SEC NEWS DIGEST Issue 2006-35 February 22, 2006 ENFORCEMENT PROCEEDINGS FOUR CURRENT OR FORMER KPMG PARTNERS SETTLE SEC LITIGATION RELATING TO XEROX AUDITS Three Partners Agree to Permanent Injunctions, Record Penalties and SEC Suspensions; Fourth Partner Agrees to SEC Censure The Commission announced that all four remaining defendants in an action brought against them and KPMG LLP (KPMG) by the agency in connection with a $1.2 billion fraudulent earnings manipulation scheme by the Xerox Corporation from 1997 through 2000 have agreed to settle the charges against them. Three partners agreed to permanent injunctions, payment of record civil penalties and suspensions from practice before the Commission with rights to reapply in from one to three years. The fourth partner agreed to be censured by the Commission. The settlements relate to Xerox's fraudulent scheme that involved various manipulations of accounting for leases of Xerox office equipment. The Commission alleged that the manipulations were necessary for Xerox to meet promises it made to Wall Street that its earnings would continue to grow. The defendants whose settlements were announced are Ronald Safran, the KPMG engagement partner on the Xerox audit for 1998 and 1999; Michael Conway, the senior engagement partner on the Xerox audit for 2000; Anthony Dolanski, the engagement partner on the Xerox audit for 1997; and Thomas Yoho, the SEC concurring review partner for KPMG on the Xerox engagement from 1997-2000. Safran, Conway and Dolanski each consented to the entry of final judgments against them by the U.S. District Court for the Southern District of New York. Yoho agreed to the entry of a Commission order imposing a censure pursuant to Rule 102(e) of the SEC's Rules of Practice. Each defendant entered into his settlement without admitting or denying the SEC's allegations or findings. The final judgments, which are subject to approval by the Honorable Denise L. Cote, order the engagement partners to pay civil penalties that are the largest penalties ever imposed by the Commission against an individual auditor: Safran and Conway to each pay a civil penalty in the amount of $150,000, and Dolanski to pay a penalty in the amount of $100,000. The final judgments also order that Safran, Conway and Dolanski be permanently enjoined from violating certain provisions of the federal securities laws (Sections 17(a)(2) and (3) of the Securities Act of 1933) and from aiding and abetting violations of other securities laws (Section 13(a) of the Securities Exchange Act of 1934 and Rules 12b-20, 13a-1 and 13a-13 thereunder). [SEC v. KPMG LLP, et al., Civil Action No. 03 CV 0671 (DLC) (S.D.N.Y.).] Safran, Conway and Dolanski each also consented to the issuance of an SEC Order based on the entry of the injunctions which will suspend them from appearing or practicing before the SEC as accountants. Safran will be suspended with a right to reapply in three years, Conway in two, and Dolanski in one. The SEC alleged in its federal court complaint that, in the course of serving as engagement partners for Xerox, Safran, Conway and Dolanski allowed Xerox to impose topside accounting adjustments that they knew or should have known did not comply with Generally Accepted Accounting Principles (GAAP). The SEC alleged that these partners failed to adequately test, or require Xerox to test, the assumptions Xerox used to justify its topside adjustments, nor did they test, or demand that Xerox test, to determine if the topside adjustments resulted in financial statements that fairly presented Xerox's financial results. The SEC further alleged that, as a result of this conduct and other conduct alleged in the complaint, the engagement partners failed to exercise the professional care and skepticism required under Generally Accepted Auditing Standards (GAAS) and instead authorized the issuance of the KPMG audit reports that contained the false and misleading representation that KPMG conducted its audits in accordance with GAAS, and that Xerox's financial statements presented fairly, in all material respects, Xerox's financial position and results of operations in conformity with GAAP. The settled SEC Order against Yoho finds that he engaged in improper professional conduct by failing to exercise appropriate due care and professional skepticism when he conducted an "in depth" review during the 2000 audit. The Order finds that Yoho failed in his obligations as concurring review partner when he was informed of missing work papers, audit results that differed from reasonable expectations, lack of testing of significant topside revenue adjustments and unresolved differences between KPMG auditors in Brazil and those leading the engagement in Stamford, Connecticut. The Order finds that rather than pursue these issues, Yoho