SEC NEWS DIGEST Issue 2006-22 February 2, 2006 ENFORCEMENT PROCEEDINGS SKIFTER AJRO - BROKER-DEALER, INVESTMENT ADVISER BARS Skifter Ajro (Ajro) has been barred from association with a broker or dealer or with an investment adviser. The sanctions were based on his plea of guilty in a criminal case against him and were ordered in an administrative proceeding before an administrative law judge. Ajro pleaded guilty to securities and wire fraud charges in U.S. District Court for the District of Massachusetts in August 2005. His wrongdoing occurred from 2001 through 2003 while he was associated with Prudential Securities, Inc., a registered broker-dealer and investment adviser. Ajro defrauded mutual funds by using various deceptive practices to execute prohibited market timing trades on behalf of seven hedge fund customers. (Rels. 34-53206; IA-2478; File No. 3-12129) IN THE MATTER OF INTERCALLNET, INC. An Administrative Law Judge has issued an Order Making Findings and Revoking Registration by Default (Default Order) in the matter of Intercallnet, Inc. The Order Instituting Proceedings alleged that Respondent Intercallnet, Inc., failed to comply with Section 13(a) of the Securities Exchange Act of 1934 and Rules 13a-1 and 13a-13 thereunder by failing to file required periodic reports while its securities were registered with the Securities and Exchange Commission. The Default Order finds these allegations to be true and revokes the registration of each class of registered securities of Intercallnet, Inc. (Rel. 34-53207; File No. 3-12090) SEC FILES SUBPOENA ENFORCEMENT ACTION AGAINST OPERATOR OF PROFESSIONAL POKER PLAYER DOYLE BRUNSON'S WEBSITE IN CONNECTION WITH BRUNSON'S ABORTED OFFER TO BUY WPT ENTERPRISES, INC. On February 1, the Commission filed an action in Fort Worth federal district court to enforce subpoenas issued to Wallace Nakano. The Commission alleges that Nakano operated professional poker player Doyle Brunson's personally endorsed website. Brunson's website first announced his unsolicited offer to buy WPT Enterprises, Inc., the publicly traded owner of the World Poker Tour, at a high premium over its then-market value. The Commission claims that publication of Brunson's offer triggered a steep rise in WPT's stock price on record trading volume. When WPT publicly disclosed Brunson's refusal to provide additional details about the offer, its stock price sharply declined, costing investors tens of millions of dollars in lost market value. Brunson's offer eventually expired by its terms. The Commission is formally investigating whether Brunson's offer and its publication violated federal securities laws, including the antifraud provisions of Sections 10(b) and 14(e) of the Securities Exchange Act of 1934. As part of the investigation, the Commission twice served subpoenas on Nakano at his Long Beach, California residence. Although Nakano received the Commission's subpoenas and, in fact, hired an attorney to contact the Commission's staff, Nakano has refused to comply, claiming the Commission's service was "defective." [SEC v. Wallace Nakano, Misc. Action No. 406-MC-007-A /NDTX, Fort Worth Division] (LR-19551) SEC CHARGES ONE AIG AND FOUR GEN RE EXECUTIVES FOR AIDING IN AIG SECURITIES FRAUD On February 2, the Commission today announced that it filed an enforcement action against five former senior executives of General Re Corporation (Gen Re) and American International Group, Inc. (AIG) for helping AIG mislead investors through the use of fraudulent reinsurance transactions. Four of the former executives, Ronald Ferguson, Elizabeth Monrad, Robert Graham and Christopher Garand, were with Gen Re, while the fifth, Christian Milton, was with AIG. The complaint, filed today in federal court in Manhattan, alleges that the defendants and others aided and abetted AIG's violations of the antifraud and other provisions of the federal securities laws by helping AIG structure two sham reinsurance transactions that falsely increased AIG's loss reserves in the fourth quarter of 2000 and first quarter of 2001 by a total of $500 million. The transactions were initiated by AIG to quell criticism by analysts concerning a reduction in the company's loss reserves in the third quarter of 2000. Linda Chatman Thomsen, Director of the Commission's Division of Enforcement, said: "It is particularly troubling when senior executives knowingly and substantially participate in securities fraud. Today's action by the Commission is yet another step in the pursuit of those responsible for helping AIG to deceive investors by materially misstating the company's financial results." Mark K. Schonfeld, Director of the Commission's Northeast Regional Office, said: "This case shows the Commission's continued commitment to pursuing cases involving the fraudulent abuse of insurance and reinsurance to manipulate a public company's financial results. The defendants knowingly helped AIG achieve a specific, and false, accounting effect." AIG's Fraud In its complaint the Commission alleges that Ferguson, Monrad, Graham, Garand, and others at Gen Re worked with Milton and others at AIG to fashion two sham reinsurance contracts between Cologne Re Dublin, a Gen Re subsidiary in Dublin, Ireland, and an AIG subsidiary. The complaint details recorded conversations among the defendants and other evidence reflecting the planning