SEC NEWS DIGEST Issue 2004-4 January 7, 2004 COMMISSION ANNOUNCEMENTS COMMISSION MEETINGS ADDITIONAL CLOSED MEETING An additional closed meeting was held on Tuesday, January 6, at 4:30 p.m. The following matters were discussed: Institution and settlement of injunctive actions; and Institution of administrative proceedings of an enforcement nature. At times, changes in Commission priorities require alterations in the scheduling of meeting items. For further information and to ascertain what, if any, matters have been added, deleted or postponed, please contact the Office of the Secretary at (202) 942-7070. ENFORCEMENT PROCEEDINGS SEC BARS LEONARD ZANELLO, SR. FROM ASSOCIATING WITH A BROKER OR DEALER Today, the Commission barred Leonard L. Zanello, Sr., a Florida salesman, from associating with a broker or dealer. The sanction, which was imposed in accord with Zanello's Offer of Settlement in this matter, are based on the Feb. 26, 2003, injunction entered by the United States District Court for the Northern District of Georgia. The Final Order in that civil action, entitled SEC v. Leonard L. Zanello, Sr., Ihor A. "Gary" Humesky, Steven B. Rodd and Robert F. Broege, Jr., Civil Action File Number 1:02-CV-3308 (N.D. Ga.), enjoined Zanello from future violations of Sections 5(a), 5(c) and 17(a) of the Securities Act of 1933, Sections 10(b) and 15(a)(1) of the Securities Exchange Act of 1934 and Rule 10b-5 promulgated thereunder. The Final Order left the issue of disgorgement and civil penalties to be resolved upon subsequent motion by the Commission. The Commission's complaint in the civil action alleged that during 1999, Zanello made material misrepresentations and omissions in connection with selling investments on behalf of LinkTel Communications, Inc., an Atlanta, Georgia company that sold and operated pay telephones. In a prior proceeding, the Commission sued LinkTel and its owner (SEC v. LinkTel Communications, Inc., Case No. 1:00-CV-3169 (N.D. Ga.). The complaint alleged that Zanello represented to potential investors that he had investigated LinkTel and that it was a profitable company. The complaint alleged that LinkTel was, in fact, an insolvent ponzi scheme and that Zanello did not reasonably investigate LinkTel's financial status. The complaint also alleged that Zanello represented that LinkTel was a safe investment because the investment was fully insured. To the contrary, investors' money was not fully insured because investors stood to receive no more than 15% of their investments if LinkTel collapsed. (Rel. 34-49031; File No. 3-11370) RECIDIVIST SECURITIES VIOLATOR AND FORMER COMPANY PRESIDENT PLEAD GUILTY IN OIL AND GAS FRAUD On Dec. 22, 2003, a recidivist securities violator and the former president of a company who were previously charged with securities fraud by the SEC pleaded guilty to six counts of mail fraud. James E. Hammonds, 62, formerly of Inglewood, California, and Barry V. Reed, 58, formerly of Las Vegas, Nevada, were charged by the United States Attorney for the Central District of California in Santa Ana with using the United States mails to perpetrate an oil and gas investment scheme to defraud investors. In November 2001, Hammonds and Reed, along with two Nevada corporations, Texon Energy Corp. and Lonestar Petroleum Corp., were charged by the Commission with violating the securities registration provisions of the federal securities laws, Sections 5(a) and 5(c) of the Securities Act of 1933, and the antifraud provisions, Section 17(a) of the Securities Act and Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. Reed was Texon's president and Hammonds was Texon's vice- president. They raised $1.25 million from the sale of Texon stock to about 65 investors nationwide. Investors were promised a dividend of 12% per year on their investment. The Commission's complaint charged that Hammonds and Reed, through Texon and Lonestar, operated a Ponzi- like scheme in which they paid dividends to existing investors with money raised from new investors. Texon and Lonestar, without admitting or denying the Commission's allegations, consented to the entry of a judgment permanently enjoining them from future violations of the antifraud and securities registration provisions of the federal securities laws. A final