SEC NEWS DIGEST Issue 2004-140 July 22, 2004 COMMISSION ANNOUNCEMENTS SEC EXTENDS COMMENT PERIOD FOR PROPOSED REGULATION B, PROVISIONS IMPLEMENTING GRAMM-LEACH-BLILEY BANK BROKER RULES On July 21, the Commission voted to extend for 30 days the comment period on the proposed Regulation B published in the Federal Register on June 30, 2004. This proposed regulation is designed to implement provisions of the Gramm-Leach-Bliley Act of 1999 that delineate the securities activities banks may engage in without registering as brokers under the Securities Exchange Act of 1934. In a letter submitted to the Commission on July 1, seven trade associations representing financial institutions asked the Commission to provide the public with additional time to review, analyze and submit comments on the proposed regulation. In addition, other commenters also requested an additional 30-day period for public comment. The public comment period on the proposed Regulation B will now end Sept. 1, 2004. The scope and comment process for this proposed Regulation B remain as stated in the original Federal Register notice of June 30, 2004, and comments should be received on or before Sept. 1, 2004. (Press Rel. 2004-96) SEC ANNOUNCES INITIATIVE TO ASSESS BENEFITS OF TAGGED DATA IN COMMISSION FILINGS The SEC is assessing the benefits of tagged data and its potential for improving the timeliness and accuracy of financial disclosure and analysis of Commission filings. The Commission will seek public comment on alternative methods and the costs and benefits associated with tagged data. In addition, the Commission will consider a staff proposal to accept voluntary supplemental filings of financial data using eXtensible Business Reporting Language (XBRL). This voluntary program would enable the Commission staff to further investigate the types of data tagging currently available in the marketplace. The Commission may propose a rule this fall that would, if adopted, establish the voluntary program beginning with the 2004 calendar year-end reporting season. SEC Chairman William H. Donaldson said: "This initiative is part of the Commission's broader effort to improve the quality of information available to investors and the marketplace. By working to enhance the Commission's filing and disclosure process through the use of new data formats, including tagged data, the Commission can improve how content is organized and analyzed - improvements that will benefit everyone who utilizes the SEC's public disclosure process." The Commission has continually sought to make its filing, information collection and disclosure processes more useful to the investing public through, among other things, keeping pace with technological change. This initiative is aimed at determining: * the benefits of tagging to reporting quality and efficiency; * the implications of tagging data for filers, investors, the Commission and other market participants; and * the compatibility of existing tag definitions with current disclosure requirements. The Commission's Division of Corporation Finance, Office of the Chief Accountant, Division of Investment Management, and Office of Information Technology are working together on this initiative. Data tagging is gaining prominence as a format for enhancing financial reporting data using eXtensible Mark-Up Language (XML) derivatives, such as XBRL. Tagging provides greater context to data through standard definitions that turn text-based information, such as the filings currently contained in the Commission's EDGAR system, into documents that can be more efficiently and effectively retrieved, searched and analyzed through automated means. Data tags describe information such as items included in financial statements. This enables investors and other marketplace participants to analyze data from different sources and allows for the automatic exchange of financial information across various software platforms, including web services. For further information contact: Matthew Well, Director, Office of Public Affairs, at (202) 942-0020. (Press Rel. 2004-97) STATEMENT CONCERNING SEC TERRORIST ATTACK TRADING INVESTIGATION The National Commission On Terrorist Attacks Upon the United States (the 9-11 Commission) has submitted its final report, which includes its review and conclusions concerning whether any trading in the United States securities markets was based on advance knowledge of the September 11 attacks. The United States Securities and Exchange Commission cooperated fully with the 9-11 Commission and provided information based on the following actions. On Sept. 12, 2001, the Securities and Exchange Commission began an investigation to determine whether there was evidence that anyone who had advance knowledge of the terrorist attacks on September 11 sought to profit from that knowledge by trading in United States securities markets. In the course of that review, we did not develop any evidence suggesting that anyone who had advance knowledge of the September 11 attacks traded on the basis of that information. In the course of our investigation, we examined more than 9.5 million securities transactions that took place during the weeks preceding September 11. Along with the New York Stock Exchange, NASD, the