SEC NEWS DIGEST Issue 2005-19 January 31, 2005 COMMISSION ANNOUNCEMENTS SEC ANNOUNCES IMPLEMENTATION OF REAL-TIME PRICE TRANSPARENCY IN THE MUNICIPAL MARKET Chairman William H. Donaldson today commended the Municipal Securities Rulemaking Board (MSRB) for its implementation of real-time price transparency in the municipal market. Chairman Donaldson said, “Today is an historic moment for all municipal bond investors. For the first time, investors will have ready access to real-time price data for municipal securities.” Beginning today, brokers, dealers and municipal securities dealers must report transactions in municipal securities to the Municipal Securities Rulemaking Board’s Real-Time Transaction Reporting System, or “RTRS,” within 15 minutes of the time of trade execution instead of by midnight on trade date, as is currently required. Upon receipt of this transaction data, RTRS will immediately perform automated error checking and will electronically disseminate prices, providing the municipal securities market with near real-time transaction price transparency for the first time. The Bond Market Association has agreed to make this municipal bond trade information freely available to all investors on its Web site at www.investinginbonds.com. The availability of real-time price transparency is expected to benefit municipal bond investors through more efficient pricing and enhanced investor confidence. Information relevant to the value of municipal securities should be incorporated more quickly and reliably into transaction prices. Real-time price transparency should also increase confidence that the best market price for specific securities has been located. For both institutional and retail investors, the open availability of market prices should instill greater confidence that pricing mechanisms in the market are fair, open and efficient. In addition, the new RTRS facility will enhance the surveillance database and audit trail of transaction data used by enforcement agencies. The Commission and the MSRB have had a long-standing goal of increasing price transparency in the municipal securities market through the dissemination of comprehensive and contemporaneous pricing data. Today marks the culmination of that multi-year effort. (Press Rel. 2005-11) TEMPORARY SUSPENSION OF TRADING IN THE SECURITIES OF COMMANCHE PROPERTIES, INC. The Commission announced the temporary suspension, pursuant to Section 12(k) of the Securities Exchange Act of 1934 (Exchange Act), of trading in the securities of Commanche Properties, Inc. (Commanche), of Tucson, Arizona at 9:30 a.m. EST on Jan. 31, 2005, and terminating at 11:59 p.m. EST on Feb. 11, 2005. The Commission temporarily suspended trading in the securities of Commanche because of questions that have been raised concerning Commanche’s reliance on Rule 504 of Regulation D of the Securities Act of 1933 in conducting a distribution of its securities which failed to comply with the resale restrictions of Regulation D. Commanche, a company that has made no public filings with the Commission, is quoted on the Pink Sheets under the ticker symbol CMCH, and has recently been the subject of spam e-mail touting the company’s shares. The Commission cautions broker-dealers, shareholders, and prospective purchasers that they should carefully consider the foregoing information along with all other currently available information and any information subsequently issued by the company. Further, brokers and dealers should be alert to the fact that, pursuant to Rule 15c2-11 under the Exchange Act, at the termination of the trading suspension, no quotation may be entered unless and until they have strictly complied with all of the provisions of the rule. If any broker or dealer has any questions as to whether or not he has complied with the rule, he should not enter any quotation but immediately contact the staff of the Securities and Exchange Commission in Washington, D.C. If any broker or dealer is uncertain as to what is required by Rule 15c2- 11, he should refrain from entering quotations relating to Commanche’s securities until such time as he has familiarized himself with the rule and is certain that all of its provisions have been met. If any broker or dealer enters any quotation which is in violation of the rule, the Commission will consider the need for prompt enforcement action. If any broker-dealer or other person has any information that may relate to this matter, they should immediately communicate it to John Reed Stark, Chief of the Office of Internet Enforcement and Counselor to the Director, Division of Enforcement at the Securities and Exchange Commission. He can be reached at (202) 942-4803, or by e-mail at StarkJ@sec.gov. (Rel. 