SEC NEWS DIGEST Issue 2006-40 March 1, 2006 COMMISSION ANNOUNCEMENTS FEE RATE ADVISORY #6 FOR FISCAL YEAR 2006 Pursuant to Section 31(j)(2) of the Securities Exchange Act of 1934, the Commission has determined that a mid-year adjustment to the Section 31 fee rate for fiscal year 2006 is not required. As a result, the Section 31 fee rate for fiscal 2006 will remain at the current rate of $30.70 per million. The Section 31 assessment charge on round turn transactions in security futures also will remain at $0.009 per transaction. The Commission will announce the fiscal year 2007 fee rate under Section 31 of the Securities Exchange Act of 1934 no later than April 30, 2006. The new rate will become effective on Oct. 1, 2006, or 30 days after the date on which a regular appropriation to the Commission for fiscal year 2007 is enacted, whichever date comes later. (Press Rel. 2006-31) RULES AND RELATED MATTERS MUTUAL FUND REDEMPTION FEES On February 28, the Commission issued a release proposing amendments to Rule 22c-2 under the Investment Company Act, the redemption fee rule. The rule, which the Commission adopted in 2005, requires most mutual funds to enter into agreements with intermediaries (such as broker-dealers) that hold shares on behalf of other investors in so called "omnibus accounts." These agreements must provide funds access to information about transactions in these accounts to enable the funds to enforce restrictions on market timing and similar abusive transactions. The rule has a compliance date of Oct. 16, 2006. The amendments to Rule 22c 2 that the Commission is proposing would clarify the operation of the rule and reduce the number of intermediaries with which funds must negotiate information-sharing agreements. The amendments are designed to address issues that came to the Commission's attention after it adopted the rule. Comments on the proposed amendments are due by April 10, 2006. The full text of the proposing release will be posted to the SEC Web site as soon as possible. (Rel. IC-27255; File No. S7-06-06; File No. 4-512) ENFORCEMENT PROCEEDINGS SEC v. KIRK WRIGHT, ET AL. The Commission announced that on February 27 it filed a complaint and an emergency application for a temporary restraining order and other relief in the Northern District of Georgia to halt an ongoing offering fraud involving the sale of investments in seven hedge funds by an Atlanta-based promoter and investment advisers controlled by him. The defendants are Kirk S. Wright (Wright); International Management Associates, LLC (IMA) and International Management Associates Advisory Group, LLC (IMA Advisory) and seven hedge funds; International Management Associates Platinum Group, LLC (Platinum I), International Management Associates Emerald Fund, LLC (Emerald Fund), International Management Associates Taurus Fund, LLC, International Management Associates Growth & Income Fund, LLC, International Management Associates Sunset Fund, LLC; Platinum II Fund, LP (Platinum II), and Emerald II Fund, LP. IMA and IMA Advisory are investment advisers in Atlanta, Georgia, owned and operated by Wright and others. The complaint alleges that from February 1997 to the present, approximately $115 million, and as much as $185 million, was raised from up to 500 investors through the fraudulent investment scheme. IMA and IMA Advisory, through Wright, have been providing investors with quarterly statements that misrepresented both the amount of assets in the respective funds and the rates of return obtained by them. In fact, by 2005, the assets of the funds had been largely dissipated, and this fact was not disclosed to the investors of the funds. The complaint further alleges that Wright produced for certain investors account statements purportedly from a securities broker-dealer, showing over $155 million in securities in four accounts for August 2005, when in fact the first three accounts did not exist, and the fourth account number pertained to an account unrelated to the defendants. The complaint also alleges that account statements and summaries which Wright displayed to an investor's representative reflecting the balances of Platinum I, Platinum II and Emerald Funds as of Dec. 30, 2005, were fabricated and reflected assets which the funds did not possess at that time. On February 27, the Honorable Charles A. Pannell, U.S. District Judge for the Northern District of Georgia, entered an order temporarily restraining and enjoining the defendants from future violations of Sections 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and enjoining Wright, IMA, and IMA Advisory from future violations of Sections 206(1) and 206(2) of the Investment Advisers Act of 1940. The order also appointed a receiver for all of the defendants except Wright, and provides for expedited discovery and prohibits destruction of documents. The Commission seeks permanent injunctions against future violations, an accounting and disgorgement of ill-gotten gains plus prejudgment interest and civil penalties. [SEC v. Kirk S. Wright, International Management Associates, LLC; International Management Associates Advisory Group, LLC; International Management Associates Platinum Group, LLC; International Management Associates Emerald Fund, LLC; International Management Associates Taurus Fund, LLC; International Management Associates Growth & Income Fund, LLC; International Management Associates Sunset Fund, LLC; Platinum II Fund, LP; and Emerald II Fund, LP, Civil Action No. 1:06-CV-0438, NDGA] (LR-19581) CRAIG BROWN AND MERVYN PHELAN, JR. PERMANENTLY ENJOINED IN SEC FRAUD ACTION The Commission announced today that on February 22 in the Commission's Freedom Surf market manipulation action, the U.S. District Court in Salt Lake City permanently enjoined two defendants, Craig H. Brown and Mervyn A. Phelan, Jr. (Phelan Jr.), from