SEC NEWS DIGEST Issue 2004-149 August 4, 2004 RULES AND RELATED MATTERS ADDITIONAL FORM 8-K DISCLOSURE REQUIREMENTS AND ACCELERATION OF FILING DATE; CORRECTION On August 4, the Commission issued a release adopting corrective amendments relating to its previously issued adopting release on Form 8- K disclosure requirements and acceleration of the filing date. These revisions correct certain errors in the regulatory text of the adopting release. (Rels. 33-8400A; 34-49424A; File No. S7-22-02) ENFORCEMENT PROCEEDINGS SEC SUES FOUR INDIVIDUALS FOR INSIDER TRADING IN ADVANCE OF THE DEAN FOODS- SUIZA FOODS MERGER Individuals Agree To Pay $306,062.71 In Disgorgement, Penalties And Interest On August 3, the Commission filed a settled complaint against Michael J. McCloskey, Rance C. Miles, Luis E. Vallejo and Daniel Harris for engaging in insider trading in the securities of Dean Foods Company (Dean Foods) in advance of the April 5, 2001, announcement that Suiza Foods Corporation would merge with Dean Foods. The Commission's complaint, filed in the U.S. District Court for the District of Columbia, alleges that McCloskey and Miles were officers of a dairy business that had entered into a confidential milk supply contract with Dean Foods in early 2001. According to the complaint, McCloskey and Miles obtained material nonpublic information from Dean Foods which they used to purchase Dean Foods securities the day before the Dean Foods- Suiza Foods merger announcement and to tip others including Vallejo, McCloskey's long-time friend, and Harris, Miles' broker. Collectively, the four defendants realized illegal profits totaling $113,801. The Commission alleges that McCloskey and Miles received the last piece of material nonpublic information on April 4, 2001, when they were given the "green light" to make public their previously confidential milk supply agreement. McCloskey, in light of this and other information known to him, concluded that this meant the Suiza Foods-Dean Foods merger was "coming down." After receiving the information, McCloskey purchased 3,000 shares of Dean Foods stock on margin for $97,500. McCloskey also tipped others, including his long-time friend Luis Vallejo. Vallejo purchased 7,000 shares of Dean Foods stock the same day for $229,170. According to the complaint, Miles also purchased 500 shares of Dean Foods stock and 250 out-of-the-money call options contracts for $43,050 after receiving the information about the "green light" from McCloskey. Miles also tipped others, including his broker, Harris. Harris purchased 100 shares of Dean Foods stock for $3,259. He also tipped one of his clients, recommending that he sell short Suiza Foods stock. After the public announcement of the merger on April 5, 2001, Dean Foods stock increased from its April 4, 2001 close of $32.50 to as high as $38.80 on April 5, 2001, or a 19% increase. Following the announcement, the four individuals sold their Dean Foods securities and realized substantial illegal profits. McCloskey sold his stock on April 5, 2001, realizing one-day illegal profits of $15,900. Miles sold his Dean Foods stock and options between April 5 and April 11, 2001, earning illegal profits of $60,530. Vallejo sold his stock on April 5, 2001, earning $36,830 in illegal profits. Harris sold his stock on April 5, 2001, realizing one-day profits of $541. McCloskey, Miles, and Harris each tipped others. Collectively, the tippees (other than Vallejo) earned $10,799.05. Simultaneous with the filing of this action, the Commission has agreed to accept the individuals' offers to settle this matter. Each of them has agreed, without admitting or denying the allegations in the complaint, to the entry of a final judgment permanently enjoining them from future violations of Section 10(b) of the Securities Exchange Act of 1934 and Exchange Act Rule 10b-5. In addition, McCloskey has consented to pay $92,730.45, representing full disgorgement of his illegal profits and his tippees' profits (except Vallejo) in the amount of $25,930.65, prejudgment interest of $4,039.15, and a one-time civil penalty of $62,760.65 on his own profits and those of his tippees. Miles has consented to pay $133,311.34, representing full disgorgement of his and his tippees' illegal profits of $61,839.40, prejudgment interest of $9,632.54, and a one-time civil penalty of $61,839.40 on his own profits and those of his tippees. Vallejo has consented to pay $79,396.62, representing full disgorgement of his