INC DE 5.02 01/31/06 MEDIWARE INFORMATION SYSTEMS INC NY 2.02,9.01 01/31/06 MENDOCINO BREWING CO INC CA 4.01,9.01 12/30/05 AMEND MENTOR CORP /MN/ MN 1.01 01/31/06 AMEND MERCK & CO INC NJ 2.02,9.01 01/31/06 METROMEDIA INTERNATIONAL GROUP INC DE 7.01,8.01,9.01 01/31/06 MGIC INVESTMENT CORP WI 1.01,5.02,5.03,9.01 01/25/06 MICROFIELD GROUP INC OR 1.01,7.01,9.01 10/17/05 AMEND MIDDLEBURG FINANCIAL CORP VA 2.02,9.01 01/27/06 MOD PAC CORP NY 1.01,5.02,9.01 01/31/06 MOHEGAN TRIBAL GAMING AUTHORITY 2.02,9.01 01/31/06 MOLINA HEALTHCARE INC DE 2.02,9.01 01/31/06 MOLINA HEALTHCARE INC DE 1.01,9.01 01/26/06 AMEND Mortgage Pass-Through Certificates, S 9.01 01/25/06 MortgageIT Holdings, Inc. MD 7.01 01/31/06 MPOWER HOLDING CORP DE 1.01 01/31/06 MRU HOLDINGS INC DE 5.02,9.01 01/25/06 MULTI FINELINE ELECTRONIX INC 1.01,9.01 01/25/06 MVC CAPITAL, INC. DE 8.01 01/30/06 NATIONAL ATLANTIC HOLDINGS CORP NJ 8.01 01/30/06 National City Credit Card Master Note DE 8.01,9.01 01/17/06 NATIONAL CITY CREDIT CARD MASTER TRUS 8.01,9.01 01/17/06 NATIONAL PENN BANCSHARES INC PA 1.01 01/26/06 NATIONWIDE FINANCIAL SERVICES INC/ DE 8.01,9.01 01/30/06 NATIONWIDE LIFE INSURANCE CO OH 8.01,9.01 01/30/06 NDS GROUP PLC X0 2.02 01/31/06 NELNET INC NE 2.02 01/31/06 NEOWARE INC DE 1.01,9.01 01/25/06 NETLOGIC MICROSYSTEMS INC 1.01 01/25/06 NEW CENTURY FINANCIAL CORP MD 1.01,9.01 01/25/06 NEW JERSEY RESOURCES CORP NJ 1.01,9.01 01/25/06 NEWTEK BUSINESS SERVICES INC NY 8.01,9.01 01/31/06 NEXITY FINANCIAL CORP DE 2.02,7.01,9.01 01/26/06 NISOURCE INC/DE DE 1.01,2.02,7.01,9.01 01/27/06 NORTH CENTRAL BANCSHARES INC IA 2.02,9.01 01/31/06 NORTH EUROPEAN OIL ROYALTY TRUST DE 2.02,9.01 01/31/06 NOVA COMMUNICATIONS LTD NV 5.03,9.01 01/27/06 NTL INC DE 8.01,9.01 01/31/05 NUVELO INC DE 2.04,8.01,9.01 01/30/06 NYMEX HOLDINGS INC DE 8.01 01/30/06 OCCIDENTAL PETROLEUM CORP /DE/ DE 8.01 01/30/06 OCEAN WEST HOLDING CORP DE 2.03,9.01 01/26/06 OLD NATIONAL BANCORP /IN/ IN 2.02,4.02,9.01 01/25/06 ONEIDA FINANCIAL CORP DE 2.02 01/30/06 OPEN SOLUTIONS INC DE 1.01 01/25/06 OPTICARE HEALTH SYSTEMS INC DE 1.01,9.01 01/25/06 OPTICARE HEALTH SYSTEMS INC DE 1.01,2.03,9.01 01/25/06 OPTION ONE MORTGAGE LOAN TRUST 2006-1 DE 8.01,9.01 01/31/06 ORACLE CORP /DE/ DE 3.02,5.03,9.01 01/31/06 ORTHOLOGIC CORP DE 2.02,9.01 01/31/06 OVERSTOCK COM INC UT 1.01,9.01 01/23/06 AMEND P&F INDUSTRIES INC DE 1.02 01/25/06 PACCAR INC DE 2.02,9.01 01/31/06 PACIFIC CAPITAL