SEC NEWS DIGEST Issue 2005-31 February 16, 2005 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS CLOSED MEETING – THURSDAY, FEBRUARY 24, 2005 – 2:00 P.M. The subject matter of the closed meeting scheduled for Thursday, February 24, will be: Formal orders of investigations; Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; and a Litigation matter. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact: The Office of the Secretary at (202) 942-7070. ENFORCEMENT PROCEEDINGS IN THE MATTER OF GERALD HUNTER, JR. On February 15, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934, Making Findings and Imposing Sanctions (Order) against Respondent Gerald F. Hunter, Jr. The Order finds that Respondent Hunter was permanently enjoined from future violations of Section 17(a) of the Securities Act of 1933 (Securities Act), Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 10b- 5 thereunder, based on the entry of a Final Judgment of Permanent Injunction and Other Relief against Hunter in United States District Court for the District of South Carolina, Charleston Division, on January 18, 2005, in a case entitled SEC v. Southern Financial Group, Inc., Richard M. Wooten, Charles Dennis McKittrick and Gerald F. Hunter, Jr., Defendants, and Springdale Investments, Inc. and Atlanta Securities Exchange, Inc., Relief Defendants, Civil Action File No. 2:02-1806-18 (D.S.C. May 23, 2002). The Commission’s complaint alleged that, 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, Hunter and others operated a Ponzi scheme, falsely stated to investors that the notes were secured by sufficient capital to pay off the notes in the event of default, failed to disclose to investors that some of the notes were in default, omitted to disclose that the issuer of the notes was unable to make timely payments on the notes to some investors 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. Based on the above, the Order bars Hunter from association with any broker or dealer. Respondent Hunter consented to the issuance of the Order. (Rel. 34-51207; File No. 3-11834) SEC SUES CIBC MELLON TRUST COMPANY FOR PARTICIPATION IN FRAUDULENT SCHEME INVOLVING PAY POP, INC. AND FOR FAILURE TO REGISTER AS A TRANSFER AGENT AND BROKER-DEALER CIBC MELLON TRUST AGREES TO PAY PENALTY OF $5 MILLION, AND DISGORGMENT AND PREJUDGMENT INTEREST OF OVER $1 MILLION On February 16, the Commission filed a settled civil injunctive action in the U.S. District Court for the District of Columbia, against CIBC Mellon Trust Company, (CIBC Mellon) headquartered in Toronto, Canada. In its complaint, the Commission charged that, between July 1998 and September 1999, CIBC Mellon participated in a fraudulent scheme to promote, distribute and sell the stock of Pay Pop, Inc. (Pay Pop), a now- defunct British Columbia-based telecommunications company. The complaint alleges that, during the period CIBC Mellon acted as Pay Pop’s transfer agent, one of its senior managers was bribed by two of Pay Pop’s officers and directors to assist them in obtaining a ready supply of Pay Pop stock for these officers and directors to illegally distribute to investors. By its failure to have sufficient policies, procedures and internal controls in place, CIBC Mellon failed to detect the bribes, and the illegal conduct, thereby allowing the scheme to succeed. The complaint further alleges that from 1998 through 2003, CIBC Mellon acted as a transfer agent for at least 113 companies whose securities were registered with the Commission and, from 1998 through the present, CIBC Mellon acted as a broker-dealer for at least 45 of those companies yet never registered with the Commission as a transfer agent, or as a broker-dealer as it was required to do. Subsequently, on February, 6, 2004, CIBC Mellon registered with the Commission as a transfer agent. CIBC Mellon Trust further requested that the Commission issue an order exempting it from the broker-dealer registration requirement of Section 15(a). The Commission has approved this request and will issue an order granting the exemption upon entry of the final judgment in these proceedings. Without admitting or denying the Commission’s allegations, CIBC Mellon consented to the entry of a final judgment enjoining it from future violations of the antifraud, transfer agent registration, broker-dealer registration and securities registration provisions of the federal securities laws (Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 10b-5 thereunder, Section 17A of the