SEC NEWS DIGEST Issue 2005-139 July 21, 2005 COMMISSION ANNOUNCEMENTS MARTHA PETERSON, COUNSELOR TO FORMER CHAIRMAN DONALDSON, TO LEAVE THE COMMISSION The Securities and Exchange Commission announced today that Martha Peterson, Counselor to former Chairman William H. Donaldson, is leaving the Commission to become Executive Vice President of the Mutual Fund Directors Forum, a non-profit organization for investment company independent directors dedicated to improving mutual fund governance by promoting the development of concerned and well-informed independent directors. Acting Chairman Cynthia A. Glassman said, "Martha provided invaluable service to the Commission in her liaison role among the Chairman’s office, the Commissioners’ offices and Division staff in connection with several rulemakings. Her experience in the Division of Investment Management, coupled with her legal insight and her steady judgment, have been an asset to the Commission during this challenging period. We thank Martha for her substantial contribution to the Commission, and wish her well in her new position." As Counselor to the Chairman, Peterson advised Donaldson on rulemaking and other initiatives before the Commission. She originally joined the Commission in 1987, serving in the Office of General Counsel and as Counsel to Chairman David Ruder. She returned to the Commission in 1998, serving in the Division of Investment Management prior to joining Donaldson’s staff. Peterson received her J.D. from George Washington University in Washington, D.C., where she graduated magna cum laude and was elected to the Order of the Coif. She received her B.A. degree from Harvard University, where she graduated cum laude and was a recipient of the Harvard College and Elizabeth Carrie Aggasiz scholarships. (Press Rel. 2005-104) RULES AND RELATED MATTERS SEC ADOPTS AMENDMENTS TO RULES GOVERNING EDGAR SYSTEM: MANDATORY IDENTIFICATION OF INVESTMENT COMPANY SERIES AND CLASSES; TWO ADDITIONS TO INVESTMENT COMPANY MANDATORY ELECTRONIC FILINGS; AND TECHNICAL REVISIONS On July 18, the Commission issued a release adopting rule and form amendments that expand the information that it requires certain investment company filers to submit electronically through the Electronic Data Gathering, Analysis, and Retrieval (EDGAR) system and make certain technical changes to that system. Under the amendments, certain open-end management investment companies and insurance company separate accounts will have to identify in their EDGAR submissions information relating to their series and classes (or contracts, in the case of separate accounts). The provisions relating to the series and class (contract) identification requirements will become effective Feb. 6, 2006. In addition, the amendments add two investment company filings to the list of those that must be filed electronically (filings under Section 17(g) of the Investment Company Act, such as the registrant’s fidelity bond under Investment Company Act Rule 17g-1(g)(1), and claims and settlements filed under Rule 17g-1(g)(2) and (3), respectively; and sales literature filed by non-NASD members with the Commission under Section 24(b)). These provisions will become effective on June 12, 2006. The amendments also make several minor and technical amendments to the rules governing the electronic submission of filings through EDGAR. These provisions will become effective Sept. 19, 2005. (Rels. 33-8590; 34-52052; 35-28002; 39-2437; IC-26990) ENFORCEMENT PROCEEDINGS INITIAL DECISION IN THE MATTER OF JAMES GLAZA An Administrative Law Judge has issued an Initial Decision in the matter of James F. Glaza. The Initial Decision finds that James F. Glaza (Glaza): 1) did not violate Section 5 of the Securities Act of 1933 (Securities Act); and 2) violated Section 17(a) of the Securities Act, Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act), and Rule 10b-5 thereunder. The Initial Decision orders Glaza to cease and desist from future violations of Section 17(a) of the Securities Act, Section 10(b) of the Exchange Act, and Rule 10b-5 thereunder, disgorgement in the amount of $318,192.66, and a civil penalty in the amount of $110,000. The Initial Decision also finds that it is in the public interest to bar Glaza from associating with any broker or dealer and from participating in any offering of penny stock. (Initial Decision No. 293; File No. 3-11012) SEC AMENDS COMPLAINT TO NAME OTHER PARTICIPANTS IN THE MEGAFUND “HIGH YIELD” INVESTMENT SCHEME The Commission announced today that on July 19 it filed an amended complaint in an emergency civil action originally filed in the U.S. District Court for the Northern District of Texas, on July 1, 2005. The amended complaint alleges that James A. Rumpf (Rumpf), individually, and operating under the assumed name, Cilak International, along with his offshore company, CIG Ltd. (CIG), participated in a “High Yield” investment scheme in which at least $13.8 million was fraudulently raised from 70 investors nationwide. Other defendants in the case are Megafund Corporation (Megafund), its president, Stanley A. Leitner (Leitner), Bradley C. Stark (Stark), and Stark’s offshore company, Sardaukar Holdings, IBC (Sardaukar). The Commission’s amended complaint alleges that, from June 2004 through the present, the defendants engaged in a scheme to defraud investors with promises of 120 percent annual investment returns and safety of investment principal. It is further alleged that the defendants