prepared a brief report that did not disclose any of the issues found in the "in depth" review. The Commission previously announced settled enforcement proceedings against KPMG LLP, a KPMG relationship partner on the Xerox audit, Xerox and six former senior executives of Xerox, all in connection with the fraudulent manipulative accounting. See Litigation Release No. 19191 / April 19, 2005 /Accounting and Auditing Enforcement Release No. 2235 / April 19, 2005 (KPMG LLP settlement); Litigation Release No. 19418 / Oct. 6, 2005 / Accounting and Auditing Enforcement Release No. 2350 / Dec. 2, 2005 (KPMG relationship partner settlement); Litigation Release No. 17465 / April 11, 2002 / Accounting and Auditing Enforcement Release No. 1542 / April 11, 2002 (Xerox settlement); Litigation Release No. 18174 / June 5, 2003 / Accounting and Auditing Enforcement Release No. 1796 / June 5, 2003 (settlement of six former Xerox executives). The Commission obtained civil penalties and disgorgement in all of these actions in excess of $55 million. [SEC v. KPMG LLP, et al., Civil Action No. 03 CV 0671 (DLC) (S.D.N.Y.)] (LR-19573; AAE Rel. 2379); Administrative Proceeding in the matter of Thomas J. Yoho, CPA - (Rel. 34-53344; AAE Rel. 2380; File No. 3-12215; Press Rel. 2006-23) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF A PROPOSED RULE CHANGES A proposed rule change (SR-ISE-2006-05) and Amendment No. 1 thereto filed by the International Stock Exchange relating to fee changes have become effective immediately 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 20. (Rel. 34-53329) A proposed rule change filed by the American Stock Exchange to amend its Rule 903 to provide that the exchange will typically open four expiration months for each class of options open for trading (SR-Amex- 2006-16), 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 20. (Rel. 34-53332) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-PCX-2005-141) submitted by the Pacific Exchange relating to modifications to the Archipelago Exchange's Closing Auction. Publication of the proposal is expected in the Federal Register during the week of February 20. (Rel. 34-53338) 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 CHILCO RIVER HOLDINGS INC, 6,431,334 ($17,043,036.00) Equity, (File 333-131946 - Feb. 21) (BR. 04C) S-1 Lincoln National Life Insurance CO Agents Savings & Profit Sharing Plan, CENTRE SQUARE WEST TOWER, 1500 MARKET STREET, SUITE 3900, PHILADELPHIA, PA, 19102, 215-448-1400 - 0 ($1.00) Equity, (File 333-131947 - Feb. 21) (BR. 09) SB-2 Data Call Technologies, 600 KENRICK, SUITE B-12, HOUSTON, TX, 77060, 866-219-2025 - 38,462,100 ($3,846,210.00) Equity, (File 333-131948 - Feb. 21) (BR. 09) S-3ASR PANTRY INC, 1801 DOUGLAS DR, PO BOX 1410, SANFORD, NC, 27330, 9197746700 - 0 ($150,000,000.00) Debt Convertible into Equity, (File 333-131949 - Feb. 21) (BR. 02B) S-B REPUBLIC OF HUNGARY, 10 ROCKEFELLER PLAZA SUITE 1100, NEW YORK, NY, 10020, 0 ($2,000,000,000.00) Unallocated (Universal) Shelf, (File 333-131950 - Feb. 21) (BR. DN) S-8 MAX RE CAPITAL LTD, MAX RE HOUSE, 2 FRONT STREET, HAMILTON HM11, D0, HM 11, 4412968800 - 6,000,000 ($150,780,000.00) Equity, (File 333-131951 - Feb. 21) (BR. 01B) SB-2 LABURNUM VENTURES INC., 1889 MATTHEWS AVENUE, VANCOUVER, A1, V6B 5M5, 604-731-7777 - 7,000,000 ($140,000.00) Equity, (File 333-131953 - Feb. 21) (BR. 09) S-3 DNB FINANCIAL CORP /PA/, 4 BRANDYWINE AVE, DOWNINGTOWN, PA, 19335, 6102691040 - 350,000 ($20.50) Equity, (File 333-131954 - Feb. 21) (BR. 07A) S-3 PETROQUEST ENERGY INC, 400 E KALISTE SALOOM RD SUITE 6000, LAFAYETTE, LA, 70508, 3372327028 - 0 ($200,000,000.00) Unallocated (Universal) Shelf, (File 333-131955 - Feb. 21) (BR. 04A) SB-2 ON THE GO HEALTHCARE INC, 85 CORSTATE AVENUE UNIT 1, CONCORD ONT. CANADA, A6, L4K 4Y2, 9057602987 - 6,100,000 ($1,952,000.00) Debt Convertible into Equity, 4,710,500 ($1,507,360.00) Equity, (File 333-131963 - Feb. 21) (BR. 03B) S-8 GENERAL DATACOMM INDUSTRIES INC, 6 RUBBER AVENUE, NAUGATUCK, CT, 06770, 2037290271 - 2,951,121 ($796,803.00) Equity, (File 333-131964 - Feb. 21) (BR. 11C) SB-2 Typhoon Tunes Inc., 711 SOUTH CARSON STREET, SUITE#4, CARSON CITY, NV, 89701, 775-881-3326 - 20,000,000 ($1,250,000.00) Equity, (File 333-131965 - Feb. 21) (BR. ) S-3ASR INTERMAGNETICS GENERAL CORP, 450 OLD NISKAYUNA RD, PO BOX 461, LATHAM, NY, 12110-0461, 5187821122 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-131966 - Feb. 21) (BR. 06A) S-8 SILVERSTAR HOLDINGS LTD, 6100 GLADES ROAD SUITE 305, BOCA RATON, FL, 33434, 5614790040 - 1,630,000 ($2,456,800.00) Equity, (File 333-131967 - Feb. 21) (BR. 05C) S-8 NATURAL ALTERNATIVES INTERNATIONAL INC, 1185 LINDA VISTA DR, SAN MARCOS, CA, 92069, 6197447340 - 0 ($5,475,950.00) Equity, (File 333-131968 - Feb. 21) (BR. 01B) S-8 PUBLIC CO MANAGEMENT CORP, 