SEC NEWS DIGEST Issue 2004-214 November 5, 2004 ENFORCEMENT PROCEEDINGS IN THE MATTER OF STEVEN BOCCHINO AND SHARON HAROSH An Administrative Law Judge has found Steven Bocchino in default and barred him from association with a broker or dealer and from participating in an offering of penny stock pursuant to Section 15(b)(6) of the Securities Exchange Act of 1934In 2002, the U.S. District Court for the Southern District of New York permanently enjoined Mr. Bocchino and others from future violations of the securities laws. The civil complaint alleged that Mr. Bocchino and others raised approximately $2.1 million through six private placements that involved high-pressure sales tactics and false and misleading representations to fraudulently induce investors to buy stock. Mr. Bocchino and others promised an imminent initial public offering, which would allow investors to quickly reap significant profits on their investments in the purported private placements, as a primary selling point (SEC v. Goldman Lender, 98 Civ. 7525 (S.D.N.Y.) (JGK). (Rel. 34-50631; File No. 3-11628) IN THE MATTER OF JOHN BARRY, THOMAS DANIELS, JOHN IRWIN AND MARK MISZKIEWICZ On November 4, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 203(f) of the Investment Advisers Act of 1940, Making Findings, and Imposing Remedial Sanctions (Order) against John D. Barry, Thomas P. Daniels, John M. Irwin, and Mark P. Miszkiewicz. The Respondents consented to the entry of the Order. The Order is based on the Oct. 28, 2004, entry of final judgments by consent against Barry, Daniels, Irwin, and Miszkiewicz permanently enjoining them from future violations of Sections 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b- 5 thereunder, and Sections 206(1), 206(2), and 206(3) of the Investment Advisers Act of 1940, in the civil action entitled SEC v. Beacon Hill Asset Management, et al., Civil Action Number 02-8855(LAK), in the U.S. District Court for the Southern District of New York. The Order finds that the Commission’s amended complaint alleged that the defendants in the civil action, among other things, made material misrepresentations to investors from at least the beginning of 2002 through October 2002 about the valuation methodology Beacon Hill used for calculating Net Asset Values; about the hedging and trading strategy for its purportedly “market neutral” hedge funds; and about the value and performance of these funds. Based on the entry of permanent injunctions, the Order bars Barry, Daniels, Irwin, and Miszkiewicz from association with any investment adviser. The Order provides that Miszkiewicz may reapply for association after four years. For further information see LR-18950 dated Oct. 28, 2004. (Rel. IA-2320; File No. 3-11729) IN THE MATTER OF DAVID ABISH, CHRISTOPHER BETTS, MARK CHARVAT, JAMES CORCORAN, PAUL FEENY, ROBERT PRATT, MARIO RODRIGUEZ, SCOTT SIEGEL, ANDREW TURSI AND DAVID WEEKS On November 5, the Commission issued an Order Making Findings and Imposing Remedial Sanctions Pursuant to Section 15(b) of the Securities Exchange Act of 1934 (Order) against David Abish (Abish), Christopher Betts (Betts), Mark Charvat (Charvat), Robert Pratt (Pratt), Mario Rodriguez (Rodriguez), Scott Siegel (Siegel) and Andrew Tursi (Tursi) (collectively, the Respondents). The Order finds that each of the Respondents was a former registered representative of Sterling Foster & Company, Inc. (Sterling Foster) and that Sterling Foster was registered with the Commission as a broker-dealer pursuant to Section 15(b) of the Exchange Act. The Order further finds that: (1) On Jan. 23, 2002, Abish pled guilty to one count of conspiracy to commit securities fraud, mail fraud and wire fraud, in violation of Title 18 United States Code, Section 371, before the U.S. District Court for the Southern District of New York, in United States v. Abish, 00 CR 91. On Oct. 29, 2002, Abish was sentenced to 21 months in prison and ordered to pay $157,738 in restitution; (2) On Dec. 19, 2000, Betts pled guilty to one count of conspiracy to commit securities fraud, mail fraud and wire fraud, in violation of Title 18 United States Code, Section 371, three counts of securities fraud, in violation of Title 15 United States Code, Section 78j(b), and one count of mail fraud, in violation of Title 18 United States Code, Section 1341 before the U.S. District Court for the Southern District of New York, in U.S. v. Betts, 00 CR 91. On Oct. 29, 2002, Betts was sentenced to 12 months home confinement and ordered to pay $1,335,068 in restitution; (3) On March 14, 2001, Charvat pled guilty to one count of conspiracy to commit securities fraud, mail fraud and wire fraud, in violation of Title 18 United States Code, Section 371 and one count of securities fraud, in violation of Title 15 United States Code, Section 78j(b) before the U.S. District Court for the Southern District of New York, in United States v. Charvat, 00 CR 91. On Oct. 29, 2002, Charvat was sentenced to 6 months in prison and ordered to pay $1,124,023 in restitution; (4) On March 30, 2001, Pratt pled guilty to one count of conspiracy to commit securities fraud, mail fraud and wire fraud, in violation of Title 18 United States Code, Section 371 before the U.S. District Court for the Southern District of New York, in United States v. Pratt, 00 CR 91. On Dec. 10, 2001, Pratt was sentenced to 28 months in prison and ordered to pay $50,000 in restitution; (5) On April 5, 2002, Rodriguez pled guilty to one count of conspiracy to commit securities fraud, mail fraud and wire fraud, in violation of Title 18 United States Code, Section 371, one count of securities fraud in violation of Title 15 United States Code Section 78j(b), and one count of concealing assets and making a false oath or claim in violation of Title 18 United States Code Section 152 before the U.S. District Court for the Southern District of New York, in United States v. Rodriguez, 00 CR 191. On Oct. 31, 2002, Rodriguez was sentenced to 366 days in prison and ordered to pay $1,185,287.50 in restitution; (6) On April 4, 2001, Siegel pled guilty to one count of conspiracy to commit securities fraud, mail fraud and wire fraud, in violation of Title 18 United States Code, Section 371 before the U.S. District Court for the Southern District of New York, in United States v. Siegel, 00 CR 91. On Oct. 28, 2002, Siegel was sentenced to 21 months in prison and ordered to pay $727,931 in restitution; and (7) On April 25, 2001, Tursi pled guilty to one count of conspiracy to commit securities fraud, mail fraud and wire fraud in violation of Title 18 United States Code, Section 371 before the U.S. District Court for the Southern District of New York, in United States v. Tursi, 00 CR 91. On Oct. 28, 2002, Tursi was sentenced to 33 months in prison and ordered to pay $1,120,816 in restitution. Based on the above, the Order bars each Respondent from association with any broker or dealer. (Rel. 34-50638; File No. 3-11632) COMMISSION SUES—AND FEDERAL CRIMINAL AUTHORITIES ARREST—STOCKBROKER BILL STAPLETON FOR MISAPPROPRIATING MORE THAN $250,000 FROM THREE MEMBERS OF THE U.S. DEPARTMENT OF DEFENSE COMMUNITY IN GERMANY The Commission announced today that on Oct. 1, 2004, it filed a civil complaint in the U.S. District Court for the Central District of Illinois against Bill L. Stapleton, alleging that he fraudulently misappropriated at least $253,252 from three U.S.