targeted Christian ministries and other non-profit organizations with claims that a portion of the profits generated would benefit charitable causes. According to the amended complaint, the defendants represented that investor funds would be placed in an “account at a major U.S. Brokerage firm” where an unnamed “Trader” would engage in “arbitrage” transactions involving, among other things, “Treasury bills” and “certificates of deposits.” In truth, the amended complaint alleges that Megafund and Leitner transferred nearly $11 million of investor funds to a Netherlands Antilles bank account controlled by Rumpf and CIG, and subsequently, Sardaukar and Stark received at least $9.5 million of these funds. On July 19, U.S. District Judge Sam A. Lindsay entered a temporary restraining order and asset freeze against Rumpf and CIG, appointed a receiver to preserve assets, ordered the repatriation of all funds in offshore accounts, and directed Rumpf to immediately surrender his passport. The court had previously entered similar orders against the other defendants, each of whom consented to preliminary injunctions entered on July 14, 2005. The amended complaint charges each of the defendants with violations of Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. In addition to the emergency relief listed above, the amended complaint seeks preliminary and permanent injunctive relief, an accounting, disgorgement of profits, and the imposition of civil penalties against the defendants. For additional information, please see Commission Litigation Release. No. LR-19292, July 5, 2005. [SEC v. Megafund Corporation, Stanley A. Leitner, Sardaukar Holdings, IBC, Bradley C. Stark, CIG Ltd., and James A. Rumpf, individually and d/b/a Cilak International, defendants, and Pamela C. Stark, relief defendant, Civil Action No. 3-05-CV-1328-L, USDC, NDTX, Dallas Division] (LR-19307) FINAL JUDGMENTS ENTERED AGAINST PETER PAUL AND JEFFREY PITTSBURG IN MARKET MANIPULATION CASE INVOLVING THE SECURITIES OF STAN LEE MEDIA, INC. The Commission announced today that final judgments were entered in federal court in Los Angeles against the two remaining defendants in a market manipulation case involving the securities of Stan Lee Media, Inc. -- Peter F. Paul, the co-founder of Stan Lee Media, and Jeffrey L. Pittsburg, formerly an officer and part-owner of Pittsburg Institutional, Inc., a registered broker-dealer. The Commission’s action, filed in August 2004, alleged that, between Oct. 2, 2000, and Nov. 24, 2000, Paul, Pittsburg and Stephen M. Gordon, Stan Lee Media’s former executive vice president of operations, manipulated the market for Stan Lee Media stock. See Litigation Release No. 18828 (Aug. 11, 2004). Stan Lee Media, located in Encino, California, was founded by comic book icon Stan Lee and Paul. Stan Lee was not named as a defendant in the action. In September 2004, a final judgment was entered against Gordon, pursuant to his consent. Paul, without admitting or denying the Commission’s allegations, consented to the entry of a judgment permanently enjoining him from future violations of the antifraud provisions of Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, the credit provisions of Section 7(f) of the Exchange Act and Regulation X thereunder, the securities reporting requirements of Section 16(a) of the Exchange Act and Rule 16a-3 thereunder, and the stock ownership reporting requirements of Section 13(d) of the Exchange Act and Rules 13d-1 and 13d-2 thereunder; prohibiting him from serving as an officer or director of any reporting company; and not ordering civil penalties based on his sworn representations in his statement of financial condition. Pittsburg, without admitting or denying the Commission’s allegations, consented to the entry of a judgment permanently enjoining him from future violations of the antifraud provisions of Section 17(a) of the Securities Act and Section 10(b) of the Exchange Act and Rule 10b-5 thereunder. The judgment also waives all but $100,000 of $315,000 in disgorgement and does not order civil penalties based on Pittsburg’s sworn representations in his statement of financial condition. Additionally, as part of the settlement of a related administrative proceeding, Pittsburg has agreed to be barred from association with any broker or dealer. The U.S. Attorney’s Office for the Eastern District of New York previously charged Paul, Gordon, and Pittsburg with conspiracy to commit securities fraud and securities fraud, related to their manipulative conduct involving Stan Lee Media stock. Paul and Gordon have pled guilty to securities fraud and are awaiting sentencing. [SEC v. Peter F. Paul, Stephen M. Gordon and Jeffrey L. Pittsburg, Civil Action No. CV 04- 6613 SVW (SSx) C.D. Cal.] (LR-19308) SELF-REGULATORY ORGANIZATIONS APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-CHX-2004-03) filed by the Chicago Stock Exchange relating to manual execution of orders. Publication of the proposal is expected in the Federal Register during the week of July 25. (Rel. 34-52062) IMMEDIATE EFFECTIVENESS OF A PROPOSED RULE CHANGE The Fixed Income Clearing Corporation filed a proposed rule change (SR- FICC-2005-12) under Section 19(b)(3)(A) of the Securities Exchange Act. The proposed rule change, which was effective upon filing, will clarify the meaning of the narrative of a prior FICC rule change submission and make technical rule changes to the rules of its Government Securities Division and the