34-51105) ENFORCEMENT PROCEEDINGS SEC FILES CHARGES AGAINST MORGAN COOPER, JAMES CAPRIO AND JEFFREY NUNEZ FOR UNREGISTERED STOCK SALES The Commission announced today the filing of a civil action against Morgan Cooper, James J. Caprio and Jeffrey G. Nunez in the U.S. District Court for the District of Columbia. The Commission alleges in its complaint that in 1999, Cooper retained Caprio and another individual, now deceased, to sell stock for his company, Morgan Cooper, Inc. (MCII). According to the complaint, Caprio and the other individual, with the assistance of Nunez, sold hundreds of thousands of MCII shares, raising approximately $1.2 million for the company, without registering those sales with the Commission. The complaint also alleges that Cooper disseminated a number of false and misleading statements in press releases touting MCII. Additionally, Cooper and Caprio failed to file the required reports on Schedule 13D to disclose their ownership interests in MCII, which exceeded 5% of outstanding shares. Cooper also failed to file reports on Forms 3, 4 and 5 to disclose his acquisition and transfer of shares in the company as required of an officer and director. The Commission alleges in its complaint that Cooper violated Section 5 of the Securities Act of 1933 (Securities Act) and Sections 10(b), 13(d) and 16(a) of the Securities Exchange Act of 1934 (Exchange Act) and Rules 10b-5, 13d-1, 13d-2 and 16a-3 thereunder. The Commission also alleges that Caprio violated Section 5 of the Securities Act and Section 13(d) of the Exchange Act and Rules 13d-1 and 13d-2 thereunder. Moreover, the Commission alleges that Nunez violated Section 5 of the Securities Act. The Commission seeks permanent injunctions against and civil penalties from Cooper, Caprio and Nunez; an accounting, disgorgement of illegal gains and prejudgment interest from Caprio and Nunez; and, from Cooper only, an officer and director bar. In a related enforcement action announced today, the Commission also instituted administrative proceedings against MCII pursuant to Section 12(j) of the Exchange Act to determine whether the registration of the company’s securities should be suspended or revoked. In the Commission’s Order, the Division of Enforcement alleges that MCII failed to comply with Section 13(a) of the Exchange Act and Rules 13a-1 and 13a- 13 thereunder by failing to file any quarterly reports with the Commission since Nov. 30, 2000, and any annual reports since April 19, 2000. [SEC v. Morgan Cooper et al., 1:05CV00207 (D.D.C.)] (LR-19057); (Administrative Proceeding – Rel. 34-51089; File No. 3-11805) INVESTMENT COMPANY ACT RELEASES DEREGISTRATION UNDER THE INVESTMENT COMPANY ACT For the month of January, 2005, a notice has been issued giving interested persons until Feb. 23, 2005, to request a hearing on any of the following applications for an order under Section 8(f) of the Investment Company Act declaring that the applicant has ceased to be an investment company: Golden Oak Family of Funds [File No. 811-21118] Seix Funds, Inc. [File No. 811-8323] MBIA Capital/Claymore Managed Duration Investment Grade New York Municipal Fund [File No. 811-21360] MBIA Capital/Claymore Managed Duration New Jersey Municipal Trust [File No. 811-21362] MBIA Capital/Claymore Managed Duration Investment Grade California Municipal Fund [File No. 811-21363] Minnesota Municipal Term Trust Inc. II [File No. 811-6517] Amstar Investment Trust [File No. 811-9405] First American Insurance Portfolios, Inc. [File No. 811-9765] The Scott James Fund, Inc. [File No. 811-9809] Credit Suisse Select Funds [File No. 811-9531] CML/OFFITBANK Separate Account [File No. 811-7361] (Rel. IC-26742 - January 28) 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: . N-2 TORTOISE ENERGY INFRASTRUCTURE CORP, 10801 MASTEIN BLVD, OVERLAND PARK, KS, 66210, 9139811020 - 0 ($1,000,000.00) Non-Convertible Debt, (File 333-122350 - Jan. 28) (BR. 16) S-1 SYNAGRO TECHNOLOGIES INC, 1800 BERING STE 1000, HOUSTON, TX, 77057, 7133691700 - 0 ($175,000,000.00) Equity, (File 333-122351 - Jan. 28) (BR. 06) SB-2 MED-TECH SOLUTIONS, INC., SUITE 2200 - 1177 WEST HASTINGS STREET, VANCOUVER, A1, V6E 2K3, 604-688-7526 - 5,100,000 ($2,550,000.00) Equity, (File 333-122352 - Jan. 28) (BR. 09) S-8 DWANGO NORTH AMERICA CORP, 5847 SAN FELIPE STREET, SUITE 3220, HOUSTON, TX, 77057-3000, (713) 914-9600 - 6,000,000 ($8,807,868.00) Equity, (File 333-122353 - Jan. 28) (BR. 37) S-4 COLLINS & AIKMAN PRODUCTS CO, 250 STEPHENSON HWY, TROY, MI, 48043, 2488242500 - 0 ($400,126,400.00) Non-Convertible Debt, (File 333-122356 - Jan. 28) (BR. 06) S-8 RTI INTERNATIONAL METALS INC, 1000 WARREN AVE, NILES, OH, 44446, 2165447700 - 2,500,000 ($50,600,000.00) Equity, (File 333-122357 - Jan. 28) (BR. 06) S-1 QUICKSILVER RESOURCES INC, 777 WEST ROSEDALE ST, SUITE 300, FORT WORTH, TX, 76104, 8176655000 - 0 ($168,937,500.00) Debt Convertible into Equity, (File 333-122361 - Jan. 28) (BR. 04) S-8 COLUMBIA BANCORP \OR\, 420 EAST THIRD ST, STE 200, THE DALLES, OR, 97058, 5032986649 - 0 ($9,688,696.00) Equity, (File 333-122362 - Jan. 28) (BR. 07) S-3 PROCERA NETWORKS INC, 3175 S WINCESTER BLVD, CAMPBELL, CA, 95008, 0 ($27,174,607.12) Equity, (File 333-122363 - Jan. 28) (BR. 03) S-3 CONMED CORP, 525 FRENCH ROAD, UTICA, NY, 13502, 3157978375 - 0 ($150,000,000.00) Equity, (File 333-122364 - Jan. 28) (BR. 36) S-3 LIBERTY PROPERTY TRUST, 65 VALLEY STREAM PKWY, STE 100, MALVERN, PA, 19355, 6106481700 - 150,000 ($5,908,500.00) Equity, (File 333-122365 - Jan. 28) (BR. 08) S-3 MCCORMICK & CO INC, 18 LOVETON CIRCLE, P O BOX 6000, SPARKS, MD, 21152, 4107717301 - 0 ($500,000,000.00) Non-Convertible Debt, (File 333-122366 - Jan. 28) (BR. 04) S-8 COX RADIO INC, C/O COX ENTERPRISES INC, 6205 PEACHTREE DUNWOODY ROAD, ATLANTA, GA, 30328, 678-645-0000 - 5,000,000 ($5,000,000.00) Other, (File 333-122368 - Jan. 28) (BR. 37) S-8 COX RADIO INC, C/O COX ENTERPRISES INC, 6205 PEACHTREE DUNWOODY ROAD, ATLANTA, GA, 30328, 678-645-0000 - 600,000 ($9,516,000.00) Equity, (File 333-122369 - Jan. 28) (BR. 37) S-8 POWER INTEGRATIONS INC, 5245 HELLYER AVE, SAN JOSE, CA, 95138, 4084149200 - 1,524,598 ($26,878,662.74) Equity, (File 333-122370 - Jan. 28) (BR. 36) S-8 PACKETEER INC, 10201 NORTH DE ANZA BLVD, CUPERTINO, CA, 95014-2028, 4088734400 - 0 ($30,786,661.81) Equity, (File 333-122371 - Jan. 28) (BR. 03) S-3 ASSET BACKED SECURITIES CORP, 11 MADISON AVE, PARK AVE PLAZA, NEW YORK, NY, 10010, 2123251811 - 1,000,000 ($1,000,000.00) Asset-Backed Securities, (File 333-122372 - Jan. 28) (BR. 05) S-8 FIRST PLACE FINANCIAL CORP /DE/, 185 E MARKET ST, WARREN, OH, 44482, 3303731221 - 1,000,000 ($20,470,000.00) Equity, (File 333-122373 - Jan. 28) (BR. 07) S-8 LIPMAN ELECTRONIC ENGINEERING LTD, 11 HAAMAL ST, ROSH HAAYIN ISRAEL, L3, 9999999999, 999 999 9999 - 700,000 ($20,090,000.00) Equity, (File 333-122374 - Jan. 28) (BR. 03) SB-2 RANCHO SANTA MONICA DEVELOPMENTS INC., 3104 SUNNYHURST ROAD, NORTH VANCOUVER, A1, V7K 2G3, 604-537-5905 - 3,554,332 ($142,173.28) Equity, (File 333-122375 - Jan. 28) (BR. ) S-4 AMC ENTERTAINMENT INC, 920 MAIN STREET, N/A, KANSAS CITY, MO, 64105, 8162214000 - 0 ($455,000,000.00) Other, (File 333-122376 - Jan. 28) (BR. 05) SB-2 Red Sky Resources Inc., SUITE 2410, 650 WEST GEORGIA ST., PO BOX 11524, VANCOUVER, A1, V6B 4N7, (604) 689-8336 - 681,500 ($136,300.00) Equity, (File 333-122377 - Jan. 28) (BR. ) S-8 CEPHEID, 1190 BORREGAS AVE, SUNNYVALE, CA, 94089, 4085414191 - 0 ($11,532,000.00) Equity, (File 333-122379 - Jan. 28) (BR. 36) N-2 Kayne Anderson MLP Investment CO, 1800 AVENUE OF THE STARS, SECOND FLOOR, LOS ANGELES, CA, 90067, 310-229-9260 - 40 ($1,000,000.00) Equity, (File 333-122380 - Jan. 28) (BR. 17) N-2 Kayne Anderson MLP Investment CO, 1800 AVENUE OF THE STARS, SECOND FLOOR, LOS ANGELES, CA, 90067, 310-229-9260 - 40 ($1,000,000.00) Non-Convertible Debt, (File 333-122381 - Jan. 28) (BR. 17) S-8 EQUITABLE RESOURCES INC /PA/, ONE OXFORD CENTRE, 301 GRANT ST SUITE 3300, PITTSBURGH, PA, 15219, 4125535700 - 0 ($3,758,600.00) Other, (File 333-122382 - Jan. 28) (BR. 02) S-2 TASKER CAPITAL CORP, 40 GROVE ST, STE 140, WELLESLEY, MA, 024827702, 7812373600 - 12,543,750 ($39,387,375.00) Equity, (File 333-122383 - Jan. 28) (BR. 06) SB-2 DIGITAL NETWORK ALLIANCE INTERNATIONAL, INC., 4750 TABLE MESA DRIVE, BOULDER, CO, 80303, 2395982300 - 1,200,000 ($3,600,000.00) Equity, (File 333-122384 - Jan. 28) (BR. 09) SB-2 DREAMS INC, 2 SOUTH UNIVERSITY DRIVE, SUITE 325, PLANTATION, FL, 11111, 9543770002 - 123,360,008 ($3,700,800.24) Equity, (File 333-122385 - Jan. 28) (BR. 05) S-3 REGENERX BIOPHARMACEUTICALS INC, 3 BETHESDA METRO CENTER, SUITE 700, BETHESDA, MD, 20814, 3019611992 - 0 ($9,479,767.66) Equity, (File 333-122386 - Jan. 28) (BR. 01) S-8 PERICOM SEMICONDUCTOR CORP, 2380 BERING DR, SAN JOSE, CA, 95131, 4084350800 - 3,826,200 ($31,298,316.00) Equity, (File 333-122387 - Jan. 28) (BR. 36) S-8 CYBERADS INC, 5,000,000 ($500,000.00) Equity, (File 333-122388 - Jan. 28) (BR. 08) S-2 AMC ENTERTAINMENT INC, 920 MAIN STREET, N/A, KANSAS CITY, MO, 64105, 8162214000 - 0 ($689,474,000.00) Other, (File 333-122389 - Jan. 28) (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 ------------------------------------------------------------------------------------------------ 21ST CENTURY TECHNOLOGIES INC NV 5.01 01/28/05 8X8 INC /DE/ DE 2.02,9.01 01/27/05 AAIPHARMA INC DE 1.01 01/24/05 AB WATLEY GROUP INC DE 3.02 12/31/04 ACCESS ANYTIME BANCORP INC DE 2.02 01/28/05 ACHIEVOR RECOVERY LTD NV 