SEC NEWS DIGEST Issue 2005-210 November 1, 2005 COMMISSION ANNOUNCEMENTS DAVID B. SMITH, JR., ASSOCIATE DIRECTOR, DIVISION OF INVESTMENT MANAGEMENT, TO LEAVE COMMISSION David B. Smith, Associate Director (Public Utility and Investment Company Regulation) of the Division of Investment Management, announced today that he will leave the Commission later this month to become Executive Vice President for Policy and Legal Affairs for the Mutual Fund Directors Forum, a non-profit organization for investment company independent directors dedicated to improving mutual fund governance by promoting the development of concerned and well-informed independent directors. As Associate Director, Mr. Smith’s responsibilities included evaluating applications for exemption from the Investment Company Act of 1940 and its rules. Mr. Smith was also responsible for overseeing the activities of registered and exempt utility holding companies under the Public Utility Holding Company Act of 1935. Meyer Eisenberg, Acting Director of the Division of Investment Management said, “David has had an outstanding career at the Commission. His keen intellect and strong management skills have served us well. David is a valued colleague, and he will be greatly missed.” Mr. Smith became Associate Director (Public Utility and Investment Company Regulation) in 2001. From 1998-2001, Mr. Smith served as the Assistant General Counsel for Investment Management with the Commission's Office of the General Counsel. Prior to that he was a staff attorney, then Senior Counsel, with the same Office. Prior to joining the Commission in 1996, Mr. Smith was an associate in the law firm of Shea & Gardner, focusing on corporate and litigation issues. During 1993-1994, Mr. Smith served as a Law Clerk to Judge Douglas H. Ginsburg of the United States Court of Appeals for the D.C. Circuit. Mr. Smith, 39, graduated magna cum laude from Harvard Law School, earned his M.A. from the University of Chicago, and received his B.A. from Carleton College. (Press Rel. 2005-156 ENFORCEMENT PROCEEDINGS SEC ADDS TWO DEFENDANTS, FRANCIS SALDUTTI AND DOUGLAS BALLEW, TO PREVIOUSLY- FILED HEDGE FUND FRAUD CASE The Securities and Exchange Commission announced today the filing of its First Amended Complaint in SEC v. Northshore Asset Maganagement, et al., CV 05-2192 (RO) (S.D.N.Y.). The First Amended Complaint adds as defendants Francis J. Saldutti (Saldutti) and Douglas Ballew (Ballew) to the Commission’s previously-filed claims of fraud at two hedge funds, Ardent Research Partners, L.P. (Ardent Domestic) and Ardent Research Partners, Ltd. (Ardent Offshore) (collectively, the Ardent Funds). The Commission’s previously-named defendants are Northshore Asset Management, LLC (Northshore), Saldutti Capital Management, L.P. (SCM), Kevin Kelley (Kelley), Robert Wildeman (Wildeman), Glenn Sherman (Sherman), and the Ardent Funds. On Feb. 16, 2005, the Commission filed SEC v. Northshore, et al., 05 CV 2192 (RO) (S.D.N.Y.), alleging that, in April 2003, defendant Northshore and its three largest shareholders, defendants Kelley, Sherman, and Wildeman, obtained control over the Ardent Funds and fraudulently proceeded to divert tens of millions of dollars of the funds’ cash assets to those defendants’ own personal use, including purported personal loans and self-dealing investments. Consequently, the Ardent Funds became illiquid and were unable to meet investor redemption requests. The First Amended Complaint adds securities fraud claims against Saldutti, the Ardent Funds’ founder and investment adviser, and Ballew, Northshore’s former CFO. The First Amended Complaint alleges that Saldutti made material misrepresentations and omissions to Ardent Funds investors regarding both Northshore’s relationship to the Ardent Funds and Saldutti’s transfers of tens of millions of dollars of Ardent Funds cash to Northshore and Northshore-related entities. The First Amended Complaint further alleges that Northshore CFO Ballew participated in the fraudulent scheme concocted by the previously-named defendants. In addition, the First Amended Complaint alleges a new offering fraud claim against Sherman, one of the originally-named defendants. The First Amended Complaint charges all defendants with violating Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. In the alternative, the First Amended Complaint charges Kelley, Wildeman, Sherman, and Ballew with aiding and abetting Northshore and SCM’s violations of those provisions; and Kelley, Wildeman, and Sherman with control person violations of those provisions. The First Amended Complaint further charges that Northshore and SCM, aided and abetted by Kelley, Wildeman, Sherman, and Ballew, violated Sections 206(1) and 206(2) of the Investment Advisers Act. The First Amended Complaint also charges that Northshore, SCM, and Saldutti violated Sections 206(1) and 206(2) of the Advisers Act, or, in the alternative, that Saldutti aided and abetted Northshore and SCM’s violations of those provisions. Finally, the First Amended Complaint charges Sherman and Saldutti with violations of Section 17(a) of the Securities Act of 1933. On Feb. 25, 2005, and March 10, 2005, the Court granted the Commission’s motion