SEC NEWS DIGEST Issue 2005-207 October 27, 2005 COMMISSION ANNOUNCEMENTS PETER BRESNAN AND WALTER RICCIARDI NAMED DEPUTY DIRECTORS OF THE SEC'S DIVISION OF ENFORCEMENT The Securities and Exchange Commission today announced the appointment of Walter G. Ricciardi and Peter H. Bresnan as Deputy Directors of the Division of Enforcement. As Deputy Directors, Bresnan and Ricciardi will serve as senior officials in the Division of Enforcement and will assist in planning and directing the Commission's investigations and other enforcement efforts. Ricciardi joined the Commission's staff in April 2004 when he was appointed the District Administrator of the Commission's Boston District Office. Bresnan joined the Commission's staff in April 1995 as Assistant Chief Litigation Counsel. Since April 2004, Bresnan has served as an Associate Director in the Division of Enforcement. Bresnan also served as the Acting District Administrator of the Boston District Office from November 2003 to April 2004, and served as Deputy Chief Litigation Counsel from November 2001, where he shared responsibility for managing the Commission's nationwide litigation program. Linda Thomsen, the SEC's Director of Enforcement said, "I am delighted that Walter and Peter have agreed to take on these new challenges. They are both committed to and possessed of the virtues we hold dear: integrity, fairness and excellence. Between them they have years of experience at the Commission and decades of experience practicing law. And we will exploit every ounce of that experience and all of their collective and abundant talents to protect investors." Bresnan has led a number of ground-breaking cases for the Commission. As an Associate Director, Bresnan led the investigations that led to the Commission's charges against former Kmart executives for misleading investors about the company's financial condition in the months prior to its bankruptcy, as well as the Commission's recent actions against Instinet, LLC, Ford Motor Credit Company, and the Wood River hedge funds. Bresnan was the Commission's lead trial counsel in the WorldCom case in which the Commission obtained the largest civil penalty ever levied for a violation of the federal securities laws. During his tenure as the interim head of the SEC's Boston office, Bresnan spearheaded the Commission's market timing cases against Putnam, Massachusetts Financial Services Company, and two subsidiaries of FleetBoston, in which the SEC recovered a total of $420 million on behalf of injured investors. Earlier, he successfully resolved the Commission's first litigated yield- burning case and litigated the Commission's first fraud case against an offshore hedge fund and its manager involving an alleged $393 million in investor losses. Prior to joining the Commission, Bresnan was a litigator at the law firm of Davis Polk & Wardwell in New York. Bresnan, 50, earned his undergraduate degree in history from Kenyon College in 1977 and his law degree from Fordham University Law School in 1982. He served as a Commentary Editor of the Fordham Law Review. While Ricciardi was serving as the District Administrator, the SEC's Boston Office conducted the investigation that resulted in the filing by the Commission of fraud charges against Biopure Corporation and its current general counsel and others for making misrepresentations about the status of its efforts to obtain FDA approval of its artificial blood substitute. The Boston office also conducted the investigation that resulted in fraud charges being brought by the Commission against the founder and former CEO of Transkaryotic Therapies for misrepresentations concerning the status of clinical trials and FDA approval for its only drug. During Ricciardi's tenure, the Boston office also investigated the Brite Business fraud that led to the filing of fraud charges against Raymond James Financial and others. Ricciardi also fostered a close working relationship with state securities and other regulators and federal criminal authorities. These efforts resulted in coordinated Commission and state settlements and criminal plea agreements in such matters as New Alliance Bancshares, where the first criminal charges were brought for fraud in connection with the conversion of a bank from a mutual to stock form of organization. Ricciardi began his legal career as a law clerk to the Honorable Charles R. Richey, United States District Judge for the District of Columbia, Washington, D.C. He then became an associate in the law firm of Hughes Hubbard & Reed in Washington, D.C. After approximately four years with Hughes Hubbard, Ricciardi joined the Office of the General Counsel of Coopers & Lybrand. At the time of the merger with Price Waterhouse in 1998, Ricciardi was Coopers & Lybrand's Deputy General Counsel for Litigation. After the merger, Ricciardi was PricewaterhouseCoopers LLP's Leader of the Litigation Practice Group and was responsible for representing the firm and its personnel in connection with securities and other litigation, and SEC and other governmental investigations and proceedings. Ricciardi was also elected to the Board of Partners and Principals of PricewaterhouseCoopers LLP, where he served on the admissions, governance, partner affairs, and management evaluation and compensation committees. Additionally, he was elected to and served on the Global Oversight Board of the global organization of the PricewaterhouseCoopers firms. Ricciardi, 52, received his A.B. from Columbia College in 1975 and his J.D., cum laude, from New York University in 1978. He served as Note and Comment Editor of the New York University Law Review. Bresnan will continue to serve as Associate Director of Enforcement and Ricciardi will continue to serve as District Administrator of the Boston office in addition to their new positions until replacements for them are appointed. (Press Rel. 2005-154) ENFORCEMENT PROCEEDINGS IN THE MATTER OF ADVANCED MEDIA, INC. An Administrative Law