American Stock Exchange, the Chicago Board Options Exchange, the Pacific Exchange, and the Philadelphia Stock Exchange, we reviewed trading in securities and derivative products of 103 companies in six industry groups with trading in seven markets. We also reviewed trading in 32 exchange traded funds and broad and narrow indices. In addition to working with the exchanges and NASD, we worked with criminal law enforcement authorities, including the Department of Justice and the FBI, as well as our regulatory counterparts in the U.S. and abroad. Finally, we sought and obtained information from the legal and compliance departments at securities firms and other financial institutions to determine whether any unusual trading activity had been observed by their staffs in the period prior to Sept. 11, 2001. (Press Rel. 2004-98) ENFORCEMENT PROCEEDINGS IN THE MATTER OF RONALD BROUILLETTE On July 21, the Commission issued an Order Instituting Public Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 (Exchange Act) against Ronald D. Brouillette (Brouillette). The Division of Enforcement (Division) alleges that on July 1, Brouillette was enjoined by the U.S. District Court for the District of Columbia from future violations of Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933 and Sections 10(b) and 15(a) of the Exchange Act and Rule 10b-5 thereunder. The Commission filed its complaint against Brouillette and others on Sept. 25, 2003. The Division alleges that the complaint in the underlying injunctive action alleged that Brouillette was involved in a fraudulent pump and dump scheme to sell the securities of Pay Pop, Inc., a now defunct company, to the market. The complaint alleged, among other things, that Brouillette, as a broker at Centex Securities, set up accounts in the name of Pay Pop principals, as well as nominee accounts based on false information, and effected trades between these accounts to create the appearance of genuine demand for Pay Pop stock. The complaint further alleged that Brouillette drafted the trade or transfer authorizations required by his firm's clearing broker, and secured the required nominee signatures, knowing that these would be forged by, or at the direction of, one of the Pay Pop principals. The complaint also alleged that Brouillette was active in assuring that there were buyers for Pay Pop stock by making false representations to his customers or by omitting material information, in addition to making numerous baseless assurances of quick gains to encourage customer purchases of Pay Pop stock, and making unauthorized trades in his clients' accounts in pay pop stock. The complaint further alleged that Brouillette never disclosed to customers to whom he sold Pay Pop stock that he was simultaneously selling millions of Pay Pop shares on behalf of Pay Pop principals or for his own benefit. A hearing will be scheduled before an administrative law judge to determine whether the allegations contained in the Order are true, to provide the Respondent an opportunity to dispute these allegations, and to determine what remedial sanctions, if any, are appropriate. The Commission directed that an administrative law judge shall issue an initial decision no later than 210 days from the date of service of this order. (Rel. 34-50051; File No. 3-11552) IN THE MATTER OF ALNOOR JIWAN On July 21, the Commission issued an Order Instituting Public Administrative Proceedings Pursuant to Section 17A of the Securities Exchange Act of 1934 (Exchange Act) against Alnoor Jiwan (Jiwan). The Division of Enforcement (Division) alleges that on July 1, Jiwan was enjoined by the U.S. District Court for the District of Columbia from future violations of Sections 5 and 17(a) of the Securities Act of 1933 (Securities Act) and Section 10(b) of the Exchange Act and Rule 10b-5 thereunder. The Commission filed its complaint against Jiwan and others on Sept. 25, 2003. The Division also alleges that the complaint in the underlying injunctive action alleged that Jiwan was involved in a fraudulent pump and dump scheme to sell securities in Pay Pop, Inc., a now defunct company. The complaint alleged, among other things, that Jiwan accepted a series of bribes in exchange for which he agreed to have his employer, CIBC Mellon Trust Company (CIBC Mellon), serve as Pay Pop's transfer agent and issue Pay Pop stock, neither registered with the Commission nor exempt from registration, without restrictive legends as part of a pump and dump scheme. The complaint further alleged that Jiwan was advised by a Pay Pop principal that the company's former transfer agent would not agree to issue Pay Pop stock certificates without restrictive legends unless the stock was registered with the Commission or unless it received an attorney opinion letter confirming that the shares were exempt from registration, as required by United States law. Jiwan accepted bribes in the form of Pay Pop stock, placed in the name of a nominee in an effort to evade detection, in exchange for which Jiwan agreed that he would not require there to be a registration statement in effect for Pay Pop, or proof of any exemption from such registration for CIBC Mellon to issue legend-free Pay Pop stock. The complaint further alleged that, as