5770 EL CAMINO ROAD, LAS VEGAS, NV, 89118, 702-222-9076 - 500,000 ($225,000.00) Equity, (File 333-131969 - Feb. 21) (BR. 08B) S-3ASR CREDIT SUISSE (USA) INC, ELEVEN MADISON AVE, NEW YORK, NY, 10010, 212 325-2000 - 0 ($0.00) Other, (File 333-131970 - Feb. 21) (BR. 07A) SB-2 Illini Bio-Energy, LLC, 3600 WABASH AVENUE, SUITE C, SPRINGFIELD, IL, 62711, 866-455-3864 - 0 ($60,000,000.00) Equity, (File 333-131971 - Feb. 21) (BR. ) SB-2 EAGLE RIDGE VENTURES INC., 301 WEST HOLLY STREET, D-15, BELLINGHAM, WA, 98225, 360-820-2620 - 3,487,500 ($104,625.00) Equity, (File 333-131972 - Feb. 21) (BR. ) S-3 SG Mortgage Securities, LLC, 1221 AVENUE OF THE AMERICAS, NEW YORK, NY, 10020, 212-278-7188 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-131973 - Feb. 21) (BR. 05) 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 ------------------------------------------------------------------------------------------------------- 5 G WIRELESS COMMUNICATIONS INC NV 1.01,9.01 02/17/06 ABBOTT LABORATORIES IL 1.01,9.01 02/17/06 ABGENIX INC DE 2.02,9.01 02/21/06 ABRAMS INDUSTRIES INC GA 5.02 02/15/06 ACACIA RESEARCH CORP DE 2.02,9.01 02/21/06 ACCUFACTS PRE EMPLOYMENT SCREENING IN DE 1.01,9.01 02/16/05 ACURA PHARMACEUTICALS, INC NY 2.02,9.01 02/21/06 ADSTAR INC DE 1.01,3.02,9.01 02/16/06 Advanced BioPhotonics Inc. DE 8.01,9.01 02/21/06 ADVANCED VIRAL RESEARCH CORP DE 1.01,7.01,9.01 02/14/06 ADVANTA BUSINESS RECEIVABLES CORP 8.01,9.01 02/21/06 AETNA INC /PA/ PA 5.03,8.01,9.01 02/17/06 AETRIUM INC MN 2.02,9.01 02/16/06 AIR PRODUCTS & CHEMICALS INC /DE/ DE 7.01,9.01 02/21/06 AIRTRAN HOLDINGS INC NV 1.01,2.03 02/20/06 ALASKA AIR GROUP INC DE 7.01 02/17/06 ALASKA PACIFIC BANCSHARES INC AK 5.02 02/17/06 ALBANY INTERNATIONAL CORP /DE/ DE 1.01 02/15/06 ALCHEMY ENTERPRISES, LTD. NV 1.01,2.01,2.03,5.02,9.01 02/15/06 ALLION HEALTHCARE INC DE 9.01 12/12/05 AMEND ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 1.01,9.01 02/21/06 Alpha Natural Resources, Inc. DE 7.01,9.01 02/21/06 ALTAIR NANOTECHNOLOGIES INC A6 1.01,1.02,9.01 02/17/06 AMERICA FIRST APARTMENT INVESTORS INC MD 8.01 02/16/06 AMERICA ONLINE LATIN AMERICA INC DE 7.01,9.01 02/17/06 AMERICAN BANK INC PA 1.01,2.03,5.02,9.01 02/16/06 AMERICAN BANK NOTE HOLOGRAPHICS INC DE 1.01 02/15/06 AMERICAN ECOLOGY CORP DE 5.02 02/17/06 AMERICAN GREETINGS CORP OH 1.01 02/15/06 AMERICAN MEDICAL ALERT CORP NY 2.01,9.01 12/09/05 AMEND AMERIGROUP CORP 8.01 02/14/06 AMERISERV FINANCIAL INC /PA/ PA 1.02 02/21/06 AMERIVEST PROPERTIES INC MD 7.01,9.01 02/17/06 AMGEN INC DE 1.01,2.03,3.02,9.01 02/14/06 AMIS HOLDINGS INC 1.01 02/16/06 AMSURG CORP TN 2.02,7.01,9.01 02/21/06 ANALYSTS INTERNATIONAL CORP 8.01,9.01 02/21/06 ANALYTICAL SURVEYS INC CO 8.01 02/20/06 ANSWERTHINK INC FL 2.02 02/21/06 APARTMENT INVESTMENT & MANAGEMENT CO MD 8.01,9.01 02/17/06 APPLEBEES INTERNATIONAL INC DE 7.01,9.01 02/21/06 APPLIANCE RECYCLING CENTERS OF AMERIC MN 8.01,9.01 02/16/06 APPLIED MICRO CIRCUITS CORP DE 1.01,7.01 02/14/06 ARTESYN TECHNOLOGIES INC FL 1.01 01/31/06 ARTISTDIRECT INC DE 7.01,8.01,9.01 02/21/06 ASHLAND INC. KY 7.01,9.01 02/21/06 Asset Backed Pass-Through Certificate 8.01 06/27/05 Asset Backed Pass-Through Certificate 8.01 07/25/05 Asset Backed Pass-Through Certificate 8.01 08/25/05 Asset Backed Pass-Through Certificate 8.01 09/26/05 Asset Backed Securities CORP Home Equ DE 8.01,9.01 02/21/06 ATMOSPHERIC GLOW TECHNOLOGIES INC DE 5.01,8.01,9.01 02/20/06 AUXILIUM PHARMACEUTICALS INC 7.01,9.01 02/21/06 AVIGEN INC \DE DE 1.01 02/07/06 AVIGEN INC \DE DE 1.01 01/10/06 AXIS CAPITAL HOLDINGS LTD 8.01,9.01 02/15/06 AZTEC OIL & GAS, INC. NV 4.02 02/17/06 BALDWIN TECHNOLOGY CO INC DE 1.01,9.01 02/14/06 BANC ONE HELOC 1999-1 OH 8.01,9.01 02/21/06 BANK ONE AUTO SECURITIZATION TRUST 20 DE 8.01,9.01 02/21/06 BEACON ROOFING SUPPLY INC 1.01,9.01 02/15/06 BIOENVISION INC DE 4.01,9.01 02/15/06 AMEND BIOSPHERE MEDICAL INC DE 1.01,3.02,8.01,9.01 02/17/06 BLUE RIVER BANCSHARES INC IN 2.02,9.01 02/21/06 BLUEFLY INC DE 1.01,9.01 02/17/06 BONANZA GOLD INC 4.01,9.01 02/17/06 AMEND Bootie Beer CORP FL 8.01 01/31/06 Bootie Beer CORP FL 5.03 01/31/06 AMEND BOYD GAMING CORP NV 5.02,9.01 02/16/06 BRADY CORP WI 2.02,9.01 02/17/06 BROADWING CORP DE 5.02 02/16/06 Bronco Drilling Company, Inc. DE 2.02,7.01,9.01 02/21/06 BROWN SHOE CO INC NY 7.01,9.01 02/21/06 BRUSH ENGINEERED MATERIALS INC 7.01,9.01 02/21/06 BSD MEDICAL CORP DE 7.01,9.01 02/21/06 BSI2000 INC DE 1.01,3.02,9.01 02/21/06 BUILD A BEAR WORKSHOP INC DE 1.01 02/16/06 BUILDING MATERIALS HOLDING CORP DE 2.02,9.01 02/07/06 BURLINGTON NORTHERN SANTA FE CORP DE 8.01 02/14/06 CALGON CARBON CORPORATION DE 8.01 02/20/06 CALGON CARBON CORPORATION DE 8.01 02/21/06 CAMBRIDGE HEART INC DE 2.02,9.01 02/14/06 CANARGO ENERGY CORP DE 1.02,7.01,9.01 02/16/06 CANO PETROLEUM, INC 2.02,7.01,9.01 02/14/06 CANO PETROLEUM, INC 9.01 