and implementation of the sham transaction. On the basis of this evidence, the complaint charges that the defendants understood from the beginning that they were structuring a sham transaction involving the creation of phony documents for the purpose of providing apparent support for false accounting entries AIG made on its books. As the defendants and others at Gen Re and AIG knew, AIG accounted for the sham transactions as if they were real reinsurance contracts that transferred risk from Gen Re to AIG, when all parties involved knew that was not true. As a result of AIG's accounting treatment for these transactions, the company's financial results showed false increases in reserves that AIG touted in the company's quarterly earnings releases for the fourth quarter of 2000 and the first quarter of 2001. Without the phony loss reserves, AIG's financial results in both quarters would have shown further declines in its loss reserves. In a press release dated March 30, 2005, AIG admitted that the accounting for these transactions was improper and would be corrected. In its 2004 Form 10-K filed with the Commission on May 31, 2005, AIG restated its financial statements to recharacterize the transactions as deposits rather than as reinsurance. The Commission's complaint charges Ferguson, Monrad, Milton, Graham, and Garand with aiding and abetting AIG's violations of Sections 10(b), 13(a), 13(b)(2) and 13(b)(5) and Rules 10b-5, 12b-20, 13a-1, 13a-13 and 13b2-1 of the Securities Exchange Act of 1934. The complaint seeks permanent injunctive relief, disgorgement of ill- gotten gains, if any, plus prejudgment interest, civil money penalties, and orders barring each defendant from acting as an officer or director of any public company. In connection with the same conduct alleged in the Commission's complaint, the U.S. Department of Justice, Fraud Section, Criminal Division (DOJ) has filed federal criminal charges against Ferguson, Monrad, Graham, and Milton in the U.S. District Court for the Eastern District of Virginia. The Commission's investigation is continuing. The Commission acknowledges the assistance and cooperation by the DOJ, the U.S. Attorney's Office for the Eastern District of Virginia, and the U.S. Postal Inspection Service in this matter. [SEC v.Ronald Ferguson, Elizabeth Monrad, Robert Graham, Christopher Garand, and Christian Milton, Case No. 06 Civ 0778, SDNY] (LR-19552; AAE Rel. 2369; Press Rel. 2006-15) SEC FILES SETTLED INSIDER TRADING ACTION RELATED TO SMITH & NEPHEW, PLC's TENDER OFFER FOR ORATEC INTERVENTIONS, INC. The Commission filed a settled enforcement action today in U.S. District Court for the District of Massachusetts, charging William A. Day with insider trading in the common stock of Oratec Interventions, Inc. Day is a resident of Windham, New Hampshire who owns a business and rental properties in Dracut, Massachusetts. Without admitting or denying the allegations in the Commission's complaint, Day agreed to permanent injunctive relief and to pay a total of $94,464.49 in disgorgement and civil penalty. The Commission's complaint alleges that on Feb. 14, 2002, London, England-based Smith & Nephew, plc. and Oratec publicly announced that they had entered into an agreement for Smith & Nephew to acquire all outstanding shares of Oratec through a tender offer of $12.50 per share. On Feb. 13, 2002, approximately twenty-four hours before the acquisition was publicly announced, Day made an anonymous posting on an internet message board dedicated to Oratec, the contents of which revealed that he possessed material, nonpublic information regarding the tender offer, including the name of the acquiring company, the price per share, the tender offer structure, and the offer announcement date. According to the Commission's complaint, Day received the inside information either directly or indirectly from an employee of the offering company. Day bought 12,000 shares of Oratec common stock on February 12 and 13, and sold these shares for a profit of $42,631.90 on February 14, following the public announcement of the tender offer. The Commission's complaint charges Day with violating the tender offer insider trading provisions, Section 14(e) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 14e-3 thereunder. To settle the Commission's charges, Day has consented, without admitting or denying the allegations in the Commission's complaint, to the entry of a final judgment permanently enjoining him from committing future violations of Section 14(e) of the Exchange Act and Rule 14e-3 thereunder. Day also has agreed to pay disgorgement in the amount of $42,631.90, prejudgment interest thereon of $9,200.69, and a civil penalty of $42,631.90, for a total payment of $94,464.49. The settlement is subject to the court's review and approval. [SEC v. William A. Day, Civil Action No. 06-CV-10202-RWZ, USDC, D. Mass.] (LR-19553) INVESTMENT COMPANY ACT RELEASES DEREGISTRATION UNDER THE INVESTMENT COMPANY ACT For the month of January, 2006, a notice has been issued giving interested persons until Feb. 27, 2006, to request a hearing on any of the following applications for an order under Section 8(f) of the Investment Company Act declaring that the applicant has ceased to be an investment company: WPG Large Cap Growth Fund [File No. 811-1447] WPG Tudor Fund [File No. 811-1745] Weiss