SEC NEWS DIGEST Issue 2004-89 May 7, 2004 ENFORCEMENT PROCEEDINGS COMMISSION DISMISSES CITADEL SECURITIES CORP. APPEAL OF NASD DENIAL OF MICHAEL STUDER'S ASSOCIATION WITH MEMBER The Commission has dismissed Citadel Securities Corp.'s appeal of NASD's denial of Citadel's application to remain an NASD member if Michael T. Studer were to continue to be associated with Citadel. The Commission concluded that Studer was subject to a statutory disqualification because he had been enjoined. The Commission further found that NASD's prohibition of Studer's association is in accordance with its rules, and NASD had applied those rules in a manner consistent with the purposes of the Exchange Act. (Rel. 34-49566) SEC SETTLES CASE AGAINST HACKER CHARGED WITH BREAKING INTO INVESTOR'S ONLINE ACCOUNT, MAKING UNAUTHORIZED TRADES The Commission announced that on May 5 the United States District Court for the District of Massachusetts entered a final judgment against 20 year-old defendant Van T. Dinh, arising from charges that Dinh illicitly accessed an investor's online brokerage account and caused the unknowing investor to purchase soon-to-be worthless options held by Dinh. Without admitting or denying the allegations in the Commission's complaint, Dinh consented to the entry of the final judgment, which permanently enjoins him from violating the antifraud provisions of the federal securities laws. In the Complaint filed on Oct. 9, 2003, the Commission alleged that Dinh orchestrated a scheme to dispose of his large position in "out of the money" options to sell the common stock of Cisco Systems, Inc. On July 11, 2003, Dinh surreptitiously accessed and took control of the online brokerage account of a Massachusetts investor and placed buy orders in that account corresponding with sell orders he previously placed through his own brokerage account. As a result, Dinh avoided approximately $37,000 in losses he would have otherwise incurred had the options expired worthless in his account. While carrying out his scheme, Dinh took great pains to conceal his identity and evade detection, including assuming various online aliases, using multiple e-mail accounts, and employing foreign Internet service providers and several anonymizing websites. The final judgment permanently enjoins Dinh from violating Section 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. In light of the fact that full restitution was paid in a related criminal action, disgorgement was waived. In addition, on the basis of Dinh's representations in sworn financial statements and other documents and information furnished to the Commission, a civil penalty was not imposed. In a related criminal action prosecuted by the U.S. Attorney's Office for the District of Massachusetts, Dinh also was sentenced on May 5, 2004, to 13 months of imprisonment, to be followed by three years of supervised release. Additionally, a $3000 fine and an $800 special assessment were imposed. Prior to sentencing, Dinh paid full restitution to the victim investor in the amount of $46,986, which represented the entire amount of money taken from the investor's account. Earlier, on Feb. 9, 2004, Dinh pled guilty to all counts of a criminal indictment that charged him with securities fraud, wire fraud, and unauthorized computer access in furtherance of a fraud. [SEC v. Van T. Dinh, Civil Action No. 03-CV-11964RWZ, D. Mass.] (LR-18696) SEC OBTAINS EMERGENCY ORDERS SHUTTING DOWN MUTUAL BENEFITS CORP., ALLEGES FRAUD AND CONTEMPT OF PRIOR INJUNCTION IN CONNECTION WITH SALE OF VIATICAL SECURITIES On May 3, the Commission filed an emergency federal civil action seeking to halt an alleged billion dollar fraudulent securities offering affecting 29,000 investors worldwide. This action was filed against defendants Mutual Benefits Corp. (MBC), Joel Steinger, his brother, Leslie Steinger, and Peter Lombardi. MBC is headquartered in Ft. Lauderdale, Fla. The SEC's action includes a civil complaint and also a contempt motion against the Steingers. In 1998, the Steingers were enjoined from violating the federal securities laws in connection with their activities at MBC. On May 4, the Honorable Federico A. Moreno, United States District Judge for the Southern District of Florida, entered, among other things, a temporary restraining order, a freeze of the defendants' assets and an order appointing a receiver over MBC. The SEC's complaint alleges that the defendants raised over $1 billion from more than 29,000 investors through a fraudulent, unregistered offering of securities in the form fractionalized interests in viatical and life settlements. A viatical or life settlement is the sale of a life insurance policy by a terminally ill person or senior citizen (the viator) at a price discounted from the face value of the policy. Investors pay the premiums and receive the face value of the life insurance policy when the insured, or viator, dies. In turn, the viator receives a portion of the proceeds of his life insurance policy as a lump sum. According to the SEC's complaint, MBC promised investors fixed returns ranging from 12% to 72%, depending upon the term of investment chosen by the investor. The life expectancy figure determined for each viator was a key factor in determining the maturity date of the investment, the rates of return to investors and the amount of funds needed to be escrowed for payment of