illegal profits of $36,830.00, prejudgment interest of $5,736.92, and a one-time civil penalty of $36,830.00. Harris has consented to pay $624.00, representing one dollar in disgorgement and a one-time civil penalty of $623 on his own profits and those of his tippee. In addition, Harris has agreed, based upon the anticipated entry of the injunction in this matter, to a Commission Order barring him from association with any broker or dealer with the right to reapply after two years. The Commission also would like to acknowledge the assistance of the Pacific Exchange in this matter. [SEC v. Michael J. McCloskey, Rance C. Miles, Luis E. Vallejo and Daniel Harris, Case No. 1:04CV01294, D.D.C.] (LR-18819) BRISTOL-MYERS SQUIBB COMPANY AGREES TO PAY $150 MILLION TO SETTLE CIVIL FRAUD ACTION The Commission today announced that Bristol-Myers has agreed to pay $150 million to settle a civil action that the Commission has filed against the New York-based pharmaceutical company for perpetrating a fraud scheme to overstate its results from the first quarter of 2000 through the fourth quarter of 2001. Bristol-Myers overstated its results primarily by: (1) engaging in channel-stuffing near the end of every quarter in amounts sufficient to meet sales and earnings targets set by officers (channel-stuffing); and (2) improperly recognizing about $1.5 billion in revenue from consignment-like sales associated with the channel-stuffing contrary to generally accepted accounting principles (GAAP). When Bristol-Myers' results fell short of Wall Street analysts' earnings estimates, the Company used improper accounting, including "cookie jar" reserves, to further inflate its earnings. Simultaneous with the filing of the civil action, Bristol-Myers agreed to the following relief without admitting or denying the allegations in the Commission's Complaint, except as to jurisdiction, which is admitted: (1) a permanent injunction against future violations of certain antifraud, reporting, books and records and internal controls provisions of the federal securities laws; (2) monetary relief for the benefit of shareholders, including a civil penalty of $100 million plus a $50 million shareholder fund; and (3) various remedial measures, including the appointment of an independent advisor to review Bristol-Myers' accounting practices and internal control systems and periodically assess the status of remedial actions undertaken or planned by the Company in those and other areas, such as financial reporting. [SEC v. Bristol-Myers Squibb Company, Civil Action No. 04-3680 (D.N.J.) (Hochberg, J.)] (LR-18820; Press Rel. 2004-105) SELF-REGULATORY ORGANIZATIONS ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission granted accelerated approval to a proposed rule change (SR-OC-2004-01) submitted by OneChicago, LLC relating to its market maker registration policy and procedures. Publication of the order is expected in the Federal Register during the week of August 2. (Rel. 34- 50115) PROPOSED RULE CHANGE The Pacific Exchange filed a proposed rule change (SR-PCX-2004-29) to add a provision in the Minor Rule Plan and Recommended Fine Schedule for failure to maintain continuous, two-sided Q Orders in those securities in which the market maker is registered to trade. Publication of the notice in the Federal Register is expected during the week of August 2. (Rel. 34-50131) 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-4 NORFOLK SOUTHERN CORP, THREE COMMERCIAL PL, NORFOLK, VA, 23510-2191, 7576292680 - 0 ($439,128,000.00) Debt Convertible into Equity, (File 333-117882 - Aug. 3) (BR. 05) S-3 21ST CENTURY HOLDING CO, 4161 N W 5TH STREET, PLANTATION, FL, 33317, 9545819993 - 33,310 ($741,980.25) Equity, (File 333-117884 - Aug. 3) (BR. 01) S-8 IRIDEX CORP, 1212 TERRA BELLA AVE, MOUNTAIN VIEW, CA, 94043, 6509404700 - 0 ($1,816,200.00) Equity, (File 333-117885 - Aug. 3) (BR. 36) N-2 CITIGROUP ALTERNATIVE INVESTMENTS MULTI ADV HEDGE FU POR LLC, 388 GREENWICH ST 16TH FLOOR, NEW YORK, NY, 10013, 2128164999 - 0 ($300,000,000.00) Other, (File 333-117886 - Aug. 3) (BR. 22) SB-2 ATLANTIC COASTAL PROPERTIES, INC., 2501 EAST COMMERCIAL BLVD., SUITE 212, FORT LAUDERDALE,, FL, 33308, 954-489-1210 - 2,000,000 ($200,000.00) Equity, (File 333-117887 - Aug. 3) (BR. 09) S-1 TODCO, 2000 W. SAM HOUSTON PKWY S., SUITE 800, HOUSTON, TX, 77042-3615, 713-278-6000 - 0 ($230,000,000.00) Equity, (File 333-117888 - Aug. 3) (BR. 04) S-8 CORINTHIAN COLLEGES INC, 6 HUTTON CENTRE DR, SUITE 400, SANTA