SEC NEWS DIGEST Issue 2005-36 February 24, 2005 COMMISSION ANNOUNCEMENTS CHAIRMAN DONALDSON ANNOUNCES NEW APPOINTMENTS Chairman William H. Donaldson today announced the appointments of Joseph A. Hall to serve as Managing Executive for Policy and Martha B. Peterson to serve as Counselor to the Chairman at the Securities and Exchange Commission. “Joe and Martha each bring a wealth of experience and knowledge to their positions. I look forward to continuing to work with them to further the best interests of America’s investors,” Chairman Donaldson said. Joe Hall has been named Managing Executive for Policy. In this position Hall will assist the Chairman with the promulgation and enforcement of policies, regulations, rules and procedures governing markets and issuers. He will be Chairman Donaldson’s primary liaison with the other Commissioners’ offices. Hall joined the Commission in 2003 as Senior Policy Fellow in the Office of General Counsel and later served as Counsel to Chairman Donaldson. Prior to joining the Commission, Hall was a partner with Davis Polk & Wardwell in New York. Hall also worked for Reuters America Inc. as corporate counsel and clerked for the Hon. Phyllis A. Kravitch, U.S. Court of Appeals for the Eleventh Circuit. Hall received his J.D. from Columbia Law School in New York, where he was an editor of the Law Review, a James Kent Scholar and a Harlan Fiske Stone Scholar. Hall received his B.A. from the University of North Carolina at Chapel Hill, where he graduated Phi Beta Kappa. Martha Peterson has been named Counselor to the Chairman. In this position Peterson will advise the Chairman on rulemaking and other initiatives before the Commission. Peterson originally joined the Commission in 1987, serving in the Office of General Counsel and as Counsel to Chairman David Ruder. She returned to the Commission in 1998 and most recently served as Counsel to Chairman Donaldson. In the interim period, Peterson was an editor with the National Legal Research Group. She started her professional career as an associate at the law firm of Howrey and Simon in Washington D.C. Peterson received her J.D. from George Washington University in Washington D.C., where she graduated magna cum laude and was elected to the Order of the Coif. She received her B.A. degree from Harvard University, where she graduated cum laude and was a recipient of the Harvard College and Elizabeth Carrie Aggasiz scholarships. (Press Rel. 2005-21) 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 – WEDNESDAY, MARCH 2, 2005 – 10:00 A.M. The subject matter of the closed meeting scheduled for Wednesday, March 2, 2005, will be: Formal orders of investigations; Institution and settlement of injunctive actions; and Institution and settlement of administrative proceedings of an enforcement nature. OPEN MEETING – THURSDAY, MARCH 3, 2005 – 10:00 A.M. The subject matter of the open meeting scheduled for Thursday, March 3, 2005, will be: 1. The Commission will consider whether to adopt new rule 22c-2 under the Investment Company Act of 1940. The rule would allow registered open-end investment companies (funds) to impose a redemption fee, not to exceed two percent of the amount redeemed, to be retained by the fund. The new rule also would require funds to enter into written agreements with intermediaries (such as broker-dealers and retirement plan administrators) that hold fund shares on behalf of other investors, under which the intermediaries must agree to (i) provide funds with certain shareholder identity and transaction information at the request of the fund, and (ii) implement fund instructions to implement trading restrictions against traders the fund has identified as violating the fund’s market timing policies. The Commission is also seeking additional comment on whether it should establish uniform standards for redemption fees charged under the rule. 2. The Commission will consider whether to propose a new rule, under the securities Exchange Act of 1934, that would define the term “nationally recognized statistical rating organization” (or “NRSRO”). 3. The Commission will consider whether to approve the budget of the Public Company Accounting Oversight Board and will consider the annual accounting support fees under Section 109 of the Sarbanes-Oxley Act of 2002. 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. TRADING SUSPENDED IN THE SECURITIES OF MAXIMUM DYNAMICS, INC. The Commission announced the temporary suspension, pursuant to Section 12(k) of the Securities Exchange Act of 1934 (Exchange Act), of trading of the securities of Maximum Dynamics, Inc. (MXDY), of Colorado Springs, Colorado at 9:30 a.m. EST on Feb. 24, 2005, and terminating at 11:59 p.m. EST on March 9, 2005. The Commission temporarily suspended trading in the securities of Maximum Dynamics, Inc. (Maximum) because of questions regarding the accuracy of assertions to investors by Maximum in its most recent periodic filing (Form 10-QSB, filed Dec. 3, 2004), and a press release dated Jan. 10, 2005, concerning, among other things: 1) the reason why Maximum has experienced delays in fulfilling orders of its Tagnet product offering; and 2) that Maximum has signed an agreement that will enable it to offer its point-of-sale solutions to the prepaid market in Mexico and the United States. 