for a preliminary injunction enjoining all previously-named defendants from violating the federal securities laws, freezing their assets, subject to certain limited exceptions, and appointing a receiver for defendants Northshore, SCM, and the Ardent Funds. The Commission expresses its appreciation to the United States Attorney’s Office for the Southern District of New York for its assistance in the investigation of this matter. [SEC v. Northshore Asset Management, LLC, Ardent Research Partners, L.P., Ardent Research Partners, Ltd., Saldutti Capital Management, L.P., Kevin Kelley, Robert Wildeman, Glenn Sherman, Douglas Ballew, and Francis J. Saldutti, Civil Action No. 05 Civ. 2192, RO, S.D.N.Y., filed Feb. 16, 2005] (LR-19449) COMMISSION FILES EMERGENCY ACTION AGAINST ESTONIAN TRADERS TO STOP USE OF COMPUTERIZED “SPIDER” PROGRAM TO FRAUDULENTLY STEAL NONPUBLIC ISSUER PRESS RELEASE INFORMATION FROM COMMERCIAL WIRE SERVICE On November 1, the Commission filed an emergency federal court action charging Lohmus Haavel & Viisemann (Lohmus), an Estonian financial services firm, and two of its employees, Oliver Peek and Kristjan Lepik, with conducting a fraudulent scheme involving the electronic theft and trading in advance of more than 360 confidential press releases issued by more than 200 U.S. public companies. The Commission alleges that the defendants fraudulently stole the confidential information from the website of Business Wire, a leading commercial disseminator of news releases and regulatory filings for companies and groups throughout the world, and since January 2005 have made at least $7.8 million in illegal profits. Acting on the Commission’s request for emergency relief, the United States District Court for the Southern District of New York today issued a temporary restraining order which, among other things, freezes the defendants’ assets and orders the repatriation of funds taken out of the United States. The Commission’s complaint alleges that, in June 2004, Lohmus became a client of Business Wire for the sole purpose of gaining access to Business Wire’s secure client website. Once defendants had access, they surreptitiously utilized a software program, a so-called “spider” program, which provided unauthorized access to confidential information contained in impending nonpublic press releases of other Business Wire clients, including the expected time of issuance. The complaint further alleges that the information fraudulently stolen by the defendants has allowed them to strategically time their trades around the public release of news involving, among other things, mergers, earnings, and regulatory actions. Using several U.S. brokerage accounts, the defendants have bought long or sold short the stocks of the companies whose confidential press release information they have stolen, and purchased options to increase their profits. Named in the Commission’s complaint are the following defendants: Lohmus Haavel & Viisemann, headquartered in Tallinn, Estonia, is an investment bank established in 1999. Lohmus, which also has offices in Latvia and Lithuania, provides corporate financing, private equity, asset management, investment services, and structured financing services to the Eastern European market. Oliver Peek, age 24, is a citizen of Estonia currently residing in Tallinn. Peek is employed by Lohmus and works for its investment services team. Kristjan Lepik, age 28, is a citizen of Estonia currently residing in Tallinn. Lepik is a partner at Lohmus. As a result of the defendants’ conduct, the Commission alleges that the defendants violated Section 10(b) of the Exchange Act and Rule 10b-5 thereunder. The complaint seeks permanent injunctive relief, the disgorgement of all illegal profits, together with prejudgment interest, and the imposition of civil monetary penalties. The Commission wishes to acknowledge the assistance of the New York Stock Exchange, the NASD, the Philadelphia Stock Exchange, the Chicago Board Options Exchange, and the Pacific Exchange. [SEC v. Lohmus Haavel & Viisemann, et al., Civil Action No. 05-9259, S.D.N.Y.] (LR-19450; Press Rel. 2005-155) INVESTMENT COMPANY ACT RELEASE NOTICES OF DEREGISTRATION UNDER THE INVESTMENT COMPANY ACT For the month of October, 2005, a notice has been issued giving interested persons until November 21 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: Security Capital Real Estate Mutual Funds Incorporated [File No. 811-8033] Valor Investment Fund, Inc. [File No. 811-2850] Phoenix Strategic Allocation Fund (formerly Phoenix Oakhurst Strategic Allocation Fund, Phoenix Oakhurst Strategic Allocation Fund, Inc., Phoenix Strategic Allocation Fund, Inc. and Phoenix Total Return Fund) [File No. 811-1442] Co-operative Bank Investment Fund d/b/a Bank Investment Fund [File No. 811-4421] Nuveen Massachusetts Dividend Advantage Municipal Fund 2 [File No. 811-21155] Nuveen Virginia Dividend Advantage Municipal Fund 3 [File No. 811-21542] Nuveen Connecticut Dividend Advantage Municipal Fund 4 [File No. 811-21543] Nuveen Arizona Dividend Advantage Municipal Fund 4 [File No. 811-21544] Nuveen California Municipal High Income Opportunity Fund [File No. 811-21545] Nuveen North Carolina Dividend