Judge has issued an Order Making Findings and Revoking Registration by Default in Advanced Media, Inc., Administrative Proceeding No. 3-12030. The Order Instituting Proceedings alleged that Respondent Advanced Media, Inc., failed to comply with Section 13(a) of the Securities Exchange Act of 1934 and Rules 13a-1 and 13a-13 thereunder by failing to file required periodic reports while its securities were registered with the Securities and Exchange Commission. The Default Order finds these allegations to be true and revokes the registration of each class of the securities of Advanced Media, Inc. (Rel. 34-52687; File No. 3-12030) INVESTMENT COMPANY ACT RELEASES GLADSTONE CAPITAL CORPORATION, ET AL. A notice has been issued giving interested persons until Nov. 21, 2005, to request a hearing on an application filed by Gladstone Capital Corporation, et al. for an order to permit certain business development companies and registered closed-end investment companies to co-invest in portfolio companies with an affiliate. (Rel. IC-27120 - October 25) ORDERS OF DEREGISTRATION UNDER THE INVESTMENT COMPANY ACT Orders have been issued under Section 8(f) of the Investment Company Act of 1940 declaring that each of the following has ceased to be an investment company: The Aquinas Funds, Inc. [File No. 811-8122] [Rel. No. IC-27121] - October 26, 2005 AllianceBernstein Capital Reserves [File No. 811-2835] [Rel. No. IC-27122] - October 26, 2005 AllianceBernstein Government Reserves [File No. 811-2889] [Rel. No. IC-27123] - October 26, 2005 AllianceBernstein Municipal Trust [File No. 811-3586] [Rel. No. IC-27124] - October 26, 2005 BLK Subsidiary Inc. [File No. 811-8453] [Rel. No. IC-27125] - October 26, 2005 The BlackRock 2001 Term Trust Inc. [File No. 811-6710] [Rel. No. IC-27126] - October 26, 2005 The BlackRock Strategic Term Trust Inc. [File No. 811-6189] [Rel. No. IC-27127] - October 26, 2005 CCMI Funds [File No. 811-6561] [Rel. No. IC-27128] - October 26, 2005 Oppenheimer Select Managers Series [File No. 811-10153] [Rel. No. IC-27129] - October 26, 2005 The BlackRock Target Term Trust Inc. [File No. 811-5657] [Rel. No. IC-27130] - October 26, 2005 The BlackRock 1998 Term Trust Inc. [File No. 811-6284] [Rel. No. IC-27131] - October 26, 2005 The BlackRock 1999 Term Trust Inc. [File No. 811-7312] [Rel. No. IC-27132] - October 26, 2005 SELF REGULATORY ORGANIZATIONS ACCELERATED APPROVAL OF PROPOSED RULE CHANGES The Commission noticed and granted accelerated approval of a proposed rule change (SR-CBOE-2005-86) submitted under Rule 19b-4 of the Securities Exchange Act of 1934 by the Chicago Board Options Exchange to establish certain fees with respect to transactions executed through the Intermarket Trading System. Publication of the notice is expected in the Federal Register during the week of October 31. (Rel. 34-52673) The Commission noticed and granted accelerated approval of a proposed rule change (SR-NYSE-2005-71) submitted under Rule 19b-4 of the Securities Exchange Act of 1934 by the New York Stock Exchange to establish certain fees with respect to transactions executed through the Intermarket Trading System. Publication of the notice is expected in the Federal Register during the week of October 31. (Rel. 34-52674) The Commission noticed and granted accelerated approval to a proposed rule change (SR-PCX-2005-75) and Amendment No. 1 thereto submitted by the Pacific Exchange under Rule 19b-4 of the Securities Exchange Act of 1934 relating to offers of settlement. Publication is expected in the Federal Register during the week of October 31. (Rel. 34-52675) The Commission noticed and granted accelerated approval to a proposed rule change (SR-PCX-2005-76) and Amendment No. 1 thereto submitted by the Pacific Exchange under Rule 19b-4 of the Securities Exchange Act of 1934 relating to offers of settlement. Publication is expected in the Federal Register during the week of October 31. (Rel. 34-52676) APPROVAL OF PROPOSED RULE CHANGES The Commission granted approval of a proposed rule change (SR-SCCP-2004- 03) filed by the Stock Clearing Corporation of Philadelphia under Section 19(b)(1) of the Securities Exchange Act of 1934. The rule change allows SCCP to process trades executed on a trading system that provides for anonymous trading. Publication of the proposal is expected in the Federal Register during the week of October 31. (Rel. 34-52651) The Commission approved a proposed rule change and Amendment No. 1 by the American Stock Exchange (SR-Amex-2005-047); a proposed rule change by the Boston Stock Exchange (SR-BSE-2005-39); a proposed rule change by the Chicago Board Options Exchange (SR-CBOE-2005-68); a proposed rule change and Amendment No. 1 by the International Securities Exchange (SR- ISE-2005-42); a proposed rule change by the Pacific Exchange.(SR-PCX- 2005-104); and a proposed rule change and Amendment No. 1 by the Philadelphia Stock Exchange (SR-Phlx-2005-27) submitted under Rule 19b-4 of the Securities Exchange Act of 1934 relating to the definition of Firm Customer Quote Size and limitations on sending secondary P/A Orders. (Rel. 34-52657) The Commission approved a proposed rule change and Amendments No. 2, 3, and 5 thereto submitted under Rule 19b-4 by the Philadelphia Stock Exchange (SR-Phlx-2005-25) adopting new rules that would establish an automated opening system for options traded on the exchange. Publication of the proposal is expected to be made in the Federal Register during the week of October 31. (Rel. 34-52667) The Commission approved a proposed rule change (SR-NYSE-2005-62) by the New York Stock Exchange relating to trade shredding. Publication is expected to be made in the Federal Register during the week of October 31. (Rel. 34-52683) WITHDRAWALS A notice has been issued giving interested persons until Nov. 15, 2005, to comment on the application of Covanta Holding Corporation to with draw its common stock, $.10 par value, from listing and registration on the American Stock