SEC NEWS DIGEST Issue 2005-143 July 28, 2005 COMMISSION ANNOUNCEMENTS IN THE MATTER OF TWO SIGMA INVESTMENTS, LLC The Commission issued on July 27 an Order Denying Requests for Confidential Treatment in the Matter of Two Sigma Investments, LLC. Two Sigma had requested confidential treatment of information filed pursuant to Section 13(f) of the Securities Exchange Act of 1934 for the calendar quarters ended Dec. 31, 2002, March 31, 2003, June 30, 2003, Sept. 30, 2003, Dec. 31, 2003, March 31, 2004, June 30, 2004, and Sept. 30, 2004. (Rels. 34-52134 and 34-52135) SEC EXTENDS PERIOD OF TIME GRANTED TO THE INDEPENDENT DISTRIBUTION CONSULTANT TO SUBMIT A DISTRIBUTION PLAN IN FRAUD CASE AGAINST KNIGHT SECURITIES, L.P. On July 27, the Commission issued an order extending the period of time initially granted to the Independent Distribution Consultant, Heffler, Radetich & Saitta, L.L.P (HR&S), to submit a Distribution Plan identifying customers who were injured as a result of fraudulent trading by Knight Securities, L.P. Pursuant to the Commission’s Dec. 16, 2004, order, Knight was ordered to pay disgorgement in the amount of $41,146,663.50, prejudgment interest in the amount of $13,195,068 and a civil penalty in the amount of $12,500,000. The order extends by 100 days the period within which HR&S shall submit a Distribution plan, for approval by the Commission, for the administration and distribution of the funds paid pursuant to the Dec. 16, 2004, order, and provides the Commission staff the authority to extend, for good cause shown, the 100-day extension by a period not to exceed 45 days, if the staff determines that HR&S requires such additional time. (Rel. 34-52136, File No. 3-11771) RULES AND RELATED MATTERS NOTICE OF ADOPTION OF JOINT TECHNICAL AMENDMENTS TO RULES UNDER THE EXCHANGE ACT AND THE COMMODITY EXCHANGE ACT On July 25, the Commodity Futures Trading Commission and the Securities and Exchange Commission adopted a joint technical amendment to rules under the Commodity Exchange Act and the Securities Exchange Act of 1934 to reflect new terminology and rule designations that will become effective on Aug. 29, 2005, as a result of the adoption by the SEC of Regulation NMS. The joint technical amendment is available on the SEC’s Web site and will be published in the Federal Register shortly. (Rel. 34-52115) SEC APPROVES MORGAN STANLEY AND CO.’S APPLICATION TO BE SUPERVISED AT THE GROUP LEVEL AS A CONSOLIDATED SUPERVISED ENTITY On July 28, the Commission approved the application of Morgan Stanley & Co. (MS), a broker-dealer registered with the Securities and Exchange Commission, to use the alternative method of computing net capital contained in Appendix E to Rule 15c3-1 (17CFR240.15c3-1e) under the Securities Exchange Act of 1934. As a condition to the approval of MS’s application, Morgan Stanley (MSGroup) consented to group-wide Commission supervision. MSGroup and its affiliates are referred to as a consolidated supervised entity or CSE. ENFORCEMENT PROCEEDINGS SEC SEEKS ADMINISTRATIVE SANCTIONS AGAINST BROKER WHO PAID UNDISCLOSED KICKBACKS TO OTHER BROKERS TO SOLICIT INVESTMENTS TO PUBLIC On July 27, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 and Notice of Hearing against Frank Persico. The Division of Enforcement alleges that from August 1999 to June 2000, Persico was a registered representative associated with Bryn Mawr Investment Group, a broker-dealer registered with the Commission, which was later known as Valley Forge Securities, Inc. The Division further alleges that on June 30, 2005, Persico pled guilty to one count of conspiracy to commit securities fraud and wire fraud before the United States District Court for the District of New Jersey in United States v. Persico, 05 Cr. 510 (D.N.J.) (WGB). The count of the criminal information relating to securities fraud to which Persico pled guilty alleged, inter alia, that Persico defrauded investors while working at Valley Forge by offering and paying undisclosed excessive cash commissions to brokers for selling stock and misleading customers concerning the suitability and value of the stock. A hearing will be scheduled before an administrative law judge to determine whether the allegations contained in the Order are true, to provide Persico an opportunity to dispute these allegations and to determine what remedial sanctions, if any, are appropriate in the public interest. The Commission directed that an administrative law judge issue an initial decision no later than 210 days from the date of service of this order. (Rel. 34-52137; File No. 3-11993) COMMISSION REVOKES REGISTRATION OF SECURITIES OF BIFS TECHNOLOGIES CORP. FOR FAILURE TO MAKE REQUIRED PERIODIC FILINGS On July 28, the Commission revoked the registration of each class of registered securities of BIFS Technologies Corp. for failure to make required periodic filings with the Commission. Without admitting or denying the findings of the order, except as to jurisdiction, which it admitted, BIFS consented to the entry of an order finding that it had failed to comply with Section 13(a) of the Securities Exchange Act of 1934 and Rules 13a-1 and 13a-13 thereunder and revoking the registration of each class of BIFS’s securities pursuant to Section 12(j) of the Exchange Act. This order settled the charges brought against it in In the Matter of Affinity International Travel Systems, Inc., et al., Administrative Proceeding File No. 3- 11913. Brokers and dealers should be alert to the fact that Exchange Act Section 12(j) provides, in pertinent part, as follows: No member of a national securities exchange, broker, or dealer shall make use of the mails or any means or instrumentality of interstate commerce to effect any transaction in, or to induce the purchase or sale of, any security the registration of which has been and is suspended or revoked . . . . For further information contact: Gregory G. Faragasso, Assistant Director, (202) 942-4601 Neil J. Welch, Jr., Branch Chief, (202) 942-4821 Additional Materials Available at www.sec.gov Order Instituting Administrative Proceedings and Notice of Hearing Pursuant to Section 12(j) of the Securities Exchange Act of 1934, In the Matter of Affinity International Travel Systems, Inc., et al., Administrative Proceeding File No. 3-11913 (April 27, 2005) Order Making Findings and Revoking Registration of Securities Pursuant to Section 12(j) of the Securities Exchange Act of 1934 as to BIFS Technologies Corp., In the Matter of Affinity International Travel Systems, Inc., et al., Administrative Proceeding File No. 3-11913, Exchange Act Release No. 34-52143. (Rel. 34-52143; File No. 3-11913) HUNTER ADAMS, JOSEPH MANNINO, JAMES BILA, LEONARD BILA SANCTIONED Hunter Adams, Joseph Mannino, James Bila (J. Bila), and Leonard Bila (L. Bila) have