SEC NEWS DIGEST Issue 2004-212 November 3, 2004 COMMISSION ANNOUNCEMENTS STATEMENT OF THE SECURITIES AND EXCHANGE COMMISSION CONCERNING MILTON COHEN The Commission notes with great sadness the death on Saturday, October 30, of Milton Cohen, one of the seminal figures in the history of the S.E.C. In a professional career that spanned seven decades, Mr. Cohen made numerous lasting contributions to the American capital markets and this country’s system for regulation of these markets. Mr. Cohen came to the Commission in 1935, almost at its inception. He rapidly advanced through the ranks of the staff and in 1943 became the Director of the Division of Corporate Regulation, the largest division at the Commission. In this position he was at the forefront of the Commission’s decade-long program to reorganize and consolidate the nation’s utility industry into a series of regional holding companies that would provide the entire nation with low cost and efficient electricity service. In 1961, after nearly two decades in private practice in Chicago, SEC Chairman William Cary recruited Mr. Cohen to return to Washington as the Director of a Congressionally mandated comprehensive review of the nation’s securities markets and the Federal regulatory system to oversee these markets. Eighteen months later, Mr. Cohen’s 65 member team published a six volume report that became the foundation for the creation of today’s integrated national market system, as well as the Commission’s regulatory blueprint for the next two decades. A few years later, in 1966, Mr. Cohen published in the Harvard Law Review an article entitled “Truth in Securities Revisited”, in which he argued for the creation of a system of continuous corporate disclosure integrating the disclosure requirements of the Securities Act of 1933 into the requirements of the Securities Exchange Act of 1934. Mr. Cohen’s article once again became the intellectual touchstone for the Commission’s efforts to build and implement a truly integrated corporate disclosure system. As a testament to the continuing vitality of his ideas, the Commission last week in its public meeting voted to propose substantial amendments to its current regulatory requirements and acknowledged their origin, more than thirty years ago, in Mr. Cohen’s writing. Mr. Cohen’s career exemplified a rare combination of legal genius, imagination and dedication to public policy. His achievements will serve as an inspiration and a model to current and future generations of S.E.C. staff. His ideas will continue to guide the work of this Commission. All who knew him will remember him with great respect and affection. The Commission and staff extend their deepest sympathy to his family and many friends. COMMISSION MEETINGS Following is a schedule of Commission meetings, which will be conducted under provisions of the Government in the Sunshine Act. Meetings will be scheduled according to the requirements of agenda items under consideration. Open meetings will be held in the William O. Douglas Room, Room 1C30, at the Commission's headquarters building, 450 Fifth Street, N.W., Washington, D.C. Visitors are welcome at all open meetings, insofar as space is available. Persons wishing to photograph or videotape Commission meetings must obtain permission in advance from the Secretary of the Commission. Persons wishing to tape record a Commission meeting should notify the Secretary's office 48 hours in advance of the meeting. Any member of the public who requires auxiliary aids such as a sign language interpreter or material on tape to attend a public meeting should contact Rochelle Franks, Office of Administrative and Personnel Management, to make arrangements. Ms. Franks can be reached at TTY number (202) 942-9558. If you are calling from a non-TTY number, please call the Relay Service at 1-800-877-8339. OPEN MEETING – TUESDAY, NOVEMBER 9, 2004 – 10:00 A.M. The subject matter of the open meeting scheduled for Tuesday, November 9, will be: 1. The Commission will consider whether to publish for public comment a release setting forth the following proposals that relate to national securities exchanges and registered securities associations that are self-regulatory organizations (SROs). In particular, the Commission will consider whether to propose the following: A. New Rules 6a-5 and 15Aa-3 under the Exchange Act, which would require SROs to implement certain minimum governance standards, including a majority independent board, fully independent Nominating, Governance, Audit, Compensation, and Regulatory Oversight Committees, and the separation of an SRO’s regulatory functions from its market operations and other business interests (Governance Standards Proposal). B. Amendments to Rules 6a-2, 15Aa-1, and Rule 15Aa-2 (redesignated Rule 15Aj-1) and to Form 1 and to new Form 2 (redesignated Form X-15AA-1) and repeal of Forms X-15Aj-1 and X-15Aj-2 under the Exchange Act, which would require the SROs to provide to the Commission, and publicly disclose, greater and more current information about their operation and structure, including their governance processes, regulatory programs, financial condition, and ownership (Transparency Proposal). C. New Rule 17a-26 under the Exchange Act, which would