SEC NEWS DIGEST Issue 2004-232 December 3, 2004 RULES AND RELATED MATTERS REGISTRATION UNDER THE ADVISERS ACT OF CERTAIN HEDGE FUND ADVISERS The Commission has issued a release adopting Rule 203(b)(3)-2 and related rule amendments under the Investment Advisers Act of 1940. The new rule and rule amendments require advisers to certain private investment pools (hedge funds) to register with the Commission under the Advisers Act. The rule and rule amendments are designed to provide the protection afforded by the Advisers Act to investors in hedge funds, and to enhance the Commission’s ability to protect our nation’s securities market. FOR FURTHER INFORMATION, CONTACT: Vivien Liu at (202) 942- 0719. (Rel. IA-2333) ENFORCEMENT PROCEEDINGS MICHAEL BATTERMAN AND RANDALL BATTERMAN BARRED The Commission has sanctioned Michael Batterman, an investment adviser and his son, Randall B. Batterman III based upon an injunction issued by a federal district court. In 2003, the U.S. District Court for the Southern District of New York permanently enjoined the Battermans from violating Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934, Exchange Act Rule 10b-5, and Sections 206(1) and 206(2) of the Investment Advisers Act of 1940 and required the Battermans to pay disgorgement and civil penalties. The Commission barred the Battermans from association with any investment adviser. The Commission determined that the Battermans' conduct was egregious and evidenced a high degree of scienter. The Commission further considered that the Battermans’ misconduct was ongoing and occurred over several years. The Commission also noted that Michael Battterman has an extensive history of criminal and securities law violations. (Rel. IA-2334; File No. 3-11259) SEC FILES CONTEMPT MOTION AGAINST MICHAEL LAUER The Commission announced that on Oct. 22, 2004, it filed with the U.S. District Court for the Southern District of Florida, an Application for an Order to Show Cause why Michael Lauer should not be held in civil contempt for violating the Court’s July 17, 2003 Preliminary Injunction Order. That order, among other things, froze Lauer’s assets. The Application alleged that Lauer transferred and/or withdrew assets, in direct contravention of the July 17, 2003, Order. The Commission’s contempt application asserts, among other things, that Lauer violated the asset freeze order on Dec. 12, 2003, by transferring or assigning his interest in the Millennium 3 Opportunity Fund, LLC (Fund) in the amount of $11,011 and also on April 7, 2004, by transferring or assigning his interest in the Fund in the amount of $8,801. The contempt application also asserts that in addition to the Fund distribution checks, between November 2003 and December 2003, Lauer made numerous other transfers to a bank account in the name of Heidi Carens d/b/a The Lava Group, whose address is Lauer’s home address. [SEC v. Michael Lauer, et al., Case No. 03-80612-CIV-MARRA/VITUNAC (S.D. Fla.)] (LR-18991) INVESTMENT ADVISERS ACT RELEASES THE CHARLES TALBOT FUND An order has been issued on an application filed by The Charles Talbot Fund under Section 205(e) of the Investment Advisers Act. The order grants The Charles Talbot Fund an exemption from Section 205(a)(1) of that Act to permit registered investment advisers to charge it performance-based advisory fees. (Rel, IA-2335 – December 3) INVESTMENT COMPANY ACT RELEASES MAN-GLENWOOD LEXINGTON, LLC, ET AL. A notice has been issued giving interested persons until December 27 to request a hearing on an application filed by Man-Glenwood Lexington, LLC, et al. for an order under Section 17(b) of the Investment Company Act (Act) for an exemption from Section 17(a) of the Act. The order would permit a purchase and sale transaction as part of an exchange tender offer by a registered closed-end investment company. (Rel. IC–26686 - December 2) ADDITIONS AND CORRECTIONS A summary included in the December 1st issue of the Digest, entitled “COMMISSION DENIES RECONSIDERATION OF OPINION SUSTAINING NASD FINDINGS AND SANCTIONS AGAINST MICHAEL STUDER AND CASTLE SECURITIES”, omitted the following related release number and file number: 34-50786; File No. 3- 11426. SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-Phlx-2004-80) by