SEC NEWS DIGEST

Issue 2004-204                                               October 22, 2004

ENFORCEMENT PROCEEDINGS

IN THE MATTER OF DANIEL EMMENEGGER

     On  October 21, the Commission issued an Order Making Findings, Imposing
     Remedial  Sanctions, and Imposing a Cease-and-Desist Order  Pursuant  to
     Sections  15(b)(6)  and  21C  of the Securities  Exchange  Act  of  1934
     (Exchange Act) as to Daniel E. Emmenegger (Order).  The Order finds that
     Emmenegger,  an  options  trader  and  one-time  clerk  for  Susquehanna
     Investment Group (Susquehanna), defrauded Susquehanna by filling options
     contracts  orders  Emmenegger  himself  placed  through  an  undisclosed
     personal brokerage account. Since at least July 2002, Emmenegger,  using
     these  personal brokerage accounts, placed limit buy orders for  options
     contracts  for which he was the trading assistant on the AMEX floor,  at
     prices  well  below  the market price.  These orders would  go  unfilled
     during  the  regular  course of the trading day since  no  seller  would
     accept  Emmeneggers below-market prices.  At or near the close  of  the
     trading  day,  Emmenegger manually filled his personal buy  orders  from
     Susquehannas   proprietary   account  at   the   below-market   prices.
     Emmenegger  did  not report the trades to the tape as required  by  AMEX
     rules.    By   filling  his  personal  buy  orders  from   Susquehannas
     proprietary  account at prices well below the prevailing  market  price,
     Emmenegger   caused   losses  in  Susquehannas   proprietary   account.
     Thereafter,  Emmenegger sold the options contracts through his  personal
     brokerage account at market prices in riskless transactions and profited
     from the spread between the artificially low purchase prices he obtained
     and the market sale prices.

     Based  on  the above, the Order finds that Emmenegger willfully violated
     Section 10(b) of the Exchange Act and Rule 10b-5 thereunder.  The  Order
     (1) orders Emmenegger to cease and desist from committing or causing any
     violation and any future violations of Section 10(b) of the Exchange Act
     and  Rule  10b-5  promulgated thereunder, and (2) bars  Emmenegger  from
     association  with  any broker or dealer.  Emmenegger  consented  to  the
     issuance  of the Order without admitting or denying the factual findings
     therein.  (Rel. 34-50578; File No. 3-11438)

COMMISSION   INSTITUTES  ADMINSTRATIVE  PROCEEDINGS  AGAINST  FORMER   KNIGHT
EQUITIES TRADER

     On October 21, the Commission issued an order instituting administrative
     proceedings against Thomas J. Donovan pursuant to Section 15(b)  of  the
     Securities  Exchange Act of 1934.  Donovan was a former equities  trader
     with Knight Securities, L.P. from 1996 through September 2001.
     
     On  Sept.  27,  2004, the U.S. District Court for the  District  of  New
     Jersey  entered a default judgment against Donovan in a civil injunctive
     proceeding  entitled SEC v. Brian P. Delaney, et al., No.2:03  CV  4206.
     The Courts judgment permanently enjoined Donovan from violating Section
     17(a)  of the Securities Act of 1933, Section 10(b) of the Exchange  Act
     and  Exchange  Act  Rule  10b-5 and imposed a $90,000.00  civil  penalty
     against him.  The Commissions complaint alleged that from approximately
     September  2001  through March 2002, Donovan and two  other  defendants,
     Brian  Delaney and Nicole Shkedi, all former equities traders at  Knight
     Securities, L.P., engaged in a fraudulent trading scheme in  which  they
     knowingly   and   intentionally  executed  stock  trades   from   Knight
     proprietary  accounts they controlled at prices guaranteed  to  generate
     profits in private brokerage accounts that they also controlled, thereby
     defrauding  Knight of approximately $1.4 million.  (Rel. 34-50580;  File
     No. 3-11716)

INVESTMENT COMPANY ACT RELEASES
     

AMERICAN FAMILY LIFE INSURANCE COMPANY, ET AL.

     A  notice has been issued giving interested persons until Nov. 17, 2004,
     to  request  a hearing on an application filed by American  Family  Life
     Insurance  Company (Company), American Family Variable Account  I  (Life
     Account),  and  American Family Variable Account  II  (Annuity  Account)
     (collectively,  Applicants).   Applicants  seek  an  order  pursuant  to
     Section  26(c) of the Investment Company Act to permit the  substitution
     of  shares  of  (1)  Initial Class shares of the Fidelity  VIP  Mid  Cap
     Portfolio  (Replacement  Portfolio) of the Fidelity  Variable  Insurance
     Products  Fund  III for Investor Class shares of Strong Mid  Cap  Growth
     Fund  II  of  the Strong Variable Insurance Funds, Inc. and (2)  Initial
     Class  shares of the Replacement Portfolio for Investor Class shares  of
     Strong Opportunity Fund II of Strong Opportunity Fund II, Inc. currently
     held  by  the  Life Account and the Annuity Account to support  variable
     life  insurance  or variable annuity contracts issued  by  the  Company.
     (Rel. IC-26642 - October 21)

SELF-REGULATORY ORGANIZATIONS
     

IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES

     A  proposed  rule change filed by the National Association of Securities
     Dealers  to permanently adopt fees for TotalView (SR-NASD-2004-146)  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 October 25.  (Rel. 34-50571)

     The  National  Association of Securities Dealers filed a  proposed  rule
     change  (SR-NASD-2004-145)  and Amendment  No.  1  thereto  relating  to
     Amendments  to  Section  4 of Schedule A to the NASD  By-Laws  regarding
     qualification  examination fees.  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 October 25.  (Rel. 34-50575)

ACCELERATED APPROVAL OF PROPOSED RULE CHANGE

     The  Commission noticed and granted accelerated approval to  a  proposed
     rule  change  (SR-Phlx-2004-61)  submitted  by  the  Philadelphia  Stock
     Exchange  relating to its equity options payment for order flow program.
     Publication  of the proposal is expected in the Federal Register  during
     the week of October 25.  (Rel. 34-50572)

PROPOSED RULE CHANGE

     The  National Association of Securities Dealers, through its subsidiary,
     The Nasdaq Stock Market, Inc. (Nasdaq), has filed a proposed rule change
     (SR-NASD-2004-128) to modify the annual fee for certain  issuers  listed
     on  Nasdaq.   Publication  of the proposal is expected  in  the  Federal
     Register during the week of October 25.  (Rel. 34-50577)
     

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:
     <publicinfo@sec.gov>.  In most cases, this information is also available
     on the Commission's website: <www.sec.gov>.

S-4     SONOCO PRODUCTS CO, NORTH SECOND ST, P O BOX 160, HARTSVILLE, SC,
        29551-0160, 8033837000 - 0 ($150,000,000.00) Non-Convertible Debt,
        (File 333-119863 - Oct. 21) (BR. 04)

S-3     EVERGREEN SOLAR INC, 259 CEDAR HILL STREET, MARLBORO, MA, 01752,
        508-357-2221 - 0 ($75,000,000.00) Equity, (File 333-119864 - Oct. 21)
        (BR. 36)

S-8     CROWN HOLDINGS INC, ONE CROWN WAY, PHILADELPHIA, PA, 19154,
        2156985100 - 5,500,000 ($57,915,000.00) Equity, (File 333-119866 -
        Oct. 21) (BR. 06)

F-1     Arlington Tankers Ltd., FIRST FLOOR, THE HAYWARD BUILDING,
        22 BERMUDIANA ROAD, HAMILTON, D0, HM11, 441-292-7405 -
        0 ($230,431,250.00) Equity, (File 333-119869 - Oct. 21) (BR. )

S-8     MICRON ENVIRO SYSTEMS INC, 789 WEST PENDER ST, SUITE 1250,
        VANCOUVER BC, A1, V6C 1H2, 6046466903 - 3,800,000 ($57,000.00) Equity,
        (File 333-119870 - Oct. 21) (BR. 04)

S-8     SYMANTEC CORP, 20330 STEVENS CREEK BLVD, CUPERTINO, CA, 95014,
        4082539600 - 0 ($485,725,500.00) Equity, (File 333-119872 - Oct. 21)
        (BR. 03)

S-8     CT COMMUNICATIONS INC /NC, 1000 PROGRESS PLACE NE, PO BOX 227, CONCORD,
        NC, 28026, (704) 722-2500 - 0 ($17,430,000.00) Equity,
        (File 333-119873 - Oct. 21) (BR. 37)

F-10    CENTRAL FUND OF CANADA LTD, #805-1323 15TH AVE SW, HALLMARK ESTATES,
        CALGARY ALBERTA CANA, A6, T3C 0X8, 4062285861 -
        0 ($125,050,228.00) Other, (File 333-119874 - Oct. 21) (BR. 07)

