Seasoned Equity Offerings: Offer Date 1 A Biased and Haphazard Sample for Demonstration Purposes Only Eventus (R) software is produced by Cowan Research, L.C. http://www.eventstudy.com/ TOTAL EVENTS IN REQUEST FILE: 1123 EVENTS DROPPED: 8 EVENTS WITH USEABLE RETURNS: 1115 MINIMUM RETURN DATA REQUIRED FOR ESTIMATION: 6 NOTE: The Request statement included a SHIFTn option. Value-weighting of the event study sample is in effect. STATISTICAL SIGNIFICANCE LEVELS: 1 tailed Seasoned Equity Offerings: Offer Date 2 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns * 25031110 (Unusable PERMNO) 08/96 * PERMNO not found * 53117220 (Unusable PERMNO) 02/98 * PERMNO not found * 92829S10 (Unusable PERMNO) 04/00 * PERMNO not found * 74460D72 (Unusable PERMNO) 12/00 * PERMNO not found * 74460D72 (Unusable PERMNO) 05/01 * PERMNO not found * 72650310 (Unusable PERMNO) 11/01 * PERMNO not found 10042 13886910 CANYON RESOURCES CORP 07/97 24 10149 26942C10 EAGLE BANCSHARES INC 03/96 24 10182 87823710 TECH DATA CORP 08/96 24 10182 87823710 TECH DATA CORP 12/97 24 10564 00684810 ADELPHIA COMMUNICATIONS CORPA 12/01 6 10667 45255W10 IMPCO TECHNOLOGIES INC 08/00 24 10753 35908110 FRONTIER INSURANCE GROUP INC 09/97 24 10772 84281110 SOUTHERN ELECTRONICS CORP 10/97 24 10929 74577110 PULITZER PUBLISHING CO 04/99 * Data end before 04/01/1999 10933 57053510 MARKEL CORP 12/01 24 11159 23334310 D V I INC 06/98 24 11192 00848810 AGOURON PHARMACEUTICALS INC 08/96 24 11198 88889610 TODD AO CORPA 12/96 24 11278 82001310 SHARPER IMAGE CORP 08/99 24 11347 25385910 DIGITAL MICROWAVE CORP 04/97 24 11411 12613610 C N S INC 04/96 24 11539 68381510 OPTEK TECHNOLOGY INC 05/98 13 11545 16875K20 CHILDRENS COMPREHENSIVE SVCS INC 09/96 24 11552 15102010 CELGENE CORP 12/97 24 11554 74342C10 PRONET INC 06/96 18 11591 27636910 EASTERN ENVIRONMENTAL SVC INC 06/98 7 11653 44923820 I C C TECHNOLOGIES INC 03/96 24 11881 44966150 I L X RESORTS INC 05/98 24 11887 48243420 K C S ENERGY INC 02/97 24 11895 00755F10 ADVANCED TISSUE SCIENCES INC 04/96 24 11927 76123010 RESPIRONICS INC 04/96 24 11956 90465L40 UNICOMP INC 12/96 24 11997 20030020 COMCAST CORPA 02/00 24 11997 20030020 COMCAST CORPA 02/00 24 12008 26747510 DYCOM INDUSTRIES INC 06/99 24 12052 36955010 GENERAL DYNAMICS CORP 10/00 24 12067 67000810 NOVELLUS SYSTEMS INC 03/99 24 12067 67000810 NOVELLUS SYSTEMS INC 05/00 24 12072 70159Q10 PARKWAY PROPERTIES INC 04/98 24 12074 74154110 PRIDE PETROLEUM SERVICES INC 06/97 24 12166 76041610 REPUBLIC FIRST BANCORP INC 12/97 24 12215 56124020 MALLON RESOURCES CORP NEW 01/98 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 3 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 12248 74373710 PROVIDENCE & WORCESTER RR CO 11/98 24 12395 76714710 RIO HOTEL & CASINO INC 12/97 13 12781 50558810 LACLEDE GAS CO 05/99 24 13283 02725810 AMERICAN LIST CORP 04/96 15 16424 37576610 GILLETTE CO 03/98 24 16424 37576610 GILLETTE CO 08/01 24 16678 50104410 KROGER COMPANY 08/99 24 16715 85325810 STANDARD COMMERCIAL CORP 06/97 24 18016 42705610 HERCULES INC 08/99 24 18411 84258710 SOUTHERN CO 01/01 24 19916 81185010 SEAGRAM LTD 07/99 17 20482 00282410 ABBOTT LABORATORIES 12/99 24 20626 26054310 DOW CHEMICAL CO 01/00 24 21207 65163910 NEWMONT MINING CORP 02/96 24 22293 21935010 CORNING INC 09/01 24 23042 29164110 EMPIRE DISTRICT ELEC CO 01/02 24 23229 12589610 C M S ENERGY CORP 11/00 24 23229 12589610 C M S ENERGY CORP 03/01 24 23317 29356110 ENRON CORP 03/99 24 23537 17252910 CIPRICO INC 06/96 24 23544 03041110 AMERICAN WATER WORKS INC 06/96 24 23835 55269010 M D U RESOURCES GROUP INC 05/98 24 23931 66577210 NORTHERN STATES POWER CO MN 10/97 24 24046 18450210 CLEAR CHANNEL COMMUNICATIONS INC 10/97 24 24046 18450210 CLEAR CHANNEL COMMUNICATIONS INC 04/98 24 24046 18450210 CLEAR CHANNEL COMMUNICATIONS INC 01/99 24 24046 18450210 CLEAR CHANNEL COMMUNICATIONS INC 06/99 24 24221 21037110 CONSTELLATION ENERGY GROUP INC 04/01 24 24248 60411010 MINNESOTA POWER INC 10/98 24 24248 01852210 ALLETE INC 06/01 24 24476 19247910 COHERENT INC 08/00 24 25099 92931B10 W P S RESOURCES CORP HOLDING CO 01/02 24 25487 12654510 C U C INTERNATIONAL INC 11/96 24 25487 12654510 C U C INTERNATIONAL INC 12/97 24 25487 15131310 CENDANT CORP 03/01 24 25769 49238610 KERR MCGEE CORP 03/00 24 26252 20590810 COMPUTER HORIZONS CORP 10/97 24 26470 29265N10 ENERGEN CORP 10/97 24 26606 91800510 UTILICORP UNITED INC 12/96 24 26729 58016910 MCDONNELL DOUGLAS CORP 08/97 * Data end before 08/01/1997 26737 35906P10 FRONTIER CORP 03/96 24 27511 22279510 COUSINS PROPERTIES INC 01/98 24 27713 69332S10 P E CORP 03/00 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 4 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 27959 26439910 DUKE ENERGY CORP 04/01 24 28388 92904210 VORNADO REALTY TRUST 01/97 24 28388 92904210 VORNADO REALTY TRUST 05/98 24 28952 23820810 DATUM INC 04/97 24 29102 62956810 NABORS INDUSTRIES INC 08/97 24 29102 62956810 NABORS INDUSTRIES INC 04/00 24 29103 89614K10 TRIDENT ROWAN GROUP INC 07/97 20 30593 25857020 DOUBLE EAGLE PETE & MNG CO 01/97 24 30681 68191910 OMNICOM GROUP INC 04/98 24 31974 34555010 FOREST CITY ENTERPRISES INCA 10/01 24 32651 42270410 HECLA MINING CO 02/96 24 32791 29274010 ENERGY VENTURES INC 08/96 24 32897 41078310 HANOVER DIRECT INC 07/97 24 33647 29990030 EVERGREEN RESOURCES INC 11/96 24 34746 31677310 FIFTH THIRD BANCORP 06/98 24 35107 70041620 PARK ELECTROCHEMICAL CORP 03/96 24 37161 87237510 T E C O ENERGY INC 11/01 24 37234 34609160 FOREST OIL CORP 09/99 24 37284 88160910 TESORO PETROLEUM CORP 07/98 24 38914 15677T10 CERIDIAN CORP 09/96 24 41187 41987010 HAWAIIAN ELECTRIC INDUSTRIES INC 12/01 24 41663 42739810 HERLEY INDUSTRIES INC 01/98 24 42439 43809210 HON INDUSTRIES INC 11/97 24 42606 11522310 BROWN & SHARPE MFG COA 11/96 24 42833 69511410 PACIFICORP 04/96 24 44134 48917010 KENNAMETAL INC 04/98 24 44637 45837210 INTER TEL INC 12/97 24 45356 90212410 TYCO INTERNATIONAL LTD NEW 10/97 24 45356 90212410 TYCO INTERNATIONAL LTD NEW 10/97 24 45356 90212410 TYCO INTERNATIONAL LTD NEW 07/01 24 45495 77938210 ROWAN COMPANIES INC 03/00 24 45911 02075310 ALPHA INDUSTRIES INC 06/99 24 46245 46985840 JACOR COMMUNICATIONS INC 07/96 24 46703 44107P10 HOST MARRIOTT CORP NEW 06/01 24 46703 44107P10 HOST MARRIOTT CORP NEW 06/01 24 47707 33761010 FIRST YEARS INC 07/96 24 48144 50124210 KULICKE & SOFFA INDS INC 06/97 24 49031 34349610 FLOWERS INDUSTRIES INC 05/98 24 49614 03190910 AMRESCO INC 12/96 24 49745 53517110 LINDBERG CORP 08/98 24 50017 54150930 LOMAK PETROLEUM INC 04/97 24 50702 70910210 PENNSYLVANIA REAL ESTATE INVT TR 08/01 24 51596 48262010 K N ENERGY INC 04/98 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 5 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 51960 57776710 MAXWELL TECHNOLOGIES INC 12/97 24 52214 60520310 MISSION WEST PPTYS INC MD 07/99 24 52425 93965310 WASHINGTON REAL ESTATE INVT TR 08/97 24 52425 93965310 WASHINGTON REAL ESTATE INVS TR 05/01 24 52898 71800960 PHILADELPHIA SUBURBAN CORP 03/98 24 53058 59043810 MERRY