SEC NEWS DIGEST


Issue 2005-111                                                  June 10, 2005
     


ENFORCEMENT PROCEEDINGS


COMMISSION GRANTS IN PART AND DENIES IN PART SALIM LEWIS'S PETITION TO VACATE
A 1990 COMMISSION BAR ORDER

     The  Commission  has granted in part and denied in part  a  petition  by
     Salim  B.  Lewis to vacate a 1990 Commission bar order entered with  his
     consent.
     
     In  the 1990 order, the Commission found both that Lewis pled guilty  to
     stock  manipulation, among other offenses, in 1989, and that  a  federal
     district  court had permanently enjoined Lewis, with his  consent,  from
     violating  Section  10(b) of the Securities Exchange  Act  of  1934  and
     Exchange  Act  Rule 10b-5 thereunder, among other provisions,  in  1990.
     The  Commission  barred Lewis from association with  a  broker,  dealer,
     investment adviser, investment company or municipal securities dealer.
     
     In  his  petition, Lewis contended that a presidential  pardon  for  his
     criminal conviction obtained in 2001 invalidated the 1990 Commission bar
     order.  He contended further that compelling equitable reasons warranted
     vacating the bar.
     
     The  Commission determined that the 1990 bar order survived  the  pardon
     because  the Commission based the bar on the independent ground  of  the
     injunction entered against Lewis as well as Lewis's criminal conviction.
     The  Commission  found  further that Lewis  demonstrated  no  compelling
     equitable circumstances that justified vacating the entire bar.
     
     The  Commission  determined that it was appropriate to  modify  the  bar
     order  by  vacating  that  portion of the order prohibiting  Lewis  from
     association with an investment adviser, investment company, or municipal
     securities dealer.  (Rel. 34-51817; File No. 3-7370)

IN THE MATTER OF JOSEPH FERRAGAMO

THE  COMMISSION SEEKS ADMINISTRATIVE SANCTIONS AGAINST BROKER  WHO  WAS  PAID
UNDISCLOSED KICKBACKS TO SOLICIT INVESTMENTS TO PUBLIC

     On  June  10,  the  Commission issued an Order  Instituting  Proceedings
     Pursuant  to  Section 15(b) of the Securities Exchange Act of  1934  and
     Notice of Hearing (Order) against Joseph Ferragamo (Ferragamo).
     
     The Division of Enforcement (Division) alleges, among other things, that
     from  July  2000 to July 2001, Ferragamo was a registered representative
     associated  with Bryn Mawr Investment Group (Bryn Mawr), a broker-dealer
     registered with the Commission.  The Division further alleges  that,  on
     May  19,  2005, Ferragamo pled guilty to two counts of securities  fraud
     and  one count of wire fraud before the United States District Court for
     the  District of New Jersey in United States v. Ferragamo,  05  Cr.  399
     (D.N.J.) (WGB).  The count of the criminal information relating to  wire
     fraud to which Ferragamo pled guilty alleged, inter alia, that Ferragamo
     defrauded  investors while working at Bryn Mawr by offering  and  paying
     undisclosed excessive cash commissions to brokers employed at Bryn  Mawr
     for  selling  stock and misleading customers concerning the  suitability
     and value of the stock.
     
     A  hearing  will  be  scheduled before an administrative  law  judge  to
     determine  whether the allegations contained in the Order are  true,  to
     provide  Ferragamo  an opportunity to dispute these allegations  and  to
     determine  what remedial sanctions, if any, are appropriate and  in  the
     public interest.
     
     The  Commission  directed  that an administrative  law  judge  issue  an
     initial decision no later than 210 days from the date of service of this
     order.  (Rel. 34-51819; File No. 3-11948)

SEC  FILES INSIDER TRADING CHARGES AGAINST TWO OF ZOMAX INCS FORMER OFFICERS
AND FILES SETTLED FINANCIAL REPORTING CHARGES AGAINST ZOMAX, INC. AND TWO  OF
ITS OFFICERS

     On  June 9, the SEC filed a civil injunctive action in the United States
     District Court for Minnesota alleging that James T. Anderson (Anderson),
     Zomaxs  former  Chairman of the Board of Directors and Chief  Executive
     Officer,  and  his  wife,  Michelle  Bedard-Anderson  (Bedard-Anderson),
     Zomaxs  former Executive Vice-President of Sales and Marketing, engaged
     in insider trading by liquidating their 821,250 shares of Zomax stock on
     the basis of material, non-public information that Zomaxs third quarter
     2000  revenue  and  earnings  would  be  lower  than  current  consensus
     estimates.  As a result, Anderson and Bedard-Anderson allegedly  avoided
     losses  of  approximately $9 million.  The Commissions  complaint  also
     alleges  that  Anderson tipped his friend, Neil Dolinsky (Dolinsky),  to
     sell  his  shares  of  Zomax stock on the basis of  material,  nonpublic
     information.   As  a result, Dolinsky allegedly avoided losses  totaling
     $139,014.
     
     The  Complaint  further  alleges that Anderson  and  James  E.  Flaherty
     (Flaherty),  Zomaxs former Chief Financial Officer,  misrepresented  or
     omitted  to  state  material facts about Zomaxs  prospects  of  meeting
     projected  third quarter revenue and earnings targets.     Specifically,
     Anderson  and Flaherty, in a conference call with analysts on  July  24,
     2000  allegedly represented that Zomax would meet its projected  revenue
     target  and  analyst expectations.  Zomax, Anderson, and  Flaherty  also
     allegedly  failed  to disclose information concerning  the  decrease  in
     demand  for  Zomaxs products and the material loss of  business  during
     this call and in Zomaxs Form 10-Q for the second quarter of 2000.   The
     Complaint also alleges that Anthony Angelini (Angelini), Zomaxs  former
     President  and  Chief  Operating Officer recklessly  failed  to  act  to
     prevent  such  disclosures and omissions of material  facts  from  being
     made.  When Zomax announced it would not meet analysts estimates for the
     third quarter 2000 its stock dropped 61%.
     
     Zomax,   Flaherty  and  Angelini,  without  admitting  or  denying   the
     allegations against them, consented to the entry of orders of  permanent
     injunction  against  them.  In addition, Zomax  has  agreed  to  pay  $2
     million  in  civil  penalty.  In determining to accept  the  Offer,  the
     Commission  considered remedial acts promptly undertaken  by  Zomax  and
     cooperation  afforded  the Commission staff.   Flaherty  has  agreed  to
     disgorge  $16,770, plus prejudgment interest, and pay  a  $75,000  civil
     penalty.   Angelini  has  agreed to disgorge $43,700,  plus  prejudgment
     interest  and pay a $50,000 civil penalty.  The litigation continues  as
     to  all  other parties.  The Commission also acknowledges the assistance
     and cooperation of the National Association of Securities Dealers Market
     Regulation Section of Surveillance and Compliance.  [SEC v. Zomax,  Inc.
     et al, Civil Action No. 05-1128, USDC, Minn.] (LR-19262)

SEC CHARGES A SECOND GEN RE EXECUTIVE FOR AIDING IN AIG SECURITIES FRAUD

     The  Commission  announced today that it has  charged  a  second  senior
     executive  of General Re Corporation (Gen Re), Richard Napier  (Napier),
     for  his  role  in aiding and abetting a securities fraud  committed  by
     American International Group, Inc. (AIG).  In an amended complaint filed
     today  in federal court in Manhattan, the Commission added Napier  as  a
     defendant  in  the  action it instituted on June 6,  2005  against  John
     Houldsworth (Houldsworth), a former Gen Re executive and former CEO of a
     Gen  Re subsidiary, Cologne Re Dublin.  Napier was a Gen Re Senior  Vice
     President  and the executive responsible for Gen Res relationship  with
     AIG.    The  amended  complaint  alleges  that  Napier,  together   with
     Houldsworth  and  others,  helped  AIG structure  two  sham  reinsurance
     transactions that had as their only purpose to allow AIG to add a  total
     of  $500  million  in phony loss reserves to its balance  sheet  in  the
     fourth  quarter of 2000 and the first quarter of 2001.  The transactions
     were  initiated  by  AIG  to quell criticism by  analysts  concerning  a
     reduction in the companys loss reserves in the third quarter of 2000.
     
     In  partial settlement of the Commissions claims, without admitting  or
     denying  the allegations, Napier has consented to the entry of a partial
     final  judgment, which resolves all issues of liability against him  and
     defers  the  determination of disgorgement and penalties until  a  later
     date.   As part of his settlement, Napier has agreed to cooperate  fully
     with the Commissions continuing investigation of this matter.
          
     In  connection  with the same conduct, both Napier and Houldsworth  have
     also  entered  guilty  pleas  to criminal  charges  filed  by  the  U.S.
     Department of Justice, Fraud Section (DOJ) in a Virginia federal  court.
     Under  the  respective  plea agreements, each defendant  has  agreed  to
     cooperate fully with DOJs continuing investigation.
          
     The  Commissions  amended  complaint charges  Napier  with  aiding  and
     abetting  the  violations by AIG and others of  Sections  10(b),  13(a),
     13(b)(2) and 13(b)(5) and Rules 10b-5, 12b-20, 13a-1, 13a-13 and  13b2-1
     of  the  Securities  Exchange  Act of  1934.   Napier,  in  addition  to
     undertaking  to  cooperate fully with the Commission, consented  to  the
     entry  of a partial final judgment permanently enjoining him from future
     violations of the above-cited provisions, barring him from serving as an
     officer  or  director of a public company for five years  following  the
     entry  of  the  partial  final judgment against him  and  deferring  the
     determination of civil penalties and disgorgement to a later date.
          
     The   Commissions   investigation  is   continuing.    The   Commission
     acknowledges  the assistance and cooperation of the U.S.  Department  of
     Justice  Criminal Fraud Division and the U.S. Postal Inspection  Service
     in  this matter.   [SEC v. John Houldsworth and Richard Napier, Case No.
     05 CV 5325 (LAP) S.D.N.Y.] (LR-19264; AAE Rel. 2261)


SELF-REGULATORY ORGANIZATIONS


PROPOSED RULE CHANGE

     The  National  Association of Securities Dealers filed a  proposed  rule
     change  (SR-NASD-2005-064) relating to the publication of  any  decision
     issued  by  the  National Adjudicatory Council pursuant  to  Rule  1015.
     Publication  of the proposal is expected in the Federal Register  during
     the week of June 13.  (Rel. 34-51786)

IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES

     A  proposed  rule change (SR-PCX-2005-65) and Amendment  No.  1  thereto
     filed by the Pacific Exchange relating to exchange fees and charges  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 June 13.  (Rel. 34-51787)

     A  proposed  rule change (SR-PCX-2005-70) and Amendment  No.  1  thereto
     filed  by the Pacific Exchange to correct a typographical error  in  its
     Schedule  of  Fees  and Charges has become immediately  effective  under
     Section  19(b)(3)(A)(ii)  of  the  Securities  Exchange  Act  of   1934.
     Publication  of the proposal is expected in the Federal Register  during
     the week of June 13.  (Rel. 34-51788)

     A  proposed  rule change (SR-PCX-2005-22) filed by the Pacific  Exchange
     relating  to the use of a third party to maintain a members  books  and
     records,  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 June 13.  (Rel.  34-
     51791)

WITHDRAWALS GRANTED

     An  order  has  been issued granting the application of Avnet,  Inc.  to
     withdraw   its  common  stock,  $1.00  par  value,  from   listing   and
     registration  on  the  Pacific Exchange, effective  at  the  opening  of
     business on June 3, 2005. (Rel. 34-51782)
     

     An   order  has  been  issued  granting  the  application  of  Equitable
     Resources, Inc. to withdraw its common stock, no par value, from listing
     and  registration on the Philadelphia Stock Exchange, effective  at  the
     opening of business on June 3, 2005.   (Rel. 34-51783)

     An  order  has been issued granting the application of Centrue Financial
     Corporation to withdraw its common stock, $.01 par value, and  preferred
     share  purchase  rights, from listing and registration on  the  American
     Stock  Exchange, effective at the opening of business on June  3,  2005.
     (Rel. 34-51784)

     An  order  has  been issued granting the application  of  Sears  Roebuck
     Acceptance  Corp. to withdraw its 7% notes (due 2042), 7.4%  notes  (due
     2043),   and  6.75%  notes  (due  September  2005),  from  listing   and
     registration on the New York Stock Exchange, effective at the opening of
     business on June 3, 2005.  (Rel. 34-51785)

     
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:
     <publicinfo@sec.gov>.  In most cases, this information is also available
     on the Commission's website: <www.sec.gov>.
     