judgment entered against Hammonds and Reed enjoins them from future violations of the antifraud and securities registration provisions, and orders them to pay civil penalties of $110,000 each and to disgorge $1,254,100 plus prejudgment interest. Hammonds and Reed are scheduled to be sentenced on March 24, 2004. The total maximum sentence for all offenses to which Hammonds and Reed pleaded guilty is 120 years imprisonment, a three-year period of supervised release, a fine of $1.5 million or twice the gross gain or gross loss resulting from the offenses, whichever is greatest, full restitution to the victims, and a mandatory special assessment of $600. In addition to those penalties, convictions arising out of the conduct of telemarketing that victimized ten or more persons over the age of 55 may be subject to an additional prison term of up to 10 years. In 1994, Hammonds was enjoined by the Commission for his part in a similar oil and gas fraud in which investors were also falsely promised a 12% return. In 1996, Hammonds was barred by the Commission from the securities industry. [U.S. v. Barry Reed and James Hammonds, Case No. 03-CR-65-ALL, CDCA] (LR-18531) SEC SEEKS RECEIVER IN ORANGE COUNTY INVESTMENT FRAUD The Commission announced today that it filed an application seeking the appointment of a temporary receiver over the assets of James P. Lewis, Jr. of Laguna Niguel, California; Financial Advisory Consultants (FAC); the Income Fund, Ltd.; and the Growth Fund, Ltd. On Dec. 22, 2003, the SEC filed a complaint alleging that Lewis, individually and doing business as FAC, Income Fund, and Growth Fund, had committed securities fraud. In the same case, on December 23, the Honorable Audrey B. Collins, U.S. District Judge for the Central District of California, issued a temporary restraining order against Lewis, which temporarily restrained him from committing future securities fraud violations, froze the assets of Lewis, FAC, Income Fund, and Growth Fund, and required Lewis to provide an accounting. As stated in the Commission's moving papers, the Commission is seeking the receiver based on the following facts and evidence. First, Lewis asserted his Fifth Amendment privilege in response to the order to provide an accounting and failed to appear at his deposition. Second, a preliminary review of Lewis' records indicates that assets under his control total only a small percentage of the $813 million Lewis owes investors. These assets include about $2.3 million in cash, $5.8 million in investments in two private companies, and interests in three residences. Third, the preliminary review of Lewis' records also shows that he used investor funds for undisclosed purposes, including trading in foreign currency and purchasing luxury automobiles and expensive jewelry. The Commission seeks appointment of a receiver to identify, locate, and recover investor funds, conduct an accounting, and propose a plan of distribution. For more information, investors may call (323) 965-3261, an SEC- established information line. [SEC v. James P. Lewis, Jr., Individually And Doing Business As Financial Advisory Consultants, Income Fund, Ltd. And Growth Fund, Ltd. (Case No. CV-03-9354 (ABC)(C.D. Cal.)] (LR-18532) SEC SUES WASHINGTON, D.C. ATTORNEY THOMAS PROUSALIS AND FLORIDA INVESTMENT BANKER ROBERT KIRK FOR IPO FRAUD SCHEME The Commission today filed a complaint in the U.S. District Court for the Southern District of New York charging Thomas T. Prousalis, Jr. and Robert T. Kirk, Jr. with committing fraud in connection with the June 2000 initial public offering by busybox.com, Inc. Prousalis was securities counsel for busybox and Kirk was the majority owner and president of Barron Chase Securities, Inc., the lead underwriter for the offering. Prousalis is a resident of McLean, Virginia and is licensed to practice in Washington, D.C. Kirk is a resident of Parkland, Florida. The complaint alleges that Barron Chase agreed to underwrite a firm commitment offering that would raise approximately $12.8 million for busybox. After informing busybox that Barron Chase was having difficulty selling the IPO securities to bona fide investors, Kirk and Prousalis devised and executed a fraudulent scheme to complete the offering. According to the complaint, Kirk and