SEC NEWS DIGEST Issue 2004-20 January 30, 2004 RULES AND RELATED MATTERS MUTUAL FUND CONFIRMATION AND POINT OF SALE DISCLOSURE The Commission has issued a release proposing new rules 15c2-2 and 15c2- 3, and amendments to rule 10b-10 under the Securities Exchange Act of 1934 (Exchange Act), as well as amendments to Form N-1A under the Securities Act of 1933 (Securities Act) and the Investment Company Act of 1940 (Investment Company Act). The new rules and rule amendments are designed to enhance the information broker-dealers provide to their customers in connection with transactions in certain types of securities. Proposed rules 15c2-2 and 15c2-3 would require broker- dealers to provide their customers with targeted information in transaction confirmations and at the point of sale regarding the costs and conflicts of interest that arise from the distribution of mutual fund shares, unit investment trust interests (including insurance securities), and municipal fund securities used for education savings (commonly called 529 plans). The proposed amendments to rule 10b-10 exclude securities covered by proposed rule 15c2-2, and would also provide investors with additional information about call features of debt securities and preferred stock. Finally, the proposed amendments to Form N-1A, the registration form for mutual funds, would improve disclosure of sales loads and revenue sharing. The proposals will be issued for a 60-day public comment period prior to being considered for final adoption by the Commission. FOR FURTHER INFORMATION, PLEASE CONTACT: With respect to Exchange Act rules 10b-10, 15c2-2, and 15c2-3, contact Joshua S. Kans, Special Counsel, or David W. Blass, Attorney, at 202/942-0073, Office of Chief Counsel, Division of Market Regulation, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-1001. With respect to Form N-1A, contact Tara L. Royal, Senior Counsel, Office of Disclosure Regulation, at 202/ 942-0721, Division of Investment Management, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0506. (Rels. 33-8358; 34-49148; IC-26341; File No. S7-06-04). ENFORCEMENT PROCEEDINGS IN THE MATTER OF CASTLE SECURITIES CORP. AND MICHAEL STUDER An Administrative Law Judge has issued an Initial Decision in the matter of Castle Securities Corp. and Michael T. Studer. The Initial Decision finds that the U.S. District Court for the Southern District of New York permanently enjoined Respondents Castle Securities Corp. (Castle) and Michael T. Studer (Studer) in connection with the offering and trading of securities issued by Windfall Capital Corp. and United States Environmental, Inc. The Initial Decision revokes the registration of Castle as a broker or dealer and bars Studer from association with any broker or dealer. (Initial Decision No. 244; File No. 3-11229) IN THE MATTER OF LARRY CROWDER AND JOHN POWELL An Administrative Law Judge has issued an Initial Decision in the matter of Larry Crowder and John Powell. The Initial Decision finds that the U.S. District Court for the Central District of California permanently enjoined John R. Powell from violating Sections 5(a), 5(c), 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934, and Rule 10b-5 thereunder. The Initial Decision bars Powell from association with any broker or dealer. (Initial Decision No. 245; File No. 3-11287) COURT ORDERS THE DISTRIBUTION OF $250,000 TO DEFRAUDED CLIENTS OF FORMER MONEY MANGER ALFRED LEMCKE The Commission announced that the Rhode Island federal judge overseeing SEC v. Alfred M. Lemcke, individually and d/b/a Lemcke & Associates, Civil Action No.01-CV-547 (D.R.I.) has completed the distribution of assets to the victims of former investment adviser Alfred M. Lemcke. By orders dated Nov. 19, 2003, and January 6, 2004, the Court ordered the distribution of $252,104, representing the proceeds from the sale of Lemcke's home and a bank account that was frozen by the court shortly after the Commission filed its compliant. The monies represented substantially all of Lemcke's assets. On Sept. 24, 2002, Lemcke pled guilty to one count of fraud in violation of the Advisers Act and nine counts of wire fraud before the U.S. District Court for the District of Massachusetts, in U.S. v. Alfred M. Lemcke, Criminal Indictment No. 02-10144 (DPW). The criminal indictment was based on the same facts as a civil fraud action the Commission filed against Lemcke. On Sept. 30, 2002, Lemcke was administratively barred by the Commission from associating with any broker, dealer or investment