violating the antifraud and registration provisions of the federal securities laws, specifically, Section 10(b) of the Securities Exchange Act of 1934 and Exchange Act Rule 10b-5, and Sections 5(a) and 5(c) of the Securities Act of 1933. Each defendant was also permanently barred from participating in any offerings of penny stock; and Brown was additionally barred from serving as an officer or director for any public company. Brown and Phelan Jr., respectively residents of Orange and Los Angeles Counties, California, consented to the entry of the judgments against them without admitting or denying the allegations in the Commission's complaint. The Commission's complaint, filed on Sept. 30, 2002, alleges, in part, that Brown and Phelan Jr. aided and abetted Phelan Jr.'s father, defendant Mervyn A. Phelan, Sr. (Phelan Sr.), one of the coordinators of the manipulative scheme, which lasted from at least July through October 2000. The Commission alleged that Phelan Sr. sought to control the amount of Freedom Surf securities that entered the market while the other architect of the scheme, defendant Allen Wolfson, manipulated the public trading market for Freedom Surf securities in order to artificially increase the price of the securities. Wolfson then sold a block of Freedom Surf securities at a discount to a retail broker, which in turn marked up the securities and sold them to investors. Brown and Phelan Jr. also participated in unregistered sales of Freedom Surf securities between March and July 2001 out of certain accounts they controlled. In January 2004, Phelan Jr. pled guilty to securities fraud charges in criminal proceedings related to this action, and in March 2004, was sentenced to a prison term of fifteen months, which he has completed. In March 2004, Brown likewise pled guilty to securities fraud charges in criminal proceedings related to this action, and in August 2004, was sentenced to a prison term of five months, which he is currently serving. For more information about this case, see the Commission's Litigation Release No. 17756, dated Sept. 30, 2002; Litigation Release No. 18486, dated Dec. 3, 2003; Litigation Release No. 18230, dated July 14, 2003; Litigation Release No. 18646, dated March 29, 2004; Litigation Release No. 19054, dated Jan. 27, 2005; Litigation Release No. 19201, dated April 21, 2005. [SEC v. Allen Z. Wolfson, et al., 2:02 CV-1086 (TC) (D. Utah)] (LR-19582) COMMISSION SETTLES FRAUD CHARGES AGAINST FORMER ATTORNEY JEROME L. WILSON FOR INVOLVEMENT IN CONNECTICUT TREASURER'S OFFICE SCANDAL The Commission announced today that, on February 21 the Connecticut federal district court entered a final judgment against Jerome L. Wilson, 74, of Essex, Connecticut, in connection with a wide-ranging kickback scheme involving the investment of Connecticut state pension fund money. The final judgment permanently enjoins Wilson, a retired attorney formerly with the New York City firm of Rogers & Wells, LLP, from violating the antifraud provisions of the federal securities laws and orders him to pay a civil penalty in the amount of $50,000. In October 2000, the Commission filed a civil fraud action against Wilson, former Connecticut state treasurer Paul J. Silvester, two private equity firms, three of their officers and four other individuals involved in the fraudulent scheme. The complaint alleged that, during 1998, Wilson aided and abetted a portion of the scheme in which Silvester awarded investments of hundreds of millions of dollars of state pension fund money in exchange for lucrative fees paid by the private equity firms to Silvester's friends and political associates. According to the complaint, Silvester, who served as treasurer from July 1997 until January 1999, solicited, among others, Landmark Partners, Inc., a private equity firm, to pay substantial finder's fees to Ben F. Andrews, Jr., a political associate of Silvester. In order to secure the state's investment of $150 million of pension fund money, Landmark agreed to pay Andrews $1.5 million, and Andrews agreed to kick back part of this finder's fee to Silvester. According to the complaint, Wilson, who was Landmark's attorney, knew that he was participating in a quid pro quo by arranging for a finder's fee to be paid to someone at Silvester's direction for a transaction that was already underway, and that Andrews and another friend of Silvester, Christopher A. Stack, were paid a substantial fee for essentially doing no work. Wilson provided substantial assistance to Silvester and Landmark by arranging for Andrews and Stack to be inserted into the Landmark deal and by arranging for his law firm to act as a conduit for payments from Landmark to Andrews and Stack. Andrews was specifically enjoined from violating Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and Sections 206(1) and 206(2) of the Investment Advisers Act of 1940. The amount Andrews was ordered to disgorge represents the amount of the finder's fees he actually received, $250,000, plus prejudgment interest of $132,834.79. All but one of the defendants have previously settled with the Commission in that action, and the Commission's case remains pending against Charles Spadoni. Wilson, without admitting or denying the allegations contained in the Commission's complaint, consented to the entry of final judgment permanently enjoining him from violating Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and Sections 206(1) and 206(2) of the Investment Advisers Act of 1940. The Commission has previously obtained final judgments against all but one of the defendants in that action, and its case remains pending against Charles B. Spadoni, a former vice-president and general counsel of Triumph Capital Group, Inc. [SEC v. Paul J. Silvester, et al., Civil Action No. 3:00CV1941 (EBB) (D. Ct.)] (LR-19583) DEFAULT PERMANENT