LAND & INVESTMENT CO INC 07/96 24 53058 59043810 MERRY LAND & INVESTMENT CO INC 04/98 6 53137 63691910 NATIONAL MEDIA CORP 09/96 24 53859 59668010 MIDDLESEX WATER CO 01/99 24 54324 55288510 M G I PROPERTIES 02/97 24 54690 85590520 STARWOOD LODGING TRUST 05/96 24 54690 85590520 STARWOOD LODGING TRUST 09/96 24 54690 85590520 STARWOOD LODGING TRUST 04/97 24 55191 60659220 MITCHELL ENERGY & DEV CORPA 06/01 7 56275 63544910 NATIONAL COMMERCE BANCORPORATION 06/99 24 56741 18987310 COACHMEN INDUSTRIES INC 12/96 24 56952 14733910 CASCADE NATURAL GAS CORP 09/96 24 57534 65182410 NEWPORT CORP 08/00 24 57808 92829810 VISHAY INTERTECHNOLOGY INC 06/00 24 58094 65942410 NORTH FORK BANCORPORATION NY INC 01/97 24 58318 88077910 TEREX CORP NEW 07/99 24 58318 88077910 TEREX CORP NEW 01/02 24 58334 66765510 NORTHWEST NATURAL GAS CO 05/98 24 58406 66807410 NORTHWESTERN CORP 11/01 22 58413 31374720 FEDERAL REALTY INVESTMENT TRUST 06/96 24 58413 31374720 FEDERAL REALTY INVESTMENT TRUST 01/97 24 58481 91184320 UNITED STATES FILTER CORP 01/97 24 59300 91019710 UNITED DOMINION REALTY TR INC 01/02 24 59767 68382910 OPTICAL COATING LAB INC 06/99 8 60097 58505510 MEDTRONIC INC 10/98 24 60169 20765110 CONNECTICUT NATURAL GAS CORP 07/96 24 61146 69888410 PAR TECHNOLOGY CORP 08/96 24 61188 84489510 SOUTHWEST GAS CORP 09/98 24 61209 89388910 TRANSTECHNOLOGY CORP 12/97 24 61322 70163010 PARLEX CORP 11/97 24 61698 92006210 VALLEY RESOURCES INC 09/97 24 61700 92581110 VICON INDUSTRIES INC 06/98 24 61807 61539420 MOOG INCA 02/98 24 61807 61539420 MOOG INCA 12/01 24 61946 09211310 BLACK HILLS CORP 05/01 24 62034 70963110 PENTAIR INC 10/99 24 62092 88355610 THERMO ELECTRON CORP 05/98 24 62156 14092010 CAPITAL TRUST 01/98 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 6 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 63079 49291410 KEY ENERGY SERVICES INC 07/00 24 63079 49291410 KEY ENERGY SERVICES INC 01/02 24 63562 39788810 GREY WOLF INC 11/97 24 63781 90921810 UNIT CORP 10/99 24 63830 74018910 PRECISION CASTPARTS CORP 12/96 24 64290 62943010 N U I CORP 06/96 24 64290 62943010 N U I CORP 10/97 24 64418 20756710 CONNECTICUT ENERGY CORP 12/97 24 64451 81414110 SECURITY CAPITAL PACIFIC TRUST 06/97 24 64486 74367410 PROTECTIVE LIFE CORP 06/96 24 64565 22237210 COUNTRYWIDE CREDIT INDS INC 09/01 24 64653 74460D10 PUBLIC STORAGE INC 12/97 24 64936 25747010 DOMINION RESOURCES INC VA 02/98 24 64936 25746U10 DOMINION RESOURCES INC VA NEW 12/00 24 65270 74936040 R C M TECHNOLOGIES INC 06/98 24 65330 52490110 LEGG MASON INC 07/98 24 65429 87155110 SYMS CORP 12/97 24 65832 02081310 ALPHARMA INCA 12/99 24 65832 02081310 ALPHARMA INCA 09/00 24 65947 42217K10 HEALTH CARE REIT INC 06/96 24 65947 42217K10 HEALTH CARE REIT INC 01/97 24 65947 42217K10 HEALTH CARE REIT INC 04/97 24 65947 42217K10 HEALTH CARE REIT INC 11/98 24 65947 42217K10 HEALTH CARE REIT INC 07/01 24 66376 94262220 WATSCO INCA 03/97 24 67264 07644630 BEDFORD PROPERTY INVESTORS INC 05/96 24 67264 07644630 BEDFORD PROPERTY INVESTORS INC 12/97 24 67598 42191510 HEALTH CARE PPTY INVS INC 01/98 24 67598 42191510 HEALTH CARE PPTY INVS INC 05/99 24 68187 94874110 WEINGARTEN REALTY INVESTORS 02/01 24 68187 94874110 WEINGARTEN REALTY INVESTORS 06/01 24 68187 94874110 WEINGARTEN REALTY INVESTORS 12/01 24 68312 63862010 NATIONWIDE HEALTH PROPERTIES INC 07/96 24 68830 76162410 REX STORES CORP 10/99 24 68849 90297110 U S RESTAURANTS PROPERTIES INC 07/99 24 68857 12686C10 CABLEVISION SYSTEMS CORPA 11/01 24 70121 10536820 BRANDYWINE REALTY TRUST 03/97 24 70121 10536820 BRANDYWINE REALTY TRUST 02/98 24 70121 10536820 BRANDYWINE REALTY TRUST 03/98 24 70121 10536820 BRANDYWINE REALTY TRUST 03/98 24 70295 98983410 ZWEIG FUND INC 05/98 24 70332 03251110 ANADARKO PETROLEUM CORP 05/99 24 70675 82706820 SILICON VALLEY RESEARCH INC 03/96 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 7 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 70703 42216910 HEALTH & RETIREMENT PPTYS TR 04/97 24 70703 42216910 HEALTH & RETIREMENT PPTYS TR 03/98 24 70703 42216910 HEALTH & RETIREMENT PPTYS TR 06/98 24 70965 72146710 PILGRIMS PRIDE CORP 08/97 24 71300 02649410 AMERICAN HEALTH PPTYS INC 03/98 20 71395 78412D10 SEMCO ENERGY INC 09/98 24 71475 84250210 SOUTHERN CALIFORNIA WATER CO 01/97 24 71475 02989910 AMERICAN STATES WATER CO 09/00 24 71686 84473010 SOUTHTRUST CORP 02/97 24 71686 84473010 SOUTHTRUST CORP 11/97 24 71686 84473010 SOUTHTRUST CORP 02/98 24 72072 84759810 SPECTRAN CORP 03/97 24 72661 83013710 SIZELER PROPERTY INVESTORS INC 01/02 24 72776 87234010 T C W CONVERTIBLE SECS FD INC 07/98 24 72980 86037210 STEWART INFORMATION SVCS CORP 09/01 24 75037 09690310 BODDIE NOELL PROPERTIES INC 01/98 24 75045 17245510 CINEPLEX ODEON CORP 04/96 24 75100 88654710 TIFFANY & CO NEW 08/99 24 75107 00365410 ABIOMED INC 03/00 24 75154 14365810 CARNIVAL CORP 01/99 24 75175 55262C10 M B I A INC 03/96 24 75179 64020410 NEIMAN MARCUS GROUP INC 11/96 24 75262 62891610 N S GROUP INC 10/97 24 75326 03938010 ARCH COAL INC 06/01 24 75341 26441150 DUKE REALTY INVESTMENTS INC 02/97 24 75341 26441150 DUKE REALTY INVESTMENTS INC 10/97 24 75341 26441150 DUKE REALTY INVESTMENTS INC 10/97 24 75341 26441150 DUKE REALTY INVESTMENTS INC 11/98 24 75341 26441150 DUKE REALTY INVESTMENTS INC 12/98 24 75351 50022810 KOGER EQUITY INC 01/98 24 75414 74358610 PROSPECT STREET HI INCM PTF INC 07/96 24 75473 87907510 TEJAS GAS CORP DEL 08/96 17 75489 85503010 STAPLES INC 08/98 24 75491 36237J10 G T S DURATEK INC 05/96 24 75585 43730510 HOME PRODUCTS INTERNATIONAL INC 07/97 24 75592 72925110 PLUM CREEK TIMBER CO INC 12/01 24 75660 56824020 MARINE DRILLING COS INC 06/99 24 75696 29134510 EMISPHERE TECHNOLOGIES INC 04/00 24 75789 31340030 FEDERAL HOME LOAN MORTGAGE CORP 12/98 24 75808 15464710 CENTRAL NEWSPAPERS INCA 04/99 16 75846 45031U10 ISTAR FINANCIAL INC 11/01 24 75854 51841510 LATTICE SEMICONDUCTOR CORP 08/00 24 75857 83418210 SOLECTRON CORP 08/99 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 8 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 75860 45253H10 IMMUNOGEN INC 12/00 24 75892 22660310 CRIIMI MAE INC 04/97 24 75892 22660310 CRIIMI MAE INC 02/98 24 75892 22660310 CRIIMI MAE INC 04/98 24 75976 64049110 NEOGEN CORP 11/96 24 76076 17275R10 CISCO SYSTEMS INC 03/00 24 76088 87238410 T E P P C O PARTNERS L P 11/00 24 76088 87238410 T E P P C O PARTNERS L P 12/01 24 76100 88517530 THORATEC LABORATORIES CORP 05/00 24 76123 79014810 ST JOE CORP 03/98 24 76138 07330210 B E AEROSPACE INC 01/97 24 76149 78651420 SAFEWAY INC 01/98 24 76149 78651420 SAFEWAY INC 08/98 24 76149 78651420 SAFEWAY INC 08/00 24 76209 74054020 PREMIER PARKS INC 07/99 24 76214 87075610 SWIFT TRANSPORTATION CO INC 07/01 24 76224 08160H10 BENCHMARK ELECTRONICS INC 11/96 24 76224 08160H10 BENCHMARK ELECTRONICS INC 09/00 24 76238 67050910 NUEVO ENERGY CO 05/96 24 76306 04962L10 ATRIX LABORATORIES INC 01/02 24 76374 46057310 INTERNEURON PHARMACEUTICALS INC 07/96 24 76391 58469030 MEDICIS PHARMACEUTICAL CORPA 03/98 24 76477 01880410 