Exchange Act, Section 15(a) of the Exchange Act and Section 5 of the Securities Act of 1933). CIBC Mellon has agreed to pay a $5 million civil penalty, $889,773 in disgorgement, and $140,270 in prejudgment interest. The civil penalty was assessed, in part, for CIBC Mellon’s failure to cooperate in the investigation of this matter. In addition, based upon the court’s anticipated entry of the final judgment, CIBC Mellon has agreed to the issuance of a settled administrative order finding that it violated Sections 15(a) and 17A of the Exchange Act for failing to register as a broker-dealer or as a transfer agent. Without admitting or denying the Commission’s findings, the Commission Order will require CIBC Mellon to cease-and-desist from future violations of the broker-dealer and transfer agent provisions of the Exchange Act (Sections 15(a) and 17A). In addition, CIBC Mellon will agree to maintain its registration as a transfer agent for as long as it continues to act as a transfer agent for any security registered with the Commission under Section 12 of the Exchange Act and, in anticipation of the entry of the Order requiring it to do so, CIBC Mellon has retained a qualified independent consultant to conduct a comprehensive review of all aspects of CIBC Mellon’s business as a transfer agent and as a broker-dealer. [SEC v. CIBC Mellon Trust Co., Civil Action No. 01:05CV00333 (PLF) (D.D.C.)] (LR-19081) RICHARD CURITSS SETTLES INSIDER TRADING CHARGES The Commission today announced the filing of a settled action against Richard Curtiss (Curtiss) for engaging in insider trading in the securities of Gerber Scientific, Inc. (Gerber). The Commission’s complaint, filed in the U.S. District Court for the District of Connecticut, alleges that Curtiss, while employed as Gerber’s director of corporate development and in breach of his duty of trust and confidence owed to Gerber and its shareholders, bought and sold Gerber stock based on material, nonpublic information. Curtiss had profits and avoided losses of $26, 625 from these trades. The Commission’s complaint alleges that Curtiss was responsible for coordinating Gerber’s efforts to enter into a proposed on-line venture with another company. While he was working on a draft press release announcing the venture, Curtiss purchased 2,000 shares of Gerber stock on March 1 and 2, 2000. Gerber publicly announced its plan to form the proposed on-line venture on March 7, 2000. After the announcement of the proposed on-line venture, Gerber’s stock price increased to $17.4375, up $0.9375 from the previous day’s close. Curtiss enjoyed trading profits of $4,125. The Commission's complaint additionally alleges that by March 24, 2000, Curtiss learned that Gerber would likely miss earnings expectations for the quarter ending April 30, 2000. The Commission’s complaint alleges that Curtiss then sold Gerber securities on the basis of the nonpublic, material information. When Gerber announced its lowered earnings expectation on April 26, 2000, Gerber’s stock price dropped to $11.50, down $3.94 from the previous day’s closing price. Curtiss thus avoided losses of $22,500. Without admitting or denying the allegations in the complaint, Curtiss has consented to the entry of a final judgment permanently enjoining him from future violations of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, ordering him to pay disgorgement of his profits and losses avoided of $26,625 plus prejudgment interest, ordering him to pay a penalty of $26,625, and barring him from serving as an officer or director of a public company. [SEC v. Curtiss, Civil Action No. 305CV286 (JBA) (D. Conn.] (LR-19082) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change (SR-NASD-2005-021) filed by the National Association of Securities Dealers to provide guidance regarding members’ Regulatory Transaction Fees has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of February 21. (Rel. 34-51187) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-CBOE-2004-72) and Amendment No. 1 submitted by the Chicago Board Options Exchange that implements the SizeQuote Mechanism, a trading procedure mechanism, on a one-year pilot basis. Publication of the order is expected in the Federal Register during the week of February 21. (Rel. 3-51205) PROPOSED RULE CHANGE The Fixed Income Clearing Corporation filed a proposed rule change (SR- FICC-2004-23) that would permit FICC to amend the notice period required for the closing of participant accounts or for withdrawing