SEC NEWS DIGEST Issue 2006-04 January 6, 2006 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS Following is a schedule of Commission meetings, which will be conducted under provisions of the Government in the Sunshine Act. Meetings will be scheduled according to the requirements of agenda items under consideration. Open meetings will be held in the Auditorium, Room L-002 at the Commission's headquarters building, 100 F Street, N.E., Washington, D.C. Visitors are welcome at all open meetings, insofar as space is available. Persons wishing to photograph or videotape Commission meetings must obtain permission in advance from the Secretary of the Commission. Persons wishing to tape record a Commission meeting should notify the Secretary's office 48 hours in advance of the meeting. Any member of the public who requires auxiliary aids such as a sign language interpreter or material on tape to attend a public meeting should contact Rochelle Franks, Office of Human Resources, to make arrangements. Ms. Franks can be reached at TTY number (202) 942-9558. In the event Ms. Franks cannot be reached, you may call the interpreter directly at (202) 551-4158. If you are calling from a non TTY number, please call the Relay Service at 1 866 377 8642. OPEN MEETING - TUESDAY, JANUARY 17, 2006 - 10:00 A.M. The subject matter of the open meeting scheduled for Tuesday, January 17, will be: The Commission will consider whether to propose amendments to the disclosure requirements for executive and director compensation, related party transactions, director independence and other corporate governance matters, and securities ownership of officers and directors. The Commission will also consider whether to propose amendments to require most of the disclosure in proxy and information statements to be provided in plain English. For further information, please contact Anne Krauskopf or Carolyn Sherman, Division of Corporation Finance at (202) 551-3500 or, with regard to investment companies and business development companies, Kieran Brown, Division of Investment Management at (202) 551-6784. 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. ENFORCEMENT PROCEEDINGS IN THE MATTER OF MICHELE KNOWLTON On January 5, the Commission issued an Order Instituting Administrative and Cease-and-Desist Proceedings, Making Findings, and Imposing Remedial Sanctions and a Cease-and-Desist Order Pursuant to Section 8A of the Securities Act of 1933, Sections 15(b) and 17A(c) of the Securities Exchange Act of 1934, and Sections 9(b) and 9(f) of the Investment Company Act of 1940 (Order) against Michele Knowlton (Knowlton). The Order finds that employees of Putnam Fiduciary Trust Company (PFTC) schemed to shift almost $4 million in missed trading profits that PFTC should have borne to shareholders of the Putnam Research Fund (Research Fund) and other Putnam mutual funds and to a defined contribution plan client (Plan) during the first week of January, 2001. On Jan. 2, 2001, PFTC failed timely to invest certain assets belonging to the Plan. On account of the one-day investment delay, the Plan missed out on market appreciation of approximately $4 million (almost $3 million of which was in Putnam mutual funds). Rather than compensate the Plan for its missed opportunity, managers at PFTC and its affiliates, including Knowlton, used "as of" trades and mutual fund expense accounting manipulations to cause the Research Fund and other Putnam mutual funds to bear the costs of the one-day delay. Other managers took steps to cover-up these manipulations. This conduct constituted violations of certain antifraud, pricing, and books-and-records provisions of the securities laws. Through her participation in the scheme, which consisted primarily of making false entries in the fund accounting systems for certain Putnam mutual funds, Knowlton violated or aided and abetted or caused violations of such provisions. Based on the above, the Order orders that Knowlton shall cease and desist from committing or causing any violations and any future violations of Sections 17(a)(2) and 17(a)(3) of the Securities Act and Section 34(b) of the Investment Company Act. Respondent Knowlton shall cease and desist from causing any violations