SEC NEWS DIGEST Issue 2004-207 October 27, 2004 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS CLOSED MEETING – WEDNESDAY, NOVEMBER 3, 2004 – 2:00 P.M. The subject matter of the closed meeting scheduled for Wednesday, Nov. 3, 2004, will be: Formal orders of investigations; Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; Regulatory matter regarding financial institution; and Adjudicatory matters. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact: The Office of the Secretary at (202) 942-7070. SEC PROPOSES SECURITIES OFFERING REFORM, REQUIRES REGISTRATION OF HEDGE FUND INVESTMENT ADVISERS The Commission took the following actions at an open meeting on Oct. 26, 2004. 1. Proposals Regarding Securities Offering Reform The Commission voted to propose modifications to the registration, communications, and offering processes under the Securities Act of 1933. The proposals would address communications related to registered securities offerings, delivery of information to investors, and registration and other procedures in the offering and capital formation process. Categories of Issuers In many cases, the amount of flexibility granted to issuers under the proposed revisions to the registration, communications, and offering processes would be contingent on the characteristics of the issuer, including the type of issuer, the issuer's reporting history, and the issuer's equity market capitalization or historical debt issuance. The proposals divide issuers into four categories. · A non-reporting issuer would be an issuer that is not required to file reports pursuant to Sections 13 or 15(d) of the Exchange Act. · An unseasoned issuer would be an issuer that is required to file reports pursuant to Sections 13 or 15(d) of the Exchange Act, but does not satisfy the requirements of Form S-3 or Form F-3 for a primary offering of its securities. · A seasoned issuer would be an issuer that is eligible to use Form S-3 or Form F-3 to register a primary offering of securities. · A well-known seasoned issuer would be a new class of issuer that is eligible to register a primary offering of its securities on Form S-3 or Form F-3 and has either $700 million of public common equity float or, for limited purposes, has issued $1 billion of registered debt in the preceding three years. The most significant revisions to the Commission's communications rules and registration processes would apply to well-known seasoned issuers. Liberalizing Communications Around the Time of Registered Offerings The proposals would update and liberalize permitted offering activity and communications to allow more information to reach investors by revising the "gun-jumping" provisions under the Securities Act of 1933. The cumulative effect of the proposals under the gun-jumping provisions would be the following. * Well-known seasoned issuers would be permitted to engage at any time in oral and written communications, including use at any time of a new type of written communication called a "free writing prospectus, "subject to enumerated conditions (including, in some cases, filing with the Commission). * All reporting issuers would, at any time, be permitted to continue to publish regularly released factual business information and forward-looking information. * Non-reporting issuers would, at any time, be permitted to continue to publish factual business information that is regularly released to persons other than in their capacity as investors or potential investors. * Communications by issuers more than 30 days before filing a registration statement would not be considered prohibited offers so long as they did not reference a securities offering. * All issuers and other offering participants would be permitted to use a free writing prospectus after the filing of the registration statement, subject to enumerated conditions (including, in some cases, filing with the Commission). * A broader category of routine communications regarding issuers, offerings, and procedural matters, such as communications about the schedule for an offering or about account-opening procedures, would be excluded from the definition of "prospectus." * The exemptions for research reports would be expanded. A number of these new proposals would include conditions of eligibility. Most of the proposals, for example, would not be available to blank check companies, penny stock issuers, or shell companies. The proposals would address the treatment under the Securities Act of electronic communications, including electronic road shows and information located on or hyperlinked to an issuer's website. Liability Timing Issues The proposals address the liability provisions under the Securities Act as follows. * The release includes an interpretation that, for purposes of disclosure liability under Section 12(a)(2) and Section 17(a)(2) of the Securities Act, the assessment of whether a material misstatement or material omission exists would be made against information conveyed to an investor at the time of its investment decision, and not information that is only conveyed or filed subsequently. * The proposals would also * ensure that prospectus supplements would be included in the registration statement for disclosure liability purposes; and * establish a new effective date for each prospectus filing reflecting a takedown of securities off a shelf registration statement that would largely eliminate the timing discrepancy in the application of disclosure liability to issuers, underwriters, and other parties. Improvements to Registration Procedures The proposals would modernize the operation of the requirements for the shelf registration process under the Securities Act. These proposals would * codify in a single rule