future premiums on the policies. In its complaint, the SEC alleges that in raising money for its enterprise, MBC falsely represented to numerous investors that its life expectancy figures were the product of a review by an independent physician. The SEC further alleges that MBC failed to disclose that about 65% of its outstanding life insurance policies were sold to investors using fraudulent life expectancy figures generated by MBC. Moreover, the SEC alleges that MBC omitted to tell investors that more than 90% of its policies have already surpassed their assigned life expectancy. According to the SEC's complaint, as a result of the failure of these older policies to mature, shortfalls in escrowed premium funds have forced MBC to effectuate a premium payment scheme similar to traditional "Ponzi" schemes, whereby the company is paying premium obligations of specific investors with monies escrowed for future obligations of other investors. The SEC's complaint also contends that the defendants failed to disclose to investors that Joel Steinger and Leslie Steinger both played key roles in the management of MBC's operations and its securities offering. Furthermore, the complaint alleges that investors were not being told that at least $26 million in funds collected in MBC's offering was paid to the Steingers and their relatives in the form of "consulting fees." The SEC's complaint charges the defendants with violating the anti-fraud and registration provisions of the federal securities laws. Specifically, the Commission alleges that defendants MBC, Joel Steinger, Leslie Steinger and Peter Lombardi violated Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5, thereunder. The Commission also alleges that defendants Joel Steinger and Leslie Steinger, as control persons of MBC, violated Section 10(b) of the Exchange Act and Rule 10b- 5, thereunder. In addition to the emergency relief described above, the complaint seeks permanent injunctions prohibiting future violations of the securities laws, disgorgement, and civil penalties. Also named in the SEC's action as relief defendants are Viatical Benefactors, LLC, Viatical Services, Inc., Kensington Management, Inc., Rainy Consulting Corp., Twin Groves Investments, Inc., P.J.L. Consulting, Inc, SKS Consulting, Inc. and Camden Consulting, Inc. In addition to its civil complaint, the SEC filed an emergency contempt action against defendants Joel Steinger and Leslie Steinger for disobeying a prior final judgment of permanent injunction entered against them on May 6, 1998, in SEC v. Joel Steinger and Leslie Steinger, Civil Action 98-6442-CIV-MIDDLEBROOKS (S.D.Fla. 1998). In that previous action, the SEC charged defendants Joel Steinger and Leslie Steinger with fraud and securities violations arising out of their roles in MBC's offering as it stood at that time. In that case, the Steingers were permanently enjoined from violating the registration and anti-fraud provisions of the federal securities laws and paid $850,000 in disgorgement, plus prejudgment interest, and $50,000 each in civil money penalties. In simultaneous filings, the State of Florida's Department of Financial Services-Office of Insurance Regulation filed an emergency cease-and- desist order against MBC suspending MBC's license to operate as a viatical settlement provider in and from the state of Florida, and the State of Florida's Office of Statewide Prosecution issued a 16 count criminal information against MBC. The SEC acknowledges the assistance of the following federal and state agencies: the State of Florida's Department of Financial Services-Office of Insurance Regulation, the U.S. Department of Homeland Security's Bureau of Immigration and Customs Enforcement, the State of Florida's Office of Statewide Prosecution, the North American Securities Administrators Association, and the state securities regulatory agencies for Alabama, Alaska, Arizona, Colorado, Indiana, Iowa, Kansas, Ohio, Pennsylvania, Vermont and Virginia. [SEC v. Mutual Benefits Corp., et al., Case No. 04-60573-CIV-MORENO, S.D. Fla., May 4, 2004] (LR-18698) FORMER GENERAL COUNSEL OF INSO, CORP. INDICTED ON SECURITIES FRAUD AND PERJURY CHARGES The Commission announced today that on May 5 Bruce Hill of Belmont, Mass., was indicted on criminal charges brought by the United States Attorney for the District of Massachusetts. Hill, age 40, the former General Counsel of Inso Corporation, Inc. (later known as eBT International, Inc.), a now defunct software company headquartered in Boston, Mass., was named in a nine count superseding indictment charging him with securities fraud, wire fraud, false statements to accountants and perjury in connection with a Commission investigation. The charges against Hill were added to a previously existing indictment returned in November, 2003 that charged Graham Marshall, age 56, formerly of Lexington, Mass., with securities fraud, wire fraud, circumventing internal accounting controls and perjury in connection with a Commission investigation. If convicted, Hill and Marshall each face penalties that range from 5 to 20 years' imprisonment on each count of the indictment, to be followed by 3 years of supervised release and fines up to $1 million. The superseding indictment alleges that at the end of September 1998, Marshall, then-vice president of Inso, arranged a sham transaction whereby a Malaysian