and any future violations of Section 31 of the Investment Company Act and Rule 31a-(1)(a) thereunder, as well as Rule 22c-1 promulgated under Section 22 of the Investment Company Act. The Order also prohibits Knowlton from serving or acting as an employee, officer, director, member of an advisory board, investment adviser or depositor of, or principal underwriter for, a registered investment company or affiliated person of such investment adviser, depositor, or principal underwriter for six months and suspends Knowlton from association with any broker, dealer or transfer agent for a period of six months. Knowlton consented to the issuance of the Order without admitting or denying any of the allegations in the Order. (Rels. 33-8652; 34-53054; IC-27025; File No. 3-12140) INVESTMENT COMPANY ACT RELEASES RYDEX ETF TRUST, ET AL. An order has been issued on an application filed by Rydex ETF Trust, et al. under Section 12(d)(1)(J) of the Investment Company Act for an exemption from Section 12(d)(1)(A) and (B) of the Act, and under Sections 6(c) and 17(b) of the Act for an exemption from Section 17(a) of the Act. The order amends a prior order to permit principal underwriters and brokers and dealers to sell shares of certain registered open-end management investment companies, certain of which operate as exchange-traded funds, to other registered open-end management investment companies that are not part of the same group of investment companies. The order also amends a condition in another prior order. (Rel. IC-27202 - January 4) THE INTEGRITY FUNDS, ET AL. An order has been issued on an application filed by The Integrity Funds, et al. under Section 12(d)(1)(J) of the Investment Company Act that permits certain registered open-end management investment companies to charge a sales load in excess of the 1 1/2 percent limit contained in Section 12(d)(1)(F)(ii) of the Act. (Rel. IC-27203 - January 4) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change filed by the Municipal Securities Rulemaking Board relating to amendments to Administrative Rules (Rules A-3(f) and A-6(c)) relating to Board member compensation (SR-MSRB-2005-17) has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of January 9. (Rel. 34-53051) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR PCX-2004-46) and Amendment No. 1 thereto submitted by the Pacific Exchange, which modifies the Market Imbalance calculation for the Opening and Market Order Auctions on the Archipelago Exchange. Publication of the proposal is expected in the Federal Register during the week of January 9. (Rel. 34-53052) 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 CAPITAL ONE FUNDING, LLC, 140 EAST SHORE DRIVE, ROOM 1071-B, GLEN ALLEN, VA, 23059, 8042906959 - 0 ($18,825,606,872.00) Asset-Backed Securities, (File 333-130862 - Jan. 5) (BR. 05) S-1 Citi Trends Inc, 102 FAHM STREET, SAVANNAH, GA, 31401, 912-236-1561 - 0 ($69,000,000.00) Equity, (File 333-130863 - Jan. 5) (BR. 02) F-10 BARRICK GOLD CORP, BCE PLACE, CANADA TRUST TOWER, 161 BAY STREET SUITE 3700, TORONTO ONTARIO CANA, A6, M5J2S1, 4163077470 - 0 ($1,610,043,861.53) Equity, (File 333-130864 - Jan. 5) (BR. 04B) S-3 INTRUSION INC, 1101 ARAPAHO ROAD, RICHARDSON, TX, 75081, 9722346400 - 0 ($1,748,888.00) Equity, (File 333-130866 - Jan. 5) (BR. 03C) S-8 GASTAR EXPLORATION LTD, 1331 LAMAR STREET, SUITE 1080, HOUSTON, TX, 77010, 7137391800 - 0 ($90,801,250.00) Equity, (File 333-130867 - Jan. 5) (BR. 04) S-8 PEOPLES BANCTRUST CO INC, 310 BROAD ST, SELMA, AL, 36701, 2058751000 - 6,000 ($114,720.00) Equity, (File 333-130868 - Jan. 5) (BR. 07B) S-1 PW EAGLE INC, 222 SOUTH NINTH STREET, SUITE 2880, MINNEAPOLIS, MN, 55402, 6123050339 - 0 ($28,259,797.00) Equity, (File 333-130869 - Jan. 5) (BR. 06B) S-3 OPTION ONE MORTGAGE ACCEPTANCE CORP, 3 ADA ROAD, IRVINE, CA, 92618, 9497908100 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-130870 - Jan. 5) (BR. 05) N-2 TORTOISE NORTH AMERICAN ENERGY CORP, 10801 MASTIN BOULEVARD, SUITE 222, OVERLAND PARK, KS, 66210, 913-981-1020 - 0 ($1,000,000.00) Non-Convertible Debt, (File 333-130871 - Jan. 5) (BR. 16) S-3 DELCATH SYSTEMS INC, 1100 SUMMER ST 3RD FLOOR, STAMFORD, CT, 06905, 2033238668 - 1,464,613 ($4,803,931.00) Equity, (File 