SEC NEWS DIGEST Issue 2006-51 March 16, 2006 ENFORCEMENT PROCEEDINGS COMMISSION SUSPENDS ATTORNEY JON BLOODWORTH On March 16, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Rule 102(e) of the Commission's Rules of Practice, Making Findings, and Imposing Remedial Sanctions (Order) against Jon M. Bloodworth. The Order suspends Bloodworth, the former general counsel of Busybox.com, Inc. (Busybox), from appearing or practicing before the Commission as an attorney based on the following findings. * Bloodworth was the general counsel and a director of Busybox during the company's June 2000 initial public offering of securities. * On June 24, 2005, the Commission filed a complaint against Bloodworth in Securities and Exchange Commission v. Patrick A. Grotto, Mark B. Leffers, and Jon M. Bloodworth (SEC v. Grotto) in the United States District Court for the Southern District of New York, under case number 05 CV 5880. The Commission's complaint in SEC v. Grotto alleges that Bloodworth and others engaged in a fraud to close Busybox's initial public offering after Busybox's underwriter failed to sell all $12.8 million of the IPO securities to bona fide investors. According to the complaint, Bloodworth and others secretly purchased the unsold IPO securities using undisclosed payments styled as bonuses and legal fees, thus reducing the amount of money raised in the IPO by almost 20%. * On Feb. 27, 2005, the Honorable Gerard E. Lynch, U.S. District Judge for the Southern District of New York, entered a final judgment by consent against Bloodworth in SEC v. Grotto. (See Lit. Rel. No. 19609, March 16, 2006). Without admitting or denying the allegations in the Commission's complaint, Bloodworth consented to the entry of the final judgment which permanently enjoins him from violating the antifraud provisions of the federal securities laws (Section 17(a) of the Securities Act and Section 10(b) of the Securities Exchange Act and Rule 10b 5 thereunder), orders him to pay $105,936 in disgorgement and $35,680 in prejudgment interest, and bars him from acting as an officer or director of a public company for a period of five years. Bloodworth consented to the issuance of the Order without admitting or denying any of the findings in the Order, except as to the Commission’s jurisdiction over him and the subject matter of the administrative proceeding, and the findings contained in Section III.3 of the Order, which he admitted. (Rel. 34-53489; File No. 3-12237); [SEC v. Patrick A. Grotto, Mark B. Leffers and Jon M. Bloodworth, Civil Action No. 05-CV-5880, SDNY] (LR-19609) IN THE MATTER OF BEAR, STEARNS & CO., INC., AND BEAR, STEARNS SECURITIES CORP. On March 16, the Commission issued an Order Instituting Administrative and Cease-and-Desist Proceedings, Making Findings, and Imposing Remedial Sanctions and a Cease-and-Desist Order Pursuant to Section 8A of the Securities Act of 1933, Sections 15(b) and 21C of the Securities Exchange Act of 1934, and Sections 9(b) and 9(f) of the Investment Company Act of 1940 (Order) against Bear, Stearns & Co., Inc. (BS&Co.), and Bear, Stearns Securities Corp. (BSSC). BS&Co. and BSSC consented to the issuance of the Order without admitting or denying the findings. The Order finds that, between 1999 and 2003, BS&Co. and BSSC, subsidiaries of The Bear Stearns Companies Inc., facilitated two types of illegal mutual fund trading practices of their customers and customers of BSSC's correspondents, late trading and deceptive market timing. At BS&Co., an introducing broker-dealer, certain brokers in the Private Client Services (PCS) Division knowingly processed late trades for certain market timing customers. For at least one hedge fund customer, certain PCS brokers agreed to accept post-4 p.m. mutual fund orders with knowledge that the customer's trading strategy depended on its ability to make trading decisions after 4 p.m. BSSC, a clearing firm and a dealer in mutual fund shares, knowingly or recklessly accepted for clearing the late trades of certain PCS brokers. BSSC also knowingly or recklessly facilitated the late trading of customers of certain BSSC correspondents and of certain hedge funds that were BSSC's prime brokerage customers. BSSC gave its correspondent firms and prime brokerage customers with mutual fund trading business direct access to an electronic mutual fund order entry platform, the Mutual Fund Routing System (MFRS), which accepted mutual fund orders until at least 5:45 p.m. Certain hedge funds that were BSSC's prime brokerage customers used this ability to trade mutual funds after 4 p.m. Further, BSSC knew that some of its correspondents were using MFRS to enter customer orders received after 4 p.m. The Order further finds that certain PCS brokers facilitated the deceptive market timing of their customers by using multiple account