Mortgage-Backed Securities Division. Publication of the proposal is expected in the Federal Register during the week of July 25. (Rel. 34-52065) ACCELERATED APPROVAL OF PROPOSED RULE CHANGES The Commission granted accelerated approval to a proposed rule change (SR-ISE-2005-35) filed by the International Securities Exchange relating to the extension of the pilot program for the preferencing of orders to Exchange market makers. Publication of the proposal is expected in the Federal Register during the week of July 25. (Rel. 34-52066) The Commission granted accelerated approval to a proposed rule change submitted by the Chicago Board Options Exchange (SR-CBOE-2005-54) relating to an extension of the Linkage Fee Pilot Program. Publication of the proposal is expected in the Federal Register during the week of July 25. (Rel. 34-52073) PROPOSED RULE CHANGES The Chicago Board Options Exchange filed a proposed rule change (SR-CBOE- 2005-57) to provide a de minimis exception to the limitation on Principal Order access imposed by the Plan for the Purpose of Creating and Operating an Intermarket Option Linkage. Publication of the proposal is expected in the Federal Register during the week of July 25. (Rel. 34-52068) A proposed rule change (SR-ISE-2005-23) has been filed by the International Securities Exchange to establish a de minimus exception to the 80/20 Test pursuant to Section 19(b)(2) of the Securities Exchange Act of 1934 Publication of the proposal is expected in the Federal Register during the week of July 25. (Rel. 34-52069) NOTICE OF FILING OF JOINT AMENDMENT NO. 17 TO THE INTERMARKET OPTION LINKAGE PLAN The American Stock Exchange, Boston Stock Exchange, Chicago Board Options Exchange, International Securities Exchange, Pacific Exchange, and Philadelphia Stock Exchange, submitted a proposed joint amendment to the Plan for the Purpose of Creating and Operating an Intermarket Option Linkage relating to the 80/20 Test for determining limitations on Principal Order access to Linkage pursuant to 11A(a)(3) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of July 25. (Rel. 34- 52074) WITHDRAWALS GRANTED An order has been issued granting the application of CSX Transportation, Inc. to withdraw its Monon Railroad 6% income debentures (due Jan. 1, 2007), from listing and registration on the New York Stock Exchange, effective at the opening of business on July 21, 2005. (Rel. 34-52075) An order has been issued granting the application of TurboChef Technologies Inc. to withdraw its common stock, $.01 par value, from listing and registration on the American Stock Exchange, effective at the opening of business on July 21, 2005. (Rel. 34-52076) An order has been issued granting the application of Brooke Corporation to withdraw its common stock, $.01 par value, from listing and registration on the American Stock Exchange, effective at the opening of business on July 21, 2005. (Rel. 34-52077) WITHDRAWALS SOUGHT A notice has been issued giving interested persons until Aug. 12, 2005, to comment on the application of Puradyn Filter Technologies Incorporated to withdraw its common stock, $.001 par value, from listing and registration on the American Stock Exchange. (Rel. 34-52078) A notice has been issued giving interested persons until Aug. 12, 2005, to comment on the application of Allied Holdings, Inc. to withdraw its common stock, no par value, from listing and registration on the American Stock Exchange. (Rel. 34-52079) A notice has been issued giving interested persons until Aug. 12, 2005, to comment on the application of Marine Products Corporation to withdraw its common stock, $.10 par value, from listing and registration on the American Stock Exchange. (Rel. 34-52080) 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 NEW HARVEST CAPITAL CORP, 501 SOUTH JOHNSTONE, SUITE 501, BARTLESVILLE, OK, 74003, 918-336-1773 - 24,307,185 ($48,614.00) Equity, (File 333-126713 - Jul. 20) (BR. 09A) S-8 CINCINNATI FINANCIAL CORP, 6200 S GILMORE RD, FAIRFIELD, OH, 45014, 5138702000 - 10,000,000 ($400,400,000.00) Equity, (File 333-126714 - Jul. 20) (BR. 01C) S-8 Royal Dutch Shell plc, CAREL VAN BYLANDTLAAN 30, THE HAGUE, P7, 2596 HR, 31-70-377-9111 - 0 ($3,377,418,597.00) Equity, (File 333-126715 - Jul. 20) (BR. ) S-4 AFFYMETRIX INC, 3380 CENTRAL EXPRESSWAY, SANTA CLARA, CA, 95051, 4085226000 - 0 ($8,553.00) Equity, (File 333-126718 - Jul. 20) (BR. 10A) S-8 LIFECELL CORP, ONE MILLENNIUM WAY, BRANCHBURG, NJ, 08876, 9089471100 - 4,250,000 ($70,783,750.00) Equity, (File 333-126719 - Jul. 20) (BR. 01B) S-8 TRANSMERIDIAN EXPLORATION INC, 2819999091 - 0 ($5,325,000.00) Equity, (File 333-126720 - Jul. 20) (BR. 04A) SB-2 DONAR ENTERPRISES INC, 8649 HIMES AVENUE, #1513, TAMPA, FL, 33614, 813-931-8658 - 6,236,132 ($31,180,660.00) Equity, (File 333-126721 - Jul. 20) (BR. 08A) S-8 ECI TELECOM LTD/, 30 HASIVIM ST, PETAH TIKVA, L3, 49133 IS, 9729266555 - 14,706,718 ($121,763,524.00) Equity, (File 333-126722 - Jul. 20) (BR. 11B) S-8 AMERICAN DENTAL PARTNERS INC, 201 EDGEWATER DRIVE, SUITE 285, WAKEFIELD, MA, 01880-1249, 781-224-0880 - 600,000 ($14,988,000.00) Equity, (File 333-126725 - Jul. 20) (BR. 01A) F-3 Royal Dutch Shell plc, CAREL VAN BYLANDTLAAN 30, THE HAGUE, P7, 2596 HR, 31-70-377-9111 - 0 ($10,000,000,000.00) Other, (File 333-126726 - Jul. 20) (BR. ) S-3 TECHNICAL OLYMPIC USA INC, 4000 HOLLYWOOD BLVD, SUITE 500N, HOLLYWOOD, FL, 33021, 954 364 4000 - 0 ($55,720,000.00) Equity, (File 333-126727 - Jul. 20) (BR. 06A) SB-2 Tix CORP, 12001 