a result, CIBC Mellon issued legend-free stock certificates representing at least 75 million shares of Pay Pop stock, which Pay Pop principals and others then sold on the open market. A hearing will be scheduled before an administrative law judge to determine whether the allegations contained in the Order are true, to provide the Respondent an opportunity to dispute these allegations, and to determine what remedial sanctions, if any, are appropriate. The Commission directed than an administrative law judge shall issue an initial decision no later than 210 days from the date of service of the Order Instituting Proceedings. (Rel. 34-50052; File No. 3-11553) IN THE MATTER OF MICHAEL TABER On July 21, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Rule 102(e) of the Commission's Rules of Practice, Making Findings, and Imposing Remedial Sanctions (Order) against Michael H. Taber, CPA. The Commission's Order was based upon the entry of a final judgment, dated June 7, 2004, by the Honorable Kimba M. Wood of the U.S. District Court for the Southern District of New York, which among other things, enjoined Taber from violating the antifraud provisions of the federal securities laws. The Commission's complaint alleged that Taber was the chief financial officer and a vice president of Del Global Technologies, Inc. (Del) and participated in a fraudulent accounting scheme, in contravention of Generally Accepted Accounting Principles, that materially overstated Del's revenues for every fiscal quarter from 1997 through 2000. The complaint further alleged that Taber misled Del's outside accountants by, among other things, directing the creation of phony invoices and credit memos. Based on the above, the Order suspends Taber from appearing or practicing before the Commission as an accountant. Taber consented to both the entry of the final judgment and the issuance of the Order without admitting or denying the allegations in the civil injunctive action. (Rel. 34-50053; AAE Rel. 2057; File No. 3-11554) SEC SUES EMISSION CONTROLS CORPORATION AND ITS PRESIDENT AND CEO FOR FRAUD The Commission announced today that it filed a complaint in the U.S. District Court for the Southern District of Florida against Emission Controls Corporation and Syd Cooke, its President and CEO, for violating the antifraud provisions of the federal securities laws by falsely claiming to have developed a device that could decrease harmful emissions while increasing vehicle fuel efficiency. According to the Commission's complaint, in a December 2002 demonstration, Cooke used manipulated test results to convince a group of investors and stockbrokers that the device was capable of lowering vehicle emissions to near-zero levels, and that, based on the test results, Cooke and Emission Controls issued a fraudulent Jan. 3, 2003, press release falsely claiming the device could increase fuel efficiency while decreasing harmful emissions. The complaint seeks an injunction, civil monetary penalty, and an order of disgorgement against Emission Controls for violations of Section 10(b) of the Exchange Act and Exchange Act Rule 10b-5. It seeks an injunction, officer and director bar, civil monetary penalty, and order of disgorgement against Cooke for his violations of Section 10(b) and Rule 10b-5. Previously, the Commission had ordered a ten-day trading suspension in Emission Controls securities because of questions that had been raised about the accuracy and adequacy of publicly disseminated information concerning, among other things, Emission Controls' products and business prospects. [SEC v. Emission Controls Corporation and Syd Cooke, USDC SDFL, Civil Action No. 04-14195-CIV-GRAHAM/LYNCH)] (LR-18788) SELF-REGULATORY ORGANIZATIONS PROPOSED RULE CHANGES The National Association of Securities Dealers filed a proposed rule change (SR-NASD-2004-102) to establish a fee for Company Profile Reports of OTCBB issuers. Publication of the proposal is expected in the Federal Register during the week of July 26. (Rel. 34-50037) The New York Stock Exchange filed a proposed rule change (SR-NYSE-2004- 32) and Amendment No. 1 thereto under Section 19(b)(1) of the Securities Exchange Act of 1934 relating to NYSE Liquidity QuoteSM Exhibit C. Publication of the proposal is expected in the Federal Register during the week of July 26. (Rel. 34-50040) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE The National Association of Securities Dealers filed a proposed rule change (SR-NASD-2004-106) to extend the pilot program modifying fees and credits for orders and quotes executed in the Nasdaq Closing Cross. The proposed rule change has become effective immediately 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 July 26. (Rel. 34-50038) WITHDRAWAL SOUGHT A notice has been issued giving interested persons until Aug. 12, 2004, to comment on the application of Universal Display Corporation to withdraw its common stock, $.01 par value, from listing and registration on the Philadelphia Stock Exchange. (Rel. 34-50049) 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 TRINITY INDUSTRIES INC, 2525 STEMMONS FREEWAY, DALLAS, TX, 75207-2401, 214-631-4420 - 0 ($300,000,000.00) Non-Convertible Debt, (File 333-117526 - Jul. 21) (BR. 05) S-1 ORMAT