Prousalis arranged for busybox insiders to "purchase" IPO securities using undisclosed bonuses, and for Prousalis to receive an inflated and undisclosed legal fee that was to be paid using IPO securities. Barron Chase secretly financed these transactions and, during the IPO closing, Kirk and Prousalis caused busybox to repay Barron Chase out of the proceeds of the offering. The complaint further alleges that the scheme gave Prousalis and the insiders almost 20% of the securities offered in the IPO, and reduced the proceeds available to busybox by over $2.1 million. The IPO registration statement and prospectus did not disclose the insiders' stock purchases, the inflated legal fee paid to Prousalis, Barron Chase's financing of these transactions or the repayment to Barron Chase using IPO proceeds. As set forth in the complaint, the fraudulent scheme misled investors as to the financial health and future viability of the company. The complaint alleges that Prousalis and Kirk's firm benefited financially from the scheme by receiving fees of approximately $1.25 million and $1.5 million, respectively. Finally, the Commission charged that, after the IPO was completed, Prousalis owned more than 5% of the company's outstanding stock, but failed to report his holdings on a Schedule 13D, as required by law. He also failed to report the subsequent sale of all of his busybox IPO stock. The Commission charges that Prousalis and Kirk violated the antifraud provisions of the federal securities laws, 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. Prousalis is also charged with violating Section 13(d) of the Exchange Act and Rules 13d-1 and 13d-2 thereunder. The Commission is seeking permanent injunctions, disgorgement of defendants' ill-gotten gains, prejudgment interest, and the imposition of civil penalties against Prousalis and Kirk. Also today, the U.S. Attorney's Office for the Southern District of New York announced the filing of related criminal charges against Prousalis and Kirk. The Commission thanks the U.S. Attorney's Office for the Southern District of New York and NASD Regulation for their cooperation. The Commission's investigation is continuing. [SEC v. Thomas T. Prousalis, Jr. and Robert T. Kirk, Jr., USDC, SDNY, Civil Action No. 04- CV-00081] (LR-18533) INVESTMENT COMPANY ACT RELEASES CITICORP NORTH AMERICA, INC. An order has been issued on an application filed by Citicorp North America, Inc. (CNAI) for an order pursuant to Section 6(c) of the Investment Company Act that would grant relief from Section 18(f)(1) of the Act. The order permits registered open-end management investment companies to enter into secured loan transactions with commercial paper and medium-term note conduits administered by CNAI. (Rel. IC-26320 - January 6) SELF-REGULATORY ORGANIZATIONS ACCELERATED APPROVAL OF PROPOSED RULE CHANGES The Commission granted accelerated approval to a proposed rule change (SR-Amex-2003-93) submitted by the American Stock Exchange relating to listing and trading of Notes Linked to the Annual Performance of the Standard & Poor's 500 Stock Index. Publication of the proposal is expected in the Federal Register during the week of January 5. (Rel. 34- 49017) The Commission granted accelerated approval to a proposed rule change (SR-Amex-2003-106) submitted by the American Stock Exchange relating to the retroactive application of a monthly options transaction fee cap for specialists and registered options traders. Publication of the proposal is expected in the Federal Register during the week of January 12. (Rel. 34-49025) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGES A proposed rule change (SR-Amex-2003-104) filed by the American Stock Exchange to cap monthly options transactions fees incurred by specialists and registered options traders (ROTs) in any single options class at $72,000, and a market share fee program for specialists and ROTs in the top 300 equity options 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 January 12. (Rel. 34-49019) A proposed rule change (SR-NASD-2003-197) filed by the National Association of Securities Dealers delaying the implementation date of amendments to Article VIII (District Committees and District Nominating Committees) of the By-Laws of NASD Regulation, Inc. 