SEC NEWS DIGEST Issue 2006-41 March 2, 2006 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS CLOSED MEETING - THURSDAY, MARCH 9, 2006 - 2:00 P.M. The subject matter of the closed meeting scheduled for Thursday, March 9, will be: Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; Consideration of amicus participation; Report of an investigation; and a Matter involving investigative techniques and procedures. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact: The Office of the Secretary at (202) 551-5400. ENFORCEMENT PROCEEDINGS JOSÉ ZOLLINO BARRED FROM SECURITIES INDUSTRY José P. Zollino has been barred from the securities industry. The sanction was based on his felony conviction and injunction and was ordered in an administrative proceeding before an administrative law judge. Zollino was convicted of conspiracy to commit fraud and conspiracy to launder monetary instruments and permanently enjoined from committing further violations of the antifraud provisions of the securities laws. He is currently serving a 144-month prison term. The wrongdoing that was the basis for his conviction and injunction occurred from 1993 to 1999 through a Texas-based investment adviser, InverWorld, Inc. and broker-dealer, InverWorld Securities, Inc., over which Zollino had 100% control. Losses to investors exceeded $300 million. (Initial Decision No. 308; File No. 3-11536) IN THE MATTER OF PAUL LEMMON, MARK VALENTINE AND MICHAEL VLAHOVIC On March 2, the Commission issued an Order Making Findings and Imposing Remedial Sanctions Pursuant to Section 15(b) of the Securities Exchange Act of 1934 as to Paul D. Lemmon (Order). The Order finds, among other things, that Lemmon participated in an offering of a penny stock and pled guilty to one count of conspiracy to commit wire fraud. Based on the above, the Order bars Lemmon, by consent, from participating in any offering of a penny stock, including: acting as a promoter, finder, consultant, agent or other person who engages in activities with a broker, dealer or issuer for purposes of the issuance or trading in any penny stock, or inducing or attempting to induce the purchase or sale of any penny stock. (Rel. 34-53397; File No. 3-12153) SEC FILES INSIDER TRADING ACTION AGAINST FORMER VPs OF COUNTRYWIDE FINANCIAL CORP. The Commission filed insider trading charges today in federal district court in Los Angeles, Calif. against two former vice presidents of Countrywide Financial Corp. The Commission's complaint alleges that Alan Cao, age 37, of Woodland Hills, Calif., and Jun Shi, age 42, of Moorpark, Calif., traded in Countrywide stock while aware of confidential negative earnings information. Cao and Shi agreed to settle the charges, without admitting or denying the allegations, by repaying their ill-gotten trading profits and paying a monetary penalty of a like amount, for a total of approximately $100,000 for Cao and $40,000 for Shi. On Oct. 20, 2004, Countrywide issued a press release announcing that its third quarter earnings per share were $0.94, compared to $1.93 the year before. That day, Countrywide's stock price fell 11.5% and trading volume increased 307%. The Commission's complaint alleges that by mid-October 2004, Cao, a vice president of financial planning, had learned that Countrywide's third quarter earnings results were negative and that Countrywide would announce revised downward earnings guidance. The complaint further alleges that on October 19, Cao, betting that Countrywide's stock price would decline after the company's negative earnings announcement, sold short (i.e., borrowed and then sold) 15,000 Countrywide shares. A few hours after the October 20 earnings announcement, when Countrywide's stock price had declined, Cao purchased 15,000 Countrywide shares to cover the borrowed shares, for an illegal profit of $48,352. The Commission's complaint further alleges that Cao twice tipped Shi, a first vice president of finance in Countrywide's treasury bank division, with Countrywide's nonpublic negative earnings information. After the first tip, Shi sold 2,300 Countrywide shares, thereby avoiding losses of $11,567 that he otherwise would have incurred. After the second tip, Shi sold short 2,000 Countrywide shares, which he covered a few hours after the October 20 announcement, for a profit of $8,461. By engaging in such trading, Cao and Shi breached their duty to Countrywide not to trade on the basis of confidential corporate information. To settle the Commission's charges, Cao and Shi consented to the entry of a final judgment permanently enjoining each from future violations of the antifraud provisions of Section 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. Cao agreed to pay $48,352 in disgorgement of his illegal trading profits, prejudgment interest of $1,267, and a civil money penalty of $48,352. Shi agreed to pay $20,028 in disgorgement of his illegal trading profits, prejudgment interest of $525, and a civil money penalty of $20,028. [SEC v. Alan Cao and Jun Shi, Civil Action No. 06-1269 (RCx) C.D. Cal.] (LR-19586) COMMISSION CHARGES ATTORNEY AND HIS FATHER WITH INSIDER TRADING The