require SROs to file with the Commission quarterly and annual reports containing specified information on the operation of their regulatory programs, including their examination, investigation, and enforcement activities (SRO Reporting Proposal). D. New Rules 6a-5(o) and 15Aa-3(o), new Rule 17a-27, and amendments to Form 1 and new Form 2, which would require SROs to (i) restrict ownership and voting levels of individual members to no more than 20% and (ii) report significant accumulations of ownership by any person, and would require SRO members to report significant ownership interest information as well (SRO Ownership Proposal). E. New Regulation AL, which would impose reporting and notification requirements on an SRO that lists or trades its own securities or those of its trading facilities or affiliates (SRO Self-Listing Proposal). F. Amendment to Rule 17a-1 under the Exchange Act, which would codify the current practice of the SROs to keep at least one copy of their required books and records in the United States (Books and Records Proposal). The Commission also will consider whether to publish for public comment a Concept Release, which would request public comment on a variety of issues relating to the efficacy of the current self-regulatory system, including the possibility of implementing specified enhancements to the current SRO system or pursuing one of several possible alternative regulatory models. For further information, please contact Geraldine Idrizi at (202) 942-7317 (Governance Standards Proposal); Susie Cho at (202) 942- 0748 or Leah Mesfin at (202) 942-0196 (Transparency Proposal); Richard Holley at (202) 942-8086 (SRO Reporting Proposal); Sonia Trocchio at (202) 942-0753 (SRO Self-Listing Proposal, SRO Ownership Proposal, and Books and Records Proposal); and Christopher Stone at (202) 942-7938 (Concept Release). 2. The Commission will hear oral argument on appeals by Leslie A. Arouh and the Division of Enforcement of an initial decision of an administrative law judge. Arouh was formerly an associated person with First Union Capital Markets (First Union), a registered broker- dealer. The law judge concluded that Arouh participated in an adjusted trading scheme which consisted of First Union's (1) buying $100 million of corporate bonds at prices above the prevailing market price from a group of accounts at ARM Capital Advisors LLC (ARM), a registered investment adviser, (2) selling the same bonds, at market price, to a different group of ARM accounts shortly thereafter, resulting in a $1.376 million loss to First Union, and (3) selling to ARM accounts bonds that were marked up sufficiently above the prevailing market price to reimburse First Union's losses on the first two legs. The law judge found Arouh willfully violated Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934, and Exchange Act Rule 10b-5. The law judge suspended Arouh from association with a broker or dealer for ninety days and ordered Arouh to pay a civil money penalty of $330,000. Arouh argues that the record does not support the law judge's findings of violation, that the sanctions imposed by the law judge are excessive, and that no sanctions are warranted. The Division has appealed the sanctions, arguing that, in addition to the civil money penalty, the Commission should bar Arouh permanently from association with any broker or dealer and impose a cease-and-desist order against him. Among the issues likely to be considered are: A. whether respondent committed the alleged violations; and B. if so, whether sanctions should be imposed in the public interest. CLOSED MEETING – TUESDAY, NOVEMBER 9, 2004 – 11:30 A.M. The subject matter of the closed meeting scheduled for Tuesday, November 9, will be: post argument discussion. CLOSED MEETING – WEDNESDAY, NOVEMBER 10, 2004 – 10:00 A.M. The subject matter of the closed meeting scheduled for Wednesday, November 10, will be: Formal orders of investigations; Institution and settlement of injunctive actions; Institution and settlement of administrative proceedings of an enforcement nature; and an adjudicatory matter. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact: The Office of the Secretary at (202) 942-7070. ENFORCEMENT PROCEEDINGS COMMISSION ALLEGES FRAUD AGAINST FORMER VICE PRESIDENT OF CORPORATE DEVELOPMENT OF AVENTURA, FLORIDA INTERNET COMPANY On Oct. 29, 2004, the Commission filed a civil injunctive action against Barrington Schneer, the former vice-president of corporate development of GetAnswers, Inc., an Internet company headquartered in Aventura, Florida. The Commission’s complaint alleges that from at least January 2001 through January 2003, Schneer and others raised approximately $7.5 million from hundreds of investors nationwide, primarily physicians, through an in-house boiler room operation. The complaint further alleges that GetAnswers, through its offering and marketing materials and/or sales representatives, made numerous false representations and omissions to investors relating to, among other things, the experience of GetAnswers’ president and chief executive officers in starting successful Internet companies, GetAnswers’ affiliation with a college, the use of investor proceeds, the safety and profitability of an