INJUNCTION ASSESSED AGAINST HARRIS BALLOW The Commission announced that on February 22 the U.S. District Court for the Southern District of Texas entered a default judgment against Defendant Harris D. Ballow, a four-time convicted felon. In its complaint, the Commission alleged that Ballow, along with twelve other individuals, carried out a manipulation of two stocks, EpicEdge, Inc., and EVTC, Inc. Ballow was charged with violating the antifraud provisions of the federal securities laws, the stock ownership reporting provisions, the securities registration provisions and sold restricted stock. By order of the court, Ballow is permanently restrained and enjoined him from violating, directly or indirectly, Sections 5 and 17(a) of the Securities Act of 1933 (Securities Act), Section 10(b), of the Securities Exchange Act of 1934 ("Exchange Act"), Rule 10b-5 thereunder, Rule 102 of Regulation M and Sections 13(d)(1) and 16(a) and Rule 16a-3 thereunder. The Court also ordered Ballow to pay disgorgement in the amount of $14,304,973.00 and a civil penalty in the amount of $14,304,973.00. [SEC v. Carl R. Rose, Lawrence A. Clasby, et al., Civil Action No. H-04-CV-2799] (LR-19584) INVESTMENT COMPANY ACT RELEASES ING LIFE INSURANCE AND ANNUITY COMPANY, ET AL. A notice has been issued giving interested persons until March 27 to request a hearing on an application filed by ING Life Insurance and Annuity Company, et al. Applicants seek an order pursuant to Section 26(c) of the Investment Company Act to permit the substitution of securities issued by certain registered investment companies for shares of certain other registered investment companies. Applicants also request an order of the Commission exempting them from Section 17(a) of the Act to the extent necessary to permit them to carry out certain of the proposed substitutions that involve in-kind transfers. (Rel. IC-27253 - February 28) SELF-REGULATORY ORGANIZATIONS ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission granted accelerated approval to a proposed rule change (SR-PCX-2006-11) submitted by the Pacific Exchange requiring Archipelago Securities, L.L.C. to enter two-sided quotes. Publication is expected in the Federal Register during the week of February 27, 2006. (Rel. 34-53370) PROPOSED RULE CHANGE The Chicago Board Options Exchange filed a proposed rule change (SR- CBOE-2005-112) seeking permanent approval of a pilot program relating to market-maker access to the Exchange's Hybrid Automatic Execution System. Publication is expected in the Federal Register during the week of March 6. (Rel. 34-53377) APPROVAL OF PROPOSED RULE CHANGES The Commission approved a proposed rule change (SR-NYSE-2005-77) and Amendment Nos. 1, 3, and 5 thereto and noticed and granted accelerated approval of Amendment Nos. 6 and 8, submitted by the New York Stock Exchange relating to the NYSE's business combination with Archipelago Holdings, Inc. Publication is expected in the Federal Register during the week of March 6. (Rel. 34-53382) The Commission approved a proposed rule change (SR-PCX-2005-134) and Amendment No. 1, and noticed and granted accelerated approval of Amendment No. 2, submitted by the Pacific Exchange relating to the merger of Archipelago Holdings, Inc. and New York Stock Exchange, Inc. Publication is expected in the Federal Register during the week of March 6. (Rel. 34-53383) The Commission approved a proposed rule change (SR-PCX-2005-135) submitted under Section 19(b)(1) of the Securities Exchange Act of 1934 by the Pacific Exchange relating to exposure of orders in the PCX Plus Crossing Mechanism. Publication is expected in the Federal Register during the week of March 6. (Rel. 34-53384) The Commission approved a proposed rule change (SR-Amex-2005-110), submitted under Rule 19b-4 of the Securities Exchange Act of 1934 by the American Stock Exchange relating to specialist clerks. Publication is expected in the Federal Register during the week of March 6. (Rel. 34-53386) WITHDRAWAL SOUGHT A notice has been issued giving interested persons until March 22 to comment on the application of MEDTOX Scientific, Inc. to withdraw its common stock, $.15 par value, from listing and registration on the American Stock Exchange. (Rel. 34-53364) 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-8 TIME WARNER INC, ONE TIME WARNER CENTER, NEW YORK, NY, 10019, 2124848000 - 5,000,000 ($87,650,000.00) Equity, (File 333-132070 - Feb. 28) (BR. 05C) SB-2 LEXICON UNITED INC, ONE WORLD TRADE CENTER, 85TH FLOOR, NEW YORK, NY, 10048, 2128290905 - 2,001,250 ($2,001,250.00) Equity, (File 333-132071 - Feb. 28) (BR. 09B) S-3ASR LONGVIEW FIBRE CO, P O BOX 639, 300 FIBRE WAY, LONGVIEW, WA, 98632, 3604251550 - 0 ($230,000,000.00) Equity, 0 ($150,000,000.00) Non-Convertible Debt, (File 333-132072 - Feb. 28) (BR. 03B) S-4 VALOR COMMUNICATIONS GROUP INC, 201 E JOHN CARPENTER FREEWAY, SUITE 200, IRVING, TX, 75062, 9723731000 - 0 ($3,721,091,432.52) Equity, (File 333-132073 - Feb. 28) (BR. 11B) S-3ASR LEGG MASON INC, 100 LIGHT ST, BALTIMORE, MD, 21202-1476, 4105390000 - 12,493,451 ($1,696,610,645.80) Equity, (File 333-132074 - Feb. 28) (BR. 07A) SB-2 ELECTRONIC CONTROL SECURITY INC, 790 BLOOMFIELD AVENUE, BLDG C1 - STE 1, CLIFTON, NJ, 07012, 9735478555 - 4,122,855 ($5,548,183.00) Equity, (File 333-132075 - Feb. 28) (BR. 11C) S-4 FIRST HORIZON PHARMACEUTICAL CORP, 6195 SHILOH ROAD, ,, ALPHARETTA, GA, 30005, 0 ($146,250,000.00) Debt, (File 333-132077 - Feb. 28) (BR. 09A) S-3 OYO GEOSPACE CORP, 7007 PINEMONT DR., HOUSTON, TX, 77040, 7139864444 - 300,000 ($12,144,000.00) Equity, (File 333-132078 - Feb. 28) (BR. 10C) S-8 Focus Media Holding LTD, 28-30/F, ZHAO FENG WORLD TRADE BUILDING, 369 JIANGSU ROAD, SHANGHAI, F4, 100032, 86 21 3212 4661 - 0 ($30,967,139.00) ADRs/ADSs, (File 333-132079 - Feb. 28) (BR. 11C) S-1 SYNCHRONOSS TECHNOLOGIES INC, 1525 