ALLIANT TECHSYSTEMS INC 12/97 24 76477 01880410 ALLIANT TECHSYSTEMS INC 01/02 24 76543 45043010 ITEQ INC 06/97 24 76557 55262L10 M B N A CORP 02/99 24 76563 59309810 MEYER FRED INC DEL 10/96 24 76563 59290710 MEYER FRED INC DEL 07/98 10 76584 04951310 ATMEL CORP 10/00 24 76614 75886F10 REGENERON PHARMACEUTICALS INC 04/00 24 76614 75886F10 REGENERON PHARMACEUTICALS INC 04/01 24 76638 48007410 JONES APPAREL GROUP INC 11/97 24 76693 44929510 I C O S CORP 12/01 24 76703 37191210 GENESIS HEALTH VENTURES INC 06/96 24 76712 00130H10 A E S CORP 04/97 24 76712 00130H10 A E S CORP 08/97 24 76712 00130H10 A E S CORP 11/97 24 76712 00130H10 A E S CORP 05/99 24 76712 00130H10 A E S CORP 11/99 24 76712 00130H10 A E S CORP 12/00 24 76760 87927820 TELECOM CORPORATION NEW ZEALAND 05/98 24 76764 83168310 SMART & FINAL INC 07/99 24 76765 08471010 BERKSHIRE REALTY CO INC 12/97 22 * No useable returns found. Seasoned Equity Offerings: Offer Date 9 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 76769 92343P10 VERITAS D G C INC 11/00 24 76789 20390210 COMMUNITY FIRST BANKSHARES INC 01/98 24 76841 44937010 I D E C PHARMACEUTICALS CORP 07/96 24 76841 44937010 I D E C PHARMACEUTICALS CORP 12/00 24 76900 86859F10 SUPREMA SPECIALTIES INC 09/00 15 76951 74267L10 PRIZE ENERGY CORP 10/00 17 76963 62941030 N T N COMMUNICATIONS INC 05/00 24 76999 87244340 T H Q INC 03/97 24 77006 05461510 AXSYS TECHNOLOGIES INC 11/97 24 77112 71940K10 PHYSICIAN COMPUTER NETWORK INC 06/96 22 77129 49446R10 KIMCO REALTY CORP 02/96 24 77129 49446R10 KIMCO REALTY CORP 10/97 24 77129 49446R10 KIMCO REALTY CORP 05/98 24 77129 49446R10 KIMCO REALTY CORP 08/98 24 77129 49446R10 KIMCO REALTY CORP 10/98 24 77129 49446R10 KIMCO REALTY CORP 12/98 24 77129 49446R10 KIMCO REALTY CORP 12/98 24 77129 49446R10 KIMCO REALTY CORP 12/98 24 77129 49446R10 KIMCO REALTY CORP 12/98 24 77129 49446R10 KIMCO REALTY CORP 09/00 24 77129 49446R10 KIMCO REALTY CORP 01/02 24 77157 69076840 OWENS ILL INC 06/97 24 77171 55903610 MAGAININ PHARMACEUTICALS INC 12/97 24 77178 74752510 QUALCOMM INC 08/99 24 77191 88162G10 TETRA TECH INC NEW 03/99 24 77237 21867P10 CORE INC MASS 09/96 24 77239 22002T10 CORPORATE OFFICE PPTYS TRUST 05/98 24 77257 78387P10 S B S TECHNOLOGIES INC 12/96 24 77274 37555810 GILEAD SCIENCES INC 03/96 24 77284 65332V10 NEXTEL COMMUNICATIONS INCA 12/99 24 77292 74369L10 PROTEIN DESIGN LABS INC 04/97 24 77292 74369L10 PROTEIN DESIGN LABS INC 10/00 24 77325 26632S10 DURA PHARMACEUTICALS INC 06/96 24 77389 02492810 AMERICAN CLASSIC VOYAGES CO 03/00 19 77392 73173810 POLYMEDICA CORP 11/99 24 77448 54305710 LONGHORN STEAKS INC 04/96 24 77464 31792810 FINOVA GROUP INC 12/97 24 77489 10588410 BRAZILIAN EQUITY FUND INC 08/96 24 77502 73182210 POMEROY COMPUTER RESOURCES INC 07/96 24 77512 46093930 INTRANET SOLUTIONS INC 07/99 24 77515 50060010 KOPIN CORP 03/98 24 77575 58494910 MEDQUIST INC 05/99 24 77596 07010710 BASIN EXPLORATION INC 11/97 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 10 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 77606 50025510 KOHLS CORP 09/97 24 77606 50025510 KOHLS CORP 04/99 24 77617 45272910 IMPERIAL CREDIT INDUSTRIES INC 05/96 24 77628 31749210 FINANCIAL FEDERAL CORP 06/96 24 77661 23331A10 D R HORTON INC 04/97 24 77668 30218210 EXPRESS SCRIPTS INCA 07/99 24 77669 31792310 FINISH LINE INC 07/96 24 77669 31792310 FINISH LINE INC 01/97 24 77679 19723610 COLUMBIA BANKING SYSTEM INC 12/96 24 77699 35952H10 FUELCELL ENERGY INC 05/00 24 77699 35952H10 FUELCELL ENERGY INC 07/01 24 77798 70825420 PENNICHUCK CORP 12/98 24 77823 49455010 KINDER MORGAN ENERGY PARTNERS LP 07/98 24 77823 49455010 KINDER MORGAN ENERGY PARTNERS LP 04/00 24 77855 36092110 FURNITURE BRANDS INTL INC 12/96 24 77873 81764810 SERVICO INC FLA 07/97 24 77880 74191710 PRIME HOSPITALITY CORP 08/96 24 77928 20442910 COMPANIA CERVECERIAS UNIDES S A 01/97 24 77988 02071K10 ALPHA BETA TECHNOLOGY INC 04/96 24 78029 76123550 RESPONSE USA INC 03/98 24 78032 40442910 HA LO INDUSTRIES INC 06/98 24 78045 55922240 MAGNA INTERNATIONAL INCA 07/98 24 78049 00253520 AARON RENTS INC 05/98 24 78068 85430520 STANLEY FURNITURE CO NEW 12/96 24 78102 40429710 H S RESOURCES INC 11/97 24 78170 79222810 ST MARY LAND & EXPLORATION CO 03/97 24 78215 91317410 UNITED WASTE SYSTEMS INC 04/97 4 78223 00847410 AGNICO EAGLE MINES LTD 05/97 24 78473 07003610 BASIC PETROLEUM INTL LTD 07/96 14 78816 15852010 CHAMPION INDUSTRIES INC 04/98 24 78877 16516710 CHESAPEAKE ENERGY CORP 05/96 24 78877 16516710 CHESAPEAKE ENERGY CORP 12/96 24 78881 23251P10 CYBERONICS INC 10/97 24 78906 39763710 GREKA ENERGY CORP 12/00 24 78923 71819M10 PHILIP SERVICES CORP 12/97 13 78927 25159110 DEVELOPERS DIVERSIFIED RLTY CORP 02/97 24 78927 25159110 DEVELOPERS DIVERSIFIED RLTY CORP 10/97 24 78927 25159110 DEVELOPERS DIVERSIFIED RLTY CORP 01/99 24 78931 14441810 CARRAMERICA REALTY CORP 01/98 24 78931 14441810 CARRAMERICA REALTY CORP 05/98 24 78987 59501710 MICROCHIP TECHNOLOGY INC 02/97 24 78994 68569110 ORCHARD SUPPLY HRDWRE STORES CP 04/96 5 78999 69487310 PACIFIC SUNWEAR OF CA INC 07/97 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 11 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 79010 31564610 FIBERMARK INC 01/98 24 79069 00493310 ACTION PERFORMANCE COS INC 07/97 24 79088 47715510 JETFORM CORP 04/97 24 79089 34988210 FOSSIL INC 06/98 24 79108 80090710 SANMINA HOLDINGS INC 03/00 24 79121 97314910 WIND RIVER SYSTEMS INC 08/96 24 79129 37002110 GENERAL GROWTH PROPERTIES INC 08/99 24 79129 37002110 GENERAL GROWTH PROPERTIES INC 01/02 24 79133 03833610 APTARGROUP INC 08/98 24 79147 16875520 CHILDRENS BROADCASTING CORP 03/96 24 79157 12512910 C D W COMPUTER CENTERS INC 03/97 24 79163 30024810 EVERGREEN MEDIA CORP 11/96 24 79179 55272T10 M F S COMMUNICATIONS INC 08/96 5 79184 71659710 PETROLEUM GEO SERVICES A S 01/98 24 79188 76119710 RESOURCE BANCSHARES MORT GP INC 04/96 24 79212 22757310 CROSS TIMBERS OIL CO 05/98 24 79233 42194610 HEALTHCARE REALTY TRUST INC 01/02 24 79250 91270710 UNITED STATES SURGICAL CORP 06/96 24 79265 30244510 FLIR SYSTEMS INC 07/98 24 79265 30244510 FLIR SYSTEMS INC 01/02 24 79299 69881310 PAPA JOHNS INTL INC 06/96 24 79331 29665F20 ESPIRITO SANTO FIN HLDGS S A 12/97 24 79351 88521810 THORNBURG MORTGAGE ASSET CORP 06/97 24 79351 88521810 THORNBURG MORTGAGE ASSET CORP 08/97 24 79351 88521810 THORNBURG MORTGAGE ASSET CORP 09/01 24 79436 40049C10 GRUPO RADIO CENTRO S A DE C V 08/96 24 79449 73746410 POST PROPERTIES INC 03/98 24 79449 73746410 POST PROPERTIES INC 11/98 24 79455 91086510 UNITED MERIDIAN CORP 12/96 15 79478 20678410 CONDUCTUS INC 07/96 24 79508 62543V10 MULTICARE COMPANIES INC 11/96 11 79534 74147T10 PRICE REIT INC 02/97 16 79542 30067R10 EXCEL REALTY TRUST INC 07/96 24 79545 09972410 BORG WARNER AUTOMOTIVE INC 03/97 24 79547 29476L10 EQUITY RESIDENTIAL PROPERTIES TR 04/97 24 79547 29476L10 EQUITY RESIDENTIAL PROPERTIES TR 01/98 24 79547 29476L10 EQUITY RESIDENTIAL PROPERTIES TR 02/98 24 79547 29476L10 EQUITY RESIDENTIAL PROPERTIES TR 03/98 24 79547 