TECHNOLOGIES, INC., 980 GREG STREET, SPARKS, NV, 89431, 775-356-9029 - 0 ($115,000,000.00) Equity, (File 333-117527 - Jul. 21) (BR. 02) S-1 DreamWorks Animation, Inc., GRANDVIEW BUILDING, 1000 FLOWER STREET, GLENDALE, CA, 91201, (818) 695-5000 - 0 ($650,000,000.00) Equity, (File 333-117528 - Jul. 21) (BR. 05) F-3 BOS BETTER ONLINE SOLUTIONS LTD, 1,190,228 ($4,079,949.00) Other, (File 333-117529 - Jul. 21) (BR. 03) S-3 HORTON D R INC /DE/, 1901 ASCENSION BLVD, STE 100, ARLINGTON, TX, 76006, 8178568200 - 0 ($1,915,000,000.00) Other, (File 333-117531 - Jul. 21) (BR. 06) SB-2 STRONGHOLD TECHNOLOGIES INC, 777 TERRACE AVE, HASBROUCK HEIGHTS, NJ, 07604, 2017271464 - 28,050,000 ($6,553,500.00) Equity, (File 333-117532 - Jul. 21) (BR. 03) S-8 PARALLEL PETROLEUM CORP, 1004 N. BIG SPRING, SUITE 400, MIDLAND, TX, 79701, 9156843727 - 0 ($2,655,000.00) Equity, (File 333-117533 - Jul. 21) (BR. 04) S-3 ATWOOD OCEANICS INC, 15835 PARK TEN PL DR, SUITE 200, HOUSTON, TX, 77084, 2817497845 - 3,000,000 ($129,720,000.00) Equity, (File 333-117534 - Jul. 21) (BR. 04) S-8 TRW AUTOMOTIVE HOLDINGS CORP, 0 ($30,577,500.00) Equity, (File 333-117535 - Jul. 21) (BR. 05) S-8 AFFILIATED COMPUTER SERVICES INC, 2828 N HASKELL AVE, PO BOX 219002, DALLAS, TX, 75204, 2148416111 - 0 ($5,051,150.00) Equity, (File 333-117536 - Jul. 21) (BR. 03) S-8 UNITED MOBILE HOMES INC, 3499 ROUTE 9 N, SUITE 3-C, JUNIPER BUSINESS PLAZA, FREEHOLD, NJ, 07728, 7325779997 - 1,500,000 ($21,257,050.00) Equity, (File 333-117538 - Jul. 21) (BR. 08) F-6 PHYTOPHARM PLC, CORPUS CHRISTI HOUSE, 9 WEST STREET, GODMANCHESTER, COMBS PE29 2HY, X0, 00000, 10,000,000 ($500,000.00) ADRs/ADSs, (File 333-117539 - Jul. 21) (BR. ) S-8 RAINDANCE COMMUNICATIONS INC, 1157 CENTURY DR, LOUISVILLE, CO, 80027, 8008787326 - 0 ($10,318,992.32) Equity, (File 333-117540 - Jul. 21) (BR. 37) S-8 COFFEE PACIFICA INC, P O BOX 95012, VANCOUVER BC, A1, V6P 6V4, 6042748004 - 1,000,000 ($250,000.00) Equity, (File 333-117541 - Jul. 21) (BR. 09) S-8 CALLIDUS SOFTWARE INC, 160 WEST SANTA CLARA STREET, 15TH FLOOR, SAN JOSE, CA, 95113, 0 ($7,344,984.80) Equity, (File 333-117542 - Jul. 21) (BR. 03) S-3 NAVISITE INC, 400 MINUTEMAN RD, ANDOVER, MA, 01810, 9786828300 - 0 ($10,890,000.00) Equity, (File 333-117543 - Jul. 21) (BR. 08) S-3 INTERNATIONAL ASSETS HOLDING CORP, 220 CENTRAL PARKWAY, SUITE 2060, ALTAMONTE SPRINGS, FL, 32701, 407-741-5334 - 4,518,578 ($38,588,656.12) Equity, (File 333-117544 - Jul. 21) (BR. 07) S-8 NAVISITE INC, 400 MINUTEMAN RD, ANDOVER, MA, 01810, 9786828300 - 0 ($10,890,000.00) Equity, (File 333-117545 - Jul. 21) (BR. 08) S-3 LA QUINTA CORP, 909 HIDDEN RIDGE, STE 600, IRVING, TX, 75038, 2144926600 - 0 ($87,870,697.64) Equity, (File 333-117546 - Jul. 21) (BR. 08) S-8 BLYTH INC, ONE EAST WEAVER STREET, GREENWICH, CT, 06831, 2036611926 - 3,373,526 ($103,400,630.00) Equity, (File 333-117547 - Jul. 21) (BR. 06) S-4 IMCO RECYCLING INC, 5215 N OCONNOR BLVD, SUITE 1500, IRVING, TX, 75039, 9724017200 - 0 ($172,784,240.00) Equity, (File 333-117548 - Jul. 21) (BR. 06) S-3 MTM Technologies, Inc., 614 CORPORATE WY, VALLEY COTTAGE, NY, 10989, 9142685000 - 12,337,016 ($19,739,225.44) Equity, (File 333-117549 - Jul. 21) (BR. 03) S-3 DEVELOPERS DIVERSIFIED REALTY CORP, 3300 ENTERPRISE PARKWAY, BEACHWOOD, OH, 44122, 2167555500 - 936,400,000 ($936,400,000.00) Unallocated (Universal) Shelf, (File 333-117550 - Jul. 21) (BR. 08) S-3 SEROLOGICALS CORP, 5655 SPALDING DRIVE, 5655 SPALDING DRIVE, NORCROSS, GA, 30092, 4042965595 - 0 ($300,000,000.00) Debt Convertible into Equity, (File 333-117551 - Jul. 21) (BR. 01) S-3 FIRST ADVANTAGE CORP, ONE PROGRESS PLAZA STE 2400, STE 2400, ST PETERSBURG, FL, 33701, 7272143411 - 0 ($5,247,270.00) Equity, (File 333-117552 - Jul. 21) (BR. 08) SB-2 HUMAN BIOSYSTEMS INC, 1127 HARKER AVE, PALO ALTO, CA, 94301, 6503230943 - 38,000,000 ($5,320,000.00) Equity, (File 333-117553 - Jul. 21) (BR. 01) S-8 COHU INC, 12367 CROSTHWAITE CIRCLE, POWAY, CA, 92064-6817, 858-848-8100 - 1,000,000 ($15,710,000.00) Equity, (File 333-117554 - Jul. 21) (BR. 36) S-3 BELL MICROPRODUCTS INC, 1941 RINGWOOD AVE, SAN JOSE, CA, 95131-1721, 4084519400 - 0 ($2,775,014.92) Equity, (File 333-117555 - Jul. 21) (BR. 36) S-4 TEXAS UNITED BANCSHARES INC, P.O. BOX B, LA GRANGE, TX, 78945, 9799687261 - 0 ($19,394,788.00) Equity, (File 333-117556 - Jul. 21) (BR. 07) 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 ------------------------------------------------------------------------------------------------ 3D SYSTEMS CORP DE X 07/21/04 A C MOORE ARTS & CRAFTS INC PA X 07/21/04 AAON INC NV X 07/20/04 ACADIA REALTY TRUST MD X X 07/21/04 ACTEL CORP CA X 07/21/04 ACTIVISION INC /NY DE X X 07/21/04 ADESA INC X X 07/21/04 ADVANCE AUTO PARTS INC DE X X 07/21/04 AEP TEXAS CENTRAL CO TX X X 07/21/04 AERO MARINE ENGINE INC NV X 07/07/04 AERO MARINE ENGINE INC NV X 07/07/04 AFFYMETRIX INC DE X X 07/21/04 AGERE SYSTEMS INC DE X X 07/21/04 ALEXION PHARMACEUTICALS INC DE X X 07/20/04 ALFA CORP DE X 07/21/04 ALLETE INC MN X 07/21/04 ALLIANCE DATA SYSTEMS CORP DE X 07/21/04 ALLIANCE FINANCIAL CORP /NY/ NY X X 07/21/04 ALLIANT TECHSYSTEMS INC DE X 07/21/04 ALLIED HEALTHCARE INTERNATIONAL INC NY X X 07/21/04 ALTERA CORP DE X 07/21/04 AMBASSADORS GROUP INC DE X X 07/19/04 AMERICA WEST HOLDINGS CORP DE