software distributor signed a purchase order for roughly $3 million, upon assurances that Inso would actually sell the software to another customer within a few days or weeks. It is alleged that at the end of 1998, Hill, then-General Counsel of Inso, played a pivotal role in arranging a series of deals that were designed to create the appearance that the Malaysian software distributor had paid Inso $3 million for the software products that Inso had reported as sold during the third quarter of 1998. The indictment charges that Hill arranged for Inso to provide the Malaysian distributor with $4 million in financing for the $3 million payment. The reported third quarter sale represented roughly 15% of Inso's quarterly earnings and enabled Inso to meet internal and public targets for revenue growth. Share prices for Inso's stock tumbled in January of 1999, when the company publicly announced that it would need to restate its revenues for the first three quarters of 1998. The perjury charges against Marshall and Hill arise from their testimony before the Commission about the transactions with the Malaysian software distributor. On June 21, 2002, the Commission filed related civil enforcement actions against Hill, Marshall and certain other senior officers of Inso. The Commission's action against Marshall and Hill remains pending. For more information see LR-18467 (Nov. 17, 2003), LR-18394 (Oct. 4, 2003) and LR- 17578 (June 21, 2002). [SEC v. Bruce Hill, et al., U.S. District Court for the District of Massachusetts, Civil Action No. 02-11244, EFH, filed June 21, 2003; U.S. v. Graham Marshall and Bruce Hill, U.S. District Court for the District of Massachusetts, Criminal action No. 03-10344, DPW, filed November 12, 2003] (LR-18699) SELF-REGULATORY ORGANIZATIONS IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-NASD-2004-070) filed with the Commission by the NASD through its subsidiary, The Nasdaq Stock Market, Inc., to clarify that listed companies may solicit written consents from shareholders in lieu of a special shareholder meeting has become immediately effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of May 10. (Rel. 34-49660) A proposed rule change (SR-PHLX-2004-28) filed by the Philadelphia Stock Exchange relating to the payment for order flow fees for the top 120 equity 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 May10. (Rel. 34-49661) APPROVAL OF A PROPOSED RULE CHANGE The Commission approved a proposed rule change (SR-NASD-2004- 036) submitted by the NASD to revise and update the fee schedule for OTC Bulletin Board historical trading activity reports. Publication of the proposal is expected in the Federal Register during the week of May 10. (Rel. 34-49663) DELISTING An order has been issued granting the application of the Philadelphia Stock Exchange to strike from listing and registration certain call and put options contracts issued by The Options Clearing Corporation respecting underlying securities of the following companies, effective at the opening of business on May 10: Sangstat Medical Corporation (QDY/SANG) and Quintiles Transnational Corporation (QRT/QTRN). (Rel. 34-49665) WITHDRAWAL A notice has been issued giving interested persons until May 28 to comment on the application of Celanese AG to withdraw its Ordinary Shares, no par value, from listing and registration on the New York Stock Exchange. (Rel. 34- 49662) 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-1 NEW RIVER PHARMACEUTICALS INC, 1881 GROVE AVENUE, RADFORD, VA, 24141, 5406337900 - 0 ($57,500,000.00) Equity, (File 333-115207 - May. 6) (BR. 01) S-1 I/OMAGIC CORP, 4 MARCONI, IRVINE, CA, 92618, 949-707-4800 - 0 ($6,900,000.00) Equity, (File 333-115208 - May. 6) (BR. 03) S-1 Morningstar, Inc., 225 WEST WACKER DRIVE, CHICAGO, IL, 60606, (312) 696-6000 - 0 ($100,000,000.00) Equity, (File 333-115209 - May. 6) (BR. 07) S-8 NTL INC, 909 THIRD AVENUE, SUITE 2863, NEW YORK, NY, 10022, 212-906-8440 - 10,900,000 ($631,055,500.00) Equity, (File 333-115210 - May. 6) (BR. 37) S-4 ZHONE TECHNOLOGIES INC, 7001 OAKPORT STREET, OAKLAND, CA, 94621, 5107777000 - 0 ($46,070,000.00) Equity, (File 333-115211 - May. 6) (BR. 37) S-11 Eagle Hospitality Properties Trust, Inc., 100 E. RIVERCENTER BLVD., SUITE 1100, COVINGTON, KY, 41011, (859)292-5500 - 20,125,000 ($240,000,000.00) Equity, (File 333-115213 - May. 6) (BR. 08) F-3 TECNOMATIX TECHNOLOGIES LTD, DELTA HOUSE, 16 HAGALIM AVE, HERZILYA 46733 ISRAE, L3, 3134716140 - 863,252 ($10,695,693.00) Equity, (File 333-115214 - May. 6) (BR. 03) S-3 DUKE ENERGY CORP, 526 SOUTH CHURCH STREET, CHARLOTTE, NC, 28202, 7045940887 - 15,000,000 ($310,200,000.00) Equity, (File 333-115216 - May. 6) (BR. 02) SB-2 PATIENT INFOSYSTEMS INC, 46 PRINCE ST, ROCHESTER, NY, 14607, 5852427200 - 877,125 ($2,455,950.00) Equity, (File 333-115217 - May. 6) (BR. 01) S-8 VSE CORP, 2550 HUNTINGTON AVE, ALEXANDRIA, VA, 22303, 7039604600 - 400,000 ($6,804,000.00) Equity, (File 333-115218 - May. 6) (BR. 06) S-8 GENENTECH INC, 1 DNA WAY, SOUTH SAN FRANCISCO, CA, 94080, 650-225-1000 - 0 ($8,114,035,000.00) Equity, (File 333-115219 - May. 6) (BR. 01) S-8 FLORIDA COMMUNITY BANKS INC, 1400 NORTH 15TH STREET, IMMOKALEE, FL, 341422202, 9416573171 - 187,399 ($4,651,243.00) Equity, (File 333-115220 - May. 6) (BR. 07) SB-2 VISEON INC, 545 E. JOHN CARPENTER FREEWAY, STE 1430, IRVING, TX, 75062, 2144245700 - 0 ($57,141,039.00) Equity, (File 