ANA, CA, 92707, 7144273000 - 500,000 ($9,455,000.00) Equity, (File 333-117889 - Aug. 3) (BR. 37) S-8 INTERSIL CORP/DE, 1996 TEROB COURT, MILPTAS, CA, 95035, 4059451323 - 0 ($59,998,127.00) Equity, (File 333-117890 - Aug. 3) (BR. 36) S-8 LEISURE DIRECT INC, 1070 COMMERCE DRIVE, BLDG. II, STE. 303, PERRYSBURG, OH, 43551, 419-873-1111 - 1,500,000 ($765,000.00) Equity, (File 333-117891 - Aug. 3) (BR. 04) S-8 EQUINIX INC, 301 VELOCITY WAY, 5TH FLOOR, FOSTER CITY, CA, 94404, 650-513-7000 - 0 ($13,795,000.00) Equity, (File 333-117892 - Aug. 3) (BR. 37) SB-2 LUNA GOLD CORP, 777 DUNSMUIR STREET, SUITE 1600, P.O. BOX 10425, PACIFIC CENTRE, VANCOUVER BC CANADA, A1, V7Y 1K4, 27,000,000 ($7,200,000.00) Equity, (File 333-117893 - Aug. 3) (BR. 04) S-8 PEPSI BOTTLING GROUP INC, ONE PEPSI WAY, SOMERS, NY, 10589-2201, 9147676000 - 10,000,000 ($277,600,000.00) Equity, (File 333-117894 - Aug. 3) (BR. 02) S-3 LANDEC CORP \CA\, 3603 HAVEN AVE, MENLO PARK, CA, 94025, 6503061650 - 0 ($9,296,064.00) Equity, (File 333-117895 - Aug. 3) (BR. 06) S-8 WERNER ENTERPRISES INC, 14507 FRONTIER ROAD, P O BOX 45308, OMAHA, NE, 68145, 4028956640 - 5,416,666 ($106,491,653.56) Equity, (File 333-117896 - Aug. 3) (BR. 05) S-8 BROCADE COMMUNICATIONS SYSTEMS INC, 0 ($88,306,329.36) Equity, (File 333-117897 - Aug. 3) (BR. 03) S-8 JOHNSON CONTROLS INC, 5757 N GREEN BAY AVENUE, P O BOX 591, MILWAUKEE, WI, 53201, 4145241200 - 0 ($451,840,000.00) Equity, (File 333-117898 - Aug. 3) (BR. 06) SB-2 TECH LABORATORIES INC, 955 BELMONT AVE, NORTH HALEDON, NJ, 07508, 9734275333 - 189,492,704 ($5,305,795.71) Equity, (File 333-117899 - Aug. 3) (BR. 36) S-1 PortalPlayer, Inc., 3255 SCOTT BOULEVARD, BLDG. 1, SANTA CLARA, CA, 95054, 408-521-7000 - 0 ($75,000,000.00) Equity, (File 333-117900 - Aug. 3) (BR. ) S-8 IVAX CORP, 4400 BISCAYNE BLVD, MIAMI, FL, 33137, 3055756000 - 0 ($507,000,000.00) Equity, (File 333-117901 - Aug. 3) (BR. 01) S-3 DENNYS CORP, 203 E MAIN ST, SPARTANBURG, SC, 29319, 8645978000 - 48,429,997 ($141,415,592.00) Equity, (File 333-117902 - Aug. 3) (BR. 05) SB-2 GLOBAL INTERNET COMMUNICATIONS INC, 0 ($39,707,524.00) Equity, (File 333-117903 - Aug. 3) (BR. 03) F-3 GRUPO FINANCIERO GALICIA SA, TTE. GRAL. JUAN D PERON 456, 1038 BUENOS AIRES ARGENTINA, C1, 00000, 0115411434 - 6,025,608 ($3,157,419.00) Other, (File 333-117904 - Aug. 3) (BR. 07) S-3 ESTERLINE TECHNOLOGIES CORP, 500 - 108TH AVENUE NE, SUITE 1500, BELLEVUE, WA, 98004, 2064539400 - 0 ($300,000,000.00) Unallocated (Universal) Shelf, (File 333-117905 - Aug. 3) (BR. 36) S-8 BELDEN CDT INC., BELDEN CDT INC., 7701 FORSYTH BOULEVARD, SUITE 800, ST. LOUIS, MO, 63105, 314-854-8000 - 0 ($78,200,000.00) Equity, (File 333-117906 - Aug. 3) (BR. 06) SB-2 IMCOR PHARMACEUTICAL CO, 6175 LUSK BOULEVARD, SAN DIEGO, CA, 92121, 858 410-5601 - 0 ($8,419,425.00) Equity, (File 333-117907 - Aug. 3) (BR. 01) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: Item 1. Changes in Control of Registrant. Item 2. Acquisition or Disposition of Assets. Item 3. Bankruptcy or Receivership. Item 4. Changes in Registrant's Certifying Accountant. Item 5. Other Materially Important Events. Item 6. Resignations of Registrant's Directors. Item 7. Financial Statements and Exhibits. Item 8. Change in Fiscal Year. Item 9. Regulation FD Disclosure. Item 10. Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics. Item 11. Temporary Suspension of Trading Under Registrant's Employee Benefit Plans. Item 12. Results of Operations and Financial Condition. The following companies have filed 8-K reports for the date indicated and/or amendments to 8-K reports previously filed, responding to the item(s) of the form specified. 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 1 2 3 4 5 6 7 8 9 10 11 12 13 DATE COMMENT ------------------------------------------------------------------------------------------------ 1ST COLONIAL BANCORP INC PA X X 07/30/04 AAR CORP DE X X 08/03/04 ABFC ASSET-BACKED CERTIFICATES SERIES DE X X 07/25/04 ABFC ASSET-BACKED CERTIFICATES SERIES DE X X 07/25/04 ACCREDITED HOME LENDERS INC MORTGAGE DE X 07/26/04 ACE SECURITIES CORP HOME EQUITY LOAN DE X X 07/25/04 ACE Securities Corp Series 2004-IN1 DE X X 07/25/04 ACTION PERFORMANCE COMPANIES INC AZ X X 08/02/04 AEGIS ASSET BACKED SEC CORP MORT PAS DE X X 07/25/04 AEROGEN INC DE X 08/03/04 AFFILIATED COMPUTER SERVICES INC DE X X 07/29/04 ALAMO GROUP INC DE X 08/03/04 ALLEGHANY CORP /DE DE X 08/03/04 ALLIANCE BANKSHARES CORP X X 07/30/04 ALLOS THERAPEUTICS INC DE X X 08/03/04 