SEC NEWS DIGEST Issue 2005-04 January 6, 2005 ENFORCEMENT PROCEEDINGS IN THE MATTER OF MICHAEL NNEBE An Administrative Law Judge issued an Initial Decision in the matter of Michael I. Nnebe, which found that on March 15, 2004, the U.S. District Court for the Southern District of New York had permanently enjoined Mr. Nnebe from future violations of Sections 5(a), 5(c), and 17(a) of the Securities Act of 1933, and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and from participating in any penny stock offering. On Aug. 22, 2002, the U.S. District Court for the Southern District of New York sentenced Mr. Nnebe to (1) sixty months' imprisonment on one count of conspiracy to commit securities fraud, and forty-nine months' imprisonment on one count of securities fraud, the sentences to run consecutively; and (2) three years of supervised release. The court also ordered Mr. Nnebe to make restitution of $1,820,767, to over one- hundred investors, and pay an assessment of $200. Based on these findings, Judge Murray barred Mr. Nnebe from being associated with any broker or dealer pursuant to Section 15(b)(6) of the Securities Exchange Act of 1934. (Initial Decision No. 269; File No. 3- 11647) IN THE MATTER OF ABACAN RESOURCES CORP. An Administrative Law Judge issued an Order Making Findings and Imposing Remedial Sanctions by Default (Default Order) in Abacan Resources Corp. The Order Instituting Proceedings alleged that Respondents Abacan Resources Corp. and Heroes, Inc., failed to file annual and quarterly reports as required by Section 13(a) of the Securities Exchange Act of 1934 and Rules 13a-1 and 13a-13 thereunder for several periods while their securities were registered with the Securities and Exchange Commission. The Default Order finds these allegations to be true and revokes the registrations of Respondents' securities. (Rel. 34-50961; File No. 3-11759) ADMINISTRATIVE PROCEEDINGS INSTITUTED AGAINST MARK MONTANA On January 5, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 (Exchange Act), Section 203(f) of the Investment Advisers Act, and Notice of Hearing (Order) against Mark D. Montana. The Order finds that on Dec. 2, 2004, the U.S. District Court for the Southern District of Texas entered a final judgment by default against Montana permanently enjoining him from future violations of Section 17(a) of the Securities Act of 1933, Section 10(b) of the Exchange Act and Rule 10b-5 thereunder, in the civil action captioned Securities and Exchange Commission v. Mark D. Montana, et al., Civil Action Number G-04-542 (USDC/SDTX- Galveston Division). The Commission's complaint alleged that beginning in 1999, Montana convinced approximately 300 persons to invest their funds with M & M Financial, Inc., a company he controlled. Montana defrauded those investors by falsely promising that M & M Financial would purchase at a discount, with the investors' pooled funds, large blocks of securities that he would select using his purported vast securities industry expertise. Additionally, Montana promised investors an annual return of up to 15 percent and falsely assured the investors that their funds would remain safe, claiming that their moneys were SIPC insured. Finally, on a monthly or quarterly basis Montana prepared and mailed to the investors account statements purportedly reflecting the composition and value of their investments. A hearing will be scheduled before an administrative law judge to determine whether the allegations contained in the Order Instituting Proceedings are true, to provide Montana an opportunity to dispute the allegations, to provide Montana an opportunity to dispute these allegations, and to determine what remedial sanctions, if any, are appropriate and in the public interest. The Commission directed that an administrative law judge shall issue an initial decision in this matter within 210 days from the date of service of the Order Instituting Proceedings. (Rels. 34-50963; IA-2238; File No. 3-11787) IN THE MATTER OF RICHARD WOOTEN On January 5, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 and Rule 102(e) of the Commission's Rules of Practice, Making Findings and Imposing Remedial Sanctions (Order) against Respondent Richard M. Wooten. The Order finds that Respondent Wooten was permanently enjoined from future violations of Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 10b-5 thereunder, and from aiding and abetting future violations of Sections 15(c)(3) and 17(a)(1) of the Exchange Act and Rules 15c3-1, 15c3-3, 17a-3, 17a-5 and 17a-11 thereunder, based on the entry of a Final Judgment of Permanent Injunction and Other Relief against Wooten in U.S. District Court for the District of South Carolina, Charleston Division, on Nov. 29, 2004, in a case entitled Securities and Exchange Commission v. Southern Financial Group, Inc., Richard M. Wooten, Charles Dennis McKittrick and Gerald F. Hunter, Jr., Defendants, and Springdale Investments, Inc., Relief Defendant, Civil Action File No. 2:02-1806-18 (May 23, 2002). The Commission's complaint alleged that Southern Financial Group, Inc. (Southern), a broker-dealer registered with the Commission, Wooten and others, in connection with the sale of nineteen series of one-month and three-month promissory notes bearing interest at the rate of ten-percent (10%) per month, operated a Ponzi scheme, and falsely stated to investors that the notes were secured by sufficient capital to pay off the notes in the event of default and otherwise engaged in a variety of conduct which operated as a fraud and deceit on investors in violation of Section 17(a) of the Securities Act and Section 10(b) of the Exchange Act and Rule 10b-5 thereunder. The Commission's complaint also alleged that Southern was required to maintain $100,000 of net capital and that from at least Oct. 30, 2001, through May, 2002, Southern's books and financial records inaccurately reflected a cash balance in an account, but when that amount was corrected, Southern's net capital deficiency at the ends of the months of October 2001, November 2001, January 2002, February 2002, and March 2002 ranged from ($156,815) to ($198,568). The complaint alleged that Southern failed to promptly give notice to the Commission and others of the net capital deficiencies as required by law. The complaint further alleged that Wooten, as Southern's chief financial officer and financial principal, signed reports filed by Southern that were inaccurate in that they misrepresented Southern's cash position and failed to include certain liabilities. The complaint also alleged that Wooten directed the firm to continue to transact business while he knew it was below the required net capital. As a result of this conduct, the complaint alleged that Wooten had aided and abetted violations of Sections 15(c)(3) and 17(a) of the Exchange Act and Rules 15c3-1, 17a-3, 17a-4, 17a-5 and 17a- 11 thereunder. Based on the above, the Order bars Wooten from association with any broker or dealer and suspends him from appearing or practicing before the Commission as an accountant. Respondent Wooten consented to the issuance of the Order. (Rel. 34-50966; AAE Rel. 2158; File No. 3-11788) SEC SUES MONSANTO COMPANY FOR PAYING A BRIBE MONSANTO SETTLES ACTION AND AGREES TO PAY A $500,000 PENALTY MONSANTO ALSO ENTERS INTO DEFERRED PROSECUTION AGREEMENT WITH DEPARTMENT OF JUSTICE On January 6, the Commission filed two settled enforcement proceedings charging Monsanto Company, a global producer of technology-based solutions and agricultural products headquartered in St. Louis, Missouri, with making illicit payments in violation of the Foreign Corrupt Practices Act (FCPA). First, the Commission filed a lawsuit in the U.S. District Court for the District of Columbia charging Monsanto with violating the FCPA and seeking a civil penalty. Second, the Commission issued an administrative order finding that Monsanto violated the anti-bribery, books-and-records, and internal-controls provisions of the FCPA, ordering Monsanto to cease and desist from such violations, and requiring Monsanto to retain an independent consultant to review and make recommendations concerning the company's FCPA compliance policies and procedures. Without admitting or denying the Commission's charges, Monsanto consented to the entry of a final judgment in the federal lawsuit requiring it to pay a $500,000 civil penalty and consented to the Commission's issuance of its administrative order. In both its federal court complaint and its administrative order, the Commission charged that, in 2002, a senior Monsanto manager, based in the United States, authorized and directed an Indonesian consulting firm to make an illegal payment totaling $50,000 to a senior Indonesian Ministry of Environment official (the senior Environment Official). The bribe was made to influence the senior Environment Official to repeal an unfavorable decree that was likely to have an adverse effect on Monsanto's business. Although the payment was made, the unfavorable decree was not repealed. The Commission further charged that the senior Monsanto manager devised a scheme whereby false invoices were submitted to Monsanto and the senior Monsanto manager approved the invoices for payment. In addition, the Commission charged that, from 1997 to 2002, Monsanto inaccurately recorded, or failed to record, in its books and records approximately $700,000 of illegal or questionable payments made to at least 140 current and former Indonesian government officials and their family members. The approximate $700,000 was derived from a bogus product registration scheme undertaken by two Indonesian entities owned or controlled by Monsanto. The largest single set of payments was for the purchase of land and the design and construction of a house in the name of the wife of a senior Ministry of Agriculture official. The Commission further charged that, in certain instances, entries were made in the books and records of the two Indonesian entities that concealed the source, use and true nature of these payments. As a result of the conduct described above, the Commission charged that Monsanto violated the anti-bribery provisions of the FCPA (Section 30A of the Securities Exchange Act of 1934). The Commission further charged that Monsanto violated Section 13(b)(2)(A) of the Exchange Act, which requires reporting companies to make and keep books, records, and accounts, which accurately and fairly reflect their transactions and disposition of their assets. The Commission further charged that Monsanto violated Section 13(b)(2)(B) of the Exchange Act, which requires all