333-130872 - Jan. 5) (BR. 10A) SB-2 PREMIER EXHIBITIONS, INC., 3340 PEACHTREE ROAD NE, SUITE 2250, ATLANTA, GA, 30326, 404-842-2600 - 4,956,577 ($20,470,663.00) Equity, (File 333-130873 - Jan. 5) (BR. 05B) S-8 MISONIX INC, 1938 NEW HIGHWAY, FARMINGDALE, NY, 11747, 5166949555 - 0 ($2,996,000.00) Equity, (File 333-130874 - Jan. 5) (BR. 10B) S-3 New York & Company, Inc., 450 WEST 33RD ST 5TH FL, NEW YORK, NY, 10001, 212-884-2110 - 0 ($217,867,500.00) Equity, (File 333-130875 - Jan. 5) (BR. 02C) S-3 PATH 1 NETWORK TECHNOLOGIES INC, 6215 FERRIS SQUARE, SUITE 140, SAN DIEGO, CA, 92121, 8584504220 - 0 ($2,250,553.32) Equity, (File 333-130876 - Jan. 5) (BR. 11A) S-8 TOO, INC., 8323 WALTON PARKWAY, NEW ALBANY, OH, 43054, 614.775.3500 - 1,750,000 ($48,947,500.00) Equity, (File 333-130877 - Jan. 5) (BR. 02C) 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 ------------------------------------------------------------------------------------------------------- A.C. Moore Arts & Crafts, Inc. PA 2.02,9.01 01/05/06 ABFC Asset-Backed Certificates, Serie DE 8.01,9.01 12/27/05 ABFC Asset-Backed Certificates, Serie DE 8.01,9.01 12/27/05 ABFC Asset-Backed Certificates, Serie DE 8.01,9.01 12/27/05 ACCENTIA BIOPHARMACEUTICALS INC 2.03,3.02,7.01,9.01 12/29/05 ACCENTURE LTD 2.02,9.01 01/05/06 ACCENTURE SCA 2.02,9.01 01/05/06 ACE Securities Corp Home Equity Loan DE 8.01,9.01 12/27/05 ACE Securities Corp Home Equity Loan DE 8.01,9.01 12/27/05 ACE Securities Corp Home Equity Loan DE 8.01,9.01 12/27/05 ACE Securities Corp Home Equity Serie DE 8.01,9.01 12/27/05 ACE Securities Corp Home Equity Trust DE 8.01,9.01 12/27/05 ACE Securities Corp Series 2005 SD1 DE 8.01,9.01 12/27/05 ACE Securities Corp Series Home Equit DE 8.01,9.01 12/27/05 ACE Securities Corp. Home Equity Loan DE 8.01,9.01 12/27/05 ACE Securities Corp. Home Equity Loan DE 8.01,9.01 12/27/05 ACE Securities Corp. Home Equity Loan DE 8.01,9.01 12/27/05 ACE Securities Corp. Home Equity Loan DE 8.01,9.01 12/27/05 ACE Securities Corp., Home Equity Loa DE 8.01,9.01 12/27/05 ACXIOM CORP DE 8.01 01/05/06 ADVANCED LIGHTING TECHNOLOGIES INC OH 3.02,5.02,5.03,9.01 12/29/05 AEGIS ASSET BACKED SECURITIES TRUST 2 DE 8.01,9.01 12/27/05 AEGIS ASSET BACKED SECURITIES TRUST M DE 8.01,9.01 12/27/05 AEHR TEST SYSTEMS CA 2.02,9.01 01/05/06 AFFYMETRIX INC DE 2.02,9.01 01/05/06 Airbee Wireless, Inc. DE 1.01,3.02,9.01 12/29/05 AIRNET COMMUNICATIONS CORP DE 1.01,9.01 12/29/05 AMEND ALION SCIENCE & TECHNOLOGY CORP DE 8.01 12/29/05 ALLEGHENY TECHNOLOGIES INC DE 2.02,2.06,8.01,9.01 12/30/05 ALLIANCE ONE INTERNATIONAL, INC. VA 1.01,9.01 01/05/06 ALLIANT ENERGY CORP WI 5.02 07/12/05 AMEND ALLIED WASTE INDUSTRIES INC DE 1.01,9.01 12/30/05 AMB PROPERTY CORP MD 8.01 12/29/05 AMB PROPERTY LP DE 8.01 12/29/05 AMBIENT CORP /NY DE 1.01 12/29/05 AMERICA FIRST APARTMENT INVESTORS INC MD 1.01,5.02,8.01,9.01 12/30/05 AMERICAN EAGLE OUTFITTERS INC DE 1.01,7.01,9.01 12/30/05 AMERICAN ELECTRIC POWER CO INC NY 1.01 01/03/06 AMERICAN HOME MORT SECURITIES HOME MO DE 8.01,9.01 12/27/05 American Home Mortgage Assets Trust 2 DE 8.01,9.01 12/27/05 AMERICAN HOME MORTGAGE INVESTMENT TRU DE 8.01,9.01 12/27/05 American Home Mortgage Investment Tru DE 8.01,9.01 12/27/05 AMERICAN HOME MORTGAGE INVESTMENT TRU DE 8.01,9.01 12/27/05 AMERICAN INTERNATIONAL INDUSTRIES INC NV 4.01,9.01 12/31/05 AMERICAN OIL & GAS INC NV 3.02,7.01,9.01 01/05/06 AMERICAN PHARMACEUTICAL PARTNERS INC DE 1.01 12/29/05 AMERICAN STELLAR ENERGY INC. NV 1.01,9.01 12/12/05 AMERICAN WAGERING INC NV 1.01,9.01 12/29/05 AMERIQUEST MORTGAGE SECURITIES INC., DE 2.01,9.01 12/14/05 AMERITRADE HOLDING CORP DE 7.01,9.01 01/05/06 AMS HEALTH SCIENCES INC OK 8.01 12/30/05 ANALYSTS INTERNATIONAL CORP 1.01 01/05/06 ANCHOR GLASS CONTAINER CORP /NEW DE 8.01,9.01 12/30/05 ANDAIN, INC. NV 4.01,9.01 01/03/05 ANDERSONS INC OH 1.01,2.03,9.01 12/29/05 ANHEUSER-BUSCH COMPANIES, INC. DE 2.02,9.01 01/05/06 ANIXTER INTERNATIONAL INC DE 1.01,5.02,9.01 01/01/06 ANNTAYLOR STORES CORP DE 7.01,9.01 01/05/06 AQUA DYNE INC 8.01 12/22/05 ARCH COAL INC DE 8.01,9.01 01/05/06 ARCH COAL INC DE 8.01,9.01 01/05/06 AROTECH CORP DE 1.01,1.02,5.02,9.01 12/30/05 ARROW INTERNATIONAL INC PA 2.02,9.01 01/05/06 Asset Backed Pass-Through Certificate DE 