-citizen investor victims residing in Germany and sent the funds to an account he controlled in Springfield, Illinois. Also today, the U.S. Attorney for the Central District of Illinois announced that, following his arrest in El Paso, Texas on federal criminal charges involving the same conduct charged in the Commission’s complaint, Stapleton was transported last night to Springfield, Illinois to face those charges, and that he is expected to appear in federal court there today. According to the Commission’s complaint, Stapleton’s victims included an active-duty U.S. Army Sergeant, a U.S. Defense Department civilian schoolteacher and a civilian employee of a U.S. defense contractor, all of whom resided in Germany. The complaint alleges that Stapleton, age 51 and a retired U.S. Army sergeant, also resided in Germany at the time of his conduct. According to the complaint, Stapleton was associated with Nalico Equity Corporation, which is a U.S.-registered broker-dealer having offices in Texas and in Europe. The complaint further alleges that, in each instance, after persuading the victim to give him funds for investment, Stapleton invested only a portion of the funds as instructed, misappropriating the rest. Stapleton, the complaint further charges, supplied phony account statements to two of his three victims for several years thereafter to conceal his theft. Finally, the complaint alleges that Stapleton fled Germany in August 2001 when questions were raised concerning funds that appeared to be missing from his automobile insurance business; and that Stapleton has, more recently, been residing in El Paso, Texas and working at an automobile dealership there. The complaint charges Stapleton with violations of Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder; and seeks permanent injunctive relief, a disgorgement of Stapleton’s ill-gotten gains plus prejudgment interest, an accounting of his assets and of what he did with the misappropriated funds, and civil penalties. The criminal indictment of Stapleton, also announced today, charges him with six counts of money laundering, one count of mail fraud, and includes a forfeiture count. The Commission acknowledges the assistance of the U.S. Attorney’s Office for the Central District of Illinois, the U.S. Postal Inspection Service, the U.S. Army, and the Illinois Secretary of State’s Securities Division. [SEC v. Bill L. Stapleton, Civil Action No. 04-3224, C.D. Ill.] (LR-18960) SEC OBTAINS ORDER HALTING PONZI SCHEME TARGETING THE AFRICAN-AMERICAN COMMUNITY On November 3, the Honorable Robert J. Timlin, U.S. District Judge for the Central District of California, granted the Commission’s application and issued a temporary restraining order halting an ongoing Ponzi scheme targeting Los Angeles’ African-American community by Ohana International, Inc. (Ohana), a Nevada corporation based in Riverside, California; Financial Solutions, an entity based in Riverside, California; and Christiano Hashimoto, 44, of Riverside, California. The court (1) granted the Commission’s emergency application for a temporary restraining order; (2) froze the defendants’ assets; (3) ordered accountings from the defendants; (4) prohibited the destruction of documents; (4) expedited discovery; and (5) appointed a temporary receiver over Ohana and Financial Solutions. The Commission’s complaint, filed today in U.S. District Court in Riverside, California, alleges that, from at least July 2003 to the present, the defendants sold renewable 30-day notes in Financial Solutions (FS Notes) to an unknown number of investors in several states. Although the defendants have admitted that they raised $8 million from investors, their recent solicitations of hundreds of potential investors at lavish sales presentations suggest they may have raised millions more. The defendants appear to have been targeting the African-American community with their fraudulent scheme. According to the complaint, the defendants represented that the FS Notes paid returns of 10% to 20% per month and that investments were secured by a $100 million government bond. The defendants also represented that Financial Solutions used investor funds to make loans to government contractors and provided financing specifically to Gentech Fabrication, Inc. (Gentech), a privately held company in Chino, California. The defendants represented that Gentech had $13 million in federal government contracts and that it received progress payments from the federal government sufficient to finance the monthly returns promised to investors. The defendants had also claimed that they were raising money to finance a government contract to build invisible walls for the FBI. The complaint alleges that, although some investors may have received returns of 10% or more per month, these returns could not have been financed by the government contracts, and it appears that the defendants were actually operating a Ponzi scheme. In addition, contrary to defendants’ representations, Gentech, in fact, had less than $1.4 million, not $13 million, in government contracts. That amount was insufficient to finance the interest payments due on the $8 million that the defendants claim to have raised for Gentech. The Commission obtained an order temporarily restraining Ohana, Financial Solutions, and Hashimoto from violating the securities registration and antifraud provisions 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. The order also temporarily restrains Ohana and Hashimoto from violating the broker- dealer registration provisions of Section 15(a) of the Exchange Act. The Court’s order provided that the temporary restraining order and asset freeze would remain in effect until November 12, at which time there will be a hearing on the Commission’s motion for a preliminary injunction and the appointment of a permanent receiver. In addition to the interim relief already granted by the Court, the Commission seeks a final judgment against the defendants enjoining them from future violations of the foregoing securities registration, broker-dealer registration, and antifraud laws, ordering them to disgorge all ill- gotten gains, and assessing civil penalties. [SEC v. Ohana International, Inc., Financial Solutions, and Christiano Hashimoto, Civil Action No. EDCV 04-01386 SGL (C.D. Cal.)] (LR-18961) COURT ENTERS JUDGMENTS IN FRAUDULENT MORTGAGE LENDING SCHEME The Commission announced that on November 2 U.S. District Judge William H. Alsup in San Francisco entered judgment against Paul Nelson of Bothell, Washington for his role in a phony mortgage lending scheme offered under the name “The Rose Fund.” On Sept. 17, 2004, the Court found that Nelson, William Wright of Los Angeles, California, and others raised a total of $4.2 million from investors in The Rose Fund and a related