SEC NEWS DIGEST Issue 2004-246 December 23, 2004 COMMISSION ANNOUNCEMENTS SEC SUSPENDS TRADING IN SECURITIES OF ARTEC, INC. On December 23, the Commission announced the temporary suspension, pursuant to Section 12(k) of the Securities Exchange Act of 1934, of trading of the securities of ArTec, Inc. (ATKJ) a Nevada corporation, at 9:30 a.m. EST on Dec. 23, 2004, and terminating at 11:59 p.m. EST on Jan. 7, 2005. The Commission temporarily suspended trading in the securities of ATKJ because it appears to the Commission that there is a lack of current and accurate information concerning the securities of ATKJ because of questions regarding the accuracy of assertions by ATKJ and others, on ATKJ’s website, in ATKJ’s press releases, and in public statements to investors concerning, among other things, testing of ATKJ’s Tubercin substance for use in treating cancer patients. The Commission cautions broker dealers, shareholders, and prospective purchasers that they should carefully consider the foregoing information along with all other currently available information and any information subsequently issued by the company. Further, broker dealers should be alert to the fact that, pursuant to Rule 15c2-11 under the Exchange Act, at the termination of the trading suspension, no quotation may be entered unless and until they have strictly complied with all of the provisions of the rule. If any broker or dealer has questions as to whether or not he or she has complied with the rule, he or she should not enter any quotation but immediately contact the staff of the Securities and Exchange Commission in Washington, D.C. If any broker or dealer is uncertain as to what is required by Rule 15c2-11, he or she should refrain from entering quotations relating to ATKJ’s securities until such time as he or she has familiarized himself or herself with the rule and is certain that all of its provisions have been met. If any broker or dealer enters any quotation which is in violation of the rule, the Commission will consider the need for prompt enforcement action. If any broker dealer or other person has any information that may relate to this matter, they should immediately communicate it to C. Joshua Felker, Assistant Director, Division of Enforcement at the Securities and Exchange Commission. He can be reached at (202) 942-4897, or by e- mail at FelkerC@SEC.GOV. (Rel. 34-50923) ENFORCEMENT PROCEEDINGS FEDERAL JURY FINDS THAT MAXXON, INC., AND ITS PRESIDENT GIFFORD M. MABIE, JR., ENGAGED IN SECURITIES FRAUD; MAXXON MANAGER ENTERS INTO SEPARATE SETTLEMENT WITH SEC On Nov. 18, 2004, a federal jury in Tulsa, Okla., found that Maxxon, Inc., a Tulsa-based company, and its president, Gifford M. Mabie, Jr., violated fraud provisions of the federal securities laws by making false or misleading statements in various media about the company and a “safety syringe” it was attempting to develop. The jury reached its verdict after a two-week trial in the United States District Court for the Northern District of Oklahoma. The jury declined to find defendant Dr. Thomas R. Coughlin, Jr., Maxxon’s Medical Advisor, liable for securities law violations. The jury found that Mabie and Maxxon violated Section 10(b) of the Securities and Exchange Act of 1934 and Exchange Act Rule 10b-5 beginning on Oct. 7, 1998, by knowingly or recklessly making false or misleading statements or omissions of material fact. The jury also found that Mabie and Maxxon violated Sections 17(a)(2) and 17(a)(3) of the Securities Act of 1933 in 2002 by negligently making false or misleading statements in filings with the Commission. Rhonda R. Vincent, Maxxon’s Financial Reporting Manager, reached a separate settlement with the Commission before the trial. Without admitting or denying the allegations of the Complaint, Vincent consented to the entry of a final judgment that permanently restrains and enjoins her from violating Section 17(a)(2) and (3) of the Securities Act and from aiding and abetting any violation of Section 13(a) of the Exchange Act. Vincent also agreed to pay disgorgement plus prejudgment interest totaling $33,267.18, and a civil penalty of $25,000. Chief Judge Sven Eric Holmes entered a final judgment regarding Vincent’s settlement on Dec 7, 2004. A hearing on the remedies to be imposed against Maxxon and Mabie has not yet been scheduled. [SEC v. Maxxon et al., Civil Action No. 02-CV-975 H(J), U.S.D.C., N.D. Okla.] (LR-19013) SELF REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change filed by the NASD (SR-NASD-2004-176) to extend an existing pilot relating to Manning price-improvement standards has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the notice is expected in the Federal Register during the week of December 27. (Rel. 34-50893) A proposed rule change filed by the American Stock Exchange to revise Amex Rule 903C to permit the listing of long-term index options series with a duration of up to 60 months until expiration (SR-Amex-2004-103) 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 December 27. (Rel. 34-50902) Pursuant to Rule 19b-4 under the Securities Exchange