investment in the company, and its compliance with all securities laws. The complaint charges Schneer with violations of Sections 5(a), 5(c), and 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. Previously, on Jan. 10, 2003, the Commission filed an emergency civil injunctive action against GetAnswers and others (SEC v. GetAnswers, Inc., et al., Case No. 03-20048-KING-O’SULLIVAN. [FL-2888]). [SEC v. Barrington Schneer, Case No. 04-22743-CIV-UNGARO-BENAGES/BROWN (S.D. Fla.] (LR-18955) FORMER ATTORNEY AT CAMBRIDGE BIOTECH COMPANY BARRED FROM ACTING AS AN OFFICER OR DIRECTOR OF PUBLIC COMPANY IN CONNECTION WITH SETTLEMENT OF INSIDER TRADING CHARGES The Commission announced that, on Oct. 25, 2004, a Massachusetts federal court, by consent, issued an order in an insider trading case enjoining Andrew S. Marks, of Wayland, Massachusetts, from violations of the antifraud provisions, and barring him from acting as an officer or director of a public company. Marks was also ordered to pay $53,000 in disgorgement. Marks is currently in federal prison serving a sentence of a year and a day as the result of a related criminal proceeding. In its complaint, filed Dec. 3, 2002, the Commission alleged that Marks, who at the time was Vertex’s highest-ranking attorney, learned on Sept. 20, 2001, that Vertex planned to announce the suspension of clinical trials of one of its promising drugs on September 24. According to the Commission’s complaint, on September 21, Marks liquidated all of his Vertex stock despite having previously acknowledged in writing that the impending release would not be viewed favorably by Wall Street and that he should not sell his Vertex shares. The Commission alleged that, by selling his holdings prior to the company’s public announcement on September 24, Marks avoided a loss of $105,999. According to the Commission’s complaint, at the time he traded, Marks was the designated attorney for employees to consult regarding compliance with Vertex’s employee securities trading policy. In that capacity, the Commission alleged, Marks wrote Vertex’s CEO an email on September 20, advising him to make sure that an employee who had requested permission to trade had no knowledge of the impending press release. In the e-mail, Marks wrote: I guess that I am troubled about any employee trading prior to that release because it is likely to have an effect on the stock (looks like I can’t sell any shares) and, depending on the degree of that effect, could create the perception of insider trading. On September 21, less than 24 hours after writing this email to the CEO, the Commission alleged, Marks sold 20,900 shares of Vertex at an average price of $22.81 per share, receiving $476,765. Vertex announced its decision to terminate clinical trials at approximately 7:10 a.m. on September 24. Vertex’s shares closed that day at $17.74, down $5.33 from the previous close on volume of 9.8 million shares, more than eight times average daily volume. In its complaint, the Commission alleged that Marks traded in breach of a fiduciary duty to Vertex and its shareholders not to trade in the company’s stock while in possession of material, nonpublic information about the company. As a result of the conduct described in the complaint, the Commission charged Marks with violations of the antifraud provisions of federal securities laws, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and Section 17(a) of the Securities Act of 1933. The order holds Marks liable for disgorgement of $105,999, the full amount sought in the Commission’s complaint, but waives payment of all but $53,000 based on sworn financial information that Marks submitted to the Commission. In addition, pursuant to an ancillary Commission administrative proceeding, Marks has been suspended from appearing or practicing before the Commission under Rule 102(e)(2) of the Commission’s Rules of Practice. On Oct. 3, 2003, in the related criminal action, Marks had pled guilty to a one-count information filed by the U.S. Attorney for the District of Massachusetts charging him with unlawful insider trading in connection with his sale of Vertex stock. On Jan. 12, 2004, a federal judge sentenced Marks to a year and a day in prison for his conduct. For further information see Litigation Rel. Nos. 17871 (Dec. 3, 2002), 18360 (Sept. 24, 2003), 18409 (Oct. 14, 2003), and 18548 (Jan. 21, 2004) and Exchange Act Release No. 50432 (Sept. 23, 2004). [SEC v. Andrew S. Marks, USDC for the District of Massachusetts, No. 02 CV 12325 (JLT) (D.Mass.)] (LR-18956) INVESTMENT COMPANY ACT RELEASES SECURITY BENEFIT LIFE INSURANCE COMPANY, ET AL. An order has been issued on an application filed by Security Benefit Life Insurance Company (Security Benefit), First Security Benefit Life Insurance and Annuity Company of New York (First Security Benefit), SBL Variable Annuity Account XVII, and Security Distributors, Inc., amending an existing order under Section 6(c) of the Investment Company Act, and granting exemptions from the provisions of Sections 2(a)(32), 22(c) and 27(i)(2)(A) of the Act and Rule 22c-1 thereunder to permit, under specified circumstances, the recapture of certain credit enhancements applied to the Contract Value of certain variable annuity contracts