SEC NEWS DIGEST Issue 2004-235 December 8, 2004 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS Following is a schedule of Commission meetings, which will be conducted under provisions of the Government in the Sunshine Act. Meetings will be scheduled according to the requirements of agenda items under consideration. Open meetings will be held in the William O. Douglas Room, Room 1C30, at the Commission's headquarters building, 450 Fifth Street, N.W., Washington, D.C. Visitors are welcome at all open meetings, insofar as space is available. Persons wishing to photograph or videotape Commission meetings must obtain permission in advance from the Secretary of the Commission. Persons wishing to tape record a Commission meeting should notify the Secretary's office 48 hours in advance of the meeting. Any member of the public who requires auxiliary aids such as a sign language interpreter or material on tape to attend a public meeting should contact Rochelle Franks, Office of Administrative and Personnel Management, to make arrangements. Ms. Franks can be reached at TTY number (202) 942-9558. If you are calling from a non-TTY number, please call the Relay Service at 1-800-877-8339. CLOSED MEETING – TUESDAY, DECEMBER 14, 2004 – 2:00 P.M. The subject matter of the closed meeting scheduled for Tuesday, December 14, will be: Formal orders of investigations; Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; and a regulatory matter regarding a financial institution. OPEN MEETING – WEDNESDAY, DECEMBER 15, 2004 – 2:00 P.M. The subject matter of the open meeting scheduled for Wednesday, December 15, will be: 1. The Commission will consider whether to republish for public comment proposed rules under Regulation NMS and two amendments to the joint industry plans for disseminating market information, to give the public an opportunity to review and comment on proposed modifications to the original rule text to reflect comments received. In particular, the Commission will consider whether to repropose the following rules and amendments: A. Rule 611 of Regulation NMS (Order Protection Rule), which would establish marketwide price protection for automated quotations that are immediately accessible; B. Rule 610 of Regulation NMS (Access Rule), which would promote fair and non-discriminatory access to quotations through a private access approach and establish a limit on access fees to harmonize the pricing of quotations across different trading centers; C. Rule 612 of Regulation NMS (Sub-Penny Rule), which would establish a uniform pricing increment of no less than a penny for orders, quotations, or indications of interest, except for those priced at less than $1.00 per share; D. Amendments to Rules 11Aa3-1 and 11Ac1-2 under the Securities Exchange Act of 1934 (Exchange Act) (redesignated as Rule 601 and 603 of Regulation NMS) (Market Data Rules), which would update the requirements for consolidating, distributing, and displaying market information, and amendments to the joint industry plans for disseminating market information that would modify the formulas for allocating plan revenues (Allocation Amendment) and broaden participation in plan governance (Governance Amendment); and E. Redesignation of the national market system (NMS) rules adopted under the Exchange Act and inclusion of those rules, as well as proposed Rules 610, 611, and 612, under Regulation NMS. Regulation NMS would also include a separate definitional rule that would (i) retain most of the definitions currently used in the NMS rules, (ii) include new definitions related to the reproposed rules, and (iii) update or eliminate obsolete definitions in the NMS rules. For further information, please contact Jennifer Colihan, Special Counsel, at (202) 942-0735 (Order Protection Rule); David Liu, Attorney, at (202) 942-8085 (Access Rule); Ronesha Butler, Special Counsel, at (202) 942-0791 (Sub-Penny Rule); Sapna Patel, Special Counsel, at (202) 942-0166 (Market Data Rules, Allocation Amendment, and Governance Amendment); or Yvonne Fraticelli, Special Counsel, at (202) 942-0197 (Regulation NMS). 2. The Commission will consider whether to adopt new and amended rules and forms to address the registration, disclosure and reporting requirements for asset-backed securities under the Securities Act of 1933 and the Securities Exchange Act of 1934. The new and amended rules and forms relate to four primary regulatory areas: Securities Act registration; disclosure requirements; communications during the offering process; and ongoing reporting under the Exchange Act. For further information, please contact Jeffrey J. Minton, Special Counsel, or Jennifer G. Williams, Attorney-Advisor, Office of Rulemaking, Division of Corporation Finance, at (202) 942-2910. 