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 Maximum’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 Randall J. Fons, Regional Director (303) 844-1042, fonsr@sec.gov), Donald M. Hoerl, Associate Regional Director (303) 844-1049, hoerld@sec.gov), or Amy J. Norwood, Assistant Regional Director (303) 844-1029, norwooda@sec.gov), at the Central Regional Office of the Securities and Exchange Commission. (Rel. 34-51247) ENFORCEMENT PROCEEDINGS IN THE MATTER OF ROGER HOUSEHOLDER On February 23, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 and Sections 203(e) and 203(f) of the Investment Advisers Act of 1940, Making Findings, and Imposing Remedial Sanctions (Order) against Roger A. Householder (Householder), a CPA and formerly a resident of Park Ridge, Illinois. In the Order, the Commission found that on Feb. 7, 2005, a final judgment order was entered against Householder in the civil action entitled Securities and Exchange Commission v. Roger A. Householder, et al., Case Number 02-C-4128 in the U.S. District Court for the Northern District of Illinois. This Final Judgment was entered pursuant to Householder’s consent and, among other things, permanently enjoined Householder from violating Section 17(a) of the Securities Act of 1933, Section 10(b) of the Exchange Act of 1934, Rule 10b-5 thereunder, Sections 206(1), 206(2) and Section 206(4) of the Investment Advisers Act of 1940, and Rule 206(4)-4 thereunder. The Commission’s complaint in the civil action against Householder alleged that from 1991 through March 2000, Householder acted as investment adviser to a number of accounting clients and acquaintances, individually and acting through his accounting firm, Householder Accounting Services, Inc. (Householder Accounting). Householder recommended that his clients allow him to manage their investments and that they purchase certain securities through him and Householder Accounting, including promissory notes and interests in several investment funds he recommended. The complaint alleged that in offering these securities, Householder knowingly misrepresented the existence of the entity purportedly issuing the security, the use of proceeds, and the safety of the investment. Householder then misappropriated the assets his clients gave him to manage and the funds his clients gave him to purchase the securities he recommended they buy. The complaint also alleged that Householder defrauded the Aapex Equity Fund, a registered investment company that Householder formed in 1998. Householder made the Aapex Equity Fund’s investment decisions through Aapex Equity Advisors, Inc., an investment adviser he formed and for which he was president. The complaint also alleged that on a number of occasions between March and May of 1999, Householder conducted trading on behalf of the Aapex Equity Fund that violated restrictions on concentration of assets and short selling set forth in the Fund’s offering materials, resulting in the loss of all of the Fund’s assets. The Commission’s complaint also alleged that Householder formed Apex Capital Management Corporation, an investment advisory firm for which he was Director of Operations and Accounting Director, and then sold securities in Apex Limited Partnership through fraudulent offering documents that misrepresented Householder’s securities industry background and failed to advise investors of Householder’s previous disciplinary history. Householder also failed to disclose his disciplinary history in Apex Capital Management’s Form ADV filed with the Commission. The complaint also alleged that Householder’s investment advisory clients lost more than $2.3 million in these fraudulent schemes. Based on the above, the Order barred Householder from association with any broker, dealer or investment adviser. Householder consented to the issuance of the Order without admitting or denying any of the findings. (Rel. 34-51241; IA-2361; File No. 3-11837) FORMER INVESTMENT ADVISER CRIMINALLY INDICTED The Commission announced today that on Feb. 17 Barry J. Goodman of North Andover, Massachusetts was indicted by the U.S. Attorney for the District of Massachusetts on 11 criminal counts, including 3 counts of fraud under the Exchange Act and three counts of fraud under the Investor Adviser Act. The indictment charges that between February and August 2000, Goodman obtained and then misappropriated $700,000 through two fraudulent investment schemes offered through his investment advisory business, New England Capital Advisory Group, LLC. The first scheme involved a fictitious “initial public offering pool” (IPO Pool). Goodman collected $500,000 from two investors after falsely representing that he would use their funds to obtain stock in initial public offerings underwritten by five investment banks during a specified period. Goodman, however, did not invest the funds in IPOs. Instead, he used the funds to engage in day trading, to pay other clients, and to pay himself. The second scheme involved a false "arbitrage" opportunity in the internet company, Lycos, Inc. (Lycos). In that scheme, Goodman falsely represented to one of the IPO Pool investors that he had created an investment strategy in which New England Capital would buy stock in Lycos and use options to minimize the risk that Lycos stock would decline in value. Goodman collected an additional $200,000 from that investor. Goodman, however, did not invest the money as he represented. Instead, as he had done with the IPO Pool funds, Goodman used the funds to pay other clients and to pay himself. On Sept. 29, 2004, the District Court for the District of Massachusetts entered a final judgment against