the Philadelphia Stock Exchange relating to the automatic execution of certain orders in PACE during locked markets has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of December 6. (Rel. 34-50776) A proposed rule change (SR-NYSE-2004-67) filed by the New York Stock Exchange to extend its pilot program permitting a Floor broker to use an Exchange authorized and provided portable telephone on the Exchange floor has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of December 6. (Rel. 34-50777) A proposed rule change (SR-ISE-2004-35) filed by the International Securities Exchange relating to an Ethernet connection fee has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of December 6. (Rel. 34-50778) A proposed rule change filed by the Chicago Board Options Exchange (SR- CBOE-2004-78) to extend a pilot program relating to the Retail Automatic Execution System has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of December 6. (Rel. 34-50779) The National Securities Clearing Corporation filed a proposed rule change (SR-NSCC-2004-08), which became effective upon filing under Section 19(b)(3)(A) of the Securities Exchange Act, that amends the trade comparison and trade recording fees relating to NSCC’s fixed income products. Publication of the proposal is expected in the Federal Register during the week of December 6. (Rel. 34-50780) The Fixed Income Clearing Corporation filed a proposed rule change (SR- FICC-2004-20) under Section 19(b)(1) of the Exchange Act, which became effective upon filing, to implement a fee where FICC finances debits associated with certain obligations of repo brokers. Publication of the proposal is expected in the Federal Register during the week of December 6. (Rel. 34-50784) PROPOSED RULE CHANGE The National Association of Securities Dealers filed a proposed rule change SR-NASD-2004-022 relating to the corporate financing rule and shelf offerings of securities. On May 4, 2004, NASD filed Amendment No. 1 to its proposed rule change, on July 16, 2004, NASD filed Amendment No. 2 to its proposed rule change, and on Oct. 12, 2004, NASD filed Amendment No. 3 to its proposed rule change. Publication of the proposal is expected in the Federal Register during the week of December 6. (Rel. 34-50749) 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: . SB-2 SAFER RESIDENCE CORP, UNIT #64044-528B CLARKE ROAD, COQUITLAM, A1, V3J 7V6, 604-592-3567 - 800,000 ($80,000.00) Equity, (File 333-120926 - Dec. 2) (BR. 09) S-8 REALITY WIRELESS NETWORKS INC, 7235 NORTH CREEK LOOP, GIG HARBOR, WA, 98335, 253-853-3632 - 1,500,000 ($24,000.00) Equity, (File 333-120927 - Dec. 2) (BR. 03) S-8 CARROLLTON BANCORP, 15 CHARLES PLZ STE 200, BALTIMORE, MD, 21201-3936, 4105364600 - 0 ($1,480,500.00) Equity, (File 333-120929 - Dec. 2) (BR. 07) S-3 TRANSMERIDIAN EXPLORATION INC, 2819999091 - 0 ($37,553,009.00) Equity, (File 333-120930 - Dec. 2) (BR. 04) SB-2 MVB FINANCIAL CORP, 301 VIRGINIA AVENUE, FAIRMONT, WV, 26554-2777, 3043634800 - 0 ($4,004,000.00) Equity, (File 333-120931 - Dec. 2) (BR. 07) S-8 ARTHROCARE CORP, 680 VAQUEROS AVE, SUNNYVALE, CA, 94085, 4087360224 - 900,000 ($26,991,000.00) Equity, (File 333-120932 - Dec. 2) (BR. 36) S-8 PRA International, 8300 GREENSBORO DRIVE, MCLEAN, VA, 22102, (703) 748-0760 - 0 ($62,887,105.36) Equity, (File 333-120933 - Dec. 2) (BR. 01) SB-2 Medical Exchange Inc., 1332 8TH ST., SASKATOON, A9, S7H 0S9, 3068801677 - 1,662,500 ($33,250.00) Equity, (File 333-120936 - Dec. 2) (BR. 09) S-4 LAMAR ADVERTISING CO/NEW, C/O LAMAR ADVERTISING COMPANY, 5551 CORPORATE BOULEVARD, BATON ROUGE, LA, 70808, 2259261000 - 0 ($43,313,718.00) Equity, (File 333-120937 - Dec. 2) (BR. 37) SB-2 NUVIM INC, 12 ROUTE 17 NORTH STE 210, PARAMUS, NJ, 07652, (201) 556-1010 - 5,625,000 ($61,132,500.00) Equity, (File 333-120938 - Dec. 2) (BR. 09) S-8 CATALINA MARKETING CORP/DE, 7275795000 - 1,300,000 ($36,068,500.00) Equity, (File 333-120940 - Dec. 2) (BR. 37) S-4 K2 INC, 2051 PALOMAR AIRPORT ROAD, CARLSBAD, CA, 92009, 7604941044 - 0 ($200,000,000.00) Non-Convertible Debt, (File 333-120942 - Dec. 2) (BR. 05) F-8 HYDROGENICS CORP, 5985 MCLAUGHLIN ROAD, -, MISSISSAUGA L5R 1B8, A6, 00000, 9053613638 - 0 ($6,920,338.00) Equity, (File 333-120943 - Dec. 2) (BR. 36) S-8 LOUDEYE CORP, 1130 RAINIER AVENUE SOUTH, STE 000, SEATTLE, WA, 98144, 2068324000 - 0 ($22,340,000.00) Equity, (File 333-120944 - Dec. 2) (BR. 03) N-2 MAN GLENWOOD LEXINGTON TEI LLC, 123 NORTH WACKER DR, 28TH FLOOR, CHICAGO, IL, 60606, 3128816500 - 1,013,658 ($100,000,000.00) Equity, (File 333-120945 - Dec. 2) (BR. 22) S-8 ENVIRONMENTAL REMEDIATION HOLDING CORP, 5444 WESTHEIMER SUITE 1570, HOUSTON, TX, 77056, 5018212222 - 0 ($60,000.00) Equity, (File 333-120946 - Dec. 2) (BR. 04) S-3 ANADIGICS INC, 141 MT. BETHEL ROAD, WARREN, NJ, 07059, 9086685000 - 7,600,000 ($38,000,000.00) Debt Convertible into Equity, (File 333-120947 - Dec. 2) (BR. 36) S-8 QUALCOMM INC/DE, 5775 MOREHOUSE DR, SAN DIEGO, CA, 92121, 8585871121 - 41,411 ($527,990.25) Equity, (File 333-120948 - Dec. 2) (BR. 37) SB-2 Nascent Wine Company, Inc., 5440 W. SAHARA AVE., SUITE 202, LAS VEGAS, NV, 89146, 702-580-8565 - 2,500,000 ($75,000.00) Equity, (File 333-120949 - Dec. 2) (BR. ) S-8 PEOPLES BANCORP, 212 W 7TH ST, PO BOX 231, AUBURN, IN, 46706, 2199252500 - 250,000 ($5,397,500.00) Other, (File 333-120950 - Dec. 2) (BR. 07) SB-2 Fortune Partners, Inc., 1050 WEST PENDER STREET, SUITE 1100, VANCOUVER, A1, V6E 3S7, (604) 714-3663 - 4,170,000 ($417,000.00) Equity, (File 333-120951 - Dec. 2) (BR. ) S-3 MIDWAY GAMES INC, 2704 WEST ROSCOE STREET, CHICAGO, IL, 60618, 7739612222 - 348,279 ($3,750,965.00) Equity, (File 333-120952 - Dec. 2) (BR. 03) S-3 PRICESMART INC, 9740 SCRANTON ROAD, SAN DIEGO, CA, 92121, 8584048800 - 0 ($128,421,344.00) Equity, (File 333-120953 - Dec. 2) (BR. 02) S-4 Sears Holdings CORP, 3100 WEST BIG BEAVER ROAD, TROY, MI, 48084, 248-463-1000 - 0 ($15,286,594,483.00) Equity, (File 333-120954 - Dec. 2) (BR. ) S-8 NORTHWEST NATURAL GAS CO, 220 NW SECOND AVE, PORTLAND, OR, 97209, 5032264211 - 0 ($8,350,500.00) Other, (File 333-120955 - Dec. 2) (BR. 02) S-3 MEDIALINK WORLDWIDE INC, 708 THIRD AVE, NEW YORK, NY, 10017, 2126828300 - 2,271,872 ($7,042,804.00) Equity, (File 333-120956 - Dec. 2) (BR. 37) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off- Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off- Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant’s Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant’s Code of Ethics, or Waiver of a Provision of the Code of Ethics 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ------------------------------------------------------------------------------------------------ AAR CORP DE 2.03,9.01 11/30/04 ABERCROMBIE & FITCH CO /DE/ DE 7.01,9.01 12/02/04 ACE Securities Corp Series 2004-HE3 DE 8.01,9.01 11/26/04 ADVANCED BIOTHERAPY INC DE 8.01 12/01/04 AEGIS ASSET BACKED SECURITIES TRUST M DE 8.01,9.01 11/26/04 AFTERMARKET TECHNOLOGY CORP DE 5.02 12/02/04 ALAMO GROUP INC DE 7.01,9.01 11/30/04 ALBERTSONS INC /DE/ DE 2.02 12/02/04 ALPHARMA INC DE 8.01 12/02/04 Alternative Loan Trust 2004-10CB 9.01 11/25/04 ALTERNATIVE LOAN TRUST 2004-24CB 9.01 11/25/04 ALTERNATIVE LOAN TRUST 2004-25CB 9.01 11/25/04 ALTERNATIVE LOAN TRUST 2004-26T1 9.01 11/25/04 Alternative Loan Trust 2004-27CB 9.01 11/25/04 Alternative Loan Trust 2004-J8 9.01 11/25/04 AMERICAN EAGLE OUTFITTERS INC DE 7.01,9.01 12/01/04 AMERICAN MEDICAL SECURITY GROUP INC WI 8.01,9.01 12/02/04 AMERICAN PHYSICIANS CAPITAL INC MI 7.01,9.01 12/02/04 AMERICAN RIVER BANKSHARES CA 8.01,9.01 12/02/04 AMERICAN TECHNICAL CERAMICS CORP DE 1.01,2.03 11/30/04 AMERISOURCEBERGEN CORP DE 1.01,8.01,9.01 12/02/04 Amortizing Residential Collateral Tru DE 8.01,9.01 11/26/04 AMPEX CORP /DE/ DE 8.01,9.01 11/29/04 ANNTAYLOR STORES CORP DE 5.02,7.01 12/02/04 ANTICUS INTERNATIONAL CORP NV 5.02 11/26/04 APEX SILVER MINES LTD 5.02 11/23/04 ARI NETWORK SERVICES INC /WI WI 2.02,9.01 12/02/04 ARMSTRONG HOLDINGS INC /PA/ PA 2.05,9.01 11/30/04 ARTEMIS INTERNATIONAL SOLUTIONS CORP DE 5.02,9.01 11/30/04 ARTISOFT INC DE 1.01 11/27/04 ARTISOFT INC DE 2.02,9.01 12/02/04 ASHFORD HOSPITALITY TRUST INC MD 7.01 12/01/04 ASIA PAYMENT SYSTEMS NV 7.01,9.01 12/02/04 Asset Backed Pass-Through Certificate DE 8.01,9.01 11/26/04 Asset-Backed Funding Corp. ABFC Asset DE 8.01,9.01 11/26/04 AUBURN NATIONAL BANCORPORATION INC DE 8.01,9.01 12/02/04 AUTHENTIDATE HOLDING CORP DE 8.01,9.01 12/02/04 AVOCA INC LA 8.01 12/02/04 AXEDA SYSTEMS