SEC NEWS DIGEST

Issue 2004-192                                               October 5, 2004



ENFORCEMENT PROCEEDINGS


IN THE MATTER OF ASHLEY NEMIROFF, ET AL.

     On  October  4,  the  Commission issued an  Order  Making  Findings  and
     Imposing  Remedial Sanctions Pursuant to Section 15(b) of the Securities
     Exchange  Act  of  1934 (Exchange Act) (Order) against Ashley  Nemiroff,
     Rocco  Siclari, George A. Carhart, Howard C. Zelin, Craig Brandwein  and
     Donald   R.   Catapano  (Respondents).  In  the  Order,  the  Commission
     permanently barred each Respondent from association with any  broker  or
     dealer.  The Respondents consented to the issuance of the Order  without
     admitting  or denying any of the allegations therein. In the Order,  the
     Commission  found that the U.S. District Court for the Eastern  District
     of New York had previously entered partial consent judgments against the
     Respondents  enjoining them from future violations of Section  17(a)  of
     the  Securities  Act of 1933 and Section 10(b) of the Exchange  Act  and
     Rule  10b-5 thereunder (SEC v. Paul Skulsky, et al., 02 Civ. 1524,  DRH,
     EDNY).   In the underlying injunctive action, the Commissions complaint
     alleged   that   Paul   Skulsky,  an  undisclosed  control   person   of
     AppOnline.com  (AppOnline), a now defunct Melville,  New  York  mortgage
     banking  firm,  sought  to manipulate the public  market  for  AppOnline
     securities.  As part of the scheme, during 1997 and 1998,  Skulsky  paid
     undisclosed  kickbacks in the form of AppOnline stock and  cash  to  the
     Respondents  so  that  the  Respondents  would  sell,  or  direct  other
     registered  representatives to sell, AppOnline  stock  to  their  retail
     customers.  For  further information see Rel. 34-50186, Aug.  12,  2004.
     (Rel. 34-50488; File No. 3-11587)
     
ORDER APPROVING APPLICATION FOR RELIEF FROM A STATURORY DISQUALIFICATION

     On  October  5, the Commission issued an Order approving the application
     of  the NASD for relief from a statutory disqualification to permit  the
     association  of Raymond L. Grenier, Jr., in a supervisory capacity  with
     Delta  Equity Services Corporation (Delta), a member of NASD.  The Order
     states  that,  based on the representations made by the NASD  and  Delta
     with respect to the supervision of Mr. Grenier and the conditions placed
     on  his  employment,  the  Commission  will  not  institute  proceedings
     pursuant  to Sections 15(b)(4), 15(b)(6), 19(h)(2), or 19(h)(3)  of  the
     Securities  Exchange Act of 1934 and will not direct  NASD  to  bar  the
     proposed association, as provided in Section 15A(g)(2) of the Securities
     Exchange Act of 1934.  (Rel. 34-50489)

IN THE MATTER OF MARC WEIN
          
     On  October  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  Marc  Wein  (Wein),  a  former
     registered  representative of FAB Securities  of  America,  Inc.  and  a
     resident  of Spicewood, Texas.  The Order finds that:  (1) on  July  27,
     2000,  the Commission filed a civil injunctive action against  Wein  and
     others  alleging  that  from  April 1997  through  September  1997  Wein
     fraudulently  offered  and sold fifty-six individuals  $4.3  million  in
     unregistered  securities of Millennium Services  Corp.  (Millennium),  a
     purported  consolidator  of minority funeral  homes.   The  Commissions
     complaint  charges  Wein  and the other defendants  with  violations  of
     Sections 5 and 17(a) of the Securities Act of 1933, Section 10(b) of the
     Exchange  Act of 1934 and Rule 10b-5 thereunder;  (2) on July 25,  2000,
     Wein  was indicted by the Grand Jury of the County of New York  for  his
     role  in the offering of Millennium securities.  The indictment included
     thirty-six  state felony securities fraud counts.  The securities  fraud
     counts  of  the  indictment alleged, inter alia, that Wein intentionally
     made   material  false  statements  and  omissions  to  investors  while
     soliciting Millennium securities, and induced unsophisticated  investors
     to  purchase  Millennium securities; (3) on April  2,  2001  Wein  plead
     guilty  to  the  entire indictment; and (4) on June 6,  2002,  Wein  was
     sentenced  to:  one to three years incarceration; to pay restitution  of
     $2,399,579.27  plus  a five-percent surcharge to the state  organization
     designated to distribute restitution funds; and pay a $10,000 fine.
     
     Based on the above, the Order bars Wein from association with any broker
     or  dealer.   Wein  consented  to  the issuance  of  the  Order  without
     admitting or denying any of the allegations in the civil action.   (Rel.
     34-50490; File No. 3-11617)
     

SELF-REGULATORY ORGANIZATIONS
     

APPROVAL OF PROPOSED RULE CHANGE

     The  Commission  approved a proposed rule change  (SR-CBOE-2003-33)  and
     Amendment  No. 1 thereto and granted accelerated approval to  Amendments
     No.  2,  3  and 4 to the proposed rule change submitted by  the  Chicago
     Board  Options Exchange relating to non-member market maker  transaction
     fees.   Publication  of the notice is expected in the  Federal  Register
     during the week of October 4.  (Rel. 34-50484)
     
WITHDRAWAL SOUGHT

     A  notice has been issued giving interested persons until October 27  to
     comment on the application of Internacional de Ceramica, S.A. de C.V. to
     withdraw its American Depositary Shares (each American Depositary  Share
     representing  five  limited voting units), limited voting  units  (which
     consist  of  one series D and one series L shares), series D shares,  no
     par  value,  and  series  L  shares, no  par  value,  from  listing  and
     registration on the New York Stock Exchange.  (Rel. 34-50487)


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>.