been barred from association with a broker-dealer and from participating in an offering of penny stock and ordered to cease and desist from violations of the antifraud provisions of the securities laws. The sanctions were ordered in an administrative proceeding before an administrative law judge. Adams’s, Mannino’s, J. Bila’s, and L. Bila’s wrongdoing occurred in connection with the securities of Americom Networks International, Inc., while they were associated with Preston Langley Asset Management, a broker-dealer. They and others at Preston Langley used fraudulent means to sell Americom stock to customers at inflated prices. Their practices included high pressure sales tactics, a “no net selling” policy, unauthorized purchases in customer accounts, false claims of inside information, and predictions about Americom’s future stock price based on misrepresentations and omissions. They have also been convicted of securities fraud in a parallel criminal proceeding arising out of the same facts at issue in the administrative proceeding. Adams’s sentence included a prison term of 108 months and restitution of $100,000,000. Mannino’s sentence included a prison term of thirty months and restitution of $1,001,177.60. J. Bila’s sentence included a prison term of twenty-seven months and restitution of $1,744,478.57. L. Bila’s sentence included a prison term of twenty-seven months and restitution of $1,453,247.35. (Rels. 33-8595; 34-52144; File No. 3-10624) FOLLOW-ON ADMINISTRATIVE PENNY STOCK BAR PROCEEDINGS FILED AGAINST MICHAEL J. BURNS AND CHARLIE DILLUVIO IN ANTHRAX HOAX CASE On July 21, the District Court for the Eastern District of New York entered final judgments by consent against Spectrum Brands, Burns and Dilluvio for their roles in the Spectrum Brands anthrax hoax. The Commission instituted follow-on administrative proceedings against Burns and Dilluvio imposing penny stock bars against them. Burns and Dilluvio, without admitting or denying the allegations made in the Orders, consented to the penny stock bars. The findings in the Burns and Dilluvio Orders in these penny stock bar proceedings allege Dilluvio, and others, some of whom were convicted felons, operating out of offices in Hicksville, New York (the Hicksville promoters), misrepresented to the investing public that Burns managed Spectrum Brands when, in fact, the Hicksville promoters operated and controlled the company. The findings also allege that the Hicksville promoters inflated the price of the stock by advertising on Spectrum Brands website that the company had a product, known as the DeGERMinator, that it claimed could “wipe out surface germs in less than 5 seconds, including anthrax.” As a result, the final judgment entered against Dilluvio imposes an injunction against him for violating Section 17(a) of the Securities Act of 1933, and injunctions against both Dilluvio and Burns for violating Section 10(b) of the Securities Exchange Act and Rule 10b-5 thereunder. The final judgment also imposes and officer and director bar against Burns. See SEC v. Spectrum Brands Corp., et al., Civil Case No. CV-01-8257 (Spatt, J.) (E.D.N.Y. filed December 11, 2001; LR-17265. (In the Matter of Michael J. Burns – Rel. 34-52152; File No. 3-11995; In the Matter of Charlie Dilluvio – Rel. 34-52153; File No. 3- 11994) HOLDING COMPANY ACT RELEASE BLACK HILLS CORPORATION, ET AL. A notice has been issued giving interested persons until Aug. 19, 2005, to request a hearing on a proposal by Black Hills Corporation, a registered public-utility holding company, Black Hills Power, Inc., and Cheyenne Light, Fuel and Power Company, both electric-utility subsidiaries, Black Hills Energy, Inc., a nonutility subsidiary, and all of Black Hills other subsidiaries, that they be authorized to make certain modifications to the original arrangements for the Black Hills money pools. (Rel. 35-28003) SELF-REGULATORY ORGANIZATIONS SAFECO RESOURCE SERIES TRUST An order has been issued pursuant to Section 8(f) of the Investment Company Act declaring that Safeco Resource Series Trust has ceased to be an investment company. (Rel. IC-27022 – July 21) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE The Options Clearing Corporation filed a proposed rule change (SR-OCC- 2005-09) under Section 19(b)(3)(A) of the Securities Exchange Act relating to OCC’s data distribution service. Publication of the Proposal is expected in the Federal Register during the week of Aug. 1, 2005. (Rel. 34-52125) A proposed rule change (SR-NASD-2005-093) filed by NASD relating to the proposed amendments to Rule 3370 on affirmative determination have become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposed rule change is expected in the Federal Register during the week of Aug. 1, 2005. (Rel. 34-52131) APPROVAL OF PROPOSED RULE CHANGE The Commission granted approval of a proposed rule change (SR-FICC-2005- 09) filed by the Fixed Income Clearing Corporation under Section 19(b)(1) of the Securities Exchange Act of 1934. The rule change amends FICC’s rules to allow FICC to collect fees for services provided by unregulated subsidiaries of The Depository Trust and Clearing Corporation and by other entities. Publication of the proposal is expected in the Federal Register during the week of Aug. 1, 2005. (Rel. 34-52124) The Commission approved a proposed rule change by NASD, through its subsidiary, The Nasdaq Stock Market, Inc., (SR-NASD-2005-068), regarding a new order type for the pre-market trading session. Publication of the proposal is expected in the Federal Register during the week of Aug. 1, 2005. (Rel. 34-52133) 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 MOVIE GALLERY INC, 900 WEST MAIN STREET, DOTHAN, AL, 36301, 3346772108 - 0 ($88,445,000.00) Equity, (File 333-126901 - Jul. 27) (BR. 05B) S-8 Pike Electric CORP, 100 PIKE WAY, MOUNT AIRY, NC, 27030, (336) 789-2171 - 0 ($62,940,013.00) Equity, (File 333-126902 - Jul. 27) (BR. 06B) S-8 Creative Eateries Corp, 914 SHERWOOD AVE, COQUITLAM, BC, CANADA, A1, V3K 1A6, 604-540-8282 - 5,000,000 ($7,500,000.00) Equity, (File 333-126903 - Jul. 27) (BR. 06B) S-3 PENWEST PHARMACEUTICALS CO, 39 OLD RIDGEBURY ROAD, SUITE 11, DANBURY, CT, 06810-5120, 877-736-9378 - 0 ($75,000,000.00) Equity, (File 333-126904 - Jul. 27) (BR. 01B) S-8 NASTECH PHARMACEUTICAL CO INC, 3450 MONTE VILLA PARKWAY, BOTHELL, WA, 98021, 4259083600 - 0 ($10,425,000.00) Equity, (File 333-126905 - Jul. 27) (BR. 01B) S-8 AMIS HOLDINGS INC, AMI SEMICOUNDUCTOR INC, 2300 BUCKSKIN RD, POCATELLO, ID, 83201, 2082346732 - 1,829,300 ($23,854,072.00) Equity, (File 333-126906 - Jul. 27) (BR. 10A) S-1 IROBOT CORP, 63 SOUTH AVENUE, BURLINGTON, MA, 01803, 781-345-0200 - 0 ($115,000,000.00) Equity, (File 333-126907 - Jul. 27) (BR. 11) F-2 TOWER SEMICONDUCTOR LTD, RAMAT