issued by Security Benefit and First Security Benefit. (Rel. IC-26648 - November 2) SELF-REGULATORY ORGANIZATIONS APPROVAL OF PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-FICC-2004-01) filed by the Fixed Income Clearing Corporation (FICC) under Section 19(b) of the Exchange Act. The order allows FICC to amend the membership rules of its Government Securities Division (GSD) and its Mortgage-Backed Securities Division (MBSD) to (1) eliminate the requirement that the conversion to U.S. dollars be made by the applicant or member prior to submitting financial information to FICC unless such conversion is specifically requested by FICC, (2) eliminate the requirement that FICC make a determination as to the adequacy of an applicant’s personnel, physical facilities, books and records, accounting systems, or internal procedures, (3) require that a non-U.S. applicant represent to FICC in writing that it is regulated in a way that is generally comparable to the way in which domestic FICC members are regulated, (4) add a requirement to the GSD’s rules that a non-U.S. netting applicant represent in writing that it is in compliance with the financial reporting and responsibility standards of its home country, and (5) eliminate the requirement that GSD comparison-only applicants submit financial information to FICC. Publication of the order is expected in the Federal Register during the week of November 8. (Rel. 34-50617) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-8 SOUTHWALL TECHNOLOGIES INC /DE/, 1029 CORPORATION WAY, PALO ALTO, CA, 94303, 4159629111 - 5,250,000 ($2,546,250.00) Equity, (File 333-120147 - Nov. 2) (BR. 06) SB-2 P--CE Computers, Inc., 45630 CITRUS STREET - SUITE E, INDIO, CA, 92201, 760-864-9901 - 5,630,636 ($2,815,318.00) Equity, (File 333-120148 - Nov. 2) (BR. 09) S-3 PORTFOLIO RECOVERY ASSOCIATES INC, 120 CORPORATE BLVD STE 100, NORFOLK, VA, 23502, 7575199300X3003 - 1,955,000 ($66,460,225.00) Equity, (File 333-120149 - Nov. 2) (BR. 37) S-8 PeopleSupport, Inc., 1100 GLENDON AVENUE, SUITE 1250, LOS ANGELES, CA, 90024, 310-824-6200 - 2,812,945 ($23,066,149.00) Equity, (File 333-120150 - Nov. 2) (BR. 08) S-1 TEMPUR PEDIC INTERNATIONAL INC, 1713 JAGGIE FOX WAY, LEXINGTON, KY, 40511, 859-514-4757 - 11,500,000 ($186,990,000.00) Equity, (File 333-120151 - Nov. 2) (BR. 06) S-3 SFBC INTERNATIONAL INC, 11190 BISCAYNE BLVD, NORTH MIAMI, FL, 33181, 3058950304 - 0 ($143,750,000.00) Debt Convertible into Equity, (File 333-120152 - Nov. 2) (BR. 01) F-1 YM BIOSCIENCES INC, 5045 ORBITOR DRIVE, BUILDING 11 SUITE 400, MISSISSAUGA, A6, 00000, 12,575,218 ($25,779,196.00) Equity, (File 333-120153 - Nov. 2) (BR. 01) S-8 ART TECHNOLOGY GROUP INC, 25 FIRST STREET, CAMBRIDGE, MA, 02141, 6173861000 - 0 ($4,618,538.00) Equity, (File 333-120154 - Nov. 2) (BR. 03) S-3 GENERAL ELECTRIC CO, 3135 EASTON TURNPIKE, W3M, FAIRFIELD, CT, 06828, 203-373-2211 - 50,000,000 ($1,663,750,000.00) Equity, (File 333-120155 - Nov. 2) (BR. 36) S-8 VIISAGE TECHNOLOGY INC, 296 CONCORD ROAD, THIRD FLOOR, BILLERICA, MA, 01821, 9789322466 - 0 ($264,259.55) Equity, (File 333-120156 - Nov. 2) (BR. 03) S-3 21ST CENTURY HOLDING CO, 4161 N W 5TH STREET, PLANTATION, FL, 33317, 9545819993 - 69,200 ($736,980.00) Equity, (File 333-120157 - Nov. 2) (BR. 01) S-8 INTERNATIONAL FLAVORS & FRAGRANCES INC, 521 W 57TH ST, NEW YORK, NY, 10019, 2127655500 - 0 ($19,278,513.00) Equity, (File 333-120158 - Nov. 2) (BR. 06) F-1 SuperCom Ltd., PO BOX 2094, RA, L3, 43665, 972-9-775-0800 - 0 ($12,810,260.00) Equity, (File 333-120159 - Nov. 2) (BR. 36) S-8 GREENFIELD ONLINE INC, 15 RIVER ROAD, SUITE 310, WILTON, CT, 06890, 2038475700 - 0 ($10,607,260.00) Equity, (File 333-120160 - Nov. 2) (BR. 08) S-1 INTERNATIONAL SHIPHOLDING CORP, 650 POYDRAS ST STE 1700, NEW ORLEANS, LA, 70130, 5045295470 - 880,000 ($44,000,000.00) Debt Convertible into Equity, (File 333-120161 - Nov. 2) (BR. 05) S-3 COMSYS IT PARTNERS INC, 2709 WATER RIDGE PKWY, 2ND FLOOR, CHARLOTTE, NC, 28217, 7044425100 - 15,142,975 ($118,115,205.00) Equity, (File 333-120163 - Nov. 2) (BR. 37) S-3 BEC Funding II, LLC, ONE NSTAR WAY, WESTWOOD, MA, 02090, 781-441-8100 - 1,000,000 ($1,000,000.00) Equity, (File 333-120164 - Nov. 2) (BR. ) S-8 SAVVIS COMMUNICATIONS CORP, 12851 WORLDGATE DRIVE, HERNDON, VA, 20170, 7032348000 - 20,000,000 ($26,000,000.00) Equity, (File 333-120165 - Nov. 2) (BR. 08) S-3 COLONIAL BANCGROUP INC, ONE COMMERCE ST STE 800, P O BOX 1108, MONTGOMERY, AL, 36104, 3342405000 - 0 ($500,000,000.00) Unallocated (Universal) Shelf, (File 333-120166 - Nov. 2) (BR. 07) S-8 THIRD WAVE TECHNOLOGIES INC /WI, 502 S ROSA RD, MADISON, WI, 53719-1256, 608273 - 0 ($25,666,098.69) Equity, (File 333-120169 - Nov. 2) (BR. 01) 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 ------------------------------------------------------------------------------------------------ ABOVENET INC DE 8.01,9.01 11/01/04 ACCELRYS, INC. DE 2.02 10/28/04 ACG HOLDINGS INC DE 2.02 11/02/04 ACTUANT CORP WI 5.02,5.03,9.01 10/27/04 ADOLOR CORP 2.02,9.01 11/02/04 ADVANCED MICRO DEVICES INC DE 1.01,2.03,5.02,8.01,9.01 10/27/04 ADVANCED NEUROMODULATION SYSTEMS INC TX 2.02,7.01 10/28/04 AEROCENTURY CORP DE 1.01 10/29/04 AMEND AEROSONIC CORP /DE/ DE 8.01 11/01/04 AF FINANCIAL GROUP 5.02,9.01 11/01/04 