Commission today filed charges against Mitchell S. Drucker (M. Drucker), an attorney and former associate general counsel at NBTY, Inc. (NBTY), a nutritional supplements manufacturer and retailer, and his father, Ronald Drucker (R. Drucker) (collectively, the Defendants), with insider trading in the shares of NBTY stock. The Commission also named William Minerva (Minerva), a friend of M. Drucker, as a relief defendant. The Commission's complaint, filed in the United States District Court for the Southern District of New York, alleges that on Oct. 18, 2001, M. Drucker directed the sale of his entire holdings of NBTY stock, consisting of 25,700 shares, after learning material, non-public information that NBTY's fourth quarter earnings per share (EPS) would be about 50 percent lower than analysts' expectations. The day after M. Drucker's sales, NBTY publicly announced, through a press release, that its fourth quarter EPS would be significantly lower than analysts' expectations. On the next trading day following the issuance of the press release, the price of NBTY shares fell by 27%, or $2.69. The Commission's complaint also alleges that just after M. Drucker began selling his stock, on October 18, 2001, he engaged in a series of telephone calls with R. Drucker in which M. Drucker conveyed the material non-public information regarding NBTY's fourth quarter EPS results. As a result of this tip, R. Drucker also sold his entire holdings of NBTY stock, consisting of 10,000 shares, on Oct. 18, 2001. Furthermore, while M. Drucker was placing his own trades on Oct. 18, 2001, he also directed the sale of the entire NBTY holdings of his friend Minerva, which consisted of 1,575 shares. By trading in advance of the public release of NBTY's fourth quarter EPS, M. Drucker, R. Drucker, and Minerva avoided losses of $138,174, $51,116, and $7,953, respectively. The Commission alleges that, as a result of the foregoing, the Defendants violated Section 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. In its lawsuit, the Commission seeks an order permanently enjoining the Defendants from violations of the above provisions of the federal securities laws, requiring disgorgement of losses avoided, plus prejudgment interest thereon, and imposing civil penalties pursuant to Section 21A of the Exchange Act. The Commission also seeks an order barring M. Drucker from acting as an officer or director of a public company. In addition, the Commission seeks disgorgement plus prejudgment interest from Minerva, as a relief defendant, for the losses Minerva avoided when M. Drucker sold Minerva's NBTY shares. [SEC v. Mitchell Drucker and Ronald Drucker, Defendants, and William Minerva, Relief Defendant, 06 Civ. 1644 (SDNY) (RCC) (DCF)] (LR-19587) ADDITIONS AND CORRECTIONS A summary in the February 27th issue of the Digest entitled "SEC SUSPENDS FORMER GENERAL COUNSEL OF SYMBOL TECHNOLOGIES, INC. FROM APPEARING OR PRACTICING BEFORE THE COMMISSION UNDER RULE 102(e) FOR HIS ROLE IN ACCOUNTING FRAUD" should have included the following litigation cite: [SEC v. Symbol Technologies, Inc., et al., 04 CV 2267 (LDW)(EDNY)] (LR-19585; AAE Rel. 2391) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change (SR-Phlx-2006-13) filed by the Philadelphia Stock Exchange relating to the extension of a pilot program concerning option position limits 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 March 6. (Rel. 34- 53388) ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission granted accelerated approval to a proposed rule change (SR-ISE-2006-08) filed by the International Securities Exchange to establish fees for historical options tick market data for non-members. Publication of the order is expected in the Federal Register during the week of March 6. (Rel. 34-53390) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-8 UAL CORP /DE/, 1200 ALGONQUIN ROAD, ELK GROVE TOWNSHIP, IL, 60007, 8477004000 - 0 ($8,771,113.45) Equity, (File 333-132110 - Mar. 1) (BR. 05C) S-8 UAL CORP /DE/, 1200 ALGONQUIN ROAD, ELK GROVE TOWNSHIP, IL, 60007, 8477004000 - 0 ($88,825,000.00) Equity, (File 333-132111 - Mar. 1) (BR. 05C) S-3 INFRASOURCE SERVICES INC, 100 WEST SIXTH STREET, SUITE 300, MEDIA, PA, 19063, 6104808000 - 0 ($275,977,000.00) Equity, (File 333-132112 - Mar. 1) (BR. 06B) S-8 HANSON PLC, 1 GROSVENOR PLACE, LONDON, ENGLAND, X0, SW1X7JH, 4402072594156 - 6,234,374 ($76,545,643.97) Other, (File 333-132116 - Mar. 1) (BR. 04B) S-8 HANSON PLC, 1 GROSVENOR PLACE, LONDON, ENGLAND, X0, SW1X7JH, 4402072594156 - 3,500,000 ($42,574,000.00) Other, (File 333-132117 - Mar. 1) (BR. 04B) S-3 PAINCARE HOLDINGS INC, 22 SHELTER ROCK LANE, DANBURY, CT, 06810, 2037988988 - 0 ($75,229,568.00) Equity, (File 333-132118 - Mar. 1) (BR. 01B) SB-2 Irish Mag, Inc., 646 FIRST AVENUE NORTH, ST. PETERSBURG, FL, 33701, (866) 821-9004 - 2,350,000 ($2,350,000.00) Equity, (File 333-132119 - Mar. 1) (BR. 09) SB-2 Lid Hair Studios International, Inc., 182 - 1917 WEST 4TH AVENUE, VANCOUVER, A1, V6J 1M7, 604-813-6809 - 4,140,000 ($414,000.00) Equity, (File 333-132120 - Mar. 1) (BR. 09) S-1 Newport Entertainment Group, Inc., 95 ARGONAUT, SUITE 