BANCORP /CA/ CA 1.01,9.01 01/24/06 PACIFIC PREMIER BANCORP INC DE 2.02,9.01 01/31/06 PACIFIC SANDS INC NV 8.01 01/30/06 PARAGON TECHNOLOGIES INC PA 8.01,9.01 01/26/06 PATHMARK STORES INC DE 1.01,2.05 01/23/06 PATIENT INFOSYSTEMS INC DE 1.01,2.01,2.03,2.06,3.02, 01/25/06 4.01,5.01,5.02,5.03 PENNSYLVANIA COMMERCE BANCORP INC 8.01 01/31/06 PEOPLES COMMUNITY BANCORP INC /MD/ MD 2.02,9.01 01/30/06 PEPSI BOTTLING GROUP INC DE 2.02,9.01 01/31/06 PETROHAWK ENERGY CORP DE 1.01 01/25/06 PHARMOS CORP NV 1.01,8.01,9.01 01/25/06 PHELPS DODGE CORP NY 2.02,9.01 01/31/06 PIONEER NATURAL RESOURCES CO DE 7.01,9.01 01/30/06 PIXELWORKS INC OR 2.02,5.02,9.01 01/27/06 PLAINS EXPLORATION & PRODUCTION CO DE 7.01,9.01 01/27/06 PLANETOUT INC DE 1.01,9.01 01/26/06 PLANGRAPHICS INC CO 1.01,8.01,9.01 01/09/06 PLX TECHNOLOGY INC DE 2.02,9.01 01/31/06 PNM RESOURCES INC NM 2.02,9.01 12/31/05 POLAR MOLECULAR HOLDING CORP IA 7.01,9.01 01/26/06 POPE & TALBOT INC /DE/ DE 2.05 01/25/06 POPULAR INC 7.01,9.01 01/31/06 PORTRAIT CORP OF AMERICA, INC. 5.02 01/25/06 POWERCOLD CORP NV 5.02 01/27/06 PRAECIS PHARMACEUTICALS INC DE 1.01 01/26/06 PRIMEDIA INC DE 2.01,9.01 11/15/05 AMEND PRINCIPAL FINANCIAL GROUP INC DE 1.01 01/25/06 ProUroCare Medical Inc. NV 1.01,9.01 01/25/06 Provident Funding Mortgage Loan Trust DE 8.01,9.01 05/25/05 AMEND Provident Funding Mortgage Loan Trust DE 8.01,9.01 07/25/05 AMEND QMED INC DE 2.02,9.01 01/27/06 QUANTUM CORP /DE/ DE 2.02,9.01 01/31/06 QUICKLOGIC CORPORATION CA 1.01 01/26/06 QUICKSILVER RESOURCES INC DE 8.01,9.01 01/30/06 RADVIEW SOFTWARE LTD 1.01,8.01 01/26/06 Rand Acquisition CORP DE 1.01,9.01 01/27/06 REDOX TECHNOLOGY CORP DE 5.02 01/25/06 REEBOK INTERNATIONAL LTD MA 2.01,3.01,3.03,5.01,5.02 01/31/06 REGENERON PHARMACEUTICALS INC NY 8.01 01/31/06 REGIONS FINANCIAL CORP DE 7.01,9.01 01/31/06 RESOURCES CONNECTION INC DE 5.02,9.01 01/30/06 REX STORES CORP DE 8.01 01/26/06 RIVERVIEW BANCORP INC WA 8.01,9.01 01/30/06 Roebling Financial Corp, Inc. 1.01,8.01,9.01 01/30/06 ROWAN COMPANIES INC DE 8.01,9.01 01/27/06 SALISBURY BANCORP INC CT 5.02 01/30/06 SALIX PHARMACEUTICALS LTD 8.01,9.01 01/31/06 SANTA FE ENERGY TRUST TX 2.02,7.01,9.01 01/31/06 Saxon Asset Securities Trust 2005-4 VA 8.01 01/26/06 SCHMITT INDUSTRIES INC OR 2.02,9.01 01/31/06 SCHWAB CHARLES CORP DE 5.02 01/26/06 SCS TRANSPORTATION INC DE 1.01,9.01 01/28/06 Searchlight Minerals Corp. NV 3.02,9.01 01/18/06 Securus