numbers, multiple registered representative (RR) numbers, and multiple branch codes to help their customers avoid detection by mutual funds. Both BS&Co. and BSSC were aware that these PCS brokers were deceptively using multiple accounts and multiple RR numbers for their market timing customers' strategies. BSSC also facilitated the deceptive market timing of its prime brokerage customers and customers of its correspondents by providing them with deceptive devices such as multiple account and RR numbers and alternative branch codes to avoid detection by mutual funds. BSSC was aware that these devices were being used for deceptive purposes. The Order finds that: (1) BSSC willfully violated, willfully aided and abetted, and caused violations of Section 17(a) of the Securities Act of 1933 (Securities Act); (2) BS&Co. willfully violated, willfully aided and abetted, and caused violations of Section 17(a) of the Securities Act and Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 10b-5 thereunder; (3) BS&Co. and BSSC willfully violated, willfully aided and abetted, and caused violations of Section 15(c) of the Exchange Act and Rule 15c1-2 thereunder; (4) BSSC willfully violated Rule 22c-1(a) as adopted under Section 22(c) of the Investment Company Act of 1940; and BS&Co. willfully aided and abetted, and caused BSSC's violations of Rule 22c-1(a) as adopted under Section 22(c) of the Investment Company Act of 1940; and (6) BS&Co. and BSSC willfully violated, willfully aided and abetted, and caused violations of Section 17(a) of the Exchange Act and Rule 17a- 3(a)(6) thereunder. Based on the above, the Order: (1) censures BS&Co. and BSSC; (2) requires BS&Co. and BSSC to cease and desist from committing or causing any violations and any future violations of Section 17(a) of the Securities Act, Sections 15(c) and 17(a) of the Exchange Act and Rules 15c1-2 and 17a-3(a)(6) thereunder and Rule 22c-1(a) under the Investment Company Act; (3) requires BS&Co. to cease and desist from committing or causing any violations and any future violations of Section 10(b) of the Exchange Act and Rule 10b-5 thereunder; (4) requires BS&Co. and BSSC to pay, on a joint and several basis, disgorgement of $160 million and civil money penalties in the amount of $90 million, for a total payment of $250 million; (5) requires BS&Co. and BSSC to comply with significant remedial undertakings. (Rels. 33-8668; 34-53490; IC-27262; File No. 3-12238) IN THE MATTER OF DOMINICK SAVINO On March 16, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 and Notice of Hearing against Dominick J. Savino. In the Order, the Division of Enforcement alleges that the United States District Court for the Southern District of New York entered a Final Judgment on February 24, 2006, permanently enjoining Savino from violating Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act), and Exchange Act Rule 10b-5. In a Memorandum Decision, the District Court found that Savino, while employed at Greenwich Capital Markets, Inc. (Greenwich), provided undisclosed cash payments and improper gifts and gratuities to a bond trader with New York Life Insurance Company, Inc. (New York Life). The Court further found that, in return, Savino received from the New York Life bond trader a flow of securities transactions, at times at prices that favored Greenwich at the expense of New York Life. Savino received compensation from Greenwich as a result of the New York Life transactions. The Court also found that Savino made "material misrepresentations and omissions" in connection with the New York Life trades, acted with a "high" level of scienter, and took "affirmative steps" to conceal his conduct. A hearing will be scheduled before an administrative law judge to determine whether the allegations contained in the Order are true, and in connection therewith, to afford Savino an opportunity to establish defenses to such allegations, and to determine what remedial action, if any, is appropriate in the public interest. The Commission directed that an administrative law judge shall issue an initial decision in this matter within 210 days from the date of service of this Order. (Rel. 34-53492; File No. 3-12239) IN THE MATTER OF JOHN KIM On March 16, the Commission issued an Order Instituting Public Administrative Proceedings Pursuant to Section 203(f) of the Investment Advisers Act of 1940, Making Findings and Imposing Remedial Sanctions (Order) against John Kim (Kim). The Order finds the Commission sued Kim, a principal and head portfolio manager for a group of affiliated hedge funds, in the civil action entitled SEC v. K.L. Group, LLC, et al., Case Number 05-80186-CIV-Ryskamp/Vitunac, in the United States District Court for the Southern District of Florida, alleging Kim and other defendants fraudulently overstated the value of hedge funds they