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 THE COMMISSION SETTLES ADMINISTRATIVE PROCEEDINGS AGAINST THREE BOILER-ROOM BROKERS CHARGED WITH FRAUD On December 7, the Commission instituted public administrative and cease- and-desist proceedings against respondent Marc Freeman, and simultaneously accepted settlement offers made by Freeman, Steven Ingrassia, and Slava Volman, respondents in previously instituted proceedings brought by the Commission. All three respondents were brokers associated with the Garden City, New York branch office of Donald & Co. Securities, Inc. (Donald & Co.), a now defunct brokerage firm. The Commission found that from 1999 through 2002, the respondents engaged in fraudulent and manipulative practices involving two penny stocks, The Classica Group, Inc. (Classica) and eLEC Communications Corporation (eLEC), while working at the Garden City office of Donald & Co. The Commission’s orders find that during the relevant period Freeman, Ingrassia, and Volman operated Donald & Co.’s Garden City office as a partnership and divided profits. While at Donald & Co., Freeman, Ingrassia, and Volman directed and otherwise engaged in fraudulent schemes with respect to Classica and eLEC securities by, among other things: (a) disseminating false and misleading information to customers about the issuers through boiler-room tactics and inflated price predictions that had no basis in fact; (b) refusing to execute customer sell orders unless the shares could be cross traded with other Garden City office customers; and (c) paying undisclosed compensation, called “rips,” to brokers for selling Classica and eLEC securities. In accordance with their settlement offers, the Commission ordered that Freeman, Ingrassia, and Volman: (i) cease and desist from committing or causing violations and any future violations of the relevant antifraud provisions; and (ii) are permanently barred from associating with any broker or dealer and from participating in any offering of a penny stock. Freeman, Ingrassia, and Volman consented to the issuance of the orders without admitting or denying the Commission’s findings. (Freeman - Rels. 33-8509, 34-50815, File No. 3-11767); (Ingrassia and Volman – Rels. 33-8510; 34-50816; File No. 3-11487) CIVIL PENALTY ORDERED AGAINST DONALD ELLIS, OWNER OF D&E ACQUISITIONS, INC. The Commission announced that on December 6 the Honorable C. Ashley Royal of the United States District Court for the Middle District of Georgia, entered an order directing that Donald N. Ellis (Ellis) of Union Point, Georgia pay a civil penalty of $6,500 for engaging in an unlawful offering of securities, for which no exemption from registration existed, through his solely owned company D&E Acquisitions, Inc. (D&E) based in Greene County Georgia. The Court had by earlier order permanently enjoined Ellis from further violating the registration provisions set forth in Sections 5(a) and 5(c) of the Securities Act of 1933. In the recent order, the Court concluded that Ellis did not receive any unjust enrichment in the D&E offering and that disgorgement was not appropriate. The Commission sued Ellis and D&E along with John Benjamin Stewart, Jr. (Stewart), Stewart Finance Company (Stewart Finance) and Stewart National Finance Company (Stewart National). The amended complaint alleged that Stewart and his companies, Stewart Finance and Stewart National, previously engaged in a series of unregistered offers and sales of securities, without an exemption from registration, in violation of the federal securities laws, and further alleged that Stewart, for his own benefit, caused D&E to be formed through Ellis, a straw man, for the purpose of allowing securities previously issued by Stewart Finance and Stewart National to be rolled over and issued through D&E. The offering through D&E, which unlawfully raised approximately $6 million, constituted an unregistered offering of securities, which was integrated with the earlier unregistered, non- exempt offerings. [SEC v. John Benjamin Stewart, Jr., Stewart Finance Company, Stewart National Finance Company, Donald N. Ellis and D&E Acquisitions, Inc., Civil Action File No. 3:03-CV-42 (CAR) M.D. Ga.] (LR- 18994) ADDITIONS AND CORRECTIONS A summary in yesterday’s Digest, entitled ORDER APPROVING PLAN OF DISGORGEMENT AND FAIR FUND DISTRIBUTION IN THE MATTER OF FIDELITY NATIONAL CAPITAL INVESTORS, INC., should have read as follows: ORDER APPROVING PLAN OF