333-115221 - May. 6) (BR. 03) S-8 FLORIDA COMMUNITY BANKS INC, 1400 NORTH 15TH STREET, IMMOKALEE, FL, 341422202, 9416573171 - 100,000 ($2,482,000.00) Equity, (File 333-115222 - May. 6) (BR. 07) N-2 GORES INVESTMENT CORP, 0 ($250,000,000.00) Equity, (File 333-115230 - May. 6) (BR. 18) S-8 EGAN SYSTEMS INC, 4904 WATERS EDGE DRIVE, SUITE 160, RALEIGH, NC, 27606, 9198512239 - 1,300,000 ($1,023,000.00) Equity, (File 333-115235 - May. 6) (BR. 03) F-6 FOSTERS BREWING GROUP LTD /FI, 77 SOUTHBANK BLVD, SOUTHBANK, VICTORIA, AUSTRALIA 3006, C3, 0396332000 - 100,000,000 ($5,000,000.00) ADRs/ADSs, (File 333-115236 - May. 6) (BR. ) S-8 FIRST BUSEY CORP /NV/, 201 W MAIN STREET, URBANA, IL, 61801, 2173844513 - 0 ($27,180,000.00) Equity, (File 333-115237 - May. 6) (BR. 07) S-4 INFINITY PROPERTY & CASUALTY CORP, 2204 LAKESHORE DRIVE, SUITE 125, BIRMINGHAM, AL, 35209, 205-870-4000 - 0 ($200,000,000.00) Non-Convertible Debt, (File 333-115238 - May. 6) (BR. 01) S-8 SCHERING AKTIENGESELLSCHAFT, MULLERSTRASSE 178, BERLIN FEDERAL REPUBLIC OF GERMANY, BERLIN GERMANY, I8, 13353, 0 ($10,532,000.00) Equity, (File 333-115239 - May. 6) (BR. 01) S-8 PURE CYCLE CORP, 8451 DELAWARE STREET, THORNTON, CO, 80260, 3032923456 - 4,200,000 ($18,680,000.00) Equity, (File 333-115240 - May. 6) (BR. 06) S-8 US TELESIS HOLDINGS INC, P.O. BOX 415, BOSTON, MA, 02117, 367,000 ($19,010.00) Equity, (File 333-115241 - May. 6) (BR. 09) S-8 SIRF TECHNOLOGY HOLDINGS INC, 148 EAST BROKAW ROAD, SAN JOSE, CA, 95112, 408-392-8300 - 14,390,565 ($227,730,691.12) Equity, (File 333-115242 - May. 6) (BR. 36) SB-2 CONVERSION SERVICES INTERNATIONAL INC, 100 EAGLE ROCK AVENUE, EAST HANOVER, NJ, 07936, 99,506,033 ($15,920,965.00) Equity, (File 333-115243 - May. 6) (BR. 03) S-3 GMAC COMMERCIAL MORTGAGE SECURITIES INC, 650 DRESHER ROAD HORSHAM, PENNSYLVANIA, PA, 190444, 4108842000 - 0 ($1,000,000.00) Other, (File 333-115244 - May. 6) (BR. 05) S-3 FINDWHAT COM INC, 5220 SUMMERLIN COMMONS BLVD, N/A, FORT MYERS, FL, 33907, (239) 561-7229 - 6,000,000 ($122,460,000.00) Equity, (File 333-115245 - May. 6) (BR. 08) S-8 SBA COMMUNICATIONS CORP, ONE TOWN CENTER RD, THIRD FLOOR, BOCA RATON, FL, 33486, 5619957670 - 0 ($4,340,000.00) Equity, (File 333-115246 - May. 6) (BR. 37) S-3 FINDWHAT COM INC, 5220 SUMMERLIN COMMONS BLVD, N/A, FORT MYERS, FL, 33907, (239) 561-7229 - 837,510 ($17,210.83) Equity, (File 333-115247 - May. 6) (BR. 08) S-3 NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP /DC/, WOODLAND PARK, 2201 COOPERATIVE WAY, HERNDON, VA, 20171-3025, 7037096700- 0 ($250,000,000.00) Non-Convertible Debt, (File 333-115248 - May. 6) (BR. 07) S-2 TIME AMERICA INC, 51 WEST THIRD STREET, SUITE 301, TEMPE, AZ, 85281, 6029675800 - 0 ($5,225,000.00) Equity, (File 333-115249 - May. 6) (BR. 03) SB-2 CAPITAL GROWTH SYSTEMS INC /FL/, 23123 STATE ROAD 7 SUITE 350B, BOCA RATON, FL, 33428, 5613625287 - 0 ($10,979,675.55) Equity, (File 333-115250 - May. 6) (BR. 09) S-3 ARRHYTHMIA RESEARCH TECHNOLOGY INC /DE/, 25 SAWYER PASSWAY, FITCHBURG, MA, 01420, 978-345-5000 - 500,000 ($6,195,000.00) Equity, (File 333-115251 - May. 6) (BR. 36) 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 24/7 REAL MEDIA INC DE X X 05/06/04 ABATIX CORP DE X 04/21/04 ABATIX CORP DE X 04/30/04 ABATIX CORP DE X 05/03/04 ABERCROMBIE & FITCH CO /DE/ DE X X 05/06/04 ABFC ASSET-BACKED CERTIFICATES SERIES DE X X 04/25/04 ACTIVISION INC /NY DE X X 05/06/04 ACUSPHERE INC DE X 05/06/04 AEGIS ASSET BACKED SEC TR MORT PASS T DE X X 04/25/04 AEROPOSTALE INC X X 05/05/04 AEROPOSTALE INC X X 05/05/04 AETHER SYSTEMS INC DE X X 02/17/04 AGERE SYSTEMS INC DE X X X 05/06/04 AIRGAS INC DE X X 05/05/04 AIRSPAN NETWORKS INC WA X X 05/06/04 ALBERTSONS INC /DE/ DE X 05/03/04 ALCAN INC A6 X 05/06/04 ALLIANCE IMAGING INC /DE/ DE X X 05/05/04 ALLIANT TECHSYSTEMS INC DE X X X 05/06/04 ALLOS THERAPEUTICS INC DE X X 05/06/04 ALPHARMA INC DE X X 05/06/04 AMEDISYS INC DE X X 05/04/04 AMERICAN ACCESS TECHNOLOGIES INC FL X X 05/05/04 AMERICAN EAGLE OUTFITTERS INC DE X X 05/05/04 AMERICAN FINANCIAL REALTY TRUST X 05/06/04 AMERICAN FINANCIAL REALTY TRUST X 05/06/04 AMERICAN HOME MORT SECURITIES HOME MO DE X X 04/25/04 AMERICAN INSURED MORTGAGE INVESTORS S CA X X 05/04/04 AMERICAN PHYSICIANS SERVICE GROUP INC TX X 05/06/04 AMERIQUEST MORTGAGE SEC INC AS BK PAS DE X X 04/09/04 AMERIQUEST MORTGAGE SECURITIES INC DE X 04/30/04 AMERIVEST PROPERTIES INC MD X 05/05/04 AMISTAR CORP CA X X 05/06/04 AMREIT TX X X 05/06/04 AMSCAN HOLDINGS INC DE X X 04/30/04 ANCHOR GLASS CONTAINER CORP /NEW DE X X 05/05/04 ANDERSONS INC OH X 05/05/04 ANTS SOFTWARE INC DE X 05/06/04 APARTMENT INVESTMENT & MANAGEMENT CO MD X 05/06/04 APPLICA INC FL X 05/06/04 ARBOR REALTY TRUST INC MD X 05/06/04 ARCH WIRELESS INC DE X 03/31/04 ARIAD PHARMACEUTICALS INC DE X X 05/06/04 ASHFORD HOSPITALITY TRUST INC MD X X 05/06/04 ASHFORD HOSPITALITY TRUST INC MD X 05/06/04 ASPEN TECHNOLOGY INC /DE/ DE X 05/05/04 ASSET-BACKED CERTIFICATES SERIES 2003 DE X X 04/26/04 ATA HOLDINGS CORP IN X X 05/06/04 ATA HOLDINGS CORP IN X 05/06/04 ATARI INC DE X 05/06/04 ATLANTIC AMERICAN CORP GA X X 03/31/04 ATRIX LABORATORIES INC DE X 05/06/04 AVATAR HOLDINGS INC DE X X 05/06/04 AWARE INC /MA/ MA X X 05/06/04 BANC OF AMERICA MORT SEC INC MORT PS DE X X 04/26/04 BANC OF AMERICA MORT SEC INC ALTERNAT DE X X 04/26/04 BANC OF AMERICA MORT SEC INC ALTERNAT DE X X 