Advantage Municipal Fund 4 [File No. 811-21551] BACAP Opportunity Strategy, LLC [File No. 811-21063] Fairport Funds [File No. 811-8774] INVESCO Variable Investment Funds, Inc. [File No. 811-8038] WT Investment Trust I [File No. 811-8067] John Hancock Variable Series Trust [File No. 811-4490] (Rel. IC-27137 – Oct. 28, 2005) SELF REGULATORY ORGANIZATIONS PROPOSED RULE CHANGES On Feb. 15, 2005, the New York Stock Exchange filed with the Commission a proposed rule change (SR-NYSE-2005-17) under Rule 19b-4 of the Securities Exchange Act of 1934 relating to NYSE Rule 472 (“Communications with the Public”), which will exempt certain communications with the public from the pre-use review and approval requirement. Publication of the proposal is expected in the Federal Register during the week of Oct. 31, 2005. (Rel. 34-52685) The New York Stock Exchange filed a proposed rule change (SR-NYSE-2005- 66) and Amendment No. 1 thereto to amend Rule 460 (Specialists Participating in Contests). Publication of the proposal is expected in the Federal Register during the week of Oct. 31, 2005. (Rel. 34-52688) Pursuant to Rule 19b-4 under the Securities Exchange Act of 1934, the Chicago Board Options Exchange has filed a proposed rule change (SR-CBOE- 2005-39) to amend its $2.50 Strike Price Program. Publication of the proposal is expected in the Federal Register during the week of Oct. 31, 2005. (Rel. 34-52689) Pursuant to Rule 19b-4 under the Securities Exchange Act of 1934, the American Stock Exchange has filed a proposed rule change (SR-Amex-2005- 067) to expand its $2.50 Strike Price Program. Publication of the proposal is expected in the Federal Register during the week of Oct. 31, 2005. (Rel. 34-52690) APPROVAL OF PROPOSED RULE CHANGES The Commission granted approval to a proposed rule change (SR-NASD-2005- 064) submitted under Rule 19b-4 by NASD relating to the publication of decisions issued by the National Adjudicatory Council pursuant to NASD Rule 1015. Publication of the approval is expected in the Federal Register during the week of Oct. 31, 2005. (Rel. 34-52692) The Commission approved a proposed rule change (SR-NYSE-2005-35), submitted under Rule 19b-4 of the Securities Exchange Act of 1934 by the New York Stock Exchange amending Listed Company Manual Section 902.00 regarding listing fees. Publication of the order is expected in the Federal Register during the week of Oct. 31, 2005. (Rel. 34-52696) DELISTING An order has been issued granting the application of the New York Stock Exchange to strike from listing and registration the 9 1/2% Senior Quarterly Interest Bonds (due Aug. 15, 2039) (QUIBS), and 10.5% Class D Pass Through Certificates, Series 2003-1 (due April 1, 2009) of Northwest Airlines, Inc., effective at the opening of business on Oct. 31, 2005. (Rel. 34-52699) WITHDRAWALS Notice has been issued giving interested persons until November 21, 2005 to comment on the application of Del Monte Foods Company, to withdraw its common stock, $.01 par value, from listing and registration on the Pacific Exchange. (Rel. 34-52706) Notice has been issued giving interested persons until November 21, 2005 to comment on the application of Sunoco, Inc. to withdraw its common stock, $1.00 par value, from listing and registration on the Philadelphia Stock Exchange. (Rel. 34-52707) 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: . SB-2 Securac Corp, 2500, 520-5TH AVENUE SW, CALGARY, A1, T2P 1V6, (403) 225-0403 - 74,812,537 ($34,362,609.00) Equity, (File 333-129322 - Oct. 31) (BR. 09A) S-4 RURAL/METRO CORP /DE/, 9221 EAST VIA DE VENTURA, SCOTTSDALE, AZ, 85258, 4806063886 - 0 ($50,208,656.00) Non-Convertible Debt, (File 333-129323 - Oct. 31) (BR. 05C) S-4 Rural/Metro Operating Company, LLC, 9221 EAST VIA DE VENTURA, SCOTTSDALE, AZ, 85258, 480-606-3886 - 0 ($125,000,000.00) Non-Convertible Debt, (File 333-129324 - Oct. 31) (BR. 05) S-8 ADVANCED SEMICONDUCTOR ENGINEERING INC, 26 CHIN THIRD ROAD, NANTZE EXPORT PROCESSING ZONE, KAOHSIUNG TAIWAN, F5, 00000, 139,917,000 ($92,345,220.00) Equity, (File 333-129326 - Oct. 31) (BR. 10A) SB-2 AIMS WORLDWIDE INC, 10400 EATON PLACE #450, FAIRFAX, VA, 22030, 7036213875 - 20,461,539 ($13,300,000.35) Equity, (File 333-129327 - Oct. 31) (BR. 05A) SB-2 FACEPRINT GLOBAL SOLUTIONS INC, 1111 W HERNDON, STE 115, FRESNO, CA, 96815, 5594361000 - 10,000,000 ($2,500,000.00) Equity, (File 333-129328 - Oct. 31) (BR. 03B) S-4 MAGELLAN PETROLEUM CORP /DE/, 149 DURHAM RD, OAKPARK UNIT 31, MADISON, CT, 06443, 2032457664 - 0 ($22,210,091.00) Equity, (File 333-129329 - Oct. 31) (BR. 04B) S-8 AMERICAN WATER STAR INC, 4560 S. DECATUR, SUITE 301, LAS VEGAS, NV, 89103, 702-740-7036 - 7,775,000 ($1,088,500.00) Equity, (File 333-129330 - Oct. 31) (BR. 02A) SB-2 SAMOYED ENERGY CORP, 10870 HARVEST LAKE WAY NE, CALGARY, A0, T3K 4L1, 403-617-8786 - 3,000,000 ($300,000.00) Equity, (File 333-129331 - Oct. 31) (BR. 09) S-8 KIRBY CORP, 55 WAUGH DRIVE SUITE 1000, HOUSTON, TX, 77385, 7134351000 - 500,000 ($23,765,000.00) Equity, (File 333-129333 - Oct. 31) (BR. 05A) S-8 WELLPOINT INC, 120 MONUMENT CIRCLE, INDIANAPOLIS, IN, 46204, 3174886000 - 0 ($73.12) Equity, (File 333-129334 - Oct. 31) (BR. 01A) S-8 POLARIS INDUSTRIES INC/MN, 2100 HIGHWAY 