Exchange. (Rel. 34-52669) A notice has been issued giving interested persons until Nov. 15, 2005, to comment on the application of SBC Communications Inc., to with draw its common stock, $1.00 par value, from listing and registration on the Pacific Exchange. (Rel. 34-52670) A notice has been issued giving interested persons until Nov. 15, 2005, to comment on the application of SBC Communications Inc., to with draw its common stock, $1.00 par value, from listing and registration on the Chicago Stock Exchange. (Rel. 34-52671) A order has been issued granting the application of Measurement Specialties, Inc. to withdraw its common stock, no par value, from listing and registration on the American Stock Exchange, effective at the opening of business on October 27. (Rel. 34-52680) 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-3 SCHAWK INC, 1695 RIVER ROAD, DES PLAINES, IL, 60018, 8478279494 - 4,052,372 ($78,980,730.28) Equity, (File 333-129244 - Oct. 26) (BR. 05C) S-1 SIGMATEL INC, 1601 SOUTH MOPAC EXPRESSWAY, SUITE 100, AUSTIN, TX, 78746, 512-381-3700 - 0 ($21,027,757.52) Equity, (File 333-129245 - Oct. 26) (BR. 10C) S-8 ACE Aviation Holdings Inc., 5100 DE MAISONNEUVE BOULEVARD WEST, MONTREAL, A8, H4A 3T2, (514) 422-5000 - 200,000 ($5,282,900.00) Other, (File 333-129248 - Oct. 26) (BR. 05A) S-8 APO HEALTH INC /NV/, 3590 OCEANSIDE ROAD, -, OCEANSIDE, NY, 11572, 8003652839 - 2,500,000 ($55,000.00) Equity, (File 333-129249 - Oct. 26) (BR. 01A) S-3 TRANSMERIDIAN EXPLORATION INC, 2819999091 - 250,000,000 ($250,000,000.00) Other, (File 333-129250 - Oct. 26) (BR. 04A) S-8 UQM TECHNOLOGIES INC, 7501 MILLER DRIVE, P.O. BOX 439, FREDERICK, CO, 80530, 3032782002 - 1,500,000 ($5,385,000.00) Equity, (File 333-129251 - Oct. 26) (BR. 10C) S-8 NEXT INC/TN, 7625 HAMILTON PARK DRIVE, SUITE 12, CHATTANOOGA, TN, 37421, 423 296 8213 - 1,000,000 ($975,000.00) Equity, (File 333-129252 - Oct. 26) (BR. 11A) S-4 TRUSTREET PROPERTIES INC, 450 SOUTH ORANGE AVENUE, ORLANDO, FL, 32801, 4075402000 - 0 ($50,000,000.00) Non-Convertible Debt, (File 333-129253 - Oct. 26) (BR. 08C) S-11 AFFORDABLE RESIDENTIAL COMMUNITIES INC, 0 ($96,600,000.00) Other, (File 333-129254 - Oct. 26) (BR. 08B) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off-Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant's Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics 6.01. ABS Informational and Computational Material. 6.02. Change of Servicer or Trustee. 6.03. Change in Credit Enhancement or Other External Support. 6.04. Failure to Make a Required Distribution. 6.05. Securities Act Updating Disclosure. 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT 155 East Tropicana, LLC NV 8.01,9.01 10/25/05 7 ELEVEN INC TX 2.02,9.01 10/25/05 AAON INC NV 2.02,9.01 10/25/05 ABFC C-BASS Mortgage Loan Asset-Backe DE 8.01,9.01 10/25/05 Accredited Mortgage Loan Trust 2005-3 DE 8.01,9.01 10/25/05 ACE LTD D0 2.02,9.01 10/25/05 ACE SECURITIES CORP DE 8.01,9.01 10/26/05 ACTIVE POWER INC DE 2.02,9.01 10/26/05 ACTUATE CORP DE 2.02,9.01 10/26/05 ADA-ES INC CO 1.01,3.02,7.01,9.01 10/26/05 ADVANCED BATTERY TECHNOLOGIES, INC. DE 5.02 10/24/05 ADVANTA BUSINESS RECEIVABLES CORP 8.01,9.01 10/26/05 ADVISORY BOARD CO DE 2.02,9.01 10/26/05 AEOLUS PHARMACEUTICALS, INC. DE 5.02 10/21/05 AFFILIATED COMPUTER SERVICES INC DE 5.04,7.01,9.01 10/20/05 AFFILIATED MANAGERS GROUP INC DE 2.02,9.01 10/26/05 AFFORDABLE RESIDENTIAL COMMUNITIES IN MD 1.01,2.03,9.01 10/24/05 AFFYMETRIX INC DE 2.01,9.01 10/21/05 AGCO CORP /DE DE 2.02,9.01 10/26/05 AGERE SYSTEMS INC DE 2.02,5.02,8.01,9.01 10/20/05 AIR PRODUCTS & CHEMICALS INC /DE/ DE 2.02,9.01 10/26/05 AJAY SPORTS INC DE 1.01 10/26/05 AJAY SPORTS INC 4.01 10/26/05 AJAY SPORTS INC 4.01 10/26/05 ALBANY INTERNATIONAL CORP /DE/ DE 1.01,2.03 10/25/05 ALBANY MOLECULAR RESEARCH INC DE 1.01 10/20/05 ALIGN TECHNOLOGY INC DE 2.02,9.01 10/26/05 ALKERMES INC PA 7.01 10/24/05 ALLEGHENY TECHNOLOGIES INC DE 2.02,9.01 10/26/05 ALLIANCE DATA SYSTEMS CORP DE 7.01,9.01 10/26/05 ALLIANCE FIBER OPTIC PRODUCTS INC CA 2.02,9.01 10/26/05 ALLIANCE RESOURCE PARTNERS LP DE 1.01,1.02,9.01 10/25/05 ALLMERICA FINANCIAL CORP DE 2.02,9.01 10/25/05 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 2.02,9.01 10/26/05 ALLSTATE LIFE GLOBAL FUNDING DE 8.01 10/25/05 Alternative Loan Trust 2005-24 9.01 10/20/05 Alternative Loan Trust 2005-45 9.01 10/20/05 Alternative Loan Trust 2005-51 9.01 10/20/05 Alternative Loan Trust 2005-59 9.01 10/20/05 ALTIRIS INC DE 1.01,9.01 10/20/05 AMERADA HESS CORP DE 2.02,7.01,9.01 10/26/05 AMERICAN ELECTRIC POWER CO INC NY 5.02 10/26/05 AMERICAN FINANCIAL GROUP INC OH 2.02,9.01 10/26/05 AMERICAN HOME MORTGAGE INVESTMENT COR MD 2.02,9.01 10/26/05 AMERICAN POWER CONVERSION CORPORATION MA 2.02,9.01 10/26/05 AMERICAN VANGUARD CORP DE 8.01,9.01 10/24/05 AMERICREDIT CORP TX 8.01,9.01 10/26/05 AMH Holdings, Inc. DE 1.02,5.02 10/21/05 AMKOR TECHNOLOGY INC DE 2.02 10/26/05 AMLI RESIDENTIAL PROPERTIES TRUST MD 2.02,9.01 10/25/05 AMLI RESIDENTIAL PROPERTIES TRUST MD 1.01,9.01 10/23/05 AMYLIN PHARMACEUTICALS INC DE 2.02,9.01 10/26/05 AMYLIN PHARMACEUTICALS INC DE 1.01 10/24/05 ANALYSTS INTERNATIONAL CORP 8.01,9.01 10/24/05 ANALYSTS INTERNATIONAL CORP 7.01,9.01 10/26/05 ANGELICA CORP /NEW/ MO 1.01,9.01 10/21/05 ANHEUSER-BUSCH COMPANIES, INC. DE 2.02,9.01 10/26/05 ANIXTER INTERNATIONAL INC DE 2.02,9.01 10/25/05 ANNALY MORTGAGE MANAGEMENT INC MD 2.02,9.01 10/26/05 ANTEON INTERNATIONAL CORP DE 9.01 09/30/05 AON CORP DE 1.01,9.01 10/24/05 APOGEE ENTERPRISES INC MN 1.01,5.02,9.01 10/20/05 APPLEBEES INTERNATIONAL INC DE 2.02,7.01,9.01 10/26/05 APPLERA CORP DE 1.01 10/20/05 APPLIED MICRO CIRCUITS CORP DE 2.02,9.01 10/26/05 ARGAN INC DE 8.01,9.01 10/25/05 ARIBA INC DE 2.02,9.01 10/26/05 ARIES VENTURES INC NV 1.01,2.01,3.02,5.01,5.02,5.03,9.01 10/20/05 Arlington Tankers Ltd. D0 2.02,9.01 10/26/05 ASBURY AUTOMOTIVE GROUP INC DE 2.02,7.01,9.01 10/26/05 ASCONI CORP NV 3.01,8.01,9.01 10/20/05 ASSET BACKED FUNDING CORP DE 8.01,9.01 10/26/05 ASSOCIATED