the information that may be omitted from a base prospectus in a shelf registration statement at effectiveness and included later; * replace the requirement that issuers register only securities they intend to offer within two years with a requirement that the issuer update the registration statement with a new registration statement that is filed every three years; * eliminate restrictions on "at-the-market" offerings; * permit immediate takedowns of securities off of shelf registration statements; * permit issuers to use prospectus supplements (rather than post-effective amendments) to make material changes to the plan of distribution described in the base prospectus; * for seasoned issuers with a $75 million public float, revise the requirement to identify selling security holders by permitting selling security holders to be identified in prospectus supplements (rather than post- effective amendments), where the securities to be sold are outstanding when the registration statement is filed; and * establish a significantly more flexible version of shelf registration, referred to as "automatic shelf registration" for offerings by well-known seasoned issuers. Automatic shelf registration would feature automatic effectiveness, pay-as-you-go registration fees, and maximum flexibility in the offering process. The proposals also contain procedural changes that would allow reporting issuers that are current in filing their Exchange Act reports to incorporate by reference previously filed Exchange Act reports into a Securities Act registration statement on Form S-1 or Form F-1. Prospectus Delivery Reforms The proposals would change the way in which the final prospectus delivery obligations under the Securities Act are satisfied. The proposed change would create an "access equals delivery" model for final prospectuses. Under the proposed model, filing a final prospectus with the Commission and complying with other conditions would satisfy delivery requirements. In addition, to preserve an investor's ability to trace securities to a registered offering, the proposals include a separate requirement to notify investors that they purchased securities in a registered offering Required Disclosure in Exchange Act Reports The proposals would require issuers to include the following in their Exchange Act periodic reports: * for Form 10-K filers, disclosure regarding risk factors; * disclosure regarding the issuer's status as a "voluntary" filer of Exchange Act reports; and * for "accelerated filers," disclosure in their Exchange Act annual reports of written staff comments that were issued more than 180 days before the end of the fiscal year to which the annual report relates, where those comments remain unresolved at the time of filing the annual report and the issuer believes those comments to be material. Comments on the proposals should be submitted to the Commission within 75 days following publication in the Federal Register. 2. Registration Under the Advisers Act of Certain Hedge Fund Advisers The Commission voted to adopt new Rule 203(b)(3)-2 that will require hedge fund advisers to register with the Commission under the Investment Advisers Act of 1940 by Feb. 1, 2006. The Commission also adopted related rule amendments. The rule is the culmination of an initiative to study hedge funds and their advisers that commenced over two years ago. Registration under the new rule will permit the Commission to-- * collect important information about the operations of hedge fund advisers, which represent a significant and growing component of the U.S. financial system. * conduct examinations of hedge fund advisers. Examinations permit the SEC to identify compliance problems at an early stage, identify practices that may be harmful to investors and provide a deterrent to unlawful conduct. * require all hedge fund advisers to adopt basic compliance controls to prevent violation of the federal securities laws. * improve disclosures made to prospective and current hedge fund investors. · prevent felons or individuals with other serious disciplinary records from managing hedge funds. The new rule will eliminate the ability of hedge fund advisers to rely on an exemption from adviser registration designed for advisers providing advice only to a small number of clients. The new rule contains special provisions for advisers located outside the United States designed to limit the extraterritorial application of the Advisers Act to offshore advisers to offshore funds that have U.S. investors. The compliance date for the new rule will be Feb. 1, 2006. (Press Rel. 2004-150) ENFORCEMENT PROCEEDINGS IN THE MATTER OF BENNY MORRIS On October 26, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of the 1934, Making Findings, and Imposing Remedial Sanctions (Order) against Benny G. Morris (Morris). The proceedings are based on the entry of a permanent injunction against Morris on Sept. 29, 2004, by the U.S. District Court for the Southern District of Indiana in the civil action entitled SEC v. Patrick Ballinger Doe, et al., Civil Action Number 1:03-CV-1659, which enjoined Morris, with his consent, from future violations of the registration and antifraud provisions of the federal securities laws. In the underlying civil action, the Commission alleged, among other things, that Morris recruited and trained sales agents to offer and sell Branson City Limits, Inc. (Branson City) and Resort Hotels, Inc. (Resort Hotels) securities as part of a fraudulent and unregistered offering that raised at least $28 million from more than 600 investors in 30 states. The Order finds that Morris, among other things: (i) served as the master sales agent for Branson City and Resort Hotels; (ii) recruited and