55, MEDINA, MN, 55340, (763) 542-0500 - 2,250,000 ($100,822,500.00) Equity, (File 333-129335 - Oct. 31) (BR. 05C) S-3 ENGLOBAL CORP, 600 CENTURY PLZ, BLDG 140, HOUSTON, TX, 77073-6033, 2818213200 - 2,960,714 ($18,237,998.00) Equity, (File 333-129336 - Oct. 31) (BR. 06C) S-3 NEW YORK COMMUNITY BANCORP INC, 615 MERRICK AVE, WESTBURY, NY, 11590, 7183596400 - 1,000,000,000 ($1,000,000,000.00) Other, (File 333-129338 - Oct. 31) (BR. 07B) S-3 ISCO INTERNATIONAL INC, 451 KINGSTON CT, MOUNT PROSPECT, IL, 60056, 8473919400 - 20,000,000 ($6,000,000.00) Equity, (File 333-129339 - Oct. 31) (BR. 10B) S-8 AML COMMUNICATIONS INC, 1000 AVENIDA ACASO, CAMARILLO, CA, 93012, 8053881345 - 1,500,000 ($1,830,000.00) Equity, (File 333-129340 - Oct. 31) (BR. 11B) S-4 NewPage Holding CORP, COURTHOUSE PLAZA NORTHEAST, DAYTON, OH, 45463, (877) 855-7243 - 0 ($125,000,000.00) Non-Convertible Debt, (File 333-129343 - Oct. 31) (BR. ) S-8 Hercules Offshore, L.L.C., 11 GREENWAY PLAZA, SUITE 2950, HOUSTON, TX, 77046, 713-979-9300 - 2,450,000 ($52,454,500.00) Other, (File 333-129344 - Oct. 31) (BR. 04B) S-3 LIFETIME BRANDS, INC, ONE MERRICK AVENUE, WESTBURY, NY, 11590, 5166836000 - 0 ($64,802,500.00) Equity, (File 333-129345 - Oct. 31) (BR. 06A) 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 3CI COMPLETE COMPLIANCE CORP DE 8.01,9.01 10/25/05 Abington Community Bancorp, Inc. PA 2.02,9.01 10/28/05 ABRAXAS PETROLEUM CORP NV 7.01,9.01 10/31/05 ACE COMM CORP MD 1.01 10/27/05 ADC TELECOMMUNICATIONS INC MN 1.01 10/25/05 ADOLOR CORP 1.01,5.02,9.01 10/31/05 ADVANCED MATERIALS GROUP INC NV 3.02 10/15/05 ALIGN TECHNOLOGY INC DE 1.01,9.01 10/27/05 ALKERMES INC PA 7.01 10/27/05 ALLIANCE BANKSHARES CORP 2.02,9.01 10/28/05 ALLIANCE DATA SYSTEMS CORP DE 1.01,2.03,9.01 10/28/05 ALLIANCE ONE INTERNATIONAL, INC. VA 1.01,8.01,9.01 10/31/05 ALLIED DEFENSE GROUP INC DE 4.01,9.01 09/27/05 AMEND ALLIED MOTION TECHNOLOGIES INC CO 2.02,9.01 10/31/05 Alpha Natural Resources, Inc. DE 1.01,2.01,3.02,9.01 10/25/05 ALPHA SPACECOM INC NV 4.01,5.02,9.01 06/13/05 AMEND ALPHARMA INC DE 1.01,1.02 10/26/05 AMERIANA BANCORP IN 2.02,9.01 10/31/05 AMERICAN AXLE & MANUFACTURING HOLDING DE 1.01,9.01 10/26/05 AMERICAN COMMERCIAL LINES INC. DE 2.02,7.01,9.01 10/31/05 AMERICAN COMMERCIAL LINES INC. DE 1.01,9.01 10/13/05 AMEND AMERICAN HEALTHWAYS INC DE 7.01,9.01 10/31/05 AMERICAN ITALIAN PASTA CO DE 4.02,9.01 10/25/05 American Media Systems Co. NV 8.01,9.01 10/31/05 American Reprographics CO DE 2.02,9.01 10/31/05 AMERICANA PUBLISHING INC CO 5.02 10/21/05 AMERICANWEST BANCORPORATION WA 2.02,7.01,9.01 10/27/05 AMERIPRISE FINANCIAL INC DE 1.01,8.01,9.01 10/25/05 AMERIQUEST MORTGAGE SECURITIES INC., DE 8.01 10/25/05 AMERITRADE HOLDING CORP DE 1.01,9.01 10/28/05 ANDREW CORP DE 1.01,3.03,9.01 10/26/05 ANNUITY & LIFE RE (HOLDINGS), LTD. D0 8.01 10/31/05 APPLIED MATERIALS INC /DE DC 1.01,9.01 10/27/05 APPLIX INC /MA/ MA 1.01,9.01 10/26/05 ARCH CHEMICALS INC VA 2.02,9.01 10/31/05 ARDEN REALTY INC MD 2.02,9.01 10/31/05 Argent Securities Inc., Asset-Backed 8.01 10/25/05 ARLINGTON HOSPITALITY INC DE 1.01,1.03,8.01,9.01 10/25/05 ARMSTRONG HOLDINGS INC /PA/ PA 2.02,9.01 10/28/05 ASHFORD HOSPITALITY TRUST INC MD 7.01,9.01 10/31/05 ASSET BACKED SECURITIES CORP DE 8.01,9.01 10/31/05 ASSET BACKED SECURITIES CORP DE 8.01,9.01 10/31/05 ATA HOLDINGS CORP IN 7.01 10/31/05 ATLAS AIR WORLDWIDE HOLDINGS INC DE 7.01,9.01 10/31/05 ATLAS AMERICA INC DE 1.01,9.01 10/31/05 ATLAS PIPELINE PARTNERS LP DE 1.01,9.01 10/31/05 AVANEX CORP DE 1.01 10/28/05 AVIGEN INC \DE DE 2.02,9.01 10/27/05 B&G Foods, Inc. DE 2.02,7.01,9.01 10/31/05 Banc of America Securities Auto Trust DE 8.01,9.01 10/19/05 BANC ONE FINANCIAL SERVICES HOME EQUI NY 8.01,9.01 10/25/05 Bank of Wilmington CORP NC 2.02,9.01 10/28/05 BANKUNITED TRUST 2005-1, MORTGAGE PAS DE 8.01,9.01 10/25/05 BASIC EARTH SCIENCE SYSTEMS INC DE 8.01,9.01 10/31/05 BB&T CORP NC 1.01 10/25/05 BEAR STEARNS COMPANIES INC DE 8.01,9.01 10/24/05 BEAZER HOMES USA INC DE 8.01,9.01 10/31/05 BEMIS CO INC MO 1.01,1.02 10/25/05 BH RE LLC NV 1.01,9.01 10/27/05 BLACKBAUD INC 2.02,9.01 10/31/05 BLUE DOLPHIN ENERGY CO DE 4.02,8.01,9.01 10/31/05 BNP RESIDENTIAL PROPERTIES INC MD 8.01,9.01 10/27/05 BON TON STORES INC PA 1.01,7.01,9.01 10/29/05 BRIGHTPOINT INC IN 1.01,2.02,2.05,2.06,9.01 09/30/05 BRINX RESOURCES LTD 8.01,9.01 10/18/05 BROADVISION INC DE 1.01,9.01 10/25/05 Bronco Drilling Company, Inc. DE 1.01,7.01,9.01 10/27/05 BRUSH ENGINEERED MATERIALS INC 7.01,9.01 10/31/05 BRUSH ENGINEERED MATERIALS INC 7.01,9.01 10/31/05 BUFFETS HOLDINGS, INC. DE 2.02,9.01 10/31/05 C-BASS MORTGAGE LOAN ASSET-BACKED CER DE 8.01,9.01 10/25/05 CabelTel International Corp NV 4.02 10/25/05 CALIFORNIA WATER SERVICE GROUP DE 5.02 10/27/05 CALLIDUS SOFTWARE INC 1.01,9.01 10/31/05 Cambridge Display Technology, Inc. DE 2.02,9.01 10/27/05 CAMDEN NATIONAL CORP ME 2.02,9.01 10/31/05 CAPCO ENERGY INC CO 4.01,9.01 10/07/05 AMEND CATERPILLAR INC DE 7.01,8.01,9.01 10/31/05 CAVALIER HOMES INC DE 1.01,9.01 10/31/05 CENTURY BUSINESS SERVICES INC DE 2.02,9.01 10/25/05 CHASE BANK USA, NATIONAL ASSOCIATION DE 8.01,9.01 10/28/05 CHASE BANK USA, NATIONAL ASSOCIATION 8.01,9.01 10/28/05 CHEROKEE INTERNATIONAL CORP DE 1.01,5.02,9.01 10/14/05 CHESAPEAKE CORP /VA/ VA 