AFC ENTERPRISES INC MN 1.01,9.01 10/30/04 AFEM MEDICAL CORP NV 1.01,3.02,3.03,5.01,5.02 10/29/04 AFFILIATED MANAGERS GROUP INC DE 7.01,9.01 11/02/04 AGILYSYS INC OH 2.02,7.01,9.01 11/02/04 AIRNET COMMUNICATIONS CORP DE 8.01,9.01 11/01/04 ALION SCIENCE & TECHNOLOGY CORP DE 1.02 11/01/04 ALLIANCE BANKSHARES CORP 2.02,9.01 10/29/04 ALMOST FAMILY INC DE 5.02 10/27/04 ALPHARMA INC DE 2.02,9.01 11/01/04 AMERICA FIRST APARTMENT INVESTORS INC MD 4.01 10/27/04 AMERICA FIRST TAX EXEMPT INVESTORS LP DE 4.01 10/27/04 AMERICAN BUSINESS FINANCIAL SERVICES DE 1.01 10/27/04 AMERISOURCEBERGEN CORP DE 5.02,8.01,9.01 11/01/04 AMKOR TECHNOLOGY INC DE 1.01,2.03,9.01 10/27/04 AMSURG CORP TN 7.01,9.01 11/02/04 AMYLIN PHARMACEUTICALS INC DE 2.02,8.01,9.01 11/02/04 ANADARKO PETROLEUM CORP DE 7.01,9.01 11/01/04 ANTS SOFTWARE INC DE 1.01,5.02,9.01 10/29/04 AQUA AMERICA INC PA 2.02,9.01 11/02/04 ARCH CHEMICALS INC VA 7.01,9.01 11/02/04 ARGONAUT TECHNOLOGIES INC DE 2.02,9.01 11/02/04 ARIAD PHARMACEUTICALS INC DE 5.02,9.01 11/02/04 ARROW INTERNATIONAL INC PA 1.01,5.02,5.03,9.01 08/31/04 ASPEN INSURANCE HOLDINGS LTD D0 2.02,7.01,9.01 11/02/04 Asset Backed Pass-Through Certificate DE 8.01,9.01 10/25/04 ASTORIA FINANCIAL CORP DE 8.01,9.01 11/02/04 AMEND ATA HOLDINGS CORP IN 3.01,9.01 11/02/04 AUDIBLE INC 2.02,9.01 11/02/04 AUTOMATIC DATA PROCESSING INC DE 8.01 11/02/04 BAIRNCO CORP /DE/ DE 2.02,9.01 10/02/04 AMEND BAKBONE SOFTWARE INC 1.01,5.02,9.01 10/30/04 BANC OF AMERICA COMMERCIAL MORTGAGE I DE 8.01,9.01 11/01/04 BANC OF AMERICA COMMERCIAL MORTGAGE I DE 8.01,9.01 11/02/04 BANC OF AMERICA COMMERCIAL MORTGAGE I DE 8.01,9.01 11/02/04 BANC OF AMERICA COMMERCIAL MORTGAGE I DE 8.01,9.01 11/02/04 BANCINSURANCE CORP OH 2.02,9.01 11/02/04 BANCWEST CORP/HI DE 8.01,9.01 11/01/04 Bank of Commerce Holdings CA 8.01,9.01 11/02/04 BANKATLANTIC BANCORP INC FL 7.01,9.01 11/02/04 BANKNORTH GROUP INC/ME ME 8.01,9.01 11/01/04 BEACON POWER CORP DE 4.01,9.01 10/29/04 AMEND BEAR STEARNS ALT A TRUST 2003-2 DE 8.01,9.01 10/25/04 BEAR STEARNS ALT A MORT PASS THR CERT DE 8.01,9.01 10/25/04 BEAR STEARNS ALT A TRUST MORT PASS TH DE 8.01,9.01 10/25/04 BEAR STEARNS ALT A TRUST MORT PASS TH DE 8.01,9.01 10/25/04 BEAR STEARNS ALT-A TRUST MTG PASS-THR NY 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST 2002-7 DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST 2003-4 DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST 2003-5 DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORT PASS THR DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORT PASS THR DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS NY 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS NY 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS NY 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS- NY 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 10/25/04 BEAR STEARNS ARM TRUST, MORTGAGE PASS DE 8.01,9.01 10/25/04 BEAR STEARNS TRUST MORTGAGE PASS-THRO DE 8.01,9.01 10/25/04 BELK INC 1.01,1.02,2.03 10/28/04 BENCHMARK BANKSHARES INC VA 9.01 11/02/04 BERKELEY TECHNOLOGY LTD 2.02,7.01 09/30/04 BF ACQUISITION GROUP IV INC 4.01,9.01 10/28/04 BIO KEY INTERNATIONAL INC MN 5.02 11/01/04 BIO ONE CORP NV 2.01,9.01 02/04/04 AMEND BJ SERVICES CO DE 2.02 11/02/04 BJ SERVICES CO DE 7.01 11/02/04 BLACK BOX CORP DE 4.01 10/28/04 BLOUNT INTERNATIONAL INC DE 2.02,4.02,9.01 11/02/04 BMC SOFTWARE INC DE 2.02,9.01 11/02/04 BMC SOFTWARE INC DE 1.01,9.01 11/01/04 BRADLEY OPERATING L P DE 2.02,9.01 11/02/04 BRADLEY PHARMACEUTICALS INC DE 8.01,9.01 11/01/04 BUILD A BEAR WORKSHOP INC DE 1.01,9.01 10/27/04 CAITHNESS COSO FUNDING CORP DE 1.01 11/02/04 CAL DIVE INTERNATIONAL INC MN 2.02,9.01 11/02/04 Calamos Asset Management, Inc. /DE/ 1.01,5.03,9.01 10/26/04 CALLWAVE INC 2.02,9.01 11/01/04 CARAUSTAR INDUSTRIES INC NC 2.02,9.01 10/27/04 CASTLE A M & CO MD 2.02 11/02/04 CBRL GROUP INC TN 7.01,9.01 11/02/04 CELL THERAPEUTICS INC WA 4.01 10/18/04 AMEND Centerplate, Inc. DE 2.02,9.01 11/01/04 CENTEX CORP NV 8.01,9.01 11/02/04 CENTRAL VIRGINIA BANKSHARES INC VA 2.02,9.01 10/28/04 CENVEO, INC CO 7.01 11/02/04 CEPHEID CA 2.02,9.01 11/02/04 CERADYNE INC DE 7.01,9.01 11/01/04 CHESAPEAKE ENERGY CORP OK 2.02 11/01/04 CHIPPAC INC CA 8.01 11/02/04 CHUBB CORP NJ 7.01 11/01/04 CIB MARINE BANCSHARES INC WI 5.05 10/28/04 CINCINNATI FINANCIAL CORP DE 1.01,2.03,7.01,9.01 11/01/04 CIPHERGEN BIOSYSTEMS INC DE 2.02,9.01 11/01/04 CITADEL SECURITY SOFTWARE INC DE 2.02,9.01 11/01/04 CITGO PETROLEUM CORP DE 2.02,9.01 11/02/04 CITIGROUP GLOBAL MARKETS HOLDINGS INC NY 9.01 11/01/04 CITIGROUP GLOBAL MARKETS HOLDINGS INC NY 9.01 11/01/04 CITIZENS COMMUNICATIONS CO DE 2.02,9.01 09/30/04 CITIZENS FIRST FINANCIAL CORP DE 2.02,9.01 11/01/04 CLARK INC DE 2.02,9.01 10/28/04 CLOROX CO /DE/ DE 2.02,9.01 11/02/04 COMMONWEALTH BIOTECHNOLOGIES INC VA 2.02,9.01 11/01/04 COMMUNICATIONS SYSTEMS INC MN 2.02,9.01 11/01/04 COMPUCREDIT CORP GA 2.02,9.01 11/02/04 COMPUDYNE CORP NV 2.02,9.01 11/01/04 CONTINENTAL AIRLINES INC /DE/ DE 8.01,9.01 11/01/04 COOPER INDUSTRIES LTD 8.01,9.01 11/02/04 CORAM HEALTHCARE CORP DE 1.03,9.01 10/27/04 CORRECTIONAL PROPERTIES TRUST MD 1.01,2.02,5.02,9.01 10/28/04 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 11/02/04 CROSS COUNTRY HEALTHCARE INC DE 2.02,7.01,9.01 