     
SB-2    MCKENZIE BAY INTERNATIONAL LTD, 3362 MORAINE DR, BRIGHTON, MI, 48114,
        8102205948 - 25,343,235 ($30,411,882.00) Equity, (File 333-119493 -
        Oct. 4) (BR. 04)

SB-2    SPACEDEV INC, 13855 STOWE DRIVE, PO BOX 2121, POWAY, CA, 92064,
        8583752000 - 3,382,779 ($4,800,740.00) Equity, (File 333-119494 -
        Oct. 4) (BR. 05)

SB-2    VERTICAL HEALTH SOLUTIONS INC, 6925 112TH CIRCLE NORTH, SUITE 102,
        LARGO, FL, 33773, 7275488345 - 10,050,769 ($8,844,676.72) Equity,
        (File 333-119495 - Oct. 4) (BR. 01)

S-4     ITC DELTACOM INC, 1791 O G SKINNER DRIVE, WEST POINT, GA, 31833,
        7066453880 - 0 ($55,434,331.00) Equity, (File 333-119496 - Oct. 4)
        (BR. 37)

F-1     Mechel Steel Group OAO, KRASNOPRESNENSKAYA NABEREZHNAYA 12, MOSCOW, 1Z,
        123610, 011-7-095-258-1828 - 47,871,135 ($382,969,080.00) Equity,
        (File 333-119497 - Oct. 4) (BR. 06)

F-6     Mechel Steel Group OAO, KRASNOPRESNENSKAYA NABEREZHNAYA 12, MOSCOW, 1Z,
        123610, 011-7-095-258-1828 - 100,000,000 ($5,000,000.00) ADRs/ADSs,
        (File 333-119498 - Oct. 4) (BR. 06)

S-8     Naugatuck Valley Financial Corp, 333 CHURCH STREET, NAUGATUCK, CT,
        06770, 203-720-5000 - 101,986 ($1,119,806.28) Equity,
        (File 333-119499 - Oct. 4) (BR. 07)

S-8     PETER KIEWIT SONS INC /DE/, 1000 KIEWIT PLAZA, 3555 FARNAM STREET,
        OMAHA, NE, 68131, 4023422052 -
        8,500,000 ($8,712,500.00) Non-Convertible Debt, (File 333-119500 -
        Oct. 4) (BR. 06)

S-8     ROBOCOM SYSTEMS INTERNATIONAL INC, 511 OCEAN AVE, MASSAPEQUA, NY,
        11758, 5167955100 - 1,150,000 ($678,500.00) Equity, (File 333-119501 -
        Oct. 4) (BR. 03)

S-3     NATURAL GAS SERVICES GROUP INC, 2911 SCR 1260, MIDLAND, TX, 79706,
        9155633974 - 0 ($4,930,267.00) Equity, (File 333-119502 - Oct. 4)
        (BR. 04)

S-8     MEDIWARE INFORMATION SYSTEMS INC, 11711 WEST 79TH STREET, LENEXA, KS,
        66214, 9133071000 - 500,000 ($5,920,000.00) Equity, (File 333-119503 -
        Oct. 4) (BR. 03)

S-8     TORO CO, 8111 LYNDALE AVE SOUTH, BLOOMINGTON, MN, 55420-1196,
        6128888801 - 0 ($67,295,000.00) Equity, (File 333-119504 - Oct. 4)
        (BR. 36)

S-2     MITEK SYSTEMS INC, 14145 DANIELSON ST SUITE B, POWAY, CA, 92064,
        858-513-4600 - 0 ($5,743,200.00) Equity, (File 333-119505 - Oct. 4)
        (BR. 03)

S-8     TORO CO, 8111 LYNDALE AVE SOUTH, BLOOMINGTON, MN, 55420-1196,
        6128888801 - 0 ($2,335,325.00) Equity, (File 333-119506 - Oct. 4)
        (BR. 36)

S-8     IKONA GEAR INTERNATIONAL INC, 1850 HARTLEY AVENUE, SUITE 1, COQUITLAM,
        A1, V3K 7A1, (604) 523-5500 - 4,400,000 ($4,730,000.00) Equity,
        (File 333-119507 - Oct. 4) (BR. 06)

F-1     TELVENT GIT S A, VALGRANDE, 6 28108 ALCOOANDAS, MADRID, A1, 00000,
        0 ($145,072,500.00) Equity, (File 333-119508 - Oct. 4) (BR. )

S-8     ICAD INC, 4 TOWNSEND WEST, SUITE 17, NASHUA, NH, 03063, 603-882-5200 -
        1,000,000 ($3,300,000.00) Equity, (File 333-119509 - Oct. 4) (BR. 03)

S-1     Bois d Arc Energy LLC, 600 TRAVIS, SUITE 6275, HOUSTON, TX, 77002,
        713-228-0438 - 0 ($150,000,000.00) Equity, (File 333-119511 - Oct. 4)
        (BR. )

S-8     IDI GLOBAL INC, 462 EAST 800 NORTH, OREM, UT, 84097, 8012244444 -
        499,000 ($361,775.00) Equity, (File 333-119512 - Oct. 4) (BR. 03)

S-3     CORIXA CORP, 1124 COLUMBIA STREET SUIE 200, SEATTLE, WA, 98104,
        2066675711 - 0 ($14,103,854.00) Equity, (File 333-119513 - Oct. 4)
        (BR. 01)

S-8     ASPECT COMMUNICATIONS CORP, 1320 RIDDER PARK DRIVE, SAN JOSE, CA,
        95131, 4083252200 - 0 ($29,498,600.00) Equity, (File 333-119514 -
        Oct. 4) (BR. 03)

S-8     AMERICANA PUBLISHING INC, 303 SAN MATEO NE, SUITE 104A, ALBUQUERQUE,
        NM, 87108, 5052656121 - 2,000,000 ($90,000.00) Asset-Backed Securities,
        (File 333-119515 - Oct. 4) (BR. 05)

S-8     Eagle Hospitality Properties Trust, Inc.,
        100 E. RIVERCENTER BLVD., SUITE 1100, COVINGTON, KY, 41011,
        (859)292-5500 - 0 ($6,386,250.00) Equity, (File 333-119516 - Oct. 4)
        (BR. 08)

S-8     UCBH HOLDINGS INC, 555 MONTGOMERY STREET, 14TH FLOOR, SAN FRANCISCO,
        CA, 94111, 415-315-2800 - 2,261,224 ($87,599,817.76) Equity,
        (File 333-119518 - Oct. 4) (BR. 07)

S-4     BANKNORTH DELAWARE INC., TWO PORTLAND SQUARE, PO BOX 9540, PORTLAND,
        OR, 04112-9540, (207) 761-8500 - 0 ($6,291,740,000.00) Equity,
        (File 333-119519 - Oct. 4) (BR. )

S-8     ENVIRONMENTAL REMEDIATION HOLDING CORP, 5444 WESTHEIMER SUITE 1570,
        HOUSTON, TX, 77056, 5018212222 - 0 ($48,000.00) Equity,
        (File 333-119520 - Oct. 4) (BR. 04)