from membership in its Mortgage-Backed Securities Division. Publication of the proposal is expected in the Federal Register during the week of February 21. (Rel. 34-51206) 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 VALENCE TECHNOLOGY INC, 6504 BRIDGE POINT PARKWAY, SUITE 415, AUSTIN, TX, 78730, 5125272900 - 3,462,993 ($11,185,467.40) Equity, 0 ($50,000,000.00) Unallocated (Universal) Shelf, (File 333-122827 - Feb. 15) (BR. 36) SB-2 LMIC INC, 135 WEST 50TH STREET, SUITE 1700, NEW YORK, NY, 10020, 9156821761 - 0 ($28,512,165.00) Equity, (File 333-122828 - Feb. 15) (BR. 36) S-4 Propex Fabrics Inc., 260 THE BLUFFS, AUSTELL, GA, 30168, 770-941-1711 - 0 ($150,000,000.00) Non-Convertible Debt, (File 333-122829 - Feb. 15) (BR. 02) S-4 TUT SYSTEMS INC, 6000 SW MEADOWS RD, SUITE #200, LAKE OSWEGO, OR, 97035, 503-594-1400 - 0 ($24,044,187.83) Equity, (File 333-122831 - Feb. 15) (BR. 37) SB-2 UNIVERSAL GUARDIAN HOLDINGS INC, 760-579-0808 - 1,537,076 ($2,735,995.28) Equity, (File 333-122832 - Feb. 15) (BR. 08) S-4 LEVEL 8 SYSTEMS INC, 8000 REGENCY PARKWAY, CARY, NC, 27511, 9194612577 - 0 ($77,507,983.00) Equity, (File 333-122833 - Feb. 15) (BR. 03) S-8 OYO GEOSPACE CORP, 7007 PINEMONT DR., HOUSTON, TX, 77040, 7139864444 - 33,700 ($636,256.00) Equity, (File 333-122834 - Feb. 15) (BR. 36) S-8 OYO GEOSPACE CORP, 7007 PINEMONT DR., HOUSTON, TX, 77040, 7139864444 - 575,000 ($10,856,000.00) Equity, (File 333-122835 - Feb. 15) (BR. 36) S-8 GAMETECH INTERNATIONAL INC, 2209 W 1ST ST STE 113-114, TEMPE, AZ, 85281, 6028041101 - 2,000,000 ($8,406,949.00) Equity, (File 333-122836 - Feb. 15) (BR. 05) S-8 DIGITAL IMPACT INC /DE/, 177 BOVER ROAD SUITE 200, SAN MATEO, CA, 94402, 6503563404 - 0 ($3,381,000.00) Equity, (File 333-122839 - Feb. 15) (BR. 08) S-8 LASERCARD CORP, 1875 NORTH SHORELINE BOULEVARD, MOUNTAIN VIEW, CA, 94043, 6509697277 - 535,234 ($4,597,660.00) Equity, (File 333-122840 - Feb. 15) (BR. 03) S-8 LASERCARD CORP, 1875 NORTH SHORELINE BOULEVARD, MOUNTAIN VIEW, CA, 94043, 6509697277 - 50,000 ($429,500.00) Equity, (File 333-122841 - Feb. 15) (BR. 03) F-3 SINOVAC BIOTECH LTD, 39 SHANGDI XI ROAD, HAIDIAN DISTRICT, BEIJING, F4, 100085, 86-10-82890088 - 1,177,137 ($3,637,353.30) Equity, (File 333-122842 - Feb. 15) (BR. 01) S-8 CACI INTERNATIONAL INC /DE/, 1100 N GLEBE ST, ARLINGTON, VA, 22201, 7038417800 - 1,500,000 ($80,970,000.00) Equity, (File 333-122843 - Feb. 15) (BR. 03) S-8 BIOTIME INC, 935 PARDEE ST, BERKELEY, CA, 94710, 5108459535 - 1,000,000 ($1,160,000.00) Equity, (File 333-122844 - Feb. 15) (BR. 01) S-8 SILICON LABORATORIES INC, 4635 BOSTON LN, AUSTIN, TX, 78735, 0 ($97,992,859.65) Equity, (File 333-122845 - Feb. 15) (BR. 36) SB-2 APPLIED DNA SCIENCES INC, 9229 WEST SUNSET BOULEVARD, SUITE 830, LOS ANGELES, CA, 90069, 3108601362 - 45,955,326 ($55,835,721.09) Equity, (File 333-122848 - Feb. 15) (BR. 01) SB-2 INTEGRATED SECURITY SYSTEMS INC, 8200 SPRINGWOOD DR STE 230, IRVING, TX, 75063, 9724448280 - 85,307,479 ($32,995,312.00) Equity, (File 333-122849 - Feb. 15) (BR. 37) 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 5.02 02/15/05 Aames Mortgage Investment Trust 2004- DE 8.01 02/15/05 AMEND AAON INC NV 2.02,9.01 02/14/05 ACACIA RESEARCH CORP DE 1.01,9.01 02/09/05 ADVANCED NUTRACEUTICALS INC/TX TX 2.02,7.01,9.01 02/14/05 ADVANT E CORP DE 8.01,9.01 02/15/05 Aearo CO I DE 2.02,9.01 12/31/04 AEI INCOME & GROWTH FUND 25 LLC DE 2.01,9.01 02/09/05 AFFIRMATIVE INSURANCE HOLDINGS INC DE 7.01,9.01 02/15/05 AGL RESOURCES INC GA 7.01,9.01 02/15/05 AIRSPAN NETWORKS INC WA 2.02,9.01 02/09/05 ALAMO GROUP INC DE 7.01,9.01 02/14/05 ALANCO TECHNOLOGIES INC AZ 3.01 02/15/05 ALANCO TECHNOLOGIES INC AZ 2.02 12/31/04 ALLTEL CORP DE 7.01,8.01,9.01 02/14/05 ALNYLAM PHARMACEUTICALS, INC. 2.02,9.01 02/15/05 ALPHARMA INC DE 1.01 02/10/05 ALTAIR NANOTECHNOLOGIES INC A6 8.01,9.01 02/15/05 AMERCO /NV/ NV 5.02 02/15/05 AMERICA FIRST APARTMENT INVESTORS INC MD 5.02 02/09/05 AMERICAN EXPRESS CREDIT ACCOUNT MASTE DE 8.01,9.01 02/15/04 AMERICAN EXPRESS MASTER TRUST DE 8.01,9.01 02/15/05 AMERICAN HOMEPATIENT INC DE 5.02,9.01 02/09/05 AMERICAN LAND LEASE INC DE 2.02,7.01,9.01 02/14/05 AMERICAN LEISURE HOLDINGS INC NV 5.01 02/01/05 AMERICAN MEDIA OPERATIONS INC DE 2.02,5.03,9.01 02/09/05 AMERICAN PHYSICIANS CAPITAL INC MI 7.01,9.01 02/15/05 AMERIGROUP CORP 1.01 02/15/05 AMYLIN PHARMACEUTICALS INC DE 1.01 02/14/05 ANCHOR GLASS CONTAINER CORP /NEW DE 1.01,8.01,9.01 02/14/05 ANSYS INC DE 2.02,9.01 02/15/05 ANTARES PHARMA INC MN 5.02,9.01 02/14/05 ANVIL HOLDINGS INC DE 