BANC-CORP WI 7.01 10/26/05 ASSOCIATED MATERIALS INC DE 1.02,5.02 10/21/05 Assured Pharmacy, Inc. NV 3.02 10/24/05 AUSTRALIAN OIL & GAS CORP DE 8.01 10/26/05 AUTOMATIC DATA PROCESSING INC DE 2.02 09/30/05 AUXILIUM PHARMACEUTICALS INC 7.01,9.01 10/26/05 AVALONBAY COMMUNITIES INC MD 2.02,9.01 10/25/05 AVAYA INC DE 2.02,9.01 10/25/05 AVAYA INC DE 1.01 10/20/05 AVX CORP DE 2.02,9.01 09/30/05 AXCELIS TECHNOLOGIES INC DE 1.01,2.02 10/26/05 AXSYS TECHNOLOGIES INC DE 2.02,9.01 10/26/05 BALCHEM CORP MD 2.02,9.01 10/26/05 BALDWIN & LYONS INC IN 2.02,7.01 10/24/05 BANC OF AMERICA FUNDING CORP DE 8.01,9.01 10/25/05 Banc of America Funding Corp. 2005-5 DE 8.01,9.01 10/25/05 Banc of America Funding Corp. 2005-F DE 8.01,9.01 10/20/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 10/25/05 Banc of America Mortgage Securities M DE 8.01,9.01 10/25/05 BANCSHARES OF FLORIDA INC FL 2.02,9.01 10/25/05 BANCSHARES OF FLORIDA INC FL 2.02,9.01 10/25/05 BANK OF AMERICA CORP /DE/ DE 1.01,1.02,9.01 10/26/05 BANK OF HAWAII CORP DE 2.02,9.01 10/24/05 BANTA CORP WI 2.02,9.01 10/25/05 BARD C R INC /NJ/ NJ 1.01,2.03 10/21/05 BAUSCH & LOMB INC NY 2.02,9.01 10/26/05 BAY NATIONAL CORP 2.02,9.01 10/26/05 BE AEROSPACE INC DE 2.02 10/26/05 Bear Stearns ALT-A Trust, Series 2005 DE 8.01,9.01 10/25/05 BEAR STEARNS ARM TRUST, MORTGAGE-BACK DE 8.01,9.01 10/25/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/26/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/26/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/25/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/25/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/25/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/25/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/25/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/25/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/25/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/25/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 10/25/05 Bear Stearns Asset Backed Securities DE 8.01,9.01 10/25/05 Bear Stearns Asset Backed Securities DE 8.01,9.01 10/25/05 BED BATH & BEYOND INC NY 8.01,9.01 10/26/05 BEL FUSE INC /NJ NJ 2.02,9.01 10/26/05 BELL MICROPRODUCTS INC CA 2.02,9.01 10/26/05 BellaVista Mortage Trust 2005-2 DE 9.01 10/20/05 BellaVista Mortgage Trust 2005-1 DE 9.01 10/22/05 BEMIS CO INC MO 2.02,9.01 10/26/05 BIOCRYST PHARMACEUTICALS INC DE 2.02,9.01 10/26/05 BIOGEN IDEC INC DE 2.02,8.01,9.01 10/17/05 BLOCKBUSTER INC DE 8.01,9.01 10/26/05 BLONDER TONGUE LABORATORIES INC DE 4.01 10/24/05 BLUEGREEN CORP MA 5.02 10/19/05 BMW VEHICLE OWNER TRUST 2003-A 9.01 10/25/05 BMW Vehicle Owner Trust 2004-A 9.01 10/25/05 BMW Vehicle Owner Trust 2005-A 9.01 10/25/05 BOEING CAPITAL CORP DE 2.02,8.01,9.01 10/26/05 BOEING CO DE 9.01 10/26/05 BOND SECURITIZATION LLC DE 8.01,9.01 10/24/05 BORGWARNER INC DE 2.02,9.01 09/30/05 BOSTON PROPERTIES INC DE 2.02,9.01 10/25/05 BOSTON PROPERTIES LTD PARTNERSHIP 2.02,9.01 10/25/05 BOWATER INC DE 2.02,9.01 10/26/05 BRE PROPERTIES INC /MD/ MD 2.02,9.01 10/26/05 BREMER FINANCIAL CORP MN 2.02,9.01 10/25/05 BRIGHT HORIZONS FAMILY SOLUTIONS INC DE 2.02,9.01 10/26/05 BRINKER INTERNATIONAL INC DE 2.02,9.01 10/25/05 BRUKER BIOSCIENCES CORP DE 1.01,9.01 10/21/05 BSD MEDICAL CORP DE 7.01,9.01 10/26/05 BUILDING MATERIALS HOLDING CORP DE 8.01,9.01 10/25/05 BUSINESS OBJECTS S.A. 1.01,5.03,9.01 10/20/05 C-BASS 2004-CB8 TRUST DE 8.01,9.01 10/26/05 C-BASS MORTGAGE LOAN ASSET-BACKED CER DE 8.01,9.01 10/25/05 CABLEVISION SYSTEMS CORP /NY DE 8.01,9.01 10/24/05 CACHE INC FL 8.01 10/01/05 CADENCE DESIGN SYSTEMS INC DE 3.01,9.01 10/24/05 CADENCE DESIGN SYSTEMS INC DE 2.02,9.01 10/26/05 CALIFORNIA FIRST NATIONAL BANCORP CA 2.02,9.01 10/26/05 CALLAWAY GOLF CO /CA DE 2.02,9.01 10/26/05 CAPITAL AUTO RECEIVABLES INC DE 8.01,9.01 10/17/05 CAPITAL CORP OF THE WEST CA 8.01 10/25/05 CAPITOL FEDERAL FINANCIAL 7.01,9.01 10/26/05 CARDINAL HEALTH INC OH 2.02,9.01 10/26/05 CARREKER CORP DE 5.02 10/26/05 CARRINGTON LABORATORIES INC /TX/ TX 1.01 10/20/05 CARTERS INC DE 2.02,9.01 10/25/05 CASCADE MICROTECH INC 2.02,7.01,9.01 10/25/05 CATERPILLAR FINANCIAL SERVICES CORP DE 8.01,9.01 10/26/05 CECO ENVIRONMENTAL CORP DE 1.01 10/20/05 CELADON GROUP INC DE 2.02,9.01 10/25/05 CENTENNIAL SPECIALTY FOODS CORP DE 3.01,9.01 10/24/05 CENTERPOINT PROPERTIES TRUST MD 2.02,9.01 10/25/05 CENTERSTATE BANKS OF FLORIDA INC FL 2.02,9.01 10/26/05 CENTEX CORP NV 2.02,7.01,9.01 10/26/05 Centex Home Equity Loan Trust 2005-A DE 8.01,9.01 10/25/05 Centex Home Equity Loan Trust 2005-B DE 8.01,9.01 10/25/05 Centex Home Equity Loan Trust 2005-C DE 8.01,9.01 10/25/05 CENTILLIUM COMMUNICATIONS INC DE 2.02,9.01 10/26/05 CENTRAL COAST BANCORP CA 2.02,9.01 10/24/05 CENTRAL PACIFIC FINANCIAL CORP HI 2.02,9.01 10/25/05 CENTURY ALUMINUM CO DE 2.02,7.01,9.01 10/25/05 CENTURY PROPERTIES GROWTH FUND XXII CA 1.01,9.01 10/20/05 CERADYNE INC DE 7.01,9.01 10/24/05 CEVA INC DE 2.02,9.01 10/26/05 CFC INTERNATIONAL INC DE 2.02,9.01 09/30/05 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD 9.01 09/30/05 CHIRON CORP DE 1.01,9.01 10/20/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 10/20/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 10/20/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 10/20/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 10/20/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 10/20/05 CHL Mortgage Pass-Through Trust 2005- DE 9.01 10/20/05 CHOICEONE FINANCIAL SERVICES INC MI 2.02,9.01 10/26/05 CHOLESTECH CORPORATION CA 2.02,9.01 10/26/05 CHORDIANT SOFTWARE INC DE 1.01,9.01 10/20/05 CIBER INC DE 2.02,9.01 10/25/05 CIT Equipment Collateral 2005-VT1 8.01,9.01 10/20/05 CITIGROUP MORTGAGE LOAN TRUST INC 8.01,9.01 10/19/05 Citigroup Mortgage Loan Trust, Series 8.01,9.01 10/25/05 Citigroup Mortgage Loan Trust, Series 8.01,9.01 10/25/05 CITIZENS FINANCIAL SERVICES INC PA 2.02,9.01 10/26/05 CNA SURETY CORP DE 2.02,9.01 10/25/05 COBRA ELECTRONICS CORP DE 2.02,9.01 10/26/05 COCA COLA CO DE 5.03,9.01 10/20/05 