11/29/05 AMEND CARDIMA INC DE 1.01,2.03,3.02,9.01 02/14/06 CAREER EDUCATION CORP DE 2.02,9.01 02/15/06 AMEND CBL & ASSOCIATES PROPERTIES INC DE 1.01,2.03,9.01 02/14/06 CBRL GROUP INC TN 2.02,7.01,9.01 02/21/06 CEC ENTERTAINMENT INC KS 2.02,9.01 01/01/06 CELEBRATE EXPRESS, INC. 1.01,9.01 02/15/06 CELGENE CORP /DE/ DE 8.01,9.01 02/17/06 CELTRON INTERNATIONAL INC NV 1.01,3.02,5.02,9.01 02/14/06 CENTENNIAL COMMUNICATIONS CORP /DE DE 2.02,9.01 02/21/06 CENTRAL EUROPEAN MEDIA ENTERPRISES LT 1.01 02/17/06 CENTURY PROPERTIES FUND XIX CA 1.01,9.01 02/20/06 CH2M HILL COMPANIES LTD OR 5.02 02/21/06 CHARLES & COLVARD LTD NC 1.01,9.01 02/14/06 CHECKERS DRIVE IN RESTAURANTS INC /DE DE 1.01,9.01 02/16/06 CHEMED CORP DE 2.02,8.01,9.01 02/21/06 CHEMOKINE THERAPEUTICS CORP DE 8.01 02/21/06 Chemtura CORP DE 8.01,9.01 02/21/06 CHESAPEAKE ENERGY CORP OK 5.03,9.01 02/20/06 CHINA BAK BATTERY INC NV 7.01,9.01 02/21/06 CHINA DIGITAL COMMUNICATION GROUP NV 1.01,8.01,9.01 02/14/06 CHINA FUND INC MD 7.01,9.01 01/01/06 CHINA PROPERTIES DEVELOPMENTS INC 1.01,3.02,9.01 02/21/06 CHINA WORLD TRADE CORP NV 4.01,9.01 02/16/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/20/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/20/06 CHL Mortgage Pass-Through Trust 2005- 9.01 02/20/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/20/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/20/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/20/06 CIGNA CORP DE 2.02 02/20/06 CINGULAR WIRELESS LLC DE 1.01,9.01 02/15/06 CISCO SYSTEMS INC CA 1.01,2.03,9.01 02/14/06 CITIGROUP MORTGAGE LOAN TRUST 2005-6 8.01 09/26/05 Citigroup Mortgage Loan Trust Inc, Mo 8.01 04/25/05 Citigroup Mortgage Loan Trust Inc, Mo 8.01 05/25/05 Citigroup Mortgage Loan Trust Inc, Mo 8.01 06/27/05 Citigroup Mortgage Loan Trust Inc, Mo 8.01 07/25/05 Citigroup Mortgage Loan Trust Inc, Mo 8.01 08/25/05 Citigroup Mortgage Loan Trust Inc, Mo 8.01 09/26/05 CITIGROUP MORTGAGE LOAN TRUST INC. 20 8.01 09/26/05 Citigroup Mortgage Loan Trust Inc. As 8.01 04/25/05 Citigroup Mortgage Loan Trust Inc. As 8.01 05/25/05 Citigroup Mortgage Loan Trust Inc. As 8.01 06/27/05 Citigroup Mortgage Loan Trust Inc. As 8.01 07/25/05 Citigroup Mortgage Loan Trust Inc. As 8.01 08/25/05 Citigroup Mortgage Loan Trust Inc. As 8.01 09/26/05 CITIGROUP MORTGAGE LOAN TRUST INC. MO 8.01 06/27/05 CITIGROUP MORTGAGE LOAN TRUST INC. MO 8.01 07/25/05 CITIGROUP MORTGAGE LOAN TRUST INC. MO 8.01 08/25/05 CITIGROUP MORTGAGE LOAN TRUST INC. MO 8.01 09/26/05 Citigroup Mortgage Loan Trust Inc., S 8.01 08/25/05 Citigroup Mortgage Loan Trust Inc., S 8.01 09/26/05 Citigroup Mortgage Loan Trust Inc., S 8.01 09/26/05 CITIZENS FIRST BANCORP INC DE 2.02,9.01 02/14/06 CLEAR CHANNEL COMMUNICATIONS INC TX 2.02,5.02,9.01 02/21/06 Clear Channel Outdoor Holdings, Inc. DE 2.02,9.01 02/21/06 CLEVELAND CLIFFS INC OH 1.01,9.01 02/14/06 CLICK COMMERCE INC 2.02,9.01 02/21/06 COHEN & STEERS INC 5.02 02/17/06 COHERENT INC DE 1.01,9.01 02/20/06 COINMACH SERVICE CORP DE 1.01,8.01,9.01 02/15/06 COLLEGIATE PACIFIC INC DE 2.02,9.01 09/07/05 AMEND COLLEGIATE PACIFIC INC DE 2.02,9.01 11/14/05 AMEND COLLEGIATE PACIFIC INC DE 9.01 07/26/04 AMEND COLLEGIATE PACIFIC INC DE 9.01 04/01/04 AMEND COLLEGIATE PACIFIC INC DE 2.01,9.01 07/01/05 AMEND COLLINS & AIKMAN CORP DE 1.01,9.01 02/21/06 COLOMBIA GOLDFIELDS LTD 8.01,9.01 02/16/06 COMMERCIAL CAPITAL BANCORP INC NV 8.01,9.01 02/21/06 COMMSCOPE INC DE 7.01,9.01 02/21/06 COMPUTER SOFTWARE INNOVATIONS INC DE 1.01,2.01,2.03,9.01 02/14/06 CONOCOPHILLIPS DE 2.02,9.01 02/21/06 CONSORTIUM SERVICE MANAGEMENT GROUP I TX 1.01,9.01 02/14/06 COOPER CAMERON CORP DE 1.01,5.02,9.01 02/15/06 Copano Energy, L.L.C. DE 1.01,9.01 02/14/06 CORDIA CORP NV 8.01,9.01 02/21/06 CORE LABORATORIES N V P7 2.02 12/31/05 CORRECTIONS CORP OF AMERICA MD 1.01,9.01 02/15/06 COVAD COMMUNICATIONS GROUP INC DE 3.02,8.01,9.01 02/16/06 CRAY INC WA 1.01,5.03,8.01,9.01 02/15/06 CRIMSON EXPLORATION INC. TX 2.02,9.01 02/16/06 CROGHAN BANCSHARES INC OH 1.01,9.01 02/21/06 CRYOCOR INC DE 2.05,9.01 02/14/06 CURAGEN CORP DE 7.01,9.01 02/18/06 Cyberkinetics Neurotechnology Systems DE 1.01,2.01,3.02,5.02,9.01 02/14/06 CYPRESS SEMICONDUCTOR CORP /DE/ DE 2.01,9.01 02/15/06 CYTATION CORP DE 1.01,2.01,2.03,3.02, 01/18/06 AMEND 4.01,5.01,5.02,5.06,9.01 DATASTREAM SYSTEMS INC DE 2.02,9.01 02/15/06 dELiAs, Inc. DE 1.01,9.01 02/15/06 DELUXE CORP MN 1.01,9.01 02/14/06 Dermisonics, Inc NV 7.01,8.01,9.01 02/14/06 DICKIE WALKER MARINE INC 3.02 02/14/06 DIGITAL LIGHTWAVE INC DE 1.01,2.03,9.01 02/15/06 DISCOVER CARD MASTER TRUST I DE 8.01,9.01 02/21/06 DISCOVERY PARTNERS INTERNATIONAL INC DE 2.02,9.01 02/21/06 DITECH COMMUNICATIONS CORP DE 1.01,9.01 02/04/06 AMEND DOMINION RESOURCES BLACK WARRIOR TRUS DE 2.02,9.01 02/17/06 DOMINOS PIZZA INC 2.02,9.01 02/21/06 DPL INC OH 2.02,7.01,9.01 02/15/06 