company, TRF Holdings, by misrepresenting that they would use the money to make home loans. The Court found that defendants took most of the money for themselves. The Court enjoined Wright from future violations of the securities laws, ordered him to disgorge $654,057 in ill-gotten gains (with interest) and pay a $50,000 penalty. The Court enjoined Nelson from future violations of the antifraud provisions of the securities laws and ordered him to pay a $10,000 penalty. Following trial, the Court also ordered Nelson to disgorge $93,987. A third defendant, Michael Alexander of Solana Beach, California, consented to entry of judgment against him prior to trial without admitting or denying the Commission’s allegations against him. The Court enjoined Alexander from future securities law violations, ordered him to disgorge $1.29 million (with interest) and pay a $500,000 penalty. On Oct. 10, 2003, the Commission sued Nelson, Wright, and Alexander for running a fraudulent mortgage lending scheme. The Commission alleged that the defendants advertised The Rose Fund in major metropolitan newspapers throughout California, promising investors a 12 to 15% annual rate of return secured by California real estate. The advertisements also described the investments as “safe,” “IRA/401K approved,” and “secured by California real estate.” The Commission also alleged, and the Court later found, that defendants duped investors by making purported interest payments to investors from money obtained from new investors – a classic Ponzi scheme. The Court appointed a receiver to take control of The Rose Fund LLC, The Rose Fund, Inc. and TRF Holdings, Inc., all based in San Diego, California. The receiver later consented to the entry of judgment against each of the entities. A number of other businesses named in the action as relief defendants were later ordered to turn over funds to the receiver and were dismissed from the case. The receiver has applied to the Court for orders to return funds to investors. The Commission’s complaint charged the Rose Fund, TRF Holdings, and their manager, Rose Fund, Inc., as well as Nelson, Wright, and Alexander, with violating the antifraud and registration provisions of the federal securities laws, specifically Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934, and Rule 10b-5 thereunder. The Commission also sued Wright for acting as an unregistered securities broker in violation of Section 15(a) of the Exchange Act. [SEC v. The Rose Fund, LLC, The Rose Fund, Inc., TRF Holdings, Inc., Michael Alexander, Paul E. Nelson, William Wright, Rose Collections, Inc., Pacific Video Network, Inc., Resort Management Co., Inc., Web Inventions, Inc., Who Banging, Inc., and Yae, Inc., USDC, NDCA, San Francisco, Division, Civil Action No. 03-4593-WHA] (LR-18962) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change filed by the National Association of Securities Dealers to extend the pilot program for the Bond Trade Dissemination Service (BTDS) Professional Delayed-Time Data Display Fee for the Trade Reporting and Compliance Engine (TRACE) through July 31, 2005, (SR-NASD- 2004-163) has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of November 8. (Rel. 34-50627) A proposed rule change (SR-CHX-2004-35) filed by the Chicago Stock Exchange relating to the transfer of CHX memberships has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of November 8. (Rel. 34-50628) The Chicago Board Options Exchange filed a proposed rule change (SR-CBOE- 2004-62) to amend Exchange Rule 9.3A relating to Continuing Education for Registered Persons. The proposed rule change has become immediately effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of November 8. (Rel. 34-50630) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-4 NEW CENTURY TRS HOLDINGS INC, 18400 VON KARMAN, SUITE 1000, IRVINE, CA, 92612, 9494407030 - 0 ($366,450,000.00) Equity, (File 333-120209 - Nov. 4) (BR. 07) S-1 GREENFIELD ONLINE INC, 15 RIVER ROAD, SUITE 310, WILTON, CT, 06890, 2038475700 - 6,900,000 ($137,931,000.00) Equity, (File 333-120210 - Nov. 4) (BR. 08) S-4 VIROLOGIC INC, 345 OYSTER POINT BLVD., SOUTH SAN FRANCISCO, CA, 94080, 650.635.1100 - 65,078,685 ($152,360,684.00) Equity, (File 333-120211 - Nov. 4) (BR. 01) SB-2 CHINA AUTOPARTS, INC., 63 WALL STREET, SUITE 1801, NEW YORK, NY, 100005, 2123441600 - 1,000,000 ($3,000,000.00) Equity, (File 333-120212 - Nov. 4) (BR. 09) S-8 RADIATION THERAPY SERVICES INC, 2234 COLONIAL BLVD, FT MYERS, FL, 33907, 239-931-7275 - 0 ($38,930,193.00) Equity, (File 333-120213 - Nov. 4) (BR. 01) S-3 FIRST DATA CORP, 6200 SOUTH QUEBEC ST, GREENWOOD VILLAGE, CO, 80111, 3034888000 - 0 ($2,000,000,000.00) Equity, (File 333-120214 - Nov. 4) (BR. 07) S-4 ITC DELTACOM INC, 1791 O G SKINNER DRIVE, WEST POINT, GA, 31833, 7066453880 - 0 ($53,164,731.69) Equity, (File 333-120215 - Nov. 4) (BR. 37) S-8 COVANSYS CORP, 32605 W TWELVE MILE RD, STE 250, FARMINGTON HILLS, MI, 48334, 2484882088 - 0 ($69,150,386.38) Equity, (File 333-120216 - Nov. 4) (BR. 03) S-8 KLA TENCOR CORP, 160 RIO ROBLES, SAN JOSE, CA, 95134, 4084344200 - 29,339 ($174,632.00) Equity, (File 333-120218 - Nov. 4) (BR. 36) S-8 SEARS ROEBUCK & CO, 3333 BEVERLY RD B-5 317A, HOFFMAN ESTATES, IL, 60179, 8472862500 - 0 ($50,000,000.00) Equity, (File 333-120219 - Nov. 4) (BR. 02) S-8 NANNACO INC, 7235 NORTH CREEK LOOP, ., GIG HARBOR, WA, 98335, (253) 853-3632 - 0 ($700,000.00) Equity, (File 333-120221 - Nov. 4) (BR. 06) S-8 EWORLDMEDIA HOLDINGS INC, 610 NEWPORT CENTER DRIVE, SUITE 210, NEWPORT BEACH, CA, 92660, 949-718-0999 - 110,000,000 ($110,000.00) Equity, (File 333-120222 - Nov. 4) (BR. 08) SB-2 ENUCLEUS INC, 15545 S. 71ST COURT, N/A, ORLAND PARK, IL, 60462, 708-444-7300 - 10,649,998 ($4,366,499.18) Equity, (File 333-120223 - Nov. 4) (BR. 03) S-3 EQUINIX INC, 301 VELOCITY WAY, 5TH FLOOR, FOSTER CITY, CA, 94404, 650-513-7000 - 3,981,649 ($146,206,151.28) Equity, (File 333-120224 - Nov. 4) (BR. 37) N-2 PIMCO Floating Rate Strategy Fund, 1345 AVENUE OF THE AMERICAS, NEW YORK, NY, 10105, 212 739-3502 - 10 ($250,000.00) Equity, (File 333-120227 - Nov. 4) (BR. 17) S-8 INTERSECTIONS INC, 14930 BOGLE DRIVE, CHANTILLY, VA, 20151, 7034886100 - 0 ($74,052,594.11) Equity, (File 333-120228 - Nov. 4) (BR. 03) S-8 MARKETAXESS HOLDINGS INC, 0 ($74,143,714.00) Equity, (File 333-120229 - Nov. 4) (BR. 07) S-8 PIXAR \CA\, 1200 PARK AVENUE, EMERYVILLE, CA, 94608, 5107523000 - 4,933,677 ($315,281,604.86) Equity, (File 333-120230 - Nov. 4) (BR. 05) S-8 IVI COMMUNICATIONS INC, 6171 WEST CENTURY BLVD, SUITE 140, LOS ANGELES, CA, 90045, 3108021744 - 12,000,000 ($3,000,000.00) Equity, (File 333-120231 - Nov. 4) (BR. 09) 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 ------------------------------------------------------------------------------------------------ 21ST CENTURY TECHNOLOGIES INC NV 8.01 11/01/04 24/7 REAL MEDIA INC DE 2.02 11/04/04 3D SYSTEMS CORP DE 2.02,9.01 11/04/04 A C MOORE ARTS & CRAFTS INC PA 1.01 11/03/04 AAIPHARMA INC DE 1.01,2.03,9.01 10/29/04 AASTROM BIOSCIENCES INC MI 2.02,9.01 11/04/04 ABERCROMBIE & FITCH CO /DE/ DE 2.02,7.01,9.01 11/04/04 ABRAXAS