Alternative Loan Trust 2004-12CB X 06/25/04 Alternative Loan Trust 2004-12CB X 06/25/04 ALTERNATIVE LOAN TRUST 2004-9T1 X 06/25/04 ALTERNATIVE LOAN TRUST 2004-9T1 X 07/25/04 AMCAST INDUSTRIAL CORP OH X 08/02/04 AMEDISYS INC DE X X 08/03/04 AMERICA WEST HOLDINGS CORP DE X 08/03/04 AMERICAN AIRLINES INC DE X 08/03/04 AMERICAN BUILDING CONTROL INC DE X 08/02/04 AMERICAN CAPITAL HOLDINGS INC FL X 02/29/04 AMERICAN HOME MORT SECURITIES HOME MO DE X X 07/25/04 AMERICAN MORTGAGE ACCEPTANCE CO MA X X 08/03/04 AMERIQUEST MORTGAGE SEC INC AS BK PAS DE X 07/26/04 AMERIQUEST MORTGAGE SEC INC ASSET BK DE X 07/26/04 AMERIQUEST MORTGAGE SECURITIES INC AS DE X 07/26/04 AMERIQUEST MORTGAGE SECURITIES INC AS DE X 07/26/04 AMR CORP DE X 08/03/04 APPLE REIT SIX INC X 05/28/04 AMEND APPLE REIT SIX INC X 07/07/04 AMEND AQUILA INC DE X X 07/30/04 ARCH WIRELESS INC DE X 06/30/04 ARDEN REALTY INC MD X 08/02/04 ARGENT SECURITIES ASSET BCKED PASS TH DE X 07/26/04 ARGENT SECURITIES INC ASSET BACK PASS X 07/26/04 ARGENT SECURITIES INC ASSET BACK PASS X 07/26/04 ARGENT SECURITIES INC ASSET BACK PASS X 07/26/04 ARGENT SECURITIES INC ASSET BACK PASS X 07/26/04 ARGENT SECURITIES INC ASSET-BACKED PA X 07/26/04 ARGENT SECURITIES INC ASSET-BACKED PA X 07/26/04 ARGENT SECURITIES INC ASSET-BACKED PA X 07/26/04 ARGENT SECURITIES INC ASST BACK PASS X 07/26/04 ARTESIAN RESOURCES CORP DE X 08/02/04 ASCENT ASSURANCE INC DE X X 08/02/04 Asset Backed Pass-Through Certificate DE X 08/03/04 ASSET BACKED SEC CORP ASSET BACK PASS DE X X 07/25/04 ASSET-BACKED CERTIFICATES SERIES 2003 DE X X 07/26/04 ASSET-BACKED PASS-THROUGH CERTIFICATE DE X 07/26/04 ASSET-BACKED PASS-THROUGH CERTIFICATE X 07/26/04 ASSET-BACKED PASS-THROUGH CERTIFICATE X 07/26/04 ASSURANCEAMERICA CORP NV X X 07/31/04 ATLANTIC COAST AIRLINES HOLDINGS INC DE X 08/03/04 AUDIBLE INC X X X 08/03/04 AUXILIO INC NV X X 05/27/04 AMEND AWARE INC /MA/ MA X X 08/03/04 BANC CORP DE X X 08/02/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 07/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 07/25/04 BANC ONE FINANCIAL SERVICES HOME EQUI NY X X 07/25/04 BANK OF AMERICA MORT SEC INC MORT PAS DE X X 07/25/04 BAYVIEW FINANCIAL SEC CO LLC MORT PAS DE X X 07/28/04 BEA SYSTEMS INC DE X X 08/02/04 BEAR STEARNS ASSET BACK SECURITIES TR DE X X 07/25/04 BEAR STEARNS ASSET BACKED CERTIFICATE DE X X 07/25/04 BEAR STEARNS ASSET BACKED CERTS SER 2 DE X X 07/26/04 BEAR STEARNS ASSET BACKED CERTS SERIE DE X X 07/25/04 BEAR STEARNS ASSET BACKED SEC INC ASS DE X X 07/25/04 BEAR STEARNS ASSET BACKED SEC INC CER DE X X 07/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 07/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 07/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 07/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 07/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 07/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 07/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 07/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 07/25/04 Bear Stearns Asset Backed Securities DE X X 07/26/04 BEAR STEARNS ASSET-BACKED CERTIFICATE DE X X 07/26/04 BF ACQUISITION GROUP I INC FL X X 08/03/04 BIG DOG HOLDINGS INC DE X 06/30/04 BONE CARE INTERNATIONAL INC WI X X 08/02/04 BOSTON CAPITAL TAX CREDIT FUND IV LP DE X 12/01/03 BRADY CORP WI X X 05/20/04 AMEND BROOKE CORP KS X X 08/03/04 BROOKSTONE INC DE X X 08/03/04 BRUKER BIOSCIENCES CORP DE X 08/03/04 BRUSH ENGINEERED MATERIALS INC X 08/03/04 BUCKEYE TECHNOLOGIES INC DE X 06/30/04 BUCKEYE TECHNOLOGIES INC DE X 06/30/04 AMEND CABLEVISION SYSTEMS CORP /NY DE X 08/02/04 CAL MAINE FOODS INC DE X X 08/02/04 CALLAWAY GOLF CO /CA DE X X 08/02/04 CALLON PETROLEUM CO DE X X 08/03/04 CARDIOGENESIS CORP /CA CA X X 08/03/04 CARRINGTON MORTGAGE LOAN TRUST, SERIE X 07/26/04 CARRIZO OIL & GAS INC TX X 08/02/04 CAS MEDICAL SYSTEMS INC DE X X 08/03/04 CASTLE A M & CO MD X 06/30/04 CASTLEGUARD ENERGY INC FL X 08/03/04 CAVALIER HOMES INC DE X X 06/26/04 CBD MEDIA LLC DE X X 08/03/04 CCA INDUSTRIES INC DE X 08/03/04 CEDAR FAIR L P DE X 08/02/04 CENTRAL EUROPEAN DISTRIBUTION CORP DE X X 08/03/04 CENTRAL VERMONT PUBLIC SERVICE CORP VT X 07/30/04 CENTURY ALUMINUM CO DE X X X 08/03/04 CENVEO, INC CO X 08/03/04 CEPHALON INC DE X X 08/03/04 CHECKFREE CORP \GA\ DE X X 08/03/04 CHICAGO RIVET & MACHINE CO IL X 08/03/04 CHL Mortgage Pass-Through Trust 2004- DE X 06/25/04 CHL Mortgage Pass-Through Trust 2004- DE X 07/25/04 CIENA CORP DE X X 08/03/04 CINERGY CORP DE X 07/27/04 