DRUGMAX INC NV 8.01,9.01 02/21/06 DUSA PHARMACEUTICALS INC NJ 1.01 02/14/06 EAGLE MATERIALS INC DE 8.01,9.01 02/21/06 EARTH BIOFUELS INC DE 8.01 02/20/06 EBAY INC DE 1.01,5.02 02/21/06 EDEN ENERGY CORP NV 1.01,9.01 01/24/06 EDWARDS LIFESCIENCES CORP DE 5.02,9.01 02/16/06 ENCORE WIRE CORP /DE/ DE 5.02,5.03,8.01,9.01 02/20/06 ENERGY & ENGINE TECHNOLOGY CORP NV 8.01,9.01 02/16/06 ENTERTAINMENT CAPITAL CORP NV 5.01,5.02 02/21/06 ENXNET INC OK 7.01,9.01 02/21/06 EPICOR SOFTWARE CORP DE 2.01,9.01 12/06/05 AMEND EPIQ SYSTEMS INC MO 2.02,9.01 02/21/06 ESCALADE INC IN 2.02,8.01,9.01 02/17/06 EXCEL TECHNOLOGY INC DE 8.01,9.01 02/21/06 EXCEL TECHNOLOGY INC DE 1.01,9.01 02/21/06 EXCO RESOURCES INC TX 1.01,2.01,2.03,3.02, 02/08/06 AMEND 5.05,7.01,9.01 EXELIXIS INC DE 2.02,9.01 02/21/06 EXELON CORP PA 8.01,9.01 02/20/06 FAIRPOINT COMMUNICATIONS INC DE 1.01,7.01,9.01 02/17/06 Federal Home Loan Bank of Boston X1 2.03 02/15/06 Federal Home Loan Bank of Chicago X1 2.03 02/15/06 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 02/15/05 Federal Home Loan Bank of New York X1 2.03,9.01 02/15/06 Federal Home Loan Bank of San Francis X1 2.03 02/15/06 FEDERAL REALTY INVESTMENT TRUST MD 2.02,9.01 02/21/06 FEDERATED DEPARTMENT STORES INC /DE/ DE 2.02,9.01 02/21/06 FEMALE HEALTH CO WI 1.01,9.01 01/20/06 AMEND FINANCIALCONTENT INC DE 1.01,3.02,7.01,9.01 02/13/06 AMEND First Federal of Northern Michigan Ba 2.02,9.01 02/21/06 FIRST FRANKLIN CORP DE 2.02,9.01 02/17/06 FIRST HORIZON NATIONAL CORP TN 1.01,9.01 02/14/06 FIRST M&F CORP/MS MS 1.01,2.03,9.01 02/17/06 FIRST NILES FINANCIAL INC DE 2.02,9.01 02/09/06 FIRSTMERIT CORP /OH/ OH 1.01 02/15/06 FLORIDA POWER CORP / FL 5.02 02/16/06 FLOTEK INDUSTRIES INC/CN/ DE 7.01,9.01 02/16/06 FOCUS ENHANCEMENTS INC DE 2.02,7.01,9.01 02/21/06 FOREST CITY ENTERPRISES INC OH 8.01 09/28/05 Fortuna Gaming Corp. 8.01 02/16/06 FOSSIL INC DE 2.02,9.01 02/21/06 FOSTER L B CO PA 1.01 02/15/06 FOXHOLLOW TECHNOLOGIES, INC. DE 2.02,9.01 02/21/06 FPIC INSURANCE GROUP INC FL 2.02,9.01 12/31/05 FPL GROUP INC FL 7.01,9.01 02/16/06 FRANKLIN STREET PROPERTIES CORP /MA/ 2.02,9.01 02/21/06 FTI CONSULTING INC MD 7.01,9.01 02/15/06 FTI CONSULTING INC MD 8.01 02/14/06 GALAXY NUTRITIONAL FOODS INC DE 2.02,9.01 02/21/06 GAMING & ENTERTAINMENT GROUP INC UT 1.01,2.01,5.02,9.01 02/15/06 GANNETT CO INC /DE/ DE 5.02 01/12/06 AMEND GARDENBURGER INC OR 7.01,9.01 02/17/06 GARDNER DENVER INC DE 8.01,9.01 02/21/06 GEMSTAR TV GUIDE INTERNATIONAL INC DE 1.01 02/16/06 GENERAL DATACOMM INDUSTRIES INC DE 1.01,2.03 02/17/06 GENTEX CORP MI 5.02,9.01 02/21/06 GENUINE PARTS CO GA 8.01,9.01 02/21/06 GENUINE PARTS CO GA 2.02,9.01 02/21/06 Golf Galaxy, Inc. MN 1.01,3.02,9.01 02/15/06 GOODRICH PETROLEUM CORP DE 8.01,9.01 02/17/06 GRANITE BROADCASTING CORP DE 1.01,7.01,8.01,9.01 02/10/06 GRANT PRIDECO INC DE 1.01 02/17/06 GREENSHIFT CORP DE 1.01,3.02 02/15/06 GREY WOLF INC TX 1.01,9.01 02/16/06 GSAA Home Equity Trust 2006-2 DE 8.01,9.01 02/06/06 GSI COMMERCE INC DE 7.01,9.01 02/21/06 GTECH HOLDINGS CORP DE 8.01 02/17/06 GTSI CORP DE 1.01,1.02,5.02,9.01 02/15/06 GULFPORT ENERGY CORP DE 7.01,9.01 02/17/06 GVI SECURITY SOLUTIONS INC DE 1.01,5.02,9.01 02/08/06 HAIGHTS CROSS COMMUNICATIONS INC DE 5.02,8.01,9.01 02/21/06 HANOVER DIRECT INC DE 2.02,9.01 02/21/06 HANOVER DIRECT INC DE 2.01,9.01 03/15/05 AMEND HANOVER INSURANCE GROUP, INC. DE 1.01,8.01 02/14/06 HAPS USA, INC. UT 1.01,9.01 02/16/06 HARDINGE INC NY 2.02,8.01,9.01 02/16/06 HARDINGE INC NY 1.01,9.01 02/14/06 HARTFORD LIFE INSURANCE CO CT 9.01 02/21/06 HASBRO INC RI 1.01 02/21/06 HEALTH CARE PROPERTY INVESTORS INC MD 1.01,2.03,9.01 02/21/06 HEALTH CARE REIT INC /DE/ DE 8.01 02/15/06 HEALTH GRADES INC DE 2.02,9.01 02/21/06 HEALTHSOUTH CORP DE 1.01 02/21/06 HECLA MINING CO/DE/ DE 1.01,5.02,5.03,9.01 02/21/06 HEILIG MEYERS CO VA 8.01 12/31/05 HELMERICH & PAYNE INC DE 1.01,9.01 02/17/06 HERBALIFE LTD. E9 2.02,9.01 02/21/06 Heritage Financial Group DC 2.02,9.01 02/17/06 HERSHA HOSPITALITY TRUST MD 2.01,3.02,9.01 02/15/06 HICKORY TECH CORP MN 5.02 02/17/06 HIENERGY TECHNOLOGIES INC DE 5.02,9.01 02/13/06 HIGHBURY FINANCIAL INC DE 8.01,9.01 02/21/06 Hiland Partners, LP 2.02,7.01,9.01 02/21/06 HOME DEPOT INC DE 2.02,9.01 02/21/06 HONEYWELL INTERNATIONAL INC DE 1.01 02/17/06 HORNBECK OFFSHORE SERVICES INC /LA DE 1.01,8.01,9.01 02/14/06 HOST AMERICA CORP DE 3.02 02/17/06 HSI Asset Securitization Corp Pass-Th 8.01 02/03/06 HUDSON CITY BANCORP INC DE 7.01,9.01 02/21/06 HUDSON HIGHLAND GROUP INC DE 1.01,9.01 02/15/06 HUNTINGTON BANCSHARES INC/MD MD 1.01 02/14/06 I FLOW CORP /DE/ DE 2.02 02/21/06 I TRAX INC DE 2.02,9.01 02/16/06 ICAGEN INC DE 1.01,9.01 02/14/06 IDT CORP DE 1.01,9.01 02/17/06 IKONICS CORP 1.01 02/16/06 ILX RESORTS INC AZ 2.02,9.01 02/17/06 IMAX CORP A6 1.01,9.01 02/14/06 INDEPENDENT BANK CORP MI 1.01,8.01 02/15/06 INFINEX