2.02,9.01 02/15/05 APPLIED IMAGING CORP DE 8.01 02/10/05 APPLIED MATERIALS INC /DE DC 2.02,9.01 02/15/05 APTARGROUP INC DE 4.01,9.01 02/09/05 ARADYME CORP DE 8.01 02/09/05 ARDEN GROUP INC DE 3.01 02/09/05 ASHWORTH INC DE 5.02 02/15/05 ASPECT COMMUNICATIONS CORP CA 1.01,9.01 02/09/05 ASPECT MEDICAL SYSTEMS INC DE 5.02,8.01,9.01 02/09/05 ASSURANT INC 2.02 02/15/05 ATLANTIS BUSINESS DEVELOPMENT CORP DE 2.01 01/06/05 ATLAS AIR WORLDWIDE HOLDINGS INC DE 2.02,9.01 02/14/05 AUDIBLE INC 2.02,9.01 02/15/05 AUDIOVOX CORP DE 2.02,8.01 02/14/05 AXIA GROUP, INC. NV 1.01,5.02,5.03,8.01,9.01 01/11/05 AZTAR CORP DE 2.03 02/15/05 B2Digital, Inc. DE 1.02 02/15/05 BA MASTER CREDIT CARD TRUST / 9.01 02/15/05 BALCHEM CORP MD 2.02,9.01 02/15/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 02/15/05 BANK HOLDINGS NV 9.01 02/15/05 BANTA CORP WI 1.01 02/12/05 BDC Capital, Inc. MN 4.01 02/07/05 BEACH FIRST NATIONAL BANCSHARES INC SC 8.01,9.01 02/15/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 02/15/05 BEAR STEARNS ASSET BACKED SECURITIES DE 9.01 01/31/05 Bear Stearns BSALTA 2005-1 DE 9.01 01/31/05 BED BATH & BEYOND INC NY 8.01 02/15/05 BERRY PETROLEUM CO DE 1.01,2.01,7.01,9.01 02/15/05 AMEND BIO LOK INTERNATIONAL INC DE 2.02,9.01 02/09/05 BIO ONE CORP NV 2.04,9.01 08/13/04 BLACKBOARD INC DE 5.02,9.01 02/14/05 BOOKHAM, INC. DE 1.01 02/09/05 BORGWARNER INC DE 2.01,9.01 02/15/05 AMEND BOSTON BEER CO INC MA 5.02 02/14/05 BOSTON LIFE SCIENCES INC /DE DE 1.01 02/11/05 BRANDYWINE OPERATING PARTNERSHIP LP / DE 1.01,9.01 02/09/05 BRANDYWINE REALTY TRUST MD 1.01,9.01 02/09/05 BRIGGS & STRATTON CORP WI 1.01,8.01,9.01 02/11/05 BROADVIEW MEDIA INC MN 2.02,9.01 02/15/05 BROCADE COMMUNICATIONS SYSTEMS INC DE 1.01 02/09/05 BRODER BROS CO MI 1.01,5.02 02/15/05 BUCKEYE TECHNOLOGIES INC DE 8.01,9.01 02/14/05 CANCERVAX CORP DE 1.01,1.02,9.01 02/08/05 AMEND CARAUSTAR INDUSTRIES INC NC 2.02,9.01 02/09/05 CAREDECISION CORP NV 7.01 02/04/05 CarMax Auto Owner Trust 2004-1 DE 8.01,9.01 02/15/05 CarMax Auto Owner Trust 2004-2 DE 8.01,9.01 02/15/05 CARRIAGE SERVICES INC DE 7.01,9.01 02/15/05 CASCADE MICROTECH INC 2.02,5.02,9.01 02/11/05 CASEYS GENERAL STORES INC IA 7.01 02/15/05 CATALINA MARKETING CORP/DE DE 1.01,5.02,9.01 02/11/05 CATALYST LIGHTING GROUP INC DE 4.02 02/14/05 CEDRIC KUSHNER PROMOTIONS INC DE 1.01,2.03,3.02,9.01 02/15/05 CELLSTAR CORP DE 2.02,9.01 02/14/05 CELLSTAR CORP DE 1.01 02/10/05 CENTENNIAL COMMUNICATIONS CORP /DE DE 5.02 02/15/05 CENTRUE FINANCIAL CORP DE 2.02,9.01 02/15/05 CENTURY BUSINESS SERVICES INC DE 8.01 02/10/05 CENTURYTEL INC LA 8.01,9.01 02/14/05 CEPHALON INC DE 2.02,9.01 02/15/05 CERIDIAN CORP /DE/ DE 8.01,9.01 02/15/05 CERTRON CORP CA 1.01,5.02,5.03,7.01,8.01,9.01 02/10/04 CH ENERGY GROUP INC NY 7.01,9.01 12/31/04 CHARLES RIVER LABORATORIES INTERNATIO 2.02,9.01 02/14/05 CHARLES RIVER LABORATORIES INTERNATIO 2.02,9.01 02/14/05 AMEND CHASE MANHATTAN BANK USA DE 8.01,9.01 02/10/05 CHASE MANHATTAN BANK USA DE 9.01 02/11/05 CHASE MANHATTAN BANK USA DE 8.01,9.01 02/11/05 CHASE MANHATTAN BANK USA DE 8.01,9.01 02/10/05 CHROMAVISION MEDICAL SYSTEMS INC DE 8.01,9.01 02/15/05 CINCINNATI BELL INC OH 2.02,9.01 02/15/05 CINCINNATI BELL INC OH 1.01,9.01 02/14/05 CITIBANK CREDIT CARD ISSUANCE TRUST DE 8.01 01/26/05 CITIBANK OMNI-S MASTER TRUST 8.01,9.01 02/15/05 CITIBANK SOUTH DAKOTA N A DE 8.01 01/26/05 CITIBANK SOUTH DAKOTA N A DE 8.01 12/28/04 CITIZENS FIRST BANCORP INC DE 8.01 02/15/05 CITRIX SYSTEMS INC DE 1.01,9.01 02/10/05 CLAIRES STORES INC DE 5.02 02/09/05 CLX ENERGY INC CO 3.02,3.03 01/28/05 CNL Hotels & Resorts, Inc. MD 1.01,2.03 02/09/05 COCA COLA ENTERPRISES INC DE 1.01 02/08/05 AMEND COGENT COMMUNICATIONS GROUP INC 1.01,7.01,9.01 02/09/05 COLLEGE LOAN CORP TRUST I DE 8.01,9.01 01/31/05 COLONIAL PROPERTIES TRUST AL 8.01,9.01 12/09/04 AMEND COMMERCIAL PROPERTY CORP DE 5.02 10/20/04 AMEND COMMONWEALTH TELEPHONE ENTERPRISES IN PA 2.02,9.01 02/15/05 COMPASS MINERALS INTERNATIONAL INC DE 1.01 02/11/05 COMPUTER NETWORK TECHNOLOGY CORP MN 8.01,9.01 02/11/05 COMPUTER NETWORK TECHNOLOGY CORP MN 1.01,7.01,9.01 01/17/05 AMEND CONOCOPHILLIPS DE 5.02 02/14/05 CONSPIRACY ENTERTAINMENT HOLDINGS INC UT 1.01,2.03,3.02,9.01 02/09/05 CONSUMERS BANCORP INC /OH/ OH 5.02 02/09/05 CONTANGO OIL & GAS CO DE 2.02,9.01 02/14/05 COOPER COMPANIES INC DE 2.01,9.01 01/06/05 AMEND CORINTHIAN COLLEGES INC 1.01,5.02,9.01 02/10/05 CORIO INC DE 2.04,3.02 02/09/05 COVAD COMMUNICATIONS GROUP INC DE 1.01 02/09/05 CRITICAL PATH INC CA 1.01,3.03,9.01 02/10/05 CROWN CASTLE INTERNATIONAL