X 07/21/04 AMERICAN AIRLINES INC DE X 07/21/04 AMERICAN BANK INC PA X X 07/21/04 AMERICAN FINANCIAL GROUP INC OH X X 06/30/04 AMERICAN MEDICAL ALERT CORP NY X 07/21/04 AMERICAN NATIONAL BANKSHARES INC VA X 06/30/04 AMERICAN RIVER BANKSHARES CA X X 07/20/04 AMERIQUEST MORTGAGE SECURITIES INC AS DE X X 06/30/04 AMERIQUEST MORTGAGE SECURITIES INC AS DE X X 06/30/04 AMPHENOL CORP /DE/ DE X X 07/21/04 AMR CORP DE X 07/21/04 APPLE REIT SIX INC X X 07/07/04 APPLIED FILMS CORP CO X X X 07/21/04 APPLIED INNOVATION INC DE X X X 07/21/04 AQUILA INC DE X X 07/20/04 ARCTIC CAT INC MN X 07/21/04 ARIBA INC DE X 07/21/04 ARMANINO FOODS OF DISTINCTION INC /CO CO X X 07/21/04 ARRHYTHMIA RESEARCH TECHNOLOGY INC /D DE X 05/07/04 AMEND ARTHROCARE CORP DE X X 07/20/04 ASCENDANT SOLUTIONS INC DE X 05/12/04 AMEND ASCENTIAL SOFTWARE CORP DE X 07/21/04 ASHWORTH INC DE X X 07/06/04 ASPECT MEDICAL SYSTEMS INC DE X 07/21/04 ASPENBIO INC CO X 07/20/04 ASPENBIO INC CO X 07/20/04 ASPENBIO INC CO X 07/20/04 ASSET BACKED SECURITIES CORP DE X 07/21/04 ASTEC INDUSTRIES INC TN X 06/30/04 AT&T WIRELESS SERVICES INC DE X X X 07/21/04 ATHEROS COMMUNICATIONS INC DE X 07/21/04 ATMEL CORP DE X X 07/21/04 ATMI INC DE X X 07/21/04 AXT INC DE X X 07/21/04 AZTAR CORP DE X X 07/21/04 BANC OF AMERICA COMMERCIAL MORT PASS DE X X 07/12/04 BANC OF AMERICA MORTGAGE SECURITIES I DE X X 07/20/04 BANC OF AMERICA MORTGAGE SECURITIES I DE X X 07/19/04 BANK OF AMERICA MORT SEC INC MORT PAS DE X X 07/20/04 BANK OF NEW YORK CO INC NY X X 06/30/04 BANKUNITED FINANCIAL CORP FL X X 07/21/04 BAR HARBOR BANKSHARES ME X X 07/21/04 BEAR STEARNS COMMERCIAL MORTGAGE SEC DE X X 07/12/04 BEAR STEARNS COMMERCIAL MORTGAGE SECU DE X X 07/12/04 BENTHOS INC MA X X 07/20/04 BERKSHIRE HILLS BANCORP INC X 07/21/04 BHA GROUP INC DE X X 07/21/04 BIOANALYTICAL SYSTEMS INC IN X X 07/14/04 BIOCRYST PHARMACEUTICALS INC DE X X 07/21/04 BIOLASE TECHNOLOGY INC DE X X 07/16/04 BIOLASE TECHNOLOGY INC DE X X 07/19/04 BJ SERVICES CO DE X X 07/01/04 BOSTON COMMUNICATIONS GROUP INC MA X 07/21/04 BRALORNE MINING CO NV X 07/19/04 BRIDGE STREET FINANCIAL INC NY X X 07/19/04 BROADVISION INC DE X 07/21/04 BROOKTROUT INC MA X 07/21/04 BUILDING MATERIALS CORP OF AMERICA DE X 07/20/04 BULL RUN CORP GA X X 07/21/04 C H ROBINSON WORLDWIDE INC DE X X 07/20/04 C-Bass Mtg Ln As Bk Cert Ser 2004-CB4 DE X X 07/07/04 C-COR INC PA X X 07/16/04 CADENCE DESIGN SYSTEMS INC DE X 07/21/04 CALLIDUS SOFTWARE INC X X X 07/21/04 CAPITAL ONE FINANCIAL CORP DE X X X X 07/21/04 CAPITAL ONE FINANCIAL CORP DE X 07/21/04 CAPITAL TRUST INC MD X X 07/21/04 CARACO PHARMACEUTICAL LABORATORIES LT MI X X 07/20/04 CARBO CERAMICS INC DE X X 07/21/04 CARDINAL FINANCIAL CORP VA X 07/14/04 CASCADE FINANCIAL CORP DE X X 07/20/04 CENDANT CORP DE X X X 07/20/04 CENTERPOINT PROPERTIES TRUST MD X X 07/20/04 CERNER CORP /MO/ DE X X 07/21/04 CH ENERGY GROUP INC NY X X X 06/30/04 CHASE CREDIT CARD MASTER TRUST NY X X 07/15/04 CHASE MANHATTAN BANK /NY/ NY X X 07/15/04 CHEETAH OIL & GAS LTD. NV X X 07/20/04 CHIRON CORP DE X 07/21/04 CHOLESTECH CORPORATION CA X X 07/21/04 CHURCHILL DOWNS INC KY X X 06/30/04 CIMAREX ENERGY CO DE X X 07/21/04 CIRRUS LOGIC INC DE X X 06/26/04 Citigroup Commercial Mortgage Trust 2 DE X 07/16/04 CITIGROUP GLOBAL MARKETS HOLDINGS INC NY X 07/21/04 CITRIX SYSTEMS INC DE X 07/21/04 CLOVER LEAF FINANCIAL CORP DE X X 05/10/04 CNET NETWORKS INC DE X X 07/14/04 CNF INC DE X X 07/21/04 COACHMEN INDUSTRIES INC IN X X 07/21/04 COLGATE PALMOLIVE CO DE X X 06/21/04 COLONIAL PROPERTIES TRUST AL X 07/20/04 COLUMBIA SPORTSWEAR CO OR X 07/21/04 COMMERCE ONE INC / DE/ DE X 07/15/04 COMMERCIAL MORTGAGE PASS THROUGH CERT DE X X 07/16/04 COMMONWEALTH INDUSTRIES INC/DE/ DE X 07/21/04 COMMUNITY CAPITAL CORP /SC/ SC X X 07/21/04 COMMUNITY HEALTH SYSTEMS INC DE X 07/21/04 COMMUNITY SHORES BANK CORP MI X X 07/20/04 CONVERGYS CORP OH X X 07/21/04 COOPERATIVE BANKSHARES INC NC X X 07/21/04 CORILLIAN CORP OR X X 07/21/04 COSTAR GROUP INC DE X 07/20/04 COVENANT TRANSPORT INC NV X X 06/30/04 COX COMMUNICATIONS INC /DE/ DE X 07/16/04 CROMPTON CORP DE X X 07/21/04 CROMPTON CORP DE X X 07/21/04 CROSS A T CO RI X 07/21/04 CRUSADE GLOBAL TRUST NO 1 OF 2001 X X 07/20/04 CRUSADE GLOBAL TRUST NO 1 OF 2003 X X 07/19/04 CRUSADE GLOBAL TRUST NO 1 OF 2004 X X 07/16/04 CSFB Mortgage-Backed Pass-Through Cer DE X 07/21/04 CTS CORP IN X X 07/20/04 CWALT INC X X 05/28/04 CWALT INC X X 03/30/04 CWMBS INC DE X X 04/29/04 DAIMLERCHRYSLER SERVICES NORTH AMERIC MI X X 07/19/04 DANA CORP VA X X X 07/21/04 DECRANE AIRCRAFT HOLDINGS INC DE X 07/20/04 DECRANE HOLDINGS CO DE X 07/20/04 DIAMOND OFFSHORE DRILLING INC DE X X 07/21/04 DIAMOND OFFSHORE DRILLING INC DE X X 07/21/04 AMEND DIEBOLD INC OH X X 07/21/04 DIGITAL RECORDERS INC NC X 07/21/04 DIGITAL RIVER INC /DE DE X 07/21/04 DIVERSIFIED SECURITY SOLUTIONS INC DE X X 07/20/04 DUPONT PHOTOMASKS INC DE X X 07/21/04 DURATEK INC DE X 07/21/04 DURECT CORP DE X X 07/21/04 EAGLE BROADBAND INC TX X 07/20/04 EAST PENN FINANCIAL CORP X X 07/21/04 EASTMAN KODAK CO NJ X X 07/21/04 EBAY INC DE X X 07/21/04 ECHOSTAR COMMUNICATIONS CORP NV X 07/21/04 ECHOSTAR DBS CORP CO X 07/21/04 ELECTRONICS FOR IMAGING INC DE X X 07/21/04 EMPIRE PETROLEUM CORP DE X X 07/21/04 EMPIRE RESORTS INC DE X X 07/20/04 EQUIFIRST