controlled, the returns on investments in those hedge funds, and investors' account values, while the hedge funds lost millions of dollars. On Feb. 2, 2006, a final judgment in the civil case was entered by consent against Kim, permanently enjoining him from future violations of Section 17(a) of the Securities Act of 1933, Section 10(b) of the Exchange Act and Rule 10b-5 thereunder, and Sections 206(1) and 206(2) of the Investment Advisers Act. Based on the above, the Order bars Kim from association with any investment adviser. Kim consented to the issuance of the Order without admitting or denying any of the findings in the Order. (Rel. IA-2496; File No. 3-12240) GRAND JURY INDICTS FORMER PRINCIPALS OF CORAL SPRINGS, FLORIDA BROKER- DEALER WHICH RAISED OVER $3 MILLION FROM INVESTORS IN A FRAUDULENT SECURITIES OFFERING The Commission announced today that on Feb. 2, 2006, Erik B. Walsh and John Abresch, residents of South Florida, were criminally indicted by a federal grand jury convened by the U.S. Attorney for the Southern District of Florida. The 30 count indictment charges the defendants for their roles in a "boiler room" operation that fraudulently induced investors in the U.S. and Europe to invest over $3 million. In March 2002, the Commission charged Walsh and Abresch, former principals of Discovery Capital, Inc., a Coral Springs broker-dealer formerly registered with the Commission, with antifraud and registration violations of the federal securities laws in connection with Discovery Capital's fraudulent securities offering. According to the Indictment, in February 2000, Walsh gained control and became Chief Executive Officer of Discovery Capital, which had been operating since 1991. In May 2001, Walsh hired Abresch as the Vice President and Director of Institutional Sales. Together, Walsh and Abresch hired numerous sales agents and directed them fraudulently to solicit investors in the U.S. and Europe to invest in securities issued by Discovery Capital. Among other things, according to the indictment, investors were solicited through false representations concerning Discovery Capital's growth, its business and business partnerships, and through claims that no commissions would be paid in connection with investors' purchase of private placement stock. The indictment further alleges that, in order to lull existing investors, Walsh and Abresch paid them purported interest and dividend payments which were funded with money raised from new investors. Also according to the indictment, Walsh and Abresch used investor funds to purchase cashier's checks for their own benefit. The indictment charges Walsh and Abresch with conspiracy to commit wire fraud, mail fraud and securities fraud (18 U.S.C. § 371), wire fraud (18 U.S.C. § 1343), mail fraud (18 U.S.C. § 1341), securities fraud (15 U.S.C. §§ 78j(b) and 78ff(a), 17 C.F.R. § 240.10b-5), conspiracy to launder money (18 U.S.C. § 1956(h), and money laundering (18 U.S.C. § 1956(a)(1)(A)(i) and 1957). Defendant Walsh was separately charged in one count for making false statements to the Commission (18 U.S.C. § 1001(a)(2)), in connection with the Commission's on site examination of Discovery Capital in 2002. Specifically, Walsh lied in writing to examiners in response to their questions during the examination. The indictment also seeks criminal forfeiture of property from the defendants, including their residences. In the emergency civil action brought by the Commission in March 2002, the U.S. District Court for the Southern District of Florida issued a temporary restraining order and an asset freeze to halt the on-going offering of securities by Discovery Capital. The District Court also appointed a receiver, Michael I. Goldberg, over Discovery Capital. The Commission's complaint alleged that from at least June 2001 through the filing of the action, Discovery Capital raised at least $2.7 million through the use of a network of primarily unlicensed sales agents using high pressure sales tactics and making misrepresentations about, among other things, Discovery Capital's growth, its affiliations with well-known brokerage firms and other institutions, and the safety of the investments. The complaint further alleged that Walsh misappropriated investor proceeds through the use of an "off the books" account in the name of Discovery Capital. In October 2002, by consent, the District Court permanently enjoined Walsh and Abresch from violations of Section 17(a) of the Securities Act of 1933 (Securities Act) and Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act), and Rule 10b-5 thereunder, and enjoined Discovery Capital from further violations of violations of Section 17(a) of the Securities Act, Sections 10(b), 15(c) and 17(a) of the Exchange Act, and Rules 10b-5, 15c1-2, 15c3-1, 17a-3, 17a-4, 17a-5, and 17a-11 