GAVRIEL, P O BOX 619, MIGDAL HAEMEK 23105, L3, 97246506611 - 0 ($25,500,000.00) Other, (File 333-126909 - Jul. 27) (BR. 10C) S-8 ARTESIAN RESOURCES CORP, 664 CHURCHMANS RD, NEWARK, DE, 19702, 3024536900 - 500,000 ($14,820,000.00) Equity, (File 333-126910 - Jul. 27) (BR. 02C) S-8 VIANET TECHNOLOGY GROUP LTD, 123 COMMERCE VALLEY DRIVE EAST, SUITE 300, THORNHILL, A6, L3T 7W8, 905-882-0221 - 1,000,000 ($500,000.00) Equity, (File 333-126912 - Jul. 27) (BR. 02B) S-4 GREATER BAY BANCORP, 1900 UNIVERSITY AVENUE, 6TH FLOOR, EAST PALO ALTO, CA, 94303, 4153751555 - 150,000,000 ($150,000,000.00) Other, (File 333-126913 - Jul. 27) (BR. 07C) S-8 CAPE SYSTEMS GROUP, INC, 3619 KENNEDY ROAD, SOUTH PLAINFIELD, NJ, 07080, 908-756-2000 - 3,750,000 ($150,000.00) Equity, (File 333-126914 - Jul. 27) (BR. 03B) S-8 HUDSON HIGHLAND GROUP INC, 622 THIRD AVE, NEW YORK, NY, 10017, 2129774200 - 12,000,000 ($21,804,000.00) Equity, (File 333-126915 - Jul. 27) (BR. 11A) SB-2 RECLAMATION CONSULTING & APPLICATIONS INC, 23832 ROCKFIELD BLVD SUITE 275, LAKE FOREST, CA, 92630, 9496090590 - 49,725,288 ($10,656,804.72) Equity, (File 333-126916 - Jul. 27) (BR. 06B) SB-2 MUSTANG RESOURCES INC., 1574 GULF RD. #1505, POINT ROBERTS, WA, 98281, 604-261-6100 - 98,000 ($19,600.00) Equity, (File 333-126919 - Jul. 27) (BR. 02) S-3 OPTION ONE MORTGAGE ACCEPTANCE CORP, 3 ADA ROAD, IRVINE, CA, 92618, 9497908100 - 0 ($7,000,000,000.00) Mortgage Backed Securities, (File 333-126920 - Jul. 27) (BR. 05) S-8 COFFEE PACIFICA INC, P O BOX 95012, VANCOUVER BC, A1, V6P 6V4, 6042748004 - 5,000,000 ($10,500,000.00) Equity, (File 333-126921 - Jul. 27) (BR. 09A) S-4 US Oncology Holdings, Inc., 16825 NORTHCHASE DRIVE, SUITE 1300, HOUSTON, TX, 77060, (832) 601-8766 - 0 ($250,000,000.00) Non-Convertible Debt, (File 333-126922 - Jul. 27) (BR. ) S-8 VENTANA MEDICAL SYSTEMS INC, 1910 INNOVATION PARK DRIVE, TUCSON, AZ, 85755, 800-227-2155 - 2,500,000 ($100,810,000.00) Equity, (File 333-126923 - Jul. 27) (BR. 10C) S-8 TANGER FACTORY OUTLET CENTERS INC, 3200 NORTHLINE AVENUE SUITE 360, GREENSBORO, NC, 27408, 3362923010 - 2,500,000 ($68,750,000.00) Equity, (File 333-126924 - Jul. 27) (BR. 08C) S-3 THERMADYNE HOLDINGS CORP /DE, 16052 SWINGLEY RIDGE RD., SUITE 300, CHESTERFIELD, MO, 63017, 636 728 3032 - 0 ($3,581,666.20) Equity, (File 333-126925 - Jul. 27) (BR. 10C) S-8 PEREGRINE INDUSTRIES INC, 115 EAST 57TH STREET, SUITE 1118, NEW YORK, NY, 10022, 2126885688 - 6,050,000 ($6,050.00) Equity, (File 333-126926 - Jul. 27) (BR. 06A) S-8 EMC CORP, 176 SOUTH STREET, HOPKINTON, MA, 01748-9103, 5084351000 - 0 ($1,387,000,000.00) Equity, (File 333-126927 - Jul. 27) (BR. 03C) S-8 McAfee, Inc., 3965 FREEDOM CIRCLE, SANTA CLARA, CA, 95054, 4089883832 - 0 ($172,290,000.00) Equity, (File 333-126928 - Jul. 27) (BR. 03C) S-8 McAfee, Inc., 3965 FREEDOM CIRCLE, SANTA CLARA, CA, 95054, 4089883832 - 0 ($24,407,500.00) Equity, (File 333-126929 - Jul. 27) (BR. 03C) S-2 SPHERIX INC, 12051 INDIAN CREEK CT, BELTSVILLE, MD, 20705, 3014193900 - 0 ($4,816,920.10) Equity, (File 333-126930 - Jul. 27) (BR. 06C) S-3 APPLIED DIGITAL SOLUTIONS INC, 1690 SOUTH CONGRESS AVENUE, SUITE 200, DELRAY BEACH, FL, 33445, 561-805-8000 - 110,229 ($374,779.00) Equity, (File 333-126931 - Jul. 27) (BR. 11B) S-3 IRON MOUNTAIN INC, 745 ATLANTIC AVENUE, BOSTON, MA, 02111, 6175354766 - 0 ($320,000,000.00) Equity, (File 333-126932 - Jul. 27) (BR. 05B) S-8 ORACLE CORP /DE/, 500 ORACLE PKWY, REDWOOD CITY, CA, 94065, 6505067000 - 2,501,534 ($34,296,031.14) Equity, (File 333-126933 - Jul. 27) (BR. 03B) SB-2 BPZ ENERGY INC, 11999 KATY FREEWAY SUITE 560, HOUSTON, TX, 77079, 2815566200 - 0 ($67,257,079.00) Equity, (File 333-126934 - Jul. 27) (BR. 04C) S-3 LONGVIEW FIBRE CO, P O BOX 639, 300 FIBRE WAY, LONGVIEW, WA, 98632, 2064251550 - 0 ($1,000,000,000.00) Unallocated (Universal) Shelf, (File 333-126935 - Jul. 27) (BR. 04B) S-3 SIRNA THERAPEUTICS INC, 2950 WILDERNESS PLACE, BOULDER, CO, 80301, 3034496500 - 29,945,513 ($79,954,519.71) Equity, (File 333-126937 - Jul. 27) (BR. 01C) S-3 GRAMERCY CAPITAL CORP, 420 LEXINGTON AVE, NEW YORK, NY, 10170, 2125942700 - 0 ($350,000,000.00) Other, (File 333-126938 - Jul. 27) (BR. 08) S-8 KING PHARMACEUTICALS INC, 501 FIFTH ST, BRISTOL, TN, 37620, 4239898000 - 0 ($20,000,000.00) Equity, (File 333-126939 - Jul. 27) 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 --------------------------------------------------------------------------------------------------------- 8X8 INC /DE/ DE 2.02,9.01 07/27/05 ABIOMED INC DE 9.01 05/10/05 AMEND ACE CASH EXPRESS INC/TX TX 1.01,9.01 07/21/05 ACE Securities Corp Home Equity Loan DE 8.01,9.01 07/25/05 ACE Securities Corp Home Equity Trust DE 8.01,9.01 07/25/05 ACTIVCARD CORP DE 1.01,2.05,8.01,9.01 07/26/05 ACTIVE POWER INC DE 2.02,9.01 07/27/05 ADC TELECOMMUNICATIONS INC MN 5.02 07/25/05 ADDVANTAGE TECHNOLOGIES GROUP INC OK 7.01,9.01 07/27/05 ADVANCED ID CORP SD 5.02,7.01,9.01 07/21/05 ADVANCED MEDICAL INSTITUTE INC. NV 4.01,9.01 05/21/05 AMEND ADVANCED MEDICAL OPTICS INC DE 1.01,9.01 07/25/05 ADVANCED POWER TECHNOLOGY INC 1.01,2.02,2.05,8.01,9.01 07/21/05 ADVENTRX PHARMACEUTICALS INC DE 1.01,3.02,9.01 07/21/05 AEROTELESIS INC DE 1.01,3.02,9.01 07/27/05 AES CORP DE 2.02,4.02,9.01 07/27/05 AFFILIATED MANAGERS GROUP INC DE 2.02,5.02,9.01 07/26/05 AIR PRODUCTS & CHEMICALS INC /DE/ DE 2.02,9.01 07/27/05 AIRTRAN HOLDINGS INC NV 2.02,7.01,9.01 07/26/05 AIRXCEL INC DE 1.01,8.01,9.01 07/21/05 AKAMAI TECHNOLOGIES INC DE 1.01 07/21/05 ALLEGHENY ENERGY, INC MD 1.01,1.02,2.03,8.01,9.01 07/27/05 ALLEGHENY TECHNOLOGIES INC DE 2.02,9.01 07/27/05 ALLERGAN INC DE 2.02,9.01 07/27/05 ALLIANCE CAPITAL MANAGEMENT HOLDING L DE 2.02,7.01,9.01 07/26/05 ALLIANCE CAPITAL MANAGEMENT L P DE 2.02,7.01,9.01 07/26/05 ALLIANCE RESOURCE PARTNERS LP DE 2.02,8.01,9.01 07/27/05 ALLIED HOLDINGS INC GA 1.01 07/25/05 ALLMERICA FINANCIAL CORP DE 2.02,9.01 07/26/05 ALPHATRADE COM NV 8.01 07/27/05 ALTEON INC /DE DE 3.03,8.01,9.01 07/27/05 Alternative Loan Trust 2005-11CB 9.01 07/25/05 Alternative Loan Trust 2005-16 9.01 07/25/05 Alternative Loan Trust 2005-19CB 9.01 07/25/05 Alternative Loan Trust 2005-22T1 9.01 06/25/05 ALTERNATIVE LOAN TRUST 2005-23CB 9.01 07/25/05 ALTIGEN COMMUNICATIONS INC 2.02,9.01 07/27/05 AMB FINANCIAL CORP DE 2.02,9.01 07/27/05 AMERADA HESS CORP DE 2.02,7.01,9.01 07/27/05 AMERIANA BANCORP IN 2.02,9.01 07/26/05 AMERICA FIRST TAX EXEMPT INVESTORS LP DE 1.01 07/27/05 AMERICA SERVICE GROUP INC /DE DE 2.02,8.01,9.01 07/26/05 AMERICAN CONSUMERS INC GA 1.01,9.01 07/21/05 AMERICAN OIL & GAS INC NV 3.02,7.01,9.01 07/22/05 AMERICAN RIVER BANKSHARES CA 7.01,9.01 07/26/05 AMERICANWEST BANCORPORATION WA 7.01,9.01 07/27/05 AMERIGAS PARTNERS LP DE 2.02,9.01 07/27/05 AMERUS GROUP CO/IA IA 2.02,7.01,9.01 07/26/05 AMKOR TECHNOLOGY INC DE 2.02 07/27/05 AMLI RESIDENTIAL