SEC NEWS DIGEST Issue 2006-23 February 3, 2006 COMMISSION ANNOUNCEMENTS ROSE ROMERO NAMED DISTRICT ADMINISTRATOR OF THE SEC'S FORT WORTH DISTRICT OFFICE Securities and Exchange Commission Chairman Christopher Cox today announced the appointment of Rose Romero as the District Administrator of the Commission's Fort Worth District Office (FWDO). In this position, Romero will oversee both the enforcement and examination programs within the FWDO's jurisdiction. She is expected to assume her position in early March. Romero succeeds Jim Clarkson who has been serving as the Acting District Administrator since September 2005 and who will now return to his post as Director of Regional Office Operations in Washington, D.C. Romero currently is the Executive Assistant U.S. Attorney for the Northern District of Texas. In that role, she advises the U.S. Attorney in a range of areas of management and administration and oversees all criminal and civil programs initiated by the Northern District. "Investors in Texas, Oklahoma, Kansas and Arkansas have a powerful new advocate in Ms. Romero and those who would defraud investors have a powerful new foe," Chairman Cox said. "Her more than 15 years as an Assistant U.S. Attorney and her extensive management experience make her well qualified to lead the SEC's Fort Worth District Office. I look forward to working with Ms. Romero on behalf of all investors." SEC Director of Enforcement Linda Thomsen stated, "I am delighted that Rose Romero has agreed to serve as the District Administrator of the SEC's Fort Worth District Office. She has distinguished herself as a prosecutor and as a manager throughout her career and I am confident that she will bring those same qualities to her new role within the Commission." Lori Richards, Director of the SEC's Office of Compliance Inspections and Examinations, added, "I welcome Rose to the SEC and know that she will be an asset to the Commission's oversight of securities firms in the region." Ms. Romero said, "I thank Chairman Cox and the Commission for the opportunity to join the important work of the SEC in protecting the interests of investors and the integrity of our capital markets. I am eager to work alongside the dedicated enforcement and examination staff of the Fort Worth District Office as we endeavor to identify securities violations and take action against those who would betray the public confidence. As a career prosecutor, who has dealt with the devastating consequences of fraud and deception, I appreciate the importance of vigorously investigating securities law violations and marshalling all available resources to protect investors." Romero joined the U.S. Attorney's Office in 1989 as an Assistant U.S. Attorney and investigated and prosecuted numerous cases involving white collar fraud, telemarketing fraud, bank fraud, narcotics and money laundering. In 1996, she was appointed Deputy Criminal Chief, Narcotic and Violent Crimes Section, where she served until 1999. Romero then was selected to work as a resident legal advisor to the U.S. Ambassador to Ecuador where she advised the Ambassador on legal and political issues and assisted local officials in drafting civil and criminal legislation aimed at punishing financial crimes, money laundering and narcotics trafficking. Prior to her appointment to her present position, she also served as District Senior Litigation Counsel in the U.S. Attorney's Office. Romero received her BS from Texas Christian University and her JD from Southern Methodist University. She also served in the United States Air Force. (Press Rel. 2006-16) ENFORCEMENT PROCEEDINGS JAMES LEWIS AND JAMES LIN, FORMER EXECUTIVES OF NATIONAL CLEARING CORPORATION INVOLVED WITH LATE TRADING AND MARKET TIMING SCHEME, BARRED FROM ASSOCIATION WITH ANY BROKER OR DEALER On February 2, the Commission issued Orders Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934, Making Findings and Imposing Remedial Sanctions (Orders) against James G. Lewis (Lewis) and James Y. Lin (Lin). The Commission's Orders were based on the entry of final judgments, dated Jan. 25, 2006, by the Honorable Percy Anderson, U.S. District Judge for the Central District of California, which, among other things, enjoined Lewis and Lin from violating Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and ordered them to pay civil penalties in the amount of $200,000 and $35,000, respectively. Lewis and Lin consented to the entry of the final judgments. The Commission's complaint alleged that as National Clearing Corporation's (NCC) president and chief executive officer, Lewis, 40, of St. John, U.S. Virgin Islands, and Lin, 46, of Rancho Palos Verdes, California, NCC's vice president of correspondent services, engaged in a scheme to facilitate late trading and market timing in mutual funds on behalf of NCC's institutional customers. From June 2002 through September 2003, NCC executed thousands of late trades in hundreds of mutual funds. Moreover, the complaint alleges that Lewis and Lin directly participated in deceiving various mutual funds about NCC's facilitation of fraudulent market timing trades on behalf of its customers. The Orders bar Lewis and Lin from association with any broker or dealer with a right to reapply after five years and three years, respectively. Lewis and Lin consented to the issuance of the Orders without admitting or denying any of the Commission's findings, with the exception of the Commission's jurisdiction and entry of the final judgment by consent. (Lin - Rel. 34-53209; File No. 3-12167; Lewis - Rel. 34-53210; File No. 3-12168) IN THE MATTER OF N2K TRADING ACADEMY, INC. On February 3, the Commission issued an Order Instituting Public Administrative Proceedings Pursuant to Section 203(c)(2)(B) of the Investment Advisers Act of 1940 and Notice of Hearing (Order) against N2K Trading Academy, Inc. (N2K). In the Order, the Division of Enforcement alleges that on Dec. 21, 2005, N2K, based in Birmingham, Alabama, filed an application on Form ADV with the Commission for registration as an investment adviser. In its application, N2K listed Terry Harris (Harris), a resident of Birmingham, Alabama, as its President, as a director, and as the owner of at least a seventy-five percent interest in N2K. Based upon his positions and ownership interest, Harris is a "person associated with" N2K as that term is defined in Section 202(a)(17) of the Investment Advisers Act of 1940 (Advisers Act). The Division of Enforcement further alleges that Harris is the subject of a final order of the Alabama Securities Commission which bars him from engaging in the business of securities, and which is based on a violation of a law or regulation that prohibits fraudulent, manipulative, or deceptive conduct, as well as a final order of the Illinois Securities Department which bars him from engaging in the business of securities. In addition, the Division of Enforcement alleges that, on Jan. 27, 2005, Harris pleaded guilty to and was adjudicated guilty of one count of transacting business as an investment adviser representative without first having been so registered, a violation of Alabama law. A hearing will be scheduled before an administrative law judge to determine whether the allegations contained in the Order are true, to provide N2K with an opportunity to respond to these allegations, and to determine whether the pending application of N2K for registration as an investment adviser should be denied. The Order requires the Administrative Law Judge to issue an initial decision no later than 120 days from the date of the filing of N2K's application for registration as an investment adviser, Dec. 21, 2005, pursuant to Section 203(c)(2)(B) of the Advisers Act. (Rel. IA-2479; File No. 3-12170) IN THE MATTER OF TERRY HARRIS On February 3, the Commission issued an Order Instituting Public Administrative Proceedings Pursuant to Section 203(f) of the Investment Advisers Act of 1940 and Notice of Hearing (Order) against Terry Harris (Harris). In the Order, the Division of Enforcement alleges that Harris, a resident of Birmingham, Alabama, is the President, director, and owner of at least a seventy-five percent interest in N2K Trading Academy, Inc. (N2K). On Dec. 21, 2005, N2K, based in Birmingham, Alabama, filed an application on Form ADV with the Commission for registration as an investment adviser. Based upon his positions and ownership interest, Harris is a "person associated with" N2K as that term is defined in Section 202(a)(17) of the Investment Advisers Act of 1940 (Advisers Act). The Division of Enforcement further alleges that Harris is the subject of a final order of the Alabama Securities Commission which bars him from engaging in the business of securities, and which is based on a violation of a law or regulation that prohibits fraudulent, manipulative, or deceptive conduct, as well as a final order of the Illinois Securities Department which bars him from engaging in the business of securities. In addition, the Division of Enforcement alleges that, on Jan. 27, 2005, Harris pleaded guilty to and was adjudicated guilty of one count of transacting business as an investment adviser representative without first having been so registered, a violation of Alabama law. A hearing will be scheduled before an administrative law judge to determine whether the allegations contained in the Order are true, to provide Harris with an opportunity to respond to these allegations, and to determine what sanctions, if any, are appropriate against Harris in the public interest. The Order requires the Administrative Law Judge to issue an initial decision no later than 210 days from the date of service of this Order, pursuant to Rule 360(a)(2) of the Commission's Rules of Practice. (Rel. IA-2480; File No. 3-12171) SEC v. EDWARD DIGGES, JR.; NEXSTAR COMMUNICATIONS, LLC; TMT EQUIPMENT COMPANY, LLC; TMT MANAGEMENT GROUP, LLC; POSA, LLC; POSA TMT, LLC; TELEVEST COMMUNICATIONS, LLC; TELEVEST GROUP, LLC; AND SPIN DRIFT, LLC. The Commission announced today that it filed a Complaint For Emergency Injunctive and Other Relief (Complaint) in the U.S. District Court for the Middle District of Florida to halt an ongoing offering fraud involving the sale and leaseback of point-of-sale terminals used by merchants to process credit and debit card transactions. Named in the Complaint are Edward S. Digges, Jr. (Digges); Nexstar Communications, LLC (Nexstar); TMT Equipment Company, LLC (TMT Equipment); TMT Management Group, LLC (TMT Management); POSA, LLC (POSA); POSA TMT, LLC (POSA TMT); Televest Communications, LLC (Televest Communications); Televest Group, LLC (Televest Group); and Spin Drift, LLC (Spin Drift). Nexstar and POSA are Maryland limited liability companies. TMT Equipment, TMT Management, POSA-TMT, Televest Communications, Televest Group, and Spin Drift are Delaware limited liability companies. Each of these entities is controlled by Digges, who is a former attorney previously licensed to practice law in Maryland. The Complaint alleges