Act of 1934, the Chicago Board Options Exchange has filed a proposed rule change (SR- CBOE-2004-84) Relating to its Fee Schedule. Publication is expected in the Federal Register during the week of December 27. (Rel. 34-50903) Pursuant to Rule 19b-4 under the Securities Exchange Act of 1934, the Boston Stock Exchange has filed a proposed rule change (SR-BSE-2004-57) Relating to the Execution Guarantee Rules. Publication is expected in the Federal Register during the week of December 27. (Rel. 34-50904) A proposed rule change and Amendment No. 1 thereto filed by the Philadelphia Stock Exchange (SR-Phlx-2004-89) relating to changes to its Automated Options Market System 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 December 27. (Rel. 34-50911) A proposed rule change filed by the Boston Stock Exchange (SR-BSE-2004- 56) relating to the interpretation of a Boston Options Exchange rule regarding Directed Orders has become effective pursuant to 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 December 27. (Rel. 34-50914) A proposed rule change (SR-CBOE-2004-81) filed by The Chicago Board Options Exchange relating to Amending Rule 30.20 to Conform to the Requirements of Regulation SHO, has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposed rule change is expected in the Federal Register during the week of December 27. (Rel. 34-50920) A proposed rule change (SR-BSE-2004-53) and Amendment No. 1 thereto, filed by the Boston Stock Exchange relating to short sales has become immediately effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934 and Rule 19b-4(f)(6), thereunder. Publication of the proposal is expected in the Federal Register during the week of December 27. (Rel. 34-50921) A proposed rule change (SR-NASD-2004-187) filed by The Nasdaq Stock Market, a subsidiary of the NASD, relating to the Extension of Short Sale Rule and Continued Suspension of Primary Market Maker Standards Set Forth in Rule 4612, has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposed rule change is expected in the Federal Register during the week of December 27. (Rel. 34-50922) ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission noticed and granted accelerated approval to a proposed rule change (SR-Amex-2004-93) and Amendment No. 1 thereto submitted by the American Stock Exchange under Rule 19b-4 of the Securities Exchange Act of 1934 relating to customer transaction charges for the trading of Nasdaq-100 Index Tracking Stock®. Publication of the proposal is expected in the Federal Register during the week of December 27. (Rel. 34-50894) PROPOSED RULE CHANGES A proposed rule change (SR-CHX-2004-03) has been filed by the Chicago Stock Exchange under Rule 19b-4 of the Securities Exchange Act of 1934 relating to manual execution of orders. (Rel. 34-50865) A proposed rule change (SR-Amex-2003-90) has been filed by the American Stock Exchange, relating to the Amendment of Eschange Rule 153 pursuant to Section 19(b)(1) of the Exchange Act. Publication of the notice in the Federal Register is expected during the week of December 27. (Rel. 34-50866) The Fixed Income Clearing Corporation filed a proposed rule change (File No. SR-FICC-2004-19) under Section 19(b)(1) of the Securities Exchange Act to eliminate or amend FICC’s Government Securities Division and Mortgage-Backed Securities Division rules that are inconsistent with current practice, have expired, are outdated, are unnecessary, or require technical correction. Publication of the proposal is expected in the Federal Register during the week of December 27. (Rel. 34-0888) The Chicago Stock Exchange has filed a proposed rule change (SR-CHX 2004-26) and Amendment No. 1 under Rule 19b-4 of the Securities Exchange Act of 1934 to demutualize and be recognized as a Delaware for-profit stock corporation. Publication of the notice is expected in the Federal Register during the week of December 27. (Rel. 34-50892) Pursuant to Rule 19b-4 under the Securities Exchange Act of 1934, NASD, through its subsidiary, The Nasdaq Stock Market, Inc., has filed a proposed rule change and Amendment No. 3 (SR-NASD-2004-169) to adopt additional listing standards applicable to the securities of The Nasdaq Stock Market, Inc. or its affiliate. Publication is expected in the Federal Register during the week of December 27. (Rel. 34-50897) The National Stock Exhange has filed a proposed rule change and Amendment No. 1 thereto (SR-NSX-2004-07) under Section 19(b)(1) of the Securities Exchange Act of 1934 relating to non-member give-ups. Publication of the proposal is expected in the Federal Register during the week of December 27. (Rel. 34-50898) The Philadelphia Stock Exchange filed a proposed rule change (SR-Phlx- 2004-84) under Rule 19b-4 of the Securities Exchange Act of 1934 to eliminate the Public Order Exposure System functionality from Phlx Rule 229. Publication of the proposal is expected in the Federal Register during the week of December 27. (Rel. 34-50901) The Chicago Board Options Exchange filed a proposed rule change under Rule 19b-4 (SR-CBOE-2004-85) and Amendment No. 1 thereto regarding Designated Primary