Cogent, Inc. DE 2.02,9.01 10/26/05 COHEN & STEERS INC 2.02,9.01 10/26/05 COLUMBIA BANCORP MD 2.02,9.01 10/26/05 COLUMBIA BANCORP \OR\ OR 2.02,9.01 10/26/05 COMMERCIAL METALS CO DE 5.02 10/26/05 COMMUNITY BANK SHARES OF INDIANA INC IN 2.02,9.01 10/26/05 COMMUNITY HEALTH SYSTEMS INC DE 2.02,7.01,9.01 10/26/05 COMMUNITY TRUST BANCORP INC /KY/ KY 7.01,8.01 10/26/05 COMMUNITY WEST BANCSHARES / CA 2.02,9.01 10/25/05 COMPUTER HORIZONS CORP NY 1.01,5.02,9.01 10/25/05 AMEND COMPUTER TASK GROUP INC NY 2.02,9.01 10/26/05 CONCORDE CAREER COLLEGES INC DE 2.02,9.01 10/26/05 CONMED CORP NY 2.02,9.01 10/25/05 CONOCOPHILLIPS DE 2.02,9.01 10/26/05 CONSTELLATION BRANDS, INC. DE 7.01,9.01 10/26/05 CORECARE SYSTEMS INC DE 4.01,9.01 10/26/05 CORGENTECH INC DE 2.02,9.01 10/26/05 CORNING INC /NY NY 2.02,7.01,9.01 09/30/05 CORPORATE OFFICE PROPERTIES TRUST MD 2.02,9.01 10/26/05 COVAD COMMUNICATIONS GROUP INC DE 2.02,9.01 10/26/05 COVENANT TRANSPORT INC NV 7.01,9.01 10/25/05 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 10/26/05 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 10/26/05 CROSS A T CO RI 2.02 10/01/05 CSX CORP VA 2.02,9.01 10/26/05 CTI GROUP HOLDINGS INC DE 1.01,9.01 10/20/05 CTS CORP IN 2.02,9.01 10/25/05 CUBIST PHARMACEUTICALS INC DE 1.01 10/20/05 CULLEN FROST BANKERS INC TX 2.02,9.01 10/26/05 CYBER DEFENSE SYSTEMS INC FL 3.02 10/25/05 Cyberkinetics Neurotechnology Systems DE 4.01,9.01 10/25/05 CYBEROPTICS CORP MN 2.02,9.01 10/26/05 CYBEX INTERNATIONAL INC NY 2.02,9.01 10/26/05 CYTOKINETICS INC 2.02,9.01 10/26/05 CYTRX CORP DE 1.01 10/24/05 CYTYC CORP DE 2.02,9.01 10/26/05 DIAMOND OFFSHORE DRILLING INC DE 2.02,9.01 10/26/05 DIEBOLD INC OH 2.02,9.01 10/26/05 DIGITAL FUSION INC/NJ/ DE 1.01,5.02,7.01,9.01 10/20/05 Digital Realty Trust, Inc. MD 7.01,9.01 10/25/05 DIGITAL RECORDERS INC NC 5.02 10/25/05 DIGITAL RIVER INC /DE DE 2.02,9.01 10/26/05 DIGITAL VIDEO SYSTEMS INC DE 4.01 07/29/05 AMEND DIMECO INC PA 2.02 10/26/05 DIXIE GROUP INC TN 2.02,9.01 10/26/05 DORAL FINANCIAL CORP PR 7.01,8.01,9.01 10/25/05 DOT HILL SYSTEMS CORP NY 2.02,9.01 10/26/05 DOVER DOWNS GAMING & ENTERTAINMENT IN DE 7.01,9.01 10/26/05 DOVER MOTORSPORTS INC DE 7.01,9.01 10/26/05 DSLA Mortgage Loan Trust 2005-AR6 DE 8.01,9.01 10/19/05 DST SYSTEMS INC DE 2.02,7.01 10/25/05 DUPONT E I DE NEMOURS & CO DE 2.02 09/30/05 DUPONT E I DE NEMOURS & CO DE 1.01 10/24/05 DXP ENTERPRISES INC TX 2.02 09/30/05 DYAX CORP DE 2.02,9.01 10/26/05 EASTERN CO CT 2.02,7.01,9.01 10/26/05 EASY GARDENER PRODUCTS LTD 2.04 10/25/05 EDISON INTERNATIONAL CA 5.03,9.01 10/20/05 ELECTRIC & GAS TECHNOLOGY INC TX 1.01,9.01 10/24/05 ELECTRO SCIENTIFIC INDUSTRIES INC OR 5.02,9.01 10/20/05 EMBARCADERO TECHNOLOGIES INC 2.02,9.01 10/26/05 EMC CORP MA 1.01,5.02,9.01 10/20/05 ENCLAVES GROUP INC DE 1.01,9.01 10/21/05 ENCORE ACQUISITION CO DE 2.02,9.01 10/25/05 ENDEAVOUR INTERNATIONAL CORP NV 8.01,9.01 10/26/05 ENDO PHARMACEUTICALS HOLDINGS INC DE 7.01,9.01 10/26/05 ENERGEN CORP AL 2.02,9.01 09/30/05 ENERGY CONVERSION DEVICES INC DE 7.01,9.01 10/25/05 ENERGYSOUTH INC AL 1.01 10/21/05 ENPATH MEDICAL INC MN 2.02,9.01 10/20/05 AMEND ENPRO INDUSTRIES INC NC 1.01,3.02,9.01 10/26/05 ENTERASYS NETWORKS INC /DE/ DE 5.03,9.01 10/24/05 ENTERASYS NETWORKS INC /DE/ DE 2.02,9.01 10/26/05 ENTERPRISE BANCORP INC /MA/ MA 2.02,7.01,9.01 10/26/05 Enterprise GP Holdings L.P. DE 2.02,9.01 10/25/05 ENTERPRISE PRODUCTS PARTNERS L P DE 2.02,9.01 10/25/05 ENTRUST INC MD 1.01,9.01 10/26/05 EON COMMUNICATIONS CORP DE 8.01 10/26/05 EPICOR SOFTWARE CORP DE 2.02,9.01 10/26/05 ERESEARCHTECHNOLOGY INC /DE/ DE 2.02,9.01 10/26/05 ESS TECHNOLOGY INC CA 2.02,9.01 10/26/05 ESTEE LAUDER COMPANIES INC DE 2.02 09/30/05 EUROBANCSHARES INC 2.02,9.01 10/25/05 EURONET WORLDWIDE INC DE 2.02,9.01 10/25/05 EURONET WORLDWIDE INC DE 8.01,9.01 10/26/05 EXACTECH INC FL 2.02,7.01,9.01 10/26/05 EXCALIBUR INDUSTRIES INC DE 1.01,3.02,3.03,5.01,5.03,9.01 10/19/05 EXELON CORP PA 2.02,7.01,9.01 10/26/05 EXPRESS SCRIPTS INC DE 2.02,9.01 09/30/05 FALCON PRODUCTS INC /DE/ DE 1.03,9.01 10/18/05 FAR EAST ENERGY CORP 1.01,9.01 10/20/05 FARMER MAC MORTGAGE SECURITIES CORP DE 9.01 10/25/05 FBR Securitization, Inc. 8.01,9.01 10/24/05 FEATHERLITE INC MN 8.01 10/25/05 Federal Home Loan Bank of New York X1 2.02,9.01 10/26/05 Fieldstone Mortgage Investment CORP MD 8.01,9.01 10/26/05 FIRST AMERICAN CORP CA 2.02,9.01 10/26/05 FIRST BANCORP /NC/ NC 1.01,2.02,9.01 10/25/05 FIRST BANCORP /PR/ PR 7.01,9.01 10/21/05 FIRST CITIZENS BANCORPORATION INC SC 1.01 10/20/05 FIRST COMMUNITY BANCSHARES INC /NV/ NV 2.02,9.01 10/26/05 FIRST COMMUNITY BANK CORP OF AMERICA FL 2.02 10/26/05 FIRST FEDERAL BANCSHARES INC /DE DE 2.02,9.01 10/26/05 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 10/25/05 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 10/25/05 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 10/24/05 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 10/24/05 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 10/24/05 FIRST MIDWEST BANCORP INC DE 2.02,9.01 10/26/05 FIRST MUTUAL BANCSHARES INC WA 8.01 10/25/05 FIRST NATIONAL LINCOLN CORP /ME/ ME 9.01 09/30/05 FIRST NILES FINANCIAL INC DE 2.02,9.01 10/21/05 FIRST POTOMAC REALTY TRUST MD 8.01,9.01 10/20/05 FIRST REAL ESTATE INVESTMENT TRUST OF NJ 2.03 10/21/05 FIRST RELIANCE BANCSHARES INC SC 2.02,9.01 10/26/05 FIRST STATE FINANCIAL CORP/FL 2.02 10/25/05 FIRST UNION REAL ESTATE EQUITY & MORT OH 5.02,7.01,9.01 10/21/05 FLAGSTAR BANCORP INC MI 2.02,9.01 10/24/05 FLORIDA EAST COAST INDUSTRIES INC FL 2.02,9.01 10/26/05 FORRESTER RESEARCH INC DE 2.02,9.01 10/26/05 FORWARD AIR CORP TN 8.01,9.01 10/26/05 FOSTER L B CO PA 2.02,9.01 10/26/05 FOXHOLLOW TECHNOLOGIES, INC. DE 2.02,9.01 10/26/05 FRIEDMAN BILLINGS RAMSEY GROUP INC VA 2.02,9.01 10/25/05 FTD Group, Inc. 2.02,9.01 10/26/05 FTS GROUP, INC. CO 4.01,9.01 10/13/05 FULTON FINANCIAL CORP PA 7.01,9.01 10/26/05 GAMES INC DE 7.01,9.01 10/26/05 GARDNER DENVER INC DE 2.02,9.01 10/26/05 GARMIN LTD 2.02,9.01 10/26/05 GE Dealer Floorplan