Peck & Greer Funds Trust [File No. 811-4404] Security Municipal Bond Fund [File No. 811-3225] Aquila Fund [File No. 811-4083] Forward Funds, Inc. [File No. 811-8419] Oppenheimer Multi-Sector Income Trust [File No. 811-5473] Oppenheimer Capital Preservation Fund [File No. 811-8799] Quadrant Fund, Inc. [File No. 811-21704] Columbia National Municipal Bond Fund, Inc. [File No. 811-7832] Tax-Free Income Trust [File No. 811-7397] BQT Subsidiary Inc. [File No. 811-10451] Sterling Capital Corporation [File No. 811-1537] Lorent Investment Company [File No. 811-2935] Pilgrim Government Securities Income Fund, Inc. [File No. 811-4031] Pilgrim Silver Fund, Inc. [File No. 811-4111] Pilgrim SmallCap Asia Growth Fund, Inc. [File No. 811-7287] Pilgrim Global Technology Fund, Inc. [File No. 811-9649] Pilgrim High Yield Fund III [File No. 811-5496] Pilgrim Global Income Fund, Inc. [File No. 811-4675] Pilgrim Global Corporate Leaders Fund, Inc. [File No. 811-5113] Pilgrim Worldwide Emerging Markets Fund, Inc. [File No. 811-1838] Acacia Variable Annuity Separate Account (formerly Acacia National Variable Annuity Separate Account II) [File No. 811-07627] Acacia Variable Life Separate Account (formerly Acacia National Variable Life Separate Account 1) [File No. 811-08998] (Rel. IC-27221 - January 31) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change filed by the National Association of Securities Dealers to extend the pilot programs relating to multiple Market Participant Identifiers (SR-NASD-2006-004) 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 February 6. (Rel. 34-53192) A proposed rule change (SR-CHX-2006-01) filed by the Chicago Stock Exchange regarding bidding and offering in sub-penny increments 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 February 6. (Rel. 34-53194) A proposed rule change (SR-NSX-2006-02) filed by the National Stock Exchange to amend Exchange Rule 11.3 to allow for sub-penny quoting in certain securities 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 February 6. (Rel. 34-53195) A proposed rule change filed by the Philadelphia Stock Exchange to amend Exchange Rule 715 to clarify that equity floor members are no longer required to submit a monthly report of net commissions on transactions effected on the floor of the Exchange (SR-Phlx-2006-08), 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 February 6. (Rel. 34-53197) A proposed rule change (SR-NASD-2006-016) filed by the National Association of Securities Dealers, through its subsidiary, The Nasdaq Stock Market, Inc., to establish a mechanism for handling sub-penny orders in securities listed on the New York Stock Exchange or the American Stock Exchange 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 February 6. (Rel. 34-53203) 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 Rotoblock CORP, SUITE 205, 1715 COOK STREET, VANCOUVER, A1, V5Y 3J6, 604 872 1234 - 6,896,667 ($2,915,050.12) Equity, (File 333-131422 - Feb. 1) (BR. 09B) S-8 INTEGRATED DEVICE TECHNOLOGY INC, 6024 SILVER CREEK VALLEY ROAD, SAN JOSE, CA, 95138, 4082848200 - 2,000,000 ($28,460,000.00) Equity, (File 333-131423 - Feb. 1) (BR. 10B) S-1 CLEVELAND CLIFFS INC, 1100 SUPERIOR AVE 18TH FLR, CLEVELAND, OH, 44114, 2166945700 - 0 ($1.00) Equity, (File 333-131424 - Feb. 1) (BR. 04B) S-3ASR DELTA PETROLEUM CORP/CO, 370 SEVENTEENTH STREET, SUITE 4300, DENVER, CO, 80202, 3032939133 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-131425 - Feb. 1) (BR. 04A) S-3ASR KFX INC, 55 MADISON STREET, SUITE 500, DENVER, CO, 80206, 3032932992 - 0 ($0.00) Equity, (File 333-131426 - Feb. 1) (BR. 06A) S-8 Ozark Holding Inc., 500 ORACLE PARKWAY, MAIL STOP 5 OP 7, REDWOOD CITY, CA, 94065, 6505067000 - 974,589,052 ($11,995,169,232.08) Equity, 140,000,000 ($140,000,000.00) Other, (File 333-131427 - Feb. 1) (BR. 03B) S-8 SGX PHARMACEUTICALS, INC., 10505 ROSELLE STREET, SAN DIEGO, CA, 92121, 858-558-4850 - 0 ($11,234,829.00) Equity, (File 333-131428 - Feb. 1) (BR. 01C) S-3 GENEREX BIOTECHNOLOGY CORP, 33 HARBOUR SQ, STE 202, TORONTO ONTARIO CANADA, A1, M5J 2G2, 4163642551 - 29,511,109 ($33,347,553.00) Equity, (File 333-131430 - Feb. 1) (BR. 01A) S-8 CAPSTONE TURBINE CORP, 21211 NORDHOFF STREET, CHATSWORTH, CA, 91311, 818-734-5300 - 0 ($12,310,400.00) Equity, (File 333-131431 - Feb. 1) (BR. 10A) S-8 COFFEE PACIFICA INC, P O BOX 95012, VANCOUVER BC, A1, V6P 6V4, 6042748004 - 5,000,000 ($11,750,000.00) Equity, (File 333-131432 - Feb. 1) (BR. 02C) S-3ASR DIGITAL RIVER INC /DE, 9625 W 76TH STREET SUITE 150, EDEN PRAIRIE, MN, 55344, 9522531234 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-131433 - Feb. 1) (BR. 03A) S-8 UAL CORP /DE/, 1200 ALGONQUIN ROAD, ELK GROVE TOWNSHIP, IL, 60007, 8477004000 - 0 ($2,660,000.00) Equity, (File 333-131434 - Feb. 1) (BR. 05C) S-8 TD BANKNORTH INC., TWO PORTLAND SQUARE, PO BOX 9540, PORTLAND, ME, 04112-9540, (207) 761-8500 - 0 ($5,371,927.00) Equity, (File 333-131435 - Feb. 1) (BR. 07) S-3D MONMOUTH CAPITAL CORP, 3499 ROUTE 9 N, SUITE 3-C, JUNIPER BUSINESS PLAZA, FREEHOLD, NJ, 07728, 7325779993 - 1,200,000 ($6,972,000.00) Equity, (File 333-131436 - Feb. 1) (BR. 08A) S-3ASR CBS CORP, 51 WEST 52ND STREET, 35TH FLOOR, NEW YORK, NY, 10019, 2129754321 - 0 ($271,061,932.95) Equity, (File 333-131438 - Feb. 1) (BR. 11B) S-8 QUALCOMM INC/DE, 5775 MOREHOUSE DR, SAN DIEGO, CA, 92121, 8585871121 - 4,173,553 ($46,645,297.75) Equity, (File 333-131448 - Feb. 1) (BR. 11B) S-8 SONIC CORP, 300 JOHNNY BENCH DRIVE, OKLAHOMA CITY, OK, 73104, 4052255000 - 4,500,000 ($129,015,000.00) Equity, (File 333-131450 - Feb. 1) (BR. 05C) SB-2 IElement CORP, 17194 PRESTON ROAD, SUITE 102 PMB 341, DALLAS, TX, 75248, 214-254-3440 - 112,700,329 ($11,712,499.00) Equity, (File 333-131451 - Feb. 1) (BR. 09B) S-3 AMERIQUEST MORTGAGE SECURITIES INC, 1100 TOWN & COUNTRY ROAD, ORANGE, CA, 92868, 7145419960 - 0 ($1,000,000.00) Asset-Backed Securities, (File 333-131452 - Feb. 1) (BR. 05) S-8 Entertainment Is Us, Inc., 11555 HERON BAY BOULEVARD,, SUITE 200, CORAL SPRINGS,, FL, 33076, 954- 603-0494 - 5,050,000 ($15,150,000.00) Equity, (File 333-131454 - Feb. 1) (BR. 11B) S-3D ACCESS NATIONAL CORP, 14006 LEE JACKSON MEMORIAL HWY, CHANTILY, VA, 20151, 7038712100 - 0 ($22,800,000.00) Equity, (File 333-131455 - Feb. 1) (BR. 07B) SB-2 Riverside Manitoba, Inc., 55 BRAINTREE CRESCENT, WINNIPEG, A2, R3J 1E1, 204-228-9695 - 8,989,159 ($8,989.00) Equity, (File 333-131456 - Feb. 1) (BR. ) S-8 TESSERA TECHNOLOGIES INC, 3099 ORCHARD DRIVE, SAN JOSE, CA, 95134, 4088940700 - 100,000 ($3,390,000.00) Equity, (File 333-131457 - Feb. 1) (BR. 10C) S-3 BAYVIEW FINANCIAL SECURITIES CO LLC, 4425 PONCE DE LEON BLVD 4TH FLOOR, CORAL GABLES, FL, 33134, 3058548880 - 1,000,000 ($1,000,000.00) Asset-Backed Securities, (File 333-131460 - Feb. 1) (BR. 05) S-3 ESCHELON TELECOM INC, 730 SECOND AVE S., SUITE 12001, MINNEAPOLIS, MN, 55402, 6123764400 - 0 ($150,000,000.00) Other, (File 333-131462 - Feb. 1) (BR. 11B) S-8 ACACIA RESEARCH CORP, 500 NEWPORT CENTER DRIVE, 7TH FLOOR, NEWPORT BEACH, CA, 92660, 9494808300 - 1,100,000 ($4,673,500.00) Equity, (File 333-131463 - Feb. 1) (BR. 10A) S-3ASR STEELCASE INC, 901 44TH ST, GRAND RAPIDS, MI, 49508, 6162472710 - 0 ($0.00) Other, (File 333-131464 - Feb. 1) (BR. 06B) S-3 ASSET BACKED SECURITIES CORP, 11 MADISON AVE, PARK AVE PLAZA, NEW YORK, NY, 10010, 2123251811 - 1,000,000 ($1,000,000.00) Asset-Backed Securities, (File 333-131465 - Feb. 1) (BR. 05D) S-8 SCOTTS MIRACLE-GRO CO, 14111 SCOTTSLAWN ROAD, MARYSVILLE, OH, 43041, 9376440011 - 11,969,546 ($588,708,892.00) Equity, (File 333-131466 - Feb. 1) (BR. 04C) S-8 HANSEN NATURAL CORP, 909-739-6200 - 200,000 ($18,011,000.00) Equity, (File 333-131467 - Feb. 1) (BR. 02B) 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 CONSULTING TEAM INC NY 1.02,5.02 01/27/06 AAR CORP DE 1.01,2.03,9.01 01/27/06 AARON RENTS INC GA 5.02,9.01 01/26/06 Abington Community Bancorp, Inc. PA 2.02,8.01,9.01 01/30/06 ABLE ENERGY INC DE 4.01,9.01 01/04/06 AMEND ABOVENET INC DE 8.01 02/01/06 ACCESS NATIONAL CORP VA 2.02,7.01,9.01 01/31/06 ACE LTD D0 2.02,9.01 01/31/06 ACTIVCARD CORP DE 1.01,5.02,9.01 01/31/06 ACTIVE POWER INC DE 2.02,9.01 02/01/06 ADAPTEC INC DE 1.01,9.01 01/26/06 ADEPT TECHNOLOGY INC CA 1.01,5.02,9.01 01/26/06 ADVANCED ENERGY INDUSTRIES INC DE 1.01,9.01 01/26/06 Aearo CO I DE 1.01,9.01 02/01/06 AEI REAL ESTATE FUND XVIII LIMITED PA MN 2.01,9.01 01/26/06 AETNA INC /PA/ PA 1.01,8.01,9.01 01/26/06 AFFILIATED COMPUTER SERVICES INC DE 7.01,8.01,9.01 01/26/06 AIR PRODUCTS & CHEMICALS INC /DE/ DE 5.02 01/26/06 AIR T INC DE 1.01 01/12/06 AirGate PCS, Inc. /Merger/ DE 5.01 02/01/06 AIRTRAX INC NJ 8.01,9.01 01/20/06 ALAMOSA DELAWARE INC DE 5.01 02/01/06 ALAMOSA HOLDINGS INC DE 2.01,3.01,5.01,5.03,9.01 02/01/06 ALASKA COMMUNICATIONS SYSTEMS GROUP I DE 1.01 01/27/06 ALLIANCE DATA SYSTEMS CORP DE 2.02,7.01,9.01 02/01/06 ALLIANCE FIBER OPTIC PRODUCTS INC CA 2.02,9.01 02/01/06 ALLIANCE FINANCIAL CORP /NY/ NY 5.02 01/31/06 ALLIANCE IMAGING INC /DE/ DE 1.01 01/26/06 ALLIANCE RESOURCE PARTNERS LP DE 2.02,9.01 01/30/06 ALLION HEALTHCARE INC DE 8.01,9.01 01/31/06 Allis Chalmers Energy Inc. DE 3.02 01/26/06 Allis Chalmers Energy Inc. DE 3.02 01/26/06 Allis Chalmers Energy Inc. DE 5.02 01/31/06 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 7.01 02/01/06 ALLSTATE CORP DE 2.02,8.01,9.01 01/31/06 ALNYLAM PHARMACEUTICALS, INC. 8.01,9.01 01/31/06 ALTERNATIVE ENERGY SOURCES INC 5.02,9.01 01/27/06 Alternative Loan Trust 2005-51 9.01 01/20/06 AMEND Alternative Loan Trust 2005-58 9.01 01/22/06 AMEND ALTERNATIVE LOAN TRUST 2005-J11 9.01 01/25/06 ALTIRIS INC DE 2.02,9.01 02/01/06 AMERICAN ELECTRIC POWER CO INC NY 2.02,9.01 02/01/06 AMERICAN GREETINGS CORP OH 1.01,7.01,9.01 01/31/06 AMERICAN HEALTHWAYS INC DE 1.01,9.01 02/01/06 AMERIGAS PARTNERS LP DE 2.02,9.01 02/01/06 AMERIGROUP CORP 5.02 02/01/06 AMERIPRISE FINANCIAL INC DE 1.01 01/26/06 AMGEN INC DE 2.02,9.01 01/26/06 AMISTAR CORP CA 8.01 02/01/06 AMSOUTH BANCORPORATION DE 7.01,9.01 02/01/06 ANDREW CORP DE 2.02,9.01 01/26/06 ANGELICA CORP /NEW/ MO 8.01,9.01 01/31/06 ANHEUSER-BUSCH COMPANIES, INC. DE 2.02,9.01 02/01/06 ANIXTER INTERNATIONAL INC DE 2.02,9.01 01/31/06 AP PHARMA INC /DE/ DE 4.01,9.01 01/26/06 APA Enterprises, Inc. MN 5.02 01/31/06 APOLO GOLD & ENERGY INC. 5.02,9.01 02/01/06 APPLICA INC FL 1.01,9.01 01/31/06 ARADYME CORP DE 8.01 01/27/06 ARMSTRONG HOLDINGS INC /PA/ PA 9.01 01/31/06 AMEND ARROW ELECTRONICS INC NY 1.01,1.02,5.02,8.01,9.01 01/24/06 ASSET BACKED SECURITIES CORP DE 8.01,9.01 02/01/06 AT&T INC. DE 1.01,5.02,9.01 01/26/06 ATLAS AIR WORLDWIDE HOLDINGS INC DE 7.01,9.01 01/31/06 ATLAS AIR WORLDWIDE HOLDINGS INC DE 1.01,1.02,2.02,5.02,9.01 01/29/06 ATWOOD OCEANICS INC TX 7.01 02/01/06 AUXILIUM PHARMACEUTICALS INC 7.01,9.01 02/01/06 