VENTURES INC NV 9.01 02/16/05 INFORMATION RESOURCES LITIG CONTINGEN 8.01,9.01 02/16/06 INFOUSA INC DE 1.01,2.03,3.03,9.01 02/14/06 INLAND REAL ESTATE CORP MD 2.02,7.01,8.01 02/21/05 INNOVEX INC MN 1.01,5.02,9.01 02/15/06 INNOVO GROUP INC DE 8.01 02/20/06 INPHONIC INC 2.02,9.01 02/21/06 INSITUFORM TECHNOLOGIES INC DE 1.01,5.02,9.01 02/17/06 INSPIRE PHARMACEUTICALS INC DE 1.01,8.01,9.01 02/21/06 INTEGRAMED AMERICA INC DE 7.01,9.01 02/21/06 INTEGRATED ELECTRICAL SERVICES INC DE 1.01,2.03,7.01,9.01 02/14/06 INTER TEL INC AZ 1.01,5.02,9.01 02/14/06 INTERACTIVE SYSTEMS WORLDWIDE INC /DE DE 3.01,9.01 02/15/06 INTERCHANGE CORP DE 2.02,9.01 02/21/06 INTERCHANGE FINANCIAL SERVICES CORP / NJ 7.01,9.01 02/21/06 INTERMAGNETICS GENERAL CORP DE 9.01 02/21/06 INTERNATIONAL AUTOMATED SYSTEMS INC UT 4.02 11/30/05 INVESTORS FINANCIAL SERVICES CORP DE 5.02 02/14/06 INVISA INC 7.01,8.01,9.01 02/16/06 IPC HOLDINGS LTD 2.02,5.02,5.03,9.01 02/21/06 IVI COMMUNICATIONS INC NV 1.01,2.01,3.02,9.01 02/15/06 JACK IN THE BOX INC /NEW/ DE 1.01,9.01 02/17/06 JACQUES MILLER INCOME FUND LP II DE 8.01 02/10/06 JAGGED PEAK, INC. NV 7.01,9.01 02/21/06 JDS UNIPHASE CORP /CA/ DE 1.01,5.02,5.03,9.01 02/14/06 JDS UNIPHASE CORP /CA/ DE 5.02 02/15/06 AMEND JEFFERIES GROUP INC /DE/ DE 1.01,2.03,3.02,5.03,9.01 02/17/06 JONES LANG LASALLE INC MD 7.01,9.01 02/21/06 JOURNAL COMMUNICATIONS INC 9.01 12/02/05 AMEND Jupiter Global Holdings Corp NV 8.01,9.01 02/13/06 Jupiter Global Holdings Corp NV 8.01,9.01 02/13/06 AMEND KANA SOFTWARE INC DE 1.01,9.01 02/14/06 KENEXA CORP 5.02 02/15/06 KENNAMETAL INC PA 5.02 02/18/06 KNOLL INC DE 7.01 02/21/06 KNOLL INC DE 8.01 02/21/06 KV PHARMACEUTICAL CO /DE/ DE 5.02,7.01,9.01 02/14/06 KYPHON INC DE 5.02,9.01 02/21/06 LAKE AREA CORN PROCESSORS LLC 2.02,9.01 02/15/06 LAMAR ADVERTISING CO/NEW DE 2.02,9.01 02/21/06 LASERSIGHT INC /DE DE 5.02,9.01 02/21/06 LEHMAN BROTHERS HOLDINGS INC DE 5.02 02/15/06 LENNOX INTERNATIONAL INC DE 2.02,4.02,9.01 02/16/06 LESCO INC/OH OH 1.01,9.01 02/14/06 LIGHTBRIDGE INC DE 1.01,9.01 02/17/06 LINCOLN ELECTRIC HOLDINGS INC OH 2.02,9.01 02/21/06 Linn Energy, LLC DE 1.01,9.01 02/16/06 LITTLE SIOUX CORN PROCESSORS LLC 1.01,2.03 02/17/06 Live Nation, Inc. DE 2.02,9.01 02/21/06 LOJACK CORP MA 2.02,9.01 02/21/06 LONG BEACH SECURITIES CORP DE 6.01 02/21/06 LONGS DRUG STORES CORP MD 2.02,9.01 02/21/06 LOUDEYE CORP DE 1.01,3.02,9.01 02/20/06 LSB CORP 1.01,2.02,3.03,5.02,8.01,9.01 01/26/06 AMEND LUBRIZOL CORP OH 1.01,5.02,9.01 02/20/06 LUFKIN INDUSTRIES INC TX 1.01,5.03,9.01 11/02/05 MADISON GAS & ELECTRIC CO WI 1.01 01/20/06 MAF BANCORP INC DE 7.01 02/21/06 MANAKOA SERVICES CORP NV 8.01 01/13/06 AMEND MANARIS CORP NV 2.01,9.01 02/15/06 MANPOWER INC /WI/ WI 1.01,9.01 02/14/06 MARCO COMMUNITY BANCORP INC FL 8.01 02/21/06 MARVELL TECHNOLOGY GROUP LTD D0 1.01 02/17/06 MBNA AMERICA BANK NATIONAL ASSOCIATIO DE 8.01,9.01 02/15/06 MCG CAPITAL CORP DE 1.01 02/14/06 MD TECHNOLOGIES INC 2.01,7.01,9.01 02/14/06 MedaSorb Technologies, Inc. 4.01,9.01 02/17/06 MEDIA GENERAL INC VA 5.02,9.01 02/19/06 MEDTRONIC INC MN 2.02,9.01 02/21/06 MEMORY PHARMACEUTICALS CORP 2.02,9.01 02/21/06 MEMORY PHARMACEUTICALS CORP 8.01,9.01 02/21/06 MERCANTILE BANKSHARES CORP MD 4.01,9.01 02/14/06 MERISTAR HOSPITALITY CORP MD 1.01,8.01,9.01 02/20/06 MERISTAR HOSPITALITY OPERATING PARTNE DE 1.01,8.01,9.01 02/20/06 Meritage Homes CORP MD 1.01,8.01,9.01 02/15/06 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 02/14/06 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 02/21/06 METRETEK TECHNOLOGIES INC DE 7.01,9.01 02/21/06 METRO ONE TELECOMMUNICATIONS INC OR 3.01,9.01 02/17/06 MGE ENERGY INC WI 1.01 01/20/06 MILLENNIUM QUEST INC DE 3.02 02/17/06 MILLIPORE CORP /MA MA 1.01,5.02,9.01 02/15/06 MINISTRY PARTNERS INVESTMENT CORP CA 5.02 01/17/06 MONARCH CASINO & RESORT INC NV 2.02 02/20/06 MOOG INC NY 8.01,9.01 02/21/06 MOTIENT CORP DE 5.02 02/14/06 MOTIVE INC DE 1.01,3.01,5.02,7.01,9.01 02/20/06 MS STRUCTURED SATURNS SERIES 2003-11 DE 8.01,9.01 02/15/06 MS STRUCTURED SATURNS SERIES 2003-6 DE 8.01,9.01 02/15/06 MS STRUCTURED SATURNS SERIES 2004-2 DE 8.01,9.01 02/15/06 MS STRUCTURED SATURNS SERIES 2004-4 DE 8.01,9.01 02/15/06 MS STRUCTURED SATURNS SERIES 2004-6 DE 8.01,9.01 02/15/06 MS STRUCTURED SATURNS SERIES 2005-1 DE 8.01,9.01 02/15/06 MS STRUCTURED TILES SERIES 2006-1 DE 9.01 02/15/06 N-VIRO INTERNATIONAL CORP DE 1.01,1.02,5.02,9.01 02/14/06 Nalco Holding CO 5.05,9.01 02/21/06 Nalco Holdings LLC DE 5.05,9.01 02/21/06 NANOMETRICS INC CA 9.01 01/25/06 AMEND NATIONAL ATLANTIC HOLDINGS CORP NJ 8.01 02/21/06 NATIONAL BANCSHARES CORP /OH/ OH 7.01,9.01 02/21/06 NATROL INC DE 1.01,5.02,9.01 02/14/06 NATUS MEDICAL INC DE 2.02,9.01 02/21/06 NAVARRE CORP /MN/ MN 8.01 02/17/06 NAVISTAR INTERNATIONAL CORP DE 8.01,9.01 02/21/06 Neenah Paper Inc DE 8.01 02/20/06 NELNET INC NE 