INC DE 3.01 11/26/04 AXT INC DE 8.01,9.01 12/01/04 Banc of America Alternative Loan Trus DE 8.01,9.01 11/26/04 Banc of America Alternative Loan Trus DE 8.01,9.01 10/28/04 Banc of America Alternative Loan Trus DE 8.01,9.01 09/28/04 Banc of America Mortgage Securities M DE 8.01,9.01 11/26/04 Banc of America Mortgage Securities M DE 8.01,9.01 10/28/04 Banc of America Mortgage Securities M DE 8.01,9.01 09/28/04 Banc of America Mortgage Securities M DE 8.01,9.01 11/26/04 Banc of America Mortgage Securities M DE 8.01,9.01 10/28/04 BANC ONE FINANCIAL SERVICES HOME EQUI NY 8.01,9.01 11/26/04 BANK MUTUAL CORP WI 5.02 12/01/04 BAYVIEW FINANCIAL SEC CO LLC MORT PAS DE 8.01,9.01 11/29/04 Bayview Financial Sec Co LLC Mort Pas DE 8.01,9.01 11/29/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 11/26/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 11/26/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 11/26/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 11/26/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 11/26/04 Bear Stearns ARM Trust, Mortgage Pass DE 8.01,9.01 11/26/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 11/26/04 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 11/26/04 BEAR STEARNS COMPANIES INC DE 8.01,9.01 11/29/04 Bearn Stearns Asset Backed Securities DE 8.01,9.01 11/26/04 BEBE STORES INC CA 2.02,9.01 11/27/04 BellaVista Mortgage Trust 2004-1 DE 9.01 11/25/04 BERKSHIRE HILLS BANCORP INC 7.01,9.01 12/01/04 BON TON STORES INC PA 8.01,9.01 12/01/04 BRE PROPERTIES INC /MD/ MD 7.01 12/01/04 BRIGHT HORIZONS FAMILY SOLUTIONS INC DE 5.02,9.01 12/02/04 BROWN SHOE CO INC NY 7.01 12/02/04 BSQUARE CORP /WA WA 8.01 12/01/04 BURLINGTON COAT FACTORY WAREHOUSE COR DE 2.02 12/01/04 CADIZ INC DE 1.01,1.02,3.02,5.03,9.01 11/30/04 CALLWAVE INC 8.01,9.01 12/02/04 CAPITAL LEASE FUNDING INC 9.01 12/02/04 CASUAL MALE RETAIL GROUP INC DE 2.02,9.01 12/02/04 CATALYST SEMICONDUCTOR INC DE 2.02,9.01 12/02/04 CBL & ASSOCIATES PROPERTIES INC DE 2.02 11/04/04 AMEND CBRL GROUP INC TN 8.01 12/02/04 Centale, Inc. NY 5.02,5.03 11/11/04 CENTRAL COAST BANCORP CA 5.02 12/02/04 AMEND CHALONE WINE GROUP LTD CA 7.01,9.01 12/01/04 CHAMPION COMMUNICATION SERVICES INC DE 2.02,9.01 12/01/04 CHEC Loan Trust 2004-2 Asset-Backed C DE 8.01,9.01 11/26/04 CHESAPEAKE ENERGY CORP OK 1.01 12/01/04 CHL Mortgage Pass-Through Trust 2004- DE 9.01 11/25/04 CHL MORTGAGE PASS-THROUGH TRUST 2004- DE 9.01 11/25/04 CHL MORTGAGE PASS-THROUGH TRUST 2004- DE 9.01 11/25/04 CHL MORTGAGE PASS-THROUGH TRUST 2004- DE 9.01 11/25/04 CHL MORTGAGE PASS-THROUGH TRUST 2004- DE 9.01 11/25/04 CHL Mortgage Pass-Through Trust 2004- DE 9.01 11/25/04 CHRISTOPHER & BANKS CORP DE 2.02,9.01 12/02/04 CIB MARINE BANCSHARES INC WI 5.02 11/30/04 CIROND CORP NV 1.01,9.01 10/01/04 CITICORP MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITICORP MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITICORP MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITICORP MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITICORP MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITICORP MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITICORP MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITICORP MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE 8.01 11/26/04 CITIGROUP MORTGAGE LOAN TRUST INC SER 9.01 11/26/04 CLAIRES STORES INC DE 2.02,9.01 12/02/04 COLE KENNETH PRODUCTIONS INC NY 8.01 11/29/04 COLUMBIA BANCORP MD 5.02 10/05/04 AMEND COLUMBIA BANCORP \OR\ OR 5.02,9.01 12/02/04 CONCORD COMMUNICATIONS INC MA 1.02,9.01 12/02/04 CONNS INC DE 2.02,9.01 12/02/04 CONSOLIDATED EDISON INC NY 7.01,8.01,9.01 12/02/04 CONTINENTAL AIRLINES INC /DE/ DE 8.01,9.01 12/01/04 CONTINENTAL AIRLINES INC /DE/ DE 8.01,9.01 12/02/04 AMEND COOPER CAMERON CORP DE 2.01,9.01 11/29/04 CORN PRODUCTS INTERNATIONAL INC DE 8.01 12/01/04 CROWLEY MARITIME CORP DE 8.01 11/30/04 CSFB ADJUSTABLE RATE MORTGAGE TRUST 2 DE 8.01,9.01 11/26/04 CSFB ADJUSTABLE RATE MORTGAGE TRUST 2 DE 8.01,9.01 11/26/04 CSFB ADJUSTABLE RATE MORTGAGE TRUST 2 DE 8.01,9.01 11/26/04 CSFB Mortgage-Back Pass-Through Certi DE 8.01,9.01 11/26/04 CSK AUTO CORP DE 2.02,7.01,9.01 12/02/04 CURAGEN CORP DE 7.01,9.01 12/02/04 CURON MEDICAL INC DE 5.02 12/01/04 CWABS