AVI BIOPHARMA INC OR 1.01,7.01,8.01,9.01 01/27/06 AVIALL INC DE 2.02,9.01 01/31/06 AVON PRODUCTS INC NY 5.02 01/26/06 Bank of Commerce Holdings CA 8.01,9.01 01/31/06 Bank of Wilmington CORP NC 1.01,9.01 01/26/06 BANTA CORP WI 2.02,9.01 01/31/06 BARNABUS ENERGY, INC. NV 7.01,9.01 01/01/06 BARNES GROUP INC DE 5.02 02/01/06 BAY VIEW CAPITAL CORP DE 5.03,9.01 01/26/06 BAYOU CITY EXPLORATION, INC. NV 1.01,3.02 12/31/05 BEHRINGER HARVARD MID TERM VALUE ENHA TX 8.01,9.01 01/26/06 BEHRINGER HARVARD REIT I INC MD 8.01,9.01 01/26/06 BEHRINGER HARVARD SHORT TERM OPPORTUN TX 8.01,9.01 01/26/06 BERKSHIRE HILLS BANCORP INC 5.03 01/26/06 BIG DOG HOLDINGS INC DE 1.01 01/31/06 BILL BARRETT CORP 5.02 02/01/06 BIOSANTE PHARMACEUTICALS INC DE 1.01,9.01 01/27/06 BISYS GROUP INC DE 2.02,7.01,9.01 01/31/06 BMB MUNAI INC 5.02 01/26/06 BOEING CAPITAL CORP DE 2.02,8.01,9.01 02/01/06 BOEING CO DE 2.02,9.01 02/01/06 BOK FINANCIAL CORP ET AL OK 2.02,9.01 12/31/05 BORGWARNER INC DE 5.02 02/01/06 BRESLER & REINER INC DE 1.01 01/25/06 BROADWING CORP DE 1.01,5.02,9.01 01/31/06 BUCKEYE PARTNERS L P DE 2.03,9.01 01/31/06 BULLION RIVER GOLD CORP 1.01,3.02,9.01 12/16/05 BULLION RIVER GOLD CORP 3.02,8.01,9.01 10/14/05 AMEND BUSINESS OBJECTS S.A. 2.02,8.01,9.01 02/01/06 CABELAS INC DE 1.01,5.02,9.01 01/06/06 AMEND CADENCE DESIGN SYSTEMS INC DE 2.02,9.01 02/01/06 CALIFORNIA NEWS TECH NV 3.02 02/01/06 CAPITAL BANK CORP NC 5.02 01/26/06 CAPITAL CITY BANK GROUP INC FL 9.01 01/26/06 CAPITAL LEASE FUNDING INC 1.01 01/27/06 CAPTARIS INC WA 1.01 01/26/06 CARROLLTON BANCORP MD 7.01,9.01 01/31/06 CASTLE A M & CO MD 5.02,5.03,8.01,9.01 01/30/06 CBRL GROUP INC TN 7.01,9.01 02/01/06 CBS CORP DE 8.01 02/01/06 CCH II LLC 2.03,9.01 01/26/06 CCO HOLDINGS LLC 2.03,9.01 01/26/06 CELADON GROUP INC DE 1.01 01/26/06 CENTURY BANCORP INC MA 1.02,9.01 02/01/06 CHARLES RIVER LABORATORIES INTERNATIO 1.01 01/27/06 CHARTER COMMUNICATIONS HOLDINGS LLC DE 2.03,9.01 01/26/06 CHARTER COMMUNICATIONS INC /MO/ DE 2.03,9.01 01/26/06 CHARTER FINANCIAL CORP/GA 2.02,9.01 02/01/06 CHESAPEAKE ENERGY CORP OK 8.01,9.01 01/31/06 CHILDRENS PLACE RETAIL STORES INC 1.01,9.01 01/27/06 China Media Group CORP TX 1.01 01/25/06 CHOICEPOINT INC GA 1.01,1.02,3.03,8.01,9.01 01/31/06 CISCO SYSTEMS INC CA 5.02 01/31/06 CITIGROUP MORTGAGE LOAN TRUST 2005-11 2.01,9.01 12/21/05 CITY NETWORK INC NV 1.01,9.01 01/24/06 Cobalis Corp NV 5.02,8.01,9.01 02/01/06 COLDWATER CREEK INC DE 8.01,9.01 02/01/06 COMMERCE ENERGY GROUP INC DE 1.01,8.01,9.01 01/26/06 COMMERCIAL CAPITAL BANCORP INC NV 2.02,9.01 01/23/06 Commercial Vehicle Group, Inc. DE 2.02,7.01,9.01 02/01/06 COMMUNITY BANCSHARES INC /DE/ DE 2.02,9.01 02/01/06 COMMUNITY BANK SHARES OF INDIANA INC IN 2.02,9.01 02/01/06 COMMUNITY CENTRAL BANK CORP MI 2.02,9.01 02/01/06 COMMUNITY TRUST BANCORP INC /KY/ KY 1.01 01/23/06 COMPUTER ASSOCIATES INTERNATIONAL INC DE 5.03,9.01 02/01/06 COMPUTER PROGRAMS & SYSTEMS INC DE 1.01,9.01 01/30/06 COMSTOCK RESOURCES INC NV 8.01,9.01 02/01/06 CONNETICS CORP DE 1.01,9.01 02/01/06 CONSOLIDATED GRAPHICS INC /TX/ TX 2.02,9.01 02/01/06 CONSOLIDATED GRAPHICS INC /TX/ TX 2.02,9.01 02/01/06 CONTINENTAL AIRLINES INC /DE/ DE 1.01 02/01/06 CORUMEL MINERALS CORP. NV 5.01 04/21/04 AMEND COVENANT TRANSPORT INC NV 9.01 01/24/06 AMEND CRESCENDO ACQUISITION CORP. DE 1.01,5.01,5.02,9.01 02/01/05 CTS CORP IN 2.02,9.01 01/31/06 CUBIST PHARMACEUTICALS INC DE 1.01 01/26/06 CURIS INC DE 3.02 01/31/06 CV THERAPEUTICS INC DE 1.01 01/30/06 CWABS Inc. Asset-Backed Certificates DE 9.01 01/25/06 CYBER DEFENSE SYSTEMS INC FL 5.02 02/01/06 CYTYC CORP DE 2.02,9.01 02/01/06 DANA CORP VA 8.01 01/31/06 DARK DYNAMITE, INC NV 9.01 10/12/05 AMEND DAWSON GEOPHYSICAL CO TX 2.02,9.01 01/31/06 DEARBORN BANCORP INC /MI/ MI 5.02 01/26/06 DELTA PETROLEUM CORP/CO CO 8.01,9.01 02/01/06 DENDRITE INTERNATIONAL INC NJ 5.02 01/26/06 DEVON ENERGY CORP/DE DE 2.02,9.01 02/01/06 DEVON ENERGY CORP/DE DE 8.01 02/01/06 DIAMOND HILL INVESTMENT GROUP INC OH 8.01 01/31/06 DIGITAL RIVER INC /DE DE 2.02,9.01 02/01/06 DISCOVER CARD MASTER TRUST I DE 8.01 01/27/06 DNB FINANCIAL CORP /PA/ PA 2.02,9.01 02/01/06 DOLLAR FINANCIAL CORP DE 2.02,9.01 01/31/06 DOLLAR FINANCIAL GROUP INC NY 2.02,9.01 01/31/06 DONALDSON CO INC DE 1.01,3.03,9.01 01/27/06 DOT HILL SYSTEMS CORP NY 8.01 01/31/06 DRUGSTORE COM INC DE 2.02,9.01 02/01/06 DUKE ENERGY CORP NC 2.02,9.01 02/01/06 DUSA PHARMACEUTICALS INC NJ 8.01,9.01 02/01/06 DYCOM INDUSTRIES INC FL 1.01 01/26/06 EASTMAN KODAK CO NJ 2.02,9.01 01/31/06 Elite Artz, Inc NV 5.01,5.02 01/30/06 EMAGIN CORP DE 5.02,9.01 01/31/06 EMERGE INTERACTIVE INC DE 3.02,7.01,9.01 01/27/06 ENBRIDGE ENERGY PARTNERS LP DE 2.02,9.01 02/01/06 ENDOLOGIX INC /DE/ DE 1.01 01/26/06 ENER1 INC FL 5.02 01/27/06 ENTERTAINMENT PROPERTIES TRUST MD 1.01,2.03 01/31/06 EOG RESOURCES INC DE 2.02,9.01 02/01/06 EOG RESOURCES INC DE 7.01 02/01/06 EPIX Pharmaceuticals, Inc. 8.01,9.01 02/01/06 EQUITY RESIDENTIAL MD 2.02,9.01 02/01/06 ESS TECHNOLOGY INC CA 2.02,9.01 02/01/06 ESSEX PROPERTY TRUST INC MD 8.01,9.01 02/01/06 EUPA INTERNATIONAL CORP /NV/ NV 5.02 01/26/06 EXIDE TECHNOLOGIES DE 1.01,9.01 02/01/06 EXPLORATION CO OF DELAWARE INC DE 1.01 01/27/06 FAMILY HOME HEALTH SERVICES, INC. NV 1.01,9.01 01/30/06 FCB Bancorp CA 8.01 01/26/06 Federal Home Loan Bank of San Francis X1 5.02 11/09/05 AMEND Federal Home Loan Bank of San Francis X1 5.02 11/29/05 AMEND FEDERAL TRUST CORP