trained sales agents to offer and sell Branson City and Resort Hotels securities; and (iii) received transaction-based compensation in the form of commissions on the sales of Branson City and Resort Hotels securities made by both entities’ sales agents. The Order further finds that Morris was enjoined from future violations of Sections 5(a), 5(c), and 17(a) of the Securities Act of 1933, Sections 10(b) and 15(a) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. Based on the above, the Order bars Morris from association with any broker or dealer. Morris consented to the issuance of the Order without admitting or denying any of the findings in the Order. (Rel. 34-50592; File No. 3-11720) SEC OBTAINS FINAL JUDGMENT AGAINST LAURIE WEISS The Commission announced that on October 12 the Honorable Harold Baer, Jr., U.S. District Judge for the Southern District of New York, entered a final judgment by consent against Laurie Weiss in SEC v. Peter Roor, et al., 99 Civ. 3372 (HB) (S.D.N.Y.). The judgment permanently enjoins Weiss from future violations of Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b- 5 thereunder. The Commission’s complaint, filed on May 10, 1999, alleges that between at least January 1999 and March 1999, Weiss operated a website to conduct and promote numerous fraudulent investment schemes on the Internet. Weiss consented to the final judgment without admitting or denying the allegations in the Commission’s complaint. [SEC v. Peter Roor, et al., Civil Action No. 99 Civ. 3372 (HB) USDC, SDNY] (LR-18944) SELF-REGULATORY ORGANIZATIONS PACIFICARE OF ARIZONA, INC., ET AL. A notice has been issued giving interested persons until Nov. 19, 2004, to request a hearing on an application filed by PacifiCare of Arizona, Inc., PacifiCare of California, PacifiCare of Colorado, Inc., PacifiCare of Nevada, Inc., PacifiCare of Oregon, Inc., PacifiCare of Texas, Inc., and PacifiCare of Washington, Inc. (Applicants) for an order under Section 3(b)(2) of the Investment Company Act declaring that each Applicant is not an investment company. Applicants also seek an order under Section 45(a) of the Act granting confidential treatment with respect to certain financial and other information. The Commission also is issuing a statement that it is considering clarifying the primary business test under Sections 3(b)(1) and (2) of the Act with respect to health maintenance organizations and similar entities. (Rel. IC-26643 – October 25) SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGES The Chicago Board Options Exchange filed a proposed rule change (SR-CBOE- 2004-64) to amend CBOE Rule 6.45A to eliminate the Designated Primary Market-Maker participation entitlement relating to “N-second group” trades and to eliminate the provision relating to Temporary Order Access Terminals. (Rel. 34-50583) The New York Stock Exchange filed a proposed rule change (SR-NYSE-2004- 13) to adopt Rule 405A (Non-Managed Fee-Based Account Programs – Disclosure and Monitoring). Publication of the proposal is expected in the Federal Register during the week of Nov. 1, 2004. (Rel. 34-50586) APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change, as amended, filed by the American Stock Exchange (SR-Amex-2004-63) relating to minimum size guarantees for Linkage orders. Publication of the proposal is expected in the Federal Register during the week of Nov. 1, 2004. (Rel. 34- 50587) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-8 ARTESYN TECHNOLOGIES INC, 7900 GLADES RD STE 500, BOCA RATON, FL, 33434-4105, 5614511000 - 400,000 ($3,728,000.00) Equity, (File 333-119953 - Oct. 26) (BR. 36) S-8 CISCO SYSTEMS INC, 170 WEST TASMAN DR, SAN JOSE, CA, 95134-1706, 4085264000 - 1,073,268 ($10,002,857.76) Equity, (File 333-119954 - Oct. 26) (BR. 03) S-1 FIVE STAR QUALITY CARE INC, 617 796 8387 - 0 ($16,330,000.00) Equity, (File 333-119955 - Oct. 26) (BR. 37) S-8 COMPUWARE CORPORATION, 31440 NORTHWESTERN HWY, FARMINGTON HILLS, MI, 48334-2564, 2487377300 - 0 ($92,650,000.00) Equity, (File 333-119956 - Oct. 26) (BR. 03) S-11 MEDICAL PROPERTIES TRUST INC, 1000 UBRAN CENTER DRIVE, SUITE 501, BIRMINGHAM, AL, 35242, 205-969-3755 - 0 ($250,000,000.00) Equity, (File 333-119957 - Oct. 26) (BR. 08) S-8 BRYN MAWR BANK CORP, 801 LANCASTER AVE, BRYN MAWR, PA, 19010, 6105252300 - 0 ($8,825.49) Equity, (File 333-119958 - Oct. 26) (BR. 07) SB-2 ROYAL CAPITAL MANAGEMENT INC, 325 FLOWER LANE, MORGANVILLE, NJ, 07751, 201-697-7887 - 18,331,410 ($4,582,853.00) Equity, (File 333-119959 - Oct. 26) (BR. 09) N-2 Clough Global Allocation Fund, 1625 BROADWAY, SUITE 2200, DENVER, CO, 80202, 303-623-2577 - 0 ($1,000,000.00) Equity, (File 333-119961 - Oct. 26) (BR. 18) S-3 CNET NETWORKS INC, 235 SECOND STREET, SAN FRANCISCO, CA, 94105, 4153442000 - 0 ($300,000,000.00) Unallocated (Universal) Shelf, (File 333-119962 - Oct. 26) (BR. 08) S-8 NATIONAL SEMICONDUCTOR CORP, 2900 SEMICONDUCTOR DR, PO BOX 58090, SANTA CLARA, CA, 95052-8090, 4087215000 - 0 ($153,000,000.00) Other, (File 333-119963 - Oct. 26) (BR. 36) SB-2 SOUTH STREET VENTURES VII, INC., 6201 FAIRVIEW RD., STE. 200, CHARLOTTE, NC, 28210, 704-944-3140 - 1,290,000 ($322,500.00) Equity, (File 333-119964 - Oct. 26) (BR. 09) S-8 JANE BUTEL CORP, 125 SECOND ST N.W., ALBUQUERQUE, NM, 87102, 5052432622 - 7,500,000 ($675,000.00) Equity, (File 333-119965 - Oct. 26) (BR. 08) S-3 PENN TREATY AMERICAN CORP, 3440 LEHIGH ST, ALLENTOWN, PA, 18103, 6109652222 - 9,763,082 ($16,000,000.00) Debt Convertible into Equity, 100,000 ($152,500.00) Equity, (File 333-119966 - Oct. 26) (BR. 01) S-1 optionsXpress Holdings, Inc., 39 SOUTH LASALLE STREET, SUITE 220, CHICAGO, IL, 60603, 312-630-3300 - 0 ($150,000,000.00) Equity, (File 333-119967 - Oct. 26) (BR. ) S-4 Consolidated Communications