SB-2    XTREME COMPANIES INC, 300 WESTLINK DRIVE, WASHINGTON, MO, 36090,
        6363909000 - 37,148,654 ($7,429,730.00) Equity, (File 333-125654 -
        Jun. 9) (BR. 09B)

S-8     INPUT OUTPUT INC, 11104 W AIRPORT BLVD, SUITE 200, STAFFORD, TX, 77477,
        2819333339 - 2,600,000 ($15,860,000.00) Equity, (File 333-125655 -
        Jun. 9) (BR. 10B)

S-8     CENTRAL JERSEY BANCORP, 627 SECOND AVENUE, LONG BRANCH, NJ, 07740,
        7325711300 - 400,000 ($11,668,000.00) Other, (File 333-125658 - Jun. 9)
        (BR. 07B)

S-8     SI Financial Group, Inc., 803 MAIN STREET, WILLIMANTIC, CT, 06226,
        (860) 423-4581 - 861,872 ($8,834,189.00) Equity, (File 333-125659 -
        Jun. 9) (BR. 07)

SB-2    ORAGENICS INC, 12085 RESEARCH DRIVE, ALACHUA, FL, 32615, 3864184018 -
        4,727,921 ($11,583,406.00) Equity, (File 333-125660 - Jun. 9) (BR. 01B)

S-8     CENTRAL FEDERAL CORP, C/O CENTRAL FEDERAL BANK, 601 MAIN ST,
        WELLSVILLE, OH, 43968, 3305321517 - 100,000 ($960,000.00) Equity,
        (File 333-125661 - Jun. 9) (BR. 07C)

S-1     Star Maritime Acquisition Corp., C/O ALLAN SCHWARTZ, 641 FIFTH AVENUE,
        NEW YORK, NY, 10022, 2127523100 - 0 ($426,950,100.00) Equity,
        (File 333-125662 - Jun. 9) (BR. 09)

F-6     Gentium S.p.A., (39) 031 385111 - 0 ($1,000,000.00) ADRs/ADSs,
        (File 333-125663 - Jun. 9) (BR. 01A)

S-8     MET PRO CORP, 160 CASSELL ROAD, HARLEYSVILLE, PA, 19438, 2157236751 -
        500,000 ($7,290,000.00) Equity, (File 333-125664 - Jun. 9) (BR. 06A)

S-8     RANGE RESOURCES CORP, 777 MAIN STREET, FT WORTH, TX, 76102,
        817-870-2601 - 0 ($91,015,352.26) Equity, (File 333-125665 - Jun. 9)
        (BR. 04C)

S-3     HARRAHS ENTERTAINMENT INC, ONE HARRAHS COURT, LAS VEGAS, NV, 89119,
        7024076000 - 0 ($4,292,701,750.00) Other, (File 333-125666 - Jun. 9)
        (BR. 05A)

S-8     ZIMMER HOLDINGS INC, 345 EAST MAIN STREET, WARSAW, IN, 46580,
        2192676131 - 0 ($658,899,249.70) Equity, (File 333-125667 - Jun. 9)
        (BR. 10C)

SB-2    HEADLINERS ENTERTAINMENT GROUP, INC., 501 BLOOMFIELD AVENUE, MONTCLAIR,
        NJ, 07042, 973-233-1233 - 75,877,662 ($113,816,493.00) Equity,
        (File 333-125668 - Jun. 9) (BR. 05B)

SB-2    INTEGRAL VISION INC, 38700 GRAND RIVER AVE, FARMINGTON HILLS, MI,
        48335, 8104773900 - 28,447,097 ($37,834,639.00) Equity,
        (File 333-125669 - Jun. 9) (BR. 10B)

S-8     PLAYTEX PRODUCTS INC, PO BOX 7016, DOVER, DE, 19903-1516, 2033414000 -
        6,000,000 ($65,040,000.00) Equity, (File 333-125670 - Jun. 9) (BR. 02B)

S-3     COLUMBIA LABORATORIES INC, 354 EISENHOWER PARKWAY, LIVINGSTON, NJ,
        07039, 9739943999 - 3,900,000 ($10,608,000.00) Equity,
        (File 333-125671 - Jun. 9) (BR. 01A)

S-8     HICKOK INC, 10514 DUPONT AVE, CLEVELAND, OH, 44108, 2165418060 -
        21,000 ($120,750.00) Equity, (File 333-125672 - Jun. 9) (BR. 10B)

F-1     Silicon Motion Technology CORP, NO. 20-1, TAIYUAN STREET, JHUBEI CITY,
        HSINCHU COUNTY, F5, 302, 886-3-552-6888 - 0 ($115,000,000.00) Equity,
        (File 333-125673 - Jun. 9) (BR. )

S-8     MEREDITH CORP, 1716 LOCUST ST, DES MOINES, IA, 50309, 5152843000 -
        4,000,000 ($196,320,000.00) Equity, (File 333-125675 - Jun. 9) (BR. 05B)

S-3     AMERICAN HONDA RECEIVABLES CORP, 700 VAN NESS AVENUE,
        C/O AMERICAN HONDA RECIEVABLES CORP, TORRANCE, CA, 90501, 3107814318 -
        0 ($1,000,000.00) Debt Convertible into Equity, (File 333-125676 -
        Jun. 9) (BR. 05)

S-3     EDGE PETROLEUM CORP, 1111 BAGBY, SUITE 2100, HOUSTON, TX, 77002,
        7136548960 - 0 ($300,000,000.00) Other, (File 333-125677 - Jun. 9)
        (BR. 04B)

SB-2    Probe Manufacturing Inc, 3050 PULLMAN STREET, COSTA MESA, CA, 92626,
        714-424-2960 - 12,078,125 ($9,662,500.00) Equity, (File 333-125678 -
        Jun. 9) (BR. )

S-8     ABX AIR INC, 145 HUNTER DRIVE, WILIMINGTON, OH, 45177,
        3,000,000 ($23,340,000.00) Equity, (File 333-125679 - Jun. 9) (BR. 05A)

S-1     WELLCARE HEALTH PLANS, INC., 8725 HENDERSON ROAD, RENAISSANCE ONE,
        TAMPA, FL, 33634, 8132906200 - 0 ($260,279,500.00) Equity,
        (File 333-125680 - Jun. 9) (BR. 01)

S-1     FRANKLIN CREDIT MANAGEMENT CORP/DE/, SIX HARRISON ST, NEW YORK, NY,
        10013, 2129258745 - 1,265,000 ($15,369,750.00) Equity,
        (File 333-125681 - Jun. 9) (BR. 07A)

S-3     CHESAPEAKE ENERGY CORP, 6100 N WESTERN AVE, OKLAHOMA CITY, OK, 73118,
        4058488000 - 0 ($460,000,000.00) Equity, (File 333-125682 - Jun. 9)
        (BR. 04B)

S-1     EARTHSHELL CORP, 3916 STATE STREET, SUITE 110, SANTA BARBARA, CA,
        93105, 805.563.7590 - 4,476,927 ($8,953,854.00) Equity,
        (File 333-125683 - Jun. 9) (BR. 04B)

S-8     Zann Corp, 1549 LEROY STREET, SUITE D-200, FENTON, MI, 48430,
        8107142978 - 11,000,000 ($253,000.00) Equity, (File 333-125684 -
        Jun. 9) (BR. 11C)


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 Registrants 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 Registrants Code of Ethics, or Waiver of a
     Provision of the Code of Ethics
6.01 ABS Informational and Computational Material.
6.02 Change of Servicer or Trustee.
6.03 Change in Credit Enhancement or Other External Support.
6.04 Failure to Make a Required Distribution.
6.05 Securities Act Updating Disclosure.
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:  <publicinfo@sec.gov>.  In most cases,
this   information   is   also   available  on  the   Commission's   website:
<www.sec.gov>.

     

				        STATE     8K ITEM NO.
NAME OF ISSUER                        CODE   			    		      DATE     COMMENT
---------------------------------------------------------------------------------------------------------

649 COM INC                                      5.02,9.01                              06/02/05

ABATIX CORP                             DE       8.01,9.01                              05/26/05

ABLE LABORATORIES INC                   DE       8.01,9.01                              05/27/05

ADVOCAT INC                             DE       8.01,9.01                              06/07/05

AFC ENTERPRISES INC                     MN       1.01,5.02,9.01                         06/03/05

AGILENT TECHNOLOGIES INC                DE       5.02                                   06/07/05

AK STEEL HOLDING CORP                   DE       8.01                                   06/06/05

ALABAMA NATIONAL BANCORPORATION         DE       1.01,9.01                              06/06/05

ALBERTSONS INC /DE/                     DE       2.02                                   06/07/05

ALLOY  INC                              DE       2.01                                   06/01/05

AMERICAN EXPRESS CO                     NY       8.01                                   06/06/05

AMERICAN WOODMARK CORP                  VA       2.02,8.01,9.01                         06/07/05

AMERICANWEST BANCORPORATION             WA       5.02,9.01                              06/06/05

AmeriCredit Automobile Receivables Tr   DE       1.01,9.01                              06/02/05

AMPHENOL CORP /DE/                      DE       8.01                                   06/07/05

AMREIT                                  TX       2.01,9.01                              05/10/05    AMEND

ANALOGIC CORP                           MA       2.02,9.01                              06/07/05

ANIMAS CORP                             DE       1.01,9.01                              05/31/05

APARTMENT INVESTMENT & MANAGEMENT CO    MD       8.01                                   06/07/05

APOLLO GOLD CORP                                 3.02,5.02                              06/01/05

APPLERA CORP                            DE       1.01                                   06/02/05

APPLETON PAPERS INC/WI                           5.02                                   06/01/05

ARCH CHEMICALS INC                      VA       5.02                                   06/01/05

ARENA PHARMACEUTICALS INC               DE       8.01                                   06/07/05

ARMOR HOLDINGS INC                      DE       8.01                                   06/06/05

ARROWHEAD RESEARCH CORP                 DE       8.01,9.01                              06/07/05

Asset Backed Pass-Through Certificate   DE       8.01,9.01                              10/25/04    AMEND

Asset Backed Pass-Through Certificate   DE       8.01,9.01                              11/26/04    AMEND

ATRIUM COMPANIES INC                    DE       2.01,8.01                              06/06/05

BANC OF AMERICA COMMERCIAL MORTGAGE I   DE       8.01,9.01                              06/07/05

BEAR STEARNS COMMERCIAL MORTGAGE SECU   DE       8.01,9.01                              06/06/05

BEAZER HOMES USA INC                    DE       7.01                                   06/07/05

BEBE STORES INC                         CA       5.03,9.01                              06/03/05

BEBE STORES INC                         CA       8.01,9.01                              06/03/05

BECTON DICKINSON & CO                   NJ       8.01                                   06/07/05

BERRY PETROLEUM CO                      DE       7.01,9.01                              06/07/05

Biotel Inc.                             MN       8.01                                   06/03/05

BLUE HOLDINGS, INC.                     NV       3.03,9.01                              06/07/05

BOOKS A MILLION INC                     DE       1.01                                   06/01/05

BOYKIN LODGING CO                       OH       1.01,9.01                              06/02/05

BRADLEY PHARMACEUTICALS INC             DE       2.04,9.01                              06/01/05

BREMER FINANCIAL CORP                   MN       5.02                                   06/06/05

BRIGHTPOINT INC                         IN       1.01,5.02,8.01,9.01                    06/02/05

BULLDOG TECHNOLOGIES INC                NV       7.01,9.01                              06/07/05

CALAVO GROWERS INC                      CA       2.02,9.01                              06/06/05

CALAVO GROWERS INC                      CA       1.01,2.01,3.02,9.01                    06/01/05

CAMBREX CORP                            DE       1.01,9.01                              06/07/05

CAMDEN PROPERTY TRUST                   TX       1.01,9.01                              06/02/05

CAPITAL ALLIANCE INCOME TRUST REAL ES   DE       8.01                                   06/03/05

Capital One Auto Receivables LLC        DE       8.01,9.01                              06/07/05

CAPTEC FRANCHISE CAPITAL PARTNERS L P   DE       2.01,9.01                              06/03/05

CARDIODYNAMICS INTERNATIONAL CORP       CA       5.02,9.01                              06/07/05

CARREKER CORP                           DE       2.02,9.01                              06/07/05

CARTERS INC                             DE       7.01                                   06/07/05

CBL & ASSOCIATES PROPERTIES INC         DE       1.01                                   06/01/05

Celanese CORP                           DE       5.02,8.01                              06/01/05

CELL THERAPEUTICS INC                   WA       2.05                                   06/03/05

CENDANT CORP                            DE       1.01,2.03,9.01                         06/01/05

CENTRAL EUROPEAN MEDIA ENTERPRISES LT            1.01,9.01                              06/02/05

CEPHALON INC                            DE       9.01                                   06/07/05

CHARLES & COLVARD LTD                   NC       7.01                                   06/07/05

CHESAPEAKE ENERGY CORP                  OK       8.01,9.01                              06/06/05

CHIQUITA BRANDS INTERNATIONAL INC       NJ       8.01,9.01                              06/06/05

CITIGROUP COMMERCIAL MORTGAGE SECURIT   DE       8.01,9.01                              06/03/05

CITIGROUP INC                           DE       8.01,9.01                              06/07/05

CITIZENS BANKING CORP                   MI       1.01,9.01                              05/31/05

CLINICAL INTELLIGENCE INC               DE       4.01                                   06/01/05

Collegiate Funding Services Education            8.01,9.01                              06/01/05