Goodman in the Commission’s civil injunctive action finding that, in connection with the same investment scheme alleged in the indictment, he violated the antifraud provisions of the securities laws and imposing a $220,000 civil penalty. The court had previously permanently enjoined Goodman from violating those provisions. On Nov.19, 2004, the Commission obtained an order in an administrative proceeding, by default, barring Goodman from association with an investment adviser. [U.S. v. Barry J. Goodman, USDC, District of Massachusetts Criminal No. 1:05-cr-10038-DPW; SEC v. Barry J. Goodman, et al., USDC, District of Massachusetts C.A. No. 01 CV 10163-JLT] (LR- 19097) SEC FILES CHARGES AGAINST EARTHBOARD, ITS FOUNDER AND PRESIDENT, AND TWO STOCK BROKERS FOR FRAUDULENT SALES OF EARTHBOARD STOCK The Commission announced today that it has filed a securities fraud lawsuit in the U.S. District Court for the District of Columbia against Earthboard Sports USA, Inc., Hubert A. Jeffreys, Timothy F. Bell and Tracy A. Edwards. The Commission’s complaint alleges that Jeffreys, the founder and then-president, CEO, and CFO of Earthboard, a privately held, Costa Mesa, California-based manufacturer of all-terrain skateboards and Bell and Edwards, two former registered representatives, fraudulently offered and sold stock of Earthboard Sports USA, Inc. From April 1998 to March 2003, Earthboard, in an unregistered offering, raised approximately $5.1 million from at least 66 individuals and entities. Jeffreys, Bell and Edwards enticed investors to purchase Earthboard shares using a number of materially false statements including the claim that Vans Inc., a Nasdaq-traded footwear company, planned to acquire Earthboard in a one-for-one share exchange that would generate a windfall of as much as $24 for each dollar invested in Earthboard stock. In reality, Vans never had any intention to acquire Earthboard and had never expressed any interest in acquiring Earthboard. The complaint alleges that, in one instance, Jeffreys, Bell and Edwards defrauded an elderly couple of at least $455,000. Bell and Edwards went as far as arranging for the couple to mortgage their paid-off home to buy Earthboard stock; the couple ultimately lost their home when the promised profits from their Earthboard investment failed to materialize and they could not afford to make the mortgage payments. The complaint further alleges that Jeffreys misappropriated at least $1.9 million of investor funds, using stock sale proceeds to buy a waterfront home in Newport Beach, three undeveloped plots in a residential community in Lake Havasu, Arizona, a house in his girlfriend’s name, and a thirty-foot fishing boat and accompanying mooring on Santa Catalina Island. The Commission’s action seeks permanent injunctions, orders of disgorgement and civil penalties against Earthboard and Jeffreys for violating Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933 (Securities Act) and Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 10b-5 thereunder, as well as an officer and director bar against Jeffreys. The Commission also seeks permanent injunctions, orders of disgorgement, and civil penalties against Bell and Edwards for violating Section 17(a) of the Securities Act and Section 10(b) of the Exchange Act and Rule 10b-5 thereunder. [SEC v. Hubert A. Jeffreys, a/k/a Hugh Jeffreys, Earthboard Sports USA, Inc., Timothy F. Bell and Tracy A. Edwards, Civil Action No. 1:05CV00372, RWR, D.D.C.] (LR-19098) FEDERAL COURT ENJOINS PETER WARREN AND EXO-BRAIN, INC. (FORMERLY E-BRAIN SOLUTIONS, LLC) IN FRAUDULENT, UNREGISTERED OFFERINGS OF SECURITIES The Commission announced that the Honorable Clarence Cooper, U.S. District Judge for the Northern District of Georgia, entered separate orders of permanent injunction and other relief against Exo-Brain, Inc. (Exo-Brain, formerly E-Brain Solutions, LLC) and against Peter Warren, on February 11 and February 17, 2005 respectively. The orders restrained each defendant from further violations of Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. Exo-Brain and Warren were ordered to pay disgorgement, prejudgment interest and civil penalties in amounts to be resolved upon motion of the Commission at a later date. Exo-Brain and Warren consented to the entry of each defendant’s respective order without admitting or denying the allegations of the Commission’s complaint. The Commission’s complaint alleged that in 2000 and 2001, the defendants raised up to $12.4 million from investors in a series of fraudulent, unregistered offerings of securities. At the time of the conduct alleged in the complaint, Warren was a part time resident of, and Exo- Brain was located in, Chattanooga, Tennessee. Warren controlled E-Brain LLC and Exo-Brain. The complaint alleged that in offering documents, the defendants falsely claimed to have developed a working prototype that could be used to make computers more user friendly, by enabling a person to operate a computer with voice command, and in numerous foreign languages. The defendants also falsely represented that the company had built a launch product or commercially available product when no such product existed, and also misrepresented, among other things, the company’s financial situation. The complaint alleged that the offerings of E-Brain LLC should be integrated into a single unregistered offering because, in part, the offerings did not cease for more than a six month period of time, the sales of