SEC NEWS DIGEST Issue 2004-204 October 22, 2004 ENFORCEMENT PROCEEDINGS IN THE MATTER OF DANIEL EMMENEGGER On October 21, the Commission issued an Order Making Findings, Imposing Remedial Sanctions, and Imposing a Cease-and-Desist Order Pursuant to Sections 15(b)(6) and 21C of the Securities Exchange Act of 1934 (Exchange Act) as to Daniel E. Emmenegger (Order). The Order finds that Emmenegger, an options trader and one-time clerk for Susquehanna Investment Group (Susquehanna), defrauded Susquehanna by filling options contracts orders Emmenegger himself placed through an undisclosed personal brokerage account. Since at least July 2002, Emmenegger, using these personal brokerage accounts, placed limit buy orders for options contracts for which he was the trading assistant on the AMEX floor, at prices well below the market price. These orders would go unfilled during the regular course of the trading day since no seller would accept Emmenegger’s below-market prices. At or near the close of the trading day, Emmenegger manually filled his personal buy orders from Susquehanna’s proprietary account at the below-market prices. Emmenegger did not report the trades to the tape as required by AMEX rules. By filling his personal buy orders from Susquehanna’s proprietary account at prices well below the prevailing market price, Emmenegger caused losses in Susquehanna’s proprietary account. Thereafter, Emmenegger sold the options contracts through his personal brokerage account at market prices in riskless transactions and profited from the spread between the artificially low purchase prices he obtained and the market sale prices. Based on the above, the Order finds that Emmenegger willfully violated Section 10(b) of the Exchange Act and Rule 10b-5 thereunder. The Order (1) orders Emmenegger to cease and desist from committing or causing any violation and any future violations of Section 10(b) of the Exchange Act and Rule 10b-5 promulgated thereunder, and (2) bars Emmenegger from association with any broker or dealer. Emmenegger consented to the issuance of the Order without admitting or denying the factual findings therein. (Rel. 34-50578; File No. 3-11438) COMMISSION INSTITUTES ADMINSTRATIVE PROCEEDINGS AGAINST FORMER KNIGHT EQUITIES TRADER On October 21, the Commission issued an order instituting administrative proceedings against Thomas J. Donovan pursuant to Section 15(b) of the Securities Exchange Act of 1934. Donovan was a former equities trader with Knight Securities, L.P. from 1996 through September 2001. On Sept. 27, 2004, the U.S. District Court for the District of New Jersey entered a default judgment against Donovan in a civil injunctive proceeding entitled SEC v. Brian P. Delaney, et al., No.2:03 CV 4206. The Court’s judgment permanently enjoined Donovan from violating Section 17(a) of the Securities Act of 1933, Section 10(b) of the Exchange Act and Exchange Act Rule 10b-5 and imposed a $90,000.00 civil penalty against him. The Commission’s complaint alleged that from approximately September 2001 through March 2002, Donovan and two other defendants, Brian Delaney and Nicole Shkedi, all former equities traders at Knight Securities, L.P., engaged in a fraudulent trading scheme in which they knowingly and intentionally executed stock trades from Knight proprietary accounts they controlled at prices guaranteed to generate profits in private brokerage accounts that they also controlled, thereby defrauding Knight of approximately $1.4 million. (Rel. 34-50580; File No. 3-11716) INVESTMENT COMPANY ACT RELEASES AMERICAN FAMILY LIFE INSURANCE COMPANY, ET AL. A notice has been issued giving interested persons until Nov. 17, 2004, to request a hearing on an application filed by American Family Life Insurance Company (Company), American Family Variable Account I (Life Account), and American Family Variable Account II (Annuity Account) (collectively, Applicants). Applicants seek an order pursuant to Section 26(c) of the Investment Company Act to permit the substitution of shares of (1) Initial Class shares of the Fidelity VIP Mid Cap Portfolio (Replacement Portfolio) of the Fidelity Variable Insurance Products Fund III for Investor Class shares of Strong Mid Cap Growth Fund II of the Strong Variable Insurance Funds, Inc. and (2) Initial Class shares of the Replacement Portfolio for Investor Class shares of Strong Opportunity Fund II of Strong Opportunity Fund II, Inc. currently held by the Life Account and the Annuity Account to support variable life insurance or variable annuity contracts issued by the Company. (Rel. IC-26642 - October 21) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change filed by