5.02,5.03,9.01 01/28/05 AEOLUS PHARMACEUTICALS, INC. DE 7.01 01/28/05 AFFILIATED COMPUTER SERVICES INC DE 7.01,9.01 01/28/05 AFLAC INC GA 1.01,9.01 01/28/05 AGL RESOURCES INC GA 2.02,7.01,9.01 01/28/05 AIR T INC DE 2.02 12/31/04 AIRTRAX INC NJ 4.02,9.01 01/25/05 AKESIS PHARMACEUTICALS, INC. NV 5.02,9.01 01/24/05 AKESIS PHARMACEUTICALS, INC. NV 4.01 01/24/05 AKESIS PHARMACEUTICALS, INC. NV 5.02,9.01 01/24/05 ALAMOSA HOLDINGS INC DE 1.01 01/28/05 ALASKA AIR GROUP INC DE 2.02 01/28/05 ALBANY INTERNATIONAL CORP /DE/ DE 2.02,9.01 01/27/05 ALBEMARLE CORP VA 8.01,9.01 01/28/05 ALEXANDER & BALDWIN INC HI 1.01 01/27/05 ALEXANDER & BALDWIN INC HI 2.02 01/27/05 ALLIANCE CAPITAL MANAGEMENT HOLDING L DE 2.02,7.01,9.01 01/27/05 ALLIANCE CAPITAL MANAGEMENT L P DE 2.02,7.01,9.01 01/27/05 ALLIANT ENERGY CORP WI 2.02,9.01 01/28/05 ALPHARX INC DE 3.02 01/24/05 Alternative Loan Trust 2004-10CB 9.01 01/25/05 Alternative Loan Trust 2004-12CB 9.01 01/25/05 Alternative Loan Trust 2004-13CB 9.01 01/25/05 Alternative Loan Trust 2004-14T2 9.01 01/25/05 Alternative Loan Trust 2004-14T2 9.01 01/25/05 ALTERNATIVE LOAN TRUST 2004-15 9.01 01/25/05 Alternative Loan Trust 2004-16CB 9.01 01/25/05 ALTERNATIVE LOAN TRUST 2004-17CB 9.01 01/25/05 ALTERNATIVE LOAN TRUST 2004-22CB 9.01 01/25/05 ALTERNATIVE LOAN TRUST 2004-25CB 9.01 01/25/05 ALTERNATIVE LOAN TRUST 2004-26T1 9.01 01/25/05 Alternative Loan Trust 2004-27CB 9.01 01/25/05 Alternative Loan Trust 2004-7T1 9.01 01/25/05 Alternative Loan Trust 2004-8CB 9.01 01/25/05 ALTERNATIVE LOAN TRUST 2004-9T1 9.01 01/25/05 Alternative Loan Trust 2004-J7 9.01 01/25/04 Alternative Loan Trust 2004-J7 9.01 01/25/04 Alternative Loan Trust 2004-J9 9.01 01/25/05 Alternative Loan Trust 2004-J9 9.01 01/25/05 ALTRIA GROUP INC VA 1.01,9.01 01/26/05 AMERICAN BAR ASSOCIATION MEMBERS STAT MA 5.02 01/24/05 AMERICAN COMMUNITY BANCSHARES INC NC 2.02,9.01 01/26/05 AMERICAN EXPRESS CO NY 1.01,5.03,8.01,9.01 11/22/04 AMERICAN VANTAGE COMPANIES NV 1.01,9.01 01/24/05 AMERICANWEST BANCORPORATION WA 5.02,8.01,9.01 01/25/05 Ames True Temper, Inc. DE 2.02,9.01 01/28/05 AMPCO PITTSBURGH CORP PA 9.01 12/31/03 AMPHENOL CORP /DE/ DE 5.02 01/27/05 AMSOUTH BANCORPORATION DE 1.01 01/24/05 AMX CORP /TX/ TX 1.01,2.02,9.01 01/25/05 ANADARKO PETROLEUM CORP DE 1.01,2.02,7.01,9.01 01/25/05 ANAREN INC NY 2.02 01/27/05 ANDREW CORP DE 2.02,9.01 01/27/05 APPLIED DNA SCIENCES INC NV 1.01,2.03,3.02,9.01 01/28/05 APPLIED INNOVATION INC DE 1.01,2.02,3.01,5.02,9.01 01/24/05 ARCHER DANIELS MIDLAND CO DE 2.02,9.01 12/31/04 ARIBA INC DE 1.01,5.02 01/24/05 ARIZONA PUBLIC SERVICE CO AZ 2.02,7.01,8.01,9.01 12/31/04 ASB FINANCIAL CORP /OH OH 2.02,9.01 01/25/05 ASCENTIAL SOFTWARE CORP DE 1.01 01/26/05 ASHLAND INC KY 2.02,9.01 01/25/05 ASIA PAYMENT SYSTEMS NV 7.01,9.01 01/27/05 ASP VENTURES CORP FL 3.02 01/24/05 ATA HOLDINGS CORP IN 5.02,9.01 01/24/05 ATLAS AMERICA INC DE 7.01,9.01 01/20/05 ATLAS MINING CO ID 7.01 01/26/05 ATRION CORP DE 5.02 01/26/05 AUGRID CORP NV 4.01,9.01 01/27/05 AUTHENTIDATE HOLDING CORP DE 7.01,8.01,9.01 01/28/05 AUTOCARBON INC DE 1.01,9.01 01/24/05 AXA FINANCIAL INC DE 2.02 01/27/05 AXESSTEL INC NV 1.01,3.02,8.01 01/28/05 BACKWEB TECHNOLOGIES LTD 1.01,5.02 01/24/05 BAIRNCO CORP /DE/ DE 2.02,9.01 12/31/04 BAKER MICHAEL CORP PA 8.01,9.01 01/27/05 BALDOR ELECTRIC CO MO 2.02,9.01 01/27/05 BALDWIN & LYONS INC IN 2.02,7.01 01/27/05 BALDWIN TECHNOLOGY CO INC DE 2.02,8.01,9.01 01/27/05 Banc of America Alternative Loan Trus DE 8.01,9.01 12/29/04 BANCSHARES OF FLORIDA INC FL 2.02,9.01 01/27/05 BANCSHARES OF FLORIDA INC FL 2.02,9.01 01/27/05 BANCWEST CORP/HI DE 2.03 01/28/04 BAUSCH & LOMB INC NY 1.01,5.02 01/25/05 BAY VIEW CAPITAL CORP DE 2.02,9.01 01/25/05 BAYVIEW CORP NV 1.01 01/17/05 AMEND BECKMAN COULTER INC DE 2.02,9.01 01/28/05 BellaVista Mortgage Trust 2004-1 DE 9.01 01/25/05 BELLSOUTH CORP GA 1.01,9.01 01/24/05 BERRY PETROLEUM CO DE 1.01,7.01 01/28/05 BEVERLY ENTERPRISES INC DE 1.01,3.03,5.03,9.01 01/25/05 BEVERLY ENTERPRISES INC DE 8.01,9.01 01/27/05 BIOLASE TECHNOLOGY INC DE 8.01,9.01 01/24/05 BIOLASE TECHNOLOGY INC DE 1.01,2.01,3.02,9.01 01/24/05 BLACK BOX CORP DE 1.01,2.01,2.03,9.01 01/24/05 BOOKS A MILLION INC DE 1.01,9.01 12/31/04 BRIDGE BANCORP INC NY 2.02,9.01 01/28/05 BRIGGS & STRATTON CORP WI 1.01,9.01 01/25/05 BRINKER INTERNATIONAL INC DE 2.02,9.01 01/25/05 BROWN SHOE CO INC NY 7.01 01/28/05 BUCKEYE TECHNOLOGIES INC DE 9.01 09/27/04 BUSINESS OBJECTS S.A. 5.03,9.01 01/25/05 BUTLER NATIONAL CORP DE 8.01,9.01 01/27/05 CALGON CARBON CORPORATION DE 8.01 01/28/05 CALGON CARBON CORPORATION DE 1.01,3.03,5.03,9.01 01/27/05 CAMBREX CORP DE 2.02,9.01 01/27/05 CAPITOL BANCORP LTD MI 2.02 01/27/05 CAPSTEAD MORTGAGE CORP MD 2.02,9.01 01/27/05 CARDIAC SCIENCE INC DE 1.01 01/28/05 CARRAMERICA REALTY CORP MD 