Market-Makers' handling of non-public customer orders. Publication of the proposal is expected in the Federal Register during the week of December 27. (Rel. 34-50909) The New York Stock Exchange has filed a proposed rule change and Amendment No. 1 thereto (SR-NYSE-2004-61) pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 to rescind a type of order known as an Institutional XPress® Order through amendments to Exchange Rules 13, 60 and 72. Publication of the proposal is expected in the Federal Register during the week of December 27. (Rel. 34-50912) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change and Amendment No. 1 thereto, submitted under Section 19(b)(1) of the Securities Exchange Act of 1934 by the Chicago Board Options Exchange (SR-CBOE-2004-52) to amend its “Trigger” rule to permit RAES orders to automatically execute against orders resting on the Exchange’s limit order book. Publication is expected in the Federal Register during the week of December 27. (Rel. 34-50915) 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 VIVUS INC, 1172 CASTRO ST, STE 200, MOUNTAIN VIEW, CA, 94040, 6509345265 - 0 ($50,000,000.00) Equity, (File 333-121519 - Dec. 22) (BR. 36) S-3 HCA INC/TN, ONE PARK PLZ, NASHVILLE, TN, 37203, 6153449551 - 0 ($1,350,000,000.00) Non-Convertible Debt, (File 333-121520 - Dec. 22) (BR. 01) S-1 Tejas Inc, 2700 VIA FORTUNA, SUITE 400, AUSTIN, TX, 78746, 5123068222 - 0 ($23,000,000.00) Equity, (File 333-121521 - Dec. 22) (BR. 07) S-3 KEY TECHNOLOGY INC, 150 AVERY ST, WALLA WALLA, WA, 99362, 5095292161 - 31,549 ($473,235.00) Equity, (File 333-121522 - Dec. 22) (BR. 36) S-3 MIDWAY GAMES INC, 2704 WEST ROSCOE STREET, CHICAGO, IL, 60618, 7739612222 - 557,144 ($5,802,655.00) Equity, (File 333-121523 - Dec. 22) (BR. 03) S-3 CHESAPEAKE UTILITIES CORP, 909 SILVER LAKE BLVD, PO BOX 615, DOVER, DE, 19903-0615, 3027346799 - 750,000 ($19,500,000.00) Equity, (File 333-121524 - Dec. 22) (BR. 02) S-4 ALAMOSA HOLDINGS INC, 5225 S LOOP 289, LUBBOCK, TX, 79424, 8067221100 - 0 ($434,423,454.00) Equity, (File 333-121525 - Dec. 22) (BR. 37) S-8 MFRI INC, 7720 LEHIGH AVE, NILES, IL, 60714, 8479661000 - 100,000 ($556,280.00) Equity, (File 333-121526 - Dec. 22) (BR. 06) F-1 Peru Copper Inc, 777 DUNSMUIR ST, SUITE 1600, VANCOVER BC CAN V7Y 1K4, A1, 00000, 604-689-1976 - 0 ($79,348,958.00) Equity, 0 ($8,018,048.00) Other, (File 333-121527 - Dec. 22) (BR. 04) S-1 FASTCLICK INC, 0000990387, SANTA BARBARA, CA, 93101, 805.568.5334 - 0 ($92,000,000.00) Equity, (File 333-121528 - Dec. 22) (BR. 02) S-8 E MED FUTURE INC, 794 MORRISON ROAD, SUITE 911, COLUMBUS, OH, 43230, 8778551319 - 10,000,000 ($6,400,000.00) Equity, (File 333-121529 - Dec. 22) (BR. 36) F-6 KERRY GROUP PLC, PRINCE, TRALEE, CO. KERRY, L2, 00000, 10,000,000 ($500,000.00) ADRs/ADSs, (File 333-121530 - Dec. 22) (BR. ) F-1 Watchdata Technologies Ltd., NO. 2 WANHONG WEST STREET, CAPITAL AIRPORT ROAD, CHAOYANG DISTRICT, BEIJING, F4, 100015, 011-86-10-6472-2288 - 0 ($100,000,000.00) ADRs/ADSs, (File 333-121531 - Dec. 22) (BR. 03) S-8 DOT HILL SYSTEMS CORP, 6305 EL CAMINO REAL, CARLSBAD, CA, 92009, 2129894455 - 0 ($23,124,459.97) Equity, (File 333-121533 - Dec. 22) (BR. 03) S-11 CRUSADE MANAGEMENT LTD, LEVEL 11, 55 MARKET STREET, SIDNEY NSW 2217 AUSTRALIA, 0 ($1,000,000.00) Debt Convertible into Equity, (File 333-121534 - Dec. 22) (BR. 05) S-8 OXFORD INDUSTRIES INC, 222 PIEDMONT AVE NE, ATLANTA, GA, 30308, 4046592424 - 0 ($9,877,500.00) Equity, (File 333-121535 - Dec. 22) (BR. 02) S-8 NATIONAL CITY CORP, 1900 E NINTH ST, CLEVELAND, OH, 44114, 2165752000 - 100,000 ($3,689,000.00) Equity, (File 333-121536 - Dec. 22) (BR. 07) S-3 TC PIPELINES LP, 110 TURNPIKE ROAD SUITE 203, WESTBOROUGH, MA, 01581, 5088717046 - 0 ($250,000,000.00) Unallocated (Universal) Shelf, (File 333-121537 - Dec. 22) (BR. 02) S-8 OXFORD INDUSTRIES INC, 222 PIEDMONT AVE NE, ATLANTA, GA, 30308, 4046592424 - 2,663,371 ($105,229,788.21) Equity, (File 333-121538 - Dec. 22) (BR. 02) S-8 CALIFORNIA PIZZA KITCHEN INC, 6053 W CENUTRY BLVD, 11TH FL, LOS ANGELES, CA, 90045-6430, 3103425000 - 0 ($85,106,250.00) Equity, (File 333-121539 - Dec. 22) (BR. 05) S-8 HENRY JACK & ASSOCIATES INC, PO BOX 807, 663 HWY 60, MONETT, MO, 65708-0807, 4172356652 - 117,726 ($2,243,857.56) Equity, (File 333-121540 - Dec. 22) (BR. 03) S-8 CAM COMMERCE SOLUTIONS INC, 17075 NEWHOPE ST, FOUNTAIN VALLEY, CA, 92708, 7142419241 - 0 ($4,227,500.00) Equity, (File 333-121541 - Dec. 22) (BR. 03) SB-2 High Tide Ventures, Inc., 747 17TH STREET, SUITE 301, WEST VANCOUVER, A1, V7V 3T4, 604-351-1897 - 7,650,000 ($765,000.00) Equity, (File 333-121542 - Dec. 22) (BR. 09) SB-2 Optionable Inc, 555 PLEASANTVILLE ROAD, SOUTH BUILDING SUITE 110, BRIARCLIFF MANOR, NY, 10510, 914-773-1100 - 31,431,026 ($6,286,205.00) Equity, (File 333-121543 - Dec. 22) (BR. 09) S-8 CIRTRAN CORP, 4125 SOUTH 6000 WEST, WEST VALLEY CITY, UT, 84128, 8019635112 - 40,000,000 ($1,200,000.00) Equity, (File 333-121544 - Dec. 22) (BR. 36) S-4 WELLS FARGO & CO/MN, 420 MONTGOMERY STREET, SAN FRANCISCO, CA, 94163, 6126671234 - 2,600,000 ($123,655,000.00) Equity, (File 333-121545 - Dec. 22) (BR. 