adviser based on his guilty plea. On Jan. 9, 2003, the federal judge in the criminal matter sentenced Lemcke to 27 months in prison followed by three years probation and ordered him to pay restitution. [SEC v. Alfred M. Lemcke, et al., Civil Action No. 01-547 (RRL) (D.R.I.)] (LR- 18559) WENGER SENTENCED TO 46 MONTHS AND FINED $1 MILLION FOR TOUTING STOCK ON RADIO On January 28, the Honorable Judge Paul G. Cassell of the U.S. District Court for Utah sentenced Jerome M. Wenger, formerly of Bethesda, Maryland, to serve 46 months in federal prison and ordered him to pay $1,000,000 immediately as a fine. Wenger was convicted on Aug. 26, 2003, for failing to disclose in 1994 that he had been paid 2.1 million shares of PanWorld Minerals International Inc., a Utah company, to recommend on his national radio shows and newsletters titled "The Next SuperStock" that investors buy PanWorld's stock. The jury also found that Wenger failed to disclose that he was selling PanWorld stock at the same time that he was recommending investors should buy. Wenger was convicted of two counts of violating Section 17(b) of the Securities Act of 1933, and one count of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5. [U.S. v. Wenger, case no. 2:99 CR 260 USDC C.D. Utah] (LR 18317/August 29, 2003). The Commission's civil injunctive action against Wenger was filed June 1997 in the U.S. District Court for Utah, and alleged that Wenger violated Sections 5(a) and (c), 17(a) and (b) of the Securities Act, and Section 10(b) of the Exchange Act and Rule 10b-5. This civil action has been stayed until the criminal case was resolved. [SEC v. PanWorld Minerals International, Inc., et al., Civil Action no. 2:97 CV 0425] (LR- 15380). [U.S. v. Jerome M. Wenger, D. Utah, Case no. 2:99 CR 260]; [SEC v. PanWorld Minerals International, Inc., et al., D. Utah, Case no. 2:97 CV 0425] (LR-18560) INVESTMENT COMPANY ACT RELEASES METLIFE INVESTORS INSURANCE COMPANY, ET AL. A notice has been issued giving interested persons until Feb. 23, 2004, to request a hearing on an application filed by MetLife Investors Insurance Company, et al. Applicants seek an order pursuant to Section 26(c) of the Investment Company Act to permit the substitution of shares of certain portfolios of Met Investors Series Trust and Metropolitan Series Fund, Inc. for shares of certain portfolios of the following funds: AIM Variable Insurance Funds; Alger American Fund; AllianceBernstein Variable Products Series Fund, Inc.; American Century Variable Portfolios, Inc.; Dreyfus Variable Investment Fund; Federated Insurance Series; Variable Insurance Products Fund; Franklin Templeton Variable Insurance Products Trust; Goldman Sachs Variable Insurance Trust; INVESCO Variable Investment Funds, Inc.; MFS Variable Insurance Trust; Liberty Variable Investment Trust; Oppenheimer Variable Account Funds; Putnam Variable Trust; Scudder Variable Series I; Scudder Variable Series II; and Van Kampen Life Investment Trust. Applicants also request an order pursuant to Section 17(b) of the Act exempting them from the provisions of Section 17(a) of the Act to permit certain in-kind transactions in connection with the substitutions. (Rel. IC- 26340 - January 29) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change filed by the National Association of Securities Dealers, through its subsidiary, The Nasdaq Stock Market, Inc., to waive certain listing fees (SR-NASD-2003-198) has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49133) A proposed rule change (SR-PCX-2003-72) filed by the Pacific Exchange amending the trade-related charges of its schedule of fees and charges has become immediately effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49140) A proposed rule change (SR-ISE-2003-32) and Amendment No. 1 thereto filed with the Commission by the International Securities Exchange relating to a reduction and cap on execution and comparison fees for QQQ options has become immediately effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49147) A proposed rule change (SR-ISE-2004-02) by the International Securities Exchange that extends until March 31, 2004, a pilot program permitting $5 quotation spreads on up to 50 underlying equity securities has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49149) PROPOSED RULE CHANGES The National Association of Securities Dealers, through its subsidiary, The Nasdaq Stock Market, Inc., has filed a proposed rule change (SR-NASD- 2003-199) to retroactively waive certain listing fees. Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49134) The International Securities Exchange filed a proposed rule change (SR- ISE-2001-22) to establish a Solicited Order Mechanism. Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49141) APPROVAL OF PROPOSED RULE CHANGES The Commission approved a proposed rule change and Amendment No. 1 thereto submitted by the Pacific Exchange (SR-PCX-2003-36) relating to the composition of its Audit Committee. Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49138) The Commission approved a proposed rule change filed by the Emerging Markets Clearing Corporation (SR-EMCC-2003-04) under Section 19(b)(2) of the Securities Exchange Act that will create a new category of inactive membership. Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49150) ACCELERATED APPROVAL OF PROPOSED RULE CHANGES The Commission granted accelerated approval to a proposed rule change (SR-Amex-2004-03) submitted by the American Stock Exchange relating to the extension of a Linkage fee pilot program. Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49145) The Commission granted accelerated approval to a proposed rule change (SR-NYSE-2003-43) submitted by the New York Stock Exchange to establish a pilot program to amend the minimum numerical standards (Sections 102.01C, 103.01B, 802.01B, and 802.01C of the Listed Company Manual). Publication of the proposal is expected in the Federal Register during the week of Feb. 2, 2004. (Rel. 34-49154) JOINT INDUSTRY PLAN - APPROVAL OF AMENDMENT TO THE OPTIONS INTERMARKET LINKAGE PLAN The Commission approved an amendment to the options intermarket linkage plan submitted by American Stock Exchange, Chicago Board Options Exchange, International Securities Exchange, Pacific Exchange, and Philadelphia Stock Exchange (File No. 4-429) relating to trade-through liability during the last five minutes of trading in the underlying security, pursuant to Section 11A(a)(3) of the Securities Exchange Act of 1934. (Rel. 34-49146) DELISTING GRANTED An order has been issued granting the application of the American Stock Exchange to strike from listing and registration the Common Stock, $.01 par value, of Ampex Corporation, effective at the opening of business on January 30. (Rel. 34-49155) SECURITIES ACT REGISTRATIONS The following registration statements have been filed with the SEC under the Securities Act of 1933. The reported information appears as follows: Form, Name, Address and Phone Number (if available) of the issuer of the security; Title and the number and/or face amount of the securities being offered; Name of the managing underwriter or depositor (if applicable); File number and date filed; Assigned Branch; and a designation if the statement is a New Issue. Registration statements may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . S-8 INTERNET BUSINESS INTERNATIONAL INC, 4634 SOUTH MARYLAND PARKWAY SUITE 101, LAS VEGAS, NV, 89119, 7029680008 - 80,000,000 ($128,000.00) Equity, (File 333-112286 - Jan. 29) (BR. 03) S-3 SAFLINK CORP, 777 108TH AVE NE, SUITE 2100, BELLEVUE, WA, 98004, 4252781100 - 1,423,540 ($5,124,744.00) Equity, (File 333-112287 - Jan. 29) (BR. 03) S-8 TANGO INC, 620-1207 11TH AVE SW, ., CALGARY, A0, T3C 0M5, 403-228-6962 - 510,000 ($45,900.00) Equity, (File 333-112291 - Jan. 29) (BR. 02) S-8 SPECIALIZED HEALTH PRODUCTS INTERNATIONAL INC, 585 WEST 500 SOUTH, BOUNTIFUL, UT, 84010, 8012983360 - 750,000 ($900,000.00) Equity, (File 333-112293 - Jan. 29) (BR. 36) S-8 PACKETEER INC, 10201 NORTH DE ANZA BLVD, CUPERTINO, CA, 95014-2028, 4088734400 - 2,275,082 ($46,077,562.12) Equity, (File 333-112294 - Jan. 29) (BR. 03) S-3 ALTRIS SOFTWARE INC, 9339 CARROLL PARK DR, SAN DIEGO, CA, 92121, 6196253000 - 0 ($4,514,667.80) Equity, (File 333-112295 - Jan. 29) (BR. 03) S-1 ADVANCED VIRAL RESEARCH CORP, 200 CORPORATE BOULEVARD SOUTH, ., YONKERS, NY, 10107, 9143767383 - 0 ($12,404,831.00) Equity, (File 333-112296 - Jan. 29) (BR. 01) S-B HYDRO QUEBEC, 75 RENE LEVESQUE BLVD W, MONTREAL CANADA, A8, H2Z 1A4, 5142894284 - 0 ($1,016,483,650.00) Other, (File 333-112298 - Jan. 29) (BR. 02) S-3 PROLONG INTERNATIONAL CORP, 6 THOMAS, IRVINE, CA, 92618, 7145872700 - 10,616,709 ($4,034,349.00) Equity, (File 333-112299 - Jan. 29) (BR. 06) S-8 ASTRIS ENERGI INC, 2175 DUNWIN DR, UNIT 6, MISSISSAUGA ONTARIO, A6, 9056082000 - 3,000,000 ($1,590,000.00) Equity, (File 333-112300 - Jan. 29) (BR. 36) S-3 CANYON RESOURCES CORP, 14142 DENVER W PKWY STE 250, GOLDEN, CO, 80401, 3032788464 - 0 ($25,000,000.00) Equity, (File 333-112302 - Jan. 29) (BR. 04) S-8 SIGNATURE LEISURE INC, 1180 SPRING CENTRE SOUTH BLVD.,SUITE 310, ALTAMONTE SPRINGS, FL, 32714, 407-970-8460 - 8,000,000 ($160,000.00) Equity, (File 333-112304 - Jan. 29) (BR. 09) S-8 GRIC COMMUNICATIONS INC, 1421 MCCARTHY BLVD, MILPITAS, CA, 95035, 4089551920 - 0 ($13,831,766.00) Equity, (File 333-112305 - Jan. 29) (BR. 03) F-10 ATI TECHNOLOGIES INC, 33 COMMERCE VALLEY DRIVE EAST, THORNHILL, ONTARIO CANADA, E7, L3T 7N6, 9058822600 - 0 ($500,000,000.00) Unallocated (Universal) Shelf, (File 333-112306 - Jan. 29) (BR. 03) S-8 AUGRID CORP, 2275 EAST 55TH STREET, 2ND FLOOR, CLEVELAND, OH, 44103, 7025921816 - 80,000,000 ($800,000.00) Equity, (File 333-112307 - Jan. 29) (BR. 09) S-8 DELTA WOODSIDE INDUSTRIES INC /SC/, P O BOX 6126, GREENVILLE, SC, 29606, 8642554100 - 240,000 ($1.00) Equity, (File 333-112308 - Jan. 29) (BR. 02) S-4 LAIDLAW INTERNATIONAL INC, 55 SHUMAN BLVD., SUITE 400, NAPERVILLE, IL, 60563, 6308483000 - 0 ($406,000,000.00) Non-Convertible Debt, (File 333-112309 - Jan. 29) (BR. 05) S-8 EPIC FINANCIAL CORP, 3300 IRVINE AVENUE, SUITE 220, NEWPORT BEACH, CA, 92660, (949) 622-1130 - 3,500,000 ($420,000.00) Equity, (File 333-112310 - Jan. 29) (BR. 09) S-3 AFFYMETRIX INC, 3380 CENTRAL EXPRESSWAY, SANTA CLARA, CA, 95051, 4085226000 - 0 ($120,000,000.00) Other, (File 333-112311 - Jan. 29) (BR. 36) S-1 CONSECO INC, 11825 N PENNSYLVANIA ST, CARMEL, IN, 46032, 3178176100 - 0 ($1,150,000,000.00) Equity, (File 333-112312 - Jan. 29) (BR. 01) N-2 NEUBERGER BERMAN DIVIDEND PLUS FUND INC, 605 THIRD AVENUE 2ND FL, NEW YORK, NY, 10158, 2124768800 - 4,600,000 ($69,000,000.00) Equity, (File 333-112313 - Jan. 29) (BR. ) SB-2 MASS MEGAWATTS WIND POWER INC, 11 MAPLE AVE, SHREWSBURY, MA, 01545, 0 ($315,000.00) Equity, (File 333-112315 - Jan. 29) (BR. 02) S-8 GENEMAX CORP, 7753323325 - 2,250,000 ($1,337,500.00) Equity, (File 333-112316 - Jan. 29) (BR. 08) S-8 CAMPBELL SOUP CO, CAMPBELL PL, CAMDEN, NJ, 08103, 8563424800 - 31,335,013 ($835,704,797.00) Equity, (File 333-112319 - Jan. 29) (BR. 04) S-8 INTERNATIONAL FOOD PRODUCTS GROUP INC, 180 NEWPORT CENTER DRIVE, SUITE 180, NEWPORT BEACH, CA, 92660, 9497208470 - 5,000,000 ($800,000.00) Equity, (File 333-112320 - Jan. 29) (BR. 04) S-8 SILICON LABORATORIES INC, 4635 BOSTON LN, AUSTIN, TX, 78735, 0 ($125,746,826.40) Equity, (File 333-112324 - Jan. 29) (BR. 36) SB-2 TREATY OAK BANCORP INC, 0 ($14,875,200.00) Other, (File 333-112325 - Jan. 29) (BR. ) RECENT 8K FILINGS Form 8-K is used by companies to file current reports on the following events: Item 1. Changes in Control of Registrant. Item 2. Acquisition or Disposition of Assets. Item 3. Bankruptcy or Receivership. Item 4. Changes in Registrant's Certifying Accountant. Item 5. Other Materially Important Events. Item 6. Resignations of Registrant's Directors. Item 7. Financial Statements and Exhibits. Item 8. Change in Fiscal Year. Item 9. Regulation FD Disclosure. Item 10. Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics. Item 11. Temporary Suspension of Trading Under Registrant's Employee Benefit Plans. Item 12. Results of Operations and Financial Condition. The following companies have filed 8-K reports for the date indicated and/or amendments to 8-K reports previously filed, responding to the item(s) of the form specified. 8-K reports may be obtained in person or by writing to the Commission's Public Reference Branch at 450 Fifth Street, N.W., Washington, D.C. 20549 or at the following e-mail box address: . In most cases, this information is also available on the Commission's website: . STATE 8K ITEM NO. NAME OF ISSUER CODE 1 2 3 4 5 6 7 8 9 10 11 12 13 DATE COMMENT ------------------------------------------------------------------------------------------------ 1ST SOURCE CORP IN X X 01/26/04 8X8 INC /DE/ DE X X 01/29/04 8X8 INC /DE/ DE X X 01/29/04 A CONSULTING TEAM INC NY X X 01/26/04 AAR CORP DE X 01/29/04 ABATIX CORP DE X 01/29/04 ABAXIS INC CA X 01/29/04 ACADIA REALTY TRUST MD X X 01/28/04 ACCREDITED HOME LENDERS HOLDING CO DE X X 01/28/04 ACE CASH EXPRESS INC/TX TX X X 01/29/04 ACTO DIGITAL VIDEO USA INC X X 01/28/04 ADVENT SOFTWARE INC /DE/ DE X X 01/29/04 ADVISORY BOARD CO DE X X 01/29/04 AFFILIATED MANAGERS GROUP INC DE X X 01/28/04 AFFILIATED MANAGERS GROUP INC DE X X 01/28/04 AIRGAS INC DE X X 01/28/04 AIRLEASE LTD CA X X 01/26/04 ALBEMARLE CORP VA X X 12/31/03 ALIGN TECHNOLOGY INC DE X X X 01/29/04 ALLIANCE CAPITAL MANAGEMENT HOLDING L DE X X X 01/29/04 ALLIANCE CAPITAL MANAGEMENT L P DE X X X 01/29/04 ALTIGEN COMMUNICATIONS