29476L10 EQUITY RESIDENTIAL PROPERTIES TR 03/98 24 79548 63623G10 NATIONAL GOLF PROPERTIES INC 06/01 20 79617 71752810 PHILADELPHIA CONSOLIDATED HLG CO 12/01 24 79637 91390310 UNIVERSAL HEALTH SERVICES INCB 07/96 24 79641 21079530 CONTINENTAL AIRLINES INCB 06/96 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 12 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 79654 19587210 COLONIAL PROPERTIES TRUST 08/97 24 79654 19587210 COLONIAL PROPERTIES TRUST 05/98 24 79660 66478510 NORTHERN BORDER PARTNERS L P 01/98 24 79660 66478510 NORTHERN BORDER PARTNERS L P 06/01 24 79695 35843810 FRIEDMANS INCA 06/96 24 79701 45795620 INSIGNIA FINANCIAL GROUP INCA 02/97 20 79713 57772J10 MAXIM GROUP INC 03/97 24 79724 67087210 O M GROUP INC 07/98 24 79742 90384910 ULTIMATE ELECTRONICS INC 11/99 24 79770 52903910 LEXINGTON CORPORATE PROP INC I 07/97 24 79770 52903910 LEXINGTON CORPORATE PROP INC I 12/97 24 79770 52904310 LEXINGTON CORPORATE PPTYS TRUST 08/01 24 79778 16342110 CHELSEA PROPERTY GROUP INC 11/01 24 79782 75893910 REGENCY REALTY CORP 08/97 24 79788 01903Q10 ALLIED CAPITAL CORP NEW 06/00 24 79788 01903Q10 ALLIED CAPITAL CORP NEW 07/00 24 79788 01903Q10 ALLIED CAPITAL CORP NEW 06/01 24 79788 01903Q10 ALLIED CAPITAL CORP NEW 10/01 24 79794 04269W10 ARRIS PHARMACEUTICAL CORP 04/96 24 79798 03823610 APPLIED SCIENCE & TECHNOLOGY INC 04/00 9 79799 00207R10 ATMI INC 04/00 24 79808 12692410 CABLE DESIGN TECHNOLOGIES CORP 03/96 24 79857 70341410 PATTERSON ENERGY INC 10/00 24 79860 74739910 QUAKER FABRIC CORP NEW 04/97 24 79860 74739910 QUAKER FABRIC CORP NEW 08/98 24 79866 80688210 SCHNITZER STEEL INDUSTRIES INCA 03/96 24 79890 49359610 KEYSTONE PROPERTY TRUST 05/01 24 79890 49359610 KEYSTONE PROPERTY TRUST 09/01 24 79893 04560410 ASSOCIATED ESTATES REALTY CORP 01/97 24 79893 04560410 ASSOCIATED ESTATES REALTY CORP 08/97 24 79894 05346910 AVALON PROPERTIES INC 07/97 11 79894 05346910 AVALON PROPERTIES INC 01/98 5 79897 16172610 CHATEAU COMMUNITIES INC 03/98 24 79910 55972F20 MAGNUM HUNTER RESOURCES INC 12/97 24 79919 84849710 SPIEKER PROPERTIES INC 11/97 24 79941 03015110 AMERICAN TELECASTING INC 06/96 24 79977 44490310 HUMAN GENOME SCIENCES INC 04/97 24 80004 63172840 NASTECH PHARMACEUTICAL INC 02/97 24 80007 84476710 SOUTHWEST BANCORP INC OKLA 04/99 24 80014 69343410 P M C COMMERCIAL TRUST 07/96 24 80020 74428410 PROXIM INC 08/96 24 80029 75992910 REPUBLIC BANCSHARES INC 06/98 24 80030 80100310 SANGSTAT MEDICAL CORP 04/97 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 13 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 80037 87139910 SYLVAN LEARNING SYSTEMS INC 08/97 24 80055 92343610 VERITAS SOFTWARE CORP 09/99 24 80089 40049J20 GRUPO TELEVISA SA 02/00 24 80092 46360610 IRVINE APARTMENT COMMUNITIES INC 03/97 24 80100 82878110 SIMON DEBARTOLO GROUP INC 10/97 24 80102 86667410 SUN COMMUNITIES INC 05/96 24 80104 90338710 U T I ENERGY CORP 10/97 24 80127 39538410 GREENPOINT FINANCIAL CORP 08/98 24 80135 45868P10 INTERIM SERVICES INC 11/96 24 80135 45868P10 INTERIM SERVICES INC 06/98 24 80145 03460310 ANESTA CORP 07/96 24 80153 03303710 ANCHOR GAMING 11/97 24 80167 40521910 HAIN FOOD GROUP INC 01/98 24 80182 46624A10 J P REALTY INC 02/97 24 80183 59522J10 MID AMERICA APT COMMUNITIES INC 04/97 24 80185 72749310 PLANTRONICS INC NEW 03/99 24 80190 00173510 A M L I RESIDENTIAL PPTYS TR 12/96 24 80190 00173510 A M L I RESIDENTIAL PPTYS TR 08/97 24 80209 69439610 PACIFIC GULF PROPERTIES INC 06/96 24 80209 69439610 PACIFIC GULF PROPERTIES INC 07/97 24 80241 29470310 EQUITY INNS INC 05/96 24 80241 29470310 EQUITY INNS INC 06/97 24 80242 21992110 CORRECTIONAL SERVICES CORP 10/96 24 80281 87662860 TATHAM OFFSHORE INC 08/98 9 80307 09067K10 BIOVAIL CORP INTERNATIONAL NEW 11/99 24 80316 17163B10 CIBER INC 02/97 24 80325 26844310 EFTC CORP 07/98 24 80331 40252G10 GULF SOUTH MEDICAL SUPPLY INC 07/96 20 80332 36727810 GASONICS INTERNATIONAL CORP 06/00 7 80334 45767410 INSO CORP 11/96 24 80356 74157010 PRIME RETAIL INC 07/96 24 80364 82567D10 SHURGARD STORAGE CENTERS INCA 10/01 24 80375 68162K10 OLYMPIC STEEL INC 09/96 24 80381 07201210 BAY APARTMENT COMMUNITIES INC 02/97 24 80381 07201210 BAY APARTMENT COMMUNITIES INC 10/97 24 80388 30158610 EXECUTIVE RISK INC 10/97 21 80395 46591710 J D N REALTY CORP 03/96 24 80395 46591710 J D N REALTY CORP 12/96 24 80395 46591710 J D N REALTY CORP 04/97 24 80395 46591710 J D N REALTY CORP 12/97 24 80395 46591710 J D N REALTY CORP 02/99 24 80399 55438210 MACERICH CO 01/99 24 80408 86190710 STORAGE USA INC 04/97 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 14 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 80412 00849210 AGREE REALTY CORP 06/97 24 80414 15139210 CENTENNIAL TECHNOLOGIES INC 04/96 11 80416 19329010 COLE NATIONAL CORP NEWA 08/97 24 80417 22575610 CRESCENT REAL ESTATE EQUITIES IN 11/97 24 80422 52186510 LEAR CORP 08/96 24 80424 60114810 MILLS CORP 09/01 24 80439 10947310 BRIGHTPOINT INC 09/97 24 80443 23333J10 D T INDUSTRIES INC 12/96 24 80488 98388R10 XCELLENET INC 04/97 15 80495 47045710 JAMESON INNS INC 04/97 24 80537 45090910 IBIS TECHNOLOGY CORP 05/96 24 80557 58241110 MCMORAN EXPLORATION CO 05/00 24 80563 70756910 PENN NATIONAL GAMING INC 03/97 24 80591 07367810 BEACON PROPERTIES CORP 04/96 20 80591 07367810 BEACON PROPERTIES CORP 05/97 7 80610 56275110 MANHATTAN BAGEL INC 04/96 24 80677 14066R10 CAPSTONE CAPITAL TRUST INC 12/96 22 80677 14066R10 CAPSTONE CAPITAL TRUST INC 07/97 15 80677 14066R10 CAPSTONE CAPITAL TRUST INC 03/98 7 80678 14743R10 CASE CORP 04/96 24 80681 29717810 ESSEX PROPERTY TRUST INC 09/96 24 80681 29717810 ESSEX PROPERTY TRUST INC 01/98 24 80682 31529310 FERRELLGAS PARTNERS L P 07/01 24 80684 35180710 FRANCHISE FINANCE CORP AMERICA 02/99 24 80685 39961310 GROVE PROPERTY TRUST 12/97 24 80688 43128410 HIGHWOODS PROPERTIES INC 07/96 24 80688 43128410 HIGHWOODS PROPERTIES INC 10/97 24 80691 53117210 LIBERTY PROPERTY TRUST 04/97 24 80691 53117210 LIBERTY PROPERTY TRUST 12/97 24 80692 56106310 MALAN REALTY INVESTORS INC 07/98 24 80695 83219710 SMITH CHARLES E RESDNTL RLTY INC 03/97 24 80711 03748R10 APARTMENT INVESTMENT & MGMT CO 03/97 24 80711 03748R10 APARTMENT INVESTMENT & MGMT CO 11/97 24 80723 43730610 HOME PROPERTIES N Y INC 07/98 24 80731 79604V10 SAMSONITE CORP NEW 02/99 24 80732 05530010 B C B FINANCIAL SERVICES CORP 08/97 9 80752 42279910 HISPANIC BROADCASTING CORPA 07/99 24 80752 43357B10 HISPANIC BROADCASTING CORPA 12/99 24 80779 12990910 CALI REALTY CORP 11/97 24 80779 55448910 MACK CALI REALTY CORP 03/98 24 80779 55448910 MACK CALI REALTY CORP 04/98 24 80794 03070N10 AMERILINK CORP 11/97 20 80796 58439C10 MEDIA ARTS GROUP INC 03/98 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 15 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 80832 57053810 MARKER INTERNATIONAL 08/96 24 80833 63079510 NAPRO BIOTHERAPEUTICS INC 09/96 24 80836 69345710 P M T SERVICES INC 05/96 24 80843 84760810 SPECTRIAN CORP 09/97 24 80852 89170710 TOWER AUTOMOTIVE INC 05/97 24 80913 00819010 AFFILIATED COMPUTER SVCS