04/26/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/26/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/26/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/26/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/25/04 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 04/26/04 BANC OF AMERICA MORT SEC INC MORT PS NY X X 04/25/04 BANC OF AMERICA MORT SEC INC MORT PS DE X X 04/25/04 BANC OF AMERICA MORTGAGE PASS-THROUGH DE X X 04/26/04 BANC OF AMERICA MORTGAGE SEC INC MORT DE X X 04/25/04 BANC OF AMERICA MORTGAGE SEC INC MRT DE X X 04/25/04 BANC OF AMERICA MORTGAGE SECURITIES I DE X X 04/26/04 BANC OF AMERICA MORTGAGE SECURITIES P DE X X 04/25/04 BANC OF AMERICA MORTGAGE SECURITIES P DE X X 04/26/04 BANC OF AMERICA MORTGAGE SECURITIES S DE X X 04/26/04 BANC OF AMERICA MORTGAGE SECURITIES S DE X X 04/25/04 BANC OF AMERICA MTG SEC INC MORT PASS DE X X 04/26/04 BANC ONE FINANCIAL SERVICES HOME EQUI NY X X 04/27/04 BANCFIRST CORP /OK/ OK X X 02/26/04 BANCSHARES OF FLORIDA INC FL X X 05/06/04 BANK OF AMERICA CORP /DE/ DE X X 04/27/04 BANK OF AMERICA MORT SEC INC MORT PAS DE X X 04/26/04 BAY VIEW CAPITAL CORP DE X X 05/03/04 BEAR ISLAND PAPER CO LLC VA X X 04/28/04 BEAR STEARNS ARM TRUST 2003-4 DE X X 04/25/04 BEAR STEARNS ARM TRUST 2003-5 DE X X 04/25/04 BEAR STEARNS ARM TRUST MORT PASS THR DE X X 04/25/04 BEAR STEARNS ARM TRUST MORT PASS THR DE X X 04/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS NY X X 04/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS X X 04/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS DE X X 04/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS DE X X 04/25/04 BEAR STEARNS ARM TRUST MORTGAGE PASS DE X X 04/25/04 BEAR STEARNS ASSET BACK SECURITIES TR DE X X 04/25/04 BEAR STEARNS ASSET BACKED CERTIFICATE DE X X 04/25/04 BEAR STEARNS ASSET BACKED CERTIFICATE DE X X 04/25/04 BEAR STEARNS ASSET BACKED CERTS SER 2 DE X X 04/26/04 BEAR STEARNS ASSET BACKED CERTS SERIE DE X X 04/25/04 BEAR STEARNS ASSET BACKED SEC INC ASS DE X X 04/25/04 BEAR STEARNS ASSET BACKED SEC INC CER DE X X 04/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 04/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 04/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 04/27/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 04/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 04/25/04 BEAR STEARNS ASSET BACKED SECURITIES DE X X 04/25/04 BEARINGPOINT INC DE X 05/06/04 BEBE STORES INC CA X X 04/30/04 BELL INDUSTRIES INC /NEW/ CA X X 05/06/04 BEVERLY ENTERPRISES INC DE X X 05/04/04 BIO RAD LABORATORIES INC DE X X 03/31/04 BIRNER DENTAL MANAGEMENT SERVICES INC CO X 05/06/04 BLOUNT INTERNATIONAL INC DE X X 05/06/04 BLYTH INC DE X 04/15/04 AMEND BOURBON BANCSHARES INC /KY/ KY X X 03/31/04 BOYKIN LODGING CO OH X X 05/06/04 BROOKSTONE INC DE X X 05/06/04 BROWN SHOE CO INC NY X 05/06/04 CACI INTERNATIONAL INC /DE/ DE X 05/05/04 CALIFORNIA MICRO DEVICES CORP CA X X 05/06/04 CAPSTONE INTERNATIONAL CORP DE X 05/04/04 CARDIMA INC DE X X 05/06/04 CAREMARK RX INC DE X 05/06/04 CB RICHARD ELLIS GROUP INC DE X 05/06/04 CELL THERAPEUTICS INC WA X X 05/06/04 CELLEGY PHARMACEUTICALS INC CA X X X 03/24/04 CENTRAL HUDSON GAS & ELECTRIC CORP NY X 05/05/04 CH2M HILL COMPANIES LTD OR X 05/06/04 CHAMPION PARTS INC IL X X 05/06/04 CHARLES RIVER ASSOCIATES INC MA X X 04/30/04 CHARTERMAC DE X X 05/06/04 CHILDRENS PLACE RETAIL STORES INC X X 05/06/04 CHINDEX INTERNATIONAL INC DE X 05/04/04 CIMA LABS INC DE X X 05/06/04 CIPHERGEN BIOSYSTEMS INC DE X X 05/06/04 CITIGROUP MORTGAGE LOAN TRUST SERIES X X 04/25/04 CITIZENS COMMUNICATIONS CO DE X 03/31/04 CITIZENS COMMUNITY BANCORP X X 05/06/04 CITIZENS COMMUNITY BANCORP X X 05/06/04 AMEND CLOROX CO /DE/ DE X 05/06/04 CMS ENERGY CORP MI X 05/06/04 COACHMEN INDUSTRIES INC IN X X 05/06/04 COLLINS & AIKMAN CORP DE X 05/05/04 COLLINS & AIKMAN CORP DE X 05/06/04 COMMERCE ONE INC / DE/ DE X X 05/06/04 COMMERCIAL CAPITAL BANCORP INC NV X X 05/06/04 COMMERCIAL NATIONAL FINANCIAL CORP /P PA X 05/06/04 COMMERCIAL NET LEASE REALTY INC MD X X 03/31/04 COMMONWEALTH TELEPHONE ENTERPRISES IN PA X 05/06/04 COMMUNITY BANK SYSTEM INC DE X 05/05/04 COMPUTER AUTOMATION SYSTEMS INC NV X 04/30/04 CONNETICS CORP DE X X 03/04/04 AMEND CONRAD INDUSTRIES INC DE X X X 05/05/04 CONSECO INC DE X 05/06/04 COOPER CAMERON CORP DE X 05/05/04 COOPER CAMERON CORP DE X X 05/06/04 CORE MOLDING TECHNOLOGIES INC DE X X 05/06/04 CORPORATE OFFICE PROPERTIES TRUST MD X 05/05/04 CORVIS CORP DE X X 04/30/04 COST U LESS INC WA X X 05/05/04 CPI AEROSTRUCTURES INC NY X X X 05/05/04 CRESCENT REAL ESTATE EQUITIES CO TX X X 05/06/04 CRIIMI MAE INC MD X X 05/06/04 CROWN CASTLE INTERNATIONAL CORP DE X X 05/05/04 CTS CORP IN X X 05/05/04 CTS CORP IN X X 05/05/04 CWALT INC X X 02/25/04 CWMBS INC DE X X 02/25/04 DENNYS CORP DE X X 05/06/04 DEUTSCHE COMMERCIAL MORTGAGE PASS THR DE X X 03/17/04 AMEND DEUTSCHE MORTGAGE SEC INC MORT LOAN T X X 04/25/04 DEUTSCHE MORTGAGE SECURITIES INC X X 05/06/04 DEVELOPERS DIVERSIFIED REALTY CORP OH X 05/06/04 DEVELOPERS DIVERSIFIED REALTY CORP OH X X 04/21/04 DHB INDUSTRIES INC DE X X 05/06/04 DIGENE CORP DE X X 05/06/04 DIGITAL THEATER SYSTEMS INC DE X X 05/06/04 DISTRIBUTED ENERGY SYSTEMS CORP DE X X 05/05/04 DOLLAR GENERAL CORP TN X X X 05/06/04 DOLLAR TREE STORES INC VA X X 05/06/04 DOW CHEMICAL CO /DE/ DE X X 05/05/04 DPL INC OH X X 04/30/04 DXP ENTERPRISES INC TX X 03/31/04 EASYLINK SERVICES CORP