INC X X 01/29/04 AMDL INC DE X 01/21/04 AMERICAN HOME MORTGAGE INVESTMENT COR MD X X 01/29/04 AMERICAN INTERNATIONAL PETROLEUM CORP NV X X 01/29/04 AMERICHIP INTERNATIONAL INC X X 01/28/04 AMERICREDIT FINANCIAL SERVICES INC DE X X 01/27/04 AMGEN INC DE X 01/22/04 ANALYTICAL SURVEYS INC CO X X 01/28/04 ANTHEM INC IN X X 01/29/04 APACHE CORP DE X X 01/29/04 APOLLO HOLDINGS INC DE X X 01/23/04 AQUANTIVE INC WA X X 01/29/04 ARIZONA PUBLIC SERVICE CO AZ X X X 12/31/03 ARKANSAS BEST CORP /DE/ DE X X 01/28/04 ARTISOFT INC DE X 01/29/04 ARTS WAY MANUFACTURING CO INC DE X 01/29/04 ASCENTIAL SOFTWARE CORP DE X 01/29/04 ASSOCIATED BANC-CORP WI X 01/28/04 ATLANTIC COAST AIRLINES HOLDINGS INC DE X 01/28/04 ATLANTIC COAST AIRLINES HOLDINGS INC DE X 01/28/04 ATWOOD OCEANICS INC TX X X 12/31/03 AUTHENTIDATE HOLDING CORP DE X X 01/29/04 AVI BIOPHARMA INC OR X X 01/22/04 AVICI SYSTEMS INC DE X X 01/29/04 AVID TECHNOLOGY INC DE X 12/31/03 AVNET INC NY X 01/29/04 AXS ONE INC DE X X 01/29/04 BAIRNCO CORP /DE/ DE X X 12/31/03 BALDWIN & LYONS INC IN X X 01/28/04 BALL CORP IN X 01/29/04 BANDAG INC IA X X 01/24/04 BANK OF AMERICA CORP /DE/ DE X X 01/22/04 BAUSCH & LOMB INC NY X 01/29/04 BAXTER INTERNATIONAL INC DE X 01/29/04 BECTON DICKINSON & CO NJ X X 01/29/04 BERKSHIRE HILLS BANCORP INC X X 01/28/04 BIORELIANCE CORP DE X X 01/29/04 BLACK & DECKER CORP MD X X 01/29/04 BNC BANCORP NC X X 01/29/04 BOEING CO DE X 01/29/04 BONE CARE INTERNATIONAL INC WI X X 01/28/04 BORLAND SOFTWARE CORP DE X 01/29/04 BOWATER INC DE X X 01/29/04 BRISTOL MYERS SQUIBB CO DE X X X 01/29/04 BRUNSWICK CORP DE X X 01/29/04 CABLETEL COMMUNICATIONS CORP X X 01/29/04 CADMUS COMMUNICATIONS CORP/NEW VA X X X 01/28/04 CAESARS ENTERTAINMENT INC DE X X 01/29/04 CALIFORNIA WATER SERVICE GROUP DE X 01/28/04 CALPINE CORP DE X 01/28/04 CAPITAL CITY BANK GROUP INC FL X X 12/31/03 CAPITAL CORP OF THE WEST CA X X 01/28/04 CAPITAL ONE AUTO RECEIVABLES LLC DE X X 01/29/04 CAPITAL ONE FINANCIAL CORP DE X X 01/29/04 CAPITAL ONE FUNDING LLC X X 01/21/04 CAPITAL SENIOR LIVING CORP DE X X 01/28/04 CATAPULT COMMUNICATIONS CORP CA X X 01/29/04 CCBT FINANCIAL COMPANIES INC MA X X 01/29/04 CCSB FINANCIAL CORP X X X 01/28/04 CELGENE CORP /DE/ DE X X 01/29/04 CELLCO PARTNERSHIP X 01/29/04 CELLCO PARTNERSHIP X 01/29/04 CENTERPOINT ENERGY INC X 01/23/04 CENTILLIUM COMMUNICATIONS INC DE X X 01/29/04 CENTRA SOFTWARE INC DE X X 01/28/04 CENTURYTEL INC LA X 12/31/03 CERUS CORP DE X X X 01/27/04 CHARTER FINANCIAL CORP/GA X X 01/29/04 CHESAPEAKE ENERGY CORP OK X 01/28/04 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD X 12/31/03 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD X 12/31/03 CHEVY CHASE AUTO RECEIVABLES TRUST 20 X 12/31/03 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD X 12/31/03 CHEVY CHASE AUTO RECEIVABLES TRUST 20 MD X 12/31/03 CHEVY CHASE HOME LOAN TRUST 1996-1 MD X 12/31/03 CHEVY CHASE HOME LOAN TRUST 1997-1 MD X 12/31/03 CHIPPAC INC CA X 01/29/04 CHITTENDEN CORP /VT/ VT X 01/29/04 CHORDIANT SOFTWARE INC DE X X 01/29/04 CHRONIMED INC MN X X 01/28/04 CINERGY CORP DE X 01/23/04 CITICORP MORTGAGE SECURITIES INC DE X 01/29/04 CITIGROUP GLOBAL MARKETS HOLDINGS INC NY X 01/21/04 CITIGROUP MORTGAGE LOAN TRUST INC X X 01/29/04 CITIZENS FIRST BANCORP INC DE X X 01/27/04 CNET NETWORKS INC DE X 12/31/03 CNH CAPITAL RECEIVABLES INC DE X X 01/15/04 CNH WHOLESALE RECEIVABLES INC DE X X 11/17/03 CNL RETIREMENT PROPERTIES INC MD X 11/25/03 AMEND COAST FINANCIAL HOLDINGS INC X X X 01/29/04 COASTAL BANKING CO INC SC X X 01/27/04 COCA COLA ENTERPRISES INC DE X X X 01/29/04 COHU INC DE X X 01/28/04 COLUMBIA BANKING SYSTEM INC WA X 01/29/04 COLUMBIA SPORTSWEAR CO OR X 01/29/04 COMMERCIAL FEDERAL CORP NE X X X 01/29/04 COMMERCIAL NATIONAL FINANCIAL CORP /P PA X 01/28/04 COMMONWEALTH INDUSTRIES INC/DE/ DE X 01/29/04 COMMUNITY BANK SHARES OF INDIANA INC IN X 01/28/04 COMPETITIVE TECHNOLOGIES INC DE X X 01/23/04 COMPUTER ACCESS TECHNOLOGY CORP DE X X 01/29/04 CONCURRENT COMPUTER CORP/DE DE X X 01/29/04 CORNELL COMPANIES INC DE X 01/27/04 COTT CORP /CN/ X 01/29/04 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE X X 01/28/04 CREDIT SUISSE FIRST BOSTON MORTGAGE S DE X X 01/28/04 CURON MEDICAL INC DE X X 01/22/04 CV THERAPEUTICS INC DE X X 01/28/04 CWABS INC ASSET BACKED CERTS SERIES 2 DE X X 11/25/03 AMEND CWALT INC X 01/29/04 CWALT INC X X 01/29/04 CWALT INC X X 01/29/04 CWMBS INC DE X 01/29/04 CWMBS INC DE X 01/29/04 CWMBS INC DE X X 12/30/03 CWMBS INC DE X X 10/31/03 CWMBS INC DE X X 01/29/04 DAIMLERCHRYSLER WHOLESALE