Illinois Holdings, Inc., 121 SOUTH 17TH STREET, MATTOON, IL, 61938, (217) 235-3311 - 0 ($200,000,000.00) Non-Convertible Debt, (File 333-119968 - Oct. 26) (BR. ) S-8 HALOZYME THERAPEUTICS INC, 11588 SORRENTO VALLEY ROAD, SUITE 17, SAN DIEGO, CA, 92121, (858) 794-8889 - 0 ($10,505,098.98) Equity, (File 333-119969 - Oct. 26) (BR. 01) F-6 China Netcom Group CORP (Hong Kong) LTD, BUILDING C, NO. 156, FUXINGMENNEI AVENUE, XICHENG DISTRICT, BEIJING, F4, 100031, (8610)66429253 - 200,000,000 ($10,000,000.00) ADRs/ADSs, (File 333-119970 - Oct. 26) (BR. 37) S-8 SYNAGRO TECHNOLOGIES INC, 1800 BERING STE 1000, HOUSTON, TX, 77057, 7133691700 - 10,662,920 ($29,938,778.00) Equity, (File 333-119971 - Oct. 26) (BR. 06) S-8 INVICTA GROUP INC, 9553 HARDING AVE, SUITE 301, MIAMI BEACH, FL, 33154, 3058666525 - 5,000,000 ($500,000.00) Equity, (File 333-119972 - Oct. 26) (BR. 05) S-3 TIPPERARY CORP, 633 17TH ST STE 1550, DENVER, CO, 80202, 3032939379 - 0 ($17,000,000.00) Equity, (File 333-119973 - Oct. 26) (BR. 04) S-4 REEBOK INTERNATIONAL LTD, 1895 J W FOSTER BLVD, CANTON, MA, 02021, 7814015000 - 0 ($350,000,000.00) Equity, (File 333-119974 - Oct. 26) (BR. 06) S-3 PROXIM CORP, 1196 BORREGAS AVE, SUNNYVALE, CA, 94089, 4085425200 - 0 ($50,000,000.00) Equity, (File 333-119975 - Oct. 26) (BR. 37) S-8 WINTRUST FINANCIAL CORP, 727 N BANK LANE, LAKE FOREST, IL, 60045, 8476154096 - 94,177 ($2,354,425.00) Equity, (File 333-119976 - Oct. 26) (BR. 07) S-8 DRS TECHNOLOGIES INC, 3RD FLOOR, 5 SYLVAN WAY, PARSIPPANY, NJ, 07054, 9738981500 - 0 ($68,210,416.00) Equity, (File 333-119977 - Oct. 26) (BR. 05) SB-2 Southwest Olive Growers, Inc., 11053 LOPEZ RIDGE WAY, SAN DIEGO, CA, 92121, 858-663-8391 - 400,000 ($400,000.00) Equity, (File 333-119978 - Oct. 26) (BR. ) S-8 WINTRUST FINANCIAL CORP, 727 N BANK LANE, LAKE FOREST, IL, 60045, 8476154096 - 52,275 ($1,069,024.00) Equity, (File 333-119979 - Oct. 26) (BR. 07) S-3 AXEDA SYSTEMS INC, 21 OXFORD ROAD, MANSFIELD, MA, 02048, 508-337-9200 - 13,003,515 ($5,591,511.45) Debt Convertible into Equity, (File 333-119981 - Oct. 26) (BR. 03) S-4 Intertape Polymer US Inc., 3647 CORTEZ ROAD WEST, BRADENTON, FL, 34210, 941 7272 5788 - 0 ($125,000,000.00) Debt Convertible into Equity, (File 333-119982 - Oct. 26) (BR. ) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: 1.01 Entry into a Material Definitive Agreement 1.02 Termination of a Material Definitive Agreement 1.03 Bankruptcy or Receivership 2.01 Completion of Acquisition or Disposition of Assets 2.02 Results of Operations and Financial Condition 2.03 Creation of a Direct Financial Obligation or an Obligation under an Off- Balance Sheet Arrangement of a Registrant 2.04 Triggering Events That Accelerate or Increase a Direct Financial Obligation under an Off- Balance Sheet Arrangement 2.05 Cost Associated with Exit or Disposal Activities 2.06 Material Impairments 3.01 Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing 3.02 Unregistered Sales of Equity Securities 3.03 Material Modifications to Rights of Security Holders 4.01 Changes in Registrant’s Certifying Accountant 4.02 Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review 5.01 Changes in Control of Registrant 5.02 Departure of Directors or Principal Officers; Election of Directors; Appointment of Principal Officers 5.03 Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year 5.04 Temporary Suspension of Trading Under Registrant's Employee Benefit Plans 5.05 Amendments to the Registrant’s Code of Ethics, or Waiver of a Provision of the Code of Ethics 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT ------------------------------------------------------------------------------------------------ 1ST CONSTITUTION BANCORP NJ 2.02,9.01 09/30/04 1ST STATE BANCORP INC VA 2.02,9.01 10/25/04 A R T INTERNATIONAL INC 8.01,9.01 10/19/04 ABGENIX INC DE 2.02,9.01 10/26/04 ABIOMED INC DE 2.02,9.01 10/26/04 ACCENTURE SCA 3.02 10/20/04 ACCERIS COMMUNICATIONS INC FL 8.01,9.01 10/21/04 ACG HOLDINGS INC DE 7.01,9.01 10/26/04 ACRONGENOMICS INC NV 2.01,5.02 05/28/04 ACTIVISION INC /NY DE 2.02,9.01 10/26/04 ACURA PHARMACEUTICALS, INC NY 4.01,9.01 10/21/04 ADVANCED POWER TECHNOLOGY INC 2.02 10/21/04 ADVANTA CORP DE 2.02,9.01 10/26/04 AEGIS ASSET BACKED SECURITIES CORP DE 8.01 10/25/04 AGERE SYSTEMS INC DE 2.02,5.02,5.03,9.01 10/21/04 AGU Entertainment Corp. CO 1.01 10/20/04 AK STEEL HOLDING CORP DE 2.02,9.01 10/26/04 AK STEEL HOLDING CORP DE 2.02 10/26/04 AKSYS LTD DE 2.02,9.01 10/26/04 ALASKA AIR GROUP INC DE 5.04,9.01 10/26/04 ALLIED WASTE INDUSTRIES INC DE 1.02,5.02,8.01,9.01 10/26/04 ALLIED WASTE INDUSTRIES INC DE 2.02,9.01 09/30/04 ALLMERICA FINANCIAL CORP DE 2.02,9.01 10/25/04 ALLSCRIPTS HEALTHCARE SOLUTIONS INC DE 2.02 10/26/04 AMB FINANCIAL CORP DE 2.02,9.01 10/26/04 AMERICA SERVICE GROUP INC /DE DE 2.02,9.01 10/25/04 AMERICAN AXLE & MANUFACTURING HOLDING DE 5.02,9.01 09/30/04 American Community Bancorp, Inc. IN 2.02,9.01 10/26/04 AMERICAN FIRE RETARDANT CORP NV 2.02,9.01 10/20/04 AMERICAN SHARED HOSPITAL SERVICES CA 2.02,9.01 10/26/04 AMERICAN SKIING CO /ME DE 3.03 10/25/04 AMERICAN SKIING CO /ME DE 2.02,8.01 10/26/04 AMERICAN SOIL TECHNOLOGIES INC NV 1.01,9.01 10/26/04 AMERICAN SPECTRUM REALTY INC MD 8.01,9.01 10/25/04 AMERIVEST PROPERTIES INC MD 1.01,2.03,9.01 10/20/04 AMGEN INC DE 2.02 10/20/04 AMKOR TECHNOLOGY INC DE 2.02 10/26/04 AMPEX CORP /DE/ DE 8.01,9.01 10/21/04 AMS HEALTH SCIENCES INC OK 5.02 10/25/04 AMS HEALTH SCIENCES INC OK 8.01 10/25/04 AMSURG CORP TN 7.01,9.01 10/26/04 ANALYSTS INTERNATIONAL CORP 2.02,9.01 10/26/04 ANALYSTS INTERNATIONAL CORP 2.02,7.01,9.01 10/26/04 ANAREN INC NY 2.02,2.05 10/26/04 ANIMAS CORP DE 2.02,9.01 10/20/04 ANIXTER INTERNATIONAL INC DE 2.02,9.01 10/26/04 ANSOFT CORP PA 1.01,2.03 10/21/04 ANSWERTHINK