CORP DE 4.02,7.01,9.01 02/14/05 CROWN MEDIA HOLDINGS INC DE 5.02 01/21/05 CRYO CELL INTERNATIONAL INC DE 2.02,9.01 02/15/05 CTI INDUSTRIES CORP DE 4.01 02/10/05 CVF TECHNOLOGIES CORP NV 4.01,9.01 02/15/05 CYBEROPTICS CORP MN 2.02,9.01 02/15/05 CYPRESS SEMICONDUCTOR CORP /DE/ DE 1.01,2.01,9.01 02/14/05 CYTYC CORP DE 1.01 02/09/05 CYTYC CORP DE 1.01,9.01 02/09/05 AMEND DAVEL COMMUNICATIONS INC IL 1.01 02/09/05 DEERE & CO DE 2.02,7.01,8.01,9.01 02/15/05 DEERE JOHN CAPITAL CORP DE 2.02,7.01,8.01,9.01 02/15/05 DELIGHTFULLY FROZEN CORP 8.01 02/02/05 DELPHI FINANCIAL GROUP INC/DE DE 1.01,9.01 02/09/05 DELPHI FINANCIAL GROUP INC/DE DE 2.02,9.01 02/15/05 DELTA OIL & GAS INC 1.01 01/25/05 DIGIMARC CORP DE 3.01,9.01 02/14/05 DIGITAL RIVER INC /DE DE 1.01,9.01 02/10/05 DIRECTV GROUP INC DE 1.01,9.01 02/08/05 DISCOVER CARD MASTER TRUST I DE 8.01 01/31/05 DJ ORTHOPEDICS INC DE 5.02,9.01 02/14/05 DOMINION RESOURCES INC /DE/ DE 5.02 02/11/05 DRYCLEAN USA INC DE 2.02,9.01 02/15/05 DYNAVAX TECHNOLOGIES CORP DE 2.02,9.01 02/15/05 DYNTEK INC DE 1.01,3.02,9.01 02/10/05 ECB BANCORP INC NC 2.02,7.01,9.01 02/15/05 EDMONDS 2 INC. 5.01,5.02 01/31/05 EDUCATION MANAGEMENT CORPORATION 2.02,9.01 02/09/05 ELECTRIC AQUAGENICS UNLIMITED INC DE 1.01,1.02,3.02 02/10/05 ELOYALTY CORP DE 2.02,9.01 02/14/05 EMAGEON INC 1.01,3.02,5.03,8.01,9.01 02/08/05 EN POINTE TECHNOLOGIES INC DE 2.02,9.01 02/14/05 ENERGY PARTNERS LTD DE 2.02 02/15/05 ENSCO INTERNATIONAL INC DE 7.01,9.01 02/15/05 EQUIFIN INC DE 5.02 01/14/05 ESB FINANCIAL CORP PA 4.01,9.01 02/15/05 ESPEY MFG & ELECTRONICS CORP NY 2.02,9.01 02/11/05 EYETECH PHARMACEUTICALS INC DE 1.01,9.01 12/09/04 EYI INDUSTRIES INC NV 7.01 02/09/05 FALCON NATURAL GAS CORP 8.01 01/28/05 FARO TECHNOLOGIES INC FL 1.01,8.01 02/15/05 FAUQUIER BANKSHARES INC VA 5.02 02/11/05 FEDERAL SIGNAL CORP /DE/ DE 2.02,9.01 02/14/05 FEDERAL SIGNAL CORP /DE/ DE 5.02,9.01 02/14/05 FIREARMS TRAINING SYSTEMS INC DE 2.02,9.01 02/11/05 FIRST ADVANTAGE CORP DE 2.02,9.01 02/15/05 FIRST BANCTRUST CORP DE 2.02,9.01 02/11/05 FIRST COMMUNITY BANCSHARES INC /NV/ NV 8.01,9.01 02/15/05 FIRST COMMUNITY BANK CORP OF AMERICA FL 8.01 02/15/05 FIRST MID ILLINOIS BANCSHARES INC DE 8.01 02/15/05 FIRST UNION REAL ESTATE EQUITY & MORT OH 1.01,7.01,9.01 02/14/05 FIRSTENERGY CORP OH 9.01 02/15/05 FIRSTENERGY CORP OH 2.02,9.01 02/15/05 AMEND FLEET CREDIT CARD MASTER TRUST II NY 9.01 02/15/04 FORCE PROTECTION INC CO 3.03,5.03,9.01 02/10/05 FORMFACTOR INC DE 8.01 02/15/05 FORWARD AIR CORP TN 2.02,7.01,9.01 02/15/05 FOUNTAIN POWERBOAT INDUSTRIES INC 2.02,7.01,9.01 02/15/05 FRANKLIN BANK CORP 7.01,9.01 02/15/05 FREESCALE SEMICONDUCTOR INC DE 1.01,9.01 02/15/05 FUN CITY POPCORN INC NV 4.01,9.01 02/09/05 GAMES INC DE 8.01,9.01 02/10/05 GAYLORD ENTERTAINMENT CO /DE DE 2.02,9.01 02/15/05 GEN PROBE INC DE 1.01,9.01 02/15/05 GENERAL GROWTH PROPERTIES INC DE 7.01,9.01 02/14/05 GENERAL MOTORS ACCEPTANCE CORP DE 8.01 02/13/05 GENERAL MOTORS CORP DE 8.01 02/15/05 GENESCO INC TN 2.02,7.01,9.01 02/15/05 GENESEE & WYOMING INC DE 2.02,9.01 02/15/05 GEVITY HR INC FL 1.01,9.01 02/14/05 GLADSTONE CAPITAL CORP MD 1.01,9.01 02/09/05 GLOBAL IMAGING SYSTEMS INC DE 7.01,9.01 02/14/05 Global Pharmatech, Inc. DE 2.01,9.01 02/09/05 GLOBETEL COMMUNICATIONS CORP DE 5.02,9.01 02/08/05 GOLDFIELD CORP DE 2.02,8.01,9.01 02/15/05 GOODRICH PETROLEUM CORP DE 1.01,9.01 02/10/05 HAMMONS JOHN Q HOTELS INC DE 2.02,9.01 02/15/05 HAMMONS JOHN Q HOTELS LP DE 2.02,9.01 02/15/05 HANCOCK JOHN LIFE INSURANCE CO MA 8.01,9.01 02/14/05 HANCOCK JOHN LIFE INSURANCE CO MA 8.01,9.01 02/14/05 HARLEY DAVIDSON MOTORCYCLE TRUST 2004 NV 8.01,9.01 02/15/05 Harley-Davidson Motorcycle Trust 2004 NV 8.01,9.01 02/15/05 Harley-Davidson Motorcycle Trust 2004 NV 8.01,9.01 02/15/05 HAWAIIAN ELECTRIC INDUSTRIES INC HI 1.01 02/09/05 HCC INSURANCE HOLDINGS INC/DE/ DE 2.02,9.01 02/15/05 HEADWATERS INC DE 7.01,9.01 02/11/05 HEALTH CARE PROPERTY INVESTORS INC MD 2.02,9.01 02/14/05 HEALTH GRADES INC DE 2.02,9.01 02/15/05 HEALTH GRADES INC DE 1.01 01/14/05 HEARTLAND FINANCIAL USA INC DE 8.01,9.01 02/14/05 HERITAGE BANKSHARES INC /VA VA 5.02,9.01 02/09/05 HERITAGE WORLDWIDE INC 2.02,9.01 02/14/05 HIGHLANDS BANKSHARES INC /WV/ WV 2.02,9.01 02/15/05 HOST AMERICA CORP DE 2.02,9.01 02/15/05 HRPT PROPERTIES TRUST MD 2.02,9.01 02/15/05 HRPT PROPERTIES TRUST MD 9.01 02/15/05 AMEND HUFFY CORP OH 2.02,9.01 02/11/05 HYPERCOM CORP DE 7.01 02/08/05 I TRAX INC DE 1.01,5.02,9.01 02/15/05 IA GLOBAL INC DE 2.02,9.01 02/15/05 ICBS INTERNATIONAL CORP. FL 1.01,1.02,3.03,5.01,5.02,5.03 