07) S-3 E DIGITAL CORP, 13114 EVENING CREEK DR S, SAN DIEGO, CA, 92128, 6196791504 - 17,164,738 ($4,634,479.26) Equity, (File 333-121546 - Dec. 22) (BR. 36) S-8 PALL CORP, 2200 NORTHERN BLVD, EAST HILLS, NY, 11548, 5164845400 - 5,000,000 ($144,193,200.00) Equity, (File 333-121547 - Dec. 22) (BR. 06) S-1 GEXA CORP, 24 GREENWAY PLAZA,, SUITE 1826, HOUSTON, TX, 77046, 7139619399 - 0 ($11,871,809.90) Equity, (File 333-121548 - Dec. 22) (BR. 02) S-3 VAALCO ENERGY INC /DE/, 4600 POST OAK PL STE 309, HOUSTON, TX, 77027, 7136230801 - 36,513,441 ($153,356,452.20) Equity, (File 333-121549 - Dec. 22) (BR. 04) S-8 SCOR, 1 AVENUE DU PRESIDENT WILSON, LA DEFENSE CEDEX, PARIS FRANCE, I0, 92074, 1,100,000 ($2,079,000.00) Equity, (File 333-121550 - Dec. 22) (BR. 01) S-8 FIRST ACCEPTANCE CORP /DE/, 3813 GREEN HILLS VILLAGE DRIVE, NASHVILLE, TN, 37215, 615-844-2800 - 0 ($875,000.00) Equity, (File 333-121551 - Dec. 22) (BR. 01) S-8 GUESS INC ET AL/CA/, 1444 SOUTH ALAMEDA ST, LOS ANGELES, CA, 90021, 2137653100 - 5,000,000 ($59,350,000.00) Equity, (File 333-121552 - Dec. 22) (BR. 02) S-3 KEYCORP /NEW/, 127 PUBLIC SQ, CLEVELAND, OH, 44114-1306, 2166896300 - 2,500,000,000 ($2,500,000,000.00) Equity, (File 333-121553 - Dec. 22) (BR. 07) S-8 HERLEY INDUSTRIES INC /NEW, 101 NORTH POINTE BOULEVARD, LANCASTER, PA, 17601-4133, 7177358117 - 1,000,000 ($19,780,000.00) Equity, (File 333-121554 - Dec. 22) (BR. 05) S-8 TAKE TWO INTERACTIVE SOFTWARE INC, 622 BROADWAY, NEW YORK, NY, 10012, 2125362842 - 724,319 ($23,359,288.00) Equity, (File 333-121555 - Dec. 22) (BR. 03) S-4 DENNYS HOLDINGS INC, 203 EAST MAIN STREET, SPARTANBURG, SC, 29319, 8645978000 - 0 ($175,000,000.00) Non-Convertible Debt, (File 333-121556 - Dec. 22) (BR. ) S-4 HORNBECK OFFSHORE SERVICES INC /LA, 103 NORTHPARK BOULEVARD, SUITE 300, COVINGTON, LA, 70433, 9857272000 - 0 ($225,000,000.00) Debt Convertible into Equity, (File 333-121557 - Dec. 22) (BR. 05) S-3 BANC OF AMERICA FUNDING CORP, C/O NORWEST BANK MINNESOTA N A, 11000 BROKEN LAND PARKWAY, COLUMBIA, MD, 21044, 4108842000 - 0 ($25,000,000,000.00) Mortgage Backed Securities, (File 333-121559 - Dec. 22) (BR. 05) S-3 GOODRICH PETROLEUM CORP, 808 TRAVIS, SUITE 1320, HOUSTON, TX, 77002, 7137809494 - 0 ($100,000,000.00) Unallocated (Universal) Shelf, (File 333-121560 - Dec. 22) (BR. 04) S-1 CHARTER COMMUNICATIONS INC /MO/, 12405 POWERSCOURT DRIVE, SUITE 100, ST LOUIS, MO, 63131, 3145435712 - 0 ($931,500,000.00) Debt Convertible into Equity, (File 333-121561 - Dec. 22) (BR. 37) S-3 IMPAC MORTGAGE HOLDINGS INC, 1401 DOVE STREET, NEWPORT BEACH, CA, 92660, 9494753600 - 0 ($1,000,000,000.00) Equity, (File 333-121562 - Dec. 22) (BR. 08) S-1 COMMUNICATION INTELLIGENCE CORP, 275 SHORELINE DR 6TH FL, STE 520, REDWOOD SHORES, CA, 94065, 6508027888 - 0 ($9,430,801.00) Equity, (File 333-121563 - Dec. 22) (BR. 03) S-3 ASSET BACKED FUNDING CORP, 100 NORTH TRYON ST, CHARLOTTE, NC, 28255, 7043862400 - 0 ($10,000,000,000.00) Asset-Backed Securities, (File 333-121564 - Dec. 22) (BR. 05) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off- Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off-Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant’s Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant’s Code of Ethics, or Waiver of a Provision of the Code of Ethics 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 CONSTITUTION BANCORP NJ 1.01,9.01 12/16/04 AAR CORP DE 2.03,9.01 12/20/04 ABGENIX INC DE 1.01,2.03,9.01 12/21/04 ACTUANT CORP WI 1.01,9.01 12/16/04 ADSOUTH PARTNERS, INC. NV 8.01 12/10/04 AMEND AEGIS ASSET BACKED SECURITIES CORP DE 8.01 12/22/04 AEROTELESIS INC DE 9.01 11/30/04 AMEND AESP INC FL 2.03,9.01 11/22/04 AIMCO PROPERTIES LP DE 1.01,3.02,9.01 12/16/04 ALADDIN SYSTEMS HOLDINGS INC NV 1.01,7.01 12/20/04 ALLIANCE FINANCIAL CORP /NY/ NY 5.02 12/21/04 AMERICA ONLINE LATIN AMERICA INC DE 1.01,9.01 12/16/04 AMERICAN CAMPUS COMMUNITIES INC MD 7.01 12/21/04 AMERICAN HOMEPATIENT INC DE 5.02,9.01 12/20/04 AMERISOURCEBERGEN CORP DE 8.01,9.01 12/22/04 AMH Holdings, Inc. DE 1.01,1.02,2.03,3.02,5.02,8.01 12/22/04 AMLI RESIDENTIAL PROPERTIES TRUST MD 2.03,9.01 12/20/04 ANCHOR BANCORP WISCONSIN INC WI 1.01,9.01 12/20/04 ANTEON INTERNATIONAL CORP DE 1.01,9.01 12/22/04 ANZ Capel Court LTD as Trust Manager 9.01 12/14/04 APACHE MOTOR CORP NV 5.02 12/20/04 APARTMENT INVESTMENT & MANAGEMENT CO MD 1.01,5.03,8.01,9.01 12/16/04 ARDENT MINES LTD NV 5.01,5.02,9.01 12/16/04 ARTCRAFT V INC 5.01,5.02 12/20/04 ASHWORTH INC DE 1.01,9.01 12/21/04 ASPECT MEDICAL SYSTEMS INC DE 5.02,8.01,9.01 12/16/04 ASSET BACKED SECURITIES CORP DE 8.01,9.01 12/21/04 ASSET BACKED SECURITIES CORP DE 8.01,9.01 12/22/04 Asset-Backed Pass-Through Certificate DE 2.01,9.01 12/01/04 ASSOCIATED MATERIALS INC DE 1.01,1.02,2.03,3.02,5.02,8.01 12/22/04 ASSURANT INC 8.01 12/22/04 ASV INC /MN/ MN 7.01,9.01 12/22/04 ATHEROGENICS INC GA 1.01,9.01 12/22/04 AUTHENTIDATE HOLDING CORP DE 5.02,8.01,9.01 12/07/04 AVADO BRANDS INC GA 2.02,9.01 11/21/04 AVALON CORRECTIONAL SERVICES INC NV 1.02,2.03,3.02,5.02 12/21/04 AVAYA INC DE 1.01,8.01,9.01 12/16/04 BACKWEB TECHNOLOGIES LTD 1.01,5.02,9.01 12/17/04 BAKER HUGHES INC DE 