INC FL 2.02 10/26/04 APOLLO INVESTMENT CORP MD 7.01 10/25/04 APPALACHIAN BANCSHARES INC GA 2.02,9.01 10/26/04 APPLERA CORP DE 2.02,9.01 10/26/04 APPLIED INDUSTRIAL TECHNOLOGIES INC OH 8.01,9.01 10/22/04 ARENA PHARMACEUTICALS INC DE 8.01,9.01 10/26/04 ARGENT SECURITIES INC ASSET-BACKED PA 8.01,9.01 10/06/04 ARGENT SECURITIES INC ASSET-BACKED PA 2.01,9.01 10/06/04 ARIS INDUSTRIES INC NY 1.03 10/26/04 AROTECH CORP DE 7.01,9.01 10/26/04 ASBURY AUTOMOTIVE GROUP INC DE 1.01,5.02,9.01 10/25/04 ASSET BACKED FUNDING CORP C BASS MOR DE 8.01,9.01 10/25/04 ASSURANT INC 5.02 10/22/04 ASTORIA FINANCIAL CORP DE 2.02,9.01 10/26/04 ASV INC /MN/ MN 2.02,9.01 10/26/04 ATHEROS COMMUNICATIONS INC DE 2.02,9.01 10/26/04 ATLANTIS PLASTICS INC FL 2.02,9.01 10/20/04 ATMEL CORP DE 7.01,9.01 10/26/04 AUDIOVOX CORP DE 2.02 10/15/04 AVADO BRANDS INC GA 2.02,9.01 10/26/04 AVAYA INC DE 2.02,9.01 10/26/04 AVID TECHNOLOGY INC DE 2.02 09/30/04 B&G FOODS HOLDINGS CORP DE 8.01,9.01 10/25/04 BALCHEM CORP MD 2.02,9.01 10/26/04 Banc of America Commercial Mort. Pass DE 8.01,9.01 10/25/04 Banc of America Funding Corp. Mortgag DE 8.01,9.01 10/20/04 BANC OF AMERICA MORT SEC INC MORT PAS DE 8.01,9.01 10/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE 8.01,9.01 10/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE 8.01,9.01 10/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE 8.01,9.01 10/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE 8.01,9.01 10/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE 8.01,9.01 10/25/04 BANC OF AMERICA MORT SEC INC MORT PS NY 8.01,9.01 10/25/04 BANC OF AMERICA MORTGAGE SEC INC MORT DE 8.01,9.01 10/25/04 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 10/25/04 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 10/26/04 BANC OF AMERICA MORTGAGE SECURITIES P DE 8.01,9.01 10/25/04 BANC OF AMERICA MTG SEC INC MORT PASS DE 8.01,9.01 10/25/04 BANCWEST CORP/HI DE 5.02 10/21/04 BANK OF AMERICA MORT SEC INC MORT PAS DE 8.01,9.01 10/20/04 BANK OF AMERICA MORT SEC INC MORT PAS DE 8.01,9.01 10/25/04 BANK OF KENTUCKY FINANCIAL CORP KY 2.02,9.01 10/25/04 BANKATLANTIC BANCORP INC FL 7.01,9.01 10/26/04 BANKUNITED FINANCIAL CORP FL 2.02,9.01 10/26/04 BAY VIEW TRANSACTION CORP 9.01 09/27/04 AMEND BCB BANCORP INC 2.02,9.01 10/22/04 BEAZER HOMES USA INC DE 8.01 10/26/04 BERRY PETROLEUM CO DE 7.01,9.01 10/26/04 BIMINI MORTGAGE MANAGEMENT INC MD 7.01,9.01 10/26/04 BIMINI MORTGAGE MANAGEMENT INC MD 7.01,9.01 10/26/04 AMEND BIO LOK INTERNATIONAL INC DE 8.01 10/26/04 BIOSITE INC DE 2.02 10/26/04 BISYS GROUP INC DE 2.02,9.01 10/26/04 BLACK HILLS CORP /SD/ SD 2.02,9.01 08/25/04 BLUE MARTINI SOFTWARE INC 2.02,9.01 10/26/04 BLUE NILE INC DE 2.02,9.01 10/26/04 BNC BANCORP NC 2.02,9.01 10/26/04 BOOKHAM, INC. 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CARPENTER TECHNOLOGY CORP DE 5.02,7.01,9.01 10/25/04 CARTERS INC DE 2.02,9.01 10/26/04 CASS INFORMATION SYSTEMS INC MO 2.02,9.01 10/26/04 CDW CORP IL 2.02,9.01 10/19/04 AMEND CELADON GROUP INC DE 2.02,9.01 10/25/04 CELGENE CORP /DE/ DE 1.01,2.01,9.01 10/21/04 CELL GENESYS INC DE 1.02,8.01,9.01 10/20/04 CELLEGY PHARMACEUTICALS INC CA 1.01,2.01,3.02,9.01 10/22/04 CELLULAR TECHNICAL SERVICES CO INC DE 5.02 10/22/04 CENTENE CORP 2.02,9.01 10/25/04 CENTER FINANCIAL CORP CA 2.02,9.01 10/21/04 CENTEX CORP NV 2.02,8.01,9.01 10/26/04 CENTRAL FEDERAL CORP DE 2.01,2.02,3.02,3.03,8.01,9.01 10/22/04 CENTRAL PACIFIC FINANCIAL CORP HI 2.02,9.01 10/26/04 CFSB MOR SEC CORP HOME EQUITY ASSET T DE 8.01,9.01 10/25/04 CHART INDUSTRIES INC DE 1.01,5.02,9.01 10/20/04 CHASE CREDIT CARD MASTER TRUST NY 8.01,9.01 10/15/04 CHASE CREDIT CARD OWNER TRUST 2001-1 DE 8.01,9.01 10/15/04 CHASE CREDIT CARD OWNER TRUST 2001-4 DE 8.01,9.01 10/15/04 CHASE CREDIT CARD OWNER TRUST 2001-5 DE 8.01,9.01 10/15/04 CHASE CREDIT 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MANHATTAN AUTO OWNER TRUST 2001 DE 8.01,9.01 10/15/04 CHASE MANHATTAN AUTO OWNER TRUST 2002 DE 8.01,9.01 10/15/04 CHASE MANHATTAN AUTO OWNER TRUST 2002 DE 8.01,9.01 10/15/04 CHASE MANHATTAN AUTO OWNER TRUST 2003 DE 8.01,9.01 10/15/04 CHASE MANHATTAN AUTO OWNER TRUST 2003 DE 8.01,9.01 10/15/04 CHASE MANHATTAN AUTO TRUST 2004-A DE 8.01,9.01 10/15/04 CHASE MANHATTAN BANK /NY/ NY 8.01,9.01 10/15/04 CHASE MANHATTAN BANK CHASE CREDIT CAR DE 8.01,9.01 10/15/04 CHASE MANHATTAN BANK CHASE CREDIT CAR DE 8.01,9.01 10/15/04 CHASE MANHATTAN BANK USA CHASE CREDIT DE 8.01,9.01 10/15/04 CHASE MANHATTAN BANK USA CHASE CREDIT DE 8.01,9.01 10/15/04 CHASE MANHATTAN BANK USA CHASE CREDIT DE 8.01,9.01 10/15/04 CHASE MANHATTAN BANK USA CHASE MANHAT DE 8.01,9.01 10/15/04 CHASE MANHATTAN MARINE OWNER TRUST 19 NY 8.01,9.01 10/15/04 CHASE MANHATTAN RV OWNER TRUST 1997-A DE 8.01,9.01 10/15/04 CHECKPOINT SYSTEMS INC PA 2.02,9.01 09/26/04 CHEMED CORP DE 2.02,8.01,9.01 10/25/04 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD 9.01 09/30/04 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD 9.01 09/30/04 CHEVY CHASE AUTO RECEIVABLES TRUST 20 9.01 09/30/04 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD 9.01 09/30/04 CHICAGO MERCANTILE EXCHANGE HOLDINGS DE 2.02 10/26/04 CHOCTAW RESORT DEVELOPMENT ENTERPRISE MS 2.02,7.01,9.01 10/25/04 CHUBB CORP NJ 2.02,9.01 10/26/04 CIRCOR INTERNATIONAL INC DE 2.02,9.01 10/21/04 CITIGROUP COMMERCIAL MORTGAGE SECURIT DE 8.01,9.01 10/25/04 CLEAR CHANNEL COMMUNICATIONS INC TX 5.02,9.01 10/20/04 CLIFTON SAVINGS BANCORP INC 2.02,9.01 10/22/04 CNA SURETY CORP DE 8.01,9.01 10/26/04 COACH INC MD 2.02,9.01 10/26/04 COACHMEN INDUSTRIES INC IN 2.02,7.01,9.01 10/25/04 COBIZ INC CO 2.02,9.01 10/22/04 COGNIZANT TECHNOLOGY SOLUTIONS CORP 2.02,7.01,9.01 10/26/04 COHEN & STEERS INC 2.02 10/26/04 COLLAGENEX PHARMACEUTICALS INC DE 1.01,9.01 10/21/04 COLLAGENEX PHARMACEUTICALS INC DE 2.02,9.01 10/26/04 COLUMBUS MCKINNON CORP NY 2.02,9.01 10/26/04 COMMERCIAL FEDERAL CORP NE 2.02,9.01 10/26/04 Commercial Vehicle Group, Inc. 