S-1     OPINION RESEARCH CORP, 23 ORCHARD RD, SKILLMAN, NJ, 08558, 9082815100 -
        8,843,500 ($57,482,750.00) Equity, (File 333-119875 - Oct. 21) (BR. 06)

N-2     BlackRock Global Energy & Resources Trust, 100 BELLEVUE PARKWAY,
        WILMINGTON, DE, 19809, 888-825-2257 - 100,000 ($1,500,000.00) Equity,
        (File 333-119876 - Oct. 21) (BR. 22)

S-8     IMMERSION CORP, 801 FOX LANE, SAN JOSE, CA, 95131, 4084671900 -
        0 ($1,848,000.00) Equity, (File 333-119877 - Oct. 21) (BR. 03)

S-8     URBAN OUTFITTERS INC, 1809 WALNUT ST, PHILADELPHIA, PA, 19103,
        2155642313 - 5,000,000 ($176,600,000.00) Equity, (File 333-119878 -
        Oct. 21) (BR. 02)

N-2     TECHNOLOGY INVESTMENT CAPITAL CORP, 8 SOUND SHORE DR, SUITE 215,
        GREENWICH, CT, 06830, 2036613122 - 0 ($50,000,000.00) Equity,
        (File 333-119879 - Oct. 21) (BR. 16)

F-6     EDP ELECTRICIDADE DE PORTUGAL SA, PRACA MARQUES DE POMBAL,12, LISBON,
        S1, 1250-162, 351 21 720 2824 - 100,000,000 ($5,000,000.00) Equity,
        (File 333-119881 - Oct. 21) (BR. 02)

S-3     SIMON PROPERTY GROUP INC /DE/, 115 WEST WASHINGTON STREET,
        INDIANAPOLIS, IN, 46204, 3176361600 - 0 ($83,100,304.00) Other,
        (File 333-119882 - Oct. 21) (BR. 08)

F-6     VNU N V, C/O VNU USA INC, 1515 BROADWAY, NEW YORK, NY, 10036,
        50,000,000 ($2,500,000.00) Equity, (File 333-119883 - Oct. 21) (BR. )

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 Registrants 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 Registrants 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:  <publicinfo@sec.gov>.  In most cases,
this   information   is   also   available  on  the   Commission's   website:
<www.sec.gov>.

                                       STATE     8K ITEM NO.
NAME OF ISSUER                         CODE   				    DATE     COMMENT
------------------------------------------------------------------------------------------------
AASTROM BIOSCIENCES INC                 MI       8.01,9.01                      10/21/04

ACACIA RESEARCH CORP                    DE       2.02,9.01                      10/21/04

ACCELRYS, INC.                          DE       5.02                           10/21/04

ACCESS INTEGRATED TECHNOLOGIES INC               1.01,9.01                      10/19/04

ACE CASH EXPRESS INC/TX                 TX       2.02,9.01                      10/21/04

ACME UNITED CORP                        CT       2.02                           10/21/04

ACTEL CORP                              CA       2.02                           10/21/04

ACXIOM CORP                             DE       7.01                           10/20/04

ADESA INC                                        8.01,9.01                      10/20/04

ADVANCE TECHNOLOGIES INC                NV       8.01                           10/21/04

ADVANCED ENERGY INDUSTRIES INC          DE       2.02,9.01                      10/21/04

ADVANCED MEDICAL OPTICS INC             DE       2.02,9.01                      10/21/04

ADVANCED MICRO DEVICES INC              DE       3.02                           10/19/04

ADVANCED POWER TECHNOLOGY INC                    7.01                           10/15/04

ADVENT SOFTWARE INC /DE/                DE       2.02,9.01                      10/21/04

ADVO INC                                DE       2.02,9.01                      10/21/04

AEGIS ASSET BACKED SECURITIES CORP      DE       8.01                           10/20/04

AFFILIATED COMPUTER SERVICES INC        DE       2.02,7.01,9.01                 10/21/04

AJS BANCORP INC                         DE       2.02,9.01                      10/19/04

ALASKA AIR GROUP INC                    DE       2.02                           10/21/04

ALIGN TECHNOLOGY INC                    DE       2.02,8.01,9.01                 10/21/04

ALLIANCE DATA SYSTEMS CORP              DE       1.01,2.03                      10/21/04

ALLIANCE FINANCIAL CORP /NY/            NY       2.02,9.01                      10/21/04

ALLIANCE SEMICONDUCTOR CORP /DE/        DE       2.02,9.01                      10/21/04

ALLTEL CORP                             DE       2.02                           10/21/04

AMARU INC                               NV       5.02                           10/01/04

AMAZON COM INC                          DE       2.02                           10/21/04

AMBASSADORS INTERNATIONAL INC           DE       2.02,9.01                      10/20/04

AMERICAN ELECTRIC POWER CO INC          NY       2.02,9.01                      10/21/04

AMERICAN FINANCIAL GROUP INC            OH       9.01                           09/30/04

AMERICAN HONDA RECEIVABLES CORP         CA       8.01,9.01                      10/21/04

AMERICAN INTERNATIONAL GROUP INC        DE       2.02                           10/21/04

AMERICAN INTERNATIONAL GROUP INC        DE       7.01                           10/21/04

AMERICAN NATURAL ENERGY CORP            OK       5.02                           10/18/04    AMEND

AMERICAN PHARMACEUTICAL PARTNERS INC    DE       2.02,9.01                      10/21/04

AMERICREDIT CORP                        TX       2.02,9.01                      10/21/04

AMETEK INC/                             DE       2.02,9.01                      10/20/04

AMF BOWLING WORLDWIDE INC               DE       8.01,9.01                      10/19/04

AMIS HOLDINGS INC                                2.02,9.01                      10/21/04

AMPCO PITTSBURGH CORP                   PA       2.02                           09/30/04

ANALOG DEVICES INC                      MA       7.01,9.01                      10/21/04

APPLEBEES INTERNATIONAL INC             DE       7.01                           10/21/04

APPLIANCE RECYCLING CENTERS OF AMERIC   MN       2.02,9.01                      10/19/04

APPLIED FILMS CORP                      CO       1.01,9.01                      10/20/04

APPLIED FILMS CORP                      CO       2.02,9.01                      10/21/04

APTIMUS INC                             WA       2.02,9.01                      10/21/04

ARCH COAL INC                           DE       2.02,9.01                      10/15/04    AMEND

ARCH WIRELESS INC                       DE       8.01,9.01                      10/21/04

ARCHSTONE SMITH TRUST                   CO       7.01,9.01                      10/20/04

ARCTIC CAT INC                          MN       2.02,9.01                      10/21/04

ARIBA INC                               DE       1.01,1.02                      10/15/04

ARIS INDUSTRIES INC                     NY       1.03                           10/20/04

ARKANSAS BEST CORP /DE/                 DE       2.02,9.01                      10/21/04

ARKANSAS BEST CORP /DE/                 DE       8.01,9.01                      10/20/04

ARROW ELECTRONICS INC                   NY       2.02,9.01                      10/21/04

ARROW FINANCIAL CORP                    NY       2.02,9.01                      10/21/04

ART TECHNOLOGY GROUP INC                DE       2.02,9.01                      10/21/04

ARTESYN TECHNOLOGIES INC                FL       2.02                           10/21/04

ARTHROCARE CORP                         DE       1.01,2.03                      10/15/04

ASCENTIAL SOFTWARE CORP                 DE       2.02,9.01                      10/21/04

ASTEC INDUSTRIES INC                    TN       8.01,9.01                      10/21/04

ASTORIA FINANCIAL CORP                  DE       2.02,9.01                      10/21/04

AT&T CORP                               NY       2.02,9.01                      10/21/04

ATARI INC                               DE       1.01,3.01,5.02                 10/15/04

ATHEROGENICS INC                        GA       2.02                           10/21/04

ATLANTIC LIBERTY FINANCIAL CORP         DE       9.01                           09/30/04

ATLAS AIR INC                           DE       8.01,9.01                      10/20/04

ATLAS AIR WORLDWIDE HOLDINGS INC        DE       8.01,9.01                      10/20/04

AUSTRALIAN SECURIT MANAGEMENT PTY ARM            8.01,9.01                      10/21/04

AUSTRALIAN SECURIT MANAGEMENT PTY ARM            8.01,9.01                      10/21/04

AUTOLIV INC                             DE       2.02,7.01,9.01                 10/21/04

AVANT IMMUNOTHERAPEUTICS INC            DE       2.02,9.01                      10/21/04

AVIALL INC                              DE       2.02,9.01                      10/20/04

AVICI SYSTEMS INC                       DE       2.02                           10/21/04

AVISTA CORP                             WA       2.02,9.01                      10/21/04

AVOCENT CORP                            DE       2.02,9.01                      10/21/04

BANC OF AMERICA MORTGAGE SECURITIES I   DE       8.01,9.01                      10/19/04

BANCFIRST CORP /OK/                     OK       2.02                           10/21/04

BANCWEST CORP/HI                        DE       2.02,9.01                      10/20/04

BANKATLANTIC BANCORP INC                FL       2.02,9.01                      10/20/04

BANKNORTH GROUP INC/ME                  ME       8.01,9.01                      10/21/04

BAXTER INTERNATIONAL INC                DE       2.02                           10/21/04

BAXTER INTERNATIONAL INC                DE       2.02                           10/21/04    AMEND

BAYCORP HOLDINGS LTD                    DE       2.02                           09/30/04

BEBE STORES INC                         CA       2.02,9.01                      10/02/04

BELLSOUTH CORP                          GA       8.01                           10/18/04

BEMIS CO INC                            MO       2.02,9.01                      10/21/04

BOCA RESORTS INC                        DE       1.01,8.01,9.01                 10/20/04

BOEING CO                               DE       8.01,9.01                      10/21/04

BORLAND SOFTWARE CORP                   DE       2.02,9.01                      10/21/04

Bridge Capital Holdings                 CA       8.01,9.01                      10/20/04