Asset-Backed Certificates Trust DE 9.01 11/25/04 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 11/25/04 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 11/25/04 CWABS INC ASSET BACKED CERTIFICATES S DE 8.01,9.01 11/30/04 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 11/25/04 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 11/25/04 CWABS INC ASSET BACKED CERTIFICATES T DE 9.01 11/25/04 CWALT 2004-J3 9.01 11/25/04 CWALT INC 8.01,9.01 11/30/04 CWALT INC 9.01 10/28/04 AMEND CWALT INC 9.01 09/29/04 AMEND CWALT INC 9.01 09/30/04 AMEND CWALT INC 9.01 10/29/04 AMEND CWALT INC 9.01 10/28/04 AMEND CWALT INC 9.01 10/28/04 AMEND CWALT, Inc. Alternative Loan Trust 20 9.01 11/25/04 CWALT, Inc. Alternative Loan Trust 20 9.01 11/25/04 CWMBS CHL Mortgage Pass-Through Trust DE 9.01 11/25/04 CWMBS CHL Mortgage Pass-Through Trust DE 9.01 11/25/04 AMEND CWMBS INC DE 9.01 10/29/04 AMEND CWMBS INC DE 9.01 09/29/04 AMEND CWMBS INC DE 9.01 10/28/04 AMEND CWMBS INC DE 9.01 09/29/04 AMEND CWMBS INC DE 9.01 10/29/04 AMEND CWMBS INC CHL MORTGAGE PASS THROUGH T DE 9.01 11/25/04 CWMBS INC CHL MORTGAGE PASS THROUGH T DE 9.01 11/25/04 CWMBS INC CHL MORTGAGE PASS-THROUGH T DE 9.01 11/25/04 CWMBS INC MORTGAGE PASS THROUGH TRUST DE 9.01 11/25/04 CYOP SYSTEMS INTERNATIONAL INC NV 8.01 12/01/04 DANA CORP VA 1.01,2.01,9.01 11/30/04 DEFENSE INDUSTRIES INTERNATIONAL INC NV 8.01 12/02/04 DEL MONTE FOODS CO DE 2.02,7.01,9.01 12/02/04 DELTA AIR LINES INC /DE/ DE 8.01,9.01 12/01/04 DELTA MUTUAL INC 2.03,3.02,9.01 11/26/04 DELTA OIL & GAS INC CO 8.01 11/24/04 DELTA OIL & GAS INC CO 8.01 11/24/04 AMEND DIGIMARC CORP DE 8.01,9.01 12/01/04 DIGITAL LIFESTYLES GROUP INC DE 1.01,2.03,3.02,7.01,9.01 11/30/04 DILLARDS INC DE 7.01,9.01 12/02/04 DIVALL INSURED INCOME PROPERTIES 2 LI WI 4.01,9.01 11/15/04 AMEND DOLLAR GENERAL CORP TN 7.01,9.01 12/02/04 DRUGMAX INC NV 7.01,9.01 12/02/04 DYNTEK INC DE 3.01,9.01 11/26/04 ENERGY EAST CORP NY 5.04,9.01 12/02/04 ENVIRONMENTAL POWER CORP DE 3.03,9.01 11/30/04 ENVIRONMENTAL SOLUTIONS WORLDWIDE INC FL 4.01,9.01 10/20/04 AMEND ENZON PHARMACEUTICALS INC DE 8.01,9.01 12/01/04 ESCHELON TELECOM INC 1.01,2.03,8.01 11/29/04 EXPRESSJET HOLDINGS INC DE 8.01,9.01 12/01/04 FAMILY DOLLAR STORES INC DE 2.02,9.01 12/02/04 FIFTH THIRD BANCORP OH 7.01,9.01 12/02/04 FINANCIAL ASSET SECURITIES CORP DE 8.01,9.01 11/30/04 FINISH LINE INC /IN/ IN 2.02,9.01 12/02/04 FIRST CHARTER CORP /NC/ NC 8.01,9.01 12/01/04 FIRST FINANCIAL HOLDINGS INC /DE/ DE 5.02,9.01 12/01/04 First Franklin Mortgage Loan Trust 20 DE 8.01,9.01 11/26/04 First Horizon ABS Notes Series 2004-H DE 9.01 11/25/04 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 11/25/04 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 11/25/04 First Horizon Asset Sec Mort Pas Thr DE 9.01 11/25/04 FIRST HORIZON ASSET SEC MORT PAS THR DE 9.01 11/25/04 First Horizon Asset Sec Mort Pas Thr DE 9.01 11/25/04 FIRST HORIZON ASSET SECURITIES MORTGA DE 9.01 11/25/04 FIRST PACTRUST BANCORP INC MD 8.01,9.01 11/23/04 AMEND FIRST UNION COMMERCIAL MORTGAGE SECUR NC 8.01,9.01 11/18/04 FIRSTCITY FINANCIAL CORP DE 8.01,9.01 12/02/04 FLEETWOOD ENTERPRISES INC/DE/ DE 1.01,9.01 11/29/04 FLEXPOINT SENSOR SYSTEMS INC DE 3.01 11/30/04 FLORIDA EAST COAST INDUSTRIES INC FL 7.01,9.01 12/01/04 FOSTER WHEELER LTD D0 5.05,9.01 11/29/04 FOSTER WHEELER LTD D0 3.03,9.01 11/29/04 FRANKLIN RECEIVABLES LLC DE 8.01,9.01 12/02/04 FREESCALE SEMICONDUCTOR INC DE 5.01,5.02,7.01 12/02/04 Fremont Home Loan Trust 2004-3 DE 8.01,9.01 11/26/04 G III APPAREL GROUP LTD /DE/ DE 1.01 11/29/04 GALLAGHER ARTHUR J & CO DE 8.01,9.01 12/02/04 GAP INC DE 7.01,9.01 12/02/04 GASCO ENERGY INC NV 3.01 11/23/04 AMEND GENCORP INC OH 8.01 11/23/04 GENERAL COMPONENTS, INC. NV 5.01,5.02,9.01 09/24/04 AMEND GENERAL GOLD CORP NV 5.02,7.01 12/02/04 GENESEE & WYOMING INC DE 8.01,9.01 11/12/04 GEOCOM RESOURCES INC NV 1.01,5.02,9.01 12/02/04 GLOBAL GOLF HOLDINGS INC /DE/ DE 2.01,5.01,5.02,5.03,8.01,9.01 11/23/04 GLOBALSANTAFE CORP 7.01,9.01 12/02/04 GMAC Mortgage Pass-Through Certificat DE 8.01,9.01 11/25/04 GMACM Mortgage Pass-Through Certifica DE 8.01,9.01 11/25/04 GMACM Mortgage Pass-Through Certifica DE 8.01,9.01 11/25/04 GRAHAM CORP DE 1.01,1.02,5.02 11/29/04 GREEN MOUNTAIN POWER CORP VT 