MORTGAGE LOAN TRUST 2004-2 DE X X 07/21/04 EQUITY ONE ABS INC DE X X 07/12/04 ERESEARCHTECHNOLOGY INC /DE/ DE X X 07/21/04 ESSEX CORPORATION VA X X 07/21/04 EVERTRUST FINANCIAL GROUP INC WA X X 07/20/04 EXACTECH INC FL X X X 07/21/04 EZCORP INC DE X X 07/20/04 F5 NETWORKS INC WA X X 07/21/04 FACEPRINT GLOBAL SOLUTIONS INC WY X X 06/03/04 AMEND FEDERAL NATIONAL MORTGAGE ASSOCIATION X X 07/21/04 FIBERSTARS INC /CA/ CA X 07/21/04 FIDELITY BANKSHARES INC DE X X 07/20/04 FIDELITY SOUTHERN CORP GA X X 07/19/04 FIRST DATA CORP DE X 07/21/04 FIRST FINANCIAL BANCORP /CA/ CA X X 07/20/04 FIRST HORIZON NATIONAL CORP TN X X 07/20/04 FIRST HORIZON NATIONAL CORP TN X X 07/21/04 FIRST INDIANA CORP IN X X 07/21/04 FIRST MARINER BANCORP MD X X 07/20/04 FIRST MERCHANTS CORP IN X X 06/30/04 FIRST MIDWEST BANCORP INC DE X X 07/21/04 FIRST NATIONAL CORP /VA/ VA X 07/19/04 FIRST NATIONAL FUNDING LLC NE X 07/15/04 FIRST OAK BROOK BANCSHARES INC DE X X 07/21/04 FIRST SOUTH BANCORP INC /VA/ VA X X 07/21/04 FIRST SOUTH BANCORP INC /VA/ VA X X 06/25/04 AMEND FIRST UNION COM MOR SEC INC COM MOR P NY X X 07/18/04 FIRST UNION COMM MORT TRUST COMM MOR NY X X 06/18/04 FIRST UNION COMM MORT TRUST COMM MOR NY X X 06/18/04 FIRST UNION COMM MORT TRUST COMM MOR NY X X 07/16/04 FIRST UNION COMM MORT TRUST COMM MOR NY X X 07/16/04 FIRST UNION COMMERCIAL MORTGAGE PASS NC X X 07/18/04 FIRST UNION NATIONAL BANK COM MORT PA NC X X 07/19/04 FIRSTBANK NW CORP WA X X 07/21/04 FIRSTBANK NW CORP WA X 07/21/04 FLEMING COMPANIES INC /OK/ OK X X 07/20/04 FLORIDA COMMUNITY BANKS INC FL X 07/21/04 FLORIDA ROCK INDUSTRIES INC FL X X X 07/21/04 FLUSHING FINANCIAL CORP DE X X 06/30/04 FNB CORP/FL/ FL X X 07/21/04 FNB FINANCIAL SERVICES CORP NC X 07/20/04 FOOTHILL INDEPENDENT BANCORP DE X X 07/19/04 FORWARD INDUSTRIES INC NY X X 07/21/04 FOSTER L B CO PA X 07/21/04 FRANKLIN AUTO TRUST 2003-2 DE X X 06/30/04 FREESCALE SEMICONDUCTOR INC DE X X 07/20/04 FSF FINANCIAL CORP MN X X 07/20/04 GE COMMERCIAL MORT CORP PASS THR CERT DE X X 07/19/04 GENCORP INC OH X X 07/19/04 GENERAL DYNAMICS CORP DE X X 07/21/04 GENERAL DYNAMICS CORP DE X 07/21/04 GENERAL MOTORS ACCEPTANCE CORP DE X 07/21/04 GENERAL MOTORS CORP DE X 07/21/04 GENERAL MOTORS CORP DE X 07/21/04 GENLYTE GROUP INC DE X X 07/20/04 GEORGIA BANCSHARES INC// GA X X 07/21/04 GETTY IMAGES INC DE X X 07/21/04 GIGA TRONICS INC CA X X X 07/20/04 GLOBAL PAYMENTS INC GA X X 07/21/04 GLOBIX CORP DE X X 07/19/04 GOLDEN WEST FINANCIAL CORP /DE/ DE X 07/20/04 GOLDMAN SACHS GROUP INC/ DE X 07/21/04 GOODYEAR TIRE & RUBBER CO /OH/ OH X X X 07/21/04 GREATER BAY BANCORP CA X 07/21/04 GREENHILL & CO INC X X 07/21/04 GREENPOINT MORTGAGE SECURITIES LLC DE X X 06/29/04 GS MORTGAGE SECURITIES CORP DE X 07/21/04 GS MORTGAGE SECURITIES CORP DE X 07/19/04 GS MORTGAGE SECURITIES CORP II DE X X 07/19/04 GULFTERRA ENERGY PARTNERS L P DE X X 07/21/04 HARD ROCK HOTEL INC NV X 07/20/04 HARLEYSVILLE SAVINGS FINANCIAL CORP X X 07/21/04 HARRAHS ENTERTAINMENT INC DE X X 07/21/04 HARRINGTON WEST FINANCIAL GROUP INC/C X X 07/21/04 HEALTH CARE REIT INC /DE/ DE X 07/20/04 HEALTHCARE REALTY TRUST INC MD X X 07/19/04 AMEND HEALTHCARE SERVICES GROUP INC PA X 07/20/04 HERBST GAMING INC NV X X 07/20/04 HERITAGE COMMERCE CORP CA X 07/20/04 HIBERNIA CORP LA X X 07/21/04 HOMEBANC CORP GA X X 07/19/04 HONDA AUTO REC 2003-3 OWNER TRUST DE X X 06/30/04 HONDA AUTO REC 2003-4 OWNER TRUST DE X X 06/30/04 HONDA AUTO REC 2003-5 OWNER TRUST DE X X 06/30/04 HONDA AUTO RECEIVABLES 2001-2 OWNER T DE X X 06/30/04 HONDA AUTO RECEIVABLES 2001-3 OWNER T DE X X 06/30/04 HONDA AUTO RECEIVABLES 2002-1 OWNER T X X 06/30/04 HONDA AUTO RECEIVABLES 2002-2 OWNER T X X 06/30/04 HONDA AUTO RECEIVABLES 2002-3 OWNER T X X 06/30/04 HONDA AUTO RECEIVABLES 2002-4 OWNER T X X 06/30/04 HONDA AUTO RECEIVABLES 2003-1 OWNER T X X 06/30/04 HONDA AUTO RECEIVABLES 2004-1 OWNER T DE X X 06/30/04 Honda Auto Receivables 2004-2 Owner T CA X X 06/30/04 HONDA RECEIVABLES CORP AUTO REC 2003 DE X X 06/30/04 HONEYWELL INTERNATIONAL INC DE X 07/21/04 HOST MARRIOTT CORP/ MD X X 07/21/04 HUDSON CITY BANCORP INC DE X X 07/21/04 HYPERION SOLUTIONS CORP DE X X X 07/21/04 IBASIS INC DE X X 07/21/04 ILEX ONCOLOGY INC DE X X 07/21/04 ILLINOIS TOOL WORKS INC DE X X 06/03/04 IMATION CORP DE X 07/21/04 IMCLONE SYSTEMS INC/DE DE X 07/21/04 IMCLONE SYSTEMS INC/DE DE X X 07/21/04 IMMUCOR INC GA X 05/31/04 INFOSPACE INC DE X X 06/03/04 AMEND INKSURE TECHNOLOGIES INC NV X X 07/21/04 INLAND WESTERN RETAIL REAL ESTATE TRU MD X X 07/13/04 INSIGNIA SYSTEMS INC/MN MN X X X 07/21/04 INSWEB CORP DE X X X 07/21/04 INTEGRATED ENVIRONMENTAL TECHNOLOGIES DE X X 07/16/04 INTER TEL INC AZ X X 07/20/04 INTERCHANGE FINANCIAL SERVICES CORP / NJ X X 07/21/04 INTERLAND INC /MN/ MN X X X 07/20/04 INTERNATIONAL THOROUGHBRED BREEDERS I DE X X 07/06/04 INTERNET SECURITY SYSTEMS INC/GA DE X 07/21/04 INTERSTAR MILLENNIUM SERIES 2002-1G T X X 07/21/04 INTERWOVEN INC CA X X 07/21/04 INVITROGEN CORP DE X X 07/21/04 IPC HOLDINGS LTD X 07/20/04 ISLAND PACIFIC INC DE X 07/01/04 ISOLAGEN INC DE X 07/21/04 J P MORGAN CHASE & CO DE X X X X 07/21/04 J P MORGAN CHASE & CO DE X X 07/21/04 JAMESON INNS INC GA X X 07/21/04 JOHNSON CONTROLS INC WI X X X X 07/19/04 JONES LANG LASALLE INC MD X X 07/21/04 K2 INC DE X 07/21/04 KEANE INC