02/12/05 AMEND ICO INC TX 2.02,9.01 02/09/05 IMPAX LABORATORIES INC DE 8.01,9.01 02/15/05 IMS HEALTH INC DE 2.02,9.01 02/15/05 INCO LTD 2.02 02/15/05 INDYMAC INDX MORTGAGE LOAN TRUST 2004 8.01,9.01 11/30/04 IndyMac Indx Mortgage Loan Trust 2004 8.01,9.01 11/29/04 IndyMac Indx Mortgage Loan Trust 2004 8.01,9.01 12/29/04 IndyMac MBS, Inc. Residential Asset S 8.01,9.01 10/28/04 Indymac RAST 2004-A10 8.01,9.01 12/29/04 Indymac RAST 2004-IP2 8.01,9.01 12/17/04 INGLES MARKETS INC NC 2.02,9.01 02/15/05 INLAND WESTERN RETAIL REAL ESTATE TRU MD 1.01,5.03,9.01 02/10/05 INLAND WESTERN RETAIL REAL ESTATE TRU MD 7.01,9.01 02/15/05 INSPIRE PHARMACEUTICALS INC DE 5.02,9.01 02/11/05 INSTEEL INDUSTRIES INC NC 4.02 02/15/05 INSTEEL INDUSTRIES INC NC 2.02 02/15/05 INTEGRATED SURGICAL SYSTEMS INC DE 8.01,9.01 02/09/05 INTER TEL INC AZ 2.02,8.01,9.01 02/15/05 Interactive Brand Development Inc. DE 3.01,9.01 02/09/05 Intermix Media, Inc. DE 5.02 02/09/05 INTERNATIONAL ELECTRONICS INC MA 5.02 02/15/05 INTERNET AMERICA INC TX 2.02,7.01,9.01 02/14/05 INTRALASE CORP 2.02,9.01 02/10/05 INYX INC NV 1.01,9.01 12/15/04 AMEND IRIDEX CORP DE 2.02,9.01 02/15/05 IRWIN FINANCIAL CORP IN 1.01 02/15/05 ISCO INTERNATIONAL INC DE 1.01,5.02,9.01 02/09/05 ISLAND PACIFIC INC DE 4.02 10/25/04 AMEND ISTAR FINANCIAL INC MD 2.02,9.01 02/15/05 ITRON INC /WA/ WA 2.02,9.01 02/15/05 ITRON INC /WA/ WA 8.01 02/15/05 IVP TECHNOLOGY CORP NV 4.01,9.01 02/14/05 J C PENNEY CO INC DE 9.01 02/14/05 JOHNSON OUTDOORS INC WI 1.01,9.01 02/15/05 JUPITERMEDIA CORP DE 1.01,9.01 02/12/05 K2 DIGITAL INC DE 1.02 12/31/04 KANBAY INTERNATIONAL INC 2.02,9.01 02/15/05 KANSAS CITY SOUTHERN DE 1.01,9.01 02/02/05 KINGS ROAD ENTERTAINMENT INC DE 3.02 02/04/05 AMEND KLA TENCOR CORP DE 8.01,9.01 02/14/05 KNOT INC DE 2.02,9.01 02/15/05 LABORATORY CORP OF AMERICA HOLDINGS DE 2.02 02/15/05 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 02/15/05 LAIDLAW INTERNATIONAL INC DE 1.01,2.01,9.01 02/10/05 LAND O LAKES INC 8.01 02/15/05 LAS VEGAS SANDS CORP NV 1.01,2.03,8.01,9.01 02/10/05 LAS VEGAS SANDS INC NV 1.01,2.03,8.01,9.01 02/10/05 LB-UBS Commercial Mortgage Trust 2005 1.01 02/10/05 LEADIS TECHNOLOGY INC DE 1.01 02/09/05 LEAPFROG ENTERPRISES INC 2.02,9.01 02/15/05 LEAR CORP /DE/ DE 1.01,5.02,9.01 02/10/05 Legend Investment CORP DE 3.01 02/09/05 LEXMARK INTERNATIONAL INC /KY/ DE 1.01,9.01 02/15/05 Lifeline Systems, Inc. MA 2.02,9.01 02/14/05 Lifeline Systems, Inc. MA 1.01 02/09/05 LOEWS CORP DE 1.01 02/15/05 LOEWS CORP DE 2.02,9.01 02/15/05 AMEND LONG BEACH ACCEPTANCE CORP AUTO RECEI 8.01,9.01 02/15/05 Long Beach Acceptance Corp. Auto Rece 8.01,9.01 02/15/05 Long Beach Acceptance Corp. Auto Rece 8.01,9.01 02/15/05 LUCILLE FARMS INC DE 2.02,9.01 02/15/05 MACDERMID INC CT 1.01,9.01 02/15/05 MAIN STREET BANKS INC /NEW/ GA 8.01,9.01 02/14/05 MARCHEX INC DE 1.01,2.01,3.02,3.03,5.03,7.01 02/09/05 MARITRANS INC /DE/ DE 1.01,1.02,5.02,9.01 02/15/05 MARKLAND TECHNOLOGIES INC FL 1.01,2.01,3.02,9.01 02/14/05 MARSH SUPERMARKETS INC IN 2.02,5.02,7.01,9.01 02/15/05 MARTIN MARIETTA MATERIALS INC NC 7.01,9.01 02/10/05 MAYTAG CORP DE 1.01,9.01 02/09/05 MBNA AMERICA BK NAT ASSOC MBNA MASTER 8.01,9.01 01/31/05 MBNA CORP MD 8.01 01/31/05 MBNA CREDIT CARD MASTER NOTE TRUST 8.01,9.01 01/31/05 MCDATA CORP DE 1.01,7.01,9.01 01/17/05 AMEND MD TECHNOLOGIES INC 8.01,9.01 02/15/05 MDSI MOBILE DATA SOLUTIONS INC /CAN/ A1 2.02,9.01 02/08/05 MEDCO HEALTH SOLUTIONS INC DE 2.02 02/15/05 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 01/31/05 META GROUP INC DE 2.02,9.01 02/15/05 MICROTEK MEDICAL HOLDINGS INC GA 1.01 02/14/05 MIDLAND CO OH 7.01 02/15/05 MILE MARKER INTERNATIONAL INC FL 1.01 02/15/05 MILLENNIUM CAPITAL VENTURE HOLDINGS I DE 5.02 02/04/05 MODENA 3 INC DE 5.01 10/21/04 MOLSON COORS BREWING CO CO 1.01,2.01,3.03,5.02,5.03,8.01 02/09/05 MORGAN STANLEY ABS CAPITAL I INC DE 8.01,9.01 02/11/05 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 02/11/05 MortgageIT Holdings, Inc. MD 2.02,9.01 02/14/05 MortgageIT Holdings, Inc. MD 1.01,9.01 02/04/05 MOST HOME CORP NV 3.02,9.01 01/26/05 MPW INDUSTRIAL SERVICES GROUP INC OH 2.02,9.01 02/14/05 MQ ASSOCIATES INC 1.01,2.03,8.01,9.01 02/15/05 MRV COMMUNICATIONS INC DE 2.02,8.01,9.01 02/10/05 MUTUALFIRST FINANCIAL INC MD 1.01 02/09/05 NABI BIOPHARMACEUTICALS DE 2.02,9.01 02/15/05 NATIONAL HEALTH INVESTORS INC MD 2.02 02/15/05 NATURAL GOLF CORP IL 1.02,5.02 02/07/05 NATURAL RESOURCE PARTNERS LP DE 2.02,9.01 02/15/05 NAVIGANT CONSULTING INC DE 1.01,2.01,9.01 02/08/05 NCT GROUP INC