PETROLEUM CORP NV 7.01,9.01 11/04/04 ACTIVCARD CORP DE 5.02,9.01 11/01/04 ADA-ES INC CO 2.02 11/04/04 ADAM INC GA 2.02,9.01 11/03/04 ADELPHIA COMMUNICATIONS CORP DE 8.01 10/29/04 ADVANSTAR COMMUNICATIONS INC NY 2.02,7.01 11/04/04 AEGIS ASSET BACKED SECURITIES TRUST M DE 8.01,9.01 10/25/04 AFFIRMATIVE INSURANCE HOLDINGS INC DE 2.02,9.01 11/03/04 AG BAG INTERNATIONAL LTD DE 4.01,9.01 10/25/04 AMEND AIR T INC DE 2.02 09/30/04 ALAMOSA HOLDINGS INC DE 2.02,9.01 11/04/04 ALBANY INTERNATIONAL CORP /DE/ DE 8.01 11/01/04 ALCAN INC A6 2.02 11/04/04 ALDILA INC DE 2.02,7.01,9.01 11/03/04 ALEXANDERS J CORP TN 2.02,7.01,9.01 11/04/04 ALKERMES INC PA 2.02 11/04/04 ALLIED DEFENSE GROUP INC DE 2.02,9.01 11/04/04 ALNYLAM PHARMACEUTICALS, INC. 1.01,9.01 11/03/04 Alternative Loan Trust 2004-J9 9.01 10/25/04 AMEND ALTRIA GROUP INC VA 7.01,9.01 11/04/04 AMERICAN COMMUNITY PROPERTIES TRUST MD 1.01,2.01,2.03,9.01 10/29/04 AMERICAN CRYSTAL SUGAR CO /MN/ MN 7.01 11/03/04 AMERICAN EAGLE OUTFITTERS INC DE 7.01,9.01 11/03/04 AMERICAN HEALTHWAYS INC DE 7.01,9.01 11/04/04 AMERICAN PHYSICIANS SERVICE GROUP INC TX 2.02 11/04/04 AMERICAN RETIREMENT CORP TN 2.01,7.01,9.01 11/04/04 AMERICAN SUPERCONDUCTOR CORP /DE/ DE 2.02,9.01 11/04/04 AMERICAN WATER STAR INC NV 1.01,2.03,3.02,3.03,7.01,8.01 10/21/04 AMERIVEST PROPERTIES INC MD 2.03,9.01 11/04/04 AMKOR TECHNOLOGY INC DE 1.01,9.01 10/29/04 AMN HEALTHCARE SERVICES INC DE 5.02 11/04/04 AMSOUTH BANCORPORATION DE 7.01,9.01 11/04/04 ANDERSONS INC OH 2.02 11/03/04 ANGEION CORP/MN MN 5.01,9.01 11/01/04 ANGELES INCOME PROPERTIES LTD 6 CA 5.02 10/29/04 ANGELES INCOME PROPERTIES LTD II CA 5.02 10/29/04 ANGELES OPPORTUNITY PROPERTIES LTD CA 5.02 10/29/04 ANGELES PARTNERS IX CA 5.02 10/29/04 ANGELES PARTNERS X CA 5.02 10/29/04 ANGIODYNAMICS INC DE 1.01,8.01,9.01 10/29/04 ANIMAS CORP DE 1.01,3.02,9.01 10/29/04 ANNTAYLOR STORES CORP DE 7.01 11/04/04 ANSYS INC DE 7.01,9.01 11/04/04 ANTEON INTERNATIONAL CORP DE 5.02 11/03/04 APARTMENT INVESTMENT & MANAGEMENT CO MD 2.02,9.01 11/04/04 APPLICA INC FL 2.02 11/04/04 APPLIED DIGITAL SOLUTIONS INC MO 2.02,9.01 11/03/04 AQUANTIVE INC WA 2.02,9.01 11/04/04 AQUILA INC DE 2.02,9.01 11/04/04 ARDEN REALTY INC MD 2.02,9.01 11/03/04 ARDENT HEALTH SERVICES LLC DE 8.01,9.01 11/03/04 ARISTOTLE CORP DE 2.02 09/30/04 ARTISOFT INC DE 5.05 11/02/04 ASCENT ASSURANCE INC DE 1.01,2.02,9.01 11/04/04 ASHLAND INC KY 8.01,9.01 11/04/04 ASPEN TECHNOLOGY INC /DE/ DE 8.01 10/29/04 Asset Backed Funding Corp. ABFC Asset DE 8.01,9.01 10/25/04 Asset Backed Pass-Through Certificate DE 8.01,9.01 10/25/04 Asset Backed Pass-Through Certificate DE 8.01,9.01 11/04/04 ASSET BACKED SECURITIES CORP DE 8.01,9.01 11/04/04 Asset-Backed Funding Corp. ABFC Asset DE 8.01,9.01 10/25/04 ASSURANT INC 2.02 11/04/04 ASTORIA FINANCIAL CORP DE 2.02,9.01 10/26/04 AMEND ATARI INC DE 2.02,9.01 11/04/04 ATLANTIS BUSINESS DEVELOPMENT CORP DE 5.02 11/02/04 ATMI INC DE 2.02 10/20/04 AMEND AUTHENTIDATE HOLDING CORP DE 2.02,9.01 11/04/04 AVANEX CORP DE 1.01 10/31/04 AVERY DENNISON CORPORATION DE 8.01 11/04/04 AVI BIOPHARMA INC OR 2.02,7.01,9.01 11/04/04 AVNET INC NY 7.01,9.01 11/04/04 AWARE INC /MA/ MA 2.02,9.01 11/04/04 BANC OF AMERICA COMMERCIAL MORTGAGE I DE 8.01,9.01 11/04/04 BANC OF AMERICA FUNDING CORP MORT PAS DE 9.01 10/25/04 AMEND BANC ONE FINANCIAL SERVICES HOME EQUI NY 8.01,9.01 10/25/04 BANCWEST CORP/HI DE 2.03 10/29/04 BARR PHARMACEUTICALS INC DE 2.02 11/04/04 BASSETT FURNITURE INDUSTRIES INC VA 1.01,2.03,9.01 10/29/04 BAYVIEW FINANCIAL SEC CO LLC MORT PAS DE 8.01,9.01 10/25/04 Bayview Financial Sec Co LLC Mort Pas DE 8.01,9.01 10/25/04 BEAR STEARNS ASSET-BACKED CERTIFICATE DE 8.01,9.01 10/25/04 BEARINGPOINT INC DE 2.02,9.01 11/04/04 BEBE STORES INC CA 2.02,9.01 10/30/04 BECTON DICKINSON & CO NJ 2.02,9.01 11/04/04 BECTON DICKINSON & CO NJ 8.01,9.01 11/04/04 BEVERLY HILLS BANCORP INC DE 2.02,9.01 11/03/04 BIG LOTS INC OH 1.01,1.02,2.03,7.01,9.01 10/29/04 BIO IMAGING TECHNOLOGIES INC DE 2.02,9.01 11/03/04 BIO RAD LABORATORIES INC DE 2.02 09/30/04 BIOSPHERE MEDICAL INC DE 2.02,9.01 11/04/04 BJS WHOLESALE CLUB INC DE 2.02,9.01 11/04/04 BLACK & DECKER CORP MD 1.01,1.02,1.03,9.01 10/29/04 BORGWARNER INC DE 1.01,9.01 11/01/04 BOSTON LIFE SCIENCES INC /DE DE 5.02 11/01/04 BOSTON LIFE SCIENCES INC /DE DE 5.02 09/07/04 AMEND BOYKIN LODGING CO OH 2.02,9.01 11/04/04 BRANDPARTNERS GROUP INC DE 4.01 11/02/04 BRIGHAM EXPLORATION CO DE 2.02,9.01 11/02/04 BROOKFIELD HOMES CORP DE 2.02,9.01 11/02/04 BROOKS AUTOMATION INC DE 2.02,9.01 11/04/04 BROWN SHOE CO INC NY 2.02 11/04/04 BSQUARE CORP /WA WA 2.02,9.01 11/04/04 C-COR INC PA 7.01,9.01 11/04/04 CAGLES INC GA 2.02,9.01 10/02/04 CALIPER LIFE SCIENCES INC DE 2.02,9.01 11/04/04 CALLWAVE INC 8.01,9.01 11/04/04 CAMBRIDGE HEART INC DE 2.02 11/04/04 CAMPBELL FUND TRUST MD 3.02 11/01/04 CANADIAN DERIVATIVES CLEARING CORP A6 9.01 10/31/04 CANDIES INC DE 1.01 10/29/04 CAPITAL CITY BANK GROUP INC FL 1.01,2.03,9.01 11/01/04 CAPITAL CORP OF THE WEST CA 8.01,9.01 11/03/04 CAPITAL ONE FINANCIAL CORP DE 7.01,9.01 11/04/04 CAPSTONE TURBINE CORP DE 2.02,9.01 11/04/04 CAREMARK RX INC DE 2.02 11/04/04 CARROLLTON BANCORP MD 2.02,4.02,9.01 11/04/04 CASH TECHNOLOGIES INC DE 3.02 11/03/04 CASUAL MALE RETAIL GROUP INC DE 2.02,9.01 11/04/04 CASUAL MALE RETAIL GROUP INC DE 1.01,2.03,5.02,7.01,9.01 10/29/04 CATALYTICA ENERGY SYSTEMS INC DE 2.02,9.01 11/04/04 CATAPULT COMMUNICATIONS CORP CA 1.01,9.01 10/26/04 CATELLUS DEVELOPMENT CORP DE 2.02,9.01 11/03/04 CAVALIER HOMES INC DE 9.01 09/25/04 CB RICHARD ELLIS GROUP INC DE 2.02 11/03/04 CENTRAL BANCORP INC /MA/ MA 2.02,9.01 11/03/04 CENTRAL EUROPEAN MEDIA ENTERPRISES LT 2.02,9.01 11/04/04 CENTURY PENSION INCOME FUND XXIII CA 5.02 10/29/04 CENTURY PROPERTIES FUND XIV CA 5.02 10/29/04 CENTURY PROPERTIES FUND XIX CA 5.02 10/29/04 CENTURY PROPERTIES FUND XV CA 5.02 10/29/04 CENTURY PROPERTIES FUND XVII CA 5.02 10/29/04 CENTURY PROPERTIES FUND XVIII CA 5.02 10/29/04 CENTURY PROPERTIES FUND XX CA 5.02 10/29/04 CENTURY PROPERTIES GROWTH FUND XXII CA 5.02 10/29/04 CENVEO, INC CO 8.01 11/03/04 CERES GROUP INC DE 2.02,9.01 11/02/04 CGI HOLDING CORP NV 5.02,9.01 08/19/04 AMEND CHARLIE MAC TRUST 2004-1, MORTGAGE PA DE 8.01,9.01 10/25/04 CHARTER COMMUNICATIONS INC /MO/ DE 2.02,9.01 11/04/04 CHARTERMAC DE 2.02,9.01 11/04/04 CHEESECAKE FACTORY INCORPORATED DE 7.01,9.01 11/03/04 CHILDREN S BOOKS & TOYS INC DE 1.03,8.01,9.01 10/14/04 CHILDRENS PLACE RETAIL STORES INC 9.01 11/04/04 CHINA EXPERT TECHNOLOGY INC NV 5.02 11/04/04 CHIQUITA BRANDS INTERNATIONAL INC NJ 2.02,9.01 11/04/04 CITADEL BROADCASTING CORP DE 2.02,9.01 11/04/04 CITIBANK OMNI-S MASTER TRUST 8.01,9.01 10/31/04 CITIGROUP MORTGAGE LOAN TRUST SERIES 8.01,9.01 10/25/04 CLAIRES STORES INC DE 2.02,9.01 11/04/04 CLAYTON WILLIAMS ENERGY INC /DE DE 2.02,9.01 11/03/04 CLEAN HARBORS INC MA 2.02,9.01 11/04/04 CNL Hotels & Resorts, Inc. MD 1.01,2.03,9.01 10/29/04 CNL RESTAURANT PROPERTIES INC MD 8.01,9.01 11/04/04 COACTIVE MARKETING GROUP INC DE 2.02 11/04/04 COLLECTORS UNIVERSE INC DE 7.01 11/04/04 COLLECTORS UNIVERSE INC DE 2.02 11/04/04 AMEND COLOR KINETICS INC DE 2.02,9.01 11/04/04 COLUMBIA LABORATORIES INC DE 