CITICORP MORTGAGE SECURITIES INC DE X 07/26/04 CITICORP MORTGAGE SECURITIES INC DE X 07/26/04 CITICORP MORTGAGE SECURITIES INC DE X 07/26/04 CITICORP MORTGAGE SECURITIES INC DE X 07/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE X 07/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE X 07/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE X 07/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE X 07/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE X 07/26/04 CITIFINANCIAL MORTGAGE SECURITIES INC DE X 07/26/04 CITIZENS BANCORP OF VIRGINIA INC VA X 07/27/04 CITIZENS COMMUNICATIONS CO DE X 06/30/04 CITIZENS FIRST FINANCIAL CORP DE X X 08/02/04 CLICK COMMERCE INC X 07/29/04 CNA SURETY CORP DE X X 08/02/04 COACH INC MD X X 08/03/04 COMFORT SYSTEMS USA INC DE X X 08/02/04 COMMERCIAL NATIONAL FINANCIAL CORP /P PA X 08/08/03 COMMUNITY CAPITAL BANCSHARES INC X 07/30/04 COMMUNITY CAPITAL CORP /SC/ SC X X 07/21/04 COMPUCOM SYSTEMS INC DE X X 08/03/04 COMPUCREDIT CORP GA X X 08/03/04 CONCENTRA OPERATING CORP NV X X 08/02/04 CONCORDE CAREER COLLEGES INC DE X X 06/30/04 CONSOLIDATED GRAPHICS INC /TX/ TX X X 08/03/04 CONSUMER DIRECT OF AMERICA NV X X 07/15/04 CONSUMER PORTFOLIO SERVICES INC CA X X 08/02/04 CONTINENTAL AIRLINES INC /DE/ DE X X 08/02/04 CONTINENTAL GLOBAL GROUP INC DE X X 07/30/04 COORS ADOLPH CO CO X X 07/21/04 COORS ADOLPH CO CO X 08/03/04 CORIXA CORP DE X X 08/03/04 COSI INC DE X 07/29/04 CREDIT SUISSE FIRST BOSTON MORTGAGE A DE X 08/03/04 CREDIT SUISSE FIRST BOSTON MORTGAGE A DE X 08/03/04 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE X 08/03/04 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE X X 07/29/04 CRESCENT REAL ESTATE EQUITIES CO TX X X 08/03/04 CSFB MORTGAGE BACKED PASS THR CERTS S DE X X 07/25/04 CSFB MORTGAGE BACKED PASS THROUGH CER DE X X 07/25/03 CSFB Mortgage-Backed Pass-Through Cer DE X X 07/25/04 CSFB MORTGAGE-BACKED PASS-THROUGH CER DE X X 07/25/04 CSFB MORTGAGE-BACKED PASS-THROUGH CER DE X X 07/25/04 CSFB MTG BACKED P/T CERTIFICATES SERI X X 07/25/04 CV THERAPEUTICS INC DE X X 08/02/04 CWABS INC ASSET-BACKED CERTIFICATES S DE X 06/25/04 CYBEX INTERNATIONAL INC NY X X 08/03/04 DAVITA INC DE X X 08/03/04 DECODE GENETICS INC DE X X 07/28/04 DIAMOND OFFSHORE DRILLING INC DE X X 08/02/04 DIGITAL ANGEL CORP DE X X 08/03/04 DIGITAS INC DE X 07/30/04 DIMON INC VA X 08/03/04 DIRECTV GROUP INC DE X X 07/30/04 DIRECTV HOLDINGS LLC DE X X 07/30/04 DNB FINANCIAL CORP /PA/ PA X X 08/03/03 DOT HILL SYSTEMS CORP NY X X 08/03/04 DRIL-QUIP INC DE X X 07/30/04 DSL NET INC DE X X 08/03/04 DYNAMICS RESEARCH CORP MA X X 08/02/04 E LOAN INC DE X 07/29/04 EASTERN VIRGINIA BANKSHARES INC VA X X 08/03/04 EDEN BIOSCIENCE CORP WA X 08/03/04 EDISON MISSION ENERGY CA X X 08/02/04 EFC BANCORP INC DE X X 07/30/04 EFJ INC DE X X 08/03/04 EMBREX INC /NC/ NC X 08/03/04 EMERSON ELECTRIC CO MO X X X 08/03/04 ENCORE CAPITAL GROUP INC DE X 08/03/04 ENCORE MEDICAL CORP DE X 08/02/04 ENERGYSOUTH INC AL X X 07/30/04 ENPRO INDUSTRIES INC NC X 08/03/04 ENTERCOM COMMUNICATIONS CORP PA X X 08/03/04 ENTREMED INC DE X X 08/03/04 ENXNET INC OK X X 06/18/04 AMEND ENZON PHARMACEUTICALS INC DE X 08/02/04 Epic Bancorp X X 07/30/04 EPOCH BIOSCIENCES INC DE X X 08/03/04 EQUIFIRST MORTGAGE LOAN TRUST 2004-2 DE X 07/26/04 EQUITY OFFICE PROPERTIES TRUST MD X 08/02/04 EQUITY RESIDENTIAL MD X X 08/03/04 ETERNAL TECHNOLOGIES GROUP INC DE X 07/27/04 EVERGREEN RESOURCES INC CO X 08/02/04 EVERGREEN SOLAR INC DE X 08/03/04 EVERLAST WORLDWIDE INC DE X X 08/03/04 EXABYTE CORP /DE/ DE X X 07/28/04 EXPLORATION CO OF DELAWARE INC DE X 07/30/04 EXPRESSJET HOLDINGS INC DE X X 08/02/04 EXTENDICARE HEALTH SERVICES INC DE X X 08/03/04 EXTENDICARE HEALTH SERVICES INC DE X X 08/03/04 EXUS GLOBAL INC NV X 08/02/04 EZCOMM INC X X 07/19/04 FALCON NATURAL GAS CORP X X X X 05/06/04 AMEND FAMOUS DAVES OF AMERICA INC MN X X 07/28/04 FBL FINANCIAL GROUP INC IA X X 08/03/04 FERRELLGAS PARTNERS L P DE X X 08/03/04 FFW CORP DE X X 07/29/04 FIFTH THIRD BANCORP OH X X 08/02/04 FINANCIAL ASSET SEC CORP ASSET-BACKED DE X 07/26/04 FINANCIAL ASSET SEC CORP MERITAGE MOR DE X 07/26/04 FINANCIAL FEDERAL CORP NV X 07/30/04 FIRST FINANCIAL HOLDINGS INC /DE/ DE X 08/03/04 FIRST HORIZON ASSET SEC MORT PAS THR DE X 06/25/04 FIRST HORIZON ASSET SEC MORT PAS THR DE X 06/25/04 FIRST HORIZON ASSET SEC MORT PAS THR DE X 06/25/04 FIRST INTERSTATE BANCSYSTEM INC MT X 07/29/04 FIRST KEYSTONE CORP PA X 08/03/04 FIRST KEYSTONE FINANCIAL INC PA X X 07/30/04 FIRST