S-8     ENVIRONMENTAL REMEDIATION HOLDING CORP, 5444 WESTHEIMER SUITE 1570,
        HOUSTON, TX, 77056, 5018212222 - 0 ($73,600.00) Equity,
        (File 333-119521 - Oct. 4) (BR. 04)


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
------------------------------------------------------------------------------------------------
21ST CENTURY HOLDING CO                 FL       1.01,9.01                      09/28/04

A REIT INC                              MD       5.02                           09/28/04

AAMES FINANCIAL CORP/DE                 DE       1.01                           09/30/04

ABFC Asset-Backed Certificates, Serie   DE       8.01,9.01                      09/25/04

ACACIA RESEARCH CORP                    DE       8.01                           10/04/04

ACE Securities Corp Series 2004-FM2     DE       8.01,9.01                      09/27/04

ACTIVCARD CORP                          DE       4.01,5.03                      09/28/04

AKAMAI TECHNOLOGIES INC                 DE       1.01                           09/29/04

ALLIED BANCSHARES INC                   GA       5.02                           09/15/04

ALLIED WASTE INDUSTRIES INC             DE       8.01                           10/04/04

ALLOS THERAPEUTICS INC                  DE       8.01,9.01                      10/04/04

ALLOY  INC                              DE       5.02                           09/28/04

ALNYLAM PHARMACEUTICALS, INC.                    5.02                           09/29/04

Alternative Loan Trust 2004-10CB                 9.01                           08/25/04

Alternative Loan Trust 2004-10CB                 9.01                           08/25/04

Alternative Loan Trust 2004-10CB                 9.01                           08/25/04

Alternative Loan Trust 2004-10CB                 9.01                           08/25/04

Alternative Loan Trust 2004-12CB                 9.01                           08/25/04

Alternative Loan Trust 2004-13CB                 9.01                           08/25/04

Alternative Loan Trust 2004-14T2                 9.01                           08/25/04

ALTERNATIVE LOAN TRUST 2004-15                   9.01                           09/25/04

Alternative Loan Trust 2004-16CB                 9.01                           08/25/04

Alternative Loan Trust 2004-16CB                 9.01                           08/25/04

ALTERNATIVE LOAN TRUST 2004-17CB                 9.01                           08/25/04

ALTERNATIVE LOAN TRUST 2004-20T1                 9.01                           08/25/04

AMALGAMATED TECHNOLOGIES INC            DE       1.01,5.02,5.03,9.01            09/27/04

AMERICAN AXLE & MANUFACTURING HOLDING   DE       5.02,9.01                      10/01/04

AMERICAN CHURCH MORTGAGE CO             MN       8.01                           10/04/04

AMERICAN ECOLOGY CORP                   DE       8.01                           09/27/04

AMERICAN INTERNATIONAL GROUP INC        DE       7.01                           10/04/04

AMERICAN LIFE HOLDING CO INC            FL       5.02                           10/01/04

AMERICAN PACIFIC CORP                   DE       8.01,9.01                      10/01/04

AMERICANWEST BANCORPORATION             WA       5.02,9.01                      09/28/04

AMERICREDIT CORP                        TX       1.01,2.03,9.01                 10/04/04

AMERIQUEST MORTGAGE SECURITIES INC      DE       8.01,9.01                      10/04/04

AMERIQUEST MORTGAGE SECURITIES INC. A   DE       8.01,9.01                      09/30/04

AML COMMUNICATIONS INC                  DE       4.01,9.01                      09/30/04

APPLICA INC                             FL       8.01                           10/04/04

APPLIED INNOVATION INC                  DE       1.01,9.01                      10/04/04

ARADIGM CORP                            CA       1.01                           09/28/04

ARDEN GROUP INC                         DE       5.02                           09/30/04

ARMOR HOLDINGS INC                      DE       9.01                           09/28/04

ARMOR HOLDINGS INC                      DE       1.01,9.01                      09/28/04    AMEND

ARTISOFT INC                            DE       1.01,2.01,3.02,3.03,5.01,5.02  09/28/04

ASPENBIO INC                            CO       5.02,9.01                      10/01/04

ASSET BACKED FUNDING CORP               DE       8.01,9.01                      10/04/04

ASSISTED LIVING CONCEPTS INC            NV       1.01,3.03,5.03,8.01,9.01       10/01/04

ATHEROS COMMUNICATIONS INC              DE       2.02,9.01                      10/04/04

AUGUST TECHNOLOGY CORP                  MN       9.01                           07/27/04    AMEND

AUTODESK INC                            DE       8.01                           09/30/04

AVIALL INC                              DE       8.01,9.01                      09/27/04

AZTAR CORP                              DE       8.01                           10/01/04

BAIRNCO CORP /DE/                       DE       8.01                           10/04/04

BANK UNITED CORP LITIGATION CONTINGEN   DE       8.01,9.01                      10/01/04

Bayview Financial Sec Co LLC Mort Pas   DE       8.01,9.01                      09/25/04