PROPERTIES TRUST MD 2.02,9.01 07/26/05 AMREIT TX 2.02,9.01 07/26/05 ANADIGICS INC DE 8.01 07/26/05 ANGEION CORP/MN MN 1.01,9.01 07/21/05 ANHEUSER-BUSCH COMPANIES, INC. DE 2.02,9.01 07/27/05 ANIKA THERAPEUTICS INC MA 2.02,9.01 07/27/05 ANTEON INTERNATIONAL CORP DE 2.02,9.01 06/30/05 APPLERA CORP DE 2.02,9.01 07/27/05 APPLIED MICRO CIRCUITS CORP DE 2.02,2.05,9.01 07/27/05 AQUA DYNE INC 4.01,9.01 07/20/05 AMEND Arlington Tankers Ltd. D0 2.02,9.01 07/26/05 ARMANINO FOODS OF DISTINCTION INC /CO CO 2.02,3.01,9.01 07/25/05 ARROW ELECTRONICS INC NY 2.02,9.01 07/27/05 ASIAINFO HOLDINGS INC DE 2.02 07/27/05 ASPECT MEDICAL SYSTEMS INC DE 2.02,9.01 07/27/05 ASPEN INSURANCE HOLDINGS LTD D0 2.02,7.01,9.01 07/27/05 ASSOCIATED BANC-CORP WI 7.01 06/27/05 ATLAS AIR WORLDWIDE HOLDINGS INC DE 2.02,9.01 07/27/05 ATLAS AIR WORLDWIDE HOLDINGS INC DE 7.01 07/27/05 ATLAS AIR WORLDWIDE HOLDINGS INC DE 1.01,9.01 07/22/05 ATS MEDICAL INC MN 2.02,9.01 07/27/05 AUGUST TECHNOLOGY CORP MN 2.02,9.01 07/27/05 AUTONATION INC /FL DE 1.01,1.02,5.02,9.01 07/27/05 AVID TECHNOLOGY INC DE 1.01,5.03,8.01,9.01 07/27/05 AVISTA CORP WA 2.02,9.01 07/27/05 AVX CORP DE 2.02,9.01 06/30/05 AXCELIS TECHNOLOGIES INC DE 2.02,9.01 07/27/05 AXONYX INC NV 8.01,9.01 07/26/05 AXT INC DE 8.01,9.01 07/27/05 B&G Foods, Inc. DE 2.02,7.01,9.01 07/27/05 BACK YARD BURGERS INC DE 2.02,9.01 07/26/05 BALLANTYNE OF OMAHA INC DE 2.02,9.01 07/27/05 BALLY TOTAL FITNESS HOLDING CORP DE 8.01,9.01 07/27/05 Banc of America Alternative Loan Trus DE 8.01,9.01 07/25/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 07/26/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 07/26/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 07/26/05 BANC OF AMERICA MORTGAGE SECURITIES I DE 8.01,9.01 07/27/05 Banc of America Mortgage Securities M DE 8.01,9.01 07/25/05 Banc of America Mortgage Securities M DE 8.01,9.01 07/25/05 BANCSHARES OF FLORIDA INC FL 2.02,9.01 07/26/05 BANK OF SOUTH CAROLINA CORP SC 2.02,5.02,9.01 07/26/05 BANKATLANTIC BANCORP INC FL 7.01,9.01 07/27/05 BAR HARBOR BANKSHARES ME 2.02 07/27/05 BARNES GROUP INC DE 1.01,3.02,9.01 07/26/05 BAUSCH & LOMB INC NY 2.02,9.01 07/27/05 BAXTER INTERNATIONAL INC DE 5.02 07/26/05 AMEND BE AEROSPACE INC DE 2.02 07/27/05 BEACON POWER CORP DE 5.02,9.01 07/21/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 07/27/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 07/27/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 07/27/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 07/27/05 BEAR STEARNS ASSET BACKED SECURITIES DE 8.01,9.01 07/27/05 BEAR STEARNS COMPANIES INC DE 8.01,9.01 07/20/05 BEI TECHNOLOGIES INC DE 1.01,3.03,8.01,9.01 07/21/05 BEL FUSE INC /NJ NJ 2.02,9.01 07/27/05 BELL MICROPRODUCTS INC CA 2.02,9.01 07/27/05 BellaVista Mortage Trust 2005-2 DE 9.01 07/25/05 BellaVista Mortgage Trust 2005-1 DE 9.01 07/25/05 BEMIS CO INC MO 2.02,9.01 07/27/05 BERKSHIRE HILLS BANCORP INC 2.02,9.01 07/27/05 BEVERLY NATIONAL CORP MA 2.02,9.01 07/27/05 BIO LOGIC SYSTEMS CORP DE 1.01,8.01,9.01 07/21/05 BIOPHAN TECHNOLOGIES INC NV 7.01,9.01 07/27/05 BJs RESTAURANTS INC CA 2.02,5.03,9.01 07/27/05 BLACKBAUD INC 2.02,9.01 07/27/05 BMW VEHICLE OWNER TRUST 2002-A 9.01 07/27/05 BMW VEHICLE OWNER TRUST 2003-A 9.01 07/27/05 BMW Vehicle Owner Trust 2004-A 9.01 07/27/05 BMW Vehicle Owner Trust 2005-A 9.01 07/27/05 BOEING CAPITAL CORP DE 2.02,8.01,9.01 07/27/05 BOEING CO DE 9.01 07/27/05 BOK FINANCIAL CORP ET AL OK 7.01 07/26/05 BORGWARNER INC DE 1.01,9.01 07/27/05 BORGWARNER INC DE 5.02 07/27/05 BOSTON BEER CO INC MA 7.01,9.01 07/26/05 BOSTON COMMUNICATIONS GROUP INC MA 1.01 07/27/05 BOSTON COMMUNICATIONS GROUP INC MA 2.02 07/27/05 BOSTON PROPERTIES INC DE 2.02,9.01 07/26/05 BOSTON PROPERTIES LTD PARTNERSHIP 2.02,9.01 07/26/05 BPP LIQUIDATING TRUST MD 1.01,8.01 07/25/05 BRIDGE STREET FINANCIAL INC NY 2.02,9.01 07/25/05 BROADVISION INC DE 1.01 07/21/05 BROCADE COMMUNICATIONS SYSTEMS INC DE 1.02 07/21/05 BROOKE CORP KS 2.02,8.01,9.01 07/27/05 BROWN FORMAN CORP DE 1.01,2.05,2.06,7.01,9.01 07/21/05 BRUNSWICK CORP DE 2.02,9.01 07/27/05 BSABS 2005-1 DE 8.01,9.01 06/27/05 AMEND BURLINGTON NORTHERN SANTA FE CORP DE 1.01,9.01 07/21/05 C-BASS MORTGAGE LOAN ASSET-BACKED CER DE 8.01,9.01 07/25/05 C-BASS MORTGAGE LOAN ASSET-BACKED CER DE 8.01,9.01 07/25/05 CADENCE DESIGN SYSTEMS INC DE 2.02,9.01 07/27/05 CALGON CARBON CORPORATION DE 8.01 07/26/05 CALIPER LIFE SCIENCES INC DE 2.02,9.01 07/27/05 CALL NOW INC FL 4.01 07/21/05 CALLIDUS SOFTWARE INC 2.02,9.01 07/27/05 CANARGO ENERGY CORP DE 1.01,2.03,7.01,9.01 07/25/05 CAPITAL CORP OF THE WEST CA 5.02,9.01 07/26/05 CAPITAL CORP OF THE WEST CA 8.01,9.01 07/26/05 CAPITOL FEDERAL FINANCIAL 7.01,9.01 04/27/05 CARACO PHARMACEUTICAL LABORATORIES LT MI 3.02 05/02/05 CARDINAL COMMUNICATIONS, INC NV 2.01,9.01 04/20/04 AMEND CARGO CONNECTION LOGISTICS HOLDING, I FL 1.01,2.01,3.02,5.01,5.02,9.01 05/12/05 AMEND CARTERS INC DE 2.02,9.01 07/26/05 Caterpillar Financial Asset Trust 200 NV 8.01,9.01 07/25/05 CATERPILLAR FINANCIAL FUNDING CORP NV 8.01,9.01 07/25/05 CATUITY INC DE 3.01 07/21/05 Centale, Inc. NY 2.01 07/22/05 CENTERPOINT PROPERTIES TRUST MD 2.02,9.01 07/26/05 CENTEX CORP NV 2.02,7.01,9.01 07/27/05 CENTILLIUM COMMUNICATIONS INC DE 2.02,9.01 07/27/05 CENTILLIUM COMMUNICATIONS INC DE 1.01,9.01 07/21/05 CENTRAL VERMONT PUBLIC SERVICE CORP VT 2.02,7.01,9.01 07/27/05 CHAMPION ENTERPRISES INC MI 4.01,9.01 06/01/05 CHARTER FINANCIAL CORP/GA 2.02,9.01 07/27/05 Chase Auto Owner Trust 2005-A DE 8.01,9.01 07/15/05 CHASE CREDIT CARD MASTER TRUST NY 8.01,9.01 07/15/05 CHASE CREDIT CARD MASTER TRUST NY 8.01,9.01 07/15/05 CHASE MANHATTAN AUTO OWNER TRUST 2001 DE 8.01,9.01 07/15/05 CHASE MANHATTAN AUTO OWNER TRUST 2002 DE 8.01,9.01 07/15/05 CHASE MANHATTAN AUTO OWNER TRUST 2002 DE 8.01,9.01 07/15/05 CHASE MANHATTAN AUTO OWNER TRUST 2003 DE 8.01,9.01 07/15/05 CHASE MANHATTAN AUTO OWNER TRUST 2003 DE 8.01,9.01 07/15/05 CHASE MANHATTAN AUTO TRUST 2004-A DE 8.01,9.01 07/15/05 CHASE MANHATTAN BANK USA CHASE MANHAT DE 8.01,9.01 07/15/05 CHECKERS DRIVE IN RESTAURANTS INC /DE DE 8.01,9.01 07/22/05 CHENIERE ENERGY INC DE 1.01,2.03,7.01,9.01 07/27/05 CHICAGO BRIDGE & IRON CO N V 2.02 07/27/05 CHIQUITA BRANDS INTERNATIONAL INC NJ 1.01 07/25/05 CHIRON CORP DE 2.02,9.01 07/27/05 CHOICEPOINT INC GA 8.01,9.01 07/26/05 CHOLESTECH CORPORATION CA 2.02,9.01 07/27/05 CHORDIANT SOFTWARE INC DE 4.01 07/01/05 AMEND CIMAREX ENERGY CO DE 7.01,9.01 07/27/05 CITICORP MORTGAGE SECURITIES INC DE 2.01 07/27/05 CITY SAVINGS FINANCIAL CORP IN 2.02,9.01 07/22/05 CKX, Inc. DE 1.01 07/22/05 CLAIBORNE LIZ INC DE 2.02,9.01 07/27/05 CLARKSTON FINANCIAL CORP 8.01,9.01 07/26/05 CNA SURETY CORP DE 8.01,9.01 07/26/05 COCA COLA ENTERPRISES INC DE 5.02 07/26/05 Cogent, Inc. DE 2.02,9.01 07/27/05 COLGATE PALMOLIVE CO DE 2.02,9.01 07/27/05 COLLEGIATE