reporting companies to devise and maintain a system of internal accounting controls sufficient to, among other things, provide reasonable assurances that transactions are properly recorded. The Commission further charged that Monsanto violated Section 13(b)(5) of the Exchange Act, which prohibits any person or company from knowingly circumventing or knowingly failing to implement a system of internal accounting controls as described in Section 13(b)(2)(B), or knowingly falsifying any book, record, or account as described in Section 13(b)(2)(A). Finally, the Commission charged that Monsanto violated Rule 13b2-1 of the Exchange Act, which prohibits any person or company from, directly or indirectly, falsifying or causing to be falsified, any book, record or account subject to Section 13(b)(2)(A). In determining to accept Monsanto's settlement offer, the Commission considered the cooperation that Monsanto provided the Commission staff during its investigation. In a related proceeding, the United States Department of Justice has entered into an agreement with Monsanto Company to defer prosecution on charges of violating the anti-bribery and books and records provisions of the FCPA. Under the Agreement, the Justice Department has filed a criminal information charging the company; Monsanto will pay a $1 million monetary penalty; and Monsanto will retain for a period of three years an independent compliance expert to audit the company's compliance program and monitor its implementation of and compliance with new internal policies and procedures. The Commission wishes to thank the United States Department of Justice for their cooperation and assistance in this matter. The Commission is continuing its investigation in this matter. [SEC v. Monsanto Company, Case No. 1:05CV00014 (U.S.D.C., D.D.C.)] (LR-19023; AAE Rel. 2159); (Administrative Proceeding - (Rel. 34-50978; AAE Rel. 2160; File No. 3-11789) INVESTMENT COMPANY ACT RELEASES IDS LIFE INSURANCE COMPANY, ET AL. A notice has been issued giving interested persons until January 31 to request a hearing on an application filed by IDS Life Insurance Company (IDS Life) IDS Life Variable Account 10 (Account 10) and IDS Life Accounts F, G, H, IZ, JZ, KZ, LZ, MZ, N, PZ, QZ, RZ, SZ and TZ (Old Accounts) (collectively, Applicants). Applicants seek an amended order pursuant to Section 11(a) of the Investment Company Act to extend the terms of an existing offer of exchange of certain outstanding annuity contracts issued by IDS Life and made available through the Old Accounts for new variable annuity contracts issued by IDS Life and made available through Account 10. (Rel. IC-26719 - January 5) HOLDING COMPANY ACT RELEASES NATIONAL FUEL GAS COMPANY A notice has been issued giving interested persons until January 31 to request a hearing on a proposal by National Fuel Gas Company (National Fuel Gas), a registered holding company, to amend its restated certificate of incorporation. An order has been issued authorizing National Fuel Gas to solicit proxies from its shareholders relating to those proposals. (Rel. 35-27935) SELF-REGULATORY ORGANIZATIONS APPROVAL OF A PROPOSED RULE CHANGE The Commission granted approval of a proposed rule change (SR-DTC-2004- 10) filed by The Depository Trust Company under Section 19(b)(1) of the Exchange Act to implement Phase II of the Inventory Management System. Publication of the order is expected in the Federal Register during the week of January 3. (Rel. 34-50944) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-NYSE-2004-72) filed by the New York Stock Exchange relating to the extension of the effective date of the Internal Controls Amendments (SR-NYSE-2002-36) from Dec. 17, 2004, to Jan. 31, 2005, 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 January 3. (Rel. 34-50957) A proposed rule change (SR-Phlx-2004-93) filed by the Philadelphia Stock Exchange to eliminate the maximum order delivery size over the AUTOM 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 January 3. (Rel. 34-50958) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-8 GFY FOODS INC, 601 DEERFIELD PARKWAY, ., BUFFALO GROVE, IL, 60089, 8473537554 - 24,000,000 ($24,000.00) Equity, (File 333-121841 - Jan. 5) (BR. 04) SB-2 SYSTEMS EVOLUTION INC, 10707 CORPORATE DRIVE, SUITE 156, STAFFORD, TX, 77477, (281) 265-7075 - 0 ($8,165,067.84) Equity, (File 333-121842 - Jan. 5) (BR. 09) S-4 CHIQUITA BRANDS INTERNATIONAL INC, 5137848880 - 250,000,000 ($250,000,000.00) Non-Convertible Debt, (File 333-121843 - Jan. 5) (BR. 04) S-3 INNODATA ISOGEN INC, THREE UNIVERSITY PLAZA, SUITE 506, HACKENSACK, NJ, 07601, 201 488 1200 - 0 ($77,193,750.00) Equity, (File 333-121844 - Jan. 5) (BR. 03) SB-2 INFINIUM LABS INC, 2033 MAIN STREET, SUITE 309, SARASOTA, FL, 34237, 941.917.0788 - 0 ($77,266,567.00) Equity, (File 333-121845 - Jan. 5) (BR. 09) F-6 AKTIEBOLAGET VOLVO \PUBL\, DEPT 930 INVESTORS REALTIONS, GOTEBORG SWEDEN, V7, 2017687300 - 0 ($2,500,000.00) ADRs/ADSs, (File 333-121846 - Jan. 5) (BR. 05) S-3 DRUGMAX INC, 12505 STARKEY RD, SUITE A, LARGO, FL, 33773, 7275330431 - 0 ($25,308,526.00) Equity, (File 333-121847 - Jan. 5) (BR. 01) SB-2 DATASCENSION INC, 6330 MCLEOD DRIVE, SUITE 1, LAS VEGAS, NV, 89120, 7022622061 - 13,000,000 ($3,900,000.00) Equity, (File 333-121851 - Jan. 5) (BR. 08) S-3 KINTERA