the National Association of Securities Dealers to permanently adopt fees for TotalView (SR-NASD-2004-146) 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 October 25. (Rel. 34-50571) The National Association of Securities Dealers filed a proposed rule change (SR-NASD-2004-145) and Amendment No. 1 thereto relating to Amendments to Section 4 of Schedule A to the NASD By-Laws regarding qualification examination fees. The proposed rule change has become immediately 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 October 25. (Rel. 34-50575) ACCELERATED APPROVAL OF PROPOSED RULE CHANGE The Commission noticed and granted accelerated approval to a proposed rule change (SR-Phlx-2004-61) submitted by the Philadelphia Stock Exchange relating to its equity options payment for order flow program. Publication of the proposal is expected in the Federal Register during the week of October 25. (Rel. 34-50572) PROPOSED RULE CHANGE The National Association of Securities Dealers, through its subsidiary, The Nasdaq Stock Market, Inc. (Nasdaq), has filed a proposed rule change (SR-NASD-2004-128) to modify the annual fee for certain issuers listed on Nasdaq. Publication of the proposal is expected in the Federal Register during the week of October 25. (Rel. 34-50577) 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 SONOCO PRODUCTS CO, NORTH SECOND ST, P O BOX 160, HARTSVILLE, SC, 29551-0160, 8033837000 - 0 ($150,000,000.00) Non-Convertible Debt, (File 333-119863 - Oct. 21) (BR. 04) S-3 EVERGREEN SOLAR INC, 259 CEDAR HILL STREET, MARLBORO, MA, 01752, 508-357-2221 - 0 ($75,000,000.00) Equity, (File 333-119864 - Oct. 21) (BR. 36) S-8 CROWN HOLDINGS INC, ONE CROWN WAY, PHILADELPHIA, PA, 19154, 2156985100 - 5,500,000 ($57,915,000.00) Equity, (File 333-119866 - Oct. 21) (BR. 06) F-1 Arlington Tankers Ltd., FIRST FLOOR, THE HAYWARD BUILDING, 22 BERMUDIANA ROAD, HAMILTON, D0, HM11, 441-292-7405 - 0 ($230,431,250.00) Equity, (File 333-119869 - Oct. 21) (BR. ) S-8 MICRON ENVIRO SYSTEMS INC, 789 WEST PENDER ST, SUITE 1250, VANCOUVER BC, A1, V6C 1H2, 6046466903 - 3,800,000 ($57,000.00) Equity, (File 333-119870 - Oct. 21) (BR. 04) S-8 SYMANTEC CORP, 20330 STEVENS CREEK BLVD, CUPERTINO, CA, 95014, 4082539600 - 0 ($485,725,500.00) Equity, (File 333-119872 - Oct. 21) (BR. 03) S-8 CT COMMUNICATIONS INC /NC, 1000 PROGRESS PLACE NE, PO BOX 227, CONCORD, NC, 28026, (704) 722-2500 - 0 ($17,430,000.00) Equity, (File 333-119873 - Oct. 21) (BR. 37) F-10 CENTRAL FUND OF CANADA LTD, #805-1323 15TH AVE SW, HALLMARK ESTATES, CALGARY ALBERTA CANA, A6, T3C 0X8, 4062285861 - 0 ($125,050,228.00) Other, (File 333-119874 - Oct. 21) (BR. 07) S-1 OPINION RESEARCH CORP, 23 ORCHARD RD, SKILLMAN, NJ, 08558, 9082815100 - 8,843,500 ($57,482,750.00) Equity, (File 333-119875 - Oct. 21) (BR. 06) N-2 BlackRock Global Energy & Resources Trust, 100 BELLEVUE PARKWAY, WILMINGTON, DE, 19809, 888-825-2257 - 100,000 ($1,500,000.00) Equity, (File 333-119876 - Oct. 21) (BR. 22) S-8 IMMERSION CORP, 801 FOX LANE, SAN JOSE, CA, 95131, 4084671900 - 0 ($1,848,000.00) Equity, (File 333-119877 - Oct. 21) (BR. 03) S-8 URBAN OUTFITTERS INC, 1809 WALNUT ST, PHILADELPHIA, PA, 19103, 2155642313 - 5,000,000 ($176,600,000.00) Equity, (File 333-119878 - Oct. 21) (BR. 02) N-2 TECHNOLOGY INVESTMENT CAPITAL CORP, 8 SOUND SHORE DR, SUITE 215, GREENWICH, CT, 06830, 2036613122 - 0 ($50,000,000.00) Equity, (File 333-119879 - Oct. 21) (BR. 16) F-6 EDP ELECTRICIDADE DE PORTUGAL SA, PRACA MARQUES DE POMBAL,12, LISBON, S1, 1250-162, 351 21 720 2824 - 100,000,000 ($5,000,000.00) Equity, (File 333-119881 - Oct. 21) (BR. 02) S-3 SIMON PROPERTY GROUP INC /DE/, 115 WEST WASHINGTON STREET, INDIANAPOLIS, IN, 46204, 3176361600 - 0 ($83,100,304.00) Other, (File 333-119882 - Oct. 21) (BR. 08) F-6 VNU N V, C/O VNU USA INC, 1515 BROADWAY, NEW YORK, NY, 10036, 50,000,000 ($2,500,000.00) Equity, (File 333-119883 - Oct. 21) (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 ------------------------------------------------------------------------------------------------ AASTROM BIOSCIENCES INC MI 8.01,9.01 10/21/04 ACACIA RESEARCH CORP DE 2.02,9.01 10/21/04 ACCELRYS, INC. DE 5.02 10/21/04 ACCESS INTEGRATED TECHNOLOGIES INC 1.01,9.01 10/19/04 ACE CASH EXPRESS INC/TX TX 2.02,9.01 10/21/04 ACME UNITED CORP CT 2.02 10/21/04 ACTEL CORP CA 2.02 10/21/04 ACXIOM CORP DE 7.01 10/20/04 ADESA INC 8.01,9.01 10/20/04 ADVANCE TECHNOLOGIES INC NV 8.01 10/21/04 ADVANCED ENERGY INDUSTRIES INC DE 2.02,9.01 10/21/04 ADVANCED MEDICAL OPTICS INC DE 2.02,9.01 10/21/04 ADVANCED MICRO DEVICES INC DE 3.02 10/19/04 ADVANCED POWER TECHNOLOGY INC 7.01 10/15/04 ADVENT SOFTWARE INC /DE/ DE 2.02,9.01 10/21/04 ADVO INC DE 