Master Note Trust DE 8.01,9.01 10/26/05 GE Dealer Floorplan Master Note Trust DE 8.01,9.01 10/26/05 GEMSTAR TV GUIDE INTERNATIONAL INC DE 1.01,9.01 10/20/05 GENERAL MARITIME CORP/ 2.02,9.01 10/26/05 GENIUS PRODUCTS INC NV 5.02 10/20/05 GeoPharma, Inc. FL 7.01,9.01 10/25/05 GLENBOROUGH REALTY TRUST INC MD 2.02,9.01 10/26/05 GRAINGER W W INC IL 5.02,9.01 10/25/05 GRANT PRIDECO INC DE 2.02,9.01 10/26/05 GREAT WEST GOLD, INC. WY 1.01,2.01,8.01,9.01 10/25/05 GREAT WEST GOLD, INC. WY 1.01,2.01,3.02,9.01 10/21/05 AMEND GREATER BAY BANCORP CA 2.02,7.01,9.01 10/26/05 GS MORTGAGE SECURITIES CORP DE 8.01 10/24/05 GSAMP Trust 2005-HE4 DE 8.01,9.01 08/25/05 AMEND GSR Mortgage Loan Trust 2005-AR6 DE 8.01,9.01 10/25/05 GUIDANT CORP IN 8.01,9.01 10/25/05 GUITAR CENTER INC DE 2.02,8.01 10/25/05 GULF ISLAND FABRICATION INC LA 2.02,9.01 10/26/05 HABERSHAM BANCORP GA 2.02,9.01 09/30/05 HALLIBURTON CO DE 2.02 10/24/05 HARBOR FLORIDA BANCSHARES INC DE 8.01 10/25/04 HarborView Mortgage Loan Trust 2005-1 DE 8.01,9.01 10/26/05 HARRIS CORP /DE/ DE 2.02,9.01 10/26/05 HEALTHEXTRAS INC DE 2.02,9.01 10/25/05 HEALTHSTREAM INC TN 2.02,7.01,9.01 10/25/05 HEI INC MN 2.02,9.01 10/26/05 HERITAGE COMMERCE CORP CA 2.02,9.01 10/25/05 HERITAGE OAKS BANCORP CA 8.01,9.01 10/26/05 HEXCEL CORP /DE/ DE 2.02,7.01,8.01,9.01 10/24/05 HI/FN INC DE 2.02,9.01 09/30/05 HIGHWOODS PROPERTIES INC MD 2.02,9.01 10/25/05 HIGHWOODS REALTY LTD PARTNERSHIP NC 2.02,9.01 10/25/05 HILLMAN COMPANIES INC DE 3.01,9.01 10/25/05 Home Equity Mortgage Loan Asset-Backe DE 2.01,8.01,9.01 09/29/05 Horizon Holding CORP DE 5.02 10/26/05 Horizon Lines, Inc. 8.01 10/25/05 HRPT PROPERTIES TRUST MD 8.01 10/25/05 HUB INTERNATIONAL LTD A6 2.02 10/26/05 HUDSON HIGHLAND GROUP INC DE 2.02,9.01 10/25/05 HUDSON HIGHLAND GROUP INC DE 1.01,5.02,9.01 10/26/04 HUDSON VALLEY HOLDING CORP NY 2.01,8.01,9.01 10/25/05 HUNTINGTON BANCSHARES INC/MD MD 8.01 10/24/05 HUTTIG BUILDING PRODUCTS INC DE 2.02,9.01 10/26/05 HYPERCOM CORP DE 1.01,5.02,9.01 10/25/05 HYPERTENSION DIAGNOSTICS INC /MN MN 8.01 10/25/05 I MANY INC DE 2.02,9.01 10/25/05 IBIS TECHNOLOGY CORP MA 2.02,8.01,9.01 10/26/05 IDENIX PHARMACEUTICALS INC 8.01,9.01 10/25/05 IDENTIX INC DE 2.02,9.01 10/26/05 IKON OFFICE SOLUTIONS INC OH 1.01,9.01 10/20/05 ILLINOIS TOOL WORKS INC DE 5.04,9.01 10/25/05 IMPERIAL OIL LTD 2.02,9.01 10/20/05 INDEPENDENT BANK CORP /MI/ MI 2.02,9.01 10/26/05 INDYMAC MBS INC 8.01,9.01 10/13/05 INFORTE CORP DE 2.02,9.01 10/25/05 INNOVATIVE CARD TECHNOLOGIES INC DE 1.01,9.01 10/25/05 AMEND INSIGNIA SYSTEMS INC/MN MN 2.02,9.01 10/26/05 Integrated Healthcare Holdings Inc NV 5.03,9.01 10/20/05 INTERFACE INC GA 2.02,9.01 10/26/05 INTERMET CORP GA 1.01,9.01 10/20/05 INTERNATIONAL FLAVORS & FRAGRANCES IN NY 2.02 10/25/05 INTERNET BUSINESS INTERNATIONAL INC NV 1.01 10/25/05 INTERNET COMMERCE CORP DE 5.02 10/20/05 INTERSTATE BAKERIES CORP/DE/ DE 8.01,9.01 10/26/05 INTRADO INC DE 8.01,9.01 10/26/05 INTROGEN THERAPEUTICS INC 1.02 10/20/05 IPARTY CORP DE 2.02,9.01 10/26/05 IRIDEX CORP DE 2.01,9.01 10/25/05 J.P. Morgan Mortgage Trust 2005-A7 DE 8.01,9.01 10/25/05 J.P. Morgan Mortgage Trust 2005-Alt 1 DE 8.01,9.01 10/25/05 JAMESON INNS INC GA 7.01,9.01 10/26/05 JANUS CAPITAL GROUP INC DE 1.01,2.02,2.03,5.02,9.01 10/21/05 JANUS CAPITAL GROUP INC DE 5.02,9.01 10/25/05 JAVELIN PHARMACEUTICALS, INC DE 8.01,9.01 10/24/05 JO-ANN STORES INC OH 1.01,9.01 10/21/05 JOHNSON CONTROLS INC WI 2.02,7.01,9.01 10/24/05 JONES APPAREL GROUP INC PA 2.02,9.01 10/26/05 JONES LANG LASALLE INC MD 2.02,9.01 10/25/05 JONES SODA CO WA 2.02,9.01 10/26/05 KEANE INC MA 1.01 10/20/05 KENNAMETAL INC PA 2.02,9.01 10/26/05 KENSEY NASH CORP DE 2.02,9.01 10/25/05 KERR MCGEE CORP /DE DE 2.02,9.01 10/26/05 KERR MCGEE CORP /DE DE 7.01,9.01 10/26/05 KeyCorp Student Loan Trust 2005-A DE 8.01,9.01 10/26/05 KNBT BANCORP INC PA 2.02,9.01 10/26/05 KOMAG INC /DE/ DE 2.02,9.01 10/26/05 KOSS CORP DE 2.02,9.01 10/10/05 AMEND KRISPY KREME DOUGHNUTS INC NC 1.01,9.01 07/31/05 KRONOS INC MA 2.02 10/26/05 KUSHNER LOCKE CO CA 8.01,9.01 10/25/05 L 3 COMMUNICATIONS HOLDINGS INC DE 2.02,9.01 10/26/05 LA JOLLA PHARMACEUTICAL CO DE 3.01,9.01 10/25/05 LA QUINTA CORP DE 1.01,9.01 10/21/05 LANDAMERICA FINANCIAL GROUP INC VA 2.02,8.01,9.01 09/19/05 LAS VEGAS RESORTS CORP NV 3.03,5.03,9.01 10/26/05 LEAR CORP DE 2.02,7.01,9.01 10/26/05 LEE SARA CORP MD 2.06,7.01,9.01 10/23/05 Lehman ABS Corp. Home Equity Loan Tru DE 8.01,9.01 10/25/05 LEHMAN SARM 2005-5 DE 8.01,9.01 10/25/05 Lehman XS Trust Series 2005-1 DE 9.01 10/25/05 LEHMAN XS TRUST SERIES 2005-3 DE 9.01 10/25/05 LENNOX INTERNATIONAL INC DE 2.02,9.01 10/26/05 LESCO INC/OH OH 2.02,9.01 10/26/05 LIBBEY INC DE 2.02,9.01 10/26/05 Liberty Global, Inc. DE 2.01,7.01,9.01 10/24/05 LIFECELL CORP DE 2.02,9.01 10/26/05 LIFEPOINT HOSPITALS, INC. 2.02,9.01 10/26/05 LIGHTBRIDGE INC DE 2.02,9.01 10/26/05 LIPIDVIRO TECH INC NV 1.01,9.01 04/18/05 AMEND LITHIUM TECHNOLOGY CORP DE 1.01,3.02 10/21/05 LONG ISLAND PHYSICIAN HOLDINGS CORP NY 8.01 09/16/05 LOUISIANA-PACIFIC CORP DE 2.02,9.01 10/26/05 LSI LOGIC CORP DE 2.02,8.01,9.01 10/26/05 LTX CORP MA 2.05 10/25/05 LUCENT TECHNOLOGIES INC DE 2.02,7.01,9.01 10/26/05 LYNCH CORP IN 8.01,9.01 10/26/05 LYNCH INTERACTIVE CORP DE 5.02 10/24/05 M I HOMES INC OH 2.02,9.01 10/26/05 M WAVE INC DE 1.01,1.02,9.01 10/05/05 MAJESTIC STAR CASINO LLC IN 5.02 06/14/05 MAKEMUSIC INC MN 2.02,9.01 10/26/05 MARINE PRODUCTS CORP DE 2.02,9.01 10/26/05 MARINE PRODUCTS CORP DE 8.01,9.01 10/26/05 MARINEMAX INC DE 2.02,7.01,9.01 10/26/05 MARRIOTT INTERNATIONAL INC /MD/ DE 8.01,9.01 10/25/05 MASS MEGAWATTS WIND POWER INC 7.01 09/30/05 MASS MEGAWATTS WIND POWER INC 7.01,9.01 08/05/05 AMEND MASS MEGAWATTS WIND POWER INC 7.01 09/30/05 AMEND MATRIXX INITIATIVES INC DE 2.02,9.01 10/25/05 MAVERICK TUBE CORPORATION DE 7.01,9.01 10/26/05 MAXTOR CORP DE 2.02,8.01,9.01 10/26/05 MAYTAG CORP DE 8.01,9.01 10/25/05 MEADWESTVACO CORP DE 5.02,9.01 10/25/05 MEMC ELECTRONIC MATERIALS INC DE 2.02,4.02,9.01 10/26/05 MERCURY INTERACTIVE CORP DE 