240, ALISO VIEJO, CA, 92656, 949.254.5283 - 30,000,000 ($10,000,000.00) Equity, (File 333-132121 - Mar. 1) (BR. ) S-8 MEDICAL CONNECTIONS HOLDINGS, INC., 2300 GLADES ROAD, SUITE 202(E), BOCA RATON, FL, 33431, (561) 353-1110 - 50,000 ($75,000.00) Equity, (File 333-132122 - Mar. 1) (BR. 08C) S-3 SEQUOIA MORTGAGE FUNDING CORP, 591 REDWOOD HWY, STE 3120, MILL VALLEY, CA, 94941, 4153811765 - 0 ($3,000,000,000.00) Asset-Backed Securities, (File 333-132123 - Mar. 1) (BR. 05D) S-1 TRIPATH TECHNOLOGY INC, 2560 ORCHARD PARKWAY, SAN JOSE, CA, 95131, 408-750-3000 - 6,081,080 ($2,310,810.40) Equity, (File 333-132125 - Mar. 1) (BR. 10C) SB-2 Pro Travel Network, Inc, 5592246000 - 400,340 ($500,425.00) Equity, (File 333-132127 - Mar. 1) (BR. ) S-3ASR AMERICAN AXLE & MANUFACTURING INC, 1840 HOLBROOK AVE, DETROIT, MI, 48212, 3139742000 - 0 ($0.00) Other, (File 333-132129 - Mar. 1) (BR. 05) S-3 SECURE COMPUTING CORP, 2675 LONG LAKE ROAD, -, ROSEVILLE, MN, 55113, 651-628-2773 - 0 ($93,011,360.00) Equity, (File 333-132130 - Mar. 1) (BR. 03B) S-4 Cooper US, Inc., 600 TRAVIS, SUITE 5800, HOUSTON, TX, 77002, 713.209.8400 - 325,000,000 ($325,000,000.00) Non-Convertible Debt, (File 333-132131 - Mar. 1) (BR. ) S-1 VELOCITY EXPRESS CORP, ONE MORNINGSIDE DRIVE NORTH, BUILDING B SUITE 300, WESTPORT, X1, 06880, 203-349-4160 - 0 ($47,927,576.34) Equity, (File 333-132132 - Mar. 1) (BR. 05C) S-3 NISSAN AUTO RECEIVABLES CORP II, C/O NISSAN NORTH AMERICA, INC., 990 WEST 190TH STREET, MAILSTOP M8A, TORRANCE, CA, 90502, 3107198583 - 0 ($1,000,000.00) Asset-Backed Securities, (File 333-132133 - Mar. 1) (BR. 05D) SB-2 Lexaria Corp., 604-684-0999 #4 - 11,233,300 ($1,684,995.00) Equity, (File 333-132134 - Mar. 1) (BR. ) S-1 Northstar Neuroscience, Inc., 2401 FOURTH AVENUE, SUITE 300, SEATTLE, WA, 98121, (206) 728-1477 - 0 ($85,000,000.00) Equity, (File 333-132135 - Mar. 1) (BR. ) S-8 SKYSTAR BIO-PHARMACEUTICAL CO, RM 10601, JIEZUO PLAZA, NO. 4, FENGHUI ROAD SOUTH, GAOXIN DISTRICT, XIAN PROVINCE, F4, 00000, 407-645-4433 - 1,199,648 ($2,255,338.24) Equity, (File 333-132136 - Mar. 1) (BR. 03A) S-3ASR FIRST MIDWEST BANCORP INC, ONE PIERCE PLACE, SUITE 1500, ITASCA, IL, 60143, 6308757450 - 0 ($0.00) Unallocated (Universal) Shelf, (File 333-132137 - Mar. 1) (BR. 07B) S-1 LoopNet, Inc., 185 BERRY STREET, SUITE 4000, SAN FRANCISCO, CA, 94107, (415) 243-4200 - 0 ($86,250,000.00) Equity, (File 333-132138 - Mar. 1) (BR. ) S-8 ECOLAB INC, ECOLAB CTR, 370 WABASHA ST NORTH, ST PAUL, MN, 55102, 6512932233 - 0 ($7,500,000.00) Other, (File 333-132139 - Mar. 1) (BR. 06A) S-8 ELITE PHARMACEUTICALS INC /DE/, 165 LUDLOW AVENUE, NORTHVALE, NJ, 07647, 2017502646 - 2,500,000 ($5,825,000.00) Equity, (File 333-132140 - Mar. 1) (BR. 01A) S-8 APPLIED FILMS CORP, 9586 I-25 FRONTAGE ROAD, LONGMONT, CO, 80504, 303-774-3200 - 1,200,000 ($23,112,000.00) Equity, (File 333-132141 - Mar. 1) (BR. 10A) S-8 OSI SYSTEMS INC, 12525 CHADRON AVE, HAWTHORNE, CA, 90250, 3109780516 - 0 ($6,357,000.00) Equity, (File 333-132142 - Mar. 1) (BR. 10C) S-3ASR BALL CORP, 10 LONGS PEAK DRIVE, BROOMFIELD, CO, 80021-2510, 3034695511 - 0 ($0.00) Other, (File 333-132143 - Mar. 1) (BR. 06A) S-8 AMERICAN RETIREMENT CORP, 111 WESTWOOD PLACE, SUITE 202, BRENTWOOD, TN, 37027, 6152212250 - 2,354,975 ($63,207,529.00) Equity, (File 333-132144 - Mar. 1) (BR. 11B) S-3ASR AMERADA HESS CORP, 1185 AVENUE OF THE AMERICAS, NEW YORK, NY, 10036, 2129978500 - 0 ($0.00) Debt, 0 ($0.00) Equity, (File 333-132145 - Mar. 1) (BR. 04A) S-1 TIME AMERICA INC, 8840 EAST CHAPARRAL ROAD, SUITE 100, SCOTTSDALE, AZ, 85250, 480-296-0442 - 0 ($3,296,014.00) Equity, (File 333-132146 - Mar. 1) (BR. 03B) S-8 UNICO INC /AZ/, 5308734394 - 10,000,000 ($17,500.00) Equity, (File 333-132147 - Mar. 1) (BR. 04) 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 ------------------------------------------------------------------------------------------------------- 1ST INDEPENDENCE FINANCIAL GROUP, INC DE 2.02,9.01 12/31/05 360 GLOBAL WINE CO NV 8.01,9.01 02/28/06 51149 INC DE 1.01,5.01,5.02 02/23/06 ACADIA PHARMACEUTICALS INC DE 2.02,9.01 03/01/06 ACT TELECONFERENCING INC CO 5.02,7.01,9.01 02/24/06 ADC TELECOMMUNICATIONS INC MN 2.02,7.01,9.01 03/01/06 ADVENTRX PHARMACEUTICALS INC DE 3.02 02/24/06 ADVO INC DE 8.01,9.01 03/01/06 AGILE SOFTWARE CORP DE 1.01,9.01 02/22/06 AK STEEL HOLDING CORP DE 7.01,9.01 03/01/06 AKSYS LTD DE 2.02,9.01 03/01/06 ALDILA INC DE 2.02,7.01,9.01 03/01/06 ALLIANCE GAMING CORP NV 8.01 02/27/06 ALLIANCEBERNSTEIN HOLDING L.P. DE 5.02 02/25/06 ALLIANCEBERNSTEIN L.P. DE 5.02 02/25/06 ALLIANT TECHSYSTEMS INC DE 7.01,9.01 03/01/06 ALTERNATIVE LOAN TRUST 2005-10CB 9.01 02/25/06 Alternative Loan Trust 2005-11CB 9.01 02/25/06 Alternative Loan Trust 2005-13CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-14 9.01 02/25/06 Alternative Loan Trust 2005-16 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-17 9.01 02/25/06 Alternative Loan Trust 2005-18CB 9.01 02/25/06 Alternative Loan Trust 2005-19CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-20CB 9.01 02/25/06 Alternative Loan Trust 2005-21CB 9.01 02/25/06 Alternative Loan Trust 2005-22T1 