BRIGGS & STRATTON CORP                  WI       2.02,9.01                      10/21/04

BROADCOM CORP                           CA       2.02,9.01                      10/21/04

BULLDOG TECHNOLOGIES INC                NV       7.01,9.01                      10/19/04

BULLDOG TECHNOLOGIES INC                NV       7.01,9.01                      10/21/04

BURLINGTON RESOURCES INC                DE       2.02,7.01,9.01                 10/20/04

C & F FINANCIAL CORP                    VA       2.02,8.01,9.01                 10/20/04

CACI INTERNATIONAL INC /DE/             DE       2.02,7.01                      10/20/04

CAESARS ENTERTAINMENT INC               DE       2.02,9.01                      10/21/04

CAESARS ENTERTAINMENT INC               DE       1.01,9.01                      10/20/04

CALIFORNIA MICRO DEVICES CORP           CA       2.02,9.01                      10/21/04

CALPINE CORP                            DE       8.01                           10/20/04

CAMBREX CORP                            DE       8.01,9.01                      10/20/04

CAMBREX CORP                            DE       8.01,9.01                      10/20/04

CAMBRIDGE HEART INC                     DE       5.02                           10/19/04

CAMBRIDGE HEART INC                     DE       5.02                           10/19/04

CANCERVAX CORP                          DE       1.01,9.01                      10/15/04

CAPE COASTAL TRADING CORP               NY       8.01                           10/15/04

CAPITAL AUTOMOTIVE REIT                 MD       2.02,9.01                      10/21/04

CAPITAL CITY BANK GROUP INC             FL       2.01,5.02                      10/15/04

CAPITOL BANCORP LTD                     MI       2.02                           10/21/04

CAPTIVA SOFTWARE CORP                   DE       2.02,9.01                      10/21/04

CARRINGTON LABORATORIES INC /TX/        TX       1.01,9.01                      10/15/04

CARVER BANCORP INC                      DE       8.01,9.01                      10/18/04

CASH AMERICA INTERNATIONAL INC          TX       2.02,9.01                      10/21/04

CATERPILLAR FINANCIAL SERVICES CORP     DE       2.02,7.01,9.01                 10/21/04

CATERPILLAR INC                         DE       7.01                           10/21/04

CATERPILLAR INC                         DE       2.02,7.01,9.01                 10/21/04

CATHAY GENERAL BANCORP                  DE       2.02,9.01                      10/21/04

CATUITY INC                             DE       7.01                           10/21/04

CBL & ASSOCIATES PROPERTIES INC         DE       1.01,2.03                      08/27/04

CDF FINANCING LLC                       DE       8.01,9.01                      09/30/04

CDF FLOORPLAN RECEIVABLES LP            DE       8.01,9.01                      09/30/04

CDI CORP                                PA       2.02                           10/21/04

CELGENE CORP /DE/                       DE       2.02,9.01                      10/21/04

CELL ROBOTICS INTERNATIONAL INC         CO       5.02                           10/15/04

CENTRAL BANCORP INC /MA/                MA       1.01,5.02,9.01                 10/18/04

CENTRAL VERMONT PUBLIC SERVICE CORP     VT       2.02,7.01,9.01                 10/21/04

CERTEGY INC                             GA       2.02,9.01                      10/21/04

CHARLES & COLVARD LTD                   NC       2.02                           10/21/04

CHARLOTTE RUSSE HOLDING INC                      2.02,9.01                      10/21/04

CHILDRENS PLACE RETAIL STORES INC                1.01,9.01                      10/19/04

CHITTENDEN CORP /VT/                    VT       2.02,9.01                      10/21/04

CINCINNATI BELL INC                     OH       5.02                           10/21/04

CINCINNATI FINANCIAL CORP               DE       2.02,9.01                      10/21/04

CINGULAR WIRELESS LLC                   DE       2.02,7.01,9.01                 10/20/04

CIRRUS LOGIC INC                        DE       2.02,9.01                      10/20/04    AMEND

CIT GROUP INC                           DE       2.02,8.01,9.01                 10/20/04

Citigroup Commercial Mortgage Trust 2   DE       9.01                           10/18/04

CITIGROUP MORTGAGELN TR ORIGEN MANU H            8.01,9.01                      10/15/04

CITIZENS BANKING CORP                   MI       2.02,5.02,9.01                 10/21/04

CITIZENS HOLDING CO /MS/                MS       2.02,9.01                      10/20/04

CIVITAS BANKGROUP INC                   TN       7.01,9.01                      10/20/04

CNH CAPITAL RECEIVABLES INC             DE       8.01,9.01                      10/15/04

CNH CAPITAL RECEIVABLES INC             DE       8.01,9.01                      10/15/04

CNS INC /DE/                            DE       2.02,8.01,9.01                 10/20/04

COCA COLA CO                            DE       2.02,9.01                      10/21/04

COLUMBUS MCKINNON CORP                  NY       5.02,9.01                      10/20/04

COMDIAL CORP                            DE       2.02,9.01                      10/21/04

COMMERCE BANCORP INC /NJ/               NJ       5.02,8.01                      10/15/04

COMMERCIAL NATIONAL FINANCIAL CORP /P   PA       5.02,5.03                      09/21/04

COMMERCIAL PROPERTY CORP                DE       5.01                           10/20/04

COMMONWEALTH INDUSTRIES INC/DE/         DE       7.01                           10/21/04

COMMONWEALTH INDUSTRIES INC/DE/         DE       7.01                           10/21/04

COMMONWEALTH INDUSTRIES INC/DE/         DE       8.01,9.01                      10/21/04    AMEND

COMMUNITY SHORES BANK CORP              MI       2.02,9.01                      10/19/04

CONCORD COMMUNICATIONS INC              MA       2.02,9.01                      10/21/04

CONSUMER PORTFOLIO SERVICES INC         CA       4.01,9.01                      10/16/04

CONVERGYS CORP                          OH       8.01                           10/21/04

COOPER INDUSTRIES LTD                            2.02,9.01                      10/21/04

COOPER INDUSTRIES LTD                            7.01,9.01                      10/21/04

COOPER TIRE & RUBBER CO                 DE       2.02,9.01                      10/21/04

CORAM HEALTHCARE CORP                   DE       8.01,9.01                      10/15/04

CORGENIX MEDICAL CORP/CO                NV       1.01                           10/20/04

CORINTHIAN COLLEGES INC                          2.02                           10/21/04

CORNERSTONE BANCORP INC                 CT       2.02,9.01                      10/20/04

COVANCE INC                             DE       2.02,9.01                      10/20/04

CRAFTMADE INTERNATIONAL INC             DE       5.02                           10/15/04

CREDIT SUISSE FIRST BOSTON MORTGAGE S   DE       8.01,9.01                      10/20/04

CUMMINS INC                             IN       2.02,9.01                      10/20/04

CWABS Revolving Home Equity Loan Trus   DE       8.01,9.01                      09/29/04

CYBER GRIND INC                         NV       4.01                           09/30/04

CYTOKINETICS INC                                 2.02,9.01                      10/21/04

DANAHER CORP /DE/                       DE       2.02,9.01                      10/20/04

DATATEC SYSTEMS INC                     DE       8.01,9.01                      10/21/04

DCB FINANCIAL CORP                      OH       2.02,9.01                      10/21/04

DECKERS OUTDOOR CORP                    DE       2.02,9.01                      10/21/04

DENDRITE INTERNATIONAL INC              NJ       2.02,9.01                      10/21/04

Dermisonics, Inc                                 1.01,3.02,5.03,8.01,9.01       10/18/04