thereunder. In October 2002, the Court further ordered Abresch to disgorge over $500,000, but waived payment of all but $195,000 and did not impose a civil money penalty based on Abresch's sworn financial statement and other information submitted to the Commission. In January 2003, the Court ordered Walsh to pay over $500,000 in disgorgement and prejudgment interest and imposed a $90,000 civil penalty. Subsequently, in March and April 2003, the Commission barred Walsh and Abresch, respectively, from association with a broker or dealer, and in March 2003, the Commission revoked the registration of Discovery Capital. For further information, see Litigation Release Nos. 17420 (March 19, 2002), 17813 (Oct. 29, 2002), 17812 (Oct. 29, 2002), and 17914 (Jan. 7, 2003). [U.S. v. Eric Walsh, John Abresch, et al., USDC, SDFL, Crim. No. 06-20071-CR-Moore] (LR-19610) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF A PROPOSED RULE CHANGES The American Stock Exchange filed a proposed rule change (SR-Amex- 2006-21) relating to a rebate of the options cancellation fee. The proposed rule change has become immediately effective. Publication of the notice is expected in the Federal Register during the week of March 20. (Rel. 34-53478) A proposed rule change filed by the Board of Trade of the City of Chicago (SR-CBOT-2006-03) relating to listing standards for security futures products has become effective under Section 19(b)(7) of the Securities Exchange Act of 1934. Publication of the notice is expected in the Federal Register during the week of March 20. (Rel. 34-53486) A proposed rule change filed by the New York Stock Exchange (SR-NYSE- 2006-21) relating to the extension of the pilot until March 24, 2006, to put into operation Phase 1 of the NYSE Hybrid Market has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the notice is expected in the Federal Register during the week of March 20. (Rel. 34-53487) ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission granted accelerated approval to a proposed rule change (SR-ISE-2005-25) and Amendment No. 1 thereto submitted by the International Securities Exchange relating to trading options on full and reduced values of the FTSE 100 Index and the FTSE 250 Index, including long-term options. Publication of the order is expected in the Federal Register during the week of March 20. (Rel. 34-53484) PROPOSED RULE CHANGE The National Association of Securities Dealers, through its subsidiary, The Nasdaq Stock Market, Inc. (Nasdaq), filed a proposed rule change (SR-NASD-2006-015) and Amendment Nos. 1 and 2 thereto to establish the Nasdaq Halt Cross. Publication of the notice is expected in the Federal Register during the week of March 20. (Rel. 34-53488) 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 American Business Holdings, Inc, 1223 WILSHIRE BLVD, SUITE 851, SANTA MONICA, CA, 90403, (310)395-7123 - 245,000 ($49,000.00) Equity, (File 333-132429 - Mar. 15) (BR. ) S-3ASR TYSON FOODS INC, 2210 W OAKLAWN DR, SPRINGDALE, AR, 72762-6999, 5012904000 - 0 ($0.00) Non-Convertible Debt, (File 333-132434 - Mar. 15) (BR. 04B) S-3ASR AVALONBAY COMMUNITIES INC, 2900 EISENHOWER AVENUE, SUITE 300, ALEXANDRIA, VA, 22314, 7033296300 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-132435 - Mar. 15) (BR. 08A) N-2 Highland Credit Strategies Fund, TWO GALLERIA TOWER, 13455 NOEL ROAD, SUITE 800, DALLAS, TX, 75240, 877-665-1287 - 100,000 ($2,000,000.00) Equity, (File 333-132436 - Mar. 15) (BR. ) S-8 QUANEX CORP, 1900 W LOOP S STE 1500, ATTN BRENT KORB, HOUSTON, TX, 77027, 713-877-5328 - 0 ($106,190,000.00) Other, (File 333-132437 - Mar. 15) (BR. 06B) N-2 AMERITRANS CAPITAL CORP, 747 THIRD AVENUE, 4TH FLOOR, NEW YORK, NY, 10017, 2123552449 - 1,694,510 ($9,882,382.32) Equity, (File 333-132438 - Mar. 15) (BR. 18) SB-2 WILLOWTREE ADVISOR, INC., 1411 HEDGELAWN WAY, RALEIGH, NC, 27615, (919) 872-0401 - 1,485,000 ($74,250.00) Equity, (File 333-132439 - Mar. 15) (BR. 04C) S-8 ASHFORD HOSPITALITY TRUST INC, 14185 DALLAS PARKWAY SUITE 1100, DALLAS, TX, 75254, 9724909600 - 0 ($31,148,337.00) Equity, (File 333-132440 - Mar. 15) (BR. 08A) S-4 FIRST PLACE FINANCIAL CORP /DE/, 185 E MARKET ST, WARREN, OH, 44482, 3303731221 - 0 ($68,000,000.00) Equity, (File 333-132441 - Mar. 15) (BR. 07C) S-8 TRAFFIX INC, ONE BLUE HILL PLAZA, PO BOX 1665, PEARL RIVER, NY, 10965, 9146201212 - 1,418,430 ($7,730,444.00) Equity, (File 333-132442 - Mar. 15) (BR. 08C) S-8 ULTRA PETROLEUM CORP, 363 N SAM HOUSTON PARKWAY E, SUITE 1200, HOUSTON, TX, 77060, 2818760120 - 5,000,000 ($258,900,000.00) Equity, (File 333-132443 - Mar. 15) (BR. 04C) S-3 Fieldstone Mortgage Investment CORP, 11000 BROKEN LAND PARKWAY, SUITE 600, COLUMBIA, MD, 21044, 410-772-7200 - 3,250,000,000 ($3,250,000,000.00) Equity, (File 333-132444 - Mar. 15) (BR. 05D) S-3 BLOCKBUSTER INC, 1201 ELM STREET, DALLAS, TX, 