BE AEROSPACE INC                        DE       1.01,8.01,9.01                 10/01/04

BEAR STEARNS  ALT A TRUST 2003-2        DE       8.01,9.01                      09/27/04

BEAR STEARNS ALT A MORT PASS THR CERT   DE       8.01,9.01                      09/27/04

BEAR STEARNS ALT A TR MORTGAGE PASS T   NY       8.01,9.01                      09/27/04

BEAR STEARNS ALT A TRUST MORT PASS TH   DE       8.01,9.01                      09/27/04

BEAR STEARNS ALT A TRUST MORT PASS TH   DE       8.01,9.01                      09/27/04

BEAR STEARNS ALT-A TRUST MTG PASS-THR   NY       8.01,9.01                      09/27/04

BEAR STEARNS COMMERCIAL MORTGAGE SECU   DE       8.01,9.01                      10/01/04

BEAR STEARNS TRUST MORTGAGE PASS-THRO   DE       8.01,9.01                      09/27/04

BECTON DICKINSON & CO                   NJ       2.02,2.05,9.01                 10/04/04

BERKLEY W R CORP                        DE       8.01,9.01                      10/04/04

BIGGEST LITTLE INVESTMENTS LP           DE       1.02                           10/01/04

BIOVEST INTERNATIONAL INC               MN       1.01,9.01                      09/30/04

BLACK & DECKER CORP                     MD       2.01,9.01                      10/01/04

BLUE MARTINI SOFTWARE INC                        2.02,9.01                      10/01/04

BLUE RIVER BANCSHARES INC               IN       1.01,1.02,5.02,9.01            10/04/04

BMB MUNAI INC                           DE       7.01,9.01                      10/01/04

BNP RESIDENTIAL PROPERTIES INC          MD       8.01,9.01                      09/30/04

BOVIE MEDICAL CORP                      DE       8.01                           10/04/04

BRINKER INTERNATIONAL INC               DE       8.01                           09/29/04

BROOKS AUTOMATION INC                   DE       1.01,5.02,9.01                 10/01/04

BUCS FINANCIAL CORP                     MD       1.01,9.01                      09/30/04

CALGON CARBON CORPORATION               DE       8.01                           10/04/04

CALYPTE BIOMEDICAL CORP                 DE       1.01,9.01                      09/28/04

CANADIAN DERIVATIVES CLEARING CORP      A6       9.01                           09/30/04

CAPITAL ONE AUTO RECEIVABLES LLC        DE       8.01,9.01                      10/01/04

CAPTARIS INC                            WA       1.01,9.01                      10/01/04

CAREADVANTAGE INC                       DE       5.02,8.01                      09/30/04

CARRAMERICA REALTY CORP                 MD       8.01,9.01                      09/30/04

CASCADE SLED DOG ADVENTURES INC         NV       1.01,2.01,2.03,3.02,5.01,5.02  10/04/04

CDMC MORTGAGE PASS-THROUGH CERTIFICAT   DE       9.01                           09/27/04

CELL THERAPEUTICS INC                   WA       1.01,9.01                      09/29/04

CENDANT MORTGAGE CAPITAL LLC  CDMC MO   DE       9.01                           09/27/04

CENDANT MORTGAGE CAPITAL LLC CDMC MOR   DE       9.01                           09/27/04

CENDANT MORTGAGE CAPITAL LLC CDMC MOR   DE       9.01                           09/27/04

CENTRAL COAST BANCORP                   CA       5.02,5.03                      10/01/04

CENTREX INC                                      8.01                           09/04/04

CENTREX INC                                      3.02                           09/04/04

CFC INTERNATIONAL INC                   DE       5.02                           10/04/04

CHAMPION INDUSTRIES INC                 WV       1.01,2.03,9.01                 09/29/04

CHARLIE MAC TRUST 2004-1, MORTGAGE PA   DE       8.01,9.01                      09/27/04

CHASE FUNDING INC                       NY       8.01,9.01                      09/30/04

CHINDEX INTERNATIONAL INC               DE       4.01                           09/29/04

CHIQUITA BRANDS INTERNATIONAL INC       NJ       1.01                           09/28/04

CHYRON CORP                             NY       1.01                           09/29/04

CIRCUIT CITY STORES INC                 VA       1.01,5.02,9.01                 10/04/04

CITICORP MORTGAGE SECURITIES INC        DE       8.01                           09/27/04

CITICORP MORTGAGE SECURITIES INC        DE       8.01                           09/27/04

CITICORP MORTGAGE SECURITIES INC        DE       8.01                           09/27/04

CITICORP MORTGAGE SECURITIES INC        DE       8.01                           09/27/04

CITICORP MORTGAGE SECURITIES INC        DE       8.01                           09/27/04

CITIFINANCIAL MORTGAGE SECURITIES INC   DE       8.01                           09/27/04

CITIFINANCIAL MORTGAGE SECURITIES INC   DE       8.01                           09/27/04

CITIFINANCIAL MORTGAGE SECURITIES INC   DE       8.01                           09/27/04

CITIFINANCIAL MORTGAGE SECURITIES INC   DE       8.01                           09/27/04

CITIFINANCIAL MORTGAGE SECURITIES INC   DE       8.01                           09/27/04

CITIFINANCIAL MORTGAGE SECURITIES INC   DE       8.01                           09/27/04

CITIGROUP MORTGAGE LOAN TRUST INC                8.01,9.01                      09/30/04

CITIGROUP MORTGAGE LOAN TRUST INC                8.01,9.01                      09/30/04

CITIGROUP MORTGAGE LOAN TRUST SERIES             9.01                           09/27/04

CITIZENS BANCSHARES CORP /GA/           GA       4.01                           09/29/04

CLAIBORNE LIZ INC                       DE       5.02                           10/01/04

CLARUS CORP                             DE       3.01,9.01                      09/30/04

CLOSURE MEDICAL CORP                    DE       7.01,9.01                      09/29/04

COGNOS INC                              CA       7.01                           10/04/04

COLLAGENEX PHARMACEUTICALS INC          DE       8.01                           10/01/04

COLUMBIA BANKING SYSTEM INC             WA       2.01,9.01                      10/01/04

COMSYS IT PARTNERS INC                  DE       2.01,3.02,3.03,5.01,5.02,9.01  10/04/04

CONCORD CAMERA CORP                     NJ       2.02                           10/04/04

CONGOLEUM CORP                          DE       8.01,9.01                      10/01/04

CONNETICS CORP                          DE       1.01,9.01                      09/29/04

CONSUMER DIRECT OF AMERICA              NV       9.01                           08/03/04    AMEND

CONTINENTAL AIRLINES INC /DE/           DE       8.01,9.01                      10/01/04

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

CRIIMI MAE INC                          MD       1.01                           10/04/04

CSFB MORTGAGE-BACKED PASS-THROUGH CER   DE       8.01,9.01                      09/25/04

CWABS INC ASSET BACKED CERTIFICATES S   DE       9.01                           09/25/04

CWABS INC ASSET BACKED CERTIFICATES S   DE       9.01                           09/25/04

CWABS INC ASSET BACKED CERTIFICATES S   DE       9.01                           09/25/04

CWABS INC ASSET BACKED CERTIFICATES S   DE       9.01                           08/25/04

CWABS INC ASSET BACKED CERTIFICATES S   DE       9.01                           08/25/04

CWALT INC ALTERNATIVE LOAN TRUST 2004            9.01                           09/25/04

CWALT INC ALTERNATIVE LOAN TRUST 2004            9.01                           09/25/04

CWMBS INC CHL MORTGAGE PASS THROUGH T   DE       9.01                           09/25/04

DANA CORP                               VA       1.01                           10/01/04

DANAHER CORP /DE/                       DE       1.01,9.01                      09/30/04

DEERE & CO                              DE       7.01                           10/04/04

DELUXE CORP                             MN       1.01,2.03,9.01                 09/28/04

DERMA SCIENCES INC                      PA       4.01,9.01                      09/29/04

DIEDRICH COFFEE INC                     CA       2.02,4.02                      09/28/04

DOCUMENT SCIENCES CORP                  DE       8.01                           10/04/04

DONALDSON CO INC                        DE       1.01                           09/30/04

DPL INC                                 OH       5.02,9.01                      09/30/04

DRUCKER INC                             DE       5.03,9.01                      09/29/04

DSLA Mortgage Loan Trust 2004-AR1       DE       8.01,9.01                      09/25/04