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-23CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-25T1 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-26CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-27 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-28CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-29CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-30CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-31 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-32T1 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-33CB 9.01 02/25/06 Alternative Loan Trust 2005-34CB 9.01 02/25/06 Alternative Loan Trust 2005-35CB 9.01 02/25/06 Alternative Loan Trust 2005-36 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-37T1 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-38 9.01 02/25/06 Alternative Loan Trust 2005-4 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-40CB 9.01 02/25/06 Alternative Loan Trust 2005-41 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-42CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-43 9.01 02/25/06 Alternative Loan Trust 2005-44 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-46CB 9.01 02/25/06 Alternative Loan Trust 2005-47CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-48T1 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-49CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-50CB 9.01 02/25/06 Alternative Loan Trust 2005-53T2 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-54CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-55CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-57CB 9.01 02/25/06 Alternative Loan Trust 2005-60T1 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-64CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-6CB 9.01 02/25/06 Alternative Loan Trust 2005-79CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-7CB 9.01 02/25/06 Alternative Loan Trust 2005-86CB 9.01 02/25/06 Alternative Loan Trust 2005-9CB 9.01 02/25/06 ALTERNATIVE LOAN TRUST 2005-J10 9.01 02/25/06 Alternative Loan Trust 2005-J4 9.01 02/25/06 Alternative Loan Trust 2005-J6 9.01 02/25/06 Alternative Loan Trust 2005-J7 9.01 02/25/06 Alternative Loan Trust 2006-J1 DE 8.01,9.01 02/28/06 AMCO TRANSPORT HOLDINGS INC CO 5.03,9.01 03/01/06 AMEDISYS INC DE 7.01,9.01 02/28/06 AMERICA ONLINE LATIN AMERICA INC DE 7.01,9.01 02/23/06 AMERICAN BANCORP OF NEW JERSEY INC NJ 8.01,9.01 03/01/06 American Caresource Holdings, Inc. DE 5.02 03/01/06 AMERICAN POWER CONVERSION CORPORATION MA 1.01 02/23/06 AMERICAN SAFETY INSURANCE HOLDINGS LT 2.02 12/31/05 AMERICAN SAFETY INSURANCE HOLDINGS LT 2.02 12/31/05 AMSURG CORP TN 7.01,9.01 02/28/06 AMYLIN PHARMACEUTICALS INC DE 8.01,9.01 03/01/06 ANSOFT CORP PA 8.01 03/01/06 ANTIGENICS INC /DE/ DE 1.01 02/24/06 APPLIX INC /MA/ MA 1.01,9.01 02/27/06 ARCH CAPITAL GROUP LTD. 1.01,8.01 02/23/06 ARCHIPELAGO HOLDINGS INC 8.01,9.01 02/27/06 ARISTOTLE CORP DE 2.02,9.01 03/01/06 Arran Funding LTD XX 8.01,9.01 02/15/06 ARVINMERITOR INC IN 8.01 03/01/06 ASBURY AUTOMOTIVE GROUP INC DE 1.01 03/01/06 ASHWORTH INC DE 1.01,5.02,9.01 02/23/06 ATLAS AIR WORLDWIDE HOLDINGS INC DE 7.01,9.01 03/01/06 ATLAS PIPELINE PARTNERS LP DE 2.02,9.01 03/01/06 ATS MEDICAL INC MN 1.01 02/28/06 AUTOZONE INC NV 2.02 03/01/06 AVIALL INC DE 1.01,9.01 02/24/06 AVID TECHNOLOGY INC DE 1.01 03/01/06 AXA FINANCIAL INC DE 2.02,9.01 02/28/06 BANCINSURANCE CORP OH 2.02,8.01 03/01/06 BARRIER THERAPEUTICS INC DE 2.02,9.01 02/27/06 BASIC EARTH SCIENCE SYSTEMS INC DE 8.01,9.01 03/01/06 BAUSCH & LOMB INC NY 1.01 02/24/06 BAYLAKE CORP WI 7.01 02/28/06 BEAZER HOMES USA INC DE 7.01,9.01 03/01/06 BERKSHIRE HILLS BANCORP INC 7.01,9.01 03/01/06 BioMed Realty Trust Inc MD 2.02,9.01 02/28/06 BioScrip, Inc. DE 2.01,9.01 02/28/06 BLACK & DECKER CORP MD 7.01,9.01 03/01/06 BLOCKBUSTER INC DE 1.01,1.02,9.01 02/28/06 Boardwalk Pipeline Partners, LP DE 7.01,9.01 03/01/06 BOWNE & CO INC DE 8.01 02/28/06 BRANDPARTNERS GROUP INC DE 8.01 02/28/06 BRIGHTPOINT INC IN 1.01,1.02 02/23/06 BRINKS CO VA 1.01 02/23/06 BROWN FORMAN CORP DE 2.02,9.01 03/01/06 BUCS FINANCIAL CORP MD 1.01 03/01/06 BULLION RIVER GOLD CORP 3.02 01/19/06 AMEND Bunge LTD 1.01 02/24/06 BUSINESS DEVELOPMENT CORP OF AMERICA DE 5.03,9.01 03/01/06 BUTLER NATIONAL CORP DE 2.02,8.01,9.01 03/01/06 CABCO SERIES 2004-1 TRUST (GOLDMAN SA 8.01,9.01 02/15/06 CABCO SERIES 2004-101 TRUST (GOLDMAN 8.01,9.01 02/15/06 CABLEVISION SYSTEMS CORP /NY DE 1.01,2.02,9.01 02/27/06 CABOT OIL & GAS CORP DE 1.01,5.02 02/23/06 CACI INTERNATIONAL INC /DE/ DE 1.01,2.01,7.01,8.01,9.01 03/01/06 CADENCE DESIGN SYSTEMS INC DE 5.02,9.01 02/27/06 CAL DIVE INTERNATIONAL INC MN 2.02,9.01 02/28/06 CAL DIVE INTERNATIONAL INC MN 5.03,7.01,9.01 02/27/06 CALPINE CORP DE 8.01 03/01/06 Cambridge Display Technology, Inc. DE 2.02,9.01 02/28/06 CANO PETROLEUM, INC 1.01,9.01 02/24/06 CAP ROCK ENERGY CORP 7.01,9.01 02/24/06 CARACO PHARMACEUTICAL LABORATORIES LT MI 3.02 02/23/05 CARDIMA INC DE 5.02,9.01 02/23/06 CARDIOGENESIS CORP /CA CA 2.02,9.01 03/01/06 CARROLLTON BANCORP MD 5.03 03/01/06 CASH TECHNOLOGIES INC DE 2.01 02/28/06 CATUITY INC DE 2.02,9.01 02/27/06 CBL & ASSOCIATES PROPERTIES INC DE 