DISGORGEMENT AND FAIR FUND DISTRIBUTION IN THE MATTER OF FIDELITY NATIONAL CAPITAL INVESTORS, INC. The Commission announced that on Dec. 7, pursuant to Rule 1104 of the Rules on Fair Fun and Disgorgement Plans of the Securities and Exchange Commission, 17 C.F.R. § 201.1104, it approved a plan for distribution of disgorgement and civil money penalty monies placed into a Fair Fund, pursuant to Section 308(a) of the Sarbanes Oxley Act of 2002 (Plan) as previously ordered in the Matter of Fidelity National Capital Investors, Inc. (Fidelity), and appointed Nancy Chase Burton, an Assistant Chief Litigation Counsel in the Washington D.C. Office, Administrator of the Plan. On June 8, 2004, the Commission found that Respondent Fidelity had failed to reasonably supervise one of its registered representatives with a view to preventing his aiding and abetting violation of Section 17(a) of the Securities Act and Section 10b and Rule 10b-5 thereunder. As a result of Fidelity’s inadequate system for implementing its compliance procedures, the registered representative aided and abetted a Ponzi scheme operated by Mark Drucker without Fidelity detecting that its representative was substantially assisting in Drucker’s fraudulent activities. The Commission censured Fidelity for its conduct, and in addition, the Commission ordered Fidelity to pay disgorgement and prejudgment interest in the amount of $50,000 and a civil money penalty in the amount of $75,000. On Oct. 5, 2004, the Commission issued an order approving publication of notice of the proposed Plan, and notice was published. The Commission subsequently approved the Plan on Dec. 7. The Plan provides that the total distribution fun of $125,000 paid by Fidelity be distributed pro rata to investors who had money deposited into the accounts of Mark Drucker at Fidelity from December 1997 through September 1999 or who otherwise participated in the investment scheme of Mark Drucker. (Rel. 34- 50801; File No. 3-11514) INVESTMENT COMPANY ACT RELEASES PACIFIC CAPITAL FUNDS, ET AL. An order has been issued on an application filed by Pacific Capital Funds and The Asset Management Group of Bank of Hawaii, exempting applicants from Section 15(a) of the Investment Company Act and Rule 18f- 2 under the Act. The order permits the applicants to enter into and materially amend subadvisory agreements without shareholder approval. (Rel. IC-26689 – December 7) SELF-REGULATORY ORGANIZATIONS ACCELERATED APPROVAL OF PROPOSED RULE CHANGES The Commission granted accelerated approval to a proposed rule change (SR-PCX-2004-99) submitted by the Pacific Exchange to list and trade the iShares FTSE/Xinhua China 25 Index Fund. Publication is expected in the Federal Register during the week of December 6. (Rel. 34-50799) The Commission granted accelerated approval to a proposed rule change (SR-Amex-2004-85) submitted by the American Stock Exchange to trade the iShares FTSE/Xinhua China 25 Index Fund. Publication is expected in the Federal Register during the week of December 6. (Rel. 34-50800) The Commission granted accelerated approval to a proposed rule change (SR-Amex-2004-81) submitted by the American Stock Exchange relating to the listing and trading of notes linked to the performance of the Nasdaq- 100 Index. Publication is expected in the Federal Register during the week of December 6. (Rel. 34-50812) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES The Fixed Income Clearing Corporation filed a proposed rule change (SR- FICC-2004-21), which became effective upon filing, to amend the fee structure of its Government Securities Division for netting services. Publication is expected in the Federal Register during the week of December 6. (Rel. 34-50806) A proposed rule change (SR-Amex-2004-98) filed by the American Stock Exchange to temporarily suspend the specialist’s and registered traders’ transaction charges for the trading of Nasdaq-100 Index Tracking Stock® has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of December 6. (Rel. 34-50811) APPROVAL OF PROPOSED RULE CHANGE The Commission granted approval to a proposed rule change (SR-NYSE-2004- 04) and Amendment Nos. 1 and 2 thereto submitted by the New York Stock Exchange to amend its rules regarding listed company relations proceedings. Publication is expected in the Federal Register during the week of December 6. (Rel. 34-50810) PROPOSED RULE CHANGES The International Securities Exchange filed a proposed rule change (SR- ISE-2004-31) and Amendment No. 1 thereto to amend ISE Rule 804 to codify descriptions of certain functionality it provides to market makers to