2.02,9.01 01/27/05 CARRIAGE SERVICES INC DE 7.01,9.01 01/27/05 CARVER BANCORP INC DE 2.02,9.01 01/27/05 CASH NOW CORP NV 9.01 01/28/05 CASTLE ENERGY CORP DE 4.01,9.01 01/28/05 CAVALRY BANCORP INC TN 2.02,7.01,9.01 12/31/04 CC V HOLDINGS LLC DE 1.01 01/28/05 CCH II LLC 1.01 01/28/05 CCO HOLDINGS LLC 1.01 01/28/05 Celanese CORP DE 1.01,1.03,3.02,3.03,5.03,9.01 01/24/05 CELLCO PARTNERSHIP 8.01 01/27/05 CENTER BANCORP INC NJ 2.02,9.01 01/27/05 CENTERSTATE BANKS OF FLORIDA INC FL 7.01,9.01 01/28/05 CENTRAL COAST BANCORP CA 2.02,9.01 01/28/05 CENTRAL JERSEY BANCORP NJ 2.02,9.01 01/27/05 CERADYNE INC DE 8.01 01/26/05 CFS BANCORP INC DE 2.02,9.01 01/27/05 CHANNELL COMMERCIAL CORP DE 5.02 01/24/05 CHARTER COMMUNICATIONS HOLDINGS LLC DE 1.01 01/28/05 CHARTER COMMUNICATIONS INC /MO/ DE 1.01 01/28/05 CHEVRONTEXACO CORP DE 2.02 01/28/05 CHINA NETTV HOLDINGS INC NV 8.01 11/04/04 CHITTENDEN CORP /VT/ VT 7.01,9.01 01/28/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL MORTGAGE PASS-THROUGH TRUST 2004- DE 9.01 01/25/05 CHL MORTGAGE PASS-THROUGH TRUST 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CHL Mortgage Pass-Through Trust 2004- DE 9.01 01/25/05 CIMAREX ENERGY CO DE 1.01,9.01 01/25/05 CIT Equipment Collateral 2004-EF1 DE 8.01,9.01 01/20/05 CITY HOLDING CO WV 5.03 01/26/05 CNB FINANCIAL CORP/PA PA 2.02 01/28/05 CNF INC DE 1.01,5.02,8.01,9.01 01/28/05 Cobalis Corp NV 4.01,9.01 01/18/05 AMEND COLUMBIA BANCORP MD 2.02,9.01 01/27/05 COMMERCE GROUP INC /MA MA 2.02 12/31/04 COMMONWEALTH BANKSHARES INC VA 8.01,9.01 01/27/05 Community Bancorp NV 2.02,9.01 01/28/05 COMMUNITY BANCORP INC DE 2.02,9.01 01/27/05 COMMUNITY WEST BANCSHARES / CA 2.02,9.01 01/27/05 COMPX INTERNATIONAL INC DE 1.01,2.01,7.01,9.01 01/28/05 CONNETICS CORP DE 8.01 01/27/05 CONSOL ENERGY INC 8.01 01/28/05 CONSOLIDATED CONTAINER CO LLC DE 5.02 01/25/05 CONSOLIDATED TOMOKA LAND CO FL 5.02 01/25/05 CONSTELLATION ENERGY GROUP INC MD 2.02,9.01 01/27/05 CORINTHIAN COLLEGES INC 1.01 01/26/05 CORIO INC DE 1.01,9.01 01/24/05 CORNERSTONE BANCORP INC CT 2.02,9.01 01/26/05 CORNERSTONE REALTY FUND LLC CA 2.01,9.01 01/25/05 CORNERSTONE REALTY INCOME TRUST INC VA 1.01,9.01 01/24/05 COTT CORP /CN/ 2.02,9.01 01/28/05 COVENTRY HEALTH CARE INC DE 1.01,2.01,2.03,7.01,9.01 01/28/05 COWLITZ BANCORPORATION WA 2.02,9.01 01/28/05 COWLITZ BANCORPORATION WA 5.02,9.01 01/28/05 AMEND COX RADIO INC DE 1.01,9.01 12/07/04 Creative Beauty Supply of New Jersey NJ 4.01 01/19/05 AMEND CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 01/28/05 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 01/28/05 CTS CORP IN 2.02,9.01 01/27/05 CUBIST PHARMACEUTICALS INC DE 2.02,9.01 01/25/05 CWABS Asset Backed Certificates Trust DE 9.01 01/25/05 CWABS Asset-Backed Certificates Trust DE 9.01 01/25/05 CWABS INC ASSET-BACKED CERTIFICATES DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES T DE 9.01 01/25/05 CWABS INC ASSET BACKED CERTIFICATES T DE 8.01,9.01 09/30/04 CWABS INC ASSET-BACKED CERTIFICATES S DE 9.01 01/25/05 CWABS INC ASSET-BACKED CERTIFICATES S DE 9.01 01/25/05 CWALT 2004-J3 9.01 01/25/05 CWALT INC 9.01 01/28/05 CWALT INC 9.01 01/28/05 CWALT INC 9.01 01/28/05 CWALT INC 8.01,9.01 04/30/04 CWALT INC ALTERNATIVE LOAN TRUST 2004 9.01 01/25/05 CWALT INC ALTERNATIVE LOAN TRUST 2004 9.01 01/25/05 CWALT INC ALTERNATIVE LOAN TRUST 2004 9.01 01/25/05 CWALT INC ALTERNATIVE LOAN TRUST 2004 9.01 01/25/05 CWALT INC ALTERNATIVE LOAN TRUST 2004 9.01 01/25/05 CWALT INC ALTERNATIVE LOAN TRUST 2004 9.01 01/25/05 CWALT INC MORTGAGE PASS THR CERTS SER 9.01 01/25/05 CWALT INC MORTGAGE PASS THR CERTS SER 9.01 01/25/05 CWALT INC MORTGAGE PASS THR CERTS SER DE 9.01 01/25/05 CWALT INC MORTGAGE PASS-THROUGH CERTI 9.01 01/25/05 CWALT, Inc. Alternative Loan Trust 20 9.01 01/25/05 CWALT, Inc. Alternative Loan Trust 20 9.01 01/25/05 CWALT, Inc. Alternative Loan Trust 20 9.01 01/25/05 CWALT, Inc. Alternative Loan Trust 20 9.01 01/25/05 CWMBS 2004-J4 DE 9.01 01/25/05 CWMBS 2004-J5 DE 9.01 01/25/05 CWMBS 2004-J6 DE 9.01 01/25/05 CWMBS CHL Mortgage Pass-Through Trust DE 9.01 01/25/05 CWMBS CHL Mortgage Pass-Through Trust DE 9.01 01/25/05 CWMBS INC DE 8.01,9.01 12/29/04 CWMBS INC DE 9.01 01/28/05 CWMBS INC DE 8.01,9.01 12/30/04 CWMBS INC DE 9.01 01/28/05 CWMBS INC DE 9.01 01/28/05 CWMBS INC DE 8.01,9.01 01/25/05 CWMBS INC DE 8.01,9.01 01/26/05 CWMBS INC CHL MORTGAGE PASS THROUGH T DE 9.01 01/25/05 CWMBS INC CHL MORTGAGE PASS THROUGH T DE 9.01 01/25/05 CWMBS INC CHL MORTGAGE PASS-THROUGH T DE 9.01 01/25/05 CYGNUS INC /DE/ DE 1.01,9.01 01/27/05 DARK DYNAMITE, INC NV 8.01,9.01 01/27/05 DATASCOPE CORP DE 2.02,9.01 01/27/05 DAWSON GEOPHYSICAL CO TX 2.02,9.01 01/28/05 DELTA APPAREL INC GA 2.02,7.01,9.01 01/28/05 DELUXE CORP MN 1.01,9.01 01/25/05 DEVCON INTERNATIONAL CORP