DETROIT EDISON CO                       MI       1.01,2.03,9.01                 10/15/04

DEVRY INC                               DE       2.02                           10/20/04

DIGITAL IMPACT INC /DE/                 DE       2.02,9.01                      10/21/04

DIGITAL INSIGHT CORP                    DE       2.02,9.01                      10/21/04

DIGITAL LIGHTWAVE INC                   DE       1.01,2.03,9.01                 10/15/04

DIGITAL RECORDERS INC                   NC       7.01,9.01                      10/21/04

DIGITAS INC                             DE       2.02,9.01                      10/21/04

DIGITAS INC                             DE       5.02                           10/15/04

DIME COMMUNITY BANCSHARES INC           DE       5.05                           10/21/04

DISCOVERY INVESTMENTS INC               NV       1.01,2.01,5.01,5.02,8.01,9.01  10/15/04

DISTRIBUTION FINANCIAL SERVICES FLOOR   NY       8.01,9.01                      09/30/04

DISTRIBUTION FINANCIAL SERVICES FLOOR   NY       8.01,9.01                      09/30/04

DOMINION RESOURCES INC /VA/             VA       2.02                           10/21/04

DORAL FINANCIAL CORP                    PR       7.01,9.01                      10/21/04

DOVER CORP                              DE       2.02,9.01                      10/19/04

DST SYSTEMS INC                         DE       2.02,7.01,9.01                 10/20/04

DST SYSTEMS INC                         DE       1.01,9.01                      10/20/04

DTE ENERGY CO                           MI       1.01,2.03,9.01                 10/15/04

DYNTEK INC                              DE       1.01,3.02,9.01                 10/18/04

E PIPHANY INC                           DE       2.02,9.01                      10/21/04

EAGLE BANCORP/MT                                 2.02                           10/21/04

EARTHLINK INC                           DE       2.02,9.01                      10/21/04

EARTHLINK INC                           DE       8.01,9.01                      10/20/04

EAST WEST BANCORP INC                            2.02,9.01                      10/21/04

EASTMAN KODAK CO                        NJ       5.02,9.01                      10/19/04

ECOLAB INC                              DE       2.02,9.01                      10/21/04

ECOLOCLEAN INDUSTRIES INC               NV       3.02                           10/19/04

EDGE PETROLEUM CORP                     DE       2.02,9.01                      10/20/04

EDISON INTERNATIONAL                    CA       8.01,9.01                      10/20/04

EDUCATION LENDING GROUP INC             DE       3.02,9.01                      10/15/04    AMEND

EDWARDS LIFESCIENCES CORP               DE       2.02,9.01                      10/21/04

ELECTRO SCIENTIFIC INDUSTRIES INC       OR       1.01,5.02,5.03,9.01            10/15/04

ELECTROGLAS INC                         DE       2.02,9.01                      10/21/04

EMS TECHNOLOGIES INC                    GA       2.01,9.01                      10/21/04

EMULEX CORP /DE/                        DE       2.02,9.01                      10/21/04

ENER1 INC                               FL       1.01,3.02,5.03                 10/15/04

ENERGY & ENGINE TECHNOLOGY CORP         NV       2.02,9.01                      10/20/04

ENERGY WEST INC                         MT       3.01,9.01                      10/19/04

ENERGY WEST INC                         MT       1.02                           10/18/04

ENESCO GROUP INC                        IL       5.02                           10/18/04

ENTERGY CORP /DE/                       DE       2.02,7.01,9.01                 10/21/04

EON LABS INC                            DE       2.02,9.01                      10/21/04

EPIXTAR CORP                            FL       2.03,3.02,9.01                 10/15/04

EQUIFAX INC                             GA       2.02,9.01                      10/21/04

EQUITABLE RESOURCES INC /PA/            PA       2.02                           10/21/04

EVANS & SUTHERLAND COMPUTER CORP        UT       2.02,9.01                      10/21/04

EXACT SCIENCES CORP                     DE       7.01,9.01                      10/21/04

EXELIXIS INC                            DE       1.01,2.01,3.02,7.01,9.01       10/18/04

EXELON CORP                             PA       2.02,7.01,9.01                 10/21/04

EXPRESSJET HOLDINGS INC                 DE       2.02                           09/30/04

EZ EM INC                               DE       8.01,9.01                      10/20/04

FALCONSTOR SOFTWARE INC                 DE       2.02,9.01                      10/21/04

FEDERAL NATIONAL MORTGAGE ASSOCIATION            7.01,9.01                      10/20/04

FENTURA FINANCIAL INC                   MI       2.02,9.01                      10/20/04

FIRST COMMONWEALTH FINANCIAL CORP /PA   PA       2.02,9.01                      10/21/04

FIRST COMMUNITY BANCORP /CA/            CA       2.02,9.01                      10/21/04

FIRST COMMUNITY CORP /SC/               SC       2.02,9.01                      10/20/04

FIRST CONSULTING GROUP INC              DE       2.02,8.01,9.01                 10/21/04

FIRST HORIZON NATIONAL CORP             TN       2.02,9.01                      09/30/04

FIRST HORIZON NATIONAL CORP             TN       7.01,9.01                      10/20/04

FIRST INDUSTRIAL REALTY TRUST INC       MD       2.02,4.02,9.01                 10/20/04

FIRST NATIONAL LINCOLN CORP /ME/        ME       2.02                           10/20/04

FIRST NILES FINANCIAL INC               DE       2.02                           10/15/04

FIRST PLACE FINANCIAL CORP /DE/         DE       2.02,9.01                      10/21/04

FIRST UNION COMM MORT TRUST COMM MOR    NY       8.01,9.01                      10/15/04

FIRST UNION LEH BRO BANK OF AMER COM    NY       8.01,9.01                      10/18/04

FIRSTCITY FINANCIAL CORP                DE       7.01,9.01                      10/21/04

FIRSTENERGY CORP                        OH       8.01,9.01                      10/20/04

FIRSTENERGY CORP                        OH       2.02,9.01                      10/21/04

FIRSTMERIT CORP /OH/                    OH       2.02,9.01                      10/21/04

FLORIDA COMMUNITY BANKS INC             FL       9.01                           10/21/04

FNB CORP/NC                             NC       2.02,9.01                      10/20/04

FOODARAMA SUPERMARKETS INC              NJ       8.01                           10/19/04

Ford Credit Floorplan Master Owner Tr   DE       8.01,9.01                      09/30/04

FORWARD INDUSTRIES INC                  NY       1.01,8.01,9.01                 10/18/04

FOUNDRY NETWORKS INC                    DE       2.02,9.01                      10/21/04

FPL GROUP INC                           FL       2.02,9.01                      10/21/04

FRANKLIN CREDIT MANAGEMENT CORP/DE/     DE       9.01                           10/20/04

FRANKLIN CREDIT MANAGEMENT CORP/DE/     DE       1.01                           10/21/04

GATX CORP                               NY       1.01,5.02,5.03,9.01            10/19/04

GB&T BANCSHARES INC                     GA       3.03,9.01                      10/15/04

GE Capital Credit Card Master Note Tr   DE       8.01,9.01                      10/15/04

GENERAL COMPONENTS, INC.                NV       8.01                           10/20/04

GEOCOM RESOURCES INC                    NV       3.02                           10/18/04

GILEAD SCIENCES INC                     DE       2.02,9.01                      10/21/04

GLACIER BANCORP INC                     DE       7.01,9.01                      10/21/04

GLOBAL SIGNAL INC                       DE       1.01,2.03,9.01                 10/15/04

GMACM Mortgage Pass-Through Certifica   DE       8.01,9.01                      10/19/04

GOLDEN WEST FINANCIAL CORP /DE/         DE       7.01                           10/21/04

GOLDEN WEST FINANCIAL CORP /DE/         DE       8.01                           10/21/04

Google Inc.                             DE       2.02,9.01                      10/21/04

GREAT AMERICAN FINANCIAL RESOURCES IN   DE       2.02                           09/30/04

GREAT LAKES CHEMICAL CORP               DE       2.02,9.01                      10/21/04

GREATER COMMUNITY BANCORP               NJ       8.01,9.01                      10/20/04

GREATER COMMUNITY BANCORP               NJ       8.01,9.01                      10/20/04

GREENHILL & CO INC                               2.02,9.01                      10/21/04

GREENHOLD GROUP INC                     FL       2.01,5.02,8.01,9.01            10/18/04

GREENWICH CAPITAL ACCEP MORT LOAN PAS   DE       8.01,9.01                      10/20/04

GROUP 1 AUTOMOTIVE INC                  DE       2.02,7.01,8.01,9.01            10/21/04

GS MORTGAGE SECURITIES CORP             DE       8.01,9.01                      10/19/04

GUIDANT CORP                            IN       2.02,9.01                      10/21/04

HALF ROBERT INTERNATIONAL INC /DE/      DE       2.02,8.01,9.01                 10/21/04

HarborView Mortgage Loan Trust 2004-4   DE       8.01,9.01                      10/19/04

HarborView Mortgage Loan Trust 2004-5   DE       8.01,9.01                      10/19/04