8.01,9.01 12/27/05 Asset Backed Pass-Through Certificate DE 8.01,9.01 12/27/05 Asset Backed Pass-Through Certificate DE 8.01,9.01 12/27/05 ASV INC /MN/ MN 7.01 01/05/06 AXESSTEL INC NV 1.01 12/29/05 AXM PHARMA INC 8.01,9.01 01/05/06 BAKERS FOOTWEAR GROUP INC MO 7.01,9.01 01/05/06 BANCWEST CORP/HI DE 3.02 12/23/05 BANK JOS A CLOTHIERS INC /DE/ DE 8.01,9.01 01/05/06 BANKUNITED TRUST 2005-1, MORTGAGE PAS DE 8.01,9.01 12/27/05 BB&T CORP NC 5.02 12/31/05 Bear Stearns ALT-A Trust, Series 2005 DE 8.01,9.01 12/27/05 Bear Stearns ALT-A Trust, Series 2005 DE 8.01,9.01 12/27/05 Bear Stearns ALT-A Trust, Series 2005 DE 8.01,9.01 12/27/05 Bear Stearns ARM Trust 2005-10 DE 8.01,9.01 12/27/05 Bear Stearns Arm Trust 2005-3 DE 8.01,9.01 12/27/05 Bear Stearns ARM Trust 2005-4 DE 8.01,9.01 12/27/05 Bear Stearns ARM Trust 2005-7 DE 8.01,9.01 12/27/05 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 12/27/05 BEAR STEARNS ARM TRUST, MORTGAGE-BACK DE 8.01,9.01 12/27/05 BEAR STEARNS ARM TRUST, MORTGAGE-BACK 8.01,9.01 12/27/05 BEAR STEARNS ARM TRUST, MORTGAGE-BACK DE 8.01,9.01 12/27/05 Bear Stearns ARM Trust, Series 2005-1 DE 8.01,9.01 12/27/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/05 Bear Stearns Asset Backed Securities DE 8.01,9.01 12/27/05 Bear Stearns BSALTA 2005-1 DE 8.01,9.01 12/27/05 Bears Stearns Asset Backed Securities DE 8.01,9.01 12/27/05 Bears Stearns Asset Backed Securities DE 8.01,9.01 12/27/05 BEBE STORES INC CA 2.02,9.01 12/31/05 BED BATH & BEYOND INC NY 5.02,9.01 01/05/06 BED BATH & BEYOND INC NY 1.01,9.01 01/05/06 BELDEN CDT INC. DE 1.01 01/01/06 BJs RESTAURANTS INC CA 8.01,9.01 01/04/06 BLACK & DECKER CORP MD 2.03 12/29/05 BLONDER TONGUE LABORATORIES INC DE 1.01,1.02,2.03,7.01,9.01 12/29/05 BLUEGREEN CORP MA 2.03 12/09/05 BOTTOMLINE TECHNOLOGIES INC /DE/ DE 2.01,2.03,9.01 12/31/05 BRILLIANT DIGITAL ENTERTAINMENT INC DE 8.01,9.01 12/30/05 BSABS 20005-SD1 DE 8.01,9.01 12/27/05 BUCKEYE TECHNOLOGIES INC DE 8.01,9.01 12/31/05 BUILDING MATERIALS CORP OF AMERICA DE 1.01 12/30/05 BURLINGTON COAT FACTORY WAREHOUSE COR DE 2.02,9.01 01/04/06 CalAmp Corp. DE 2.02,9.01 01/05/06 CAPE COASTAL TRADING CORP NY 1.01,2.01,3.02,4.01, 12/29/05 5.01,5.02,5.06,9.01 CAPITAL ALLIANCE INCOME TRUST REAL ES DE 8.01 01/03/06 CAPITAL RESOURCE FUNDING INC NC 1.01,5.02 01/03/06 CASTSM STEP-UP TRUST III DE 8.01 01/04/06 CCI GROUP INC UT 1.01,3.02,9.01 12/20/05 Cellu Tissue Holdings, Inc. DE 2.02,9.01 01/05/06 CENTENE CORP 2.03,8.01 01/03/06 CENTENNIAL COMMUNICATIONS CORP /DE DE 2.02,9.01 01/05/06 CHARMING SHOPPES INC PA 7.01,9.01 01/05/06 CHARTERMAC DE 3.01 01/03/06 CHENIERE ENERGY INC DE 1.01,9.01 01/03/06 CHICOS FAS INC FL 7.01,9.01 01/05/06 CHINA BIOPHARMACEUTICALS HOLDINGS INC DE 1.01,9.01 01/05/06 CHURCHILL DOWNS INC KY 1.01,9.01 01/04/06 CINERGY CORP DE 1.01,5.02 12/30/05 Citi Trends Inc 8.01 01/04/06 CITIGROUP DIVERSIFIED FUTURES FUND LP 3.02 01/01/06 CITIGROUP MORTGAGE LOAN TRUST 2005-11 9.01 12/21/05 Citigroup Mortgage Loan Trust Inc., S 8.01 11/25/05 AMEND CLAIRES STORES INC DE 2.02,9.01 01/05/06 CLEVELAND CLIFFS INC OH 1.01 01/03/06 CNS INC /DE/ DE 1.02,8.01,9.01 01/04/06 COLONIAL BANCGROUP INC DE 2.02,4.02,9.01 01/05/06 COLUMBIA BANCORP MD 1.02,9.01 12/29/05 Commercial Vehicle Group, Inc. DE 1.01,9.01 12/30/05 COMMONWEALTH BIOTECHNOLOGIES INC VA 1.01,9.01 01/05/06 COMPOSITE TECHNOLOGY CORP NV 1.01,3.02,9.01 01/05/06 CONEXANT SYSTEMS INC DE 1.01 12/29/05 CONOCOPHILLIPS DE 2.02,9.01 01/05/06 CONSOLIDATED EDISON INC NY 1.01,9.01 12/29/05 CONSTELLATION BRANDS, INC. DE 2.02,7.01,9.01 01/05/06 CONSUMER PORTFOLIO SERVICES INC CA 1.01 12/29/05 CORILLIAN CORP OR 7.01 12/22/05 CORPORATE REALTY INCOME FUND I L P DE 2.02,9.01 12/29/05 CRYOCOR INC DE 1.01 01/03/06 CRYSTALIX GROUP INTERNATIONAL INC NV 1.01,3.02,9.01 12/29/05 CSFB Adjustable Rate Mortgage Trust 2 DE 8.01,9.01 12/27/05 CSFB Adjustable Rate Mortgage Trust 2 DE 8.01,9.01 12/27/05 CSFB Adjustable Rate Mortgage Trust 2 DE 8.01,9.01 12/27/05 CSFB Adjustable Rate Mortgage Trust 2 DE 8.01,9.01 12/27/05 CSFB Adjustable Rate Mortgage Trust 2 DE 8.01,9.01 12/27/05 CSFB Adjustable Rate Mortgage Trust 2 DE 8.01,9.01 12/27/05 CSFB Mortgage-Backed Pass-Through Cer DE 8.01,9.01 12/27/05 CWABS ASSET-BACKED CERTIFICATES TRUST DE 8.01,9.01 