1.01,9.01 11/30/04 GREY GLOBAL GROUP INC DE 1.01,9.01 12/01/04 GROUP 1 AUTOMOTIVE INC DE 1.01 11/17/04 GS Mortgage GSAMP Trust 2004-SEA2 DE 8.01,9.01 11/26/04 GS Mortgage GSR Loan Trust 2004-10F DE 8.01,9.01 11/26/04 GS Mortgage GSR Loan Trust 2004-8F DE 8.01,9.01 11/26/04 GS Mortgage GSR Loan Trust 2004-9 DE 8.01,9.01 11/26/04 GS MORTGAGE SECURITIES CORP DE 8.01 11/30/04 GS MORTGAGE SECURITIES CORP GSAMP TRU DE 8.01,9.01 11/26/04 GS MORTGAGE SECURITIES CORP. GSAA HOM DE 8.01 11/25/04 GSAMP TRUST 2004-SD1 DE 8.01,9.01 11/26/04 GSR Mortgage Loan Trust 2004-11 DE 8.01,9.01 11/26/04 GSR Mortgage Loan Trust 2004-12 DE 8.01,9.01 11/26/04 GUESS INC ET AL/CA/ DE 7.01,9.01 12/02/04 GWIN INC DE 1.01,9.01 12/01/04 HARTFORD LIFE INSURANCE CO CT 9.01 12/02/04 HEALTH EXPRESS USA INC FL 5.02,8.01,9.01 12/02/04 HEALTHSOUTH CORP DE 7.01 12/02/04 HF FINANCIAL CORP DE 8.01,9.01 12/01/04 Home Equity Loan Asset-Backed Notes, DE 8.01,9.01 11/26/04 HOMESTAR MORTGAGE ACCEPTANCE CORP ASS DE 8.01,9.01 11/26/04 HOMESTAR MORTGAGE ACCEPTANCE CORP ASS DE 8.01,9.01 11/26/04 HORIZON FINANCIAL SERVICES CORP DE 5.02 12/02/04 HUNTSMAN INTERNATIONAL LLC DE 7.01,9.01 12/01/04 IA GLOBAL INC DE 4.01,9.01 11/30/04 ICTS INTERNATIONAL N V 3.01 12/01/04 IESI CORP DE 1.01,9.01 11/28/04 IMAGIS TECHNOLOGIES INC A1 3.02,7.01 12/02/04 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE 8.01,9.01 11/26/04 IMPERIAL SUGAR CO /NEW/ TX 1.01,9.01 12/01/04 INDYMAC INDX MORTGAGE LOAN TRUST 2004 8.01 10/25/04 AMEND INSIGNIA SYSTEMS INC/MN MN 1.01,9.01 12/01/04 INTEGRAMED AMERICA INC DE 7.01,9.01 12/02/04 INTEL CORP DE 7.01 12/02/04 INTERCHANGE FINANCIAL SERVICES CORP / NJ 5.02 11/28/04 INTERMAGNETICS GENERAL CORP NY 1.01,3.03,9.01 11/29/04 INTERNATIONAL PAPER CO /NEW/ NY 7.01,9.01 12/02/04 INTERNATIONAL SMART SOURCING INC DE 8.01 11/30/04 INTERPOOL INC DE 1.01,2.03,9.01 11/29/04 INTRAC INC NV 8.01,9.01 12/01/04 INVERNESS MEDICAL INNOVATIONS INC DE 2.02,4.02,9.01 11/29/04 INYX INC NV 1.01,7.01,9.01 11/18/04 IONATRON, INC. DE 2.01,9.01 09/16/04 AMEND IRWIN WHOLE LOAN HOME EQUITY TRUST 20 DE 8.01,9.01 11/26/04 ISLAND PACIFIC INC DE 1.01 11/30/04 IVP TECHNOLOGY CORP NV 5.03,8.01 12/01/04 J C PENNEY CO INC DE 5.02 12/01/04 J&J SNACK FOODS CORP NJ 8.01,9.01 12/01/04 J.P. Morgan Mortgage Trust 2004-A5 DE 8.01,9.01 11/26/04 JACKSONVILLE BANCORP INC IL 4.01,9.01 10/19/04 AMEND JO-ANN STORES INC OH 7.01 12/02/04 JOHNSON & JOHNSON NJ 8.01 12/01/04 JUMPKING INC DE 1.01,2.05 11/27/04 KEYSPAN CORP NY 8.01,9.01 12/02/04 KFORCE INC FL 8.01 11/30/04 KNIGHT TRANSPORTATION INC AZ 7.01,9.01 12/01/04 KOHLS CORPORATION WI 7.01,9.01 12/02/04 LANCER CORP /TX/ TX 1.01,9.01 11/29/04 LIFE SCIENCES RESEARCH INC MD 8.01 12/02/04 LINK ENERGY LLC DE 7.01 12/02/04 LOUDEYE CORP DE 8.01,9.01 11/23/04 MAI SYSTEMS CORP DE 2.02,9.01 11/30/04 MANDALAY RESORT GROUP NV 2.02,9.01 12/02/04 MANOR CARE INC DE 5.02,9.01 12/02/04 MARSHALL & ILSLEY CORP/WI/ WI 8.01,9.01 11/19/04 MASTR Adjustable Rate Mortgage Trust DE 8.01,9.01 11/26/04 MASTR Adjustable Rate Mortgages Trust DE 8.01,9.01 11/26/04 MASTR ADJUSTABLE RATE MORTGAGES TRUST DE 8.01,9.01 11/26/04 MASTR Adjustable Rate Mortgages Trust DE 8.01,9.01 11/26/04 MASTR Adjustable Rate Mortgages Trust DE 8.01,9.01 11/26/04 MASTR ALTERNATIVE LOAN TRUST 2004-11 DE 8.01,9.01 11/26/04 MASTR ASSET SECURITIZATION TRUST 2004 DE 8.01,9.01 11/26/04 MASTR Asset Securitization Trust 2004 DE 8.01,9.01 11/26/04 MASTR ASSET SECURITIZATION TRUST 2004 DE 8.01,9.01 11/26/04 MASTR Asset Securitization Trust 2004 DE 8.01,9.01 11/26/04 MASTR Asset Securitization Trust 2004 DE 8.01,9.01 11/26/04 MAVERICK TUBE CORPORATION DE 8.01,9.01 12/01/04 MAXWELL TECHNOLOGIES INC DE 5.02,9.01 12/01/04 MEDCATH CORP DE 2.01 12/02/04 MERCHANTS BANCSHARES INC DE 8.01 12/02/04 Merrill Lynch Mort Inv Inc MLMI Serie DE 8.01,9.01 11/26/04 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 11/26/04 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 11/26/04 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE 8.01,9.01 11/26/04 Merrill Lynch Mortgage Investors Trus DE 8.01,9.01 11/26/04 METAL MANAGEMENT INC DE 3.02,8.01,9.01 11/29/04 METHODE ELECTRONICS INC DE 2.02,9.01 12/02/04 MGP INGREDIENTS INC KS 1.01,2.03,5.02,7.01,8.01,9.01 11/12/04 MICROFINANCIAL INC MA 