FL 1.01,5.02,7.01,9.01 01/28/05 Diamond I, Inc. DE 7.01 01/27/05 DIGIMARC CORP DE 1.01,3.01,9.01 01/24/05 DIGITAL VIDEO SYSTEMS INC DE 3.02 01/24/05 DIGITAS INC DE 1.01,3.03,5.03,8.01,9.01 01/28/05 DIMENSIONAL VISIONS INC/ DE DE 4.01,9.01 11/05/04 AMEND DOV PHARMACEUTICAL INC DE 1.01,9.01 01/28/05 DOVER DOWNS GAMING & ENTERTAINMENT IN DE 1.01 01/26/05 DOVER MOTORSPORTS INC DE 1.01 01/26/05 DREAMS INC UT 1.01,5.02,8.01,9.01 01/25/05 DUKE REALTY CORP IN 1.01,5.02,9.01 01/26/05 DURECT CORP DE 8.01,9.01 01/28/05 EAST KANSAS AGRI ENERGY LLC KS 5.02 01/24/05 EASTERN VIRGINIA BANKSHARES INC VA 2.02,9.01 01/21/05 EASYLINK SERVICES CORP DE 1.01,9.01 01/28/05 ECOLOCLEAN INDUSTRIES INC NV 3.02 01/28/05 Education Realty Trust, Inc. MD 1.01,9.01 01/27/05 EMPIRE DISTRICT ELECTRIC CO KS 8.01 01/28/05 ENDWAVE CORP DE 5.02,9.01 01/27/05 ENTERPRISE FINANCIAL SERVICES CORP DE 2.02,9.01 01/26/05 EQUITABLE RESOURCES INC /PA/ PA 5.04 01/28/05 EQUITY LIFESTYLE PROPERTIES INC MD 8.01 01/26/05 EXELON CORP PA 1.01,5.02 01/24/05 FALCON PRODUCTS INC /DE/ DE 8.01,9.01 01/18/05 FAMOUS DAVES OF AMERICA INC MN 8.01 01/25/05 FelCor Lodging Trust Inc MD 5.02,9.01 01/25/05 FERRELLGAS PARTNERS L P DE 2.02,9.01 01/28/05 FFD FINANCIAL CORP/OH OH 2.02,9.01 01/25/05 FFLC BANCORP INC DE 1.01,9.01 01/18/05 FINANCIAL ASSET SECURITIES CORP DE 8.01,9.01 01/28/05 FINANCIAL ASSET SECURITIES CORP DE 8.01,9.01 01/28/05 FINANCIAL INSTITUTIONS INC NY 2.02,9.01 01/27/05 FINISAR CORP DE 1.01,1.02,9.01 01/25/05 FIRST BANCORP /NC/ NC 2.02,9.01 01/28/05 FIRST CAPITAL INC IN 2.02,9.01 01/28/05 FIRST COMMUNITY BANCORP /CA/ CA 2.02,9.01 01/27/05 FIRST HORIZON ABS NOTES SERIES 2004-H TN 9.01 01/25/05 First Horizon ABS Notes Series 2004-H DE 9.01 01/25/05 First Horizon Alternative Mortgage Se DE 9.01 01/25/05 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 01/25/05 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 01/25/05 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 01/25/05 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 01/25/05 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 01/25/05 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 01/25/05 FIRST HORIZON ASSET SECURITIES INC MO NY 9.01 01/25/05 FIRST HORIZON ASSET SECURITIES INC MO DE 9.01 01/25/05 FIRST HORIZON ASSET SECURITIES INC MO DE 9.01 01/25/05 FIRST HORIZON ASSET SECURITIES MORTGA DE 9.01 01/25/05 FIRST INTERSTATE BANCSYSTEM INC MT 8.01 01/27/05 FIRST MERCHANTS CORP IN 2.02,9.01 12/31/04 FIRST STATE BANCORPORATION NM 1.01 01/28/05 FIRST UNITED CORP/MD/ MD 5.02 01/27/05 FISERV INC WI 2.02,9.01 01/27/05 FMC CORP DE 2.02,9.01 01/27/05 FNB CORP \VA\ VA 2.02,5.02,5.03,9.01 01/28/05 FOOTSTAR INC DE 1.01 01/24/05 Ford Credit Auto Owner Trust 2004-A DE 8.01,9.01 12/31/04 Ford Credit Floorplan Master Owner Tr DE 8.01,9.01 12/31/04 FORTUNE BRANDS INC DE 1.01 01/25/05 FOSTER L B CO PA 2.02,9.01 01/26/05 FOSTER L B CO PA 1.01 01/24/05 FPL GROUP INC FL 9.01 01/28/05 FRANKLIN BANK CORP 1.01,9.01 01/26/05 FRANKLIN STREET PROPERTIES CORP /MA/ 7.01 01/28/05 FRESH CHOICE INC DE 5.02 01/25/05 FRONTIER AIRLINES INC /CO/ CO 2.02,9.01 01/27/05 FRONTIER AIRLINES INC /CO/ CO 2.02 12/31/04 AMEND Gaming Partners International CORP NV 5.02 01/27/05 GARTNER INC DE 2.05,2.06 01/27/05 GE COMMERCIAL MORTGAGE CORP DE 8.01,9.01 01/26/05 GENWORTH FINANCIAL INC DE 2.02,9.01 01/27/05 GEODYNE ENERGY INCOME LTD PARTNERSHIP OK 8.01,9.01 01/28/05 GEODYNE ENERGY INCOME LTD PARTNERSHIP OK 8.01,9.01 01/28/05 GEODYNE ENERGY INCOME LTD PARTNERSHIP OK 8.01,9.01 01/28/05 GEODYNE INSTITUTIONAL PENSION ENERGY OK 8.01,9.01 01/28/05 GEODYNE INSTITUTIONAL PENSION ENERGY TX 8.01,9.01 01/28/05 GILEAD SCIENCES INC DE 2.02,9.01 01/27/05 GILLETTE CO DE 1.01,8.01,9.01 01/27/05 GLOBAL IMAGING SYSTEMS INC DE 1.01,9.01 01/26/05 GLOBALSANTAFE CORP 1.01,9.01 01/24/05 Gold Kist Inc. DE 1.01,1.02,9.01 01/24/05 GRACO INC MN 2.02,9.01 01/27/05 Grant Life Sciences, Inc. NV 4.01,5.03,9.01 12/22/04 GREAT NORTHERN IRON ORE PROPERTIES MN 2.02,9.01 01/28/05 GREATER BAY BANCORP CA 1.01,9.01 01/24/05 GS FINANCIAL CORP LA 5.02,9.01 01/07/05 AMEND GTECH HOLDINGS CORP DE 5.02 01/24/05 GULFMARK OFFSHORE INC DE 1.01,9.01 01/28/05 HALOZYME THERAPEUTICS INC NV 7.01,9.01 01/28/05 HANMI FINANCIAL CORP DE 5.02 01/28/05 HANOVER DIRECT INC DE 3.01,9.01 01/24/05 HARTFORD LIFE INSURANCE CO CT 9.01 01/27/05 HEALTH CARE REIT INC /DE/ DE 5.02 01/24/05 HEALTHCARE REALTY TRUST INC MD 2.02,7.01,9.01 01/25/05 HEALTHEXTRAS INC DE 2.02,9.01 01/26/05 HELIX TECHNOLOGY CORP DE 2.02,9.01 12/31/04 HERITAGE FINANCIAL CORP /WA/ WA 2.02,7.01,9.01 01/27/05 HESPERIA HOLDING INC 5.02 01/28/05 HIBERNIA CORP LA 1.01 01/28/05 HMN FINANCIAL INC DE 1.01,2.02,9.01 01/24/05 HONEYWELL INTERNATIONAL INC DE 2.02 01/28/05 HRPT PROPERTIES TRUST MD 