2.02,9.01 10/21/04 AEGIS ASSET BACKED SECURITIES CORP DE 8.01 10/20/04 AFFILIATED COMPUTER SERVICES INC DE 2.02,7.01,9.01 10/21/04 AJS BANCORP INC DE 2.02,9.01 10/19/04 ALASKA AIR GROUP INC DE 2.02 10/21/04 ALIGN TECHNOLOGY INC DE 2.02,8.01,9.01 10/21/04 ALLIANCE DATA SYSTEMS CORP DE 1.01,2.03 10/21/04 ALLIANCE FINANCIAL CORP /NY/ NY 2.02,9.01 10/21/04 ALLIANCE SEMICONDUCTOR CORP /DE/ DE 2.02,9.01 10/21/04 ALLTEL CORP DE 2.02 10/21/04 AMARU INC NV 5.02 10/01/04 AMAZON COM INC DE 2.02 10/21/04 AMBASSADORS INTERNATIONAL INC DE 2.02,9.01 10/20/04 AMERICAN ELECTRIC POWER CO INC NY 2.02,9.01 10/21/04 AMERICAN FINANCIAL GROUP INC OH 9.01 09/30/04 AMERICAN HONDA RECEIVABLES CORP CA 8.01,9.01 10/21/04 AMERICAN INTERNATIONAL GROUP INC DE 2.02 10/21/04 AMERICAN INTERNATIONAL GROUP INC DE 7.01 10/21/04 AMERICAN NATURAL ENERGY CORP OK 5.02 10/18/04 AMEND AMERICAN PHARMACEUTICAL PARTNERS INC DE 2.02,9.01 10/21/04 AMERICREDIT CORP TX 2.02,9.01 10/21/04 AMETEK INC/ DE 2.02,9.01 10/20/04 AMF BOWLING WORLDWIDE INC DE 8.01,9.01 10/19/04 AMIS HOLDINGS INC 2.02,9.01 10/21/04 AMPCO PITTSBURGH CORP PA 2.02 09/30/04 ANALOG DEVICES INC MA 7.01,9.01 10/21/04 APPLEBEES INTERNATIONAL INC DE 7.01 10/21/04 APPLIANCE RECYCLING CENTERS OF AMERIC MN 2.02,9.01 10/19/04 APPLIED FILMS CORP CO 1.01,9.01 10/20/04 APPLIED FILMS CORP CO 2.02,9.01 10/21/04 APTIMUS INC WA 2.02,9.01 10/21/04 ARCH COAL INC DE 2.02,9.01 10/15/04 AMEND ARCH WIRELESS INC DE 8.01,9.01 10/21/04 ARCHSTONE SMITH TRUST CO 7.01,9.01 10/20/04 ARCTIC CAT INC MN 2.02,9.01 10/21/04 ARIBA INC DE 1.01,1.02 10/15/04 ARIS INDUSTRIES INC NY 1.03 10/20/04 ARKANSAS BEST CORP /DE/ DE 2.02,9.01 10/21/04 ARKANSAS BEST CORP /DE/ DE 8.01,9.01 10/20/04 ARROW ELECTRONICS INC NY 2.02,9.01 10/21/04 ARROW FINANCIAL CORP NY 2.02,9.01 10/21/04 ART TECHNOLOGY GROUP INC DE 2.02,9.01 10/21/04 ARTESYN TECHNOLOGIES INC FL 2.02 10/21/04 ARTHROCARE CORP DE 1.01,2.03 10/15/04 ASCENTIAL SOFTWARE CORP DE 2.02,9.01 10/21/04 ASTEC INDUSTRIES INC TN 8.01,9.01 10/21/04 ASTORIA FINANCIAL CORP DE 2.02,9.01 10/21/04 AT&T CORP NY 2.02,9.01 10/21/04 ATARI INC DE 1.01,3.01,5.02 10/15/04 ATHEROGENICS INC GA 2.02 10/21/04 ATLANTIC LIBERTY FINANCIAL CORP DE 9.01 09/30/04 ATLAS AIR INC DE 8.01,9.01 10/20/04 ATLAS AIR WORLDWIDE HOLDINGS INC DE 8.01,9.01 10/20/04 AUSTRALIAN SECURIT MANAGEMENT PTY ARM 8.01,9.01 10/21/04 AUSTRALIAN SECURIT MANAGEMENT PTY ARM 8.01,9.01 10/21/04 AUTOLIV INC DE 2.02,7.01,9.01 10/21/04 AVANT IMMUNOTHERAPEUTICS INC DE 2.02,9.01 10/21/04 AVIALL INC DE 2.02,9.01 10/20/04 AVICI SYSTEMS INC DE 2.02 10/21/04 AVISTA CORP WA 2.02,9.01 10/21/04 AVOCENT CORP DE 2.02,9.01 10/21/04 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 10/19/04 BANCFIRST CORP /OK/ OK 2.02 10/21/04 BANCWEST CORP/HI DE 2.02,9.01 10/20/04 BANKATLANTIC BANCORP INC FL 2.02,9.01 10/20/04 BANKNORTH GROUP INC/ME ME 8.01,9.01 10/21/04 BAXTER INTERNATIONAL INC DE 2.02 10/21/04 BAXTER INTERNATIONAL INC DE 2.02 10/21/04 AMEND BAYCORP HOLDINGS LTD DE 2.02 09/30/04 BEBE STORES INC CA 2.02,9.01 10/02/04 BELLSOUTH CORP GA 8.01 10/18/04 BEMIS CO INC MO 2.02,9.01 10/21/04 BOCA RESORTS INC DE 1.01,8.01,9.01 10/20/04 BOEING CO DE 8.01,9.01 10/21/04 BORLAND SOFTWARE CORP DE 2.02,9.01 10/21/04 Bridge Capital Holdings CA 8.01,9.01 10/20/04 BRIGGS & STRATTON CORP WI 2.02,9.01 10/21/04 BROADCOM CORP CA 2.02,9.01 10/21/04 BULLDOG TECHNOLOGIES INC NV 7.01,9.01 10/19/04 BULLDOG TECHNOLOGIES INC NV 7.01,9.01 10/21/04 BURLINGTON RESOURCES INC DE 2.02,7.01,9.01 10/20/04 C & F FINANCIAL CORP VA 2.02,8.01,9.01 10/20/04 CACI INTERNATIONAL INC /DE/ DE 2.02,7.01 10/20/04 CAESARS ENTERTAINMENT INC DE 2.02,9.01 10/21/04 CAESARS ENTERTAINMENT INC DE 1.01,9.01 10/20/04 CALIFORNIA MICRO DEVICES CORP CA 2.02,9.01 10/21/04 CALPINE CORP DE 8.01 10/20/04 CAMBREX CORP DE 8.01,9.01 10/20/04 CAMBREX CORP DE 8.01,9.01 10/20/04 CAMBRIDGE HEART INC DE 5.02 10/19/04 CAMBRIDGE HEART INC DE 5.02 10/19/04 CANCERVAX CORP DE 1.01,9.01 10/15/04 CAPE COASTAL TRADING CORP NY 8.01 10/15/04 CAPITAL AUTOMOTIVE REIT MD 2.02,9.01 10/21/04 CAPITAL CITY BANK GROUP INC FL 2.01,5.02 10/15/04 CAPITOL BANCORP LTD MI 2.02 10/21/04 CAPTIVA SOFTWARE CORP DE 2.02,9.01 10/21/04 CARRINGTON LABORATORIES INC /TX/ TX 1.01,9.01 10/15/04 CARVER BANCORP INC DE 8.01,9.01 10/18/04 CASH AMERICA INTERNATIONAL INC TX 2.02,9.01 10/21/04 CATERPILLAR FINANCIAL SERVICES CORP DE 2.02,7.01,9.01 10/21/04 CATERPILLAR INC DE 7.01 10/21/04 CATERPILLAR INC DE 2.02,7.01,9.01 10/21/04 CATHAY GENERAL BANCORP DE 2.02,9.01 10/21/04 CATUITY INC DE 7.01 10/21/04 CBL & ASSOCIATES PROPERTIES INC DE 1.01,2.03 08/27/04 CDF FINANCING LLC DE 8.01,9.01 09/30/04 CDF FLOORPLAN RECEIVABLES LP DE 8.01,9.01 09/30/04 CDI CORP PA 