NATIONAL BANKSHARES OF FLORIDA FL X X 08/01/04 FIRST SOUTHERN BANCSHARES INC/DE DE X X 07/30/04 FIRSTCITY FINANCIAL CORP DE X X X 08/03/04 FISHER SCIENTIFIC INTERNATIONAL INC DE X 08/02/04 FMC TECHNOLOGIES INC X X 08/02/04 FORD MOTOR CO DE X X 08/03/04 FORD MOTOR CREDIT CO DE X X 08/03/04 FRANKLIN RESOURCES INC DE X X 08/02/04 FRANKLIN STREET PROPERTIES CORP /MA/ X X 07/30/04 FREMONT HOME LOAN TRUST 2004-1 DE X 07/26/04 FROZEN FOOD EXPRESS INDUSTRIES INC TX X X 08/02/04 GENELABS TECHNOLOGIES INC /CA CA X X 08/03/04 GENERAL MOTORS CORP DE X 08/03/04 GENESCO INC TN X 08/03/04 GENESEE & WYOMING INC DE X 08/03/04 GENESIS ENERGY LP DE X X 08/03/04 GENLYTE GROUP INC DE X X 08/02/04 GENTA INC DE/ DE X 08/03/04 GEOGLOBAL RESOURCES INC DE X 08/03/04 GIBRALTAR STEEL CORP DE X 07/29/04 GLENAYRE TECHNOLOGIES INC DE X X 08/03/04 GLOBIX CORP DE X X 07/28/04 GMAC COMMERCIAL MORTGAGE SECURITIES I DE X X 08/03/04 GMAC Commercial Mortgage Securities I DE X X 08/03/04 GoRemote Internet Communications, Inc DE X X X 08/02/04 GRANT PARK FUTURES FUND LIMITED PARTN IL X 08/03/04 AMEND GREEN MOUNTAIN COFFEE ROASTERS INC DE X X 07/03/04 GREENBRIAR CORP NV X X 08/02/04 GS Mortgage GSAMP Trust 2004-SEA2 DE X X 07/26/04 GS MORTGAGE SEC CORP MORT PASS THR CE DE X X 07/26/04 GS MORTGAGE SEC CORP MORTGAGE PASS TH DE X X 07/26/04 GS MORTGAGE SECURITIES CORP GSAA TRUS DE X 07/26/04 GS MORTGAGE SECURITIES CORP GSAMP TRU DE X 07/26/04 GS MORTGAGE SECURITIES CORP GSR MORTG DE X X 07/26/04 GS MORTGAGE SECURITIES CORP GSR TRUST DE X X 07/26/04 GS MORTGAGE SECURITIES CORP MOR PASTH DE X X 07/26/04 GS Mortgage Securities Corp. FFMLT Tr DE X 07/26/04 GS Mortgage Securities Corp. GSAA Tru DE X 07/26/04 GSAA HOME EQUITY TRUST 2004-5 DE X 07/26/04 GSAMP Trust 2004-NC1 X 07/26/04 GSI LUMONICS INC A3 X X 08/03/04 GSR Mortgage Loan Trust 2004-6F DE X X 07/26/04 HANCOCK JOHN LIFE INSURANCE CO MA X X 08/02/04 HANOVER DIRECT INC DE X X 07/30/04 HarborView Mortgage Loan Trust 2004-3 DE X 07/26/04 HARLAND JOHN H CO GA X 06/25/04 HAVERTY FURNITURE COMPANIES INC MD X X X 07/28/04 HAWK CORP DE X X 08/03/04 HCC INSURANCE HOLDINGS INC/DE/ DE X 08/03/04 HEALTH FITNESS CORP /MN/ MN X X 08/03/04 HEALTHSOUTH CORP DE X X 08/02/04 HECLA MINING CO/DE/ DE X 08/03/04 HECTOR COMMUNICATIONS CORP MN X X 06/30/04 HERITAGE PROPERTY INVESTMENT TRUST IN MD X X 08/03/04 HNI CORP IA X 08/03/04 HOLLY CORP DE X X 08/02/04 HOLOGIC INC DE X X 08/03/04 HOME EQUITY LOAN TRUST SERIES 2004-HS DE X X 07/25/03 HOMEBANC CORP GA X X 07/30/04 HOMESTORE INC DE X 08/03/04 HOUSE OF BRUSSELS CHOCOLATES INC NV X X X 07/27/03 IAC/INTERACTIVECORP DE X X 08/03/04 IC ISAACS & CO INC DE X X 08/03/04 IMH ASSETS CORP COLLATERALIZED ASSET DE X 07/26/04 IMH ASSETS CORP COLLATERALIZED ASSET DE X 07/26/04 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE X 07/26/04 Impac CMP Trust Series 2004-5 DE X 07/26/04 IMPAC SECURED ASSETS CORP MORTGAGE PA CA X 07/26/04 IMPAC SECURED ASSETS CORP MORTGAGE PA CA X 07/26/04 IMPAC SECURED ASSETS CORP MORTGAGE PA CA X 07/26/04 INAMED CORP DE X X 08/03/04 INDYMAC INDX MORTGAGE LOAN TRUST 200 X 07/26/04 IndyMac INDX Mortgage Loan Trust 2004 X 07/26/04 INDYMAC MBS INC X X 08/03/04 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 07/26/04 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 07/26/04 INFINEX VENTURES INC NV X X X X 05/31/04 INFOUSA INC DE X X 06/03/04 AMEND INNKEEPERS USA TRUST/FL MD X X 08/03/04 INPUT OUTPUT INC DE X 08/02/04 INSIGNIA SOLUTIONS PLC X X 07/27/04 INTEGRA LIFESCIENCES HOLDINGS CORP DE X X 08/03/04 INTEGRAMED AMERICA INC DE X X 08/03/04 INTERLINE BRANDS INC X 08/03/04 INTERNATIONAL BANCSHARES CORP TX X X 06/21/04 AMEND INTERNATIONAL SPECIALTY HOLDINGS INC X 07/04/04 INTERSTAR MILLENNIUM SERIES 2003-5G T X X 08/03/04 INTERSTAR MILLENNIUM SERIES 2003-5G T X X 05/07/04 AMEND IVILLAGE INC DE X X 08/03/04 J C PENNEY CO INC DE X X 07/31/04 J JILL GROUP INC DE X X 08/03/04 JDS UNIPHASE CORP /CA/ DE X 08/03/04 KAMAN CORP CT X 08/02/04 KANSAS CITY SOUTHERN DE X X 08/02/04 KERYX BIOPHARMACEUTICALS INC DE X 08/03/04 KINETIC CONCEPTS INC /TX/ TX X 08/03/04 KIWI NETWORK SOLUTIONS INC NV X 08/03/04 LANVISION SYSTEMS INC DE X X 07/30/04 LARGE SCALE BIOLOGY CORP DE X X 07/28/04 LEAR CORP /DE/ DE X X 08/03/04 LECG CORP DE X X X 08/03/04 LEHMAN ABS CORP INDYMAC HOME EQUITY DE X 07/26/04 LIBERTY CORP SC X 08/03/04 LIBERTY CORP SC X 08/03/04 LIGAND PHARMACEUTICALS INC DE X X 08/03/04 LIGAND PHARMACEUTICALS INC DE X X 06/30/04 LIVEPERSON INC DE X X 08/03/04 LOJACK CORP MA