INCA 07/96 24 80915 74366330 PROTECTION ONE INC 03/96 24 80915 74366330 PROTECTION ONE INC 07/98 24 80924 12512710 C D RADIO INC 10/99 24 80926 13123X10 CALLON PETROLEUM CO DEL 12/99 24 80926 13123X10 CALLON PETROLEUM CO DEL 06/01 24 80934 45336L10 INCONTROL INC 05/96 24 80969 22284P10 COVENANT TRANSPORT INCA 05/98 24 80971 26414210 DUCKWALL ALCO STORES INC NEW 11/96 24 80987 49906410 KNIGHT TRANSPORTATION INC 08/96 24 80987 49906410 KNIGHT TRANSPORTATION INC 12/01 24 81007 69357H10 P R I AUTOMATION INC 06/00 23 81012 86504110 SUGEN INC 11/96 24 81012 86504110 SUGEN INC 12/97 21 81045 75610910 REALTY INCOME CORP 11/97 24 81045 75610910 REALTY INCOME CORP 06/01 24 81045 75610910 REALTY INCOME CORP 11/01 24 81048 84917P10 SPORTS CLUB INC 05/98 24 81073 02358610 AMERCO 01/97 24 81087 44546710 HUMPHREY HOSPITALITY TRUST INC 05/98 24 81090 46623210 J P FOODSERVICE INC 09/96 24 81097 70423110 PAXSON COMMUNICATIONS CORP 04/96 24 81098 72348110 PINNACLE SYSTEMS INC 12/97 24 81116 92241710 VEECO INSTRUMENTS INC DEL 03/99 24 81119 98743410 YOUNG BROADCASTING INCA 07/01 24 81123 22843910 CROWN PACIFIC PARTNERS L P 08/96 24 81123 22843910 CROWN PACIFIC PARTNERS L P 01/99 24 81131 74150410 PRICELLULAR CORPA 08/96 22 81165 60650110 MITCHAM INDUSTRIES INC 04/97 24 81188 22404410 COX COMMUNICATIONS INC NEWA 09/99 24 81220 45765U10 INSIGHT ENTERPRISES INC 12/96 24 81241 11434A10 BROOKS AUTOMATION INC 04/00 24 81252 40390810 H C I A INC 05/96 24 81252 40390810 H C I A INC 09/96 24 81256 45812P10 INTEGRATED SILICON SOLUTION INC 03/00 24 81276 82990510 SIRROM CAPITAL CORP 03/97 24 81277 78474110 S T B SYSTEMS INC 04/98 13 81285 02971210 AMERICAN STANDARD COS INC DEL 03/97 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 16 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 81290 83409210 SOLA INTERNATIONAL INC 07/96 24 81292 84778810 SPEEDWAY MOTORSPORTS INC 04/96 24 81301 53051210 LIBERTY FINANCIAL COS INC 08/97 24 81469 02520B10 AMERICAN COMMUNICATIONS SVCS INC 05/97 24 81469 02520B10 AMERICAN COMMUNICATIONS SVCS INC 04/98 24 81481 25674710 DOLLAR TREE STORES INC 07/96 24 81481 25674710 DOLLAR TREE STORES INC 07/97 24 81481 25674710 DOLLAR TREE STORES INC 09/00 24 81487 34746110 FORT HOWARD CORP NEW 06/96 14 81505 69703310 PALMER WIRELESS INCA 07/96 15 81509 78407610 S D L INC 07/96 24 81509 78407610 S D L INC 10/99 16 81519 92552U10 VIASOFT INC 10/97 24 81521 03097510 AMERIGAS PARTNERS LP 01/02 24 81539 03251510 ANADIGICS INC 11/99 24 81540 03071P10 AMERISOURCE HEALTH CORPA 06/96 24 81540 03071P10 AMERISOURCE HEALTH CORPA 03/99 24 81553 31788420 FINLAY ENTERPRISES INC 05/98 24 81559 36930Q10 GENERAL CABLE PLC 08/96 24 81576 69329P10 P D T INC 05/96 24 81599 00097510 A C T NETWORKS INC 07/96 24 81608 12617210 C R A MANAGED CARE INC 07/96 14 81621 41316010 HARMONIC INC 05/99 24 81639 74437C10 PSINET INC 05/99 23 81660 75621K10 RECKSON ASSOCIATES REALTY CORP 05/96 24 81675 84610H10 SOVRAN SELF STORAGE INC 10/96 24 81675 84610H10 SOVRAN SELF STORAGE INC 05/97 24 81676 89816810 TRUMP HOTELS & CASINO RESRTS INC 05/96 24 81696 27876210 ECHOSTAR COMMUNICATIONS CORP NEWA 11/97 24 81707 33748950 FIRST WASHINGTON RLTY TRUST INC 12/96 24 81707 33748950 FIRST WASHINGTON RLTY TRUST INC 07/98 24 81740 82922610 SINCLAIR BROADCAST GROUP INCA 05/98 24 81748 78462X10 S O S STAFFING SERVICES INC 01/97 24 81756 89406510 TRANSWITCH CORP 03/99 24 81864 34520610 FORCENERGY INC 11/96 24 81872 45792310 INTEGRATED MEASUREMENT SYS INC 03/97 24 81882 60365K10 MINIMED INC 04/97 24 81917 44106M10 HOSPITALITY PROPERTIES TRUST 05/96 24 81917 44106M10 HOSPITALITY PROPERTIES TRUST 01/98 24 81917 44106M10 HOSPITALITY PROPERTIES TRUST 03/98 24 81917 44106M10 HOSPITALITY PROPERTIES TRUST 12/98 24 81917 44106M10 HOSPITALITY PROPERTIES TRUST 06/99 24 81917 44106M10 HOSPITALITY PROPERTIES TRUST 08/01 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 17 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 81920 67366210 OAKLEY INC 07/96 24 82157 04916410 ATLAS AIR INC 10/00 24 82160 23221710 CUTTER & BUCK INC 11/96 24 82183 47209710 JAYHAWK ACCEPTANCE CORP 05/96 24 82201 92762410 VION PHARMACEUTICALS INC 09/01 24 82213 75807540 REDWOOD TRUST INC 08/97 24 82216 81732210 SEQUANA THERAPEUTICS INC 04/96 21 82217 86793310 SUNSTONE HOTEL INVESTORS INC 09/96 24 82217 86793310 SUNSTONE HOTEL INVESTORS INC 02/97 24 82217 86793310 SUNSTONE HOTEL INVESTORS INC 04/97 24 82217 86793310 SUNSTONE HOTEL INVESTORS INC 05/97 24 82217 86793310 SUNSTONE HOTEL INVESTORS INC 03/98 20 82228 92923B10 W F S FINANCIAL INC 03/00 24 82234 05851610 BALLANTYNE OMAHA INC 09/96 24 82236 70335310 PATRIOT AMERICAN HOSP INC VA 08/96 24 82261 36229U10 G S I LUMONICS INC 05/00 24 82266 56032120 MAIL WELL INC 03/98 24 82290 91018H10 UNITED DENTAL CARE INC DEL 11/96 22 82298 25271C10 DIAMOND OFFSHORE DRILLING INC 06/96 24 82307 89151A10 TOTAL RENAL CARE HLDGS INC 11/96 24 82307 89151A10 TOTAL RENAL CARE HLDGS INC 09/97 24 82501 45310510 IMPERIAL THRIFT & LOAN ASSOC 05/96 24 82504 52324W10 LECROY CORP 04/97 24 82517 74957310 R H PHILLIPS INC 08/96 24 82535 92343C10 VERITY INC 02/96 24 82535 92343C10 VERITY INC 09/99 24 82546 00797410 ADVENT SOFTWARE INC 07/99 24 82546 00797410 ADVENT SOFTWARE INC 09/01 24 82547 00797310 ADVANCED ENERGY INDUSTRIES INC 11/97 24 82547 00797310 ADVANCED ENERGY INDUSTRIES INC 12/99 24 82548 03070X10 AMERIN CORP 03/97 24 82566 21869010 CORESTAFF INC 09/97 24 82576 36853810 GELTEX PHARMACEUTICALS INC 06/96 24 82576 36853810 GELTEX PHARMACEUTICALS INC 04/98 24 82581 80640710 SCHEIN HENRY INC 07/96 24 82599 66774610 NORTHWEST PIPE CO 12/96 24 82603 71361C10 PERCLOSE INC 12/97 23 82611 80517410 SAVILLE SYSTEMS PLC 07/96 24 82612 80917210 SCOPUS TECHNOLOGY INC 12/96 17 82618 80004C10 SANDISK CORP 12/97 24 82632 08916010 BIG FLOWER PRESS HOLDINGS INC 07/97 24 82635 11815H10 BUCKEYE CELLULOSE CORP 07/96 24 82639 45292210 IMPERIAL CREDIT MTG HLDGS INC 07/96 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 18 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 82639 45292210 IMPERIAL CREDIT MTG HLDGS INC 12/96 24 82639 45292210 IMPERIAL CREDIT MTG HLDGS INC 10/97 24 82639 45254P10 IMPAC MORTGAGE HOLDINGS INC 11/01 24 82643 52977110 LEXMARK INTERNATIONAL GROUP INCA 02/97 24 82643 52977110 LEXMARK INTERNATIONAL GROUP INCA 11/97 24 82643 52977110 LEXMARK INTERNATIONAL GROUP INCA 04/98 24 82647 71694110 PHARMACIA & UPJOHN INC 08/96 24 82666 03153610 AMISYS MANAGED CARE SYSTEMS INC 06/96 12 82679 12561L10 C K S GROUP INC 07/96 24 82681 15092610 CELERITEK INC 07/00 24 82682 20452C10 COMPLETE MANAGEMENT INC 01/97 24 82694 29084Q10 EMCOR GROUP INC 04/98 24 82699 35765810 FRENCH FRAGRANCES INC 07/96 24 82717 49005710 KENSEY NASH CORP 06/00 24 82743 85512C10 STAR GAS PARTNERS LP 01/98 24 82743 85512C10 STAR GAS PARTNERS LP 04/99 24 82743 85512C10 STAR GAS PARTNERS LP 09/99 24 82743 85512C10 STAR GAS PARTNERS LP 03/00 24 82743 85512C10 STAR GAS PARTNERS LP 11/00 24 82746 87156R10 SYNAPTIC PHARMACEUTICAL CORP 11/97 24 82752 86156510 STOLT NIELSEN