INC, 0 ($23,387,500.00) Equity, (File 333-121852 - Jan. 5) (BR. 03) S-8 GMH Communities Trust, 10 CAMPUS BOULEVARD, NEWTOWN SQUARE, PA, 19073, 610-355-8000 - 0 ($27,440,000.00) Equity, (File 333-121853 - Jan. 5) (BR. 08) S-3 AMDL INC, 2492 WALNUT AVENUE, STE 100, TUSTIN, CA, 92780, 7145054460 - 0 ($3,411,842.00) Equity, (File 333-121854 - Jan. 5) (BR. 36) S-1 BLUE RIDGE REAL ESTATE CO, PO BOX 707, BLAKESLEE, PA, 18610, 7174438433 - 15,500,000 ($15,500,000.00) Equity, (File 333-121855 - Jan. 5) (BR. 05) F-10 TORONTO DOMINION BANK, TD TOWER 12TH FLOOR 55 KING STREET WEST, PO BOX 1 TORONTO, PROVINCE ONTARIO, A6, 4169828222 - 0 ($800,000,000.00) Other, (File 333-121856 - Jan. 5) (BR. 07) S-3 QMED INC, 25 CHRISTOPHER WAY, ., EATONTOWN, NJ, 07724, 732-544-5544 - 714,284 ($7,664,267.32) Equity, (File 333-121857 - Jan. 5) (BR. 36) S-1 WIDEPOINT CORP, 20251 CENTURY BOULEVARD, SUITE 333, GERMANTOWN, MD, 20874, 3013539500 - 31,197,139 ($21,214,054.52) Equity, (File 333-121858 - Jan. 5) (BR. 03) S-1 DEX MEDIA INC, 0 ($517,500,000.00) Equity, (File 333-121859 - Jan. 5) (BR. 05) S-8 TEXAS INDUSTRIES INC, 1341 W MOCKINGBIRD LN, STE 700W, DALLAS, TX, 75247-6913, 9726476700 - 0 ($152,300,000.00) Equity, (File 333-121860 - Jan. 5) (BR. 06) 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 ------------------------------------------------------------------------------------------------ ABFC Asset-Backed Certificates, Serie DE 8.01,9.01 12/27/04 ACE CASH EXPRESS INC/TX TX 7.01,9.01 01/04/05 ADESA INC 8.01,9.01 01/05/05 ADSOUTH PARTNERS, INC. NV 7.01,9.01 12/30/04 ADVANCED COMMUNICATIONS TECHNOLOGIES FL 1.01,2.01,2.03,3.02,8.01,9.01 12/30/04 ADVANCED MEDICAL OPTICS INC DE 1.01 12/31/04 Aearo CO I DE 2.02,9.01 09/30/04 AEGIS ASSET BACKED SEC CORP MORT PAS DE 8.01,9.01 12/27/04 AEGIS ASSET BACKED SEC TR MORT PASS T DE 8.01,9.01 12/27/04 AEGIS ASSET BACKED SECURITIES TRUST 2 DE 8.01 12/22/04 AEGIS ASSET BACKED SECURITIES TRUST M DE 8.01,9.01 12/27/04 AEROPOSTALE INC 7.01,9.01 01/05/05 AFC ENTERPRISES INC MN 1.01,2.01,9.01 12/16/04 AFFILIATED MANAGERS GROUP INC DE 5.02,9.01 01/01/05 AFFIRMATIVE INSURANCE HOLDINGS INC DE 7.01,9.01 01/04/05 AFFYMETRIX INC DE 2.02,9.01 01/05/05 AKAMAI TECHNOLOGIES INC DE 1.01,5.02,8.01 01/04/05 ALCOA INC PA 2.06,9.01 12/31/04 ALLEGHANY CORP /DE DE 8.01,9.01 12/31/04 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 1.01,9.01 12/31/04 ALTERA CORP DE 1.01 01/01/05 AMEN PROPERTIES INC DE 2.01,9.01 01/04/05 AMERICA WEST HOLDINGS CORP DE 2.02,9.01 01/05/05 AMERICAN AIRLINES INC DE 8.01 01/05/05 AMERICAN FINANCIAL REALTY TRUST 1.01 12/29/04 AMERICAN HOME MORT SECURITIES HOME MO DE 8.01,9.01 12/27/04 AMERICAN HOME MORTGAGE INVESTMENT TRU DE 8.01,9.01 12/27/04 American Home Mortgage Investment Tru DE 9.01 12/21/04 American Home Mortgage Investment Tru DE 2.01,9.01 12/21/04 AMERICAN MEDICAL SYSTEMS HOLDINGS INC DE 1.01,5.02,9.01 01/04/05 AMERICAN REAL ESTATE HOLDINGS L P DE 1.01 12/06/04 AMEND AMERICAN REAL ESTATE PARTNERS L P DE 1.01 12/06/04 AMEND AMERICAN SCIENCE & ENGINEERING INC MA 1.01,9.01 01/03/05 AMERUS GROUP CO/IA IA 7.01,9.01 01/04/05 AMICAS, Inc. DE 1.01 12/29/04 AMR CORP DE 8.01 01/05/05 AMSURG CORP TN 7.01,9.01 01/04/05 APOLLO GOLD CORP 1.01,3.02,9.01 12/31/04 APPLEBEES INTERNATIONAL INC DE 7.01 01/04/05 APPLEBEES INTERNATIONAL INC DE 7.01 01/04/05 APPLIANCE RECYCLING CENTERS OF AMERIC MN 3.02,9.01 12/31/04 APPLIED DIGITAL SOLUTIONS INC MO 8.01 01/05/05 APPLIED INNOVATION INC DE 1.01,9.01 01/01/05 ARADYME CORP DE 1.01,9.01 01/03/05 ARCH CHEMICALS INC VA 1.01,9.01 12/31/04 ARGAN INC DE 1.01,9.01 01/03/05 ARGENT SECURITIES INC ASSET-BACKED PA 8.01 12/27/04 ARIAD PHARMACEUTICALS INC DE 1.01,2.03 12/31/04 Asset Back Pass-Through Certificates, DE 8.01,9.01 12/27/04 Asset Backed Funding Corp. ABFC Asset DE 8.01,9.01 12/27/04 ASSET BACKED SEC CORP ASSET BACK PASS DE 8.01,9.01 12/27/04 ASSET BACKED SEC CORP FIELDSTONE MORT DE 8.01,9.01 12/27/04 ASSET-BACKED CERTIFICATES SERIES 2003 DE 8.01,9.01 12/27/04 Asset-Backed Funding Corp. ABFC Asset DE 8.01,9.01 12/27/04 Asset-Backed Pass-Through Certificate DE 2.01,8.01 12/22/04 ASTORIA FINANCIAL CORP DE 8.01,9.01 01/04/05 ATHEROGENICS INC GA 8.01,9.01 01/05/05 ATMI INC DE 1.01,9.01 12/31/04 ATMI INC DE 5.02,9.01 11/16/04 AMEND AUDIOVOX CORP DE 8.01 01/04/05 AULT INC MN 2.02,9.01 01/04/05 AVADO BRANDS INC GA 5.02 01/05/05 AVALON CORRECTIONAL SERVICES INC NV 8.01 01/04/05 AVNET INC NY 7.01,9.01 01/05/05 AXS ONE INC DE 1.01,1.02,5.02,9.01 12/31/04 Banc of America Alternative Loan Trus DE 8.01,9.01 12/27/04 Banc of America Funding Corp. Mortgag DE 8.01,9.01 12/27/04 BANC OF AMERICA MORT SEC INC ALTERNAT DE 8.01,9.01 12/27/04 Banc of America Mortgage Securities M DE 8.01,9.01 12/27/04 BANK OF THE OZARKS INC AR 1.01,9.01 01/03/05 BEAR STEARNS ARM TRUST 2002-7 DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST 2003-4 DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST 2003-5 DE 8.01,9.01 12/27/04 Bear Stearns ARM Trust 2004-10 DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORT PASS THR DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORT PASS THR DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORTGAGE PASS NY 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORTGAGE PASS 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORTGAGE PASS 