DE X X 05/06/04 EDUCATION LENDING GROUP INC DE X X 05/06/04 EGAIN COMMUNICATIONS CORP DE X X 05/06/04 EGL INC TX X X X 05/05/04 ELECTRONIC DATA SYSTEMS CORP /DE/ DE X 05/06/04 ELECTRONIC SYSTEMS TECHNOLOGY INC WA X X 05/03/04 ENERGY PARTNERS LTD DE X 05/06/04 ENTERTAINMENT PROPERTIES TRUST MD X 03/31/04 ENTRAVISION COMMUNICATIONS CORP DE X 05/05/04 ENTRUST INC MD X X 04/30/04 EQUITY INNS INC TN X X 05/06/04 ESPEED INC DE X 05/03/04 ETHYL CORP VA X X 05/05/04 EXABYTE CORP /DE/ DE X 05/03/04 EXIDE TECHNOLOGIES DE X X X 04/21/04 EXPLORATION CO OF DELAWARE INC DE X 03/31/04 FACTORY CARD OUTLET CORP DE X X 05/06/04 FAIRCHILD CORP DE X X 05/05/04 FAIRCHILD SEMICONDUCTOR INTERNATIONAL DE X 05/05/04 FALCON PRODUCTS INC /DE/ DE X X 05/03/04 FAMILY DOLLAR STORES INC DE X 05/06/04 FINANCIAL SECURITY ASSURANCE HOLDINGS NY X X 05/05/04 FINLAY ENTERPRISES INC /DE DE X X 05/06/04 FINLAY ENTERPRISES INC /DE DE X X 05/06/04 FINOVA GROUP INC DE X 05/06/04 FIRST ADVANTAGE CORP DE X X 05/05/04 FIRST KEYSTONE FINANCIAL INC PA X X 05/05/04 FIRST MIDWEST FINANCIAL INC DE X X 05/06/04 FIRSTCITY FINANCIAL CORP DE X X 05/06/04 FNB CORP/FL/ FL X X 05/06/04 FOAMEX INTERNATIONAL INC DE X X 05/06/04 FOOT LOCKER INC NY X X 05/06/04 FOREST OIL CORP NY X X X 05/05/04 FOUNTAIN POWERBOAT INDUSTRIES INC NV X 05/04/04 FOX ENTERTAINMENT GROUP INC DE X 05/06/04 FRIEDMANS INC DE X X 05/04/04 FRONTIER OIL CORP /NEW/ WY X X 05/06/04 FUEL TECH N V X 05/06/04 GAIAM INC CO X X 05/06/04 GAP INC DE X X X 05/06/04 GERMAN AMERICAN BANCORP IN X 04/29/04 GEVITY HR INC FL X 05/06/04 AMEND GLACIER BANCORP INC DE X X 05/05/04 GLOBAL INDUSTRIES LTD LA X 03/31/04 GLOBALSANTAFE CORP X 05/06/04 GMX RESOURCES INC OK X X 04/29/04 GMX RESOURCES INC OK X X 05/06/04 GOLD BANC CORP INC KS X X 05/04/04 GOLDEN CYCLE GOLD CORP CO X X 04/29/04 GOLDEN TELECOM INC DE X X 05/06/04 GRAPHIC PACKAGING CORP DE X 05/05/04 GRAY TELEVISION INC GA X X 05/06/04 GREEN MOUNTAIN COFFEE ROASTERS INC DE X 04/10/04 GREEN MOUNTAIN POWER CORP VT X 05/04/04 GS MORTGAGE SEC CORP MORTGA MORT PAS DE X X 04/26/03 GS MORTGAGE SECURITIES CORP FREMONT H DE X X 04/26/04 GS MORTGAGE SECURITIES CORP MTG PA TH DE X X 04/25/04 GYMBOREE CORP DE X X 05/06/04 HAMPSHIRE GROUP LTD DE X 04/03/04 HANOVER DIRECT INC DE X X 05/05/04 HARBOR FLORIDA BANCSHARES INC DE X 05/06/04 HARD ROCK HOTEL INC NV X 05/05/04 HARDINGE INC NY X X 04/30/04 HARTFORD FINANCIAL SERVICES GROUP INC DE X 05/04/04 HARVARD BIOSCIENCE INC DE X X 05/06/04 HARVEST NATURAL RESOURCES INC DE X X 05/06/04 HARVEY ELECTRONICS INC NY X 05/05/04 HAVERTY FURNITURE COMPANIES INC MD X X X 04/28/04 HCC INSURANCE HOLDINGS INC/DE/ DE X 05/05/04 HEALTH CARE PROPERTY INVESTORS INC MD X 05/06/04 HEALTH CARE REIT INC /DE/ DE X 05/06/04 HEALTH NET INC DE X 05/04/04 HEALTHETECH INC X 05/05/04 HEALTHTRONICS SURGICAL SERVICES INC GA X 05/06/04 HINES HORTICULTURE INC DE X X 05/06/04 HMS HOLDINGS CORP X X 05/05/04 HOMESTAR MORTGAGE ACCEP CORP ASST BAC DE X X 04/25/03 HOMESTORE INC DE X 05/06/04 HOOPER HOLMES INC NY X 05/06/04 HORACE MANN EDUCATORS CORP /DE/ DE X X 05/05/04 HORIZON BANCORP /IN/ IN X 05/03/04 HORIZON MEDICAL PRODUCTS INC GA X X 05/04/04 HORNBECK OFFSHORE SERVICES INC /LA DE X X 05/06/04 HOSPITALITY PROPERTIES TRUST MD X X 05/05/04 HUMBOLDT BANCORP CA X X 05/06/04 IBIS TECHNOLOGY CORP MA X 05/05/04 ICAD INC DE X 05/03/04 IGATE CORP PA X X 05/06/04 IKON OFFICE SOLUTIONS INC OH X X 05/05/04 IMAX CORP A6 X 05/06/04 IMPAC CMB TRUST SERIES 2004-2 DE X X 04/25/04 INDEPENDENT BANK CORP MI X 05/06/04 INDUS INTERNATIONAL INC DE X 05/06/04 INDYMAC BANCORP INC DE X 05/05/04 INDYMAC BANCORP INC DE X 05/06/04 INFOWAVE SOFTWARE INC X 05/05/04 INLAND WESTERN RETAIL REAL ESTATE TRU MD X X 04/22/04 INSITUFORM TECHNOLOGIES INC DE X X 04/29/04 INTEGRATED SECURITY SYSTEMS INC DE X X 04/28/04 INTELLISYNC CORP DE X 05/05/04 INTERLINE BRANDS INC X 05/05/04 INTERNATIONAL BIOCHEMICAL INDUSTRIES AZ X X 05/06/04 INTERNATIONAL STEEL GROUP INC DE X X 05/04/04 INTERNET CAPITAL GROUP INC DE X X 05/06/04 INVERESK RESEARCH GROUP INC DE X X 05/03/04 IRWIN WHOLE LOAN HOME EQUITY TRUST 20 DE X X 04/25/04 ISIS PHARMACEUTICALS INC DE X X 05/06/04 JACKSONVILLE BANCORP INC /FL/ FL X X 04/30/04 JACOBS ENGINEERING GROUP INC /DE/ DE X 05/03/04 JO-ANN STORES INC OH X 05/06/04 JONES LANG LASALLE INC MD X X 05/05/04 JOSTENS INC MN X X 05/06/04 KEITH COMPANIES INC CA X X X 05/05/04 KING PHARMACEUTICALS INC TN X X 05/06/04 KNBT BANCORP INC PA X X 05/06/04 KNBT BANCORP INC PA X X 05/06/04 KOHLS CORPORATION WI X 05/06/04 KRONOS WORLDWIDE INC X X 05/05/04 KYZEN CORP TN X X 05/05/04 KYZEN CORP TN X X 05/05/04 LABONE INC/ MO X 05/05/04 LAMAR ADVERTISING CO/NEW DE X 05/06/04 LANDAMERICA FINANCIAL GROUP INC VA X X 05/05/04 LEFT RIGHT MARKETING TECHNOLOGY INC DE X X X X 04/22/04 LEHMAN ABS CORP DE X 05/06/04 LEHMAN ABS CORP INDYMAC HOME EQUITY DE X 03/25/04 LEHMAN ABS CORP INDYMAC HOME EQUITY DE X 03/25/04 LIBBEY INC DE X 05/06/04 LITTELFUSE INC /DE DE X X 05/05/04 MAGNETEK INC DE X X 05/06/04 MAGNITUDE INFORMATION SYSTEMS INC DE X X 05/06/04 MAIL WELL INC CO X 05/06/04 MANUFACTURED HOME COMMUNITIES INC MD X 05/06/04 MARCONI CORP PLC X0 X 05/06/04 MARKWEST ENERGY PARTNERS L P DE X 05/06/04 MARKWEST HYDROCARBON INC DE X 05/06/04 MASTR ADJUSTABLE RATE MORTGAGES TRUST DE X X 04/25/03 MASTR ASSET SECURITIZATION TRUST 2003 DE X X 04/25/04 MASTR ASSET SECURITIZATION TRUST 2004 DE X X 04/25/04 MASTR ASSET