S A 02/96 24 82775 41651510 HARTFORD FINANCIAL SVCS GROUP IN 07/00 24 82775 41651510 HARTFORD FINANCIAL SVCS GROUP IN 03/01 24 82775 41651510 HARTFORD FINANCIAL SVCS GROUP IN 11/01 24 82793 37803P10 GLENBOROUGH REALTY TR INC 11/96 24 82793 37803P10 GLENBOROUGH REALTY TR INC 04/97 24 82793 37803P10 GLENBOROUGH REALTY TR INC 08/97 24 82793 37803P10 GLENBOROUGH REALTY TR INC 11/97 24 82794 40636P30 HALLWOOD ENERGY PARTNERS L PC 03/98 15 82803 98144310 WORLD COLOR PRESS INC DEL 11/97 23 82803 98144310 WORLD COLOR PRESS INC DEL 06/98 16 82805 01855R30 ALLIANCE COMMUNICATIONS CORPB 09/96 24 82811 05873K10 BALLY TOTAL FITNESS HOLDING CORP 06/98 24 82841 02109K10 ALRENCO INC 10/96 24 82849 91728910 USABANCSHARES COM INC 10/99 24 83113 04313610 ARTHROCARE CORP 11/99 24 83121 20819210 CONNETICS CORP 10/99 24 83134 29287210 ENGINEERING ANIMATION INC 04/98 24 83142 97341110 WINDMERE DURABLE HOLDINGS INC 08/98 24 83151 64052210 NEOSE TECHNOLOGIES INC 04/00 24 83161 78190410 RURAL CELLULAR CORPA 03/00 24 83162 75993010 RENAL CARE GROUP INC 12/96 24 83176 90389610 ULTRAFEM INC 12/96 17 * No useable returns found. Seasoned Equity Offerings: Offer Date 19 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 83188 13321L10 CAMECO CORP 09/97 24 83189 04226010 ARMOR HOLDINGS INC 06/99 24 83193 14188810 CARIBINER INTERNATIONAL INC 03/97 24 83234 02078710 ALPHANET SOLUTIONS INC 07/97 24 83241 06806210 BARNETT INC 05/97 24 83280 45816H10 INTELLIQUEST INFO GROUP INC 11/96 24 83283 46612K10 J D A SOFTWARE GROUP INC 12/96 24 83283 46612K10 J D A SOFTWARE GROUP INC 06/98 24 83291 60268310 MINDSPRING ENTERPRISES INC 11/96 24 83291 60268310 MINDSPRING ENTERPRISES INC 06/98 24 83297 69318P10 P C D INC 05/98 24 83318 86831610 SUPERIOR SERVICES INC 10/97 24 83351 03638410 ANSOFT CORP 03/98 24 83365 22148510 COST PLUS INC CALIF 11/97 24 83392 55081810 LYCOS INC 07/98 24 83405 73172K10 POLYCOM INC 08/00 24 83413 80306210 SAPIENT CORP 12/99 24 83422 87123710 SYKES ENTERPRISES INC 11/96 24 83452 65440K10 99 CENTS ONLY STORES 05/98 24 83455 70322410 PATINA OIL & GAS CORP 11/97 24 83469 04311320 ARTESIAN RESOURCES CORPA 06/96 24 83478 09807210 BONE CARE INTERNATIONAL INC 01/01 24 83495 25375210 DIGENE CORP 11/97 24 83510 39678120 GREENWICH AIR SERVICES INCB 07/96 14 83526 96506310 WHITEHALL JEWELLERS INC 03/00 24 83534 64125C10 NEUROCRINE BIOSCIENCES INC 01/01 24 83541 68339910 ONYX PHARMACEUTICALS INC 11/00 24 83553 80546810 SAWTEK INC 02/00 17 83557 86444410 SUBURBAN LODGES AMERICA INC 12/96 24 83558 86768K10 SUNRISE ASSISTED LIVING INC 11/96 24 83565 58392810 MEDALLION FINANCIAL CORP 06/97 24 83565 58392810 MEDALLION FINANCIAL CORP 07/01 24 83580 96683410 WHITTMAN HART INC 06/98 24 83583 94973H10 WELLPOINT HEALTH NETWORKS INC 05/98 24 83596 28566110 ELECTRONIC DATA SYS CORP NEW 06/99 24 83596 28566110 ELECTRONIC DATA SYS CORP NEW 03/00 24 83596 28566110 ELECTRONIC DATA SYS CORP NEW 11/01 24 83611 84357610 SOUTHERN PACIFIC FUNDING CORP 12/96 22 83613 89531R10 TREX MEDICAL CORP 03/98 24 83650 26613X10 DUPONT PHOTOMASKS INC 04/99 24 83650 26613X10 DUPONT PHOTOMASKS INC 08/00 24 83657 64114K10 NETOPIA INC 09/99 24 83659 30269510 FX ENERGY INC 09/96 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 20 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 83667 44992310 I M C MORTGAGE CO 05/97 23 83674 58226610 MCLEODUSA INC 06/99 24 83688 75913U10 REGISTRY INC 03/97 24 83693 82617010 SIEBEL SYSTEMS INC 10/96 24 83701 89411610 TRANZ RAIL HOLDINGS LTD 04/97 24 83718 02593010 AMERICAN GENERAL HOSP CORP 03/97 24 83718 02593010 AMERICAN GENERAL HOSP CORP 12/97 24 83718 02593010 AMERICAN GENERAL HOSP CORP 03/98 24 83722 57772M10 MAXIM PHARMACEUTICALS INC 11/97 24 83784 74031410 PRECISION RESPONSE CORP 02/97 24 83801 65931710 NORTH FACE INC 12/96 24 83803 91377M10 UNIVERSAL OUTDOOR HOLDINGS INC 11/96 17 83803 91377M10 UNIVERSAL OUTDOOR HOLDINGS INC 09/97 7 83805 91131910 UNITED PAYORS & UNITED PRVRS INC 05/99 10 83827 62624B10 MUNICIPAL MORTGAGE & EQUITY LLC 08/98 24 83827 62624B10 MUNICIPAL MORTGAGE & EQUITY LLC 02/01 24 83830 81631R10 SELFCARE INC 04/97 24 83860 26590310 DURA AUTOMOTIVE SYSTEMS INC 07/98 24 83865 28257710 EINSTEIN NOAH BAGEL CORP 12/96 24 83873 44851510 HVIDE MARINE INCA 02/97 24 83879 51281510 LAMAR ADVERTISING COA 12/97 24 83879 51281510 LAMAR ADVERTISING COA 12/00 24 83879 51281510 LAMAR ADVERTISING COA 11/01 24 83879 51281510 LAMAR ADVERTISING COA 12/01 24 83897 74913610 R & G FINANCIAL CORP 07/01 24 83900 81756710 SERVICE EXPERTS INC 04/97 24 83901 82668B10 SIGNATURE RESORTS INC 02/97 24 83903 86663B10 SUN BANCORP INC 12/98 24 83906 85891210 STERICYCLE INC 03/99 24 83906 85891210 STERICYCLE INC 12/01 24 83912 89693710 TRITEAL CORP 03/97 13 83917 92829T10 VISIGENIC SOFTWARE INC 03/97 12 83926 12658310 CUNO INCORPORATED 05/97 24 83928 23257210 CYMER INC 01/97 24 83929 25367510 DIEDRICH COFFEE INC 08/99 24 83962 76009V10 RENTAL SERVICE CORP 01/98 18 83962 76009V10 RENTAL SERVICE CORP 09/98 10 83965 85238910 STAFFMARK INC 09/97 24 83982 22405110 COX RADIO INCA 07/00 24 83998 83291410 SNYDER COMMUNICATIONS INC 06/98 24 84000 88355H10 THERMO BIOANALYSIS CORP 07/98 21 84001 91490610 UNIVISION COMMUNICATIONS INCA 03/98 24 84003 06541210 BANK UNITED CORP 09/97 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 21 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 84016 10343010 BOYKIN LODGING CO 03/98 24 84026 26008610 DOVER DOWNS ENTERTAINMENT INC 04/00 24 84031 59814810 MIDWAY GAMES INC 01/02 24 84033 74070610 PRENTISS PROPERTIES TRUST 05/97 24 84033 74070610 PRENTISS PROPERTIES TRUST 12/97 24 84033 74070610 PRENTISS PROPERTIES TRUST 03/98 24 84038 81413710 SECURITY CAPITAL ATLANTIC INC 05/97 14 84041 89681810 TRIUMPH GROUP INC NEW 12/97 24 84041 89681810 TRIUMPH GROUP INC NEW 04/01 24 84044 00752510 ADVANCED DIGITAL INFO CORP 04/97 24 84044 00752510 ADVANCED DIGITAL INFO CORP 10/99 24 84047 00754A10 ADVANCED FIBRE COMM INC 03/97 24 84084 42856510 HIBBETT SPORTING GOODS INC 11/97 24 84092 46047F10 INTERNATIONAL TELECOM DT SYS INC 05/97 24 84092 46047F10 INTERNATIONAL TELECOM DT SYS INC 07/98 17 84093 47189610 JAVELIN SYSTEMS INC 03/99 19 84094 49832610 KITTY HAWK INC 12/97 24 84114 68388R20 OPTIMAL ROBOTICS CORP 06/99 24 84118 72585Q10 P J AMERICA INC 08/97 24 84129 98970110 ZIONS BANCORP 07/98 24 84133 86814610 SUPERIOR CONSULTANT HLDNG CORP 11/97 24 84136 89373510 TRANSKARYOTIC THERAPIES INC 07/01 24 84136 89373510 TRANSKARYOTIC THERAPIES INC 01/02 24 84142 90295630 U S FRANCHISE SYSTEMS INCA 06/98 24 84154 59189N10 METROPOLITAN FINANCIAL CORP 06/99 24 84168 45715310 INGRAM MICRO INCA 12/97 24 84192 05376210 AVIRON 09/97 24 84192 05376210 AVIRON 03/01 10 84238 62885810 N C O GROUP INC 07/98 24 84240 67439110 OBIE MEDIA CORP 09/99 24 84247 74192910 PRIMUS TELECOM GROUP INC 11/99 24 84250 34106410 FLORIDA PANTHERS HOLDINGS INC 09/97 24 84250 34106410 FLORIDA PANTHERS HOLDINGS INC 05/99 24 84262 85811910 STEEL DYNAMICS INC 09/97 24 84274 90177410 TWINLAB CORP 05/98 24 84275 91116310 UNITED NATURAL