securities by E-Brain LLC all shared the same purpose—to fund the software development business controlled by Warren, and E-Brain LLC was involved in a single plan of financing. The complaint further alleged, for several reasons, that the offerings of the successor company Exo-Brain should be integrated with the earlier offerings of E- Brain LLC, which were not exempt from the registration requirements of the Securities Act. [SEC v. Peter Warren and Exo-Brain, Inc. (formerly E-Brain Solutions, LLC), Civil Action File No. 4:01-CV-2403 (N.D. Ga.] (LR-19099) SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGE The Chicago Board Options Exchange filed a proposed rule change (SR-CBOE- 2004-58) and Amendments No. 1 and 2 thereto relating to Market-Marker quoting and Market-Maker appointments. Publication of the proposal is expected in the Federal Register during the week of February 28. (Rel. 34-51234) ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission granted accelerated approval to a proposed rule change (SR-CBOE-2003-30), on a pilot basis, submitted by the Chicago Board Options Exchange relating to position limits and exercise limits. Publication of the proposal is expected in the Federal Register during the week of February 28. (Rel. 34-51244) 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 CAL BAY INTERNATIONAL INC, 1582 PARKWAY LOOP SUITE G, TUSTIN, CA, 92780, 7142587070 - 6,000,000 ($300,000.00) Equity, (File 333-122952 - Feb. 23) (BR. 37) S-3 Onstream Media CORP, 1291 SW 29 AVE, STE 3A, POMPANO BEACH, FL, 33069, 9549176655 - 23,091,290 ($45,720,754.00) Equity, (File 333-122953 - Feb. 23) (BR. 03) S-2 COMMERCEFIRST BANCORP INC, 1804 WEST STREET, SUITE 200, ANNAPOLIS, MD, 21404, 4102806695 - 1,333 ($13,996.50) Equity, (File 333-122954 - Feb. 23) (BR. 07) S-8 K SWISS INC, 31248 OAK CREST DRIVE, WESTLAKE VILLAGE, CA, 91361, 8187065100 - 0 ($31,270,000.00) Equity, (File 333-122955 - Feb. 23) (BR. 02) S-8 INTEGRITY FINANCIAL CORP, 8283228167 - 360,000 ($5,803,200.00) Equity, (File 333-122956 - Feb. 23) (BR. 07) S-8 ADZONE RESEARCH INC, 4062-80 GRUMMAN BLVD, SUITE 201, CALVERTON, NY, 11933, 631-369-1100 - 3,500,000 ($420,000.00) Equity, (File 333-122957 - Feb. 23) (BR. 06) S-8 AMERICAN HEALTHCHOICE INC /NY/, 2221 JUSTIN ROAD, SUITE 119-154, FLOWER MOUND, TX, 75028, 9727511900 - 5,000,000 ($850,000.00) Equity, (File 333-122958 - Feb. 23) (BR. 01) S-8 CERIDIAN CORP /DE/, 3311 E OLD SHAKOPEE RD, MINNEAPOLIS, MN, 55425, 9528538100 - 0 ($115,830,000.00) Equity, (File 333-122959 - Feb. 23) (BR. 08) S-3 ENERGY CONVERSION DEVICES INC, 2956 WATERVIEW DRIVE, ROCHESTER HILLS, MI, 48309, 248-293-0440 - 5,090,000 ($94,623,100.00) Equity, (File 333-122961 - Feb. 23) (BR. 36) S-8 PROGRESS SOFTWARE CORP /MA, 14 OAK PARK, BEDFORD, MA, 01730, 6172804000 - 0 ($100,456,750.00) Equity, (File 333-122962 - Feb. 23) (BR. 03) S-3 INTEGRAL SYSTEMS INC /MD/, 5000 PHILADELPHIA WAY, LANHAM, MD, 20706, 3017314233 - 230,349 ($4,254,546.00) Equity, (File 333-122963 - Feb. 23) (BR. 03) F-6 MILLEA HOLDINGS INC, OTEMACHI FIRST SQUARE WEST, TOKYO, A1, 00000, 0 ($5,000,000.00) ADRs/ADSs, (File 333-122964 - Feb. 23) (BR. 01) F-10 NEUROCHEM INC, 275 ARMAND-FRAPPIER BLVD., LAVAL, A8, H7V 4A7, 450-680-4500 - 4,600,000 ($86,756,000.00) Equity, (File 333-122965 - Feb. 23) (BR. 01) S-8 FINANCIALCONTENT INC, 4153566800 - 400,000 ($380,000.00) Equity, (File 333-122966 - Feb. 23) (BR. 37) S-1 International Metal Enterprises, Inc., 1 PENN PLAZA, SUITE 2514, NEW YORK, NY, 10119, 212-798-8100 - 0 ($578,250,100.00) Equity, (File 333-122967 - Feb. 23) (BR. ) S-3 BANCORP RHODE ISLAND INC, ONE TURKS HEAD PLACE, PROVIDENCE, RI, 02903, 4014565015 - 632,500 ($25,141,875.00) Equity, (File 333-122968 - Feb. 23) (BR. 07) S-8 BALLISTIC RECOVERY SYSTEMS INC, 300 AIRPORT ROAD, SOUTH ST. PAUL, MN, 55075, 6514577491 - 0 ($1,039,500.00) Equity, (File 333-122969 - Feb. 23) (BR. 05) S-8 ANCHOR BANCORP WISCONSIN INC, 25 WEST MAIN ST, MADISON, WI, 53703, 6082528700 - 921,990 ($25,170,327.00) Equity, (File 333-122970 - Feb. 23) (BR. 07) 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.C. Moore Arts & Crafts, Inc. PA 8.01 02/22/05 ABLE ENERGY INC DE 1.01,5.02,9.01 02/16/05 ABLEST INC DE 1.01,2.02,9.01 02/17/05 ABRAXAS PETROLEUM CORP NV 1.01,7.01,9.01 02/23/05 ACCELR8 TECHNOLOGY CORP CO 4.01,9.01 02/18/05 ACCREDITED HOME LENDERS INC DE 8.01,9.01 02/23/05 ACCREDO HEALTH INC DE 8.01,9.01 02/23/05 ACE CASH EXPRESS INC/TX TX 7.01,9.01 02/23/05 ACTION PRODUCTS INTERNATIONAL INC FL 1.01,9.01 02/16/05 ACTIVISION INC /NY DE 7.01,9.01 02/23/05 ADOLOR CORP 5.02 02/22/05 AEOLUS PHARMACEUTICALS, INC. DE 1.01,9.01 02/18/05 ALADDIN SYSTEMS HOLDINGS INC NV 1.01,7.01 02/17/05 ALLIED WASTE INDUSTRIES INC DE 8.01 02/22/05 AMERICAN BAR ASSOCIATION MEMBERS STAT MA 1.01,3.03,5.02,5.03,9.01 02/17/05 AMERICAN EQUITY INVESTMENT LIFE HOLDI IA 7.01 02/23/05 AMERICAN GREETINGS CORP OH 1.01,5.02 02/16/05 AMERICAN PHARMACEUTICAL PARTNERS INC DE 1.01,9.01 02/16/05 AMERICAN WOODMARK CORP VA 2.02,9.01 01/31/05 AMERIGROUP CORP 1.01,9.01 02/23/05 AMERIQUEST MORTGAGE SECURITIES INC DE 9.01 02/23/05 AMERITRANS CAPITAL CORP DE 2.02 02/23/05 AMPEX CORP /DE/ DE 4.02,9.01 02/18/05 ANALYSTS INTERNATIONAL CORP 1.01,9.01 02/23/05 ANDREW CORP DE 8.01,9.01 02/22/05 ANIMAS CORP DE 2.02,9.01 02/16/05 ANTEON INTERNATIONAL CORP DE 9.01 12/31/04 APARTMENT INVESTMENT & MANAGEMENT CO MD 1.01 02/16/05 APPLEBEES INTERNATIONAL INC DE 1.01 02/15/05 APPLEBEES INTERNATIONAL INC DE 8.01 02/23/05 ARADIGM CORP CA 5.02,9.01 