1.01,9.01 02/23/06 CDI CORP PA 1.01,2.02,2.03,7.01,9.01 02/28/06 CELSION CORP MD 2.02,5.03,9.01 02/27/06 CENTERPOINT ENERGY INC 1.01,9.01 02/22/06 CEPHEID CA 8.01,9.01 03/01/06 CERAGENIX PHARMACEUTICALS, INC. DE 7.01,8.01 02/24/06 CHAMPION ENTERPRISES INC MI 1.01,9.01 02/24/06 CHAMPIONSHIP AUTO RACING TEAMS INC DE 8.01,9.01 02/24/06 CHASE BANK USA, NATIONAL ASSOCIATION 8.01,9.01 02/28/06 CHASE BANK USA, NATIONAL ASSOCIATION 8.01,9.01 02/22/06 CHASE ISSUANCE TRUST 8.01,9.01 02/28/06 Chase Mortgage Finance Trust Series 2 DE 8.01,9.01 02/27/06 Chase Mortgage Finance Trust Series 2 DE 8.01,9.01 02/27/06 Chase Mortgage Finance Trust Series 2 DE 8.01,9.01 02/27/06 Chase Mortgage Finance Trust Series 2 DE 8.01,9.01 02/27/06 CHEESECAKE FACTORY INCORPORATED DE 8.01,9.01 02/28/06 CHESAPEAKE CORP /VA/ VA 1.01,9.01 02/23/06 CHICOS FAS INC FL 2.02,9.01 03/01/06 CHINA DIGITAL COMMUNICATION GROUP NV 5.02,9.01 02/23/06 CHINA GRANITE CORP NV 4.01,9.01 10/04/04 AMEND CHINA WORLD TRADE CORP NV 5.02 02/28/06 CHL MORTGAGE PASS - THROUGH TRUST 200 DE 9.01 02/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 02/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 02/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 02/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 02/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CHL MORTGAGE PASS-THROUGH TRUST 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CHL Mortgage Pass-Through Trust 2005- DE 9.01 02/25/06 CIMAREX ENERGY CO DE 7.01,9.01 03/01/06 CIT GROUP INC DE 8.01,9.01 03/01/06 CLAIBORNE LIZ INC DE 2.02,9.01 03/01/06 CLARCOR INC DE 5.02 02/24/06 CLARUS CORP DE 2.02,9.01 03/01/06 CLEARANT INC 1.02 01/03/06 CLYVIA INC NV 1.01,9.01 01/10/06 CMS ENERGY CORP MI 8.01,9.01 02/28/06 COFFEE PACIFICA INC NV 4.01 02/23/06 Cole Credit Property Trust II Inc MD 1.01,2.01,2.03,9.01 02/23/06 COLOMBIA GOLDFIELDS LTD 5.02 03/01/06 COMFORT SYSTEMS USA INC 2.02,8.01,9.01 02/27/06 COMMSCOPE INC DE 1.01,5.02 02/23/06 COMPASS MINERALS INTERNATIONAL INC DE 5.02 02/23/06 COMPUTER SOFTWARE INNOVATIONS INC DE 1.01,2.01,2.03,3.03,9.01 02/24/06 COMPUWARE CORP MI 7.01,9.01 03/01/06 COMSYS IT PARTNERS INC DE 7.01 03/01/06 CONGOLEUM CORP DE 8.01,9.01 02/27/06 CONSUMER PORTFOLIO SERVICES INC CA 2.02,9.01 02/28/06 COOPER TIRE & RUBBER CO DE 2.02,9.01 03/01/06 Countrywide Home Loans 2005-52CB 9.01 02/25/06 Countrywide Home Loans 2005-J12 9.01 02/25/06 Countrywide Home Loans 2005-J5 9.01 02/25/06 Countrywide Home Loans 2005-J8 9.01 02/25/06 Countrywide Home Loans 2005-J9 9.01 02/25/06 COVAD COMMUNICATIONS GROUP INC DE 1.01 02/23/06 CREDIT SUISSE (USA) INC DE 9.01 02/28/06 CREDIT SUISSE (USA) INC DE 9.01 02/27/06 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 9.01 03/01/06 CROWN CASTLE INTERNATIONAL CORP DE 2.02,9.01 02/28/06 CRSI Group, Inc. FL 1.01,9.01 02/28/06 CRYO CELL INTERNATIONAL INC DE 2.02,9.01 03/01/06 CRYSTAL ACQUISITION CORP DE 1.01,3.02,5.01,5.03 02/22/06 CULP INC NC 2.02,9.01 03/01/06 CV THERAPEUTICS INC DE 2.02,9.01 03/01/06 CWABS ASSET-BACKED CERTIFICATES TRUST DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 02/25/06 CWABS INC Asset-Backed Certificates T DE 9.01 02/25/06 CWABS INC ASSET-BACKED CERTIFICATES T DE 9.01 02/25/06 CWABS Inc. Asset-Backed Certificates DE 9.01 02/25/06 CWALT INC - ALTERNATIVE LOAN TRUST 20 9.01 02/25/06 CWALT INC - ALTERNATIVE LOAN TRUST 20 9.01 02/25/06 CWALT, INC. - Alternative Loan Trust 9.01 02/25/06 CWALT, Inc. Alternative Loan Trust 20 9.01 02/25/06 CWALT, Inc. Alternative Loan Trust 20 9.01 02/25/06 CWALT, Inc. Alternative Loan Trust 20 9.01 02/25/06 CWALT, Inc. Alternative Loan Trust 20 9.01 02/25/06 CWMBS INC - CHL MORTGAGE PASS-THROUGH DE 9.01 02/25/06 CWMBS INC - CHL MORTGAGE PASS-THROUGH DE 9.01 02/25/06 CWMBS INC - CHL MORTGAGE PASS-THROUGH DE 9.01 02/25/06 CWMBS, Inc. - CHL Mortgage Pass-Throu DE 9.01 02/25/05 CWMBS, Inc., CHL Mortgage Pass-Throug DE 9.01 02/25/06 DANAHER CORP /DE/ DE 1.01 02/23/06 DATAMEG CORP DE 8.01,9.01 02/27/06 DAYTON POWER & LIGHT CO OH 1.01,1.02,9.01 02/23/06 DECORATOR INDUSTRIES INC PA 2.02,9.01 02/28/06 DEL LABORATORIES INC DE 1.01,2.03,9.01 02/23/06 DELCATH SYSTEMS INC DE 8.01,9.01 03/01/06 DELTA MUTUAL INC 1.01,9.01 02/28/06 DIGITAL ECOSYSTEMS CORP. NV 5.02,9.01 03/01/06 DIGITAL LIGHTWAVE INC DE 1.01,5.02,7.01,9.01 02/23/06 DIRECTV GROUP INC DE 1.01,9.01 03/01/06 Discovery Bancorp CA 2.02,9.01 02/27/06 DISCOVERY LABORATORIES INC /DE/ DE 2.02,8.01,9.01 02/23/06 DIVERSA CORP DE 2.05,2.06 01/04/06 AMEND DIXIE GROUP INC TN 1.01 03/01/06 DNB FINANCIAL CORP /PA/ PA 5.02,9.01 03/01/06 DONALDSON CO INC DE 2.02,9.01 02/28/06 DONNELLEY R R & SONS CO DE 5.03,9.01 02/22/06 AMEND DPL INC OH 1.01,1.02,9.01 02/23/06 DREAMS INC UT 2.02,8.01 03/01/06 DSLA Mortgage Loan Trust 2005-AR4 DE 8.01,9.01 07/19/05 AMEND DTS, INC. DE 1.01 02/23/06 DYCOM INDUSTRIES INC FL 2.02,9.01 02/27/06 DYNAMIC MATERIALS CORP DE 2.02,9.01 02/28/06 EAGLE FINANCIAL SERVICES INC VA 5.03,9.01 03/01/06 EARTH PRODUCTS & TECHNOLOGIES INC NV 8.01 02/28/06 EL PASO CORP/DE DE 2.02,7.01,9.01 03/01/06 ELEPHANT TALK COMMUNICATIONS INC CA 5.01 12/31/05 EMCORE CORP NJ 1.01 02/28/06 EMISPHERE TECHNOLOGIES