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 January 12. (Rel. 34-49021) A proposed rule change filed by the National Association of Securities Dealers (SR-NASD-2003-194) to amend Section 5 of Schedule A to the NASD By-Laws has become immediately effective under Sections 19(b)(3)(A)(i) and (ii) of the Securities Exchange Act of 1934. Publication of the proposal is expected in the Federal Register during the week of January 12. (Rel. 34-49030) PROPOSED RULE CHANGES The American Stock Exchange filed a proposed rule change (SR-Amex-2001- 46) relating to the adoption of a facilitation rule and a member firm guarantee for Index Shares. Publication of the proposal is expected in the Federal Register during the week of January 12. (Rel. 34-49022) The International Securities Exchange filed a proposed rule change (SR- ISE-2003-37) to amend ISE Rule 722 to automate the procedure for executing the stock leg(s) of a stock-option order and to allow for the execution of the options leg(s) of a stock-option order in penny increments. Publication of the proposal is expected in the Federal Register during the week of January 12. (Rel. 34-49023) The American Stock Exchange filed a proposed rule change (SR-AMEX-2003- 78) to amend Amex Rule 970 (Comparison of Option Transactions Excluded From Clearance) to make the processes for resolving uncompared transactions in its intra-day options and equities comparison systems more consistent. Publication of the proposal is expected in the Federal Register during the week of January 12. (Rel. 34-49024) The Boston Stock Exchange filed a proposed rule change (SR-BSE-2002-06) that would allow BSE to amend various Articles of its Constitution and Sections of its Rules in order to clarify BSE's liability in relation to its members' contractual obligations. Publication of the proposal is expected in the Federal Register during the week of January 12. (Rel. 34-49026) The Boston Stock Exchange Clearing Corporation filed a proposed rule change (SR-BSECC-2003-01) that would allow BSECC to delete or amend certain Sections of its Rules to clarify BSECC's liability and clearing agency services. Publication of the proposal is expected in the Federal Register during the week of January 12. (Rel. 34-49027) 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 OUTDOOR CHANNEL HOLDINGS INC, 43445 BUSINESS PARK DR STE 113, TEMECULA, CA, 92590, 9096994749 - 468,150 ($5,216,558.00) Equity, (File 333-111713 - Jan. 6) (BR. 05) S-3 CHICAGO BRIDGE & IRON CO N V, P O BOX 74658, 1075 AD AMSTERDAM, P8, 00000, 6,097,145 ($175,628,261.72) Equity, (File 333-111714 - Jan. 6) (BR. 06) SB-2 AT&S HOLDINGS INC, 100,000 ($50,000.00) Equity, (File 333-111715 - Jan. 6) (BR. 09) S-3 SYNTROLEUM CORP, 1350 SOUTH BOULDER, SUITE 1100, TULSA, OK, 74119-3295, 9185927900 - 0 ($12,803,000.00) Equity, (File 333-111716 - Jan. 6) (BR. 04) S-4 SOUTHWEST GEORGIA FINANCIAL CORP, 201 FIRST ST SE, P O BOX 849, MOULTRIE, GA, 31768, 2299851120 - 240,000 ($3,171,137.00) Equity, (File 333-111718 - Jan. 6) (BR. 07) SB-2 LMIC INC, 135 WEST 50TH STREET, SUITE 1700, NEW YORK, NY, 10020, 9156821761 - 4,073,285 ($6,109,927.50) Equity, (File 333-111720 - Jan. 6) (BR. 05) S-8 PROVIDE COMMERCE INC, 5005 WATERIDGE VISTA DRIVE, 2ND FLOOR, SAN DIEGO, CA, 92121, 858-638-4900 - 4,101,950 ($61,488,230.50) Equity, (File 333-111721 - Jan. 6) (BR. 08) S-3 INTERACTIVE SYSTEMS WORLDWIDE INC /DE, TWO ANDREWS DR, SECOND FL, WEST PATERSON, NJ, 07424, 9732568181 - 2,136,067 ($6,984,939.00) Equity, (File 333-111722 - Jan. 6) (BR. 03) S-11 CRUSADE MANAGEMENT LTD, LEVEL 11, 55 MARKET STREET, SIDNEY NSW 2217 AUSTRALIA, 0 ($1,000,000.00) Debt Convertible into Equity, (File 333-111723 - Jan. 6) (BR. 05) S-8 ARLINGTON HOSPITALITY INC, 2355 SOUTH ARLINGTON HEIGHTS ROAD, SUITE 400, ARLINGTON HEIGHTS, IL, 60005, 8472285400 - 0 ($2,771,250.00) Equity, (File 333-111724 - Jan. 6) (BR. 08) S-8 FLAMEL TECHNOLOGIES SA, PARC CLUB DU MOULIN A VENT, 33 AVE DU DOCTEUR GEORGES LEVY, VENISSIEUX CED, I0, 69693, 2126641666 - 0 ($54,668,325.00) ADRs/ADSs, (File 333-111725 - Jan. 6) (BR. 01) S-3 EASTMAN KODAK CO, 343 STATE ST, ROCHESTER, NY, 14650, 7167244000 - 0 ($636,208,750.00) Debt Convertible into Equity, (File 333-111726 - Jan. 6) (BR. 36) S-4 AMERICAN ENERGY GROUP INC, 15901 RED HILL AVENUE, SUITE 