VENTURA PL, STE340, STUDIO CITY, CA, 91604, 8187611002 - 25,038,703 ($6,259,675.75) Equity, (File 333-126728 - Jul. 20) (BR. 05A) N-2 MUNIYIELD NEW YORK INSURED FUND INC, 800 SCUDDERS MILL RD, PLAINSBORO, NJ, 08536, 6092822800 - 1,800 ($45,000,000.00) Equity, (File 333-126729 - Jul. 20) (BR. 17) S-3 RESIDENTIAL ACCREDIT LOANS INC, 8400 NORMADALE LAKE BLVD, STE 600, MINNEAPOLIS, MN, 55437, 952-857-7000 - 1,000,000 ($1,000,000.00) Asset-Backed Securities, (File 333-126732 - Jul. 20) (BR. 05D) S-8 AMERICAN WATER STAR INC, 4560 S. DECATUR, SUITE 301, LAS VEGAS, NV, 89103, 702-740-7036 - 8,000,000 ($1,440,000.00) Equity, (File 333-126733 - Jul. 20) (BR. 02A) S-8 ADTRAN INC, 901 EXPLORER BLVD, HUNTSVILLE, AL, 35806, 2569638000 - 400,000 ($10,268,000.00) Equity, (File 333-126734 - Jul. 20) (BR. 11A) S-8 BIOPURE CORP, 11 HURLEY ST, CAMBRIDGE, MA, 02141, 6172346500 - 0 ($4,733,333.00) Equity, (File 333-126735 - Jul. 20) (BR. 01C) S-8 SOUTHWEST GAS CORP, 5241 SPRING MOUNTAIN RD, PO BOX 98510, LAS VEGAS, NV, 89193-8510, 7028767237 - 750,000 ($19,410,000.00) Equity, (File 333-126736 - Jul. 20) (BR. 02B) SB-2 UROPLASTY INC, 2718 SUMMER STREET NE, MINNEAPOLIS, MN, 55413, 6123781180 - 0 ($11,943,477.00) Equity, (File 333-126737 - Jul. 20) (BR. 10C) S-3 SOUTHWEST AIRLINES CO, 2702 LOVE FIELD DR, P O BOX 36611, DALLAS, TX, 75235, 2147924000 - 0 ($995,218,565.00) Non-Convertible Debt, (File 333-126738 - Jul. 20) (BR. 05C) S-8 STERLING GOLD CORP, 10,000,000 ($4,800,000.00) Equity, (File 333-126739 - Jul. 20) (BR. 09B) S-8 HOME SOLUTIONS OF AMERICA INC, 5565 RED BIRD CENTER DRIVE, SUITE 150, -, DALLAS, TX, 75237, 2146238446 - 7,584,586 ($12,135,337.60) Equity, (File 333-126740 - Jul. 20) (BR. 08B) S-3 GOLDEN STAR RESOURCES LTD, 10901 WEST TOLLER DRIVE, SUITE 300, LITTLETON, CO, 80127, 3038309000 - 0 ($52,266,664.00) Equity, (File 333-126741 - Jul. 20) (BR. 04A) S-8 Extra Space Storage Inc., 2795 COTTONWOOD PARKWAY, SUITE 400, SALT LAKE CITY, UT, 84121, 801-562-5556 - 8,800,000 ($136,840,000.00) Equity, (File 333-126742 - Jul. 20) (BR. 08) S-8 Diamond Foods Inc, 1050 SOUTH DIAMOND STREET, STOCKTON, CA, 95205 7087, 209 467 6000 - 0 ($45,440,000.00) Equity, (File 333-126743 - Jul. 20) (BR. 04) S-3 Citigroup Funding Inc., 399 PARK AVENUE, NEW YORK, NY, 10043, 212-559-1000 - 0 ($300,000,000.00) Other, (File 333-126744 - Jul. 20) (BR. 05) S-3 RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC, 8400 NORMANDALE LAKE BLVD, SUITE 250, MINNEAPOLIS, MN, 55437, 9528327000 - 0 ($1,000,000.00) Mortgage Backed Securities, (File 333-126745 - Jul. 20) (BR. 05D) 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 6.01 ABS Informational and Computational Material. 6.02 Change of Servicer or Trustee. 6.03 Change in Credit Enhancement or Other External Support. 6.04 Failure to Make a Required Distribution. 6.05 Securities Act Updating Disclosure. 7.01 Regulation FD Disclosure 8.01 Other Events 9.01 Financial Statements and Exhibits 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE DATE COMMENT --------------------------------------------------------------------------------------------------------- 5 G WIRELESS COMMUNICATIONS INC NV 8.01 07/18/05 A.C. Moore Arts & Crafts, Inc. PA 2.02 07/20/05 ABC BANCORP GA 2.02,8.01,9.01 07/20/05 ABERDENE MINES LTD 7.01,9.01 07/20/05 ABLE LABORATORIES INC DE 1.03,9.01 07/18/05 ACTIVISION INC /NY DE 1.01 07/20/05 ACUITY BRANDS INC DE 5.02,9.01 07/20/05 ACUSPHERE INC DE 1.01,9.01 07/15/05 ACXIOM CORP DE 2.02,8.01,9.01 06/30/05 ADVANCED MEDICAL OPTICS INC DE 2.02,9.01 07/20/05 ADVANCED TECHNOLOGY INDUSTRIES INC DE 1.01,2.03,3.02,5.03,8.01 07/14/05 ADVANTA BUSINESS RECEIVABLES CORP 8.01,9.01 07/20/05 ADVANTAGE CAPITAL DEVELOPMENT CORP NV 8.01 07/20/05 AFFIRMATIVE INSURANCE HOLDINGS INC DE 7.01,9.01 07/19/05 AFLAC INC GA 8.01,9.01 07/20/05 ALBEMARLE CORP VA 2.02,9.01 07/20/05 ALFA CORP DE 7.01,9.01 07/20/05 ALIGN TECHNOLOGY INC DE 2.02,9.01 07/20/05 ALLEGHANY CORP /DE DE 2.01,9.01 07/14/05 ALLIANCE DATA SYSTEMS CORP DE 2.02,7.01,9.01 07/20/05 ALLSTATE CORP DE 2.02,9.01 07/20/05 ALPHARMA INC DE 1.01 05/26/05 Alternative Loan Trust 2005-J6 8.01,9.01 05/31/05 ALTRIA GROUP INC VA 2.02,9.01 07/20/05 AMARU INC NV 1.01 07/14/05 AMBAC FINANCIAL GROUP INC DE 2.02,9.01 07/20/05 AMBASSADORS INTERNATIONAL INC DE 2.02,9.01 07/20/05 AMERICAN AIRLINES INC DE 5.02 07/20/05 AMERICAN AIRLINES INC DE 2.02,9.01 07/20/05 AMERICAN COMMUNITY BANCSHARES INC NC 2.02,9.01 07/19/05 American Pallet Leasing, Inc. DE 1.01,2.03,3.02,9.01 07/20/05 AMEND AMPCO PITTSBURGH CORP PA 2.02 06/30/05 AMPHENOL CORP /DE/ DE 1.01,2.02,2.03,8.01,9.01 07/15/05 AMR CORP DE 5.02 07/20/05 AMR CORP DE 2.02,9.01 07/20/05 ANWORTH MORTGAGE ASSET CORP MD 2.02,9.01 07/19/05 APPLIED INNOVATION INC DE 1.01,2.02,9.01 07/14/05 APTARGROUP INC DE 2.02,9.01 07/20/05 ASHWORTH INC DE 5.02 07/20/05 ASTEC INDUSTRIES INC TN 2.02,9.01 06/30/05 ASTRATA GROUP INC NV 8.01,9.01 07/20/05 ASTRATA GROUP INC NV 8.01,9.01 07/20/05 ATC HEALTHCARE INC /DE/ DE 7.01,9.01 07/15/05 ATMI INC DE 2.02,9.01 07/20/05 AUBURN NATIONAL BANCORPORATION INC DE 2.02,9.01 07/19/05 AVIALL INC DE 2.02,9.01 07/19/05 AVX CORP DE 5.04,9.01 07/20/05 AZTAR CORP DE 2.02,9.01 07/20/05 BADGER METER INC WI 2.02,9.01 07/19/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 07/20/05 BANC ONE HELOC 1999-1 OH 8.01,9.01 07/20/05 BANC ONE HELOC TRUST 1998-1 OH 8.01,9.01 07/20/05 BANDAG INC IA 2.02,9.01 07/19/05 BANK OF KENTUCKY FINANCIAL CORP KY 5.03,9.01 07/15/05 BANK OF NEW YORK CO INC NY 2.02,9.01 06/30/05 