RECEIVABLES DE X X 01/16/04 DANAHER CORP /DE/ DE X 01/28/04 DATASCOPE CORP DE X 01/28/04 DELTIC TIMBER CORP DE X X 01/28/04 DELUXE CORP MN X X 01/29/04 DENDRITE INTERNATIONAL INC NJ X 01/29/04 DIAMOND OFFSHORE DRILLING INC DE X X 01/29/04 DIGITAL INSIGHT CORP DE X X 01/29/04 DIGITAL INSIGHT CORP DE X 11/25/03 AMEND DIGITAL LIGHTWAVE INC DE X X 12/10/03 DIGITALTHINK INC DE X X 12/31/03 DOCUMENT SCIENCES CORP DE X X 01/28/04 DOMINION HOMES INC OH X X X 01/28/04 DOVER DOWNS GAMING & ENTERTAINMENT IN DE X X 01/29/04 DOVER MOTORSPORTS INC DE X X 01/29/04 DOW CHEMICAL CO /DE/ DE X X 01/29/04 DUKE ENERGY CORP NC X X 01/29/04 DUKE REALTY CORP IN X 01/28/04 DUKE REALTY LIMITED PARTNERSHIP/ IN X 01/28/04 DYNEGY HOLDINGS INC DE X X 01/29/04 DYNEGY INC /IL/ IL X X 01/29/04 E PIPHANY INC DE X X X 01/29/04 EAGLE FOOD CENTERS INC DE X 01/27/04 EASTMAN CHEMICAL CO DE X 01/29/04 ELECTRIC NETWORK COM INC X 01/27/04 ELITE PHARMACEUTICALS INC /DE/ DE X X 01/27/04 EMC INSURANCE GROUP INC IA X 01/29/04 EMERGE INTERACTIVE INC DE X X 01/22/04 EMERGE INTERACTIVE INC DE X X 01/23/04 ERIE INDEMNITY CO PA X X 01/29/04 ESTEE LAUDER COMPANIES INC DE X 01/29/04 EXPONENT INC DE X X 01/29/04 EXPRESSJET HOLDINGS INC DE X 01/29/04 EXTENDED STAY AMERICA INC DE X X 01/28/04 EXTENDED SYSTEMS INC DE X X 01/29/04 EXULT INC DE X 01/29/04 EXXON MOBIL CORP NJ X X 01/29/04 EXXON MOBIL CORP NJ X 01/28/04 FIDELITY FEDERAL BANCORP IN X 01/27/04 FIRST AVENUE NETWORKS INC DE X X 01/29/04 FIRST CITIZENS BANCORPORATION OF SOUT SC X X X 01/28/04 FIRST HORIZON ASSET SECURITIES INC DE X X 01/27/04 FIRST SECURITY BANCORP INC /KY/ KY X X X 12/31/03 FIVE STAR QUALITY CARE INC X 01/14/04 FLEETCLEAN SYSTEMS INC X 01/01/04 FLUSHING FINANCIAL CORP DE X X 12/31/03 FNB BANCORP/CA/ X X 01/23/04 FOODARAMA SUPERMARKETS INC NJ X 11/01/03 FORMFACTOR INC X 01/29/04 FORTUNE NATURAL RESOURCES CORP DE X X 01/27/04 FREEPORT MCMORAN COPPER & GOLD INC DE X 01/29/04 FREMONT GENERAL CORP NV X 01/26/04 GABELLI ASSET MANAGEMENT INC NY X X X 01/29/04 GEORGIA BANK FINANCIAL CORP /GA GA X X 01/23/04 GEORGIA PACIFIC CORP GA X X 01/28/04 GILEAD SCIENCES INC DE X X 01/29/04 GILLETTE CO DE X X 12/31/03 GLIMCHER REALTY TRUST MD X X 01/29/04 GRAINGER W W INC IL X X 12/31/03 GREAT LAKES CHEMICAL CORP DE X X 01/28/04 GROUP 1 AUTOMOTIVE INC DE X 01/28/04 GS MORTGAGE SECURITIES CORP DE X 01/29/04 GUIDANT CORP IN X X 01/29/04 GUITAR CENTER INC DE X X 01/29/04 HALLIBURTON CO DE X 01/28/04 HARLEYSVILLE SAVINGS FINANCIAL CORP X X 01/28/04 HARRIS INTERACTIVE INC DE X X 01/28/04 HARSCO CORP DE X 01/29/04 HARTE HANKS INC DE X X 01/29/04 HARTFORD FINANCIAL SERVICES GROUP INC DE X 01/28/04 HEALTH CARE PROPERTY INVESTORS INC MD X X 01/22/04 HEALTHEXTRAS INC DE X X 01/28/04 HEALTHWATCH INC MN X 01/20/04 HENNESSY ADVISORS INC X X 01/28/04 HIGHLANDS BANKSHARES INC /WV/ WV X 01/29/04 HOLLYWOOD ENTERTAINMENT CORP OR X 01/29/04 HONEYWELL INTERNATIONAL INC DE X 01/29/04 HORIZON OFFSHORE INC DE X X 01/29/04 HUDSON UNITED BANCORP NJ X 01/28/04 HUDSON VALLEY HOLDING CORP NY X X 01/27/04 HUMBOLDT BANCORP CA X X 01/29/04 HUMBOLDT BANCORP CA X X 01/29/04 ICOS CORP / DE DE X 01/29/04 IDENTIX INC DE X X 01/28/04 IEC ELECTRONICS CORP DE X X 12/26/03 IKON OFFICE SOLUTIONS INC OH X X 12/31/03 ILLINOIS TOOL WORKS INC DE X 12/31/03 IMCO RECYCLING INC DE X 03/14/03 AMEND IMPAX LABORATORIES INC DE X 01/29/04 IMPERIAL PETROLEUM INC NV X 01/23/04 IMPERIAL PETROLEUM INC NV X 01/23/04 IMPERIAL PETROLEUM INC NV X 01/23/04 IMPERIAL PETROLEUM INC NV X 01/23/04 INDYMAC BANCORP INC DE X X 01/29/04 INFOCUS CORP OR X X 01/29/04 INTERGRAPH CORP DE X 01/29/04 INTERMAGNETICS GENERAL CORP NY X X 01/28/04 INTERMUNE INC DE X 01/29/04 INTERNATIONAL BUSINESS MACHINES CORP NY X 01/29/04 INTERNATIONAL RECTIFIER CORP /DE/ DE X 01/29/04 INTERTAN INC DE X X X 01/29/04 INTERWOVEN INC CA X X 01/29/04 IPARTY CORP DE X 01/02/04 IXIA CA X X 01/29/04 JETBLUE AIRWAYS CORP DE X X 01/29/04 JOHNSON OUTDOORS INC WI X X 01/29/04 JPS INDUSTRIES INC DE X X 01/29/04 KAMAN CORP CT X 01/29/04 KANA SOFTWARE INC DE X 12/31/03 AMEND KELLOGG CO DE X 01/29/04 KEMET CORP DE X 01/28/04 KEY TECHNOLOGY INC OR X X 01/29/04 KIMBALL INTERNATIONAL INC IN X 01/29/04 KINDER MORGAN ENERGY PARTNERS L P DE X 01/28/04 KIRBY CORP NV X X 01/29/04 KOMAG INC /DE/ DE X X 01/28/04 KOMAG INC /DE/ DE X X 01/28/04 AMEND KRONOS INC MA X 01/29/04 KV PHARMACEUTICAL CO /DE/ DE X 01/28/04 KVH INDUSTRIES INC \DE\ DE X 01/29/04 LACLEDE GROUP INC MO X X 01/29/04 LACLEDE GROUP INC MO X X 01/29/04 LACLEDE GROUP INC MO X X 01/29/04 LANCASTER COLONY