12/21/05 CWABS ASSET-BACKED CERTIFICATES TRUST DE 9.01 12/21/05 CYGNE DESIGNS INC DE 1.01,3.02,9.01 01/03/06 CYOP SYSTEMS INTERNATIONAL INC CA 1.01,2.01,5.02,9.01 12/14/05 DATALINK CORP MN 1.02,2.02,5.02,9.01 12/31/05 DATASTREAM SYSTEMS INC DE 1.01,3.03,8.01,9.01 01/04/06 DATASTREAM SYSTEMS INC DE 1.01 12/30/05 DENDREON CORP DE 2.03,9.01 12/30/05 DIAMOND HILL INVESTMENT GROUP INC OH 1.01 01/01/06 DIAMOND HILL INVESTMENT GROUP INC OH 8.01 01/05/06 DIEDRICH COFFEE INC CA 1.01,5.02,9.01 01/01/06 DIGICORP UT 1.01,2.01,2.03,3.02, 12/29/05 5.01,5.02,5.03,5.06,9.01 DIGITAL RECORDERS INC NC 3.02 01/01/06 DILLARDS INC DE 7.01,9.01 01/05/06 DOLLAR GENERAL CORP TN 7.01,9.01 01/05/06 DOLLAR THRIFTY AUTOMOTIVE GROUP INC DE 1.01,9.01 12/31/05 DOLLAR TREE STORES INC VA 7.01,9.01 01/05/06 DOT HILL SYSTEMS CORP NY 1.01 12/29/05 DTE ENERGY CO MI 8.01,9.01 01/05/06 DUKE REALTY CORP IN 7.01 01/05/06 ECC Capital CORP 1.01,9.01 12/29/05 ECHELON CORP DE 1.01 02/01/05 AMEND ECLIC INC/NV NV 7.01,9.01 01/05/05 EDAC TECHNOLOGIES CORP WI 1.01,2.03,9.01 12/29/05 EMC INSURANCE GROUP INC IA 1.01,9.01 12/30/05 EMC INSURANCE GROUP INC IA 7.01 01/05/06 EMCOR GROUP INC DE 1.01,9.01 01/05/06 Emrise CORP DE 1.01,9.01 12/30/05 ENCORE ACQUISITION CO DE 1.01,9.01 12/29/05 Endeavor Acquisition Corp. DE 8.01,9.01 12/21/05 AMEND ENDWAVE CORP DE 1.01,9.01 12/30/05 Energy Transfer Partners, L.P. DE 5.02 01/05/06 ENSTAR GROUP INC GA 1.01,9.01 12/29/05 ENTEGRIS INC MN 2.02,9.01 01/05/06 ENVIRONMENTAL POWER CORP DE 1.01 12/30/05 EQUITY RESIDENTIAL MD 9.01 01/05/06 EXELIXIS INC DE 1.01 01/04/06 EXPLORATION CO OF DELAWARE INC DE 1.01 12/30/05 FACTORY CARD OUTLET CORP DE 2.02,9.01 01/05/06 FAIRCHILD SEMICONDUCTOR INTERNATIONAL DE 7.01,8.01 12/29/05 FAIRPOINT COMMUNICATIONS INC DE 8.01,9.01 01/05/06 FAMILY DOLLAR STORES INC DE 7.01,9.01 01/05/06 FAR EAST ENERGY CORP 1.01 12/29/05 Federal Home Loan Bank of Boston X1 2.03 01/03/06 Federal Home Loan Bank of Boston X1 7.01,9.01 01/05/06 Federal Home Loan Bank of New York X1 2.03,9.01 12/30/05 Federal Home Loan Bank of San Francis X1 2.03 01/05/06 Fieldstone Mortgage Investment CORP MD 8.01,9.01 01/05/06 Fieldstone Mortgage Investment Trust, MD 8.01,9.01 12/27/05 FINLAY ENTERPRISES INC /DE DE 2.02,9.01 01/05/06 FINLAY FINE JEWELRY CORP DE 2.02,9.01 01/05/06 FIRST FRANKLIN MORTGAGE LOAN TRUST, S DE 8.01,9.01 12/27/05 First Franklin Mortgage Loan Trust, S DE 8.01,9.01 12/27/05 FIRST INDIANA CORP IN 2.01,9.01 01/04/06 FIRST INDIANA CORP IN 1.01,9.01 01/05/06 FIRST NATIONAL BANCSHARES INC /SC/ SC 8.01,9.01 01/05/06 FOOTSTAR INC DE 7.01,9.01 01/05/06 FORRESTER RESEARCH INC DE 8.01 01/04/06 FORTUNE BRANDS INC DE 2.02,9.01 01/05/06 Foundation Coal Holdings, Inc. DE 8.01,9.01 01/05/06 FPL GROUP INC FL 1.01 01/01/06 FTS GROUP, INC. CO 1.01,2.03,9.01 12/29/05 FX ENERGY INC NV 8.01,9.01 01/05/06 GAMES INC DE 1.01,9.01 12/29/05 GAMEZNFLIX INC NV 4.01,9.01 01/03/05 GAMEZNFLIX INC NV 1.01,9.01 01/03/05 AMEND GAP INC DE 7.01,9.01 01/05/06 GASCO ENERGY INC NV 7.01,9.01 01/05/06 GASEL TRANSPORTATION LINES INC OH 1.03,9.01 12/07/05 GASTAR EXPLORATION LTD A0 8.01,9.01 01/05/06 GATEWAY TAX CREDIT FUND II LTD FL 4.01,9.01 01/05/06 GATEWAY TAX CREDIT FUND III LTD FL 4.01,9.01 01/05/06 GATEWAY TAX CREDIT FUND LTD FL 4.01,9.01 01/05/06 GEHL CO WI 1.01,5.02,9.01 12/31/05 GENAERA CORP DE 8.01,9.01 01/03/06 GENTIVA HEALTH SERVICES INC DE 1.01,3.02,7.01,9.01 01/04/06 GIGABEAM CORP DE 1.01,9.01 12/29/05 GLENBOROUGH REALTY TRUST INC MD 2.01,2.06,9.01 12/30/05 GLOBAL PREFERRED HOLDINGS INC DE 8.01,9.01 12/29/05 GLOBALNET CORP NV 1.01,9.01 12/29/05 GLOBALSANTAFE CORP 7.01,9.01 01/05/06 GLOBIX CORP DE 5.02,9.01 01/03/06 GMH Communities Trust MD 1.02,9.01 12/31/05 GOLDEN EAGLE INTERNATIONAL INC CO 8.01,9.01 01/05/06 GOLDEN GRAIN ENERGY 1.01 12/29/05 GREAT SOUTHERN BANCORP INC MD 1.01 12/31/05 GREENE COUNTY BANCSHARES INC TN 5.02 12/31/05 GREENMAN TECHNOLOGIES INC DE 7.01,8.01,9.01 01/04/06 GRYPHON GOLD CORP NV 7.01,9.01 01/05/06 GSV INC DE 1.01,2.03,3.02,5.03,9.01 01/05/06 GVC VENTURE CORP DE 1.01,9.01 12/30/05 HALLMARK FINANCIAL SERVICES INC NV 1.01,2.01,2.03,5.02,9.01 12/31/05 HarborView Mortgage Loan Trust 2005-5 DE 8.01 12/27/05 HARKEN ENERGY CORP DE 7.01,9.01 01/04/06 HARLEY DAVIDSON INC WI 1.01 