that between April 2003 and the present, the defendants have used misrepresentations and omissions of material fact to sell to approximately 278 investors at least $15 million in unregistered securities in a program in which an investor purchases a terminal from one of the defendants and then leases the terminal to another defendant for placement in a retail store to generate service fee revenue. The Complaint alleges that Digges, Nexstar, TMT Equipment, TMT Management, POSA, and POSA-TMT have violated Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933, and Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 10b-5 thereunder, and that Televest Communications, Televest Group, and Spin Drift aided and abetted the other defendants' violations of Section 10(b) of the Exchange Act and Rule 10b-5, thereunder. The Commission seeks: (i) a temporary restraining order; (ii) preliminary and permanent injunctions against future violations; (iii) an accounting and disgorgement of ill-gotten gains plus prejudgment interest; (iv) imposition of civil penalties; (v) an asset freeze; and (vi) an order expediting discovery and preventing the destruction of documents. The litigation is pending as to all parties. [SEC v. Edward S. Digges, Jr.; Nexstar Communications, LLC; TMT Equipment Company, LLC; TMT Management Group, LLC; POSA, LLC; POSA TMT, LLC; Televest Communications, LLC; Televest Group, LLC and Spin Drift, LLC., Civil Action No. 6:06-CV-137-ORL-19-KRS, MD Fla.] (LR-19554) INVESTMENT COMPANY ACT RELEASES THRIVENT MUTUAL FUNDS, ET AL. An order has been issued on an application filed by Thrivent Mutual Funds, et al. under Section 6(c) of the Investment Company Act for an exemption from Sections 18(f) and 21(b) of the Act, under Section 12(d)(1)(J) of the Act for an exemption from Section 12(d)(1) of the Act, under Sections 6(c) and 17(b) of the Act for an exemption from Sections 17(a)(1) and 17(a)(3) of the Act, and under Section 17(d) of the Act and Rule 17d-1 under the Act to permit certain joint transactions. The order permits certain registered open-end management investment companies to participate in a joint lending and borrowing facility. (Rel. IC-27222 - January 31) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change filed by the Pacific Exchange relating to the Certificate of Incorporation of PCX Holdings, Inc. (SR-PCX-2006-04) 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. 34-53202) PROPOSED RULE CHANGE The American Stock Exchange filed a proposed rule change and Amendments No. 1, 2, and 3 thereto under Rule 19b-4 of the Securities Exchange Act of 1934 relating to increases in the original listing and annual fees (SR-Amex-2005-124). Publication of the proposal is expected in the Federal Register during the week of February 6. (Rel. 34-53205) 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-1 TRI-S SECURITY CORP, 3700 MANSELL ROAD, SUITE 220, ALPHARETTA, GA, 30022, 770-625-4945 - 0 ($11,955,150.72) Equity, (File 333-131468 - Feb. 2) (BR. 11C) S-8 ALANCO TECHNOLOGIES INC, 15575 N 83RD WAY, SUITE 3, SCOTTSDALE, AZ, 85260, 4806071010 - 4,000,000 ($2,440,000.00) Equity, (File 333-131469 - Feb. 2) (BR. 03B) SB-2 LUNA TECHNOLOGIES INTERNATIONAL INC, 61-B FAWCETT RD, COQUITLAM B C CANADA, A1, 6045265890 - 10,451,602 ($2,299,330.44) Equity, (File 333-131474 - Feb. 2) (BR. 06B) S-8 PATRIOT TRANSPORTATION HOLDING INC, 1801 ART MUSEUM DRIVE, JACKSONVILLE, FL, 32207, 9043965733 - 300,000 ($19,168,500.00) Equity, (File 333-131475 - Feb. 2) (BR. 05B) S-3 CAPITAL AUTO RECEIVABLES INC, 1209 ORANGE STREET, WILMINGTON, DE, 19801, 3135561240 - 0 ($1,000,000.00) Asset-Backed Securities, (File 333-131476 - Feb. 2) (BR. 05D) N-2 Clough Global Opportunities Fund, 1625 BROADWAY, SUITE 2200, DENVER, CO, 80202, 303-623-2577 - 0 ($1,000,000.00) Equity, (File 333-131478 - Feb. 2) (BR. 18) F-3 AMARIN CORP PLC\UK, GEMINI HOUSE BARTHOLOMEWS WALK, CAMBRIDGESHIRE BUSINESS PARK, ELY CAMBRIDGESHIRE C, X0, 00000, 36,369,132 ($100,378,805.00) Equity, (File 333-131479 - Feb. 2) (BR. 01A) S-8 NAVITONE TECHNOLOGIES INC, 4850 WEST FLAMINGO ROAD, SUITE #22, LAS VEGAS, NV, 89103, (702) 240-2120 - 5,000,000 ($3,650,000.00) Equity, (File 333-131480 - Feb. 2) (BR. 03C) SB-2 AMERICAN HEALTHCHOICE INC /NY/, 7350 HAWK ROAD, FLOWER MOUND, TX, 75022, 9725380122 - 57,516,340 ($6,949,853.00) Equity, (File 333-131482 - Feb. 2) (BR. 01A) S-8 UNICA CORP, 170 TRACER LANE, WALTHAM, MA, 02451, 781-259-5900 - 1,000,000 ($13,840,000.00) Equity, (File 333-131483 - Feb. 2) (BR. 03) S-4 DARLING INTERNATIONAL INC, 251 O CONNOR RIDGE BLVD, STE 300, IRVING, TX, 75038, 9727170300 - 0 ($70,500,000.00) Equity, (File 333-131484 - Feb. 2) (BR. 04B) S-3 FRANKLIN COVEY CO, 2200 W PKWY BLVD, SALT LAKE CITY, UT, 84119-2331, 8018177171 - 325,686 ($2,605,488.00) Equity, (File 333-131485 - Feb. 2) (BR. 05B) SB-2 WILSON HOLDINGS, INC., 2700 VIA FORTUNA, SUITE 400, AUSTIN, TX, 78746, (512) 732-0932 - 6,000,000 ($17,400,000.00) Equity, (File 333-131486 - Feb. 2) (BR. 08B) S-8 CLOROX CO /DE/, THE CLOROX COMPANY, 1221 BROADWAY, OAKLAND, CA, 94612-1888, 5102717000 - 0 ($427,165,163.00) Equity, (File 333-131487 - Feb. 2) (BR. 06C) S-1 GENIUS PRODUCTS INC, 740 LOMAS SANTA FE, SUITE 210, SOLANA BEACH, CA, 92075, 8587938840 - 21,490,402 ($44,867,204.00) Equity, (File 333-131488 - Feb. 2) (BR. 05C) S-3 ID SYSTEMS INC, ONE UNIVERSITY PLAZA, HACKENSACK, NJ, 07601, 2016709000 - 2,875,000 ($67,332,500.00) Equity, (File 333-131489 - Feb. 2) (BR. 08B) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off-Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant's Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics 6.01. ABS Informational and Computational Material. 