DYNAMIC HEALTH PRODUCTS INC             FL       2.01,7.01,9.01                 10/01/04

EAGLE BROADBAND INC                     TX       5.02,9.01                      09/30/04

EAGLE FAMILY FOODS INC                  DE       5.02                           10/04/04

EDISON INTERNATIONAL                    CA       1.01,9.01                      10/04/04

EDISON MISSION ENERGY                   DE       1.01,2.01,9.01                 09/30/04

EFOODSAFETY COM INC                     NV       5.02,9.01                      10/01/04

ELIZABETH ARDEN INC                     FL       8.01,9.01                      10/01/04

ELKCORP                                 DE       7.01,9.01                      10/01/04

EMERGENCY FILTRATION PRODUCTS INC/ NV   NV       1.01,3.02,9.01                 10/04/04

ENDURANCE SPECIALTY HOLDINGS LTD                 1.01,9.01                      09/30/04

ENDWAVE CORP                            DE       9.01                           10/04/04    AMEND

ENTRUST FINANCIAL SERVICES INC          CO       1.02                           10/04/04

EPIX Pharmaceuticals, Inc.                       8.01,9.01                      10/04/04

EXPRESSJET HOLDINGS INC                 DE       8.01,9.01                      10/01/04

EXTREME NETWORKS INC                    DE       5.02,9.01                      09/29/04

FAR EAST ENERGY CORP                             7.01,9.01                      10/04/04

FIRST FINANCIAL BANCORP /OH/            OH       5.02                           09/28/04

First Franklin Mortgage Loan Trust 20   DE       8.01,9.01                      09/25/04

First Horizon Asset Sec Mort Pas Thr    DE       9.01                           09/25/04

First Horizon Asset Sec Mort Pas Thr    DE       9.01                           09/25/04

FOREST OIL CORP                         NY       1.01,2.03                      09/28/04

FOUNTAIN POWERBOAT INDUSTRIES INC                4.01,9.01                      09/30/04

Fremont Home Loan Trust 2004-C          DE       8.01,9.01                      09/25/04

FRIEDMANS INC                           DE       8.01,9.01                      10/01/04

FRONTIER OIL CORP /NEW/                 WY       1.01,2.03,9.01                 10/01/04

FX ENERGY INC                           NV       7.01,9.01                      10/04/04

G REIT INC                              MD       5.02,8.01                      09/27/04

G REIT INC                              MD       9.01                           07/23/04    AMEND

GAINSCO INC                             TX       1.01,9.01                      10/04/04

GE Dealer Floorplan Master Note Trust   DE       8.01,9.01                      09/20/04

GENELABS TECHNOLOGIES INC /CA           CA       1.01                           09/24/04

GENERAL BEARING CORP                    DE       2.06                           09/30/04

GENERAL DATACOMM INDUSTRIES INC         DE       8.01,9.01                      09/30/04

GIBRALTAR STEEL CORP                    DE       2.02                           09/28/04

GILEAD SCIENCES INC                     DE       8.01,9.01                      09/30/04

GLOBAL DIGITAL SOLUTIONS INC            NJ       4.01,8.01,9.01                 09/29/04

GLOBALSANTAFE CORP                               7.01,9.01                      10/04/04

GNC CORP                                DE       8.01,9.01                      10/04/04

GOLF TRUST OF AMERICA INC               MD       3.01,9.01                      09/28/04

GRAHAM CORP                             DE       1.01,8.01,9.01                 09/30/04

GS Mortgage GSAA Home Eq. Trust 2004-   DE       8.01,9.01                      09/25/04