8.01,9.01 10/26/05 Meritage Homes CORP MD 2.02,5.02,9.01 10/25/05 MERITAGE HOSPITALITY GROUP INC MI 1.01 10/25/05 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 10/17/05 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 10/17/05 MERRILL LYNCH DEPOSITOR INC PUBLIC ST DE 8.01,9.01 10/17/05 MetaMorphix Inc. 8.01,9.01 10/18/05 METROLOGIC INSTRUMENTS INC NJ 2.02,9.01 10/25/05 MGM MIRAGE DE 2.02,9.01 10/26/05 MGP INGREDIENTS INC KS 7.01,9.01 10/25/05 MICREL INC CA 8.01 10/26/05 MICROTUNE INC DE 7.01 10/25/05 MIDSOUTH BANCORP INC LA 2.02,8.01,9.01 10/25/05 MILLENNIUM PHARMACEUTICALS INC DE 1.01,2.02 10/20/05 MISSISSIPPI POWER CO MS 1.01,2.03,9.01 10/20/05 MITY ENTERPRISES INC UT 2.02,9.01 10/26/05 MOBIUS MANAGEMENT SYSTEMS INC DE 2.02,9.01 10/26/05 MONOLITHIC POWER SYSTEMS INC CA 2.02,9.01 10/26/05 MONSTER WORLDWIDE INC DE 2.02,7.01,9.01 10/26/05 MOODYS CORP /DE/ DE 2.02,7.01,8.01,9.01 10/25/05 MORRIS PUBLISHING GROUP LLC GA 7.01,9.01 10/25/05 MSC INDUSTRIAL DIRECT CO INC NY 8.01,9.01 10/21/05 MYRIAD GENETICS INC DE 2.02,9.01 10/26/05 NARROWSTEP INC DE 1.01 10/20/05 NASDAQ STOCK MARKET INC DE 2.02,9.01 10/26/05 NATIONAL INSTRUMENTS CORP /DE/ DE 2.02,9.01 10/26/05 NATIONAL RV HOLDINGS INC DE 4.01,9.01 10/14/05 AMEND NATIONAL WESTERN LIFE INSURANCE CO CO 8.01 10/21/05 NATUS MEDICAL INC DE 2.02,9.01 10/26/05 NAVISITE INC DE 2.02,9.01 10/25/05 NBOG BANCORPORATION INC GA 1.01 10/20/05 NBT BANCORP INC DE 2.02,9.01 10/24/05 NBTY INC DE 8.01 10/24/05 NELNET INC NE 2.02,9.01 10/26/05 NELNET INC NE 2.01,8.01,9.01 10/24/05 NETGEAR INC DE 2.02,9.01 10/26/05 NETSCOUT SYSTEMS INC DE 2.02,9.01 10/26/05 NEWKIRK MASTER LP 2.02 10/26/05 NEWMONT MINING CORP /DE/ DE 2.02,9.01 10/26/05 NIC INC CO 7.01,9.01 10/26/05 NNN 2003 VALUE FUND LLC 7.01,9.01 10/25/05 NORFOLK SOUTHERN CORP VA 2.02,7.01 10/26/05 NORTHERN GROWERS LLC SD 1.01 10/25/05 NORTHRIM BANCORP INC AK 2.02,9.01 10/25/05 NORTHSTAR REALTY 1.01,9.01 10/25/05 NORTHWEST PIPE CO OR 2.02,9.01 10/26/05 NOVA OIL INC NV 5.03,8.01 10/25/05 NOVATEL WIRELESS INC DE 2.02,9.01 10/26/05 OFFICEMAX INC DE 1.01,2.02,9.01 10/20/05 ONEIDA FINANCIAL CORP DE 2.02 10/25/05 OPEN SOLUTIONS INC DE 2.02,9.01 10/26/05 OPENWAVE SYSTEMS INC DE 2.02,9.01 10/26/05 ORLEANS HOMEBUILDERS INC DE 1.01,9.01 10/21/05 OVERLAND STORAGE INC CA 8.01,9.01 10/17/05 OVERSEAS SHIPHOLDING GROUP INC DE 1.01,9.01 10/20/05 OXIGENE INC DE 2.02,9.01 10/26/05 PACIFIC CAPITAL BANCORP /CA/ CA 8.01,9.01 10/25/05 PARTNERS TRUST FINANCIAL GROUP INC 5.02 08/23/05 PDI INC 8.01 10/22/05 PEABODY ENERGY CORP DE 1.01 10/20/05 PEMSTAR INC MN 1.01,9.01 10/20/05 PENN NATIONAL GAMING INC PA 2.01,9.01 10/26/05 PeopleSupport, Inc. DE 1.01,9.01 10/20/05 PEPSIAMERICAS INC/IL/ DE 2.02,9.01 10/26/05 PharmaFrontiers Corp. TX 5.02,9.01 10/20/05 PHILADELPHIA CONSOLIDATED HOLDING COR PA 2.02,9.01 10/25/05 Pike Electric CORP 3.01 10/24/05 PINNACLE DATA SYSTEMS INC OH 2.02,9.01 10/26/05 PINNACLE DATA SYSTEMS INC OH 2.01,9.01 08/12/05 AMEND PINNACLE WEST CAPITAL CORP AZ 2.03 10/25/05 PLAYERS NETWORK 1.01,9.01 10/05/05 PLUG POWER INC DE 2.02,9.01 10/26/05 PMC SIERRA INC DE 1.01,2.03,3.02,8.01,9.01 10/20/05 PNM RESOURCES INC NM 2.02,9.01 10/25/05 Popular ABS Mortgage Pass-Through Tru DE 8.01 10/25/05 POPULAR ABS MORTGAGE PASS-THROUGH TRU DE 8.01 10/25/05 POPULAR ABS MORTGAGE PASS-THROUGH TRU DE 8.01 10/25/05 Popular ABS Mortgage Pass-Through Tru DE 8.01 10/25/05 Popular ABS Mortgage Pass-Through Tru DE 8.01 10/25/05 Popular ABS Mortgage Pass-Through Tru DE 8.01 10/25/05 Popular ABS Mortgage Pass-Through Tru DE 8.01 10/25/05 POPULAR INC PR 7.01,9.01 10/26/05 POWERHOUSE TECHNOLOGIES GROUP INC DE 4.01,4.02,9.01 10/20/05 PRA International DE 2.02,9.01 10/26/05 PRAXAIR INC DE 2.02 10/26/05 PREMIER FINANCIAL BANCORP INC KY 2.02,9.01 10/26/05 PRIME MORTGAGE TRUST 2005-4 DE 8.01,9.01 10/25/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 10/21/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 10/21/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 10/21/05 PRUDENTIAL FINANCIAL INC NJ 8.01 10/26/05 PSB BANCORP INC PA 5.02 10/26/05 PSS WORLD MEDICAL INC FL 2.02,8.01,9.01 09/30/05 PTS INC/NV/ NV 1.01 10/25/05 PUBLIC SERVICE CO OF NEW MEXICO NM 2.02,9.01 10/25/05 PYR ENERGY CORP DE 3.02,7.01,9.01 10/20/05 QUAKER FABRIC CORP /DE/ DE 1.01,9.01 10/25/05 QUALCOMM INC/DE DE 1.01,9.01 10/21/05 QUICKLOGIC CORPORATION CA 2.02,9.01 10/26/05 QUIDEL CORP /DE/ DE 2.02,5.02,9.01 10/26/05 QUOTESMITH COM INC DE 2.02,7.01,9.01 10/26/05 R H DONNELLEY CORP DE 2.02 10/26/05 RAE SYSTEMS INC DE 2.02,9.01 10/26/05 RAINDANCE COMMUNICATIONS INC DE 2.02,9.01 10/26/05 RAMP Series 2005-SP2 Trust DE 8.01,9.01 10/26/05 RBS GLOBAL INC DE 2.02,9.01 10/26/05 REGIS CORP MN 2.02,9.01 10/26/05 REGIS CORP MN 2.02,9.01 10/26/05 REPUBLIC AIRWAYS HOLDINGS INC DE 2.02,9.01 10/25/05 REYNOLDS AMERICAN INC 2.02,9.01 10/26/05 RIGEL PHARMACEUTICALS INC DE 1.01,3.02,9.01 10/24/05 RIO TINTO PLC X0 4.01 10/14/05 RIO TINTO PLC X0 4.01 10/14/05 ROCKY SHOES & BOOTS INC OH 2.02,9.01 10/26/05 ROFIN SINAR TECHNOLOGIES INC DE 5.02,9.01 10/24/05 ROLLINS INC DE 8.01 10/25/05 ROLLINS INC DE 2.02 10/26/05 ROO GROUP INC DE 1.01,3.02,9.01 10/20/05 RPC INC DE 2.02,9.01 10/26/05 RPC INC DE 8.01,9.01 10/26/05 RYDER SYSTEM INC FL 2.02,9.01 10/26/05 RYERSON TULL INC /DE/ DE 2.05 06/23/05 AMEND SACO I TRUST, 2005-WM2 DE 8.01,9.01 10/25/05 SAVIENT PHARMACEUTICALS INC DE 4.02 10/20/05 SCHOOL SPECIALTY INC WI 1.02,7.01,9.01 10/25/05 SCS TRANSPORTATION INC DE 2.02,9.01 10/25/05 SEABRIGHT INSURANCE HOLDINGS INC 2.02,9.01 10/26/05 SEALED AIR CORP/DE DE 2.02,9.01 10/26/05 SELIGMAN QUALITY MUNICIPAL FUND INC MD 7.01,9.01 10/26/05 SELIGMAN SELECT MUNICIPAL FUND INC MD 7.01,9.01 10/26/05 SERVICE BANCORP INC MA 2.02,9.01 10/26/05 SHENANDOAH TELECOMMUNICATIONS CO/VA/ VA 2.02,9.01 10/25/05 SI Financial Group, Inc. X1 2.02,9.01 10/25/05 SIEBEL SYSTEMS INC DE 2.02,9.01 10/26/05 SIGMA ALDRICH CORP DE 2.02,7.01,9.01 10/25/05 SILVERSTAR HOLDINGS LTD B0 3.02,9.01 10/21/05 SIMPSON MANUFACTURING CO INC /CA/ DE 