12/07/05 HASCO Trust 2005-OPT1 8.01,9.01 12/27/05 HEI INC MN 2.02,9.01 01/05/06 HERCULES INC DE 8.01,9.01 01/05/06 HERITAGE PROPERTY INVESTMENT TRUST IN MD 1.01,9.01 12/30/05 HIBBETT SPORTING GOODS INC DE 1.01,7.01,9.01 01/05/06 HICKORY TECH CORP MN 2.01,9.01 12/30/05 HOLLY CORP DE 5.02 01/01/06 HomeBanc Mortgage Trust 2005-5 DE 8.01,9.01 12/27/05 ICOA INC NV 8.01 12/29/05 ICONIX BRAND GROUP, INC. DE 1.01,9.01 12/29/05 IElement CORP 3.02 12/30/05 II-VI INC PA 2.02,9.01 01/04/06 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE 8.01 10/25/05 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE 8.01 08/25/05 AMEND IMH ASSETS CORP IMPAC CMB TRUST SERIE DE 8.01 09/26/05 AMEND IMH ASSETS CORP IMPAC CMB TRUST SERIE DE 8.01 11/25/05 AMEND IMH ASSETS CORP IMPAC CMB TRUST SERIE DE 8.01 10/25/05 AMEND INFINITY PROPERTY & CASUALTY CORP OH 1.01,9.01 01/01/06 INFOTECH USA INC DE 5.02 01/03/06 Inland American Real Estate Trust, In MD 9.01 12/28/05 AMEND INNODATA ISOGEN INC DE 1.01,9.01 12/31/05 INPHONIC INC 1.01 12/29/05 INTEGRATED SILICON SOLUTION INC DE 2.02,9.01 01/04/06 INTEGRITY FINANCIAL CORP NC 8.01,9.01 01/05/06 INTERACTIVE INTELLIGENCE INC IN 1.01,9.01 12/30/05 International American Technologies, NV 4.01,9.01 12/31/05 INTERNATIONAL BUSINESS MACHINES CORP NY 8.01 01/05/06 INTERSIL CORP/DE DE 1.01 01/01/06 INTRAWARE INC DE 2.02,9.01 01/05/06 IRON MOUNTAIN INC DE 7.01,9.01 12/07/05 AMEND IRVINE SENSORS CORP/DE/ DE 1.01,2.01,2.03,3.02, 12/30/05 5.02,5.03,9.01 IVILLAGE INC DE 1.01,9.01 12/30/05 JAGGED PEAK, INC. NV 5.03 01/05/06 JCM PARTNERS LLC DE 3.02 01/01/06 JO-ANN STORES INC OH 7.01,9.01 01/05/06 JUNIPER GROUP INC NY 1.01,2.03,3.02,5.03,9.01 12/28/05 KANA SOFTWARE INC DE 2.05,5.02,9.01 01/02/06 KOHLS CORPORATION WI 7.01,9.01 01/05/06 LANDMARK BANCORP INC DE 1.01,2.01,2.03,9.01 12/30/05 LAWSON SOFTWARE INC DE 2.02,9.01 01/05/06 LEARNING TREE INTERNATIONAL INC DE 2.02,9.01 12/29/05 Lehman Mortgage Trust 2005-1 DE 8.01,9.01 12/25/05 Lehman Mortgage Trust 2005-2 DE 8.01,9.01 12/25/05 LENOX GROUP INC DE 1.01,9.01 12/14/05 LEXINGTON CORPORATE PROPERTIES TRUST MD 1.01,9.01 12/29/05 LIBBEY INC DE 1.01 12/30/05 LIFECORE BIOMEDICAL INC MN 8.01,9.01 01/03/06 LIGHTPATH TECHNOLOGIES INC DE 2.02 01/05/06 LINCARE HOLDINGS INC DE 5.02,9.01 01/01/06 LKQ CORP DE 1.01,2.01,9.01 12/31/05 LONGS DRUG STORES CORP MD 7.01,9.01 01/05/06 LSI INDUSTRIES INC OH 1.01,9.01 01/01/06 LUMINENT MORTGAGE CAPITAL INC 2.02,2.06,7.01,9.01 01/03/06 LYNCH CORP IN 1.01,9.01 12/30/05 MAAX Holdings, Inc. DE 1.01,9.01 01/03/06 MACROCHEM CORP DE 5.02,5.03,9.01 01/05/06 MANNATECH INC TX 5.02,9.01 01/04/06 MANUGISTICS GROUP INC DE 2.02,9.01 01/05/06 MARATHON OIL CORP DE 2.02,9.01 01/05/06 MARINEMAX INC DE 1.01,9.01 12/29/05 MARKWEST ENERGY PARTNERS L P 1.01,2.03,9.01 12/29/05 MARKWEST HYDROCARBON INC DE 1.01,2.03,8.01,9.01 12/29/05 MARTIN MIDSTREAM PARTNERS LP DE 7.01,9.01 01/05/06 MASSEY ENERGY CO DE 1.01,9.01 12/29/05 MASTR ALTERNATIVE LOAN TRUST 2005-2 DE 8.01,9.01 12/27/05 MASTR ALTERNATIVE LOAN TRUST 2005-3 8.01,9.01 12/27/05 MASTR ASSET BACKED SECURITIES TRUST 2 DE 8.01,9.01 12/27/05 MASTR ASSET BACKED SECURITIES TRUST 2 DE 8.01,9.01 12/27/05 MASTR Asset Backed Securities Trust 2 DE 8.01,9.01 12/27/05 MASTR Asset Backed Securities Trust 2 DE 8.01,9.01 12/25/05 MASTR Asset Backed Securities Trust 2 DE 8.01,9.01 12/27/05 MASTR Asset Backed Securities Trust 2 DE 8.01,9.01 12/27/05 MASTR ASSET SECURITIZATION TRUST 2003 DE 8.01,9.01 12/27/05 MASTR Asset Securitization Trust 2005 DE 8.01,9.01 12/27/05 MASTR Asset Securitization Trust 2005 DE 8.01,9.01 12/27/05 MASTR SEASONED SECURITIZATION TRUST 2 DE 8.01,9.01 12/27/05 MATERIAL SCIENCES CORP DE 1.01,5.03,9.01 12/29/05 MATERIAL TECHNOLOGIES INC /CA/ DE 1.01,3.02 12/23/05 AMEND MATHSTAR INC MN 8.01,9.01 01/05/06 MATRIX SERVICE CO DE 2.02,4.01,9.01 01/03/06 MCI INC DE 8.01,9.01 01/05/06 MCI INC DE 4.02,9.01 01/04/05 MCMORAN EXPLORATION CO /DE/ DE 8.01,9.01 01/05/06 MDwerks, Inc. 