assist them in meeting their quotation obligations. Publication is expected in the Federal Register during the week of December 6. (Rel. 34-50813) The Boston Stock Exchange filed a proposed rule change (SR-BSE-2004-52) and Amendment No. 1 thereto relating to Market Maker quote obligations under the rules of the Boston Options Exchange Facility. Publication is expected in the Federal Register during the week of December 6. (Rel. 34-50814) WITHDRAWALS SOUGHT A notice has been issued giving interested persons until December 28 to comment on the application of Nasdaq-100 Trust, Series I to withdraw its units of beneficial interest in the Nasdaq-100 Trust, Series I from listing and registration on the American Stock Exchange. (Rel. 34- 50807) A notice has been issued giving interested persons until December 28 to comment on the application of Schuff International, Inc., to withdraw its common stock, $.001 par value from listing and registration on the American Stock Exchange. (Rel. 34-50808) A notice has been issued giving interested persons until December 28 to comment on the application of Nordic American Tanker Shipping, to withdraw its common stock, $.01 par value from listing and registration on the American Stock Exchange. (Rel. 34-50809) 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 LABARGE INC, 9900A CLAYTON RD, ST LOUIS, MO, 63124, 3149970800 - 850,000 ($9,537,000.00) Equity, (File 333-121031 - Dec. 7) (BR. 05) S-8 MCDERMOTT INTERNATIONAL INC, 1450 POYDRAS ST, NEW ORLEANS, LA, 70112, 5045875400 - 1,000,000 ($16,435,000.00) Equity, (File 333-121033 - Dec. 7) (BR. 06) SB-2 Bella Trading Company, Inc., 945 E. 10TH AVE., BROOMFIELD, CO, 80020, 303-920-3508 - 0 ($100,000.00) Equity, (File 333-121034 - Dec. 7) (BR. 09) S-8 COLLECTORS UNIVERSE INC, COLLECTORS UNIVERSE, INC., 1921 E. ALTON AVENUE, SANTA ANA, CA, 92705, 9495671234 - 500,000 ($8,640,000.00) Equity, (File 333-121035 - Dec. 7) (BR. 08) SB-2 MYMETICS CORP, EUROPEAN EXECUTIVE OFFICE, 14, RUE DE LA COLOMBIERE, NYON, V8, CH-1260, 011-41-22-363-13-10 - 0 ($11,404,460.00) Equity, (File 333-121036 - Dec. 7) (BR. 01) S-2 SPESCOM SOFTWARE INC, 10052 MESA RIDGE CT., SUITE 100, SAN DIEGO, CA, 92121, 858 625 3000 - 0 ($4,775,457.00) Equity, (File 333-121038 - Dec. 7) (BR. 03) S-3 GASCO ENERGY INC, 14 INVERNESS DRIVE EAST BLDG H, BLDG H SUITE 236, ENGLEWOOD, CO, 80112, 3037130047 - 65,000,000 ($65,000,000.00) Debt Convertible into Equity, (File 333-121039 - Dec. 7) (BR. 04) S-3 HMB Acceptance Corp., 2002 SUMMIT BLVD., SUITE 100, ATLANTA, GA, 30319, (404) 497-1000 - 1,000,000 ($1,000,000.00) Asset-Backed Securities, (File 333-121040 - Dec. 7) (BR. 05) S-8 MEDIA SERVICES GROUP INC, 575 MADISON AVENUE, 10TH FLOOR, NEW YORK, NY, 10022, 917-339-7134 - 80,000 ($832,400.00) Equity, (File 333-121041 - Dec. 7) (BR. 08) SB-2 GLOBAL CONCEPTS, LTD., 14 GARRISON INN LANE, GARRISON, NY, 10524, 8454244100 - 239,792,663 ($8,392,743.21) Equity, (File 333-121043 - Dec. 7) (BR. 02) SB-2 W. S. Industries, Inc., 7630 WINSTON ROAD, BURNABY, A1, V5A 2H4, (604) 420-4808 - 3,081,000 ($616,200.00) Equity, (File 333-121044 - Dec. 7) (BR. 09) SB-2 ADVANTAGE CAPITAL DEVELOPMENT CORP, 2999 N.E. 191ST STREET, PENTHOUSE 2, AVENTURA, FL, 33180, 7022144253 - 129,473,684 ($62,794,737.00) Equity, (File 333-121045 - Dec. 7) (BR. ) S-3 BIOSPHERE MEDICAL INC, 1050 HINGHAM STREET, ROCKLAND, MA, 02370, 7816817900 - 3,076,452 ($9,690,824.00) Equity, (File 333-121046 - Dec. 7) (BR. 01) F-3 SIFY LTD, TIDEL PARK, 2ND FLOOR, NO. 4, CANAL BANK ROAD, TARAMANI, CHENNAI 600 113, K7, 91442540770 - 4,538,200 ($31,495,108.00) Equity, (File 333-121047 - Dec. 7) (BR. 03) S-8 DOBI MEDICAL INTERNATIONAL INC, 1200 MACARTHUR BLVD, MAHWAH, NJ, 07430, 2017606464 - 5,630,000 ($7,771,338.50) Equity, (File 333-121048 - Dec. 7) (BR. 36) S-8 TELEGLOBE INTERNATIONAL HOLDINGS LTD, PO BOX HM 1154, 10 QUEEN ST, HAMILTON BERMUDA, D0, HM EX, 4412964856 - 0 ($15,253,532.52) Equity, (File 333-121049 - Dec. 7) (BR. 37) S-3 NABI BIOPHARMACEUTICALS, 5800 PARK OF COMMERCE BLVD N W, STE 322, BOCA RATON, FL, 33487, 5619895800 - 0 ($175,000,000.00) Other, (File 333-121050 - Dec. 7) (BR. 01) S-8 GRAMERCY CAPITAL CORP, 420 LEXINGTON AVE, NEW YORK, NY, 10170, 2125942700 - 0 ($37,220,000.00) Other, (File 333-121051 - Dec. 7) (BR. 08) S-2 TASKER CAPITAL CORP, 40 GROVE ST, STE 140, WELLESLEY, MA, 024827702, 7812373600 - 1,420,215 ($3,834,580.50) Equity, (File 333-121052 - Dec. 7) (BR. 06) S-8 TRAMMELL CROW CO, 2001 ROSE AVENUE, TRAMMELL CROW CENTER, DALLAS, TX, 75201, 2148633000 - 0 ($17,210,000.00) Equity, (File 333-121053 - Dec. 7) (BR. 08) S-8 TASKER CAPITAL CORP, 40 