2.02 10/25/05 SIRENZA MICRODEVICES INC DE 2.02,7.01,9.01 10/26/05 SIRF TECHNOLOGY HOLDINGS INC 5.02 10/20/05 SKECHERS USA INC DE 2.02,9.01 10/26/05 SMART ONLINE INC 8.01,9.01 10/26/05 SMITH INTERNATIONAL INC DE 2.02,9.01 10/26/05 SMITHWAY MOTOR XPRESS CORP NV 2.02,9.01 10/25/05 SMURFIT STONE CONTAINER CORP DE 2.02,9.01 10/26/05 SMURFIT STONE CONTAINER CORP DE 1.02,5.02,9.01 10/25/05 SNAP ON INC DE 2.02,9.01 10/25/05 SOUTHERN CALIFORNIA EDISON CO CA 5.02,5.03,9.01 10/20/05 SOUTHWEST CASINO CORP 1.01,1.02,2.03,3.02,9.01 10/20/05 SOYO GROUP INC NV 3.02 08/21/05 SPACEDEV INC CO 1.01,7.01,9.01 10/26/05 SPARTA INC /DE DE 2.01,9.01 10/21/05 SPECIALTY LABORATORIES INC 2.02,7.01,9.01 10/26/05 SPECTRX INC DE 1.01,9.01 10/26/05 SPORTS CLUB CO INC DE 3.01 10/25/05 STAKTEK HOLDINGS INC DE 1.01,5.02 10/20/05 STANDARD MICROSYSTEMS CORP DE 1.01,9.01 10/14/05 STARWOOD HOTEL & RESORTS WORLDWIDE IN MD 2.02,9.01 10/26/05 STATE AUTO FINANCIAL CORP OH 2.02,9.01 10/25/05 State National Bancshares, Inc. TX 2.02,9.01 10/25/05 STONEPATH GROUP INC DE 1.01,9.01 10/20/05 STRUCTURED ADJUSTABLE RATE MORTGAGE DE 8.01,9.01 10/25/05 Structured Adjustable Rate Mortgage L DE 9.01 10/25/05 Structured Adjustable Rate Mortgage L DE 8.01,9.01 10/25/05 STRUCTURED ADJUSTABLE RATE MORTGAGE L DE 8.01,9.01 10/25/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 10/22/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 10/25/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 10/26/05 Structured Asset Securities Corp Mort DE 9.01 10/25/05 Structured Asset Securities Corp Mort DE 9.01 10/25/05 Structured Asset Securities Corp Mort DE 9.01 10/25/05 Structured Asset Securities Corp Mort DE 9.01 10/25/05 Structured Asset Securities Corp. 200 DE 9.01 10/25/05 Structured Asset Securities Corp. Tru DE 9.01 10/25/05 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 10/19/05 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01 10/12/05 SUNSET FINANCIAL RESOURCES INC 4.01 10/26/05 SUPERIOR ESSEX INC DE 1.01,9.01 10/20/05 SUPERIOR GALLERIES INC DE 8.01,9.01 10/25/05 SURMODICS INC MN 2.02,9.01 10/26/05 SYNALLOY CORP DE 2.02,9.01 10/25/05 SYNERGETICS USA INC DE 4.01,9.01 10/20/05 T REIT INC VA 7.01,9.01 10/25/05 TANDY BRANDS ACCESSORIES INC DE 1.01,2.02,8.01,9.01 10/20/05 TARGET CORP MN 8.01,9.01 10/26/05 TARGET CORP MN 8.01,9.01 10/26/05 TASER INTERNATIONAL INC 7.01,9.01 10/26/05 TCF FINANCIAL CORP DE 2.02,7.01,9.01 10/26/05 TD BANKNORTH INC. DE 8.01,9.01 10/25/05 TD BANKNORTH INC. DE 5.02,9.01 10/25/05 TECHNOLOGY FUNDING PARTNERS III L P DE 4.01 08/26/05 AMEND TECHNOLOGY FUNDING VENTURE PARTNERS I DE 4.01 08/26/05 AMEND TECHNOLOGY FUNDING VENTURE PARTNERS V DE 4.01 08/26/05 AMEND TELEGLOBE INTERNATIONAL HOLDINGS LTD 8.01,9.01 10/26/05 TEXAS NEW MEXICO POWER CO TX 2.02,9.01 10/25/05 THERMADYNE HOLDINGS CORP /DE DE 5.02,9.01 10/25/05 THERMO ELECTRON CORP DE 2.02,9.01 10/26/05 TIMKEN CO OH 2.02 10/26/05 TOWER PROPERTIES CO MO 8.01 10/25/05 TRADESTATION GROUP INC FL 2.02,9.01 10/26/05 TRANSPORT CORPORATION OF AMERICA INC MN 2.02,9.01 10/25/05 TREMISIS ENERGY ACQUISITION CORP 1.01,7.01,9.01 10/20/05 TRI CITY BANKSHARES CORP WI 2.02,9.01 09/30/05 TRIDENT MICROSYSTEMS INC DE 2.02,9.01 10/26/05 TRIPOS INC UT 2.02 09/30/05 TTM TECHNOLOGIES INC WA 2.02,9.01 10/26/05 TWIN DISC INC WI 1.01,5.02 10/21/05 UAL CORP /DE/ DE 8.01,9.01 10/20/05 ULTRA PETROLEUM CORP 7.01,9.01 10/25/05 ULTRA PETROLEUM CORP 2.02,9.01 10/25/05 ULTRA PETROLEUM CORP 8.01,9.01 10/26/05 UMB FINANCIAL CORP MO 2.02,9.01 10/25/05 UNIT CORP DE 2.02,9.01 10/26/05 UNITED BANKSHARES INC/WV WV 2.02,9.01 10/26/05 UNITEDGLOBALCOM INC DE 2.01,7.01,9.01 10/24/05 UNIVERSAL TECHNICAL INSTITUTE INC DE 2.02,9.01 10/26/05 URBAN TELEVISION NETWORK CORP NV 3.02,8.01 10/26/05 US LEC CORP DE 2.02,9.01 10/26/05 US XPRESS ENTERPRISES INC NV 2.02 09/30/05 UTi WORLDWIDE INC 3.03,5.03,9.01 10/25/05 V F CORP PA 1.01 10/19/05 VAIL BANKS INC CO 1.01,8.01,9.01 10/26/05 VALERO ENERGY CORP/TX DE 1.01,9.01 10/20/05 VALSPAR CORP DE 1.01,1.02,2.03,9.01 10/25/05 VARIAN MEDICAL SYSTEMS INC DE 2.02,9.01 10/26/05 VERIDIUM CORP DE 2.05 10/25/05 VERTEX PHARMACEUTICALS INC / MA MA 2.02,9.01 10/26/05 VIASPACE Inc. NV 1.01,5.02,5.03,5.05,9.01 10/20/05 VIASPACE Inc. NV 1.01,9.01 10/20/05 VIRGINIA FINANCIAL GROUP INC VA 7.01,9.01 10/24/05 VISTA CONTINENTAL CORP DE 5.02 10/15/05 VISTAPRINT LTD D0 2.02,9.01 10/25/05 VISUAL NETWORKS INC DE 1.01 10/20/05 VITRIA TECHNOLOGY INC DE 2.02,9.01 10/26/05 VIVUS INC CA 2.02,9.01 10/26/05 Volcom Inc 2.02,9.01 10/26/05 W&T OFFSHORE INC TX 1.01,9.01 10/20/05 WASHINGTON REAL ESTATE INVESTMENT TRU MD 2.02,7.01,9.01 10/26/05 WASTE CONNECTIONS INC/DE DE 2.02,7.01 09/30/05 WASTE SERVICES, INC. A6 2.02,2.03,9.01 09/30/05 WATSCO INC FL 2.02,9.01 10/25/05 Wauwatosa Holdings, Inc. WI 1.01,5.02,9.01 10/25/05 WELLCHOICE INC DE 2.02,7.01,9.01 10/26/05 WELLMAN INC DE 2.02,9.01 10/25/05 WELLPOINT INC IN 2.02,9.01 10/26/05 WELLS FARGO ASSET SECURITIES CORP DE 8.01,9.01 10/25/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 10/25/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 10/25/05 WESTCORP /CA/ CA 1.01,9.01 10/21/05 WESTERN ALLIANCE BANCORPORATION 2.02,9.01 10/26/05 WESTERN DIGITAL CORP DE 1.01,9.01 08/25/05 AMEND WFS FINANCIAL INC CA 1.01,9.01 10/21/05 WIEN GROUP INC NY 2.01,3.02,4.01,5.01,5.02,9.01 10/19/05 AMEND WISCONSIN ENERGY CORP WI 2.02 10/26/05 WITNESS SYSTEMS INC DE 2.02 10/26/05 WOLVERINE WORLD WIDE INC /DE/ MI 5.02 10/24/05 Wright Express CORP 2.02,9.01 10/26/05 XCEL ENERGY INC MN 2.02,9.01 10/26/05 XERION ECOSOLUTIONS GROUP INC CO 1.01,9.01 10/20/05 XERION ECOSOLUTIONS GROUP INC CO 1.01,7.01,9.01 10/18/05 XL CAPITAL LTD 8.01,9.01 10/25/05 YANKEE CANDLE CO INC 2.02,9.01 10/26/05 YARDVILLE NATIONAL BANCORP NJ 2.02,9.01 09/30/05 YDI WIRELESS INC DE 1.01 10/20/05 YORK INTERNATIONAL CORP /DE/ DE 2.02,9.01 10/26/05 YP CORP NV 5.03,9.01 10/25/05 ZENITH NATIONAL INSURANCE CORP DE 2.02,9.01 10/26/05 ZIMMER HOLDINGS INC DE 2.02,9.01 10/26/05 ZORAN CORP \DE\ DE 2.02,9.01 10/26/05