INC DE 3.03 02/23/06 EMPIRE FINANCIAL HOLDING CO FL 5.03,9.01 02/24/06 Emrise CORP DE 1.01,5.02,9.01 02/24/06 ENDOCARE INC DE 1.01,9.01 02/23/06 ENDOLOGIX INC /DE/ DE 2.02,9.01 12/31/05 ENDOLOGIX INC /DE/ DE 2.02,9.01 12/31/05 ENGELHARD CORP DE 8.01,9.01 03/01/06 ENNIS, INC. TX 1.01,9.01 02/27/06 ESCALADE INC IN 5.02,8.01,9.01 03/01/06 EVERLAST WORLDWIDE INC DE 2.02,9.01 02/28/06 EXPLORATION CO OF DELAWARE INC DE 8.01 02/23/06 FAIRCHILD SEMICONDUCTOR INTERNATIONAL DE 1.01,5.02,9.01 02/27/06 Falcon Ridge Development Inc. NV 5.02,9.01 02/23/06 FAMOUS DAVES OF AMERICA INC MN 2.02,9.01 03/01/06 FARGO ELECTRONICS INC 2.02,9.01 03/01/06 FBL FINANCIAL GROUP INC IA 1.01 11/15/05 FIRST BANCORP /NC/ NC 7.01,9.01 02/28/06 FIRST BANCSHARES INC /MO/ MO 8.01,9.01 02/22/06 FIRST FEDERAL BANCSHARES OF ARKANSAS TX 8.01,9.01 03/01/06 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 02/24/06 First Horizon Asset Sec Mort Pass Thr DE 8.01,9.01 02/28/06 FIRST HORIZON NATIONAL CORP TN 5.03,9.01 02/27/06 FIRST KEYSTONE CORP PA 8.01 03/01/06 FIRST OF LONG ISLAND CORP NY 5.02 02/23/06 FIVE STAR QUALITY CARE INC 2.02,9.01 03/01/06 FLUOR CORP DE 2.02,9.01 03/01/06 FMC TECHNOLOGIES INC DE 7.01,9.01 03/01/06 FNB CORP \VA\ VA 1.01,8.01,9.01 02/23/06 FORCE PROTECTION INC NV 7.01 02/28/06 FORD MOTOR CO DE 8.01,9.01 03/01/06 FORD MOTOR CREDIT CO DE 8.01,9.01 03/01/06 FOSTER WHEELER LTD D0 2.02,9.01 03/01/06 FULTON FINANCIAL CORP PA 7.01,8.01,9.01 03/01/06 FUSION TELECOMMUNICATIONS INTERNATION 8.01,9.01 03/01/06 GATEWAY FINANCIAL HOLDINGS INC NC 1.01 03/01/06 GATEWAY INC DE 2.02,9.01 03/01/06 GEHL CO WI 5.03,9.01 02/24/06 GENE LOGIC INC DE 1.01 02/23/06 GENERAL MOTORS CORP DE 8.01 03/01/06 GENEREX BIOTECHNOLOGY CORP DE 1.01,2.03,3.02,3.03,9.01 02/28/06 GENTA INC DE/ DE 8.01 03/01/06 GFY FOODS INC NV 4.01,9.01 01/02/06 AMEND GIGA TRONICS INC CA 5.02,9.01 03/01/06 GLADSTONE COMMERCIAL CORP MD 2.02,9.01 02/28/06 GLATFELTER P H CO PA 1.01 02/16/06 GLENAYRE TECHNOLOGIES INC DE 7.01,9.01 03/01/06 Global Realty Development Corp DE 5.02 02/23/06 Google Inc. DE 7.01 02/28/06 GOVERNMENT PROPERTIES TRUST INC 2.02 03/01/06 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 02/24/06 GREATER BAY BANCORP CA 7.01,8.01,9.01 02/27/06 GREEN MOUNTAIN POWER CORP VT 2.02,9.01 03/01/06 GREEN MOUNTAIN POWER CORP VT 7.01,9.01 03/01/06 GREEN MOUNTAIN POWER CORP VT 8.01,9.01 02/27/06 GS Auto Loan Trust 2005-1 8.01,9.01 09/15/05 GS Auto Loan Trust 2005-1 8.01,9.01 10/17/05 GS Auto Loan Trust 2005-1 8.01,9.01 11/15/05 GS Auto Loan Trust 2005-1 8.01,9.01 12/15/05 GS Auto Loan Trust 2005-1 8.01,9.01 01/17/06 GS Auto Loan Trust 2005-1 8.01,9.01 02/15/06 GUESS INC DE 1.01 02/23/06 HANMI FINANCIAL CORP DE 7.01,9.01 03/01/06 HANOVER INSURANCE GROUP, INC. DE 1.01,9.01 02/27/06 Harborview Mortgage Loan Trust 2006-C DE 8.01 02/27/06 HARRINGTON WEST FINANCIAL GROUP INC/C 7.01,9.01 03/01/06 HASTINGS ENTERTAINMENT INC TX 1.01,9.01 02/28/06 HeartSTAT Technology, Inc. 5.03,9.01 03/01/06 HEICO CORP FL 2.02 03/01/06 HEIDRICK & STRUGGLES INTERNATIONAL IN DE 2.02,9.01 03/01/06 HELEN OF TROY LTD 1.01,8.01,9.01 02/24/06 HEMACARE CORP /CA/ CA 1.01,9.01 02/24/06 HERITAGE COMMERCE CORP CA 1.01,9.01 02/23/06 HIBBETT SPORTING GOODS INC DE 1.01 02/22/06 HISTORIC PRESERVATION PROPERTIES 1989 DE 2.01,9.01 02/23/06 HNI CORP IA 8.01,9.01 03/01/06 Home Equity Mortgage Loan Asset-Backe DE 2.01,9.01 02/09/06 HOME PROPERTIES INC MD 7.01,9.01 12/31/05 AMEND HOMEBANC CORP GA 1.01,2.03,9.01 02/24/06 HOUSTON EXPLORATION CO DE 1.01,2.02,7.01,9.01 03/01/06 HOVNANIAN ENTERPRISES INC DE 2.02,9.01 03/01/06 HUB INTERNATIONAL LTD A6 2.02 03/01/06 HUDSON VALLEY HOLDING CORP NY 8.01,9.01 02/28/06 HUMANA INC DE 1.01,5.02 02/24/06 HUNTINGTON BANCSHARES INC/MD MD 8.01 03/01/06 HYPERCOM CORP DE 2.02,9.01 03/01/06 I FLOW CORP /DE/ DE 1.01,9.01 02/23/06 ICAGEN INC DE 2.02,9.01 03/01/06 IDM PHARMA, INC. DE 8.01,9.01 02/28/06 INDEPENDENT BANK CORP MI 8.01 03/01/06 INFOSONICS CORP 7.01,9.01 03/01/06 INFRASOURCE SERVICES INC DE 2.02,9.01 03/01/06 INFRASOURCE SERVICES INC DE 8.01,9.01 03/01/06 INSIGNIA SYSTEMS INC/MN MN 2.02,9.01 02/28/06 INSITUFORM TECHNOLOGIES INC DE 1.01,2.02,7.01,9.01 02/23/06 INSPIRE PHARMACEUTICALS INC DE 2.02,9.01 02/28/06 INTERNATIONAL BUSINESS MACHINES CORP NY 5.03 03/01/06 INTERSTATE BAKERIES CORP/DE/ DE 2.05,2.06,8.01,9.01 02/27/06 INVESTOOLS INC DE 2.02,9.01 02/23/06 IRON MOUNTAIN INC DE 2.02,9.01 03/01/06 IROQUOIS GAS TRANSMISSION SYSTEM LP DE 5.02 03/01/06 ISIS PHARMACEUTICALS INC DE 1.01,9.01 02/27/06 Israel Technology Acquisition Corp. DE 1.01,7.01,9.01 02/28/06 J CREW GROUP INC DE 8.01,9.01 03/01/06 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 03/01/06 J P MORGAN CHASE & CO DE 7.01,9.01 03/01/06 JACKSON HEWITT TAX SERVICE INC DE 1.01,1.02,2.02,9.01 02/24/06 James River Coal CO VA 1.01,2.02,8.01,9.01 02/23/06 JMG Exploration, Inc. NV 7.01,9.01 03/01/06 JOY GLOBAL INC DE 1.01,2.02,5.02 01/28/06 KAISER GROUP HOLDINGS INC DE 8.01 03/01/06 KANA SOFTWARE INC DE 4.01,9.01 02/23/06 KB HOME DE 5.02 02/27/06 KEYSPAN CORP NY 1.01,9.01 02/25/06 KINDRED HEALTHCARE, INC DE 1.01,1.02,7.01,9.01 02/28/06 KNOBIAS, INC. DE 1.01,2.03,3.02,5.02,9.01 