GROVE ST, STE 140, WELLESLEY, MA, 024827702, 7812373600 - 6,233,327 ($15,396,317.69) Equity, (File 333-121054 - Dec. 7) (BR. 06) S-8 ADSERO CORP, 21301 POWERLINE ROAD, SUITE 311, BOCA RATON, FL, 33433, (905) 206-1604 - 50,000 ($78,500.00) Equity, (File 333-121055 - Dec. 7) (BR. 09) S-8 DIVERSIFIED SECURITY SOLUTIONS INC, 280 MIDLAND AVE, SADDLE BROOK, NJ, 07662, 2017946500 - 52,550 ($271,158.00) Equity, (File 333-121056 - Dec. 7) (BR. 37) S-8 BOSTON BEER CO INC, 75 ARLINGTON ST, BOSTON, MA, 02116, 6174821332 - 150,000 ($3,252,000.00) Equity, (File 333-121057 - Dec. 7) (BR. 02) S-8 NETRATINGS INC, 890 HILLVIEW CT, STE 300, MILPITAS, CA, 95035, 4089570699 - 212,297 ($3,603,635.00) Unallocated (Universal) Shelf, (File 333-121058 - Dec. 7) (BR. 08) S-3 PNM RESOURCES INC, ALVARADO SQUARE, NEW MEXICO, ALBUQUERQUE, NM, 87158, 5052412700 - 0 ($500,000,000.00) Equity, (File 333-121059 - Dec. 7) (BR. 02) S-8 TEKELEC, 26580 W AGOURA RD, CALABASAS, CA, 91302, 8188805656 - 3,500,000 ($81,445,000.00) Equity, (File 333-121060 - Dec. 7) (BR. 37) N-2 VAN KAMPEN SENIOR LOAN FUND, VAN KAMPEN INVESTMENTS INC., 1221 AVENUE OF THE AMERICAS, NEW YORK, NY, 10020, 2127625441 - 0 ($3,000,021.00) Equity, (File 333-121061 - Dec. 7) (BR. 16) SB-2 VITACUBE SYSTEMS HOLDINGS INC, 480 S HOLLY ST, DENVER, CO, 80246, 303 316 8577 - 0 ($33,396,100.00) Other, (File 333-121063 - Dec. 7) (BR. 01) S-8 CENTRUE FINANCIAL CORP, 310 S SCHUYLER AVE, KANKAKEE, IL, 60901, 8159374440 - 0 ($1,405,000.00) Equity, (File 333-121064 - Dec. 7) (BR. 07) S-3D CNL Hotels & Resorts, Inc., 450 SOUTH ORANGE AVE, ORLANDO, FL, 32801, 4076501000 - 10,000,000 ($190,000,000.00) Equity, (File 333-121065 - Dec. 7) (BR. 08) S-3 NOVASTAR MORTGAGE FUNDING CORP, 1901 W 47TH PLACE, STE 105, WESTWOOD, KS, 66205, 9135143500 - 0 ($1,000,000.00) Asset-Backed Securities, (File 333-121066 - Dec. 7) (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 ------------------------------------------------------------------------------------------------ A.I. RECEIVABLES TRANSFER CORP. 8.01,9.01 11/30/04 ABATIX CORP DE 8.01 12/06/04 ABRAMS INDUSTRIES INC GA 2.03 12/01/04 ACCESS NATIONAL CORP VA 1.02 12/01/04 Accredited Mortgage Loan Trust 2004-4 DE 2.01,9.01 12/06/04 ACE Securities Corp Series 2004-HE3 DE 2.01,9.01 10/29/04 ACROSS AMERICA REAL ESTATE DEVELOPMEN CO 8.01 12/07/04 ACTEL CORP CA 7.01,9.01 12/07/04 ADAM INC GA 4.01,9.01 12/01/04 ADAPTEC INC DE 8.01,9.01 12/07/04 ADM TRONICS UNLIMITED INC/DE DE 2.03,3.02,9.01 12/01/04 ADVANTAGE CAPITAL DEVELOPMENT CORP NV 8.01,9.01 12/07/04 ADVO INC DE 8.01,9.01 12/06/04 AEGIS COMMUNICATIONS GROUP INC DE 7.01,9.01 12/02/04 ALBANY MOLECULAR RESEARCH INC DE 1.01,5.02,7.01,9.01 12/01/04 ALICO INC FL 5.01 12/07/04 ALICO INC FL 5.01 12/07/04 ALLIANCE CAPITAL MANAGEMENT HOLDING L DE 5.02,7.01 12/02/04 ALLIANCE CAPITAL MANAGEMENT L P DE 5.02,7.01 12/02/04 ALLIANT ENERGY CORP WI 1.01,9.01 12/01/04 ALLOY INC DE 2.02 12/07/04 AMERICAN EQUITY INVESTMENT LIFE HOLDI IA 1.01,2.03,3.02,8.01,9.01 12/01/04 AMERICAN HEALTHWAYS INC DE 7.01,9.01 12/07/04 AMERICAN INTERNATIONAL GROUP INC DE 8.01 12/07/04 AMERICHIP INTERNATIONAL INC 8.01,9.01 11/29/04 AMERICHIP INTERNATIONAL INC 8.01,9.01 02/12/04 AMERICHIP INTERNATIONAL INC 8.01,9.01 12/07/04 AMERIGAS PARTNERS LP DE 5.03,9.01 12/01/04 AMERIRESOURCE TECHNOLOGIES INC DE 2.01 12/02/04 AMH Holdings, Inc. DE 1.01,3.02,8.01,9.01 12/06/04 AMH Holdings, Inc. DE 1.01,3.02,8.01,9.01 12/05/04 AMEND AMIS HOLDINGS INC 5.02,9.01 12/06/04 AMISTAR CORP CA 1.01,2.01,2.03,9.01 11/09/04 AMEND AMISTAR CORP CA 1.01,2.01,2.03,9.01 11/09/04 AMEND ANDREA ELECTRONICS CORP NY 3.01,9.01 12/01/04 ANGELO & MAXIES INC DE 2.01,9.01 11/30/04 ANTEON INTERNATIONAL CORP DE 2.02,9.01 12/06/04 APPLEBEES INTERNATIONAL INC DE 1.01,2.03 12/03/04 APPLIED EXTRUSION TECHNOLOGIES INC /D DE 1.01,8.01 12/01/04 ARMSTRONG HOLDINGS INC /PA/ PA 5.02,9.01 12/06/04 ARVINMERITOR INC IN 8.01,9.01 12/06/04 ASSOCIATED MATERIALS INC DE 1.01,3.02,8.01,9.01 12/06/04 BAD TOYS Holdings, Inc. NV 1.01,9.01 12/02/04 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 12/06/04 BANK OF AMERICA MORTGAGE SEC INC MORT DE 9.01 10/25/04 AMEND BARNWELL INDUSTRIES INC DE 2.02,8.01,9.01 12/06/04 BAUSCH & LOMB INC NY 8.01 12/07/04 BBMF CORP NV 2.01,9.01 09/27/04 AMEND BEAR STEARNS ASSET BACKED SEC INC ASS DE 9.01 12/07/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 11/26/04 Bearn Stearns Asset Backed Securities DE 8.01,9.01 11/19/04 BEHRINGER HARVARD MID TERM VALUE ENHA TX 9.01 12/07/04 AMEND BELO CORP DE 1.01,9.01 12/03/04 BERRY PETROLEUM CO DE 1.01,7.01 12/07/04 BEST BUY CO INC MN 5.02 12/02/04 BINDVIEW DEVELOPMENT