HARBORVIEW MORTGAGE LOAN TRUST 2004-6   DE       8.01,9.01                      10/20/04

HARMONIC INC                            DE       2.02,9.01                      10/21/04

HARRINGTON WEST FINANCIAL GROUP INC/C            2.02,9.01                      10/21/04

HARSCO CORP                             DE       2.02                           10/21/04

HARTFORD LIFE INSURANCE CO              CT       9.01                           10/21/04

HAWK CORP                               DE       1.01,3.03,9.01                 10/15/04

HEMAGEN DIAGNOSTICS INC                 DE       8.01                           10/16/04

HERITAGE BANKSHARES INC /VA             VA       7.01                           10/21/04

HERSHEY FOODS CORP                      DE       2.02,9.01                      10/03/04

HERSHEY FOODS CORP                      DE       1.01,5.02,9.01                 10/19/04

HMI INDUSTRIES INC                      DE       1.01,9.01                      10/15/04

HNI CORP                                IA       9.01                           10/21/04

HONDA AUTO REC 2003-3 OWNER TRUST       DE       8.01,9.01                      10/21/04

HONDA AUTO REC 2003-4 OWNER TRUST       DE       8.01,9.01                      10/15/04

HONDA AUTO REC 2003-5 OWNER TRUST       DE       8.01,9.01                      10/18/04

HONDA AUTO RECEIVABLES 2001-3 OWNER T   DE       8.01,9.01                      10/18/04

HONDA AUTO RECEIVABLES 2002-1 OWNER T            8.01,9.01                      10/15/04

HONDA AUTO RECEIVABLES 2002-2 OWNER T            8.01,9.01                      10/15/04

HONDA AUTO RECEIVABLES 2002-3 OWNER T            8.01,9.01                      10/18/04

HONDA AUTO RECEIVABLES 2002-4 OWNER T            8.01,9.01                      10/15/04

HONDA AUTO RECEIVABLES 2003-1 OWNER T            8.01,9.01                      10/18/04

HONDA AUTO RECEIVABLES 2004-1 OWNER T   DE       8.01,9.01                      10/21/04

Honda Auto Receivables 2004-2 Owner T   CA       8.01,9.01                      10/15/04

HONDA RECEIVABLES CORP AUTO REC 2003    DE       8.01,9.01                      10/21/04

HORIZON BANCORP /IN/                    IN       2.02,9.01                      10/20/04

HOST AMERICA CORP                       DE       7.01,9.01                      10/21/04

HUB GROUP INC                           DE       2.02                           09/30/04

HUBBELL INC                             CT       1.01,9.01                      10/20/04

HUDSON RIVER BANCORP INC                DE       2.02,9.01                      10/21/04

HUTTIG BUILDING PRODUCTS INC            DE       2.02,9.01                      10/19/04

IBSG INTERNATIONAL INC                  FL       9.01                           02/13/04

Icoria, Inc.                            DE       1.01,2.03,3.02,9.01            10/19/04

IDEX CORP /DE/                          DE       2.02,9.01                      10/21/04

IESI CORP                               DE       1.01,9.01                      09/30/04

IHOP CORP                               DE       2.02,9.01                      10/21/04

II-VI INC                               PA       2.02,9.01                      09/30/04

IMC GLOBAL INC                          DE       1.01,9.01                      10/20/04

IMCO RECYCLING INC                      DE       2.02                           10/20/04

IMCO RECYCLING INC                      DE       7.01,8.01                      10/21/04

INDYMAC BANCORP INC                     DE       2.02,9.01                      10/21/04

INFORMATION HOLDINGS INC                DE       2.02,9.01                      10/21/04

INFOUSA INC                             DE       5.02,9.01                      10/18/04

INGERSOLL RAND CO LTD                            2.02                           09/30/04

INSIGHT ENTERPRISES INC                 DE       2.02,9.01                      10/21/04

INSIGNIA SYSTEMS INC/MN                 MN       2.02,9.01                      10/21/04

INTERACTIVE DATA CORP/MA/               DE       2.02                           10/21/04

INTRADO INC                             DE       2.02,9.01                      10/21/04

INVACARE CORP                           OH       2.02                           10/21/04

INVERNESS MEDICAL INNOVATIONS INC       DE       1.02,2.03,8.01,9.01            10/19/04

INVESTORS FINANCIAL SERVICES CORP       DE       2.02,9.01                      10/21/04

INVISA INC                                       4.01,9.01                      10/20/04

IOMEGA CORP                             DE       2.02,9.01                      09/26/04

ISTA PHARMACEUTICALS INC                CA       1.01,9.01                      10/20/04

ISTAR FINANCIAL INC                     MD       2.02,9.01                      10/21/04

ITT EDUCATIONAL SERVICES INC            DE       2.02                           10/21/04

ITT INDUSTRIES INC                      IN       2.02,7.01,9.01                 10/21/04

IXIA                                    CA       2.02,9.01                      10/21/04

J.P. Morgan Mortgage Trust 2004-S1      DE       8.01,9.01                      10/21/04

JAMESON INNS INC                        GA       5.02,7.01,9.01                 10/19/04

JANUS CAPITAL GROUP INC                 DE       2.02                           10/21/04

JARDEN CORP                             DE       7.01,9.01                      10/20/04

JP MORGAN COMMERCIAL MORT PASS THR CE   DE       8.01,9.01                      10/15/04

K&F INDUSTRIES INC                      DE       8.01,9.01                      10/20/04

K2 INC                                  DE       7.01                           10/20/04

KAMAN CORP                              CT       1.01,9.01                      10/21/04

KCS ENERGY INC                          DE       5.02,9.01                      10/15/04

KELLWOOD CO                             DE       1.01,2.03,9.01                 10/20/04

KELLWOOD CO                             DE       7.01,9.01                      10/21/04

KENSEY NASH CORP                        DE       2.02                           09/30/04

KINGS ROAD ENTERTAINMENT INC            DE       8.01                           10/21/04

KLA TENCOR CORP                         DE       2.02,9.01                      10/21/04

KNIGHT TRANSPORTATION INC               AZ       2.02,9.01                      10/20/04

KVH INDUSTRIES INC \DE\                 DE       2.02,9.01                      10/21/04

LABOR READY INC                         WA       2.02,9.01                      10/20/04

LABORATORY CORP OF AMERICA HOLDINGS     DE       7.01                           10/21/04

LABORATORY CORP OF AMERICA HOLDINGS     DE       7.01                           10/21/04

LABORATORY CORP OF AMERICA HOLDINGS     DE       2.02                           10/21/04    AMEND

LANCE INC                               NC       2.02,9.01                      10/21/04

LASALLE HOTEL PROPERTIES                MD       2.02,9.01                      10/20/04

LB-UBS Commercial Mortgage Trust 2004            9.01                           10/18/04