2.02,9.01 11/04/04 COMFORT SYSTEMS USA INC DE 2.02,9.01 11/02/04 COMMERCIAL NATIONAL FINANCIAL CORP /P PA 2.02,9.01 11/04/04 COMMUNICATION INTELLIGENCE CORP DE 1.01,9.01 11/01/04 COMSTOCK RESOURCES INC NV 2.02,9.01 11/02/04 CONEXANT SYSTEMS INC DE 2.02,9.01 11/04/04 CONNS INC DE 1.01,9.01 10/29/04 CONSOLIDATED CAPITAL GROWTH FUND CA 5.02 10/29/04 CONSOLIDATED CAPITAL INSTITUTIONAL PR CA 5.02 10/29/04 CONSOLIDATED CAPITAL PROPERTIES III CA 5.02 10/29/04 CONSOLIDATED CAPITAL PROPERTIES IV CA 5.02 10/29/04 CONSTELLATION BRANDS, INC. DE 1.01,7.01,9.01 11/04/04 CORIXA CORP DE 2.02,9.01 11/04/04 COURIER CORP MA 2.02,9.01 11/04/04 COVANCE INC DE 1.01,1.02,5.02,9.01 11/02/04 CREDENCE SYSTEMS CORP DE 2.05,9.01 11/01/04 CREDIT SUISSE FIRST BOSTON MORTGAGE A DE 9.01 11/04/04 CREDIT SUISSE FIRST BOSTON USA INC DE 8.01 11/04/04 CROSS COUNTRY HEALTHCARE INC DE 2.02,9.01 11/03/04 CROSSROADS SYSTEMS INC DE 3.02,8.01,9.01 10/29/04 CRT PROPERTIES INC FL 7.01,9.01 11/03/04 CRYOLIFE INC FL 2.02,9.01 11/04/04 CVS CORP DE 2.02,9.01 11/04/04 CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 10/25/04 AMEND CWABS INC ASSET BACKED CERTIFICATES S DE 9.01 10/25/04 AMEND DAN RIVER INC /GA/ GA 8.01,9.01 11/01/04 DAN RIVER INC /GA/ GA 1.01,2.03,8.01,9.01 11/01/04 DATASCENSION INC NV 8.01,9.01 09/30/04 DATATEC SYSTEMS INC DE 8.01,9.01 11/03/04 DAVIDSON DIVERSIFIED REAL ESTATE I LP DE 5.02 10/29/04 DAVIDSON DIVERSIFIED REAL ESTATE II L DE 5.02 10/29/04 DAVIDSON DIVERSIFIED REAL ESTATE III DE 5.02 10/29/04 DAVIDSON GROWTH PLUS LP DE 5.02 10/29/04 DAVIDSON INCOME REAL ESTATE LP DE 5.02 10/29/04 DEUTSCHE MORT SEC INC MORTGAGE LOAN T 8.01,9.01 10/25/04 DEUTSCHE MORTGAGE SEC INC MORT LOAN T 8.01,9.01 10/25/04 Deutsche Mortgage Securities Inc Mort 8.01,9.01 10/25/04 Deutsche Mortgage Securities Inc. Mor 8.01,9.01 10/25/04 DIGI INTERNATIONAL INC DE 2.02,9.01 11/04/04 DIGITAL THEATER SYSTEMS INC DE 2.02,9.01 11/04/04 DISCOVERY LABORATORIES INC /DE/ DE 1.01,1.02,2.02,3.02,8.01,9.01 11/02/04 DOCUMENT SCIENCES CORP DE 2.02,9.01 11/01/04 DOE RUN RESOURCES CORP NY 4.01,9.01 07/27/04 AMEND DOLLAR GENERAL CORP TN 2.02,7.01,9.01 11/04/04 DONNELLEY R R & SONS CO DE 2.02,9.01 11/04/04 DREXEL BURNHAM LAMBERT REAL ESTATE AS NY 5.02 10/29/04 DSLA Mortgage Loan Trust 2004-AR1 DE 8.01,9.01 10/25/04 DTE ENERGY CO MI 2.02,9.01 11/04/04 DYNASIL CORP OF AMERICA NJ 2.02,9.01 11/01/04 EASYLINK SERVICES CORP DE 2.02,9.01 11/04/04 EDGE PETROLEUM CORP DE 2.02,9.01 11/03/04 EDUCATION MANAGEMENT CORPORATION 2.02,9.01 11/04/04 EGL INC TX 2.02,9.01 09/30/04 ELIZABETH ARDEN INC FL 2.02,9.01 11/04/04 ENERGIZER HOLDINGS INC MO 5.02 11/02/04 ENSTAR GROUP INC GA 8.01,9.01 10/29/04 ENTERPRISE FINANCIAL SERVICES CORP DE 5.03,8.01,9.01 10/29/04 ENTRADA NETWORKS INC DE 8.01,9.01 11/02/04 ENTRAVISION COMMUNICATIONS CORP DE 2.02,9.01 11/04/04 ENZON PHARMACEUTICALS INC DE 2.02,9.01 11/04/04 EQUITY INNS INC TN 2.02,9.01 11/04/04 ESSEX CORPORATION VA 2.02,9.01 11/04/04 ETERNAL TECHNOLOGIES GROUP INC DE 8.01 10/30/04 EVERGREENBANCORP INC WA 8.01,9.01 11/03/04 EVOLVING SYSTEMS INC DE 2.02 11/02/04 EVOLVING SYSTEMS INC DE 7.01 11/04/04 EXCELSIOR PRIVATE EQUITY FUND II INC MD 4.01,9.01 10/28/04 AMEND EXCELSIOR VENTURE PARTNERS III LLC DE 4.01,9.01 10/28/04 AMEND EZ EM INC DE 2.01,9.01 10/30/04 FAMILY DOLLAR STORES INC DE 7.01,9.01 11/04/04 FBO AIR, INC. NV 1.01,9.01 08/20/04 AMEND FEDERATED DEPARTMENT STORES INC /DE/ DE 2.02,9.01 11/04/04 FIBERNET TELECOM GROUP INC\ DE 1.01,2.02,3.02,9.01 10/29/04 Fieldstone Mortgage Investment Trust, DE 8.01,9.01 10/25/04 FIFTH THIRD BANCORP OH 7.01,9.01 11/04/04 FINANCIAL ASSET SEC CORP FIRST FRANK DE 8.01,9.01 10/25/04 FINANCIAL INDUSTRIES CORP TX 5.02 11/02/04 FINLAY ENTERPRISES INC /DE DE 2.02,9.01 11/04/04 FINLAY FINE JEWELRY CORP DE 2.02,9.01 11/04/04 FIRST ADVANTAGE CORP DE 1.01,2.01,9.01 11/03/04 First Franklin Mortgage Loan Trust 20 DE 8.01,9.01 10/25/04 FIRST FRANKLIN MORTGAGE LOAN TRUST 20 DE 8.01,9.01 10/25/04 First Franklin Mortgage Loan Trust 20 8.01,9.01 10/25/04 First Franklin Mortgage Loan Trust 20 DE 8.01,9.01 10/25/04 FIRST FRANKLIN MORTGAGE LOAN TRUST 20 DE 8.01,9.01 10/25/04 FIRST LITCHFIELD FINANCIAL CORP DE 2.02,9.01 11/03/04 FIRST POTOMAC REALTY TRUST MD 2.02,7.01,9.01 11/03/04 FIRST UNION COMMERCIAL MORTGAGE SECUR NC 8.01,9.01 06/18/04 AMEND FIRST UNION COMMERCIAL MORTGAGE SECUR NC 8.01,9.01 07/18/04 AMEND FIRSTCITY FINANCIAL CORP DE 2.02,7.01,9.01 11/04/04 FISHER SCIENTIFIC INTERNATIONAL INC DE 2.02,7.01 11/03/04 FLORIDA GAMING CORP DE 1.01,2.03,9.01 10/29/04 FOOT LOCKER INC NY 2.02,9.01 11/04/04 FORD MOTOR CREDIT CO DE 8.01,9.01 11/03/04 FOUNTAIN POWERBOAT INDUSTRIES INC 2.02,7.01,9.01 11/04/04 FRANKFORT TOWER INDUSTRIES INC DE 1.03,9.01 10/19/04 FREMONT HOME LOAN TRUST 2004-B DE 8.01,9.01 10/25/04 Fremont Home Loan Trust 2004-C DE 8.01,9.01 10/25/04 FRESH BRANDS INC 2.02,9.01 11/04/04 FRONTIER OIL CORP /NEW/ WY 7.01,9.01 11/04/04 FROZEN FOOD EXPRESS INDUSTRIES INC TX 2.02,9.01 11/03/04 FULTON FINANCIAL CORP PA 7.01,9.01 11/04/04 G&L REALTY CORP MD 1.01,2.01,9.01 10/29/04 GADZOOKS INC TX 1.01,2.03,9.01 10/29/04 GALAXY ENERGY CORP CO 1.01,9.01 11/02/04 GAP INC DE 1.01,2.03,9.01 10/29/04 GAP INC DE 2.02,7.01,9.01 11/04/04 GEN PROBE INC DE 2.02,9.01 11/04/04 GENAERA CORP DE 8.01,9.01 11/02/04 GENELABS TECHNOLOGIES INC /CA CA 2.02,9.01 11/04/04 GENERAL COMMUNICATION INC AK 2.02,9.01 11/03/04 GENERAL NUTRITION CENTERS INC PA 2.02,9.01 11/03/04 GENESIS ENERGY LP DE 2.02,9.01 11/03/04 GENZYME CORP MA 1.01,1.02 11/03/04 GEOGLOBAL RESOURCES INC DE 9.01 11/04/04 Giant Jr. Investments Corp. NV 5.02 11/01/04 GLACIER WATER SERVICES INC DE 2.02 11/03/04 GLADSTONE COMMERCIAL CORP MD 2.02,9.01 11/03/04 Global Cash Access, Inc. DE 2.02,9.01 11/03/04 GLOBAL INDUSTRIES LTD LA 2.02 09/30/04 GLOBAL SIGNAL INC DE 2.01,9.01 10/29/04 GLOBALSANTAFE CORP 7.01,9.01 11/04/04 GLOBECOMM SYSTEMS INC 2.02,9.01 11/03/04 GNC CORP DE 2.02,9.01 11/03/04 GOLDEN STAR RESOURCES LTD 2.02,9.01 11/03/04 GOLDEN TELECOM INC DE 2.02,9.01 11/04/04 Grande Communications Holdings, Inc. DE 2.02,9.01 11/04/04 GRANITE CITY FOOD & BREWERY LTD MN 1.01,3.02,5.02,7.01,9.01 11/04/04 GRANITE CONSTRUCTION INC DE 2.02,9.01 11/03/04 GRAPHIC PACKAGING CORP DE 2.02 11/03/04 GRAY TELEVISION INC GA 2.02,9.01 11/04/04 GREAT ATLANTIC & PACIFIC TEA CO INC MD 5.02 11/04/04 GREAT WEST LIFE & ANNUITY INSURANCE C CO 7.01,9.01 11/04/04 GREENE COUNTY BANCORP INC DE 2.02,9.01 11/04/04 GREENFIELD ONLINE INC DE 2.01,9.01 10/21/04 AMEND GREIF INC DE 1.01,9.01 10/29/04 GROEN BROTHERS AVIATION INC /UT/ UT 8.01 11/01/04 GS Mortgage GSAA Home Eq. Trust 2004- DE 8.01,9.01 10/25/04 GS MORTGAGE SECURITIES CORP FREMONT H DE 8.01,9.01 10/25/04 GS MORTGAGE SECURITIES CORP MTG PA TH DE 8.01,9.01 10/25/04 GTC BIOTHERAPEUTICS INC MA 2.02,9.01 11/04/04 GVI SECURITY SOLUTIONS INC DE 3.02,9.01 10/29/04 GWL&A FINANCIAL INC DE 7.01,9.01 11/04/04 GYMBOREE CORP DE 2.02,9.01 11/04/04 HABERSHAM BANCORP GA 2.02,9.01 11/02/04 HAGGAR CORP NV 2.02,4.02,9.01 11/03/04 HAGGAR CORP NV 9.01 11/03/04 AMEND HALIFAX CORP VA 2.02,9.01 11/04/04 HARTCOURT COMPANIES INC UT 1.01,9.01 11/01/04 HARVEST NATURAL RESOURCES INC DE 2.02,9.01 