10/29/04 CSFB COMMERCIAL MORT PASS THR CERTS S DE 8.01,9.01 11/01/04 CT COMMUNICATIONS INC /NC NC 8.01,9.01 11/02/04 CTI GROUP HOLDINGS INC DE 1.01 10/28/04 CUBIST PHARMACEUTICALS INC DE 2.02,9.01 10/27/04 CWALT INC 8.01,9.01 10/29/04 CYBEX INTERNATIONAL INC NY 3.02 10/28/04 DANA CORP VA 1.01,9.01 11/01/04 DATATEC SYSTEMS INC DE 5.02 10/28/04 DATAWATCH CORP DE 1.01,5.01,9.01 11/02/04 DENDREON CORP DE 1.01,9.01 10/29/04 DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 11/01/04 DIGITAL ANGEL CORP DE 2.02,9.01 11/02/04 DILLARDS INC DE 7.01,9.01 11/01/04 DIRECT GENERAL CORP 2.02,9.01 11/01/04 DIRECTV GROUP INC DE 2.02 11/02/04 DIRECTV HOLDINGS LLC DE 2.02 11/02/04 DISCOVERY PARTNERS INTERNATIONAL INC DE 2.02,9.01 11/02/04 DNB FINANCIAL CORP /PA/ PA 2.02,9.01 11/02/04 DOUBLECLICK INC DE 8.01,9.01 11/01/04 DOW CHEMICAL CO /DE/ DE 5.02,8.01,9.01 11/02/04 DRESSER INC DE 7.01 10/29/04 DREW INDUSTRIES INC DE 2.02,7.01,9.01 11/01/04 DRYCLEAN USA INC DE 1.01,9.01 10/28/04 DVI INC DE 8.01,9.01 10/28/04 DYNAMICS RESEARCH CORP MA 3.01,5.02 10/27/04 DYNEGY INC /IL/ IL 7.01,9.01 11/02/04 EFC BANCORP INC DE 2.02,9.01 10/29/04 ELECTRIC AQUAGENICS UNLIMITED INC DE 4.01,9.01 10/28/04 AMEND EMBREX INC /NC/ NC 2.02,9.01 11/02/04 EMERSON ELECTRIC CO MO 2.02,7.01,9.01 11/02/04 EMPIRE FINANCIAL HOLDING CO FL 8.01,9.01 07/29/04 AMEND ENCYSIVE PHARMACEUTICALS INC DE 2.02,9.01 11/01/04 ENDWAVE CORP DE 2.02,9.01 11/02/04 ENERGY PARTNERS LTD DE 2.02 11/02/04 ENERGY TRANSFER PARTNERS LP DE 1.01 10/28/04 AMEND ENNIS, INC. TX 3.02,9.01 11/01/04 ENTERPRISE PRODUCTS PARTNERS L P DE 2.02,9.01 11/01/04 EQUITY OFFICE PROPERTIES TRUST MD 2.02 11/01/04 EQUITY RESIDENTIAL MD 2.02,9.01 11/02/04 ESPEY MFG & ELECTRONICS CORP NY 5.02,9.01 10/29/04 EXCELSIOR PRIVATE EQUITY FUND II INC MD 4.01 10/28/04 EXCELSIOR VENTURE PARTNERS III LLC DE 4.01 10/28/04 EXELON CORP PA 1.01 11/01/04 EXPRESS SCRIPTS INC DE 1.01 11/02/04 EXPRESSJET HOLDINGS INC DE 8.01,9.01 11/01/04 Eye Span Entertainment Network, Inc. NV 8.01 09/30/04 FAMOUS DAVES OF AMERICA INC MN 8.01,9.01 11/02/04 FANSTEEL INC DE 4.01,9.01 10/28/04 FARNSWORTH BANCORP INC NJ 8.01,9.01 11/02/04 FEDDERS CORP /DE DE 2.02,4.02,9.01 11/01/04 FEDDERS CORP /DE DE 5.02 11/01/04 FIDELITY FEDERAL BANCORP IN 8.01,9.01 10/28/04 Fieldstone Mortgage Investment Trust, DE 8.01,9.01 10/25/04 AMEND FINISAR CORP DE 5.02 10/29/04 FIRST FINANCIAL BANCORP /OH/ OH 1.02 10/29/04 First Franklin Mortgage Loan Trust 20 DE 8.01,9.01 11/02/04 First Franklin Mortgage Loan Trust 20 8.01,9.01 10/25/04 FIRST METROPLEX CAPITAL INC 4.01,9.01 11/01/04 FLOWERS FOODS INC GA 1.01,2.03,9.01 10/29/04 FMC CORP DE 1.01,1.02,2.03,9.01 10/29/04 FTD INC DE 2.02,8.01,9.01 11/02/04 FUEL TECH N V 7.01 11/02/04 GABLES REALTY LIMITED PARTNERSHIP DE 2.02,9.01 11/01/04 GABLES RESIDENTIAL TRUST MD 2.02,9.01 11/01/04 GATEWAY INC DE 1.01,2.03,9.01 11/01/04 GATX CORP NY 2.02,7.01,9.01 10/28/04 GENESEE & WYOMING INC DE 2.02 11/02/04 GLOBALNET CORP NV 1.01,2.03,3.02,9.01 11/02/04 GOLDEN HAND RESOURCES INC WA 4.01,9.01 11/01/04 GoRemote Internet Communications, Inc DE 2.02,9.01 11/01/04 GRANDSOUTH BANCORPORATION SC 2.02,9.01 11/02/04 GREAT LAKES BANCORP INC DE 1.01,9.01 11/02/04 GREEN MOUNTAIN POWER CORP VT 8.01,9.01 11/01/04 GREEN MOUNTAIN POWER CORP VT 2.02,9.01 11/01/04 GRUBB & ELLIS CO DE 8.01,9.01 10/29/04 GTSI CORP DE 2.02,9.01 10/29/04 H&E EQUIPMENT SERVICES LLC LA 4.01 11/02/04 HAIGHTS CROSS COMMUNICATIONS INC DE 5.02,9.01 10/28/04 HANCOCK JOHN LIFE INSURANCE CO MA 8.01,9.01 11/01/04 HCC INSURANCE HOLDINGS INC/DE/ DE 2.02,9.01 11/02/04 HEMAGEN DIAGNOSTICS INC DE 8.01 11/01/04 HERBST GAMING INC NV 2.02,9.01 11/02/04 HERITAGE PROPERTY INVESTMENT TRUST IN MD 2.02,9.01 11/02/04 HFC REVOLVING CORP HOUSEHOLD HOME EQ DE 9.01 10/20/04 HFC REVOLVING CORP HOUSEHOLD HOME EQU DE 9.01 10/20/04 HFC REVOLVING CORP HOUSEHOLD HOME EQU DE 9.01 10/20/04 HFC REVOLVING CORP HOUSEHOLD HOME EQU DE 9.01 10/20/04 HFC REVOLVING CORP HOUSEHOLD HOME EQU DE 9.01 10/20/04 HMG COURTLAND PROPERTIES INC DE 9.01 08/20/04 AMEND HOMESTAR MORTGAGE ACCEP CORP ASST BAC DE 8.01,9.01 09/25/04 HOUSEHOLD HOME EQUITY LOAN TRUST 1999 DE 9.01 10/20/04 HOUSEHOLD HOME EQUITY LOAN TRUST 2002 DE 9.01 10/20/04 HOUSEHOLD MORTGAGE LOAN TRUST 2002 HC 9.01 10/20/04 HOUSEHOLD MORTGAGE LOAN TRUST 2003-HC DE 9.01 10/20/04 HOUSEHOLD MORTGAGE LOAN TRUST 2003-HC DE 9.01 10/20/04 Household Mortgage Loan Trust 2004-HC DE 9.01 10/20/04 HOUSEHOLD REVOLVING HOME EQUITY LOAN DE 9.01 10/20/04 HOUSEHOLD REVOLVING HOME EQUITY LOAN DE 9.01 10/20/04 HUNGARIAN TELEPHONE & CABLE CORP DE 5.02 11/01/04 HYPERCOM CORP DE 5.02 10/27/04 ICAD INC DE 2.02 10/28/04 IDENIX PHARMACEUTICALS INC 2.02 11/02/04 IMPAC MEDICAL SYSTEMS INC 8.01,9.01 10/29/04 IMPAC SECURED ASSETS CORP MORTGAGE PA CA 8.01 10/25/04 INCYTE CORP DE 8.01,9.01 11/01/04 INDUSTRIAL SERVICES OF AMERICA INC /F FL 8.01 11/02/04 INDUSTRIAL SERVICES OF AMERICA INC /F FL 2.02,9.01 10/25/04 IndyMac INDX Mortgage Loan Trust 2004 8.01 10/25/04 INNKEEPERS USA TRUST/FL MD 2.02,9.01 11/02/04 INTEGRITY FINANCIAL CORP NC 2.02,9.01 10/28/04 INTERMUNE INC DE 2.02 10/27/04 INTERNATIONAL GAME TECHNOLOGY NV 2.02 11/02/04 INTERNET AMERICA INC TX 5.02 10/26/04 AMEND INTERNET COMMERCE CORP DE 5.02 11/01/04 INTERSTATE GENERAL CO L P DE 2.01,2.03,9.01 11/02/04 