8.01 12/22/04 BALLY TOTAL FITNESS HOLDING CORP DE 1.01,9.01 12/22/04 Banc of America Commercial Mortgage I DE 8.01,9.01 12/22/04 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 12/21/04 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 12/21/04 Bank of Commerce Holdings CA 8.01 12/22/04 BEARINGPOINT INC DE 1.01,2.03,3.02,8.01,9.01 12/16/04 BEHRINGER HARVARD REIT I INC MD 2.01,2.03,9.01 12/22/04 BELMONT BANCORP OH 1.01,9.01 12/21/04 BIO RAD LABORATORIES INC DE 1.01,2.03,9.01 12/21/04 BMB MUNAI INC DE 5.02,8.01 12/21/04 BOK FINANCIAL CORP ET AL OK 1.01 12/22/04 BORDERS GROUP INC DE 1.01,5.02 12/22/04 BOSTON RESTAURANT ASSOCIATES INC DE 3.01 12/22/04 BOWATER INC DE 1.01 12/22/04 BRADLEY OPERATING L P DE 8.01,9.01 12/22/04 BRANDS SHOPPING NETWORK INC NV 5.01,9.01 08/06/04 BREAM VENTURES INC NV 5.03,8.01,9.01 12/17/04 BRINKER INTERNATIONAL INC DE 1.02,2.02,4.02,8.01,9.01 12/22/04 BRITTON & KOONTZ CAPITAL CORP MS 5.03,9.01 12/20/04 BROADBAND WIRELESS INTERNATIONAL CORP NV 5.02,8.01,9.01 12/21/04 BRONCO ENERGY FUND, INC. NV 5.02 12/21/04 BULLDOG TECHNOLOGIES INC NV 7.01,9.01 12/21/04 CALIFORNIA PIZZA KITCHEN INC DE 3.03,8.01,9.01 12/22/04 CAPITAL BANK CORP NC 1.01,8.01 12/16/04 CAREER EDUCATION CORP DE 7.01,9.01 12/21/04 CARRINGTON LABORATORIES INC /TX/ TX 1.01 12/17/04 CENTRAL VALLEY COMMUNITY BANCORP CA 1.01,2.03,9.01 12/17/04 CFS BANCORP INC DE 1.01,9.01 12/20/04 CHESAPEAKE ENERGY CORP OK 3.03 12/21/04 CHESAPEAKE ENERGY CORP OK 1.01 12/17/04 CIROND CORP NV 5.03,9.01 12/17/04 Citigroup Commercial Mortgage Trust 2 DE 9.01 12/17/04 CLINICAL DATA INC DE 1.01,5.03,8.01,9.01 12/16/04 CMS ENERGY CORP MI 5.03,9.01 12/20/04 COINSTAR INC DE 1.01,9.01 12/21/04 COLLAGENEX PHARMACEUTICALS INC DE 5.02 12/07/04 AMEND COLLEGE PARTNERSHIP INC NV 1.01,5.01,9.01 12/22/04 COLLEGIATE PACIFIC INC DE 7.01,9.01 12/22/04 COLLINS & AIKMAN FLOOR COVERINGS INC DE 4.01,9.01 12/20/04 COMMUNITY NATIONAL CORP /OH OH 7.01 12/22/04 COMMUNITY VALLEY BANCORP CA 8.01,9.01 12/22/04 COMPUTER HORIZONS CORP NY 2.05 12/17/04 Comtech Group Inc MD 5.02 12/16/04 CONAGRA FOODS INC /DE/ DE 2.02 12/22/04 CONCENTRA OPERATING CORP NV 7.01 12/22/04 CONEXANT SYSTEMS INC DE 1.01,5.02,9.01 12/16/04 CONGOLEUM CORP DE 8.01,9.01 12/17/04 CORE LABORATORIES N V P7 8.01 12/21/04 CORE MOLDING TECHNOLOGIES INC DE 1.01,9.01 12/16/04 CORNELL COMPANIES INC DE 8.01,9.01 12/17/04 CORNERSTONE REALTY INCOME TRUST INC VA 1.01 12/16/04 CORVU CORP MN 1.01,2.03 12/20/04 CPAC INC NY 1.01 12/22/04 CRESTED CORP CO 4.01,9.01 12/17/04 CROWN PACIFIC PARTNERS L P DE 4.01,9.01 12/21/04 CSFB COMMERCIAL MORT PASS THR CERTS S DE 8.01,9.01 12/17/04 CSFB MORT SEC CORP COMM MORT PAS THR DE 8.01,9.01 12/17/04 CSFB Mortgage-Backed Pass-Through Cer DE 8.01,9.01 12/22/04 CWABS INC DE 9.01 12/01/04 CWABS INC DE 8.01,9.01 12/22/04 CWALT INC 8.01,9.01 12/22/04 CWMBS INC DE 8.01,9.01 07/28/04 DADE BEHRING HOLDINGS INC DE 1.01,9.01 12/16/04 DAIMLERCHRYSLER WHOLESALE RECEIVABLES DE 8.01,9.01 12/17/04 DANA CORP VA 2.05,2.06,8.01 12/17/04 DECODE GENETICS INC DE 1.02,8.01,9.01 12/21/04 DIGENE CORP DE 8.01 12/21/04 DIMON INC VA 8.01,9.01 12/21/04 DIONEX CORP /DE CA 1.01,9.01 12/14/04 DIVERSIFIED FINANCIAL RESOURCES CORP DE 3.02,9.01 12/17/04 DIVERSIFIED FINANCIAL RESOURCES CORP DE 3.02,9.01 12/17/04 AMEND DIVERSIFIED FINANCIAL RESOURCES CORP DE 3.02,9.01 12/17/04 AMEND DIXON TICONDEROGA CO DE 7.01,9.01 09/30/04 DOCUMENT SCIENCES CORP DE 5.02 12/20/04 DOCUMENT SECURITY SYSTEMS INC NY 5.02 12/17/04 DOGS INTERNATIONAL NV 4.01,9.01 12/21/04 DOW JONES & CO INC DE 5.02,9.01 12/22/04 DPAC TECHNOLOGIES CORP CA 3.01,7.01,9.01 12/21/04 DREYERS GRAND ICE CREAM HOLDINGS INC DE 1.01,2.03,9.01 12/20/04 DSLA Mortgage Loan Trust 2004-AR1 DE 8.01,9.01 12/20/04 DSLA Mortgage Loan Trust 2004-AR2 DE 8.01,9.01 12/20/04 DURECT CORP DE 8.01,9.01 12/20/04 E DIGITAL CORP DE 7.01 12/22/04 EAGLE MATERIALS INC DE 1.01,2.03,9.01 12/16/04 EAST PENN FINANCIAL CORP 8.01 12/15/04 EASTGROUP PROPERTIES INC MD 8.01,9.01 12/20/04 ECHELON CORP DE 8.01 12/21/04 EDELBROCK CORP DE 7.01,9.01 12/22/04 EDEN ENERGY CORP NV 7.01,9.01 12/21/04 EDISON INTERNATIONAL CA 1.01,9.01 12/21/04 EDWARDS A G INC DE 2.02 12/22/04 EGL INC TX 3.02 12/17/04 EL PASO CGP CO DE 8.01 12/22/04 ELECTRO SCIENTIFIC INDUSTRIES INC OR 2.02,9.01 12/21/04 ELECTRONIC DATA SYSTEMS CORP /DE/ DE 1.01 12/21/04 EMPS CORP NV 5.02 12/17/04 EN POINTE TECHNOLOGIES INC DE 2.02,9.01 12/20/04 ENERGEN CORP AL 7.01,9.01 12/22/04 ENESCO GROUP INC IL 8.01 12/17/04 ENETPC INC MN 5.02 12/14/04 AMEND ENVIRONMENTAL POWER CORP DE 8.01,9.01 12/21/04 EPICOR SOFTWARE CORP DE 1.01 12/16/04 EQUIFAX INC GA 1.01 12/20/04 EQUITY RESIDENTIAL MD 7.01,9.01 12/21/04 ESB FINANCIAL CORP PA 8.01,9.01 12/22/04 ESSEX CORPORATION VA 5.03 12/22/04 EVERLAST WORLDWIDE INC DE 1.01,5.01,7.01 12/17/04 EVOLVE ONE INC DE 8.01,9.01 12/20/04 EXAR CORP DE 2.02,9.01 12/20/04 EYETECH PHARMACEUTICALS INC DE 7.01 12/22/04 FARMER MAC MORTGAGE SECURITIES CORP DE 8.01,9.01 12/22/04 FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.02 12/17/04 FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.01,9.01 12/22/04 FIDELITY BANKSHARES INC DE 8.01,9.01 12/21/04 