VALLEY CENTER PARKWAY, BETHLEHEM, PA, 18017, 6108145498 - 0 ($75,000,000.00) Equity, (File 333-132080 - Feb. 28) (BR. 03) SB-2 AEROTELESIS INC, 1554 S SEPULVEDA BLVD, SUITE 118, LOS ANGELES, CA, 90025, (310) 235-1727 - 36,440,636 ($21,864,381.60) Equity, (File 333-132081 - Feb. 28) (BR. 11B) SB-1 SLOPESTYLE CORP, 1111 HUGHES COURT, WYLIE, TX, 75098, 972-442-4314 - 1,000,000 ($500,000.00) Other, (File 333-132082 - Feb. 28) (BR. 09) S-8 INTERNATIONAL BARRIER TECHNOLOGY INC/, 900 W HASTINGS ST STE 900, VANCOUVER BC CANADA, A1, 2,904,732 ($1,825,576.08) Equity, (File 333-132088 - Feb. 28) (BR. 06B) S-8 SIEMENS AKTIENGESELLSCHAFT, WITTELSBACHERPLATZ 2 D-80333 MUNICH, FEDERAL REPUBLIC OF GERMANY, GERMANY, I9, 00000, 4908963634840 - 0 ($787,530,235.00) Equity, (File 333-132089 - Feb. 28) (BR. 11A) S-8 LITFUNDING CORP, 3700 PECOS MCLEOD, SUITE 100, LAS VEGAS, NV, 89121, (702)317-1610 - 6,000,000 ($840,000.00) Equity, (File 333-132090 - Feb. 28) (BR. 07B) S-8 STEEL TECHNOLOGIES INC, 15415 SHELBYVILLE RD, LOUISVILLE, KY, 40253, 5022452110 - 300,000 ($8,427,000.00) Equity, (File 333-132091 - Feb. 28) (BR. 06C) SB-2 CHINA MEDIA NETWORKS INTERNATIONAL INC., 580 SECOND STREET, SUITE 102, ENCINITAS, CA, 92024, 7602302300 - 10,004,002 ($30,012,006.00) Equity, (File 333-132093 - Feb. 28) (BR. 11A) SB-2 LOCATEPLUS HOLDINGS CORP, 100 CUMMINGS CENTER, SUITE 235M, BEVERLY, MA, 01915, 978-921-2727 - 2,634,708 ($7,508,918.00) Equity, (File 333-132094 - Feb. 28) (BR. 03A) S-3ASR COMMERCIAL NET LEASE REALTY INC, 450 S ORANGE AVE, SUITE 900, ORLANDO, FL, 32801, 4074237348 - 0 ($0.00) Equity, (File 333-132095 - Feb. 28) (BR. 08A) S-8 MICROSOFT CORP, ONE MICROSOFT WAY #BLDG 8, NORTH OFFICE 2211, REDMOND, WA, 98052, 4258828080 - 0 ($85,000,000.00) Equity, (File 333-132100 - Feb. 28) (BR. 03A) S-3ASR HEXCEL CORP /DE/, TWO STAMFORD PLAZA, 281 TRESSER BLVD., 16TH FLOOR, STAMFORD, CT, 06901, 203-969-0666 - 0 ($517,742,948.52) Equity, (File 333-132101 - Feb. 28) (BR. 06A) S-8 REDENVELOPE INC, 0 ($1,919,000.00) Equity, (File 333-132102 - Feb. 28) (BR. 02C) S-3ASR COMMERCIAL NET LEASE REALTY INC, 450 S ORANGE AVE, SUITE 900, ORLANDO, FL, 32801, 4074237348 - 0 ($270,120,000.00) Equity, (File 333-132103 - Feb. 28) (BR. 08A) S-3ASR ABBOTT LABORATORIES, 100 ABBOTT PARK ROAD, D-322 AP6D, ABBOTT PARK, IL, 60064-3500, 8479376100 - 0 ($0.00) Debt, (File 333-132104 - Feb. 28) (BR. 01A) F-3ASR MITSUBISHI UFJ FINANCIAL GROUP INC, 7-1 MARUNOUCHI 2-CHOME, CHIYODA-KU, TOKYO, M0, 100-8330, 2125301784 - 0 ($0.00) Equity, (File 333-132105 - Feb. 28) (BR. 07C) S-3 CWCapital Commercial Funding Corp., ONE CHARLES RIVER PLACE, 63 KENDRICK STREET, NEEDHAM, MA, 02494, 781-707-9300 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-132106 - Feb. 28) (BR. ) SB-2 Somebox, Inc., 54 LUDLOW STREET, 4TH FLOOR, NEW YORK, NY, 10002, 646-244-4021 - 1,300,000 ($13,000.00) Equity, (File 333-132107 - Feb. 28) (BR. ) S-3 NOMURA ASSET ACCEPTANCE CORP, 2 WORLD FIN'L CNTR - BLDG B 21ST FLR, NEW YORK, NY, 10281, 2126679300 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-132108 - Feb. 28) (BR. 05D) S-3 Nomura Home Equity Loan, Inc., 2 WORLD FINANCIAL CENTER, 21ST FLOOR, NEW YORK, NY, 10281, (212) 667-9300 - 0 ($1,000,000.00) Asset-Backed Securities, (File 333-132109 - Feb. 28) (BR. 05D) 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 NAME OF ISSUER CODE 8K ITEM NO. DATE COMMENT ------------------------------------------------------------------------------------------------------- 21ST CENTURY INSURANCE GROUP CA 1.01 02/24/06 724 SOLUTIONS INC 8.01,9.01 02/27/06 ABLE ENERGY INC DE 1.01 02/28/06 ABRAXAS PETROLEUM CORP NV 1.01,7.01,9.01 02/24/06 ABX AIR INC 1.01 02/22/06 ACE LTD D0 1.01 02/22/06 ACUSPHERE INC DE 1.01,2.03,9.01 02/24/06 AFFILIATED MANAGERS GROUP INC DE 3.03,9.01 02/24/06 AFFYMETRIX INC DE 8.01 02/28/06 ALEXANDERS J CORP TN 1.01 02/22/06 ALIGN TECHNOLOGY INC DE 8.01 02/28/06 ALION SCIENCE & TECHNOLOGY CORP DE 8.01,9.01 02/27/06 ALLEGHENY TECHNOLOGIES INC DE 1.01 02/22/06 Alternative Loan Trust 2006-8T1 9.01 02/27/06 Alternative Loan Trust 2006-OA1 9.01 02/28/06 AMEDIA NETWORKS, INC. DE 1.01,3.02,9.01 02/22/06 AMEDISYS INC DE 2.02,5.02,9.01 02/22/06 AMEDISYS INC DE 2.02 02/23/06 AMERICAN BUSINESS CORP CO 1.01 02/22/06 AMERICAN INDEPENDENCE CORP DE 1.01,8.01,9.01 02/28/06 AMERICAN INDEPENDENCE CORP DE 1.01,8.01,9.01 02/28/06 AMEND AMERICAN MORTGAGE ACCEPTANCE CO MA 2.02,9.01 12/31/05 AMERICAN TECHNICAL CERAMICS CORP DE 8.01 02/08/06 AMERICAN VANGUARD CORP DE 3.01,8.01,9.01 02/24/06 Ameriquest Mortgage Securities Trust DE 8.01,9.01 02/08/06 AMERISAFE INC TX 2.02,7.01,9.01 02/28/06 AMERUS GROUP CO/IA IA 2.02,7.01,9.01 02/28/06 AMREIT TX 8.01,9.01 02/28/06 ANADIGICS INC DE 7.01,9.01 02/28/06 ANALEX CORP NY 1.01,9.01 02/22/06 ANALEX CORP NY 2.02 12/31/05 ANGELCITI ENTERTAINMENT INC /FL/ NV 1.01,7.01,9.01 02/24/06 ANNTAYLOR STORES CORP DE 1.01,2.02,7.01,9.01 02/28/06 ANTARES PHARMA INC MN 1.01,9.01 01/25/06 APOLLO GROUP INC AZ 2.02,9.01 02/28/06 APOLLO INVESTMENT CORP MD 5.02 02/28/06 APPLEBEES INTERNATIONAL INC DE 7.01 02/28/06 APPLICA INC FL 8.01,9.01 02/28/06 ARBITRON INC DE 1.01,9.01 02/22/06 ARES CAPITAL CORP MD 2.02,7.01,9.01 02/28/06 ARGENT SECURITIES INC., ASSET-BACKED 8.01,9.01 02/15/06 ARROW ELECTRONICS INC NY 5.02,8.01,9.01 02/28/06 ARROWHEAD RESEARCH CORP DE 1.01,9.01 02/23/06 ARVINMERITOR INC IN 8.01,9.01 02/27/06 Asset Backed Securities CORP Home Equ DE 8.01,9.01 02/28/06 ASTEC INDUSTRIES INC TN 2.02 12/31/05 ASTORIA FINANCIAL CORP DE 2.02,9.01 02/28/06 ASV INC /MN/ MN 8.01,9.01 02/28/06 ATHEROGENICS INC GA 2.02,8.01,9.01 12/31/05 ATLANTIS PLASTICS INC FL 1.01,1.02,9.01 02/21/06 AURORA GOLD CORP DE 5.02,9.01 02/27/06 AUTODESK INC DE 2.02,9.01 02/28/06 AUTONATION INC /FL DE 4.02 02/27/06 AVERY DENNISON CORPORATION DE 1.01 02/22/06 AVIGEN INC \DE DE 1.01 02/22/06 AXESSTEL INC NV 2.02,9.01 02/28/06 AZTEC