6.02. Change of Servicer or Trustee. 6.03. Change in Credit Enhancement or Other External Support. 6.04. Failure to Make a Required Distribution. 6.05. Securities Act Updating Disclosure. 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ------------------------------------------------------------------------------------------------------- 155 East Tropicana, LLC NV 1.01,9.01 01/30/06 3COM CORP DE 8.01 01/27/05 ABERCROMBIE & FITCH CO /DE/ DE 2.02,7.01,9.01 02/02/06 ABIOMED INC DE 2.02,9.01 02/02/06 ACCENTURE LTD 5.02 02/02/06 ACCENTURE SCA 5.02 02/02/06 ADELPHIA COMMUNICATIONS CORP DE 7.01,9.01 02/01/06 ADELPHIA COMMUNICATIONS CORP DE 8.01,9.01 01/31/06 ADEPT TECHNOLOGY INC CA 2.02,9.01 02/02/06 ADVANCE DISPLAY TECHNOLOGIES INC CO 4.01,9.01 01/30/06 ADVANCED ANALOGIC TECHNOLOGIES INC DE 2.02,9.01 02/02/06 AEROPOSTALE INC 7.01,9.01 02/01/06 AES CORP DE 8.01 02/01/06 AGILENT TECHNOLOGIES INC DE 1.01,2.01,2.03,9.01 01/27/06 ALANCO TECHNOLOGIES INC AZ 3.01,9.01 02/01/06 ALBEMARLE CORP VA 1.01,9.01 01/30/06 ALEXANDER & BALDWIN INC HI 2.02,9.01 02/01/06 ALLERGAN INC DE 2.02,9.01 02/02/06 ALLIANCE LAUNDRY SYSTEMS LLC 1.01 01/04/06 ALLIANT TECHSYSTEMS INC DE 2.02,9.01 02/02/06 ALTERA CORP DE 1.01,9.01 01/30/06 Alternative Loan Trust 2006-2CB DE 9.01 01/30/06 Alternative Loan Trust 2006-OC1 DE 9.01 01/30/06 ALTUS EXPLORATIONS INC NV 5.02 02/02/06 AMAZON COM INC DE 2.02,9.01 02/02/06 AMERICAN EAGLE OUTFITTERS INC DE 7.01,9.01 02/01/06 AMERICAN INTERNATIONAL GROUP INC DE 7.01,9.01 02/02/06 AMERICAN MEDIA OPERATIONS INC DE 1.01,1.02,2.03 01/30/06 AMERICAN POWER CONVERSION CORPORATION MA 2.02,9.01 02/02/06 American Reprographics CO DE 5.02 02/02/06 AMERICAN SUPERCONDUCTOR CORP /DE/ DE 2.02,9.01 02/02/06 AMERICAN TECHNICAL CERAMICS CORP DE 2.02,9.01 02/02/06 AMERICANWEST BANCORPORATION WA 2.02,8.01,9.01 01/31/06 AMERITYRE CORP NV 3.02,7.01,9.01 02/01/06 AMERUS GROUP CO/IA IA 2.02,9.01 02/01/06 AMIS HOLDINGS INC 2.02,9.01 02/02/06 AMIS HOLDINGS INC 5.02 01/31/06 AMLI RESIDENTIAL PROPERTIES TRUST MD 8.01 02/01/06 ANADIGICS INC DE 1.01 01/30/06 ANNTAYLOR STORES CORP DE 2.02,9.01 02/02/06 ANTHRACITE CAPITAL INC MD 1.01,2.03 01/31/06 APACHE CORP DE 2.02,9.01 02/02/06 APOGEE ENTERPRISES INC MN 8.01,9.01 02/01/06 APPLIX INC /MA/ MA 2.02,9.01 02/02/06 ARBIOS SYSTEMS INC DE 1.01 01/27/06 ARCH CAPITAL GROUP LTD. 5.03,9.01 02/01/06 ARCHSTONE SMITH TRUST CO 7.01,9.01 02/02/06 ARCHSTONE SMITH TRUST CO 2.02,9.01 02/02/06 ARTESYN TECHNOLOGIES INC FL 1.01,8.01,9.01 02/01/06 ASBURY AUTOMOTIVE GROUP INC DE 4.02 02/02/06 Aspreva Pharmaceuticals CORP A1 2.02,9.01 02/01/06 ASSET ACCEPTANCE CAPITAL CORP 2.02,9.01 02/02/06 ASSET ACCEPTANCE CAPITAL CORP 2.02,9.01 02/02/06 AVANIR PHARMACEUTICALS CA 8.01,9.01 01/30/06 AVON PRODUCTS INC NY 2.02,9.01 02/02/06 BAKER HUGHES INC DE 7.01,9.01 01/31/06 BAKERS FOOTWEAR GROUP INC MO 2.02,7.01,9.01 02/02/06 Bancorp, Inc. 2.02,9.01 01/31/06 BANDAG INC IA 2.02,9.01 02/01/06 BANK JOS A CLOTHIERS INC /DE/ DE 8.01,9.01 02/02/06 BANTA CORP WI 1.01 01/29/06 BAS CONSULTING INC NV 4.01,9.01 02/02/06 BAY NATIONAL CORP 2.02,9.01 02/01/06 BEA SYSTEMS INC DE 1.01,9.01 02/02/06 BEBE STORES INC CA 2.02,9.01 01/28/06 Behringer Harvard Opportunity REIT I, MD 8.01,9.01 01/31/06 BELK INC 1.02,2.01,9.01 01/28/06 BENIHANA INC DE 2.02,9.01 02/02/06 BERRY PETROLEUM CO DE 5.02,7.01,9.01 02/02/06 BEVERLY NATIONAL CORP MA 5.03,8.01,9.01 01/31/06 BILL BARRETT CORP 7.01,9.01 01/27/06 BIOCORAL INC DE 4.01,9.01 01/27/06 BIOCRYST PHARMACEUTICALS INC DE 1.01,8.01,9.01 02/01/06 BIOJECT MEDICAL TECHNOLOGIES INC OR 1.01,9.01 01/31/06 BIOSPHERE MEDICAL INC DE 2.02,9.01 02/02/06 BISYS GROUP INC DE 2.02,7.01,9.01 02/01/06 BJS WHOLESALE CLUB INC DE 2.02,9.01 02/02/06 BLACKBOARD INC DE 1.01 01/27/06 BLUE RIDGE REAL ESTATE CO PA 1.01,9.01 02/02/06 BNCCORP INC DE 2.02,9.01 12/31/05 BOEING CO DE 2.02,9.01 02/01/06 BOMBAY COMPANY INC DE 1.01 01/27/06 BOMBAY COMPANY INC DE 1.01 01/27/06 AMEND BOMBAY COMPANY INC DE 1.01 01/27/06 AMEND BOOKHAM, INC. DE 2.02,9.01 02/02/06 BRE PROPERTIES INC /MD/ MD 2.02,8.01,9.01 02/01/06 Bridge Capital Holdings CA 2.02,9.01 02/02/06 BRILLIANT DIGITAL ENTERTAINMENT INC DE 5.02 02/01/06 CABOT CORP DE 2.02,9.01 02/01/06 CABOT CORP DE 2.02 02/02/06 CADENCE DESIGN SYSTEMS INC DE 1.01,2.03,9.01 12/19/05 AMEND CADMUS COMMUNICATIONS CORP/NEW VA 2.02,9.01 02/02/06 CAGLES INC GA 2.02,9.01 12/31/05 CALIFORNIA PIZZA KITCHEN INC DE 2.02,9.01 02/02/06 CALLAWAY GOLF CO /CA DE 1.01,9.01 01/27/06 CAMDEN PROPERTY TRUST TX 2.02,9.01 02/01/06 CAMPBELL FUND TRUST MD 3.02 02/01/06 CAPE COASTAL TRADING CORP DE 5.02 01/30/06 CAPITAL SENIOR LIVING CORP DE 7.01,9.01 01/31/06 CAPRIUS INC DE 8.01,9.01 01/25/06 CASUAL MALE RETAIL GROUP INC DE 2.02,9.01 02/02/06 CATUITY INC DE 7.01 02/02/06 CB RICHARD ELLIS GROUP INC DE 2.02,9.01 02/01/06 CCSB FINANCIAL CORP DE 2.02,5.02,7.01,9.01 02/02/06 CECO ENVIRONMENTAL CORP DE 1.01,9.01 02/01/06 CEDAR SHOPPING CENTERS INC MD 2.02,7.01,9.01 02/01/06 CENTENE CORP 1.01 02/01/06 CENTER BANCORP INC NJ 2.02,9.01 01/26/06 CENTILLIUM COMMUNICATIONS INC DE 2.02,9.01 02/02/06 CENTRAL BANCORP INC /MA/ MA 2.02,9.01 01/31/06 CENTRAL COAST BANCORP CA 8.01,9.01 02/01/06 CENTRAL EUROPEAN MEDIA ENTERPRISES LT 5.02 02/01/06 CENTRAL GARDEN & PET CO DE 2.02,9.01 02/01/06 CENTRAL VIRGINIA BANKSHARES INC VA 2.02,9.01 01/31/06 CENTURYTEL INC LA 2.02,9.01 12/31/05 CEPHALON INC DE 