1.01,9.01 11/30/04 MID-STATE BANCSHARES CA 5.02,9.01 12/01/04 MINDSPEED TECHNOLOGIES, INC DE 8.01,9.01 12/02/04 MINERALS TECHNOLOGIES INC DE 8.01,9.01 12/01/04 MONACO GROUP INC DE 1.01,5.02,9.01 10/04/04 AMEND MONDAVI ROBERT CORP CA 1.01 12/02/04 MORGAN STANLEY CAPITAL I INC HOME EQ NY 8.01,9.01 11/26/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 11/26/04 Morgan Stanley Mortgage Loan Trust 20 DE 8.01,9.01 11/26/04 MORTGAGE ASSET SEC TRANS INC MASTR AS DE 8.01,9.01 11/26/04 MORTGAGE ASSET SEC TRANS INC MASTR AS DE 8.01,9.01 11/26/04 MORTGAGE ASSET SEC TRANS MORT PASS TH DE 8.01,9.01 11/26/04 MORTGAGE ASSET SEC TRANSACTION INC MA DE 8.01,9.01 11/26/04 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 11/26/04 MRS FIELDS FAMOUS BRANDS LLC DE 5.02 11/30/04 MTM Technologies, Inc. NY 1.01,9.01 12/01/04 NESTOR PARTNERS NJ 3.02 12/01/04 NESTOR PARTNERS NJ 3.02 12/01/04 AMEND NETSCOUT SYSTEMS INC DE 8.01 12/02/04 NETWORK 1 SECURITY SOLUTIONS INC DE 1.01,9.01 11/30/04 NEW CENTURY FINANCIAL CORP MD 1.01,9.01 11/30/04 New York & Company, Inc. 7.01,9.01 12/02/04 NEW YORK HEALTH CARE INC NY 1.01,9.01 11/29/04 NEWALLIANCE BANCSHARES INC 1.01 12/02/04 NOBLE INTERNATIONAL LTD DE 7.01,9.01 12/01/04 NORDSTROM INC WA 7.01 12/02/04 NORSTAN INC MN 2.02,9.01 12/02/04 NOVELLUS SYSTEMS INC CA 5.04 12/02/04 NRG ENERGY, INC. DE 8.01,9.01 12/01/04 NSD BANCORP INC PA 3.03,9.01 12/01/04 NSTOR TECHNOLOGIES INC DE 5.02 11/29/04 NTL INC DE 1.01,9.01 12/01/04 NUTRI SYSTEM INC /DE/ DE 2.01 12/02/04 NYMAGIC INC NY 7.01,9.01 12/02/04 OHIO ART CO OH 1.01 11/29/04 OMNICOM GROUP INC NY 1.01,9.01 11/30/04 ONSOURCE CORP DE 2.02,9.01 12/02/04 ONVIA INC DE 1.01,9.01 11/29/04 OPSWARE INC DE 1.01,9.01 12/01/04 OPTIMAL GROUP INC 7.01 12/02/04 OSI PHARMACEUTICALS INC DE 2.02,9.01 11/29/04 OSPREY GOLD CORP NV 8.01,9.01 12/02/04 PAB BANKSHARES INC GA 7.01,9.01 11/30/04 PANERA BREAD CO DE 5.02,9.01 11/28/04 Park Place Securities, Inc., Asset-Ba DE 8.01,9.01 11/26/04 PATHMARK STORES INC DE 2.02,9.01 12/01/04 PATRON SYSTEMS INC NV 4.01 11/15/04 PAYLESS SHOESOURCE INC /DE/ DE 7.01 12/02/04 PEGASUS COMMUNICATIONS CORP / DE 2.02,3.01,4.02,9.01 12/01/04 PENHALL INTERNATIONAL CORP AZ 4.02 11/22/04 PENN VIRGINIA CORP VA 5.03,9.01 12/02/04 PEOPLES BANCORP OF NORTH CAROLINA INC NC 8.01,9.01 11/29/04 PETROHAWK ENERGY CORP DE 7.01,9.01 11/30/04 PHOTOMEDEX INC DE 8.01,9.01 12/01/04 PHYTOMEDICAL TECHNOLOGIES INC NV 7.01,9.01 11/29/04 PHYTOMEDICAL TECHNOLOGIES INC NV 1.01,9.01 12/01/04 PIERRE FOODS INC NC 1.01,9.01 12/02/04 PIONEER DRILLING CO TX 1.01,9.01 11/30/04 PMA CAPITAL CORP PA 5.02 11/30/04 POSTER FINANCIAL GROUP INC NV 1.01,9.01 12/02/04 PPL CORP PA 8.01,9.01 12/02/04 PRICESMART INC DE 2.02,9.01 11/30/04 PRIMEDEX HEALTH SYSTEMS INC NY 5.02 11/24/04 PRINCIPAL LIFE INCOME FUNDINGS TRUST DE 8.01,9.01 12/01/04 PRINCIPAL LIFE INCOME FUNDINGS TRUST DE 8.01,9.01 12/01/04 PRUDENTIAL FINANCIAL INC NJ 2.02,7.01,9.01 12/02/04 PRUDENTIAL FINANCIAL INC NJ 7.01,9.01 12/02/04 PUBLIC CO MANAGEMENT CORP NV 8.01,9.01 12/02/04 QUANEX CORP DE 2.02 12/02/04 QUINCY GOLD CORP. NV 9.01 11/29/04 R&G FINANCIAL CORP PR 8.01,9.01 11/30/04 RAYMOND JAMES FINANCIAL INC FL 7.01,8.01 12/01/04 REGIS CORP MN 8.01,9.01 12/01/04 REHABCARE GROUP INC DE 7.01,9.01 12/02/04 REMEDYTEMP INC CA 2.02,9.01 12/02/04 RENT WAY INC PA 2.02,9.01 12/02/04 REPUBLIC CORP /TX/ TX 1.01,9.01 12/02/04 RESIDENTIAL ASSET GMACM MORTGAGE LOAN DE 8.01,9.01 11/25/04 REX STORES CORP DE 2.02,9.01 12/02/04 RITA MEDICAL SYSTEMS INC DE 8.01 12/02/04 ROCKY SHOES & BOOTS INC OH 5.02,9.01 11/30/04 RUSH FINANCIAL TECHNOLOGIES INC TX 7.01,9.01 12/02/04 SAKS INC TN 8.01,9.01 12/02/04 SBM CERTIFICATE CO MN 5.02 11/30/04 SCHERING PLOUGH CORP NJ 7.01,8.01,9.01 12/02/04 SCIENTIFIC GAMES CORP DE 8.01,9.01 12/02/04 SECURITIZED ASSET BACKED RECEIVABLES 8.01,9.01 11/30/04 SHIRE PHARMACEUTICALS GROUP PLC 8.01,9.01 12/02/04 SMITH INTERNATIONAL INC DE 5.02,9.01 12/02/04 SMUCKER J M CO OH 1.01,2.05,9.01 11/29/04 SPECTRE GAMING INC MN 3.02,9.01 11/24/04 STRATAGENE CORP DE 5.02 11/29/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 11/26/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 11/26/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 11/26/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 