LEADIS TECHNOLOGY INC                   DE       2.02,9.01                      10/21/04

LEAR CORP /DE/                          DE       2.02,7.01,9.01                 10/21/04

LEESPORT FINANCIAL CORP                 PA       2.02,9.01                      10/19/04

LEGG MASON INC                          MD       2.02,9.01                      09/30/04

LEGGETT & PLATT INC                     MO       2.02                           10/21/04

LEVI STRAUSS & CO                       DE       8.01,9.01                      10/18/04

LIBBEY INC                              DE       2.02,9.01                      10/21/04

LIFECELL CORP                           DE       2.02,8.01,9.01                 10/21/04

LIFESTREAM TECHNOLOGIES INC             NV       8.01,9.01                      10/21/04

LIGHTPATH TECHNOLOGIES INC              DE       8.01                           10/21/04

LILLY ELI & CO                          IN       1.01,2.02,2.05,2.06            10/18/04

LINK ENERGY LLC                         DE       4.01,8.01,9.01                 10/15/04

LITERARY PLAYPEN INC                    DE       1.01,2.01,2.02,3.02,5.01,8.01  09/22/04    AMEND

LITHIA MOTORS INC                       OR       2.02,9.01                      10/21/04

LITHIA MOTORS INC                       OR       7.01,9.01                      10/21/04

LOYALTYPOINT INC                        DE       4.01,9.01                      10/15/04

LUMINEX CORP                            DE       2.02                           10/21/04

MAC-GRAY CORP                           DE       2.02,9.01                      10/21/04

MACROCHEM CORP                          DE       3.01                           10/18/04

MAF BANCORP INC                         DE       7.01                           10/21/04

MARCONI CORP PLC                        X0       8.01                           10/20/04

MARKLAND TECHNOLOGIES INC               FL       7.01,9.01                      10/14/04

MARSHALL EDWARDS INC                    DE       4.01,9.01                      09/12/04    AMEND

MASTEC INC                              FL       5.02,9.01                      09/08/04

MASTEC INC                              FL       1.01,5.02,9.01                 10/14/04

MATERIAL TECHNOLOGIES INC /CA/          DE       2.01                           10/15/04

MATRIA HEALTHCARE INC                   DE       2.02,9.01                      10/19/04    AMEND

MAYTAG CORP                             DE       2.02,9.01                      10/21/04

MBNA CORP                               MD       2.02,9.01                      09/30/04

MBNA CORP                               MD       8.01                           09/30/04

MBNA CORP                               MD       5.02                           10/21/04

MCCLATCHY CO                            DE       2.02                           10/20/04

MCGRAW-HILL COMPANIES INC               NY       2.02,7.01,9.01                 10/21/04

MCI INC                                 DE       2.06,9.01                      10/18/04

MCKESSON CORP                           DE       2.02,9.01                      10/21/04

MEADE INSTRUMENTS CORP                  DE       1.01,9.01                      10/20/04

MEDIA SERVICE GROUP INC                 NV       3.01                           10/18/04

MEDIMMUNE INC /DE                       DE       2.02,8.01,9.01                 10/21/04

MEDTRONIC INC                           MN       5.02,9.01                      10/21/04

MELLON FINANCIAL CORP                   PA       8.01,9.01                      10/19/04

MENTOR GRAPHICS CORP                    OR       2.02,7.01                      10/21/04

MERCK & CO INC                          NJ       2.02,9.01                      10/21/04

MERRILL LYNCH MORTGAGE INVESTORS INC    DE       8.01,9.01                      10/21/04

MERRILL LYNCH MORTGAGE INVESTORS INC    DE       8.01,9.01                      10/19/04

METRIS COMPANIES INC                    DE       2.02,7.01,9.01                 10/20/04

METROCALL HOLDINGS INC                  DE       8.01,9.01                      10/21/04

METROPCS INC                                     8.01,9.01                      10/20/04

MFB CORP                                IN       8.01                           09/30/04

MICHIGAN CONSOLIDATED GAS CO /MI/       MI       1.01,2.03,9.01                 10/15/04

MICREL INC                              CA       8.01                           10/21/04

MICRO LINEAR CORP /CA/                  DE       2.02,9.01                      10/21/04

MICROCHIP TECHNOLOGY INC                DE       2.02,8.01,9.01                 10/21/04

MICROSOFT CORP                          WA       2.02                           10/21/04

MIDLAND CO                              OH       2.02                           10/21/04

MILLS CORP                              DE       1.01,2.01,2.03,9.01            10/15/04

MOCON INC                               MN       2.02,9.01                      07/21/04

MOHAWK INDUSTRIES INC                   DE       2.02,9.01                      10/21/04

MONACO GROUP INC                        DE       8.01,9.01                      10/18/04

MONROE JAMES BANCORP INC                VA       2.02,9.01                      10/19/04

MONSTER WORLDWIDE INC                   DE       2.02,9.01                      10/19/04

MORGAN STANLEY DEAN WITTER CAPITAL I    DE       8.01,9.01                      10/19/04

MortgageIT Trust 2004-1                 DE       2.01,9.01                      09/30/04

MOTHERS WORK INC                        DE       1.01,1.02,2.03,9.01            10/15/04

MRO SOFTWARE INC                        MA       8.01                           10/15/04

MSC SOFTWARE CORP                       DE       1.01,3.03,9.01                 10/18/04

MTS SYSTEMS CORP                        MN       2.02,9.01                      10/21/04

MULTIMEDIA GAMES INC                    TX       2.02,9.01                      10/21/04

MYLAN LABORATORIES INC                  PA       2.02,9.01                      10/21/04

NANO PROPRIETARY  INC                   TX       1.01,9.01                      10/15/04

NATIONAL HOUSING PARTNERSHIP REALTY F   MD       8.01                           10/18/04

NATURAL GAS SERVICES GROUP INC                   1.01,9.01                      10/18/04

NATURES SUNSHINE PRODUCTS INC           UT       2.02,9.01                      10/20/04

NAVARRE CORP /MN/                       MN       2.02,9.01                      10/20/04

NAVISTAR FINANCIAL RETAIL REC CORP  2   DE       8.01,9.01                      09/30/04

NAVISTAR FINANCIAL RETAIL REC CORP  2   DE       8.01,9.01                      09/30/04

NAVISTAR FINANCIAL RETAIL REC CORP 20   DE       8.01,9.01                      09/30/04

NAVISTAR FINANCIAL RETAIL REC CORP 20   DE       8.01,9.01                      09/30/04

NAVISTAR FINANCIAL RETAIL REC CORP 20   DE       8.01,9.01                      09/30/04

NAVISTAR FINANCIAL RETAIL REC CORP 20   DE       8.01,9.01                      09/30/04

NAVISTAR FINANCIAL RETAIL REC CORP NA   DE       8.01,9.01                      09/30/04

NAVISTAR INTERNATIONAL CORP             DE       8.01                           10/21/04

NB&T FINANCIAL GROUP INC                OH       2.02,7.01,9.01                 10/21/04

NCT GROUP INC                           DE       3.02                           10/15/04

NEW YORK COMMUNITY BANCORP INC          DE       5.02                           10/15/04

NEWMIL BANCORP INC                      DE       2.02                           10/20/04

NEWPARK RESOURCES INC                   DE       2.02,9.01                      10/20/04

NEXPRISE INC                            DE       5.02                           10/15/04

NICHOLAS FINANCIAL INC                  FL       2.02,9.01                      10/21/04

Nissan Auto Lease Trust 2004-A          DE       1.01,9.01                      10/20/04

NOBLE CORP                                       2.02,9.01                      10/21/04

NOMURA ASSET ACCEPTANCE CORP            DE       8.01,9.01                      10/19/04

NORTECH SYSTEMS INC                     MN       4.01                           10/20/04

NORTHEAST UTILITIES SYSTEM              MA       7.01,9.01                      10/14/04

NORTHWEST AIRLINES CORP                 DE       7.01                           10/21/04

NORTIA CAPITAL PARTNERS, INC.           FL       1.01,3.02,9.01                 10/21/04

NPS PHARMACEUTICALS INC                 DE       8.01,9.01                      10/21/04

NSTOR TECHNOLOGIES INC                  DE       5.02                           10/18/04

NUANCE COMMUNICATIONS                   CA       2.02,9.01                      09/30/04

NUCOR CORP                              DE       2.02,9.01                      10/21/04

OAKLEY INC                              WA       2.02,9.01                      10/21/04

OCCAM NETWORKS INC/DE                   DE       5.02                           10/21/04

OCCAM NETWORKS INC/DE                   DE       5.02                           09/23/04    AMEND

OCCIDENTAL PETROLEUM CORP /DE/          DE       2.02,8.01                      10/21/04

OCWEN FINANCIAL CORP                    FL       8.01,9.01                      10/21/04

OLD DOMINION FREIGHT LINE INC/VA        VA       2.02                           10/21/04

OMNI ENERGY SERVICES CORP               LA       8.01,9.01                      10/21/04

OMNICELL INC /CA/                       CA       2.02,9.01                      10/21/04

OMTOOL LTD                              DE       2.02                           10/21/04

ONLINE RESOURCES CORP                   DE       1.01,9.01                      10/18/04

ONSOURCE CORP                           DE       2.02,9.01                      10/19/04

OPEN SOLUTIONS INC                      DE       2.02,9.01                      10/21/04

OPINION RESEARCH CORP                   DE       1.01,8.01,9.01                 10/21/04

OptimumBank Holdings, Inc.              FL       2.02,9.01                      10/21/04

ORBITAL SCIENCES CORP /DE/              DE       2.02                           10/21/04

Origen Residential Securities, Inc.     DE       8.01,9.01                      10/15/04