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DE 1.01,5.03,8.01,9.01 10/20/04 GOLDEN EAGLE INTERNATIONAL INC CO 8.01,9.01 10/25/04 GOLFSMITH INTERNATIONAL HOLDINGS INC DE 1.01,9.01 09/30/04 GOODRICH CORP NY 2.02 10/26/04 GRANT PRIDECO INC DE 5.02,9.01 10/21/04 GREENE COUNTY BANCSHARES INC TN 1.01,9.01 10/22/04 GREENWICH CAPITAL ACCEPTANCE INC DE 8.01,9.01 10/26/04 GUITAR CENTER INC DE 2.02,5.02,8.01 10/25/04 GULFMARK OFFSHORE INC DE 9.01 10/26/04 H&R BLOCK INC MO 1.01,9.01 10/21/04 HALLIBURTON CO DE 2.02 10/26/04 HAMMONS JOHN Q HOTELS INC DE 7.01,9.01 10/26/04 Hana Biosciences Inc DE 5.02 10/21/04 HANCOCK JOHN LIFE INSURANCE CO MA 8.01,9.01 10/25/04 HARBOR FLORIDA BANCSHARES INC DE 8.01 10/22/04 HAWAIIAN ELECTRIC INDUSTRIES INC HI 3.03,5.03,9.01 10/26/04 HEALTH MANAGEMENT ASSOCIATES INC DE 2.02,9.01 10/26/04 HEALTH SCIENCES GROUP INC CO 2.01,3.02,8.01 10/20/04 HEALTHSTREAM INC TN 2.02,7.01,9.01 10/26/04 HICKORY TECH CORP MN 2.02,7.01,9.01 10/25/04 HOME CITY FINANCIAL CORP OH 2.02 10/22/04 Home Equity Loan Trust 2004-HS2 DE 8.01,9.01 10/07/04 Home Equity Loan Trust 2004-HS3 DE 8.01,9.01 10/07/04 Home Loan Trust 2004-HI2 DE 8.01,9.01 10/07/04 HOPFED BANCORP INC DE 2.02,9.01 10/26/04 HORIZON TELCOM INC OH 5.02 10/25/04 HOUSEHOLD AFFINITY CREDIT CARD MASTER DE 9.01 10/15/04 HOUSEHOLD AUTO RECEIVABLES CORP ASSET NV 9.01 10/18/04 HOUSEHOLD AUTO RECEIVABLES CORP SERIE NV 9.01 10/18/04 HOUSEHOLD AUTOMOTIVE TRUST 2001-1 DE 9.01 10/18/04 HOUSEHOLD AUTOMOTIVE TRUST 2001-3 9.01 10/18/04 HOUSEHOLD AUTOMOTIVE TRUST 2002-1 9.01 10/18/04 HOUSEHOLD AUTOMOTIVE TRUST 2003-1 NV 9.01 10/18/04 HOUSEHOLD AUTOMOTIVE TRUST 2003-2 NV 9.01 10/18/04 Household Automotive Trust 2004-1 NV 9.01 10/18/04 HOUSEHOLD AUTOMOTIVE TRUST SERIES 200 DE 9.01 10/18/04 HOUSEHOLD AUTOMOTIVE TRUST V SERIES 2 DE 9.01 10/18/04 HOUSEHOLD AUTOMOTIVE TRUST VI SERIES NV 9.01 10/18/04 HOUSEHOLD CREDIT CARD MASTER NOTE TRU DE 9.01 10/15/04 HOUSEHOLD PRIVATE LABEL CREDIT CARD M DE 9.01 10/15/04 HUFFY CORP OH 1.01,1.03,2.04,8.01,9.01 10/20/04 HUMAN GENOME SCIENCES INC DE 2.02,8.01,9.01 10/26/04 HYDRIL CO DE 2.02,9.01 10/25/04 HyperSpace Communications, Inc. CO 8.01,9.01 10/26/04 I MANY INC DE 2.02,9.01 10/26/04 IKONICS CORP 2.02,9.01 10/22/04 IMERGENT INC DE 2.02,9.01 10/26/04 IMH ASSETS CORP DE 8.01,9.01 10/26/04 IMMERSION CORP DE 1.01,5.02,9.01 10/20/04 IndyMac ABS, Inc., Home Equity Mortga 2.01,8.01,9.01 09/30/04 INFINITY PROPERTY & CASUALTY CORP OH 2.02,9.01 10/26/04 INFOCUS CORP OR 2.02,9.01 10/26/04 INSCI CORP DE 4.01 10/26/04 INSIGHT ENTERPRISES INC DE 7.01,9.01 10/26/04 INSTINET GROUP INC DE 2.02 10/26/04 INTERDIGITAL COMMUNICATIONS CORP PA 8.01,9.01 10/25/04 INTERDIGITAL COMMUNICATIONS CORP PA 2.02,9.01 10/25/04 INTERNATIONAL PAPER CO /NEW/ NY 2.02,9.01 10/26/04 INTERNATIONAL STEEL GROUP INC DE 2.02,9.01 10/25/04 INTERSECTIONS INC DE 2.02,9.01 10/25/04 INTUITIVE SURGICAL INC DE 2.02,9.01 10/26/04 INVESTORS REAL ESTATE TRUST ND 8.01 10/25/04 IOWA FIRST BANCSHARES CORP IA 2.02,9.01 10/26/04 IPASS INC DE 2.02,9.01 10/26/04 IPASS INC DE 1.01,7.01,9.01 10/26/04 IPEC HOLDINGS INC NV 2.02,9.01 10/26/04 IRIS INTERNATIONAL INC DE 7.01,9.01 10/26/04 ISCO INTERNATIONAL INC DE 2.02,7.01,9.01 10/25/04 ITEC ENVIRONMENTAL GROUP INC DE 3.02 10/22/04 JOHNSON CONTROLS INC WI 8.01 10/26/04 JOHNSON CONTROLS INC WI 2.02,7.01,9.01 10/26/04 JOURNAL REGISTER CO DE 2.02,9.01 10/26/04 KANSAS CITY LIFE INSURANCE CO MO 1.01,9.01 10/26/04 KEYSTONE CONSOLIDATED INDUSTRIES INC DE 7.01,9.01 10/26/04 KILROY REALTY CORP MD 2.02,7.01 10/25/01 KIMBALL INTERNATIONAL INC IN 2.02,9.01 10/26/04 KIMCO REALTY CORP MD 2.02 10/26/04 KIRKLANDS INC 1.01,5.02,9.01 10/21/04 KREISLER MANUFACTURING CORP DE 5.02 10/26/04 KYPHON INC DE 2.02,9.01 10/26/04 L 3 COMMUNICATIONS HOLDINGS INC DE 2.02,8.01,9.01 10/26/04 LAND O LAKES INC 2.02,9.01 10/26/04 LAWSON PRODUCTS INC/NEW/DE/ DE 1.01,9.01 10/21/04 LCA VISION INC DE 2.02,9.01 10/26/04 LEAP WIRELESS INTERNATIONAL INC DE 5.02 10/20/04 LEE SARA CORP MD 2.02,9.01 10/26/04 LEHMAN ABS CORP DAIMLERCHRYSLER DEBEN DE 8.01,9.01 10/19/04 LIBERTY MEDIA INTERNATIONAL INC DE 7.01 10/25/04 LIBERTY PROPERTY TRUST MD 2.02,9.01 10/26/04 LIFEPOINT HOSPITALS INC DE 2.02,9.01 10/26/04 LION CAPITAL HOLDINGS INC DE 8.01 10/20/04 LL&E ROYALTY TRUST TX 2.02,7.01,9.01 10/26/04 LL&E ROYALTY TRUST TX 2.02,7.01,9.01 10/26/04 AMEND LNB BANCORP INC OH 2.02,7.01,9.01 10/25/04 LOCKHEED MARTIN CORP MD 2.02,8.01,9.01 10/25/04 LOGICVISION INC DE 2.02,9.01 10/26/04 LONG BEACH SECURITIES CORP DE 9.01 10/25/04 LYNX THERAPEUTICS INC DE 1.01,9.01 10/25/04 MAGELLAN MIDSTREAM PARTNERS LP DE 5.02 10/20/04 MAKEMUSIC INC MN 5.02,9.01 10/25/04 MARATHON OIL CORP DE 2.02,9.01 10/26/04 MARINEMAX INC DE 2.02,9.01 10/26/04 MARKET CENTRAL INC DE 3.02,8.01,9.01 10/26/04 MARSH & MCLENNAN COMPANIES INC DE 8.01,9.01 10/26/04 MARSHALL & ILSLEY CORP/WI/ WI 5.02,9.01 10/21/04 MASSEY ENERGY CO DE 2.02,9.01 10/26/04 MASTR ASSET BACKED SECURITIES TRUST 2 DE 8.01,9.01 10/25/04 MAXCO INC MI 5.02 10/21/04 MAXYGEN INC DE 2.02,9.01 10/26/04 MB FINANCIAL INC /MD MD 2.02 10/26/04 MDI, INC. DE 1.01,8.01,9.01 10/26/04 MEADOWS SPRINGS INC 4.01 10/26/04 MEDICAL ACTION INDUSTRIES INC DE 7.01,9.01 10/25/04 MEMBERWORKS INC DE 2.02,9.01 10/26/04 MENTOR GRAPHICS CORP OR 2.06,3.02,8.01,9.01 09/01/04 AMEND MERCK & CO INC NJ 1.01,9.01 10/21/04 MERIT MEDICAL SYSTEMS INC UT 2.02,7.01,9.01 10/26/04 Meritage Homes CORP MD 2.02,9.01 10/25/04 MERRILL LYNCH & CO INC DE 3.03,5.03,8.01,9.01 10/25/04 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 10/26/04 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 10/21/04 