FL 8.01,9.01 01/31/06 FEDERAL TRUST CORP FL 2.02,9.01 02/01/06 FEDERATED INVESTORS INC /PA/ PA 1.01,8.01 01/30/06 FIFTH THIRD BANCORP OH 7.01,9.01 02/01/06 FIRST CASH FINANCIAL SERVICES INC DE 8.01,9.01 02/01/06 FIRST FINANCIAL BANCORP /OH/ OH 2.02,9.01 02/01/06 FIRST FRANKLIN CORP DE 1.01,9.01 01/31/06 FIRST FRANKLIN CORP DE 5.02,9.01 01/23/06 FIRST MARINER BANCORP MD 1.01,2.02,9.01 01/24/06 AMEND FIRST MONTAUK FINANCIAL CORP NJ 1.01,1.02,7.01,9.01 02/01/06 FORCE PROTECTION INC NV 1.01 01/26/06 FORD MOTOR CO DE 8.01,9.01 02/01/06 FORD MOTOR CREDIT CO DE 8.01,9.01 02/01/06 FOREST LABORATORIES INC DE 1.01 01/31/06 FORMFACTOR INC DE 2.02,9.01 02/01/06 FORRESTER RESEARCH INC DE 2.02,9.01 02/01/06 Foundation Coal Holdings, Inc. DE 5.02,9.01 01/27/06 FOX & HOUND RESTAURANT GROUP DE 8.01 02/01/06 FRANKLIN BANK CORP 2.02,9.01 02/01/06 FREESTAR TECHNOLOGY CORP NV 3.02,8.01,9.01 01/27/06 FULTON BANCSHARES CORP PA 5.02 10/24/05 AMEND FULTON FINANCIAL CORP PA 2.01,5.02,9.01 02/01/06 GAMEZNFLIX INC NV 1.01,9.01 08/01/05 GARTNER INC DE 1.01 01/26/06 GENCORP INC OH 1.01 01/26/06 GENERAL MOTORS CORP DE 8.01 02/01/06 GENESIS HEALTHCARE CORP PA 2.02,9.01 01/31/06 GENWORTH LIFE & ANNUITY INSURANCE CO VA 2.02 02/01/06 GILEAD SCIENCES INC DE 5.02 12/12/05 AMEND GLADSTONE COMMERCIAL CORP MD 1.01,9.01 01/26/06 GLOBAL GOLD CORP DE 2.01 01/31/06 GlobalOptions Group, Inc. NV 1.01,9.01 01/27/06 GOLDEN TELECOM INC DE 1.01,5.02,9.01 01/26/06 GOLDSPRING INC FL 8.01 01/23/06 GOTTSCHALKS INC DE 1.01,9.01 01/30/06 GRAHAM CORP DE 1.01,2.02,9.01 01/26/06 GRANT PRIDECO INC DE 7.01,9.01 02/01/06 GRAPHON CORP/DE DE 1.01 01/26/06 GREAT PLAINS ENERGY INC MO 8.01,9.01 02/01/06 GREATER BAY BANCORP CA 2.02,9.01 02/01/06 HALOZYME THERAPEUTICS INC NV 7.01,9.01 02/01/06 HANCOCK HOLDING CO MS 8.01,9.01 01/31/06 HANDLEMAN CO /MI/ MI 2.01,9.01 11/22/05 AMEND HARBOR FLORIDA BANCSHARES INC DE 5.02,9.01 01/31/06 HARLEYSVILLE NATIONAL CORP PA 7.01,9.01 02/01/06 HARTMAN COMMERCIAL PROPERTIES REIT TX 9.01 11/22/05 AMEND HCA INC/TN DE 2.02,7.01,9.01 02/01/06 HCA INC/TN DE 1.01,9.01 01/26/06 HEALTH NET INC DE 2.02,9.01 02/01/06 HEARST ARGYLE TELEVISION INC DE 1.01,1.02 01/31/06 HIBBETT SPORTING GOODS INC DE 1.01,1.02 01/27/06 HIGHBURY FINANCIAL INC DE 8.01,9.01 01/31/06 HIGHLAND HOSPITALITY CORP MD 5.02 01/31/06 HOLLIS EDEN PHARMACEUTICALS INC /DE/ DE 3.01,9.01 02/01/06 HOME EQUITY ASSET TRUST 2005-6 DE 8.01,9.01 11/25/05 AMEND Home Equity Asset Trust 2005-7 DE 8.01,9.01 12/25/05 AMEND HOME FEDERAL BANCORP, INC. OF LOUISIA 2.02,9.01 02/01/06 HOPFED BANCORP INC DE 2.02,9.01 01/31/06 HORTON D R INC /DE/ DE 1.01,2.03,8.01,9.01 01/30/06 HOSPIRA INC DE 2.05,2.06,7.01,9.01 02/01/06 HOST MARRIOTT CORP/ MD 1.01,9.01 01/30/06 HOUSING PROGRAMS LTD CA 8.01 01/26/06 HUTTON HOLDINGS CORP NV 4.01,9.01 01/31/06 I MANY INC DE 2.02,9.01 01/31/06 I MANY INC DE 1.01,9.01 01/26/06 ICAGEN INC DE 1.01,9.01 01/26/06 IDM PHARMA, INC. DE 8.01,9.01 01/30/06 IDT CORP DE 5.02 01/30/06 ILLUMINA INC DE 2.02,9.01 02/01/06 IMPART MEDIA GROUP INC NV 1.01,2.03,3.02,9.01 01/27/06 IMS HEALTH INC DE 1.01,2.03,9.01 01/27/06 INDUS INTERNATIONAL INC DE 1.01 01/26/06 INFORMEDIX HOLDINGS INC NV 8.01,9.01 01/27/06 InfoSearch Media, Inc. DE 2.02,9.01 01/31/06 INSIGNIA SYSTEMS INC/MN MN 1.01,9.01 02/01/06 INTEGRATED ENVIRONMENTAL TECHNOLOGIES DE 8.01,9.01 01/31/06 INTELLISYNC CORP DE 1.01,9.01 01/31/06 INTERMAGNETICS GENERAL CORP DE 1.01,3.03 01/25/06 INTERNATIONAL DISPLAYWORKS, INC OR 7.01,9.01 02/01/06 INTRALASE CORP 2.02,9.01 01/26/06 INVESTMENT TECHNOLOGY GROUP INC DE 2.02,9.01 02/01/06 ITT EDUCATIONAL SERVICES INC DE 8.01 02/01/06 IVAX DIAGNOSTICS INC DE 5.01 01/26/06 JDS UNIPHASE CORP /CA/ DE 2.02,7.01,9.01 02/01/06 JETBLUE AIRWAYS CORP DE 2.02,9.01 02/01/06 KANSAS CITY LIFE INSURANCE CO MO 1.01,8.01 02/01/06 KEMET CORP DE 2.02,9.01 01/31/06 KFORCE INC FL 2.01,8.01,9.01 01/31/06 KFX INC DE 7.01,8.01,9.01 02/01/06 KYPHON INC DE 2.02,9.01 02/01/06 LAFARGE NORTH AMERICA INC MD 2.02,9.01 01/31/06 LAKES ENTERTAINMENT INC MN 7.01,9.01 01/27/06 LAMSON & SESSIONS CO OH 7.01,9.01 02/01/06 LANCASTER COLONY CORP OH 1.01,9.01 02/01/06 LAND O LAKES INC 8.01 02/01/06 Legacy Bancorp, Inc. DE 2.02,9.01 02/01/06 LEGG MASON INC MD 2.02,9.01 02/01/06 LEXINGTON PRECISION CORP DE 3.02 01/26/06 LIBERTY STAR GOLD CORP NV 7.01,9.01 01/31/06 LIFETIME BRANDS, INC DE 2.02,9.01 12/31/05 LIGHTBRIDGE INC DE 8.01 02/01/06 Lightstone Value Plus Real Estate Inv MD 7.01,9.01 02/01/06 LITFUNDING CORP NV 1.01,8.01,9.01 01/16/06 LITTLE SQUAW GOLD MINING CO AK 1.01,3.02,9.01 01/31/06 Live Nation, Inc. DE 1.01,2.01,9.01 01/26/06 LOWRANCE ELECTRONICS INC DE 7.01 01/30/06 LUCYS CAFE INC 5.01,5.02,8.01 02/01/06 LUMINEX CORP DE 2.02,9.01 02/01/06 LYONDELL CHEMICAL CO DE 8.01,9.01 01/31/06 LYONDELL CHEMICAL CO DE 8.01 02/01/06 MADISON RIVER CAPITAL LLC DE 1.01,8.01,9.01 01/27/06 MAGNACHIP SEMICONDUCTOR LLC 2.02,9.01 01/27/06 MAGNUS INTERNATIONAL RESOURCES, INC. NV 3.02,8.01,9.01 01/17/06 MANHATTAN PHARMACEUTICALS INC DE 1.01,5.02,9.01 02/01/06 MANHATTAN SCIENTIFICS INC DE 5.02,9.01 01/31/06 MARATHON OIL CORP DE 1.01 01/29/06 MARATHON OIL CORP DE 8.01,9.01 01/30/06 MATHSTAR INC MN 3.02 12/28/05 MATRIX BANCORP INC CO 8.01,9.01 01/31/06 MATTSON TECHNOLOGY INC DE 2.02,9.01 02/01/06 MAXIMUS INC VA 2.02,9.01 02/01/06 MBT FINANCIAL CORP MI 1.01,9.01 01/26/06 MDC PARTNERS INC A6 7.01,9.01 02/01/06 MedAire, Inc. NV 