2.02 10/21/04 CELGENE CORP /DE/ DE 2.02,9.01 10/21/04 CELL ROBOTICS INTERNATIONAL INC CO 5.02 10/15/04 CENTRAL BANCORP INC /MA/ MA 1.01,5.02,9.01 10/18/04 CENTRAL VERMONT PUBLIC SERVICE CORP VT 2.02,7.01,9.01 10/21/04 CERTEGY INC GA 2.02,9.01 10/21/04 CHARLES & COLVARD LTD NC 2.02 10/21/04 CHARLOTTE RUSSE HOLDING INC 2.02,9.01 10/21/04 CHILDRENS PLACE RETAIL STORES INC 1.01,9.01 10/19/04 CHITTENDEN CORP /VT/ VT 2.02,9.01 10/21/04 CINCINNATI BELL INC OH 5.02 10/21/04 CINCINNATI FINANCIAL CORP DE 2.02,9.01 10/21/04 CINGULAR WIRELESS LLC DE 2.02,7.01,9.01 10/20/04 CIRRUS LOGIC INC DE 2.02,9.01 10/20/04 AMEND CIT GROUP INC DE 2.02,8.01,9.01 10/20/04 Citigroup Commercial Mortgage Trust 2 DE 9.01 10/18/04 CITIGROUP MORTGAGELN TR ORIGEN MANU H 8.01,9.01 10/15/04 CITIZENS BANKING CORP MI 2.02,5.02,9.01 10/21/04 CITIZENS HOLDING CO /MS/ MS 2.02,9.01 10/20/04 CIVITAS BANKGROUP INC TN 7.01,9.01 10/20/04 CNH CAPITAL RECEIVABLES INC DE 8.01,9.01 10/15/04 CNH CAPITAL RECEIVABLES INC DE 8.01,9.01 10/15/04 CNS INC /DE/ DE 2.02,8.01,9.01 10/20/04 COCA COLA CO DE 2.02,9.01 10/21/04 COLUMBUS MCKINNON CORP NY 5.02,9.01 10/20/04 COMDIAL CORP DE 2.02,9.01 10/21/04 COMMERCE BANCORP INC /NJ/ NJ 5.02,8.01 10/15/04 COMMERCIAL NATIONAL FINANCIAL CORP /P PA 5.02,5.03 09/21/04 COMMERCIAL PROPERTY CORP DE 5.01 10/20/04 COMMONWEALTH INDUSTRIES INC/DE/ DE 7.01 10/21/04 COMMONWEALTH INDUSTRIES INC/DE/ DE 7.01 10/21/04 COMMONWEALTH INDUSTRIES INC/DE/ DE 8.01,9.01 10/21/04 AMEND COMMUNITY SHORES BANK CORP MI 2.02,9.01 10/19/04 CONCORD COMMUNICATIONS INC MA 2.02,9.01 10/21/04 CONSUMER PORTFOLIO SERVICES INC CA 4.01,9.01 10/16/04 CONVERGYS CORP OH 8.01 10/21/04 COOPER INDUSTRIES LTD 2.02,9.01 10/21/04 COOPER INDUSTRIES LTD 7.01,9.01 10/21/04 COOPER TIRE & RUBBER CO DE 2.02,9.01 10/21/04 CORAM HEALTHCARE CORP DE 8.01,9.01 10/15/04 CORGENIX MEDICAL CORP/CO NV 1.01 10/20/04 CORINTHIAN COLLEGES INC 2.02 10/21/04 CORNERSTONE BANCORP INC CT 2.02,9.01 10/20/04 COVANCE INC DE 2.02,9.01 10/20/04 CRAFTMADE INTERNATIONAL INC DE 5.02 10/15/04 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 10/20/04 CUMMINS INC IN 2.02,9.01 10/20/04 CWABS Revolving Home Equity Loan Trus DE 8.01,9.01 09/29/04 CYBER GRIND INC NV 4.01 09/30/04 CYTOKINETICS INC 2.02,9.01 10/21/04 DANAHER CORP /DE/ DE 2.02,9.01 10/20/04 DATATEC SYSTEMS INC DE 8.01,9.01 10/21/04 DCB FINANCIAL CORP OH 2.02,9.01 10/21/04 DECKERS OUTDOOR CORP DE 2.02,9.01 10/21/04 DENDRITE INTERNATIONAL INC NJ 2.02,9.01 10/21/04 Dermisonics, Inc 1.01,3.02,5.03,8.01,9.01 10/18/04 DETROIT EDISON CO MI 1.01,2.03,9.01 10/15/04 DEVRY INC DE 2.02 10/20/04 DIGITAL IMPACT INC /DE/ DE 2.02,9.01 10/21/04 DIGITAL INSIGHT CORP DE 2.02,9.01 10/21/04 DIGITAL LIGHTWAVE INC DE 1.01,2.03,9.01 10/15/04 DIGITAL RECORDERS INC NC 7.01,9.01 10/21/04 DIGITAS INC DE 2.02,9.01 10/21/04 DIGITAS INC DE 5.02 10/15/04 DIME COMMUNITY BANCSHARES INC DE 5.05 10/21/04 DISCOVERY INVESTMENTS INC NV 1.01,2.01,5.01,5.02,8.01,9.01 10/15/04 DISTRIBUTION FINANCIAL SERVICES FLOOR NY 8.01,9.01 09/30/04 DISTRIBUTION FINANCIAL SERVICES FLOOR NY 8.01,9.01 09/30/04 DOMINION RESOURCES INC /VA/ VA 2.02 10/21/04 DORAL FINANCIAL CORP PR 7.01,9.01 10/21/04 DOVER CORP DE 2.02,9.01 10/19/04 DST SYSTEMS INC DE 2.02,7.01,9.01 10/20/04 DST SYSTEMS INC DE 1.01,9.01 10/20/04 DTE ENERGY CO MI 1.01,2.03,9.01 10/15/04 DYNTEK INC DE 1.01,3.02,9.01 10/18/04 E PIPHANY INC DE 2.02,9.01 10/21/04 EAGLE BANCORP/MT 2.02 10/21/04 EARTHLINK INC DE 2.02,9.01 10/21/04 EARTHLINK INC DE 8.01,9.01 10/20/04 EAST WEST BANCORP INC 2.02,9.01 10/21/04 EASTMAN KODAK CO NJ 5.02,9.01 10/19/04 ECOLAB INC DE 2.02,9.01 10/21/04 ECOLOCLEAN INDUSTRIES INC NV 3.02 10/19/04 EDGE PETROLEUM CORP DE 2.02,9.01 10/20/04 EDISON INTERNATIONAL CA 8.01,9.01 10/20/04 EDUCATION LENDING GROUP INC DE 3.02,9.01 10/15/04 AMEND EDWARDS LIFESCIENCES CORP DE 2.02,9.01 10/21/04 ELECTRO SCIENTIFIC INDUSTRIES INC OR 1.01,5.02,5.03,9.01 10/15/04 ELECTROGLAS INC DE 2.02,9.01 10/21/04 EMS TECHNOLOGIES INC GA 2.01,9.01 10/21/04 EMULEX CORP /DE/ DE 2.02,9.01 10/21/04 ENER1 INC FL 1.01,3.02,5.03 10/15/04 ENERGY & ENGINE TECHNOLOGY CORP NV 2.02,9.01 10/20/04 ENERGY WEST INC MT 3.01,9.01 10/19/04 ENERGY WEST INC MT 1.02 10/18/04 ENESCO GROUP INC IL 5.02 10/18/04 ENTERGY CORP /DE/ DE 2.02,7.01,9.01 10/21/04 EON LABS INC DE 2.02,9.01 10/21/04 EPIXTAR CORP FL 2.03,3.02,9.01 10/15/04 EQUIFAX INC GA 2.02,9.01 10/21/04 EQUITABLE RESOURCES INC /PA/ PA 2.02 10/21/04 EVANS & SUTHERLAND COMPUTER CORP UT 2.02,9.01 10/21/04 EXACT SCIENCES CORP DE 7.01,9.01 10/21/04 EXELIXIS INC DE 1.01,2.01,3.02,7.01,9.01 10/18/04 EXELON CORP PA 2.02,7.01,9.01 10/21/04 EXPRESSJET HOLDINGS INC DE 2.02 09/30/04 EZ EM INC DE 8.01,9.01 10/20/04 