OIL & GAS, INC. NV 1.01,2.01 02/24/06 BACK YARD BURGERS INC DE 1.01,1.02,3.01,5.02,9.01 02/27/06 BACK YARD BURGERS INC DE 2.02,2.06,9.01 02/24/06 BAKER HUGHES INC DE 1.01 02/24/06 Banc of America Funding 2006-2 Trust DE 9.01 02/27/06 Banc of America Funding 2006-B Trust DE 9.01 02/28/06 BANK HOLDINGS NV 1.01 02/24/06 BARNABUS ENERGY, INC. NV 5.02 05/15/05 BARNES & NOBLE INC DE 8.01 02/28/06 BARRETT BUSINESS SERVICES INC MD 5.02 02/23/06 BARRY R G CORP /OH/ OH 2.02,9.01 02/28/06 BB&T CORP NC 8.01 02/28/06 BEAR STEARNS ASSET BACKED SECURITIES DE 9.01 02/28/06 BELDEN CDT INC. DE 1.01,9.01 02/22/06 BELL MICROPRODUCTS INC CA 2.05 11/17/05 AMEND BIOMARIN PHARMACEUTICAL INC DE 1.01,8.01 02/22/06 BIOSPHERE MEDICAL INC DE 1.01,9.01 02/22/06 BISYS GROUP INC DE 1.01,9.01 02/27/06 BJS WHOLESALE CLUB INC DE 2.02,9.01 02/28/06 BLACK GARDENIA CORP NV 1.01,5.01,5.02 02/28/06 BLACKBOARD INC DE 1.01,2.01,2.03,7.01,9.01 02/28/06 BLAIR CORP DE 5.02,9.01 02/24/06 BLUE RIDGE REAL ESTATE CO PA 1.01,9.01 02/15/06 BRAVO RESOURCE PARTNERS LTD 1.01 02/28/06 BRE PROPERTIES INC /MD/ MD 8.01,9.01 02/28/06 BRINKS CO VA 8.01 02/28/06 BRUNSWICK CORP DE 8.01,9.01 02/28/06 BUILD A BEAR WORKSHOP INC DE 5.02,7.01,9.01 02/28/06 Builders FirstSource, Inc. DE 5.02 02/27/06 BULLDOG TECHNOLOGIES INC NV 1.01,7.01,9.01 02/24/06 CALLON PETROLEUM CO DE 8.01,9.01 02/27/06 CAMINOSOFT CORP CA 1.01,3.02 02/24/06 CAPITAL CITY BANK GROUP INC FL 5.02 02/26/06 CAPITALSOURCE INC DE 1.01 02/22/06 CARPENTER TECHNOLOGY CORP DE 1.02,7.01 02/28/06 CBRL GROUP INC TN 7.01,9.01 02/28/06 CBS CORP DE 1.01 02/22/06 CELADON GROUP INC DE 7.01,9.01 02/27/06 Centennial Bank Holdings, Inc. DE 1.01,5.05,9.01 02/22/06 CENTERPOINT ENERGY INC 2.02,8.01,9.01 02/28/06 CENTRAL VIRGINIA BANKSHARES INC VA 5.02 02/21/06 CERADYNE INC DE 7.01,9.01 02/27/06 CERADYNE INC DE 2.02,9.01 02/28/06 CERADYNE INC DE 7.01,9.01 02/28/06 CH2M HILL COMPANIES LTD OR 1.01 02/28/06 CHARTER COMMUNICATIONS INC /MO/ DE 2.02,9.01 12/31/05 CHECKERS DRIVE IN RESTAURANTS INC /DE DE 7.01,9.01 02/27/06 CHESAPEAKE ENERGY CORP OK 5.02,9.01 02/22/06 CHESAPEAKE UTILITIES CORP DE 2.02,9.01 02/27/06 CHEVRON CORP DE 1.01 02/22/06 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD 9.01 01/31/06 CHINA DIGITAL MEDIA CORP NV 1.01 02/22/06 CHINA DIRECT TRADING CORP FL 2.02,9.01 02/27/06 CHINA DIRECT TRADING CORP FL 3.03,5.03,9.01 02/19/06 AMEND CHINA EDUCATION ALLIANCE INC. NC 4.01 01/18/06 China Health Holding, Inc. NV 8.01,9.01 02/28/06 CHIQUITA BRANDS INTERNATIONAL INC NJ 1.01 02/22/06 CHL Mortgage Pass-Through Trust 2006- 9.01 02/28/06 CHL Mortgage Pass-Through Trust 2006- 9.01 02/28/06 CIBER INC DE 1.01 02/23/06 CIGNA CORP DE 7.01 02/28/06 CIGNA CORP DE 1.01 02/22/06 CINCINNATI BELL INC OH 7.01,9.01 02/28/06 CISCO SYSTEMS INC CA 1.01 02/23/06 CITIGROUP INC DE 9.01 02/27/06 Citigroup Mortgage Loan Trust 2006-AR 9.01 02/27/06 Citigroup Mortgage Loan Trust 2006-WF 9.01 02/13/06 CITIZENS BANKING CORP MI 2.02,9.01 02/28/06 CITIZENS COMMUNICATIONS CO DE 1.01,9.01 02/28/06 CLECO CORP LA 2.02,9.01 12/31/05 COBRA ELECTRONICS CORP DE 1.01,5.05,9.01 02/22/06 COCA COLA BOTTLING CO CONSOLIDATED /D DE 1.01,9.01 02/22/06 Cogdell Spencer Inc. MD 2.02,9.01 02/28/06 Cogent, Inc. DE 2.02,9.01 02/28/06 COLLAGENEX PHARMACEUTICALS INC DE 1.01 02/22/06 COLLAGENEX PHARMACEUTICALS INC DE 2.02,9.01 02/28/06 COLLECTORS UNIVERSE INC DE 7.01,9.01 02/27/06 COLLEGIATE FUNDING SERVICES INC DE 8.01,9.01 02/28/06 COLUMBUS MCKINNON CORP NY 8.01 02/28/06 COMARCO INC CA 1.01,3.03,8.01,9.01 02/24/06 COMCAST CORP PA 8.01,9.01 02/27/06 COMMONWEALTH TELEPHONE ENTERPRISES IN PA 2.02,9.01 02/28/06 COMMSCOPE INC DE 2.02,9.01 02/28/06 COMMUNITY CENTRAL BANK CORP MI 7.01 02/28/06 CONSTELLATION ENERGY GROUP INC MD 1.01,9.01 02/23/06 CONVERA CORP DE 3.02,9.01 02/22/06 Cord Blood America, Inc. FL 2.02,7.01,9.01 02/28/06 COST PLUS INC/CA/ CA 1.01,1.02,9.01 02/22/06 COVANCE INC DE 1.01,9.01 02/23/06 CREATIVE VENDING CORP FL 1.01,9.01 07/13/05 CRESTED CORP CO 8.01 02/27/06 CRM Holdings, Ltd. 8.01,9.01 02/28/06 CROSS A T CO RI 2.02 12/31/05 CROWN CASTLE INTERNATIONAL CORP DE 1.01,5.02,9.01 02/22/06 CWMBS INC DE 9.01 02/28/06 CWMBS INC DE 9.01 02/28/06 DAVE & BUSTERS INC MO 8.01,9.01 02/28/06 DCAP GROUP INC DE 7.01,9.01 02/27/06 DECKERS OUTDOOR CORP DE 2.02,9.01 02/28/06 DEERE JOHN RECEIVABLES INC DE 8.01,9.01 02/28/06 DELPHI CORP DE 7.01,9.01 02/28/06 DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 02/27/06 DISCOVER CARD MASTER TRUST I DE 8.01,9.01 02/28/06 DJ ORTHOPEDICS INC DE 1.01,9.01 02/27/06 DNAPRINT GENOMICS INC UT 1.01 02/22/06 DOMINION HOMES INC OH 2.02,7.01,8.01,9.01 02/27/06 DST SYSTEMS INC DE 1.01,9.01 02/23/06 DUNE ENERGY INC DE 9.01 12/16/05 AMEND DUQUESNE LIGHT HOLDINGS INC PA 1.01 02/22/06 EARTHLINK INC DE 8.01 02/24/06 EASYLINK SERVICES CORP DE 1.01,2.02,3.03,9.01 02/22/06 EATON VANCE CORP MD 9.01 01/31/06 EDWARDS A G INC DE 1.01 02/22/06 EL PASO ELECTRIC CO /TX/ TX 1.01 02/23/06 ELITE FLIGHT SOLUTIONS INC DE 1.01,3.02,8.01,9.01 02/14/06 EMAK Worldwide, Inc. DE 5.02,9.01 02/23/06 EMDEON CORP DE 2.02,7.01,8.01,9.01 02/28/06 Emerge Capital Corp DE 1.01,3.02,9.01 02/11/06 ENDO PHARMACEUTICALS HOLDINGS INC DE 7.01,9.01 02/28/06 ENDWAVE CORP DE 1.01,5.02,9.01 02/27/06 ENESCO GROUP INC IL 8.01,9.01 02/28/06 ENTRAVISION COMMUNICATIONS CORP DE 1.01,9.01 02/27/06 ENZON PHARMACEUTICALS INC DE 2.02,9.01 02/28/06 Epic Bancorp 1.01,5.02,8.01,9.01 02/28/06 EQUICAP INC CA 4.01,9.01 02/28/06 ESCALON MEDICAL CORP PA 5.02 02/27/06 EVERGREEN SOLAR INC DE 2.02,9.01 02/28/06 EXABYTE CORP /DE/ DE 4.02 12/31/05 FACEPRINT GLOBAL SOLUTIONS INC WY 1.01,2.03,3.02,9.01 02/22/05 AMEND FARMER BROTHERS CO CA 2.02,9.01 02/27/06 FASTFUNDS FINANCIAL CORP NV 5.02 02/22/06 Federal Home Loan Bank of Boston X1 2.03 02/22/06 Federal Home Loan Bank of Chicago X1 2.03 02/22/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 02/22/06 