X 08/03/04 Long Beach Mortgage Loan Trust 2004-2 DE X 07/26/04 Long Beach Mortgage Loan Trust 2004-3 DE X 07/26/04 LONG BEACH SEC CORP ASSET BACKED CERT DE X 07/26/04 LONG BEACH SEC CORP ASSET-BACKED CERT DE X 07/26/04 M WAVE INC DE X 07/27/04 MAGNUM HUNTER RESOURCES INC NV X X 06/30/04 MANITOWOC CO INC WI X 08/02/04 MANITOWOC CO INC WI X 08/03/04 MARCONI CORP PLC X0 X 08/03/04 MARSH SUPERMARKETS INC IN X 07/30/04 MARTHA STEWART LIVING OMNIMEDIA INC DE X X 08/03/04 MARTIN MARIETTA MATERIALS INC NC X X X 08/03/04 MARTIN MIDSTREAM PARTNERS LP DE X X 08/03/04 MARVEL ENTERPRISES INC DE X X 07/29/04 MASCO CORP /DE/ DE X X 08/03/04 MASTR Adjustable Rate Mortgages Trust DE X X 07/25/04 MASTR ASSET SECURITIZATION TRUST 2004 DE X X 07/25/04 MATRITECH INC/DE/ DE X 08/03/04 MAX RE CAPITAL LTD X X X 07/30/04 MAXCOR FINANCIAL GROUP INC DE X X X X 08/02/04 MBIA INC CT X 08/03/04 MBNA CORP MD X 08/03/04 MBNA CORP MD X 08/03/04 MBNA CORP MD X 08/03/04 MEDQUIST INC NJ X 08/02/04 MELLON FINANCIAL CORP PA X X 07/30/04 MERCURY COMPUTER SYSTEMS INC MA X X 08/02/04 MEREDITH CORP IA X 08/03/04 MEREDITH CORP IA X 08/03/04 MERISTAR HOSPITALITY CORP MD X 08/03/04 MERISTAR HOSPITALITY OPERATING PARTNE DE X 08/03/04 MERIT MEDICAL SYSTEMS INC UT X X X 08/02/04 MGP INGREDIENTS INC KS X X 08/03/04 MICROTEK MEDICAL HOLDINGS INC GA X 08/03/04 MIDWAY GAMES INC DE X 07/28/04 MIKOHN GAMING CORP NV X X 08/02/04 MILACRON INC DE X X 08/02/04 MILLENNIUM BANKSHARES CORP VA X 07/27/04 MILLS CORP DE X X 07/30/04 MISSION ENERGY HOLDING CO DE X X 08/02/04 MISSISSIPPI CHEMICAL CORP /MS/ MS X X 07/30/04 MODINE MANUFACTURING CO WI X 08/03/04 MOHEGAN TRIBAL GAMING AUTHORITY X 08/03/04 MOLDFLOW CORP X X 08/03/04 MONACO GROUP INC DE X X X 07/27/04 MORGAN STANLEY ABS CAP I INC MORT PA DE X 07/26/04 MORGAN STANLEY ABS CAPITAL 1 INC CDC DE X 07/26/04 MORGAN STANLEY ABS CAPITAL I INC DE X X 07/30/04 MORGAN STANLEY ABS CAPITAL I INC CDC DE X 07/26/04 MORGAN STANLEY ABS CAPITAL I INC SERI DE X 07/26/04 MORGAN STANLEY ABS CAPITAL I INC TRUS DE X 07/26/04 MORGAN STANLEY ABS CAPITAL I INC TRUS DE X 07/26/04 Morgan Stanley ABS Capital I Inc. Tru DE X 07/26/04 Morgan Stanley ABS Capital I Inc. Tru DE X 07/26/04 Morgan Stanley ABS Capital I Inc. Tru DE X 07/26/04 Morgan Stanley ABS Capital I Inc. Tru DE X 07/26/04 Morgan Stanley ABS Capital I Inc. Tru DE X 07/26/04 Morgan Stanley ABS Capital I Inc. Tru DE X 07/26/04 MORTGAGE ASSET SECURITIZATION TRANSAC DE X X 08/02/04 MORTGAGE PASS-THROUGH CERTIFICATES SE DE X 07/26/04 MUNICIPAL MORTGAGE & EQUITY LLC DE X X 08/02/04 NANOGEN INC DE X 08/03/04 NATIONAL FINANCIAL PARTNERS CORP X 08/03/04 NATURAL GAS SERVICES GROUP INC X X 08/03/04 NCO GROUP INC PA X 08/02/04 NELNET STUDENT LOAN FUNDING LLC X X 07/28/04 NETGEAR INC DE X X 08/02/04 NETRATINGS INC DE X X 08/03/04 NEW CENTURY HOME EQUITY LOAN TRUST 20 DE X 07/26/04 NEW CENTURY HOME EQUITY LOAN TRUST 20 DE X 07/26/04 NEW CENTURY MORTGAGE SECURITIES INC DE X X 08/02/04 NEXT INC/TN DE X X 08/02/04 NORTEK HOLDINGS INC DE X X 07/03/04 NORTEK HOLDINGS INC DE X X 07/03/04 NORTEK HOLDINGS INC DE X 08/03/04 NORTEK INC DE X X 07/03/04 NORTEK INC DE X 08/03/04 NOVELL INC DE X 07/31/04 OCEAN WEST HOLDING CORP DE X X 07/30/04 ODYSSEY HEALTHCARE INC DE X X 08/02/04 OHIO LEGACY CORP OH X 08/02/04 OIL STATES INTERNATIONAL INC DE X X 08/02/04 OLD REPUBLIC INTERNATIONAL CORP DE X 08/02/04 OM GROUP INC DE X 08/02/04 OMEGA PROTEIN CORP NV X X 08/02/04 ON ASSIGNMENT INC DE X 08/03/04 ON SEMICONDUCTOR CORP DE X X 08/02/04 ORASURE TECHNOLOGIES INC DE X X 08/03/04 PACIFIC GAS & ELECTRIC CO CA X 08/03/04 PANAMSAT CORP /NEW/ DE X X 07/29/04 PARADIGM GENETICS INC X 08/02/04 PARAGON FINANCIAL CORP DE X X X 06/30/04 AMEND PAREXEL INTERNATIONAL CORP MA X 08/03/04 PARK NATIONAL CORP /OH/ OH X X 08/03/04 PARKER DRILLING CO /DE/ DE X 08/03/04 PARKWAY PROPERTIES INC MD X X 08/02/04 PC MALL INC DE X X 06/30/04 PC MALL INC DE X 08/03/04 PC TEL INC DE X X 08/03/04 PEDIATRIX MEDICAL GROUP INC FL X X X 08/03/04 PEGASUS COMMUNICATIONS CORP / DE X X 07/30/04 PERFORMANCE FOOD GROUP CO TN X 07/03/04 PEROT SYSTEMS CORP DE X 08/03/04 PG&E CORP CA X 08/03/04 PHOENIX COMPANIES INC/DE DE X X 06/30/04 PHOENIX FOOTWEAR GROUP INC DE X X 08/03/04 PHOENIX FOOTWEAR GROUP INC DE X X 07/19/04 PIONEER NATURAL RESOURCES CO DE X X 08/02/04 PNM RESOURCES INC NM X 08/03/04 AMEND POCAHONTAS BANCORP INC DE X X 07/30/04 PORTLAND BREWING CO /OR/ OR X 08/03/04 POST PROPERTIES INC GA X X 08/03/04 POWER 3 MEDICAL PRODUCTS INC NY X X X 05/18/04 AMEND