75270, 2148543000 - 0 ($104,850,000.00) Equity, (File 333-132445 - Mar. 15) (BR. 05A) S-4 BLOCKBUSTER INC, 1201 ELM STREET, DALLAS, TX, 75270, 2148543000 - 0 ($300,000,000.00) Non-Convertible Debt, (File 333-132446 - Mar. 15) (BR. 05A) S-3ASR PMC SIERRA INC, 3975 FREEDOM CIRCLE, MISSION TOWER ONE, SANTA CLARA, CA, 95054, 408-369-1176 - 0 ($225,000,000.00) Debt Convertible into Equity, 0 ($0.00) Equity, (File 333-132447 - Mar. 15) (BR. 10C) S-3ASR CENTRAL EUROPEAN MEDIA ENTERPRISES LTD, C/O CME DEVELOPEMENT CORP, 8TH FLOOR ALDWYCH HOUSE 71-91 ALDWYCH, LONDON, X0, WC2B 4HN, 011442074305430 - 0 ($167,941,400.00) Equity, (File 333-132448 - Mar. 15) (BR. 11B) S-3 LOUDEYE CORP, 1130 RAINIER AVENUE SOUTH, STE 000, SEATTLE, WA, 98144, 2068324000 - 0 ($12,560,625.00) Equity, (File 333-132449 - Mar. 15) (BR. 03C) S-4 TETON ENERGY CORP, PO BOX 774327, STEAMBOAT SPRINGS, CO, 80477, (303) 565-4600 - 0 ($50,000,000.00) Other, (File 333-132450 - Mar. 15) (BR. 04B) S-3 TETON ENERGY CORP, PO BOX 774327, STEAMBOAT SPRINGS, CO, 80477, (303) 565-4600 - 0 ($50,000,000.00) Other, (File 333-132451 - Mar. 15) (BR. 04B) S-4 Liberty Media Holding CORP, 12300 LIBERTY BOULEVARD, ENGLEWOOD, CO, 80112, 7208755400 - 0 ($22,684,584,850.18) Other, (File 333-132452 - Mar. 15) (BR. ) S-4 UMPQUA HOLDINGS CORP, ONE SW COLUMBIA STREET, SUITE 1200, PORTLAND, OR, 97258, 971-544-1085 - 0 ($570,520,000.00) Equity, (File 333-132453 - Mar. 15) (BR. 07B) S-4 DYNEGY INC /IL/, 1000 LOUISIANA, STE 5800, HOUSTON, TX, 77002, 7133677600 - 54,598,388 ($253,011,000.00) Equity, (File 333-132454 - Mar. 15) (BR. 02C) S-8 MYOGEN INC, 7575 WEST 103RD AVENUE STE 102, WESTMINSTER, CO, 80021, 3034106666 - 0 ($82,982,878.86) Equity, (File 333-132455 - Mar. 15) (BR. 01B) 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 ------------------------------------------------------------------------------------------------------- 4 KIDS ENTERTAINMENT INC NY 1.01,2.02,9.01 12/31/05 ACCESS INTEGRATED TECHNOLOGIES INC 1.01,7.01,9.01 03/13/06 ACORDA THERAPEUTICS INC 8.01 03/07/06 ACUSPHERE INC DE 1.01,9.01 03/09/06 ADVANCED DIGITAL INFORMATION CORP WA 1.01,8.01,9.01 03/14/06 ADVANCED OXYGEN TECHNOLOGIES INC DE 2.01 03/04/06 ADVANCED PHOTONIX INC DE 5.03 03/10/06 ADVANTA BUSINESS RECEIVABLES CORP 8.01,9.01 03/15/06 AFFORDABLE RESIDENTIAL COMMUNITIES IN MD 2.02,2.06,9.01 03/09/06 AFV SOLUTIONS, INC. NV 4.01,9.01 03/02/06 ALABAMA POWER CO AL 8.01,9.01 03/09/06 ALASKA COMMUNICATIONS SYSTEMS GROUP I DE 1.01,8.01,9.01 03/10/06 ALBANY INTERNATIONAL CORP /DE/ DE 9.01 03/15/06 ALLIANT TECHSYSTEMS INC DE 7.01,9.01 03/14/06 ALLIED CAPITAL CORP MD 5.02,9.01 03/14/06 ALLION HEALTHCARE INC DE 4.02 03/09/06 Alpha Natural Resources, Inc. DE 7.01,9.01 03/15/06 ALTERA CORP DE 5.02,5.03,8.01,9.01 03/13/06 Alternative Loan Trust 2006-8T1 8.01,9.01 02/28/06 Alternative Loan Trust 2006-OA1 8.01,9.01 02/28/06 AMERICAN BANK NOTE HOLOGRAPHICS INC DE 8.01 03/15/06 AMERICAN COMMERCIAL LINES INC. DE 7.01,9.01 03/14/06 AMERICAN EXPRESS CREDIT ACCOUNT MASTE DE 8.01,9.01 03/15/06 American Express Issuance Trust DE 8.01,9.01 03/15/06 AMERICAN HOMEPATIENT INC DE 2.02,9.01 03/14/06 AMERICAN PHYSICIANS CAPITAL INC MI 1.01,9.01 03/09/06 AMERICAN SKIING CO /ME DE 9.01 03/15/06 AMERICAN SOIL TECHNOLOGIES INC NV 1.01 03/14/06 AMERICAN SPECTRUM REALTY INC MD 8.01,9.01 03/15/06 AMERISAFE INC TX 1.01,9.01 03/10/06 ANADIGICS INC DE 7.01,8.01,9.01 03/15/06 ANALOGIC CORP MA 5.02 03/13/06 ANZA CAPITAL INC NV 1.01,2.01,5.01,5.02 03/03/06 AMEND AP PHARMA INC /DE/ DE 2.02,9.01 12/31/05 APA Enterprises, Inc. MN 2.01 03/10/06 AQUANTIVE INC WA 5.02 03/15/06 ARCHON CORP NV 8.01 03/01/06 ARTEMIS INTERNATIONAL SOLUTIONS CORP DE 2.02,9.01 03/15/06 ASTORIA FINANCIAL CORP DE 5.02 03/15/06 AUXILIUM PHARMACEUTICALS INC 7.01,9.01 03/15/06 AVANT IMMUNOTHERAPEUTICS INC DE 1.01,9.01 03/14/06 AVATAR HOLDINGS INC DE 2.02,7.01,9.01 03/15/06 AVICI SYSTEMS INC DE 1.01,9.01 03/14/06 Banc of America Funding 2006-B Trust DE 8.01,9.01 02/28/06 BARNES GROUP INC DE 1.01,3.02,7.01,9.01 03/15/06 BASIC EARTH SCIENCE SYSTEMS INC DE 8.01,9.01 03/15/06 BEAR STEARNS ASSET BACKED SECURITIES DE 9.01 02/28/06 BEAR STEARNS ASSET BACKED SECURITIES DE 9.01 02/28/06 Bear Stearns Asset Backed Securities DE 9.01 02/28/06 Bear Stearns Asset Backed Securities DE 9.01 02/28/06 Bear Stearns Asset Backed Securities DE 9.01 02/28/06 Behringer Harvard Opportunity REIT I, MD 1.01,9.01 03/09/06 BENCHMARK ELECTRONICS INC TX 8.01,9.01 03/15/06 BIDVILLE INC NV 5.02 03/13/05 BIO LOK INTERNATIONAL INC DE 2.02,9.01 03/15/06 BIOMARIN PHARMACEUTICAL INC DE 1.01,8.01,9.01 03/15/06 BioMed Realty Trust Inc MD 1.01,5.02,9.01 03/15/06 BIOSPHERE MEDICAL INC DE 1.01,8.01,9.01 03/09/06 BIRNER DENTAL MANAGEMENT SERVICES INC CO 8.01 03/15/06 BOOTS & COOTS INTERNATIONAL WELL CONT DE 2.02,9.01 03/14/06 BPK RESOURCES INC NV 1.01,3.02,5.03,9.01 03/09/06 