11/04/04 HAWK CORP DE 1.01,2.03,9.01 11/01/04 HCW PENSION REAL ESTATE FUND LTD PART MA 5.02 10/29/04 HEALTH OUTCOMES MANAGEMENT INC MN 1.01 11/03/04 HEALTHGATE DATA CORP DE 1.01,9.01 11/01/04 HECLA MINING CO/DE/ DE 2.02,9.01 11/04/04 HILFIGER TOMMY CORP 2.02,8.01,9.01 11/03/04 HINES HORTICULTURE INC DE 2.02,9.01 11/04/04 HOLLY ENERGY PARTNERS LP DE 2.02,9.01 11/03/04 Home Equity Loan Asset-Backed Notes, DE 8.01,9.01 10/25/04 HOMEBANC MORTGAGE TRUST 2004-1 DE 8.01,9.01 10/25/04 HOMESTAR MORTGAGE ACCEP CORP ASST BAC DE 8.01,9.01 10/25/04 HOMESTAR MORTGAGE ACCEP CORP ASST BAC DE 8.01,9.01 10/25/04 HOMESTAR MORTGAGE ACCEP CORP ASST BAC DE 8.01,9.01 09/25/04 HOMESTAR MORTGAGE ACCEPTANCE CORP ASS DE 8.01,9.01 10/25/04 HORACE MANN EDUCATORS CORP /DE/ DE 2.02,9.01 11/03/04 HORNBECK OFFSHORE SERVICES INC /LA DE 2.02,9.01 11/04/04 HORNBECK OFFSHORE SERVICES INC /LA DE 8.01,9.01 11/03/04 HOSPITALITY PROPERTIES TRUST MD 2.02,9.01 11/03/04 HOUSING PROGRAMS LTD CA 5.02 10/29/04 HOUSTON EXPLORATION CO DE 2.02,5.02,9.01 11/04/04 I FLOW CORP /DE/ DE 2.02 11/04/04 ICOS CORP / DE DE 2.02 11/04/04 IGATE CORP PA 2.02,9.01 11/04/04 IMAGE ENTERTAINMENT INC CA 1.01,7.01,9.01 10/29/04 IMCOR PHARMACEUTICAL CO NV 1.01,3.02,3.03,5.03,8.01,9.01 10/29/04 IMMUNOGEN INC MA 2.02,9.01 11/04/04 IMMUNOMEDICS INC DE 2.02,9.01 11/03/04 IMPAC CMB TRUST SERIES 2004-2 DE 8.01,9.01 10/25/04 IMPAC CMB Trust SERIES 2004-6 DE 8.01,9.01 10/25/04 IMPAC SECURED ASSETS CORP MORTGAGE PA CA 8.01,9.01 10/25/04 IMPCO TECHNOLOGIES INC DE 2.02,9.01 11/04/04 IMPERIAL INDUSTRIES INC DE 8.01,9.01 11/04/04 INAMED CORP DE 1.01,9.01 10/29/04 INCYTE CORP DE 2.02,9.01 11/04/04 INDUSTRIAL DISTRIBUTION GROUP INC DE 2.02,9.01 11/04/04 INFONOW CORP / DE 2.02,9.01 11/04/04 INFOTECH USA INC DE 8.01 11/03/04 INHIBITEX INC 2.02,9.01 11/04/04 INLAND REAL ESTATE CORP MD 2.02,7.01,9.01 11/03/04 INNOTRAC CORP GA 2.02,9.01 11/03/04 INSPIRE PHARMACEUTICALS INC DE 2.02,9.01 11/04/04 INSPIRE PHARMACEUTICALS INC DE 1.01,9.01 11/02/04 INTERMUNE INC DE 1.01 10/29/04 INTERNAP NETWORK SERVICES CORP DE 2.02,9.01 11/04/04 INTERNATIONAL SHIPHOLDING CORP DE 3.01 11/04/04 INTERNATIONAL SPECIALTY HOLDINGS INC 2.02 10/03/04 INTERNET CAPITAL GROUP INC DE 2.02,9.01 11/04/03 INTERPUBLIC GROUP OF COMPANIES, INC. DE 2.02,9.01 11/03/04 INVESTOOLS INC DE 2.02,9.01 11/04/04 IPCS INC DE 1.01,9.01 11/01/04 IRWIN WHOLE LOAN HOME EQUITY TRUST 20 DE 8.01,9.01 10/25/04 ISA INTERNATIONALE INC DE 5.03 09/30/04 ISOLAGEN INC DE 7.01,9.01 11/04/04 ISOLAGEN INC DE 1.01,2.03,9.01 11/01/04 ITC DELTACOM INC DE 8.01,9.01 09/08/04 ITC DELTACOM INC DE 8.01,9.01 09/08/04 IXYS CORP /DE/ DE 2.02,9.01 11/04/04 J&J SNACK FOODS CORP NJ 2.02,9.01 11/03/04 J.P. Morgan Mortgage Trust 2004-A2 DE 8.01,9.01 10/25/04 J.P. Morgan Mortgage Trust 2004-A3 DE 8.01,9.01 10/25/04 JO-ANN STORES INC OH 2.02 11/04/04 JOHNSON OUTDOORS INC WI 1.01,1.02,2.03,9.01 10/29/04 JOHNSTOWN CONSOLIDATED INCOME PARTNER CA 5.02 10/29/04 JONES LANG LASALLE INC MD 2.02,9.01 11/03/04 KAISER ALUMINUM & CHEMICAL CORP DE 2.01,9.01 10/29/04 KAISER ALUMINUM CORP DE 2.01,9.01 10/29/04 KEANE INC MA 5.02,7.01 11/03/04 KEITH COMPANIES INC CA 2.02,7.01,9.01 11/03/04 KEITHLEY INSTRUMENTS INC OH 2.02,9.01 11/04/04 KEY TECHNOLOGY INC OR 2.02,9.01 11/04/04 KEY TRONIC CORP WA 1.01,9.01 11/02/04 KEYSPAN CORP NY 2.02,9.01 11/04/04 KINDRED HEALTHCARE INC DE 2.02,7.01,9.01 11/03/04 KINTERA INC 2.02,9.01 11/04/04 KITTY HAWK INC DE 2.02,9.01 11/04/04 KNIGHT RIDDER INC FL 8.01,9.01 11/04/04 KOHLS CORPORATION WI 2.02,9.01 11/04/04 LA JOLLA PHARMACEUTICAL CO DE 2.02 11/04/04 LABARGE INC DE 2.02,9.01 06/27/04 LABORATORY CORP OF AMERICA HOLDINGS DE 7.01 11/03/04 LADENBURG THALMANN FINANCIAL SERVICES FL 5.02,5.03,9.01 10/29/04 LANDMARK BANCORP INC DE 2.02,9.01 11/04/04 LARREA BIOSCIENCES CORP NV 5.01,5.02 09/27/04 LECG CORP DE 2.02,9.01 11/04/04 LECROY CORP DE 7.01,9.01 11/04/04 LEINER HEALTH PRODUCTS INC DE 2.02,9.01 11/03/04 LENNAR CORP /NEW/ DE 7.01,9.01 11/04/04 LENNOX INTERNATIONAL INC DE 8.01 10/31/04 LEXINGTON CORPORATE PROPERTIES TRUST MD 1.01,5.05,8.01,9.01 10/29/04 LIBERTY MEDIA CORP /DE/ DE 2.03,7.01 11/03/04 LIBERTY STAR GOLD CORP NV 8.01,9.01 10/21/04 LIFESTREAM TECHNOLOGIES INC NV 8.01,9.01 11/04/04 LIFETIME HOAN CORP DE 2.02,9.01 09/30/04 LIFEWAY FOODS INC IL 1.01,9.01 10/29/04 LIMITED BRANDS INC DE 2.02,7.01 11/04/04 Logistical Support, Inc UT 4.01 11/01/04 Logistical Support, Inc UT 4.01 10/22/04 LOUDEYE CORP DE 2.02,9.01 11/04/04 LSI LOGIC CORP DE 1.01,9.01 11/04/04 LUMENIS LTD 2.02,9.01 11/04/04 MACK CALI REALTY CORP MD 2.02,7.01 11/03/04 MAGNA ENTERTAINMENT CORP DE 1.01,5.02 04/11/04 MAKEMUSIC INC MN 2.02,9.01 11/03/04 MANAGEMENT NETWORK GROUP INC 2.02,9.01 10/02/04 MANAKOA SERVICES CORP NV 2.01,5.01,9.01 12/18/03 AMEND MANTECH INTERNATIONAL CORP DE 5.05 11/01/04 MARITRANS INC /DE/ DE 2.02,9.01 11/03/04 MARKETSHARE RECOVERY INC DE 1.02 11/02/04 MARKWEST ENERGY PARTNERS L P 2.02,9.01 11/04/04 MARTEK BIOSCIENCES CORP DE 1.01,2.03 10/29/04 MARTIN MIDSTREAM PARTNERS LP DE 7.01,9.01 11/03/04 MASTR Alternative Loan Trust 2004-4 DE 8.01,9.01 10/25/04 MASTR Alternative Loan Trust 2004-5 DE 8.01,9.01 10/25/04 MASTR Alternative Loan Trust 2004-6 DE 8.01,9.01 10/25/04 MASTR Alternative Loan Trust 2004-7 DE 8.01,9.01 10/25/04 MASTR Alternative Loan Trust 2004-8 DE 8.01,9.01 10/25/04 MASTR Alternative Loan Trust 2004-9 DE 8.01,9.01 10/25/04 MATRIX BANCORP INC CO 2.02,9.01 11/03/04 MATRIX BANCORP INC CO 9.01 11/01/04 AMEND MAUI LAND & PINEAPPLE CO INC HI 2.02,9.01 11/04/04 MCCOMBS REALTY PARTNERS LTD CA 5.02 10/29/04 MCG CAPITAL CORP DE 2.02,9.01 11/04/04 MCGRATH RENTCORP CA 2.02,9.01 11/04/04 MCI INC DE 2.02,9.01 11/04/04 MEDALLION FINANCIAL CORP DE 2.02,9.01 11/04/04 MERCER INSURANCE GROUP INC PA 2.02,9.01 11/03/04 MERCHANTS & MANUFACTURERS BANCORPORAT WI 2.02,9.01 11/04/04 MERCURY GENERAL CORP CA 8.01 10/29/04 MERITAGE HOSPITALITY GROUP INC MI 8.01,9.01 11/03/04 MERRILL LYNCH MORTGAGE LN ASST BACK C DE 8.01,9.01 10/25/04 METROCALL HOLDINGS INC DE 2.02,8.01,9.01 11/04/04 METROCORP BANCSHARES INC 5.02,9.01 11/01/04 METROMEDIA INTERNATIONAL GROUP INC DE 8.01,9.01 11/04/04 METROPCS INC 8.01,9.01 11/04/04 METTLER TOLEDO INTERNATIONAL INC/ DE 2.02 11/04/04 MICHAELS STORES INC DE 2.02,9.01 11/04/04 MICROVISION INC WA 2.02,9.01 11/04/04 MID AMERICA APARTMENT COMMUNITIES INC TN 2.02,9.01 11/04/04 MILACRON INC DE 1.01 07/29/04 MOBILE MINI INC DE 2.02,9.01 11/04/04 MOHAWK INDUSTRIES INC DE 5.02,9.01 11/04/04 MONDAVI ROBERT CORP CA 8.01,9.01 11/03/04 MONSANTO CO /NEW/ DE 1.01 10/29/04 MORGAN STANLEY CAPITAL I INC HOME EQ NY 8.01,9.01 10/25/04 MORTGAGE ASSET SEC TRANS INC MASTR AL DE 8.01,9.01 10/25/04 MORTGAGE ASSET SEC TRANS INC MORT PS DE 8.01,9.01 10/25/04 MORTGAGE ASSET SEC TRANS MASTR ALTERN DE 8.01,9.01 10/25/04 MORTGAGE LOAN TRUST SERIES 2004-3 8.01,9.01 10/25/04 MOVIE GALLERY INC DE 2.02,9.01 11/04/04 MQ ASSOCIATES INC 2.02,9.01 11/04/04 MRO SOFTWARE INC MA 2.02,9.01 11/04/04 MS STRUCTURED SATURNS SERIES 2003-4 DE 9.01 11/01/04 MULTI BENEFIT REALTY FUND 87-1 CA 5.02 10/29/04 MULTI COLOR CORP OH 5.04 11/04/04 NACCO INDUSTRIES INC DE 2.02,9.01 11/04/04 NASH FINCH CO DE 2.02,9.01 