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 10/25/04 MICROSTRATEGY INC DE 1.01,2.02,5.02,8.01,9.01 10/25/04 MID WISCONSIN FINANCIAL SERVICES INC WI 2.02,9.01 10/26/04 MIDWEST AIR GROUP INC WI 2.02,9.01 10/26/04 MILLENNIUM BANKSHARES CORP VA 2.02,9.01 10/21/04 MINDEN BANCORP INC 2.02,9.01 10/25/04 MOHEGAN TRIBAL GAMING AUTHORITY 1.01,9.01 10/21/04 MOLIRIS CORP FL 2.01,9.01 10/25/04 MONEYFLOW SYSTEMS INTERNATIONAL INC A0 8.01 10/25/04 MORGAN STANLEY ABS CAPITAL I INC DE 8.01,9.01 10/25/04 MORGAN STANLEY ABS CAPITAL I INC DE 8.01,9.01 10/25/04 MORGAN STANLEY DEAN WITTER CAPITAL I DE 8.01,9.01 07/01/04 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 10/25/04 MORTGAGE PASS-THROUGH CERTIFICATES SE DE 8.01,9.01 10/25/04 MORTGAGE PASS-THROUGH CERTIFICATES SE DE 8.01,9.01 10/25/04 MortgageIT Securities Corp. DE 8.01,9.01 10/26/04 MOSAIC CO 5.02,5.03,9.01 10/20/04 MOSAIC GLOBAL HOLDINGS INC. DE 5.01 10/22/04 MOVING BYTES INC 1.01,2.03,3.02,5.01 10/26/04 MTI TECHNOLOGY CORP DE 1.01,5.02,9.01 09/09/04 NABORS INDUSTRIES LTD D0 2.02,9.01 10/25/04 National Collegiate Student Loan Trus 8.01,9.01 10/26/04 NATIONAL INSTRUMENTS CORP /DE/ DE 2.02,9.01 10/26/04 NATIONAL RV HOLDINGS INC DE 2.02,9.01 10/26/04 NATIONWIDE FINANCIAL SERVICES INC/ DE 2.02,7.01 10/26/04 AMEND NATURAL GAS SYSTEMS INC/NEW NV 1.01,3.02,9.01 10/20/04 NAUTILUS GROUP INC WA 2.02,9.01 10/26/04 NBC ACQUISITION CORP DE 1.01,9.01 10/20/04 NBT BANCORP INC DE 2.02,3.03,9.01 10/25/04 NEBRASKA BOOK CO KS 1.01,9.01 10/20/04 NEIGHBORHOOD CONNECTIONS INC NV 8.01 10/22/04 NESS TECHNOLOGIES INC 8.01,9.01 10/26/04 NETBANK INC GA 2.02,9.01 10/26/04 NETIQ CORP 2.02,9.01 10/26/04 NEW CENTURY FINANCIAL CORP MD 1.01,9.01 10/21/04 NEW CENTURY TRS HOLDINGS INC DE 1.02,9.01 10/21/04 NEWPARK RESOURCES INC DE 2.02,9.01 10/25/04 Nomura Asset Acc Corp ALT LN TR Ser 2 DE 8.01,9.01 10/25/04 NORTH BAY BANCORP/CA CA 2.02,9.01 10/22/04 NORTH FORK BANCORPORATION INC DE 7.01,9.01 10/26/04 NORTH FORK BANCORPORATION INC DE 5.02,9.01 10/01/04 AMEND NORTHRIM BANCORP INC AK 2.02,9.01 10/21/04 NORTHWEST BANCORPORATION INC WA 2.02 10/26/04 NORTHWEST INDIANA BANCORP IN 2.02,9.01 10/26/04 NORTHWEST PIPE CO OR 1.01,9.01 10/21/04 NORTHWESTERN CORP DE 1.03,3.02,3.03,5.01,5.02,5.03 10/20/04 NOVASTAR MORTGAGE FUNDING TRUST SERIE DE 8.01,9.01 10/25/04 Novastar Mortgage Funding Trust Serie DE 8.01,9.01 10/25/04 NS GROUP INC KY 2.02,9.01 10/25/04 NU SKIN ENTERPRISES INC DE 2.02,9.01 09/30/04 NUTRITION MANAGEMENT SERVICES CO/PA PA 7.01 10/22/04 NUVASIVE INC DE 2.02,9.01 10/26/04 OCTEL CORP DE 2.02,8.01,9.01 10/25/04 OI CORP OK 2.06,8.01,9.01 10/25/04 OLD REPUBLIC INTERNATIONAL CORP DE 2.02 09/30/04 OMEGA HEALTHCARE INVESTORS INC MD 2.02,9.01 09/30/04 OMNICOM GROUP INC NY 2.02,7.01,9.01 10/26/04 OPENWAVE SYSTEMS INC DE 2.02,9.01 10/26/04 OPTION CARE INC/DE DE 2.02,9.01 10/25/04 OPTION CARE INC/DE DE 7.01,8.01,9.01 10/25/04 ORCHID BIOSCIENCES INC 2.02,9.01 10/26/04 ORIENTAL FINANCIAL GROUP INC PR 2.02,9.01 10/21/04 OSTEOTECH INC DE 2.02,8.01,9.01 10/25/04 OVERLAND STORAGE INC CA 2.02,9.01 10/26/04 OVERNITE CORP VA 2.02,9.01 10/25/04 OWENS ILLINOIS INC /DE/ DE 7.01 10/25/04 P F CHANGS CHINA BISTRO INC 2.02,9.01 10/20/04 PACIFIC CAPITAL BANCORP /CA/ CA 8.01,9.01 10/26/04 PALMETTO BANCSHARES INC SC 2.02,9.01 10/22/04 PARADYNE NETWORKS INC DE 2.02 10/21/04 AMEND PARKER DRILLING CO /DE/ DE 2.02,9.01 10/22/04 PATRICK INDUSTRIES INC IN 2.02,9.01 10/25/04 PC CONNECTION INC DE 1.02,5.02,7.01 10/21/04 PEGASUS SOLUTIONS INC DE 2.02 10/26/04 PENTAIR INC MN 2.02,9.01 10/26/04 PeopleSupport, Inc. DE 8.01,9.01 10/26/04 PERKINELMER INC MA 1.01 10/20/04 PERRIGO CO MI 2.02,9.01 10/26/04 PETCO ANIMAL SUPPLIES INC DE 8.01,9.01 10/22/04 PHARMION CORP 2.02,9.01 10/25/04 PIERRE FOODS INC NC 2.02,9.01 10/25/04 PLUMTREE SOFTWARE INC DE 1.01 10/22/04 PMA CAPITAL CORP PA 2.02,9.01 10/25/04 PNM RESOURCES INC NM 2.02 09/30/04 POLYMEDICA CORP MA 1.01,9.01 10/20/04 PORTEC RAIL PRODUCTS INC WV 2.02,9.01 10/26/04 POTLATCH CORP DE 8.01 10/26/04 POWER ONE INC DE 2.02,9.01 10/26/04 POWERLINX INC NV 1.02,9.01 10/26/04 POWERWAVE TECHNOLOGIES INC DE 2.02,9.01 10/21/04 PRAECIS PHARMACEUTICALS INC DE 7.01 10/26/04 PRG SCHULTZ INTERNATIONAL INC GA 1.01 10/19/04 PROVIDENT BANCORP INC/NY/ DE 2.02,9.01 10/25/04 PROVIDIAN MASTER TRUST 8.01,9.01 10/15/04 PROXIM CORP DE 2.02,9.01 10/26/04 PUBLIC SERVICE CO OF NEW MEXICO NM 2.02 09/30/04 PULTE HOMES INC/MI/ MI 2.02,9.01 10/26/04 QMED INC DE 3.02,9.01 10/21/04 RAAC Series 2004-SP1 Trust DE 8.01,9.01 10/04/04 RAAC Series 2004-SP2 DE 8.01,9.01 10/07/04 RALI 2004-QS5 DE 8.01,9.01 10/07/04 RALI Series 2004-QA2 Trust DE 8.01,9.01 10/07/04 RALI Series 2004-QA3 Trust DE 8.01,9.01 10/07/04 RALI SERIES 2004-QA4 TRUST DE 8.01,9.01 10/07/04 RALI Series 2004-QS1 Trust DE 8.01,9.01 10/07/04 RALI Series 2004-QS10 Trust DE 8.01,9.01 10/07/04 RALI Series 2004-QS11 Trust 8.01,9.01 10/07/04 RALI Series 2004-QS12 Trust DE 8.01,9.01 10/07/04 RALI Series 2004-QS13 Trust DE 8.01,9.01 10/07/04 RALI Series 2004-QS2 Trust DE 8.01,9.01 10/07/04 RALI Series 2004-QS8 Trust DE 8.01,9.01 10/07/04 RALI Series 2004-QS9 Trust DE 8.01,9.01 10/07/04 RAMP Series 2004-RS1 Trust DE 8.01,9.01 10/07/04 RAMP Series 2004-RS2 Trust DE 8.01,9.01 10/07/04 RAMP SERIES 2004-RS4 TRUST DE 8.01,9.01 10/07/04 Ramp Series 2004-RS5 Trus DE 8.01,9.01 10/26/04 RAMP Series 2004-RS6 Trust DE 8.01,9.01 10/07/04 RAMP Series 2004-RS7 Trust DE 8.01,9.01 10/07/04 RAMP Series 2004-RS8 Trust 8.01,9.01 10/07/04 RAMP Series 2004-RS9 Trust DE 8.01,9.01 10/07/04 RAMP Series 2004-RZ2 Trust DE 8.01,9.01 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DE DE 2.02,9.01 10/25/04 RESIDENTIAL ACCREDIT LOANS INC RALI S DE 8.01,9.01 10/07/04 RESIDENTIAL ACCREDIT LOANS INC RALI S DE 8.01,9.01 10/07/04 RESIDENTIAL ASSET MORT