INTERWOVEN INC CA 2.02,9.01 11/02/04 INTRALASE CORP 2.02,9.01 10/28/04 Irwin Home Equity Loan Trust 2004-1 DE 8.01,9.01 10/25/04 ISLAND PACIFIC INC DE 3.03 10/29/04 ITRON INC /WA/ WA 2.02,9.01 11/02/04 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 11/02/04 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 10/28/04 JACOBS ENGINEERING GROUP INC /DE/ DE 5.02,5.03 10/28/04 JDS UNIPHASE CORP /CA/ DE 5.02 11/02/04 KANEB PIPE LINE OPERATING PARTNERSHIP DE 2.02,9.01 11/01/04 KANEB PIPE LINE PARTNERS L P DE 2.02,9.01 11/01/04 KANEB SERVICES LLC DE 2.02,9.01 11/01/04 KEY TRONIC CORP WA 1.01,2.02,9.01 11/02/04 LACROSSE FOOTWEAR INC WI 2.02,9.01 11/02/04 LEAP WIRELESS INTERNATIONAL INC DE 1.01 10/27/04 LEARNING CARE GROUP, INC MI 4.01,9.01 11/02/04 LECROY CORP DE 1.01,2.01,2.03,5.02,9.01 10/29/04 LEVEL 3 COMMUNICATIONS INC DE 8.01,9.01 10/29/04 LEXINGTON CORPORATE PROPERTIES TRUST MD 2.02,7.01,9.01 10/28/04 LIBERTY CORP SC 2.02,7.01 11/02/04 LIBERTY CORP SC 7.01 11/02/04 LINCOLN NATIONAL CORP IN 2.02,9.01 11/02/04 LIVE GLOBAL BID INC NV 1.01,5.02,5.03,9.01 12/03/03 AMEND LOOKSMART LTD DE 5.02 10/27/04 LOUDEYE CORP DE 1.01,9.01 10/29/04 LOUISIANA-PACIFIC CORP DE 2.03,8.01 11/01/04 LYDALL INC /DE/ DE 2.02,9.01 11/02/04 MAC WORLDWIDE INC DE 1.01,9.01 10/26/04 AMEND MACROVISION CORP DE 9.01 11/01/04 AMEND MAJESTIC STAR CASINO LLC IN 2.02,9.01 11/02/04 MANATRON INC MI 7.01,9.01 11/02/04 MANPOWER INC /WI/ WI 8.01,9.01 11/01/04 MANUGISTICS GROUP INC DE 8.01,9.01 11/02/04 MARKWEST HYDROCARBON INC DE 5.02 10/27/04 MARTHA STEWART LIVING OMNIMEDIA INC DE 2.02,9.01 10/28/04 MARTIN MIDSTREAM PARTNERS LP DE 1.01,2.02,2.03,9.01 10/29/04 MASCO CORP /DE/ DE 2.02,9.01 11/02/04 MASTR Adjustable Rate Mortgage Trust DE 8.01,9.01 10/25/04 MASTR ASSET BACKED SECURITIES TRUST 2 DE 8.01,9.01 10/25/04 MASTR ASSET SECURITIZATION TRUST 2003 DE 8.01,9.01 10/25/04 MASTR ASSET SECURITIZATION TRUST 2004 DE 8.01,9.01 10/25/04 MASTR ASSET SECURITIZATION TRUST 2004 DE 8.01,9.01 10/25/04 MATTSON TECHNOLOGY INC DE 3.02,8.01,9.01 10/27/04 MBIA INC CT 2.02,9.01 11/02/04 MCDERMOTT INTERNATIONAL INC R1 5.02 11/01/04 MEDQUIST INC NJ 4.02 11/02/04 MENTOR GRAPHICS CORP OR 8.01,9.01 11/02/04 MERCANTILE BANK CORP MI 1.01,9.01 10/28/04 MERCHANTS & MANUFACTURERS BANCORPORAT WI 5.02 10/28/04 MERISTAR HOSPITALITY CORP MD 2.02,9.01 11/02/04 MERISTAR HOSPITALITY OPERATING PARTNE DE 2.02,9.01 11/02/04 MESA LABORATORIES INC /CO CO 7.01,9.01 10/02/04 MFA MORTGAGE INVESTMENTS MD 2.02,7.01,9.01 11/02/04 MICRO COMPONENT TECHNOLOGY INC MN 2.02,9.01 10/27/04 MICROTEK MEDICAL HOLDINGS INC GA 1.01,9.01 10/27/04 MIKOHN GAMING CORP NV 2.02,9.01 11/02/04 MISSION RESOURCES CORP DE 1.01,8.01 11/02/04 MONTEREY PASTA CO DE 2.02,9.01 11/02/04 MORGAN STANLEY ABS CAP I INC MORT PA DE 8.01 10/25/04 Morgan Stanley ABS Capital I Inc. Tru DE 8.01 09/27/04 MORTGAGE ASSET SEC TRANS INC MASTR AS DE 8.01,9.01 10/25/04 MORTGAGE ASSET SEC TRANS INC MASTR AS DE 8.01,9.01 10/25/04 MORTGAGE ASSET SEC TRANS INC MORT PAS DE 8.01,9.01 10/25/04 MORTGAGE ASSET SEC TRANS INCMASTR ASS DE 8.01,9.01 10/25/04 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 10/29/04 MORTGAGE ASSET SECURITIZATION TRANSAC DE 8.01,9.01 11/01/04 MORTGAGE ASSET SECZT TRANS INC MORT P DE 8.01,9.01 10/25/04 MORTGAGE PASS-THROUGH CERTIFICATES SE DE 8.01,9.01 10/25/04 MOTORCAR PARTS AMERICA INC NY 1.01,9.01 10/28/04 MYOFFIZ, INC. NV 5.03,9.01 10/13/04 NANOMETRICS INC CA 2.02,9.01 11/02/04 NATIONAL HEALTH INVESTORS INC MD 8.01 10/28/04 NATIONAL MERCANTILE BANCORP CA 8.01,9.01 10/21/04 NATIONAL SEMICONDUCTOR CORP DE 8.01,9.01 11/01/04 NAVISTAR FINANCIAL RETAIL RECEIVABLES DE 8.01,9.01 11/02/04 NCO GROUP INC PA 2.02,9.01 11/01/04 NESTOR PARTNERS NJ 3.02 11/01/04 NEW CENTURY FINANCIAL CORP MD 1.01,9.01 10/29/04 NEW HAMPSHIRE THRIFT BANCSHARES INC DE 2.02,9.01 10/13/04 NEWMARKET CORP VA 2.02,9.01 11/01/04 NII HOLDINGS INC DE 1.01 10/27/04 NOBLE ENERGY INC DE 2.02,9.01 11/02/04 NORTEL NETWORKS CORP 1.01,2.02,9.01 10/29/04 NORTEL NETWORKS LTD 1.01,2.02,9.01 10/29/04 NORTHEAST BANCORP /ME/ ME 2.02,7.01,9.01 09/30/04 NOVASTAR MORTGAGE FUNDING CORP DE 8.01,9.01 11/02/04 NOVELL INC DE 8.01 10/31/04 ODYSSEY HEALTHCARE INC DE 2.02,7.01,9.01 11/01/04 OFFICEMAX INC DE 1.01,9.01 10/27/04 OHIO CASUALTY CORP OH 2.02,9.01 11/02/04 OHIO STATE BANCSHARES INC OH 1.01,8.01,9.01 10/27/04 OIL STATES INTERNATIONAL INC DE 2.02,9.01 11/01/04 OLIN CORP VA 1.01,9.01 10/27/04 ON THE GO HEALTHCARE INC DE 9.01 10/29/04 ONEOK INC /NEW/ OK 2.02,9.01 11/01/04 ONVIA INC DE 5.02,9.01 11/01/04 OPEN SOLUTIONS INC DE 2.01,9.01 10/29/04 OPTICAL COMMUNICATION PRODUCTS INC DE 2.02,9.01 11/02/04 ORASURE TECHNOLOGIES INC DE 2.02,9.01 11/02/04 OTTER TAIL CORP MN 1.01,2.02 10/28/04 OWENS & MINOR INC/VA/ VA 5.02,9.01 11/02/04 PACIFIC GAS & ELECTRIC CO CA 2.02,9.01 11/02/04 Park Place Securities, Inc. DE 8.01,9.01 11/01/04 PARKER DRILLING CO /DE/ DE 2.02,9.01 11/02/04 PARKWAY PROPERTIES INC MD 2.02,9.01 11/01/04 PC TEL INC DE 1.01,8.01,9.01 10/27/04 PERFORMANCE FOOD GROUP CO TN 2.02,9.01 11/02/04 PEROT SYSTEMS CORP DE 2.02,9.01 11/02/04 PETER KIEWIT SONS INC /DE/ DE 1.01,5.03 10/29/04 PETROHAWK ENERGY CORP DE 7.01,9.01 11/01/04 PG&E CORP CA 2.02,9.01 11/02/04 PINNACLE BANKSHARES CORP VA 2.02 11/02/04 PIONEER COMPANIES INC DE 2.02,9.01 