CORP TX 2.02,3.01,4.02,9.01 12/06/04 BIOCRYST PHARMACEUTICALS INC DE 7.01,9.01 12/06/04 BIOMARIN PHARMACEUTICAL INC DE 8.01,9.01 12/06/04 BLOUNT INTERNATIONAL INC DE 8.01,9.01 12/07/04 BLOUNT INTERNATIONAL INC DE 8.01,9.01 12/07/04 BOOKHAM, INC. DE 1.01,2.01 12/02/04 BOSTON BEER CO INC MA 8.01 12/07/04 BRAINSTORM CELL THERAPEUTICS INC 1.01,9.01 12/01/04 BRAINTECH INC NV 3.02 12/01/04 BRIGHAM EXPLORATION CO DE 2.02,9.01 12/06/04 BROOKE CORP KS 8.01,9.01 12/07/04 BROWN SHOE CO INC NY 7.01 12/07/04 BSD MEDICAL CORP DE 7.01,9.01 12/07/04 BULLDOG TECHNOLOGIES INC NV 7.01,9.01 12/07/04 BURLINGTON NORTHERN SANTA FE CORP DE 5.02 12/02/04 CALBATECH INC NV 1.01,2.01,3.02,9.01 11/30/04 CALLWAVE INC 8.01,9.01 12/07/04 CAMBRIDGE HEART INC DE 1.01,3.02,5.03,8.01,9.01 12/06/04 CAMPBELL FUND TRUST MD 3.02 12/01/04 CANADIAN DERIVATIVES CLEARING CORP A6 9.01 11/30/04 CAPITAL AUTO RECEIVABLES INC DE 8.01,9.01 12/07/04 CARAUSTAR INDUSTRIES INC NC 1.01,9.01 12/01/04 CAREER EDUCATION CORP DE 7.01,9.01 12/07/04 CARTERS INC DE 8.01,9.01 12/07/04 CASEYS GENERAL STORES INC IA 2.02,9.01 12/07/04 CATELLUS DEVELOPMENT CORP DE 1.01 12/01/04 CCH II LLC 1.01,2.03,9.01 12/01/04 CCO HOLDINGS LLC 1.01,2.03,9.01 12/01/04 CELERITEK INC/CA CA 2.01 12/01/04 CELGENE CORP /DE/ DE 1.01,9.01 12/03/04 CELLCO PARTNERSHIP 1.01 12/07/04 CENTENE CORP 2.01,2.03,9.01 12/03/04 CENTERPOINT ENERGY INC 8.01,9.01 12/07/04 CENTRAL EUROPEAN DISTRIBUTION CORP DE 1.01,5.02,9.01 12/07/04 CHARTER COMMUNICATIONS HOLDINGS LLC DE 1.01,2.03,9.01 12/01/04 CHARTER COMMUNICATIONS INC /MO/ DE 1.01,2.03,9.01 12/01/04 CIT EQUIPMENT COLLATERAL 2004-VT1 DE 8.01,9.01 11/22/04 CITIGROUP COMMERCIAL MORTGAGE SECURIT DE 8.01,9.01 12/06/04 CITIGROUP MORTGAGE LOAN TRUST INC C-B 8.01,9.01 11/25/04 Citigroup Mortgage Loan Trust, Series 8.01 11/26/04 CLEAR CHANNEL COMMUNICATIONS INC TX 5.04,9.01 12/06/04 CNA FINANCIAL CORP DE 7.01 12/07/04 CNL Hotels & Resorts, Inc. MD 8.01,9.01 12/03/04 COCA COLA ENTERPRISES INC DE 8.01 12/07/04 COINSTAR INC DE 8.01,9.01 12/06/04 COMMERCE ONE INC / DE/ DE 8.01 12/06/04 COMMUNITY CAPITAL BANCSHARES INC 1.01 12/07/04 COMPUTER PROGRAMS & SYSTEMS INC DE 8.01 12/01/04 COMTECH TELECOMMUNICATIONS CORP /DE/ DE 2.02,9.01 12/07/04 COMVERSE TECHNOLOGY INC/NY/ NY 1.01,9.01 12/07/04 CONNETICS CORP DE 1.01 12/01/04 CORTEX PHARMACEUTICALS INC/DE/ DE 1.01 12/01/04 CPI CORP DE 5.02 12/02/04 CRAY INC WA 1.01,2.03,8.01,9.01 12/06/04 CREDIT SUISSE FIRST BOSTON USA INC DE 8.01 12/07/04 CUMMINS INC IN 1.01,9.01 12/07/04 CV THERAPEUTICS INC DE 1.01,9.01 12/06/03 CWABS Revolving Home Equity Loan Trus DE 8.01,9.01 11/23/04 DANA CORP VA 8.01,9.01 12/07/04 DATAWAVE SYSTEMS INC B0 1.02 12/07/04 DAVEY TREE EXPERT CO OH 5.02 12/02/04 DEVRY INC DE 8.01 12/07/04 DIGITAL POWER CORP CA 5.02 11/22/04 AMEND DIRECTV GROUP INC DE 5.02,9.01 12/03/04 DOVER CORP DE 5.02 12/01/04 DOVER CORP DE 1.01,5.02 11/04/04 DRAGON PHARMACEUTICALS INC FL 8.01,9.01 12/07/04 DRUGMAX INC NV 7.01 12/07/04 EAGLE RIVER MINING CORP NV 5.02,8.01 12/07/04 EDGE PETROLEUM CORP DE 8.01,9.01 12/07/04 EDGE PETROLEUM CORP DE 7.01,8.01,9.01 12/07/04 EFJ INC DE 1.01,9.01 12/02/04 EL PASO CORP/DE DE 8.01,9.01 12/07/04 EL PASO CORP/DE DE 2.02,9.01 12/07/04 EMISPHERE TECHNOLOGIES INC DE 1.01,2.03,9.01 12/01/04 ENERCORP INC CO 5.02 12/07/04 ENERGIZER HOLDINGS INC MO 1.01 10/19/04 ENERGY CONVERSION DEVICES INC DE 1.01,1.02,7.01 12/02/04 ENTERPRISE PRODUCTS PARTNERS L P DE 7.01,9.01 12/06/04 EPOCH HOLDING CORP 1.01,5.03 12/03/04 ESCALON MEDICAL CORP DE 1.01 12/01/04 EXTREME NETWORKS INC DE 3.01 12/02/04 Fieldstone Mortgage Investment Trust, DE 8.01,9.01 12/07/04 Finance America Mortgage Loan Trust 2 DE 9.01 11/30/04 FIRST KEYSTONE FINANCIAL INC PA 1.01,9.01 12/01/04 FIRST NIAGARA FINANCIAL GROUP INC DE 1.01,8.01,9.01 12/02/04 FIRST SOUTHERN BANCSHARES INC/DE DE 9.01 07/29/04 AMEND FIVE STAR QUALITY CARE INC 7.01 11/29/04 FLORIDA ROCK INDUSTRIES INC FL 4.01 12/07/04 FORWARD INDUSTRIES INC NY 2.02,9.01 12/07/04 FRANKLIN BANK CORP 3.02,8.01,9.01 12/03/04 FRANKLIN RECEIVABLES LLC DE 8.01,9.01 12/07/04 FRONTIER FINANCIAL CORP /WA/ WA 8.01 12/07/04 FULLER H B CO MN 1.01,9.01 12/02/04 G III APPAREL GROUP LTD /DE/ DE 2.02,9.01 11/29/04 GERBER SCIENTIFIC INC CT 2.02 12/07/04 GMACM Mortgage Pass-Through Cerificat DE 8.01,9.01 11/22/04 GOLDMAN SACHS HEDGE FUND PARTNERS LLC DE 3.02 12/07/04 GOUVERNEUR BANCORP INC DE 9.01 12/06/04 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 12/07/04 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 12/07/04 GREAT WESTERN LAND RECREATION INC NV 5.02 11/12/04 GREATER ATLANTIC FINANCIAL CORP DE 1.01,9.01 12/06/04 GREENBRIER COMPANIES