3.02,8.01,9.01 02/17/06 NEOGEN CORP MI 2.01,9.01 02/17/06 NEOMEDIA TECHNOLOGIES INC DE 1.01,3.02,9.01 02/17/06 NEOMEDIA TECHNOLOGIES INC DE 1.01 02/17/06 NEOMEDIA TECHNOLOGIES INC DE 2.01 02/17/06 NET2PHONE INC DE 1.01,8.01,9.01 02/17/06 NETBANK INC GA 7.01,9.01 02/21/06 NETBANK INC GA 1.01 02/14/06 NEWFIELD EXPLORATION CO /DE/ DE 1.01,9.01 02/14/06 NEWFIELD EXPLORATION CO /DE/ DE 1.01,9.01 02/14/06 AMEND NEWPORT CORP NV 1.01 02/14/06 NEWS CORP 8.01,9.01 02/20/06 NEXTEL PARTNERS INC DE 2.02,9.01 02/21/06 Nissan Auto Receivables 2006-A Owner DE 8.01 02/17/06 AMEND NORTEL NETWORKS CORP 1.01,2.03,9.01 02/14/06 NORTEL NETWORKS LTD 1.01,2.03,9.01 02/14/06 NORTH AMERICAN GALVANIZING & COATINGS DE 1.01,7.01,8.01 02/17/06 North Atlantic Holding Company, Inc. DE 1.01,1.02,9.01 02/14/06 NORTH ATLANTIC TRADING CO INC NY 1.01,1.02,9.01 02/14/06 NORTHEAST UTILITIES MA 1.01 02/14/06 NORTHERN BORDER PARTNERS LP DE 1.01,3.02 02/14/06 NORTHERN TRUST CORP DE 5.02,9.01 02/21/06 NORTHWEST BIOTHERAPEUTICS INC DE 2.03,7.01 02/14/06 NOVASTAR RESOURCES LTD. NV 1.01,3.02,5.02,7.01,9.01 12/23/05 NOVINT TECHNOLOGIES INC DE 4.01,9.01 02/21/06 NS GROUP INC KY 5.02 02/16/06 NUTRI SYSTEM INC /DE/ DE 7.01,9.01 02/21/06 ODYSSEY HEALTHCARE INC DE 2.02,8.01,9.01 02/21/06 OFFICE DEPOT INC DE 1.01 02/14/06 OHIO STATE BANCSHARES INC OH 5.02 02/16/06 OLD DOMINION FREIGHT LINE INC/VA VA 1.01,9.01 10/31/05 OLD POINT FINANCIAL CORP VA 7.01,9.01 02/21/06 OLIN CORP VA 7.01,9.01 02/21/06 OMI CORP/M I 2.02,9.01 02/20/06 OMNI ENERGY SERVICES CORP LA 2.01,7.01,9.01 02/14/06 ON ASSIGNMENT INC DE 2.02,9.01 02/21/06 ONEOK INC /NEW/ OK 8.01 02/21/06 ONEOK INC /NEW/ OK 1.01 02/21/06 Onstream Media CORP FL 8.01,9.01 02/21/06 OPHTHALMIC IMAGING SYSTEMS CA 7.01,9.01 02/15/06 OPSWARE INC DE 1.01 02/14/06 OPTION CARE INC/DE DE 2.02,9.01 02/21/06 Orange 21 Inc. DE 2.02,9.01 02/21/06 OREGON STEEL MILLS INC DE 1.01 02/16/06 ORTHOFIX INTERNATIONAL N V 1.01,5.02,7.01 02/16/06 OSK CAPITAL II CORP NV 4.01,9.01 02/07/06 AMEND Ottawa Savings Bancorp, Inc. X1 8.01,9.01 02/21/06 PANTRY INC DE 1.01,8.01,9.01 02/16/06 PEMCO AVIATION GROUP INC DE 1.01,2.03,9.01 02/15/06 PENFORD CORP WA 1.01,9.01 02/17/06 PHASE FORWARD INC DE 2.02,9.01 02/15/06 AMEND PHYTOMEDICAL TECHNOLOGIES INC NV 7.01,9.01 02/15/06 PIONEER NATURAL RESOURCES CO DE 7.01,9.01 01/15/06 PIONEER NATURAL RESOURCES CO DE 1.01 02/14/06 PLACER SIERRA BANCSHARES CA 1.01,9.01 02/15/06 PNC FINANCIAL SERVICES GROUP INC PA 1.01 02/14/06 POINT 360 CA 9.01 12/31/05 POLARIS INDUSTRIES INC/MN MN 1.01,7.01,9.01 02/20/06 POORE BROTHERS INC DE 3.01,5.02,9.01 02/16/06 POWER INTEGRATIONS INC CA 1.01 01/31/06 PPT VISION INC MN 2.02,3.02,9.01 02/17/06 PRB Gas Transportation, Inc. NV 8.01,9.01 02/21/06 PRE PAID LEGAL SERVICES INC OK 2.02,9.01 12/31/05 PRIMUS GUARANTY LTD 1.01 02/15/06 PRIVATE BUSINESS INC TN 5.02,9.01 02/21/06 PROSPECT ENERGY CORP MD 8.01,9.01 02/21/06 PROSPECT ENERGY CORP MD 8.01,9.01 02/21/06 PULTE HOMES INC/MI/ MI 7.01,9.01 02/21/06 Quest Minerals & Mining Corp UT 1.01,1.02,3.02,9.01 02/14/06 QUEST SOFTWARE INC CA 1.01 02/16/06 QUESTAR CORP UT 1.01,9.01 01/14/06 QUESTAR PIPELINE CO UT 5.02,7.01,9.01 02/14/06 Quintana Maritime LTD 1T 1.01,9.01 02/15/06 RADIANT LOGISTICS, INC DE 1.01,3.02,9.01 02/17/06 RADIOSHACK CORP DE 1.01,1.02,5.02,9.01 02/20/06 RADIOSHACK CORP DE 2.05,7.01,8.01,9.01 02/17/06 RAINIER PACIFIC FINANCIAL GROUP INC WA 8.01,9.01 02/21/06 RANCHO SANTA MONICA DEVELOPMENTS INC. 4.01,9.01 12/16/05 AMEND RAYMOND JAMES FINANCIAL INC FL 1.01 02/16/06 RECKSON ASSOCIATES REALTY CORP MD 1.01,5.03,9.01 02/14/06 RELIANT ENERGY INC DE 2.02,9.01 02/21/06 RENAISSANCE LEARNING INC WI 1.01,5.02,8.01,9.01 02/15/06 REPUBLIC BANCORP INC /KY/ KY 1.01,9.01 02/15/06 ROCK OF AGES CORP DE 1.01 02/21/06 ROSS STORES INC DE 1.01 02/14/06 RUBINCON VENTURES INC DE 5.02 02/15/06 RURAL CELLULAR CORP MN 2.02,9.01 02/21/06 RYDER SYSTEM INC FL 4.01,9.01 09/22/05 AMEND S&C HOLDCO 3 INC 5.02,9.01 02/20/06 S&T BANCORP INC PA 5.02 02/20/06 SAKS INC TN 1.01,9.01 02/16/06 SAN JUAN BASIN ROYALTY TRUST TX 2.02,9.01 02/17/06 SBA COMMUNICATIONS CORP FL 2.02 02/20/06 SCHULMAN A INC DE 8.01,9.01 02/21/06 SCOTIA PACIFIC CO LLC DE 8.01 02/21/06 SEAMLESS WI-FI, INC. 8.01 06/28/05 SEAMLESS WI-FI, INC. 8.01,9.01 01/17/06 SERENA SOFTWARE INC DE 2.02,9.01 02/21/06 SERVICEMASTER CO DE 2.02 02/20/06 SI INTERNATIONAL INC DE 2.02,9.01 02/21/06 SIERRA PACIFIC RESOURCES /NV/ NV 8.01 02/13/06 SIGNET INTERNATIONAL HOLDINGS, INC. DE 4.02 02/21/06 AMEND SIMTROL INC DE 1.01,9.01 02/15/06 SKYTERRA COMMUNICATIONS INC DE 2.01,9.01 02/21/06 AMEND SKYWEST INC UT 9.01 09/07/05 AMEND SMALL WORLD KIDS INC UT 1.02,9.01 02/17/06 SMART ONLINE INC 2.03 02/14/06 SMART ONLINE INC 2.03 02/14/06 AMEND SmartPros Ltd. DE 1.01,8.01,9.01 02/14/06 SMITH & WOLLENSKY RESTAURANT GROUP IN DE 1.01,5.02 02/16/06 SMITH MICRO