FALCONSTOR SOFTWARE INC DE 2.02,9.01 10/21/04 FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.01,9.01 10/20/04 FENTURA FINANCIAL INC MI 2.02,9.01 10/20/04 FIRST COMMONWEALTH FINANCIAL CORP /PA PA 2.02,9.01 10/21/04 FIRST COMMUNITY BANCORP /CA/ CA 2.02,9.01 10/21/04 FIRST COMMUNITY CORP /SC/ SC 2.02,9.01 10/20/04 FIRST CONSULTING GROUP INC DE 2.02,8.01,9.01 10/21/04 FIRST HORIZON NATIONAL CORP TN 2.02,9.01 09/30/04 FIRST HORIZON NATIONAL CORP TN 7.01,9.01 10/20/04 FIRST INDUSTRIAL REALTY TRUST INC MD 2.02,4.02,9.01 10/20/04 FIRST NATIONAL LINCOLN CORP /ME/ ME 2.02 10/20/04 FIRST NILES FINANCIAL INC DE 2.02 10/15/04 FIRST PLACE FINANCIAL CORP /DE/ DE 2.02,9.01 10/21/04 FIRST UNION COMM MORT TRUST COMM MOR NY 8.01,9.01 10/15/04 FIRST UNION LEH BRO BANK OF AMER COM NY 8.01,9.01 10/18/04 FIRSTCITY FINANCIAL CORP DE 7.01,9.01 10/21/04 FIRSTENERGY CORP OH 8.01,9.01 10/20/04 FIRSTENERGY CORP OH 2.02,9.01 10/21/04 FIRSTMERIT CORP /OH/ OH 2.02,9.01 10/21/04 FLORIDA COMMUNITY BANKS INC FL 9.01 10/21/04 FNB CORP/NC NC 2.02,9.01 10/20/04 FOODARAMA SUPERMARKETS INC NJ 8.01 10/19/04 Ford Credit 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NV 8.01 10/20/04 GEOCOM RESOURCES INC NV 3.02 10/18/04 GILEAD SCIENCES INC DE 2.02,9.01 10/21/04 GLACIER BANCORP INC DE 7.01,9.01 10/21/04 GLOBAL SIGNAL INC DE 1.01,2.03,9.01 10/15/04 GMACM Mortgage Pass-Through Certifica DE 8.01,9.01 10/19/04 GOLDEN WEST FINANCIAL CORP /DE/ DE 7.01 10/21/04 GOLDEN WEST FINANCIAL CORP /DE/ DE 8.01 10/21/04 Google Inc. 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DE 1.01,2.03,3.02,9.01 10/19/04 IDEX CORP /DE/ DE 2.02,9.01 10/21/04 IESI CORP DE 1.01,9.01 09/30/04 IHOP CORP DE 2.02,9.01 10/21/04 II-VI INC PA 2.02,9.01 09/30/04 IMC GLOBAL INC DE 1.01,9.01 10/20/04 IMCO RECYCLING INC DE 2.02 10/20/04 IMCO RECYCLING INC DE 7.01,8.01 10/21/04 INDYMAC BANCORP INC DE 2.02,9.01 10/21/04 INFORMATION HOLDINGS INC DE 2.02,9.01 10/21/04 INFOUSA INC DE 5.02,9.01 10/18/04 INGERSOLL RAND CO LTD 2.02 09/30/04 INSIGHT ENTERPRISES INC DE 2.02,9.01 10/21/04 INSIGNIA SYSTEMS INC/MN MN 2.02,9.01 10/21/04 INTERACTIVE DATA CORP/MA/ DE 2.02 10/21/04 INTRADO INC DE 2.02,9.01 10/21/04 INVACARE CORP OH 2.02 10/21/04 INVERNESS MEDICAL INNOVATIONS INC DE 1.02,2.03,8.01,9.01 10/19/04 INVESTORS FINANCIAL SERVICES CORP DE 2.02,9.01 10/21/04 INVISA INC 4.01,9.01 10/20/04 IOMEGA CORP DE 2.02,9.01 09/26/04 ISTA PHARMACEUTICALS INC CA 1.01,9.01 10/20/04 ISTAR FINANCIAL INC MD 2.02,9.01 10/21/04 ITT EDUCATIONAL SERVICES INC DE 2.02 10/21/04 ITT INDUSTRIES INC IN 2.02,7.01,9.01 10/21/04 IXIA CA 2.02,9.01 10/21/04 J.P. Morgan Mortgage Trust 2004-S1 DE 8.01,9.01 10/21/04 JAMESON INNS INC GA 5.02,7.01,9.01 10/19/04 JANUS CAPITAL GROUP INC DE 2.02 10/21/04 JARDEN CORP DE 7.01,9.01 10/20/04 JP MORGAN COMMERCIAL MORT PASS THR CE DE 8.01,9.01 10/15/04 K&F INDUSTRIES INC DE 8.01,9.01 10/20/04 K2 INC DE 7.01 10/20/04 KAMAN CORP CT 1.01,9.01 10/21/04 KCS ENERGY INC DE 5.02,9.01 10/15/04 KELLWOOD CO DE 1.01,2.03,9.01 10/20/04 KELLWOOD CO DE 7.01,9.01 10/21/04 KENSEY NASH CORP DE 2.02 09/30/04 KINGS ROAD ENTERTAINMENT INC DE 8.01 10/21/04 KLA TENCOR CORP DE 2.02,9.01 10/21/04 KNIGHT TRANSPORTATION INC AZ 2.02,9.01 10/20/04 KVH INDUSTRIES INC \DE\ DE 2.02,9.01 10/21/04 LABOR READY INC WA 2.02,9.01 10/20/04 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 10/21/04 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 10/21/04 LABORATORY CORP OF AMERICA HOLDINGS DE 2.02 10/21/04 AMEND LANCE INC NC 2.02,9.01 10/21/04 LASALLE HOTEL PROPERTIES MD 2.02,9.01 10/20/04 LB-UBS Commercial Mortgage Trust 2004 9.01 10/18/04 LEADIS TECHNOLOGY INC DE 2.02,9.01 10/21/04 LEAR CORP /DE/ DE 2.02,7.01,9.01 10/21/04 LEESPORT FINANCIAL CORP PA 2.02,9.01 10/19/04 LEGG MASON INC MD 2.02,9.01 09/30/04 LEGGETT & PLATT INC MO 2.02 10/21/04 LEVI STRAUSS & CO DE 8.01,9.01 10/18/04 LIBBEY INC DE 2.02,9.01 10/21/04 LIFECELL CORP DE 2.02,8.01,9.01 10/21/04 LIFESTREAM TECHNOLOGIES INC NV 8.01,9.01 10/21/04 LIGHTPATH TECHNOLOGIES INC DE 8.01 10/21/04 LILLY ELI & CO IN 1.01,2.02,2.05,2.06 10/18/04 LINK ENERGY LLC DE 4.01,8.01,9.01 10/15/04 LITERARY PLAYPEN INC DE 1.01,2.01,2.02,3.02,5.01,8.01 09/22/04 AMEND LITHIA MOTORS INC OR 2.02,9.01 10/21/04 LITHIA MOTORS INC OR 7.01,9.01 10/21/04 LOYALTYPOINT INC DE 4.01,9.01 10/15/04 LUMINEX CORP DE 2.02 10/21/04 MAC-GRAY CORP DE 2.02,9.01 10/21/04 MACROCHEM CORP DE 3.01 10/18/04 MAF BANCORP INC DE 7.01 10/21/04 MARCONI CORP PLC X0 8.01 10/20/04 MARKLAND TECHNOLOGIES INC FL 7.01,9.01 10/14/04 MARSHALL EDWARDS INC DE 4.01,9.01 09/12/04 AMEND MASTEC INC FL 5.02,9.01 09/08/04 MASTEC INC FL 1.01,5.02,9.01 10/14/04 MATERIAL TECHNOLOGIES INC /CA/ DE 2.01 10/15/04 MATRIA