Technologies, Inc. DE 1.01,1.02,9.01 01/25/06 SELECT COMFORT CORP 8.01 01/31/06 SELECT COMFORT CORP 2.02,9.01 01/31/06 SELECTIVE INSURANCE GROUP INC NJ 2.02,9.01 01/31/06 SELIGMAN QUALITY MUNICIPAL FUND INC MD 7.01,9.01 01/31/06 SELIGMAN SELECT MUNICIPAL FUND INC MD 7.01,9.01 01/31/06 SENTO CORP UT 2.02,9.01 01/31/06 SEPRACOR INC /DE/ DE 2.02,9.01 01/31/06 SHAW GROUP INC LA 1.01,9.01 01/27/06 SHUFFLE MASTER INC MN 8.01 01/25/06 SIERRA PACIFIC RESOURCES /NV/ NV 8.01 01/26/06 SIGMATEL INC DE 2.02,8.01,9.01 01/25/06 SILICON GRAPHICS INC DE 2.02,9.01 01/31/06 SIMPSON MANUFACTURING CO INC /CA/ DE 8.01 01/27/06 SKYTERRA COMMUNICATIONS INC DE 8.01,9.01 01/31/06 SKYWEST INC UT 5.02 01/25/06 SMART VIDEO TECHNOLOGIES INC 3.02,9.01 01/30/06 SMITH & WOLLENSKY RESTAURANT GROUP IN DE 1.01,2.03,9.01 01/27/06 SOLUTIA INC DE 7.01,9.01 01/31/06 SOMANETICS CORP MI 2.02,9.01 01/31/06 SOMANETICS CORP MI 1.01 01/27/06 SOUNDVIEW HOME LOAN TRUST 2005-4, ASS DE 2.01,8.01,9.01 12/05/05 SOUTHERN MISSOURI BANCORP INC MO 2.02,9.01 01/27/06 SOUTHWEST BANCORP INC OK 2.02,7.01,9.01 01/30/06 Spectrum Brands, Inc. WI 2.02,9.01 01/31/06 SPIRIT FINANCE CORP 8.01,9.01 01/26/06 Standard Aero Holdings Inc. DE 1.02,9.01 01/25/06 STANLEY FURNITURE CO INC/ DE 2.02,7.01,9.01 01/30/06 STATION CASINOS INC NV 2.02 01/31/06 STERIS CORP OH 2.02,8.01,9.01 01/25/06 STEWART & STEVENSON SERVICES INC TX 1.01,1.02,2.01,5.02,9.01 01/25/06 STRATAGENE CORP DE 2.02,7.01,9.01 01/27/06 Structured Asset Mortgage Investments DE 8.01,9.01 12/27/05 AMEND Structured Asset Mortgage Investments DE 8.01,9.01 11/25/05 AMEND Structured Asset Mortgage Investments DE 8.01,9.01 10/25/05 AMEND Structured Asset Mortgage Investments DE 8.01,9.01 09/26/05 AMEND Structured Asset Mortgage Investments DE 8.01,9.01 08/25/05 AMEND STRUCTURED ASSET SECURITIES CORP DE 8.01 01/31/06 STRUCTURED ASSET SECURITIES CORP DE 8.01 01/31/06 STRUCTURED ASSET SECURITIES CORP DE 8.01,9.01 01/31/06 STRUCTURED ASSET SECURITIES CORP DE 8.01,9.01 01/31/06 Structured Asset Securities Corp. 200 DE 9.01 01/25/06 STRUCTURED PROD CORP CORTS TR II FOR DE 8.01,9.01 01/15/06 STRUCTURED PROD CORP CORTS TRUST III DE 8.01,9.01 01/15/06 STRUCTURED PRODUCTS CORP CORTS R TR F DE 8.01,9.01 01/15/06 STRUCTURED PRODUCTS CORP CORTS R TR F DE 8.01,9.01 01/15/06 STRUCTURED PRODUCTS CORP CORTS R TRUS DE 8.01,9.01 01/15/06 STRUCTURED PRODUCTS CORP CORTS TRUST DE 8.01,9.01 01/15/06 STRUCTURED PRODUCTS CORP