SECURITIZATION TRUST 2004 DE X X 04/25/04 MATRIA HEALTHCARE INC DE X X 05/05/04 MAXIM PHARMACEUTICALS INC DE X X 05/04/04 MAXIMUS INC VA X 05/06/04 MCF CORP DE X X 05/06/04 MEDALLION FINANCIAL CORP DE X X 05/06/04 MEDAREX INC NJ X X 05/06/04 MEDCATH CORP DE X X 05/06/04 MEDIS TECHNOLOGIES LTD DE X X 05/06/04 MERCHANTS GROUP INC DE X X 05/05/04 MERISTAR HOSPITALITY CORP MD X 05/06/04 MERISTAR HOSPITALITY OPERATING PARTNE DE X 05/06/04 MERRILL LYNCH MORT INV FIELDSTONE MO DE X X 04/25/04 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE X X 04/25/04 MERRILL LYNCH MORTGAGE LN ASST BACK C DE X X 04/26/04 MERRILL LYNCH MRT INV INC MRT LN AST DE X X 04/25/04 META GROUP INC DE X X 05/06/04 METRETEK TECHNOLOGIES INC DE X X 05/06/04 METROCALL HOLDINGS INC DE X X 05/05/04 MGP INGREDIENTS INC KS X X X 05/05/04 MICHAEL FOODS INC/NEW DE X X 05/06/04 MICHAELS STORES INC DE X 05/06/04 MID AMERICA APARTMENT COMMUNITIES INC TN X X 05/06/04 MIDAS INC DE X 05/06/04 MILLENNIUM CELL INC DE X 03/31/04 MISSION RESOURCES CORP DE X X X 05/06/04 MONOLITHIC SYSTEM TECHNOLOGY INC CA X X 05/06/04 MONY GROUP INC DE X X 05/06/04 MORGAN STANLEY ABS CAPITAL II INC DE X X 05/04/04 MORGAN STANLEY ABS CAPITAL II INC DE X X 05/04/04 MORGAN STANLEY ABS CAPITAL II INC DE X X 05/04/04 MORGAN STANLEY CAPITAL I INC HOME EQ NY X X 04/25/04 MORGAN STANLEY DEAN WITTER CAPITAL I DE X X 04/25/04 MORGAN STANLEY DEAN WITTER MORT PAS T DE X X 04/25/04 MORTGAGE ASSET SEC TRANS INC MASTR AD DE X X 04/25/04 MORTGAGE ASSET SEC TRANS INC MASTR AS DE X X 04/25/04 MORTGAGE ASSET SEC TRANS INC MORT PAS DE X X 04/27/04 MORTGAGE ASSET SEC TRANS INC MORT PS DE X X 04/25/03 MORTGAGE ASSET SEC TRANS INCMASTR ASS DE X X 04/25/04 MORTGAGE ASSET SEC TRANS MORT PASS TH DE X X 04/25/04 MORTGAGE PASS-THROUGH CERTIFICATES SE DE X X 04/26/04 MORTGAGE PASS-THROUGH CERTIFICATES SE DE X X 04/25/04 MPOWER HOLDING CORP DE X X 05/06/04 MULTI COLOR CORP OH X X 05/06/04 NANOGEN INC DE X X 04/21/04 NAPCO SECURITY SYSTEMS INC DE X X 05/06/04 NATIONAL CITY CORP DE X X 05/06/04 NATIONAL HEALTH INVESTORS INC MD X 05/06/04 NATIONAL HEALTH REALTY INC MD X 05/06/04 NATIONAL HEALTHCARE CORP DE X 05/06/04 NATIONAL RESEARCH CORP WI X X 05/04/04 NATURADE INC DE X X 05/03/04 NAVIGATORS GROUP INC DE X X 05/05/04 NEIMAN MARCUS GROUP INC DE X X 05/06/04 NESS ENERGY INTERNATIONAL INC /NV/ WA X X 04/12/04 NETRATINGS INC DE X X 05/06/04 NEW PLAN EXCEL REALTY TRUST INC MD X 04/30/04 NICHOLAS FINANCIAL INC FL X 05/06/04 NL INDUSTRIES INC NJ X X 05/05/04 NMT MEDICAL INC DE X 05/06/04 NORD PACIFIC LIMITED X 05/05/04 NORDSTROM INC WA X X 05/06/04 NORTH BAY BANCORP/CA CA X 03/31/04 NORTHEAST PENNSYLVANIA FINANCIAL CORP DE X X 05/04/04 NOVATEL WIRELESS INC DE X X X 05/06/04 NPS PHARMACEUTICALS INC DE X 05/06/04 NUEVO ENERGY CO DE X X 05/06/04 NUVELO INC DE X 05/06/04 NVIDIA CORP DE X 05/06/04 OCULAR SCIENCES INC /DE/ DE X 05/06/04 OM GROUP INC DE X 05/04/04 OPINION RESEARCH CORP DE X X 05/04/04 OPTION ONE MORTGAGE LOAN TRUST 2004-1 DE X X 04/25/04 ORBIT INTERNATIONAL CORP DE X 05/06/04 ORCHID BIOSCIENCES INC X X 05/06/04 PACIFIC MERCANTILE BANCORP CA X X 05/05/04 PEGASUS SOLUTIONS INC DE X 05/05/04 PENN VIRGINIA CORP VA X X 05/05/04 PENN VIRGINIA RESOURCE PARTNERS L P DE X X 05/05/04 PENTHOUSE INTERNATIONAL INC FL X 05/04/04 PENWEST PHARMACEUTICALS CO WA X X 05/06/04 PERINI CORP MA X 03/31/04 PETROQUEST ENERGY INC DE X X 05/06/04 PHOENIX COMPANIES INC/DE DE X X 03/31/04 PIXAR \CA\ CA X 05/06/04 PLAINS EXPLORATION & PRODUCTION CO DE X X 05/06/04 PLAYBOY ENTERPRISES INC DE X X 05/06/04 PLIANT CORP UT X X 05/05/04 PLIANT CORP UT X X 05/06/04 PORTSMOUTH SQUARE INC CA X 05/03/04 PRESTOLITE ELECTRIC HOLDING INC DE X 05/04/04 PRICELINE COM INC DE X X X 05/03/04 PRIME MORTGAGE TRUST 2003-1 NY X X 04/25/04 PRIME MORTGAGE TRUST MORTGAGE PASS-TH DE X X 04/26/04 PROTEIN DESIGN LABS INC/DE DE X X 05/04/04 PROVIDENT FINANCIAL HOLDINGS INC DE X X 05/06/04 PXRE GROUP LTD X X X 05/06/04 QUADRAMED CORP DE X 05/06/04 RAYONIER INC NC X 05/06/04 RECKSON ASSOCIATES REALTY CORP MD X X 05/06/04 REGIS CORP MN X X 05/06/04 REGISTER COM INC DE X X 05/06/04 REHABCARE GROUP INC DE X X X 05/06/04 REINHOLD INDUSTRIES INC/DE/ DE X 05/06/04 RES CARE INC /KY/ KY X 05/05/04 RESIDENTIAL ACCREDIT LOANS INC RALI S DE X X 04/26/04 RESIDENTIAL ACCREDIT LOANS INC RALI S DE X X 04/26/04 RESIDENTIAL ACCREDIT LOANS INC RALI S DE X X 04/26/04 RESIDENTIAL ACCREDIT LOANS INC RALI S DE X X 04/26/04 RESIDENTIAL ASSET MORT PROD INC GMACM DE X X 04/26/04 RESIDENTIAL ASSET MORT PROD INC GMACM DE X X 04/26/04 RESIDENTIAL ASSET MORT PROD INC RAMP DE X X 04/26/04 RESIDENTIAL ASSET MORT PROD INC RAMP DE X X 04/26/04 RESIDENTIAL ASSET MORT PROD INC RAMP DE X X 04/26/04 RESIDENTIAL ASSET MORT PROD INC RAMP DE X X 04/26/04 RESIDENTIAL ASSET MORTGAGE PRODUCTS R DE X X 04/26/04 RESIDENTIAL ASSET MORTGAGE PRODUCTS R DE X X 04/26/04 RESIDENTIAL ASSET SECURITIES RASC SER DE X X 04/26/04 RESIDENTIAL ASSET SECURITIZATION TRUS X X 02/26/04 AMEND RESIDENTIAL FUND MORT SEC HOME LOAN- DE X X 04/26/04 RESIDENTIAL FUND MORT SEC HOME LOAN- DE X X 04/26/04 RESIDENTIAL FUNDING MORT SEC I INC RF DE X X 04/26/04 RESIDENTIAL FUNDING MORT SEC I INC RF DE X X 04/26/04 RESIDENTIAL FUNDING MORTGAGE SEC II I DE X X 04/26/04 RESIDENTIAL FUNDING MORTGAGE SEC II I DE X X 04/26/04 RESIDENTIAL FUNDINGS MORTGAGE SEC RFM DE X X 04/26/04 RESIDENTIAL FUNDINGS MORTGAGE SEC RFM DE X X 04/26/04 