HEALTHCARE INC DE 2.02,9.01 10/19/04 AMEND MAYTAG CORP DE 2.02,9.01 10/21/04 MBNA CORP MD 2.02,9.01 09/30/04 MBNA CORP MD 8.01 09/30/04 MBNA CORP MD 5.02 10/21/04 MCCLATCHY CO DE 2.02 10/20/04 MCGRAW-HILL COMPANIES INC NY 2.02,7.01,9.01 10/21/04 MCI INC DE 2.06,9.01 10/18/04 MCKESSON CORP DE 2.02,9.01 10/21/04 MEADE INSTRUMENTS CORP DE 1.01,9.01 10/20/04 MEDIA SERVICE GROUP INC NV 3.01 10/18/04 MEDIMMUNE INC /DE DE 2.02,8.01,9.01 10/21/04 MEDTRONIC INC MN 5.02,9.01 10/21/04 MELLON FINANCIAL CORP PA 8.01,9.01 10/19/04 MENTOR GRAPHICS CORP OR 2.02,7.01 10/21/04 MERCK & CO INC NJ 2.02,9.01 10/21/04 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 10/21/04 MERRILL LYNCH MORTGAGE INVESTORS INC DE 8.01,9.01 10/19/04 METRIS COMPANIES INC DE 2.02,7.01,9.01 10/20/04 METROCALL HOLDINGS INC DE 8.01,9.01 10/21/04 METROPCS INC 8.01,9.01 10/20/04 MFB CORP IN 8.01 09/30/04 MICHIGAN CONSOLIDATED GAS CO /MI/ MI 1.01,2.03,9.01 10/15/04 MICREL INC CA 8.01 10/21/04 MICRO LINEAR CORP /CA/ DE 2.02,9.01 10/21/04 MICROCHIP TECHNOLOGY INC DE 2.02,8.01,9.01 10/21/04 MICROSOFT CORP WA 2.02 10/21/04 MIDLAND CO OH 2.02 10/21/04 MILLS CORP DE 1.01,2.01,2.03,9.01 10/15/04 MOCON INC MN 2.02,9.01 07/21/04 MOHAWK INDUSTRIES INC DE 2.02,9.01 10/21/04 MONACO GROUP INC DE 8.01,9.01 10/18/04 MONROE JAMES BANCORP INC VA 2.02,9.01 10/19/04 MONSTER WORLDWIDE INC DE 2.02,9.01 10/19/04 MORGAN STANLEY DEAN WITTER CAPITAL I DE 8.01,9.01 10/19/04 MortgageIT Trust 2004-1 DE 2.01,9.01 09/30/04 MOTHERS WORK INC DE 1.01,1.02,2.03,9.01 10/15/04 MRO SOFTWARE INC MA 8.01 10/15/04 MSC SOFTWARE CORP DE 1.01,3.03,9.01 10/18/04 MTS SYSTEMS CORP MN 2.02,9.01 10/21/04 MULTIMEDIA GAMES INC TX 2.02,9.01 10/21/04 MYLAN LABORATORIES INC PA 2.02,9.01 10/21/04 NANO PROPRIETARY INC TX 1.01,9.01 10/15/04 NATIONAL HOUSING PARTNERSHIP REALTY F MD 8.01 10/18/04 NATURAL GAS SERVICES GROUP INC 1.01,9.01 10/18/04 NATURES SUNSHINE PRODUCTS INC UT 2.02,9.01 10/20/04 NAVARRE CORP /MN/ MN 2.02,9.01 10/20/04 NAVISTAR FINANCIAL RETAIL REC CORP 2 DE 8.01,9.01 09/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 2 DE 8.01,9.01 09/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 DE 8.01,9.01 09/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 DE 8.01,9.01 09/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 DE 8.01,9.01 09/30/04 NAVISTAR FINANCIAL RETAIL REC CORP 20 DE 8.01,9.01 09/30/04 NAVISTAR FINANCIAL RETAIL REC CORP NA DE 8.01,9.01 09/30/04 NAVISTAR INTERNATIONAL CORP DE 8.01 10/21/04 NB&T FINANCIAL GROUP INC OH 2.02,7.01,9.01 10/21/04 NCT GROUP INC DE 3.02 10/15/04 NEW YORK COMMUNITY BANCORP INC DE 5.02 10/15/04 NEWMIL BANCORP INC DE 2.02 10/20/04 NEWPARK RESOURCES INC DE 2.02,9.01 10/20/04 NEXPRISE INC DE 5.02 10/15/04 NICHOLAS FINANCIAL INC FL 2.02,9.01 10/21/04 Nissan Auto Lease Trust 2004-A DE 1.01,9.01 10/20/04 NOBLE CORP 2.02,9.01 10/21/04 NOMURA ASSET ACCEPTANCE CORP DE 8.01,9.01 10/19/04 NORTECH SYSTEMS INC MN 4.01 10/20/04 NORTHEAST UTILITIES SYSTEM MA 7.01,9.01 10/14/04 NORTHWEST AIRLINES CORP DE 7.01 10/21/04 NORTIA CAPITAL PARTNERS, INC. FL 1.01,3.02,9.01 10/21/04 NPS PHARMACEUTICALS INC DE 8.01,9.01 10/21/04 NSTOR TECHNOLOGIES INC DE 5.02 10/18/04 NUANCE COMMUNICATIONS CA 2.02,9.01 09/30/04 NUCOR CORP DE 2.02,9.01 10/21/04 OAKLEY INC WA 2.02,9.01 10/21/04 OCCAM NETWORKS INC/DE DE 5.02 10/21/04 OCCAM NETWORKS INC/DE DE 5.02 09/23/04 AMEND OCCIDENTAL PETROLEUM CORP /DE/ DE 2.02,8.01 10/21/04 OCWEN FINANCIAL CORP FL 8.01,9.01 10/21/04 OLD DOMINION FREIGHT LINE INC/VA VA 2.02 10/21/04 OMNI ENERGY SERVICES CORP LA 8.01,9.01 10/21/04 OMNICELL INC /CA/ CA 2.02,9.01 10/21/04 OMTOOL LTD DE 2.02 10/21/04 ONLINE RESOURCES CORP DE 1.01,9.01 10/18/04 ONSOURCE CORP DE 2.02,9.01 10/19/04 OPEN SOLUTIONS INC DE 2.02,9.01 10/21/04 OPINION RESEARCH CORP DE 1.01,8.01,9.01 10/21/04 OptimumBank Holdings, Inc. FL 2.02,9.01 10/21/04 ORBITAL SCIENCES CORP /DE/ DE 2.02 10/21/04 Origen Residential Securities, Inc. DE 8.01,9.01 10/15/04 ORPHAN MEDICAL INC MN 2.02 10/20/04 OSI PHARMACEUTICALS INC DE 2.06 10/15/04 OVERSTOCK COM INC UT 2.02,9.01 10/21/04 OWENS & MINOR INC/VA/ VA 2.02,9.01 10/20/04 PACCAR INC DE 2.02,9.01 10/21/04 PACKAGING CORP OF AMERICA 5.02 10/18/04 PACKETEER INC DE 2.02,5.02,9.01 10/21/04 PACTIV CORP DE 8.01,9.01 10/20/04 PALM HARBOR HOMES INC /FL/ FL 2.02,9.01 10/19/04 PARADYNE NETWORKS INC DE 2.02 10/21/04 AMEND PARAMCO FINANCIAL GROUP INC NV 5.02 10/13/04 PARK ELECTROCHEMICAL CORP NY 8.01 10/20/04 PATINA OIL & GAS CORP DE 2.02,9.01 10/19/04 PC CONNECTION INC DE 2.02,9.01 10/21/04 PDF SOLUTIONS INC DE 2.02,7.01,9.01 10/21/04 PEOPLES BANCORP INC OH 2.02,9.01 09/30/04 PEOPLES BANCORP OF NORTH CAROLINA INC NC 2.02,9.01 10/18/04 PEOPLESOFT INC