FUNDING SERVICES INC DE 8.01,9.01 07/20/05 COLOR KINETICS INC DE 2.02,9.01 07/27/05 Commercial Vehicle Group, Inc. DE 2.02,7.01,9.01 07/26/05 COMMUNITY BANKS INC /PA/ PA 5.02 07/01/05 COMMUNITY CAPITAL BANCSHARES INC 2.02 07/22/05 COMMUNITY FIRST INC TN 2.02,7.01,9.01 07/27/05 COMPUTER ASSOCIATES INTERNATIONAL INC DE 2.02,2.05,9.01 07/22/05 COMPUTER TASK GROUP INC NY 2.02,9.01 07/27/05 CONCEPTUS INC DE 2.02,8.01,9.01 07/27/05 CONCUR TECHNOLOGIES INC WA 2.02 07/27/05 CONEXANT SYSTEMS INC DE 2.02,9.01 07/27/05 CONMED CORP NY 2.02,9.01 07/26/05 CONOCOPHILLIPS DE 2.02,9.01 07/27/05 CONSOLIDATED EDISON INC NY 1.01,2.02,5.02,9.01 07/21/05 CONSOLIDATED GRAPHICS INC /TX/ TX 2.02,9.01 07/27/05 CONSOLIDATED GRAPHICS INC /TX/ TX 2.02,9.01 07/27/05 CONSUMER PORTFOLIO SERVICES INC CA 2.02,9.01 07/26/05 Cooper-Standard Holdings Inc. DE 8.01,9.01 07/27/05 CORPORATE OFFICE PROPERTIES TRUST MD 2.02,9.01 07/26/05 CORTLAND BANCORP INC OH 1.01 07/26/05 COTT CORP /CN/ 1.01,5.02 07/22/05 Countrywide Home Loans 2005-J5 9.01 07/25/05 COVAD COMMUNICATIONS GROUP INC DE 2.02,9.01 07/27/05 CPI CORP DE 1.01,1.02,5.02 07/21/05 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE 8.01,9.01 06/27/05 CROSS A T CO RI 2.02 07/02/05 CSFB Mortgage-Backed Pass-Through Cer DE 8.01,9.01 07/25/05 CSX CORP VA 2.02,9.01 07/27/05 CULLEN FROST BANKERS INC TX 2.02,9.01 07/27/05 CURATIVE HEALTH SERVICES INC 8.01 07/26/05 CUTTER & BUCK INC WA 1.01,9.01 07/26/05 CWMBS INC DE 8.01,9.01 07/25/05 CYBEROPTICS CORP MN 2.02,5.02,9.01 07/26/05 CYBEX INTERNATIONAL INC NY 2.02,9.01 07/27/05 CYTOKINETICS INC 2.02,9.01 07/27/05 CYTYC CORP DE 2.02,9.01 07/27/05 DAWSON GEOPHYSICAL CO TX 2.02,9.01 07/27/05 DELPHI CORP DE 5.02 07/22/05 DELTA FINANCIAL CORP DE 2.02,9.01 06/30/05 DELTATHREE INC DE 5.02 07/24/05 DENTSPLY INTERNATIONAL INC /DE/ DE 2.02,9.01 07/26/05 DEUTSCHE ALT-A SECURITIES INC 8.01,9.01 07/08/05 DIAMOND OFFSHORE DRILLING INC DE 7.01,9.01 07/26/05 DIAMOND OFFSHORE DRILLING INC DE 2.02,9.01 07/27/05 DIAMONDCLUSTER INTERNATIONAL INC DE 2.02,9.01 07/27/05 DIEBOLD INC OH 2.02,4.02,9.01 07/26/05 DIGITAL RECORDERS INC NC 5.03,8.01 07/25/05 DIGITAL RIVER INC /DE DE 2.02,9.01 07/27/05 DIMECO INC PA 2.02 07/27/05 DIRT MOTOR SPORTS RACING INC DE 1.01,3.02,9.01 07/26/05 AMEND DNB FINANCIAL CORP /PA/ PA 2.02,7.01,9.01 07/27/05 DOT HILL SYSTEMS CORP NY 1.01,2.02,9.01 07/26/05 DOUBLE EAGLE PETROLEUM CO MD 5.02 07/21/05 DOVER DOWNS GAMING & ENTERTAINMENT IN DE 7.01,9.01 07/27/05 DOVER MOTORSPORTS INC DE 7.01,9.01 07/27/05 DUN & BRADSTREET CORP/NW DE 2.02,9.01 07/27/05 DYAX CORP DE 2.02,9.01 07/27/05 E MED FUTURE INC NV 5.02 07/21/05 EAST DELTA RESOURCES CORP. DE 4.01,4.02 07/21/05 EASTERN CO CT 2.02,7.01,9.01 07/27/05 EASY GARDENER PRODUCTS LTD 2.04 07/27/05 EASYLINK SERVICES CORP DE 1.01 07/21/05 EAUTOCLAIMS, INC NV 1.01,1.02,3.02,3.03,7.01 07/21/05 EBAY INC DE 5.02 07/27/05 EL PASO CORP/DE DE 5.04,9.01 07/27/05 EL PASO ELECTRIC CO /TX/ TX 1.01,5.02 07/21/05 ELKCORP DE 5.02,9.01 07/25/05 EMPIRE RESORTS INC DE 8.01 07/26/05 EMPIRE RESORTS INC DE 5.02 07/22/05 EMPS CORP NV 5.02,5.03,8.01 07/21/05 ENCORE ACQUISITION CO DE 2.02,9.01 07/26/05 ENDURANCE SPECIALTY HOLDINGS LTD 2.02,9.01 07/26/05 ENDURANCE SPECIALTY HOLDINGS LTD 5.02,9.01 07/27/05 ENERGIZER HOLDINGS INC MO 2.02,8.01 07/27/05 ENTERASYS NETWORKS INC /DE/ DE 2.02,9.01 07/27/05 ENTRAVISION COMMUNICATIONS CORP DE 1.01,9.01 07/25/05 ENTRUST FINANCIAL SERVICES INC CO 8.01 07/26/05 EPIX Pharmaceuticals, Inc. 2.02,9.01 07/27/05 EQUINIX INC DE 2.02,9.01 07/27/05 EQUITEX INC DE 1.01 07/21/05 EQUITY RESIDENTIAL MD 2.02,9.01 07/27/05 ESS TECHNOLOGY INC CA 2.02,9.01 07/27/05 ETHAN ALLEN INTERIORS INC DE 1.01,1.02,2.03,8.01 07/21/05 EURONET WORLDWIDE INC DE 2.02,9.01 07/26/05 EVERGREENBANCORP INC WA 1.01 07/21/05 EXIDE TECHNOLOGIES DE 2.02,9.01 07/27/05 F&M BANK CORP VA 2.02,9.01 07/26/05 FAIR ISAAC CORP DE 2.02,9.01 07/27/05 FASTFUNDS FINANCIAL CORP NV 1.01 07/21/05 FBL FINANCIAL GROUP INC IA 2.05 07/19/05 AMEND FEI CO OR 1.01,3.03,9.01 07/21/05 FERRELLGAS PARTNERS L P DE 2.02,9.01 07/27/05 FFD FINANCIAL CORP/OH OH 2.02,9.01 07/27/05 FIRST AMERICAN CORP CA 2.02,9.01 07/27/05 FIRST BANCORP /NC/ NC 2.02,9.01 07/26/05 FIRST COMMUNITY BANCSHARES INC /NV/ NV 2.02,9.01 07/27/05 FIRST CONSULTING GROUP INC DE 2.02,7.01,9.01 07/27/05 FIRST CONSULTING GROUP INC DE 7.01,9.01 07/27/05 FIRST FINANCIAL BANCORP /OH/ OH 7.01,9.01 07/26/05 First Horizon Alternative Mortgage Se DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pas Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pass Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pass Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pass Thr DE 9.01 07/25/05 First Horizon Asset Sec Mort Pass Thr DE 9.01 07/25/05 FIRST INDUSTRIAL REALTY TRUST INC MD 2.02,9.01 07/26/05 FIRST INTERSTATE BANCSYSTEM INC MT 2.02,7.01,9.01 07/27/05 FIRST MIDWEST BANCORP INC DE 2.02,9.01 07/27/05 FIRST MUTUAL BANCSHARES INC WA 8.01 07/27/05 FIRST RELIANCE BANCSHARES INC SC 2.02,9.01 07/26/05 FIRST SECURITY BANCORP INC /KY/ KY 7.01,9.01 07/27/05 FIRSTENERGY CORP OH 2.02,7.01,9.01 07/27/05 FMS FINANCIAL CORP NJ 2.02,9.01 07/25/05 FORRESTER RESEARCH INC DE 2.02,9.01 07/27/05 FORTUNE BRANDS INC DE 1.01,2.03,9.01 07/26/05 FORWARD AIR CORP TN 8.01,9.01 07/27/05 FOSTER L B CO PA 1.01,9.01 07/26/05 Foundation Coal Holdings, Inc. DE 2.02,9.01 07/27/05 FOXHOLLOW TECHNOLOGIES, INC. DE 2.02,9.01 07/27/05 FRANKLIN BANK CORP 2.02,9.01 07/26/05 FRANKLIN ELECTRIC CO INC IN 1.01,5.02,9.01 07/23/05 FULTON FINANCIAL CORP PA 1.01,9.01 07/26/05 FULTON FINANCIAL CORP PA 1.01,9.01 07/26/05 AMEND FURNITURE BRANDS INTERNATIONAL INC DE 1.02,8.01,9.01 07/26/05 G REIT INC MD 2.03 07/12/05 GARMIN LTD 2.02,9.01 07/27/05 GATEWAY ENERGY CORP/NE DE 5.02 07/26/05 GATEWAY FINANCIAL HOLDINGS INC NC 8.01,9.01 07/26/05 GE COMMERCIAL MORTGAGE CORP DE 8.01,9.01 07/26/05 GENERAL MOTORS ACCEPTANCE CORP DE 7.01,9.01 07/27/05 GENERAL MOTORS CORP DE 7.01,9.01 07/27/05 GENESIS BIOVENTURES INC NY 3.01 07/27/05 GENIUS PRODUCTS INC NV 1.01,5.02,9.01 07/26/05 GENVEC INC DE 1.01,9.01 07/26/05 GEORGIA BANCSHARES INC// GA 2.02,9.01 07/27/05 GEOTEC THERMAL GENERATORS INC FL 1.01,2.01,3.02,9.01 07/26/05 Global Cash Access, Inc. DE 2.02,9.01 07/27/05 GMACM Mortgage Loan Trust 2005-AR2 DE 8.01,9.01 07/25/05 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01 07/22/05 GRANT PRIDECO INC DE 4.01,9.01 07/26/05 GREAT PEE DEE BANCORP INC DE 2.02,9.01 07/25/05 GREATER BAY BANCORP CA 2.02,9.01 07/27/05 GREEN MOUNTAIN POWER CORP VT 1.01,9.01 07/26/05 GREENBRIER COMPANIES INC DE 8.01,9.01 07/22/05 GREENWICH CAPITAL ACCEPTANCE INC DE 8.01,9.01 07/27/05 GREENWICH CAPITAL ACCEPTANCE INC DE 8.01,9.01 07/26/05 Greenwich HarborView Mortgage Loan Tr DE 8.01,9.01 07/19/05 GREY WOLF INC TX 2.02,9.01 07/26/05 GSI COMMERCE INC DE 2.02,9.01 07/27/05 