BANK ONE AUTO SECURITIZATION TRUST 20 DE 8.01,9.01 07/20/05 BANKATLANTIC BANCORP INC FL 2.02,2.06,9.01 07/19/05 BEARINGPOINT INC DE 1.01,2.02,2.03,3.02,5.02,8.01,9.01 07/15/05 Benjamin Franklin Bancorp, Inc. MA 2.02,9.01 07/19/05 BERKSHIRE HILLS BANCORP INC 7.01,9.01 07/20/05 BIOVERIS CORP DE 5.02,8.01 07/20/05 BIOVERIS CORP DE 1.01 07/20/05 BLAIR CORP DE 7.01,8.01,9.01 07/19/05 BLAIR CORP DE 2.02,7.01,9.01 07/20/05 BOMBAY COMPANY INC DE 1.01,5.02 07/18/05 BRE PROPERTIES INC /MD/ MD 2.02,9.01 07/19/05 CALIFORNIA PIZZA KITCHEN INC DE 1.01 05/26/05 CAPITAL BANK CORP NC 2.02,5.02,7.01,9.01 07/18/05 CAPITAL ONE FINANCIAL CORP DE 2.02,7.01,8.01,9.01 07/20/05 CAPITAL ONE FINANCIAL CORP DE 7.01,9.01 07/20/05 CAPITAL SOLUTIONS I, INC. DE 1.01,9.01 07/19/05 CARBO CERAMICS INC DE 3.03,5.03,9.01 07/19/05 CAREER EDUCATION CORP DE 8.01,9.01 07/19/05 CASCADE FINANCIAL CORP DE 2.02,9.01 07/19/05 CAVCO INDUSTRIES INC DE 2.02,9.01 07/20/05 CBL & ASSOCIATES PROPERTIES INC DE 8.01 07/20/05 CCC INFORMATION SERVICES GROUP INC DE 2.02,9.01 07/20/05 CELLSTAR CORP DE 1.02 07/14/05 CENTRA SOFTWARE INC DE 5.02 07/14/05 CepTor CORP 5.02,7.01,8.01,9.01 07/20/05 CERAGENIX PHARMACEUTICALS, INC. DE 7.01,9.01 07/08/05 CEVA INC DE 2.02,9.01 07/20/05 CEVA INC DE 1.01,4.01,5.02,9.01 04/25/03 AMEND CHAMPION ENTERPRISES INC MI 8.01,9.01 07/20/05 CHAMPION ENTERPRISES INC MI 2.02,9.01 07/20/05 CHARTERMAC DE 1.01,5.02 07/19/05 CHEESECAKE FACTORY INCORPORATED DE 2.02,9.01 07/19/05 CHEMOKINE THERAPEUTICS CORP DE 8.01 07/19/05 CHEMUNG FINANCIAL CORP NY 2.02,9.01 06/30/05 CHEVRON CORP DE 1.01,9.01 07/19/05 CHILCO RIVER HOLDINGS INC 1.01,9.01 07/15/05 CHINA DIGITAL MEDIA CORP NV 1.01 07/12/05 CHINA DIRECT TRADING CORP FL 1.02,9.01 07/20/05 CHIRON CORP DE 2.02,7.01,9.01 07/20/05 CHOICEPOINT INC GA 2.02,9.01 07/20/05 CINGULAR WIRELESS LLC DE 2.02,9.01 07/20/05 CIRRUS LOGIC INC DE 2.02,9.01 07/20/05 CIT GROUP INC DE 1.01,2.02,8.01,9.01 07/18/05 CITICORP DE 8.01 07/20/05 CITIZENS SOUTH BANKING CORP DE 2.02,9.01 07/18/05 CITY NATIONAL CORP DE 2.02,7.01,9.01 07/20/05 CLAYTON WILLIAMS ENERGY INC /DE DE 1.01,9.01 07/14/05 CNF INC DE 2.02,9.01 06/30/05 COGNEX CORP MA 9.01 05/09/05 AMEND COLLEGIATE FUNDING SERVICES INC DE 1.01 07/14/05 COLONIAL BANCGROUP INC DE 2.02,7.01,9.01 07/20/05 COMERICA INC /NEW/ DE 2.02,7.01,9.01 07/20/05 COMMERCIAL CAPITAL BANCORP INC NV 8.01,9.01 07/20/05 COMMERCIAL NATIONAL FINANCIAL CORP /P PA 5.02 07/20/05 COMMUNITY BANKSHARES INC /SC/ SC 2.02,9.01 07/19/05 COMPUTER TASK GROUP INC NY 7.01,9.01 07/20/05 CONCEPTUS INC DE 8.01,9.01 07/18/05 CONSUMERS BANCORP INC /OH/ OH 5.02,8.01 07/20/05 CONTINENTAL AIRLINES INC /DE/ DE 2.02,4.02,9.01 07/20/05 CONTINENTAL AIRLINES INC /DE/ DE 7.01,9.01 07/20/05 CONVERGYS CORP OH 2.02,9.01 07/20/05 COOPER INDUSTRIES LTD 2.02,7.01,9.01 07/20/05 CORUS BANKSHARES INC MN 2.02,9.01 07/18/05 COTT CORP /CN/ 2.02,9.01 07/20/05 COVANCE INC DE 2.02,9.01 07/20/05 CPI CORP DE 1.01,5.02,9.01 07/20/05 CREDIT ACCEPTANCE CORPORATION MI 7.01,9.01 07/20/05 CRESCENT FINANCIAL CORP NC 2.02,9.01 07/19/05 CRUZAN INTERNATIONAL, INC. DE 8.01,9.01 07/08/05 CTD HOLDINGS INC FL 4.01 07/19/05 CWMBS INC DE 8.01,9.01 07/13/05 CWMBS INC DE 8.01,9.01 07/11/05 CYBERSOURCE CORP DE 2.02,9.01 07/20/05 Cygni Systems CORP NV 8.01 07/15/05 CYTOGEN CORP DE 1.01,9.01 07/19/05 DANA CORP VA 2.02,7.01,9.01 07/20/05 DANKA BUSINESS SYSTEMS PLC 1.01,9.01 07/19/05 DATIGEN COM INC UT 1.01,9.01 07/01/05 DICKIE WALKER MARINE INC 1.01,7.01,9.01 07/20/05 DIGIMARC CORP DE 5.02,5.03,9.01 07/15/05 DIGITAL RECORDERS INC NC 7.01,9.01 07/20/05 DSP GROUP INC /DE/ DE 2.02,9.01 07/20/05 DXP ENTERPRISES INC TX 7.01 06/30/05 DYNAMIC HEALTH PRODUCTS INC FL 7.01,9.01 07/20/05 E TRADE FINANCIAL CORP DE 2.02,9.01 07/20/05 EAGLE FINANCIAL SERVICES INC VA 2.02,9.01 07/20/05 EAST PENN FINANCIAL CORP 2.02,9.01 07/19/05 EAST WEST BANCORP INC 2.02,9.01 06/30/05 EASTMAN KODAK CO NJ 2.02,9.01 07/20/05 EBAY INC DE 2.02,9.01 07/20/05 ECB BANCORP INC NC 2.02,7.01,9.01 07/20/05 EDGE PETROLEUM CORP DE 2.02,9.01 07/20/05 Edgen Corp 8.01,9.01 07/20/05 EDGEWATER TECHNOLOGY INC/DE/ DE 2.02,9.01 07/20/05 ELECTRONICS FOR IMAGING INC DE 2.02,9.01 06/20/05 ELINEAR INC DE 1.01,2.03,3.02,9.01 07/14/05 ELITE PHARMACEUTICALS INC /DE/ DE 9.01 03/30/05 AMEND EMBARCADERO TECHNOLOGIES INC 1.01 07/14/05 EMTEC INC/NJ UT 1.01,5.01,5.02,9.01 07/14/05 ENPATH MEDICAL INC MN 2.02,7.01,9.01 07/14/05 ENTERGY LOUISIANA INC LA 8.01 07/20/05 ENTERPRISE BANCORP INC /MA/ MA 1.01,1.02,9.01 07/15/05 EPIX Pharmaceuticals, Inc. 8.01,9.01 07/19/05 ESB FINANCIAL CORP PA 2.02,9.01 07/19/05 ESCHELON TELECOM INC 2.02 07/20/05 Extra Space Storage Inc. MD 2.01,2.03,3.02,9.01 07/14/05 EZCORP INC DE 2.02,9.01 07/20/05 F5 NETWORKS INC WA 2.02,9.01 07/20/05 FARMERS & MERCHANTS BANCORP INC OH 1.01,5.02,9.01 06/27/05 FARMERS NATIONAL BANC CORP /OH/ OH 2.02,9.01 07/20/05 FEDERAL MOGUL CORP MI 5.02 07/20/05 FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.01 07/19/05 FGI GROUP INC DE 8.01,9.01 07/15/05 FIBERMARK INC DE 8.01,9.01 07/20/05 FIDELITY BANCORP INC PA 2.02,8.01,9.01 07/20/05 Fieldstone Mortgage Investment CORP MD 8.01,9.01 07/20/05 FIFTH THIRD AUTO TRUST 2004-A 8.01,9.01 07/20/05 FINANCIAL INSTITUTIONS INC NY 7.01,9.01 07/20/05 FIRST BANCORP /PR/ PR 2.02,9.01 07/19/05 First Business Financial Services, In 5.02 07/18/05 FIRST COMMONWEALTH FINANCIAL CORP /PA PA 5.03,9.01 07/19/05 FIRST DEFIANCE FINANCIAL CORP OH 2.02,9.01 07/18/05 FIRST INDIANA CORP IN 8.01,9.01 07/20/05 FIRST OAK BROOK BANCSHARES INC DE 