2.05 08/31/05 AMEND CHICAGO BRIDGE & IRON CO N V 8.01,9.01 10/26/05 CHIRON CORP DE 8.01,9.01 10/31/05 CIENA CORP DE 1.01 10/25/05 CITIGROUP MORTGAGE LOAN TRUST INC 9.01 10/19/05 CITRIX SYSTEMS INC DE 9.01 08/15/05 AMEND CLARIENT, INC DE 1.01 10/26/05 CLEARCOMM L P DE 5.02 10/26/05 COASTAL FINANCIAL CORP /DE DE 2.02,7.01,9.01 10/26/05 Coconut Palm Acquisition Corp. DE 8.01 10/25/05 COGNIZANT TECHNOLOGY SOLUTIONS CORP 2.02,9.01 10/31/05 COHESANT TECHNOLOGIES INC DE 2.01,9.01 08/12/05 AMEND Cole Credit Property Trust II Inc MD 1.01,2.01,2.03,9.01 10/25/05 COLE KENNETH PRODUCTIONS INC NY 2.02 10/27/05 COLOR KINETICS INC DE 1.01,9.01 10/25/05 COMERICA INC /NEW/ DE 7.01,9.01 10/31/05 COMMERCE ENERGY GROUP INC DE 2.02,4.02,9.01 10/25/05 COMMONWEALTH BIOTECHNOLOGIES INC VA 2.02,9.01 10/27/05 COMMUNITY CAPITAL BANCSHARES INC 2.02 09/21/05 COMPUWARE CORP MI 2.02,9.01 10/27/05 CONCEPTUS INC DE 1.01 10/25/05 CONSOL ENERGY INC 7.01,9.01 10/27/05 CORE LABORATORIES N V P7 2.02 09/30/05 COST U LESS INC WA 2.02,9.01 10/27/05 COUSINS PROPERTIES INC GA 2.02,9.01 10/31/05 CREDENCE SYSTEMS CORP DE 5.02,9.01 10/29/05 CREDIT ACCEPTANCE CORPORATION MI 2.02,9.01 10/26/05 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 9.01 10/31/05 CRITICAL PATH INC CA 2.02,9.01 10/31/05 CSFB Home Equity Mortgage Trust 2005- DE 8.01,9.01 10/25/05 CSFB HOME EQUITY PASS-THROUGH CERTIFI DE 8.01,9.01 10/25/05 CSFB Mortgage-Backed Pass-Through Cer DE 9.01 10/31/05 CSK AUTO CORP DE 7.01,9.01 10/31/05 CSX CORP VA 7.01,9.01 10/31/05 CUMULUS MEDIA INC DE 7.01,9.01 10/31/05 CURATIVE HEALTH SERVICES INC 8.01 10/31/05 CV THERAPEUTICS INC DE 8.01,9.01 10/25/05 CWALT INC 8.01,9.01 10/28/05 CWALT INC 9.01 10/31/05 CWALT INC 9.01 10/30/05 CWALT INC 9.01 10/31/05 CWMBS INC DE 8.01,9.01 10/25/05 CWMBS INC DE 8.01,9.01 10/28/05 CYANOTECH CORP NV 8.01 10/28/05 DAVITA INC DE 2.02,9.01 10/31/05 DELL INC DE 2.02,9.01 10/31/05 DENTSPLY INTERNATIONAL INC /DE/ DE 8.01,9.01 10/25/05 DIAL THRU INTERNATIONAL CORP DE 1.01,2.01,3.02,9.01 10/25/05 DIASENSE INC/PA PA 1.01,3.02,5.02 10/31/05 AMEND DIGENE CORP DE 1.01,9.01 10/26/05 DIGICORP UT 1.01,3.02,4.01,9.01 10/25/05 DIGITAL ANGEL CORP DE 2.02,9.01 10/31/05 DNAPRINT GENOMICS INC UT 1.01,2.01 10/25/05 DNAPRINT GENOMICS INC UT 1.01,2.03 10/25/05 DNB FINANCIAL CORP /PA/ PA 2.02,9.01 10/31/05 DOE RUN RESOURCES CORP NY 1.01 10/21/05 DOLLAR FINANCIAL CORP DE 2.02,9.01 09/30/05 DOLLAR FINANCIAL GROUP INC NY 2.02,9.01 09/30/05 DTE ENERGY CO MI 5.02,9.01 10/31/05 DUCOMMUN INC /DE/ DE 2.02 10/31/05 DUKE REALTY CORP IN 2.02,9.01 10/27/05 DUKE REALTY CORP IN 1.01,9.01 10/26/05 DUKE REALTY LIMITED PARTNERSHIP/ IN 2.02,9.01 10/27/05 DUSA PHARMACEUTICALS INC NJ 8.01,9.01 10/28/05 E TRADE FINANCIAL CORP DE 8.01,9.01 10/28/05 EAUTOCLAIMS, INC NV 1.01,2.03,7.01 10/27/05 EGAMES INC PA 2.02,9.01 09/30/05 ELECTRONIC SYSTEMS TECHNOLOGY INC WA 8.01,9.01 10/28/05 EMAGIN CORP DE 8.01,9.01 10/28/05 ENCORE MEDICAL CORP DE 2.02,9.01 10/31/05 ENERGY & ENGINE TECHNOLOGY CORP NV 1.01,8.01 10/24/05 ENZON PHARMACEUTICALS INC DE 1.01,9.01 10/28/05 ERHC Energy Inc CO 1.02,9.01 10/24/05 EYETECH PHARMACEUTICALS INC DE 2.02,9.01 10/31/05 F5 NETWORKS INC WA 5.02,9.01 10/25/05 FAR EAST ENERGY CORP 1.01,9.01 10/27/05 FEDERAL REALTY INVESTMENT TRUST MD 2.02,9.01 10/31/05 FEDERAL TRUST CORP FL 2.02,9.01 10/28/05 FedFirst Financial CORP X1 2.02,9.01 10/28/05 FIBERNET TELECOM GROUP INC\ DE 1.01,1.02 10/31/05 FIDELITY NATIONAL FINANCIAL INC /DE/ DE 5.02 10/25/05 Fidelity National Title Group, Inc. 5.02 10/25/05 FINANCIAL ASSET SECURITIES CORP DE 8.01,9.01 10/28/05 FIRST BANCORP /PR/ PR 1.01 10/25/05 FIRST CAPITAL INC IN 2.02,9.01 10/28/05 FIRST FEDERAL BANKSHARES INC DE 8.01,9.01 10/27/05 First Federal of Northern Michigan Ba 2.02,9.01 10/31/05 FIRST FINANCIAL HOLDINGS INC /DE/ DE 7.01,9.01 10/28/05 First Franklin Mortgage Loan Trust 20 DE 2.01,8.01,9.01 08/26/05 FIRST MARBLEHEAD CORP 1.01,5.02,9.01 10/27/05 FIRST NORTHERN COMMUNITY BANCORP CA 2.02,7.01,9.01 09/30/05 FIRST POTOMAC REALTY TRUST MD 5.02,9.01 10/27/05 FLORIDA COMMUNITY BANKS INC FL 9.01 09/30/05 FLYI INC DE 1.01 10/25/05 Foundation Coal Holdings, Inc. DE 1.01,9.01 10/28/05 FRANKLIN CREDIT MANAGEMENT CORP/DE/ DE 8.01,9.01 10/31/05 FRANKLIN STREET PROPERTIES CORP /MA/ 2.02,9.01 10/31/05 FULTON FINANCIAL CORP PA 8.01,9.01 10/25/05 GALLAGHER ARTHUR J & CO DE 7.01,9.01 10/31/05 GATEWAY INC DE 5.03,9.01 10/25/05 GE Capital Credit Card Master Note Tr DE 8.01,9.01 10/17/05 GE Capital Credit Card Master Note Tr DE 8.01,9.01 10/17/05 GE Capital Credit Card Master Note Tr DE 8.01,9.01 10/17/05 GE Capital Credit Card Master Note Tr DE 8.01,9.01 10/17/05 GE Capital Credit Card Master Note Tr DE 8.01,9.01 10/17/05 GENERAL MARITIME CORP/ 1.01,2.03 10/26/05 GENERAL STEEL HOLDINGS INC NV 1.01,3.02,9.01 10/28/05 GENEREX BIOTECHNOLOGY CORP DE 1.01,2.03,3.02,3.03,9.01 10/26/05 GERMAN AMERICAN BANCORP IN 1.01,2.03,3.02,9.01 10/27/05 GETTY REALTY CORP /MD/ MD 2.02,9.01 10/31/05 GIBRALTAR INDUSTRIES, INC. DE 7.01 10/26/05 GLADSTONE COMMERCIAL CORP MD 2.02,9.01 10/31/05 GLOBAL GOLD CORP DE 1.01,2.01 08/15/05 GOLDMAN SACHS GROUP INC/ DE 3.03,5.03,8.01,9.01 10/28/05 GREENE COUNTY BANCORP INC DE 2.02,9.01 10/28/05 GREENWICH CAPITAL ACCEPTANCE INC DE 8.01 10/31/05 