11/04/04 NATCO GROUP INC DE 2.02,7.01,9.01 11/04/04 NATIONAL FINANCIAL PARTNERS CORP 2.02,5.02 11/02/04 NATIONAL HEALTHCARE CORP DE 2.02 11/04/04 NATIONAL PROPERTY INVESTORS 4 CA 5.02 10/29/04 NATIONAL PROPERTY INVESTORS 5 CA 5.02 10/29/04 NATIONAL PROPERTY INVESTORS 6 CA 5.02 10/29/04 NATIONAL PROPERTY INVESTORS 7 CA 5.02 10/29/04 NATIONAL PROPERTY INVESTORS III CA 5.02 10/29/04 NATIONAL TAX CREDIT PARTNERS L P CA 5.02 10/29/04 NATIONWIDE FINANCIAL SERVICES INC/ DE 7.01 11/04/04 NAVIGATORS GROUP INC DE 2.02,7.01 11/03/04 NDCHEALTH CORP DE 7.01,9.01 11/04/04 NEIMAN MARCUS GROUP INC DE 2.02,7.01 11/04/04 NEOSE TECHNOLOGIES INC DE 2.02,9.01 11/02/04 NESS TECHNOLOGIES INC 2.02,8.01,9.01 11/04/04 NETRATINGS INC DE 2.02,9.01 11/04/04 NETWORK ENGINES INC DE 2.02,9.01 11/04/04 NEW CENTURY BANCORP INC NC 2.02,9.01 11/01/04 NEW CENTURY FINANCIAL CORP MD 1.01,2.02,3.02,8.01,9.01 11/03/04 NEW CENTURY TRS HOLDINGS INC DE 1.01,3.02,8.01,9.01 11/03/04 NEW HORIZONS WORLDWIDE INC DE 3.01,5.02,7.01,9.01 11/03/04 New York & Company, Inc. 2.02,7.01,9.01 11/04/04 NEWFIELD EXPLORATION CO /DE/ DE 2.02 11/04/04 NEWTEK BUSINESS SERVICES INC NY 2.02 11/03/04 NEXSTAR BROADCASTING GROUP INC DE 2.02,9.01 11/04/04 NICOR INC IL 2.02 09/30/04 NII HOLDINGS INC DE 2.02,9.01 11/04/04 NITTANY FINANCIAL CORP PA 2.02,9.01 11/03/04 NORDSTROM INC WA 7.01 11/04/04 NORTHLAND CABLE PROPERTIES EIGHT LIMI WA 9.01 11/03/04 NORTHLAND CABLE PROPERTIES SEVEN LIMI WA 9.01 11/03/04 NORTHWEST NATURAL GAS CO OR 2.02 11/04/04 NOVASTAR MORTGAGE FUNDING CORP DE 8.01,9.01 11/04/04 NOVAVAX INC DE 2.02,9.01 11/03/04 NOVAVAX INC DE 5.02,9.01 10/28/04 AMEND NOVELL INC DE 1.01,1.02,5.02 11/03/04 NUVELO INC DE 1.01,1.02,9.01 10/29/04 NVIDIA CORP DE 2.02,9.01 11/04/04 O CHARLEYS INC TN 1.01,5.02,9.01 10/29/04 ODYSSEY HEALTHCARE INC DE 1.01 11/01/04 OFFICEMAX INC DE 1.01,2.01,2.03,3.03,5.02,5.03 10/29/04 OGE ENERGY CORP OK 2.02,9.01 11/04/04 OKLAHOMA GAS & ELECTRIC CO OK 2.02,9.01 11/04/04 ON ASSIGNMENT INC DE 2.02,9.01 11/04/04 ONYX PHARMACEUTICALS INC DE 2.02 11/04/04 ONYX SOFTWARE CORP/WA WA 8.01 11/01/04 OPHTHALMIC IMAGING SYSTEMS CA 2.02,9.01 11/04/04 OPTIMAL GROUP INC 7.01 10/31/04 OPTION ONE MORTGAGE ACCEPTANCE LOAN T DE 8.01,9.01 10/25/04 OPTION ONE MORTGAGE LOAN TRUST 2004-1 DE 8.01,9.01 10/25/04 ORACLE CORP /DE/ DE 1.01,9.01 10/29/04 OREGON STEEL MILLS INC DE 1.01 11/01/04 ORIENT EXPRESS HOTELS LTD 2.02,9.01 11/03/04 OSI PHARMACEUTICALS INC DE 8.01 11/04/04 OXFORD RESIDENTIAL PROPERTIES I LTD P MD 5.02 10/29/04 PACIFIC ENTERPRISES INC CA 2.02,9.01 11/04/04 PARK PLACE SECURITIES INC ASSET-BACKE DE 8.01,9.01 10/25/04 Park Place Securities, Inc., Asset-Ba DE 8.01,9.01 10/08/04 PARKER HANNIFIN CORP OH 1.01,9.01 10/29/04 PATH 1 NETWORK TECHNOLOGIES INC DE 2.02,9.01 11/04/04 PAYLESS SHOESOURCE INC /DE/ DE 7.01 11/04/04 PC MALL INC DE 9.01 11/04/04 PDI INC 2.02,9.01 11/03/04 PEDIATRIX MEDICAL GROUP INC FL 2.02,7.01,9.01 11/04/04 PELICAN FINANCIAL INC DE 2.02 11/03/04 PENN OCTANE CORP DE 2.02,9.01 11/01/04 PENN VIRGINIA CORP VA 2.02,7.01,9.01 11/03/04 PENN VIRGINIA RESOURCE PARTNERS L P DE 2.02,7.01,9.01 11/03/04 PEOPLES CHOICE HOME LOAN SECURITIES T 8.01,9.01 10/25/04 PEOPLES CHOICE HOME LOAN SECURITIES T 8.01,9.01 10/25/04 PEOPLES OHIO FINANCIAL CORP OH 8.01 11/03/04 PERCEPTRON INC/MI MI 2.02,9.01 11/04/04 PEREGRINE SYSTEMS INC DE 2.02,9.01 11/04/04 PEREGRINE SYSTEMS INC DE 1.01,5.02,9.01 10/31/04 PERINI CORP MA 2.02 11/04/04 PERMA FIX ENVIRONMENTAL SERVICES INC DE 2.02,9.01 11/04/04 PERRY ELLIS INTERNATIONAL INC FL 5.02,9.01 11/01/04 PHASE FORWARD INC DE 2.02,9.01 11/04/04 PHYSIOMETRIX INC DE 7.01,9.01 11/04/04 PILGRIMS PRIDE CORP DE 1.01,9.01 10/29/04 PIONEER NATURAL RESOURCES CO DE 7.01,9.01 11/04/04 PIONEER NATURAL RESOURCES CO DE 1.01,1.02,9.01 10/29/04 PLAINS EXPLORATION & PRODUCTION CO DE 2.02,9.01 11/04/04 PORTOLA PACKAGING INC DE 2.02,9.01 11/03/04 POTOMAC BANCSHARES INC WV 2.02 11/04/04 PREMIER FINANCIAL BANCORP INC KY 8.01,9.01 11/03/04 PRICESMART INC DE 1.01,3.02,5.05,8.01 10/29/04 PRIME MEDICAL SERVICES INC /TX/ DE 2.02,9.01 09/30/04 PRIMEDIA INC DE 2.02,9.01 11/04/04 PRIVATE MEDIA GROUP INC NV 5.02 10/29/04 PRO DEX INC CO 1.01,9.01 10/31/04 PRO TECH COMMUNICATIONS INC FL 2.02,9.01 09/30/04 PROGRESS ENERGY INC NC 2.02,9.01 09/30/04 PROVIDENT BANKSHARES CORP MD 7.01,9.01 11/04/04 PXRE GROUP LTD 2.02,9.01 11/03/04 PXRE GROUP LTD 8.01,9.01 11/04/04 PYRAMID BREWERIES INC WA 2.02 11/03/04 QC Holdings, Inc. KS 2.02,9.01 11/04/04 QUADRAMED CORP DE 2.02,9.01 11/03/04 QUESTCOR PHARMACEUTICALS INC CA 2.02,9.01 11/04/04 QWEST COMMUNICATIONS INTERNATIONAL IN DE 2.02 11/04/04 RADIATION THERAPY SERVICES INC FL 2.02,9.01 11/03/04 RADIO ONE INC DE 2.02,9.01 11/04/04 RADIOLOGIX INC DE 2.02,9.01 11/04/04 RAINMAKER SYSTEMS INC CA 2.02,7.01,9.01 11/04/04 RAMP CORP DE 3.02,9.01 10/29/04 REAL ESTATE ASSOCIATES LTD II CA 5.02 10/29/04 REAL ESTATE ASSOCIATES LTD III CA 5.02 10/29/04 REAL ESTATE ASSOCIATES LTD V CA 5.02 10/29/04 REAL ESTATE ASSOCIATES LTD VI CA 5.02 10/29/04 REAL ESTATE ASSOCIATES LTD VII CA 5.02 10/29/04 REAL ESTATE ASSOCIATES LTD/CA CA 5.02 10/29/04 Real Mex Restaurants, Inc. DE 3.02,9.01 10/31/04 RECKSON ASSOCIATES REALTY CORP MD 2.02,9.01 11/03/04 RED ROBIN GOURMET BURGERS INC DE 2.02,9.01 11/04/04 REGIONS FINANCIAL CORP DE 7.01,9.01 11/04/04 REGISTER COM INC DE 5.02,8.01,9.01 11/01/04 RELIV INTERNATIONAL INC IL 2.02,9.01 11/03/04 REMY INTERNATIONAL, INC. DE 2.02,9.01 11/04/04 RES CARE INC /KY/ KY 2.02,7.01,9.01 11/03/04 RESIDENTIAL ASSET MORT PROD INC GMACM DE 8.01,9.01 10/25/04 RESIDENTIAL ASSET MORT PROD INC GMACM DE 8.01,9.01 10/25/04 RESIDENTIAL ASSET MORTGAGE PRODUCTS I DE 8.01,9.01 11/04/04 RESOLUTION PERFORMANCE PRODUCTS LLC DE 2.02,9.01 11/04/04 RETAIL VENTURES INC OH 2.02,9.01 11/04/04 REWARDS NETWORK INC DE 1.01,2.03,9.01 11/03/04 RF MICRO DEVICES INC NC 5.02,9.01 11/02/04 RITA MEDICAL SYSTEMS INC DE 2.02,9.01 11/03/04 ROCKWELL AUTOMATION INC DE 2.02 11/04/04 ROCKWELL AUTOMATION INC DE 5.03,9.01 11/04/04 ROSS STORES INC DE 2.02,9.01 11/04/04 ROXIO INC DE 2.02,4.02,9.01 11/02/04 ROYAL GOLD INC DE 2.02,9.01 11/04/04 RUSS BERRIE & CO INC NJ 2.02,9.01 11/03/04 RYERSON TULL INC /DE/ DE 7.01 11/04/04 SABINE ROYALTY TRUST TX 2.02,9.01 11/03/04 SAFETY INSURANCE GROUP INC DE 2.02,9.01 11/04/04 SAFLINK CORP DE 1.01,9.01 11/01/04 SAKS INC TN 8.01,9.01 11/04/04 SAN DIEGO GAS & ELECTRIC CO CA 2.02,9.01 11/04/04 SAN HOLDINGS INC CO 1.01,9.01 10/29/04 SAN HOLDINGS INC CO 1.01,5.02,9.01 11/01/04 SANDERS MORRIS HARRIS GROUP INC TX 2.02,8.01 11/04/04 SANGAMO BIOSCIENCES INC DE 1.01,9.01 10/29/04 SCHAWK INC DE 7.01 11/04/04 SCHICK TECHNOLOGIES INC DE 8.01,9.01 11/04/04 SCHWAB CHARLES CORP DE 1.01 10/29/04 SCM MICROSYSTEMS INC DE 2.02,9.01 11/04/04 SCO GROUP INC DE 1.01,1.02,8.01,9.01 10/31/04 SCPIE HOLDINGS INC DE 2.02,9.01 11/04/04 SEABULK INTERNATIONAL INC DE 2.02,7.01,9.01 11/04/04 SEARS ROEBUCK & CO NY 5.02 10/29/04 Securitized Asset Backed Receivables 8.01,9.01 10/25/04 SEMITOOL INC MT 1.01,2.03 11/03/04 SEMPRA ENERGY CA 2.02,9.01 11/04/04 SENECA FOODS CORP /NY/ NY 2.02,9.01 11/04/04 SERVICEMASTER CO DE 2.02,9.01 09/30/04 SHARPER IMAGE CORP DE 2.02,9.01 