2.02,9.01 07/19/05 FIRST STATE BANCORPORATION NM 5.02,8.01,9.01 07/19/05 FNB CORP/NC NC 2.02,9.01 07/19/05 FOOTHILL INDEPENDENT BANCORP DE 2.02,9.01 07/19/05 FORMFACTOR INC DE 1.02 07/19/05 FORMFACTOR INC DE 2.02,9.01 07/20/05 FOUR OAKS FINCORP INC NC 8.01,9.01 07/20/05 FOUR OAKS FINCORP INC NC 2.02,9.01 07/20/05 Franklin Auto Trust 2004-2 8.01,9.01 06/30/05 FRANKLIN CREDIT MANAGEMENT CORP/DE/ DE 1.01,2.02,8.01,9.01 07/19/05 FREEPORT MCMORAN COPPER & GOLD INC DE 2.02,9.01 07/19/05 FRISCHS RESTAURANTS INC OH 5.02 07/20/05 GAP INC DE 7.01,9.01 07/20/05 GARDENBURGER INC OR 1.01,9.01 07/19/05 GARDNER DENVER INC DE 2.02,9.01 07/20/05 GCO Education Loan Funding Trust-I DE 8.01,9.01 07/15/05 GE Capital Credit Card Master Note Tr DE 8.01,9.01 07/15/05 GE Capital Credit Card Master Note Tr DE 8.01,9.01 07/15/05 GE Capital Credit Card Master Note Tr DE 8.01,9.01 07/15/05 GENAERA CORP DE 8.01,9.01 07/18/05 GENE LOGIC INC DE 2.02,9.01 07/20/05 GENERAL BINDING CORP DE 8.01 07/20/05 GENERAL DYNAMICS CORP DE 2.02,9.01 07/20/05 GENERAL MOTORS ACCEPTANCE CORP DE 2.02 07/20/05 GENERAL MOTORS CORP DE 2.02 07/20/05 GENERAL MOTORS CORP DE 2.02 07/20/05 GENESEE & WYOMING INC DE 1.01,5.02,9.01 07/15/05 GENTEX CORP MI 2.02,9.01 07/20/05 GLOBAL CONCEPTS, LTD. CO 2.02 07/20/05 GLOBAL PAYMENTS INC GA 2.02,9.01 07/20/05 GLOBAL PAYMENTS INC GA 8.01,9.01 07/20/05 GMACM Mortgage Loan Trust 2005-AA1 DE 8.01,9.01 07/18/05 GOLDEN PATRIOT CORP NV 8.01 07/19/05 GOLDEN WEST FINANCIAL CORP /DE/ DE 7.01 07/20/05 GRAMERCY CAPITAL CORP MD 1.01,2.03,8.01,9.01 07/14/05 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 07/15/05 GRAPHCO HOLDINGS CORP DE 4.01,9.01 07/11/05 GRAPHIC PACKAGING CORP DE 5.02 07/20/05 GREAT ATLANTIC & PACIFIC TEA CO INC MD 1.01,1.02,9.01 07/14/05 GREAT PLAINS ENERGY INC MO 1.01,2.01 07/19/05 GS FINANCIAL CORP LA 2.02,9.01 04/20/05 GUARDIAN TECHNOLOGIES INTERNATIONAL I DE 1.01,3.02,8.01,9.01 07/19/05 GUARDIAN TECHNOLOGIES INTERNATIONAL I DE 4.01,9.01 07/19/05 HALLWOOD GROUP INC DE 8.01 07/18/05 HarborView Mortgage Loan Trust 2005-6 DE 8.01,9.01 07/19/05 HarborView Mortgage Loan Trust 2005-7 DE 8.01,9.01 07/19/05 HEALTHCARE SERVICES GROUP INC PA 2.02 07/19/05 HERSHA HOSPITALITY TRUST MD 2.01,9.01 05/26/05 AMEND HERSHA HOSPITALITY TRUST MD 2.01,9.01 06/16/05 AMEND HI/FN INC DE 2.02,9.01 06/30/05 HIGHLAND HOSPITALITY CORP MD 1.01,2.01,2.03,9.01 07/14/05 HIGHLANDS BANKSHARES INC /VA/ VA 8.01,9.01 07/20/05 HIGHLANDS BANKSHARES INC /WV/ WV 2.02,9.01 07/20/05 HONEYWELL INTERNATIONAL INC DE 2.02 07/20/05 HORIZON OFFSHORE INC DE 1.01,9.01 07/19/05 HOST AMERICA CORP DE 8.01 07/19/05 HOST MARRIOTT CORP/ MD 2.02,9.01 07/20/05 HOUSEHOLD AFFINITY CREDIT CARD MASTER DE 9.01 07/15/05 HOUSEHOLD CREDIT CARD MASTER NOTE TRU DE 9.01 07/15/05 HOUSEHOLD PRIVATE LABEL CREDIT CARD M DE 9.01 07/15/05 HUDSON HIGHLAND GROUP INC DE 1.01,7.01,9.01 07/19/05 HUFFY CORP OH 8.01,9.01 07/19/05 HUGHES SUPPLY INC FL 8.01,9.01 07/20/05 HUNTINGTON BANCSHARES INC/MD MD 2.02,9.01 07/20/05 HUTTIG BUILDING PRODUCTS INC DE 2.02,9.01 07/19/05 IBIS TECHNOLOGY CORP MA 2.02,5.02,9.01 07/20/05 ICU MEDICAL INC/DE DE 2.02,9.01 07/18/05 IMATION CORP DE 2.02,7.01,9.01 07/20/05 IMATION CORP DE 7.01 07/20/05 IMMUCELL CORP /DE/ DE 2.02,9.01 07/20/05 IMMUNE RESPONSE CORP DE 1.01,3.02 07/15/05 IMMUNOMEDICS INC DE 8.01,9.01 07/19/05 IMS HEALTH INC DE 2.02,9.01 07/20/05 IMS HEALTH INC DE 2.02,9.01 07/20/05 IN TOUCH MEDIA GROUP, INC. FL 9.01 07/20/05 AMEND Industrial Enterprises of America, In NV 8.01 07/19/05 Infinicall CORP DE 4.01 07/18/05 INLAND REAL ESTATE CORP MD 8.01,9.01 07/20/05 INNOFONE COM INC NV 1.02 07/15/05 INSITUFORM TECHNOLOGIES INC DE 5.02,7.01,9.01 07/14/05 INSTINET GROUP INC DE 5.02,9.01 07/20/05 INSWEB CORP DE 2.02,9.01 07/20/05 INTER PARFUMS INC DE 2.02 07/20/05 INTERMET CORP GA 7.01,9.01 07/20/05 INTRADO INC DE 7.01 07/13/05 iPCS, INC DE 1.01,2.02,9.01 07/20/05 ITRONICS INC TX 1.01,2.03,3.02,9.01 07/15/05 iWorld Projects & Systems, Inc. NV 5.02,8.01 07/19/05 J C PENNEY CO INC DE 1.01 07/15/05 J P MORGAN CHASE & CO DE 2.02,9.01 07/20/05 J P MORGAN CHASE & CO DE 7.01,9.01 07/20/05 J P MORGAN CHASE & CO DE 7.01,9.01 10/01/04 AMEND JAKKS PACIFIC INC DE 2.02,9.01 07/20/05 JARDEN CORP DE 1.01,2.01,2.03,3.02,5.03,9.01 07/18/05 JOURNAL COMMUNICATIONS INC 2.02,9.01 07/20/05 JOURNAL COMMUNICATIONS INC 8.01,9.01 07/20/05 Juniper Partners Acquisition Corp. DE 8.01,9.01 07/20/05 JUPITERMEDIA CORP DE 1.01,2.01,2.03,7.01,9.01 07/18/05 K2 INC DE 2.02,9.01 07/20/05 KANSAS CITY SOUTHERN DE 1.01,2.03 07/13/05 KEANE INC MA 2.02,9.01 07/20/05 KERR MCGEE CORP /DE DE 7.01,9.01 07/20/05 KINDER MORGAN ENERGY PARTNERS L P DE 2.02,9.01 07/20/05 KINDER MORGAN INC KS 2.02,9.01 07/20/05 KINGS ROAD ENTERTAINMENT INC DE 8.01 06/20/05 KITTY HAWK INC DE 1.01,9.01 07/15/05 KNIGHT CAPITAL GROUP, INC. DE 2.02,7.01,9.01 07/20/05 KNIGHT FULLER INC DE 4.02 07/16/05 LAM RESEARCH CORP DE 2.02,9.01 07/20/05 LANDAMERICA FINANCIAL GROUP INC VA 8.01,9.01 07/20/05 LASALLE HOTEL PROPERTIES MD 2.02,9.01 07/20/05 LB-UBS Commercial Mortgage Trust 2005 8.01,9.01 07/15/05 LB-UBS Commercial Mortgage Trust 2005 8.01,9.01 07/15/05 LB-UBS Commercial Mortgage Trust 2005 8.01,9.01 07/15/05 LEE SARA CORP MD 2.05,2.06,7.01,9.01 07/15/05 LEESPORT FINANCIAL CORP PA 2.02,9.01 07/19/05 LEHMAN BROTHERS HOLDINGS INC DE 5.03,9.01 07/14/05 LIBERATE TECHNOLOGIES DE 1.01 07/14/05 Liberty Global, Inc. DE 7.01 07/20/05 LINENS N THINGS INC DE 2.02 07/20/05 LUCILLE FARMS INC DE 3.01 07/18/05 MACROMEDIA INC DE 1.01,2.02,9.01 