GTC TELECOM CORP                        NV       1.02                           10/01/04

HANOVER EQUIPMENT TRUST 2001A           DE       1.01,3.03,9.01                 10/04/04

HANOVER EQUIPMENT TRUST 2001B                    1.01,3.03,9.01                 10/04/04

HARDINGE INC                            NY       5.03,9.01                      09/28/04

HARTMARX CORP/DE                        DE       9.01                           07/20/04    AMEND

HAWAIIAN HOLDINGS  INC                  DE       8.01,9.01                      10/01/04

HEARUSA INC                             DE       2.02                           09/29/04

HEMAGEN DIAGNOSTICS INC                 DE       8.01                           09/30/04

HERITAGE WORLDWIDE INC                           2.02,9.01                      10/04/04

HESKA CORP                              DE       5.02                           10/04/04

HEXCEL CORP /DE/                        DE       8.01                           09/30/04

HOME EQUITY MORTGAGE PASS-THROUGH CER   DE       8.01,9.01                      09/27/04

HOMESTAR MORTGAGE ACCEPTANCE CORP ASS   DE       8.01,9.01                      09/25/04

HOST AMERICA CORP                       DE       8.01,9.01                      09/29/04

HUMAN GENOME SCIENCES INC               DE       2.03,3.02,9.01                 09/28/04

HUTCHINSON TECHNOLOGY INC               MN       2.02,9.01                      10/04/04

HYDRON TECHNOLOGIES INC                 NY       8.01                           09/30/04

ICAD INC                                DE       1.01                           09/29/04

IMPAC SECURED ASSETS CORP MORTGAGE PA   CA       8.01,9.01                      09/25/04

IMPLANT SCIENCES CORP                   MA       2.02,9.01                      09/29/04

INDUSTRIES INTERNATIONAL INC            NV       1.02                           08/20/04

INDYMAC MBS INC                                  8.01,9.01                      09/24/04

INEI CORP                               DE       8.01,9.01                      09/28/04

INFOCROSSING INC                        DE       2.01,9.01                      10/01/04

INSIGHT ENTERPRISES INC                 DE       1.02                           10/04/04

INTEGRATED ELECTRICAL SERVICES INC      DE       7.01,9.01                      10/04/04

INTERDIGITAL COMMUNICATIONS CORP        PA       8.01                           10/04/04

INTERNET BUSINESS INTERNATIONAL INC     NV       5.03,9.01                      10/04/04

INTERWAVE COMMUNICATIONS INTERNATIONA            8.01,9.01                      10/01/04

INTERWAVE COMMUNICATIONS INTERNATIONA            8.01,9.01                      10/04/04

JAMDAT MOBILE INC                                8.01                           10/04/04

JOHNSON & JOHNSON                       NJ       8.01                           10/01/04

LAYNE CHRISTENSEN CO                    DE       1.01,2.03,9.01                 09/29/04

LAZARE KAPLAN INTERNATIONAL INC         DE       1.01,9.01                      09/28/04

LEE SARA CORP                           MD       2.02,9.01                      10/04/04

LEHMAN ABS CORP BACKED TRUST CERTS SE   DE       8.01                           09/24/04

LEHMAN ABS CORP BACKED TRUST CERTS SE   DE       8.01                           09/24/04

LENNAR CORP /NEW/                       DE       7.01                           10/04/04

LEXINGTON PRECISION CORP                DE       2.05,2.06                      09/28/04

LEXINGTON PRECISION CORP                DE       8.01                           10/01/04

LIMELIGHT MEDIA GROUP INC               NV       5.02                           10/04/04

LIONS GATE ENTERTAINMENT CORP /CN/               1.01,3.02,9.01                 09/29/04

LOYALTYPOINT INC                        DE       5.02,5.03,9.01                 09/27/04    AMEND

LYONDELL CHEMICAL CO                    DE       8.01,9.01                      10/04/04

MAINSTREET BANKSHARES INC               VA       3.02                           09/30/04

MANAKOA SERVICES CORP                   NV       5.02,9.01                      09/28/04

MARKEL CORP                             VA       2.02,8.01,9.01                 10/01/04

MASTR Adjustable Rate Mortgage Trust    DE       8.01,9.01                      09/25/04

MASTR Adjustable Rate Mortgages Trust   DE       8.01,9.01                      09/27/04

MASTR Adjustable Rate Mortgages Trust   DE       8.01,9.01                      09/27/04

MASTR Alternative Loan Trust 2004-8     DE       8.01,9.01                      09/25/04

MASTR Alternative Loan Trust 2004-9     DE       8.01,9.01                      09/25/04

MASTR Asset Securitization Trust 2004   DE       8.01,9.01                      09/25/04

MAXTOR CORP                             DE       1.01,5.02,9.01                 10/01/04

MC SHIPPING INC                                  8.01                           10/01/04

MCMORAN EXPLORATION CO /DE/             DE       1.01,3.02,9.01                 10/01/04

Medeorex Inc                            NY       8.01                           09/29/04

MEDIA SCIENCES INTERNATIONAL INC        DE       1.01,9.01                      10/04/04

MELLON FINANCIAL CORP                   PA       8.01,9.01                      09/30/04

MERRILL LYNCH INVESTORS TRUST SERIES    DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORT INV INC ASSET BACK   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORT INV INC MLMI Serie   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE ASSET BACK CER   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE ASSET BACK CER   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE INVESTORS TRUS   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE INVESTORS TRUS   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE INVESTORS TRUS   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE INVESTORS TRUS   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE INVESTORS TRUS   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE INVESTORS TRUS   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE INVESTORS TRUS   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE INVESTORS TRUS   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MORTGAGE INVESTORS TRUS   DE       8.01,9.01                      09/25/04

MERRILL LYNCH MRT INV INC MRT LN AST    DE       8.01,9.01                      09/25/04

MFA MORTGAGE INVESTMENTS                MD       2.02,7.01,9.01                 10/04/04

MICRO INTERCONNECT TECHNOLOGY INC       NV       1.01,5.01,9.01                 09/29/04

MICROFINANCIAL INC                      MA       1.01,2.03,3.02,9.01            09/29/04

MILACRON INC                            DE       1.01,9.01                      09/28/04

MILLENNIUM CHEMICALS INC                DE       7.01,9.01                      10/01/04

MILLENNIUM CHEMICALS INC                DE       7.01,9.01                      10/04/04

MISSION ENERGY HOLDING CO               DE       1.01,2.01,9.01                 09/30/04

MK RESOURCES CO                         DE       8.01,9.01                      10/01/04

MOBILEPRO CORP                          DE       8.01,9.01                      09/30/04

MONARCH COMMUNITY BANCORP INC           MD       1.02,5.02,9.01                 10/01/04    AMEND

MORGAN BEAUMONT INC                     NV       1.01,2.01,4.01,5.01,5.02,5.03  10/01/04

MORGAN STANLEY ABS CAPITAL I INC        DE       8.01,9.01                      09/30/04

Morgan Stanley Mortgage Loan Trust 20   DE       8.01,9.01                      09/25/04

Morgan Stanley Mortgage Loan Trust 20   DE       8.01,9.01                      09/25/04

Mortgage Pass-Through Certificates, S            9.01                           09/25/04