02/23/05 ARBITRON INC DE 1.01,9.01 02/23/05 ARCADIA RESOURCES, INC NV 1.01,2.03,5.02,8.01,9.01 02/17/05 ARCH CHEMICALS INC VA 2.02 11/02/04 AMEND ARCH CHEMICALS INC VA 2.02 02/11/05 AMEND ARES CAPITAL CORP MD 7.01,9.01 02/23/05 ARGONAUT TECHNOLOGIES INC DE 1.01,7.01,9.01 02/21/05 ASCENDANT SOLUTIONS INC DE 1.01,5.02,9.01 02/16/05 ASHLAND INC KY 7.01,9.01 02/22/05 AMEND ATLAS MINING CO ID 1.01 02/16/05 AXEDA SYSTEMS INC DE 1.01,2.02,9.01 02/16/05 AZTAR CORP DE 1.01,5.02 02/17/05 AZTAR CORP DE 5.02 12/09/04 AMEND BALCHEM CORP MD 1.01,5.02,5.03,9.01 02/21/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 02/22/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 02/22/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 02/23/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 02/22/05 BANK JOS A CLOTHIERS INC /DE/ DE 5.02,9.01 02/16/05 BARNES GROUP INC DE 1.01 02/16/05 BEARD CO /OK OK 3.02 02/18/05 BELDEN & BLAKE CORP /OH/ OH 1.01,9.01 02/18/05 BIOMARIN PHARMACEUTICAL INC DE 2.02,9.01 02/23/05 BJs RESTAURANTS INC CA 7.01,9.01 02/23/05 BLACK BOX CORP DE 1.01,2.03,9.01 02/17/05 BLISS ESSENTIALS CORP 8.01 02/23/05 BLUEFLY INC DE 1.01,9.01 02/18/05 BLUEGATE CORP NV 5.02,9.01 02/16/05 BOYKIN LODGING CO OH 2.02,9.01 02/23/05 BRINKER INTERNATIONAL INC DE 5.02,9.01 02/21/05 BRISTOL WEST HOLDINGS INC DE 9.01 02/16/05 BROADWING CORP DE 3.02 02/22/05 BROOKS AUTOMATION INC DE 1.01 02/17/05 BSABS 20005-SD1 DE 9.01 02/08/05 BULLDOG TECHNOLOGIES INC NV 7.01,9.01 02/23/05 CABLEVISION SYSTEMS CORP /NY DE 1.01 02/18/05 CABOT OIL & GAS CORP DE 2.02,9.01 02/21/05 CALIPER LIFE SCIENCES INC DE 1.01 02/16/05 CAMBRIDGE HEART INC DE 1.01,9.01 01/01/05 CARDINAL FINANCIAL CORP VA 5.02 02/16/05 CATALYST LIGHTING GROUP INC DE 5.02 02/23/05 CEDAR SHOPPING CENTERS INC MD 7.01 12/27/04 AMEND CELEBRATE EXPRESS, INC. 5.02 02/16/05 CENTENNIAL SPECIALTY FOODS CORP DE 8.01 02/15/05 CENTENNIAL SPECIALTY FOODS CORP DE 8.01 02/16/05 CENTRAL VALLEY COMMUNITY BANCORP CA 1.01 02/16/05 CENTRAL VERMONT PUBLIC SERVICE CORP VT 2.02,7.01,9.01 02/23/05 CENTRUE FINANCIAL CORP DE 3.01,8.01,9.01 02/23/05 CENTURY ALUMINUM CO DE 2.02,9.01 02/22/05 CHARLES & COLVARD LTD NC 1.01,9.01 02/21/05 CHARMING SHOPPES INC PA 7.01,9.01 02/23/05 CHEMED CORP DE 1.02,9.01 02/18/05 CHESAPEAKE CORP /VA/ VA 5.02,9.01 02/22/05 CHEVY CHASE AUTO RECEIVABLES TRUST 20 9.01 01/31/05 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD 9.01 01/31/05 CHIQUITA BRANDS INTERNATIONAL INC NJ 2.02,9.01 02/22/05 CHIQUITA BRANDS INTERNATIONAL INC NJ 7.01,9.01 02/23/05 CHIQUITA BRANDS INTERNATIONAL INC NJ 1.01,2.03,9.01 02/22/05 CIENA CORP DE 2.02,9.01 02/23/05 CIMAREX ENERGY CO DE 5.02 02/21/05 CINCINNATI BELL INC OH 1.01,1.02,2.03,3.03,8.01,9.01 02/23/05 CITIZENS COMMUNITY BANCORP 8.01 02/22/05 CO LIQUIDATION, INC. DE 8.01,9.01 02/22/05 COBRA ELECTRONICS CORP DE 2.02,5.02,9.01 02/21/05 COCA COLA CO DE 1.01,9.01 02/23/05 Collegiate Funding Services Education DE 8.01,9.01 02/16/05 COLONIAL BANCGROUP INC DE 7.01 02/18/05 COMMERCIAL FEDERAL CORP NE 8.01,9.01 02/17/05 COMPUTER TASK GROUP INC NY 2.02,9.01 02/23/05 CORRECTIONS CORP OF AMERICA MD 1.01,9.01 02/16/05 CORUS BANKSHARES INC MN 7.01,9.01 02/22/05 COVAD COMMUNICATIONS GROUP INC DE 2.02,9.01 02/23/05 COVENANT TRANSPORT INC NV 1.01 02/16/05 COX COMMUNICATIONS INC /DE/ DE 1.02 02/22/05 COX RADIO INC DE 2.02,7.01,9.01 02/23/05 CPI HOLDCO INC DE 1.01,2.03,9.01 02/16/05 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 02/18/05 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 02/23/05 CROMPTON CORP DE 8.01,9.01 02/22/05 Crown Financial Holdings, Inc. NJ 5.02,8.01,9.01 02/15/05 CROWN MEDIA HOLDINGS INC DE 1.01,9.01 02/23/05 CRT PROPERTIES INC FL 7.01,9.01 02/17/05 CSP INC /MA/ MA 2.02,9.01 12/31/04 CUBIC CORP /DE/ DE 5.02 02/21/05 CULP INC NC 1.01,2.02,9.01 02/18/05 CYBER DEFENSE SYSTEMS INC FL 2.02,9.01 02/23/05 CYBER DEFENSE SYSTEMS INC FL 1.01,3.02,5.01,5.03,9.01 02/22/05 AMEND CYMER INC NV 1.01,9.01 02/16/05 CYTOGEN CORP DE 2.02,9.01 02/23/05 DADE BEHRING HOLDINGS INC DE 2.02,9.01 02/22/05 DANA CORP VA 2.02,7.01,9.01 02/23/05 DATASTREAM SYSTEMS INC DE 4.02 02/16/05 DAVITA INC DE 8.01,9.01 02/18/05 DEERE JOHN RECEIVABLES INC DE 8.01,9.01 02/23/05 DELPHI CORP DE 5.02,9.01 02/23/05 DELTIC TIMBER CORP DE 1.01 02/16/05 DENDRITE INTERNATIONAL INC NJ 1.01,1.02,9.01 02/16/05 DEPARTMENT 56 INC DE 1.01 02/16/05 DESERT HEALTH PRODUCTS INC AZ 8.01 02/22/05 DEUTSCHE RECREATIONAL ASSET FUNDING C NV 8.01,9.01 01/31/05 DEX MEDIA INC DE 1.01,9.01 02/17/05 DIRECT INSITE CORP DE 5.02 02/18/05 DISTRIBUTION FINANCIAL SERVICES MARIN NY 8.01,9.01 01/31/05 DISTRIBUTION FINANCIAL SERVICES RV MA NV 8.01,9.01 01/31/05 DISTRIBUTION FINANCIAL SERVICES RV TR NY 8.01,9.01 01/31/05 DISTRIBUTION FINANCIAL SERVICES RV TR NY 8.01,9.01 01/31/05 DIVIDEND CAPITAL TRUST INC MD 2.01 02/02/05 AMEND DOLLAR GENERAL CORP TN 7.01,9.01 02/23/05 DOLLAR THRIFTY AUTOMOTIVE GROUP INC DE 1.01,9.01 02/17/05 DOLLAR TREE STORES INC VA 2.02,7.01,9.01 02/23/05 DONALDSON CO INC DE 2.02,7.01,9.01 02/23/05 DPAC TECHNOLOGIES CORP CA 1.01,8.01,9.01 02/16/05 DPL INC OH 2.02,7.01,9.01 02/16/05 DREW INDUSTRIES INC DE 2.02,7.01,9.01 02/21/05 DREW INDUSTRIES INC DE 1.01,9.01 02/17/05 DUQUESNE LIGHT HOLDINGS INC PA 1.01 02/17/05 E LOAN INC DE 2.02,5.02,9.01 02/17/05 EFUNDS CORP DE 1.01,2.02,9.01 02/18/05 ELINE ENTERTAINMENT GROUP INC NV 2.02,9.01 02/23/05 EMC INSURANCE GROUP INC IA 7.01 02/23/05 EMERSON ELECTRIC CO MO 7.01 02/23/05 ENDOCARE INC DE 5.02 02/22/05 ENPATH MEDICAL INC MN 