DE 1.01,2.03,3.02 02/09/05 NET 1 UEPS TECHNOLOGIES INC FL 2.02,9.01 02/11/05 NETWORK APPLIANCE INC CA 2.02,9.01 02/15/05 NEUROGEN CORP DE 8.01 02/11/05 NEW COMMERCE BANCORP SC 7.01,9.01 02/15/05 NEW ENGLAND BANCSHARES INC 8.01,9.01 02/15/05 NEWCASTLE INVESTMENT CORP MD 2.02,9.01 02/15/05 NICOR INC IL 1.01,9.01 02/15/05 NMS COMMUNICATIONS CORP DE 1.01,5.02,9.01 02/11/05 NORDSTROM INC WA 2.02,7.01,9.01 02/15/05 NORTEK INC DE 8.01,9.01 02/15/05 NORTEL NETWORKS CORP 1.01,9.01 02/15/05 NORTEL NETWORKS LTD 1.01,9.01 02/15/05 NORTH BAY BANCORP/CA CA 2.02,9.01 02/14/05 NOVASTAR FINANCIAL INC MD 8.01 02/14/05 NTS MORTGAGE INCOME FUND DE 7.01,9.01 02/15/05 NUVELO INC DE 2.02,9.01 02/15/05 OCCIDENTAL PETROLEUM CORP /DE/ DE 1.01 02/10/05 OM GROUP INC DE 1.01,5.02,9.01 02/09/05 Opteum Mortgage Acceptance Corp Asset DE 9.01 01/31/05 OPTIMAL GROUP INC 7.01 02/15/05 ORGANIC SOILS COM INC DE 9.01 02/15/05 AMEND ORMAT TECHNOLOGIES, INC. DE 8.01,9.01 02/14/05 PaperFree Medical Solutions, Inc. 5.02 02/14/05 PARLUX FRAGRANCES INC DE 5.02 02/11/05 PATIENT INFOSYSTEMS INC DE 8.01,9.01 02/14/05 PC MALL INC DE 1.01 02/09/05 PENN VIRGINIA CORP VA 1.01 02/15/05 AMEND PENN VIRGINIA RESOURCE PARTNERS L P DE 1.01 02/15/05 AMEND PENTAIR INC MN 1.01,8.01,9.01 02/14/05 PEREGRINE SYSTEMS INC DE 2.02,9.01 02/15/05 PHARMION CORP 2.02,9.01 02/14/05 PHIBRO ANIMAL HEALTH CORP 7.01,9.01 02/10/05 PHILADELPHIA CONSOLIDATED HOLDING COR PA 2.02,9.01 02/11/05 PINNACLE AIRLINES CORP DE 7.01,9.01 02/11/05 PIZZA INN INC /MO/ MO 1.01,9.01 02/11/05 PLANETLINK COMMUNICATIONS INC GA 4.01 02/02/05 PLUM CREEK TIMBER CO INC DE 1.01,9.01 02/09/05 PMA CAPITAL CORP PA 2.02,9.01 02/15/05 POCAHONTAS BANCORP INC DE 2.02,9.01 02/09/05 POINT THERAPEUTICS INC DE 8.01,9.01 02/15/05 POLYCOM INC DE 1.01 02/10/05 POMEROY IT SOLUTIONS INC DE 2.02,8.01,9.01 01/27/05 PPG INDUSTRIES INC PA 1.01,5.02,9.01 02/15/05 PREMIER DEVELOPMENT & INVESTMENT INC NV 2.01,9.01 02/15/05 PRIME RECEIVABLES CORP DE 9.01 02/15/05 PROLOGIS MD 1.01,3.03,9.01 02/09/05 PROVIDIAN FINANCIAL CORP DE 8.01 01/31/05 PUBLIC CO MANAGEMENT CORP NV 1.01,2.01,3.02,4.02,5.01,5.02 10/01/04 AMEND PUMA Global Trust No. 3 DE 8.01,9.01 02/14/05 PYRAMID BREWERIES INC WA 2.02 02/11/05 QC Holdings, Inc. KS 2.02,9.01 02/15/05 QUALITY DINING INC IN 4.02 02/09/05 QWEST COMMUNICATIONS INTERNATIONAL IN DE 2.02 02/15/05 RADIATION THERAPY SERVICES INC FL 2.02,9.01 02/14/05 RAINIER PACIFIC FINANCIAL GROUP INC 8.01,9.01 02/15/05 RARE HOSPITALITY INTERNATIONAL INC GA 5.02,9.01 02/09/05 RAYOVAC CORP WI 8.01,9.01 02/15/05 RCG COMPANIES INC DE 5.02 02/09/05 RED ROBIN GOURMET BURGERS INC DE 2.02,7.01,9.01 02/14/05 REEBOK INTERNATIONAL LTD MA 1.01 02/09/05 REGENT COMMUNICATIONS INC DE 2.02,9.01 02/15/05 RENTRAK CORP OR 1.01,2.02,9.01 01/03/05 REPUBLIC SERVICES INC DE 1.01,9.01 02/09/05 REWARD ENTERPRISES INC 2.01,3.02 02/14/05 REXNORD CORP DE 2.02,9.01 02/15/05 REYNOLDS AMERICAN INC 2.02,9.01 02/15/05 RGC RESOURCES INC VA 1.01,2.02,9.01 02/11/05 RICHARDSON ELECTRONICS LTD/DE DE 1.01,1.02,2.03,3.02,8.01,9.01 02/15/05 RICKS CABARET INTERNATIONAL INC TX 1.01,9.01 02/15/05 RIVIERA HOLDINGS CORP NV 8.01,9.01 02/15/05 RIVIERA HOLDINGS CORP NV 8.01,9.01 02/15/05 ROO GROUP INC DE 2.03,3.02,9.01 02/09/05 RSA SECURITY INC/DE/ DE 7.01,9.01 02/15/05 RUSS BERRIE & CO INC NJ 5.02,5.03,9.01 02/09/05 SAFEWAY INC DE 5.02 02/10/05 SALIX PHARMACEUTICALS LTD 2.02,9.01 02/15/05 SALIX PHARMACEUTICALS LTD 8.01,9.01 02/15/05 SANDS REGENT NV 2.02,9.01 02/14/05 SANTARUS INC DE 8.01,9.01 02/14/05 SASCO Mortgage Pass Through Certifica DE 8.01 01/31/05 SCIENCE APPLICATIONS INTERNATIONAL CO DE 1.01,5.02 02/15/05 SCRIPPS E W CO /DE OH 1.01,5.03,9.01 02/09/05 SEARS ROEBUCK & CO NY 2.02,4.02,8.01,9.01 02/10/05 SEI INVESTMENTS CO PA 8.01,9.01 02/15/05 Select Notes Trust LT 2004-1 DE 8.01,9.01 02/01/05 SENESCO TECHNOLOGIES INC DE 2.02,9.01 02/15/05 SENIOR HOUSING PROPERTIES TRUST MD 2.02,9.01 02/10/05 SENOMYX INC DE 1.01,3.03,5.03,8.01,9.01 02/14/05 SERVICE CORPORATION INTERNATIONAL TX 1.01,1.02,5.02,9.01 02/09/05 SHIRE PHARMACEUTICALS GROUP PLC 8.01,9.01 02/15/05 SI INTERNATIONAL INC DE 2.02,9.01 02/14/05 SI INTERNATIONAL INC DE 1.01,2.02,7.01,9.01 02/09/05 SIGA TECHNOLOGIES INC DE 8.01,9.01 02/15/05 SIZELER PROPERTY INVESTORS INC DE 4.01,9.01 02/09/05 AMEND SMITHWAY MOTOR XPRESS CORP NV 2.02,9.01 02/14/05 SONIC AUTOMOTIVE INC DE 1.01 02/10/05 SONICWALL INC CA 1.01 02/15/05 SONOSITE INC 2.02,9.01 02/15/05 SOUTHCREST FINANCIAL GROUP INC GA 1.01,9.01 02/10/05 SOUTHERN CO DE 8.01,9.01 02/15/04 SOVEREIGN