SOFTWARE INC DE 2.02,9.01 02/21/06 SMITHWAY MOTOR XPRESS CORP NV 1.01 02/10/06 SoftBrands, Inc. DE 1.01,9.01 02/16/06 SOLECTRON CORP DE 1.01,2.03,8.01,9.01 02/14/06 SOLOMON TECHNOLOGIES INC DE 3.02,3.03,5.02 02/15/06 SOLUTIA INC DE 2.02,7.01,9.01 02/21/06 SOMERSET INTERNATIONAL GROUP,INC. DE 3.02 02/20/06 SONIC AUTOMOTIVE INC DE 1.01,1.02,2.01,2.02, 02/17/06 2.03,7.01,9.01 SONOMA VALLEY BANCORP CA 7.01,9.01 02/16/06 SOUTHERN COPPER CORP/ DE 8.01 02/19/06 SOUTHFIRST BANCSHARES INC DE 3.01,8.01,9.01 02/17/06 SOYODO GROUP HOLDINGS INC DE 4.01,9.01 02/21/06 SPANISH BROADCASTING SYSTEM INC DE 2.01,9.01 02/17/06 SPORT HALEY INC CO 4.02,8.01,9.01 02/20/06 SSA GLOBAL TECHNOLOGIES, INC DE 2.02,9.01 02/21/06 STAKTEK HOLDINGS INC DE 5.02 02/21/06 STEPAN CO DE 1.01,9.01 02/14/06 STEPAN CO DE 1.01,9.01 02/14/06 STEWARDSHIP FINANCIAL CORP NJ 2.02,9.01 02/16/06 STEWART ENTERPRISES INC LA 2.02,9.01 02/17/06 STREICHER MOBILE FUELING INC FL 5.02 02/17/06 SUNOCO LOGISTICS PARTNERS LP DE 8.01 02/21/06 SUNTRUST BANKS INC GA 1.01,9.01 02/17/06 SUPERIOR ESSEX INC DE 5.02 02/16/06 SUPERIOR ESSEX INC DE 1.01 02/15/06 SYCAMORE NETWORKS INC DE 2.02,9.01 02/21/06 SYNTAX-BRILLIAN CORP DE 2.02,9.01 02/21/06 TARGET LOGISTICS INC DE 8.01 02/19/06 TECHTEAM GLOBAL INC DE 8.01,9.01 02/21/06 TEKELEC CA 2.02,2.06,4.02,9.01 02/17/06 TELEVIDEO INC DE 4.01,5.02,9.01 11/10/05 AMEND TEMPLE INLAND INC DE 7.01 02/21/06 TENET HEALTHCARE CORP NV 8.01 02/21/06 TENNANT CO MN 2.02,9.01 02/21/06 TENNANT CO MN 1.01 02/14/06 TEREX CORP DE 8.01,9.01 02/15/06 TLC VISION CORP A6 8.01,9.01 02/21/06 TOO, INC. DE 1.01,9.01 02/14/06 TORO CO DE 1.01,9.01 02/16/06 TRACTOR SUPPLY CO /DE/ DE 1.01 02/17/06 Traffic.com, Inc. DE 2.02,9.01 02/21/06 TRAMMELL CROW CO DE 2.02,9.01 02/21/06 Transnational Automotive Group, Inc. NV 5.02 01/24/06 TRANSNATIONAL FINANCIAL NETWORK INC CA 5.02 02/07/06 TRANSTECHNOLOGY CORP DE 1.01,3.02,9.01 02/15/06 TREMISIS ENERGY ACQUISITION CORP 1.01,9.01 02/15/06 AMEND TRIAD HOSPITALS INC DE 2.02,9.01 02/21/06 TRIBUNE CO DE 1.01,9.01 02/21/06 TRIMERIS INC DE 1.01,9.01 02/20/06 TRIMOL GROUP INC DE 8.01 02/11/06 TRIO TECH INTERNATIONAL CA 2.02,9.01 02/17/06 TRUEYOU.COM DE 4.01,4.02,9.01 02/20/06 AMEND TRUSTCO BANK CORP N Y NY 8.01,9.01 01/31/06 TRW AUTOMOTIVE HOLDINGS CORP DE 2.02,9.01 02/21/06 TUMBLEWEED COMMUNICATIONS CORP DE 1.01,1.02,9.01 02/20/06 TYCO INTERNATIONAL LTD /BER/ D0 2.01,9.01 02/16/06 UAL CORP /DE/ DE 8.01,9.01 02/21/06 UCBH HOLDINGS INC DE 1.02,9.01 02/21/06 Under Armour, Inc. MD 3.02 02/14/06 UNIFI INC NY 7.01,9.01 02/21/06 UNION DRILLING INC DE 5.02 02/15/06 UNITED DOMINION REALTY TRUST INC MD 1.01,8.01,9.01 02/15/06 UNITED SURGICAL PARTNERS INTERNATIONA DE 1.01,9.01 02/21/06 UNITED THERAPEUTICS CORP DE 2.02,9.01 02/21/06 UNIVERSAL DISPLAY CORP \PA\ PA 1.01 02/21/06 UNIVERSAL FOOD & BEVERAGE COMPNY NV 1.01,2.01,3.02,5.03,9.01 02/15/06 URANERZ ENERGY CORP. NV 1.01 02/17/06 UROPLASTY INC MN 1.01,9.01 02/21/06 US AIRWAYS GROUP INC DE 2.02,9.01 02/21/06 USEC INC DE 2.02,9.01 02/21/06 USG CORP DE 2.02 02/17/06 VA SOFTWARE CORP DE 2.02,9.01 02/21/06 VAALCO ENERGY INC /DE/ DE 1.01,2.03,9.01 02/15/06 VARSITY GROUP INC 1.01,5.02 02/14/06 VCA ANTECH INC DE 2.02,8.01,9.01 02/21/06 VEECO INSTRUMENTS INC DE 1.01,9.01 02/17/06 VERIZON COMMUNICATIONS INC DE 2.04 02/21/06 VIAVID BROADCASTING INC NV 2.02 12/31/05 VINEYARD NATIONAL BANCORP CA 7.01,9.01 02/21/06 VITA FOOD PRODUCTS INC NV 1.01,9.01 02/16/06 Volkswagen Auto Lease Trust 2004-A DE 8.01,9.01 02/21/06 Volkswagen Auto Lease Trust 2005-A 8.01,9.01 02/21/06 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2 8.01,9.01 02/21/06 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2 DE 8.01,9.01 02/21/06 Volkswagen Auto Loan Enhanced Trust 2 8.01,9.01 02/21/06 Volkswagen Credit Auto Master Owner T DE 8.01,9.01 02/21/06 W HOLDING CO INC PR 8.01,9.01 02/20/06 WABASH NATIONAL CORP /DE DE 1.01,9.01 02/14/06 WAL MART STORES INC DE 2.02 02/21/06 WALTER INDUSTRIES INC /NEW/ DE 1.01,9.01 02/14/06 WARP TECHNOLOGY HOLDINGS INC NV 7.01,9.01 02/21/06 WASHINGTON MUTUAL INC WA 8.01,9.01 02/15/06 WASTE MANAGEMENT INC DE 8.01,9.01 02/21/06 WAVE SYSTEMS CORP DE 8.01,9.01 02/15/06 WEATHERFORD INTERNATIONAL LTD D0 1.01 02/15/06 WEBEX COMMUNICATIONS INC 1.01 02/07/06 AMEND WELLCO ENTERPRISES INC NC 5.02,8.01 02/21/06 WEST PHARMACEUTICAL SERVICES INC PA 2.02,9.01 12/31/05 WESTERN GAS RESOURCES INC DE 8.01,9.01 02/16/06 WESTERN GAS RESOURCES INC DE 7.01,9.01 02/16/06 WESTLAKE CHEMICAL CORP 2.02,9.01 02/21/06 WEYERHAEUSER CO WA 5.03 02/16/06 WEYERHAEUSER CO WA 1.01,9.01 02/15/06 WINMARK CORP MN 2.02,7.01,9.01 02/16/06 Winthrop Realty Trust OH 2.01,7.01,8.01,9.01 02/16/06 AMEND WIRELESS XCESSORIES GROUP INC DE 2.02,7.01 02/21/06 WORLD HEART CORP A6 2.02,9.01 02/21/06 YP CORP NV 1.01,5.02,9.01 01/25/06 ZIMMER HOLDINGS INC DE 1.01,9.01 02/17/06