100, TUSTIN, CA, 92780, 7142580470 - 0 ($115,535,617.00) Equity, (File 333-111727 - Jan. 6) (BR. ) S-8 LEVITT CORP, 0 ($2,103,000.00) Equity, (File 333-111728 - Jan. 6) (BR. 08) S-8 LEVITT CORP, 0 ($31,545,000.00) Equity, (File 333-111729 - Jan. 6) (BR. 08) S-8 RAVEN MOON ENTERTAINMENT INC, 120 INTERNATIONAL PARKWAY, SUITE 220, HEATHROW, FL, 32746, 10,000,000 ($1,000,000.00) Equity, (File 333-111730 - Jan. 6) (BR. 05) F-3 COMMTOUCH SOFTWARE LTD, 4086534330 - 11,345,358 ($8,962,833.00) Equity, (File 333-111731 - Jan. 6) (BR. 37) S-3 FIRST COMMONWEALTH FINANCIAL CORP /PA/, OLD COURTHOUSE SQUARE, 22 N SIXTH ST, INDIANA, PA, 15701, 7243497220 - 3,000,000 ($42,780,000.00) Equity, (File 333-111732 - Jan. 6) (BR. 07) S-3 NAVARRE CORP /MN/, 7400 49TH AVE N, NEW HOPE, MN, 55428, 7635358333 - 0 ($20,936,588.00) Equity, (File 333-111733 - Jan. 6) (BR. 02) F-3 COMMTOUCH SOFTWARE LTD, 4086534330 - 4,162,479 ($3,288,358.00) Equity, (File 333-111734 - Jan. 6) (BR. 37) S-8 FIRST COMMONWEALTH FINANCIAL CORP /PA/, OLD COURTHOUSE SQUARE, 22 N SIXTH ST, INDIANA, PA, 15701, 7243497220 - 62,322 ($425,036.04) Equity, (File 333-111735 - Jan. 6) (BR. 07) S-8 CORPORATE OFFICE PROPERTIES TRUST, 8815 CENTRE PARK DR, SUITE 400, COLUMBIA, MD, 21045, 6105381800 - 0 ($3,508,596.00) Equity, (File 333-111736 - Jan. 6) (BR. 08) S-8 AMERICAN INTERNATIONAL GROUP INC, 70 PINE ST, NEW YORK, NY, 10270, 2127707000 - 0 ($65,180,000.00) Equity, (File 333-111737 - Jan. 6) (BR. 01) S-3 QUANTA SERVICES INC, 1360 POST OAK BLVD, SUITE 2100, HOUSTON, TX, 77056, 7133506000 - 0 ($270,000,000.00) Debt Convertible into Equity, (File 333-111738 - Jan. 6) (BR. 08) 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 ------------------------------------------------------------------------------------------------ 10CHARGE INC DE X X X 12/24/03 ABX AIR INC X X 01/05/04 ACCESSTEL INC /UT/ UT X X X 12/16/03 ACCREDITED MORT LOAN TRUST ASSET BAC DE X 12/26/03 ACCREDITED MORTGAGE LOAN TRUST 2003-2 DE X 12/26/03 ACCREDITED MORTGAGE LOAN TRUST 2003-2 DE X 12/26/03 ADVENT SOFTWARE INC /DE/ DE X X 01/06/04 ALAMOSA DELAWARE INC DE X 01/06/03 ALAMOSA HOLDINGS INC DE X 01/06/04 ALTERNATIVE LOAN TRUST SERIES 2003-1 X X 12/26/03 AMERICA WEST HOLDINGS CORP DE X 01/05/04 AMERIQUEST MORT SEC INC ASSET BACK PA DE X 12/26/03 AMERIQUEST MORT SEC INC ASSET BACK PA DE X 12/26/03 AMERIQUEST MORT SEC INC ASSET BACK PS DE X 12/26/03 AMERIQUEST MORT SEC INC ASSET BACKED DE X 12/26/03 AMERIQUEST MORT SEC INC ASSET BACKED DE X 12/26/03 AMERIQUEST MORT SEC INC ASSET BACKED DE X 12/26/03 AMERIQUEST MORT SEC INC ASST BACK PAS DE X 12/26/03 AMERIQUEST MORTGAGE SEC AS-BCKD PASS- DE X 12/26/03 AMERIQUEST MORTGAGE SEC INC ASSET BAC DE X 12/26/03 AMERIQUEST MORTGAGE SEC INC ASSET BCK DE X 12/26/03 AMERIQUEST MORTGAGE SEC INC ASSET/PAS DE X 12/26/03 AMERIQUEST MORTGAGE SEC INC ASST BACK DE X 12/26/03 AMERIQUEST MORTGAGE SEC INC AST BACK DE X 12/26/03 AMERIQUEST MORTGAGE SECURITIES INC SE DE X 12/26/03 ANALYTICAL SURVEYS INC CO X X 12/29/03 APARTMENT INVESTMENT & MANAGEMENT CO MD X 12/30/03 ARENA PHARMACEUTICALS INC DE X X 12/30/03 ARGENT SEC INC ASSET BACKED PAS THR C X 12/26/03 ARGENT SECURITIES INC ASSET BACK PASS X 12/26/03 ARGENT SECURITIES INC ASSET BACK THRU X 12/26/03 ARGENT SECURITIES INC ASSET-BK PAS TH X 12/26/03 ARGENT SECURITIES INC ASSSET BACK PAS X 12/26/03 ARGENT SECURITIES INC ASST BACK PASS X 12/26/03 ARRIS GROUP INC DE X X 01/05/04 ARTESIAN RESOURCES CORP DE X 12/23/03 ASCENT ASSURANCE INC DE X X 01/06/04 ASSET BACKED FUNDING CORP DE X X 01/06/04 ASSET-BACKED CERTIFICATE SERIES 2003- DE X 12/25/03 ASSET-BACKED PASS-THROUGH CERTIFICATE X 12/26/03 AUDIBLE INC X X 12/23/03 BANC OF AMERICA FUNDING CORP MORT PAS DE X 12/25/03 BANK OF AMERICA 1999-10 NC X 12/25/03 BANK OF AMERICA 1999-3 NC X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MOR DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MOR DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MOR DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MOR DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MORT DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MORT DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MORT DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MORT DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MORT