1.01,5.02,8.01,9.01 01/31/06 CERNER CORP /MO/ DE 2.02,9.01 02/02/06 CHAMPPS ENTERTAINMENT INC DE 2.02,9.01 02/01/06 CHARMING SHOPPES INC PA 7.01,9.01 02/02/06 CHASE BANK USA, NATIONAL ASSOCIATION DE 8.01,9.01 02/01/06 CHASE BANK USA, NATIONAL ASSOCIATION 8.01,9.01 02/01/06 CHEMBIO DIAGNOSTICS, INC. NV 2.02,7.01,9.01 02/01/06 Chemtura CORP DE 1.01 01/31/06 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD 9.01 12/31/05 CHICAGO BRIDGE & IRON CO N V 1.01,5.02,9.01 01/27/06 CHILDRENS PLACE RETAIL STORES INC 2.02,9.01 02/02/06 China Health Holding, Inc. NV 8.01,9.01 01/27/06 CHL Mortgage Pass-Through Trust 2006- 9.01 02/01/06 CHL Mortgage Pass-Through Trust 2006- 9.01 01/30/06 CHORDIANT SOFTWARE INC DE 1.01,5.03,9.01 02/01/06 CHRISTOPHER & BANKS CORP DE 2.02,9.01 02/02/06 CIB MARINE BANCSHARES INC WI 8.01 02/02/06 Cirracor Inc NV 5.02,9.01 01/30/06 CLAIRES STORES INC DE 2.02 02/02/06 CLECO CORP LA 1.01,9.01 01/27/06 CLIFTON SAVINGS BANCORP INC 8.01,9.01 02/01/06 CLOROX CO /DE/ DE 2.02,9.01 02/02/06 COAST FINANCIAL HOLDINGS INC 2.02,7.01 01/27/06 Coastal Bancshares Acquisition Corp. TX 4.02 02/02/06 COINMACH CORP DE 8.01 02/02/06 COINMACH SERVICE CORP DE 8.01 02/02/06 COINSTAR INC DE 2.02,9.01 02/02/06 COLLEGIATE FUNDING SERVICES INC DE 8.01,9.01 02/02/06 AMEND COLLINS & AIKMAN CORP DE 8.01,9.01 02/02/06 COLONIAL PROPERTIES TRUST AL 1.01,5.05,8.01,9.01 01/27/06 COMCAST CORP PA 2.02,9.01 02/02/06 COMMERCE GROUP INC /MA MA 2.02,9.01 02/02/06 COMMONWEALTH BANKSHARES INC VA 2.02,9.01 02/02/06 COMMUNITY BANKS INC /PA/ PA 7.01,9.01 02/02/06 COMMUNITY FIRST INC TN 2.02,7.01,9.01 02/02/06 COMPREHENSIVE CARE CORP DE 8.01,9.01 02/02/06 CONOLOG CORP DE 1.01,3.02,9.01 01/19/06 AMEND CONTINENTAL AIRLINES INC /DE/ DE 8.01,9.01 02/01/06 COST PLUS INC/CA/ CA 2.02,9.01 02/02/06 COTT CORP /CN/ 2.05,2.06 09/29/05 AMEND CRAFTMADE INTERNATIONAL INC DE 1.01,2.03,9.01 01/30/06 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 9.01 02/02/06 CROWN HOLDINGS INC PA 2.02,9.01 02/01/06 CSFB MORTGAGE-BACKED PASS-THROUGH CER DE 8.01,9.01 06/25/04 AMEND CSFB MORTGAGE-BACKED PASS-THROUGH CER DE 8.01,9.01 07/26/04 AMEND CSFB MORTGAGE-BACKED PASS-THROUGH CER DE 8.01,9.01 08/25/04 AMEND CSFB MORTGAGE-BACKED PASS-THROUGH CER DE 8.01,9.01 09/27/04 AMEND CSFB MORTGAGE-BACKED PASS-THROUGH CER DE 8.01,9.01 10/25/04 AMEND CSFB MORTGAGE-BACKED PASS-THROUGH CER DE 8.01,9.01 11/26/04 AMEND CSFB MORTGAGE-BACKED PASS-THROUGH CER DE 8.01,9.01 12/27/04 AMEND CSK AUTO CORP DE 8.01,9.01 01/29/06 CT COMMUNICATIONS INC /NC NC 8.01,9.01 02/02/06 CURAGEN CORP DE 2.02,9.01 02/02/06 CURON MEDICAL INC DE 2.02,9.01 02/02/06 CV THERAPEUTICS INC DE 8.01,9.01 01/27/06 CVB FINANCIAL CORP CA 1.01,2.03,3.03,9.01 01/31/06 CVS CORP DE 2.02,9.01 02/02/06 DATASCENSION INC NV 4.02,9.01 09/30/05 DAYTON POWER & LIGHT CO OH 8.01,9.01 02/01/06 DELL INC DE 5.03,8.01,9.01 01/31/06 DELTA APPAREL INC GA 2.02,7.01,9.01 02/02/06 DENNYS CORP DE 2.02,9.01 01/25/06 Diamond Foods Inc DE 7.01,9.01 02/01/06 DIASYS CORP DE 3.01,9.01 01/30/06 DILLARDS INC DE 7.01,9.01 02/02/06 DILLARDS INC DE 7.01,9.01 01/31/06 DISTRIBUTED ENERGY SYSTEMS CORP DE 1.01,9.01 01/27/06 DOLLAR TREE STORES INC VA 2.02,7.01,9.01 02/02/06 DPL INC OH 8.01,9.01 02/01/06 DRESS BARN INC CT 2.02,9.01 02/02/06 DRS TECHNOLOGIES INC DE 8.01,9.01 02/02/06 DUN & BRADSTREET CORP/NW DE 2.02,2.05,9.01 01/31/06 DUQUESNE LIGHT HOLDINGS INC PA 1.01,2.03 01/31/06 EACCELERATION CORP DE 1.01,9.01 01/27/06 EAST DELTA RESOURCES CORP. DE 5.03 02/02/06 EAUTOCLAIMS, INC NV 1.01,8.01 02/01/06 ECOST COM INC DE 2.01,5.01,5.02,9.01 02/01/06 EDO CORP NY 1.01 02/01/06 Education Realty Trust, Inc. MD 8.01,9.01 01/27/06 EDWARDS LIFESCIENCES CORP DE 2.02,9.01 02/02/06 ELECTRONIC ARTS INC DE 2.02,9.01 02/02/06 ELGIN NATIONAL INDUSTRIES INC DE 2.03,9.01 01/31/06 ELINEAR INC DE 3.01,9.01 01/24/06 ELIZABETH ARDEN INC FL 2.02,9.01 02/02/06 EMCORE CORP NJ 2.02,7.01,9.01 02/01/06 EMCORE CORP NJ 1.01,9.01 01/31/06 EMDEON CORP DE 1.01,1.02,9.01 01/27/06 EMERSON RADIO CORP DE 5.02,8.01,9.01 01/31/06 ENBRIDGE ENERGY MANAGEMENT L L C DE 5.02 01/30/06 ENBRIDGE ENERGY PARTNERS LP DE 5.02 01/30/06 ENDWAVE CORP DE 2.02,9.01 02/02/06 ENGELHARD CORP DE 2.02 02/02/06 ENTERGY CORP /DE/ DE 5.02 01/27/06 ENTERGY NEW ORLEANS INC LA 7.01,9.01 01/31/06 EQUIFAX INC GA 2.02,9.01 02/02/06 EQUITY OFFICE PROPERTIES TRUST MD 2.02 02/02/06 ESCO TECHNOLOGIES INC MO 1.01,2.01,2.02,2.03,7.01,9.01 02/01/06 ESSEX PROPERTY TRUST INC MD 8.01,9.01 02/02/06 EVANS BANCORP INC NY 2.02,9.01 02/01/06 EXPRESSJET HOLDINGS INC DE 8.01,9.01 01/31/03 FAMILY DOLLAR STORES INC DE 7.01,9.01 02/02/06 FASTENTECH INC DE 2.02,9.01 02/02/06 FBR Securitization Trust 2005-1 8.01,9.01 08/29/05 AMEND FBR Securitization Trust 2005-2 8.01,9.01 10/25/05 AMEND FCB Bancorp CA 2.02,9.01 02/02/06 Federal Home Loan Bank of Boston X1 2.03 01/31/06 Federal Home Loan Bank of New York X1 2.03,9.01 01/30/06 Federal Home Loan Bank of San Francis X1 2.03 02/02/06 Federal Home Loan Bank of San Francis X1 1.01 02/02/06 FEDERATED DEPARTMENT STORES INC /DE/ DE 2.02,9.01 02/02/06 FERRO CORP OH 7.01,9.01 02/02/06 FINANCIAL INSTITUTIONS INC NY 1.01,9.01 01/26/06 FINDEX COM INC NV 8.01,9.01 02/02/06 FINLAY ENTERPRISES INC /DE DE 2.02,9.01 02/02/06 FINLAY FINE JEWELRY CORP DE 2.02,9.01 02/02/06 FIRST COMMUNITY CORP /SC/ SC 8.01,9.01 01/30/06 FIRST HORIZON NATIONAL CORP TN 1.01,7.01,9.01 01/31/06 FIRST KEYSTONE CORP PA 2.02 01/31/06 FIRSTBANK NW CORP WA 7.01,9.01 02/01/06 FLEETWOOD ENTERPRISES INC/DE/ DE 2.02,9.01 02/02/06 FLOWERS FOODS INC GA 2.02,3.02,9.01 