MA X 07/21/04 KEANE INC MA X 07/21/04 KEMET CORP DE X 07/21/04 KEMET CORP DE X 07/21/04 AMEND KERR MCGEE CORP /DE DE X X 07/21/04 KEY ENERGY SERVICES INC MD X X X 07/16/04 KINDER MORGAN ENERGY PARTNERS L P DE X X 06/30/04 KINDER MORGAN INC KS X X 06/30/04 KINTERA INC X X 07/20/04 KNIGHT TRADING GROUP INC DE X X 07/21/04 KNIGHT TRADING GROUP INC DE X X 07/21/04 KONTRON MOBILE COMPUTING INC MN X 07/21/04 KULICKE & SOFFA INDUSTRIES INC PA X X 07/21/04 LABOR READY INC WA X 07/21/04 LAKES ENTERTAINMENT INC MN X X 07/20/04 LAM RESEARCH CORP DE X X 07/21/04 LANDEC CORP \CA\ CA X X 07/21/04 LASALLE HOTEL PROPERTIES MD X X 07/21/04 LAWRENCE FINANCIAL HOLDINGS INC MD X X 07/21/04 LBI MEDIA HOLDINGS INC X 07/20/04 LEAPFROG ENTERPRISES INC X X 07/21/04 LEESPORT FINANCIAL CORP PA X X 07/20/04 LEGGETT & PLATT INC MO X 07/21/04 LIBERATE TECHNOLOGIES DE X X 07/20/04 LIBERTY MEDIA CORP /DE/ DE X 07/21/04 LIFE PARTNERS HOLDINGS INC TX X 07/21/04 LINEAR TECHNOLOGY CORP /CA/ DE X X 07/20/04 LINENS N THINGS INC DE X 07/21/04 LOGISTICS MANAGEMENT RESOURCES INC CO X X 07/07/04 LONE STAR TECHNOLOGIES INC DE X 07/21/04 LTC PROPERTIES INC MD X 07/21/04 LUCENT TECHNOLOGIES INC DE X 07/21/04 LUMINEX CORP DE X 07/21/04 MADISON BANCSHARES INC FL X 07/20/04 MAIN STREET BANKS INC /NEW/ GA X X 07/21/04 MAJESCO HOLDINGS INC DE X X 07/16/04 MARTIN MIDSTREAM PARTNERS LP DE X X 07/21/04 MATTSON TECHNOLOGY INC DE X X 07/21/04 MAVERICK TUBE CORPORATION DE X 07/21/04 MAXTOR CORP DE X X X 07/21/04 MCKENZIE BAY INTERNATIONAL LTD X 07/21/04 MDU RESOURCES GROUP INC DE X 06/30/04 ME PORTFOLIO MANAGEMENT LTD SMHL GLO X X 07/09/04 MELLON FINANCIAL CORP PA X X X 07/12/04 MERCK & CO INC NJ X X X 07/21/04 MERCURY INTERACTIVE CORP DE X X 07/21/04 MERITAGE CORP MD X X X 07/20/04 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE X X 07/16/04 MERRILL LYNCH DEPOSITOR INC PPLUS TRU DE X X 07/15/04 MERRILL LYNCH DEPOSITOR INC PREFERRED DE X X 07/15/04 MERRILL LYNCH DEPOSITOR INC PREFERRED DE X X 07/15/04 META GROUP INC DE X X 06/23/04 MGM MIRAGE DE X X 07/21/04 MICREL INC CA X 07/21/04 MILLENIUM HOLDING GROUP INC /AZ/ NV X X 07/21/04 MINDSPEED TECHNOLOGIES, INC DE X 07/21/04 MISSISSIPPI CHEMICAL CORP /MS/ MS X X 07/01/04 MODERN TECHNOLOGY CORP NV X 07/21/04 MODINE MANUFACTURING CO WI X 06/26/04 MODINE MANUFACTURING CO WI X X 06/26/04 MONARCH COMMUNITY BANCORP INC MD X X 07/16/04 MONMOUTH COMMUNITY BANCORP NJ X 06/30/04 AMEND MORGAN STANLEY DEAN WITTER CAPITAL I DE X X 07/20/04 MORTGAGE ASSET SECURITIZATION TRANSAC DE X X 07/20/04 MORTGAGE ASSET SECURITIZATION TRANSAC DE X X 07/20/04 MOSCOW CABLECOM CORP DE X X 07/20/04 MOSCOW CABLECOM CORP DE X X 07/21/04 MOTIVE INC DE X X 07/21/04 MRU HOLDINGS INC DE X X 07/21/04 MS STRUCTURED SATURNS SERIES 2003-5 DE X 07/16/04 MTS SYSTEMS CORP MN X 07/21/04 NATURES SUNSHINE PRODUCTS INC UT X X 07/21/04 NAVARRE CORP /MN/ MN X X 07/21/04 NBC CAPITAL CORP MS X X 07/21/04 NEOFORMA INC DE X X 07/21/04 NETWORK USA INC NV X 07/21/04 NEW COMMERCE BANCORP SC X X 07/21/04 NEW ENGLAND BANCSHARES INC X X 07/21/04 NEW YORK COMMUNITY BANCORP INC DE X X 07/21/04 NEWFIELD EXPLORATION CO /DE/ DE X X 07/20/04 NEXTEL COMMUNICATIONS INC DE X X X 07/21/04 NORTHERN TRUST CORP DE X X 07/21/04 NORTHWEST AIRLINES CORP DE X 07/21/04 NORTHWEST AIRLINES CORP DE X 07/21/04 NOVAVAX INC DE X 07/19/04 OAK HILL FINANCIAL INC OH X X 07/20/04 OAKLEY INC WA X 06/30/04 OCWEN FINANCIAL CORP FL X X 07/19/04 OMI CORP/M I X X 07/20/04 OMTOOL LTD DE X 07/21/04 ONLINE RESOURCES CORP DE X 07/21/04 ORBITZ INC DE X 07/21/04 OSHKOSH B GOSH INC DE X X 07/21/04 OWENS ILLINOIS INC /DE/ DE X 07/20/04 PANGEA PETROLEUM CORP CO X 07/20/04 PARADYNE NETWORKS INC DE X 07/21/04 PARAMETRIC TECHNOLOGY CORP MA X 07/21/04 PENTAIR INC MN X X X 07/16/04 PEOPLES HOLDING CO MS X X 07/15/04 PEOPLES HOLDING CO MS X X X 07/21/04 PEOPLES SIDNEY FINANCIAL CORP DE X X X 07/19/04 PEREGRINE INDUSTRIES INC FL X X X X X 07/21/04 AMEND PFIZER INC DE X X 07/21/04 PHOTON DYNAMICS INC CA X 07/21/04 PHOTOWORKS INC /WA WA X 07/21/04 PINNACLE FINANCIAL PARTNERS INC TN X X X 07/20/04 PIPER JAFFRAY COMPANIES X X 07/21/04 PLAINS ALL AMERICAN PIPELINE LP DE X X 01/01/04 PLAYTEX PRODUCTS INC DE X X 07/21/04 PLEXUS CORP WI X 07/21/04 PLUMAS BANCORP CA X X 07/21/04 PNC FINANCIAL SERVICES GROUP INC PA X X 07/21/04 PNC FINANCIAL SERVICES GROUP INC PA X X 07/21/04 PNC FINANCIAL SERVICES GROUP INC PA X 07/21/04 POPE RESOURCES LTD PARTNERSHIP DE X X 07/21/04 PORTEC RAIL PRODUCTS INC WV X X 07/20/04 PPLUS TRUST SERIES CSF-1 DE X X 07/15/04 PPLUS Trust Series DCNA-1 DE X X 07/19/04 PPLUS TRUST SERIES PMC-1 DE X X 07/15/04 PROGRESS ENERGY INC NC X X 06/30/04 QNB CORP PA X X 07/21/04 QUALCOMM INC/DE DE X X 07/21/04 QUICKLOGIC CORPORATION CA X X 07/21/04 RAINIER PACIFIC FINANCIAL GROUP INC X X 07/21/04 RAINIER PACIFIC FINANCIAL GROUP INC X X 07/21/04 RARE HOSPITALITY INTERNATIONAL INC GA X X 07/21/04 RCN CORP /DE/ DE X X 07/21/04 REDBACK NETWORKS INC DE X X 07/21/04 REGAL BELOIT CORP WI X 07/21/04 RELM WIRELESS CORP NV X X 07/20/04 REYNOLDS & REYNOLDS CO OH X 07/21/04 RIVERBEND TELECOM INC NV X X 07/14/04 ROCHESTER MEDICAL CORPORATION MN X X X 07/20/04 ROCKFORD CORP AZ X X 07/13/04 ROGERS CORP MA X 07/21/04 RYANS RESTAURANT GROUP INC SC X 06/30/04 RYLAND GROUP INC MD X X 07/21/04 SANGAMO