11/04/04 SHELTER PROPERTIES II LTD PARTNERSHIP SC 5.02 10/29/04 SHELTER PROPERTIES III LTD PARTNERSHI CA 5.02 10/29/04 SHELTER PROPERTIES III LTD PARTNERSHI CA 5.02 10/29/04 SHELTER PROPERTIES IV LIMITED PARTNER SC 5.02 10/29/04 SHELTER PROPERTIES V LIMITED PARTNERS CA 5.02 10/29/04 SHELTER PROPERTIES VII LTD PARTNERSHI SC 5.02 10/29/04 SHIRE PHARMACEUTICALS GROUP PLC 2.02,9.01 11/04/04 SHOE CARNIVAL INC IN 9.01 11/04/04 SINCLAIR BROADCAST GROUP INC MD 2.02,9.01 11/04/04 SINGING MACHINE CO INC DE 5.02,9.01 10/22/04 AMEND SIRVA INC DE 2.01,2.05,2.06,9.01 10/30/04 SMITH & WOLLENSKY RESTAURANT GROUP IN DE 4.02 10/29/04 SNOCONE SYSTEMS INC 2.01,8.01,9.01 10/29/04 SOLA INTERNATIONAL INC DE 2.02,9.01 11/03/04 SOURCECORP INC DE 8.01 11/04/04 SPORTS AUTHORITY INC /DE/ DE 5.02,9.01 11/04/04 SPRINGHILL LAKE INVESTORS LTD PARTNER MD 8.01 10/29/04 SRA INTERNATIONAL INC DE 5.02 10/29/04 ST MARY LAND & EXPLORATION CO DE 2.02,9.01 11/03/04 STEINWAY MUSICAL INSTRUMENTS INC DE 2.02 11/04/04 STERLING FINANCIAL CORP /PA/ PA 7.01,9.01 11/04/04 STONE ENERGY CORP DE 2.02,9.01 11/03/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 10/25/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 10/25/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 10/25/04 Structured Adjustable Rate Mortgage L DE 8.01,9.01 10/25/04 STRUCTURED ADJUSTABLE RATE MORTGAGE L DE 8.01,9.01 10/25/04 STRUCTURED ASSET INVESTMENT LOAN TRUS DE 8.01,9.01 10/25/04 STRUCTURED ASSET INVESTMENT LOAN TRUS DE 8.01,9.01 10/25/04 STRUCTURED ASSET INVESTMENT LOAN TRUS DE 8.01,9.01 10/25/04 Structured Asset Investment Loan Trus DE 8.01,9.01 10/25/04 Structured Asset Investment Loan Trus DE 8.01,9.01 10/25/04 Structured Asset Investment Loan Trus DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV II INC MORT DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV INC THORNBU NY 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV MORT PASS T NY 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INV MORT PASS T DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INVEST INC MORT DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT INVESTMENT THOR DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORT PRIME MORT TR P DE 8.01,9.01 10/25/04 STRUCTURED ASSET MORTGAGE INV INC MOR NY 8.01,9.01 10/25/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 10/25/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 10/25/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 10/25/04 STRUCTURED ASSET SEC CORP MORT PASS T DE 8.01,9.01 10/25/04 Structured Asset Securities Corp Mort DE 8.01,9.01 10/25/04 STURCTURED ASSET SECURITIES CORP MORT DE 8.01,9.01 10/25/04 SUN HEALTHCARE GROUP INC DE 2.02 11/02/04 SUNCOAST BANCORP INC FL 3.02 10/31/04 SUNRISE SENIOR LIVING INC DE 2.02 11/04/04 SUPERCONDUCTOR TECHNOLOGIES INC 2.02,9.01 11/04/04 SUPERIOR ESSEX INC DE 2.02,7.01,9.01 11/03/04 SUTTER HOLDING CO INC DE 3.02 08/26/04 SWIFT ENERGY CO TX 2.02 10/31/04 SYNERGY BRANDS INC DE 3.02,7.01 11/01/04 TALBOTS INC DE 2.02,9.01 11/04/04 TAPESTRY PHARMACEUTICALS, INC DE 1.01 10/28/04 TAPESTRY PHARMACEUTICALS, INC DE 2.02,9.01 11/02/04 TARGETED GENETICS CORP /WA/ WA 2.02,9.01 11/04/04 TECHNICAL OLYMPIC USA INC DE 2.02,9.01 11/02/04 TECHNOLOGY INVESTMENT CAPITAL CORP MD 2.02,9.01 11/04/04 TELIK INC DE 2.02,9.01 11/04/04 TEREX CORP DE 2.02,9.01 10/27/04 AMEND TEREX CORP DE 2.02,9.01 10/27/04 AMEND TESORO PETROLEUM CORP /NEW/ DE 2.02,9.01 11/04/04 THORNBURG MORTGAGE SECURITIES TRUST DE 8.01,9.01 10/25/04 THORNBURG MORTGAGE SECURITIES TRUST DE 8.01,9.01 10/25/04 THORNBURG MORTGAGE SECURITIES TRUST 2 DE 8.01,9.01 10/25/04 THORNBURG MORTGAGE SECURITIES TRUST 2 DE 8.01,9.01 10/25/04 Thornburg Mortgage Securities Trust 2 DE 8.01,9.01 10/25/04 TIB FINANCIAL CORP FL 2.02,9.01 11/04/03 TIME WARNER TELECOM INC DE 2.02,9.01 11/03/04 TIPPERARY CORP TX 1.01 10/30/04 TNP ENTERPRISES INC TX 7.01,9.01 11/04/04 TOR MINERALS INTERNATIONAL INC DE 2.02,9.01 11/02/04 TORO CO DE 1.01,9.01 11/01/04 TRANSCAT INC OH 1.01,2.02,9.01 11/01/04 TRIPATH IMAGING INC DE 2.02,9.01 11/04/04 TRIUMPH GROUP INC / DE 1.01,2.02,9.01 10/29/04 TRIZEC PROPERTIES INC DE 2.02,9.01 11/04/04 TRUMP HOTELS & CASINO RESORTS INC DE 1.01,7.01,9.01 10/29/04 TRW AUTOMOTIVE HOLDINGS CORP DE 2.02,9.01 11/04/04 TUCOWS INC /PA/ PA 2.02,9.01 11/02/04 TVIA INC DE 2.02,9.01 11/03/04 U S RESTAURANT PROPERTIES INC MD 2.02,9.01 11/04/04 UNITED INVESTORS GROWTH PROPERTIES MO 5.02 10/29/04 UNITED INVESTORS INCOME PROPERTIES MO 5.02 10/29/04 UNITED ONLINE INC DE 8.01,9.01 11/04/04 UNIVERSAL AMERICAN FINANCIAL CORP NY 7.01 11/04/04 UNIVISION COMMUNICATIONS INC DE 2.02 11/04/04 UNUMPROVIDENT CORP DE 2.02,9.01 11/03/04 US AIRWAYS GROUP INC DE 8.01,9.01 11/04/04 US CONCRETE INC DE 2.02,9.01 11/04/04 US REALTY PARTNERS LTD PARTNERSHIP DE 5.02 10/29/04 USA VIDEO INTERACTIVE CORP WY 1.01,9.01 11/04/04 USI HOLDINGS CORP DE 7.01,9.01 11/03/04 UTEK CORP 2.02,9.01 11/03/04 UTSTARCOM INC DE 2.01,9.01 11/01/04 VALEANT PHARMACEUTICALS INTERNATIONAL DE 2.02,9.01 11/04/04 VALENCE TECHNOLOGY INC DE 8.01,9.01 11/04/04 VALERO L P DE 1.01,9.01 11/04/04 VERSO TECHNOLOGIES INC MN 2.02,9.01 11/04/04 VERTICAL HEALTH SOLUTIONS INC 1.01,2.01,9.01 10/31/04 VIASYSTEMS INC DE 2.05,9.01 11/01/04 VICURON PHARMACEUTICALS INC DE 2.02,9.01 11/04/04 VINTAGE PETROLEUM INC DE 2.02,9.01 11/03/04 VIROLOGIC INC DE 1.01,9.01 11/01/04 VISUAL DATA CORP FL 1.01,9.01 10/29/04 VITAL IMAGES INC MN 2.02,9.01 11/04/04 VITALSTATE INC NY 5.02 11/01/04 VIVUS INC CA 5.02 11/04/04 VMS NATIONAL PROPERTIES JOINT VENTURE IL 5.02 10/29/04 WAL MART STORES INC DE 2.02 11/04/01 WASHINGTON MUTUAL MORTGAGE SECURITIES DE 9.01 11/03/04 WATSON WYATT & CO HOLDINGS DE 2.02,9.01 11/04/04 WEBCO INDUSTRIES INC OK 8.01,9.01 11/04/04 WEBMD CORP /NEW/ DE 1.01,2.02,7.01,8.01,9.01 11/02/04 WELLCARE HEALTH PLANS, INC. DE 2.02,9.01 11/04/04 WELLS FARGO ASSEST SEC C ORP MORT BAC DE 8.01,9.01 10/25/04 WELLS FARGO ASSET SEC CORP MORT PS TH DE 8.01,9.01 10/25/04 Wells Fargo Asset Securities Corp Mor DE 8.01,9.01 10/25/04 Wells Fargo Mortgage Backed Securitie 8.01,9.01 10/25/04 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 10/25/04 Wells Fargo Mortgage Backed Securitie DE 8.01,9.01 10/25/04 Wells Fargo Mortgage Backed Securitie 8.01,9.01 10/25/04 WELLS REAL ESTATE INVESTMENT TRUST II MD 2.01,2.03,9.01 11/01/04 WESTAFF INC DE 5.02 10/29/04 WFS Financial 2004-4 Owner Trust CA 8.01,9.01 10/28/04 WHITEHALL JEWELLERS INC DE 2.02,9.01 11/04/04 WHOLE FOODS MARKET INC TX 5.02,7.01 11/04/04 WHX CORP DE 3.01,9.01 10/29/04 WIDEPOINT CORP DE 1.01,9.01 10/29/04 WII Components, Inc. DE 2.02,9.01 11/04/04 WILD OATS MARKETS INC DE 2.02,9.01 11/04/04 WILLIAMS COMPANIES INC DE 2.02,5.02,7.01,9.01 11/03/04 WINSTON HOTELS INC NC 2.02,9.01 11/04/04 WINTHROP GROWTH INVESTORS I LP MA 8.01 10/29/04 WIRELESS FACILITIES INC DE 2.02,9.01 11/04/04 WORLD AIRWAYS INC /DE/ DE 2.02,9.01 11/04/04 XANSER CORP DE 2.02,9.01 09/30/04 XENOGEN CORP DE 2.02,9.01 11/04/04 XM SATELLITE RADIO HOLDINGS INC DE 2.02,7.01,9.01 11/03/04 YOUBET COM INC DE 8.01,9.01 11/02/04 ZALE CORP DE 2.02 11/04/04 ZIX CORP TX 2.03,3.02,9.01 11/02/04 ZIX CORP TX 2.06 10/29/04