2.02,9.01 02/23/05 ENSCO INTERNATIONAL INC DE 8.01,9.01 02/23/05 ENTERCOM COMMUNICATIONS CORP PA 2.02,9.01 02/23/05 ENTREMED INC DE 1.01,9.01 02/16/05 ENVIRO VORAXIAL TECHNOLOGY INC ID 3.03 02/16/05 ENVIRONMENTAL REMEDIATION HOLDING COR CO 1.01,3.02 02/18/05 EQUITY OFFICE PROPERTIES TRUST MD 1.01,9.01 02/22/05 EQUITY ONE INC MD 1.01,9.01 02/23/05 ERIE FAMILY LIFE INSURANCE CO PA 8.01,9.01 02/23/05 ERIE INDEMNITY CO PA 8.01,9.01 02/23/05 EURONET WORLDWIDE INC DE 2.02,9.01 02/22/05 EVCI Career Colleges Holding Corp DE 2.02,9.01 02/22/05 EXCO RESOURCES INC TX 9.01 01/17/05 AMEND Extra Space Storage Inc. MD 5.02,9.01 02/16/05 F&M BANK CORP VA 4.01 02/17/05 FAST EDDIE RACING STABLES INC FL 1.01,9.01 02/18/05 FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.01,8.01,9.01 02/22/05 FIBERSTARS INC /CA/ CA 2.02,9.01 02/23/05 FIDELITY NATIONAL FINANCIAL INC /DE/ DE 7.01,9.01 02/23/05 FIFTH THIRD BANCORP OH 7.01,9.01 02/23/05 FINANCIAL SECURITY ASSURANCE HOLDINGS NY 1.01,9.01 02/16/05 FIRST BANCORP /NC/ NC 7.01,9.01 02/22/05 FIRST CONSULTING GROUP INC DE 7.01,9.01 02/23/05 FIRST DEFIANCE FINANCIAL CORP OH 5.02,9.01 02/21/05 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 02/23/05 FIRST HORIZON ASSET SECURITIES INC DE 8.01,9.01 02/23/05 FIRST M&F CORP/MS MS 8.01 04/28/04 FIRST NATIONAL COMMUNITY BANCORP INC PA 8.01,9.01 02/23/05 FIRST PACTRUST BANCORP INC MD 8.01,9.01 02/23/05 FLOWSERVE CORP NY 1.01 02/16/05 FLUSHING FINANCIAL CORP DE 8.01,9.01 02/22/05 FLYI INC DE 7.01 02/23/05 FMC CORP DE 7.01 02/22/05 FORMFACTOR INC DE 1.01,5.02 02/16/05 FORTUNE BRANDS INC DE 1.01,9.01 02/21/05 FPIC INSURANCE GROUP INC FL 2.02,9.01 12/31/04 FRANKLIN COVEY CO UT 1.01,9.01 02/22/05 FRESH CHOICE INC DE 8.01,9.01 02/18/05 FRONTIER FINANCIAL CORP /WA/ WA 8.01 02/22/05 FRONTIER OIL CORP /NEW/ WY 7.01,9.01 02/23/05 FTI CONSULTING INC MD 1.01,3.02,7.01,8.01,9.01 02/16/05 GANNETT CO INC /DE/ DE 5.02 02/16/05 GEMSTAR TV GUIDE INTERNATIONAL INC DE 2.02,7.01,9.01 02/23/05 GENCORP INC OH 8.01,9.01 02/23/05 GENE LOGIC INC DE 1.01,9.01 02/23/05 AMEND GENERAL NUTRITION CENTERS INC PA 1.01,9.01 02/21/05 GENIUS PRODUCTS INC NV 7.01,9.01 02/16/05 GENSYM CORP DE 1.01 02/16/05 GLATFELTER P H CO PA 1.01 02/16/05 GLATFELTER P H CO PA 2.02,9.01 02/16/05 GLOBAL BUSINESS SERVICES INC DE 1.01,2.01,3.02,5.01,5.02 02/22/05 GLOBAL ENVIRONMENTAL ENERGY COPORATIO C5 8.01,9.01 02/21/05 GLOBAL PREFERRED HOLDINGS INC DE 5.02,9.01 02/16/05 Global Resource CORP CO 1.01,2.01,3.02,5.02,5.03,5.05 09/17/04 GNC CORP DE 1.01,9.01 02/21/05 GOLDSPRING INC FL 5.01,5.02,9.01 02/15/05 GOODYEAR TIRE & RUBBER CO /OH/ OH 5.02 02/23/05 GRAINGER W W INC IL 5.02 02/23/05 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 02/18/05 GREENWICH CAPITAL ACCEPTANCE INC DE 8.01,9.01 02/23/05 GTSI CORP DE 2.02,9.01 02/23/05 HALIFAX CORP VA 2.02,9.01 02/23/05 AMEND HALLIBURTON CO DE 5.05 02/22/05 HANCOCK HOLDING CO MS 8.01,9.01 02/22/05 HANCOCK JOHN LIFE INSURANCE CO MA 8.01,9.01 02/22/05 HANCOCK JOHN LIFE INSURANCE CO MA 8.01,9.01 02/22/05 HANDLEMAN CO /MI/ MI 2.02 02/23/05 HARVEST NATURAL RESOURCES INC DE 1.01 02/23/05 HAWAIIAN HOLDINGS INC DE 8.01,9.01 02/18/05 HEALTHAXIS INC PA 1.01 02/23/05 HEARST ARGYLE TELEVISION INC DE 2.02,7.01,9.01 02/23/05 HMB Acceptance Corp. DE 8.01 02/23/05 HMN FINANCIAL INC DE 5.03,9.01 02/22/05 HOTEL OUTSOURCE MANAGEMENT INTERNATIO DE 8.01 02/18/05 HUB INTERNATIONAL LTD A6 2.02 02/23/05 HYTHIAM INC DE 1.01,7.01,9.01 02/22/05 IBIS TECHNOLOGY CORP MA 2.02,9.01 02/23/05 IBIZ TECHNOLOGY CORP FL 1.01,2.03,3.02,9.01 02/18/05 ICAD INC DE 1.01,5.02,9.01 02/16/05 ILLINI CORP IL 3.02 02/17/05 IMCOR PHARMACEUTICAL CO NV 5.03,9.01 02/21/05 IMPERIAL OIL LTD 7.01,9.01 02/18/05 INCENTRA SOLUTIONS, INC. NV 1.01,2.01,2.03,3.02,8.01,9.01 02/17/05 INCODE TECHNOLOGIES CORP. NV 2.01,9.01 12/09/04 AMEND INDEPENDENCE HOLDING CO DE 7.01 02/17/05 INLAND REAL ESTATE CORP MD 2.02,7.01,9.01 02/22/05 INSURANCE AUTO AUCTIONS, INC IL 1.01,8.01,9.01 02/23/05 INTEGRAL SYSTEMS INC /MD/ MD 3.02 02/21/05 INTEGRITY FINANCIAL CORP NC 8.01,9.01 02/23/05 INTERACTIVE INTELLIGENCE INC IN 1.01 02/17/05 INTERNATIONAL ELECTRONICS INC MA 3.01 02/23/05 INTERNATIONAL STEEL GROUP INC DE 7.01,9.01 02/23/05 INTERSTATE HOTELS & RESORTS INC DE 2.02,9.01 02/23/05 IOMEGA CORP DE 1.01,5.02,9.01 02/21/05 AMEND IPC HOLDINGS LTD 2.02,9.01 02/22/05 ISOLAGEN INC DE 1.01,7.01,9.01 02/16/05 iVow, Inc. DE 5.02,5.03,9.01 02/22/05 J JILL GROUP INC DE 2.02,4.02,9.01 02/23/05 J&J SNACK FOODS CORP NJ 8.01,9.01 02/23/05 JACK IN THE BOX INC /NEW/ DE 2.02,8.01,9.01 02/23/05 JORDAN INDUSTRIES INC IL 1.01,2.03,9.01 02/16/05 KANSAS CITY SOUTHERN DE 8.01,9.01 02/22/05 Kearny Financial Corp. X1 8.01,9.01 02/23/05 KEWAUNEE SCIENTIFIC CORP /DE/ DE 2.02,9.01 02/22/05 KEY ENERGY SERVICES INC MD 2.02,9.01 02/22/05 KLA TENCOR CORP DE 1.01,1.02,9.01 02/23/05 KMG CHEMICALS INC TX 2.02 02/17/05 KORN FERRY INTERNATIONAL DE 1.01,2.03,9.01 02/23/05 KRONOS WORLDWIDE INC 7.01,9.01 02/17/05 LAM RESEARCH CORP DE 1.01,3.03,5.02,5.03,9.01 02/16/05 LAMAR ADVERTISING CO/NEW DE 2.02,9.01 02/23/05 LAND O LAKES INC 2.02 02/23/05 LAS VEGAS SANDS CORP NV 1.01,2.03,3.03,9.01 02/22/05 LASALLE HOTEL PROPERTIES MD 2.02,9.01 02/23/04 LCA VISION INC DE 2.02,9.01 02/23/05 LEE ENTERPRISES INC DE 8.01 02/22/05 LIBERTY PROPERTY TRUST MD 1.01,9.01 02/17/05 LIGHTING SCIENCE GROUP CORP DE 8.01 02/22/05 LITHIA MOTORS INC OR 1.01,9.01 02/17/05 LONGVIEW FIBRE CO WA 2.02,9.01 01/10/05 LORAL SPACE & COMMUNICATIONS LTD D0 8.01 02/09/05 LOWES COMPANIES INC NC 