COLUMBUS MCKINNON CORP                  NY       2.02,9.01                              06/07/05

COMPUTER ASSOCIATES INTERNATIONAL INC   DE       8.01,9.01                              06/07/05

CONAGRA FOODS INC /DE/                  DE       2.02                                   06/07/05

CONCORD COMMUNICATIONS INC              MA       3.01,5.01,8.01,9.01                    06/07/05

CONSULIER ENGINEERING INC               FL       5.02                                   06/06/05

CONTINENTAL AIRLINES INC /DE/           DE       7.01,9.01                              06/07/05

CONTINENTAL AIRLINES INC /DE/           DE       7.01,9.01                              06/07/05

COOPER COMPANIES INC                    DE       2.02,9.01                              06/07/05

CORE BOND PRODUCTS LLC                  DE       8.01,9.01                              05/31/05

CRESTED CORP                            CO       2.01,9.01                              06/01/05

CRITICAL THERAPEUTICS INC               DE       1.01,3.02,8.01,9.01                    06/06/05

CSK AUTO CORP                           DE       7.01,9.01                              06/03/05

CT COMMUNICATIONS INC /NC               NC       8.01,9.01                              06/06/05

CURIS INC                               DE       1.01,9.01                              06/01/05

CURON MEDICAL INC                       DE       3.02,3.03,9.01                         06/01/05

DAVE & BUSTERS INC                      MO       2.02,9.01                              06/07/05

DIAL THRU INTERNATIONAL CORP            DE       1.01,2.03,3.02,9.01                    06/01/05

DIALYSIS CORP OF AMERICA                FL       1.01                                   06/07/05

Diamond I, Inc.                         DE       4.01,7.01,9.01                         04/29/05    AMEND

DIAMOND OFFSHORE DRILLING INC           DE       8.01,9.01                              06/07/05

DREAMS INC                              UT       1.01,1.02,2.03,7.01,9.01               06/03/05

E LOAN INC                              DE       1.01,9.01                              06/06/05

EBIX INC                                DE       1.01,9.01                              06/01/05

ECOLLEGE COM                            DE       8.01                                   06/07/05

ELECTRONIC SYSTEMS TECHNOLOGY INC       WA       8.01,9.01                              06/03/05

EMCOR GROUP INC                         DE       8.01                                   06/07/05

ENCISION INC                            CO       1.01,5.02,9.01                         06/01/05

ENDO PHARMACEUTICALS HOLDINGS INC       DE       7.01,8.01,9.01                         06/07/05

ENERGEN CORP                            AL       7.01,9.01                              06/07/05

ENHERENT CORP                           DE       1.01,9.01                              06/02/05

ESTERLINE TECHNOLOGIES CORP             DE       7.01,9.01                              06/03/05

EVERGREEN HOLDINGS INC                  OR       2.04                                   06/01/05

EXELON CORP                             PA       1.01,9.01                              06/06/05

EXPLORATION CO OF DELAWARE INC          DE       7.01,9.01                              06/06/05

FAVRILLE INC                            DE       7.01,9.01                              06/07/05

FEDERAL NATIONAL MORTGAGE ASSOCIATION            5.02                                   06/01/05

FEDERATED DEPARTMENT STORES INC /DE/    DE       1.01,8.01,9.01                         06/02/05

FIRST SOUTHERN BANCORP                  GA       8.01,9.01                              06/02/05

FIRSTBINGO COM                          NV       7.01,9.01                              06/07/05

FISCHER  WATT GOLD CO INC               NV       7.01,9.01                              06/01/05

FISCHER IMAGING CORP                    DE       1.01,5.02                              06/01/05

FORTUNE BRANDS INC                      DE       7.01,9.01                              06/07/05

FPIC INSURANCE GROUP INC                FL       8.01,9.01                              06/06/05

Fremont Home Loan Trust 2005-1          DE       2.01,8.01,9.01                         05/23/05

FUELCELL ENERGY INC                     DE       2.02,9.01                              06/06/05

GARMIN LTD                                       1.01,8.01,9.01                         06/03/05

GENERAL MOTORS CORP                     DE       7.01                                   06/07/05

GENESCO INC                             TN       7.01                                   06/07/05

GENIUS PRODUCTS INC                     NV       1.01,2.01,3.02,5.02,5.03,9.01          03/21/05    AMEND

GEORGIA PACIFIC CORP                    GA       8.01                                   06/07/05

GIGABEAM CORP                           DE       1.01,3.02                              06/01/05

GLOBAL CASINOS INC                      UT       2.02,7.01,9.01                         06/06/05

GLOBAL SIGNAL INC                       DE       8.01,9.01                              06/06/05

GLOWPOINT INC                           DE       4.01,9.01                              06/02/05

GMAC COMMERCIAL MORTGAGE SECURITIES I   DE       8.01,9.01                              06/06/05

GOLDMAN SACHS HEDGE FUND PARTNERS LLC   DE       3.02                                   06/07/05

GRANT PARK FUTURES FUND LIMITED PARTN   IL       7.01                                   06/03/05

GS MORTGAGE SECURITIES CORP             DE       8.01,9.01                              06/07/05

GS MORTGAGE SECURITIES CORP             DE       8.01                                   06/07/05

GSI COMMERCE INC                        DE       1.01,2.03,8.01,9.01                    06/01/05

HANCOCK JOHN LIFE INSURANCE CO          MA       8.01,9.01                              06/06/05

HANCOCK JOHN LIFE INSURANCE CO          MA       8.01,9.01                              06/06/05

HARMAN INTERNATIONAL INDUSTRIES INC /   DE       5.02                                   03/31/05

HARTVILLE GROUP  INC                    NV       5.02                                   06/02/05

HAWAIIAN HOLDINGS  INC                  DE       1.01,1.03,2.01,3.02,9.01               06/01/05

HORMEL FOODS CORP /DE/                  DE       8.01,9.01                              06/01/05

IA GLOBAL INC                           DE       2.01,8.01                              06/03/05

IDT CORP                                DE       2.02,9.01                              06/07/05

INDYMAC ABS INC                         DE       8.01,9.01                              06/07/05

INDYMAC MBS INC                                  8.01,9.01                              05/23/05

INSPIRE PHARMACEUTICALS INC             DE       8.01,9.01                              06/01/05

INSTINET GROUP INC                      DE       9.01                                   06/07/05    AMEND

INTEGRATED ELECTRICAL SERVICES INC      DE       1.01,5.02,7.01,9.01                    06/01/05

INTERCHANGE CORP                        DE       1.01,9.01                              06/03/05

INTERNATIONAL DISPLAYWORKS, INC         OR       7.01,9.01                              06/07/05

INTERNET AMERICA INC                    TX       5.02                                   06/06/05

J JILL GROUP INC                        DE       1.01,9.01                              06/02/05

J P MORGAN CHASE & CO                   DE       9.01                                   06/02/05

JANUS CAPITAL GROUP INC                 DE       1.01,9.01                              06/07/05

K-SEA TRANSPORTATION PARTNERS LP        DE       1.01,3.02,3.03,7.01,9.01               06/01/05

KADANT INC                              DE       7.01                                   06/06/05

KEYSTONE AUTOMOTIVE INDUSTRIES INC      CA       2.02,9.01                              06/03/05

KNIGHT CAPITAL GROUP, INC.              DE       7.01,9.01                              06/07/05

KNIGHT FULLER INC                       DE       4.01,9.01                              05/09/05    AMEND

LA-Z-BOY INC                            MI       9.01                                   06/07/05

LABORATORY CORP OF AMERICA HOLDINGS     DE       7.01                                   06/07/05

LAKE AREA CORN PROCESSORS LLC                    1.02,9.01                              06/06/05

LAKELAND INDUSTRIES INC                 DE       2.02                                   06/06/05

LAWSON SOFTWARE INC                     DE       1.01,5.02,9.01                         06/02/05

LEAP WIRELESS INTERNATIONAL INC         DE       1.01,5.02                              06/01/05

LEAPFROG ENTERPRISES INC                         1.01,5.02                              06/01/05

Lev Pharmaceuticals Inc                 DE       1.01,9.01                              05/23/05

LITFUNDING CORP                         NV       5.02,9.01                              06/01/05

LODGENET ENTERTAINMENT CORP             DE       7.01,9.01                              06/07/05

M & F WORLDWIDE CORP                    DE       3.03                                   06/06/05

MAGELLAN MIDSTREAM PARTNERS LP          DE       1.01,7.01,9.01                         06/06/05

MAJESCO ENTERTAINMENT CO                DE       2.02,9.01                              06/07/05

MANPOWER INC /WI/                       WI       1.01,2.03                              06/01/05

MARSH SUPERMARKETS INC                  IN       1.01                                   06/01/05

MARTEK BIOSCIENCES CORP                 DE       2.02,9.01                              06/07/05

MAX RE CAPITAL LTD                               8.01                                   06/06/05

MAXTOR CORP                             DE       7.01,8.01                              06/07/05

MBNA AMERICA BANK NATIONAL ASSOCIATIO   DE       8.01,9.01                              06/06/05

MBNA AMERICA BANK NATIONAL ASSOCIATIO   DE       8.01,9.01                              06/07/05

MCDATA CORP                             DE       9.01                                   06/01/05    AMEND

MEDICORE INC                            FL       1.01                                   06/07/05

MEDIS TECHNOLOGIES LTD                  DE       8.01,9.01                              06/07/05

MEDQUIST INC                            NJ       1.01,9.01                              06/02/05

MENTOR GRAPHICS CORP                    OR       1.02,2.03,9.01                         06/01/05

MERGE TECHNOLOGIES INC                  WI       2.01,3.02,5.02,8.01,9.01               06/01/05

MERRILL LYNCH & CO INC                  DE       8.01,9.01                              06/07/04

MERRILL LYNCH & CO INC                  DE       5.03                                   06/06/05

MERRILL LYNCH MORTGAGE INVESTORS INC    DE       8.01,9.01                              06/06/05

METRO ONE TELECOMMUNICATIONS INC        OR       7.01,9.01                              06/01/05

METROMEDIA INTERNATIONAL GROUP INC      DE       2.02,2.04,4.02,9.01                    06/02/05

MIDWAY GAMES INC                        DE       1.01,9.01                              06/06/05

MITCHAM INDUSTRIES INC                  TX       1.01,9.01                              06/02/05

MITY ENTERPRISES INC                    UT       7.01,9.01                              06/07/05

ML MEDIA PARTNERS LP                    NY       1.01                                   06/03/05

MOLEX INC                               DE       1.01,5.02,9.01                         06/01/05

MOLINA HEALTHCARE INC                   DE       1.01                                   06/01/05

MONSANTO CO /NEW/                       DE       2.02,9.01                              06/07/05

MONSTER WORLDWIDE INC                   DE       1.01,2.01,9.01                         06/01/05

MSGI SECURITY SOLUTIONS, INC            NV       1.01,1.02,9.01                         06/01/05

Myriad Entertainment & Resorts, Inc.             4.01,9.01                              01/17/05    AMEND

National Collegiate Student Loan Trus            8.01,9.01                              06/06/05

NATIONAL PROPERTY INVESTORS 5           CA       2.03,9.01                              06/01/05

NATIONWIDE FINANCIAL SERVICES INC/      DE       8.01                                   06/07/05

NATIONWIDE LIFE INSURANCE CO            OH       8.01                                   06/07/05

NBTY INC                                DE       1.01,9.01                              06/06/05

NDCHEALTH CORP                          DE       8.01,9.01                              06/07/05

NET 1 UEPS TECHNOLOGIES INC             FL       5.03,5.05,9.01                         06/02/05

NETBANK INC                             GA       1.01,9.01                              06/01/05

NETGURU INC                             DE       1.01,9.01                              06/01/05

NEW FRONTIER ENERGY INC                 CO       8.01,9.01                              06/07/05

NEW HAMPSHIRE THRIFT BANCSHARES INC     DE       8.01,9.01                              06/07/05

NEW WORLD RESTAURANT GROUP INC          DE       5.02,9.01                              06/02/05

NEW YORK HEALTH CARE INC                NY       1.01,3.02,5.02,9.01                    06/01/05

NEWALLIANCE BANCSHARES INC                       7.01,9.01                              06/07/05

NEWALLIANCE BANCSHARES INC                       8.01,9.01                              06/01/05

NEWELL RUBBERMAID INC                   DE       2.01,9.01                              06/01/05

NEXT GENERATION MEDIA CORP              NV       4.02                                   06/06/05

NEXTMEDIA OPERATING INC                          5.02,9.01                              06/03/05

NOBEL LEARNING COMMUNITIES INC          DE       1.01,1.02,8.01,9.01                    06/03/05

NOMURA ASSET ACCEPTANCE CORP            DE       8.01,9.01                              06/01/05

NYMEX HOLDINGS INC                      DE       8.01                                   06/07/05

OAKLEY INC                              WA       5.02                                   06/06/05

OCA, INC. / DE /                        DE       1.01,3.01,4.02,5.02,8.01               05/31/05

ONESOURCE TECHNOLOGIES INC              DE       5.03,9.01                              06/01/05

ONYX PHARMACEUTICALS INC                DE       1.01,9.01                              06/01/05

OPTION ONE MORTGAGE LOAN TRUST 2005-2   DE       2.01,8.01,9.01                         05/25/05

ORION HEALTHCORP INC                    DE       1.01,2.03,3.02,9.01                    06/01/05

OSCIENT PHARMACEUTICALS CORP            MA       8.01                                   06/07/05

P COM INC                               DE       1.01,5.03                              06/06/05

PACIFIC BIOMETRICS INC                  DE       1.01,9.01                              06/01/05

PANERA BREAD CO                         DE       1.01,8.01,9.01                         06/07/05

ParaFin CORP                            CO       3.02,8.01                              06/02/05