MOTOROLA INC                            DE       5.05,9.01                      09/29/04

NATIONAL INSTRUMENTS CORP /DE/          DE       2.02,9.01                      10/04/04

NATIONAL SEMICONDUCTOR CORP             DE       1.01,8.01,9.01                 10/01/04

NAVISTAR INTERNATIONAL CORP             DE       7.01                           10/04/04

NELNET STUDENT LOAN FUNDING LLC                  1.01,2.01,9.01                 09/29/04

NEOMETRIX TECHNOLOGY GROUP INC          NV       5.02                           10/04/04

NETTEL HOLDINGS INC                     FL       1.01,2.03,3.02,9.01            09/28/04

NETWORK ENGINES INC                     DE       2.02,9.01                      10/04/04

NII HOLDINGS INC                        DE       8.01,9.01                      10/01/04

NORTH COUNTRY FINANCIAL CORP            MI       1.01,9.01                      09/28/04

NORTH FORK BANCORPORATION INC           DE       1.01,9.01                      09/28/04

NORTHWEST NATURAL GAS CO                OR       8.01,9.01                      09/28/04

NOVA COMMUNICATIONS LTD                 NV       5.03,9.01                      09/21/04

NOVA COMMUNICATIONS LTD                 NV       5.03,9.01                      09/21/04    AMEND

NU HORIZONS ELECTRONICS CORP            DE       2.03,9.01                      09/30/04

NU SKIN ENTERPRISES INC                 DE       2.02,8.01,9.01                 09/30/04

NUTRA PHARMA CORP                       CA       2.01                           09/28/04

OCEAN WEST HOLDING CORP                 DE       5.02                           09/28/04

OMEGA FINANCIAL CORP /PA/               PA       7.01,9.01                      10/01/04

OSE USA INC                             DE       5.02,9.01                      10/01/04

OSULLIVAN INDUSTRIES HOLDINGS INC       DE       5.02,9.01                      10/03/04

P COM INC                               DE       2.02,2.03,9.01                 09/30/04

P F CHANGS CHINA BISTRO INC                      2.02,9.01                      09/29/04

PACIFIC BIOMETRICS INC                  DE       5.02                           10/01/04

PANTRY INC                              DE       1.01,2.03,7.01,9.01            09/30/04

PARK PLACE SECURITIES INC ASSET-BACKE   DE       8.01,9.01                      09/25/04

PAYCHEX INC                             DE       1.01,5.02,5.03,7.01,9.01       10/01/04

PEGASUS COMMUNICATIONS CORP /           DE       1.01                           10/04/04

PEMSTAR INC                             MN       1.01,2.03,9.01                 09/28/04

PEOPLES CHOICE HOME LOAN SECURITIES T            8.01,9.01                      09/25/04

PEOPLES FINANCIAL SERVICES CORP/        PA       9.01                           10/04/04

PEOPLESOFT INC                          DE       2.02,9.01                      10/04/04

PeopleSupport, Inc.                     DE       5.03,8.01,9.01                 09/28/04

PERMA FIX ENVIRONMENTAL SERVICES INC    DE       7.01                           09/28/04

PETROGEN CORP                           NV       3.02,8.01,9.01                 09/20/04

PHARMACEUTICAL FORMULATIONS INC         DE       9.01                           05/15/03    AMEND

PHARMACYCLICS INC                       DE       8.01,9.01                      10/04/04

POLO RALPH LAUREN CORP                  DE       8.01,9.01                      08/12/04

POTASH CORP OF SASKATCHEWAN INC                  1.01                           09/30/04

PRICE LEGACY CORP                       MD       1.01,9.01                      09/28/04

PRIME COMPANIES INC                     DE       8.01                           09/28/04

PRIME MORTGAGE TRUST 2003-1             NY       8.01,9.01                      09/25/04

PRIME MORTGAGE TRUST MORTGAGE PASS-TH   DE       8.01,9.01                      09/25/04

PRIME MORTGAGE TRUST, MORTGAGE PASS-T   DE       8.01,9.01                      09/25/04

PRINCIPAL LIFE INCOME FUNDINGS TRUST             8.01,9.01                      10/01/04

PRINCIPAL LIFE INCOME FUNDINGS TRUST    DE       8.01,9.01                      10/01/04

PROTECTIVE LIFE INSURANCE CO            TN       9.01                           09/30/04

PROTECTIVE LIFE SECURED TRUST 2004-A    DE       1.03,2.01,8.01,9.01            10/01/04

PROVIDENCE SERVICE CORP                 DE       2.01,9.01                      07/21/04    AMEND

PULASKI FINANCIAL CORP                  DE       2.02,9.01                      09/30/04

PYR ENERGY CORP                         DE       5.02,9.01                      10/01/04

QUAKER FABRIC CORP /DE/                 DE       1.02,9.01                      09/30/04

QUANEX CORP                             DE       7.01                           10/04/04

RAMP Series 2004-RZ2 Trust              DE       8.01,9.01                      10/04/04

RARE HOSPITALITY INTERNATIONAL INC      GA       2.02,7.01,9.01                 10/04/04

RASC SERIES 2004-KS4 TRUST              DE       8.01,9.01                      09/23/04

RED HAT INC                             DE       5.02,9.01                      10/01/04

Remote Dynamics Inc                     DE       3.01,9.01                      10/01/04

Remote Dynamics Inc                     DE       1.01,3.02,9.01                 10/01/04

RENAISSANCE HOME EQUITY LOAN TRUST 20   DE       8.01,9.01                      09/25/04

REPUBLIC BANCORP INC                    MI       7.01                           09/29/04

RESIDENTIAL ASSET MORT PROD INC RAMP    DE       8.01,9.01                      10/04/04

RIGEL PHARMACEUTICALS INC               DE       3.02                           09/29/04

RIGHTNOW TECHNOLOGIES INC               MT       7.01                           10/04/04

RPC INC                                 DE       8.01,9.01                      10/04/04

RTI INTERNATIONAL METALS INC            OH       2.01,3.02,9.01                 10/01/04

RUBY TUESDAY INC                        GA       2.02,9.01                      08/31/04

S1 CORP /DE/                            DE       5.02,9.01                      09/28/04

SANDY SPRING BANCORP INC                MD       8.01,9.01                      10/04/04

SCBT FINANCIAL CORP                     SC       8.01                           09/28/04

SCHULMAN A INC                          DE       2.02,9.01                      10/04/04

Securitized Asset Backed Receivables             8.01,9.01                      09/25/04

SECURITIZED ASSET BACKED RECEIVABLES             8.01,9.01                      09/25/04

SEQUIAM CORP                            CA       1.01,2.03                      09/30/04

SERVICEMASTER CO                        DE       2.03                           10/04/04

SI INTERNATIONAL INC                    DE       9.01                           09/30/04

SIEBEL SYSTEMS INC                      DE       2.02                           10/04/04

SIMPLETECH INC                          CA       7.01,9.01                      10/04/04

SIMTEK CORP                             CO       7.01,9.01                      10/01/04

SMALL WORLD KIDS INC                    UT       1.01,9.01                      09/23/04

SOMERSET INTERNATIONAL GROUP,INC.       DE       3.02                           10/04/04

SONOMAWEST HOLDINGS INC                 CA       7.01,9.01                      09/30/04

SOUTHCREST FINANCIAL GROUP INC          GA       2.01,9.01                      09/30/04

SOUTHWEST COMMUNITY BANCORP             CA       8.01,9.01                      10/04/04

SPECIALTY LABORATORIES INC                       1.01,7.01,9.01                 10/04/04

SPECTRE INDUSTRIES INC                           9.01                           05/24/04

SPECTRE INDUSTRIES INC                           9.01                           05/24/04

ST JUDE MEDICAL INC                     MN       1.01,2.03                      09/28/04

STARTEK INC                             DE       5.02                           10/01/04

STATION CASINOS INC                     NV       2.01                           10/01/04

STRUCT ASS MORT INV INC BS ALTA MORT    DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV II INC BEAR   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV II INC BEAR   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV II INC BEAR   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV II INC BEAR   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV II INC BEAR   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV II INC BEAR   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV II INC BEAR   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV II INC MORT   DE       8.01,9.01                      09/25/04