FIDELITY NATIONAL FINANCIAL INC /DE/ DE 1.01,9.01 12/22/04 FIFTH THIRD BANCORP OH 5.05,9.01 12/21/04 FIRST FINANCIAL SERVICE CORP KY 5.03 12/21/04 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 12/22/04 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 12/22/04 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 12/22/04 FIRST UNION COM MOR SEC INC COM MOR P NY 8.01,9.01 12/17/04 FIRST UNION COMM MORT TRUST COMM MOR NY 8.01,9.01 12/17/04 FIRST UNION COMM MORT TRUST COMM MOR NY 8.01,9.01 12/17/04 FIRST UNION COMM MORT TRUST COMM MOR NY 8.01,9.01 12/17/04 FIRST UNION LEH BRO BANK OF AMER COM NY 8.01,9.01 12/20/04 FNBA Mortgage Loan Trust 2004 AR1 DE 8.01 12/15/04 FONIX CORP DE 3.02 12/15/04 FORD MOTOR CO DE 2.06 12/20/04 FORWARD INDUSTRIES INC NY 4.01,9.01 12/20/04 FRANKFORT TOWER INDUSTRIES INC DE 1.03,9.01 12/21/04 FREESCALE SEMICONDUCTOR INC DE 5.02,9.01 12/21/04 FRESH CHOICE INC DE 8.01,9.01 12/20/04 GADZOOKS INC TX 1.01,5.02,9.01 12/20/04 GENE LOGIC INC DE 1.01,9.01 12/22/04 GENERAL GROWTH PROPERTIES INC DE 9.01 11/12/04 AMEND GENEREX BIOTECHNOLOGY CORP DE 1.02,9.01 12/17/04 GEVITY HR INC FL 1.01,9.01 12/22/04 GLOBAL MATRECHS, INC. DE 1.01,3.02,9.01 12/16/04 GLOBAL PAYMENTS INC GA 2.02,9.01 12/22/04 GLOBETRAC INC DE 1.01,1.02,9.01 12/17/04 GLYCOGENESYS INC NV 5.03 12/20/04 GMACM Mortgage Pass-Through Cerificat DE 8.01,9.01 11/22/04 AMEND GRAHAM PACKAGING HOLDINGS CO DE 9.01 10/22/04 AMEND GRAMERCY CAPITAL CORP MD 1.01,2.04 12/16/04 GRANITE CITY FOOD & BREWERY LTD MN 4.02,9.01 12/21/04 AMEND GRANITE FALLS COMMUNITY ETHANOL PLANT MN 1.01 12/16/04 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 12/22/04 GRANT VENTURES INC NV 4.01 12/17/04 GREATER COMMUNITY BANCORP NJ 1.01,9.01 12/20/04 GREATER COMMUNITY BANCORP NJ 8.01,9.01 12/22/04 GREENWICH CAPITAL ACCEP MORT LOAN PAS DE 8.01,9.01 12/20/04 GREENWICH CAPITAL ACCEPTANCE INC DE 8.01,9.01 12/22/04 GUARDIAN TECHNOLOGIES INTERNATIONAL I DE 1.01,8.01 12/21/04 GUILFORD PHARMACEUTICALS INC DE 1.01,2.01,9.01 12/17/04 HarborView Mortgage Loan Trust 2004-4 DE 8.01,9.01 12/20/04 HarborView Mortgage Loan Trust 2004-5 DE 8.01,9.01 12/20/04 HARBORVIEW MORTGAGE LOAN TRUST 2004-6 DE 8.01,9.01 12/20/04 HarborView Mortgage Loan Trust 2004-7 DE 8.01,9.01 12/20/04 HarborView Mortgage Loan Trust 2004-8 DE 8.01,9.01 12/20/04 HarborView Mortgage Loan Trust 2004-9 DE 8.01 12/15/04 HAUPPAUGE DIGITAL INC DE 2.02,9.01 12/21/04 HAVERTY FURNITURE COMPANIES INC MD 1.01,9.01 12/22/04 HAWAIIAN HOLDINGS INC DE 8.01,9.01 12/08/04 HCC INSURANCE HOLDINGS INC/DE/ DE 1.01,3.03,8.01,9.01 12/22/04 HOME DEPOT INC DE 5.02 12/17/04 HOMENET CORP DE 9.01 09/08/04 AMEND HOSPITALITY PROPERTIES TRUST MD 1.01,9.01 12/17/04 HOST AMERICA CORP DE 7.01,9.01 12/22/04 HUSKER AG LLC NE 8.01,9.01 12/17/04 IAC/INTERACTIVECORP DE 8.01,9.01 12/21/04 ICOA INC NV 2.01,9.01 12/21/04 Icoria, Inc. DE 3.01,7.01,9.01 12/21/04 ICOS CORP / DE DE 1.01,9.01 12/17/04 IESI CORP DE 7.01,9.01 12/22/04 IMH ASSETS CORP DE 8.01,9.01 12/21/04 IMMUCELL CORP /DE/ DE 1.01,7.01,9.01 12/21/04 IMPAX LABORATORIES INC DE 7.01,9.01 12/22/04 IMS HEALTH INC DE 1.01,9.01 12/21/04 INCENTRA SOLUTIONS, INC. NV 1.01,9.01 12/21/04 INERGY L P DE 1.01,2.01,2.03,9.01 12/17/04 INFINIUM LABS INC DE 1.01,2.03,3.02,9.01 12/16/04 INLAND REAL ESTATE CORP MD 8.01,9.01 12/21/04 INLAND RETAIL REAL ESTATE TRUST INC MD 5.02,5.03,7.01 12/22/04 INPHONIC INC 1.01,9.01 12/17/04 INTERCHANGE CORP DE 1.01,3.02,9.01 12/20/04 INTERDIGITAL COMMUNICATIONS CORP PA 1.01,7.01 12/21/04 INTERMET CORP GA 7.01 12/22/04 Intermix Media, Inc. DE 3.02,9.01 12/17/04 INTERNAP NETWORK SERVICES CORP DE 5.02,9.01 12/14/04 INTERVOICE INC TX 2.02,9.01 12/21/04 INVESTNET INC NV 4.01,9.01 12/20/04 IPC ACQUISITION CORP 2.02,9.01 12/22/04 IR BIOSCIENCES HOLDINGS INC DE 5.02 12/17/04 ITC DELTACOM INC DE 1.01,1.02,2.05,8.01,9.01 12/16/04 IVAX CORP FL 1.01,2.03,3.02 12/22/04 IWO HOLDINGS INC DE 1.01,9.01 12/17/04 J.P. Morgan Chase Commercial Mortgage DE 8.01,9.01 12/21/04 JORGENSEN EARLE M CO /DE/ DE 1.01,5.02,8.01,9.01 12/16/04 JOSTENS HOLDING CORP DE 1.01,2.03 12/21/04 KEY ENERGY SERVICES INC MD 1.01,9.01 12/17/04 KITTY HAWK INC DE 1.01,9.01 12/17/04 KNOLL INC DE 5.04,9.01 12/17/04 KNOWLES ELECTRONICS HOLDINGS INC DE 1.01,2.03,9.01 12/20/04 KRAFT FOODS INC VA 1.01 12/22/04 KS BANCORP INC NC 8.01,9.01 12/22/04 LA QUINTA CORP DE 2.06 12/17/04 LAIDLAW INTERNATIONAL INC DE 1.01,9.01 12/22/04 LANCER CORP /TX/ TX 1.01,2.03,9.01 12/17/04 LB-UBS Commercial Mortgage Trust 2004 9.01 12/17/04 LB-UBS Commercial Mortgage Trust 2004 9.01 12/17/04 LB-UBS Commercial Mortgage Trust 2004 9.01 12/17/04 LCNB CORP OH 7.01 12/22/04 LEE PHARMACEUTICALS CA 2.02,9.01 12/22/04 LENNAR CORP /NEW/ DE 5.05,9.01 12/16/04 LIBBEY INC DE 1.01 12/17/04 LIBERTY MEDIA INTERNATIONAL INC DE 7.01 12/21/04 LIBERTY PROPERTY TRUST MD 1.01,2.03 12/20/04 LILLY ELI & CO IN 1.01,2.05,2.06,5.02 12/20/04 LINCOLN ELECTRIC HOLDINGS INC OH 1.01,1.02,2.03,2.05,9.01 12/17/04 LINDSAY MANUFACTURING CO DE 5.03,9.01 12/16/04 LORAL SPACE & COMMUNICATIONS LTD D0 8.01 12/20/04 LOUDEYE CORP DE 1.01,3.02,9.01 12/21/04 LOUISVILLE GAS & ELECTRIC CO /KY/ KY 5.02 12/20/04 LYNCH