PDI INC                                          5.02,9.01                              06/01/05

PEGASUS COMMUNICATIONS CORP /           DE       5.02                                   06/01/05

PEGASUS COMMUNICATIONS CORP /           DE       3.01,8.01                              05/26/05

PENWEST PHARMACEUTICALS CO              WA       1.01,9.01                              06/01/05

PHARMACEUTICAL FORMULATIONS INC         DE       5.02                                   06/03/05

PHARMACYCLICS INC                       DE       1.01,9.01                              06/07/05

PHARSIGHT CORP                          CA       7.01,9.01                              06/06/05    AMEND

PHELPS DODGE CORP                       NY       1.01,9.01                              06/01/05

PIEDMONT NATURAL GAS CO INC             NC       2.02,8.01,9.01                         06/07/05

PINNACLE SYSTEMS INC                    CA       4.02                                   06/06/05

PINNACLE SYSTEMS INC                    CA       8.01,9.01                              06/07/05

PINNACLE SYSTEMS INC                    CA       2.02,8.01,9.01                         04/27/05    AMEND

PIONEER COMPANIES INC                   DE       1.01,9.01                              06/03/05

PIONEER NATURAL RESOURCES CO            DE       7.01,9.01                              06/02/05

PLAINS ALL AMERICAN PIPELINE LP         DE       7.01                                   06/07/05

PLANTRONICS INC /CA/                    DE       5.02                                   06/07/05

POPULAR ABS, INC.                       DE       8.01,9.01                              06/03/05

PRAECIS PHARMACEUTICALS INC             DE       3.01                                   06/07/05

PRIDE INTERNATIONAL INC                 DE       7.01,9.01                              06/07/05

PRIME GROUP REALTY TRUST                MD       8.01                                   06/06/05

PRIMEDIA INC                            DE       7.01,9.01                              06/07/05

PROTECTIVE LIFE SECURED TRUST 2003-1    DE       1.03,2.01,8.01,9.01                    05/24/05

Protective Life Secured Trust 2005-A    DE       1.03,2.01,8.01,9.01                    04/14/05

PROXIM CORP                             DE       1.02,3.01                              06/01/05

PRUDENTIAL FINANCIAL INC                NJ       8.01,9.01                              06/07/05

PSS WORLD MEDICAL INC                   FL       1.01                                   06/01/05

PURE WORLD INC                          DE       1.01,1.02,9.01                         06/03/05

QUALITY DISTRIBUTION INC                FL       1.01,5.02,9.01                         06/05/05

QUANTUM FUEL SYSTEMS TECHNOLOGIES WOR   DE       1.01                                   06/01/05

R H DONNELLEY CORP                      DE       7.01,9.01                              06/07/05

RADIAN GROUP INC                        DE       1.01,2.03,9.01                         06/02/05

RADYNE COMSTREAM INC                    DE       3.01                                   06/07/05

RAE SYSTEMS INC                         DE       2.02,9.01                              06/07/05

RALI Series 2005-QA1 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QA2 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QA3 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QA4 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QA5 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QR1 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QS1 Trust              DE       8.01,9.01                              06/02/05

Rali Series 2005-QS2 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QS3 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QS4 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QS5 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-RS1 Trust                       8.01,9.01                              06/02/05

RAMP Series 2005-RS2 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-RS3 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-RS4 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-RZ1 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-SL1 Trust              DE       8.01,9.01                              06/02/05

RASC Series 2005-EMX1 Trust             DE       8.01,9.01                              06/02/05

RASC Series 2005-KS1 Trust              DE       8.01,9.01                              06/02/05

RASC Series 2005-KS2 Trust              DE       8.01,9.01                              06/02/05

RASC Series 2005-KS3 Trust              DE       8.01,9.01                              06/02/05

RASC Series 2005-KS4 Trust              DE       8.01,9.01                              06/02/05

REAL ESTATE ASSOCIATES LTD VI           CA       8.01                                   06/01/05

REALAMERICA CO/NEW                      DE       4.01,8.01                              05/31/05

REGENCY CENTERS CORP                    FL       1.01,2.01,2.03,3.03,9.01               06/01/05

REGENCY CENTERS LP                      FL       1.01,2.01,2.03,3.03,9.01               06/01/05

REMEC INC                               CA       2.02,9.01                              06/07/05

RETAIL VENTURES INC                     OH       8.01                                   05/27/05

RFMSI Series 2005-S1 Trust              DE       8.01,9.01                              06/02/05

RFMSI Series 2005-S2 Trust              DE       8.01,9.01                              06/02/05

RFMSI Series 2005-S3 Trust              DE       8.01,9.01                              06/02/05

RFMSI Series 2005-SA1 Trust             DE       8.01,9.01                              06/02/05

RFMSI Series 2005-SA1 Trust             DE       8.01,9.01                              06/02/05

RFMSII 2005-HI1                         DE       8.01,9.01                              06/02/05

RIVER CAPITAL GROUP, INC.               DE       1.01,2.03,3.02,9.01                    05/23/05

ROCKY MOUNTAIN CHOCOLATE FACTORY INC    CO       8.01,9.01                              06/06/05

SAFEWAY INC                             DE       1.01,9.01                              06/01/05

SALIX PHARMACEUTICALS LTD                        8.01,9.01                              06/07/05

SAN HOLDINGS INC                        CO       1.01,9.01                              06/03/05

SAXON ASSET SECURITIES CO               VA       8.01                                   06/07/05

SAXON CAPITAL INC                       MD       2.03,9.01                              06/07/05

SCHOOL SPECIALTY INC                    WI       2.02,9.01                              06/07/05

SCIENCE APPLICATIONS INTERNATIONAL CO   DE       5.02                                   06/07/05

SCRIPPS E W CO /DE                      OH       1.01,9.01                              06/06/05

SE FINANCIAL CORP                                8.01,9.01                              06/07/05

Sears Holdings CORP                     DE       2.02,7.01,9.01                         06/07/05

Sears Holdings CORP                     DE       9.01                                   03/24/05    AMEND

SECURITY CAPITAL CORP/DE/               DE       8.01,9.01                              06/06/05

SECURITY NATIONAL FINANCIAL CORP        UT       4.01                                   06/06/05    AMEND

SELECT COMFORT CORP                              2.02,7.01,9.01                         06/06/05

SEVERN BANCORP INC                      MD       5.02,9.01                              06/07/05

SHIRE PHARMACEUTICALS GROUP PLC                  8.01,9.01                              06/07/05

SHOPPING COM LTD                        NY       1.01,9.01                              06/01/05

SIRNA THERAPEUTICS INC                  CO       7.01,9.01                              06/02/05

SKECHERS USA INC                        DE       8.01                                   06/03/05

SS&C TECHNOLOGIES INC                   DE       3.02,8.01,9.01                         05/16/05    AMEND

STEWART ENTERPRISES INC                 LA       2.02,9.01                              06/07/05

STRUCTURED ASSET MORTGAGE INVESTMENTS   DE       9.01                                   03/31/05

STRUCTURED ASSET SECURITIES CORP        DE       8.01                                   06/03/05

SUPERIOR GALLERIES INC                  DE       1.01,5.02,9.01                         06/01/05

SYCAMORE NETWORKS INC                   DE       8.01,9.01                              06/07/05

SYNPLICITY INC                          CA       5.02,9.01                              06/01/05

TECO ENERGY INC                         FL       2.01,9.01                              06/01/05

TEKNOWLEDGE CORP                        DE       5.02                                   06/01/05

TEXAS INSTRUMENTS INC                   DE       7.01,9.01                              06/07/05

THORNBURG MORTGAGE INC                  MD       8.01,9.01                              05/26/05

TIMCO AVIATION SERVICES INC             DE       4.01,9.01                              06/02/05

TIME WARNER TELECOM INC                 DE       7.01,9.01                              06/07/05

TIMELINE INC                            WA       1.01,1.02,2.03,9.01                    06/01/05

TRINITY ENERGY RESOURCES INC                     7.01,9.01                              05/23/05

TRIPOS INC                              UT       7.01                                   05/31/05

TRUST CREATED FEBRUARY 25 1986                   2.04                                   06/01/05

TULLYS COFFEE CORP                               1.01,9.01                              06/07/05

TUT SYSTEMS INC                         DE       2.01,9.01                              06/01/05

TYSON FOODS INC                         DE       3.01,5.02                              06/06/05

UICI                                    DE       7.01,9.01                              06/07/05

ULTRALIFE BATTERIES INC                 DE       7.01,9.01                              06/07/05

UNIFI INC                               NY       7.01,9.01                              06/07/05

UNITED COMMUNITY BANKS INC              GA       8.01                                   06/02/05

UNITED DEFENSE INDUSTRIES INC           DE       1.01,9.01                              06/01/05

UNITED MEDICORP INC                     DE       5.02,9.01                              06/06/05

UNITED RENTALS INC /DE                  DE       1.01,5.02,9.01                         06/06/05

UNITED SURGICAL PARTNERS INTERNATIONA   DE       7.01,9.01                              06/07/05

UNITED SURGICAL PARTNERS INTERNATIONA   DE       7.01,9.01                              06/06/05

UNIVISION COMMUNICATIONS INC            DE       5.02                                   06/03/05

URSTADT BIDDLE PROPERTIES INC           MD       1.01,5.03,9.01                         06/02/05

US CONCRETE INC                         DE       1.01,9.01                              06/01/05

US ENERGY CORP                          WY       2.01,9.01                              06/01/05

US GEOTHERMAL INC                       DE       8.01,9.01                              06/03/05

USI HOLDINGS CORP                       DE       8.01,9.01                              06/06/05

USURF AMERICA INC                       NV       8.01                                   06/06/05

VAXGEN INC                              DE       8.01,9.01                              06/06/05

VESTA INSURANCE GROUP INC               DE       1.01,9.01                              06/01/05

VIROPHARMA INC                          DE       3.02                                   06/02/05

VISUAL NETWORKS INC                     DE       1.01,9.01                              06/06/05

VOLT INFORMATION SCIENCES, INC.         NY       2.02,9.01                              06/07/05

WASHINGTON MUTUAL INC                   WA       8.01,9.01                              06/06/05

WASHINGTON MUTUAL MORTGAGE SECURITIES   DE       9.01                                   06/03/05

WATER PIK TECHNOLOGIES INC              DE       7.01,9.01                              06/07/05

WESTPAC SECURITISATION MGT PTY LTD SE            9.01                                   06/06/05

XCYTE THERAPIES INC                     WA       3.01                                   06/06/05

XFONE INC                               NV       8.01,9.01                              06/03/05

XILINX INC                              DE       1.01,5.02,9.01                         06/07/05

XTEN NETWORKS, INC                      NV       1.01                                   06/01/05

XYBERNAUT CORP                          DE       1.01,8.01                              04/15/05

YORK INTERNATIONAL CORP /DE/            DE       8.01,9.01                              06/07/05

649 COM INC                                      5.02,9.01                              06/02/05

ABATIX CORP                             DE       8.01,9.01                              05/26/05

ABLE LABORATORIES INC                   DE       8.01,9.01                              05/27/05

ADVOCAT INC                             DE       8.01,9.01                              06/07/05

AFC ENTERPRISES INC                     MN       1.01,5.02,9.01                         06/03/05

AGILENT TECHNOLOGIES INC                DE       5.02                                   06/07/05

AK STEEL HOLDING CORP                   DE       8.01                                   06/06/05

ALABAMA NATIONAL BANCORPORATION         DE       1.01,9.01                              06/06/05

ALBERTSONS INC /DE/                     DE       2.02                                   06/07/05

ALLOY  INC                              DE       2.01                                   06/01/05

AMERICAN EXPRESS CO                     NY       8.01                                   06/06/05

AMERICAN WOODMARK CORP                  VA       2.02,8.01,9.01                         06/07/05

AMERICANWEST BANCORPORATION             WA       5.02,9.01                              06/06/05

AmeriCredit Automobile Receivables Tr   DE       1.01,9.01                              06/02/05

AMPHENOL CORP /DE/                      DE       8.01                                   06/07/05

AMREIT                                  TX       2.01,9.01                              05/10/05    AMEND

ANALOGIC CORP                           MA       2.02,9.01                              06/07/05

ANIMAS CORP                             DE       1.01,9.01                              05/31/05

APARTMENT INVESTMENT & MANAGEMENT CO    MD       8.01                                   06/07/05

APOLLO GOLD CORP                                 3.02,5.02                              06/01/05

APPLERA CORP                            DE       1.01                                   06/02/05

APPLETON PAPERS INC/WI                           5.02                                   06/01/05

ARCH CHEMICALS INC                      VA       5.02                                   06/01/05

ARENA PHARMACEUTICALS INC               DE       8.01                                   06/07/05

ARMOR HOLDINGS INC                      DE       8.01                                   06/06/05

ARROWHEAD RESEARCH CORP                 DE       8.01,9.01                              06/07/05

Asset Backed Pass-Through Certificate   DE       8.01,9.01                              10/25/04    AMEND

Asset Backed Pass-Through Certificate   DE       8.01,9.01                              11/26/04    AMEND

ATRIUM COMPANIES INC                    DE       2.01,8.01                              06/06/05

BANC OF AMERICA COMMERCIAL MORTGAGE I   DE       8.01,9.01                              06/07/05

BEAR STEARNS COMMERCIAL MORTGAGE SECU   DE       8.01,9.01                              06/06/05

BEAZER HOMES USA INC                    DE       7.01                                   06/07/05

BEBE STORES INC                         CA       5.03,9.01                              06/03/05

BEBE STORES INC                         CA       8.01,9.01                              06/03/05

BECTON DICKINSON & CO                   NJ       8.01                                   06/07/05

BERRY PETROLEUM CO                      DE       7.01,9.01                              06/07/05

Biotel Inc.                             MN       8.01                                   06/03/05