02/23/06 LA JOLLA PHARMACEUTICAL CO DE 1.01,3.03,5.03,9.01 02/23/06 LABORATORY CORP OF AMERICA HOLDINGS DE 1.01 03/01/06 LADISH CO INC WI 8.01,9.01 03/01/06 Legacy Bancorp, Inc. DE 8.01,9.01 03/01/06 LIFEPOINT HOSPITALS, INC. 1.01,9.01 02/22/06 LIQUIDMETAL TECHNOLOGIES INC 2.02,9.01 02/28/06 LITTELFUSE INC /DE DE 1.01 02/24/06 LODGENET ENTERTAINMENT CORP DE 7.01,9.01 03/01/06 LONGS DRUG STORES CORP MD 1.01,5.02,9.01 02/27/06 LONGS DRUG STORES CORP MD 2.02,9.01 03/01/06 LYONDELL CHEMICAL CO DE 8.01,9.01 03/01/06 MACC PRIVATE EQUITIES INC DE 5.02,5.03,8.01,9.01 02/28/06 MAGNA ENTERTAINMENT CORP DE 2.02,7.01,9.01 02/27/06 MAGNITUDE INFORMATION SYSTEMS INC DE 7.01 03/01/06 MAGUIRE PROPERTIES INC MD 1.02 02/23/06 MARCHEX INC DE 7.01 02/28/06 Marvel Entertainment, Inc. DE 2.02,5.03,9.01 02/23/06 MASSEY ENERGY CO DE 7.01,9.01 02/28/06 MATHSTAR INC MN 8.01,9.01 02/28/06 MB FINANCIAL INC /MD MD 1.01 02/28/06 MCDERMOTT INTERNATIONAL INC R1 2.02,9.01 03/01/06 MEDCO HEALTH SOLUTIONS INC DE 2.02 03/01/06 MEDCO HEALTH SOLUTIONS INC DE 1.01,5.02,9.01 02/24/06 MEDICAL CONNECTIONS HOLDINGS, INC. 1.01,9.01 12/27/05 AMEND MEDICAL STAFFING NETWORK HOLDINGS INC DE 2.02,9.01 02/28/06 MEDIMMUNE INC /DE DE 1.01,1.02,9.01 03/01/06 MEDTOX SCIENTIFIC INC DE 2.02,9.01 03/01/06 MENS WEARHOUSE INC TX 2.02,9.01 03/01/06 MEREDITH CORP IA 8.01,9.01 03/01/06 MERRILL LYNCH MORTGAGE INVESTORS INC DE 2.01,9.01 03/01/06 METAL MANAGEMENT INC DE 8.01,9.01 03/01/06 METRIS MASTER TRUST DE 9.01 02/21/06 MHI Hospitality CORP MD 2.02,9.01 03/01/06 MIDWEST BANC HOLDINGS INC DE 7.01,8.01,9.01 03/01/06 MILACRON INC DE 1.01,9.01 02/23/06 MILLENNIUM CHEMICALS INC DE 8.01,9.01 03/01/06 MINE SAFETY APPLIANCES CO PA 2.02,9.01 03/01/06 MIVA, INC. DE 1.01,9.01 02/23/06 MONEYGRAM INTERNATIONAL INC 7.01 03/01/06 Morningstar, Inc. IL 2.01,9.01 03/01/06 MOST HOME CORP NV 2.01,9.01 06/17/05 AMEND MOTIVE INC DE 3.01 02/28/06 MOTOROLA INC DE 5.03,8.01,9.01 02/23/06 MultiCell Technologies, Inc. DE 4.02,9.01 02/28/06 NACCO INDUSTRIES INC DE 2.02,7.01,9.01 02/28/06 NASH FINCH CO DE 1.01 02/23/06 NATIONAL DENTEX CORP /MA/ MA 2.02,9.01 03/01/06 NATIONAL HEALTH INVESTORS INC MD 2.02 02/28/06 NATUS MEDICAL INC DE 1.01 02/23/06 NEOGEN CORP MI 9.01 12/19/05 AMEND NEOPHARM INC DE 2.02,9.01 02/28/06 NEWMONT MINING CORP /DE/ DE 7.01,9.01 02/27/06 NEWMONT MINING CORP /DE/ DE 1.01,9.01 02/23/06 NEWS CORP 8.01,9.01 03/01/06 NEWS CORP 8.01 02/28/06 NII HOLDINGS INC DE 5.02 02/14/06 NOBLE INTERNATIONAL, LTD. DE 7.01,9.01 03/01/06 NORFOLK SOUTHERN CORP VA 5.03,9.01 03/01/06 NORTH PITTSBURGH SYSTEMS INC PA 8.01,9.01 02/28/06 NORTH POINTE HOLDINGS CORP 1.01,2.03,7.01,9.01 02/22/06 NORTHFIELD LABORATORIES INC /DE/ DE 1.01,5.02,9.01 02/24/06 NORTHWEST AIRLINES CORP DE 7.01,9.01 02/28/06 NOVAVAX INC DE 2.02,9.01 03/01/06 NOVAVAX INC DE 1.01,9.01 02/27/06 NS GROUP INC KY 7.01,9.01 03/01/06 Nuance Communications, Inc. DE 8.01,9.01 03/01/06 OMNIVISION TECHNOLOGIES INC DE 2.02,9.01 03/01/06 ONEOK INC /NEW/ OK 8.01 03/01/06 Onstream Media CORP FL 8.01,9.01 02/28/06 OPEN SOLUTIONS INC DE 1.01,9.01 02/27/06 OREGON STEEL MILLS INC DE 2.02,9.01 02/28/06 ORTHOLOGIC CORP DE 1.01,3.02 02/23/06 OSI PHARMACEUTICALS INC DE 8.01,9.01 02/15/06 OVERSEAS SHIPHOLDING GROUP INC DE 2.02,9.01 02/28/06 OXIGENE INC DE 2.02,9.01 03/01/06 PAB BANKSHARES INC GA 8.01,9.01 02/28/06 PACIFIC CAPITAL BANCORP /CA/ CA 8.01 03/01/06 PACIFIC GAS & ELECTRIC CO CA 7.01,9.01 03/01/06 PAMRAPO BANCORP INC DE 8.01,9.01 03/01/06 PANHANDLE ROYALTY CO OK 5.02,5.03,9.01 02/24/06 PAR PHARMACEUTICAL COMPANIES, INC. DE 2.02,9.01 02/28/06 PARADIGM MEDICAL INDUSTRIES INC DE 7.01,9.01 02/28/06 Patient Safety Technologies, Inc DE 1.01,2.03,9.01 02/23/06 PAULSON CAPITAL CORP OR 2.02,9.01 02/28/06 PAXSON COMMUNICATIONS CORP DE 1.01,2.03,7.01,9.01 02/22/06 PDI INC 8.01,9.01 02/28/06 PECO II INC OH 2.02,9.01 03/01/06 Peninsula Gaming, LLC DE 2.02 02/27/06 PENNICHUCK CORP NH 2.02,9.01 02/28/06 PENNSYLVANIA REAL ESTATE INVESTMENT T PA 1.01 02/23/06 PEOPLES ENERGY CORP IL 1.01,2.03,5.02,8.01,9.01 03/01/06 PEP BOYS MANNY MOE & JACK PA 1.01 02/27/06 PEPSIAMERICAS INC/IL/ DE 1.01,9.01 02/28/06 PERFORMANCE FOOD GROUP CO TN 1.01,9.01 02/24/06 PETER KIEWIT SONS INC /DE/ DE 2.02,9.01 03/01/06 PETRIE STORES LIQUIDATING TRUST NY 1.01,8.01,9.01 03/01/06 PETSMART INC DE 2.02,9.01 03/01/06 PG&E CORP CA 7.01,9.01 03/01/06 PHARSIGHT CORP CA 3.02 03/01/06 PHH CORP MD 2.06,5.02,5.04,7.01,8.01,9.01 02/23/06 PINNACLE FOODS GROUP INC DE 1.01,2.01,2.03,7.01,9.01 03/01/06 PIXELWORKS INC OR 1.01,5.02,9.01 02/28/06 PMC SIERRA INC DE 2.01,9.01 02/28/06 PNM RESOURCES INC NM 2.02,7.01 03/01/06 POMEROY IT SOLUTIONS INC DE 3.01,8.01,9.01 02/28/06 POZEN INC /NC 2.02,9.01 03/01/06 PRIDE BUSINESS DEVELOPMENT HOLDINGS, 4.02,9.01 02/28/06 PRINCIPAL LIFE INSURANCE CO IA 9.01 02/28/06 PROASSURANCE CORP DE 2.02,9.01 02/28/06 PROCENTURY CORP 2.02,9.01 02/28/06 PROCERA NETWORKS INC NV 1.01,3.02,9.01 02/28/06 PROGINET CORP DE 2.02,9.01 02/28/06 ProLink Holdings Corp. DE 1.01,2.01,4.01,9.01 02/23/06 PROVIDENT BANKSHARES CORP MD 7.01,9.01 03/01/06 PS BUSINESS PARKS INC/CA CA 7.01,9.01 02/28/06 PURADYN FILTER TECHNOLOGIES INC DE 3.02 