02/02/06 FOOT LOCKER INC NY 2.02,9.01 02/02/06 FOOTSTAR INC DE 1.03,9.01 01/27/06 FORGENT NETWORKS INC DE 8.01,9.01 02/02/06 FORRESTER RESEARCH INC DE 4.02,9.01 01/26/06 AMEND FORTUNE BRANDS INC DE 1.01,2.01 01/27/06 FOSSIL INC DE 2.02,9.01 02/02/06 FOX & HOUND RESTAURANT GROUP DE 1.01,1.02,8.01,9.01 02/01/06 Franchise Capital Corp. NV 5.02,8.01,9.01 12/30/05 FRONTIER FINANCIAL CORP /WA/ WA 8.01,9.01 02/01/06 FRONTIER OIL CORP /NEW/ WY 1.01,9.01 12/30/05 FULLCIRCLE REGISTRY INC NV 5.02 02/01/06 FX ENERGY INC NV 7.01,9.01 02/02/06 GAP INC DE 2.02,9.01 02/02/06 GATEWAY INC DE 2.02,9.01 02/02/06 GENERAL GOLD CORP NV 4.01 02/01/06 GENERAL METALS CORP DE 3.02 01/25/06 GENEREX BIOTECHNOLOGY CORP DE 5.06 02/01/06 GENTA INC DE/ DE 8.01 02/01/06 GENUINE PARTS CO GA 7.01,9.01 02/02/06 GLACIER BANCORP INC DE 8.01,9.01 01/31/06 GLOBALSANTAFE CORP 7.01,9.01 02/01/06 GOLDEN STAR RESOURCES LTD 2.02,9.01 02/01/06 GOODRICH CORP NY 2.02,9.01 02/02/06 Grande Communications Holdings, Inc. DE 1.01,5.02,9.01 01/26/06 AMEND GRAPHIC PACKAGING CORP DE 2.02,9.01 02/01/06 GREAT AMERICAN FINANCIAL RESOURCES IN DE 8.01,9.01 01/31/06 GREAT SOUTHERN BANCORP INC MD 8.01,9.01 02/02/06 GRIDLINE COMMUNICATIONS HOLDINGS INC DE 5.02,9.01 01/31/06 GROUP 1 AUTOMOTIVE INC DE 1.01 12/19/05 AMEND GS FINANCIAL CORP LA 2.02,5.02,9.01 01/27/06 GSR Mortgage Loan Trust 2005-AR1 DE 8.01,9.01 05/25/05 AMEND GSR Mortgage Loan Trust 2005-AR2 DE 8.01,9.01 07/25/05 AMEND GSR Mortgage Loan Trust 2005-AR4 DE 8.01,9.01 07/25/05 AMEND GULF ISLAND FABRICATION INC LA 2.02,9.01 02/02/06 GULF ISLAND FABRICATION INC LA 8.01,9.01 02/02/06 GVC VENTURE CORP DE 1.02 01/30/06 GYMBOREE CORP DE 2.02,9.01 01/28/06 H&E EQUIPMENT SERVICES LLC LA 1.01,9.01 02/02/06 HAIGHTS CROSS COMMUNICATIONS INC DE 8.01 01/31/06 HAIN CELESTIAL GROUP INC DE 2.02,9.01 02/02/06 HALLMARK FINANCIAL SERVICES INC NV 1.01,2.01,2.03,3.02,9.01 01/27/06 HANDLEMAN CO /MI/ MI 5.04,9.01 02/02/06 HANDY HARDWARE WHOLESALE INC TX 5.02 11/21/05 HAROLDS STORES INC OK 1.01,9.01 01/26/06 HARRIS INTERACTIVE INC DE 1.01,2.02,9.01 01/31/06 Harry & David Holdings, Inc. DE 2.02,7.01,9.01 02/02/06 Harry & David Holdings, Inc. DE 2.02,7.01 02/02/06 AMEND HARTMAN COMMERCIAL PROPERTIES REIT TX 2.02,9.01 02/02/06 HASTINGS ENTERTAINMENT INC TX 1.01 01/27/06 HEALTH DISCOVERY CORP TX 1.01,5.02,9.01 02/02/06 HENRY JACK & ASSOCIATES INC DE 2.02,9.01 02/01/06 HERCULES TECHNOLOGY GROWTH CAPITAL IN MD 2.02,9.01 02/01/06 HERSHEY CO DE 5.04,9.01 01/30/06 HEXION SPECIALTY CHEMICALS, INC. NJ 1.02 01/30/06 HINES REAL ESTATE INVESTMENT TRUST IN 7.01,9.01 02/01/06 HOLLIS EDEN PHARMACEUTICALS INC /DE/ DE 8.01,9.01 02/02/06 HORIZON HEALTH CORP /DE/ DE 2.03,9.01 01/27/06 Horizon Holding CORP DE 2.01,5.02,9.01 02/02/06 HOT TOPIC INC /CA/ CA 2.02,9.01 02/01/06 HOUSING PROGRAMS LTD CA 3.03,5.03,9.01 02/02/06 Huron Consulting Group Inc. DE 5.02 01/31/06 I2 TECHNOLOGIES INC DE 1.01,9.01 02/01/06 IBASIS INC DE 2.02,9.01 02/02/06 IBT BANCORP INC PA 2.02,9.01 02/02/06 ICOP DIGITAL, INC CO 8.01 02/02/06 ICU MEDICAL INC/DE DE 1.01 01/28/06 IMMUNOGEN INC MA 2.02,9.01 02/02/06 IMS HEALTH INC DE 1.01 01/27/06 Indigo-Energy, Inc. NV 5.01,5.03,5.06 12/15/05 INFOSONICS CORP 1.01,3.02,9.01 02/01/06 INFRASOURCE SERVICES INC DE 5.02 02/01/06 Inland American Real Estate Trust, In MD 2.01,2.03,9.01 01/27/06 INLAND RETAIL REAL ESTATE TRUST INC MD 1.01,9.01 01/27/06 INNOVO GROUP INC DE 1.01,9.01 01/27/06 AMEND INSEQ CORP 1.02 02/02/06 INTERMUNE INC DE 2.02,8.01,9.01 02/02/06 INTERNATIONAL ASSETS HOLDING CORP DE 8.01 02/02/06 INTERNATIONAL PAPER CO /NEW/ NY 2.02,9.01 02/02/06 INTUITIVE SURGICAL INC DE 2.02,9.01 02/02/06 ITLA CAPITAL CORP CA 1.01 12/08/05 IXYS CORP /DE/ DE 1.01 01/27/06 J.P. Morgan Mortgage Trust 2005-S2 DE 8.01,9.01 10/25/05 AMEND J.P. Morgan Mortgage Trust 2005-S2 DE 8.01,9.01 09/26/05 AMEND J.P. Morgan Mortgage Trust 2005-S2 DE 8.01,9.01 11/25/05 AMEND J.P. Morgan Mortgage Trust 2005-S2 DE 8.01,9.01 12/27/05 AMEND J2 GLOBAL COMMUNICATIONS INC DE 7.01,9.01 02/02/06 JANUS CAPITAL GROUP INC DE 7.01 02/01/06 JO-ANN STORES INC OH 2.02,9.01 02/02/06 JOURNAL COMMUNICATIONS INC 2.02,9.01 02/02/06 JPMorgan Chase Commercial Mortgage Se DE 8.01,9.01 12/12/05 AMEND KAIRE HOLDINGS INC DE 1.01 02/01/06 KANSAS CITY SOUTHERN DE 2.02,9.01 02/02/06 KENNAMETAL INC PA 8.01,9.01 02/02/06 KERR MCGEE CORP /DE DE 5.02,9.01 02/02/06 KEY TECHNOLOGY INC OR 2.02,9.01 02/02/06 KEYNOTE SYSTEMS INC DE 1.01 01/27/06 KIMBALL INTERNATIONAL INC IN 2.02,9.01 02/02/06 KIRKLANDS INC 2.02,9.01 02/02/06 KKR Financial Corp MD 5.02,8.01,9.01 02/01/06 KLONDIKE STAR MINERAL CORP DE 5.03 12/02/05 KNIGHT RIDDER INC FL 1.01,5.03,9.01 02/02/06 KOHLS CORPORATION WI 2.02,9.01 02/02/06 KOMAG INC /DE/ DE 1.01 01/31/06 KOMAG INC /DE/ DE 7.01 02/02/06 LAIDLAW INTERNATIONAL INC DE 7.01,9.01 02/02/06 LANCER CORP /TX/ TX 8.01,9.01 02/02/06 LANDSTAR SYSTEM INC DE 1.01,2.02,9.01 02/02/06 LAPOLLA INDUSTRIES INC DE 5.02,9.01 02/01/06 LEE SARA CORP MD 2.02,9.01 02/02/06 LEE SARA CORP MD 2.02,9.01 02/02/06 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 01/25/06 LIMITED BRANDS INC DE 2.02,7.01 02/01/06 LIMITED BRANDS INC DE 5.02,9.01 01/30/06 Lincoln Park Bancorp 2.02,9.01 02/02/06 LINENS N THINGS INC DE 2.02,9.01 02/02/06 LIVEPERSON INC DE 2.02,9.01 02/02/06 LOCKHEED MARTIN CORP MD 1.01,9.01 01/26/06 LORAL SPACE & COMMUNICATIONS INC. DE 5.02,9.01 02/01/06 LTC PROPERTIES INC MD 8.01,9.01 02/02/06 M I HOMES INC OH 2.02,9.01 02/02/06 M WAVE INC DE 1.01,9.01 01/25/06 MAGMA DESIGN AUTOMATION INC DE 2.02,9.01 02/02/06 MAGNETEK INC DE 