INC DE 1.01,9.01 12/01/04 GS Mortgage GSR Loan Trust 2004-13F DE 8.01,9.01 11/26/04 GS MORTGAGE SECURITIES CORP DE 8.01,9.01 12/02/04 GSAA HOME EQUITY TRUST 2004-6 DE 8.01,9.01 10/29/04 AMEND GVI SECURITY SOLUTIONS INC DE 2.01,3.02,9.01 12/01/04 HAEMONETICS CORP MA 1.01,9.01 12/02/04 HALLIBURTON CO DE 1.02,5.02 12/02/04 HANCOCK JOHN LIFE INSURANCE CO MA 8.01,9.01 12/06/04 HEADWATERS INC DE 9.01 04/09/04 AMEND HEADWATERS INC DE 9.01 04/21/04 AMEND HEADWATERS INC DE 9.01 07/07/04 AMEND HEALTHBRIDGE INC TX 3.02,5.01,9.01 12/05/04 HIRSCH INTERNATIONAL CORP NY 5.02 12/01/04 HOMEBANC MORTGAGE TRUST 2004-1 DE 8.01,9.01 11/26/04 HOMETOWN AUTO RETAILERS INC DE 8.01 12/07/04 HOST MARRIOTT CORP/ MD 1.01,9.01 12/01/04 HOVNANIAN ENTERPRISES INC DE 2.02,9.01 12/07/04 HUTCHINSON TECHNOLOGY INC MN 1.01,9.01 12/01/04 I FLOW CORP /DE/ DE 1.01 12/01/04 IDACORP INC ID 8.01,9.01 12/07/04 ILLUMINA INC CA 8.01 12/06/04 IMPRESO INC DE 1.01,1.02,9.01 12/01/04 INDYMAC ABS INC DE 8.01,9.01 12/07/04 INNOVATION HOLDINGS NV 3.03,9.01 11/29/04 INSIGNIA SOLUTIONS PLC 5.02 12/03/04 INSIGNIA SYSTEMS INC/MN MN 3.02 12/03/04 INTEGRAL SYSTEMS INC /MD/ MD 2.02,9.01 12/06/04 INTERACTIVE MULTIMEDIA NETWORK INC DE 4.01,9.01 11/10/04 AMEND INTRAC INC NV 8.01,9.01 12/07/04 INVVISION CAPITAL INC NV 5.02,9.01 11/26/04 JACLYN INC DE 1.01,9.01 12/06/04 JACUZZI BRANDS INC DE 1.01 12/01/04 JMB 245 PARK AVENUE ASSOCIATES LTD IL 1.01,2.03,9.01 12/01/04 K-SEA TRANSPORTATION PARTNERS LP DE 7.01,9.01 12/07/04 KCS ENERGY INC DE 1.01,8.01,9.01 12/01/04 KENNAMETAL INC PA 5.02 12/07/04 KERR MCGEE CORP /DE DE 5.02 12/07/04 KEYSPAN CORP NY 8.01,9.01 12/07/04 AMEND KINDER MORGAN ENERGY PARTNERS L P DE 7.01 09/30/04 KINDER MORGAN INC KS 7.01 12/07/04 KINDER MORGAN MANAGEMENT LLC DE 7.01 09/30/04 KINTERA INC 8.01,9.01 12/06/04 KNIGHTSBRIDGE FINE WINES INC NV 2.02,7.01 12/07/04 KROGER CO OH 2.02,9.01 12/07/04 LAND O LAKES INC 5.02,9.01 12/07/04 LANDRYS RESTAURANTS INC 7.01,9.01 12/03/04 LAYNE CHRISTENSEN CO DE 2.02,9.01 12/07/04 LEVEL 3 COMMUNICATIONS INC DE 1.01,2.03,3.02,8.01,9.01 12/01/04 LEVI STRAUSS & CO DE 8.01 12/07/04 LIBERTY MEDIA CORP /DE/ DE 1.01 10/15/04 LITFUNDING CORP NV 8.01 12/02/04 LITHIUM TECHNOLOGY CORP DE 5.02 12/01/04 LNB BANCORP INC OH 5.04 12/01/04 LOEWS CORP DE 7.01 12/07/04 LORAL SPACE & COMMUNICATIONS LTD D0 7.01 12/03/04 MAC WORLDWIDE INC DE 5.02,9.01 12/07/04 MAC WORLDWIDE INC DE 1.01,9.01 12/06/04 AMEND MARKETWATCH INC DE 1.01,9.01 12/01/04 MASCO CORP /DE/ DE 5.02,9.01 12/02/04 MATERIAL SCIENCES CORP DE 1.01,9.01 12/03/04 MATRIX SERVICE CO DE 1.01,7.01,9.01 12/06/04 MAXIM PHARMACEUTICALS INC DE 1.01,9.01 12/03/04 MCGRAW-HILL COMPANIES INC NY 2.02,7.01,9.01 12/07/04 MCRAE INDUSTRIES INC DE 2.02,4.02,9.01 12/07/04 MDC PARTNERS INC 7.01,9.01 12/07/04 MEDIA SERVICES GROUP INC NV 1.01,9.01 12/01/04 MEDICALCV INC MN 8.01 12/01/04 MEDICINES CO /DE DE 1.01,5.02 12/01/04 MEREDITH CORP IA 8.01,9.01 12/07/04 MERISEL INC /DE/ DE 5.02 12/07/04 METABASIS THERAPEUTICS INC 5.02,9.01 12/01/04 METHODE ELECTRONICS INC DE 1.01,9.01 09/14/04 METRETEK TECHNOLOGIES INC DE 5.02 12/01/04 METRIC PARTNERS GROWTH SUITE INVESTOR CA 8.01,9.01 12/03/04 MFRI INC DE 4.01,5.02 12/02/04 MIDWEST BANC HOLDINGS INC DE 7.01 12/07/04 MILLIPORE CORP /MA MA 5.02,8.01,9.01 12/06/04 MONMOUTH REAL ESTATE INVESTMENT CORP MD 7.01 12/06/04 MONOLITHIC POWER SYSTEMS INC CA 8.01,9.01 12/06/04 MONOLITHIC POWER SYSTEMS INC CA 8.01,9.01 12/07/04 MORGAN BEAUMONT INC NV 1.02,5.02,7.01,8.01,9.01 12/07/04 MOTIENT CORP DE 7.01,9.01 12/07/04 MULTI LINK TELECOMMUNICATIONS INC CO 4.01,9.01 11/30/04 NATIONAL COAL CORP FL 1.01 12/02/04 NATIONSRENT COMPANIES INC DE 4.02,9.01 11/19/04 AMEND NAUTILUS GROUP INC WA 5.02 12/01/04 NBC CAPITAL CORP MS 1.01,9.01 12/07/04 NEOWARE SYSTEMS INC DE 1.01 12/01/04 NET2PHONE INC DE 2.02 12/07/04 NEW CENTURY FINANCIAL CORP MD 1.01,9.01 12/01/04 NEW JERSEY RESOURCES CORP NJ 7.01,9.01 12/07/04 NEWPOWER HOLDINGS INC DE 8.01,9.01 12/02/04 NEXEN INC A0 1.01,2.01,2.03,9.01 10/29/04 NOBLE INTERNATIONAL LTD DE 1.01,9.01 12/06/04 NOMURA ASSET ACCEPTANCE CORP DE 8.01,9.01 12/03/04 NOMURA ASSET ACCEPTANCE CORP DE 8.01,9.01 12/06/04 NovaStar Mortgage Funding Trust, Seri DE 8.01,9.01 10/25/04 NovaStar Mortgage Funding Trust, Seri DE 8.01,9.01 11/26/04 OPENTV CORP 1.01,9.01 12/01/04 ORBIMAGE INC DE 1.01,5.02 12/06/04 ORION DIVERSIFIED TECHNOLOGIES INC NJ 1.01,9.01 11/08/04 ORLEANS HOMEBUILDERS INC DE 5.03,9.01 08/26/04 OVERSTOCK COM INC UT 1.01,2.03,9.01 12/02/04 OVERSTOCK COM INC UT 1.01,2.03,9.01 12/02/04 AMEND OWENS ILLINOIS GROUP INC DE 1.01,2.03,9.01 12/01/04 OWENS ILLINOIS INC /DE/ DE 1.01,8.01,9.01 12/01/04 