1.01,1.02,8.01,9.01 01/27/06 MEDICAL CONNECTIONS HOLDINGS, INC. 4.01,9.01 01/24/06 AMEND MEDICSIGHT INC DE 8.01,9.01 02/01/06 MELLON FINANCIAL CORP PA 8.01 01/31/06 MERRILL LYNCH & CO INC DE 7.01 02/01/06 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 01/30/06 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 AMEND MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 11/25/05 AMEND MICREL INC CA 8.01 02/01/06 MICRON ENVIRO SYSTEMS INC NV 8.01 02/01/06 MICROSTRATEGY INC DE 2.02,5.02,8.01,9.01 01/26/06 MILLENNIUM BANKSHARES CORP VA 2.02,9.01 01/31/06 MILLENNIUM CHEMICALS INC DE 8.01,9.01 01/31/06 MOBILE REACH INTERNATIONAL INC DE 1.01,9.01 01/26/06 MONSTER WORLDWIDE INC DE 2.02,7.01,9.01 02/01/06 MORTGAGEBROKERS.COM HOLDINGS, INC. DE 8.01 02/01/06 MOTIVE INC DE 1.01 01/26/06 MTS MEDICATION TECHNOLOGIES, INC /DE/ DE 2.02,7.01,9.01 02/01/06 MULTIMEDIA GAMES INC TX 8.01 01/31/06 NASTECH PHARMACEUTICAL CO INC DE 7.01,9.01 02/01/06 NATCO GROUP INC DE 1.01 02/01/06 NBC CAPITAL CORP MS 5.02 01/31/06 NBOG BANCORPORATION INC GA 1.01,8.01 01/26/06 NEON SYSTEMS INC DE 5.01,5.02,9.01 01/30/06 NEOWARE INC DE 2.02,9.01 02/01/06 NESTOR INC DE 1.01,3.02,8.01,9.01 02/01/06 NETFABRIC HOLDINGS, INC DE 5.02 01/30/06 NEW WORLD RESTAURANT GROUP INC DE 1.01,9.01 01/26/06 NEW YORK COMMUNITY BANCORP INC DE 7.01,9.01 02/01/06 NEWALLIANCE BANCSHARES INC 2.02,9.01 01/31/06 AMEND NEWMARKET CORP VA 2.02,9.01 01/31/06 NEWPOWER HOLDINGS INC DE 8.01,9.01 12/30/05 NEXTPHASE WIRELESS, INC. NV 1.01 01/03/06 NICHOLAS FINANCIAL INC FL 8.01,9.01 02/01/06 NMS COMMUNICATIONS CORP DE 2.02,7.01,9.01 02/01/06 NNN 2003 VALUE FUND LLC 5.02 01/17/06 NORTH PITTSBURGH SYSTEMS INC PA 1.01,9.01 01/30/06 NORTH VALLEY BANCORP CA 8.01,9.01 01/31/06 NORTHERN CALIFORNIA BANCORP INC 2.01 01/31/06 Northern Way Resources, Inc. NV 1.01,2.01,3.02,4.01,5.01, 01/24/06 AMEND 5.02,5.03,5.06,9.01 NORTHWEST INDIANA BANCORP IN 1.01 01/31/06 Nuance Communications, Inc. DE 3.02 01/30/06 NUCO2 INC /FL FL 2.02,7.01,9.01 02/01/06 NUTRITION 21 INC NY 8.01 01/30/06 NYFIX INC DE 1.01,1.02,5.02,9.01 01/31/06 O CHARLEYS INC TN 1.01,7.01,9.01 01/01/06 ODYSSEY MARINE EXPLORATION INC NV 5.02 01/26/06 OIL DRI CORPORATION OF AMERICA DE 1.01,2.03,9.01 01/27/06 OLIN CORP VA 2.05 01/26/06 OPEN TEXT CORP A6 2.02,9.01 02/01/06 OPNET TECHNOLOGIES INC DE 2.02,9.01 02/01/06 OPTA CORP DE 1.01,1.02 01/27/06 OPTICAL CABLE CORP VA 2.02,9.01 01/26/06 ORLEANS HOMEBUILDERS INC DE 1.01,1.02,2.03 01/24/06 Pacific Ethanol, Inc. DE 1.01,9.01 01/26/06 PACIFICARE HEALTH SYSTEMS INC /DE/ DE 1.01,9.01 02/01/06 PAMRAPO BANCORP INC DE 2.02,9.01 01/31/06 PANERA BREAD CO DE 7.01,9.01 02/01/06 PARK HILL CAPITAL III CORP NV 1.01 01/26/06 PARTICLE DRILLING TECHNOLOGIES INC/NV NV 2.02,9.01 02/01/06 Patient Safety Technologies, Inc DE 1.01,2.03,5.01,9.01 01/26/06 PATRIOT TRANSPORTATION HOLDING INC FL 2.02,9.01 01/27/06 PEMSTAR INC MN 2.02,9.01 02/01/06 PEOPLES BANCORP IN 7.01,9.01 12/31/05 PEPSIAMERICAS INC/IL/ DE 2.02,9.01 02/01/06 PERFORMANCE CAPITAL MANAGEMENT LLC CA 2.03 12/30/05 PERVASIVE SOFTWARE INC DE 1.01 01/24/06 PFSWEB INC DE 2.01,9.01 02/01/06 PHARMION CORP 1.01,9.01 01/30/06 PHH CORP MD 7.01,9.01 02/01/06 PHOENIX COMPANIES INC/DE DE 2.02,9.01 02/01/06 PINNACLE AIRLINES CORP DE 1.01,5.02,9.01 01/26/06 PINNACLE BANKSHARES CORP VA 2.02 01/31/06 PINNACLE WEST CAPITAL CORP AZ 2.02,7.01,8.01,9.01 12/31/05 PLATINUM ENERGY RESOURCES INC DE 1.01,9.01 01/26/06 PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 02/01/06 POMEROY IT SOLUTIONS INC DE 3.01,8.01,9.01 01/30/06 POPE RESOURCES LTD PARTNERSHIP DE 2.02,9.01 02/01/06 POWERWAVE TECHNOLOGIES INC DE 2.02,9.01 01/31/06 PPL CORP PA 2.02,9.01 02/01/06 PPL CORP PA 7.01,9.01 02/01/06 PPL CORP PA 1.01,5.02,9.01 02/01/06 PPL ELECTRIC UTILITIES CORP PA 1.01,9.01 02/01/06 PREMIER FINANCIAL BANCORP INC KY 1.01,2.03 01/31/06 PREMIERE GLOBAL SERVICES, INC. GA 1.01,2.03,9.01 10/20/05 Prescient Applied Intelligence, Inc. DE 7.01,9.01 02/01/06 PRG SCHULTZ INTERNATIONAL INC GA 8.01,9.01 02/01/06 PRIMEDEX HEALTH SYSTEMS INC NY 1.01 01/31/06 PRO-FAC COOPERATIVE INC 5.02 01/26/06 PROSPECT MEDICAL HOLDINGS INC DE 1.01 01/26/06 PUBLIX SUPER MARKETS INC FL 1.01 01/30/06 Puda Coal, Inc. 8.01 02/01/06 QUALITY SYSTEMS INC CA 8.01,9.01 01/31/06 QUEST RESOURCE CORP NV 7.01,9.01 02/01/06 QUICKLOGIC CORPORATION CA 2.02,9.01 02/01/06 QUICKSILVER RESOURCES INC DE 1.01,9.01 01/26/06 QUOTESMITH COM INC DE 2.02,7.01,9.01 02/01/06 R H DONNELLEY CORP DE 8.01,9.01 01/27/06 Rackable Systems, Inc. DE 1.01,9.01 01/28/06 RALCORP HOLDINGS INC /MO MO 2.02,9.01 12/31/05 RAYONIER INC NC 5.02 01/31/06 Regency Energy Partners LP DE 1.01,7.01,9.01 01/30/06 REMEDYTEMP INC CA 2.02,9.01 01/01/06 RENAISSANCE CAPITAL GROWTH & INCOME F TX 4.01,9.01 01/19/06 AMEND RENAISSANCE MEDIA GROUP LLC DE 2.03,9.01 01/26/06 RES CARE INC /KY/ KY 8.01,9.01 01/31/06 REVLON CONSUMER PRODUCTS CORP DE 7.01,9.01 02/01/06 REVLON CONSUMER PRODUCTS CORP DE 2.05,7.01,9.01 02/01/06 REVLON INC /DE/ DE 7.01,9.01 02/01/06 REVLON INC /DE/ DE 2.02,2.05,7.01,9.01 02/01/06 REYNOLDS & REYNOLDS CO OH 8.01,9.01 02/01/06 RF MONOLITHICS INC /DE/ DE 5.02,9.01 01/31/06 RGC RESOURCES INC VA 1.01,2.02,8.01,9.01 01/30/06 Rim Semiconductor CO UT 7.01,9.01 02/01/06 ROKWADER, INC. 8.01 02/01/06 RYANS RESTAURANT GROUP INC SC 2.02 12/28/05 S3 INVESTMENT COMPANY, INC. CA 5.02 01/25/06 SAFEGUARD SCIENTIFICS INC PA 1.01 01/28/06 