Federal Home Loan Bank of New York X1 2.03,9.01 02/22/06 Federal Home Loan Bank of San Francis X1 2.03 02/23/06 FEDERAL REALTY INVESTMENT TRUST MD 1.01,5.02,8.01,9.01 02/24/06 FEDERAL SIGNAL CORP /DE/ DE 7.01,9.01 02/28/06 FENTURA FINANCIAL INC MI 8.01 02/28/06 FINANCIAL FEDERAL CORP NV 1.01 02/22/06 FIRST ADVANTAGE CORP DE 8.01 02/28/06 FIRST AMERICAN CORP CA 7.01 02/28/06 FIRST CASH FINANCIAL SERVICES INC DE 8.01,9.01 02/28/06 FIRST COMMUNITY BANCSHARES INC /NV/ NV 8.01,9.01 02/28/06 FIRST CONSULTING GROUP INC DE 2.02,9.01 02/28/06 FIRST DATA CORP DE 8.01 02/22/06 FIRST FINANCIAL BANCORP /OH/ OH 7.01,9.01 02/28/06 First Franklin Mortgage Loan Trust 20 DE 8.01 02/28/06 First Franklin Mortgage Loan Trust 20 DE 9.01 02/28/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Alternative Mortgage Se DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pas Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pass Thr DE 9.01 02/25/06 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 02/24/06 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 02/28/06 First Horizon Mort Pass Thr Trust 200 DE 9.01 02/25/06 First Horizon Mort Pass Thr Trust 200 DE 9.01 02/25/06 First Horizon Mort Pass Thr Trust 200 DE 9.01 02/25/06 First Horizon Mort Pass Thr Trust 200 DE 9.01 02/25/06 FIRST M&F CORP/MS MS 5.02,9.01 02/28/06 FIRST NILES FINANCIAL INC DE 8.01,9.01 02/24/06 FIRST PLACE FINANCIAL CORP /DE/ DE 7.01,8.01,9.01 02/28/06 FIRST UNITED CORP/MD/ MD 2.02,9.01 02/23/06 FIRSTFED FINANCIAL CORP DE 7.01,9.01 01/31/06 AMEND FLATBUSH FEDERAL BANCORP INC 2.02,9.01 02/28/06 FMC TECHNOLOGIES INC DE 5.02 02/22/06 FNB FINANCIAL SERVICES CORP NC 8.01,9.01 02/24/06 Ford Credit Auto Owner Trust 2006-A DE 8.01,9.01 02/22/06 FORRESTER RESEARCH INC DE 8.01,9.01 02/27/06 G REIT INC MD 7.01 02/27/06 GAMMACAN INTERNATIONAL INC DE 8.01,9.01 02/15/06 GASCO ENERGY INC NV 2.02,9.01 02/27/06 GENEREX BIOTECHNOLOGY CORP DE 1.01,2.03,3.02,3.03,9.01 02/27/06 George Foreman Enterprises Inc DE 1.01,9.01 02/22/06 GERON CORP DE 2.02,9.01 02/28/06 GEVITY HR INC FL 2.02,7.01,9.01 02/28/06 GFI Group Inc. DE 8.01,9.01 02/28/06 GFI Group Inc. DE 1.01,1.02,2.03,9.01 02/24/06 GIANT INDUSTRIES INC DE 2.02,9.01 12/31/05 GLOBAL INNOVATIVE SYSTEMS INC NV 2.01,3.02,9.01 02/27/06 Global Partners LP 2.02,7.01,9.01 02/28/06 GLOBAL POWER EQUIPMENT GROUP INC/ DE 1.01,9.01 02/22/06 GLOBALNET CORP NV 2.03,3.02,9.01 02/27/06 GREAT CHINA MINING, INC NV 8.01,9.01 02/27/06 GTC BIOTHERAPEUTICS INC MA 7.01,8.01,9.01 02/23/06 HANDLEMAN CO /MI/ MI 5.03,9.01 02/22/06 Harborview Mortgage Loan Trust 2006-C DE 8.01 02/28/06 Harborview Mortgage Loan Trust 2006-C DE 8.01 02/24/06 HEALTH MANAGEMENT ASSOCIATES INC DE 1.01,9.01 02/22/06 HEALTHEXTRAS INC DE 1.01,9.01 02/23/06 HEARTLAND BANCSHARES INC /IN/ IN 8.01,9.01 02/20/06 HEINZ H J CO PA 2.02 02/28/06 HERLEY INDUSTRIES INC /NEW DE 5.02 02/23/06 HICKORY TECH CORP MN 2.02,7.01,9.01 02/27/06 HIGHLAND HOSPITALITY CORP MD 1.01,2.03,9.01 02/24/06 HIGHWOODS PROPERTIES INC MD 2.02,9.01 02/28/06 HIGHWOODS PROPERTIES INC MD 2.02,9.01 02/28/06 HILFIGER TOMMY CORP 8.01,9.01 02/28/06 HILTON HOTELS CORP DE 1.01,1.02,2.01,9.01 02/22/06 HINES REAL ESTATE INVESTMENT TRUST IN 8.01 02/28/06 HORIZON HEALTH CORP /DE/ DE 8.01 02/28/06 HOSPIRA INC DE 1.01,2.02,7.01,9.01 02/22/06 House of Taylor Jewelry, Inc. NV 9.01 02/28/06 HouseValues, Inc. WA 2.02,9.01 02/28/06 HSI Asset Securitization CORP Trust 2 8.01 02/28/06 HUDSON CITY BANCORP INC DE 7.01,9.01 02/28/06 HUNGARIAN TELEPHONE & CABLE CORP DE 1.01 02/23/06 HUNGARIAN TELEPHONE & CABLE CORP DE 2.02,9.01 02/28/06 HUSKER AG LLC NE 2.03,8.01,9.01 02/22/06 IAC/INTERACTIVECORP DE 5.02 02/22/06 ICT GROUP INC PA 7.01,9.01 02/28/06 IDACORP INC ID 8.01,9.01 02/28/06 IDEXX LABORATORIES INC /DE DE 1.01,9.01 02/22/05 IMMERSION CORP DE 5.02,9.01 02/27/06 IMMERSION CORP DE 2.02,9.01 02/28/06 IndyMac INDX Mortgage Loan Trust 2006 8.01,9.01 02/01/06 IndyMac INDX Mortgage Loan Trust 2006 9.01 02/28/06 IndyMac INDX Mortgage Loan Trust 2006 9.01 02/28/06 INLAND FIBER GROUP LLC DE 8.01,9.01 02/27/06 INNKEEPERS USA TRUST/FL MD 8.01,9.01 02/28/06 INNKEEPERS USA TRUST/FL MD 2.02,9.01 02/28/06 INTEGRA LIFESCIENCES HOLDINGS CORP DE 1.01,9.01 02/23/06 INTEGRAMED AMERICA INC DE 7.01,9.01 02/28/06 INTELLIPHARMACEUTICS LTD DE 4.01,9.01 09/10/04 INTERFACE INC GA 7.01 02/28/06 INTERLEUKIN GENETICS INC DE 1.01 02/23/05 Intermec, Inc. DE 1.01 02/22/06 INTERNAP NETWORK SERVICES CORP DE 2.02,9.01 02/28/06 INTERNATIONAL ALUMINUM CORP CA 8.01,9.01 02/27/06 INTERNET CAPITAL GROUP INC DE 1.01,9.01 02/28/06 Intrepid Holdings, Inc. NV 5.02,9.01 02/27/06 INVITROGEN CORP DE 2.02,9.01 02/28/06 INVITROGEN CORP DE 1.01 02/28/06 IOMEGA CORP DE 1.01,5.02 02/28/06 IRWIN FINANCIAL CORP IN 4.01 02/28/06 ISTAR FINANCIAL INC MD 2.02,9.01 02/28/06 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 02/28/06 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 02/28/06 J P MORGAN CHASE & CO DE 9.01 02/24/06 J P MORGAN CHASE & CO DE 9.01 02/24/06 J.P. Morgan Mortgage Acquisition Corp DE 8.01,9.01 02/28/06 J2 GLOBAL COMMUNICATIONS INC DE 7.01,9.01 02/28/06 J2 GLOBAL COMMUNICATIONS INC DE 7.01 02/28/06 JEFFERSON PILOT CORP NC 5.04,9.01 02/22/06 JO-ANN STORES INC OH 1.01,5.02,9.01 02/24/06 JOY GLOBAL INC DE 7.01 01/28/06 K-FED BANCORP 5.02,5.03,9.01 02/28/06 KAHIKI FOODS INC OH 3.02,9.01 02/21/06 KCS ENERGY INC DE 1.01,9.01 02/22/06 KELLY SERVICES INC DE 5.01,5.02,5.03,9.01 02/27/06 KINDRED HEALTHCARE, INC DE 1.01,2.02,7.01,9.01 02/27/06 KING PHARMACEUTICALS INC TN 1.01,8.01,9.01 02/27/06 KING PHARMACEUTICALS INC TN 2.02,9.01 02/28/06 KKR Financial Corp MD 2.02,9.01 02/28/06 KSW INC NY 2.02,9.01 02/28/06 KYPHON INC DE 1.01 02/28/06 LACLEDE GAS CO MO 7.01,9.01 02/28/06 LADISH CO INC WI 8.01,9.01 02/27/06 LAKES ENTERTAINMENT INC MN 3.02,9.01 02/24/06 LAMAR ADVERTISING CO/NEW DE 1.01,9.01 02/22/06 LAUREATE