03/01/06 QAD INC DE 2.02,9.01 03/01/06 Quintana Maritime LTD 1T 2.02,9.01 02/28/06 QUIPP INC FL 3.03,7.01,9.01 02/28/06 QWEST COMMUNICATIONS INTERNATIONAL IN DE 5.02,9.01 02/28/06 Rackable Systems, Inc. DE 1.01,9.01 02/28/06 RADIOSHACK CORP DE 5.02 02/26/06 RAE SYSTEMS INC DE 7.01,9.01 03/01/06 Rand Acquisition CORP DE 1.01,8.01,9.01 02/28/06 RECKSON ASSOCIATES REALTY CORP MD 9.01 12/22/05 AMEND Red Lion Hotels CORP WA 1.01 02/23/06 Remote Dynamics Inc DE 1.01,2.03,3.02,9.01 02/23/06 AMEND RESPIRONICS INC DE 1.01 02/27/06 REVLON CONSUMER PRODUCTS CORP DE 7.01,9.01 03/01/06 REVLON INC /DE/ DE 2.02,9.01 03/01/06 REYNOLDS & REYNOLDS CO OH 8.01,9.01 02/24/06 ROCK OF AGES CORP DE 2.02,9.01 03/01/06 ROCKWELL MEDICAL TECHNOLOGIES INC MI 2.02,7.01,9.01 03/01/06 ROCKY SHOES & BOOTS INC OH 2.02,9.01 03/01/06 ROWAN COMPANIES INC DE 2.02,8.01,9.01 12/31/05 ROYAL GOLD INC DE 8.01,9.01 02/27/06 RS GROUP OF COMPANIES INC FL 5.02,9.01 03/01/06 RUSS BERRIE & CO INC NJ 5.02 02/23/06 S1 CORP /DE/ DE 2.02,9.01 03/01/06 SATCON TECHNOLOGY CORP DE 8.01 02/18/06 SAUER DANFOSS INC DE 2.02,9.01 03/01/06 SCHULMAN A INC DE 1.01,9.01 02/28/06 SCHULMAN A INC DE 8.01,9.01 03/01/06 SCICLONE PHARMACEUTICALS INC DE 2.02,9.01 03/01/06 SCIENCE APPLICATIONS INTERNATIONAL CO DE 1.01,5.03,9.01 02/23/06 SCIENTIFIC GAMES CORP DE 2.02,9.01 02/28/06 SCIENTIFIC GAMES CORP DE 5.02 02/23/06 SCIENTIFIC LEARNING CORP DE 2.02 02/23/06 SEABULK INTERNATIONAL INC DE 1.01,3.03,9.01 03/01/06 SEACOR HOLDINGS INC /NEW/ DE 1.01,9.01 03/01/06 SECURED SERVICES INC DE 1.01,2.03,3.02,9.01 02/28/06 SEMTECH CORP DE 1.01,9.01 02/23/06 SEROLOGICALS CORP DE 5.03 02/24/06 SI Financial Group, Inc. X1 2.02,9.01 03/01/06 SIMMONS CO DE 1.02,5.02 02/23/06 SIMPLETECH INC CA 2.02,9.01 03/01/06 SIRNA THERAPEUTICS INC CO 1.01,2.03,5.03,9.01 02/22/06 SIRNA THERAPEUTICS INC CO 2.02,7.01,9.01 03/01/06 SKY FINANCIAL GROUP INC OH 7.01,9.01 03/01/06 SLM Student Loan Trust 2006-2 DE 1.01,2.01,9.01 02/23/06 SMITHFIELD FOODS INC VA 2.02,9.01 03/01/06 SMITHTOWN BANCORP INC NY 8.01 02/28/06 SOUTHWESTERN ENERGY CO AR 7.01 03/01/06 SOUTHWESTERN ENERGY CO AR 1.01 02/23/06 SOUTHWESTERN ENERGY CO AR 7.01 03/01/06 SPX CORP DE 2.02,9.01 03/01/06 SRS LABS INC DE 2.02,2.05,2.06,9.01 02/23/06 STAGE STORES INC NV 3.01,8.01,9.01 02/27/06 STANDARD MOTOR PRODUCTS INC NY 8.01 02/28/06 STATE BANCORP INC NY 1.01 02/28/06 STERLING CHEMICALS INC DE 1.01 02/24/06 STERLING FINANCIAL CORP /WA/ WA 5.02,8.01,9.01 02/27/06 STRATAGENE CORP DE 5.02,9.01 02/23/06 STRATEGIC DIAGNOSTICS INC/DE/ DE 5.02 02/28/06 STRATEGIC HOTEL CAPITAL INC 2.02,9.01 02/28/06 STRATOS INTERNATIONAL INC DE 1.01 02/23/06 STRUCTURED ASSET SECURITIES CORP DE 8.01,9.01 03/01/06 SUNAIR SERVICES CORP FL 9.01 12/16/05 AMEND SUPERIOR ENERGY SERVICES INC DE 1.01,8.01,9.01 02/23/06 SUREWEST COMMUNICATIONS CA 2.02,9.01 02/28/06 SYMBOL TECHNOLOGIES INC DE 1.01,9.01 02/22/06 TALX CORP MO 7.01,9.01 03/01/06 TAPESTRY PHARMACEUTICALS, INC DE 1.01,9.01 02/23/06 TD AMERITRADE HOLDING CORP DE 1.01,9.01 02/23/06 TECHNOLOGY FUNDING PARTNERS III L P DE 8.01 03/01/06 TECHNOLOGY FUNDING VENTURE PARTNERS I DE 8.01 08/26/05 TECHNOLOGY FUNDING VENTURE PARTNERS V DE 8.01 03/01/06 TECHNOLOGY SOLUTIONS COMPANY DE 5.02,5.03 02/21/06 THERMO ELECTRON CORP DE 1.01 02/27/06 THOR INDUSTRIES INC DE 2.02,9.01 02/28/06 THRESHOLD PHARMACEUTICALS INC DE 2.02,9.01 03/01/06 Timberline Resources Corp 1.01,9.01 02/23/06 TOR MINERALS INTERNATIONAL INC DE 2.02,9.01 03/01/06 TOWER AUTOMOTIVE INC DE 8.01,9.01 02/27/06 TOWN SPORTS INTERNATIONAL HOLDINGS IN DE 2.02,9.01 02/28/06 TRANSNATIONAL FINANCIAL NETWORK INC CA 4.02 02/22/06 AMEND TRANSTECHNOLOGY CORP DE 5.02,5.03,9.01 02/28/06 TRI-CONTINENTAL CORP MD 7.01,9.01 03/01/06 TRI-S SECURITY CORP GA 8.01 02/27/06 TRICO MARINE SERVICES INC DE 7.01,9.01 03/01/06 U-Store-It Trust MD 2.02,7.01,9.01 03/01/06 U-Store-It Trust MD 1.01,2.03,9.01 02/23/06 UBIQUITEL INC DE 2.02,9.01 02/27/06 UNITED NATURAL FOODS INC DE 2.02,9.01 02/28/06 V F CORP PA 1.01,5.02 03/01/06 VECTREN CORP IN 8.01 02/27/06 VEGAS EQUITY INTERNATIONAL CORP NV 5.03 09/02/05 VERILINK CORP DE 1.01,2.04 03/01/06 VERSANT CORP CA 2.02,9.01 12/08/05 VILLAGEEDOCS INC CA 1.01,5.02,8.01,9.01 03/01/06 VINEYARD NATIONAL BANCORP CA 8.01 03/01/06 VION PHARMACEUTICALS INC DE 2.02,9.01 02/28/06 VISTACARE, INC. DE 7.01,9.01 03/01/06 VNUS MEDICAL TECHNOLOGIES INC 2.02,9.01 03/01/06 VOYAGER ONE INC NV 3.02 02/23/06 VYREX CORP NV 4.01,9.01 02/28/06 WALTER INDUSTRIES INC /NEW/ DE 2.02,4.02,7.01,9.01 02/27/06 WASHINGTON POST CO DE 2.02,9.01 03/01/06 WASTE INDUSTRIES USA INC NC 2.02,9.01 02/28/06 WASTE MANAGEMENT INC DE 8.01,9.01 03/01/06 WATTS WATER TECHNOLOGIES INC DE 8.01 02/28/06 WEBSTER FINANCIAL CORP DE 1.01 02/23/06 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 03/25/05 AMEND WELLSTONE FILTERS INC /DE/ DE 4.01,9.01 02/23/06 WESTERN PLAINS ENERGY LLC KS 5.02 02/22/06 WHITNEY HOLDING CORP LA 7.01,9.01 03/01/06 Williams Partners L.P. DE 2.02,7.01,9.01 03/01/06 WILSON HOLDINGS, INC. NV 5.02 02/23/06 WORLD GOLF LEAGUE INC DE 4.01,9.01 02/02/06 XENOMICS INC FL 1.01,4.02,5.02 02/23/06 ZANETT INC DE 8.01 03/01/06 Zumiez Inc 7.01,9.01 03/01/06