BLUE HOLDINGS, INC.                     NV       3.03,9.01                              06/07/05

BOOKS A MILLION INC                     DE       1.01                                   06/01/05

BOYKIN LODGING CO                       OH       1.01,9.01                              06/02/05

BRADLEY PHARMACEUTICALS INC             DE       2.04,9.01                              06/01/05

BREMER FINANCIAL CORP                   MN       5.02                                   06/06/05

BRIGHTPOINT INC                         IN       1.01,5.02,8.01,9.01                    06/02/05

BULLDOG TECHNOLOGIES INC                NV       7.01,9.01                              06/07/05

CALAVO GROWERS INC                      CA       2.02,9.01                              06/06/05

CALAVO GROWERS INC                      CA       1.01,2.01,3.02,9.01                    06/01/05

CAMBREX CORP                            DE       1.01,9.01                              06/07/05

CAMDEN PROPERTY TRUST                   TX       1.01,9.01                              06/02/05

CAPITAL ALLIANCE INCOME TRUST REAL ES   DE       8.01                                   06/03/05

Capital One Auto Receivables LLC        DE       8.01,9.01                              06/07/05

CAPTEC FRANCHISE CAPITAL PARTNERS L P   DE       2.01,9.01                              06/03/05

CARDIODYNAMICS INTERNATIONAL CORP       CA       5.02,9.01                              06/07/05

CARREKER CORP                           DE       2.02,9.01                              06/07/05

CARTERS INC                             DE       7.01                                   06/07/05

CBL & ASSOCIATES PROPERTIES INC         DE       1.01                                   06/01/05

Celanese CORP                           DE       5.02,8.01                              06/01/05

CELL THERAPEUTICS INC                   WA       2.05                                   06/03/05

CENDANT CORP                            DE       1.01,2.03,9.01                         06/01/05

CENTRAL EUROPEAN MEDIA ENTERPRISES LT            1.01,9.01                              06/02/05

CEPHALON INC                            DE       9.01                                   06/07/05

CHARLES & COLVARD LTD                   NC       7.01                                   06/07/05

CHESAPEAKE ENERGY CORP                  OK       8.01,9.01                              06/06/05

CHIQUITA BRANDS INTERNATIONAL INC       NJ       8.01,9.01                              06/06/05

CITIGROUP COMMERCIAL MORTGAGE SECURIT   DE       8.01,9.01                              06/03/05

CITIGROUP INC                           DE       8.01,9.01                              06/07/05

CITIZENS BANKING CORP                   MI       1.01,9.01                              05/31/05

CLINICAL INTELLIGENCE INC               DE       4.01                                   06/01/05

Collegiate Funding Services Education            8.01,9.01                              06/01/05

COLUMBUS MCKINNON CORP                  NY       2.02,9.01                              06/07/05

COMPUTER ASSOCIATES INTERNATIONAL INC   DE       8.01,9.01                              06/07/05

CONAGRA FOODS INC /DE/                  DE       2.02                                   06/07/05

CONCORD COMMUNICATIONS INC              MA       3.01,5.01,8.01,9.01                    06/07/05

CONSULIER ENGINEERING INC               FL       5.02                                   06/06/05

CONTINENTAL AIRLINES INC /DE/           DE       7.01,9.01                              06/07/05

CONTINENTAL AIRLINES INC /DE/           DE       7.01,9.01                              06/07/05

COOPER COMPANIES INC                    DE       2.02,9.01                              06/07/05

CORE BOND PRODUCTS LLC                  DE       8.01,9.01                              05/31/05

CRESTED CORP                            CO       2.01,9.01                              06/01/05

CRITICAL THERAPEUTICS INC               DE       1.01,3.02,8.01,9.01                    06/06/05

CSK AUTO CORP                           DE       7.01,9.01                              06/03/05

CT COMMUNICATIONS INC /NC               NC       8.01,9.01                              06/06/05

CURIS INC                               DE       1.01,9.01                              06/01/05

CURON MEDICAL INC                       DE       3.02,3.03,9.01                         06/01/05

DAVE & BUSTERS INC                      MO       2.02,9.01                              06/07/05

DIAL THRU INTERNATIONAL CORP            DE       1.01,2.03,3.02,9.01                    06/01/05

DIALYSIS CORP OF AMERICA                FL       1.01                                   06/07/05

Diamond I, Inc.                         DE       4.01,7.01,9.01                         04/29/05    AMEND

DIAMOND OFFSHORE DRILLING INC           DE       8.01,9.01                              06/07/05

DREAMS INC                              UT       1.01,1.02,2.03,7.01,9.01               06/03/05

E LOAN INC                              DE       1.01,9.01                              06/06/05

EBIX INC                                DE       1.01,9.01                              06/01/05

ECOLLEGE COM                            DE       8.01                                   06/07/05

ELECTRONIC SYSTEMS TECHNOLOGY INC       WA       8.01,9.01                              06/03/05

EMCOR GROUP INC                         DE       8.01                                   06/07/05

ENCISION INC                            CO       1.01,5.02,9.01                         06/01/05

ENDO PHARMACEUTICALS HOLDINGS INC       DE       7.01,8.01,9.01                         06/07/05

ENERGEN CORP                            AL       7.01,9.01                              06/07/05

ENHERENT CORP                           DE       1.01,9.01                              06/02/05

ESTERLINE TECHNOLOGIES CORP             DE       7.01,9.01                              06/03/05

EVERGREEN HOLDINGS INC                  OR       2.04                                   06/01/05

EXELON CORP                             PA       1.01,9.01                              06/06/05

EXPLORATION CO OF DELAWARE INC          DE       7.01,9.01                              06/06/05

FAVRILLE INC                            DE       7.01,9.01                              06/07/05

FEDERAL NATIONAL MORTGAGE ASSOCIATION            5.02                                   06/01/05

FEDERATED DEPARTMENT STORES INC /DE/    DE       1.01,8.01,9.01                         06/02/05

FIRST SOUTHERN BANCORP                  GA       8.01,9.01                              06/02/05

FIRSTBINGO COM                          NV       7.01,9.01                              06/07/05

FISCHER  WATT GOLD CO INC               NV       7.01,9.01                              06/01/05

FISCHER IMAGING CORP                    DE       1.01,5.02                              06/01/05

FORTUNE BRANDS INC                      DE       7.01,9.01                              06/07/05

FPIC INSURANCE GROUP INC                FL       8.01,9.01                              06/06/05

Fremont Home Loan Trust 2005-1          DE       2.01,8.01,9.01                         05/23/05

FUELCELL ENERGY INC                     DE       2.02,9.01                              06/06/05

GARMIN LTD                                       1.01,8.01,9.01                         06/03/05

GENERAL MOTORS CORP                     DE       7.01                                   06/07/05

GENESCO INC                             TN       7.01                                   06/07/05

GENIUS PRODUCTS INC                     NV       1.01,2.01,3.02,5.02,5.03,9.01          03/21/05    AMEND

GEORGIA PACIFIC CORP                    GA       8.01                                   06/07/05

GIGABEAM CORP                           DE       1.01,3.02                              06/01/05

GLOBAL CASINOS INC                      UT       2.02,7.01,9.01                         06/06/05

GLOBAL SIGNAL INC                       DE       8.01,9.01                              06/06/05

GLOWPOINT INC                           DE       4.01,9.01                              06/02/05

GMAC COMMERCIAL MORTGAGE SECURITIES I   DE       8.01,9.01                              06/06/05

GOLDMAN SACHS HEDGE FUND PARTNERS LLC   DE       3.02                                   06/07/05

GRANT PARK FUTURES FUND LIMITED PARTN   IL       7.01                                   06/03/05

GS MORTGAGE SECURITIES CORP             DE       8.01,9.01                              06/07/05

GS MORTGAGE SECURITIES CORP             DE       8.01                                   06/07/05

GSI COMMERCE INC                        DE       1.01,2.03,8.01,9.01                    06/01/05

HANCOCK JOHN LIFE INSURANCE CO          MA       8.01,9.01                              06/06/05

HANCOCK JOHN LIFE INSURANCE CO          MA       8.01,9.01                              06/06/05

HARMAN INTERNATIONAL INDUSTRIES INC /   DE       5.02                                   03/31/05

HARTVILLE GROUP  INC                    NV       5.02                                   06/02/05

HAWAIIAN HOLDINGS  INC                  DE       1.01,1.03,2.01,3.02,9.01               06/01/05

HORMEL FOODS CORP /DE/                  DE       8.01,9.01                              06/01/05

IA GLOBAL INC                           DE       2.01,8.01                              06/03/05

IDT CORP                                DE       2.02,9.01                              06/07/05

INDYMAC ABS INC                         DE       8.01,9.01                              06/07/05

INDYMAC MBS INC                                  8.01,9.01                              05/23/05

INSPIRE PHARMACEUTICALS INC             DE       8.01,9.01                              06/01/05

INSTINET GROUP INC                      DE       9.01                                   06/07/05    AMEND

INTEGRATED ELECTRICAL SERVICES INC      DE       1.01,5.02,7.01,9.01                    06/01/05

INTERCHANGE CORP                        DE       1.01,9.01                              06/03/05

INTERNATIONAL DISPLAYWORKS, INC         OR       7.01,9.01                              06/07/05

INTERNET AMERICA INC                    TX       5.02                                   06/06/05

J JILL GROUP INC                        DE       1.01,9.01                              06/02/05

J P MORGAN CHASE & CO                   DE       9.01                                   06/02/05

JANUS CAPITAL GROUP INC                 DE       1.01,9.01                              06/07/05

K-SEA TRANSPORTATION PARTNERS LP        DE       1.01,3.02,3.03,7.01,9.01               06/01/05

KADANT INC                              DE       7.01                                   06/06/05

KEYSTONE AUTOMOTIVE INDUSTRIES INC      CA       2.02,9.01                              06/03/05

KNIGHT CAPITAL GROUP, INC.              DE       7.01,9.01                              06/07/05

KNIGHT FULLER INC                       DE       4.01,9.01                              05/09/05    AMEND

LA-Z-BOY INC                            MI       9.01                                   06/07/05

LABORATORY CORP OF AMERICA HOLDINGS     DE       7.01                                   06/07/05

LAKE AREA CORN PROCESSORS LLC                    1.02,9.01                              06/06/05

LAKELAND INDUSTRIES INC                 DE       2.02                                   06/06/05

LAWSON SOFTWARE INC                     DE       1.01,5.02,9.01                         06/02/05

LEAP WIRELESS INTERNATIONAL INC         DE       1.01,5.02                              06/01/05

LEAPFROG ENTERPRISES INC                         1.01,5.02                              06/01/05

Lev Pharmaceuticals Inc                 DE       1.01,9.01                              05/23/05

LITFUNDING CORP                         NV       5.02,9.01                              06/01/05

LODGENET ENTERTAINMENT CORP             DE       7.01,9.01                              06/07/05

M & F WORLDWIDE CORP                    DE       3.03                                   06/06/05

MAGELLAN MIDSTREAM PARTNERS LP          DE       1.01,7.01,9.01                         06/06/05

MAJESCO ENTERTAINMENT CO                DE       2.02,9.01                              06/07/05

MANPOWER INC /WI/                       WI       1.01,2.03                              06/01/05

MARSH SUPERMARKETS INC                  IN       1.01                                   06/01/05

MARTEK BIOSCIENCES CORP                 DE       2.02,9.01                              06/07/05

MAX RE CAPITAL LTD                               8.01                                   06/06/05

MAXTOR CORP                             DE       7.01,8.01                              06/07/05

MBNA AMERICA BANK NATIONAL ASSOCIATIO   DE       8.01,9.01                              06/06/05

MBNA AMERICA BANK NATIONAL ASSOCIATIO   DE       8.01,9.01                              06/07/05

MCDATA CORP                             DE       9.01                                   06/01/05    AMEND

MEDICORE INC                            FL       1.01                                   06/07/05

MEDIS TECHNOLOGIES LTD                  DE       8.01,9.01                              06/07/05

MEDQUIST INC                            NJ       1.01,9.01                              06/02/05

MENTOR GRAPHICS CORP                    OR       1.02,2.03,9.01                         06/01/05

MERGE TECHNOLOGIES INC                  WI       2.01,3.02,5.02,8.01,9.01               06/01/05

MERRILL LYNCH & CO INC                  DE       8.01,9.01                              06/07/04

MERRILL LYNCH & CO INC                  DE       5.03                                   06/06/05

MERRILL LYNCH MORTGAGE INVESTORS INC    DE       8.01,9.01                              06/06/05

METRO ONE TELECOMMUNICATIONS INC        OR       7.01,9.01                              06/01/05

METROMEDIA INTERNATIONAL GROUP INC      DE       2.02,2.04,4.02,9.01                    06/02/05

MIDWAY GAMES INC                        DE       1.01,9.01                              06/06/05

MITCHAM INDUSTRIES INC                  TX       1.01,9.01                              06/02/05

MITY ENTERPRISES INC                    UT       7.01,9.01                              06/07/05

ML MEDIA PARTNERS LP                    NY       1.01                                   06/03/05

MOLEX INC                               DE       1.01,5.02,9.01                         06/01/05

MOLINA HEALTHCARE INC                   DE       1.01                                   06/01/05

MONSANTO CO /NEW/                       DE       2.02,9.01                              06/07/05

MONSTER WORLDWIDE INC                   DE       1.01,2.01,9.01                         06/01/05

MSGI SECURITY SOLUTIONS, INC            NV       1.01,1.02,9.01                         06/01/05

Myriad Entertainment & Resorts, Inc.             4.01,9.01                              01/17/05    AMEND