PRICELINE COM INC DE X X X 08/02/04 PRIMEDEX HEALTH SYSTEMS INC NY X X 08/02/04 PRINCIPAL FINANCIAL GROUP INC DE X 08/02/04 PROTECTIVE LIFE CORP DE X 06/30/04 PROXIM CORP DE X X 08/02/04 PRUDENTIAL FINANCIAL INC NJ X X X 08/03/04 PSYCHEMEDICS CORP DE X X 08/03/04 PUBLIX SUPER MARKETS INC FL X X 08/02/04 PW EAGLE INC MN X X 08/02/04 PYRAMID BREWERIES INC WA X 08/03/04 QUALITY SYSTEMS INC CA X X 08/03/04 QUIPP INC FL X X 08/03/04 QWEST COMMUNICATIONS INTERNATIONAL IN DE X 08/03/04 R H DONNELLEY CORP DE X X 08/03/04 RADNOR HOLDINGS CORP DE X 08/03/04 RAPIDTRON INC NV X X 07/19/04 REMY INTERNATIONAL INC DE X X X 08/03/04 REMY INTERNATIONAL, INC. DE X X X 08/03/04 REMY INTERNATIONAL, INC. DE X 08/03/04 RESIDENTIAL ASSET MORTGAGE PRODUCTS I DE X X 08/03/04 RESIDENTIAL ASSET SECURITIZATION TRUS X 07/26/04 Residential Asset Securitization Trus X 07/26/04 RESIDENTIAL ASSET SECURITIZATION TRUS X 07/26/04 REVLON INC /DE/ DE X 08/03/04 RIGEL PHARMACEUTICALS INC DE X X 08/02/04 RITA MEDICAL SYSTEMS INC DE X 08/03/04 ROCKFORD CORP AZ X X 07/29/04 ROYAL BODYCARE INC/NV DE X 08/02/04 SAND HILL IT SECURITY ACQUISITION COR X 07/30/04 SAXON ASSET SECURITIES CO TRUST 2004- VA X 07/26/04 SCHLOTZSKYS INC TX X X X 08/03/04 SCIENTIFIC LEARNING CORP DE X X 07/27/04 SCIENTIFIC LEARNING CORP DE X 07/29/04 SECURITIZED ASSET BACKED REC LLC TRUS X 07/26/04 SECURITY FEDERAL CORPORATION SC X X 08/02/04 SEITEL INC DE X X 08/03/04 SELECT COMFORT CORP MN X 08/03/04 SELECT MEDICAL CORP DE X 08/03/04 Sequoia HELOC Trust 2004-1 MD X X 07/20/04 SHARPS COMPLIANCE CORP DE X 08/03/04 SHIRE PHARMACEUTICALS GROUP PLC X X 08/03/04 SHOPKO STORES INC WI X X 08/03/04 SILICONIX INC DE X X 08/03/04 SJW CORP CA X 06/30/04 SLM FUNDING LLC DE X X 07/28/04 SONIC FOUNDRY INC MD X X 08/03/04 SPEAKING ROSES INTERNATIONAL INC NV X 08/02/04 SPECTRUM ORGANIC PRODUCTS INC CA X X 07/29/04 ST PAUL TRAVELERS COMPANIES INC MN X 08/02/04 STANDARD MANAGEMENT CORP IN X X 08/02/04 STRUCTURED ASSET INV LOAN TR MORT PAS DE X 07/26/04 STRUCTURED ASSET MORT INV INC MORT BA DE X X 07/26/04 SUNRISE SENIOR LIVING INC DE X 08/03/04 SUNTRUST BANKS INC GA X X 08/03/04 SYKES ENTERPRISES INC FL X 05/03/04 SYKES ENTERPRISES INC FL X X 08/02/04 SYNTHETECH INC OR X 08/02/04 TALK AMERICA HOLDINGS INC DE X X 08/03/04 TCF FINANCIAL CORP DE X X 08/03/04 TEAMSTAFF INC NJ X X 08/03/04 TENET HEALTHCARE CORP NV X 08/03/04 TEPPCO PARTNERS LP DE X X 08/02/04 TEXEN OIL & GAS INC NV X 08/02/04 TIB FINANCIAL CORP FL X X 08/03/04 TIMELINE INC WA X X 06/29/04 AMEND TORRENT ENERGY CORP CO X X 07/30/04 TOWN SPORTS INTERNATIONAL INC NY X X 08/03/04 TRAMMELL CROW CO DE X X 08/03/04 TRANSKARYOTIC THERAPIES INC DE X 08/03/04 TRANSOCEAN INC E9 X X 08/03/04 TRI STATE 1ST BANK INC OH X X 08/03/04 TRIDENT ROWAN GROUP INC MD X X 07/22/04 AMEND TYCO INTERNATIONAL LTD /BER/ D0 X X 08/03/04 UNITED BANCSHARES INC/OH OH X X X 08/03/04 UNITED NATIONAL GROUP LTD E9 X 08/03/04 UNITED SURGICAL PARTNERS INTERNATIONA DE X X 08/02/04 UNITED THERAPEUTICS CORP DE X X 08/03/04 UNIVEST CORP OF PENNSYLVANIA PA X X 07/28/04 US CAN CORP DE X 07/04/04 US UNWIRED INC LA X X 07/28/04 USAA AUTO OWNER TRUST 2004-2 X X 07/30/04 VCA ANTECH INC DE X X 08/02/04 VERSATECH INC NV X X 07/28/04 VERTICALNET INC PA X X 07/19/04 VIASAT INC CA X X 08/03/03 VICAL INC DE X X X 07/28/04 VIKING SYSTEMS INC NV X X 07/26/04 VISHAY INTERTECHNOLOGY INC DE X X 08/03/04 VISTA GOLD CORP X X 08/02/04 VITAL IMAGES INC MN X X 05/24/04 VITRAN CORP INC X 07/30/04 VOLT INFORMATION SCIENCES, INC. NY X X 08/02/04 WASHINGTON MUTUAL MORT PS THR CERTS DE X 07/26/04 WASHINGTON MUTUAL INC WA X X 08/03/04 WATSON PHARMACEUTICALS INC NV X X 08/03/04 WAVE SYSTEMS CORP DE X X 07/30/04 WCI COMMUNITIES INC X X X 08/03/04 Wells Fargo Mortgage Backed Securitie X X 04/29/04 Wells Fargo Mortgage Backed Securitie X X 07/25/04 Wells Fargo Mortgage Backed Securitie DE X X 07/25/03 Wells Fargo Mortgage Backed Securitie DE X X 07/25/04 WELLS GARDNER ELECTRONICS CORP IL X X 08/02/04 WELLSFORD REAL PROPERTIES INC MD X X 06/30/04 WESTAFF INC DE X X 08/02/04 WESTMORELAND COAL CO DE X X 07/30/04 WGL HOLDINGS INC VA X 08/02/04 WHIRLPOOL CORP /DE/ DE X X 08/03/04 WILD OATS MARKETS INC DE X 08/03/04 WINDROSE MEDICAL PROPERTIES TRUST MD X X 08/03/04 WNC HOUSING TAX CREDIT FUND VI LP SER X X 03/17/04 AMEND XSTREAM BEVERAGE GROUP INC NV X 05/01/03 AMEND YDI WIRELESS INC DE X X 08/03/04 YOUBET COM INC DE X X 08/03/04 ZONES INC WA X X 08/03/04 OHIO CASUALTY CORP OH X X 06/30/04 VERSO TECHNOLOGIES INC MN X X 08/03/04