CORP OH X X 01/29/04 LANTRONIX INC DE X X 01/29/04 LCA VISION INC DE X 01/28/04 LEGAL ACCESS TECHNOLOGIES INC NV X 01/28/04 LENNAR CORP /NEW/ DE X X 01/27/04 LEXAR MEDIA INC CA X X 01/29/04 LILLY ELI & CO IN X 01/29/04 LIVEPERSON INC DE X X X 01/29/04 LYONDELL CHEMICAL CO DE X 01/29/04 MAGELLAN MIDSTREAM PARTNERS LP DE X X 01/29/04 MANPOWER INC /WI/ WI X X 01/29/04 MANUFACTURERS SERVICES LTD DE X X 12/19/03 MARCONI CORP PLC X0 X 01/29/04 MARIMBA INC DE X 01/29/04 MARKEL CORP VA X X 01/28/04 MARSH & MCLENNAN COMPANIES INC DE X X 01/28/04 MARTIN MIDSTREAM PARTNERS LP DE X X 01/29/04 MASS MEGAWATTS WIND POWER INC MA X 01/29/04 MAYTAG CORP DE X X 01/29/04 MCCLATCHY CO DE X 01/29/04 MCDATA CORP DE X 01/29/04 MEADWESTVACO CORP DE X 01/29/04 MEDIA ARTS GROUP INC DE X X 01/29/04 MEDIA GENERAL INC VA X 01/28/04 MEDIMMUNE INC /DE DE X 01/29/04 MERCHANTS GROUP INC DE X X 01/29/04 MERITAGE CORP MD X X X 01/28/04 MICREL INC CA X 12/31/03 MICROSTRATEGY INC DE X X 01/29/04 MIDWESTONE FINANCIAL GROUP INC IA X X 01/23/04 MISONIX INC NY X X 01/29/04 MONDAVI ROBERT CORP CA X 12/31/03 MORGAN STANLEY ABS CAPITAL I INC MSDW DE X X 05/22/03 MORTGAGE PASS-THROUGH CERTIFICATES S DE X 12/26/03 MSB FINANCIAL INC MD X X 01/26/04 MTS SYSTEMS CORP MN X 01/29/04 MULTIMEDIA GAMES INC TX X X 01/29/04 MYKROLIS CORP DE X 01/29/04 MYLAN LABORATORIES INC PA X X 01/29/04 NATIONAL PENN BANCSHARES INC PA X X X 01/26/04 NEW HAMPSHIRE THRIFT BANCSHARES INC DE X X 01/28/04 NEW JERSEY RESOURCES CORP NJ X X 01/28/04 NEWELL RUBBERMAID INC DE X 01/29/04 NEWPORT CORP NV X 01/29/04 NIMBUS GROUP INC X 01/22/04 NORTH BAY BANCORP/CA CA X X X 01/29/04 NORTHERN BORDER PARTNERS LP DE X X X 01/29/04 NORTHWEST NATURAL GAS CO OR X X 01/29/04 NOVASTAR FINANCIAL INC MD X X 01/28/04 NOXSO CORP VA X 01/29/04 NTN COMMUNICATIONS INC DE X 01/27/04 NUCOR CORP DE X 01/29/04 NUI CORP /NJ/ NJ X X 01/28/04 NUTRACEUTICAL INTERNATIONAL CORP DE X X 01/29/04 OCCAM NETWORKS INC/DE DE X X 01/28/04 OLD DOMINION FREIGHT LINE INC/VA VA X X 01/29/04 OLD REPUBLIC INTERNATIONAL CORP DE X 12/31/03 OMEGA HEALTHCARE INVESTORS INC MD X 01/29/04 OPTICAL COMMUNICATION PRODUCTS INC DE X X 01/29/04 OVERSEAS SHIPHOLDING GROUP INC DE X X 01/26/04 OVERSTOCK COM INC UT X 01/28/04 OXFORD FINANCE CORP X X 01/29/04 PACIFIC CAPITAL BANCORP /CA/ CA X X 01/29/04 PACIFIC PREMIER BANCORP INC DE X X 01/29/04 PACKETEER INC DE X X 01/29/04 PAMRAPO BANCORP INC DE X X 01/28/04 PARADYNE NETWORKS INC DE X X 01/29/04 PARK CITY GROUP INC DE X 01/27/04 PATRIOT TRANSPORTATION HOLDING INC FL X X X 01/28/04 PATTERSON UTI ENERGY INC DE X X 01/29/04 PC CONNECTION INC DE X 01/29/04 PENNSYLVANIA COMMERCE BANCORP INC X 01/29/04 PENNSYLVANIA REAL ESTATE INVESTMENT T PA X X 01/21/04 PEPCO HOLDINGS INC DE X X 01/29/04 PERKINELMER INC MA X 01/28/04 PERSISTENCE SOFTWARE INC CA X X 01/29/04 PETMED EXPRESS INC FL X X 01/26/04 PHARMACYCLICS INC DE X X 01/29/04 PHELPS DODGE CORP NY X 01/29/04 PHILLIPS VAN HEUSEN CORP /DE/ DE X X 01/29/04 PHOENIX TECHNOLOGIES LTD DE X 01/29/04 PINNACLE BANKSHARES CORP VA X X 01/22/04 PINNACLE WEST CAPITAL CORP AZ X X X 12/31/03 PLIANT CORP UT X X X 01/26/04 POLARIS INDUSTRIES INC/MN MN X X 01/29/04 POWER ONE INC DE X 01/29/04 PSB HOLDINGS INC /WI/ WI X X X X 01/29/04 PULTE HOMES INC/MI/ MI X 01/28/04 PURE WORLD INC DE X 01/29/04 QCR HOLDINGS INC DE X 01/28/04 QLT INC/BC A1 X X 01/29/04 QUANEX CORP DE X X 01/28/04 RADYNE COMSTREAM INC NY X 01/23/04 RAINDANCE COMMUNICATIONS INC DE X X 01/28/04 RALCORP HOLDINGS INC /MO MO X X 01/29/04 RAYONIER INC NC X X 01/29/04 REALNETWORKS INC WA X X 01/29/04 REEBOK INTERNATIONAL LTD MA X X 01/28/04 REGENCY AFFILIATES INC DE X 01/20/04 REINSURANCE GROUP OF AMERICA INC MO X X 01/29/04 RELIANT RESOURCES INC DE X 01/28/04 RELIANT RESOURCES INC DE X 01/28/04 RENT WAY INC PA X X 01/29/04 RENTECH INC /CO/ CO X X 01/28/04 REVLON CONSUMER PRODUCTS CORP DE X X 01/29/04 REVLON INC /DE/ DE X X 01/29/04 REWARDS NETWORK INC DE X X 01/29/04 RIDGESTONE FINANCIAL SERVICES INC WI X X 01/28/04 RONSON CORP NJ X X 01/29/04 RSA SECURITY INC/DE/ DE X X X 01/29/04 SANCHEZ COMPUTER ASSOCIATES INC PA X X 01/27/04 SANFILIPPO JOHN B & SON INC DE X 10/22/03 SCHWEITZER MAUDUIT INTERNATIONAL INC DE X X 01/29/04 SCOTTS LIQUID GOLD INC CO X 01/26/04 SEACOAST FINANCIAL SERVICES CORP MA X X 01/26/04 SEARS ROEBUCK & CO NY X X 01/29/04 SEITEL INC DE X X 01/28/04 SHIMODA RESOURCES HOLDINGS INC NV X 01/29/04 SHIRE PHARMACEUTICALS GROUP PLC X X 01/27/04 SHIRE PHARMACEUTICALS GROUP PLC X X 01/29/04 SI TECHNOLOGIES INC DE X 01/29/04 SIERRA HEALTH SERVICES