National Collegiate Student Loan Trus            8.01,9.01                              06/06/05

NATIONAL PROPERTY INVESTORS 5           CA       2.03,9.01                              06/01/05

NATIONWIDE FINANCIAL SERVICES INC/      DE       8.01                                   06/07/05

NATIONWIDE LIFE INSURANCE CO            OH       8.01                                   06/07/05

NBTY INC                                DE       1.01,9.01                              06/06/05

NDCHEALTH CORP                          DE       8.01,9.01                              06/07/05

NET 1 UEPS TECHNOLOGIES INC             FL       5.03,5.05,9.01                         06/02/05

NETBANK INC                             GA       1.01,9.01                              06/01/05

NETGURU INC                             DE       1.01,9.01                              06/01/05

NEW FRONTIER ENERGY INC                 CO       8.01,9.01                              06/07/05

NEW HAMPSHIRE THRIFT BANCSHARES INC     DE       8.01,9.01                              06/07/05

NEW WORLD RESTAURANT GROUP INC          DE       5.02,9.01                              06/02/05

NEW YORK HEALTH CARE INC                NY       1.01,3.02,5.02,9.01                    06/01/05

NEWALLIANCE BANCSHARES INC                       7.01,9.01                              06/07/05

NEWALLIANCE BANCSHARES INC                       8.01,9.01                              06/01/05

NEWELL RUBBERMAID INC                   DE       2.01,9.01                              06/01/05

NEXT GENERATION MEDIA CORP              NV       4.02                                   06/06/05

NEXTMEDIA OPERATING INC                          5.02,9.01                              06/03/05

NOBEL LEARNING COMMUNITIES INC          DE       1.01,1.02,8.01,9.01                    06/03/05

NOMURA ASSET ACCEPTANCE CORP            DE       8.01,9.01                              06/01/05

NYMEX HOLDINGS INC                      DE       8.01                                   06/07/05

OAKLEY INC                              WA       5.02                                   06/06/05

OCA, INC. / DE /                        DE       1.01,3.01,4.02,5.02,8.01               05/31/05

ONESOURCE TECHNOLOGIES INC              DE       5.03,9.01                              06/01/05

ONYX PHARMACEUTICALS INC                DE       1.01,9.01                              06/01/05

OPTION ONE MORTGAGE LOAN TRUST 2005-2   DE       2.01,8.01,9.01                         05/25/05

ORION HEALTHCORP INC                    DE       1.01,2.03,3.02,9.01                    06/01/05

OSCIENT PHARMACEUTICALS CORP            MA       8.01                                   06/07/05

P COM INC                               DE       1.01,5.03                              06/06/05

PACIFIC BIOMETRICS INC                  DE       1.01,9.01                              06/01/05

PANERA BREAD CO                         DE       1.01,8.01,9.01                         06/07/05

ParaFin CORP                            CO       3.02,8.01                              06/02/05

PDI INC                                          5.02,9.01                              06/01/05

PEGASUS COMMUNICATIONS CORP /           DE       5.02                                   06/01/05

PEGASUS COMMUNICATIONS CORP /           DE       3.01,8.01                              05/26/05

PENWEST PHARMACEUTICALS CO              WA       1.01,9.01                              06/01/05

PHARMACEUTICAL FORMULATIONS INC         DE       5.02                                   06/03/05

PHARMACYCLICS INC                       DE       1.01,9.01                              06/07/05

PHARSIGHT CORP                          CA       7.01,9.01                              06/06/05    AMEND

PHELPS DODGE CORP                       NY       1.01,9.01                              06/01/05

PIEDMONT NATURAL GAS CO INC             NC       2.02,8.01,9.01                         06/07/05

PINNACLE SYSTEMS INC                    CA       4.02                                   06/06/05

PINNACLE SYSTEMS INC                    CA       8.01,9.01                              06/07/05

PINNACLE SYSTEMS INC                    CA       2.02,8.01,9.01                         04/27/05    AMEND

PIONEER COMPANIES INC                   DE       1.01,9.01                              06/03/05

PIONEER NATURAL RESOURCES CO            DE       7.01,9.01                              06/02/05

PLAINS ALL AMERICAN PIPELINE LP         DE       7.01                                   06/07/05

PLANTRONICS INC /CA/                    DE       5.02                                   06/07/05

POPULAR ABS, INC.                       DE       8.01,9.01                              06/03/05

PRAECIS PHARMACEUTICALS INC             DE       3.01                                   06/07/05

PRIDE INTERNATIONAL INC                 DE       7.01,9.01                              06/07/05

PRIME GROUP REALTY TRUST                MD       8.01                                   06/06/05

PRIMEDIA INC                            DE       7.01,9.01                              06/07/05

PROTECTIVE LIFE SECURED TRUST 2003-1    DE       1.03,2.01,8.01,9.01                    05/24/05

Protective Life Secured Trust 2005-A    DE       1.03,2.01,8.01,9.01                    04/14/05

PROXIM CORP                             DE       1.02,3.01                              06/01/05

PRUDENTIAL FINANCIAL INC                NJ       8.01,9.01                              06/07/05

PSS WORLD MEDICAL INC                   FL       1.01                                   06/01/05

PURE WORLD INC                          DE       1.01,1.02,9.01                         06/03/05

QUALITY DISTRIBUTION INC                FL       1.01,5.02,9.01                         06/05/05

QUANTUM FUEL SYSTEMS TECHNOLOGIES WOR   DE       1.01                                   06/01/05

R H DONNELLEY CORP                      DE       7.01,9.01                              06/07/05

RADIAN GROUP INC                        DE       1.01,2.03,9.01                         06/02/05

RADYNE COMSTREAM INC                    DE       3.01                                   06/07/05

RAE SYSTEMS INC                         DE       2.02,9.01                              06/07/05

RALI Series 2005-QA1 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QA2 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QA3 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QA4 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QA5 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QR1 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QS1 Trust              DE       8.01,9.01                              06/02/05

Rali Series 2005-QS2 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QS3 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QS4 Trust              DE       8.01,9.01                              06/02/05

RALI Series 2005-QS5 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-RS1 Trust                       8.01,9.01                              06/02/05

RAMP Series 2005-RS2 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-RS3 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-RS4 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-RZ1 Trust              DE       8.01,9.01                              06/02/05

RAMP Series 2005-SL1 Trust              DE       8.01,9.01                              06/02/05

RASC Series 2005-EMX1 Trust             DE       8.01,9.01                              06/02/05

RASC Series 2005-KS1 Trust              DE       8.01,9.01                              06/02/05

RASC Series 2005-KS2 Trust              DE       8.01,9.01                              06/02/05

RASC Series 2005-KS3 Trust              DE       8.01,9.01                              06/02/05

RASC Series 2005-KS4 Trust              DE       8.01,9.01                              06/02/05

REAL ESTATE ASSOCIATES LTD VI           CA       8.01                                   06/01/05

REALAMERICA CO/NEW                      DE       4.01,8.01                              05/31/05

REGENCY CENTERS CORP                    FL       1.01,2.01,2.03,3.03,9.01               06/01/05

REGENCY CENTERS LP                      FL       1.01,2.01,2.03,3.03,9.01               06/01/05

REMEC INC                               CA       2.02,9.01                              06/07/05

RETAIL VENTURES INC                     OH       8.01                                   05/27/05

RFMSI Series 2005-S1 Trust              DE       8.01,9.01                              06/02/05

RFMSI Series 2005-S2 Trust              DE       8.01,9.01                              06/02/05

RFMSI Series 2005-S3 Trust              DE       8.01,9.01                              06/02/05

RFMSI Series 2005-SA1 Trust             DE       8.01,9.01                              06/02/05

RFMSI Series 2005-SA1 Trust             DE       8.01,9.01                              06/02/05

RFMSII 2005-HI1                         DE       8.01,9.01                              06/02/05

RIVER CAPITAL GROUP, INC.               DE       1.01,2.03,3.02,9.01                    05/23/05

ROCKY MOUNTAIN CHOCOLATE FACTORY INC    CO       8.01,9.01                              06/06/05

SAFEWAY INC                             DE       1.01,9.01                              06/01/05

SALIX PHARMACEUTICALS LTD                        8.01,9.01                              06/07/05

SAN HOLDINGS INC                        CO       1.01,9.01                              06/03/05

SAXON ASSET SECURITIES CO               VA       8.01                                   06/07/05

SAXON CAPITAL INC                       MD       2.03,9.01                              06/07/05

SCHOOL SPECIALTY INC                    WI       2.02,9.01                              06/07/05

SCIENCE APPLICATIONS INTERNATIONAL CO   DE       5.02                                   06/07/05

SCRIPPS E W CO /DE                      OH       1.01,9.01                              06/06/05

SE FINANCIAL CORP                                8.01,9.01                              06/07/05

Sears Holdings CORP                     DE       2.02,7.01,9.01                         06/07/05

Sears Holdings CORP                     DE       9.01                                   03/24/05    AMEND

SECURITY CAPITAL CORP/DE/               DE       8.01,9.01                              06/06/05

SECURITY NATIONAL FINANCIAL CORP        UT       4.01                                   06/06/05    AMEND

SELECT COMFORT CORP                              2.02,7.01,9.01                         06/06/05

SEVERN BANCORP INC                      MD       5.02,9.01                              06/07/05

SHIRE PHARMACEUTICALS GROUP PLC                  8.01,9.01                              06/07/05

SHOPPING COM LTD                        NY       1.01,9.01                              06/01/05

SIRNA THERAPEUTICS INC                  CO       7.01,9.01                              06/02/05

SKECHERS USA INC                        DE       8.01                                   06/03/05

SS&C TECHNOLOGIES INC                   DE       3.02,8.01,9.01                         05/16/05    AMEND

STEWART ENTERPRISES INC                 LA       2.02,9.01                              06/07/05

STRUCTURED ASSET MORTGAGE INVESTMENTS   DE       9.01                                   03/31/05

STRUCTURED ASSET SECURITIES CORP        DE       8.01                                   06/03/05

SUPERIOR GALLERIES INC                  DE       1.01,5.02,9.01                         06/01/05

SYCAMORE NETWORKS INC                   DE       8.01,9.01                              06/07/05

SYNPLICITY INC                          CA       5.02,9.01                              06/01/05

TECO ENERGY INC                         FL       2.01,9.01                              06/01/05

TEKNOWLEDGE CORP                        DE       5.02                                   06/01/05

TEXAS INSTRUMENTS INC                   DE       7.01,9.01                              06/07/05

THORNBURG MORTGAGE INC                  MD       8.01,9.01                              05/26/05

TIMCO AVIATION SERVICES INC             DE       4.01,9.01                              06/02/05

TIME WARNER TELECOM INC                 DE       7.01,9.01                              06/07/05

TIMELINE INC                            WA       1.01,1.02,2.03,9.01                    06/01/05

TRINITY ENERGY RESOURCES INC                     7.01,9.01                              05/23/05

TRIPOS INC                              UT       7.01                                   05/31/05

TRUST CREATED FEBRUARY 25 1986                   2.04                                   06/01/05

TULLYS COFFEE CORP                               1.01,9.01                              06/07/05

TUT SYSTEMS INC                         DE       2.01,9.01                              06/01/05

TYSON FOODS INC                         DE       3.01,5.02                              06/06/05

UICI                                    DE       7.01,9.01                              06/07/05

ULTRALIFE BATTERIES INC                 DE       7.01,9.01                              06/07/05

UNIFI INC                               NY       7.01,9.01                              06/07/05

UNITED COMMUNITY BANKS INC              GA       8.01                                   06/02/05

UNITED DEFENSE INDUSTRIES INC           DE       1.01,9.01                              06/01/05

UNITED MEDICORP INC                     DE       5.02,9.01                              06/06/05

UNITED RENTALS INC /DE                  DE       1.01,5.02,9.01                         06/06/05

UNITED SURGICAL PARTNERS INTERNATIONA   DE       7.01,9.01                              06/07/05

UNITED SURGICAL PARTNERS INTERNATIONA   DE       7.01,9.01                              06/06/05

UNIVISION COMMUNICATIONS INC            DE       5.02                                   06/03/05

URSTADT BIDDLE PROPERTIES INC           MD       1.01,5.03,9.01                         06/02/05

US CONCRETE INC                         DE       1.01,9.01                              06/01/05

US ENERGY CORP                          WY       2.01,9.01                              06/01/05

US GEOTHERMAL INC                       DE       8.01,9.01                              06/03/05

USI HOLDINGS CORP                       DE       8.01,9.01                              06/06/05

USURF AMERICA INC                       NV       8.01                                   06/06/05

VAXGEN INC                              DE       8.01,9.01                              06/06/05

VESTA INSURANCE GROUP INC               DE       1.01,9.01                              06/01/05

VIROPHARMA INC                          DE       3.02                                   06/02/05

VISUAL NETWORKS INC                     DE       1.01,9.01                              06/06/05

VOLT INFORMATION SCIENCES, INC.         NY       2.02,9.01                              06/07/05

WASHINGTON MUTUAL INC                   WA       8.01,9.01                              06/06/05

WASHINGTON MUTUAL MORTGAGE SECURITIES   DE       9.01                                   06/03/05

WATER PIK TECHNOLOGIES INC              DE       7.01,9.01                              06/07/05

WESTPAC SECURITISATION MGT PTY LTD SE            9.01                                   06/06/05

XCYTE THERAPIES INC                     WA       3.01                                   06/06/05

XFONE INC                               NV       8.01,9.01                              06/03/05

XILINX INC                              DE       1.01,5.02,9.01                         06/07/05

XTEN NETWORKS, INC                      NV       1.01                                   06/01/05

XYBERNAUT CORP                          DE       1.01,8.01                              04/15/05

YORK INTERNATIONAL CORP /DE/            DE       8.01,9.01                              06/07/05

AAMES INVESTMENT CORP                   MD       8.01,9.01                              05/31/05

ACTEL CORP                              CA       7.01,9.01                              06/09/05

ACTIONVIEW INTERNATIONAL INC            NV       3.02,8.01,9.01                         06/08/05

ADSERO CORP                                      9.01                                   01/31/05    AMEND

AEROGEN INC                             DE       1.01,5.02,9.01                         06/03/05

AGILYSYS INC                            OH       5.02,9.01                              06/03/05

AIRNET SYSTEMS INC                      OH       5.02                                   06/06/05

AIRSPAN NETWORKS INC                    WA       8.01,9.01                              06/09/05

AKID CORP                               CO       1.01,3.02,5.01,5.02,9.01               06/06/05

ALFA CORP                               DE       1.01,9.01                              06/06/05

ALLIANCE DATA SYSTEMS CORP              DE       7.01,9.01                              06/09/05

ALLIANCE ONE INTERNATIONAL, INC.        VA       8.01,9.01                              06/09/05

AMERICA ONLINE LATIN AMERICA INC        DE       1.01,9.01                              06/03/05

AMERICAN COMMUNITY PROPERTIES TRUST     MD       5.03,9.01                              06/08/05

AMERICAN LAND LEASE INC                 DE       7.01,9.01                              06/08/05

AMERICAN MEDICAL ALERT CORP             NY       5.02                                   06/08/05

American Pallet Leasing, Inc.           DE       7.01,8.01                              06/09/05