BRE PROPERTIES INC /MD/ MD 8.01,9.01 03/14/06 Bristow Group Inc DE 7.01,8.01,9.01 03/13/06 BRT REALTY TRUST MA 1.01,2.03,9.01 03/13/06 CALLON PETROLEUM CO DE 2.02,7.01,9.01 03/14/06 CANCERVAX CORP DE 2.02,9.01 03/15/06 CAP ROCK ENERGY CORP 5.02 03/10/06 CAP ROCK ENERGY CORP 7.01,9.01 03/10/06 CAPITAL ONE FUNDING, LLC 8.01,9.01 03/08/06 CAPITAL TRUST INC MD 2.02,9.01 03/09/06 CAPITALSOURCE INC DE 8.01,9.01 03/10/06 CAREY W P & CO LLC DE 7.01,9.01 03/15/06 CARMAX AUTO OWNER TRUST 2005-1 DE 8.01,9.01 03/15/06 CarMax Auto Owner Trust 2005-2 DE 8.01,9.01 03/15/06 Carmax Auto Owner Trust 2005-3 DE 8.01,9.01 03/15/06 CARMIKE CINEMAS INC DE 1.01,5.02,9.01 03/09/06 CARREKER CORP DE 8.01,9.01 03/14/06 CATALYTICA ENERGY SYSTEMS INC DE 1.02,9.01 03/13/06 CATERPILLAR INC DE 7.01 03/15/06 CBEYOND COMMUNICATIONS INC 2.02,9.01 03/15/06 CDI CORP PA 1.01,9.01 03/09/06 CELEBRATE EXPRESS, INC. 5.02,9.01 03/10/06 CELL GENESYS INC DE 1.01,3.02,9.01 03/14/06 CENDANT CORP DE 7.01 03/15/06 CENTRAL AMERICAN EQUITIES INC FL 1.01,9.01 03/13/06 CHARMING SHOPPES INC PA 2.02,9.01 03/15/06 CHARTERMAC DE 2.02,9.01 12/31/05 CHASE BANK USA, NATIONAL ASSOCIATION DE 8.01,9.01 03/15/06 CHEMBIO DIAGNOSTICS, INC. NV 7.01,9.01 03/13/06 CHEMOKINE THERAPEUTICS CORP DE 8.01 03/14/06 CHENIERE ENERGY INC DE 1.01 03/10/06 CHICOS FAS INC FL 1.01,9.01 03/10/06 CHINA DIGITAL COMMUNICATION GROUP NV 1.01,9.01 03/10/06 CHINA PROPERTIES DEVELOPMENTS INC 8.01,9.01 03/14/06 CHL Mortgage Pass-Through Trust 2006- 8.01,9.01 02/28/06 CHL Mortgage Pass-Through Trust 2006- 8.01,9.01 02/28/06 CHL Mortgage-Pass Through Trust 2006- 8.01,9.01 02/28/06 CIT FUNDING CO, LLC 8.01,9.01 03/15/06 CIT GROUP INC DE 8.01,9.01 03/13/06 CITADEL SECURITY SOFTWARE INC DE 3.01,8.01,9.01 03/10/06 CITIBANK CREDIT CARD ISSUANCE TRUST DE 8.01 02/13/06 CITIBANK OMNI-S MASTER TRUST 8.01,9.01 03/15/06 CITIBANK SOUTH DAKOTA N A DE 8.01 02/23/06 CITY INVESTING CO LIQUIDATING TRUST DE 7.01,9.01 03/15/06 COACH INC MD 8.01 03/14/06 COLLEGE PARTNERSHIP INC NV 2.01,2.02,2.03,2.04, 03/15/06 3.01,3.02,3.03,5.02 COMERICA INC /NEW/ DE 1.01,9.01 03/13/06 COMMERCE ENERGY GROUP INC DE 2.02,9.01 03/15/06 COMMUNITY VALLEY BANCORP CA 8.01,9.01 03/15/06 COMPETITIVE COMPANIES INC NV 4.01,9.01 03/02/06 COMPUTER HORIZONS CORP NY 2.02,9.01 03/13/06 CONCEPTUS INC DE 1.01 03/08/06 AMEND CONECTISYS CORP CO 1.01 03/14/06 CONSOL ENERGY INC 5.02,9.01 03/09/06 Consolidated Communications Holdings, DE 2.02,9.01 03/15/06 COPART INC CA 3.03,9.01 03/09/06 CORPORATE PROPERTY ASSOCIATES 12 INC MD 8.01 03/15/06 CORPORATE PROPERTY ASSOCIATES 14 INC MD 8.01 03/15/06 CORPORATE PROPERTY ASSOCIATES 15 INC MD 8.01 03/15/06 COVANTA HOLDING CORP DE 2.02,7.01,9.01 03/14/06 COVANTA HOLDING CORP DE 8.01,9.01 03/14/06 Credit Suisse Adjustable Rate Mortgag DE 8.01,9.01 02/28/06 CRITICAL THERAPEUTICS INC DE 8.01,9.01 03/15/06 CSG SYSTEMS INTERNATIONAL INC DE 1.01 03/10/06 CYPRESS BIOSCIENCE INC DE 2.02,9.01 03/15/06 D&E COMMUNICATIONS INC PA 2.02,9.01 03/14/06 DANKA BUSINESS SYSTEMS PLC 5.02,9.01 03/14/06 DARLING INTERNATIONAL INC DE 1.01,9.01 03/09/06 DATALINK CORP MN 3.01 03/09/06 DAVITA INC DE 8.01 03/15/06 DealerTrack Holdings, Inc. DE 2.02 03/14/06 DEL GLOBAL TECHNOLOGIES CORP NY 2.02,9.01 03/15/06 DEVCON INTERNATIONAL CORP FL 8.01 03/09/06 DIAMETRICS MEDICAL INC MN 5.02,9.01 03/13/06 DIAMOND HILL INVESTMENT GROUP INC OH 1.01,9.01 03/10/06 DOLLAR THRIFTY AUTOMOTIVE GROUP INC DE 1.01,9.01 03/09/06 DOWNEY FINANCIAL CORP DE 7.01,9.01 02/28/06 DRIL-QUIP INC DE 1.01 03/09/06 DUPONT E I DE NEMOURS & CO DE 8.01 03/15/06 DYNAVAX TECHNOLOGIES CORP DE 2.02,9.01 03/15/06 DYNEGY INC /IL/ IL 2.02,9.01 03/14/06 EDAC TECHNOLOGIES CORP WI 5.02 03/14/06 EDGE PETROLEUM CORP DE 1.01 03/09/06 EDISON INTERNATIONAL CA 7.01,9.01 03/15/06 EL PASO ELECTRIC CO /TX/ TX 1.01 03/09/06 ELECTRIC AQUAGENICS UNLIMITED INC DE 4.01,9.01 03/09/06 EMAK Worldwide, Inc. DE 1.01,3.03,5.03,8.01,9.01 03/15/06 EMDEON CORP DE 1.01,9.01 03/09/06 EMPIRE GLOBAL CORP. DE 5.02 03/10/06 EMS TECHNOLOGIES INC GA 2.02,9.01 03/15/06 EMS TECHNOLOGIES INC GA 2.01,2.03,2.04,9.01 03/09/06 ENCORE CAPITAL GROUP INC DE 2.02,9.01 03/15/06 ENDO PHARMACEUTICALS HOLDINGS INC DE 7.01,9.01 03/15/06 ENPATH MEDICAL INC MN 7.01,9.01 03/15/06 ENSCO INTERNATIONAL INC DE 7.01,9.01 03/15/06 ENTERTAINMENT PROPERTIES TRUST MD 1.01,2.03,9.01 01/31/06 AMEND ENVIROKARE TECH INC NV 9.01 03/10/05 AMEND EQUITY INNS INC TN 2.02,9.01 03/15/06 EXELON CORP PA 7.01 03/15/06 EXIDE TECHNOLOGIES DE 1.01,9.01 03/15/06 EZENIA INC DE 5.02 03/14/06 FARMSTEAD TELEPHONE GROUP INC DE 7.01,9.01 03/09/06 FARO TECHNOLOGIES INC FL 8.01,9.01 03/15/06 FASTENTECH INC DE 7.01,9.01 03/15/06 FELLOWS ENERGY LTD NV 4.01,9.01 03/08/06 FERRO CORP OH 1.01,9.01 03/09/06 FIFTH THIRD BANCORP OH 7.01,9.01 03/15/06 FIRST ADVANTAGE CORP DE 4.02 03/14/06 FIRST COMMUNITY BANCSHARES INC /NV/ NV 2.02,9.01 