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORTGAGE PASS DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORTGAGE PASS DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORTGAGE PASS NY 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORTGAGE PASS NY 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST MORTGAGE PASS- NY 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 12/27/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 12/27/04 Bear Stearns ARM Trust, Mortgage Pass DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACK SECURITIES TR DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED CERTIFICATE DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED CERTS SER 2 DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED CERTS SERIE DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SEC INC ASS DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SEC INC CER DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/23/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 12/27/04 Bear Stearns Asset Backed Securities DE 8.01,9.01 12/27/04 Bear Stearns Asset Backed Securities DE 8.01,9.01 12/27/04 BEAR STEARNS ASSET-BACKED CERTIFICATE DE 8.01,9.01 12/27/04 Bear Stearns BSALTA 2004-12 DE 8.01,9.01 12/27/04 Bear Stearns Commercial Mortgage Secu 8.01,9.01 12/21/04 Bearn Stearns Asset Backed Securities DE 8.01,9.01 12/27/04 BEHRINGER HARVARD REIT I INC MD 2.03,9.01 01/05/05 BELDEN & BLAKE CORP /OH/ OH 8.01 12/30/04 BEMIS CO INC MO 8.01,9.01 01/05/05 BIO KEY INTERNATIONAL INC MN 1.01,3.03,9.01 12/30/04 BIOPURE CORP DE 8.01,9.01 01/04/05 BIOSOURCE INTERNATIONAL INC DE 8.01,9.01 01/03/05 BLACKBOARD INC DE 5.02 12/31/04 BLUE RIDGE REAL ESTATE CO PA 1.01,9.01 01/04/05 BLUE RIVER BANCSHARES INC IN 1.01,9.01 12/30/04 BLUEGREEN CORP MA 2.03 01/05/05 BOK FINANCIAL CORP ET AL OK 1.01 12/31/04 BORGWARNER INC DE 5.02,9.01 01/01/05 BORGWARNER INC DE 2.01,9.01 01/05/05 BOSTON BEER CO INC MA 1.01,9.01 12/29/04 BOSTON PRIVATE FINANCIAL HOLDINGS INC MA 8.01 01/03/05 BRAINSTORM CELL THERAPEUTICS INC 4.01,9.01 11/01/04 AMEND BROADWING CORP DE 1.01 12/31/04 BROOKE CORP KS 8.01 11/27/04 BROWN JORDAN INTERNATIONAL INC FL 1.01,9.01 12/30/04 BW ACQUISITION INC/ NV NV 4.01,5.01,5.02,9.01 12/31/04 CABOT CORP DE 8.01,9.01 01/04/05 CALIFORNIA CLEAN AIR INC DE 1.01,9.01 01/01/05 Cambridge Display Technology, Inc. DE 3.02 12/29/04 CAMPBELL SOUP CO NJ 7.01,9.01 01/05/05 CANEUM INC NV 1.02,9.01 01/04/05 CAPITAL GOLD CORP NV 1.01,3.03 01/04/05 CAPITAL SENIOR LIVING CORP DE 1.01,1.02,2.03,9.01 12/30/04 CCI GROUP INC UT 1.01,9.01 12/30/04 CEF EQUIPMENT HOLDING GE COMMERICAL E DE 8.01,9.01 12/20/04 CELGENE CORP /DE/ DE 2.01,9.01 12/30/04 AMEND CELGENE CORP /DE/ DE 2.01,9.01 12/30/04 AMEND CENDANT MORTGAGE CAPITAL LLC DE 8.01,9.01 01/05/05 CENTRAL VERMONT PUBLIC SERVICE CORP VT 1.01,9.01 12/29/04 CERIDIAN CORP /DE/ DE 2.05,2.06,8.01,9.01 12/31/04 CHAMPION COMMUNICATION SERVICES INC DE 1.01 12/30/04 CHARLIE MAC TRUST 2004-2 DE 8.01,9.01 12/27/04 CHINA ENERGY & CARBON BLACK HOLDINGS, NV 1.01,9.01 01/01/05 CHINA FINANCE, INC. UT 4.01,9.01 01/04/05 AMEND CHINA WORLD TRADE CORP NV 1.01 12/30/04 CHINDEX INTERNATIONAL INC DE 2.02 01/04/05 CHOLESTECH CORPORATION CA 1.01,3.03,9.01 01/01/05 CHUBB CORP NJ 5.02 01/04/05 CIBER INC DE 8.01,9.01 01/04/05 CIMETRIX INC NV 2.02,5.02,9.01 01/05/05 CIRCUIT CITY STORES INC VA 2.02,9.01 12/31/04 CITGO PETROLEUM CORP DE 5.02 01/04/05 CITIGROUP MORTGAGE LOAN TRUST INC SER 8.01,9.01 12/27/04 CITIGROUP MORTGAGE LOAN TRUST INC SER 8.01,9.01 12/27/04 CLARCOR INC DE 5.02 01/03/05 CLASSIC BANCSHARES INC DE 1.01,9.01 12/29/04 COMPUSONICS VIDEO CORP CO 8.01 12/31/04 COMTEX NEWS NETWORK INC DE 1.01,9.01 12/28/04 CONNECTICUT WATER SERVICE INC / CT CT 5.02 12/31/04 CONSOLIDATED CONTAINER CO LLC DE 5.02 12/31/04 CONTINUCARE CORP FL 1.01,2.03,9.01 12/30/04 COTT CORP /CN/ 1.01 12/23/04 COX TECHNOLOGIES INC NC 8.01,9.01 01/05/05 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 01/05/05 CROWN CASTLE INTERNATIONAL CORP DE 5.02 01/04/05 CSFB ADJUSTABLE RATE MORTGAGE TRUST 2 DE 8.01,9.01 12/27/04 CSFB Home Equity Asset Trust 2004-8 DE 8.01,9.01 12/25/04 CSFB Mortgage-Backed Pass-Through Cer DE 8.01,9.01 12/27/04 CVB FINANCIAL CORP CA 5.03 12/29/04 CWMBS INC DE 8.01,9.01 04/30/04 CWMBS INC DE 8.01,9.01 06/30/04 CYBERONICS INC DE 8.01 01/03/05 CYCLE COUNTRY ACCESSORIES CORP NV 2.02,9.01 12/30/04 DI GIORGIO CORP DE 9.01 12/30/04 DNAPRINT GENOMICS INC UT 1.01,2.03,9.01 12/29/04 DOLLAR THRIFTY AUTOMOTIVE GROUP INC DE 1.01,9.01 12/31/04 DOLLAR TREE STORES INC VA 7.01 01/04/05 DONALDSON CO INC DE 7.01,9.01 01/05/05 DOW CHEMICAL CO /DE/ DE 8.01,9.01 01/03/05 DVL INC /DE/ DE 1.01,2.03 12/28/04 DYNAVAX TECHNOLOGIES CORP DE 1.01,5.02,9.01 01/04/05 EDGAR ONLINE INC DE 8.01 12/30/04 EDGE PETROLEUM CORP DE 2.01,9.01 12/29/04 EDISON INTERNATIONAL CA 1.01 12/30/04 EDUCATION LENDING GROUP INC DE 1.01,9.01 01/04/05 EMAK Worldwide, Inc. DE 1.01,3.02,3.03,5.03,9.01 12/30/04 EMCOR GROUP INC DE 1.01 01/03/05 ENDEAVOUR INTERNATIONAL CORP NV 1.01,9.01 01/05/05 ENDOLOGIX INC /DE/ DE 1.01 01/04/05 ENESCO GROUP INC IL 5.02 01/04/05 ENSCO INTERNATIONAL INC DE 1.01,9.01 01/01/05 ENTRUST INC MD 2.02,9.01 01/04/05 EPIC FINANCIAL CORP NV 3.02 01/05/05 EQUITY ONE ABS INC MORTGAGE PASS-THRO 8.01 12/27/04 EQUITY ONE MORTGAGE PASS-THROUGH TRUS 8.01 12/27/04 