AMERICAN SCIENCE & ENGINEERING INC      MA       1.01,9.01                              06/09/05

AMERICAN SOFTWARE INC                   GA       2.02,9.01                              06/09/05

AMERICAN STATES WATER CO                CA       1.01,9.01                              06/03/05

ANALYTICAL SURVEYS INC                  CO       1.01,5.02                              06/09/05

ANDRESMIN GOLD CORP                     MT       5.02,8.01,9.01                         05/03/05

APPALACHIAN POWER CO                    VA       8.01,9.01                              06/08/05

APPLIED INDUSTRIAL TECHNOLOGIES INC     OH       1.01,1.02,2.03,9.01                    06/03/05

APPLIED MICRO CIRCUITS CORP             DE       5.02                                   06/09/05

APROPOS TECHNOLOGY INC                           5.02                                   06/08/05

ARCH CAPITAL GROUP LTD.                          1.01,7.01,9.01                         06/09/05

ARCHSTONE SMITH TRUST                   CO       1.01                                   06/08/05

ARETE INDUSTRIES INC                    CO       8.01,9.01                              05/24/05

ARGONAUT TECHNOLOGIES INC               DE       1.01,5.02,9.01                         06/03/05

ARRIS GROUP INC                         DE       1.01                                   06/09/05

ARROWHEAD RESEARCH CORP                 DE       2.01,2.03,2.06,9.01                    06/03/05

ASCONI CORP                             NV       5.02,9.01                              06/03/05

ASHFORD HOSPITALITY TRUST INC           MD       7.01,9.01                              06/08/05

Asset-Backed Pass-Through Certificate   DE       2.01,9.01                              05/23/05

ASSURANT INC                                     1.01                                   06/03/05

AVICI SYSTEMS INC                       DE       1.01,9.01                              06/06/05

AVITAR INC /DE/                         DE       1.01,3.02,9.01                         06/03/05

BANC OF AMERICA COMMERCIAL MORTGAGE I   DE       8.01,9.01                              06/09/05

BANC OF AMERICA COMMERCIAL MORTGAGE I   DE       8.01,9.01                              06/09/05

BAYWOOD INTERNATIONAL INC               NV       5.02                                   06/07/05

BERRY PETROLEUM CO                      DE       7.01,9.01                              06/09/05

BOSTON ACOUSTICS INC                    MA       1.01,9.01                              06/08/05

BOWLIN TRAVEL CENTERS INC               NV       2.02,9.01                              06/08/05

BRINKER INTERNATIONAL INC               DE       5.02,8.01,9.01                         06/07/05

BSD MEDICAL CORP                        DE       7.01,9.01                              06/09/05

BULLDOG TECHNOLOGIES INC                NV       7.01,9.01                              06/09/05

CAESARS ENTERTAINMENT INC               DE       8.01,9.01                              06/08/05

CALPINE CORP                            DE       7.01                                   06/09/05

CAPITAL CORP OF THE WEST                CA       5.02,9.01                              06/08/05

CAPITAL ONE FINANCIAL CORP              DE       8.01,9.01                              06/09/05

CARRIAGE SERVICES INC                   DE       7.01,9.01                              06/09/05

CASUAL MALE RETAIL GROUP INC            DE       7.01,9.01                              06/08/05

CATALYST SEMICONDUCTOR INC              DE       2.02,9.01                              06/09/05

CAVALIER HOMES INC                      DE       1.01                                   06/07/05

CCC INFORMATION SERVICES GROUP INC      DE       8.01,9.01                              06/08/05

CELLSTAR CORP                           DE       3.01,9.01                              06/08/05

CENTAUROS CORP                                   5.02                                   05/26/05

CENTILLIUM COMMUNICATIONS INC           DE       1.01,9.01                              06/09/05

CERES GROUP INC                         DE       7.01                                   06/09/05

CHARTERMAC                              DE       5.05,9.01                              06/07/05

CHASE MORTGAGE FINANCE CORP CHASEFLEX   DE       8.01,9.01                              05/25/05

Chase Mortgage Finance Trust Series 2   DE       8.01,9.01                              05/25/05

CHEC FUNDING LLC                        DE       8.01,9.01                              06/09/05

CITIGROUP INC                           DE       9.01                                   06/09/05

CNB FINANCIAL CORP/PA                   PA       8.01,9.01                              06/09/05

COCA COLA BOTTLING CO CONSOLIDATED /D   DE       8.01,9.01                              06/08/05

COLDWATER CREEK INC                     DE       8.01                                   06/07/05

COLLEGE PARTNERSHIP INC                 NV       5.02                                   06/09/05

COMMERCE BANCORP INC /NJ/               NJ       8.01                                   06/09/05

COMMUNICATION INTELLIGENCE CORP         DE       1.01                                   06/03/05

COMPUTER SOFTWARE INNOVATIONS INC       DE       1.01,9.01                              06/06/05

CONNETICS CORP                          DE       8.01,9.01                              06/08/05

CONSOL ENERGY INC                                1.01,9.01                              06/03/05

CONTANGO OIL & GAS CO                   DE       5.02,9.01                              06/09/05

CONTINENTAL AIRLINES INC /DE/           DE       7.01                                   06/08/05

Cord Blood America, Inc.                FL       2.02,9.01                              06/08/05

CORGENTECH INC                          DE       1.01,9.01                              06/08/05

COUNTRYWIDE FINANCIAL CORP              DE       2.02,9.01                              06/09/05

COWLITZ BANCORPORATION                  WA       5.03,9.01                              06/09/05

CRA INTERNATIONAL, INC.                 MA       2.02,5.02,9.01                         06/09/05

CROFF ENTERPRISES INC                   UT       5.02                                   06/08/05

CROWN CASTLE INTERNATIONAL CORP         DE       1.01,3.03,7.01,9.01                    06/08/05

CSFB Home Equity Pass-Through 2004-AA   DE       8.01,9.01                              06/09/05

CSFB Home Equity Pass-Through Certifi   DE       8.01,9.01                              05/25/05

CTS CORP                                IN       4.01,9.01                              06/09/05

CWABS INC                               DE       8.01,9.01                              06/07/05

CWMBS INC                               DE       8.01,9.01                              06/07/05

CYGNUS INC /DE/                         DE       8.01                                   06/06/05

DEL GLOBAL TECHNOLOGIES CORP            NY       1.01,9.01                              06/09/05

DELPHI CORP                             DE       5.02,8.01,9.01                         06/08/05

DERBY RESOURCES, INC.                   NV       1.01,9.01                              06/06/05

DIGIMARC CORP                           DE       8.01,9.01                              06/08/05

DIGITAL INSIGHT CORP                    DE       1.01                                   06/03/05

DIGITAL VIDEO SYSTEMS INC               DE       3.01                                   06/03/05

E LOAN INC                              DE       1.01,9.01                              06/06/05

EDUCATION CAPITAL I LLC                 DE       8.01,9.01                              06/09/05

ELECTRONIC SYSTEMS TECHNOLOGY INC       WA       8.01,9.01                              06/02/05

ELECTRONICS BOUTIQUE HOLDINGS CORP      DE       8.01,9.01                              06/09/05

EMPIRE PETROLEUM CORP                   DE       3.02,9.01                              06/02/05

ENERGY EAST CORP                        NY       8.01,9.01                              06/09/05

ENTRX CORP                              DE       1.01,9.01                              06/22/04    AMEND

ENZO BIOCHEM INC                        NY       2.02,9.01                              06/09/05

ESPEED INC                              DE       1.01                                   06/05/05

ETERNAL TECHNOLOGIES GROUP INC          DE       2.02                                   06/07/05

EXXON MOBIL CORP                        NJ       1.01                                   06/03/05

FEATHERLITE INC                         MN       4.01,9.01                              05/20/05    AMEND

FINANCIAL ASSET SECURITIES CORP         DE       8.01,9.01                              06/09/05

FINANCIAL INSTITUTIONS INC              NY       8.01                                   06/09/05

FINDWHAT COM INC                        NV       5.03,9.01                              06/06/05

FINISAR CORP                            DE       2.02,5.02,5.03,9.01                    06/07/05

FIRST HARTFORD CORP                     ME       2.03                                   06/09/05

FIRST HORIZON ASSET SECURITIES INC      DE       8.01,9.01                              06/09/05

FIRST HORIZON ASSET SECURITIES INC      DE       8.01,9.01                              06/09/05

FIRSTWAVE TECHNOLOGIES INC              GA       1.01,2.01,9.01                         06/03/05

FIVE STAR QUALITY CARE INC                       1.01,2.01,2.03                         06/03/05

FLEXIBLE SOLUTIONS INTERNATIONAL INC    NV       3.02,9.01                              06/08/05

FLYI INC                                DE       2.04                                   06/09/05

FOREST CITY ENTERPRISES INC             OH       2.02,9.01                              06/08/05

FRANKLIN CREDIT MANAGEMENT CORP/DE/     DE       1.01,9.01                              06/07/05

FUEL CORP OF AMERICA                    NV       7.01,9.01                              06/09/05

FULTON FINANCIAL CORP                   PA       7.01,9.01                              06/09/05

GAMESTOP CORP                           DE       8.01,9.01                              06/09/05

GEHL CO                                 WI       1.01,9.01                              06/03/05

GENAERA CORP                            DE       8.01,9.01                              06/08/05

GENERAL MOTORS ACCEPTANCE CORP          DE       7.01,9.01                              06/08/05

GENERAL MOTORS CORP                     DE       7.01,9.01                              06/08/05

GENITOPE CORP                           DE       1.01,8.01,9.01                         06/06/05

GLOBAL ENERGY GROUP INC                 DE       5.02,9.01                              06/07/05

GLOBAL EPOINT INC                       NV       1.01,3.02,5.03,9.01                    06/03/05

Global National Communications Corp.             1.01,2.01,3.02,9.01                    06/06/05

GREEN MT LABS INC                       NV       1.01,9.01                              06/05/05

GS MORTGAGE SECURITIES CORP             DE       8.01                                   06/07/05

GS MORTGAGE SECURITIES CORP             DE       8.01,9.01                              06/07/05

GS MORTGAGE SECURITIES CORP             DE       8.01,9.01                              06/08/05

GSAMP Trust 2005-AHL                    DE       8.01,9.01                              05/26/05