2.03,9.01 01/25/05 HUTCHINSON TECHNOLOGY INC MN 1.01,9.01 01/26/05 IDEXX LABORATORIES INC /DE DE 2.02,9.01 01/28/05 IHOP CORP DE 8.01 01/26/05 ILLINI CORP IL 2.02,9.01 01/28/05 INDEPENDENCE COMMUNITY BANK CORP DE 2.02,2.06,9.01 01/26/05 INDYMAC MBS INC 9.01 01/28/05 INDYMAC MBS INC 9.01 01/28/05 INFINIUM LABS INC DE 1.01,2.03,3.02,9.01 01/27/05 INFOSPACE INC DE 1.01,9.01 01/24/05 INTEGRATED SILICON SOLUTION INC DE 1.01,9.01 01/25/05 INTERCHANGE FINANCIAL SERVICES CORP / NJ 8.01,9.01 12/31/04 INTERDIGITAL COMMUNICATIONS CORP PA 8.01 01/27/05 INTERNATIONAL FLAVORS & FRAGRANCES IN NY 1.01,9.01 01/25/05 INTERNATIONAL FUEL TECHNOLOGY INC NV 1.01,3.02 01/27/05 INTERNATIONAL RECTIFIER CORP /DE/ DE 8.01 01/28/05 INTERNATIONAL SPEEDWAY CORP FL 2.02,7.01,9.01 01/27/05 INTERNATIONAL SPEEDWAY CORP FL 9.01 01/28/05 INTERNATIONAL SPORTS & MEDIA GROUP IN NV 1.01,3.02 11/15/04 INTERSTATE BAKERIES CORP/DE/ DE 8.01,9.01 01/28/05 INTRADO INC DE 2.02,2.06,9.01 01/27/05 INTREPID TECHNOLOGY & RESOURCE INC ID 1.01,9.01 01/28/05 ITT EDUCATIONAL SERVICES INC DE 1.01,9.01 01/25/05 ITT INDUSTRIES INC IN 2.02,7.01,9.01 01/28/05 J JILL GROUP INC DE 1.01,9.01 01/27/05 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 01/28/05 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 01/28/05 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 01/28/05 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 01/28/05 JAFRA WORLDWIDE HOLDINGS LUX SARL N4 1.01,9.01 01/25/05 JEFFERSON BANCSHARES INC TN 2.02,9.01 01/28/05 JPM CAPITAL TRUST I CERTIFICATES SERI DE 8.01,9.01 01/15/05 KAISER VENTURES LLC DE 4.01,9.01 01/26/05 KANSAS CITY LIFE INSURANCE CO MO 1.01,5.03,9.01 01/28/05 KEY ENERGY SERVICES INC MD 1.01,2.03,9.01 01/24/05 Keycorp Student Loan Trust 2004-A DE 8.01,9.01 01/27/05 KINDER MORGAN ENERGY PARTNERS L P DE 9.01 01/28/05 KIRBY CORP NV 1.01 01/24/05 KMART HOLDING CORP DE 8.01,9.01 01/27/05 KNOLOGY INC DE 5.02 01/26/05 KNOLOGY INC DE 5.02 01/26/05 KRAFT FOODS INC VA 1.01 01/25/05 KRAMONT REALTY TRUST MD 1.01,9.01 01/27/05 LA JOLLA PHARMACEUTICAL CO DE 1.01,8.01,9.01 01/28/05 LANCASTER COLONY CORP OH 2.02,9.01 01/28/05 LEHMAN ABS CORP ALTRIA DEB BACKED SER DE 8.01,9.01 01/15/05 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 01/15/05 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 01/15/05 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 01/15/05 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 01/15/05 LEHMAN ABS CORP BELLSOUTH CAPITAL FUN DE 9.01 01/15/05 LEHMAN ABS CORP FORD MOTOR CO NOTE BA DE 8.01,9.01 01/15/05 LEHMAN ABS CORP HSBC DEBENTURE BACKED DE 9.01 01/15/05 LEHMAN ABS CORP PRUDENTIAL FINANCIAL DE 8.01,9.01 01/15/05 LEHMAN ABS CORP REPACK AMER GEN FLOAT DE 8.01,9.01 01/15/05 LESLIES POOLMART INC DE 1.01,2.03,8.01,9.01 01/25/05 LEXINGTON CORPORATE PROPERTIES TRUST MD 1.01 01/26/05 LIBERTY CORP SC 9.01 01/26/05 LIGHTBRIDGE INC DE 2.02,9.01 01/27/05 LITTLEFIELD CORP DE 2.02 01/26/05 LL&E ROYALTY TRUST TX 2.02,7.01,9.01 01/28/05 LOEWS CORP DE 8.01,9.01 01/24/05 LOWES COMPANIES INC NC 8.01,9.01 01/28/05 MAF BANCORP INC DE 2.02 01/28/05 MAF BANCORP INC DE 7.01 01/28/05 MAGNUM HUNTER RESOURCES INC NV 1.01,9.01 01/25/05 MAIN STREET TRUST INC IL 2.02,9.01 01/28/05 MANATRON INC MI 1.01 01/28/05 MANHATTAN SCIENTIFICS INC DE 4.01,9.01 01/28/05 MANOR CARE INC DE 2.02,9.01 01/28/05 MARTHA STEWART LIVING OMNIMEDIA INC DE 1.01 01/28/05 MARTIN MARIETTA MATERIALS INC NC 2.02,9.01 01/27/05 MASTR ALTERNATIVE LOAN TRUST 2004-13 DE 8.01,9.01 01/28/05 MAYTAG CORP DE 2.02,9.01 01/28/05 MBT FINANCIAL CORP MI 5.02 01/27/05 MC INDUSTRIAL GROUP, INC. DE 4.01 01/12/05 MCCLATCHY CO DE 1.01 01/27/05 MCCLATCHY CO DE 1.01 01/27/05 MCCLATCHY CO DE 1.01 01/27/05 MCDONALDS CORP DE 2.02,9.01 01/28/05 MDU RESOURCES GROUP INC DE 2.02,7.01,9.01 12/31/04 MEDCO HEALTH SOLUTIONS INC DE 5.02 01/24/05 MEDICAL STAFFING NETWORK HOLDINGS INC DE 1.01,2.03,9.01 01/24/05 MELLON BANK N A MA 8.01,9.01 01/11/05 AMEND MELLON BANK N A MA 8.01,9.01 01/11/05 AMEND MENS WEARHOUSE INC TX 1.01,8.01,9.01 01/28/05 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 01/25/05 MESA AIR GROUP INC NV 2.02,9.01 01/25/05 MET PRO CORP DE 1.01 01/28/05 MIDDLEFIELD BANC CORP OH 2.02,9.01 01/28/05 MIDLAND CAPITAL HOLDINGS CORP 2.02,9.01 01/28/05 MIDLAND COGENERATION VENTURE LIMITED MI 1.01 01/25/05 MIDSOUTH BANCORP INC LA 7.01,9.01 01/28/05 MIDWEST BANC HOLDINGS INC DE 1.01,2.02 01/27/05 MILLIPORE CORP /MA MA 2.02,9.01 01/27/05 MINERALS TECHNOLOGIES INC DE 1.01,2.02,5.02,8.01,9.01 01/26/05 MISSION RESOURCES CORP DE 8.01,9.01 01/27/05 MORGAN STANLEY ABS CAPITAL I INC DE 8.01,9.01 01/27/05 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 01/28/05 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 01/28/05 