FOODS INC 07/98 24 84281 92824110 VIROPHARMA 12/01 24 84291 00831810 AFTERMARKET TECHNOLOGY CORP 11/97 24 84319 53679710 LITHIA MOTORS INCA 06/98 24 84320 57632N10 MASTECH CORP 12/97 24 84342 87294110 T M P WORLDWIDE INC 10/97 24 84342 87294110 T M P WORLDWIDE INC 02/00 24 84351 97186710 WILSHIRE FINANCIAL SVCS GRP INC 03/98 11 * No useable returns found. Seasoned Equity Offerings: Offer Date 22 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 84363 21891610 CORNERSTONE PROPANE PARTNERS LP 02/98 24 84363 21891610 CORNERSTONE PROPANE PARTNERS LP 01/99 24 84373 74834L10 QUEST DIAGNOSTICS INC 06/01 24 84392 49427F10 KILROY REALTY CORP 09/97 24 84400 42691810 HERITAGE PROPANE PARTNERS L P 11/99 24 84420 26881Q10 E P I X MEDICAL INC 12/97 24 84427 58497410 MEDIRISK INC 07/98 24 84429 58461C10 MEDICAL MANAGER CORP 05/98 14 84436 78411010 S E E C INC 03/98 24 84510 03794510 APEX P C SOLUTIONS INC 09/97 24 84519 17177910 CIENA CORP 03/01 24 84523 23701510 D A O U SYSTEMS INC 09/97 24 84531 26882D10 EPIQ SYSTEMS INC 07/01 24 84563 82704810 SILGAN HOLDINGS INC 12/01 24 84568 92839P10 VISTANA INC 12/97 22 84569 95101810 WESLEY JESSEN VISIONCARE INC 09/97 24 84569 95101810 WESLEY JESSEN VISIONCARE INC 03/98 24 84571 25276210 DIAMOND TECHNOLOGY PARTNERS INCA 04/00 24 84573 11766110 BRYLANE INC 11/97 17 84595 00129610 A H L SERVICES INC 02/99 24 84599 20452F10 COMPLETE BUSINESS SOLUTIONS INC 09/97 24 84599 20452F10 COMPLETE BUSINESS SOLUTIONS INC 03/99 24 84607 29084610 EMCORE CORP 07/99 24 84607 29084610 EMCORE CORP 03/00 24 84620 50064810 KOS PHARMACEUTICALS INC 11/97 24 84624 55590410 MACROVISION CORPORATION 02/00 24 84626 68196910 OMNIQUIP INTERNATIONAL INC 04/98 17 84658 21922H10 CORNERSTONE PROPERTIES INC 03/98 24 84662 29702510 ESSEX INTERNATIONAL INC DEL 10/97 18 84734 33793010 FLAGSTAR BANCORP INC 02/99 24 84748 62991310 NAMIBIAN MINERALS CORP 07/97 24 84753 68283810 ONSALE INC 11/97 24 84769 03209510 AMPHENOL CORP NEWA 01/00 24 84771 03784910 APPLE ORTHODONTIX INCA 12/97 24 84793 11246210 BROOKDALE LIVING COMM INC 01/98 24 84808 40262910 GULFMARK OFFSHORE INC 09/97 24 84999 00750X10 ADVANCED COMM SYSTEMS INC 06/98 20 85002 00234610 A V I BIOPHARMA INC 08/00 24 85042 85238110 STAFF LEASING INC 05/98 24 85043 85492310 STAR TELECOMMUNICATIONS INC 05/98 24 85067 57793310 MAXIMUS INC 01/99 24 85082 27727610 EASTGROUP PROPERTIES INC 11/97 24 85168 12791410 CAL DIVE INTERNATIONAL INC 06/98 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 23 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 85172 00792410 AEGON N V 06/01 24 85180 35843010 FRIEDE GOLDMAN HALTER INC 07/00 9 85196 64093310 NET BANK INC 03/99 24 85211 87163010 SYNTROLEUM CORP 07/00 24 85213 80640310 SCHEID VINEYARDS INC 06/98 24 85223 92842820 VISUAL DATA CORP 09/99 24 85238 29474110 EQUITY OFFICE PROPERTIES TRUST 11/98 24 85239 36354710 GALILEO INTERNATIONAL INC 06/99 24 85240 41076810 HANOVER COMPRESSOR CO 04/01 24 85260 45254R10 IMPAC COMMERCIAL HOLDINGS INC 07/98 24 85264 69806L10 PAN PACIFIC RETAIL PROPERTIES IN 06/98 24 85265 78440X10 S L GREEN REALTY CORP 08/01 24 85269 91913Y10 VALERO ENERGY CORP NEW 10/97 24 85271 02493710 AMERICAN CAPITAL STRATEGIES LTD 10/01 24 85271 02493710 AMERICAN CAPITAL STRATEGIES LTD 01/02 24 85277 20589R10 CONCENTRIC NETWORK CORP 03/99 15 85289 92831N10 VISION TWENTY ONE INC 12/97 24 85291 37956X10 GLOBECOMM SYSTEMS INC 04/00 24 85292 40606910 HALL KINION & ASSOCIATES INC 05/00 24 85311 70590610 PEGASUS SYSTEMS INC 06/99 24 85331 05379010 AVIS RENT A CAR INC 04/98 24 85361 10001P10 BORON LEPORE & ASSOCIATES 06/98 24 85374 42231710 HEARST ARGYLE TELEVISION INCA 12/97 24 85385 64121Q10 NETWORK SOLUTIONS INC 03/99 15 85388 65333H70 NEXTLINK COMMUNICATIONS INC 06/99 24 85415 58446J10 MEDIABAY INC 04/00 24 85420 16090810 CHARTER MUNICIPAL MTG ACCPTNCE C 06/01 24 85420 16090810 CHARTER MUNICIPAL MTG ACCPTNCE C 12/01 24 85427 39890510 GROUP 1 AUTOMOTIVE INC 04/99 24 85427 39890510 GROUP 1 AUTOMOTIVE INC 11/01 24 85429 46585510 IVEX PACKAGING CORP DEL 06/98 24 85463 21887F10 CORIXA CORP 05/00 24 85496 71383110 PERICOM SEMICONDUCTOR CORP 04/00 24 85579 84893410 SPORTSLINE USA INC 05/98 24 85593 00825210 AFFILIATED MANAGERS GROUP INC 03/99 24 85625 75508110 RAYOVAC CORP 06/98 24 85626 83402510 SOFTWARE A G SYSTEMS INC NEW 06/98 24 85627 83545G10 SONIC AUTOMOTIVE INC 05/99 24 85663 91136310 UNITED RENTALS INC 04/98 24 85668 12666710 C V THERAPEUTICS INC 02/98 24 85675 03232P10 AMSURG CORPA 07/98 24 85719 91732710 USWEB CORP 04/98 23 85761 12707210 CABOT INDUSTRIAL TRUST 01/01 11 * No useable returns found. Seasoned Equity Offerings: Offer Date 24 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 85769 48725610 KEEBLER FOODS CO 02/99 24 85772 76119610 RESOURCE ASSET INVESTMENT TRUST 07/98 24 85772 74922710 RAIT INVESTMENT TRUST 04/01 24 85802 04644A10 ASTROPOWER INC 11/99 24 85802 04644A10 ASTROPOWER INC 04/01 24 85803 04292310 ARTISAN COMPONENTS INC 05/98 24 85806 13973310 CAPITAL AUTOMOTIVE REIT SBI 09/01 24 85823 38519420 GRAND ADVENTURES TR & TRVL CORP 03/98 24 85827 37936U10 GLOBAL TELESYSTEMS GRP INC 11/99 19 85837 65715D10 NORTH AMERICAN SCIENTIFIC INC 01/01 24 85879 45030610 ISS GROUP INC 04/99 24 85896 03702310 ANTHRACITE CAPITAL INC 12/01 24 85900 12596510 C S K AUTO CORP 01/99 24 85902 15871110 CHAMPIONSHIP AUTO RACING TM INC 06/99 24 85935 02393410 AMERICA FIRST MORTGAGE INVTS INC 12/01 24 85945 42280620 HEICO CORP NEWA 03/99 24 85972 15985210 CHARLES RIVER ASSOC INC 11/99 24 85995 63007510 NANOGEN INC 04/00 24 86001 10458010 BRADLEY REAL ESTATE INC 12/97 24 86002 78417810 S F X ENTERTAINMENT INC 03/99 17 86021 50242410 L 3 COMMUNICATIONS HLDGS INC 03/99 24 86021 50242410 L 3 COMMUNICATIONS HLDGS INC 05/01 24 86022 54042310 LOEWS CINEPLEX ENTMT CORP 08/98 24 86038 89612A10 TRICOM S A 05/00 24 86041 98742510 YOUNG & RUBICAM INC 06/99 16 86070 00684710 ADELPHIA BUSINESS SOLUTIONS INCA 12/99 24 86077 55276330 M G C COMMUNICATIONS INC 08/99 24 86106 51155710 LAKEHEAD PIPE LINE PARTNERS L PA 11/97 24 86106 51155710 LAKEHEAD PIPE LINE PARTNERS L PA 05/99 24 86106 29250R10 ENBRIDGE ENERGY PARTNERS LPA 12/01 24 86111 02991220 AMERICAN TOWER CORPA 07/00 24 86111 02991220 AMERICAN TOWER CORPA 02/01 24 86115 15101Q10 CELESTICA INC 06/01 24 86123 45845L10 INTERCEPT GROUP INC 03/00 24 86155 23108210 CUMULUS MEDIA INC 08/99 24 86155 23108210 CUMULUS MEDIA INC 12/99 24 86173 45727710 INKTOMI CORP 12/98 24 86173 45727710 INKTOMI CORP 11/01 16 86176 49558210 KING PHARMACEUTICALS INC 11/00 24 86176 49558210 KING PHARMACEUTICALS INC 12/01 24 86194 87994610 TELESYSTEM INTL WIRELESS INC 02/00 24 86211 59497210 MICROSTRATEGY INC 03/99 24 86235 00339B10 ABGENIX INC 04/99 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 25 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 86238 01747T10 ALLEGIANCE TELECOM INC 02/00 24 86252 17285320 CITADEL COMMUNICATIONS CORP 07/99 23 86252 17285320 CITADEL COMMUNICATIONS CORP 03/00 15 86257 22542910 CREDITRUST CORP 04/99 14 86259 28604510 ELECTRONICS