2.02,4.02,9.01 02/17/05 LUBRIZOL CORP OH 1.01,9.01 02/21/05 AMEND LUCILLE FARMS INC DE 5.02,9.01 02/21/05 MACROPORE INC DE 5.02,9.01 02/15/05 MANNKIND CORP 1.01,9.01 12/31/04 MANPOWER INC /WI/ WI 1.01,1.02 02/16/05 MAPINFO CORP DE 1.01 02/17/05 MARGO CARIBE INC PR 1.01,2.01,9.01 02/16/05 MARTHA STEWART LIVING OMNIMEDIA INC DE 2.02,9.01 02/23/05 MASCO CORP /DE/ DE 2.02,9.01 02/23/05 MATRIA HEALTHCARE INC DE 2.02,9.01 02/22/05 MATRITECH INC/DE/ DE 1.01,9.01 02/17/05 MCDONALDS CORP DE 1.01 02/16/05 MEDCO HEALTH SOLUTIONS INC DE 1.01,8.01,9.01 02/22/05 MEDICALCV INC MN 1.01,3.02 02/16/05 MEDICINES CO /DE DE 2.02,5.02,9.01 02/22/05 MEDIMMUNE INC /DE DE 1.01 02/23/05 MERCK & CO INC NJ 8.01,9.01 02/17/05 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 02/15/05 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 02/15/05 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE 8.01,9.01 02/15/05 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 02/15/05 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 02/15/05 MERRILL LYNCH DEPOSITOR INC PREFERRED DE 8.01,9.01 02/15/05 METROLOGIC INSTRUMENTS INC NJ 2.02,9.01 02/21/05 METROPCS INC 1.01 02/18/05 METROPCS INC 1.01,2.03 02/22/05 MICHAELS STORES INC DE 8.01,9.01 02/17/05 MIDAS INC DE 1.01 12/13/04 MIDCAROLINA FINANCIAL CORP NC 1.02,9.01 02/23/05 MIDDLEBURG FINANCIAL CORP VA 5.02 02/17/05 MIKOHN GAMING CORP NV 1.01,8.01,9.01 02/19/05 MILL CREEK RESEARCH INC UT 3.02,4.01,5.02 02/04/05 AMEND MILLIPORE CORP /MA MA 5.02 02/18/05 MINRAD INTERNATIONAL, INC. NV 5.02,9.01 02/23/05 MITEK SYSTEMS INC DE 1.01,3.02,9.01 02/22/05 MOLECULAR DEVICES CORP DE 1.01 02/16/05 MOLECULAR IMAGING CORP DE 2.04,8.01,9.01 02/22/05 MOLINA HEALTHCARE INC DE 2.02,9.01 02/23/05 MOLSON COORS BREWING CO CO 1.01,2.03,9.01 02/17/05 MONACO COACH CORP /DE/ DE 5.02 02/16/05 MONARCH CASINO & RESORT INC NV 2.02 02/15/05 AMEND MONEYGRAM INTERNATIONAL INC 1.01,8.01 02/16/05 MotivNation, Inc. 1.01,3.03,5.02,9.01 02/11/05 MYMETICS CORP DE 1.01,3.02,9.01 12/31/04 Myriad Entertainment & Resorts, Inc. 4.01 01/17/05 AMEND MYRIAD GENETICS INC DE 1.01 02/17/05 MYRIAD GENETICS INC DE 1.01 02/17/05 NANOGEN INC DE 2.02,9.01 02/23/05 NANOMETRICS INC CA 2.02,9.01 02/23/05 NATIONAL BANCSHARES CORP /OH/ OH 7.01,9.01 02/23/05 NATIONAL HEALTHCARE CORP DE 2.02 02/22/05 NATIONAL PENN BANCSHARES INC PA 2.02,7.01 02/23/05 NATIONAL PENN BANCSHARES INC PA 2.02,7.01 02/23/05 NATIONAL RURAL UTILITIES COOPERATIVE DC 5.02 02/16/05 NAVIGATORS GROUP INC DE 2.02,7.01 02/23/05 NAVISTAR INTERNATIONAL CORP DE 8.01,9.01 02/23/05 NCT GROUP INC DE 1.01,2.03,3.02 02/16/05 Neenah Paper Inc DE 7.01,9.01 02/22/05 NEWS CORP 8.01,9.01 02/23/05 NEXTEL COMMUNICATIONS INC DE 1.01 02/16/05 NEXTEL PARTNERS INC DE 2.02,8.01,9.01 02/23/05 NEXTERA ENTERPRISES INC DE 2.02,9.01 02/22/05 Nissan Auto Lease Trust 2004-A DE 8.01,9.01 02/15/05 NISSAN AUTO RECEIVABLES 2004-B OWNER 8.01,9.01 02/15/05 Nissan Auto Receivables 2004-C Owner DE 8.01,9.01 02/15/05 Nissan Auto Receivables 2005-A Owner 8.01,9.01 02/15/05 NITROMED INC DE 1.01 02/16/05 NL INDUSTRIES INC NJ 7.01,9.01 02/22/05 NOBLE CORP 7.01,9.01 02/23/05 NORTH FORK BANCORPORATION INC DE 8.01 02/23/05 NORTHWEST BIOTHERAPEUTICS INC DE 4.01 02/16/05 NORTHWEST PIPE CO OR 2.02,9.01 02/23/05 NOVASTAR FINANCIAL INC MD 2.03,9.01 02/22/05 NUWAY MEDICAL INC DE 2.03,3.02,9.01 09/03/04 OCEAN BIO CHEM INC FL 8.01 02/21/05 ODYSSEY HEALTHCARE INC DE 2.02,9.01 02/22/05 ONEOK INC /NEW/ OK 1.01,9.01 02/17/05 ONEOK INC /NEW/ OK 2.02,9.01 02/23/05 Onstream Media CORP FL 8.01,9.01 02/22/05 ONYX ACCEPTANCE FINANCIAL CORP DE 8.01,9.01 02/23/05 ORIENT EXPRESS HOTELS LTD 2.02,9.01 02/22/05 OWENS CORNING DE 1.01,9.01 02/16/05 P F CHANGS CHINA BISTRO INC 2.02,9.01 02/16/05 PACIFIC ENTERPRISES INC CA 2.02,9.01 02/23/05 PAMRAPO BANCORP INC DE 8.01,9.01 02/23/05 PEC SOLUTIONS INC DE 2.02,7.01,9.01 02/23/05 PEDIATRIX MEDICAL GROUP INC FL 1.01,8.01,9.01 02/23/05 PENN NATIONAL GAMING INC PA 1.01 02/18/05 PENNFED FINANCIAL SERVICES INC DE 8.01,9.01 02/23/05 PENNICHUCK CORP NH 2.02,9.01 02/23/05 PENNSYLVANIA REAL ESTATE INVESTMENT T PA 8.01,9.01 02/21/05 PENWEST PHARMACEUTICALS CO WA 1.01 02/16/05 PEOPLES BANCORP OF NORTH CAROLINA INC NC 8.01,9.01 02/17/05 PERICOM SEMICONDUCTOR CORP CA 2.05,9.01 02/23/05 PHASE FORWARD INC DE 1.01 02/16/05 PHOTOWORKS INC /WA WA 3.02,8.01 02/16/05 PINNACLE AIRLINES CORP DE 2.02,7.01,9.01 02/22/05 PINNACLE DATA SYSTEMS INC OH 2.02,9.01 02/23/05 PIONEER OIL & GAS UT 8.01 02/22/05 PLAINS ALL AMERICAN PIPELINE LP DE 1.01,9.01 02/17/05 PLATINUM UNDERWRITERS HOLDINGS LTD D0 2.02,9.01 02/22/05 PLATINUM UNDERWRITERS HOLDINGS LTD D0 5.02 02/22/05 PLATINUM UNDERWRITERS HOLDINGS LTD D0 1.01,9.01 02/22/05 PLAYBOY ENTERPRISES INC DE 7.01,9.01 02/22/05 PLUG POWER INC DE 2.02,9.01 02/23/05 PMI GROUP INC DE 1.01,9.01 02/16/05 PNM RESOURCES INC NM 2.02 02/23/05 POPULAR INC PR 1.01 02/23/05 POSSIS MEDICAL INC MN 9.01 02/22/05 PPG INDUSTRIES INC PA 1.01,9.01 02/16/05 PPLUS Trust Series GSC-2 DE 8.01,9.01 02/15/05 PPLUS TRUST SERIES GSC-3 DE 8.01,9.01 02/15/05 PRA International DE 2.02 02/23/03 PREMIERE GLOBAL SERVICES, INC. GA 7.01,9.01 02/23/05 PRICELINE COM INC DE 2.02,7.01,9.01 02/17/05 PROASSURANCE CORP DE 2.02,9.01 02/23/05 PROGRESS ENERGY INC NC 1.01 02/17/05 PROVIDENT BANCORP INC/NY/ DE 7.01 01/27/05 PROVIDENT BANKSHARES CORP MD 1.01 02/16/05 PUBLIC CO MANAGEMENT CORP NV 2.01,9.01 02/23/05 PUGET ENERGY INC /WA WA 7.01 02/22/05 PULITZER INC DE 8.01 02/22/05 QLT INC/BC A1 2.02,8.01 02/23/05 QUAKER FABRIC CORP /DE/ DE 2.02,9.01 02/22/05 QUEST RESOURCE CORP NV 1.01,2.03,9.01 02/18/05 QUEST SOFTWARE INC CA 5.02,5.03,9.01 02/18/05 QUESTCOR PHARMACEUTICALS INC CA 5.02,9.01 02/18/05 RADYNE COMSTREAM INC NY 2.02,9.01 02/17/05 RAPTOR NETWORKS TECHNOLOGY INC 3.02,5.03 02/15/05 RAPTOR NETWORKS TECHNOLOGY INC 2.03 11/05/04 AMEND RAPTOR NETWORKS TECHNOLOGY INC 1.01 01/28/05 AMEND RAPTOR NETWORKS TECHNOLOGY INC 1.01 01/14/05 AMEND RAVEN INDUSTRIES INC SD 1.01 02/17/05 RCG COMPANIES INC DE 1.01,2.03,3.02,5.02,9.01 02/23/05 AMEND REGENERON PHARMACEUTICALS INC NY 1.01,2.02,9.01 02/18/05 REMEC INC CA 4.01,9.01 02/18/05 AMEND RES CARE INC /KY/ KY 2.02,9.01 02/23/05 REZCONNECT TECHNOLOGIES INC NY 9.01 12/08/04 AMEND RSV BANCORP INC PA 2.02,9.01 02/23/05 RUSSELL CORP AL 2.02,9.01 02/23/05 RYANS RESTAURANT GROUP INC SC 1.01 02/18/05 AMEND S&T BANCORP INC PA 5.02 02/21/05 SAFARI ASSOCIATES INC 4.01,7.01 12/15/04 SAFEWAY INC DE 5.02,5.03,9.01 02/18/05 SALIX PHARMACEUTICALS LTD 8.01,9.01 02/23/05 SAN DIEGO GAS & ELECTRIC CO CA 2.02,9.01 02/23/05 SAVVIS COMMUNICATIONS CORP DE 1.01 02/16/05 SBE INC DE 2.02,7.01 01/31/05 SCANA CORP SC 1.01 02/17/04 SCHEIB EARL INC DE 3.01,7.01,9.01 02/23/05 SCICLONE PHARMACEUTICALS INC CA 2.02,9.01 12/31/04 SCOTTISH RE GROUP LTD E9 2.02,9.01 12/31/04 SEALIFE CORP DE 1.01,9.01 02/17/05 SEMPRA ENERGY CA 2.02,9.01 02/23/05 SERACARE LIFE SCIENCES INC 1.01,9.01 02/22/05 SHIRE PHARMACEUTICALS GROUP PLC 8.01,9.01 02/23/05 SHOPPING COM LTD NY 1.01 02/16/05 SI TECHNOLOGIES INC DE 1.01,9.01 01/03/05 SIGHT RESOURCE CORP DE 8.01,9.01 02/21/05 SILICON VALLEY BANCSHARES DE 5.02,9.01 02/22/05 SILVERSTAR HOLDINGS LTD B0 5.02 02/16/05 SINO SILVER CORP. NV 3.02,9.01 02/17/05 SIRNA THERAPEUTICS INC CO 7.01,9.01 02/22/05 SIRVA INC DE 1.01,9.01 02/18/05 SNAP ON INC DE 1.01 02/17/05 SOCKET COMMUNICATIONS INC DE 2.02,9.01 02/23/05 SOLECTRON CORP DE 1.01,9.01 02/16/05 SONIC SOLUTIONS/CA/ CA 2.01,9.01 12/17/04 AMEND SPECIALTY LABORATORIES INC 1.01,2.02,7.01,9.01 02/21/05 SPECTRANETICS CORP DE 2.02,9.01 02/23/05 SPECTRX INC DE 8.01 02/17/05 STARTEK INC DE 5.02 02/16/05 STATE AUTO FINANCIAL CORP OH 2.02,9.01 02/22/05 STATE AUTO FINANCIAL CORP OH 1.01 01/01/05 STEAK & SHAKE CO IN 3.03,9.01 02/23/05 STONE ENERGY CORP DE 1.01 02/16/05 STRATS SM TRUST FOR BOEING SEC SER 20 8.01,9.01 02/15/05 STRATS SM TRUST FOR DAIMLERCHRYSLER N 8.01,9.01 02/15/05 STRATS SM TRUST FOR GOLDMAN SACHS GRO 8.01,9.01 02/15/05 STRATS SM TRUST FOR JPMORGAN CHASE & 8.01,9.01 02/15/05 STRATS(SM) TRUST FOR GEN ELEC CAP COR 8.01,9.01 02/15/05 STRAYER EDUCATION INC MD 1.01,9.01 02/15/05 STRUCTURED ASSET MORTGAGE INVESTMENTS DE 9.01 02/23/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 02/16/05 SUMTOTAL SYSTEMS INC DE 1.01,9.01 02/22/05 SUMTOTAL SYSTEMS INC DE 1.01 02/16/05 Sunstone Hotel Investors, Inc. MD 1.01,2.02,9.01 02/16/05 SUPERIOR ESSEX INC DE 1.01,9.01 02/18/05 SYNTEL INC MI 2.02,9.01 02/23/05 SYSCO CORP DE 1.01 02/16/05 TALK AMERICA HOLDINGS INC DE 1.01,9.01 02/17/05 TANOX INC DE 1.01,9.01 02/16/05 TAPESTRY PHARMACEUTICALS, INC DE 2.02,9.01 02/23/05 TARGETED GENETICS CORP /WA/ WA 8.01,9.01 02/22/05 TARPON COAST BANCORP INC FL 2.02 01/23/05 TASKER CAPITAL CORP NV 4.01,9.01 02/10/05 AMEND TASTY BAKING CO PA 2.02,9.01 02/21/05 TAYLOR CAPITAL GROUP INC DE 1.01,9.01 12/16/04 TBC CORP DE 2.02,9.01 02/22/05 TECHTEAM GLOBAL INC DE 8.01,9.01 02/21/05 TENET HEALTHCARE CORP NV 5.02 02/22/05 TERRA INDUSTRIES INC MD 8.01,9.01 02/22/05 THIRD WAVE TECHNOLOGIES INC /WI DE 2.02,9.01 02/23/05 THOMAS INDUSTRIES INC DE 5.02 02/23/05 TJX COMPANIES INC /DE/ DE 2.02,9.01 02/22/05 TOLL BROTHERS INC DE 2.02,7.01,9.01 02/23/05 TRADESTATION GROUP INC FL 2.02,9.01 02/23/05 TRANSKARYOTIC THERAPIES INC DE 2.02,9.01 02/23/05 TREDEGAR CORP VA 5.02,9.01 02/17/05 U S PHYSICAL THERAPY INC /NV NV 5.02,9.01 02/23/05 UAP HOLDING CORP DE 2.02,7.01 02/23/05 UNIVERSAL AUTOMOTIVE INDUSTRIES INC / DE 8.01,9.01 02/22/05 UNIVERSAL TECHNICAL INSTITUTE INC DE 5.03,8.01,9.01 02/16/05 UNIVEST CORP OF PENNSYLVANIA PA 8.01,9.01 02/23/05 UPFC Auto Receivables Trust 2004-A DE 8.01,9.01 02/15/05 UROPLASTY INC MN 7.01 02/23/05 VAIL BANKS INC CO 4.01 02/23/05 VERSATA INC DE 5.02 02/17/05 VIDEO WITHOUT BOUNDARIES INC FL 4.01,9.01 02/22/05 VIROPHARMA INC DE 3.02 02/18/05 Wachovia Bank Commercial Mortgage Tru NC 8.01,9.01 02/17/05 Wachovia Bank Commercial Mortgage Tru NC 8.01,9.01 02/17/05 WACHOVIA COMM MORT SEC INC PASS THR C NC 8.01,9.01 02/17/05 WALTER INDUSTRIES INC /NEW/ DE 2.01,5.02,7.01 02/22/05 WASTE CONNECTIONS INC/DE DE 2.02,7.01,9.01 02/22/05 WASTE CONNECTIONS INC/DE DE 7.01 02/23/05 WATTS WATER TECHNOLOGIES INC DE 2.02,9.01 02/23/05 WCI COMMUNITIES INC 1.01 02/17/05 WESTERN DIGITAL CORP DE 7.01 02/23/05 WESTERN GAS RESOURCES INC DE 7.01,9.01 02/17/05 WESTERN PLAINS ENERGY LLC KS 8.01 02/22/05 WESTINGHOUSE AIR BRAKE TECHNOLOGIES C DE 2.02,9.01 02/22/05 WEYCO GROUP INC WI 2.02,9.01 02/23/05 WEYERHAEUSER CO WA 1.01,9.01 02/17/05 WHISTLER INVESTMENTS INC /NV/ NV 3.02 02/21/05 WII Components, Inc. DE 2.02,9.01 02/23/05 WILLIAMS COMPANIES INC DE 2.02,8.01,9.01 02/23/05 WILSON GREATBATCH TECHNOLOGIES INC DE 2.05 02/16/05 WISCONSIN ENERGY CORP WI 8.01 02/21/05 WORLD FUEL SERVICES CORP FL 7.01,9.01 02/23/05 WORLD WRESTLING ENTERTAINMENTINC DE 2.02,9.01 02/23/05 WORLDSPAN L P DE 8.01 02/22/05 XL CAPITAL LTD 1.01,9.01 02/18/05 YOUNG BROADCASTING INC /DE/ DE 2.02,9.01 02/23/05 ZARLINK SEMICONDUCTOR INC 1.01,2.05,2.06,5.02 02/16/05 ZIMMER HOLDINGS INC DE 5.02 02/18/05 ZOLTEK COMPANIES INC DE 1.01,9.01 02/17/05