11/26/04 STRUCTURED ADJUSTABLE RATE MORTGAGE L DE 8.01,9.01 11/26/04 STRUCTURED ADJUSTABLE RATE MORTGAGE L DE 8.01,9.01 11/26/04 STRUCTURED ASSET INVESTMENT LOAN TRUS DE 8.01,9.01 11/26/04 STRUCTURED ASSET INVESTMENT LOAN TRUS DE 8.01,9.01 11/26/04 STRUCTURED ASSET INVESTMENT LOAN TRUS DE 8.01,9.01 11/26/04 Structured Asset Investment Loan Trus DE 8.01,9.01 11/26/04 Structured Asset Investment Loan Trus DE 8.01,9.01 11/26/04 Structured Asset Investment Loan Trus DE 8.01,9.01 11/26/04 Structured Asset Investment Loan Trus DE 8.01,9.01 11/26/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 11/26/04 Structured Asset Mortgage Investments DE 8.01,9.01 11/26/04 STRUCTURED ASSET MORTGAGE INVESTMENTS DE 8.01,9.01 11/26/04 STRUCTURED ASSET MORTGAGE INVESTMENTS DE 8.01,9.01 11/26/04 STRUCTURED ASSET MORTGAGE INVESTMENTS DE 8.01,9.01 11/26/04 STRUCTURED ASSET MORTGAGE INVESTMENTS DE 8.01,9.01 11/26/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 11/25/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 11/26/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 9.01 11/26/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 11/26/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 11/26/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 11/26/04 Structured Asset Securities Corp 2004 DE 9.01 11/26/04 Structured Asset Securities Corp 2004 DE 8.01,9.01 11/26/04 STRUCTURED ASSET SECURITIES CORP MORT DE 9.01 11/26/04 STRUCTURED ASSET SECURITIES CORP MORT DE 9.01 11/26/04 STRUCTURED ASSET SECURITIES CORP MORT DE 8.01,9.01 11/25/04 Structured Asset Securities Corp Mort DE 8.01,9.01 11/26/04 Structured Asset Securities Corp Mort DE 8.01,9.01 11/25/04 Structured Asset Securities Corp Mort DE 9.01 11/26/04 Structured Asset Securities Corp Mort DE 9.01 11/26/04 Structured Asset Securities Corp Mort DE 8.01,9.01 11/25/04 Structured Asset Securities Corportio DE 9.01 11/26/04 STURCTURED ASSET SECURITIES CORP MORT DE 8.01,9.01 11/26/04 SUBURBAN PROPANE PARTNERS LP DE 2.02,9.01 12/01/04 Sunstone Hotel Investors, Inc. MD 2.02,9.01 12/01/04 SYMYX TECHNOLOGIES INC DE 2.01,9.01 11/30/04 TAIWAN FUND INC DE 7.01 09/30/04 TALBOTS INC DE 1.01 12/02/04 TANDY BRANDS ACCESSORIES INC DE 8.01,9.01 12/02/04 TECHNICAL OLYMPIC USA INC DE 5.02,9.01 11/30/04 TECO ENERGY INC FL 1.01,2.05,2.06,9.01 11/29/04 TEMPUR PEDIC INTERNATIONAL INC DE 1.01,5.02,9.01 12/02/04 TEN STIX INC NV 8.01 12/02/04 THEGLOBE COM INC DE 1.01,8.01,9.01 11/30/04 TRI-CONTINENTAL CORP MD 7.01,9.01 12/02/04 TXU CORP /TX/ TX 1.01,2.03,8.01 11/26/04 ULTIMATE ELECTRONICS INC DE 2.02,9.01 12/02/04 ULTIMATE ELECTRONICS INC DE 1.01,9.01 11/29/04 UNITY BANCORP INC /DE/ DE 5.02,9.01 11/29/04 UNIVERSAL COMPRESSION HOLDINGS INC DE 8.01 11/30/04 UTEK CORP 8.01,9.01 11/29/04 VALLEY NATIONAL BANCORP NJ 1.01,9.01 11/30/04 VALLEY NATIONAL BANCORP NJ 1.01,9.01 12/02/04 VERISIGN INC/CA DE 8.01 11/22/04 VERTRUE INC DE 8.01,9.01 11/30/04 VISTA EXPLORATION CORP CO 7.01,9.01 11/30/04 VITESSE SEMICONDUCTOR CORP DE 5.03,9.01 11/30/04 VOIP INC 4.01 12/01/04 VOUGHT AIRCRAFT INDUSTRIES INC 7.01 11/23/04 WARNACO GROUP INC /DE/ DE 1.01 12/02/04 WASHINGTON MUTUAL MORTGAGE SECURITIES DE 9.01 11/30/04 WELLS FARGO ASSET SECURITIES CORP DE 8.01,9.01 12/01/04 WELLS FARGO ASSET SECURITIES CORP DE 8.01,9.01 12/02/04 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 11/26/04 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 11/26/04 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 11/26/04 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 11/26/04 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 11/26/04 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 11/26/04 WELLS REAL ESTATE FUND I GA 8.01 11/30/04 WELLS REAL ESTATE INVESTMENT TRUST II MD 1.01 11/24/04 WESTERN GOLDFIELDS INC ID 7.01,9.01 11/28/04 WHITEHALL JEWELLERS INC DE 8.01 12/01/04 WHOLE LIVING INC NV 8.01 11/29/04 WILLAMETTE VALLEY VINEYARDS INC OR 2.02,3.01 09/30/04 WILLIS GROUP HOLDINGS LTD D0 7.01,9.01 11/29/04 WORLD WIDE WEB INC NV 4.01,9.01 11/09/04 AMEND XENOGEN CORP DE 1.01,9.01 11/30/04 YOUNG INNOVATIONS INC MO 8.01,9.01 12/01/04 YUM BRANDS INC NC 8.01,9.01 12/02/04 ZARLINK SEMICONDUCTOR INC 5.02 11/11/04 AMEND ZENITH NATIONAL INSURANCE CORP DE 8.01,9.01 12/02/04