SAKS INC TN 1.01,9.01 01/26/06 SAVANNAH BANCORP INC GA 7.01 01/31/06 SCHAWK INC DE 1.01,9.01 01/30/06 SCHWEITZER MAUDUIT INTERNATIONAL INC DE 5.02 02/01/06 SCIENCE APPLICATIONS INTERNATIONAL CO DE 5.02,9.01 02/01/06 SCM MICROSYSTEMS INC DE 1.01 01/27/06 SEACHANGE INTERNATIONAL INC DE 1.01,5.02,9.01 01/26/06 SEI INVESTMENTS CO PA 2.02,5.03,8.01,9.01 01/30/06 SEMITOOL INC MT 2.02,9.01 02/01/06 SERVICE BANCORP INC MA 2.02,9.01 01/01/06 Shire plc 8.01,9.01 01/31/06 Shire plc 8.01,9.01 02/01/06 SI INTERNATIONAL INC DE 7.01,9.01 01/31/06 SIERRA HEALTH SERVICES INC NV 2.02,9.01 01/31/06 SIERRA HEALTH SERVICES INC NV 3.02 01/31/06 SIERRA PACIFIC RESOURCES /NV/ NV 8.01 01/26/06 SIRF TECHNOLOGY HOLDINGS INC 2.02,9.01 02/01/06 SL INDUSTRIES INC NJ 2.01,9.01 01/26/06 SLM CORP DE 1.01,5.02 01/26/06 SNAP ON INC DE 2.02,9.01 02/01/06 SOLECTRON CORP DE 1.01,5.02,9.01 01/30/06 SONOCO PRODUCTS CO SC 2.02,9.01 02/01/06 SOUTHERN COMMUNITY FINANCIAL CORP 2.02,8.01,9.01 01/31/06 SOUTHWEST BANCORP INC OK 1.01,8.01 01/26/06 SPARK NETWORKS PLC X0 1.01,1.02,9.01 01/27/06 SPARTAN STORES INC MI 2.02,9.01 02/01/06 Spectrum Brands, Inc. WI 2.02,9.01 02/01/06 SPHERION CORP DE 2.02,9.01 02/01/06 SPHERIX INC DE 3.02 07/22/05 AMEND SPRINT NEXTEL CORP KS 2.01,8.01,9.01 02/01/06 STAR BUFFET INC DE 7.01,9.01 02/01/06 STARBUCKS CORP WA 2.02,9.01 02/01/06 STATE BANCORP INC NY 8.01,9.01 01/30/06 STEINER LEISURE LTD C5 1.01 01/31/06 Stereotaxis, Inc. DE 1.01,9.01 02/01/06 STERLING BANCORP NY 2.02,7.01,9.01 01/31/06 STERLING CONSTRUCTION CO INC DE 7.01,9.01 01/31/06 STEVEN MADDEN, LTD. DE 2.02,9.01 01/31/06 STINGER SYSTEMS, INC 1.01 01/26/06 STRATFORD AMERICAN CORP AZ 1.01,9.01 01/31/06 STRUCTURED ASSET SECURITIES CORP DE 8.01,9.01 02/01/06 Sunstone Hotel Investors, Inc. MD 8.01,9.01 01/31/06 Sunstone Hotel Investors, Inc. MD 1.01 02/01/06 SUPER VISION INTERNATIONAL INC DE 5.02,9.01 01/26/06 SUPERIOR ENERGY SERVICES INC DE 1.01,8.01,9.01 01/26/06 SUPPORTSOFT INC DE 2.02,9.01 02/01/06 SUSQUEHANNA MEDIA CO DE 1.02,8.01 01/31/06 SYMBOL TECHNOLOGIES INC DE 1.01,9.01 01/30/06 AMEND SYNNEX CORP DE 8.01,9.01 01/31/06 SYNPLICITY INC CA 2.02,9.01 02/01/06 SYSTEMAX INC DE 2.02,9.01 01/30/06 TASKER CAPITAL CORP NV 1.01,3.02,5.02,9.01 01/26/06 TCF FINANCIAL CORP DE 8.01,9.01 02/01/06 TD BANKNORTH INC. DE 1.01,2.01,3.02,5.02,8.01,9.01 01/31/06 TECHNE CORP /MN/ MN 2.02,9.01 01/31/06 TECHTEAM GLOBAL INC DE 8.01,9.01 01/30/06 TEJON RANCH CO DE 5.02 02/01/06 TELEWEST GLOBAL INC 8.01,9.01 01/31/06 TENGASCO INC TN 2.02 01/31/06 TENTHGATE INC 8.01 01/02/06 TERAX ENERGY, INC. NV 5.02,9.01 01/26/06 TESSERA TECHNOLOGIES INC DE 1.01,2.02,9.01 01/31/06 TIB FINANCIAL CORP. FL 2.02,9.01 02/01/06 TIERONE CORP 7.01,9.01 01/30/06 TIME WARNER INC DE 2.02,9.01 02/01/06 TIMKEN CO OH 2.02 02/01/06 TOLLGRADE COMMUNICATIONS INC \PA\ PA 2.02,4.02,9.01 01/26/06 TOREADOR RESOURCES CORP DE 7.01,9.01 01/31/06 TOREADOR RESOURCES CORP DE 1.01,5.02,9.01 01/26/06 TOUCHSTONE RESOURCES USA, INC. 5.02 01/23/06 TRACTOR SUPPLY CO /DE/ DE 2.02,7.01,9.01 02/01/06 TRANSGENOMIC INC DE 8.01,9.01 02/01/06 TRANSWITCH CORP /DE DE 1.01,3.02 02/01/06 TREND MINING CO DE 4.02 01/24/06 TRIBUNE CO DE 2.02,9.01 02/01/06 TRICO BANCSHARES / CA 2.02,9.01 01/31/06 TRIMERIS INC DE 2.02 01/31/06 TRIPATH IMAGING INC DE 1.01 01/26/06 TRIPATH IMAGING INC DE 5.02 01/26/06 AMEND TRIUMPH GROUP INC / DE 2.02,9.01 01/27/06 TUMBLEWEED COMMUNICATIONS CORP DE 2.02,9.01 02/01/06 TYLER TECHNOLOGIES INC DE 1.01 01/30/06 U S PHYSICAL THERAPY INC /NV NV 7.01,9.01 02/01/06 UAL CORP /DE/ DE 1.01,1.02,2.03,3.02, 02/01/06 5.02,5.03,9.01 UCBH HOLDINGS INC DE 5.02 01/26/06 UGI CORP /PA/ PA 2.02,9.01 02/01/06 UGI UTILITIES INC PA 2.02,9.01 02/01/06 ULTRADATA SYSTEMS INC DE 5.02 01/26/06 ULTRALIFE BATTERIES INC DE 7.01,9.01 02/01/06 UNION BANKSHARES CORP VA 7.01,9.01 01/27/06 UNITED AIR LINES INC DE 5.03,9.01 02/01/06 UNITED PARCEL SERVICE INC DE 2.02,9.01 01/26/06 UNIVISION COMMUNICATIONS INC DE 8.01 01/31/06 US BANCORP \DE\ DE 2.02,9.01 01/17/06 AMEND USG CORP DE 3.03,5.03,9.01 01/29/06 VALERO L P DE 1.01 02/01/06 VALLEY FINANCIAL CORP /VA/ VA 2.02 01/31/06 VALLEY FINANCIAL CORP /VA/ VA 1.01 01/31/06 VARIAN SEMICONDUCTOR EQUIPMENT ASSOCI DE 8.01,9.01 02/01/06 VENTAS INC DE 1.01 01/27/06 VISION BANCSHARES INC AL 7.01,9.01 01/31/06 Visiphor CORP A1 2.01,9.01 11/18/05 AMEND VISTA GOLD CORP 8.01,9.01 01/30/06 VITRIA TECHNOLOGY INC DE 2.02,9.01 02/01/06 VULCAN MATERIALS CO NJ 2.02,9.01 01/31/06 W3 GROUP INC DE 1.01,2.01,2.02, 12/21/05 AMEND 3.02,5.01,5.02,5.03,9.01 WACHOVIA CORP NEW NC 5.03,8.01,9.01 01/30/06 WADDELL & REED FINANCIAL INC DE 2.02,9.01 01/31/06 WAUSAU PAPER CORP. WI 2.02,9.01 02/01/06 WebMD Health Corp. DE 1.01,9.01 01/31/06 WEBSIDESTORY INC CA 2.02,9.01 02/01/06 WEIS MARKETS INC PA 2.02 12/31/05 WELLS REAL ESTATE FUND XIV LP GA 1.01,2.01,9.01 01/20/06 WEST CORP DE 1.01,9.01 01/29/06 WESTINGHOUSE AIR BRAKE TECHNOLOGIES C DE 5.02,9.01 01/26/06 WEYERHAEUSER CO WA 7.01 01/31/06 WILLIAMS COMPANIES INC DE 1.01 01/26/06 WILLOW GROVE BANCORP INC/NEW PA 8.01,9.01 02/01/06 WIND RIVER SYSTEMS INC DE 1.01 01/26/06 WINN DIXIE STORES INC FL 8.01,9.01 01/30/06 World Omni Auto Receivables Trust 200 DE 9.01 12/01/05 XCEL ENERGY INC MN 2.02,9.01 02/01/06 XENOPORT INC DE 1.01,2.02,9.01 01/31/06 ZENITH NATIONAL INSURANCE CORP DE 2.02,9.01 02/01/06 ZOOM TECHNOLOGIES INC DE 1.01,2.04 01/10/06 Zumiez Inc 7.01,9.01 02/01/06