2.02 02/02/06 MANATRON INC MI 1.01,2.01,3.02,9.01 02/01/06 MANITOWOC CO INC WI 2.02,9.01 02/01/06 MAPINFO CORP DE 2.02,9.01 12/31/05 MARGO CARIBE INC PR 1.01 01/27/06 MARKETAXESS HOLDINGS INC 5.02,9.01 01/31/06 MARKWEST ENERGY PARTNERS L P 1.01,9.01 01/27/06 MARKWEST HYDROCARBON INC DE 1.01,9.01 01/27/06 MASTERCARD INC DE 7.01,9.01 02/02/06 MATRIX CONCEPTS INC / NV 4.01 07/01/04 MATTEL INC /DE/ DE 7.01,9.01 02/01/06 MDI, INC. DE 2.02,9.01 02/02/06 MEADE INSTRUMENTS CORP DE 8.01,9.01 02/01/06 MEDALLION FINANCIAL CORP DE 1.01,2.03,9.01 02/01/06 MEDICAL STAFFING NETWORK HOLDINGS INC DE 2.06,9.01 02/01/06 MEDIMMUNE INC /DE DE 2.02,9.01 02/02/06 MEDIS TECHNOLOGIES LTD DE 1.02,8.01,9.01 01/31/06 MERCK & CO INC NJ 1.01 01/30/06 MERCURY INTERACTIVE CORP DE 1.01,9.01 01/27/06 MERRILL LYNCH MORTGAGE INVESTORS INC DE 6.01,9.01 01/25/06 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 METAL MANAGEMENT INC DE 2.02,9.01 02/02/06 METROCORP BANCSHARES INC 1.01,5.02,9.01 01/27/06 MGN TECHNOLOGIES, INC. A1 1.01,3.02,9.01 01/22/06 MICHAELS STORES INC DE 2.02,9.01 02/02/06 MICROTUNE INC DE 2.02,7.01,8.01,9.01 02/02/06 MID AMERICA APARTMENT COMMUNITIES INC TN 2.02,9.01 02/02/06 MID WISCONSIN FINANCIAL SERVICES INC WI 2.02,9.01 12/31/05 MOLDFLOW CORP 2.02,9.01 02/02/06 MONACO COACH CORP /DE/ DE 2.01,9.01 02/01/06 MONARCH CASINO & RESORT INC NV 8.01 01/31/06 MOTIENT CORP DE 7.01,9.01 02/02/06 MULTI FINELINE ELECTRONIX INC 2.02,9.01 02/02/06 MURPHY OIL CORP /DE DE 2.02,7.01,9.01 02/01/06 MWI Veterinary Supply, Inc. DE 2.02 02/02/06 MYLAN LABORATORIES INC PA 2.02,9.01 02/02/06 MYOGEN INC DE 7.01,9.01 02/01/06 MYOGEN INC DE 1.01,7.01,9.01 01/27/06 N-VIRO INTERNATIONAL CORP DE 5.02,5.03 01/27/06 NARA BANCORP INC DE 2.02,9.01 02/01/06 NASTECH PHARMACEUTICAL CO INC DE 1.01,9.01 01/27/06 NAUTILUS, INC. WA 1.01 01/29/06 NEIMAN MARCUS GROUP INC DE 2.02,7.01 02/02/06 NEIMAN MARCUS GROUP INC DE 1.01,9.01 02/01/06 NETIQ CORP 2.02,9.01 02/02/06 NEUROCRINE BIOSCIENCES INC CA 1.02 02/01/06 NeuroMetrix, Inc. 2.02,9.01 02/02/06 NEW CENTURY BANCORP INC NC 2.02,9.01 01/31/06 NEW CENTURY FINANCIAL CORP MD 2.02,9.01 02/02/06 NEW CENTURY FINANCIAL CORP MD 5.02 02/02/06 New York & Company, Inc. 2.02,7.01,9.01 02/02/06 NEWGOLD INC DE 1.01,2.01,2.03,3.02,9.01 01/27/06 NEWPOWER HOLDINGS INC DE 8.01,9.01 02/01/06 NORDSTROM INC WA 7.01 02/02/06 NORTEL NETWORKS CORP 1.01,8.01,9.01 02/01/06 NORTEL NETWORKS LTD 1.01,8.01,9.01 02/01/06 NORTHERN TECHNOLOGIES INTERNATIONAL C DE 1.01,7.01 01/30/06 NORTHRIM BANCORP INC AK 8.01,9.01 02/02/06 NOVELL INC DE 8.01 01/31/06 NxStage Medical, Inc. DE 2.02,9.01 02/02/06 O CHARLEYS INC TN 2.02,7.01,9.01 02/02/06 OHIO LEGACY CORP OH 1.02,5.02 02/02/06 ON SEMICONDUCTOR CORP DE 2.02,9.01 02/02/06 ONEIDA FINANCIAL CORP DE 5.02 02/01/06 OPTIGENEX INC. 4.02,9.01 02/02/06 OptimumBank Holdings, Inc. FL 2.02,9.01 01/18/06 AMEND ORTEC INTERNATIONAL INC DE 1.01,9.01 01/30/06 OSHKOSH TRUCK CORP WI 2.02,9.01 02/02/06 OSK CAPITAL II CORP NV 1.01,2.01,5.01,7.01,8.01,9.01 04/28/05 AMEND OUTBACK STEAKHOUSE INC DE 7.01,9.01 02/02/06 OVERSEAS SHIPHOLDING GROUP INC DE 1.01,9.01 01/27/06 OWENS & MINOR INC/VA/ VA 2.02,2.06,9.01 01/30/06 OWENS ILLINOIS INC /DE/ DE 2.02 02/01/06 PAB BANKSHARES INC GA 2.02,9.01 02/01/06 PACIFIC ENERGY PARTNERS LP 2.02,7.01,9.01 02/01/06 PACIFICORP /OR/ OR 1.01,9.01 02/02/06 PAINCARE HOLDINGS INC CT 8.01 01/30/06 PAPA JOHNS INTERNATIONAL INC DE 2.03,9.01 01/31/06 PARTICLE DRILLING TECHNOLOGIES INC/NV NV 1.01 02/01/06 PAYLESS SHOESOURCE INC /DE/ DE 7.01,9.01 02/02/06 PELICAN FINANCIAL INC DE 1.01,9.01 01/27/06 PENNICHUCK CORP NH 5.02,9.01 01/27/06 PENTAIR INC MN 2.02,9.01 02/02/06 PEPSICO INC NC 8.01,9.01 02/02/06 PERICOM SEMICONDUCTOR CORP CA 5.02,9.01 02/01/06 PERRIGO CO MI 2.02,9.01 02/02/06 PETROHAWK ENERGY CORP DE 1.01,2.01,3.02,9.01 01/27/06 PETROQUEST ENERGY INC DE 7.01,9.01 02/01/06 PHARSIGHT CORP CA 7.01,9.01 02/01/06 PHILADELPHIA CONSOLIDATED HOLDING COR PA 1.02 01/27/06 PHYTOMEDICAL TECHNOLOGIES INC NV 7.01,9.01 01/30/06 PIONEER DRILLING CO TX 2.02,9.01 02/02/06 PITNEY BOWES INC /DE/ DE 2.02 12/31/05 PIXAR \CA\ CA 1.01,9.01 01/27/06 POINT THERAPEUTICS INC DE 8.01,9.01 02/02/06 Popular ABS Mortgage Pass-Through Tru DE 9.01 01/31/06 Popular ABS Mortgage Pass-Through Tru DE 8.01,9.01 01/31/06 POWERWAVE TECHNOLOGIES INC DE 2.02,9.01 01/31/06 PRECIS INC OK 3.02,9.01 01/31/06 PRICE T ROWE GROUP INC MD 1.01,9.01 01/31/06 PRIVATE BUSINESS INC TN 2.01,3.02,5.02,9.01 02/02/06 PUBLIC SERVICE ENTERPRISE GROUP INC NJ 2.02,8.01,9.01 01/27/06 PW EAGLE INC MN 8.01,9.01 02/02/06 QUALSTAR CORP CA 2.02,9.01 02/02/06 QUANEX CORP DE 7.01 02/01/06 R & B INC PA 1.01,2.03 01/31/06 R H DONNELLEY CORP DE 1.01,2.03,3.03,5.03,8.01,9.01 01/27/06 Rackable Systems, Inc. DE 2.02,9.01 02/02/06 Rand Acquisition CORP DE 7.01,9.01 09/07/05 AMEND RAND CAPITAL CORP NY 7.01,9.01 02/02/06 RANGE RESOURCES CORP DE 8.01,9.01 02/02/06 RASC Series 2006-EMX1 Trust DE 8.01,9.01 02/02/06 RAYTHEON CO/ DE 2.02,9.01 02/02/06 RED ROBIN GOURMET BURGERS INC DE 8.01,9.01 02/02/06 REINHOLD INDUSTRIES INC/DE/ DE 3.01,9.01 02/01/06 RELIASTAR LIFE INSURANCE CO OF NEW YO NY 1.01 02/02/06 RENAL CARE GROUP INC DE 1.01 01/31/06 RENT WAY INC PA 2.02,9.01 02/02/06 RETAIL VENTURES INC OH 1.01,5.02,9.01 01/29/06 Rockwood Holdings, Inc. DE 1.01,9.01 01/27/06 ROHM & HAAS CO DE 2.02,9.01 02/02/06 RONCO CORP DE 7.01,9.01 02/02/06 ROSS STORES INC DE 2.02,9.01 02/02/06 ROYAL CARIBBEAN CRUISES LTD 2.02,9.01 02/02/06 ROYAL GOLD INC DE 2.02,9.01 02/02/06 RSA SECURITY INC/DE/ DE 7.01,9.01 02/02/06 