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NV 8.01 01/04/06 MEDCATH CORP DE 2.03,9.01 12/29/05 MERA PHARMACEUTICALS INC DE 8.01 01/03/06 MERRILL LYNCH MORT INV TRUST MLMI Ser DE 8.01,9.01 12/27/05 MERRILL LYNCH MORT INV TRUST MLMI Ser DE 8.01,9.01 12/27/05 Merrill Lynch Mortgage Investor Trust DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS OWNI DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 Merrill Lynch Mortgage Investors Trus DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 Merrill Lynch Mortgage Investors Trus DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/05 MERRILL LYNCH MORTGAGE INVESTORS, INC DE 8.01,9.01 12/27/05 METAL MANAGEMENT INC DE 1.01,9.01 12/31/05 MFC DEVELOPMENT CORP DE 3.02 12/30/05 MICROTUNE INC DE 7.01,9.01 01/05/06 MILLENNIUM PHARMACEUTICALS INC DE 2.02,9.01 01/05/06 MOMENTA PHARMACEUTICALS INC DE 1.01 12/30/05 MONACO COACH CORP /DE/ DE 1.01 12/29/05 Morgan Stanley ABS Capital I Inc. 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WA 1.01,9.01 12/31/05 Navstar Media Holdings, Inc. NV 4.01,9.01 01/03/06 NCO GROUP INC PA 1.01 12/29/05 NEIMAN MARCUS GROUP INC DE 2.02,7.01 01/05/06 NEON SYSTEMS INC DE 1.01,9.01 01/04/06 NEOPHARM INC DE 1.01,7.01,9.01 01/05/06 NESTOR PARTNERS NJ 3.02 01/03/06 New Viacom Corp. DE 1.01,8.01,9.01 12/30/05 New York & Company, Inc. 7.01,9.01 01/05/06 New York & Company, Inc. 1.01 01/04/06 New York & Company, Inc. 7.01,9.01 01/05/06 NOMURA ASSET ACCEPTANCE CORP DE 8.01,9.01 01/04/06 Nomura Asset Acceptance Corp, Alterna DE 8.01,9.01 12/27/05 Nomura Asset Acceptance Corporation, DE 8.01,9.01 12/27/05 NORDSTROM INC WA 7.01 01/05/06 NORTH VALLEY BANCORP CA 2.03,9.01 12/29/05 NORTHERN GROWERS LLC SD 5.03,9.01 12/30/05 NOVASTAR FINANCIAL INC MD 7.01,9.01 01/05/06 NRG ENERGY, INC. DE 1.01,9.01 01/03/06 NRG ENERGY, INC. DE 2.02,7.01,9.01 01/05/06 NRG ENERGY, INC. DE 7.01,9.01 01/05/06 NRG ENERGY, INC. 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FL 1.01 12/29/05 OPTION ONE MORTGAGE LOAN TRUST 2005-2 DE 8.01,9.01 12/27/05 Option One Mortgage Loan Trust 2005-3 DE 8.01,9.01 12/27/05 Option One Mortgage Loan Trust 2005-4 DE 8.01,9.01 12/27/05 Option One Mortgage Loan Trust 2005-5 DE 8.01,9.01 12/27/05 ORBIT E COMMERCE INC NV 4.01,9.01 12/29/05 OUTBACK STEAKHOUSE INC DE 7.01,9.01 01/05/06 OUTDOOR CHANNEL HOLDINGS INC 1.01 01/01/06 OWNIT MORTGAGE LOAN TRUST, SERIES 200 DE 8.01,9.01 12/27/05 PACIFIC ENTERPRISES INC CA 1.01,2.02,9.01 01/04/06 PACIFICORP /OR/ OR 8.01 01/05/06 PACKAGING DYNAMICS CORP DE 8.01 01/05/06 PALADIN REALTY INCOME PROPERTIES INC MD 8.01 12/19/05 PANAMERICAN BANCORP DE 8.01,9.01 01/04/06 PANAVISION INC DE 8.01 01/03/06 PANERA BREAD CO DE 2.02,9.01 01/05/06 Paradigm Holdings, Inc WY 3.02 12/30/05 PARALLEL TECHNOLOGIES INC NV 2.01,3.02,3.03,5.02 12/28/05 Park Place Securities Inc. Asset Back DE 8.01,9.01 12/27/05 Park Place Securities, Inc. Series 20 DE 8.01,9.01 12/27/05 Park Place Securities, Inc. 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CA 4.01,9.01 01/03/05 ROCKY MOUNTAIN CHOCOLATE FACTORY INC CO 2.02,7.01,9.01 01/05/06 ROCKY MOUNTAIN CHOCOLATE FACTORY INC CO 7.01,9.01 01/05/06 ROCKY SHOES & BOOTS INC OH 2.02,7.01,9.01 01/04/06 ROLLINS INC DE 8.01 01/03/05 ROYAL GOLD INC DE 8.01,9.01 12/29/05 RPM INTERNATIONAL INC/DE/ DE 2.02,9.01 01/05/06 RUBY TUESDAY INC GA 2.02,9.01 11/29/05 RURBAN FINANCIAL CORP OH 2.01,9.01 12/31/05 RYERSON INC. DE 5.03,9.01 01/01/06 RYERSON INC. DE 1.01 12/31/05 SABA SOFTWARE INC DE 2.02,9.01 01/05/06 SABR TRUST 2005-FR1 8.01,9.01 12/27/05 SABR TRUST 2005-FR2 8.01,9.01 12/27/05 SABR TRUST 2005-FR3 8.01,9.01 12/27/05 SABR TRUST 2005-OP1 8.01,9.01 12/27/05 SAFETEK INTERNATIONAL INC DE 1.01,9.01 01/04/06 SAFLINK CORP DE 1.01 12/31/05 SAKS INC TN 8.01,9.01 01/05/06 SALIX PHARMACEUTICALS LTD 1.01,7.01,9.01 12/30/05 SALTON INC DE 1.01 01/03/06 SAN DIEGO GAS & ELECTRIC CO CA 1.01,2.02,9.01 01/04/06 SASCO Mortgage Loan Trust Series 2005 DE 8.01,9.01 12/25/05 SATCON TECHNOLOGY CORP DE 4.01,9.01 12/28/05 AMEND SEA CONTAINERS LTD /NY/ 5.02,9.01 12/28/05 SEALIFE CORP 8.01 12/30/05 Securitized Asset Backed Receivables 8.01,9.01 12/27/05 Securitized Asset Backed Receivables 8.01,9.01 12/27/05 SECURITY NATIONAL FINANCIAL CORP UT 2.01 12/30/05 SEITEL INC DE 1.01 01/05/06 SEMPRA ENERGY CA 1.01,2.02,9.01 01/04/06 SENECA FOODS CORP /NY/ NY 5.02 01/01/06 SENTIGEN HOLDING CORP DE 1.01,5.02,9.01 12/30/05 SEQUA CORP /DE/ DE 2.05,9.01 01/05/06 SIERRA BANCORP CA 5.02 01/01/06 SIERRA HEALTH SERVICES INC NV 7.01 01/04/06 SIGA