TIERS PRI PR DE 8.01,9.01 01/15/06 STRUCTURED PRODUCTS CORP TRUST IV FOR DE 8.01,9.01 01/15/06 SULPHCO INC NV 1.01,9.01 01/30/06 SUMMUS INC DE 8.01,9.01 01/31/06 SUNAIR SERVICES CORP FL 8.01,9.01 01/27/06 SUNTRUST BANKS INC GA 2.02,7.01,9.01 01/31/06 SUPERGEN INC DE 1.01,9.01 01/26/06 SYMANTEC CORP DE 2.02,9.01 01/31/06 TAG IT PACIFIC INC DE 5.02 01/26/06 TALBOTS INC DE 1.01,9.01 01/26/06 TAYLOR CAPITAL GROUP INC DE 5.02 01/26/06 TECO ENERGY INC FL 1.01,2.02,5.02,9.01 01/25/06 TELEDYNE TECHNOLOGIES INC DE 7.01,9.01 01/27/06 TEMPLE INLAND INC DE 1.01 01/27/06 TEMPUR PEDIC INTERNATIONAL INC DE 1.01 01/26/06 TETON ENERGY CORP DE 1.01,2.01,7.01,8.01,9.01 01/27/06 TF FINANCIAL CORP DE 1.01,2.02,9.01 01/26/06 THERMA WAVE INC DE 2.02,9.01 01/31/06 THERMOGENESIS CORP DE 1.01,7.01,9.01 01/30/06 THORATEC CORP CA 2.02 01/31/06 TIDEL TECHNOLOGIES INC DE 1.01,9.01 01/12/06 AMEND TIGER TELEMATICS INC DE 1.01,1.03,3.02,9.01 01/31/06 TIME WARNER INC DE 1.01 01/25/06 TITANIUM METALS CORP DE 7.01,9.01 01/30/06 TLC VISION CORP A6 8.01,9.01 01/31/06 TORVEC INC NY 3.02 01/31/06 TRANSACTION SYSTEMS ARCHITECTS INC DE 2.02,7.01,9.01 01/31/06 TRANSOCEAN INC E9 7.01,9.01 01/31/06 TRANSWITCH CORP /DE DE 1.01,9.01 01/31/06 TRIPATH IMAGING INC DE 2.02,9.01 01/31/06 TRIZETTO GROUP INC DE 1.01 01/01/06 TRUSTMARK CORP MS 8.01,9.01 01/31/06 TUPPERWARE BRANDS CORP DE 2.02,9.01 01/30/06 TURINCO INC NV 4.01,9.01 01/25/06 TWEETER HOME ENTERTAINMENT GROUP INC DE 2.02,9.01 01/26/06 AMEND TYLER TECHNOLOGIES INC DE 8.01 01/31/06 ULTRALIFE BATTERIES INC DE 7.01,9.01 01/31/06 UNICA CORP 2.02,9.01 01/31/06 UNION LIGHT HEAT & POWER CO KY 2.01 01/25/06 UNISOURCE ENERGY CORP AZ 8.01 01/30/06 UNITED PAN AM FINANCIAL CORP CA 2.02,9.01 01/26/06 UNITED SECURITY BANCSHARES CA 2.01 01/31/06 UNITED STATES STEEL CORP DE 8.01,9.01 01/31/06 UNITED SURGICAL PARTNERS INTERNATIONA DE 1.01,8.01,9.01 01/27/06 UNIVERSAL HEALTH SERVICES INC DE 8.01,9.01 01/30/06 USG CORP DE 2.02 01/30/06 AMEND UTAH MEDICAL PRODUCTS INC UT 8.01 01/31/06 VALERO ENERGY CORP/TX DE 2.02,9.01 01/31/06 VARIAN MEDICAL SYSTEMS INC DE 2.02,9.01 01/27/06 VENTURE FINANCIAL GROUP INC WA 2.02,9.01 01/31/06 VIKING SYSTEMS INC NV 8.01 01/24/06 Village Bank & Trust Financial Corp. 2.02,9.01 01/27/06 VINEYARD NATIONAL BANCORP CA 8.01,9.01 01/31/06 VION PHARMACEUTICALS INC DE 1.01,9.01 01/25/06 Vistula Communications Services, Inc. DE 1.01,3.02,9.01 01/27/06 VITAL SIGNS INC