BOUTIQUE HLDGS CORP 12/99 24 86288 22160N10 COSTAR GROUP INC 09/00 24 86298 90116710 TWEETER HOME ENTRTNMNT GROUP INC 03/00 24 86308 28368B10 EL PASO ENERGY PARTNERS L P 04/01 24 86311 70966810 PENTON MEDIA INC 06/99 24 86311 70966810 PENTON MEDIA INC 10/00 24 86313 91728620 URSTADT BIDDLE PROPERTIES INCA 11/01 24 86316 18066810 CLARK BARDES INC 12/01 24 86318 14066710 CAPROCK COMMUNICATIONS CORP 06/99 18 86322 25388B10 DIGITAL RIVER INC 01/99 24 86338 90131410 24 7 MEDIA INC 05/99 24 86360 52186310 LEAP WIRELESS INTL INC 03/00 24 86362 46600W10 I X Y S CORP DEL 11/00 24 86436 88335R10 THEGLOBE COM 06/99 22 86487 00374310 ABOVENET COMMUNICATIONS INC 05/99 4 86525 20670810 CONCUR TECHNOLOGIES INC 05/99 24 86544 45678T10 INFOSPACE COM 04/99 24 86547 02406110 AMERICAN AXLE & MFG HLGDS INC 09/01 24 86565 01671410 ALLAIRE CORP 10/99 17 86580 67066G10 NVIDIA CORP 11/00 24 86711 72346N10 PINNACLE HOLDINGS INC 08/99 24 86720 21988R10 CORPORATE EXECUTIVE BOARD CO 04/01 24 86725 46185R10 INVITROGEN CORP 11/99 24 86732 70453H10 PCORDER COM INC 01/00 11 86741 94844D10 WEBTRENDS CORP 06/99 22 86777 46588H10 IVILLAGE INC 11/99 24 86795 00373610 ABOUT COM INC 11/99 16 86807 70804610 PENNACO ENERGY INC 11/99 16 86821 29975910 EVERCEL INC 03/01 24 86838 64107U10 NET PERCEPTIONS INC 04/00 24 86848 91731180 USINTERNETWORKING INC 03/00 22 86894 37369G10 GERALD STEVENS INC 07/99 17 86896 20360710 COMMUNITY BANK SYSTEM INC 12/01 24 86902 58440X10 MEDIA METRIX INC 11/99 24 86907 65332K10 NEXTCARD INC 01/00 24 86915 90333L10 U S CONCRETE INC 08/01 24 86916 75040P10 RADIO ONE INCA 04/00 24 86920 85554610 STARMEDIA NETWORK INC 11/99 24 86926 88731910 TIME WARNER TELECOM INCA 02/01 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 26 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 86928 80864H10 SCIENT CORP 02/00 21 86953 03831Q10 APPNET INC 12/99 9 86958 23251J10 CYBERSOURCE CORP 12/99 24 86969 37957110 GLOBESPAN INC 09/00 24 86974 45071810 I X L ENTERPRISES INC 12/99 23 86977 46096710 INTERNET COM CORP 02/00 24 86979 48203R10 JUNIPER NETWORKS INC 10/99 24 86990 71920Q10 PHONE COM INC 12/99 24 87005 98741310 YOUBET COM 07/99 24 87019 64122D50 NETWORK PLUS CORP 05/00 21 87057 09065H10 BIOPURE CORPA 04/00 24 87085 69911G10 PARADYNE NETWORKS INC 10/99 24 87099 04289L10 ART TECHNOLOGY GROUP INC 12/99 24 87102 18046110 CLARENT CORP 12/99 21 87137 25179M10 DEVON ENERGY CORP NEW 10/99 24 87138 26690520 DURASWITCH INDUSTRIES INC 09/99 24 87153 00846X10 AGILE SOFTWARE CORP DEL 01/00 24 87165 43785210 HOMESTORE COM INC 02/00 23 87166 44147410 HOTJOBS COM LTD 12/99 24 87174 60504710 MISSION CRITICAL SOFTWARE INC 12/99 5 87180 64114R10 NETRO CORP 04/00 24 87184 75657710 RED HAT INC 03/00 24 87189 89969010 TUMBLEWEED COMMUNICATIONS CORP 08/00 24 87191 90334M10 U S INTERACTIVE INC 05/00 8 87221 02145A10 ALTEON WEBSYSTEMS INC 02/00 8 87224 09623P10 BLUESTONE SOFTWARE INC 03/00 10 87238 45069F10 I T X C CORP 04/00 24 87252 84760T10 SPECTRASITE HOLDINGS INC 08/00 24 87253 82508R10 SHOPNOW COM INC 03/00 17 87284 64123410 NEUBERGER BERMAN INC 07/01 24 87289 81721M10 SENIOR HOUSING PROPERTIES TR 07/01 24 87289 81721M10 SENIOR HOUSING PROPERTIES TR 11/01 24 87312 23281T10 CYSIVE INC 04/00 24 87314 25385P10 DIGITAL INSIGHT CORP 08/00 24 87327 46114T10 INTERWOVEN INC 02/00 24 87332 58124310 M C K COMMUNICATIONS 05/00 24 87343 87120610 SYCAMORE NETWORKS INC 04/00 24 87357 98375910 X M SATELLITE RADIO HLDGS INCA 02/00 24 87357 98375910 X M SATELLITE RADIO HLDGS INCA 04/01 24 87361 69325Q10 P C TEL INC 05/00 24 87364 74837P10 QUICKLOGIC CORP 05/00 24 87376 07330810 BE FREE INC 04/00 24 87390 31787A10 FINISAR CORP 05/00 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 27 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 87402 62873D10 N B C INTERNET INC 03/00 17 87415 78127010 RUDOLPH TECHNOLOGIES INC 03/01 24 87419 83547010 SONICWALL INC 04/00 24 87424 56169310 MANAGEMENT NETWORK GROUP INC 09/00 24 87455 65333U10 NEXT LEVEL COMMUNICATIONS INC 07/00 24 87499 57777610 MAXYGEN INC 04/00 24 87581 29286610 ENGINEERED SUPPORT SYS INC 05/99 24 87584 03491810 ANGIOTECH PHARMACEUTICALS INC 04/00 24 87612 46069S10 INTERSIL HOLDING CORPA 10/00 24 87638 90042310 TURNSTONE SYSTEMS INC 10/00 24 87772 36235940 G T GROUP TELECOM INCB 06/01 13 87799 67105910 OTG SOFTWARE INC 12/00 17 87842 59156R10 METLIFE INC 09/01 24 88155 23316210 D D I CORP 11/00 24 88172 50101410 KRISPY KREME DOUGHNUTS INC 02/01 24 88202 90384410 ULTICOM INC 11/00 24 88237 91343110 UNIVERSAL COMPRESSION HLDGS INC 07/01 24 88254 64438310 NEW FOCUS INC 09/00 24 88284 20366810 COMMUNITY HEALTH SYS INC NEW 11/00 24 88284 20366810 COMMUNITY HEALTH SYS INC NEW 11/01 24 88332 14067D10 CAPSTONE TURBINE CORP 12/00 24 88335 24823Q10 DENDREON CORP 11/00 24 88373 20221810 COMMERCIAL NET LEASE REALTY INC 02/96 24 88373 20221810 COMMERCIAL NET LEASE REALTY INC 10/96 24 88373 20221810 COMMERCIAL NET LEASE REALTY INC 03/97 24 88373 20221810 COMMERCIAL NET LEASE REALTY INC 04/98 24 88373 20221810 COMMERCIAL NET LEASE REALTY INC 12/01 24 88436 29264F20 ENDO PHARMACEUTICALS HLDNGS INC 11/01 24 88499 02744M10 AMERICAN MEDICAL SYS HLDGS INC 07/01 24 88542 51654810 LANTRONIX INC 08/01 24 88575 59514P10 MICROTUNE INC DEL 01/02 18 88664 42628110 HENRY JACK & ASSOC INC 09/00 24 88681 94271210 WATSON WYATT & CO HOLDINGSA 07/01 24 88795 44840710 HUTCHINSON TECHNOLOGY INC 03/97 24 88795 44840710 HUTCHINSON TECHNOLOGY INC 03/99 24 88819 68628610 ORION POWER HOLDINGS INC 06/01 8 88830 14888410 CATALYTICA ENERGY SYSTEMS INC 09/01 24 89001 00209A10 A T & T WIRELESS SVCS INC 08/01 24 89050 09248F10 BLACKROCK MUN INCOME TR 08/01 24 89051 09248H10 BLACKROCK FLA MUN INCOME TR 08/01 24 89052 09248J10 BLACKROCK N J MUN INCOME TR 08/01 24 89053 09248L10 BLACKROCK N Y MUN INCOME TR 08/01 24 89158 67070R10 NUVEEN OHIO DIV ADV MUN FD 2 10/01 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 28 A Biased and Haphazard Sample for Demonstration Purposes Only Results of Monthly Security Return Data Input Event Request Period File Event Returns PERMNO CUSIP Name on Event Date Month <=24 Reason if no useable returns 89160 67070V10 NUVEEN MARYLAND DIV ADV MUN FD 2 10/01 24 89162 67070X10 NUVEEN DIVIDEND ADV MUN FD 3 10/01 24 89675 54231210 LONE STAR TECHNOLOGIES INC 06/01 24 89982 58501T10 MEDITRUST CORP 03/96 20 91257 74326610 PROGRESS FINANCIAL CORP 06/98 24 * No useable returns found. Seasoned Equity Offerings: Offer Date 29 A Biased and Haphazard Sample for Demonstration Purposes Only Fama-French-Momentum Calendar-Time Portfolio Regressions Hetero- Average scedasticity Month in Consistent (-0,+23) OLS t t ャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャ Intercept (Abnormal Return) -0.0067 -1.86$ -1.76$ b(p) 1.1968 13.38*** 13.85*** s(p) 0.2196 2.54* 2.84** h(p) -0.0543 -0.48 -0.51 u(p) -0.3346 -5.76*** -3.59*** R-squared 0.8321 ャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャャ The symbols $,*,**, and *** denote statistical significance at the 10%, 5%, 1% and 0.1% levels, respectively.