03/15/06 First Franklin Mortgage Loan Trust 20 DE 8.01 02/28/06 First Horizon Alternative Mortgage Se DE 9.01 12/25/05 AMEND First Horizon Alternative Mortgage Se DE 9.01 12/25/05 AMEND First Horizon Alternative Mortgage Se DE 9.01 12/25/05 AMEND First Horizon Asset Sec Mort Pas Thr DE 9.01 12/25/05 AMEND First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 02/28/06 AMEND First Horizon Mort Pass Thr Trust 200 DE 9.01 12/25/05 AMEND FIRST LITCHFIELD FINANCIAL CORP DE 2.02,9.01 03/14/06 FIRST STATE BANCORPORATION NM 2.01,9.01 01/03/06 AMEND FIRST WEST VIRGINIA BANCORP INC WV 2.02,9.01 03/15/06 FISCHER IMAGING CORP DE 1.01,8.01,9.01 03/09/06 FOCUS ENHANCEMENTS INC DE 2.02,7.01,9.01 03/15/06 FRANKLIN BANK CORP 7.01,9.01 03/15/06 FRONTIER OIL CORP /NEW/ WY 1.01,5.02,9.01 03/14/06 GATX CORP NY 1.01 03/10/06 GCI INC AK 2.02,9.01 03/15/06 GENERAL COMMUNICATION INC AK 2.02,9.01 03/15/06 GENESCO INC TN 7.01 03/15/06 GENSYM CORP DE 1.01 03/07/06 AMEND GENTEK INC DE 1.01,7.01,8.01,9.01 03/09/06 GENVEC INC DE 2.02,9.01 03/15/06 GLIMCHER REALTY TRUST MD 1.01,2.03,8.01,9.01 03/14/06 GLOBAL SIGNAL INC DE 8.01,9.01 03/15/06 GOLFSMITH INTERNATIONAL HOLDINGS INC DE 5.02 03/13/06 Good Harbor Partners Acquisition Corp DE 8.01,9.01 03/15/06 GOTTSCHALKS INC DE 8.01 03/15/06 GRANITE BROADCASTING CORP DE 2.02,9.01 03/14/06 GRAPHIC PACKAGING CORP DE 1.01,9.01 02/21/06 GREAT WESTERN BANCORPORATION INC IA 8.01 03/10/06 GRIFFON CORP DE 4.01,9.01 03/10/06 GRILL CONCEPTS INC DE 1.01,2.03,9.01 03/10/06 GRILL CONCEPTS INC DE 1.01,9.01 03/13/06 GROUP 1 AUTOMOTIVE INC DE 7.01,9.01 03/13/06 GSAMP Trust 2006-NC1 DE 8.01,9.01 02/28/06 GYMBOREE CORP DE 2.02,9.01 03/15/06 HANOVER INSURANCE GROUP, INC. DE 8.01 03/09/06 HARBOR FLORIDA BANCSHARES INC DE 8.01,9.01 03/14/06 Harborview Mortgage Loan Trust 2006-C DE 8.01 02/28/06 HARVEY ELECTRONICS INC NY 2.02,9.01 03/15/06 HAWAIIAN HOLDINGS INC DE 8.01,9.01 03/15/06 HERBST GAMING INC NV 1.01,9.01 03/15/06 HERSHEY CO DE 1.01,2.03,9.01 03/13/06 HEXCEL CORP /DE/ DE 1.01,5.02,5.03,8.01,9.01 03/09/06 HICKOK INC OH 1.01,8.01,9.01 03/10/06 HIGHLAND HOSPITALITY CORP MD 1.01,2.03,9.01 03/13/06 HILFIGER TOMMY CORP 5.03,9.01 03/10/06 HOLLY CORP DE 7.01,9.01 03/15/06 HOMEFED CORP DE 8.01,9.01 03/14/06 Homeland Security Capital CORP DE 8.01,9.01 03/08/06 HOT TOPIC INC /CA/ CA 2.02,9.01 03/15/06 HRPT PROPERTIES TRUST MD 8.01,9.01 03/13/06 HUGHES SUPPLY INC FL 7.01,9.01 03/14/06 HUGHES SUPPLY INC FL 2.02,9.01 03/08/06 I MANY INC DE 2.02,9.01 03/15/06 IA GLOBAL INC DE 2.06,3.02,5.05,9.01 03/10/06 ICAD INC DE 2.02,9.01 03/14/06 ICO INC TX 1.01,8.01,9.01 03/14/06 IElement CORP 5.02 03/04/06 IKON OFFICE SOLUTIONS INC OH 8.01,9.01 03/15/06 Index Oil & Gas Inc. NV 1.01,2.01,3.02,5.01, 01/20/06 AMEND 5.02,5.03,5.06,9.01 IndyMac INDX Mortgage Loan Trust 2006 8.01,9.01 02/28/06 INDYMAC RESIDENTIAL MORTGAGE-BACKED T DE 8.01,9.01 02/09/06 INFINITY ENERGY RESOURCES, INC 8.01 03/14/06 INFOSONICS CORP 7.01,9.01 03/15/06 AMEND Ingen Technologies, Inc. 2.02 03/07/06 INN OF THE MOUNTAIN GODS RESORTS & CA 2.02,9.01 03/15/06 INNOSPEC INC. DE 3.01 02/14/06 INSEQ CORP 1.02,5.02 03/13/06 INTEGRATED ENVIRONMENTAL TECHNOLOGIES DE 8.01,9.01 03/02/06 INTELLIGENT SYSTEMS CORP GA 2.02 03/15/06 Intermec, Inc. DE 2.02,9.01 02/08/06 AMEND International Coal Group, Inc. 7.01,9.01 03/14/06 INTERNATIONAL TELECOMMUNICATION, INC. NV 1.01 03/10/06 INTERVOICE INC TX 9.01 12/30/05 AMEND INTROGEN THERAPEUTICS INC 2.02,9.01 03/15/06 INVISION CAPITAL INC NV 5.02 03/13/06 IRVINE SENSORS CORP/DE/ DE 9.01 12/30/05 AMEND ISCO INTERNATIONAL INC DE 7.01,9.01 03/15/06 ISTA PHARMACEUTICALS INC DE 1.01,1.02,9.01 03/13/06 IT&E INTERNATIONAL GROUP 5.02 03/10/06 ITLA CAPITAL CORP CA 8.01,9.01 03/14/06 AMEND J.P. Morgan Alternative Loan Trust 20 DE 8.01,9.01 03/15/06 J.P. Morgan Alternative Loan Trust 20 DE 8.01,9.01 03/15/06 JACUZZI BRANDS INC DE 2.05 03/15/06 JMAR TECHNOLOGIES INC DE 1.01,9.01 02/27/06 K&F INDUSTRIES INC DE 4.02 03/09/06 KANBAY INTERNATIONAL INC 1.01,2.01,2.03,3.02, 03/09/06 3.03,8.01,9.01 KATY INDUSTRIES INC DE 2.02,9.01 03/15/06 KELLWOOD CO DE 1.01,9.01 03/09/06 KERR MCGEE CORP /DE DE 7.01,9.01 03/15/06 KEYNOTE SYSTEMS INC DE 1.01 03/15/06 KIWA BIO-TECH PRODUCTS GROUP CORP DE 3.02,9.01 03/10/06 KSW INC NY 5.05,7.01,9.01 03/13/06 LANDEC CORP \CA\ CA 1.01,8.01,9.01 03/14/06 LEHMAN BROTHERS HOLDINGS INC DE 2.02,9.01 03/15/06 Lehman XS Trust 2006-3 8.01,9.01 02/28/06 LIBERTY MEDIA CORP /DE/ DE 7.01 03/10/06 LIFE PARTNERS HOLDINGS INC TX 4.02 03/14/06 LINCOLN NATIONAL CORP IN 5.02,8.01,9.01 03/09/06 LINCOLN NATIONAL CORP IN 1.01,9.01 03/13/06 Lincoln Park Bancorp 1.01,9.01 03/09/06 LION-GRI INTERNATIONAL, INC CO 5.02,9.01 03/13/06 MACE SECURITY INTERNATIONAL INC DE 8.01 03/13/06 Macquarie Infrastructure CO Trust DE 2.02,9.01 03/15/06 MARTIN MARIETTA MATERIALS INC NC 5.02 03/15/06 MASTR Asset Backed Securities