ORPHAN MEDICAL INC                      MN       2.02                           10/20/04

OSI PHARMACEUTICALS INC                 DE       2.06                           10/15/04

OVERSTOCK COM INC                       UT       2.02,9.01                      10/21/04

OWENS & MINOR INC/VA/                   VA       2.02,9.01                      10/20/04

PACCAR INC                              DE       2.02,9.01                      10/21/04

PACKAGING CORP OF AMERICA                        5.02                           10/18/04

PACKETEER INC                           DE       2.02,5.02,9.01                 10/21/04

PACTIV CORP                             DE       8.01,9.01                      10/20/04

PALM HARBOR HOMES INC /FL/              FL       2.02,9.01                      10/19/04

PARADYNE NETWORKS INC                   DE       2.02                           10/21/04    AMEND

PARAMCO FINANCIAL GROUP INC             NV       5.02                           10/13/04

PARK ELECTROCHEMICAL CORP               NY       8.01                           10/20/04

PATINA OIL & GAS CORP                   DE       2.02,9.01                      10/19/04

PC CONNECTION INC                       DE       2.02,9.01                      10/21/04

PDF SOLUTIONS INC                       DE       2.02,7.01,9.01                 10/21/04

PEOPLES BANCORP INC                     OH       2.02,9.01                      09/30/04

PEOPLES BANCORP OF NORTH CAROLINA INC   NC       2.02,9.01                      10/18/04

PEOPLESOFT INC                          DE       2.02,9.01                      10/21/04

PERRY ELLIS INTERNATIONAL INC           FL       1.01                           10/18/04

PERSISTENCE SOFTWARE INC                CA       2.02,9.01                      10/21/04

PETROHAWK ENERGY CORP                   DE       1.01,7.01,9.01                 10/13/04    AMEND

PHARMACEUTICAL FORMULATIONS INC         DE       5.03,8.01,9.01                 09/15/04

PLYMOUTH RUBBER CO INC                  MA       8.01                           10/21/04

POLARIS INDUSTRIES INC/MN               MN       5.02,9.01                      10/21/04

POLYCOM INC                             DE       2.02                           10/21/04

POORE BROTHERS INC                      DE       7.01                           10/19/04

POPE RESOURCES LTD PARTNERSHIP          DE       2.02,9.01                      09/30/04

PORTFOLIO RECOVERY ASSOCIATES INC       DE       7.01,9.01                      10/21/04

POTASH CORP OF SASKATCHEWAN INC                  2.02                           10/21/04

POWERWAVE TECHNOLOGIES INC              DE       2.02,9.01                      10/21/04

PRECISION OPTICS CORPORATION INC        MA       3.01,9.01                      10/19/04

PRG SCHULTZ INTERNATIONAL INC           GA       2.02,9.01                      10/21/04

PRINCETON REVIEW INC                    DE       2.02,9.01                      10/20/04

PRO DEX INC                             CO       5.03,9.01                      10/19/04

PROTECTIVE LIFE CORP                    DE       8.01,9.01                      10/14/04

PROTOCALL TECHNOLOGIES INC              NV       9.01                           07/22/04    AMEND

PROVIDENT BANKSHARES CORP               MD       2.02,9.01                      10/20/04

PROVIDENT FINANCIAL HOLDINGS INC        DE       7.01,9.01                      10/21/04

PROVIDENT FINANCIAL HOLDINGS INC        DE       2.02,9.01                      10/21/04

PS BUSINESS PARKS INC/CA                CA       7.01,9.01                      10/19/04

PS BUSINESS PARKS INC/CA                CA       5.03,8.01,9.01                 10/18/04

PSB Holdings, Inc.                               2.02,9.01                      10/20/04

PUMA Global Trust No. 1                 DE       8.01,9.01                      09/14/04

QCR HOLDINGS INC                        DE       2.02,9.01                      10/21/04

QLT INC/BC                              A1       9.01                           10/21/04

QNB CORP                                PA       5.02,9.01                      10/21/04

QUINTEK TECHNOLOGIES INC                         8.01                           10/21/04

RADIAN GROUP INC                        DE       2.02,9.01                      10/20/04

RADIO ONE INC                           DE       8.01                           10/21/04

RALCORP HOLDINGS INC /MO                MO       2.03,9.01                      10/15/04

RELIANCE STEEL & ALUMINUM CO            CA       2.02,9.01                      10/21/04

REMEDYTEMP INC                          CA       7.01,9.01                      10/21/04

RESIDENTIAL ASSET MORTGAGE PRODUCTS I   DE       8.01,9.01                      10/21/04

RESIDENTIAL ASSET SECURITIES CORP       DE       8.01,9.01                      10/21/04

RESPIRONICS INC                         DE       2.02                           10/21/04

REWARD ENTERPRISES INC                           8.01                           10/20/04

REWARDS NETWORK INC                     DE       2.02,9.01                      10/21/04

RIMAGE CORP                             MN       2.02,9.01                      10/19/04

RIVERVIEW BANCORP INC                   WA       2.02,9.01                      10/19/04

ROCKWOOD SPECIALTIES GROUP INC                   7.01,9.01                      10/21/04

ROCKY SHOES & BOOTS INC                 OH       2.02,9.01                      10/21/04

ROGERS CORP                             MA       2.02,9.01                      10/20/04

ROME BANCORP INC                        DE       8.01                           10/20/04

ROTECH HEALTHCARE INC                   DE       2.02,9.01                      10/21/04

ROXIO INC                               DE       2.05                           10/21/04

ROYAL BANCSHARES OF PENNSYLVANIA INC    PA       4.01,9.01                      10/18/04

RSA SECURITY INC/DE/                    DE       2.02,8.01,9.01                 10/21/04

RUSS BERRIE & CO INC                    NJ       1.01,8.01,9.01                 10/15/04

S Y BANCORP INC                         KY       2.02,9.01                      10/20/04

SAMSONITE CORP/FL                       DE       1.01                           10/15/04

SBC COMMUNICATIONS INC                  DE       2.02,9.01                      09/30/04

SCHERING PLOUGH CORP                    NJ       2.02,7.01,9.01                 10/21/04

SCM MICROSYSTEMS INC                    DE       8.01,9.01                      10/16/04

SCOTTISH RE GROUP LTD                   E9       1.01,3.02,9.01                 10/17/04

SCP POOL CORP                           DE       2.02                           10/21/04

SEARS ROEBUCK & CO                      NY       2.02,9.01                      10/21/04

SELECTICA INC                           DE       5.02,9.01                      10/21/04

SELECTICA INC                           DE       2.02,9.01                      10/21/04

SEROLOGICALS CORP                       DE       2.02,9.01                      10/20/04

SHENANDOAH TELECOMMUNICATIONS CO/VA/    VA       2.02                           10/19/04

SHERWIN WILLIAMS CO                     OH       2.02,9.01                      10/21/04

SHUFFLE MASTER INC                      MN       8.01                           10/21/04

SHURGARD STORAGE CENTERS INC            WA       1.01,9.01                      10/15/04

SIERRA HEALTH SERVICES INC              NV       1.01,2.02,2.03,9.01            10/20/04

SILGAN HOLDINGS INC                     DE       2.02,9.01                      10/21/04

SILICON STORAGE TECHNOLOGY INC          CA       3.02,8.01,9.01                 10/21/04

SILICON STORAGE TECHNOLOGY INC          CA       2.02,9.01                      10/20/04

SILICON VALLEY BANCSHARES               DE       2.02,9.01                      10/21/04

SILVERADO FINANCIAL INC                 NV       1.02                           05/05/04

SIMMONS FIRST NATIONAL CORP             AR       2.02                           10/21/04

SIMON PROPERTY GROUP L P /DE/           DE       1.01                           10/12/04

SIRF TECHNOLOGY HOLDINGS INC                     2.02,9.01                      10/21/04

SiVault Systems, Inc.                   NV       1.01                           10/19/04