H&R BLOCK INC                           MO       1.01,2.02,4.02,8.01,9.01               06/07/05

HANDLEMAN CO /MI/                       MI       2.02,9.01                              06/08/05

HARRAHS ENTERTAINMENT INC               DE       8.01,9.01                              06/08/05

HASBRO INC                              RI       8.01,9.01                              06/09/05

HORACE MANN EDUCATORS CORP /DE/         DE       1.01,8.01,9.01                         06/06/05

HUDSON UNITED BANCORP                   NJ       8.01,9.01                              04/13/05

HUGHES SUPPLY INC                       FL       9.01                                   05/19/05    AMEND

IMPAC SECURED ASSETS CORP               CA       8.01,9.01                              05/31/05

INCENTRA SOLUTIONS, INC.                NV       5.03,8.01,9.01                         06/09/05

INTEGRATED SECURITY SYSTEMS INC         DE       1.01,9.01                              05/25/05

INTEL CORP                              DE       7.01                                   06/09/05

INTELLI CHECK INC                       DE       2.02,9.01                              06/08/05

INTERDIGITAL COMMUNICATIONS CORP        PA       7.01                                   06/08/05

INTERSTATE BAKERIES CORP/DE/            DE       2.05,2.06,9.01                         06/09/05

INVESTNET INC                           NV       3.02,5.01,5.02,9.01                    06/03/05

IPAYMENT INC                            DE       7.01,9.01                              06/08/05

IRIS INTERNATIONAL INC                  DE       2.01,9.01                              06/03/05

ITT INDUSTRIES INC                      IN       7.01,9.01                              06/09/05

J C PENNEY CO INC                       DE       1.01,5.05,9.01                         06/06/05

J P MORGAN CHASE & CO                   DE       9.01                                   06/07/05

K-FED BANCORP                                    8.01,9.01                              06/06/05

KAHIKI FOODS INC                        OH       2.03,9.01                              06/03/05

KANBAY INTERNATIONAL INC                         8.01,9.01                              06/09/05

KANSAS CITY SOUTHERN                    DE       8.01,9.01                              06/07/05

KANSAS CITY SOUTHERN                    DE       8.01,9.01                              06/08/05

LAKELAND INDUSTRIES INC                 DE       2.02,9.01                              06/06/05

LANVISION SYSTEMS INC                   DE       1.01,2.03,9.01                         06/08/05

LASALLE HOTEL PROPERTIES                MD       7.01,9.01                              06/08/05

LEE ENTERPRISES INC                     DE       1.01,2.01,5.02,8.01,9.01               06/03/05

LEGG MASON INC                          MD       8.01                                   06/09/05

LUBYS INC                               DE       2.02                                   06/09/05

MAC FILMWORKS INC                       DE       1.02                                   04/29/05

MAD CATZ INTERACTIVE INC                         2.02,9.01                              06/09/05

MANTECH INTERNATIONAL CORP              DE       5.02,9.01                              06/08/05

MARINE PRODUCTS CORP                    DE       5.03,9.01                              06/09/05

MARKETSHARE RECOVERY INC                DE       2.01,5.01,7.01,9.01                    05/27/05    AMEND

MAYS J W INC                            NY       2.02                                   06/08/05

MCDERMOTT INTERNATIONAL INC             R1       5.02,9.01                              06/09/05

MCKESSON CORP                           DE       8.01                                   06/09/05

MDC PARTNERS INC                        A6       1.01,3.02,9.01                         06/08/05

MERCER INSURANCE GROUP INC              PA       7.01,9.01                              06/09/05

MERCURY GENERAL CORP                    CA       8.01                                   06/03/05

MERRILL LYNCH MORTGAGE INVESTORS INC    DE       8.01,9.01                              06/09/05

METROCORP BANCSHARES INC                         1.01,9.01                              06/07/05

METROPOLITAN HEALTH NETWORKS INC        FL       8.01,9.01                              06/07/05

MFRI INC                                DE       7.01                                   06/09/05

MGM MIRAGE                              DE       7.01,9.01                              06/09/05

MIDDLEBY CORP                           DE       1.01,9.01                              06/09/05

MOLSON COORS BREWING CO                 CO       8.01                                   06/08/05

MONTGOMERY REALTY GROUP INC             NV       1.01                                   06/02/05

MTC TECHNOLOGIES INC                    DE       7.01                                   06/09/05

MYERS INDUSTRIES INC                    OH       4.01,9.01                              06/09/05

NARA BANCORP INC                        DE       5.03,9.01                              05/10/05

NASTECH PHARMACEUTICAL CO INC           DE       1.01,9.01                              06/03/05

NATIONAL FUEL GAS CO                    NJ       1.01,9.01                              06/03/05

National Interstate CORP                OH       5.02                                   06/06/05

NATIONAL SEMICONDUCTOR CORP             DE       2.02,8.01,9.01                         06/09/05

NAVISTAR FINANCIAL CORP                 DE       8.01,9.01                              06/08/05

NAVISTAR INTERNATIONAL CORP             DE       2.02,9.01                              06/09/05

NBTY INC                                DE       8.01,9.01                              06/08/05

NEIMAN MARCUS GROUP INC                 DE       1.01,9.01                              06/08/05

NETSOL TECHNOLOGIES INC                 NV       1.01                                   01/19/05    AMEND

NEW FRONTIER MEDIA INC                  CO       5.02,9.01                              06/03/05

NEW YORK REGIONAL RAIL CORP             DE       8.01                                   06/07/05

NMS COMMUNICATIONS CORP                 DE       4.01,9.01                              06/06/05

NUVASIVE INC                            DE       1.01,2.01,3.02,9.01                    06/03/05

OCEAN WEST HOLDING CORP                 DE       2.01,5.01,5.02,7.01,8.01,9.01          06/06/05

OFFSHORE LOGISTICS INC                  DE       2.02,9.01                              03/31/05

OHIO LEGACY CORP                        OH       8.01,9.01                              06/09/05

ONEIDA LTD                              NY       7.01,9.01                              06/09/05

OPTIMAL GROUP INC                                2.01,9.01                              06/03/05

OXFORD TECHNOLOGIES INC                 DE       4.01,9.01                              11/11/02    AMEND

PEMSTAR INC                             MN       8.01                                   05/27/05

PENN OCTANE CORP                        DE       8.01                                   06/06/05

PEOPLES BANCORP INC                     OH       1.01,1.02,8.01,9.01                    06/09/05

PEPCO HOLDINGS INC                      DE       1.01,9.01                              06/07/05

PETROLEUM HELICOPTERS INC               LA       1.01,8.01,9.01                         06/08/05

PHILADELPHIA CONSOLIDATED HOLDING COR   PA       1.01,9.01                              06/09/05

PLATO LEARNING INC                      DE       4.02                                   06/09/05

POPULAR ABS, INC.                       DE       8.01,9.01                              06/07/05

PORTEC RAIL PRODUCTS INC                WV       8.01,9.01                              06/07/05

PPG INDUSTRIES INC                      PA       8.01,9.01                              06/08/05

PPL CORP                                PA       7.01,9.01                              06/09/05

PRINCIPAL LIFE INSURANCE CO             IA       9.01                                   06/09/05

PRIVATE MEDIA GROUP INC                 NV       5.02                                   06/08/05

PROASSURANCE CORP                       DE       7.01,9.01                              06/09/05

PROCOREGROUP INC                        CA       5.02                                   06/06/05

PROVIDIAN FINANCIAL CORP                DE       1.01,3.03,9.01                         06/05/05

PRUDENTIAL BACHE WATSON & TAYLOR LTD    TX       5.02                                   06/03/05

PRUDENTIAL FINANCIAL INC                NJ       5.03,8.01,9.01                         06/07/05

PRUDENTIAL FINANCIAL INC                NJ       5.02                                   06/07/05    AMEND

RADIO ONE INC                           DE       8.01,9.01                              06/09/05

RADIUM VENTURES INC                     NV       2.01,3.02,5.01,8.01                    06/03/05

RAMBUS INC                              DE       8.01,9.01                              06/06/05

RANGE RESOURCES CORP                    DE       1.01,7.01,9.01                         06/08/05

REAL LOGIC  INC                         FL       8.01                                   06/07/05

RELIV INTERNATIONAL INC                 IL       2.03                                   06/07/05

RETAIL VENTURES INC                     OH       2.02,9.01                              06/09/05

RIO VISTA ENERGY PARTNERS LP            DE       1.01                                   06/06/05

RITA MEDICAL SYSTEMS INC                DE       7.01,9.01                              06/08/05

RIVERBEND TELECOM INC                   NV       9.01                                   03/30/05    AMEND

ROANOKE ELECTRIC STEEL CORP             VA       2.02,9.01                              06/07/05

ROTECH HEALTHCARE INC                   DE       2.02,4.02,9.01                         06/09/05

SASCO Mortgage Pass Through Certifica   DE       8.01                                   05/26/05

SCANNER TECHNOLOGIES CORP               NM       7.01,9.01                              06/09/05

SCHNITZER STEEL INDUSTRIES INC          OR       1.01,7.01,9.01                         06/08/05

SCHNITZER STEEL INDUSTRIES INC          OR       7.01,9.01                              06/08/05

SCHOOL SPECIALTY INC                    WI       8.01,9.01                              06/08/05

SCOTIA PACIFIC CO LLC                   DE       8.01                                   06/09/05

SEMOTUS SOLUTIONS INC                   NV       9.01                                   03/28/05    AMEND

SIERRA HEALTH SERVICES INC              NV       3.02                                   06/08/05

SIMON PROPERTY GROUP L P /DE/           DE       1.01,2.03,9.01                         06/07/05

SKYTERRA COMMUNICATIONS INC             DE       5.02                                   06/06/05

SLM CORP                                DE       5.03,9.01                              06/07/05

SMART ONLINE INC                                 7.01,9.01                              05/09/05

SMUCKER J M CO                          OH       1.01,9.01                              06/06/05

Solexa, Inc.                            DE       1.01,5.02,9.01                         06/03/05

SONORAN ENERGY INC                      WA       7.01                                   05/22/05

SONUS NETWORKS INC                      DE       8.01                                   06/08/05

SOUTHERN PERU COPPER CORP/              DE       8.01,9.01                              06/09/05

SSA GLOBAL TECHNOLOGIES, INC            DE       2.02,9.01                              06/09/05

STEELCLOUD INC                          VA       8.01,9.01                              06/08/05

STRUCTURED ASSET SECURITIES CORP        DE       8.01                                   06/07/05

Structured Asset Securities Corp Mort   DE       8.01                                   05/26/05

SUN LIFE ASSURANCE CO OF CANADA US      DE       1.01                                   06/03/05

TALK AMERICA HOLDINGS INC               DE       8.01                                   06/09/05

TANKLESS SYSTEMS WORLDWIDE INC          NV       8.01                                   06/09/05

TECHNICAL OLYMPIC USA INC               DE       1.01,7.01,9.01                         06/06/05

TECHNOCONCEPTS, INC.                    CO       1.01,2.01,9.01                         06/02/05

Tectonic Network, Inc                   DE       4.01                                   06/05/05

TELENETICS CORP                         CA       8.01                                   05/18/05

TERAX ENERGY, INC.                      NV       1.01,2.03,5.02,5.03,8.01,9.01          06/02/05

TEXAS INDUSTRIES INC                    DE       2.02,9.01                              06/09/05

THORNBURG MORTGAGE INC                  MD       8.01,9.01                              06/07/05

TIPPERARY CORP                          TX       1.01                                   06/03/05

TORRENT ENERGY CORP                     CO       1.01,3.02,9.01                         06/02/05

TOYS R US INC                           DE       2.02,9.01                              06/09/05

TRANS ENERGY INC                        NV       2.01,9.01                              11/05/04    AMEND

TRANSMONTAIGNE INC                      DE       7.01,9.01                              05/27/05

TRANSOCEAN INC                          E9       8.01                                   06/07/05

TRANSTECHNOLOGY CORP                    DE       7.01,9.01                              06/07/05

TRYX VENTURES CORP                      A1       4.01,9.01                              06/06/05

UMPQUA HOLDINGS CORP                    OR       7.01,9.01                              06/08/05

UNITED DOMINION REALTY TRUST INC        MD       7.01,9.01                              06/09/05

UNIVERSAL CORP /VA/                     VA       1.01,9.01                              06/09/05

UNIVERSAL GUARDIAN HOLDINGS INC         DE       5.02,9.01                              06/07/05

UNOCAL CORP                             DE       8.01,9.01                              06/08/05

URBAN OUTFITTERS INC                    PA       4.01                                   06/07/05

URS CORP /NEW/                          DE       1.01,7.01,9.01                         06/06/05

UTi WORLDWIDE INC                                2.02,9.01                              06/09/05

VAIL RESORTS INC                        DE       2.02,9.01                              06/09/05

VICTORIA INDUSTRIES INC                          4.01,9.01                              06/09/05    AMEND

VIRCO MFG CORPORATION                   DE       2.02,9.01                              06/07/05

VISTULA COMMUNICATIONS SERVICES INC     DE       1.01,3.02,9.01                         06/03/05

VITA FOOD PRODUCTS INC                  NV       5.02,9.01                              06/06/05

VORNADO REALTY LP                       DE       4.02,9.01                              06/02/05

VULCAN MATERIALS CO                     NJ       1.01                                   06/09/05

WAH KING INVEST CORP.                   DE       3.03,5.03                              06/09/05

WAL MART STORES INC                     DE       1.01,9.01                              06/03/05

WASHINGTON MUTUAL INC                   WA       1.01,9.01                              06/05/05

Washington Mutual Mortgage Pass-Throu   DE       9.01                                   05/25/05

WATER PIK TECHNOLOGIES INC              DE       1.01,9.01                              06/06/05

WEATHERFORD INTERNATIONAL LTD           D0       9.01                                   06/06/05    AMEND

WELLCARE HEALTH PLANS, INC.             DE       1.01,9.01                              06/06/05

WENDYS INTERNATIONAL INC                OH       4.01,9.01                              06/03/05

WEST CORP                               DE       2.01,9.01                              06/03/05

WHEELING ISLAND GAMING INC              DE       1.01,9.01                              06/09/05

WINNEBAGO INDUSTRIES INC                IA       7.01,9.01                              06/09/05

WORLDWATER CORP                         NV       5.02,9.01                              06/01/05

WYNN RESORTS LTD                                 8.01,9.01                              06/09/05

XM SATELLITE RADIO HOLDINGS INC         DE       8.01,9.01                              06/09/05

XRG INC                                 DE       1.01                                   06/03/05

XYBERNAUT CORP                          DE       1.02,5.02,9.01                         06/03/05

YDI WIRELESS INC                        DE       5.02                                   06/07/05

YUKON GOLD CORP INC                     DE       5.02                                   12/21/04

ZIX CORP                                TX       5.02,9.01                              06/03/05