BANCORP INC PA 5.02 02/14/05 SPECIALTY LABORATORIES INC 1.01,5.02,7.01,9.01 02/13/05 Specialty Underwriters Alliance, Inc. DE 5.02 02/14/05 SPESCOM SOFTWARE INC CA 2.02,9.01 02/15/05 SPORTS CLUB CO INC DE 8.01,9.01 02/14/05 ST JOHN KNITS INTERNATIONAL INC DE 8.01 02/15/05 ST JUDE MEDICAL INC MN 8.01,9.01 02/15/05 Stereotaxis, Inc. DE 5.02,9.01 02/09/05 STRATEGIC INTERNET INVESTMENTS INC CO 8.01,9.01 02/15/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 02/11/05 Structured Asset Securities Corp Mort DE 8.01 01/31/05 STRUCTURED PRODUCTS CORP CAST STEP UP DE 9.01 02/02/05 STRUCTURED PRODUCTS CORP CAST STEP UP DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP CASTSM STEP DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP CORTS R TR F DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP CORTS TR FOR DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP CORTS TR FOR DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP CORTS TR FOR DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP CORTS TR FOR DE 9.01 01/31/05 STRUCTURED PRODUCTS CORP CORTS TR II DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP CORTS TR II DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP CORTS TR III DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP CORTS TRUST DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP TIERS R INFL DE 9.01 02/01/05 STRUCTURED PRODUCTS CORP TIERSSM CORP DE 9.01 02/01/05 STRUCTURED PRODUCTS CORPTIERS PRINC P DE 9.01 02/01/05 STRUCTURED PRODUCTS CORTS TR FOR SOUT DE 9.01 02/01/05 STUDENT LOAN CORP DE 1.01,5.02,9.01 02/14/05 STUDENT LOAN CORP DE 1.01 02/14/05 AMEND SYNALLOY CORP DE 1.01 02/15/05 TechAlt, Inc. NV 9.01 02/14/05 AMEND TECHNEST HOLDINGS INC NV 1.01,2.01,3.02,5.01,5.02,5.03 02/14/05 TERAYON COMMUNICATION SYSTEMS DE 2.02,9.01 02/09/05 TEXAS REGIONAL BANCSHARES INC TX 8.01,9.01 02/15/05 TEXEN OIL & GAS INC NV 3.02,5.03 01/31/05 THOMAS GROUP INC DE 1.01 02/14/05 THOMAS GROUP INC DE 5.02 02/09/05 TICKETS COM INC DE 8.01,9.01 02/14/05 TICKETS COM INC DE 1.01,9.01 02/14/05 TICKETS COM INC DE 1.01,9.01 02/09/05 TIVO INC DE 5.05,9.01 02/09/05 TL ADMINISTRATION CORP DE 7.01,9.01 02/15/05 TNX TELEVISION HOLDINGS INC NV 5.02 02/09/05 TODCO DE 2.02,2.06,9.01 02/11/05 TRANSNET CORP DE 7.01 02/14/05 TRANSOCEAN INC E9 7.01,9.01 02/15/05 TRANSOCEAN INC E9 2.02,9.01 02/15/05 TRANSOCEAN INC E9 1.01,9.01 02/09/05 TRANSTECHNOLOGY CORP DE 5.02,9.01 02/14/05 TROPICAL SPORTSWEAR INTERNATIONAL COR FL 1.01 02/10/05 TRUSTCO BANK CORP N Y NY 8.01,9.01 02/15/05 TULLYS COFFEE CORP 4.02,8.01,9.01 02/14/05 TYCO INTERNATIONAL LTD /BER/ D0 1.01,5.02,9.01 02/14/04 TYLER TECHNOLOGIES INC DE 9.01 02/11/05 ULTRA CLEAN HOLDINGS INC 7.01,9.01 02/15/05 UNION FINANCIAL BANCSHARES INC DE 2.02,8.01,9.01 02/15/05 UNISYS CORP DE 1.01 02/09/05 UNITED CAPITAL CORP /DE/ DE 2.02,9.01 02/15/05 UNITED FIRE & CASUALTY CO IA 2.02,9.01 02/14/05 UNITED SURGICAL PARTNERS INTERNATIONA DE 7.01,9.01 02/15/05 UNIVERSAL CORP /VA/ VA 8.01 02/14/05 US ENERGY CORP WY 1.01,3.02,8.01 02/08/05 AMEND US LEC CORP DE 5.02 02/11/05 USG CORP DE 1.01 02/15/05 V I TECHNOLOGIES INC DE 8.01,9.01 02/15/05 VALENCE TECHNOLOGY INC DE 8.01,9.01 02/14/05 VALOR COMMUNICATIONS GROUP INC DE 5.02 02/09/05 VELOCITY EXPRESS CORP DE 7.01,9.01 02/15/05 VENDINGDATA CORP NV 2.03,3.02,8.01,9.01 02/09/05 VERINT SYSTEMS INC 1.01 02/11/05 VERITY INC \DE\ DE 1.01,9.01 02/11/05 VERMONT TEDDY BEAR CO INC NY 7.01,9.01 12/31/04 VICAL INC DE 2.02 02/15/05 VIPER NETWORKS INC UT 4.01 01/20/05 AMEND VIROPHARMA INC DE 1.01,9.01 02/09/05 VISION SCIENCES INC /DE/ DE 7.01,9.01 02/10/05 VISTEON CORP DE 1.01,9.01 02/09/05 VITRIA TECHNOLOGY INC DE 2.02,9.01 02/15/05 WASHINGTON GROUP INTERNATIONAL INC DE 1.01,9.01 02/14/05 WATSON PHARMACEUTICALS INC NV 1.01,9.01 02/10/05 WEBMETHODS INC DE 2.02,7.01,9.01 02/15/05 WEBSTER FINANCIAL CORP DE 8.01,9.01 02/14/05 WELLS FARGO ASSET SECURITIES CORP DE 8.01,9.01 02/11/05 WESTCOAST HOSPITALITY CORP WA 1.01,9.01 02/09/05 WOLVERINE WORLD WIDE INC /DE/ MI 1.01,9.01 02/09/05 WORLD HEALTH ALTERNATIVES INC FL 8.01 01/31/05 WPS RESOURCES CORP WI 1.01 02/09/05 WYNN RESORTS LTD 8.01 02/15/05 XCEL ENERGY INC MN 2.02,9.01 02/15/05 XFormity Technologies, Inc. CO 7.01,8.01,9.01 02/14/05 XPONENTIAL INC DE 2.01,9.01 02/11/05 YAMAHA MOTOR RECEIVABLES CORP DE 8.01 02/15/05 YAMAHA MOTOR RECEIVABLES CORP DE 1.01,1.02,4.01 02/10/05 YDI WIRELESS INC DE 1.01,8.01,9.01 02/09/05 YELLOW ROADWAY CORP DE 7.01,9.01 02/15/05 ZANETT INC DE 8.01 02/15/05 ZONES INC WA 1.01,9.01 02/15/05