11/01/04 PIONEER DRILLING CO TX 2.03,9.01 10/29/04 PITNEY BOWES INC /DE/ DE 8.01 10/04/04 AMEND PLAYBOY ENTERPRISES INC DE 2.02 11/02/04 PLAYTEX PRODUCTS INC DE 8.01,9.01 11/02/04 POINT THERAPEUTICS INC DE 2.02,9.01 11/02/04 PORTFOLIO RECOVERY ASSOCIATES INC DE 8.01,9.01 11/02/04 POST PROPERTIES INC GA 2.02,9.01 11/02/04 POWERBALL INTERNATIONAL INC UT 1.01,2.01,5.01,9.01 11/01/04 PRINCIPAL FINANCIAL GROUP INC DE 2.02 11/01/04 PROCYTE CORP /WA/ WA 2.02,9.01 11/02/04 PROFESSIONALS DIRECT INC MI 4.02 10/28/04 PROTECTIVE LIFE CORP DE 2.02 09/30/04 PRUDENTIAL FINANCIAL INC NJ 2.02,7.01 11/02/04 PXRE GROUP LTD 8.01 11/01/04 QCR HOLDINGS INC DE 8.01,9.01 11/02/04 QUALITY DINING INC IN 5.02 09/25/04 QUIDEL CORP /DE/ DE 1.01,5.02,9.01 10/28/04 QUINTEK TECHNOLOGIES INC 1.01,9.01 11/02/04 RADIOLOGIX INC DE 1.01,9.01 10/29/04 RADISYS CORP OR 2.02,2.05,9.01 10/27/04 RAE SYSTEMS INC DE 1.01,9.01 11/01/04 RAIT INVESTMENT TRUST MD 2.02,7.01,9.01 11/01/04 RAMTRON INTERNATIONAL CORP DE 5.02,9.01 10/28/04 Rand Acquisition CORP DE 8.01,9.01 11/02/04 RAYTHEON CO/ DE 2.03 10/27/04 RED HAT INC DE 1.01 11/01/04 REGENCY CENTERS CORP FL 2.02,9.01 10/27/04 REINHOLD INDUSTRIES INC/DE/ DE 2.02 09/30/04 ROBERTS REALTY INVESTORS INC GA 1.02 10/27/04 ROCK OF AGES CORP DE 2.02,8.01,9.01 11/02/04 ROCK TENN CO GA 2.02,9.01 11/02/04 RUBIOS RESTAURANTS INC DE 2.02,9.01 11/01/04 S&P 500 GEARED Fund Inc. 7.01 11/02/04 SALIX PHARMACEUTICALS LTD 8.01,9.01 11/02/04 SAN HOLDINGS INC CO 2.02 11/01/04 SAVVIS COMMUNICATIONS CORP DE 2.02,9.01 11/02/04 SBC COMMUNICATIONS INC DE 1.01 10/26/04 AMEND SCANSOFT INC DE 1.01,9.01 10/27/04 SCIENTIFIC GAMES CORP DE 2.02,9.01 11/01/04 SERVICE CORPORATION INTERNATIONAL TX 7.01 11/01/04 SEVERN BANCORP INC MD 7.01 11/02/04 SJW CORP CA 2.02 09/30/04 SKYWAY COMMUNICATIONS HOLDING CORP FL 9.01 11/02/04 SLM FUNDING LLC DE 8.01,9.01 10/25/04 SMITH & WOLLENSKY RESTAURANT GROUP IN DE 8.01 11/01/04 SOHU COM INC DE 1.01 10/27/04 SOLOMON TECHNOLOGIES INC DE 4.01 10/22/04 AMEND SOMERA COMMUNICATIONS INC DE 2.02,9.01 11/02/04 SONTRA MEDICAL CORP MN 8.01,9.01 10/26/04 SOUTH JERSEY INDUSTRIES INC NJ 2.02,9.01 09/30/04 Southern Community Financial Corp. 2.02,9.01 10/27/04 SPECIALTY LABORATORIES INC 1.01,7.01,9.01 11/02/04 SPECTRASITE INC DE 1.01,5.02,7.01 11/01/04 SPORTSLINE COM INC DE 2.02,9.01 11/01/04 STARTECH ENVIRONMENTAL CORP CO 5.02 11/01/04 STATE STREET CORP MA 7.01,9.01 11/02/04 STEELCASE INC MI 8.01 11/02/04 STIFEL FINANCIAL CORP DE 2.02,9.01 09/30/04 STRUCT ASS MORT INV INC BS ALTA MORT DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV INC BEAR ST DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV INC MORT PA DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV INC MORT PA DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORTGAGE INVESTMENTS 8.01,9.01 10/25/04 SUPREME INDUSTRIES INC DE 2.02 10/28/04 SWS GROUP INC DE 2.02,9.01 11/02/04 TALBOTS INC DE 1.01,5.02,7.01,9.01 10/27/04 TALX CORP MO 7.01,9.01 11/01/04 TB WOODS CORP DE 2.02,9.01 11/01/04 TechAlt, Inc. NV 1.01 10/26/04 TECHE HOLDING CO LA 2.02,9.01 10/29/04 TELEWEST GLOBAL INC 1.01 11/02/04 TEMPUR PEDIC INTERNATIONAL INC DE 7.01,9.01 11/02/04 TENET HEALTHCARE CORP NV 2.02,9.01 11/02/04 TERRA INDUSTRIES INC MD 8.01,9.01 11/01/04 Terwin Mortgage Trust, Series 2004-11 DE 8.01,9.01 10/25/04 THACKERAY CORP DE 2.02,9.01 11/02/04 THOR INDUSTRIES INC DE 8.01,9.01 11/01/04 TIME WARNER TELECOM INC DE 1.01 11/02/04 TOWER AUTOMOTIVE INC DE 2.05 10/28/04 TOWN SPORTS INTERNATIONAL HOLDINGS IN DE 2.02,9.01 11/02/04 TRAMMELL CROW CO DE 2.02,9.01 11/02/04 TRIQUINT SEMICONDUCTOR INC DE 1.01,9.01 11/02/04 TRUSTMARK CORP MS 8.01 11/02/04 U-Store-It Trust MD 1.01,2.01,2.03,8.01,9.01 10/27/04 UNITED DOMINION REALTY TRUST INC MD 8.01,9.01 10/28/04 UNITED INDUSTRIES CORP DE 1.01 10/27/04 UNIVERSAL AUTOMOTIVE INDUSTRIES INC / DE 8.01 10/28/04 UNOVA INC DE 2.02,9.01 11/02/04 USF CORP DE 1.01,1.02,5.02,9.01 11/02/04 USI HOLDINGS CORP DE 8.01,9.01 11/01/04 UST INC DE 1.01,9.01 10/27/04 UTSTARCOM INC DE 1.01,8.01,9.01 10/29/04 VAALCO ENERGY INC /DE/ DE 2.02,9.01 11/01/04 VARCO INTERNATIONAL INC /DE/ DE 2.02,9.01 11/02/04 VICAL INC DE 2.02 11/02/04 VIKING SYSTEMS INC NV 2.03,5.02,8.01,9.01 10/25/04 VISTA MEDICAL TECHNOLOGIES INC DE 2.02,9.01 11/02/04 WAKE FOREST BANCSHARES INC 2.02,7.01,9.01 11/01/04 WASTE MANAGEMENT INC DE 8.01,9.01 10/18/04 WCA WASTE CORP 7.01 11/01/04 WCI COMMUNITIES INC 2.02,7.01,9.01 11/02/04 WELLS REAL ESTATE FUND V L P GA 1.01 10/26/04 WELLS REAL ESTATE FUND VI L P GA 1.01 10/26/04 WELLS REAL ESTATE FUND VII L P GA 1.01 10/26/04 WESBANCO INC WV 1.01,5.02,9.01 11/01/04 WEST COAST BANCORP /NEW/OR/ OR 8.01 11/01/04 WESTMORELAND COAL CO DE 8.01,9.01 11/02/04 WEYCO GROUP INC WI 2.02,9.01 11/01/04 WFS FINANCIAL 2004-1 OWNER TRUST 8.01,9.01 10/20/04 AMEND WFS FINANCIAL 2004-2 OWNER TRUST CA 8.01,9.01 10/20/04 AMEND WFS Financial 2004-3 Owner Trust CA 8.01,9.01 10/18/04 AMEND WHISTLER INVESTMENTS INC /NV/ NV 5.03,9.01 10/27/04 WIDEPOINT CORP DE 9.01 10/25/04 AMEND WILLBROS GROUP INC R1 2.02,9.01 11/01/04 WISCONSIN ENERGY CORP WI 2.02 11/02/04 WORLD AIRWAYS INC /DE/ DE 3.02,9.01 10/28/04 XL CAPITAL LTD 2.02,9.01 11/01/04 Z TEL TECHNOLOGIES INC DE 5.02 10/29/04 ZOMAX INC /MN/ MN 2.02,9.01 11/02/04 ZONES INC WA 5.02,5.03 10/28/04