TECHNOLOGIES INC DE 3.01,9.01 12/30/05 SIRIUS SATELLITE RADIO INC DE 3.02,7.01 01/05/06 SIRVA INC DE 2.01,5.02,9.01 12/30/05 SITEL CORP MN 2.05 12/30/05 SMART Modular Technologies (WWH), Inc 2.02 01/05/06 SONIC CORP DE 2.02,9.01 01/04/06 Soundview Home Loan Trust 2005-CTX1 DE 8.01,9.01 12/27/05 Spansion Inc. DE 1.01,1.02,9.01 12/30/05 SPECIALTY LABORATORIES INC 1.01,9.01 12/29/05 SPECTRUM PHARMACEUTICALS INC DE 1.01 01/01/06 SPHERION CORP DE 1.01,7.01,9.01 11/21/05 STARTEK INC DE 1.01,9.01 12/29/05 STERLING CHEMICALS INC DE 5.02 01/04/06 STRATS SM TRUST FOR JPMORGAN CHASE & 8.01 01/05/06 Structured Asset Investment Loan Trus DE 8.01,9.01 12/25/05 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 12/27/05 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 12/27/05 Structured Asset Mortgage Investments DE 8.01,9.01 12/27/05 Structured Asset Mortgage Investments DE 8.01,9.01 12/27/05 Structured Asset Mortgage Investments DE 8.01,9.01 12/27/05 Structured Asset Mortgage Investments DE 8.01,9.01 12/27/05 Structured Asset Securities Corp 2005 DE 8.01,9.01 12/25/05 Structured Asset Securities Corp 2005 DE 8.01,9.01 12/25/05 SYKES ENTERPRISES INC FL 1.01,1.02,9.01 01/03/06 SYNDICATION NET COM INC DE 1.01,2.03,3.02,9.01 12/30/05 TEAM INC TX 2.02,9.01 01/04/06 TEDA TRAVEL GROUP INC DE 1.01,9.01 12/29/05 TEEKA TAN PRODUCTS, INC. DE 7.01,9.01 01/05/06 TERAYON COMMUNICATION SYSTEMS DE 7.01,9.01 01/04/06 TEXAS INDUSTRIES INC DE 2.02,9.01 01/05/06 THERAGENICS CORP DE 1.01,9.01 01/05/06 THERMADYNE HOLDINGS CORP /DE DE 1.01,2.01,9.01 12/29/05 THOMAS PROPERTIES GROUP INC DE 1.01,9.01 12/29/05 TIMELINE INC WA 8.01 12/29/05 TITANIUM METALS CORP DE 2.02,7.01,9.01 01/04/06 TODCO DE 1.01,9.01 12/29/05 TOO, INC. DE 7.01,9.01 01/04/06 TOPPS CO INC DE 2.02,9.01 01/05/06 TOREADOR RESOURCES CORP DE 7.01,9.01 01/05/06 TRANSOCEAN INC E9 7.01,9.01 01/04/06 TRC COMPANIES INC /DE/ DE 2.05,9.01 01/04/06 TRIARC COMPANIES INC DE 1.01,9.01 01/04/06 TRUSTREET PROPERTIES INC MD 8.01 01/05/06 TUESDAY MORNING CORP/DE DE 2.02,9.01 01/05/06 TUT SYSTEMS INC DE 1.01,9.01 12/29/05 TVI CORP MD 1.01,2.03 12/29/05 TWEETER HOME ENTERTAINMENT GROUP INC DE 2.02,9.01 01/04/06 U S WIRELESS DATA INC DE 1.01,3.02,9.01 12/30/05 UAP HOLDING CORP DE 2.02,8.01,9.01 01/05/06 ULTICOM INC NJ 1.01,9.01 12/29/05 UNIFIRST CORP MA 2.02,9.01 11/26/05 UNION BANKSHARES CORP VA 1.01 12/30/05 UNION DRILLING INC DE 5.02,7.01,9.01 12/31/05 UNITED BANKSHARES INC/WV WV 1.01,9.01 12/30/05 UNIVERSAL FOOD & BEVERAGE COMPNY NV 1.01,2.03,3.02,9.01 12/30/05 US AIRWAYS GROUP INC DE 2.02,9.01 01/05/06 USN CORP CO 1.01,9.01 12/29/05 VALEANT PHARMACEUTICALS INTERNATIONAL DE 2.01,9.01 12/30/05 VERISIGN INC/CA DE 1.01 12/29/05 VESTA INSURANCE GROUP INC DE 7.01,9.01 01/05/06 VIACOM INC DE 1.01,8.01,9.01 12/30/05 VITAL SIGNS INC NJ 1.01,9.01 12/29/05 Vivid Learning Systems, Inc. DE 1.02 01/03/06 VOUGHT AIRCRAFT INDUSTRIES INC 5.02 01/04/06 WACHOVIA ASSET SECURITIZATION INC 200 8.01,9.01 11/25/05 WaMu Mortgage Pass-Through Certificat DE 9.01 12/21/05 WEBMETHODS INC DE 1.01,5.02 12/30/05 AMEND Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/22/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 12/27/05 Wells Fargo Home Equity Asset-Backed DE 8.01,9.01 12/27/05 Wells Fargo Home Equity Asset-Backed DE 8.01,9.01 12/27/05 Wells Fargo Mortgage Asset-Backed Pas DE 8.01,9.01 12/27/05 Wells Fargo Mortgage Asset-Backed Pas DE 8.01,9.01 12/27/05 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 12/27/05 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 12/27/05 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 12/27/05 WEST MARINE INC DE 2.02,9.01 01/04/06 WESTBOROUGH FINANCIAL SERVICES INC MA 1.01,9.01 12/29/05 WESTMORELAND COAL CO DE 1.01 12/30/05 WHITEHALL JEWELLERS INC DE 8.01,9.01 01/03/06 WHX CORP DE 1.01 12/29/05 WILLIAM LYON HOMES DE 2.02,9.01 01/04/06 WILSHIRE ENTERPRISES INC DE 2.01 12/23/05 WINTRUST FINANCIAL CORP IL 3.03,8.01,9.01 01/04/06 Worldwide Biotech & Pharmaceutical CO DE 4.01,5.02,9.01 12/29/05 WSI INDUSTRIES, INC. MN 2.02,8.01,9.01 01/04/06 XL CAPITAL LTD 8.01,9.01 01/04/06 XM SATELLITE RADIO HOLDINGS INC DE 7.01,9.01 01/04/06 ZENEX INTERNATIONAL INC CO 8.01,9.01 01/05/06 ZOLTEK COMPANIES INC DE 2.02,9.01 01/03/06