CORP IN 5.03,8.01,9.01 12/16/04 MAJESTIC STAR CASINO LLC IN 1.01,9.01 12/20/04 MANNATECH INC TX 1.01,9.01 12/17/04 MANPOWER INC /WI/ WI 1.01,1.02,8.01,9.01 12/20/04 MARINE PRODUCTS CORP DE 8.01,9.01 12/22/04 MARSH & MCLENNAN COMPANIES INC DE 8.01 12/21/04 MASSEY ENERGY CO DE 1.01,9.01 11/15/04 MAXIM PHARMACEUTICALS INC DE 5.02 12/18/04 MAY DEPARTMENT STORES CO DE 5.02,9.01 12/22/04 MCKENZIE BAY INTERNATIONAL LTD 8.01 12/22/04 MDC PARTNERS INC 7.01,9.01 12/21/04 MEDIANET GROUP TECHNOLOGIES INC NV 1.01,9.01 10/29/04 MEDTOX SCIENTIFIC INC DE 1.01,9.01 12/21/04 MERCK & CO INC NJ 1.01 12/20/04 MERISEL INC /DE/ DE 3.01,4.01 12/21/04 MERITAGE HOSPITALITY GROUP INC MI 2.01,2.03,9.01 12/20/04 MERRILL LYNCH DEPOSITOR INC PREFERRED NY 8.01,9.01 12/15/04 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 12/15/04 MERRILL LYNCH DEPOSITOR PREFERREDPLUS DE 8.01,9.01 12/15/04 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 12/20/04 METRIS COMPANIES INC DE 8.01,9.01 12/21/04 METROLOGIC INSTRUMENTS INC NJ 1.01,9.01 12/22/04 MICRON TECHNOLOGY INC DE 2.02,9.01 12/22/04 MIDWEST AIR GROUP INC WI 5.02,9.01 12/17/04 MIKRON INFRARED INC NJ 2.02,9.01 12/20/04 MINDEN BANCORP INC 7.01,9.01 12/16/04 MINERA ANDES INC /WA 1.01,9.01 12/16/04 MINERA ANDES INC /WA 8.01,9.01 10/20/04 MISSION RESOURCES CORP DE 8.01,9.01 12/22/04 MONEYGRAM INTERNATIONAL INC 1.01 12/17/04 MONSTER WORLDWIDE INC DE 8.01 12/22/04 NABI BIOPHARMACEUTICALS DE 1.01,1.02 12/20/04 NATIONAL CITY AUTO RECEIVABLES TRUST DE 8.01,9.01 12/15/04 NATIONAL CITY AUTO RECEIVABLES TRUST 8.01,9.01 12/15/04 NATIONAL CITY CORP DE 1.01,9.01 12/21/04 NATIONAL CITY CREDIT CARD MASTER TRUS 8.01,9.01 12/15/04 NATIONAL FUEL GAS CO NJ 1.01 12/20/04 Navistar Financial 2004-B Owner Trust 8.01,9.01 11/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 2 DE 8.01,9.01 11/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 DE 8.01,9.01 11/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 DE 8.01,9.01 11/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 8.01,9.01 11/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 8.01,9.01 11/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 8.01,9.01 11/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 8.01,9.01 11/30/04 NAVTEQ CORP DE 1.01,9.01 12/17/04 NBOG BANCORPORATION INC GA 5.02 12/16/04 NEOMEDIA TECHNOLOGIES INC DE 1.01 12/21/04 NEW CENTURY FINANCIAL CORP MD 1.01,5.02,9.01 12/16/04 NEW PLAN EXCEL REALTY TRUST INC MD 3.03,8.01,9.01 12/17/04 New York & Company, Inc. 1.01,9.01 12/17/04 NEWMONT MINING CORP /DE/ DE 3.03,5.03,9.01 12/20/04 NEWMONT MINING CORP /DE/ DE 1.01,9.01 12/21/04 NEXTERA ENTERPRISES INC DE 5.02 11/27/04 NGP Capital Resources CO MD 7.01,9.01 12/20/04 NORDSTROM CREDIT INC CO 1.01 12/16/04 NORTEL NETWORKS CORP 2.02,8.01,9.01 12/21/04 NORTEL NETWORKS LTD 2.02,8.01,9.01 12/21/04 NORTHERN STATES FINANCIAL CORP /DE/ DE 5.02,9.01 12/22/04 NORTHWEST BIOTHERAPEUTICS INC DE 5.02,8.01 12/17/04 NOVOSTE CORP /FL/ FL 5.02 12/17/04 NUTRI SYSTEM INC /DE/ DE 1.01 12/22/04 O CHARLEYS INC TN 1.01 12/17/04 O2DIESEL CORP 3.01 12/16/04 OCTEL CORP DE 8.01,9.01 12/21/04 OFFICEMAX INC DE 3.03,8.01,9.01 12/20/04 OLD SECOND BANCORP INC DE 8.01 12/21/04 OMNIVISION TECHNOLOGIES INC DE 5.02,9.01 12/20/04 ONE LIBERTY PROPERTIES INC MD 1.01,9.01 12/21/04 ONEIDA LTD NY 5.02 10/25/04 AMEND ORASURE TECHNOLOGIES INC DE 7.01,9.01 12/22/04 OUTLOOK GROUP CORP WI 2.02 12/20/04 PACIFICNET INC DE 1.01,9.01 12/16/04 PACIFICORP /OR/ OR 5.02,9.01 12/17/04 PACKETEER INC DE 1.01,2.01,9.01 12/21/04 PALL CORP NY 1.02 12/17/04 PALMSOURCE INC DE 2.02,9.01 12/22/04 PARK ELECTROCHEMICAL CORP NY 2.02,9.01 11/28/04 PATINA OIL & GAS CORP DE 1.01,5.02,9.01 12/22/04 PATRIOT SCIENTIFIC CORP DE 5.02 12/20/04 PEPCO HOLDINGS INC DE 2.01 12/21/04 PERFICIENT INC DE 1.01,2.01,9.01 12/17/04 PHARMACYCLICS INC DE 1.01,9.01 12/22/04 PHOTOWORKS INC /WA WA 8.01 12/22/04 PITNEY BOWES INC /DE/ DE 1.01,9.01 12/16/04 PIZZA INN INC /MO/ MO 1.01,1.02,7.01,9.01 12/16/04 PLM EQUIPMENT GROWTH & INCOME FUND VI CA 4.01 12/22/04 PLM EQUIPMENT GROWTH FUND V CA 4.01 12/22/04 PLM EQUIPMENT GROWTH FUND VI CA 4.01 12/22/04 PMI GROUP INC DE 1.01,9.01 12/22/04 POGO PRODUCING CO DE 1.01,2.03,9.01 12/16/04 PORTAL SOFTWARE INC DE 3.01,9.01 12/22/04 PORTOLA PACKAGING INC DE 2.02,9.01 12/21/04 POST PROPERTIES INC GA 1.01,9.01 12/22/04 PPL CORP PA 8.01 12/21/04 PPLUS Trust Series JPM-1 DE 8.01,9.01 12/15/04 PRICE T ROWE GROUP INC MD 1.01 12/16/04 PRINCIPAL LIFE INSURANCE CO IA 9.01 12/17/04 PRINCIPAL LIFE INSURANCE CO IA 9.01 12/17/04 PROFESSIONAL LEASE MANAGEMENT INCOME DE 4.01 12/22/04 PROVO INTERNATIONAL INC DE 1.01,9.01 12/21/04 QUADRAMED CORP DE 8.01,9.01 12/22/04 QUEST VENTURES INC WY 5.02,9.01 12/21/04 QUINCY GOLD CORP. NV 3.02,9.01 12/21/04 RAINIER PACIFIC FINANCIAL GROUP INC 8.01,9.01 12/22/04 RAMP CORP DE 8.01,9.01 12/16/04 RCN CORP /DE/ DE 1.01,9.01 12/22/04 READERS DIGEST ASSOCIATION INC DE 8.01 12/22/04 RED HAT INC DE 2.02,9.01 12/22/04 REEBOK INTERNATIONAL LTD MA 1.01 12/16/04 REGIONS FINANCIAL CORP DE 5.02,5.03,9.01 08/16/04 REINHOLD INDUSTRIES INC/DE/ DE 1.01,2.01,9.01 12/17/04 RESOURCES CONNECTION INC DE 2.02,9.01 