DE 2.02,9.01 10/21/04 PERRY ELLIS INTERNATIONAL INC FL 1.01 10/18/04 PERSISTENCE SOFTWARE INC CA 2.02,9.01 10/21/04 PETROHAWK ENERGY CORP DE 1.01,7.01,9.01 10/13/04 AMEND PHARMACEUTICAL FORMULATIONS INC DE 5.03,8.01,9.01 09/15/04 PLYMOUTH RUBBER CO INC MA 8.01 10/21/04 POLARIS INDUSTRIES INC/MN MN 5.02,9.01 10/21/04 POLYCOM INC DE 2.02 10/21/04 POORE BROTHERS INC DE 7.01 10/19/04 POPE RESOURCES LTD PARTNERSHIP DE 2.02,9.01 09/30/04 PORTFOLIO RECOVERY ASSOCIATES INC DE 7.01,9.01 10/21/04 POTASH CORP OF SASKATCHEWAN INC 2.02 10/21/04 POWERWAVE TECHNOLOGIES INC DE 2.02,9.01 10/21/04 PRECISION OPTICS CORPORATION INC MA 3.01,9.01 10/19/04 PRG SCHULTZ INTERNATIONAL INC GA 2.02,9.01 10/21/04 PRINCETON REVIEW INC DE 2.02,9.01 10/20/04 PRO DEX INC CO 5.03,9.01 10/19/04 PROTECTIVE LIFE CORP DE 8.01,9.01 10/14/04 PROTOCALL TECHNOLOGIES INC NV 9.01 07/22/04 AMEND PROVIDENT BANKSHARES CORP MD 2.02,9.01 10/20/04 PROVIDENT FINANCIAL HOLDINGS INC DE 7.01,9.01 10/21/04 PROVIDENT FINANCIAL HOLDINGS INC DE 2.02,9.01 10/21/04 PS BUSINESS PARKS INC/CA CA 7.01,9.01 10/19/04 PS BUSINESS PARKS INC/CA CA 5.03,8.01,9.01 10/18/04 PSB Holdings, Inc. 2.02,9.01 10/20/04 PUMA Global Trust No. 1 DE 8.01,9.01 09/14/04 QCR HOLDINGS INC DE 2.02,9.01 10/21/04 QLT INC/BC A1 9.01 10/21/04 QNB CORP PA 5.02,9.01 10/21/04 QUINTEK TECHNOLOGIES INC 8.01 10/21/04 RADIAN GROUP INC DE 2.02,9.01 10/20/04 RADIO ONE INC DE 8.01 10/21/04 RALCORP HOLDINGS INC /MO MO 2.03,9.01 10/15/04 RELIANCE STEEL & ALUMINUM CO CA 2.02,9.01 10/21/04 REMEDYTEMP INC CA 7.01,9.01 10/21/04 RESIDENTIAL ASSET MORTGAGE PRODUCTS I DE 8.01,9.01 10/21/04 RESIDENTIAL ASSET SECURITIES CORP DE 8.01,9.01 10/21/04 RESPIRONICS INC DE 2.02 10/21/04 REWARD ENTERPRISES INC 8.01 10/20/04 REWARDS NETWORK INC DE 2.02,9.01 10/21/04 RIMAGE CORP MN 2.02,9.01 10/19/04 RIVERVIEW BANCORP INC WA 2.02,9.01 10/19/04 ROCKWOOD SPECIALTIES GROUP INC 7.01,9.01 10/21/04 ROCKY SHOES & BOOTS INC OH 2.02,9.01 10/21/04 ROGERS CORP MA 2.02,9.01 10/20/04 ROME BANCORP INC DE 8.01 10/20/04 ROTECH HEALTHCARE INC DE 2.02,9.01 10/21/04 ROXIO INC DE 2.05 10/21/04 ROYAL BANCSHARES OF PENNSYLVANIA INC PA 4.01,9.01 10/18/04 RSA SECURITY INC/DE/ DE 2.02,8.01,9.01 10/21/04 RUSS BERRIE & CO INC NJ 1.01,8.01,9.01 10/15/04 S Y BANCORP INC KY 2.02,9.01 10/20/04 SAMSONITE CORP/FL DE 1.01 10/15/04 SBC COMMUNICATIONS INC DE 2.02,9.01 09/30/04 SCHERING PLOUGH CORP NJ 2.02,7.01,9.01 10/21/04 SCM MICROSYSTEMS INC DE 8.01,9.01 10/16/04 SCOTTISH RE GROUP LTD E9 1.01,3.02,9.01 10/17/04 SCP POOL CORP DE 2.02 10/21/04 SEARS ROEBUCK & CO NY 2.02,9.01 10/21/04 SELECTICA INC DE 5.02,9.01 10/21/04 SELECTICA INC DE 2.02,9.01 10/21/04 SEROLOGICALS CORP DE 2.02,9.01 10/20/04 SHENANDOAH TELECOMMUNICATIONS CO/VA/ VA 2.02 10/19/04 SHERWIN WILLIAMS CO OH 2.02,9.01 10/21/04 SHUFFLE MASTER INC MN 8.01 10/21/04 SHURGARD STORAGE CENTERS INC WA 1.01,9.01 10/15/04 SIERRA HEALTH SERVICES INC NV 1.01,2.02,2.03,9.01 10/20/04 SILGAN HOLDINGS INC DE 2.02,9.01 10/21/04 SILICON STORAGE TECHNOLOGY INC CA 3.02,8.01,9.01 10/21/04 SILICON STORAGE TECHNOLOGY INC CA 2.02,9.01 10/20/04 SILICON VALLEY BANCSHARES DE 2.02,9.01 10/21/04 SILVERADO FINANCIAL INC NV 1.02 05/05/04 SIMMONS FIRST NATIONAL CORP AR 2.02 10/21/04 SIMON PROPERTY GROUP L P /DE/ DE 1.01 10/12/04 SIRF TECHNOLOGY HOLDINGS INC 2.02,9.01 10/21/04 SiVault Systems, Inc. NV 1.01 10/19/04 SK TECHNOLOGIES CORP DE 7.01,9.01 10/21/04 SKY FINANCIAL GROUP INC OH 2.02,9.01 10/21/04 SKYWEST INC UT 2.02,9.01 10/21/04 SLM CORP DE 2.02 10/21/04 SONEX RESEARCH INC MD 5.02 10/21/04 SOUTHERN CALIFORNIA EDISON CO CA 8.01,9.01 10/20/04 SOUTHERN CO DE 2.02 10/21/04 SOUTHERN MISSOURI BANCORP INC DE 2.02,9.01 10/20/04 SOUTHTRUST CORP DE 2.02,9.01 10/20/04 SOVEREIGN BANCORP INC PA 8.01,9.01 10/21/04 SPORTSMANS GUIDE INC MN 2.02,9.01 10/20/04 SPRINT CORP KS 2.02,4.02,9.01 10/16/04 ST JOSEPH CAPITAL CORP 8.01 09/30/04 STANCORP FINANCIAL GROUP INC OR 2.02,9.01 10/21/04 STARWOOD HOTEL & RESORTS WORLDWIDE IN MD 2.02,9.01 10/21/04 STATE FINANCIAL SERVICES CORP WI 2.02,9.01 10/19/04 STATION CASINOS INC NV 8.01 10/21/04 STEPAN CO DE 2.02,9.01 10/20/04 STERLING BANCSHARES INC TX 2.02,7.01,9.01 10/21/04 STONERIDGE INC OH 2.02 10/21/04 STREICHER MOBILE FUELING INC FL 2.02,9.01 10/20/04 STRUCTURED ASSET MORT INV INC MORT P DE 8.01,9.01 10/19/04 STRUCTURED ASSET MORT INV INC MORT PS DE 8.01,9.01 10/20/04 STRUCTURED ASSET MORTGAGE INVEST MORT 8.01,9.01 10/20/04 STRUCTURED ASSET SEC CORP II LB UBS C 9.01 10/18/04 STRUCTURED ASSET SEC CORP II LB UBS C 9.01 09/17/04 AMEND STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 04/25/04 AMEND STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 05/25/04 AMEND SUBURBAN PROPANE