EDUCATION, INC. MD 8.01,9.01 02/27/06 LAWRENCE CONSULTING GROUP INC 5.02,5.03,8.01,9.01 02/22/06 LAWSON PRODUCTS INC/NEW/DE/ DE 2.02,9.01 02/22/06 LECG CORP DE 1.01,1.02,2.02,5.02,9.01 02/22/06 LEE ENTERPRISES, INC DE 1.01 02/22/06 LEGG MASON INC MD 9.01 02/27/06 Lehman XS Trust 2006-3 8.01 02/28/06 LEXMARK INTERNATIONAL INC /KY/ DE 1.01,9.01 02/28/06 Lifeline Systems, Inc. MA 2.02,9.01 02/28/06 LIMITED BRANDS INC DE 1.01 02/24/06 LIN TV CORP DE 1.01,5.02 02/22/06 LINCOLN EDUCATIONAL SERVICES CORP NJ 2.02,5.02,9.01 02/24/06 LINCOLN NATIONAL CORP IN 8.01,9.01 02/27/06 LKQ CORP DE 1.01,9.01 02/27/06 LODGIAN INC DE 5.02 02/22/06 LOJACK CORP MA 8.01,9.01 02/28/06 LONGVIEW FIBRE CO WA 7.01,9.01 02/27/06 LONGVIEW FIBRE CO WA 7.01,9.01 02/27/06 LONGVIEW FIBRE CO WA 7.01,9.01 02/27/06 LOWRANCE ELECTRONICS INC DE 8.01,9.01 02/28/06 LUCENT TECHNOLOGIES INC DE 5.02 02/28/06 MAKEMUSIC INC MN 2.02,9.01 02/22/06 MAN SANG HOLDINGS INC NV 8.01 02/24/06 MANITOWOC CO INC WI 8.01,9.01 02/24/06 MARATHON OIL CORP DE 1.01 02/22/06 MASTR Asset Backed Securities Trust 2 DE 9.01 02/15/06 MATHSTAR INC MN 2.02,9.01 02/28/06 MAXIMUS INC VA 5.02 02/27/06 MAXWELL TECHNOLOGIES INC DE 2.02,9.01 02/28/06 MCKESSON CORP DE 8.01,9.01 02/27/05 MDU RESOURCES GROUP INC DE 9.01 02/16/06 AMEND MENTOR GRAPHICS CORP OR 8.01,9.01 02/27/06 Mercantile Bancorp, Inc. DE 1.02,3.03,9.01 02/23/06 MERCER INSURANCE GROUP INC PA 2.02,9.01 02/27/06 MERCK & CO INC NJ 8.01,9.01 02/28/06 MEREDITH CORP IA 8.01,9.01 02/28/06 MERIT MEDICAL SYSTEMS INC UT 2.02,9.01 02/28/06 MERITAGE HOSPITALITY GROUP INC MI 8.01,9.01 02/24/06 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 02/15/06 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 02/15/06 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 02/15/06 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 02/15/06 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 02/15/06 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 02/15/06 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 02/28/06 META FINANCIAL GROUP INC DE 8.01,9.01 02/27/06 METROLOGIC INSTRUMENTS INC NJ 2.02,9.01 02/22/06 MICROFIELD GROUP INC OR 5.02 02/22/06 MICROFIELD GROUP INC OR 5.03,9.01 02/22/06 MICROSEMI CORP DE 1.01,9.01 02/22/06 MINERALS TECHNOLOGIES INC DE 1.01 02/22/06 MONADNOCK COMMUNITY BANCORP INC 5.02,5.03,9.01 02/27/06 MONARCH COMMUNITY BANCORP INC MD 5.02,9.01 02/24/06 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 02/28/06 MOTIENT CORP DE 5.02,7.01,9.01 02/27/06 MOUNTAINS WEST EXPLORATION INC NM 1.01,9.01 02/22/06 MSAC 2006-NC1 DE 8.01,9.01 01/27/06 AMEND MTC TECHNOLOGIES INC DE 2.02,9.01 02/28/06 NABI BIOPHARMACEUTICALS DE 1.01 02/24/06 NACCO INDUSTRIES INC DE 2.02,9.01 02/28/06 NATCO GROUP INC DE 2.02,7.01,9.01 02/22/06 NATIONAL OILWELL VARCO INC DE 8.01 02/27/06 NATIONAL SECURITY GROUP INC DE 7.01,9.01 02/27/06 NationsHealth, Inc. DE 2.02,9.01 02/28/06 NATROL INC DE 5.02 02/23/06 NATURADE INC DE 9.01 08/03/05 AMEND NCI, Inc. DE 2.02,7.01,9.01 02/28/06 NEKTAR THERAPEUTICS DE 2.02 02/28/06 NEW CENTURY FINANCIAL CORP MD 8.01,9.01 02/28/06 NEW WORLD RESTAURANT GROUP INC DE 8.01,9.01 02/23/06 NEWPOWER HOLDINGS INC DE 8.01,9.01 02/28/06 NEWS CORP 8.01,9.01 02/28/06 NNN 2003 VALUE FUND LLC 9.01 12/19/05 AMEND NORDSTROM INC WA 1.01 02/22/06 NORTEL NETWORKS CORP 1.01 02/22/06 NORTEL NETWORKS LTD 1.01 02/22/06 NORTHWEST AIRLINES CORP DE 2.02,9.01 02/28/06 NOVASTAR FINANCIAL INC MD 7.01,9.01 02/28/06 NOVASTAR FINANCIAL INC MD 2.02,9.01 02/28/06 AMEND Novelis Inc. A6 8.01,9.01 02/27/06 NTL INC DE 2.02,8.01,9.01 02/28/06 ODYSSEY RE HOLDINGS CORP DE 1.01,2.03 02/22/06 OHIO LEGACY CORP OH 5.02,9.01 02/27/06 OLD REPUBLIC INTERNATIONAL CORP DE 5.02,8.01,9.01 02/27/05 OLD SECOND BANCORP INC DE 8.01 02/28/06 ON SEMICONDUCTOR CORP DE 8.01,9.01 02/27/06 Onstream Media CORP FL 3.01,4.02 02/23/06 OPEN SOLUTIONS INC DE 2.02,9.01 02/28/06 OPENWAVE SYSTEMS INC DE 1.01,9.01 02/23/06 Opteum Inc. MD 7.01,9.01 02/28/06 ORTHOFIX INTERNATIONAL N V 2.02,9.01 02/28/06 ORTHOVITA INC 2.02,9.01 02/28/06 OVERSTOCK.COM, INC UT 4.02 02/24/06 PACER HEALTH CORP FL 8.01,9.01 02/08/06 PACIFIC SUNWEAR OF CALIFORNIA INC CA 2.02,9.01 02/28/06 PALATIN TECHNOLOGIES INC DE 3.01,9.01 02/22/06 PAPA JOHNS INTERNATIONAL INC DE 2.02,9.01 02/28/06 PARAMETRIC TECHNOLOGY CORP MA 8.01 02/28/06 PAYLESS SHOESOURCE INC /DE/ DE 2.02,7.01,9.01 02/28/06 PIONEER NATURAL RESOURCES CO DE 1.01,9.01 02/22/06 PLAINS ALL AMERICAN PIPELINE LP DE 7.01 02/28/06 PLATO LEARNING INC DE 2.02,7.01,9.01 02/28/06 PLC SYSTEMS INC 1.01 02/01/06 PLUG POWER INC DE 2.02,9.01 02/28/06 PLUM CREEK TIMBER CO INC DE 5.02 02/27/06 PORTA SYSTEMS CORP DE 1.01 02/24/06 POST PROPERTIES INC GA 5.04,9.01 02/28/06 POTLATCH CORP DE 1.01 02/23/06 PPLUS Trust Series GSC-2 DE 8.01,9.01 02/15/06 PPLUS TRUST SERIES GSC-3 DE 8.01,9.01 02/15/06 PREMIER DEVELOPMENT & INVESTMENT INC NV 2.02,9.01 02/28/06 PROCENTURY CORP 1.01 02/22/06 PROTOCALL TECHNOLOGIES INC NV 3.02 02/22/06 PSYCHIATRIC SOLUTIONS INC DE 1.01,9.01 02/22/06 PUGET ENERGY INC /WA WA 1.01,9.01 02/28/06 QC Holdings, Inc. KS 2.02,9.01 02/28/06 QCR HOLDINGS INC DE 1.01,2.03 02/28/06 QLT INC/BC A1 5.02,9.01 02/27/06 QLT INC/BC A1 8.01 02/27/06 QUALMARK CORP CO 2.02,9.01 02/28/06 QUANTA CAPITAL HOLDINGS LTD 1.01,5.02,8.01,9.01 02/22/06 QUEST OIL CORP NV 5.02 02/27/06 RAYTHEON CO/ DE 1.01,5.02,9.01 02/21/06 RAYTHEON CO/ DE 1.01 02/23/06 REINHOLD INDUSTRIES INC/DE/ DE 8.01,9.01 02/28/06 REMINGTON ARMS CO INC/ DE 5.02 02/22/06 Remote Dynamics Inc DE 1.01,2.03,3.02,9.01 02/23/06 REWARDS NETWORK INC DE 1.01,9.01 02/22/06 RONSON CORP NJ 8.01,9.01 02/24/06 RTW INC /MN/ MN 1.01,2.02,9.01 02/22/06 RUBINCON VENTURES INC DE 1.01,3.02,9.01 02/01/06 RUSH ENTERPRISES INC \TX\ TX 5.02,9.01 02/24/06 RYERSON INC. DE 7.01 02/28/06 SACO I Trust 2006-1 DE 8.01,9.01 02/23/06 SACO I Trust 2006-1 DE 8.01,9.01 02/27/06 SAFEWAY INC DE 