PROD INC RAMP DE 8.01,9.01 10/07/04 RESIDENTIAL ASSET MORT PROD INC RAMP DE 8.01,9.01 10/07/04 RESIDENTIAL ASSET MORTGAGE PRODUCTS I DE 8.01,9.01 10/26/04 RESIDENTIAL ASSET MORTGAGE PRODUCTS R DE 8.01,9.01 10/07/04 RESIDENTIAL ASSET SECURITIES RASC SER DE 8.01,9.01 10/07/04 RESIDENTIAL FUND MORT SEC HOME LOAN- DE 8.01,9.01 10/07/04 RESIDENTIAL FUNDING MORT SEC I INC RF DE 8.01,9.01 10/07/04 RESIDENTIAL FUNDING MORTGAGE SEC II I DE 8.01,9.01 10/07/04 RESIDENTIAL FUNDING MORTGAGE SECURITI DE 8.01,9.01 10/07/04 RESIDENTIAL FUNDINGS MORTGAGE SEC RFM DE 8.01,9.01 10/07/04 RESUDENTIAL ACRREDIT LOANS RALI SERIE DE 8.01,9.01 10/07/04 RETRACTABLE TECHNOLOGIES INC TX 8.01,9.01 10/22/04 RF MICRO DEVICES INC NC 2.02 10/26/04 RFC RALI Series 2004-QS6 DE 8.01,9.01 10/07/04 RFC RALI Series 2004-QS7 DE 8.01,9.01 10/07/04 RFMSI Series 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COMPANIES INC MN 8.01,9.01 10/25/04 STEEL DYNAMICS INC IN 8.01 10/26/04 STEEL TECHNOLOGIES INC KY 1.01,2.03 10/21/04 STEMCELLS INC DE 2.02,8.01,9.01 10/25/04 STERIS CORP OH 5.02,9.01 10/25/04 STERLING BANCSHARES INC TX 5.03,8.01,9.01 10/20/04 STERLING FINANCIAL CORP /PA/ PA 2.02 10/26/04 STERLING FINANCIAL CORP /WA/ WA 2.02,9.01 10/26/04 STRUCTURED ADJUSTABLE RATE MORTGAGE L DE 8.01,9.01 10/25/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 10/25/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 10/25/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 09/27/04 STRUCTURED ADJUSTABLE RATE MORTGAGE L DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT PASS THRU CERTS DE 8.01,9.01 10/20/04 STRUCTURED ASSET MORTGAGE INVEST TRUS NY 8.01,9.01 10/20/04 STRUCTURED ASSET MORTGAGE INVESTMENTS DE 8.01,9.01 10/20/04 STRUCTURED ASSET SECS CORP MOR PAS TH DE 8.01,9.01 10/25/04 STRUCTURED ASSET SECURITIES CORP DE 8.01 10/22/04 Structured Asset Securities Corp Mort DE 9.01 09/27/04 AMEND STRUCTURED PRODUCTS CORP TIERSSM TENS DE 8.01,9.01 10/15/04 SUMMA INDUSTRIES/ DE 2.02,9.01 10/26/04 SUNLINK HEALTH SYSTEMS INC OH 4.01,9.01 10/21/04 SUNRISE TELECOM INC 2.02 09/30/04 SUSQUEHANNA BANCSHARES INC PA 2.02,9.01 10/26/04 SYMBOL TECHNOLOGIES INC DE 2.02,9.01 10/26/04 SYNTHETECH INC OR 5.02,9.01 08/02/04 SYNTROLEUM CORP DE 2.02,9.01 10/26/04 TALX CORP MO 7.01,9.01 10/25/04 TANGER FACTORY OUTLET CENTERS INC NC 2.02,7.01,9.01 09/04/04 TAPESTRY PHARMACEUTICALS, INC DE 7.01,9.01 10/25/04 TECHNITROL INC PA 2.02,9.01 10/26/04 TECHTEAM GLOBAL INC DE 8.01 09/29/04 TEKELEC CA 2.02,9.01 10/26/04 TELLABS INC DE 2.02 10/25/04 TELULAR CORP DE 8.01,9.01 10/26/04 TELVUE CORP DE 5.02 10/25/04 TEMPLE INLAND INC DE 7.01,9.01 10/26/04 THERMA WAVE INC DE 2.02 10/26/04 THERMO ELECTRON CORP DE 7.01,9.01 10/02/04 THOMAS INDUSTRIES INC DE 2.02,9.01 10/26/04 THORATEC CORP CA 2.02 10/26/04 TIMKEN CO OH 2.02 10/25/04 AMEND TODCO DE 2.02,7.01,9.01 10/26/04 TORCH ENERGY ROYALTY TRUST DE 4.01,9.01 10/21/04 TORRENT ENERGY CORP CO 7.01,9.01 10/25/04 TRANS ENERGY INC NV 3.02 10/26/04 TRANSACTION SYSTEMS ARCHITECTS INC DE 2.02 10/26/04 TRANSMETA CORP DE 2.02,4.02 10/20/04 TRANSOCEAN INC E9 7.01,9.01 10/26/04 TRANSOCEAN INC E9 2.02,9.01 10/26/04 TRANSPRO INC DE 2.02,9.01 10/26/04 TREX CO INC DE 2.02 10/25/04 TRIMBLE NAVIGATION LTD /CA/ CA 2.02 10/26/04 TRIPATH IMAGING INC DE 2.02,9.01 10/26/04 TRIPOS INC UT 9.01 09/30/04 TRIZETTO GROUP INC DE 2.02,9.01 10/26/04 TTM TECHNOLOGIES INC WA 2.02,9.01 10/26/04 TXU CORP /TX/ TX 7.01,9.01 10/25/04 AMEND ULTRA CLEAN HOLDINGS INC 1.01,2.02,9.01 10/21/04 UNIFIRST CORP MA 2.02,9.01 10/26/04 UNION BANKSHARES CORP VA 2.02,9.01 10/25/04 UNITED AUTO GROUP INC DE 1.01,8.01,9.01 10/20/04 UNITED COMMUNITY BANKS INC GA 2.02,9.01 10/26/04 UNITED DOMINION REALTY TRUST INC MD 2.02,9.01 10/25/04 UNITED FIRE & CASUALTY CO IA 2.02,9.01 10/21/04 UNITED STATES STEEL CORP DE 1.01,2.02,9.01 10/22/04 UNITED STATIONERS INC DE 2.02,9.01 10/25/04 UNIVERSAL COMPRESSION HOLDINGS INC DE 2.02,8.01,9.01 10/26/04 UROLOGIX INC MN 2.02,9.01 10/25/04 USB HOLDING CO INC DE 2.02,9.01 10/22/04 USG CORP DE 2.02 10/26/04 UTSTARCOM INC DE 8.01,9.01 10/26/04 UTSTARCOM INC DE 2.02,9.01 10/26/04 VALERO ENERGY CORP/TX DE 2.02,9.01 10/26/04 VALLEY FORGE SCIENTIFIC CORP PA 1.01,8.01 10/22/04 VALLEY NATIONAL BANCORP NJ 1.01,9.01 10/22/04 VALMONT INDUSTRIES INC DE 5.02,9.01 10/25/04 VALUEVISION MEDIA INC MN 7.01,9.01 10/25/04 VARIAN SEMICONDUCTOR EQUIPMENT ASSOCI DE 2.02,9.01 10/26/04 VCA ANTECH INC DE 2.02,7.01,9.01 10/26/04 VENDINGDATA CORP NV 5.02,9.01 10/21/04 VERITAS SOFTWARE CORP /DE/ DE 2.02,9.01 10/26/04 VERITY INC \DE\ DE 7.01 10/22/04 VIISAGE TECHNOLOGY INC DE 2.02,9.01 10/25/04 VITAL IMAGES INC MN 8.01,9.01 10/25/04 W R GRACE & CO DE 8.01 10/20/04 WASHINGTON FEDERAL INC WA 2.02,7.01,9.01 10/21/04 WASHINGTON MUTUAL MORTGAGE SECURITIES DE 9.01 10/25/04 WASTE MANAGEMENT INC DE 1.01,8.01,9.01 10/20/04 WATERS CORP /DE/ DE 2.02,9.01 10/26/04 WEBSENSE INC DE 2.02,9.01 10/26/04 WELLPOINT HEALTH NETWORKS INC /DE/ DE 2.02,9.01 10/25/04 WESTSTAR FINANCIAL SERVICES CORP NC 2.02,8.01,9.01 10/22/04 WFS FINANCIAL 2004-1 OWNER TRUST 8.01,9.01 10/20/04 WFS FINANCIAL 2004-2 OWNER TRUST CA 8.01,9.01 10/20/04 WFS Financial 2004-3 Owner Trust CA 8.01,9.01 10/18/04 WFS RECEIVABLES CORP 3 CA 8.01,9.01 10/21/04 WHITNEY INFORMATION NETWORK INC CO 5.02 10/25/04 WHOLESALE AUTO RECEIVABLES CORP DE 8.01,9.01 10/15/04 WHOLESALE AUTO RECEIVABLES CORP DE 8.01,9.01 10/15/04 WHOLESALE AUTO RECEIVABLES CORP DE 8.01,9.01 10/15/04 WORLD HEALTH ALTERNATIVES INC FL 2.01,9.01 10/14/04 WRIGHT MEDICAL GROUP INC DE 2.02,9.01 10/26/04 WRIGLEY WM JR CO DE 2.02,9.01 10/26/04 WVS FINANCIAL CORP PA 8.01,9.01 10/20/04 XENOMICS INC FL 5.02 10/25/04 XOMA LTD /DE/ DE 1.01,9.01 09/23/04 AMEND YOUNG BROADCASTING INC /DE/ DE 1.01 10/22/04 ZORAN CORP \DE\ DE 2.02,9.01 10/26/04