07/19/05 MAIN STREET BANKS INC /NEW/ GA 2.02,9.01 07/20/05 MAINSOURCE FINANCIAL GROUP IN 2.02,9.01 07/20/05 MANATRON INC MI 1.01 07/11/05 MARTIN MARIETTA MATERIALS INC NC 2.02,7.01,9.01 07/20/05 MATRITECH INC/DE/ DE 2.02,8.01,9.01 07/20/05 MATRITECH INC/DE/ DE 2.02,8.01,9.01 07/20/05 MATRIXX INITIATIVES INC DE 1.01,5.02,9.01 07/18/05 MATTSON TECHNOLOGY INC DE 2.02,9.01 07/20/05 MAYTAG CORP DE 8.01,9.01 07/20/05 MCI INC DE 1.01 07/14/05 MDC HOLDINGS INC DE 1.01,9.01 07/20/05 MEDICINES CO /DE DE 2.02,9.01 07/20/05 MEDSOLUTIONS INC TX 1.01,2.03,3.02,5.02,9.01 07/15/05 MEDTOX SCIENTIFIC INC DE 7.01,9.01 07/19/05 MELLON FINANCIAL CORP PA 2.02,9.01 07/19/05 MICROFINANCIAL INC MA 1.01 07/14/05 MICRON ENVIRO SYSTEMS INC NV 8.01 07/19/05 MODINE MANUFACTURING CO WI 5.03,9.01 07/20/05 MODINE MANUFACTURING CO WI 2.02 06/26/05 MODINE MANUFACTURING CO WI 8.01,9.01 07/20/05 MOLEX INC DE 2.02,5.02,8.01,9.01 07/15/05 MOLINA HEALTHCARE INC DE 2.02,9.01 07/20/05 MONEYGRAM INTERNATIONAL INC 2.02 07/20/05 Morgan Stanley Capital I Trust 2005 I DE 8.01,9.01 07/15/05 MortgageIT Holdings, Inc. MD 1.01,9.01 07/18/05 MOSCOW CABLECOM CORP DE 7.01,9.01 07/20/05 MOVIE GALLERY INC DE 2.02,9.01 07/19/05 MS STRUCTURED SATURNS SERIES 2001-3 DE 8.01,9.01 07/15/05 MS STRUCTURED SATURNS SERIES 2001-7 DE 8.01,9.01 07/15/05 MS STRUCTURED SATURNS SERIES 2002-10 DE 8.01,9.01 07/15/05 MS STRUCTURED SATURNS SERIES 2002-5 DE 8.01,9.01 07/15/05 MS STRUCTURED SATURNS SERIES 2003-10 DE 8.01,9.01 07/15/05 MS STRUCTURED SATURNS SERIES 2003-13 DE 8.01,9.01 07/15/05 MS STRUCTURED SATURNS SERIES 2003-16 DE 8.01,9.01 07/15/05 MS STRUCTURED SATURNS SERIES 2003-7 DE 8.01,9.01 07/15/05 MS STRUCTURED SATURNS SERIES 2003-9 DE 8.01,9.01 07/15/05 MULTI FINELINE ELECTRONIX INC 1.01,9.01 07/14/05 MYERS INDUSTRIES INC OH 8.01 07/15/05 MYLAN LABORATORIES INC PA 2.02,9.01 07/19/05 NATIONAL ATLANTIC HOLDINGS CORP NJ 8.01,9.01 07/19/05 NATIONAL WATERWORKS INC 8.01,9.01 07/19/05 NATURAL RESOURCE PARTNERS LP DE 1.01,2.03,8.01,9.01 07/19/05 NB&T FINANCIAL GROUP INC OH 2.02,5.02,7.01,9.01 07/19/05 NBC CAPITAL CORP MS 2.02,9.01 07/20/05 NEOSE TECHNOLOGIES INC DE 8.01,9.01 07/19/05 NETBANK INC GA 7.01,9.01 07/20/05 NEW PLAN EXCEL REALTY TRUST INC MD 1.01,7.01 07/19/05 New York & Company, Inc. 8.01 07/19/05 NEW YORK COMMUNITY BANCORP INC DE 2.02,7.01,9.01 07/20/05 NEXT INC/TN DE 4.01,9.01 07/18/05 NEXT INC/TN DE 1.01,2.03,9.01 07/20/05 NICKLEBYS COM INC CO 1.01,9.01 07/19/05 NITTANY FINANCIAL CORP PA 2.02,9.01 07/20/05 NMS COMMUNICATIONS CORP DE 7.01,9.01 07/20/05 NORTH FORK BANCORPORATION INC DE 2.02,9.01 07/20/05 NORTHERN STATES FINANCIAL CORP /DE/ DE 2.02 07/20/05 NORTHERN TRUST CORP DE 2.02,9.01 07/20/05 NORTHWEST PASSAGE VENTURES LTD NV 5.02 07/14/05 NSTOR TECHNOLOGIES INC DE 5.02 07/19/05 NUWAY MEDICAL INC DE 3.02 07/15/05 NVE CORP /NEW/ MN 2.02 07/20/05 NVR INC VA 2.02,9.01 07/19/05 OAKLEY INC WA 2.02 07/20/05 OCA, INC. / DE / DE 4.01,9.01 06/08/05 OLD DOMINION ELECTRIC COOPERATIVE VA 1.01,1.02,9.01 07/14/05 ON THE GO HEALTHCARE INC DE 1.01 07/14/05 ON THE GO HEALTHCARE INC DE 1.02 07/15/05 ONEOK INC /NEW/ OK 8.01,9.01 07/20/05 ONESOURCE TECHNOLOGIES INC DE 8.01,9.01 07/14/05 ONLINE RESOURCES CORP DE 2.02 07/20/05 OPTIMAL GROUP INC 1.01,2.01,8.01,9.01 05/06/05 AMEND OptimumBank Holdings, Inc. FL 2.02,9.01 07/19/05 ORBITAL SCIENCES CORP /DE/ DE 2.02 07/20/05 Orchids Paper Products CO /DE DE 7.01,9.01 07/20/05 ORGANITECH USA INC DE 1.01,9.01 07/20/05 OSCIENT PHARMACEUTICALS CORP MA 8.01,9.01 07/20/05 OSI SYSTEMS INC CA 1.01,9.01 07/18/05 PACIFIC CONTINENTAL CORP OR 2.02,9.01 06/30/05 PALM HARBOR HOMES INC /FL/ FL 2.02,9.01 07/19/05 PALM INC DE 1.01,5.03,5.05 07/14/05 PALOMAR ENTERPRISES INC NV 3.03,4.01 06/22/05 AMEND PARADYNE NETWORKS INC DE 2.02 07/20/05 PARAMETRIC TECHNOLOGY CORP MA 2.02,9.01 07/20/05 PARK OHIO HOLDINGS CORP OH 7.01,9.01 07/20/05 PARKE BANCORP, INC. NJ 2.02,9.01 07/19/05 PARTNERS TRUST FINANCIAL GROUP INC 2.02,8.01 07/20/05 PAYGARD INC NV 4.01,9.01 06/30/05 PEOPLES FINANCIAL SERVICES CORP/ PA 9.01 06/30/05 PERICOM SEMICONDUCTOR CORP CA 8.01,9.01 07/19/05 PETMED EXPRESS INC FL 7.01,9.01 07/18/05 PFGI CAPITAL CORP MD 2.02,8.01,9.01 07/20/05 PFIZER INC DE 2.02,9.01 07/20/05 PHELPS DODGE CORP NY 7.01,9.01 07/19/05 PHILLIPS VAN HEUSEN CORP /DE/ DE 1.01 07/18/05 PHOENIX TECHNOLOGIES LTD DE 2.02,9.01 07/20/05 PHOTOWORKS INC /WA WA 3.03,5.03,8.01,9.01 07/19/05 PINNACLE FINANCIAL PARTNERS INC TN 2.02,9.01 07/19/05 PIPER JAFFRAY COMPANIES 2.02,9.01 07/20/05 PLACER SIERRA BANCSHARES CA 2.02,9.01 07/19/05 PLANAR SYSTEMS INC OR 2.02,9.01 07/20/05 PLUMAS BANCORP CA 2.02,9.01 07/20/05 POLYCOM INC DE 2.02,9.01 07/20/05 POLYMEDICA CORP MA 2.03 07/15/05 POPE RESOURCES LTD PARTNERSHIP DE 2.02,9.01 07/20/05 POSSIS MEDICAL INC MN 8.01,9.01 07/20/05 POTLATCH CORP DE 2.02,9.01 07/19/05 AMEND PRECISION CASTPARTS CORP OR 2.02 07/19/05 PRENTISS PROPERTIES TRUST/MD 2.02,9.01 07/19/05 PRICELINE COM INC DE 1.01,2.01,2.02,7.01,9.01 07/14/05 PRICESMART INC DE 1.01 07/14/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 07/15/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 07/15/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 07/15/05 PROTEIN POLYMER TECHNOLOGIES INC DE 8.01,9.01 07/12/05 PROTOCALL TECHNOLOGIES INC NV 9.01 07/10/05 AMEND PYR ENERGY CORP DE 2.02,9.01 07/16/05 QLOGIC CORP DE 2.02,9.01 07/20/05 QNB CORP PA 2.02,9.01 07/20/05 QUALCOMM INC/DE DE 2.02,9.01 07/20/05 QUEEN CITY MOBILE HOMES INC SD 4.01,9.01 07/16/05 QUIDEL CORP /DE/ DE 1.01,9.01 07/18/05 QUIPP