DE X 12/25/03 BANK OF AMERICA MORTGAGE SEC INC MORT DE X 12/25/03 BANK OF AMERICA MORTGAGE SECURITIES I DE X 12/25/03 BANK OF AMERICA MORTGAGE SECURITIES I DE X 12/25/03 BANK OF AMERICA MORTGAGE SECURITIES I DE X 12/25/03 BANK OF AMERICA MORTGAGE SECURITIES I DE X 12/25/03 BANK OF AMERICA MORTGAGE SECURITIES I DE X 12/25/03 BARR PHARMACEUTICALS INC NY X 12/31/03 BCSB BANKCORP INC X X 01/02/04 BEAR STEARNS ALT A TR MORTGAGE PASS T NY X X 12/26/03 BEAR STEARNS ARM TRUST 2002-7 DE X X 12/25/03 BEAR STEARNS ARM TRUST 2003-4 DE X X 12/25/03 BEAR STEARNS ARM TRUST 2003-5 DE X X 12/25/03 BEAR STEARNS ARM TRUST MORT PASS THR DE X X 12/25/03 BEAR STEARNS ARM TRUST MORTGAGE PASS NY X X 12/25/03 BEAR STEARNS ARM TRUST MORTGAGE PASS X X 12/25/03 BEAR STEARNS ARM TRUST MORTGAGE PASS NY X X 12/25/03 BEAR STEARNS ARM TRUST MORTGAGE PASS NY X X 12/25/03 BEAR STEARNS ARM TRUST MORTGAGE PASS- NY X X 12/25/03 BERKSHIRE HILLS BANCORP INC X X 01/05/04 BEVERLY ENTERPRISES INC DE X 12/29/03 BGR CORP NV X X 01/06/04 BIOSYNTECH INC X X 12/26/03 BRILLIAN CORP DE X 01/06/04 BRITESMILE INC UT X 01/02/04 BSQUARE CORP /WA WA X X 01/06/04 CALIFORNIA MICRO DEVICES CORP CA X X 01/05/04 CALIFORNIA PIZZA KITCHEN INC CA X 01/05/04 CALPINE CORP DE X 01/06/04 CAPITAL ONE FUNDING LLC X X 12/23/03 CATAPULT COMMUNICATIONS CORP CA X X 01/05/04 CCC INFORMATION SERVICES GROUP INC DE X X 01/06/04 CENTEX CORP NV X X 01/06/04 CERADYNE INC DE X X 01/06/04 CHASE MORTGAGE FINANCE CORP DE X X 12/22/03 CHAUS BERNARD INC NY X X 01/02/04 CHL MORTGAGE PASS THROUGH TRUST 2003- DE X 12/25/03 CHYRON CORP NY X 12/31/03 COAST FINANCIAL HOLDINGS INC X X 12/31/03 COLLEGIATE PACIFIC INC DE X 01/05/04 COMMERCE ONE INC / DE/ DE X X 01/06/04 CONSTELLATION BRANDS INC DE X X X 01/06/04 CONTINENTAL AIRLINES INC /DE/ DE X X 01/05/04 CORE MOLDING TECHNOLOGIES INC DE X X 01/06/04 COVAD COMMUNICATIONS GROUP INC DE X X 01/05/04 COVENTRY HEALTH CARE INC DE X 01/06/04 CREDIT & ASSET REP VEHICLE CORP KEYCO DE X 01/01/04 CREDIT SUISSE FIRST BOSTON MORT SEC C DE X 12/22/03 CROWN CASTLE INTERNATIONAL CORP DE X X 12/24/03 CSFB HOME EQUITY PASS THROUGH CERTS S DE X X 12/25/03 CSFB MORTGAGE SEC CORP HOME EQ ASSET DE X X 12/25/03 CSFB MORTGAGE SEC CORP HOME EQ PASS T DE X X 12/25/03 CWABS INC ASSET BACKED CERTIFICATES S DE X 12/25/03 CWABS INC ASSET BACKED CERTIFICATES S DE X 12/25/03 CWABS INC ASSET BACKED CERTIFICATES S DE X 12/25/03 CWABS INC ASSET BACKED CERTIFICATES S DE X 12/25/03 CWABS INC ASSET BACKED CERTS SER 2003 DE X 12/25/03 CWABS INC ASSET BACKED CERTS SER 2003 DE X 12/25/03 CWABS INC ASSET BACKED CERTS SERIES 2 DE X 12/25/03 CWABS INC ASSET BACKED CERTS SERIES 2 DE X 12/25/03 CWABS INC ASSET BACKED CERTS SERIES 2 DE X 12/25/03 CWABS INC ASSET BACKED CERTS 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X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS THRU TR 2 DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS-THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS-THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS-THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS-THROUGH T DE X 12/25/03 CWMBS INC CHL MORTGAGE PASS-THROUGH T DE X 12/25/03 CWMBS INC MORTGAGE PASS THR CERTS SER DE X 12/25/03 CWMBS INC MORTGAGE PASS THR CERTS SER DE X 12/25/03 CWMBS INC MORTGAGE PASS THR CERTS SER DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTI DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTI DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTI DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTI DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THROUGH CERTS DE X 12/25/03 CWMBS INC MORTGAGE PASS THRU CERTIFIC DE X 12/25/03 CWMBS INC MORTGAGE PASS-THROUGH CERTI DE X 12/25/03 CYBERADS INC X X 01/05/04 DAKOTA DISTRIBUTION INC X X X 12/18/03 DATAWAVE SYSTEMS INC X 09/11/03 DAUGHERTY RESOURCES INC X 12/31/03 DEERE & CO DE X 01/06/04 DELTA & PINE LAND CO DE X 01/06/04 DEUTSCHE MORTGAGE SECURITIES INC X X 01/06/04 DEUTSCHE MORTGAGE SECURITIES INC X X 01/06/04 DEUTSCHE MORTGAGE SECURITIES INC MORT X X 12/26/03 DIAMOND OFFSHORE DRILLING INC DE X X 01/06/04 DNB FINANCIAL CORP /PA/ PA X 01/06/04 DSP GROUP INC /DE/ DE X X 01/05/04 DT INDUSTRIES INC DE X X 01/05/04 DYNEGY HOLDINGS INC DE X X 01/05/04 DYNEGY INC /IL/ IL X X 01/05/04 EAGLE BUILDING TECHNOLOGIES