GSR Mortgage Loan Trust 2005-AR4 DE 8.01,9.01 07/25/05 GULF ISLAND FABRICATION INC LA 2.02,9.01 07/27/05 GULF ISLAND FABRICATION INC LA 8.01,9.01 07/27/05 GVI SECURITY SOLUTIONS INC DE 1.01,5.02 07/21/05 HALLIBURTON CO DE 2.02 07/21/05 HarborView Mortgage Loan Trust 2005-3 DE 8.01,9.01 07/19/05 HarborView Mortgage Loan Trust 2005-6 DE 8.01,9.01 07/27/05 HARRIS CORP /DE/ DE 2.02,9.01 07/27/05 HARTE HANKS INC DE 7.01,9.01 07/27/05 Hartford Life Global Funding Trust 20 CT 1.03,2.01,8.01,9.01 07/15/05 Hartford Life Global Funding Trust 20 CT 1.03,2.01,8.01,9.01 07/15/05 Hartford Life Global Funding Trust 20 CT 1.03,2.01,8.01,9.01 07/15/05 Hartford Life Global Funding Trust 20 CT 1.03,2.01,8.01,9.01 07/15/05 Hartford Life Global Funding Trust 20 CT 1.03,2.01,8.01,9.01 07/15/05 Hartford Life Global Funding Trust 20 CT 1.03,2.01,8.01,9.01 07/15/05 HCA INC/TN DE 2.02,7.01,9.01 07/27/05 HEADLINERS ENTERTAINMENT GROUP, INC. DE 1.01,1.02,2.03,9.01 07/22/05 HEADWATERS INC DE 2.02,7.01,9.01 07/27/05 HEARTLAND PAYMENT SYSTEMS INC 5.03,9.01 07/27/05 HELMERICH & PAYNE INC DE 2.02 07/27/05 HEWLETT PACKARD CO DE 1.01,9.01 07/21/05 HILTON HOTELS CORP DE 2.02,9.01 07/27/05 HMS HOLDINGS CORP 2.02,9.01 07/26/05 HOLLY ENERGY PARTNERS LP DE 8.01,9.01 07/26/05 HOLOGIC INC DE 2.02,9.01 07/27/05 HOOKER FURNITURE CORP VA 2.05,2.06,9.01 07/27/05 HORIZON FINANCIAL CORP WA 1.01,9.01 07/27/05 HUB INTERNATIONAL LTD A6 2.02 07/27/05 HUDSON CITY BANCORP INC DE 8.01 07/19/05 HUDSON HIGHLAND GROUP INC DE 2.02,9.01 07/26/05 HUDSON VALLEY HOLDING CORP NY 2.02,8.01,9.01 07/26/05 HYDRIL CO DE 2.02,9.01 07/26/05 I MANY INC DE 2.02,9.01 07/26/05 I/OMAGIC CORP NV 1.01,9.01 07/21/05 IBASIS INC DE 2.02,9.01 07/27/05 IEC ELECTRONICS CORP DE 2.02,9.01 07/27/05 IKONA GEAR INTERNATIONAL INC NV 3.02,5.02 07/14/05 IKONICS CORP 2.02,9.01 07/22/05 IMATION CORP DE 7.01 07/20/05 AMEND IMPAC Secured Assets Corp. Mortgage P CA 8.01,9.01 07/25/05 INAMED CORP DE 2.02,9.01 07/27/05 Industrial Enterprises of America, In NV 2.02,7.01 07/26/05 INERGY L P DE 8.01,9.01 07/27/05 InfoSearch Media, Inc. DE 2.02,9.01 07/12/05 INNOVA PURE WATER INC /FL/ FL 4.01 07/26/05 AMEND INSIGHT COMMUNICATIONS CO INC DE 1.01 07/21/05 INSIGHT MIDWEST LP DE 1.01 07/21/05 INTEGRATED DEVICE TECHNOLOGY INC DE 2.02,7.01,9.01 07/27/05 INTEREP NATIONAL RADIO SALES INC NY 1.01,9.01 07/21/05 INTERLEUKIN GENETICS INC DE 5.02 07/27/05 INTERNATIONAL BUSINESS MACHINES CORP NY 8.01 07/27/05 INTERNATIONAL FLAVORS & FRAGRANCES IN NY 2.02 07/26/05 INTERNET SECURITY SYSTEMS INC/GA DE 2.02,9.01 07/27/05 INTERPUBLIC GROUP OF COMPANIES, INC. DE 2.04,9.01 07/27/05 IPARTY CORP DE 2.02,9.01 07/27/05 IPASS INC DE 2.02,9.01 07/27/05 IPC ACQUISITION CORP 7.01,9.01 07/27/05 IPC HOLDINGS LTD 2.02,9.01 07/26/05 IQ BIOMETRIX INC DE 2.01,5.01,5.02,5.03,9.01 07/21/05 IRWIN FINANCIAL CORP IN 8.01 07/27/05 ISIS PHARMACEUTICALS INC DE 1.01 07/21/05 ITLA CAPITAL CORP CA 7.01 07/27/05 IVANHOE ENERGY INC 5.02,9.01 07/26/05 iVOW, Inc. DE 3.01,3.02,9.01 07/26/05 IXYS CORP /DE/ DE 1.01 07/21/05 J P MORGAN ACCEPTANCE CORP I DE 8.01,9.01 07/27/05 JACOBS ENGINEERING GROUP INC /DE/ DE 2.02,9.01 07/26/05 JANE BUTEL CORP 1.01,2.01,2.03,9.01 07/19/05 JPC Capital Partners, Inc. DE 2.03,9.01 07/27/05 KAYDON CORP DE 1.01,2.01,9.01 07/26/05 KELLOGG CO DE 2.02 07/27/05 KELLWOOD CO DE 2.05,2.06,7.01,8.01,9.01 07/27/05 KENNAMETAL INC PA 2.02,8.01,9.01 07/25/05 KERR MCGEE CORP /DE DE 2.02,9.01 07/27/05 KLEVER MARKETING INC DE 5.02 07/22/05 KOMAG INC /DE/ DE 2.02,9.01 07/27/05 LAFARGE NORTH AMERICA INC MD 2.02,9.01 07/26/05 LANDAMERICA FINANCIAL GROUP INC VA 2.02,8.01,9.01 07/26/05 LEARNING CARE GROUP, INC MI 1.01,9.01 07/21/05 LEHMAN ABS CORP ALTRIA DEB BACKED SER DE 8.01,9.01 07/15/05 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 07/15/05 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 07/15/05 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 07/15/05 LEHMAN ABS CORP BACKED TRUST CERTS SE DE 8.01,9.01 07/15/05 LEHMAN ABS CORP BELLSOUTH CAPITAL FUN DE 8.01,9.01 07/15/05 LEHMAN ABS CORP FORD MOTOR CO NOTE BA DE 8.01,9.01 07/16/05 LEHMAN ABS CORP HSBC DEBENTURE BACKED DE 8.01,9.01 07/15/05 LEHMAN ABS CORP PRUDENTIAL FINANCIAL DE 8.01,9.01 07/15/05 LEHMAN ABS CORP REPACK AMER GEN FLOAT DE 8.01,9.01 07/15/05 LEHMAN SARM 2005-5 DE 8.01,9.01 07/25/05 LENNOX INTERNATIONAL INC DE 2.02,9.01 07/27/05 LESCO INC/OH OH 1.01,2.02,9.01 07/26/05 LEVEL 8 SYSTEMS INC DE 5.02 07/27/05 Lifeline Systems, Inc. MA 2.02,9.01 07/26/05 LIFEPOINT HOSPITALS, INC. 2.02,9.01 07/27/05 LIGHTBRIDGE INC DE 2.02,9.01 07/27/05 LINEAR TECHNOLOGY CORP /CA/ DE 2.02,9.01 07/03/05 LION INC/WA WA 2.02,9.01 07/27/05 LOUISIANA-PACIFIC CORP DE 2.02,7.01,9.01 07/27/05 LSI LOGIC CORP DE 2.02,8.01,9.01 07/27/05 LUBRIZOL CORP OH 2.02,9.01 07/27/05 LUCENT TECHNOLOGIES INC DE 1.01 07/21/05 MACC PRIVATE EQUITIES INC DE 3.02,9.01 07/27/05 MAGELLAN MIDSTREAM PARTNERS LP DE 2.02,9.01 07/27/05 MANOR CARE INC DE 7.01,9.01 07/27/05 MANTECH INTERNATIONAL CORP DE 2.02,7.01,9.01 07/27/05 MARCHEX INC DE 7.01,9.01 07/27/05 MARINE PRODUCTS CORP DE 2.02,9.01 07/27/05 MARINE PRODUCTS CORP DE 8.01,9.01 02/27/05 MARKWEST ENERGY PARTNERS L P 8.01,9.01 07/21/05 MARTHA STEWART LIVING OMNIMEDIA INC DE 2.02,9.01 07/27/05 MASCO CORP /DE/ DE 1.01,9.01 07/27/05 MATRIXX INITIATIVES INC DE 2.02,9.01 07/26/05 MAVERICK TUBE CORPORATION DE 1.01,9.01 07/21/05 MAXIMUM DYNAMICS INC CO 8.01 07/20/05 MAXIMUM DYNAMICS INC CO 2.02,3.01,4.01,5.02,8.01 04/04/05 AMEND MAXTOR CORP DE 2.02,8.01,9.01 07/27/05 MCKESSON CORP DE 2.02,9.01 07/27/05 MDC HOLDINGS INC DE 1.01,9.01 07/25/05 MEADWESTVACO CORP DE 2.02,9.01 07/27/05 MEDICAL STAFFING NETWORK HOLDINGS INC DE 7.01,9.01 07/27/05 MEDIS TECHNOLOGIES LTD DE 1.01,2.03,9.01 07/21/05 MEMC ELECTRONIC MATERIALS INC DE 1.01,1.02,2.03 07/21/05 MEMC ELECTRONIC MATERIALS INC DE 2.02 07/27/05 MEREDITH CORP IA 2.02,9.01 07/26/05 MEREDITH CORP IA 2.02,9.01 07/27/05 METRO ONE TELECOMMUNICATIONS INC OR 7.01 07/20/05 MICREL INC CA 8.01 07/27/05 MIDSOUTH BANCORP INC LA 2.02,8.01,9.01 07/26/05 MIDWEST BANC HOLDINGS INC DE 7.01,9.01 07/27/05 MILLENNIUM CELL INC DE 2.02,9.01 07/27/05 MIPS TECHNOLOGIES INC DE 2.02,9.01 06/30/05 MOCON INC MN 2.02,9.01 07/26/05 MOHEGAN TRIBAL GAMING AUTHORITY 5.02 07/24/05 MONACO COACH CORP /DE/ DE 2.01,9.01 07/27/05 MONSTER WORLDWIDE INC DE 2.02,7.01,9.01 07/27/05 MOOG INC NY 1.01,2.02,2.03,9.01 07/19/05 MORGAN STANLEY ABS CAPITAL I INC DE 8.01,9.01 07/25/05 MORGAN STANLEY ABS CAPITAL I INC DE 8.01,9.01 07/25/05 Morgan Stanley ABS Capital I Inc. IXI DE 8.01,9.01 07/25/05 Morgan Stanley Capital I Trust 2005-H DE 8.01,9.01 07/27/05 MORTGAGE LOAN ASSET-BACKED CERTIFICAT DE 8.01,9.01 07/14/05 MOSAIC CO 2.02,9.01 07/27/05 MOTIVE INC DE 2.02,9.01 07/27/05 MOVIE GALLERY INC DE 9.01 06/09/05 AMEND MTS MEDICATION TECHNOLOGIES, INC /DE/ DE 2.02,7.01,9.01 07/27/05 MTS SYSTEMS CORP MN 2.02,9.01 07/27/05 MURPHY OIL CORP /DE DE 2.02,9.01 07/26/05 MUTUALFIRST FINANCIAL INC MD 2.02,9.01 07/22/05 MUTUALFIRST FINANCIAL INC MD 7.01 07/27/05 MYLAN LABORATORIES INC PA 1.01,2.03,9.01 07/21/05 NANNACO INC TX 1.01,9.01 07/21/05 NANOPHASE TECHNOLOGIES CORPORATION IL 2.02 07/26/05 AMEND NAUTILUS, INC. WA 2.02,9.01 07/27/05 NAVISITE INC DE 1.01,9.01 07/26/05 Navistar Financial 2004-B Owner Trust 8.01,9.01 06/30/05 NAVISTAR FINANCIAL RETAIL REC CORP 20 8.01,9.01 06/30/05 NAVISTAR FINANCIAL RETAIL REC CORP 20 8.01,9.01 06/30/05 NAVISTAR FINANCIAL RETAIL REC CORP 20 8.01,9.01 06/30/05 NAVISTAR FINANCIAL RETAIL REC CORP 20 DE 8.01,9.01 06/30/05 NAVISTAR FINANCIAL RETAIL REC CORP 20 8.01,9.01 06/30/05 NAVISTAR FINANCIAL RETAIL REC CORP 20 8.01,9.01 06/30/05 NETIQ CORP 5.02 07/26/05 NETLOGIC MICROSYSTEMS INC 2.02,9.01 07/27/05 NETMEASURE TECHNOLOGY INC NV 2.03 07/21/05 NETSCOUT SYSTEMS INC DE 2.02,9.01 07/27/05 NEUROCRINE BIOSCIENCES INC CA 8.01,9.01 07/26/05 NEUROCRINE BIOSCIENCES INC CA 9.01 03/15/04 AMEND NEW HORIZONS WORLDWIDE INC DE 4.01,9.01 07/21/05 NEW JERSEY RESOURCES CORP NJ 2.02,9.01 07/27/05 NEW VISUAL CORP UT 7.01,9.01 07/26/05 NEWMONT MINING CORP /DE/ DE 2.02,9.01 07/27/05 NEWPORT INTERNATIONAL GROUP INC DE 7.01,9.01 07/25/05 NEXTEL PARTNERS INC DE 8.01 07/22/05 NORFOLK SOUTHERN CORP VA 2.02,7.01 07/27/05 NORTH BAY BANCORP/CA CA 2.02,9.01 07/26/05 NORTHEAST UTILITIES MA 2.02,9.01 07/26/05 NORTHWEST PIPE CO OR 2.02,9.01 07/27/05 NovaStar Mortgage Funding Trust, Seri DE 8.01,9.01 07/25/05 NU SKIN ENTERPRISES INC DE 2.02,9.01 07/27/05 NUTRI SYSTEM INC /DE/ DE 7.01,9.01 07/27/05 OFFICEMAX INC DE 2.02,9.01 07/27/05 OFFSHORE LOGISTICS INC DE 7.01,9.01 07/26/05 ONEOK INC /NEW/ OK 1.01,2.03 07/27/05 ONEOK INC /NEW/ OK 8.01,9.01 07/27/05 OPEN SOLUTIONS INC DE 2.02,9.01 07/27/05 OSTEOTECH INC DE 2.02,9.01 07/26/05 OVERLAND STORAGE INC CA 8.01 07/18/05 OXIGENE INC DE 2.02,9.01 07/27/05 PACIFIC CAPITAL BANCORP /CA/ CA 4.01,9.01 07/13/05 AMEND PACIFIC GOLD CORP NV 5.02,9.01 05/16/05 PACIFIC MERCANTILE BANCORP CA 2.02,9.01 07/24/05 PAMRAPO BANCORP INC DE 2.02,9.01 07/27/05 PAN PACIFIC RETAIL PROPERTIES INC MD 2.02,9.01 07/27/05 PARK HILL CAPITAL I CORP NV 5.02 06/15/05 PDF SOLUTIONS INC DE 2.02,9.01 07/21/05 AMEND PEABODY ENERGY CORP DE 5.02,7.01 07/21/05 PEMSTAR INC MN 2.02,9.01 07/27/05 PENN NATIONAL GAMING INC PA 2.01,9.01 07/22/05 PEPSIAMERICAS INC/IL/ DE 2.02,9.01 07/27/05 PERKINELMER INC MA 2.02,9.01 07/26/05 PERMIAN BASIN ROYALTY TRUST TX 7.01,9.01 07/26/05 PERRY ELLIS INTERNATIONAL INC FL 8.01,9.01 07/25/05 PETMED EXPRESS INC FL 7.01,8.01,9.01 07/25/05 PFF BANCORP INC DE 2.02,9.01 06/30/05 PHARMAFRONTIERS CORP TX 3.03,9.01 07/27/05 PINNACLE DATA SYSTEMS INC OH 2.02,9.01 07/27/05 PINNACLE WEST CAPITAL CORP AZ 2.02,7.01,9.01 06/30/05 PIXELWORKS INC OR 2.02,9.01 07/27/05 PLC SYSTEMS INC 2.02,9.01 07/27/05 PLEXUS CORP WI 2.02 07/27/05 PLUG POWER INC DE 2.02,9.01 07/27/05 PLY GEM HOLDINGS INC DE 1.01,9.01 07/25/05 PNM RESOURCES INC NM 2.02 06/30/05 Popular ABS Mortgage Pass-Through Tru DE 8.01 07/25/05 POPULAR ABS MORTGAGE PASS-THROUGH TRU DE 8.01 07/25/05 POPULAR ABS MORTGAGE PASS-THROUGH TRU DE 8.01 07/25/05 Popular ABS Mortgage Pass-Through Tru DE 8.01 07/25/05 PORTEC RAIL PRODUCTS INC WV 2.02,9.01 07/26/05 POWER INTEGRATIONS INC CA 2.02,9.01 07/21/05 PPL CORP PA 1.01,5.02 07/27/05 PPL ELECTRIC UTILITIES CORP PA 1.01 07/27/05 PRA International DE 2.02,9.01 07/27/05 PRAXAIR INC DE 2.02 07/27/05 PREMIERE GLOBAL SERVICES, INC. GA 2.02,7.01,9.01 07/27/05 PRINCIPAL LIFE INCOME FUNDINGS TRSUT DE 8.01,9.01 07/15/05 PRINCIPAL LIFE INCOME FUNDINGS TRUST DE 8.01,9.01 07/15/05 PRINCIPAL LIFE INCOME FUNDINGS TRUST DE 8.01,9.01 07/15/05 PRINCIPAL LIFE INCOME FUNDINGS TRUST DE 8.01,9.01 07/15/05 PRINCIPAL LIFE INCOME FUNDINGS TRUST DE 8.01,9.01 07/15/05 Principal Life Income Fundings Trust DE 8.01,9.01 07/15/05 Principal Life Income Fundings Trust DE 8.01,9.01 07/15/05 PRINCIPAL LIFE INCOME FUNDINGS TRUST DE 8.01,9.01 07/15/05 Principal Life Income Fundings Trust DE 8.01,9.01 07/15/05 PRINCIPAL LIFE INCOME FUNDINGS TRUST DE 8.01,9.01 07/15/05 PRINCIPAL LIFE INCOME FUNDINGS TRUST DE 8.01,9.01 07/15/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 07/22/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 07/22/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 07/22/05 PRINCIPAL LIFE INSURANCE CO IA 9.01 07/22/05 PROGENICS PHARMACEUTICALS INC DE 7.01,9.01 07/27/05 PROLONG INTERNATIONAL CORP NV 3.01 07/21/05 PROTECTIVE LIFE INSURANCE CO TN 9.01 07/21/05 PROVIDENT FINANCIAL HOLDINGS INC DE 8.01,9.01 07/26/05 PROVIDENT FINANCIAL HOLDINGS INC DE 1.01 07/26/05 PUBLIC SERVICE CO OF NEW MEXICO NM 2.02 06/30/05 QUADRAMED CORP DE 8.01,9.01 07/27/05 QUESTAR CORP UT 2.02,9.01 07/27/05 QUICKLOGIC CORPORATION CA 2.02,9.01 07/27/05 QUIDEL CORP /DE/ DE 2.02,9.01 07/27/05 QUOTESMITH COM INC DE 2.02,7.01,9.01 07/27/05 R H DONNELLEY CORP DE 2.02 07/27/05 R&G FINANCIAL CORP PR 4.02,8.01 07/20/05 R&G FINANCIAL CORP PR 4.02,8.01 07/20/05 AMEND RAINDANCE COMMUNICATIONS INC DE 2.02,5.02,9.01 07/27/05 RARE HOSPITALITY INTERNATIONAL INC GA 1.01,7.01,9.01 07/22/05 REALITY WIRELESS NETWORKS INC NV 1.01,9.01 07/21/05 RENAISSANCERE HOLDINGS LTD 2.02,9.01 07/26/05 REPLIGEN CORP DE 2.02,9.01 07/27/05 REPUBLIC AIRWAYS HOLDINGS INC DE 2.02,9.01 06/30/05 REPUBLIC AIRWAYS HOLDINGS INC DE 2.02,9.01 06/30/05 REPUBLIC SERVICES INC DE 8.01,9.01 07/27/05 REPUBLIC SERVICES INC DE 2.02 07/27/05 RESIDENTIAL ACCREDIT LOANS INC DE 8.01,9.01 07/21/05 REYNOLDS AMERICAN INC 2.02,9.01 07/27/05 RIDGEWOOD ELECTRIC POWER TRUST V DE 8.01 07/27/05 RIDGEWOOD POWER GROWTH FUND /NJ DE 8.01 07/27/05 ROCKWELL AUTOMATION INC DE 2.02 07/27/05 ROCKY SHOES & BOOTS INC OH 2.02,9.01 07/27/05 ROLLINS INC DE 8.01 07/27/05 ROLLINS INC DE 2.02 07/27/05 ROYAL CARIBBEAN CRUISES LTD 2.02 06/30/05 RPC INC DE 2.02,9.01 06/30/05 RPC INC DE 8.01,9.01 07/27/05 RURBAN FINANCIAL CORP OH 2.02,8.01,9.01 07/21/05 S1 CORP /DE/ DE 5.02,9.01 07/24/05 SAUCONY INC MA 2.02,9.01 07/27/05 SCHWEITZER MAUDUIT INTERNATIONAL INC DE 8.01,9.01 07/22/05 SCOTTS MIRACLE-GRO CO OH 1.01,1.02,2.01,2.03 07/21/05 SEABRIGHT INSURANCE HOLDINGS INC 2.02,9.01 07/27/05 SEALED AIR CORP/DE DE 1.01,2.02,9.01 07/21/05 SECURE COMPUTING CORP DE 2.02,9.01 07/21/05 SERVICE BANCORP INC MA 2.02,9.01 07/27/05 SHIRE PHARMACEUTICALS GROUP PLC 8.01,9.01 07/27/05 SI Financial Group, Inc. X1 2.02,9.01 07/26/05 SIERRA PACIFIC RESOURCES /NV/ NV 2.03,8.01,9.01 07/26/05 SIGHT RESOURCE CORP DE 8.01,9.01 07/21/05 SIGMA ALDRICH CORP DE 2.02,7.01,9.01 07/26/05 SILICON STORAGE TECHNOLOGY INC CA 2.02,9.01 07/26/05 AMEND SIMPSON MANUFACTURING CO INC /CA/ DE 2.02,9.01 07/26/05 SKECHERS USA INC DE 2.02,9.01 07/27/05 SLADES FERRY BANCORP MA 7.01,9.01 07/27/05 SMART VIDEO