INC NV X X X 01/28/04 SILICON VALLEY BANCSHARES DE X X 01/29/04 SIMMONS FIRST NATIONAL CORP AR X 01/26/04 SONICWALL INC CA X X 01/29/04 SOUND FEDERAL BANCORP INC DE X X 01/28/04 SOUTH JERSEY INDUSTRIES INC NJ X X 12/31/03 SOUTHERN CO DE X 01/29/04 SOUTHWALL TECHNOLOGIES INC /DE/ DE X 01/28/04 SOUTHWALL TECHNOLOGIES INC /DE/ DE X 01/29/04 SOUTHWEST BANCORP OF TEXAS INC TX X X X 01/27/04 SPAN AMERICA MEDICAL SYSTEMS INC SC X X 01/28/04 SPEEDEMISSIONS INC FL X 01/21/04 SS&C TECHNOLOGIES INC DE X 01/29/04 ST PAUL COMPANIES INC /MN/ MN X X 01/28/04 ST PAUL COMPANIES INC /MN/ MN X X 01/28/04 STANCORP FINANCIAL GROUP INC OR X X 01/29/04 STANLEY FURNITURE CO INC/ DE X 12/31/03 STANLEY WORKS CT X X 01/28/04 STAR GAS PARTNERS LP DE X X 01/29/04 STATION CASINOS INC NV X 01/29/04 STERLING GROUP VENTURES INC NV X X X 01/28/04 STRUCTURED ASSET SEC CORP MORT BACK P DE X 12/26/03 STRUCTURED ASSET SEC CORP MORT PAS TH DE X 12/26/03 STRUCTURED ASSET SEC CORP MORT PAS TH DE X 11/25/03 STRUCTURED ASSET SEC CORP MORT PAS TH DE X 12/26/03 STRUCTURED ASSET SEC CORP MORT PAS TH DE X 11/25/03 STRUCTURED ASSET SEC CORP MORT PAS TH DE X 12/26/03 STRUCTURED ASSET SEC CORP MORT PAS TH DE X 12/26/03 STRUCTURED ASSET SEC CORP MORT PAS TH DE X 12/26/03 STRUCTURED ASSET SEC CORP MORT PASS T DE X 11/25/03 STRUCTURED ASSET SEC CORP MORT PASS T DE X 12/26/03 STRUCTURED ASSET SECURITIES CORP DE X 01/28/03 STRUCTURED ASSET SECURITIES CORP MOR DE X 04/25/03 STRUCTURED ASSET SECURITIES CORP MOR DE X 05/27/03 STRUCTURED ASSET SECURITIES CORP MOR DE X 06/25/03 STRUCTURED ASSET SECURITIES CORP MOR DE X 07/25/03 STRUCTURED ASSET SECURITIES CORP MOR DE X 08/25/03 STRUCTURED ASSET SECURITIES CORP MOR DE X 09/25/03 STRUCTURED ASSET SECURITIES CORP MOR DE X 10/27/03 STRUCTURED ASSET SECURITIES CORP MOR DE X 11/25/03 STRUCTURED ASSET SECURITIES CORP MOR DE X 12/26/03 STRUCTURED ASSET SECURITIES CORP SERI DE X 12/26/03 STRUCTURED ASSET SECURITIES CORP SERI DE X 11/25/03 AMEND STRYKER CORP MI X X 12/31/03 SUN HEALTHCARE GROUP INC DE X X 01/29/04 SUNRISE TELECOM INC X 12/31/03 SUREWEST COMMUNICATIONS CA X 01/29/04 SWS GROUP INC DE X 01/29/04 SYMMETRICOM INC DE X X 01/29/04 SYNERGY FINANCIAL GROUP INC /NJ/ NJ X X 01/28/04 SYNPLICITY INC CA X X 01/29/04 TECHE HOLDING CO LA X X 01/29/04 TEKELEC CA X X 01/29/04 TELEDYNE TECHNOLOGIES INC DE X X 01/29/04 TELULAR CORP DE X X X 01/29/04 TENET HEALTHCARE CORP NV X 01/28/04 TERAYON COMMUNICATION SYSTEMS DE X X 01/09/04 TERRA INDUSTRIES INC MD X X 01/29/04 TERRA NITROGEN CO L P /DE DE X X 01/29/04 TEXTRON INC DE X X 01/29/04 TF FINANCIAL CORP DE X X 01/29/04 TIBCO SOFTWARE INC DE X X 01/28/04 TIERONE CORP X X 01/28/04 TIMBERLAND BANCORP INC WA X X 01/27/04 TITANIUM METALS CORP DE X X 01/28/04 TOWN & COUNTRY TRUST MD X X 01/29/04 TRAVELERS PROPERTY CASUALTY CORP CT X 01/28/04 TRIKON TECHNOLOGIES INC DE X X 01/29/04 TRIPATH TECHNOLOGY INC X 01/29/04 TTR TECHNOLOGIES INC DE X X 01/29/04 TULARIK INC DE X 01/29/04 TWEETER HOME ENTERTAINMENT GROUP INC DE X X 01/27/04 ULTRALIFE BATTERIES INC DE X X 01/29/04 UMB FINANCIAL CORP MO X 12/31/03 UNION FINANCIAL BANCSHARES INC DE X X 01/28/04 UNIVERSAL ELECTRONICS INC DE X X 01/29/04 V F CORP PA X 01/29/04 VALLEY COMMUNITY BANCSHARES INC X X 01/26/04 VARCO INTERNATIONAL INC /DE/ DE X X 01/26/04 VARIAN SEMICONDUCTOR EQUIPMENT ASSOCI DE X 01/29/04 VASCULAR SOLUTIONS INC DE X X 01/28/04 VASTERA INC DE X X 01/29/04 VAXGEN INC DE X X 01/29/04 VERISIGN INC/CA DE X X 01/29/04 VERIZON COMMUNICATIONS INC DE X 01/29/04 VERIZON COMMUNICATIONS INC DE X 01/29/04 VIAD CORP DE X X 01/29/04 VIRTRA SYSTEMS INC TX X 01/23/04 VITRIA TECHNOLOGY INC DE X 01/29/04 VSB BANCORP INC NY X X 01/28/04 W R GRACE & CO DE X 01/27/04 WASATCH PHARMACEUTICAL INC UT X X 01/27/04 WATER PIK TECHNOLOGIES INC DE X X X 01/29/04 WATERS CORP /DE/ DE X X 01/29/04 WELLPOINT HEALTH NETWORKS INC /DE/ DE X X 01/28/04 WELLS FARGO ASSET SECURITIES CORP DE X X 01/29/04 WESTERN WATER CO DE X X 01/29/04 WESTFIELD FINANCIAL INC MA X X 01/28/04 WFS RECEIVABLES CORP 4 X X 01/28/04 WHITEHALL JEWELLERS INC DE X X 01/28/04 WHITEMARK HOMES INC CO X 01/29/04 WISCONSIN ENERGY CORP WI X 01/29/04 WJ COMMUNICATIONS INC CA X X 01/28/04 WOODHEAD INDUSTRIES INC DE X X 01/22/04 WPS RESOURCES CORP WI X X 01/29/04 WRC MEDIA INC DE X X 01/07/04 XOMA LTD /DE/ DE X X 01/06/04 AMEND ZIEGLER COMPANIES INC WI X X 12/31/03 ZOLTEK COMPANIES INC DE X X 01/28/04 ZONES INC WA X X 01/28/04 ZONES INC WA X X 01/28/04 DIGITAS INC DE X X 01/29/04 GROUP 1 SOFTWARE INC DE X 01/29/04 INPUT OUTPUT INC DE X 01/29/04