INC NV X X X X 11/15/03 ELECTRONICS BOUTIQUE HOLDINGS CORP DE X X 01/06/04 ELIZABETH ARDEN INC FL X X 01/06/04 ENBRIDGE ENERGY PARTNERS LP DE X X 09/30/03 ENBRIDGE ENERGY PARTNERS LP DE X X 12/31/03 ENTERPRISE PRODUCTS PARTNERS L P DE X X 09/30/03 EQUITY ONE INC MD X 12/31/03 ESTEE LAUDER COMPANIES INC DE X 01/06/03 FAIRCHILD CORP DE X X 01/05/04 FELLOWS ENERGY LTD NV X X X X 01/05/04 FINANCIAL ASSET SEC CORP ASSET BACKED DE X 12/26/03 FINANCIAL ASSET SEC CORP FREMONT HOME DE X 12/26/03 FINANCIAL ASSET SECURITIES CORP ASSET DE X 12/26/03 FINANCIAL ASSET SECURITIES CORP ASSET DE X 12/26/03 FINANCIAL ASSET SECURITIES CORP FINAN DE X 12/26/03 FINANCIAL ASSET SECURITIES CORP FREMO DE X 12/26/03 FINDWHAT COM INC NV X X 01/06/04 FIRST HORIZON ASSET SEC INC MOR PAS T DE X 12/25/03 FIRST HORIZON ASSET SEC INC MORT PAS DE X 12/25/03 FIRST HORIZON ASSET SEC INC MORT PAS DE X 12/25/03 FIRST HORIZON ASSET SEC INC MORT PAS DE X 12/25/03 FIRST HORIZON ASSET SEC INC MORT PAS DE X 12/25/03 FIRST HORIZON ASSET SEC INC MORT PASS DE X 12/25/03 FIRST HORIZON ASSET SEC INC MORT PASS DE X 12/25/03 FIRST HORIZON ASSET SEC INC MORT PASS DE X 12/25/03 FIRST HORIZON ASSET SEC INC MORT PASS DE X 12/25/03 FIRST HORIZON ASSET SEC MORT PASS THR DE X 12/25/03 FIRST HORIZON ASSET SEC MORT PASS-THR DE X 12/25/03 FIRST HORIZON ASSET SECS INC MORT PAS DE X 12/25/03 FIRST HORIZON ASSET SECURITIES INC PA DE X 12/25/03 FIRST HORIZON MORTGAGE PASS THROUGH C DE X 12/25/03 FIRST HORIZON MORTGAGE PASS THROUGH T DE X 12/25/03 FIRST HORIZON MORTGAGE PASS THROUGH T X 12/25/03 FIRST HORIZON MORTGAGE PASS THROUGH T X 12/25/03 FIRST HORIZON MORTGAGE PASS THROUGH T NY X 12/25/03 FIRST HORIZON MORTGAGE PASS THROUGH T NY X 12/25/03 FIRST HORIZON MORTGAGE PASS THROUGH T DE X 12/25/03 FIRST HORIZON MORTGAGE PASS THROUGH T DE X 12/25/03 FIRST HORIZON MORTGAGE PASS THRU CERT DE X 12/25/03 FIRST HORIZON MORTGAGE PASS THRU TRUS DE X 12/25/03 FIRST HORIZON MORTGAGE PASS THRU TRUS DE X 12/25/03 FIRST HORIZON MORTGAGE PASS-THROUGH T DE X 12/25/03 FIRST NATIONAL BANKSHARES OF FLORIDA FL X X 01/06/04 FIRST POTOMAC REALTY TRUST MD X X 12/23/03 FIRST YEARS INC MA X X 01/06/04 FNB BANCORP/CA/ X X 12/19/03 FORD MOTOR CREDIT CO DE X X 01/05/04 FRANKS NURSERY & CRAFTS INC MI X X 01/06/04 FREMONT HOME LOAN TRUST 2003-3 ASSET DE X 12/26/03 FRONT PORCH DIGITAL INC NV X X 01/06/04 GATEWAY INC DE X X 01/05/04 GENEREX BIOTECHNOLOGY CORP DE X 01/05/04 GLOTECH INDUSTRIES INC NV X X X X 01/05/04 GLOTECH INDUSTRIES INC NV X X X X X 01/05/04 AMEND GMACM MORTGAGE LOAN TRUST 2003-J7 DE X X 12/15/03 GMACM MORTGAGE PASS-THROUGH CERTIFICA DE X X 12/25/03 GOLDEN EAGLE INTERNATIONAL INC CO X X X 01/05/04 GREAT LAKES DREDGE & DOCK CORP DE X 12/22/03 GS MORTGAGE PASS-THROUGH CERTIFICATES DE X X 12/26/03 GS MORTGAGE SEC CORP MORT PASS THR CE DE X 12/26/03 GS MORTGAGE SEC CORP MORT PASS THR CE DE X X 12/26/03 GS MORTGAGE SEC CORP MORTGAGE PASS TH DE X X 12/26/03 GS MORTGAGE SECURITES CORP LOAN TRUST DE X X 12/26/03 GS MORTGAGE SECURITIES CORP GSR MORT DE X X 12/26/03 GS MORTGAGE SECURITIES CORP LOAN TRUS DE X X 12/26/03 GS MORTGAGE SECURITIES CORP MORT PAS DE X X 12/26/03 GS MORTGAGE SECURITIES CORP MORT PASS DE X 12/26/03 GS MORTGAGE SECURITIES CORP MORT PASS DE X X 12/26/03 GSAMP TRUST 2003-HE1 DE X 12/26/03 GSI LUMONICS INC A3 X X 01/06/04 GUITAR CENTER INC DE X 01/06/04 GUNDLE SLT ENVIRONMENTAL INC DE X X 01/05/04 HAMPTON ROADS BANKSHARES INC VA X 01/06/04 HANCOCK HOLDING CO MS X 01/05/04 HANCOCK HOLDING CO MS X 01/05/04 HANOVER FOODS CORP /PA/ PA X X 12/16/03 HANSEATIC DISCRETIONARY POOL LLC OK X X 12/26/03 HARRIS INTERACTIVE INC DE X X 12/31/03 HAWK CORP DE X X 01/05/04 HI/FN INC DE X X 12/31/03 HIBBETT SPORTING GOODS INC DE X 12/31/03 HOLLINGER INTERNATIONAL INC DE X X 01/05/04 HOLLYWOOD ENTERTAINMENT CORP OR X 01/06/04 HOME EQUITY LOAN-BACKED NOTES SERIES DE X X 12/25/03 HOME EQUITY LOAN-BACKED NOTES SERIES DE X X 12/25/03 IMAGE INNOVATIONS HOLDINGS INC NV X 12/31/03 IMH ASSETS CORP IMPAC CMB TRUST SERIE CA X 12/26/03 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE X 12/26/03 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE X 12/26/03 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE X 12/26/03 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE X 12/26/03 