Trust 2 DE 8.01,9.01 03/15/06 MASTR Asset Backed Securities Trust 2 DE 8.01,9.01 03/15/06 MEDICIS PHARMACEUTICAL CORP DE 1.01 03/13/06 MEDICIS PHARMACEUTICAL CORP DE 2.02,9.01 03/15/06 MEDIFAST INC DE 7.01,9.01 03/15/06 MERCANTILE BANKSHARES CORP MD 8.01,9.01 03/14/06 MERCANTILE BANKSHARES CORP MD 1.01 03/08/06 AMEND MERCURY COMPUTER SYSTEMS INC MA 2.05,9.01 03/13/06 Merrill Lynch Mortgage Investors Trus DE 8.01,9.01 02/28/06 METALDYNE CORP DE 2.01 03/10/06 METALICO INC 8.01,9.01 03/15/06 METRETEK TECHNOLOGIES INC DE 2.02,9.01 03/15/06 METROCORP BANCSHARES INC 7.01,9.01 03/15/06 METROMEDIA INTERNATIONAL GROUP INC DE 1.01,9.01 03/13/06 MGN TECHNOLOGIES, INC. A1 1.01,9.01 03/15/06 MICROVISION INC WA 5.02 03/13/06 MIDDLEBURG FINANCIAL CORP VA 5.02,5.03,9.01 03/09/06 MINDEN BANCORP INC 7.01,9.01 03/13/06 MISSION COMMUNITY BANCORP CA 2.02,9.01 03/14/06 MOBILE MINI INC DE 1.01,7.01,9.01 03/13/06 MODTECH HOLDINGS INC CA 2.02,9.01 03/15/06 MORGAN STANLEY ABS CAPITAL I INC DE 8.01,9.01 03/14/06 Morgan Stanley Capital I Inc. Trust 2 DE 8.01,9.01 02/28/06 MSW ENERGY HOLDINGS II LLC 8.01 03/14/06 MSW ENERGY HOLDINGS LLC DE 8.01 03/14/06 MULTI FINELINE ELECTRONIX INC 8.01 03/13/06 NARA BANCORP INC DE 5.02,5.03,9.01 03/13/06 NASH FINCH CO DE 1.01 03/10/06 NASTECH PHARMACEUTICAL CO INC DE 2.02,9.01 03/15/06 NATIONAL MEDICAL HEALTH CARD SYSTEMS NY 5.02,9.01 03/13/06 NEW CENTURY FINANCIAL CORP MD 1.01,5.02,7.01,9.01 03/14/06 NEW FRONTIER ENERGY INC CO 3.02 03/15/06 NEWFIELD EXPLORATION CO /DE/ DE 5.04 03/15/06 Newkirk Realty Trust, Inc. MD 2.01 03/14/06 NEWS CORP 8.01,9.01 03/15/06 NEXTERA ENTERPRISES INC DE 1.01,2.01,3.02,5.02,5.06,9.01 03/09/06 NIGHTINGALE INC UT 4.01,9.01 02/08/06 NORTEL NETWORKS CORP 1.01 03/09/06 NORTEL NETWORKS LTD 1.01 03/09/06 NORTH BAY BANCORP/CA CA 2.02,9.01 03/09/06 NORTH FORK BANCORPORATION INC DE 1.01,9.01 03/15/06 NORTHSTAR REALTY 2.02,9.01 03/15/06 NOVT CORP FL 1.01,2.01,5.02,9.01 03/09/06 NSB HOLDINGS, INC. 4.01,9.01 03/09/06 NTELOS HOLDINGS CORP 8.01,9.01 03/15/06 NUVELO INC DE 1.01,9.01 03/10/06 ODYSSEY RE HOLDINGS CORP DE 5.02 03/10/06 OGDEN GOLF CO CORP UT 5.02,9.01 03/10/06 OMNICELL INC /CA/ CA 1.01,9.01 03/09/06 ONE LIBERTY PROPERTIES INC MD 2.02,9.01 03/13/06 OneTravel Holdings, Inc. DE 3.01,9.01 01/28/06 ORLEANS HOMEBUILDERS INC DE 1.01,9.01 03/13/06 ORTHOLOGIC CORP DE 8.01,9.01 03/15/06 PAINCARE HOLDINGS INC CT 4.02 03/15/06 PANERA BREAD CO DE 1.01,5.03,9.01 03/09/06 PANERA BREAD CO DE 1.01 01/30/06 AMEND PARK OHIO HOLDINGS CORP OH 2.02,9.01 03/14/06 PATRIOT GOLD CORP NV 1.01,9.01 03/10/06 PEP BOYS MANNY MOE & JACK PA 1.01,9.01 03/13/06 PHARMOS CORP NV 1.01,9.01 03/14/06 PHARMOS CORP NV 2.02,9.01 03/15/06 PIER 1 IMPORTS INC/DE DE 1.01,9.01 03/09/06 PINNACLE AIRLINES CORP DE 8.01 03/13/06 PINNACLE DATA SYSTEMS INC OH 1.01,5.02,9.01 03/13/06 PINNACLE FOODS GROUP INC DE 7.01,9.01 03/15/06 PLC SYSTEMS INC 1.01,1.02,2.02,9.01 03/09/06 PLUMAS BANCORP CA 1.01,9.01 12/21/05 PLUMAS BANCORP CA 1.01,9.01 01/01/06 POINT THERAPEUTICS INC DE 2.02,9.01 03/14/06 POLYMEDICA CORP MA 1.01 03/09/06 Polypore, Inc. DE 2.02,9.01 03/15/06 POPULAR INC 2.02,4.02 03/13/06 POST PROPERTIES INC GA 4.01,9.01 03/10/06 PRAECIS PHARMACEUTICALS INC DE 7.01,9.01 03/15/06 PRIDE INTERNATIONAL INC DE 1.01 03/09/06 PRIMUS TELECOMMUNICATIONS GROUP INC DE 1.01,9.01 03/13/06 PRINCETON REVIEW INC DE 2.02,9.01 03/15/06 PRINCIPAL FINANCIAL GROUP INC DE 5.02,9.01 03/09/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 03/10/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 03/10/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 03/10/06 PROGENICS PHARMACEUTICALS INC DE 2.02,9.01 12/31/05 PROGRESS ENERGY INC NC 7.01 03/15/06 PROGRESSIVE CORP/OH/ OH 7.01,9.01 03/15/06 ProLink Holdings Corp. DE 4.01 02/23/06 AMEND PROXYMED INC /FT LAUDERDALE/ FL 8.01,9.01 03/15/06 PUBLIC SERVICE ENTERPRISE GROUP INC NJ 7.01 03/15/06 QLOGIC CORP DE 1.01 03/13/06 QUADRAMED CORP DE 5.05,8.01,9.01 03/09/06 QUAKER FABRIC CORP /DE/ DE 1.01,9.01 03/14/06 QUESTCOR PHARMACEUTICALS INC CA 2.02,9.01 03/09/06 QUICKLOGIC CORPORATION CA 1.01 03/09/06 RADIAN GROUP INC DE 2.02,9.01 03/15/06 RALI Series 2006-QO2 Trust DE 8.01,9.01 03/15/06 RAMP Series 2006-RS2 Trust 8.01,9.01 03/15/06 RAYMOND JAMES FINANCIAL INC FL 7.01,9.01 03/14/06 RCN CORP /DE/ DE 2.02,7.01,9.01 03/15/06 RCN CORP /DE/ DE 2.02,9.01 03/15/06 RELIABILITY INC TX 1.01,2.01,9.01 03/14/06 RELIANT ENERGY INC DE 1.01,2.02,9.01 03/13/06 Rim Semiconductor CO UT 1.01,1.02,2.03,3.02,9.01 02/24/06 Rockwood Holdings, Inc. DE 2.05,2.06,9.01 03/09/06 AMEND ROOMLINX INC NJ 8.01,9.01 03/15/06 ROSS STORES INC DE 2.02,9.01 03/15/06 RURBAN FINANCIAL CORP OH 1.01,1.02,9.01 03/09/06 SACO I Trust 2006-1 DE 9.01 02/28/06 SACO I Trust 2006-3 DE 9.01 02/28/06 SAFEWAY INC DE 5.03,8.01,9.01 03/09/06 SAVVIS, Inc. 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