Equity One Mortgage Pass-Through Trus 8.01 12/27/04 ESCHELON TELECOM INC 1.01,2.01,3.02,5.02,9.01 12/30/04 EZCORP INC DE 5.02,9.01 01/04/05 FANSTEEL INC DE 2.01,2.04,9.01 12/31/04 Feldman Mall Properties, Inc. MD 1.01,2.01,2.03,9.01 12/30/04 Fieldstone Mortgage Investment Trust, DE 8.01,9.01 12/27/04 FINDWHAT COM INC NV 1.01 12/29/04 FIRST ALBANY COMPANIES INC NY 1.01,9.01 12/31/04 FIRST FEDERAL BANKSHARES INC DE 5.02 01/03/05 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 12/29/04 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 12/29/04 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 12/29/04 FIRST PLACE FINANCIAL CORP /DE/ DE 5.02,9.01 12/31/04 FIRSTPLUS FINANCIAL GROUP INC NV 5.02,9.01 12/30/04 FMC TECHNOLOGIES INC 1.01,9.01 11/19/04 FMC TECHNOLOGIES INC 7.01,9.01 01/05/05 FORD MOTOR CREDIT CO DE 8.01,9.01 01/04/05 FOREST LABORATORIES INC DE 2.02,9.01 12/31/04 FOUNDATION CAPITAL RESOURCES INC GA 5.02 12/31/04 FREMONT HOME LOAN TRUST 2004-1 DE 8.01 12/27/04 GASCO ENERGY INC NV 8.01,9.01 01/04/05 GATEWAY INC DE 2.03,3.02,9.01 12/31/04 GE Dealer Floorplan Master Note Trust DE 8.01,9.01 09/20/04 GE Dealer Floorplan Master Note Trust DE 8.01,9.01 10/20/04 GE Dealer Floorplan Master Note Trust DE 8.01,9.01 11/22/04 GEN PROBE INC DE 1.01,9.01 12/29/04 GMAC COMMERCIAL MORTGAGE SECURITIES I DE 2.01,9.01 12/21/04 GMAC Mortgage Pass-Through Certificat DE 8.01,9.01 12/25/04 GMACM HOME EQUITY LOAN TRUST 2004-HE3 DE 9.01 01/05/05 GMACM HOME EQUITY LOAN TRUST 2004-HE3 DE 9.01 01/05/05 GMACM Home Loan Trust 2004-HLTV1 DE 9.01 01/05/05 GMACM Mortgage Pass-Through Certifica DE 8.01,9.01 12/25/04 GMACM Mortgage Pass-Through Certifica DE 8.01,9.01 12/25/04 GMACM Mortgage Pass-Through Certifica DE 8.01,9.01 12/25/04 GRAINGER W W INC IL 2.02 01/04/05 GRANITE BROADCASTING CORP DE 1.01,5.03,9.01 12/31/04 GREAT EXPECTATIONS & ASSOCIATES INC CO 3.02 01/04/05 GREEN MOUNTAIN POWER CORP VT 1.01,9.01 12/30/04 GS Mortgage GSAA Home Eq. Trust 2004- DE 8.01,9.01 12/27/04 GS Mortgage GSR Loan Trust 2004-10F DE 8.01,9.01 12/27/04 GS Mortgage GSR Loan Trust 2004-13F DE 8.01,9.01 12/27/04 GS Mortgage GSR Loan Trust 2004-8F DE 8.01,9.01 12/27/04 GS Mortgage GSR Loan Trust 2004-9 DE 8.01,9.01 12/27/04 GS MORTGAGE SEC CORP MORTGA MORT PAS DE 8.01,9.01 12/27/04 GSR Mortgage Loan Trust 2004-11 DE 8.01,9.01 12/27/04 GUESS INC ET AL/CA/ DE 1.01,2.01,7.01,9.01 01/05/05 GUESS INC ET AL/CA/ DE 1.01,9.01 01/05/05 GUITAR CENTER INC DE 2.02,9.01 01/05/05 GVI SECURITY SOLUTIONS INC DE 5.02 01/04/05 H&E EQUIPMENT SERVICES LLC LA 5.02 12/30/04 HALLIBURTON CO DE 8.01 01/05/05 HANCOCK HOLDING CO MS 1.01,9.01 01/01/05 HARTMARX CORP/DE DE 1.01,9.01 01/03/05 HEALTH SCIENCES GROUP INC CO 1.01,9.01 12/24/04 HEALTHSOUTH CORP DE 1.01,9.01 12/30/04 HEARUSA INC DE 2.02,7.01 01/05/05 HEI INC MN 1.01,9.01 12/29/04 HSBC Finance CORP 8.01 12/29/04 HSBC USA INC /MD/ MD 8.01 12/29/04 I SECTOR CORP DE 1.01,8.01,9.01 01/05/05 IMS HEALTH INC DE 2.05 12/30/04 INDEPENDENCE HOLDING CO DE 8.01 01/05/05 INFINIUM LABS INC DE 1.01,2.03,3.02 12/29/04 INFOCROSSING INC DE 1.01 01/01/05 INFONOW CORP / DE 1.01,9.01 12/13/04 INPUT OUTPUT INC DE 7.01 01/04/05 INTAC INTERNATIONAL INC NV 2.01,3.02,7.01,9.01 12/31/04 INTEGRAMED AMERICA INC DE 7.01,9.01 01/05/05 INTERFACE INC GA 1.01,9.01 12/29/04 INTERNATIONAL STAR INC NV 7.01,9.01 01/05/05 IRON MOUNTAIN INC/PA PA 1.01,8.01 01/05/05 IWO HOLDINGS INC DE 1.01,1.03,9.01 01/03/05 JOVE CORP MI 2.01,2.03,3.02,5.02,9.01 12/29/04 KANBAY INTERNATIONAL INC 3.01 01/05/05 KMART HOLDING CORP DE 7.01,9.01 01/05/05 LABOR READY INC WA 1.01,7.01 12/29/04 LAKES ENTERTAINMENT INC MN 1.01,7.01,9.01 12/29/04 LAWSON SOFTWARE INC DE 2.02,9.01 01/05/05 LBO CAPITAL CORP CO 8.01 12/04/04 LEAP WIRELESS INTERNATIONAL INC DE 1.01 12/23/04 LEGGETT & PLATT INC MO 1.01,1.02,9.01 12/31/04 LIMELIGHT MEDIA GROUP INC NV 7.01 01/05/05 LINCOLN ELECTRIC HOLDINGS INC OH 7.01,9.01 01/04/05 LINCOLN INTERNATIONAL CORP KY 5.01,5.02,9.01 08/06/04 LITTELFUSE INC /DE DE 1.01 12/31/04 LMIC INC DE 1.01,2.03,9.01 12/29/04 LNB BANCORP INC OH 8.01 01/05/05 LOEWS CORP DE 2.03 01/05/05 Logistical Support, Inc UT 8.01,9.01 01/03/04 LONE STAR STEAKHOUSE & SALOON INC DE 2.02,8.01,9.01 01/04/05 LONGVIEW FIBRE CO WA 2.02,9.01 10/31/04 LONGVIEW FIBRE CO WA 9.01 10/31/04 AMEND LUXEMBURG BANCSHARES INC WI 1.01,9.01 12/31/04 M&F BANCORP INC /NC/ NC 5.02,9.01 01/05/05 MADISON GAS & ELECTRIC CO WI 2.03,9.01 12/30/04 MAJESTIC STAR CASINO LLC IN 1.01 01/01/05 MANITOWOC CO INC WI 1.01,9.01 01/01/05 MASTR Adjustable Rate Mortgages Trust DE 8.01,9.01 12/27/04 MASTR Alternative Loan Trust 2004-10 DE 8.01,9.01 12/27/04 MASTR ALTERNATIVE LOAN TRUST 2004-11 DE 8.01,9.01 12/27/04 MASTR ALTERNATIVE LOAN TRUST 2004-12 DE 8.01,9.01 12/27/04 MAVERICK TUBE CORPORATION DE 5.02 01/05/05 MAVERICK TUBE CORPORATION DE 5.02 01/05/05 MAXXAM INC DE 1.01,9.01 12/30/04 MCMORAN EXPLORATION CO /DE/ DE 8.01,9.01 01/05/05 MEDIA SERVICES GROUP INC NV 1.01,3.02,9.01 12/30/04 MEDIALINK WORLDWIDE INC DE 1.01,2.01,9.01 01/03/05 MEDIANEWS GROUP INC DE 1.01 01/04/05 MEDICAL STAFFING SOLUTIONS INC NV 8.01,9.01 12/30/04 MEMC ELECTRONIC MATERIALS INC DE 1.01,2.02,2.04 12/29/04 MERISTAR HOSPITALITY CORP MD 1.01 12/29/04 MERISTAR HOSPITALITY OPERATING PARTNE DE 1.01 12/29/04 MERRILL LYNCH MORT INV FIELDSTONE MO DE 8.01,9.01 12/27/04 MERRILL LYNCH