RESUDENTIAL ACRREDIT LOANS RALI SERIE DE X X 04/26/04 RESUDENTIAL ACRREDIT LOANS RALI SERIE DE X X 04/26/04 RETAIL VENTURES INC OH X X 05/06/04 RMS TITANIC INC FL X 05/06/04 ROCKY MOUNTAIN CHOCOLATE FACTORY INC CO X X 05/05/04 ROSS STORES INC DE X X 05/06/04 ROUSE COMPANY MD X 05/06/04 ROYAL GOLD INC DE X X 03/31/04 RUSH FINANCIAL TECHNOLOGIES INC TX X X 05/04/04 SABINE ROYALTY TRUST TX X X 05/05/04 SABRE HOLDINGS CORP DE X 05/05/04 SAFENET INC DE X X 04/29/04 SAKS INC TN X X 05/06/04 SANTA FE FINANCIAL CORP NV X 05/03/04 SCHERING PLOUGH CORP NJ X X 05/03/04 SCM MICROSYSTEMS INC DE X 05/06/04 SCOTTS LIQUID GOLD INC CO X X 03/31/04 SECURITIZED ASSET BACKED REC LLC TRUS X X 04/26/04 SEMOTUS SOLUTIONS INC NV X 05/06/04 SEQUIAM CORP CA X X 05/04/04 SHOE CARNIVAL INC IN X 05/06/04 SIMON PROPERTY GROUP INC /DE/ DE X X X 05/06/04 SINCLAIR BROADCAST GROUP INC MD X 05/06/04 SIX FLAGS INC DE X X 05/06/04 SLADES FERRY BANCORP MA X X 05/06/04 SLIPPERY ROCK FINANCIAL CORP PA X X 05/06/04 SMITHTOWN BANCORP INC NY X 05/05/04 SOURCECORP INC DE X X 05/06/04 SOVRAN SELF STORAGE INC MD X X 05/05/04 SPEEDWAY MOTORSPORTS INC DE X X 05/05/04 SPIEGEL INC DE X 05/06/04 SPORT HALEY INC CO X X 04/29/04 SPSS INC DE X X 05/04/04 SPSS INC DE X X 05/05/04 STAAR SURGICAL COMPANY DE X X X 04/29/04 STEINWAY MUSICAL INSTRUMENTS INC DE X 05/06/04 STONE ENERGY CORP DE X X X 05/05/04 STRATEGIC DIAGNOSTICS INC/DE/ DE X 05/06/04 STRAYER EDUCATION INC MD X X 05/06/04 STRUCTURED ASSET MORT INV II INC BEAR DE X X 04/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE X X 04/25/04 STRUCTURED ASSET MORT INV II INC BEAR DE X X 04/25/04 STRUCTURED ASSET MORT INV II INC MORT DE X X 04/25/04 STRUCTURED ASSET MORT INV II INC PRIM DE X X 04/25/04 STRUCTURED ASSET MORT INV INC BEAR ST DE X X 04/25/04 STRUCTURED ASSET MORT INV INC BEAR ST DE X X 04/25/04 STRUCTURED ASSET MORT INV INC BEAR ST DE X X 04/25/04 STRUCTURED ASSET MORT INV MORT PASS T NY X X 04/25/04 STRUCTURED ASSET MORT INVESTMENT THOR DE X X 04/25/04 STRUCTURED ASSET MORTGAGE INV INC MOR NY X X 04/25/04 STURCTURED ASSET SECURITIES CORP MORT DE X X 04/26/04 SUMMA INDUSTRIES/ DE X X 05/03/04 SUPREME INDUSTRIES INC DE X 05/04/04 SWITCHBOARD INC DE X 05/04/04 TALBOTS INC DE X 05/06/04 TAPESTRY PHARMACEUTICALS, INC DE X X 05/06/04 TAYLOR ANN STORES CORP DE X 05/06/04 TECHNOLOGY INVESTMENT CAPITAL CORP MD X X 05/05/04 TELECOMMUNICATION SYSTEMS INC /FA/ X 04/28/04 TELEFLEX INC DE X X 05/06/04 TENNECO AUTOMOTIVE INC DE X X 05/05/04 TESORO PETROLEUM CORP /NEW/ DE X X 05/06/04 TEXAS CAPITAL BANCSHARES INC/TX DE X X 04/21/04 TEXAS UNITED BANCSHARES INC TX X X 05/05/04 THIRD WAVE TECHNOLOGIES INC /WI DE X X 05/06/04 THORNBURG MORTGAGE SECURITIES TRUST DE X X 04/25/04 TIB FINANCIAL CORP FL X 05/06/04 TIMKEN CO OH X 05/05/04 TITAN CORP DE X X 05/03/04 AMEND TNP ENTERPRISES INC TX X X 05/05/04 TOLL BROTHERS INC DE X 05/06/04 TRIAD HOSPITALS INC DE X X 05/06/04 TRINITY INDUSTRIES INC DE X X 05/06/04 TRIPATH IMAGING INC DE X X X 05/05/04 TRIZEC PROPERTIES INC DE X 05/06/04 TTM TECHNOLOGIES INC WA X 05/05/04 TUCOWS INC /PA/ PA X X 05/05/04 TXU CORP /TX/ TX X 05/06/04 UMPQUA HOLDINGS CORP OR X X 05/06/04 UNION BANKSHARES CORP VA X 05/05/04 UNITED FINANCIAL CORP \MN\ MN X X X 02/20/04 UNITED THERAPEUTICS CORP DE X X 05/06/04 UNIVERSAL CITY DEVELOPMENT PARTNERS L X 05/06/04 UNIVISION COMMUNICATIONS INC DE X 05/06/04 UNUMPROVIDENT CORP DE X X X 05/05/04 URS CORP /NEW/ DE X X 05/06/04 US CAN CORP DE X 04/04/04 US CONCRETE INC DE X X 05/06/04 VALEANT PHARMACEUTICALS INTERNATIONAL DE X X 05/06/04 VALPEY FISHER CORP MD X X 05/06/04 VICAL INC DE X 05/06/04 VICURON PHARMACEUTICALS INC DE X X 03/31/04 VIDEOLOCITY INTERNATIONAL INC NV X 05/05/04 VINEYARD NATIONAL BANCORP CA X X 05/06/04 VINTAGE PETROLEUM INC DE X 05/05/04 VISTEON CORP DE X X 05/06/04 VITA FOOD PRODUCTS INC NV X X 05/04/04 VOYAGER ENTERTAINMENT INTERNATIONAL I NV X X 05/04/04 WACHOVIA COMMERCIAL MORT PASS THR CER NC X X 05/06/04 WASHINGTON MUTUAL MORTGAGE SECURITIES DE X 05/04/04 WASHINGTON MUTUAL MORTGAGE SECURITIES DE X 05/05/04 WATSON WYATT & CO HOLDINGS DE X 05/06/04 WEBMD CORP /NEW/ DE X X X X 05/06/04 WEBSTER CITY FEDERAL BANCORP X X 05/04/04 WELLPOINT HEALTH NETWORKS INC /DE/ DE X X 05/06/04 WELLS FARGO ASSEST SEC C ORP MORT BAC DE X X 04/25/04 WELLS FARGO ASSET SEC CORP MORT PASS DE X X 04/25/04 WELLS FARGO ASSET SEC CORP MORT PASS DE X X 04/25/04 WELLS FARGO ASSET SEC CORP MORT PS TH DE X X 04/25/04 WELLS FARGO ASSET SECURITIES CORP DE X X 05/05/04 WELLS FARGO ASSET SECURITIES CORP DE X X 05/05/04 WELLS FARGO ASSET SECURITIES CORP DE X X 05/05/04 WELLS FARGO ASSET SECURITIES CORP BAC DE X X 04/25/04 WELLS FARGO ASSET SECURITIES CORP MOR DE X X 04/25/04 WELLS FARGO HOME EQUITY TRUST MORT PA DE X X 04/25/04 WESTERN GAS RESOURCES INC DE X X 05/06/04 WHITEHALL JEWELLERS INC DE X 05/06/04 WHX CORP DE X X 05/06/04 WILLIAMS COAL SEAM GAS ROYALTY TRUST DE X X 05/05/04 WILLIAMS COMPANIES INC DE X X X 05/06/04 WILSON GREATBATCH TECHNOLOGIES INC DE X 05/06/04 WORLD AIRWAYS INC /DE/ DE X X 05/05/04 WRC MEDIA INC DE X X 05/05/04 WYNDHAM INTERNATIONAL INC DE X 05/06/04 XM SATELLITE RADIO HOLDINGS INC DE X 05/06/04 XRG INC DE X X X 05/06/04 AMEND XTO ENERGY INC DE X X 05/03/04 ZALE CORP DE X 05/06/04 ZANETT INC DE X 04/23/04 ZARLINK SEMICONDUCTOR INC X 05/06/04 ZIX CORP TX X 04/01/04 AMEND ASPEN INSURANCE HOLDINGS LTD D0 X X X 05/06/04 NEXMED INC NV X X 05/06/04