INC FL 7.01,9.01 07/20/05 RAINIER PACIFIC FINANCIAL GROUP INC 2.02,9.01 07/20/05 RARE HOSPITALITY INTERNATIONAL INC GA 2.02,7.01,9.01 07/20/05 RAYONIER INC NC 1.01 07/20/05 REDBACK NETWORKS INC DE 2.02,9.01 07/20/05 REGENCY CENTERS CORP FL 9.01 06/01/05 AMEND REGENCY CENTERS LP FL 9.01 06/01/05 AMEND RELM WIRELESS CORP NV 1.01,9.01 07/06/05 RENASANT CORP MS 2.02,9.01 07/19/05 REPUBLIC FIRST BANCORP INC PA 7.01,9.01 07/20/05 RESIDENTIAL ASSET SECURITIES CORP DE 8.01,9.01 07/20/05 RESIDENTIAL FUNDING MORTGAGE SECURITI DE 8.01,9.01 07/20/05 RESIDENTIAL FUNDING MORTGAGE SECURITI DE 8.01,9.01 07/20/05 RESIDENTIAL FUNDING MORTGAGE SECURITI DE 8.01,9.01 07/20/05 REWARDS NETWORK INC DE 1.01,9.01 07/19/05 ROGERS CORP MA 2.02,7.01,9.01 07/20/05 ROWAN COMPANIES INC DE 7.01,9.01 07/20/05 RUSH ENTERPRISES INC \TX\ TX 2.02,9.01 07/20/05 RYLAND GROUP INC MD 2.02,9.01 07/20/05 SABRE HOLDINGS CORP DE 2.01,7.01,9.01 07/20/05 SAKS CREDIT CARD MASTER TRUST NV 9.01 07/15/05 SALEM COMMUNICATIONS CORP /DE/ DE 7.01 07/20/05 SAN JUAN BASIN ROYALTY TRUST TX 2.02,9.01 07/19/05 SAVANNAH BANCORP INC GA 7.01 07/19/05 SCBT FINANCIAL CORP SC 2.02,9.01 07/19/05 SCHNITZER STEEL INDUSTRIES INC OR 1.01,5.02,9.01 07/18/05 SCHNITZER STEEL INDUSTRIES INC OR 1.01,5.02,9.01 05/19/05 AMEND SCIENCE DYNAMICS CORP DE 1.02,5.02,9.01 07/14/05 SCOTIA PACIFIC CO LLC DE 8.01 07/19/05 SEARCHHELP INC 4.01,9.01 07/14/05 SECURITIZED ASSET BACKED RECEIVABLES 8.01,9.01 07/18/05 SEI INVESTMENTS CO PA 2.02,9.01 07/20/05 SEITEL INC DE 1.01,5.02,8.01,9.01 07/20/05 SILVERLEAF RESORTS INC 8.01 07/14/05 SIPEX CORP MA 8.01,9.01 07/18/05 SLM Student Loan Trust 2005-6 8.01,9.01 07/19/05 SONOCO PRODUCTS CO SC 2.02,9.01 07/20/05 Sound Revolution Inc. DE 1.01 07/20/05 SOUTHWEST COMMUNITY BANCORP CA 2.02,9.01 07/20/05 SOVEREIGN BANCORP INC PA 8.01,9.01 07/20/05 SPACEHAB INC \WA\ WA 4.02,9.01 07/18/05 SPARTAN STORES INC MI 2.02,9.01 07/20/05 ST JUDE MEDICAL INC MN 2.02,9.01 07/20/05 STAAR SURGICAL CO DE 8.01,9.01 07/15/05 STATE FINANCIAL SERVICES CORP WI 2.02,9.01 07/19/05 STEVEN MADDEN, LTD. DE 1.01,2.02,5.02,9.01 07/15/05 STRONGHOLD TECHNOLOGIES INC NV 1.01,2.03,3.02,9.01 07/15/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 07/20/05 STRUCTURED PRODUCTS CORP CAST SM STEP DE 8.01 07/12/05 SUPERCLICK INC WA 1.01,9.01 07/18/05 SUPERVALU INC DE 2.02 07/20/05 SURMODICS INC MN 2.02,9.01 07/20/05 SYMYX TECHNOLOGIES INC DE 2.02,9.01 07/20/05 SYNOVUS FINANCIAL CORP GA 1.01,2.02,5.02,7.01,9.01 07/20/05 SYNPLICITY INC CA 2.02,9.01 07/20/05 T REIT INC VA 1.01,9.01 07/15/05 TARGET RECEIVABLES CORP MN 8.01,9.01 07/20/05 TASER INTERNATIONAL INC 7.01,9.01 07/20/05 TAYLOR CAPITAL GROUP INC DE 2.02,9.01 07/19/05 TCF FINANCIAL CORP DE 2.02,9.01 07/20/05 TD BANKNORTH INC. DE 8.01,9.01 07/20/05 TECHNOLOGY SOLUTIONS COMPANY DE 1.01,1.02,9.01 07/18/05 TELEPLUS ENTERPRISES INC 2.01,8.01,9.01 07/20/05 TEMECULA VALLEY BANCORP INC DE 8.01,9.01 07/20/05 TEMECULA VALLEY BANCORP INC DE 9.01 07/20/05 TENET HEALTHCARE CORP NV 8.01 07/20/05 TERADYNE INC MA 2.02,9.01 07/19/05 THERAGENICS CORP DE 5.02,9.01 07/20/05 TIME LENDING CALIFORNIA INC NV 8.01 07/15/05 TIMKEN CO OH 8.01 07/19/05 TIPPERARY CORP TX 5.01,5.02 07/13/05 TNX TELEVISION HOLDINGS INC NV 8.01 07/20/05 TORCHMARK CORP DE 2.02,9.01 07/20/05 TORRENT ENERGY CORP CO 3.02,7.01,9.01 07/19/05 TOWER FINANCIAL CORP IN 2.02,9.01 07/20/05 TRACTOR SUPPLY CO /DE/ DE 2.02,7.01,9.01 07/20/05 TRADESTATION GROUP INC FL 2.02,9.01 07/20/05 TRANSCEND SERVICES INC DE 2.02,9.01 07/20/05 TRIMERIS INC DE 2.02 07/19/05 Trinsic, Inc. DE 1.01,3.02,4.01,5.03,9.01 07/15/05 TRUMP ENTERTAINMENT RESORTS, INC. DE 1.01,1.02,5.02,7.01,9.01 07/14/05 U. S. Premium Beef, Inc. DE 7.01,9.01 07/13/05 UAL CORP /DE/ DE 1.01,9.01 07/20/05 UNION FINANCIAL BANCSHARES INC DE 2.02,9.01 07/20/05 UNISYS CORP DE 2.02,9.01 07/20/05 UNITED COMMUNITY FINANCIAL CORP OH 2.02,9.01 07/20/05 UNITED INDUSTRIAL CORP /DE/ DE 1.01,2.03,9.01 07/18/05 UNITED MORTGAGE TRUST MD 7.01,9.01 07/19/05 UNITED TECHNOLOGIES CORP /DE/ DE 2.02,9.01 07/20/05 UNIVERSAL STAINLESS & ALLOY PRODUCTS DE 2.02 07/20/05 UNOCAL CORP DE 1.01,8.01,9.01 07/19/05 USANA HEALTH SCIENCES INC UT 2.02,9.01 07/19/05 uWink, Inc. UT 5.02,9.01 07/11/05 VAIL BANKS INC CO 2.02,9.01 07/19/05 VASCO DATA SECURITY INTERNATIONAL INC DE 2.02,9.01 07/20/05 VERISIGN INC/CA DE 2.02,9.01 07/20/05 VIAVID BROADCASTING INC NV 2.02 07/18/05 VOLKSWAGEN AUTO LEASE TRUST 2002-A 8.01,9.01 07/20/05 Volkswagen Auto Lease Trust 2004-A DE 8.01,9.01 07/20/05 Volkswagen Auto Lease Trust 2005-A 8.01,9.01 07/20/05 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2 8.01,9.01 07/20/05 VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2 DE 8.01,9.01 07/20/05 VOLKSWAGEN DEALER FINANCE LLC DE 8.01,9.01 07/20/05 Wachovia Bank Commercial Mortgage Tru NC 8.01,9.01 07/15/05 WASHINGTON MUTUAL INC WA 2.02,5.02,9.01 07/20/05 WASHINGTON MUTUAL MORTGAGE SECURITIES DE 9.01 07/19/05 WASHINGTON MUTUAL MORTGAGE SECURITIES DE 9.01 07/19/05 WELLS FARGO ASSET SECURITIES CORP DE 8.01,9.01 07/19/05 WELLS FARGO ASSET SECURITIES CORP DE 8.01,9.01 07/19/05 Wells Fargo Financial Auto Owner Trus DE 8.01,9.01 07/15/05 WEST COAST BANCORP /NEW/OR/ OR 2.02,9.01 07/19/05 WFS RECEIVABLES CORP 3 CA 8.01,9.01 07/14/05 WFS RECEIVABLES CORP 3 CA 8.01,9.01 07/18/05 WHITNEY HOLDING CORP LA 2.02,9.01 07/20/05 WHITTIER ENERGY CORP NV 1.01,9.01 07/14/05 WSFS FINANCIAL CORP DE 2.02,9.01 07/19/05 WYETH DE 2.02,9.01 07/20/05 ZANETT INC DE 5.02 07/20/05 ZHONE TECHNOLOGIES INC DE 2.02,9.01 07/20/05