BIOSCIENCES INC DE X X 07/21/04 SCANSOURCE INC SC X X 07/21/04 SCHERING PLOUGH CORP NJ X X X 07/21/04 SCHOLASTIC CORP DE X X 07/21/04 SCOTIA PACIFIC CO LLC DE X 07/20/04 SCRIPPS E W CO /DE OH X X 07/15/04 SENETEK PLC /ENG/ X X 07/21/04 SEROLOGICALS CORP DE X X 07/21/04 SHAW GROUP INC LA X 07/20/04 AMEND SIEBEL SYSTEMS INC DE X 07/21/04 SIERRA HEALTH SERVICES INC NV X X X 07/21/04 SILICON STORAGE TECHNOLOGY INC CA X 07/21/04 SIMPSON MANUFACTURING CO INC /CA/ DE X 07/20/04 SIRF TECHNOLOGY HOLDINGS INC X 07/21/04 SIRIUS SATELLITE RADIO INC DE X X 07/21/04 SKYWEST INC UT X X 07/21/04 SKYWORKS SOLUTIONS INC DE X 07/02/04 SL GREEN REALTY CORP MD X X X 07/20/04 SMITH MICRO SOFTWARE INC DE X X 07/21/04 SOCKET COMMUNICATIONS INC DE X X 07/21/04 SOMERA COMMUNICATIONS INC DE X X 07/21/04 SONOCO PRODUCTS CO SC X X 07/21/04 SONUS PHARMACEUTICALS INC DE X X 07/21/04 SOUTHEASTERN BANKING CORP GA X X 07/20/04 SOUTHERN UNION CO DE X X 07/19/04 SOUTHERN UNION CO DE X X 07/20/04 SOUTHERN UNION CO DE X 07/20/04 SOUTHERN UNION CO DE X 07/21/04 SOUTHTRUST CORP DE X X 07/21/04 SPARTAN STORES INC MI X X 07/21/04 SPECIALTY LABORATORIES INC X X X 07/21/04 ST JOE CO FL X 07/21/04 ST JUDE MEDICAL INC MN X 07/21/04 STARBUCKS CORP WA X 07/21/04 STATE FINANCIAL SERVICES CORP WI X X 07/20/04 STERLING BANCORP NY X X 07/20/04 STORAGE TECHNOLOGY CORP DE X X 07/20/04 STRATEGIC DISTRIBUTION INC DE X X 07/06/04 STRATEX NETWORKS INC DE X X 07/21/04 STRUCTURED ASSET MORT INV INC MORT P DE X X 07/20/04 STRUCTURED ASSET MORT INV INC MORT PA DE X X 07/20/04 STRUCTURED ASSET MORT INV INC MORT PA DE X X 07/20/04 STRUCTURED ASSET MORT INV INC MORT PS DE X X 07/20/04 STRUCTURED ASSET MORTGAGE INVEST MORT X X 07/20/04 STRUCTURED ASSET SEC CORP II LB UBS C X 07/16/04 STRYKER CORP MI X X 07/21/04 SUMMIT FINANCIAL CORP SC X X 07/20/04 SUNOCO LOGISTICS PARTNERS LP DE X X 07/21/04 SURMODICS INC MN X 07/21/04 SWIFT TRANSPORTATION CO INC NV X X X 07/19/04 SYMANTEC CORP DE X X 07/21/04 SYMYX TECHNOLOGIES INC DE X X 07/21/04 SYNOVUS FINANCIAL CORP GA X X X 07/21/04 SYNPLICITY INC CA X X 07/21/04 TARGET RECEIVABLES CORP MN X 07/21/04 TAYLOR CAPITAL GROUP INC DE X 07/20/04 TB WOODS CORP DE X X 07/13/04 TEAM INC TX X X 07/21/04 TELEFLEX INC DE X X 07/06/04 TELEPHONE & DATA SYSTEMS INC /DE/ DE X X 06/30/04 TELLABS INC DE X 07/21/04 TENET INFORMATION SERVICES INC UT X X 07/14/04 TERADYNE INC MA X X 07/20/04 TEREX CORP DE X X 07/21/04 TESSCO TECHNOLOGIES INC DE X 07/20/04 TESSERA TECHNOLOGIES INC DE X X 07/21/04 TOLLGRADE COMMUNICATIONS INC \PA\ PA X X 07/21/04 TORCHMARK CORP DE X X 07/21/04 TOUCHSTONE RESOURCES USA, INC. X X 03/23/04 AMEND TRANS INDUSTRIES INC DE X X 07/13/04 TRANS MAX TECHNOLOGIES INC NV X 07/07/04 TRANSAX INTERNATIONAL LTD CO X 07/21/04 TREDEGAR CORP VA X X 07/21/04 TRIMERIS INC DE X 07/20/04 TRUMP HOTELS & CASINO RESORTS INC DE X X 06/01/04 TUPPERWARE CORP DE X X 07/21/04 U S CANADIAN MINERALS INC CA X 05/20/04 UNIONBANCAL CORP CA X 07/20/04 UNIT CORP DE X X X 07/21/04 UNITED RENTALS INC /DE DE X X 07/21/04 UNITED STATES CELLULAR CORP DE X X 06/30/04 UNITED TECHNOLOGIES CORP /DE/ DE X 07/21/04 UNIVERSAL STAINLESS & ALLOY PRODUCTS DE X 07/21/04 US HOME SYSTEMS INC DE X X 07/15/04 V F CORP PA X X 07/21/04 VAALCO ENERGY INC /DE/ DE X X 07/20/04 VALMONT INDUSTRIES INC DE X 07/20/04 VENTURE HOLDINGS CO LLC MI X 07/14/04 VENTURI PARTNERS INC DE X X 07/19/04 VENUS EXPLORATION INC DE X X 07/20/94 VERTICALNET INC PA X X X 07/19/04 VIISAGE TECHNOLOGY INC DE X X 07/21/04 VIISAGE TECHNOLOGY INC DE X X 07/21/04 VINEYARD NATIONAL BANCORP CA X X 07/21/04 VISX INC DE X X 07/21/04 W HOLDING CO INC PR X 07/20/04 WABASH NATIONAL CORP /DE DE X 07/20/04 WACHOVIA COMM MORT SEC INC COM MORT P NC X X 07/19/04 WACHOVIA COMM MORT SEC INC PASS THR C NC X 07/16/04 WACHOVIA COMMERCIAL MORT PASS THR CER NC X X 07/19/04 Wachovia Commercial Mort Pass Thr Cer NC X X 07/19/04 WACHOVIA COMMERCIAL MORT PASS THRU CE NC X X 07/19/04 WACHOVIA COMMERCIAL MORT SEC INC PAS NC X X 07/19/04 WACHOVIA COMMERCIAL MORT SEC INC COM NC X X 07/19/04 WACHOVIA COMMERCIAL MORT SEC INC COM NC X X 07/19/04 WAKE FOREST BANCSHARES INC X X X 07/20/04 WARWICK VALLEY TELEPHONE CO NY X 07/21/04 WASHINGTON MUTUAL MORTGAGE SECURITIES DE X 07/21/04 WASTE INDUSTRIES USA INC NC X X 07/20/04 WAUSAU MOSINEE PAPER CORP WI X X X 07/21/04 WESBANCO INC WV X X 06/30/04 WESCO INTERNATIONAL INC DE X 07/21/04 WESTON TECHNOLOGIES CORP DE X 07/21/04 WFN CREDIT CO LLC DE X 07/15/04 WHIRLPOOL CORP /DE/ DE X X 07/21/04 WHITING PETROLEUM CORP DE X X 07/20/04 WHITNEY HOLDING CORP LA X X 06/30/04 WHOLESALE AUTO RECEIVABLES CORP DE X X 07/15/04 WHOLESALE AUTO RECEIVABLES CORP DE X X 07/15/04 WORKSTREAM INC X X 07/19/04 WORLD ACCEPTANCE CORP SC X X X 07/21/04 WORLD ACCESS INC /NEW/ DE X X 07/15/04 WORLD WIDE WEB INC NV X X 07/20/04 WPS RESOURCES CORP WI X X 07/21/04 WSFS FINANCIAL CORP DE X X 07/20/04 WYETH DE X 07/21/04 XATA CORP /MN/ MN X 07/21/04 XSTREAM BEVERAGE GROUP INC NV X X 07/19/04 XSTREAM BEVERAGE GROUP INC NV X X 07/12/04 YOUNG INNOVATIONS INC MO X 07/21/04 ZARLINK SEMICONDUCTOR INC X 07/21/04 ZENITH NATIONAL INSURANCE CORP DE X 07/21/04 ZIONS BANCORPORATION /UT/ UT X X 07/20/04 ZIONS BANCORPORATION /UT/ UT X X 07/21/04 ZKID NETWORK CO NV X 05/19/04 AMEND SECURE COMPUTING CORP DE X X 07/20/04