1.01,9.01 02/22/06 SAGA COMMUNICATIONS INC DE 2.02,9.01 02/28/06 SANDERSON FARMS INC MS 1.01,9.01 02/23/06 SANTARUS INC DE 8.01,9.01 02/27/06 SAXON CAPITAL INC MD 7.01,9.01 02/28/06 SBA COMMUNICATIONS CORP FL 2.03 02/22/06 SBA COMMUNICATIONS CORP FL 7.01 02/28/06 SBE INC DE 2.02,7.01 01/31/06 SCBT FINANCIAL CORP SC 8.01,9.01 02/27/06 SCHAWK INC DE 2.02 02/28/06 SCICLONE PHARMACEUTICALS INC DE 1.01,9.01 02/23/06 SCRIPPS E W CO /DE OH 1.01,5.03,8.01,9.01 02/22/06 SEACOR HOLDINGS INC /NEW/ DE 2.02,9.01 02/27/06 Sealy Mattress CORP DE 2.02,9.01 02/27/06 SENETEK PLC /ENG/ 1.01,8.01,9.01 02/16/06 SENOMYX INC DE 1.01,9.01 02/27/06 SERENA SOFTWARE INC DE 8.01,9.01 02/28/06 SHAW GROUP INC LA 1.01,9.01 02/27/06 SHENANDOAH TELECOMMUNICATIONS CO/VA/ VA 4.02,9.01 02/22/06 Siberian Energy Group Inc. NV 3.02,8.01 12/12/05 SILGAN HOLDINGS INC DE 1.01,7.01,9.01 02/22/06 Siouxland Ethanol, LLC NE 1.01 02/24/06 SIRICOMM INC DE 8.01,9.01 02/27/06 SOLUTIA INC DE 7.01,9.01 02/28/06 SONICWALL INC CA 2.01,9.01 02/22/06 SOUTH FINANCIAL GROUP INC SC 1.01 02/22/06 SOUTH JERSEY INDUSTRIES INC NJ 2.02,9.01 12/31/05 SOUTHERN COPPER CORP/ DE 8.01 02/25/06 SOUTHWESTERN ENERGY CO AR 2.02,9.01 02/28/06 SPARTAN MOTORS INC MI 7.01,9.01 02/28/06 Specialty Underwriters Alliance, Inc. DE 2.02,9.01 02/27/06 SPECTRUM PHARMACEUTICALS INC DE 1.01,9.01 02/22/06 SPIRIT FINANCE CORP 2.02,7.01,9.01 02/27/06 STAKTEK HOLDINGS INC DE 1.01,5.02,7.01 02/28/06 STAPLES INC DE 2.02 02/28/06 STAR BUFFET INC DE 7.01,9.01 02/28/06 STARTEK INC DE 2.02,9.01 02/27/06 Stereotaxis, Inc. DE 1.01 02/22/06 STERLING BANCORP NY 7.01,9.01 02/27/06 STERLING BANCSHARES INC TX 1.01,9.01 02/24/06 STERLING FINANCIAL CORP /PA/ PA 5.05,7.01,9.01 02/28/06 STINGER SYSTEMS, INC 8.01,9.01 02/24/06 STOCKGROUP INFORMATION SYSTEMS INC CO 5.02 02/27/06 STRATUS SERVICES GROUP INC DE 3.02 02/23/06 STRAYER EDUCATION INC MD 5.02,9.01 02/22/06 Structured Asset Investment Loan Trus DE 8.01 02/28/06 Structured Asset Mortgage Investments DE 8.01,9.01 12/27/05 AMEND STRUCTURED ASSET SECURITIES CORP DE 8.01,9.01 02/28/06 Structured Asset Securities Corp 2006 DE 8.01 02/28/06 STRUTHERS INC/SC NV 8.01 02/23/06 SUFFOLK BANCORP NY 8.01 02/27/06 SUN COMMUNITIES INC MD 8.01,9.01 02/27/06 SUN HEALTHCARE GROUP INC DE 2.02,9.01 02/27/06 SUPERIOR ESSEX INC DE 2.02,7.01,9.01 02/27/06 SYMBION INC/TN DE 1.01,9.01 02/22/06 SYNAGRO TECHNOLOGIES INC DE 8.01,9.01 02/27/06 TALEO CORP DE 1.01,9.01 02/22/06 TANGER FACTORY OUTLET CENTERS INC NC 2.02,7.01,9.01 02/28/06 TANOX INC DE 2.02,9.01 02/28/06 TASTY BAKING CO PA 2.02,7.01,9.01 02/28/06 TECUMSEH PRODUCTS CO MI 5.02 02/24/06 TELEFLEX INC DE 2.02,9.01 02/27/06 TELEFLEX INC DE 7.01,9.01 02/28/06 TELLABS INC DE 5.04 02/22/06 TENFOLD CORP /UT DE 1.01,9.01 02/23/06 TENNECO INC DE 8.01,9.01 02/28/06 TERABEAM, INC. DE 1.01,2.03,9.01 02/24/06 TERABEAM, INC. DE 2.02,9.01 02/28/06 TERCICA INC DE 1.01,9.01 02/28/06 THERAGENICS CORP DE 7.01,9.01 02/28/06 THIRD WAVE TECHNOLOGIES INC /WI DE 2.02,9.01 02/28/06 THOMAS NELSON INC TN 8.01 02/28/06 THORATEC CORP CA 1.01 02/24/06 TIDELANDS BANCSHARES INC 1.01,2.03,9.01 02/22/06 TODCO DE 7.01,9.01 02/27/06 TODCO DE 2.02,9.01 02/28/06 TOR MINERALS INTERNATIONAL INC DE 8.01,9.01 02/27/06 Tower Group, Inc. DE 2.02,9.01 02/28/06 Tower Group, Inc. DE 8.01 02/28/06 TRAFFIX INC DE 2.02,8.01,9.01 02/22/06 TRANSPORT CORPORATION OF AMERICA INC MN 8.01,9.01 02/28/06 TRANSWITCH CORP /DE DE 1.01,3.03,8.01,9.01 02/24/06 TRICO MARINE SERVICES INC DE 2.02,9.01 02/27/06 TRIPATH TECHNOLOGY INC 1.01,9.01 02/24/06 TUNEX INTERNATIONAL INC /UT/ UT 1.01,3.02,5.01,5.02,9.01 02/23/06 U S GOLD CORP CO 7.01,9.01 02/27/06 UAL CORP /DE/ DE 1.01,9.01 02/28/06 UAL CORP /DE/ DE 7.01,9.01 02/28/06 UIL HOLDINGS CORP CT 7.01,8.01,9.01 02/28/06 UIL HOLDINGS CORP CT 8.01,9.01 02/28/06 UIL HOLDINGS CORP CT 8.01,9.01 02/28/06 ULTRA CLEAN HOLDINGS INC 8.01,9.01 02/28/06 UNITED SURGICAL PARTNERS INTERNATIONA DE 7.01,9.01 02/27/06 UNITED SURGICAL PARTNERS INTERNATIONA DE 1.01 02/24/06 UNIVERSAL ELECTRONICS INC DE 8.01 02/28/06 UNIVERSAL HEALTH SERVICES INC DE 2.02,9.01 02/27/06 US ENERGY CORP WY 8.01 02/27/06 USG CORP DE 1.01,2.03,3.02,8.01,9.01 02/23/06 VALEANT PHARMACEUTICALS INTERNATIONAL DE 2.02,9.01 02/28/06 Valera Pharmaceuticals Inc 2.02,9.01 02/28/06 VALOR COMMUNICATIONS GROUP INC DE 1.01,2.02,7.01,9.01 02/28/06 VELOCITY ASSET MANAGEMENT INC DE 1.01,2.03,8.01,9.01 02/27/06 VENDINGDATA CORP NV 7.01 02/28/06 VENTAS INC DE 2.02,8.01,9.01 02/27/06 VENTURE FINANCIAL GROUP INC WA 8.01,9.01 02/27/06 VERIZON COMMUNICATIONS INC DE 8.01 02/28/06 VIAD CORP DE 1.01,5.03,9.01 02/23/06 VIROPHARMA INC DE 2.02,9.01 02/28/06 VITAL IMAGES INC MN 8.01 02/20/06 VSE CORP DE 2.02,9.01 12/31/05 W R GRACE & CO DE 1.01 02/23/06 WABASH NATIONAL CORP /DE DE 1.01,5.02,9.01 02/22/06 Wachovia Bank Commercial Mortgage Tru NC 8.01,9.01 11/18/05 AMEND WADDELL & REED FINANCIAL INC DE 1.01,5.03,9.01 02/22/06 WAYNE SAVINGS BANCSHARES INC /DE/ DE 5.02,9.01 02/23/06 WESTERN GAS RESOURCES INC DE 1.01 02/24/06 WESTERN GAS RESOURCES INC DE 5.02 02/24/06 AMEND WESTLAND DEVELOPMENT CO INC NM 1.01,1.02 02/24/06 WESTMORELAND COAL CO DE 5.02,9.01 02/24/06 WESTPAC SECURITISATION MGT PTY LTD SE 1.02,2.01,8.01 02/27/06 WEYERHAEUSER CO WA 7.01 02/24/06 WHITE MOUNTAINS INSURANCE GROUP LTD D0 1.01 02/22/06 WHITE MOUNTAINS INSURANCE GROUP LTD D0 5.02,9.01 02/23/06 WHITE MOUNTAINS INSURANCE GROUP LTD D0 1.01 02/22/06 WHITING PETROLEUM CORP DE 2.02,9.01 02/27/06 WIDEPOINT CORP DE 4.01,9.01 02/24/06 WILLIAMS COMPANIES INC DE 2.02,7.01,9.01 02/28/06 WILSONS THE LEATHER EXPERTS INC MN 2.02,9.01 02/28/06 WINN DIXIE STORES INC FL 7.01,9.01 02/28/06 WINTRUST FINANCIAL CORP IL 7.01,8.01,9.01 02/28/06 WOLVERINE TUBE INC DE 1.01,9.01 02/22/06 WORDLOGIC CORP NV 3.02 02/23/06 WYETH DE 1.01,5.02 02/27/06 YORK WATER CO PA 1.01 02/27/06 ZAP CA 5.02 02/22/06 ZIPREALTY INC 2.02,9.01 02/28/06