MORT INV INC ASSET BACK DE 8.01,9.01 12/27/04 Merrill Lynch Mort Inv Inc MLMI Serie DE 8.01,9.01 12/27/04 MERRILL LYNCH MORTGAGE ASSET BACK CER DE 8.01,9.01 12/27/04 MERRILL LYNCH MORTGAGE ASSET BACK CER DE 8.01,9.01 12/27/04 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/04 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/04 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/04 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/04 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 12/27/04 MERRILL LYNCH MRT INV INC MRT LN AST DE 8.01,9.01 12/27/04 METRETEK TECHNOLOGIES INC DE 1.01,9.01 12/30/04 MILLER INDUSTRIES INC /TN/ TN 2.02,9.01 01/05/05 MILLIPORE CORP /MA MA 1.01 01/01/05 MIM CORP DE 1.01,9.01 01/05/05 MOBILEPRO CORP DE 5.02 12/29/04 MONMOUTH REAL ESTATE INVESTMENT CORP MD 5.03 01/05/05 MONOLITHIC SYSTEM TECHNOLOGY INC CA 5.02,9.01 12/30/04 MONSANTO CO /NEW/ DE 2.02,9.01 01/05/05 Morgan Stanley ABS Capital I Inc. Tru DE 8.01 12/27/04 Morgan Stanley ABS Capital I Inc. Tru DE 8.01,9.01 12/21/04 MORGAN STANLEY DEAN WITTER CAPITAL I DE 8.01,9.01 12/27/04 MORGAN STANLEY DEAN WITTER MORT PAS T DE 8.01,9.01 12/27/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/27/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/27/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/27/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/27/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/27/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/27/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/27/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 12/27/04 MORTGAGE ASSET SEC TRANS MASTR ALTERN DE 8.01,9.01 12/27/04 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 01/01/05 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 12/27/04 MORTGAGE ASSET SECURITIZATION TRANSAC DE 2.01,9.01 12/21/04 MORTGAGE PASS-THROUGH CERTIFICATES SE DE 8.01,9.01 12/27/04 MotivNation, Inc. 1.01,3.02,9.01 10/11/04 AMEND MS STRUCTURED SATURNS SERIES 2001-6 DE 9.01 12/31/04 MSC INDUSTRIAL DIRECT CO INC NY 7.01,9.01 01/04/05 NASSDA CORP DE 1.01,9.01 01/03/05 NATIONAL SUPERSTARS INC NV 1.01,5.02,5.03,9.01 01/04/05 NAVISTAR FINANCIAL DEALER NOTE MASTER DE 8.01,9.01 11/30/04 NAVISTAR FINANCIAL DEALER NOTE MASTER DE 8.01,9.01 11/30/04 NBOG BANCORPORATION INC GA 3.02 12/29/04 NDCHEALTH CORP DE 4.02,8.01,9.01 01/04/05 NDS GROUP PLC X0 1.01,5.02,9.01 01/05/05 NEOPROBE CORP DE 1.01,9.01 01/03/05 NESTOR PARTNERS NJ 3.02 01/03/05 NEW CENTURY FINANCIAL CORP MD 1.01,9.01 12/29/04 NEWMONT MINING CORP /DE/ DE 1.02,3.03,9.01 12/30/04 NISSAN AUTO RECEIVABLES CORP II DE 8.01,9.01 01/04/05 NORDSTROM INC WA 7.01 01/05/05 NORTHEAST UTILITIES MA 5.02 12/31/04 NS GROUP INC KY 7.01,9.01 01/05/05 NYFIX INC DE 1.01,2.03,3.02,9.01 12/30/04 O2DIESEL CORP 1.01,3.03 12/29/04 OAKLEY INC WA 5.02,9.01 01/01/05 OGLEBAY NORTON CO /OHIO/ OH 1.01,9.01 12/30/04 OLD LINE BANCSHARES INC 1.01,9.01 12/31/04 OPEN TEXT CORP K6 2.02 01/05/05 OPTION ONE MORTGAGE LOAN TRUST 2004-1 DE 8.01,9.01 12/27/04 OPTION ONE MORTGAGE LOAN TRUST 2004-3 DE 8.01,9.01 12/27/04 ORBITAL SCIENCES CORP /DE/ DE 1.01 12/29/04 ORTEC INTERNATIONAL INC DE 1.01,5.02 12/29/04 PAC-WEST TELECOMM INC 3.01 12/31/04 PACIFIC MAGTRON INTERNATIONAL CORP NV 1.01,1.03,5.01,5.02,5.03,8.01 12/30/04 PACIFICARE HEALTH SYSTEMS INC /DE/ DE 1.01,9.01 01/04/05 PARK OHIO HOLDINGS CORP OH 1.01,9.01 12/29/04 Park Place Securities, Inc. Asset-Bac DE 8.01,9.01 12/27/04 Park Place Securities, Inc., Asset-Ba DE 2.01,8.01,9.01 01/05/05 PAXAR CORP NY 1.01,9.01 01/01/05 PEABODY ENERGY CORP DE 7.01 12/30/04 PENN TRAFFIC CO DE 5.02,9.01 01/04/05 PEOPLES CHOICE HOME LOAN SECURITIES T 8.01,9.01 12/27/04 PEOPLES CHOICE HOME LOAN SECURITIES T 8.01,9.01 12/27/04 PERCEPTRON INC/MI MI 1.01,9.01 12/29/04 PERKINELMER INC MA 1.01 01/03/05 PHILADELPHIA CONSOLIDATED HOLDING COR PA 1.01 12/30/04 PIONEER NATURAL RESOURCES CO DE 7.01,9.01 01/05/05 Popular ABS Inc Mortgage Pass-Through DE 8.01 12/27/04 Popular ABS Inc Mortgage Pass-Through DE 8.01 12/27/04 POPULAR ABS, INC. DE 8.01,9.01 01/03/05 POPULAR INC PR 8.01,9.01 01/05/05 POWER 3 MEDICAL PRODUCTS INC NY 1.01,9.01 12/29/04 PRICELINE COM INC DE 5.02 01/05/05 PRIME GROUP REALTY TRUST MD 8.01 01/05/05 Prime Mortgage Trust 2004-2 DE 8.01,9.01 12/27/04 PRISM SOFTWARE CORP DE 1.01,8.01,9.01 12/30/04 QUANEX CORP DE 8.01 12/31/04 QUINTON CARDIOLOGY SYSTEMS INC DE 1.01,2.03,9.01 12/30/04 RADIOLOGIX INC DE 1.01,5.02,9.01 01/03/05 RAMCO GERSHENSON PROPERTIES TRUST MD 1.01,9.01 12/29/04 RAMCO GERSHENSON PROPERTIES TRUST MD 1.01,9.01 12/29/04 RAMP CORP DE 1.01 12/30/04 RAMP Series 2004-RS6 Trust DE 9.01 01/05/05 READERS DIGEST ASSOCIATION INC DE 1.01,8.01 11/18/04 REDWOOD EMPIRE BANCORP CA 8.01,9.01 01/05/05 REGAL BELOIT CORP WI 1.01,9.01 12/30/04 REGIS CORP MN 2.02,9.01 01/04/05 RENAISSANCE HOME EQUITY LOAN TRUST 20 DE 8.01,9.01 12/27/04 Renaissance Home Equity Loan Trust 20 DE 8.01,9.01 12/27/04 RENAISSANCE MORT ACC CORP RENAISSANCE DE 8.01,9.01 12/27/04 RESIDENTIAL ASSET GMACM MORTGAGE LOAN DE 8.01,9.01 12/25/04 RESIDENTIAL ASSET MORTGAGE PRODUCTS G DE 8.01,9.01 12/25/04 RITE AID CORP DE 8.01,9.01 01/05/05 ROBERTS REALTY INVESTORS INC GA 1.01,2.01,2.03,8.01,9.01 12/29/04 ROCKFORD CORP AZ 1.01,9.01 12/30/04 ROCKY MOUNTAIN CHOCOLATE FACTORY INC CO 2.02,7.01,9.01 01/05/05 RUBY TUESDAY INC