RSA SECURITY INC/DE/ DE 1.01 01/27/06 SABA SOFTWARE INC DE 1.01,2.01,2.03,5.02,9.01 01/27/06 SABRE HOLDINGS CORP DE 2.02,7.01,9.01 02/02/06 SAKS INC TN 8.01,9.01 01/28/06 SAVVIS, Inc. DE 2.02,9.01 02/02/06 SBS TECHNOLOGIES INC NM 5.03,9.01 02/02/06 SCHICK TECHNOLOGIES INC DE 2.02,9.01 02/02/06 SCIENTIFIC ATLANTA INC GA 8.01,9.01 02/02/06 SCOTTS MIRACLE-GRO CO OH 1.01,9.01 01/26/06 SCRIPPS E W CO /DE OH 2.02,9.01 02/02/06 SELECT COMFORT CORP 7.01,9.01 02/02/06 Select Notes Trust LT 2004-1 DE 8.01,9.01 11/01/05 Select Notes Trust LT 2004-1 DE 8.01,9.01 12/01/05 Select Notes Trust LT 2004-1 DE 8.01,9.01 01/03/06 Select Notes Trust LT 2004-1 DE 8.01,9.01 11/01/05 SEROLOGICALS CORP DE 1.01,9.01 01/27/06 SFSB, Inc. X1 2.02,9.01 02/02/06 Shire plc 8.01,9.01 02/02/06 SHOE CARNIVAL INC IN 2.02,9.01 02/02/06 SHUFFLE MASTER INC MN 2.01,7.01,9.01 02/01/06 SI INTERNATIONAL INC DE 1.01,9.01 01/06/06 AMEND Sibling Entertainment Group, Inc. NY 3.02,9.01 01/31/06 SILICON GRAPHICS INC DE 1.01,5.02,9.01 01/27/06 Siouxland Ethanol, LLC NE 5.02 02/02/06 SIRENZA MICRODEVICES INC DE 1.01,9.01 02/02/06 SKYTERRA COMMUNICATIONS INC DE 8.01,9.01 02/02/06 SNAP ON INC DE 8.01,9.01 02/01/06 SOMERSET HILLS BANCORP NJ 2.02,9.01 02/02/06 SONIC FOUNDRY INC MD 2.02,9.01 02/02/06 SPANISH BROADCASTING SYSTEM INC DE 2.01,9.01 01/31/06 SPEEDEMISSIONS INC FL 3.02 01/30/06 SPSS INC DE 5.02 02/02/06 SRA INTERNATIONAL INC DE 2.02,9.01 02/01/06 ST JUDE MEDICAL INC MN 8.01 02/01/06 ST PAUL TRAVELERS COMPANIES INC MN 2.02,9.01 02/02/06 STANCORP FINANCIAL GROUP INC OR 2.02,9.01 02/02/06 STAPLES INC DE 5.02,8.01,9.01 01/30/06 STARWOOD HOTEL & RESORTS WORLDWIDE IN MD 2.02,9.01 02/02/06 STATER BROS HOLDINGS INC DE 8.01 02/02/06 STERLING FINANCIAL CORP /PA/ PA 7.01,9.01 02/02/06 STILLWATER MINING CO /DE/ DE 8.01,9.01 02/01/06 STRATEGIC HOTEL CAPITAL INC 1.01,9.01 01/31/06 STRATEX NETWORKS INC DE 2.02,9.01 02/02/06 STRONG TECHNICAL INC DE 1.01,2.01,4.01,5.01, 01/30/06 5.02,5.06,9.01 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 01/17/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 01/17/06 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 01/17/06 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 01/17/06 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 01/17/06 STURM RUGER & CO INC DE 8.01,9.01 01/31/06 SUBURBAN PROPANE PARTNERS LP DE 2.02,9.01 02/02/06 SUN NEW MEDIA INC. MN 2.01,3.02,9.01 01/27/06 SUNOCO INC PA 2.02,7.01,9.01 02/01/06 SUNOCO INC PA 7.01,9.01 02/02/06 SYMYX TECHNOLOGIES INC DE 5.02 01/30/06 SYNIVERSE HOLDINGS INC DE 8.01,9.01 02/01/06 TALBOTS INC DE 2.02,9.01 02/02/06 TANOX INC DE 1.01 02/02/06 TARGET CORP MN 7.01,9.01 02/02/06 Tejas Inc DE 5.02 01/31/06 TELKONET INC 2.01,9.01 01/31/06 TESORO CORP /NEW/ DE 2.02,9.01 02/02/06 TEXAS CAPITAL BANCSHARES INC/TX DE 1.01,3.01,5.02,9.01 01/27/06 THERMO ELECTRON CORP DE 2.02,9.01 02/02/06 TIME WARNER TELECOM INC DE 1.01 01/30/06 TITAN INTERNATIONAL INC IL 8.01,9.01 02/02/06 TITANIUM METALS CORP DE 5.02,7.01,9.01 01/31/06 TJX COMPANIES INC /DE/ DE 2.02,8.01,9.01 02/02/06 TODCO DE 7.01,9.01 02/02/06 TOWN & COUNTRY TRUST MD 8.01,9.01 02/02/06 TOWN & COUNTRY TRUST MD 8.01,9.01 02/02/06 TRACEGUARD TECHNOLOGIES, INC. 5.03 02/02/06 TRAVELZOO INC DE 2.02,9.01 02/02/06 TRC COMPANIES INC /DE/ DE 4.02 01/27/06 TREY RESOURCES INC DE 1.01,1.02,2.03,3.02 12/30/05 TRINITY LEARNING CORP UT 5.02,7.01,9.01 01/09/06 TRIPATH TECHNOLOGY INC 2.02,9.01 02/02/06 TRIPLE-S MANAGEMENT CORP 2.01,2.03,9.01 01/31/06 TXU CORP /TX/ TX 2.02,9.01 02/02/06 TYCO INTERNATIONAL LTD /BER/ D0 2.02,9.01 02/02/06 ULTRATECH INC DE 2.02,9.01 02/02/06 UNITED AUTO GROUP INC DE 1.01,2.03,3.02,7.01,9.01 01/31/06 UNITED MEDICORP INC DE 4.01 01/16/06 AMEND Universal Truckload Services, Inc. MI 8.01,9.01 02/02/06 UNIVISION COMMUNICATIONS INC DE 7.01,9.01 01/31/06 UNUMPROVIDENT CORP DE 5.02,9.01 01/31/06 UTEK CORP 8.01,9.01 02/01/06 V F CORP PA 7.01,9.01 02/01/06 VAIL RESORTS INC DE 1.01,2.03 01/31/06 Valley Commerce Bancorp CA 2.02,9.01 01/31/06 VALLEY NATIONAL GASES INC WV 2.02,9.01 02/01/06 VERIZON COMMUNICATIONS INC DE 7.01,8.01 02/01/06 VINEYARD NATIONAL BANCORP CA 2.02,9.01 02/02/06 VINEYARD NATIONAL BANCORP CA 2.02,9.01 02/02/06 VISION SCIENCES INC /DE/ DE 7.01,9.01 01/31/06 VIZARIO INC NV 1.01,3.02,5.01,9.01 01/27/06 VOXWARE INC DE 2.02,9.01 02/02/06 VYYO INC DE 1.01,1.02 01/27/06 WAL MART STORES INC DE 7.01 02/02/06 WALTER INDUSTRIES INC /NEW/ DE 7.01,9.01 02/02/06 WARP TECHNOLOGY HOLDINGS INC NV 1.01,2.03,3.02,9.01 01/27/06 WARWICK VALLEY TELEPHONE CO NY 8.01,9.01 02/02/06 WASTE CONNECTIONS INC/DE DE 1.01 02/01/06 WEBEX COMMUNICATIONS INC 2.02,9.01 12/31/05 WebMD Health Corp. DE 1.01,9.01 01/27/06 WEBSIDESTORY INC CA 5.02,9.01 02/01/06 WELLS REAL ESTATE FUND IV L P GA 1.02 02/02/06 WELLS REAL ESTATE FUND V L P GA 1.02 02/02/06 WELLS REAL ESTATE FUND VI L P GA 1.02 02/02/06 WELLS REAL ESTATE FUND VII L P GA 1.02 02/02/06 WELLS REAL ESTATE FUND VIII LP GA 1.02 02/02/06 WESCO INTERNATIONAL INC DE 2.02 02/02/06 WEST CORP DE 2.02,9.01 02/01/06 WESTERN DIGITAL CORP DE 1.01 01/31/06 WESTWOOD ONE INC /DE/ DE 5.02 01/27/06 WHIRLPOOL CORP /DE/ DE 2.02,9.01 02/02/06 Wilber CORP 2.02,9.01 02/02/06 WINDROSE MEDICAL PROPERTIES TRUST MD 1.01,5.02,7.01,9.01 01/30/06 WOODHEAD INDUSTRIES INC DE 2.02,9.01 01/27/06 XTO ENERGY INC DE 8.01,9.01 02/02/06 XTO ENERGY INC DE 8.01,9.01 02/02/06 XYBERNAUT CORP DE 1.02 01/27/06 YORK WATER CO PA 7.01 02/02/06 ZILA INC DE 1.01,2.03,9.01 01/27/06 ZIONS BANCORPORATION /UT/ UT 5.03 01/31/06 ZONES INC WA 2.02,9.01 02/02/06