TECHNOLOGIES INC 1.01,3.02,5.02,8.01,9.01 07/18/05 SMARTIRE SYSTEMS INC 1.01,1.02,2.03,3.02 07/23/05 AMEND SMITHTOWN BANCORP INC NY 9.01 07/27/05 SNAP ON INC DE 8.01 07/27/05 SOLECTRON CORP DE 8.01,9.01 07/22/05 SOLUTIA INC DE 1.01,9.01 07/25/05 SOMERSET HILLS BANCORP NJ 2.02,9.01 07/27/05 SOURCE DIRECT HOLDINGS INC NV 8.01 07/26/05 Southeastern Bank Financial CORP GA 2.02,9.01 07/22/05 SOUTHEASTERN BANKING CORP GA 2.02,9.01 07/27/05 SOUTHERN CONNECTICUT BANCORP INC CT 2.02,9.01 07/27/05 SOUTHWESTERN ENERGY CO AR 7.01 07/27/05 SPAN AMERICA MEDICAL SYSTEMS INC SC 2.02,9.01 07/27/05 SPECIALTY LABORATORIES INC 2.02,7.01,9.01 07/27/05 SPHERION CORP DE 2.02,9.01 07/27/05 SPINNAKER EXPLORATION CO DE 1.01,2.03,9.01 07/21/05 SPRINT CORP KS 2.02,9.01 07/27/05 ST JOSEPH CAPITAL CORP 8.01 06/30/05 STANDARD MANAGEMENT CORP IN 1.01,2.01,2.03,3.02,9.01 07/21/05 STANLEY WORKS CT 5.02,9.01 07/26/05 STANLEY WORKS CT 2.02,9.01 07/26/05 STARBUCKS CORP WA 2.02,9.01 07/27/05 STERLING BANCORP NY 2.02,7.01,9.01 07/26/05 STERLING FINANCIAL CORP /PA/ PA 7.01,9.01 07/27/05 STRUCTURED ADJUSTABLE RATE MORTGAGE DE 8.01,9.01 07/25/05 Structured Adjustable Rate Mortgage L DE 8.01,9.01 07/25/05 STRUCTURED ASSET MORTGAGE INVESTMENTS DE 8.01,9.01 07/27/05 Structured Asset Mortgage Investments DE 8.01,9.01 07/25/05 STRUCTURED ASSET SECURITIES CORP DE 8.01 07/25/05 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 07/15/05 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 07/15/05 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 07/15/05 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 07/15/05 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 07/15/05 STUDENT LOAN CORP DE 5.02 07/21/05 SURMODICS INC MN 5.02 07/25/05 AMEND SYBASE INC DE 2.02,9.01 07/21/05 AMEND SYKES ENTERPRISES INC FL 1.01,1.02,9.01 07/22/05 SYNTROLEUM CORP DE 7.01 07/26/05 TAYLOR CAPITAL GROUP INC DE 8.01,9.01 07/25/05 TD BANKNORTH INC. DE 8.01,9.01 07/26/05 TECH OPS SEVCON INC DE 2.02 07/02/05 TECO ENERGY INC FL 2.02,5.02,9.01 07/27/05 TELEFLEX INC DE 2.02,9.01 07/26/05 TELEFLEX INC DE 7.01,9.01 07/27/05 TELEPHONE & DATA SYSTEMS INC /DE/ DE 2.02,9.01 07/27/05 TELLABS INC DE 2.02 07/26/05 TEMPLE INLAND INC DE 2.02,7.01,9.01 07/27/05 TEPPCO PARTNERS LP DE 5.02 07/25/05 TESSCO TECHNOLOGIES INC DE 2.02,9.01 07/26/05 TETON ENERGY CORP DE 1.01 07/26/05 TEXAS NEW MEXICO POWER CO TX 2.02 06/30/05 TEXTRON FINANCIAL CORP DE 1.01,2.03,9.01 07/25/05 TEXTRON INC DE 1.01,2.03,9.01 07/25/05 THERAVANCE INC DE 2.02,9.01 07/27/05 THERMO ELECTRON CORP DE 2.02,9.01 07/27/05 THIRD WAVE TECHNOLOGIES INC /WI DE 2.02,9.01 07/27/05 TIB FINANCIAL CORP. FL 8.01 07/25/05 TIDEWATER INC DE 7.01,8.01,9.01 07/26/05 TIERONE CORP 2.02,9.01 07/27/05 TIMBERLAND BANCORP INC WA 2.02,9.01 07/26/05 TITAN INTERNATIONAL INC IL 2.02,9.01 07/27/05 TOREADOR RESOURCES CORP DE 7.01,9.01 07/26/05 TOUCHSTONE RESOURCES USA, INC. 1.01,5.02,9.01 07/21/05 TOYS R US INC DE 1.01,2.03,3.01,3.02,3.03,5.01,5.02,5.03,9.01 07/21/05 TRANSAX INTERNATIONAL LTD CO 2.02,9.01 07/27/05 TreeHouse Foods, Inc. DE 8.01,9.01 07/26/05 TRIDENT MICROSYSTEMS INC DE 2.02,9.01 07/27/05 TTM TECHNOLOGIES INC WA 2.02,5.02,9.01 07/27/05 TUPPERWARE CORP DE 2.02,9.01 07/26/05 UCBH HOLDINGS INC DE 1.01,5.02,9.01 07/21/05 UGI CORP /PA/ PA 2.02,9.01 07/27/05 UGI UTILITIES INC PA 2.02,9.01 07/27/05 UMB FINANCIAL CORP MO 2.02,5.02,9.01 07/26/05 UNION BANKSHARES CO/ME ME 2.02,9.01 07/21/05 United eSystems, Inc. NV 4.01,9.01 05/02/05 AMEND UNITED FUEL & ENERGY CORP NV 5.02 07/15/05 UNITED STATES CELLULAR CORP DE 2.02,9.01 07/27/05 UNIVERSAL COMPRESSION HOLDINGS INC DE 2.02,5.02,9.01 07/21/05 Universal Truckload Services, Inc. MI 2.02,9.01 07/27/05 USA TECHNOLOGIES INC PA 1.01,9.01 06/17/05 V I TECHNOLOGIES INC DE 2.02,9.01 07/27/05 VALLEY FINANCIAL CORP /VA/ VA 5.02 07/27/05 VALOR COMMUNICATIONS GROUP INC DE 2.02,7.01,9.01 07/27/05 VALPEY FISHER CORP MD 2.02,9.01 07/27/05 VARIAN INC DE 2.02,9.01 07/27/05 VARIAN MEDICAL SYSTEMS INC DE 2.02,9.01 07/27/05 VARSITY GROUP INC 1.01,9.01 07/21/05 VCAMPUS CORP DE 8.01,9.01 07/26/05 VECTREN CORP IN 8.01 07/27/05 VERILINK CORP DE 2.02,9.01 07/27/05 VERTEX PHARMACEUTICALS INC / MA MA 2.02,9.01 07/27/05 VIANET TECHNOLOGY GROUP LTD DE 1.02,5.03 07/25/05 VIASYS HEALTHCARE INC DE 2.02,9.01 07/27/05 VIDEO WITHOUT BOUNDARIES INC FL 4.01,9.01 07/27/05 VIEWCAST COM INC DE 1.01,2.03,9.01 07/22/05 VION PHARMACEUTICALS INC DE 8.01,9.01 07/26/05 VITAL IMAGES INC MN 7.01,9.01 07/27/05 VITRIA TECHNOLOGY INC DE 2.02,9.01 07/27/05 VULCAN MATERIALS CO NJ 2.02,9.01 07/26/05 WACCAMAW BANKSHARES INC NC 8.01 07/26/05 WACHOVIA COMMERCIAL MORTGAGE INC 1999 NJ 8.01,9.01 07/15/05 WACHOVIA SBA LENDING INC SERIES 1998- NJ 8.01,9.01 07/15/05 WACHOVIA SBA LENDING INC SERIES 1999- NJ 8.01,9.01 07/15/05 WADDELL & REED FINANCIAL INC DE 2.02,9.01 07/26/05 WALTER INDUSTRIES INC /NEW/ DE 2.02,7.01 07/26/05 WaMu Mortgage Pass-Through Certificat DE 8.01,9.01 07/25/05 WaMu Mortgage Pass-Through Certificat DE 8.01,9.01 07/25/05 WaMu Mortgage Pass-Through Certificat DE 8.01,9.01 07/25/05 WaMu Mortgage Pass-Through Certificat DE 8.01,9.01 07/25/05 WaMu Mortgage Pass-Through Certificat DE 8.01,9.01 07/25/05 WaMu Mortgage Pass-Through Certificat DE 8.01,9.01 07/25/05 WaMu Mortgage Pass-Through Certificat DE 8.01,9.01 07/25/05 Washington Mutual Mortgage Pass-Throu DE 8.01,9.01 07/25/05 Washington Mutual Mortgage Pass-Throu DE 8.01,9.01 07/25/05 Washington Mutual Mortgage Pass-Throu DE 8.01,9.01 07/25/05 Washington Mutual Mortgage Pass-Throu DE 8.01,9.01 07/25/05 Washington Mutual Mortgage Pass-Throu DE 8.01,9.01 07/25/05 WASHINGTON MUTUAL MORTGAGE SECURITIES DE 9.01 07/27/05 Washington Mutual MSC Mortgage Pass-T DE 8.01,9.01 07/25/05 WASTE SERVICES, INC. A6 2.02,9.01 07/27/05 WATSON PHARMACEUTICALS INC NV 2.02,9.01 07/27/05 WEBMD CORP /NEW/ DE 8.01 07/27/05 WELLMAN INC DE 2.02,8.01,9.01 07/26/05 WELLPOINT INC IN 2.02,9.01 07/27/05 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 07/25/05 Wells Fargo Home Equity Asset-Backed DE 8.01,9.01 07/25/05 WESTINGHOUSE AIR BRAKE TECHNOLOGIES C DE 2.02,9.01 07/26/05 WESTWOOD HOLDINGS GROUP INC 2.02,7.01,9.01 07/26/05 WHITING PETROLEUM CORP DE 2.02,9.01 07/26/05 WHITING PETROLEUM CORP DE 1.01,9.01 07/25/05 WILLIS GROUP HOLDINGS LTD D0 8.01,9.01 07/27/05 WISCONSIN ENERGY CORP WI 2.02 07/27/05 WITNESS SYSTEMS INC DE 2.02 07/27/05 WORLD FUEL SERVICES CORP FL 7.01,9.01 07/27/05 WRC MEDIA INC DE 1.02,2.01,2.03,3.02,5.03 07/22/05 WRC MEDIA INC DE 9.01 07/22/05 AMEND Wright Express CORP 2.02,9.01 07/27/05 WRIGLEY WM JR CO DE 2.02,9.01 07/26/05 XCEL ENERGY INC MN 2.02,9.01 07/27/05 YANKEE CANDLE CO INC 2.02,9.01 07/27/05 ZEBRA TECHNOLOGIES CORP/DE DE 2.02,9.01 07/27/05 ZIMMER HOLDINGS INC DE 2.02,9.01 07/27/05 ZONAGEN INC DE 8.01,9.01 07/27/05 ZONE 4 PLAY INC NV 1.01,9.01 07/27/05