GA 2.02,9.01 11/30/04 RUSH ENTERPRISES INC \TX\ TX 2.01,9.01 01/03/05 RUSH FINANCIAL TECHNOLOGIES INC TX 7.01,9.01 01/05/05 RUSSELL CORP AL 2.01,9.01 12/30/04 SAMI II AMERICAN HOME MTG BACK NTS SE DE 8.01,9.01 12/27/04 SANGAMO BIOSCIENCES INC DE 8.01,9.01 01/05/05 SCANVEC AMIABLE LTD 4.01,9.01 11/02/04 AMEND SCHULMAN A INC DE 2.02,9.01 01/05/05 SCHULMAN A INC DE 8.01,9.01 01/05/05 SCPIE HOLDINGS INC DE 1.01,9.01 12/31/04 SEACOR HOLDINGS INC /NEW/ DE 8.01,9.01 01/03/05 Securitized Asset Back Receivables LL 8.01,9.01 12/27/04 Securitized Asset Back Receivables LL 8.01,9.01 12/27/04 Securitized Asset Backed Receivables 8.01,9.01 12/27/04 SECURITIZED ASSET BACKED RECEIVABLES 8.01,9.01 12/27/04 SELIGMAN NEW TECHNOLOGIES FUND INC 7.01 01/05/05 SEQUENOM INC DE 2.02,9.01 01/05/05 Sequoia HELOC Trust 2004-1 MD 8.01,9.01 12/20/04 Sequoia Mortgage Trust 2004-10 8.01,9.01 12/20/04 Sequoia Mortgage Trust 2004-11 8.01,9.01 12/20/04 Sequoia Mortgage Trust 2004-6 8.01,9.01 12/20/04 Sequoia Mortgage Trust 2004-7 8.01,9.01 12/20/04 Sequoia Mortgage Trust 2004-8 8.01,9.01 12/20/04 SEQUOIA MORTGAGE TRUST 2004-9 8.01,9.01 12/20/04 SEQUOIA RESIDENTIAL FUNDING INC 8.01,9.01 12/20/04 SEQUOIA RESIDENTIAL FUNDING INC 8.01,9.01 12/20/04 SEQUOIA RESIDENTIAL FUNDING INC 8.01,9.01 12/20/04 SEQUOIA RESIDENTIAL FUNDING INC 8.01,9.01 12/20/04 SEQUOIA RESIDENTIAL FUNDING INC 8.01,9.01 12/20/04 SEQUOIA RESIDENTIAL FUNDING INC 8.01,9.01 12/20/04 SFSB, Inc. X1 1.01,8.01,9.01 12/30/04 SHELRON GROUP INC DE 3.02 01/04/05 SHIRE PHARMACEUTICALS GROUP PLC 8.01,9.01 01/05/05 SIEBEL SYSTEMS INC DE 2.02 12/31/04 SIERRA BANCORP CA 5.02 12/31/04 SIERRA PACIFIC RESOURCES /NV/ NV 8.01 01/05/05 SIRICOMM INC DE 3.02,9.01 12/31/04 SIZELER PROPERTY INVESTORS INC DE 2.01,9.01 12/30/04 SMUCKER J M CO OH 5.02,9.01 01/05/05 SMURFIT STONE CONTAINER CORP DE 1.01,1.02,5.02 01/05/05 SOUTHERN CALIFORNIA EDISON CO CA 1.01 12/30/04 SOVEREIGN BANCORP INC PA 2.06,9.01 01/05/05 SPECTRUM LABORATORIES INC /CA DE 4.01 01/04/05 SPECTRUM SCIENCES & SOFTWARE HOLDINGS DE 9.01 01/05/04 ST JOE CO FL 1.01,9.01 01/01/05 STANDARD PARKING CORP DE 1.02,9.01 01/03/05 STAR SCIENTIFIC INC DE 8.01,9.01 01/03/05 STEWART & STEVENSON SERVICES INC TX 1.01 12/31/04 STONERIDGE INC OH 2.02 01/05/05 STRATS(SM) Trust For Morgan Stanley S 8.01,9.01 12/22/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 12/27/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 12/27/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 12/27/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 12/27/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 12/27/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 12/27/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 12/27/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 12/27/04 STRYKER CORP MI 1.01 12/30/04 SUMMIT ENVIRONMENTAL CORP INC TX 4.01,9.01 01/04/05 SUPERCONDUCTOR TECHNOLOGIES INC 2.02,9.01 01/05/05 SYNTROLEUM CORP DE 1.01,3.02,5.02,9.01 12/29/04 TARRANT APPAREL GROUP CA 1.01,2.03 12/31/04 TASKER CAPITAL CORP NV 1.01,2.03,3.02,9.01 12/29/04 TECHNOLOGY VISIONS GROUP INC DE 3.02,7.01,8.01 12/29/04 TECHTEAM GLOBAL INC DE 1.01,2.01,2.03,9.01 01/03/05 TECO ENERGY INC FL 9.01 12/22/04 AMEND Telesis Technology Corp 8.01 01/04/05 TEMECULA VALLEY BANCORP INC DE 5.02 11/09/04 TEMECULA VALLEY BANCORP INC DE 5.02 11/09/04 AMEND THORNBURG MORTGAGE SECURITIES TRUST DE 8.01,9.01 12/27/04 THORNBURG MORTGAGE SECURITIES TRUST 2 DE 8.01,9.01 12/27/04 THORNBURG MORTGAGE SECURITIES TRUST 2 DE 8.01,9.01 12/27/04 THREE FIVE SYSTEMS INC DE 2.01 12/30/04 TIGER TELEMATICS INC DE 1.01,3.02,9.01 12/29/04 TIME WARNER TELECOM INC DE 5.02 01/05/05 TODCO DE 7.01,9.01 01/04/05 TOWER AUTOMOTIVE INC DE 1.01,9.01 12/30/04 TOWER AUTOMOTIVE INC DE 1.01,5.02 01/03/05 AMEND TRIMEDIA ENTERTAINMENT GROUP INC DE 1.01,2.03,8.01,9.01 12/27/04 TRIPOS INC UT 7.01 12/31/04 TRIZEC PROPERTIES INC DE 1.01,1.02,9.01 01/04/05 TROY GROUP INC DE 2.02,9.01 01/04/05 TRUE VALUE CO DE 5.03,9.01 12/29/04 TWEETER HOME ENTERTAINMENT GROUP INC DE 2.02,9.01 01/04/05 ULTRALIFE BATTERIES INC DE 7.01,9.01 01/05/05 UMPQUA HOLDINGS CORP OR 1.01 01/03/05 UNICORP INC /NEW NV 1.02,9.01 01/01/05 UNIFIRST CORP MA 2.02,9.01 11/27/04 UNIGENE LABORATORIES INC DE 3.02 12/29/04 UNIT CORP DE 8.01,9.01 01/05/05 UNITED RETAIL GROUP INC/DE DE 1.01 01/04/05 UNITED SURGICAL PARTNERS INTERNATIONA DE 7.01,9.01 01/04/05 US UNWIRED INC LA 8.01 01/03/05 UTSTARCOM INC DE 1.01 12/31/04 VARIAN MEDICAL SYSTEMS INC DE 1.01,5.02,5.03,9.01 01/03/05 VAXGEN INC DE 1.01,1.02,2.01,8.01,9.01 12/30/04 VELOCITY ASSET MANAGEMENT INC DE 1.01,3.02,9.01 12/22/04 VISTA GOLD CORP 1.01 01/04/05 WABASH NATIONAL CORP /DE DE 1.01,8.01,9.01 12/30/04 WACHOVIA COMMERCIAL MORTGAGE SECURITI NC 8.01,9.01 01/05/05 WACHOVIA COMMERCIAL MORTGAGE SECURITI NC 8.01,9.01 01/05/05 WACHOVIA CORP NEW NC 1.01,9.01 01/03/05 WALGREEN CO IL 2.02,9.01 01/05/05 WATER PIK TECHNOLOGIES INC DE 8.01,9.01 01/04/05 WELLS REAL ESTATE INVESTMENT TRUST IN DE 1.01,1.02 12/30/04 WENDYS INTERNATIONAL INC OH 7.01,9.01 01/05/05 WESTERN DIGITAL CORP DE 1.02 12/31/04 WET SEAL INC DE 1.01,9.01 12/31/04 WILLIAM LYON HOMES DE 2.02,9.01 01/03/05 XA, INC. NV 1.01,2.01,3.02,3.03,8.01,9.01 01/03/05 XILINX INC DE 7.01,9.01 01/05/05 XTRANA INC DE 3.03,9.01 12/31/04 ZION OIL & GAS INC DE 1.01,3.02,3.03,5.02,9.01 01/05/05