GREENWICH CAPITAL ACCEPTANCE INC DE 8.01,9.01 10/31/05 GS MORTGAGE SECURITIES CORP DE 8.01 10/31/05 GS MORTGAGE SECURITIES CORP DE 8.01 10/28/05 GSAMP TRUST 2005-HE2 DE 8.01 10/25/05 GSI GROUP INC A3 1.01 10/25/05 HAROLDS STORES INC OK 4.01,9.01 10/29/05 HARTFORD LIFE INSURANCE CO CT 9.01 10/31/05 HEALTHTRONICS, INC. GA 5.02 10/27/05 HINES REAL ESTATE INVESTMENT TRUST IN 8.01 10/31/05 HOKU SCIENTIFIC INC DE 2.02 10/19/05 HOLLY ENERGY PARTNERS LP DE 2.02,7.01,9.01 10/28/05 HOME FEDERAL BANCORP INC 5.02,9.01 10/31/05 HOUSTON EXPLORATION CO DE 1.01 10/25/05 HSBC AUTO RECEIVABLES CORP NV 8.01,9.01 10/28/05 HUMANA INC DE 2.02,7.01,9.01 09/30/05 I2 TELECOM INTERNATIONAL INC WA 5.02 10/25/05 I2 TELECOM INTERNATIONAL INC WA 5.02 10/26/05 I2 TELECOM INTERNATIONAL INC WA 5.02 10/27/05 IMAGE SENSING SYSTEMS INC MN 2.02,9.01 10/31/05 IMCLONE SYSTEMS INC/DE DE 8.01,9.01 10/31/05 IMMUNE RESPONSE CORP DE 1.01 10/27/05 IMMUNICON CORP 7.01,9.01 10/31/05 IMPAC CMB TRUST SERIES 2004-2 DE 8.01,9.01 12/27/04 IMPAC CMB TRUST SERIES 2004-2 DE 8.01,9.01 12/27/04 AMEND INDYMAC BANCORP INC DE 2.02,8.01,9.01 10/31/05 IndyMac INDX Mortgage Loan Trust 2005 8.01 10/25/05 INDYMAC MBS INC 9.01 10/31/05 INDYMAC MBS INC 8.01,9.01 10/13/05 INDYMAC MBS INC 8.01,9.01 10/31/05 IndyMac MBS, Inc. INDA Mortgage Loan 8.01 10/25/05 IndyMac RAST 2005-A12 8.01 10/25/05 INLAND REAL ESTATE CORP MD 2.02,7.01,9.01 09/30/05 INSITUFORM TECHNOLOGIES INC DE 5.03,9.01 10/31/05 INTEGRA LIFESCIENCES HOLDINGS CORP DE 2.02,9.01 10/26/05 INTEGRAMED AMERICA INC DE 7.01,9.01 10/31/05 INTEGRATED ALARM SERVICES GROUP INC DE 8.01,9.01 10/27/05 INTEGRATED BIOPHARMA INC DE 7.01,9.01 10/31/05 INTER PARFUMS INC DE 2.02 10/31/05 INTERLINE BRANDS, INC./DE DE 7.01 10/27/05 INTEVAC INC CA 1.01,2.02,9.01 10/31/05 INTRAOP MEDICAL CORP 1.01,2.03,3.02,9.01 10/25/05 INTUIT INC DE 1.01 10/25/05 IPALCO ENTERPRISES, INC. IN 8.01 10/28/05 IPC HOLDINGS LTD 8.01 10/30/05 iPCS, INC DE 2.02,9.01 10/31/05 IPI Fundraising, Inc. DE 8.01,9.01 10/27/05 Irwin Whole Loan Home Equity Trust 20 DE 8.01,9.01 10/25/05 ISLAND PACIFIC INC DE 3.01,9.01 10/25/05 JEFFERSON BANCSHARES INC TN 2.02,9.01 10/28/05 K-SEA TRANSPORTATION PARTNERS LP DE 2.02,9.01 10/28/05 KAMAN CORP CT 8.01,9.01 10/31/05 KANA SOFTWARE INC DE 1.01,3.02,9.01 10/26/05 KAYDON CORP DE 2.02,9.01 10/31/05 KELLOGG CO DE 2.02 10/31/05 KENDLE INTERNATIONAL INC OH 2.02,9.01 10/27/05 KEYSTONE AUTOMOTIVE INDUSTRIES INC CA 2.02,9.01 10/28/05 KEYSTONE AUTOMOTIVE INDUSTRIES INC CA 1.01 10/26/05 KILROY REALTY CORP MD 2.02,4.02,9.01 10/31/05 LATTICE SEMICONDUCTOR CORP DE 2.05 10/25/05 LAUREATE EDUCATION, INC. MD 1.01,2.03,9.01 10/26/05 LB-UBS Commercial Mortgage Trust 2005 8.01,9.01 10/25/05 LCC INTERNATIONAL INC DE 8.01,9.01 10/31/05 LEAP WIRELESS INTERNATIONAL INC DE 7.01,9.01 10/31/05 Legacy Bancorp, Inc. DE 7.01,9.01 10/31/05 LEUCADIA NATIONAL CORP NY 1.01 10/25/05 LEUCADIA NATIONAL CORP NY 1.01,9.01 10/30/05 LEVITT CORP FL 5.04 10/31/05 LEXAR MEDIA INC CA 1.01,7.01,9.01 10/25/05 Liberty Global, Inc. DE 2.02 10/28/05 LL&E ROYALTY TRUST TX 7.01,9.01 10/31/05 LSB CORP 2.02,9.01 10/28/05 LYNCH INTERACTIVE CORP DE 8.01 10/31/05 M & F WORLDWIDE CORP DE 1.01,8.01,9.01 10/31/05 M WAVE INC DE 2.04 10/17/05 MAGNACHIP SEMICONDUCTOR LLC 2.02,9.01 10/27/05 MAI SYSTEMS CORP DE 5.03,8.01 10/28/05 MAIR HOLDINGS INC MN 8.01 10/31/05 MANCHESTER INC 8.01,9.01 10/26/05 MARATHON OIL CORP DE 1.01,9.01 10/26/05 MARM 2005-7 DE 8.01,9.01 10/25/05 MASTR Adjustable Rate Mortgages 2005- DE 8.01,9.01 10/25/05 MASTR Adjustable Rate Mortgages 2005- DE 8.01,9.01 10/25/05 MASTR Adjustable Rate Mortgages Trust DE 8.01,9.01 10/25/05 MASTR Adjustable Rate Mortgages Trust DE 8.01,9.01 10/25/05 MASTR ALTERNATIVE LOAN TRUST 2005-1 DE 8.01,9.01 10/25/05 MASTR ALTERNATIVE LOAN TRUST 2005-2 DE 8.01,9.01 10/25/05 MASTR ALTERNATIVE LOAN TRUST 2005-3 8.01,9.01 10/25/05 MASTR ALTERNATIVE LOAN TRUST 2005-4 DE 8.01,9.01 10/25/05 MASTR ALTERNATIVE LOAN TRUST 2005-5 DE 8.01,9.01 10/25/05 MASTR ASSET BACKED SECURITIES TRUST 2 DE 8.01,9.01 10/25/05 MASTR Asset Backed Securities Trust 2 DE 8.01,9.01 10/25/05 MASTR ASSET SECURITIZATION TRUST 2003 DE 8.01,9.01 10/25/05 MASTR Asset Securitization Trust 2005 DE 8.01,9.01 10/25/05 MASTR Seasoned Securitization Trust 2 DE 8.01,9.01 10/25/05 MCGRAW-HILL COMPANIES INC NY 5.04,9.01 10/28/05 MED GEN INC NV 8.01 10/31/05 MEDCATH CORP DE 5.02 10/25/05 MEDICAL STAFFING NETWORK HOLDINGS INC DE 7.01,9.01 10/31/05 MEDQUIST INC NJ 1.01,9.01 10/26/05 MENTOR CORP /MN/ MN 2.02,9.01 09/30/05 MERCHANTS & MANUFACTURERS BANCORPORAT WI 2.02,9.01 10/27/05 MERCURY GENERAL CORP CA 2.02,9.01 10/31/05 MEREDITH ENTERPRISES INC DE 8.01 10/27/05 MERISEL INC /DE/ DE 9.01 03/04/05 AMEND MERRILL LYNCH MORT INV TRUST MLMI Ser DE 8.01,9.01 10/25/05 MERRILL LYNCH MORT INV TRUST MLMI Ser DE 8.01,9.01 10/25/05 MERRILL LYNCH MORT INV TRUST SERIES M DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 10/31/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 Merrill Lynch Mortgage Investors Trus DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 Merrill Lynch Mortgage Investors Trus DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS, INC DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS, INC DE 