PARTNERS LP DE 2.02,2.03,9.01 10/21/04 SUMMA INDUSTRIES/ DE 8.01,9.01 10/21/04 SUNGARD DATA SYSTEMS INC DE 2.02,9.01 10/20/04 SUNLINK HEALTH SYSTEMS INC OH 1.01,2.03,8.01,9.01 10/15/04 SUNOCO INC PA 2.02,7.01,9.01 10/21/04 SUNOCO LOGISTICS PARTNERS LP DE 2.02,7.01,9.01 10/21/04 SUNOPTA INC 8.01,9.01 10/21/04 SUPERGEN INC DE 2.02,9.01 10/21/04 SVB FINANCIAL SERVICES INC NJ 2.02,9.01 10/20/04 SYMYX TECHNOLOGIES INC DE 2.02,9.01 10/21/04 SYNAPTICS INC CA 2.02,9.01 10/21/04 SYPRIS SOLUTIONS INC DE 2.02,7.01,9.01 10/21/04 TAUBMAN CENTERS INC MI 1.02,2.05,9.01 10/15/04 TAUBMAN CENTERS INC MI 2.02,9.01 10/21/04 TECHNOLOGY SOLUTIONS COMPANY DE 3.01 10/15/04 TEKELEC CA 8.01,9.01 10/14/04 TELEFLEX INC DE 2.02,9.01 10/20/04 TELEFLEX INC DE 2.02,7.01,9.01 10/21/04 TEMPUR PEDIC INTERNATIONAL INC DE 2.02,7.01,9.01 10/21/04 TENNANT CO MN 2.02,9.01 10/21/04 TEXTRON INC DE 2.02,5.04,9.01 10/02/04 THESTREET COM DE 2.02,9.01 10/21/04 TIDEWATER INC DE 2.02,9.01 10/21/04 TIMBERLAND CO DE 2.02,9.01 10/21/04 TITANIUM METALS CORP DE 8.01,9.01 10/21/04 TNS INC 2.02,7.01,9.01 10/21/04 TOLLGRADE COMMUNICATIONS INC \PA\ PA 2.02,9.01 10/20/04 TRANSCEND SERVICES INC DE 2.02,9.01 10/19/04 TRIKON TECHNOLOGIES INC DE 2.02,9.01 10/21/04 TRIQUINT SEMICONDUCTOR INC DE 2.02,9.01 10/21/04 TRUMP HOTELS & CASINO RESORTS INC DE 1.01,7.01,8.01,9.01 10/21/04 TUESDAY MORNING CORP/DE DE 2.02,7.01,9.01 10/21/04 TUMBLEWEED COMMUNICATIONS CORP DE 2.02,9.01 10/21/04 TWIN DISC INC WI 5.03 10/21/04 TWIN DISC INC WI 5.02 10/21/04 UICI DE 8.01,9.01 10/18/04 ULTRATECH INC DE 2.02,9.01 10/21/04 UMPQUA HOLDINGS CORP OR 2.01,9.01 10/21/04 UNION COMMUNITY BANCORP IN 2.02,9.01 10/20/04 UNION NATIONAL FINANCIAL CORP / PA PA 2.02 09/30/04 UNION PACIFIC CORP UT 2.02,9.01 10/21/04 UNION PACIFIC RAILROAD CO/DE DE 2.02,9.01 10/21/04 UNIT CORP DE 1.01,5.02,9.01 10/19/04 UNITED DEFENSE INDUSTRIES INC DE 2.02,9.01 10/21/04 UNITED DOMINION REALTY TRUST INC MD 8.01,9.01 10/18/04 UNITED PAN AM FINANCIAL CORP CA 4.01,9.01 10/19/04 UNITED STATIONERS INC DE 1.01,5.02,5.03,9.01 10/21/04 UNITED SURGICAL PARTNERS INTERNATIONA DE 7.01,9.01 10/20/04 UNITY BANCORP INC /DE/ DE 2.02,9.01 10/20/04 UNIVERSAL HEALTH REALTY INCOME TRUST MD 2.02,9.01 10/20/04 US BANCORP \DE\ DE 5.02,9.01 10/19/04 USA VIDEO INTERACTIVE CORP WY 1.01,9.01 10/20/04 UST INC DE 2.02,9.01 10/21/04 UTAH MEDICAL PRODUCTS INC UT 8.01 10/21/04 V F CORP PA 2.02,7.01,9.01 10/21/04 V F CORP PA 2.02,7.01,9.01 10/21/04 AMEND VALASSIS COMMUNICATIONS INC DE 2.02 10/21/04 VALLEY FORGE SCIENTIFIC CORP PA 1.01 10/21/04 VASTERA INC DE 2.02,9.01 10/21/04 VAXGEN INC DE 8.01,9.01 10/20/04 VAXGEN INC DE 1.01,3.02,5.02,9.01 10/15/04 VERISITY LTD 2.02 10/21/04 VESTA INSURANCE GROUP INC DE 1.01,9.01 10/15/04 VISION BANCSHARES INC AL 2.01,7.01,9.01 10/21/04 AMEND VISTEON CORP DE 2.02,9.01 10/21/04 VITAL LIVING INC AZ 8.01,9.01 09/30/04 VITALWORKS INC DE 2.05 10/15/04 W HOLDING CO INC PR 2.02,9.01 10/20/04 WABASH NATIONAL CORP /DE DE 2.02,9.01 10/20/04 Wachovia Bank Commercial Mortgage Tru NC 9.01 10/18/04 Wachovia Bank Commercial Mortgage Tru NC 9.01 10/18/04 WACHOVIA COMM MORT SEC INC COM MORT P NC 8.01,9.01 10/15/04 WACHOVIA COMM MORT SEC INC PASS THR C NC 9.01 10/18/04 Wachovia Commercial Mort Pass Thr Cer NC 8.01,9.01 10/18/04 WACHOVIA COMMERCIAL MORT PASS THRU CE NC 8.01,9.01 10/15/04 WACHOVIA COMMERCIAL MORT SEC INC COM NC 8.01,9.01 10/15/04 WACHOVIA COMMERCIAL MORT SEC INC COM NC 8.01,9.01 10/18/04 WACHOVIA COMMERCIAL MORTGAGE SECURITI NC 9.01 10/18/04 WALTER INDUSTRIES INC /NEW/ DE 8.01 10/21/04 WASHINGTON MUTUAL INC WA 2.02,9.01 10/20/04 WASHINGTON TRUST BANCORP INC RI 2.02,9.01 10/21/04 WASTE CONNECTIONS INC/DE DE 7.01 10/21/04 WATSCO INC FL 2.02,9.01 10/21/04 WAUSAU MOSINEE PAPER CORP WI 8.01,9.01 10/21/04 WEATHERFORD INTERNATIONAL LTD D0 2.02,7.01,9.01 10/20/04 WEBEX COMMUNICATIONS INC 2.02,9.01 09/30/04 WEBSTER FINANCIAL CORP DE 2.02,9.01 10/21/04 WELLS FARGO ASSET SECURITIES CORP DE 8.01,9.01 10/19/04 WESBANCO INC WV 2.02,9.01 10/21/04 WESCO INTERNATIONAL INC DE 2.02 10/21/04 WESCO INTERNATIONAL INC DE 8.01 10/21/04 WEST CORP DE 2.02,9.01 10/21/02 WESTAR ENERGY INC /KS KS 1.01,5.02,9.01 10/20/04 WESTMORELAND COAL CO DE 5.03,9.01 10/15/04 WESTPAC SECURITISATION MANAGEMENT PTY 9.01 10/19/04 WHITNEY INFORMATION NETWORK INC CO 8.01 10/21/04 WINTRUST FINANCIAL CORP IL 2.02 10/21/04 WITNESS SYSTEMS INC DE 2.02,9.01 10/21/04 WORONOCO BANCORP INC DE 2.02,9.01 10/21/04 WSI INDUSTRIES INC MN 2.02,8.01,9.01 10/19/04 X RITE INC MI 2.02,9.01 10/21/04 XEROX CORP NY 2.02 10/21/04 XILINX INC DE 2.02,9.01 10/21/04 XTO ENERGY INC DE 1.01,9.01 10/15/04 YORK INTERNATIONAL CORP /DE/ DE 2.02,9.01 10/21/04 ZILOG INC CA 2.02,9.01 10/21/04