PACIFIC ENTERPRISES INC CA 1.01,9.01 12/03/04 PAINCARE HOLDINGS INC CT 2.01,9.01 12/07/04 PATRIOT TRANSPORTATION HOLDING INC FL 2.02,9.01 12/07/04 PHARMACYCLICS INC DE 8.01,9.01 12/07/04 PHOENIX GROUP CORP DE 8.01 11/30/04 PHONE1GLOBALWIDE INC DE 4.01,9.01 12/07/04 PINNACLE ENTERTAINMENT INC DE 1.01,9.01 12/03/04 PLAINS ALL AMERICAN PIPELINE LP DE 7.01 12/07/04 PNC FINANCIAL SERVICES GROUP INC PA 2.02,9.01 12/07/04 PREMIER ALLIANCE GROUP, INC. NV 4.01,9.01 12/03/04 PRIDE INTERNATIONAL INC DE 7.01,9.01 12/06/04 PROTON LABORATORIES INC WA 3.02,7.01 12/03/04 PUBLIC CO MANAGEMENT CORP NV 8.01,9.01 12/07/04 QCR HOLDINGS INC DE 5.04,9.01 12/07/04 QMED INC DE 1.01,3.02,9.01 12/06/04 QUANTA SERVICES INC DE 1.01,9.01 12/02/04 QUINTILES TRANSNATIONAL CORP NC 1.01 12/06/04 R H DONNELLEY CORP DE 7.01 12/07/04 RAMP CORP DE 3.02 12/02/04 RAMTRON INTERNATIONAL CORP DE 1.01 12/02/04 RANGE RESOURCES CORP DE 7.01,9.01 12/06/04 RED ROBIN GOURMET BURGERS INC DE 5.02,9.01 12/02/04 REMEC INC CA 2.02,9.01 12/07/04 RENAL CARE GROUP INC DE 1.01,9.01 12/01/04 RENTECH INC /CO/ CO 1.01,2.03,3.02,9.01 12/01/04 RESIDENTIAL ASSET MORT PROD INC GMACM DE 8.01,9.01 11/26/04 RESIDENTIAL ASSET MORT PROD INC GMACM DE 8.01,9.01 11/26/04 RF MONOLITHICS INC /DE/ DE 5.02,9.01 12/07/04 RIGGS NATIONAL CORP DE 1.01 12/07/04 ROCKWELL AUTOMATION INC DE 1.01 12/07/04 ROHM & HAAS CO DE 1.01,2.05,5.02,8.01,9.01 12/07/04 ROPER INDUSTRIES INC /DE/ DE 1.01,9.01 12/07/04 SAFEGUARD SCIENTIFICS INC PA 1.01,2.01,2.03,9.01 12/01/04 SAFEWAY INC DE 5.02,9.01 12/01/04 SAN DIEGO GAS & ELECTRIC CO CA 1.01,9.01 12/03/04 SATCON TECHNOLOGY CORP DE 5.02,9.01 12/07/04 SAVIENT PHARMACEUTICALS INC DE 7.01,9.01 12/07/04 SBA COMMUNICATIONS CORP FL 1.01 12/01/04 SCHAWK INC DE 7.01 12/06/04 SCM MICROSYSTEMS INC DE 1.01,5.02,9.01 11/26/04 SEAGATE TECHNOLOGY E9 7.01,9.01 12/07/04 SECURITIZED ASSET BACKED RECEIVABLES 8.01,9.01 12/03/04 Securitized Asset Backed Receivalbes 8.01,9.01 11/23/04 SELECT MEDICAL CORP DE 1.01,9.01 12/03/04 SEMPRA ENERGY CA 1.01,5.02,9.01 12/03/04 SEROLOGICALS CORP DE 7.01,9.01 12/07/04 SHIRE PHARMACEUTICALS GROUP PLC 8.01,9.01 12/07/04 SIBONEY CORP MD 1.01,9.01 12/07/04 SIGHT RESOURCE CORP DE 5.02 12/02/04 SiVault Systems, Inc. NV 5.02,9.01 12/07/04 SONA DEVELOPMENT CORP NV 3.02 11/16/04 SONEX RESEARCH INC MD 8.01 12/07/04 SONIC INNOVATIONS INC DE 7.01,9.01 12/07/04 SPHERIX INC DE 8.01,9.01 12/07/04 ST PAUL TRAVELERS COMPANIES INC MN 1.01,1.02,9.01 12/02/04 STATE FINANCIAL SERVICES CORP WI 5.02,5.03,9.01 12/02/04 STERLING BANCSHARES INC TX 1.01,9.01 12/01/04 STERLING FINANCIAL CORP /PA/ PA 1.01,2.03,3.02 12/02/04 STRATEGIC DIAGNOSTICS INC/DE/ DE 7.01 12/01/04 STRUCTURED ASSET SECURITIES CORP DE 8.01 12/07/04 SUNOCO INC PA 1.01 12/01/04 SUSQUEHANNA MEDIA CO DE 5.02,9.01 12/01/04 SYNAPTICS INC CA 1.01,3.02,9.01 12/01/04 SYNNEX CORP DE 8.01,9.01 12/01/04 SYNOVIS LIFE TECHNOLOGIES INC MN 1.01,5.02,9.01 12/01/04 TECHLABS INC FL 8.01,9.01 12/02/04 TELEPLUS ENTERPRISES INC 8.01 12/07/04 TEPPCO PARTNERS LP DE 7.01,9.01 12/07/04 Terwin Mortgage Trust, Series 2004-11 DE 8.01,9.01 11/16/04 TEXAS INSTRUMENTS INC DE 2.02,9.01 12/07/04 TEXAS PACIFIC LAND TRUST 1.01,9.01 12/07/04 TIMBERLAND CO DE 1.01,9.01 12/02/04 TIMCO AVIATION SERVICES INC DE 1.01,9.01 12/01/04 TORO CO DE 1.01,9.01 12/02/04 TOTAL IDENTITY CORP FL 5.02,8.01,9.01 11/23/04 TRAILER BRIDGE INC 1.01,2.01,2.03,3.03,9.01 12/01/04 TRANSACT TECHNOLOGIES INC DE 1.01 12/02/04 TRAVEL HUNT HOLDINGS INC 7.01 12/06/04 TUPPERWARE CORP DE 1.01,9.01 12/06/04 UNITED DEFENSE INDUSTRIES INC DE 5.03,9.01 12/01/04 UNITED NATURAL FOODS INC DE 1.01,7.01,9.01 12/01/04 UNIVERSAL COMPRESSION HOLDINGS INC DE 7.01,9.01 12/06/04 US DATAWORKS INC NV 5.02 12/07/04 UTi WORLDWIDE INC 2.02,9.01 12/07/04 UTi WORLDWIDE INC 8.01,9.01 12/07/04 VALERO L P DE 7.01,9.01 12/07/04 VANTAGEMED CORP DE 1.01,9.01 11/30/04 VECTREN CORP IN 8.01 08/17/04 VENDINGDATA CORP NV 8.01,9.01 12/03/04 VENTURE CATALYST INC UT 1.01,5.02,9.01 12/03/04 VERILINK CORP DE 1.01,5.02 12/02/04 VERINT SYSTEMS INC 1.01,9.01 12/06/04 VERIZON COMMUNICATIONS INC DE 1.01 12/01/04 VESTIN GROUP INC NV 5.02,9.01 12/03/04 VIEWPOINT CORP DE 1.01,9.01 12/01/04 VIRAL GENETICS INC /DE/ DE 3.02 12/01/04 VIROPRO INC NV 3.02 12/01/04 VITALSTREAM HOLDINGS INC NV 5.02 12/02/04 W HOLDING CO INC PR 8.01,9.01 12/06/04 WELLS FARGO & CO/MN DE 9.01 12/07/04 WESTAR ENERGY INC /KS KS 1.01,9.01 12/02/04 WH INTERMEDIATE HOLDINGS LTD 1.01,3.03,8.01,9.01 11/30/04 WRIGHT MEDICAL GROUP INC DE 1.01,9.01 12/03/04 XEROX CORP NY 8.01 12/06/04 XM SATELLITE RADIO HOLDINGS INC DE 8.01,9.01 12/06/04 ZARLINK SEMICONDUCTOR INC 8.01,9.01 12/07/04