8.01,9.01 10/25/05 MERRILL LYNCH MORTGAGE INVESTORS, INC DE 8.01,9.01 10/25/05 MGE ENERGY INC WI 2.03 10/27/05 MICROHELIX INC OR 1.01,2.03,3.02,3.03,5.03,9.01 10/28/05 MICROVISION INC WA 3.01,9.01 10/27/05 MID AMERICA APARTMENT COMMUNITIES INC TN 2.02,9.01 10/31/05 MID PENN BANCORP INC PA 2.02,9.01 10/27/05 Morgan Stanley ABS Capital I Inc. MSD DE 8.01,9.01 10/25/05 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 10/25/05 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 10/25/05 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 10/25/05 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 10/25/05 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 10/25/05 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 10/25/05 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 10/25/05 MORGAN STANLEY CAPITAL I INC HOME EQ NY 8.01,9.01 10/25/05 MORGAN STANLEY DEAN WITTER CAPITAL I DE 8.01,9.01 10/24/05 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 10/25/05 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 10/25/05 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 10/25/05 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 10/25/05 MORTGAGE ASSET SEC TRANS INC MASTR AS DE 8.01,9.01 10/25/05 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 10/31/05 MORTGAGE ASSET SECZT TRANS INC MORT P DE 8.01,9.01 10/25/05 MORTGAGEIT TRUST 2004-2, MORTGAGE-BAC 8.01,9.01 10/25/05 MORTGAGEIT TRUST 2005-1, Mortgage-Bac DE 8.01,9.01 10/25/05 MORTGAGEIT TRUST 2005-2, Mortgage-Bac DE 8.01,9.01 10/25/05 MORTGAGEIT TRUST 2005-3, Mortgage-Bac DE 8.01,9.01 10/25/05 MORTGAGEIT TRUST 2005-4, Mortgage-Bac DE 8.01,9.01 10/25/05 MOTIENT CORP DE 1.01,3.02,3.03,7.01,9.01 10/26/05 MOVING BYTES INC 1.01,2.01 10/28/05 AMEND MSM 2005-5AR DE 8.01,9.01 10/25/05 MUTUALFIRST FINANCIAL INC MD 2.02,9.01 10/27/05 NAAC Alternative Loan Trust, Series 2 DE 8.01,9.01 10/25/05 NATIONWIDE HEALTH PROPERTIES INC MD 2.02,9.01 10/31/05 NAVISITE INC DE 2.02,9.01 10/26/05 AMEND NEOWARE SYSTEMS INC DE 1.01 10/25/05 NESTOR INC DE 1.01,2.03,9.01 10/31/05 NEW CENTURY FINANCIAL CORP MD 1.01,5.03,9.01 10/25/05 NEW YORK COMMUNITY BANCORP INC DE 8.01,9.01 10/31/05 NEW YORK MORTGAGE TRUST INC MD 7.01,9.01 10/31/05 NEWMONT MINING CORP /DE/ DE 1.01,5.02,9.01 10/26/05 NIC INC CO 1.01 10/26/05 NITCHES INC CA 1.01,2.01,9.01 10/24/05 No Borders, Inc. NV 1.01 10/24/05 NORTEL NETWORKS CORP 1.01,1.02,9.01 10/26/05 NORTEL NETWORKS LTD 1.01,1.02,9.01 10/26/05 NORTH CENTRAL BANCSHARES INC IA 2.02,9.01 10/31/05 NORTH EUROPEAN OIL ROYALTY TRUST DE 2.02,9.01 10/31/05 NOVADEL PHARMA INC DE 2.02,9.01 10/25/05 NovaStar Mortgage Funding Trust, Seri DE 8.01,9.01 10/25/05 NovaStar Mortgage Funding Trust, Seri DE 8.01,9.01 10/25/05 NovaStar Mortgage Funding Trust, Seri DE 8.01,9.01 10/25/05 NOVAVAX INC DE 8.01,9.01 10/26/05 NowAuto Group, Inc. NV 9.01 07/18/05 AMEND NYER MEDICAL GROUP INC FL 1.01,2.03,9.01 10/31/05 NYER MEDICAL GROUP INC FL 8.01 10/31/05 NYFIX INC DE 4.01,9.01 10/26/05 OCCAM NETWORKS INC/DE DE 2.02,7.01,9.01 10/28/05 OCCIDENTAL PETROLEUM CORP /DE/ DE 2.02,8.01 10/31/05 OMEGA FINANCIAL CORP /PA/ PA 2.02,9.01 10/28/05 ON ASSIGNMENT INC DE 2.02,9.01 10/31/05 ON SEMICONDUCTOR CORP DE 8.01 10/31/05 OPINION RESEARCH CORP DE 2.02,9.01 10/31/05 OPNET TECHNOLOGIES INC DE 2.02,9.01 10/31/05 ORMAT TECHNOLOGIES, INC. DE 1.01,5.02,9.01 10/31/05 OSI PHARMACEUTICALS INC DE 1.01,8.01 10/20/05 OUTBACK STEAKHOUSE INC DE 5.02 10/27/05 AMEND OVERSTOCK COM INC UT 5.02,9.01 10/25/05 PACIFIC GAS & ELECTRIC CO CA 8.01 10/31/05 AMEND PACIFIC MERCANTILE BANCORP CA 2.02,9.01 10/27/05 PANACOS PHARMACEUTICALS, INC. DE 2.02,9.01 10/27/05 PARTNERRE LTD 1.01,8.01,9.01 10/25/05 PC MALL INC DE 1.01 10/25/05 PENNSYLVANIA REAL ESTATE INVESTMENT T PA 2.02,9.01 10/31/05 PERFORMANCE TECHNOLOGIES INC \DE\ DE 2.02 09/30/05 PG&E CORP CA 8.01 10/31/05 AMEND PG&E Energy Recovery Funding LLC DE 9.01 10/31/05 PHAR MOR INC PA 7.01 10/27/05 PINNACLE BANKSHARES CORP VA 2.02,9.01 10/28/05 PivX Solutions, Inc. NV 5.02 10/26/05 PLACER SIERRA BANCSHARES CA 1.01,9.01 10/28/05 PLASTIPAK HOLDINGS INC MI 1.01,8.01,9.01 10/25/05 PLM EQUIPMENT GROWTH & INCOME FUND VI CA 8.01 10/31/05 PLM EQUIPMENT GROWTH FUND V CA 8.01 10/31/05 POPULAR ABS, INC. DE 5.03,9.01 10/28/05 PORTEC RAIL PRODUCTS INC WV 2.02,9.01 10/27/05 PREMIER DOCUMENT SERVICES INC NV 8.01,9.01 10/28/05 PROFESSIONAL LEASE MANAGEMENT INCOME DE 8.01 10/31/05 PROTALEX INC DE 1.01 10/25/05 PROVIDENT FINANCIAL HOLDINGS INC DE 1.01,9.01 10/31/05 PROVIDENT NEW YORK BANCORP DE 1.01,9.01 10/27/05 PROVIDENT NEW YORK BANCORP DE 7.01,9.01 10/31/05 PUBLIC STORAGE INC /CA CA 5.04,9.01 10/28/05 PXRE GROUP LTD 7.01 10/31/05 QUADRAMED CORP DE 3.03,8.01,9.01 10/26/05 QUIPP INC FL 1.01 10/25/05 QUOTESMITH COM INC DE 7.01,9.01 10/31/05 Rackable Systems, Inc. DE 2.02,9.01 10/31/05 RAILAMERICA INC /DE DE 2.02,7.01,9.01 10/31/05 READERS DIGEST ASSOCIATION INC DE 1.01,5.01,7.01,9.01 10/31/05 READERS DIGEST ASSOCIATION INC DE 1.01,5.02,7.01,9.01 10/31/05 AMEND REGAL ENTERTAINMENT GROUP DE 5.02 10/27/05 RESEARCH FRONTIERS INC DE 1.01 10/25/05 RIVAL TECHNOLOGIES INC A1 5.03,8.01,9.01 10/28/05 ROCK OF AGES CORP DE 1.01,7.01,8.01,9.01 10/28/05 RONCO CORP DE 1.01,5.02,9.01 10/25/05 RTI INTERNATIONAL METALS