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 01/28/05 Mortgage Pass-Through Certificates, S 9.01 01/25/05 Mortgage Pass-Through Certificates, S 9.01 01/25/05 Mortgage Pass-Through Certificates, S 9.01 01/25/05 MOTHERS WORK INC DE 2.02,9.01 01/26/05 MS STRUCTURED ASSET CORP CBT SERIES 2 DE 8.01,9.01 01/25/05 MTS SYSTEMS CORP MN 1.01,9.01 01/25/05 Mueller Group, Inc. DE 2.02,4.02,5.02,9.01 01/27/05 Mueller Water Products, Inc. DE 2.02,4.02,5.02,9.01 01/27/05 NASSDA CORP DE 1.01,9.01 11/30/04 AMEND NATION ENERGY INC DE 1.01,9.01 01/27/05 NATIONAL FUEL GAS CO NJ 2.02,9.01 12/30/04 National Parking Systems, Inc. NV 1.01,2.01,3.02,5.01,5.02,8.01 01/13/05 NATIONAL PENN BANCSHARES INC PA 1.01,8.01,9.01 01/25/05 NELNET INC NE 2.02,9.01 01/28/05 NETWORK INSTALLATION CORP NV 7.01 01/28/05 NEWMIL BANCORP INC DE 2.02 01/26/05 NEWTECH RESOURCES LTD NV 3.02 01/24/05 NIC INC CO 7.01,9.01 01/28/05 NORTH BAY BANCORP/CA CA 8.01,9.01 01/26/05 NORTHWAY FINANCIAL INC NH 2.02,9.01 01/25/05 NORTHWESTERN CORP DE 1.01 01/26/05 NOVELL INC DE 1.01 01/27/05 NOVELLUS SYSTEMS INC CA 7.01,9.01 01/27/05 NUTRITIONAL SOURCING CORP DE 7.01,9.01 01/28/05 O2DIESEL CORP 1.01,3.02,9.01 01/24/05 OLD REPUBLIC INTERNATIONAL CORP DE 2.02,9.01 12/31/04 OLIN CORP VA 2.02,9.01 01/27/05 OLIN CORP VA 1.01,9.01 01/26/05 ONEOK INC /NEW/ OK 8.01,9.01 01/28/05 ONEOK INC /NEW/ OK 8.01 01/28/05 OPEN SOLUTIONS INC DE 3.02,8.01,9.01 01/27/05 OPENWAVE SYSTEMS INC DE 1.01,9.01 01/25/05 OPTION ONE MORTGAGE LOAN TRUST 2005-1 DE 2.01,9.01 01/28/05 ORIENTAL FINANCIAL GROUP INC PR 5.02 01/25/05 OSAGE FEDERAL FINANCIAL INC 2.02,8.01,9.01 01/27/05 OSULLIVAN INDUSTRIES HOLDINGS INC DE 2.02,7.01,9.01 12/31/04 OUTBACK STEAKHOUSE INC DE 7.01,9.01 01/27/05 OVERNITE CORP VA 2.02,9.01 01/27/05 OWENS ILLINOIS INC /DE/ DE 5.02 01/25/05 PAB BANKSHARES INC GA 5.02,9.01 01/25/05 PACIFICHEALTH LABORATORIES INC DE 1.01,3.02,5.03,9.01 01/24/05 PAPA JOHNS INTERNATIONAL INC DE 8.01,9.01 01/26/05 PEABODY ENERGY CORP DE 2.02,9.01 01/27/05 PENN TRAFFIC CO DE 8.01,9.01 01/28/05 PEOPLES BANCTRUST CO INC AL 5.02,9.01 01/26/05 PEOPLES ENERGY CORP IL 2.02,7.01,9.01 01/28/05 PEPCO HOLDINGS INC DE 5.03,7.01,9.01 01/27/05 PEPSICO INC NC 8.01,9.01 01/28/05 PEPSICO INC NC 5.02 01/28/05 PFF BANCORP INC DE 8.01,9.01 01/26/05 PFS BANCORP INC IN 2.02,9.01 01/28/05 PHILADELPHIA CONSOLIDATED HOLDING COR PA 2.02 01/25/05 PHOENIX FOOTWEAR GROUP INC DE 2.02,5.02,9.01 01/28/05 PHOTRONICS INC CT 5.02 01/25/05 PHYTOMEDICAL TECHNOLOGIES INC NV 7.01,9.01 01/24/05 PINNACLE WEST CAPITAL CORP AZ 2.02,7.01,8.01,9.01 12/31/04 PLACER SIERRA BANCSHARES CA 1.01,7.01,8.01,9.01 01/24/05 POWERWAVE TECHNOLOGIES INC DE 2.02,9.01 01/27/05 PRAECIS PHARMACEUTICALS INC DE 2.02 01/28/05 PRAECIS PHARMACEUTICALS INC DE 1.01,5.02,9.01 01/24/05 PRESSTEK INC /DE/ DE 1.01,5.02,9.01 01/24/05 PRICE T ROWE GROUP INC MD 2.02,9.01 01/28/05 PRICELINE COM INC DE 1.01 01/24/05 PRIMUS GUARANTY LTD 5.02 01/26/05 PROASSURANCE CORP DE 7.01,9.01 01/27/05 PROCTER & GAMBLE CO OH 2.02 12/31/04 PROCTER & GAMBLE CO OH 1.01,8.01,9.01 01/27/05 PROGRAMMERS PARADISE INC DE 2.02,5.02 12/31/04 PROGRESS ENERGY INC NC 1.02 01/25/05 PROGRESS ENERGY INC NC 7.01,8.01,9.01 01/28/05 PSB HOLDINGS INC /WI/ WI 2.02,9.01 01/28/05 PUBLIC CO MANAGEMENT CORP NV 8.01,9.01 01/11/05 PUBLIC SERVICE CO OF COLORADO CO 1.01 01/21/05 QUAKER CHEMICAL CORP PA 1.01 01/26/05 QUAKER FABRIC CORP /DE/ DE 8.01 01/28/05 QUALITY DISTRIBUTION INC FL 1.01,2.03,9.01 01/28/05 QUANTA SERVICES INC DE 7.01,9.01 01/28/05 QUICKSILVER RESOURCES INC DE 1.01,5.04,9.01 10/14/04 QUIXOTE CORP DE 2.02,7.01,9.01 01/27/05 RAINDANCE 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4.01,9.01 01/26/05 VERTICAL COMPUTER SYSTEMS INC NV 4.01,9.01 01/28/05 AMEND VIACOM INC DE 5.02 01/26/05 VICURON PHARMACEUTICALS INC DE 1.02,8.01,9.01 01/24/05 VION PHARMACEUTICALS INC DE 3.01,9.01 01/27/05 VISIJET INC DE 4.02 01/06/05 VISTA GOLD CORP 8.01,9.01 01/24/05 WASHINGTON BANKING CO WA 2.02,7.01,9.01 12/31/04 WATERFORD GAMING LLC DE 8.01 01/28/05 WATSCO INC FL 5.02,7.01,9.01 01/24/05 WELLS REAL ESTATE FUND III L P GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND IV L P GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND IX LP GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND V L P GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND VI L P GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND VII L P GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND VIII LP GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND X L P GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND XI L P GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND XII LP GA 7.01,8.01,9.01 01/28/05 WELLS REAL ESTATE FUND XIII L P GA 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