STRUCTURED ASSET MORT INV II INC PRIM   DE       8.01,9.01                      09/25/04

STRUCTURED ASSET MORT INV INC BEAR ST   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV INC MORT PA   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT INV INC MORT PA   DE       8.01,9.01                      09/27/04

STRUCTURED ASSET MORT PRIME MORT TR P   DE       8.01,9.01                      09/25/04

STRUCTURED ASSET MORTGAGE INVESTMENTS            8.01,9.01                      09/25/04

STRUCTURED ASSET SEC CORP MORT PASS T   DE       9.01                           09/27/04

STRUCTURED ASSET SECURITIES CORP        DE       8.01,9.01                      09/28/04

STRUCTURED ASSET SECURITIES CORP        DE       8.01,9.01                      09/28/04

STRUCTURED ASSET SECURITIES CORP        DE       8.01                           09/30/04

STRUCTURED ASSET SECURITIES CORP        DE       8.01                           09/30/04

STRUCTURED ASSET SECURITIES CORP MORT   DE       9.01                           09/27/04

STRUCTURED ASSET SECURITIES CORP MORT   DE       9.01                           09/27/04

Structured Asset Securities Corp Mort   DE       9.01                           09/27/04

Structured Asset Securities Corp Mort   DE       9.01                           09/27/04

Structured Asset Securities Corportio   DE       9.01                           09/27/04

SUN BANCORP INC /NJ/                    NJ       2.02,9.01                      10/01/04

SUNGARD DATA SYSTEMS INC                DE       8.01,9.01                      10/04/04

SUPER VISION INTERNATIONAL INC          DE       5.02,7.01,9.01                 10/04/04

SUPPORTSOFT INC                         DE       2.02,9.01                      10/04/04

SWIFT TRANSPORTATION CO INC             NV       8.01,9.01                      10/01/04

SYNIVERSE TECHNOLOGIES INC              DE       1.01,2.01,9.01                 09/30/04

SYNPLICITY INC                          CA       1.01,5.02,9.01                 09/28/04

T REIT INC                              VA       5.02                           09/28/04

TABATHA I INC                           CO       4.01,9.01                      09/30/04

TABATHA II INC                          CO       4.01,9.01                      09/30/04

TABATHA IV INC                          CO       4.01,9.01                      09/30/04

TABATHA V INC                           CO       4.01,9.01                      09/30/04

TEKNOWLEDGE CORP                        DE       8.01                           09/30/04

TEL INSTRUMENT ELECTRONICS CORP         NJ       7.01                           09/30/04

TELETECH HOLDINGS INC                   DE       1.02,9.01                      09/30/04

TERAYON COMMUNICATION SYSTEMS           DE       5.02,8.01,9.01                 10/01/04

TEREX CORP                              DE       8.01                           10/04/04

Thornburg Mortgage Securities Trust 2   DE       8.01,9.01                      09/27/04

TIMEBEAT COM ENTERPRISES INC /                   5.03,8.01,9.01                 09/30/04

TITANIUM METALS CORP                    DE       7.01,9.01                      10/04/04

TOYOTA MOTOR CREDIT CORP                CA       2.03                           09/29/04

TRI-CONTINENTAL CORP                    MD       7.01,9.01                      10/01/04

TRUSTCO BANK CORP N Y                   NY       8.01                           10/04/04

TS ELECTRONICS INC                      DE       1.01                           04/17/04    AMEND

UCN INC                                 DE       2.03,5.02,9.01                 09/29/04

UGI CORP /PA/                           PA       5.03,9.01                      09/28/04

UMB FINANCIAL CORP                      MO       5.02,9.01                      10/04/04

UNIFI INC                               NY       8.01                           09/30/04

UNIMARK GROUP INC                       TX       5.02,9.01                      09/30/04

UNION BANKSHARES CORP                   VA       7.01,9.01                      10/01/04

UNITEDGLOBALCOM INC                     DE       8.01                           10/01/04

UNITRIN INC                             DE       8.01                           10/01/04

UNIVERSAL ELECTRONICS INC               DE       1.01,9.01                      10/01/04

VALENCE TECHNOLOGY INC                  DE       8.01,9.01                      10/04/04

VALENCE TECHNOLOGY INC                  DE       3.02                           09/30/04

VARIAN INC                              DE       2.05                           09/29/04

VCA ANTECH INC                          DE       8.01,9.01                      10/01/04

VIGNETTE CORP                           DE       2.02,9.01                      10/04/04

VIRBAC CORP                             DE       5.01,9.01                      10/01/04

VITALSTATE INC                          NY       5.02                           09/18/04

VITESSE SEMICONDUCTOR CORP              DE       7.01                           10/04/04

WELLCO ENTERPRISES INC                  NC       2.02                           07/03/04

Wells Fargo Mortgage Backed Securitie   DE       8.01,9.01                      09/25/04

Wells Fargo Mortgage Backed Securitie   DE       8.01,9.01                      09/25/04

Wells Fargo Mortgage Backed Securitie   DE       8.01,9.01                      09/25/04

Wells Fargo Mortgage Backed Securitie   DE       8.01,9.01                      09/25/04

Wells Fargo Mortgage Backed Securitie   DE       8.01,9.01                      09/25/04

WESTERN GOLDFIELDS INC                  ID       7.01,9.01                      10/01/04

WHOLE FOODS MARKET INC                  TX       1.01,2.03,9.01                 10/01/04

WILLIS GROUP HOLDINGS LTD               D0       8.01,9.01                      10/04/04

WINDSWEPT ENVIRONMENTAL GROUP INC       DE       8.01,9.01                      09/29/04

WJ COMMUNICATIONS INC                   CA       7.01,9.01                      09/30/04

WOLVERINE TUBE INC                      DE       1.01,2.03,9.01                 09/29/04

WORKSTREAM INC                                   8.01,9.01                      09/28/04

WORLDWIDE MANUFACTURING USA INC         CO       4.01,9.01                      09/30/04

WPT ENTERPRISES INC                              8.01,9.01                      09/30/04

XCEL ENERGY INC                         MN       5.02                           10/04/04

XFONE INC                               NV       8.01                           09/27/04

ZANETT INC                              DE       8.01                           09/30/04

ZENITH NATIONAL INSURANCE CORP          DE       8.01,9.01                      10/04/04