NJ 2.02,9.01 01/31/06 VNUS MEDICAL TECHNOLOGIES INC 1.01 01/31/06 Vyta Corp NV 3.03,8.01,9.01 01/31/06 W HOLDING CO INC PR 8.01,9.01 01/30/06 WACHOVIA CORP NEW NC 1.02,5.02,9.01 01/31/06 WACHOVIA PREFERRED FUNDING CORP DE 5.02,9.01 01/31/06 WARREN RESOURCES INC MD 7.01,9.01 01/31/06 WARWICK VALLEY TELEPHONE CO NY 2.02,8.01,9.01 01/31/06 WATERFORD GAMING LLC DE 8.01 01/31/06 WAYNE SAVINGS BANCSHARES INC /DE/ DE 2.02,9.01 01/30/06 WEBSENSE INC DE 2.02,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND I GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND II GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND II-OW GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND III L P GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND IV L P GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND IX LP GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND V L P GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND VI L P GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND VII L P GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND VIII LP GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND X L P GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND XI L P GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND XII LP GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND XIII L P GA 7.01,8.01,9.01 01/31/06 WELLS REAL ESTATE FUND XIV LP GA 7.01,9.01 01/31/06 WELLSFORD REAL PROPERTIES INC MD 1.01,2.01 01/31/06 WELLSTONE FILTERS INC /DE/ DE 1.01,2.03,9.01 01/25/06 WEST PHARMACEUTICAL SERVICES INC PA 1.02,2.04,7.01 01/27/06 WESTBANK CORP MA 2.02,9.01 01/31/06 WESTCORP /CA/ CA 2.02,8.01,9.01 01/31/06 WFS FINANCIAL INC CA 2.02,8.01,9.01 01/31/06 WINTRUST FINANCIAL CORP IL 1.01 01/26/06 WITNESS SYSTEMS INC DE 2.02 01/31/06 WorldSpace, Inc DE 7.01,9.01 01/30/06 WPS RESOURCES CORP WI 2.02,9.01 01/31/06 WPT ENTERPRISES INC 1.01,7.01,9.01 01/25/06 WVS FINANCIAL CORP PA 8.01,9.01 01/31/06 WYETH DE 2.02,9.01 01/31/06 X RITE INC MI 1.01,5.02,9.01 01/30/06 XATA CORP /MN/ MN 2.02 01/31/06 XFONE INC NV 8.01,9.01 01/31/06 XFONE INC NV 4.01,9.01 01/18/06 AMEND XL CAPITAL LTD 1.01,5.02,9.01 01/27/06 XYBERNAUT CORP DE 1.01,9.01 01/31/06 YARDVILLE NATIONAL BANCORP NJ 2.02,9.01 12/31/05 YARDVILLE NATIONAL BANCORP NJ 1.01,5.02,5.03,8.01,9.01 12/31/05 Zann Corp NV 8.01 01/31/06 ZHONE TECHNOLOGIES INC DE 2.02,9.01 01/31/06 ZORAN CORP \DE\ DE 1.01,9.01 01/26/06