SK TECHNOLOGIES CORP                    DE       7.01,9.01                      10/21/04

SKY FINANCIAL GROUP INC                 OH       2.02,9.01                      10/21/04

SKYWEST INC                             UT       2.02,9.01                      10/21/04

SLM CORP                                DE       2.02                           10/21/04

SONEX RESEARCH INC                      MD       5.02                           10/21/04

SOUTHERN CALIFORNIA EDISON CO           CA       8.01,9.01                      10/20/04

SOUTHERN CO                             DE       2.02                           10/21/04

SOUTHERN MISSOURI BANCORP INC           DE       2.02,9.01                      10/20/04

SOUTHTRUST CORP                         DE       2.02,9.01                      10/20/04

SOVEREIGN BANCORP INC                   PA       8.01,9.01                      10/21/04

SPORTSMANS GUIDE INC                    MN       2.02,9.01                      10/20/04

SPRINT CORP                             KS       2.02,4.02,9.01                 10/16/04

ST JOSEPH CAPITAL CORP                           8.01                           09/30/04

STANCORP FINANCIAL GROUP INC            OR       2.02,9.01                      10/21/04

STARWOOD HOTEL & RESORTS WORLDWIDE IN   MD       2.02,9.01                      10/21/04

STATE FINANCIAL SERVICES CORP           WI       2.02,9.01                      10/19/04

STATION CASINOS INC                     NV       8.01                           10/21/04

STEPAN CO                               DE       2.02,9.01                      10/20/04

STERLING BANCSHARES INC                 TX       2.02,7.01,9.01                 10/21/04

STONERIDGE INC                          OH       2.02                           10/21/04

STREICHER MOBILE FUELING INC            FL       2.02,9.01                      10/20/04

STRUCTURED ASSET MORT  INV INC MORT P   DE       8.01,9.01                      10/19/04

STRUCTURED ASSET MORT INV INC MORT PS   DE       8.01,9.01                      10/20/04

STRUCTURED ASSET MORTGAGE INVEST MORT            8.01,9.01                      10/20/04

STRUCTURED ASSET SEC CORP II LB UBS C            9.01                           10/18/04

STRUCTURED ASSET SEC CORP II LB UBS C            9.01                           09/17/04    AMEND

STRUCTURED ASSET SEC CORP MORT PASS T   DE       8.01,9.01                      04/25/04    AMEND

STRUCTURED ASSET SEC CORP MORT PASS T   DE       8.01,9.01                      05/25/04    AMEND

SUBURBAN PROPANE PARTNERS LP            DE       2.02,2.03,9.01                 10/21/04

SUMMA INDUSTRIES/                       DE       8.01,9.01                      10/21/04

SUNGARD DATA SYSTEMS INC                DE       2.02,9.01                      10/20/04

SUNLINK HEALTH SYSTEMS INC              OH       1.01,2.03,8.01,9.01            10/15/04

SUNOCO INC                              PA       2.02,7.01,9.01                 10/21/04

SUNOCO LOGISTICS PARTNERS LP            DE       2.02,7.01,9.01                 10/21/04

SUNOPTA INC                                      8.01,9.01                      10/21/04

SUPERGEN INC                            DE       2.02,9.01                      10/21/04

SVB FINANCIAL SERVICES INC              NJ       2.02,9.01                      10/20/04

SYMYX TECHNOLOGIES INC                  DE       2.02,9.01                      10/21/04

SYNAPTICS INC                           CA       2.02,9.01                      10/21/04

SYPRIS SOLUTIONS INC                    DE       2.02,7.01,9.01                 10/21/04

TAUBMAN CENTERS INC                     MI       1.02,2.05,9.01                 10/15/04

TAUBMAN CENTERS INC                     MI       2.02,9.01                      10/21/04

TECHNOLOGY SOLUTIONS COMPANY            DE       3.01                           10/15/04

TEKELEC                                 CA       8.01,9.01                      10/14/04

TELEFLEX INC                            DE       2.02,9.01                      10/20/04

TELEFLEX INC                            DE       2.02,7.01,9.01                 10/21/04

TEMPUR PEDIC INTERNATIONAL INC          DE       2.02,7.01,9.01                 10/21/04

TENNANT CO                              MN       2.02,9.01                      10/21/04

TEXTRON INC                             DE       2.02,5.04,9.01                 10/02/04

THESTREET COM                           DE       2.02,9.01                      10/21/04

TIDEWATER INC                           DE       2.02,9.01                      10/21/04

TIMBERLAND CO                           DE       2.02,9.01                      10/21/04

TITANIUM METALS CORP                    DE       8.01,9.01                      10/21/04

TNS INC                                          2.02,7.01,9.01                 10/21/04

TOLLGRADE COMMUNICATIONS INC \PA\       PA       2.02,9.01                      10/20/04

TRANSCEND SERVICES INC                  DE       2.02,9.01                      10/19/04

TRIKON TECHNOLOGIES INC                 DE       2.02,9.01                      10/21/04

TRIQUINT SEMICONDUCTOR INC              DE       2.02,9.01                      10/21/04

TRUMP HOTELS & CASINO RESORTS INC       DE       1.01,7.01,8.01,9.01            10/21/04

TUESDAY MORNING CORP/DE                 DE       2.02,7.01,9.01                 10/21/04

TUMBLEWEED COMMUNICATIONS CORP          DE       2.02,9.01                      10/21/04

TWIN DISC INC                           WI       5.03                           10/21/04

TWIN DISC INC                           WI       5.02                           10/21/04

UICI                                    DE       8.01,9.01                      10/18/04

ULTRATECH INC                           DE       2.02,9.01                      10/21/04

UMPQUA HOLDINGS CORP                    OR       2.01,9.01                      10/21/04

UNION COMMUNITY BANCORP                 IN       2.02,9.01                      10/20/04

UNION NATIONAL FINANCIAL CORP / PA      PA       2.02                           09/30/04

UNION PACIFIC CORP                      UT       2.02,9.01                      10/21/04

UNION PACIFIC RAILROAD CO/DE            DE       2.02,9.01                      10/21/04

UNIT CORP                               DE       1.01,5.02,9.01                 10/19/04

UNITED DEFENSE INDUSTRIES INC           DE       2.02,9.01                      10/21/04

UNITED DOMINION REALTY TRUST INC        MD       8.01,9.01                      10/18/04

UNITED PAN AM FINANCIAL CORP            CA       4.01,9.01                      10/19/04

UNITED STATIONERS INC                   DE       1.01,5.02,5.03,9.01            10/21/04

UNITED SURGICAL PARTNERS INTERNATIONA   DE       7.01,9.01                      10/20/04

UNITY BANCORP INC /DE/                  DE       2.02,9.01                      10/20/04

UNIVERSAL HEALTH REALTY INCOME TRUST    MD       2.02,9.01                      10/20/04

US BANCORP \DE\                         DE       5.02,9.01                      10/19/04

USA VIDEO INTERACTIVE CORP              WY       1.01,9.01                      10/20/04

UST INC                                 DE       2.02,9.01                      10/21/04

UTAH MEDICAL PRODUCTS INC               UT       8.01                           10/21/04

V F CORP                                PA       2.02,7.01,9.01                 10/21/04

V F CORP                                PA       2.02,7.01,9.01                 10/21/04    AMEND

VALASSIS COMMUNICATIONS INC             DE       2.02                           10/21/04

VALLEY FORGE SCIENTIFIC CORP            PA       1.01                           10/21/04

VASTERA INC                             DE       2.02,9.01                      10/21/04

VAXGEN INC                              DE       8.01,9.01                      10/20/04

VAXGEN INC                              DE       1.01,3.02,5.02,9.01            10/15/04

VERISITY LTD                                     2.02                           10/21/04

VESTA INSURANCE GROUP INC               DE       1.01,9.01                      10/15/04

VISION BANCSHARES INC                   AL       2.01,7.01,9.01                 10/21/04    AMEND

VISTEON CORP                            DE       2.02,9.01                      10/21/04

VITAL LIVING INC                        AZ       8.01,9.01                      09/30/04

VITALWORKS INC                          DE       2.05                           10/15/04

W HOLDING CO INC                        PR       2.02,9.01                      10/20/04

WABASH NATIONAL CORP /DE                DE       2.02,9.01                      10/20/04

Wachovia Bank Commercial Mortgage Tru   NC       9.01                           10/18/04

Wachovia Bank Commercial Mortgage Tru   NC       9.01                           10/18/04

WACHOVIA COMM MORT SEC INC COM MORT P   NC       8.01,9.01                      10/15/04

WACHOVIA COMM MORT SEC INC PASS THR C   NC       9.01                           10/18/04

Wachovia Commercial Mort Pass Thr Cer   NC       8.01,9.01                      10/18/04

WACHOVIA COMMERCIAL MORT PASS THRU CE   NC       8.01,9.01                      10/15/04

WACHOVIA COMMERCIAL MORT SEC INC COM    NC       8.01,9.01                      10/15/04

WACHOVIA COMMERCIAL MORT SEC INC COM    NC       8.01,9.01                      10/18/04

WACHOVIA COMMERCIAL MORTGAGE SECURITI   NC       9.01                           10/18/04

WALTER INDUSTRIES INC /NEW/             DE       8.01                           10/21/04

WASHINGTON MUTUAL INC                   WA       2.02,9.01                      10/20/04

WASHINGTON TRUST BANCORP INC            RI       2.02,9.01                      10/21/04

WASTE CONNECTIONS INC/DE                DE       7.01                           10/21/04

WATSCO INC                              FL       2.02,9.01                      10/21/04

WAUSAU MOSINEE PAPER CORP               WI       8.01,9.01                      10/21/04

WEATHERFORD INTERNATIONAL LTD           D0       2.02,7.01,9.01                 10/20/04

WEBEX COMMUNICATIONS INC                         2.02,9.01                      09/30/04

WEBSTER FINANCIAL CORP                  DE       2.02,9.01                      10/21/04

WELLS FARGO ASSET SECURITIES CORP       DE       8.01,9.01                      10/19/04

WESBANCO INC                            WV       2.02,9.01                      10/21/04

WESCO INTERNATIONAL INC                 DE       2.02                           10/21/04

WESCO INTERNATIONAL INC                 DE       8.01                           10/21/04

WEST CORP                               DE       2.02,9.01                      10/21/02

WESTAR ENERGY INC /KS                   KS       1.01,5.02,9.01                 10/20/04

WESTMORELAND COAL CO                    DE       5.03,9.01                      10/15/04

WESTPAC SECURITISATION MANAGEMENT PTY            9.01                           10/19/04

WHITNEY INFORMATION NETWORK INC         CO       8.01                           10/21/04

WINTRUST FINANCIAL CORP                 IL       2.02                           10/21/04

WITNESS SYSTEMS INC                     DE       2.02,9.01                      10/21/04

WORONOCO BANCORP INC                    DE       2.02,9.01                      10/21/04

WSI INDUSTRIES INC                      MN       2.02,8.01,9.01                 10/19/04

X RITE INC                              MI       2.02,9.01                      10/21/04

XEROX CORP                              NY       2.02                           10/21/04

XILINX INC                              DE       2.02,9.01                      10/21/04

XTO ENERGY INC                          DE       1.01,9.01                      10/15/04

YORK INTERNATIONAL CORP /DE/            DE       2.02,9.01                      10/21/04

ZILOG INC                               CA       2.02,9.01                      10/21/04