12/22/04 REVLON CONSUMER PRODUCTS CORP DE 1.01,9.01 12/17/04 REVLON INC /DE/ DE 1.01,9.01 12/17/04 RIDGESTONE FINANCIAL SERVICES INC WI 8.01,9.01 12/22/04 ROGERS CORP MA 8.01,9.01 12/21/04 RONSON CORP NJ 8.01,9.01 12/15/04 RS GROUP OF COMPANIES INC FL 8.01 12/17/04 RUBIOS RESTAURANTS INC DE 1.01,9.01 12/21/04 RURAL METRO CORP /DE/ DE 1.01 12/17/04 RUSS BERRIE & CO INC NJ 1.01,2.01,2.03,8.01,9.01 12/16/04 RYANS RESTAURANT GROUP INC SC 1.01,2.03,9.01 12/20/04 SAN JUAN BASIN ROYALTY TRUST TX 2.02,9.01 12/20/04 SANTARUS INC DE 8.01,9.01 12/22/04 SaVi Media Group, Inc. NV 2.01 12/21/04 SBS TECHNOLOGIES INC NM 5.02 12/22/04 AMEND SCHOLASTIC CORP DE 8.01,9.01 12/22/04 SCHUFF INTERNATIONAL INC DE 1.01,9.01 12/21/04 SCIENCE DYNAMICS CORP DE 1.01,2.03,9.01 12/22/04 SCRIPPS E W CO /DE OH 1.01,5.02,9.01 12/16/04 SEALED AIR CORP/DE DE 2.05,2.06 12/17/04 SEQUOIA RESIDENTIAL FUNDING INC 8.01 12/22/04 SEVERN BANCORP INC MD 2.03,7.01,9.01 12/22/04 SHOPPING COM LTD NY 5.02 12/17/04 SKY FINANCIAL GROUP INC OH 8.01,9.01 12/21/04 SONEX RESEARCH INC MD 8.01 12/22/04 SOUTHERN CALIFORNIA EDISON CO CA 1.01,9.01 12/21/04 SPATIALIGHT INC NY 1.01,2.03,3.02,9.01 12/21/04 SPATIALIGHT INC NY 4.01,9.01 12/06/04 AMEND SPSS INC DE 1.01 12/22/04 STANADYNE CORP DE 1.01 12/20/04 STANDARD COMMERCIAL CORP NC 8.01,9.01 12/21/04 STATE STREET CORP MA 5.03 12/21/04 STORAGE TECHNOLOGY CORP DE 1.01 12/21/04 AMEND STRATEGY INTERNATIONAL INSURANCE GROU TX 8.01,9.01 12/17/04 STRUCTURED ASSET SEC CORP II LB UBS C 9.01 12/17/04 SUMMIT PROPERTIES INC MD 7.01 12/22/04 SUMMIT PROPERTIES PARTNERSHIP L P DE 7.01 12/22/04 SYNTHETECH INC OR 1.01,9.01 12/21/04 SYSTEM ENERGY RESOURCES INC AR 1.01,9.01 12/17/04 TANGENT SOLUTIONS INC DE 4.01,9.01 09/10/04 TEAMSTAFF INC NJ 2.02,7.01,9.01 12/21/04 TECH LABORATORIES INC NJ 4.01,9.01 12/14/04 AMEND TECHNOLOGY SOLUTIONS COMPANY DE 8.01 12/21/04 TELCO TECHNOLOGY INC DE 9.01 10/27/04 AMEND TELECOMUNICACIONES DE PUERTO RICO INC PR 5.02,9.01 12/17/04 TELEPHONE & DATA SYSTEMS INC /DE/ DE 1.01,9.01 12/17/04 TELEWEST GLOBAL INC 1.01,2.03,9.01 12/21/04 TEMPLE INLAND INC DE 7.01 12/22/04 TERAYON COMMUNICATION SYSTEMS DE 7.01,9.01 12/14/04 TERAYON COMMUNICATION SYSTEMS DE 5.02,9.01 12/17/04 TIBCO SOFTWARE INC DE 2.02,9.01 12/22/04 TMS INC /OK/ OK 1.01,2.01,8.01,9.01 12/17/04 TODCO DE 1.01,3.02,8.01,9.01 12/22/04 TOR MINERALS INTERNATIONAL INC DE 2.03,9.01 12/21/04 TOR MINERALS INTERNATIONAL INC DE 1.01,2.03 12/21/04 TOR MINERALS INTERNATIONAL INC DE 2.03,9.01 12/22/04 AMEND TRANSCONTINENTAL REALTY INVESTORS INC NV 2.01,9.01 12/15/04 TRIARC COMPANIES INC DE 1.01,2.03,5.02,8.01,9.01 12/16/04 TRIBUNE CO DE 1.01 12/20/04 TRIMAINE HOLDINGS INC WA 7.01,9.01 12/22/04 TRINITY LEARNING CORP UT 3.02 12/17/04 TRW AUTOMOTIVE HOLDINGS CORP DE 1.01,2.03 12/16/04 TTM TECHNOLOGIES INC WA 5.02 12/16/04 TUESDAY MORNING CORP/DE DE 1.01 12/22/04 TYCO INTERNATIONAL LTD /BER/ D0 1.01,1.02,2.03,9.01 12/21/04 UCLUELET EXPLORATION CORP 5.03,9.01 12/21/04 ULTRATECH INC DE 7.01,9.01 12/22/04 UNISOURCE ENERGY CORP AZ 8.01 12/21/04 UNIT CORP DE 8.01,9.01 12/22/04 UNITED BANCSHARES INC /PA PA 4.01,9.01 12/16/04 UNITED STATES CELLULAR CORP DE 1.01,9.01 12/17/04 UNITED WISCONSIN GRAIN PRODUCERS LLC WI 5.02 12/16/04 UNUMPROVIDENT CORP DE 8.01,9.01 12/21/04 UPFC Auto Receivables Trust 2004-A DE 8.01,9.01 12/15/04 US AIRWAYS GROUP INC DE 1.01 12/16/04 US ENERGY CORP WY 4.01,9.01 12/17/04 uWink, Inc. UT 1.01,9.01 12/20/04 VAALCO ENERGY INC /DE/ DE 8.01,9.01 12/14/04 VAALCO ENERGY INC /DE/ DE 8.01,9.01 12/22/04 VALLEY FORGE SCIENTIFIC CORP PA 2.02 12/22/04 VERSATA INC DE 1.01,2.03,9.01 12/20/04 VERSO TECHNOLOGIES INC MN 1.01,9.01 12/17/04 VICORP RESTAURANTS INC CO 2.02,9.01 12/22/04 VICURON PHARMACEUTICALS INC DE 8.01,9.01 12/21/04 VIEWPOINT CORP DE 1.01,9.01 12/20/04 VIROLOGIC INC DE 1.01,9.01 12/16/04 VISION BANCSHARES INC AL 9.01 12/22/04 AMEND W HOLDING CO INC PR 3.03,5.03 12/16/04 AMEND Wachovia Bank Commercial Mortgage Tru NC 9.01 12/17/04 Wachovia Bank Commercial Mortgage Tru NC 9.01 12/17/04 WACHOVIA COMM MORT SEC INC COM MORT P NC 8.01,9.01 12/15/04 WACHOVIA COMM MORT SEC INC PASS THR C NC 9.01 12/17/04 WACHOVIA COMMERCIAL MORT PASS THR CER NC 8.01,9.01 12/17/04 Wachovia Commercial Mort Pass Thr Cer NC 8.01,9.01 12/17/04 WACHOVIA COMMERCIAL MORT PASS THRU CE NC 8.01,9.01 12/15/04 WACHOVIA COMMERCIAL MORT SEC INC COM NC 8.01,9.01 12/17/04 WARNACO GROUP INC /DE/ DE 1.01,9.01 12/22/04 WARREN RESOURCES INC MD 1.01,7.01,9.01 12/22/04 WASTE MANAGEMENT INC DE 1.01,5.03 12/16/04 WAYPOINT FINANCIAL CORP PA 8.01 12/22/04 WEBCO INDUSTRIES INC OK 8.01,9.01 12/22/04 WESCO INTERNATIONAL INC DE 8.01,9.01 12/22/04 WESTAMERICA BANCORPORATION CA 3.03 12/21/04 WESTERN GAS RESOURCES INC DE 2.03 12/21/04 WESTERN WIRELESS CORP WA 2.04 10/21/04 WHIRLPOOL CORP /DE/ DE 1.01,9.01 12/21/04 WILLIS GROUP HOLDINGS LTD D0 1.01 12/17/04 WILMINGTON TRUST CORP DE 1.01,3.03,5.02,5.03 12/16/04 WINTHROP RESIDENTIAL ASSOCIATES II MD 2.01 12/22/04 XATA CORP /MN/ MN 5.02 12/21/04 YDI WIRELESS INC DE 8.01,9.01 12/17/04 YOUNG BROADCASTING INC /DE/ DE 1.01 12/15/04 YUKON GOLD CORP INC DE 5.02 12/21/04 ZUNICOM INC TX 8.01,9.01 12/22/04