INC OH 2.02,9.01 10/28/05 RURAL CELLULAR CORP MN 2.02,3.02,8.01,9.01 10/27/05 SAFEGUARD SCIENTIFICS INC PA 1.01,9.01 10/25/05 SALIX PHARMACEUTICALS LTD 8.01,9.01 10/31/05 SBS TECHNOLOGIES INC NM 2.02,9.01 10/31/05 AMEND SCIENTIFIC LEARNING CORP DE 8.01 10/25/05 SELECTIVE INSURANCE GROUP INC NJ 8.01,9.01 10/31/05 SENIOR HOUSING PROPERTIES TRUST MD 2.02,9.01 10/31/05 SERVICE BANCORP INC MA 1.01 10/25/05 SILVER DRAGON RESOURCES, INC. DE 1.01,2.01,3.02,9.01 10/31/05 SJW CORP CA 3.01,7.01,9.01 10/28/05 SMART Modular Technologies (WWH), Inc 8.01,9.01 10/27/05 Smart-tek Solutions Inc NV 9.01 10/31/05 SOLOMON TECHNOLOGIES INC DE 1.01 10/26/05 SOLUTIA INC DE 7.01,9.01 10/31/05 SONEX RESEARCH INC MD 1.01 10/25/05 SOUTHERN CONNECTICUT BANCORP INC CT 1.01,9.01 10/26/05 SOUTHWESTERN ENERGY CO AR 1.01,9.01 10/31/05 Speciality Underwriting & Residential DE 8.01,9.01 10/25/05 Specialty Underwriting & Residential DE 8.01,9.01 10/25/05 SPECIALTY UNDERWRITING & RESIDENTIAL DE 8.01,9.01 10/25/05 SPECTRUM CONTROL INC PA 8.01 10/31/05 SPESCOM SOFTWARE INC CA 1.01,3.02,5.03,9.01 10/25/05 SPIRIT FINANCE CORP 2.02,7.01,9.01 10/28/05 SPORTS RESORTS INTERNATIONAL INC MI 8.01,9.01 10/28/05 SPRINT NEXTEL CORP KS 5.02 10/28/05 ST PAUL TRAVELERS COMPANIES INC MN 5.02 10/25/05 ST PAUL TRAVELERS COMPANIES INC MN 1.01 10/25/05 STANDARD PARKING CORP DE 8.01,9.01 10/27/05 STANDEX INTERNATIONAL CORP/DE/ DE 1.01,9.01 10/25/05 STEELCASE INC MI 7.01 10/31/05 STOCKERYALE INC MA 2.02,5.02,9.01 10/27/05 STRUCTURED ADJUSTABLE RATE MORTGAGE L DE 8.01,9.01 10/25/05 Structured Asset Investment Loan Trus DE 8.01,9.01 10/25/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 10/31/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 10/31/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 10/28/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 10/28/05 STRUCTURED ASSET SECURITIES CORP DE 8.01,9.01 10/31/05 STRUCTURED ASSET SECURITIES CORP DE 8.01,9.01 10/31/05 SUMMIT BANK CORP GA 2.02 10/31/05 SYSCO CORP DE 2.02,9.01 10/31/05 TAYLOR CAPITAL GROUP INC DE 7.01 10/28/05 TEAM HEALTH INC TN 8.01,9.01 10/25/05 TECHE HOLDING CO LA 2.02,9.01 10/28/05 TECHTEAM GLOBAL INC DE 8.01,9.01 10/27/05 TECUMSEH PRODUCTS CO MI 2.05,9.01 10/27/05 Telesis Technology Corp 9.01 10/31/05 TELKONET INC 8.01,9.01 10/28/05 TERRA INDUSTRIES INC MD 1.01,9.01 10/26/05 Terwin Mortgage Trust Asset-Backed Ce DE 8.01,9.01 10/25/05 Terwin Mortgage Trust, Series TMTS 20 DE 8.01,9.01 10/25/05 Terwin Mortgage Trust, Series TMTS 20 DE 8.01,9.01 10/31/05 TESORO CORP /NEW/ DE 8.01,9.01 10/31/05 TETRA TECHNOLOGIES INC DE 2.02,9.01 10/31/05 TEXAS UNITED BANCSHARES INC TX 1.01,9.01 10/26/05 Thornburg Mortgage Securities Trust 2 DE 8.01,9.01 10/25/05 TIDEWATER INC DE 7.01,9.01 10/27/05 TITAN INTERNATIONAL INC IL 5.02,9.01 10/31/05 TOOTSIE ROLL INDUSTRIES INC VA 8.01 10/01/05 TRANSGENOMIC INC DE 3.02,9.01 10/26/05 TRANSWITCH CORP /DE DE 1.01,3.02 10/29/05 Trinsic, Inc. DE 1.01 10/25/05 TRYX VENTURES CORP A1 1.01,1.02,2.01,2.03,3.02,4.01,5.01,5.02,9.01 10/25/05 TXU CORP /TX/ TX 1.01,1.02,3.03,9.01 10/25/05 U S CANADIAN MINERALS INC CA 5.02 10/22/05 UAL CORP /DE/ DE 7.01,9.01 09/27/05 UNIFIRST CORP MA 2.02,9.01 08/27/05 UNIGENE LABORATORIES INC DE 8.01 10/28/05 UNION BANKSHARES CO/ME ME 2.02,9.01 10/28/05 United Financial Bancorp Inc 2.02,9.01 10/27/05 UNITED THERAPEUTICS CORP DE 2.02,9.01 10/31/05 UNIVERSAL AMERICAN FINANCIAL CORP NY 2.02,7.01 10/28/05 US AIRWAYS GROUP INC DE 7.01,9.01 10/31/05 US LEC CORP DE 1.01,2.01,2.03 10/25/05 US XPRESS ENTERPRISES INC NV 1.01 10/25/05 USB HOLDING CO INC DE 8.01,9.01 10/31/05 USB HOLDING CO INC DE 8.01,9.01 10/25/05 V F CORP PA 1.01,9.01 10/27/05 VALERO ENERGY CORP/TX DE 2.02,9.01 10/31/05 VASCO DATA SECURITY INTERNATIONAL INC DE 2.02,9.01 10/27/05 VAXGEN INC DE 1.01,9.01 09/15/05 VELOCITY ASSET MANAGEMENT INC DE 1.01,2.03,3.02,7.01 10/31/05 Venoco, Inc. DE 1.01,9.01 10/25/05 VERILINK CORP DE 1.01,9.01 10/31/05 VERILINK CORP DE 2.02,9.01 10/31/05 VERSO TECHNOLOGIES INC MN 2.02,9.01 10/31/05 VION PHARMACEUTICALS INC DE 1.01,1.02,8.01,9.01 10/25/05 VITRAN CORP INC 8.01 10/31/05 VSE CORP DE 2.02,9.01 10/28/05 WACHOVIA ASSET SECURIT ISSUANCE LLC 2 NC 8.01,9.01 10/25/05 WACHOVIA ASSET SECURITIZATION INC 200 8.01,9.01 10/25/05 Wachovia Mortgage Loan Trust, Series DE 8.01,9.01 10/25/05 WARWICK VALLEY TELEPHONE CO NY 8.01,9.01 10/31/05 WASHINGTON MUTUAL MORTGAGE SECURITIES DE 9.01 10/31/05 WASTE CONNECTIONS INC/DE DE 1.01,8.01,9.01 10/27/05 WATTS WATER TECHNOLOGIES INC DE 1.01,5.02,9.01 10/31/05 WAVE SYSTEMS CORP DE 3.01 10/26/05 WAYNE SAVINGS BANCSHARES INC /DE/ DE 7.01,9.01 10/28/05 WEATHERFORD INTERNATIONAL LTD D0 1.01,2.03,9.01 10/25/05 WEYCO GROUP INC WI 2.02,9.01 10/31/05 WFS FINANCIAL INC CA 7.01 10/25/05 WILLOW GROVE BANCORP INC/NEW PA 1.01,1.02,8.01,9.01 10/25/05 WILMINGTON TRUST CORP DE 1.01 10/28/05 WOLVERINE TUBE INC DE 1.01,9.01 10/25/05 WORLD FINANCIAL NETWORK CREDIT CARD M DE 8.01,9.01 10/17/05 WQN, Inc. 3.01,9.01 10/31/05 WSI INDUSTRIES, INC. MN 1.01,2.02,8.01,9.01 10/28/05 WVS FINANCIAL CORP PA 2.02,9.01 10/31/05 XERION ECOSOLUTIONS GROUP INC CO 8.01 10/26/05 YANKEE CANDLE CO INC 2.05 10/25/05 ZOMEX DISTRIBUTION INC NV 4.01,9.01 10/27/05 ZORAN CORP \DE\ DE 1.01,9.01 10/25/05