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE X 12/26/03 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE X 12/26/03 IMH ASSETS CORP IMPAC CMB TRUST SERIE DE X 12/26/03 IMH ASSETS CORP IPAC CMB TRUST SERIES DE X 12/26/03 IMPAC CMB TRUST COLLATERLIZED AB BOND DE X 12/26/03 IMPAC CMB TRUST SERIES 2003-8 DE X 12/26/03 IMPAC MEDICAL SYSTEMS INC X X 12/23/03 IMPAC SECURED ASSETS CORP MOR PASS TH CA X 12/26/03 IMPAC SECURED ASSETS CORP MORT PASS T CA X 12/26/03 IMPAC SECURED ASSETS CORP MORTGAGE PA CA X 12/26/03 IMPAX LABORATORIES INC DE X 01/06/04 INDUSTRIAL MINERALS INC DE X X X 01/06/04 INDYMAC ABS INC HOME EQ MORT LN ASST DE X 12/26/03 INDYMAC MBS INC ASSET SECUR TRUST 200 X 12/26/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 12/26/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 12/26/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 12/26/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X X 11/21/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 12/26/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 12/26/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 12/26/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 12/26/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 12/26/03 INDYMAC MBS INC RESIDENTIAL ASSET SEC X 12/26/03 INFORMATION HOLDINGS INC DE X X X 12/23/03 ING USA ANNUITY & LIFE INSURANCE CO IA X X X 01/01/04 INTEGRAL SYSTEMS INC /MD/ MD X X 12/30/03 INTERNATIONAL MULTIFOODS CORP DE X X 01/06/04 INVITROGEN CORP DE X 01/05/04 INYX INC NV X X 12/30/03 JDA SOFTWARE GROUP INC DE X X 01/06/04 KOGER EQUITY INC FL X X 01/06/04 KOMAG INC /DE/ DE X X 01/06/04 KRONOS INC MA X 01/06/04 KULICKE & SOFFA INDUSTRIES INC PA X X 01/06/04 KVH INDUSTRIES INC \DE\ DE X X 01/06/04 LABONE INC/ MO X 01/05/04 LASERSIGHT INC /DE DE X X X 01/06/04 LECROY CORP DE X X 01/06/04 LMI AEROSPACE INC MO X X 01/05/04 LONG BEACH LOAN 2003-2 DE X 12/26/03 LONG BEACH SECURITIES CORP ASSET BACK DE X 12/26/03 LONG BEACH SECURITIES CORP ASSET BACK DE X 12/26/03 LONG BEACH SECURITIES CORP CERTS SERI DE X 12/26/03 LORAL SPACE & COMMUNICATIONS LTD D0 X 01/05/04 MACK CALI REALTY CORP MD X X 12/02/03 MACROVISION CORP DE X X 01/05/04 MAGELLAN HEALTH SERVICES INC DE X X 01/05/04 MARCONI CORP PLC X0 X 01/06/04 MDC HOLDINGS INC DE X X 01/05/04 MEDAMICUS INC MN X X 10/23/03 AMEND MERRILL LYNCH MORT INV INC MORT LN AS DE X X 12/26/03 MERRILL LYNCH MORT INV INC MRT PSS TH DE X X 12/26/03 MERRILL LYNCH MORT INV MORT LN ASST B DE X X 12/26/03 MERRILL LYNCH MORT INVES INC MRT PS T DE X X 12/26/03 MERRILL LYNCH MORTGAGE INVESTORS TRUS DE X X 12/22/03 METATEC INC OH X X 12/22/03 MIDWEST EXPRESS HOLDINGS INC WI X X 12/31/03 MILESTONE CAPITAL INC CO X 01/05/04 MILITARY RESALE GROUP INC FL X 01/06/03 MISSION COMMUNITY BANCORP CA X 12/29/03 MORGAN STANLEY ABS CAP I INC MORT PAS DE X 12/26/03 MORGAN STANLEY ABS CAPITAL I - MOR PA DE X 12/26/03 MORGAN STANLEY ABS CAPITAL I INC CDC DE X 12/26/03 MORGAN STANLEY ABS CAPITAL I INC CDC DE X 12/26/03 MORGAN STANLEY ABS CAPITAL I INC TRUS DE X 12/26/03 MORGAN STANLEY ABS CAPITAL I INC TRUS DE X 12/26/03 MORGAN STANLEY ABS CAPITAL I MORT PS- DE X 12/26/03 MORGAN STANLEY ABS CAPITAL I TRUST 20 DE X 12/26/03 MORGAN STANLEY ABS MORT PASS THR CERT DE X 12/26/03 MORGAN STANLEY ABS MORT PASS THR CERT DE X 12/26/03 MORGAN STANLEY DEAN WITTER CAP I MRT DE X 12/26/03 MORGAN STANLEY DEAN WITTER CAP I MRT DE X 12/26/03 MORGAN STANLEY DEAN WITTER CAPITAL I DE X 12/26/03 MORGAN STANLEY DEAN WITTER CAPITAL I DE X 12/26/03 MORGAN STANLEY MORTGAGE PASS THR CERT DE X 12/26/03 MORTGAGE ASSET SEC TR MSTR ALT LN TR DE X X 12/26/03 MORTGAGE ASSET SEC TRANS INC MARM 20 DE X X 12/27/03 MORTGAGE ASSET SEC TRANS INC MALT SER NY X X 12/26/03 MORTGAGE ASSET SEC TRANS INC MASTR AL DE X X 12/26/03 MORTGAGE ASSET SEC TRANS INC MASTR AL DE X X 12/26/03 MORTGAGE ASSET SEC TRANS INC MORT PAS DE X X 10/25/03 MORTGAGE ASSET SEC TRANS INC MORT PAS DE X X 11/25/03 MORTGAGE ASSET SEC TRANS INC MORT PAS DE X X 12/25/03 MORTGAGE ASSET SEC TRANS INC MORT PAS DE X X 11/25/03 MORTGAGE ASSET SEC TRANS INC MORT PAS DE X X 12/25/03 MORTGAGE ASSET SEC TRANS INC MORT PAS DE X X 12/27/03 MORTGAGE ASSET SECURIT TRANS INC MORT DE X X 12/26/03 MORTGAGE ASSET SECURITIZATION TRANSAC DE X 01/06/04 MORTGAGE LOAN ASSET-BACKED CERTIFICAT DE X X 12/26/03 MORTGAGE PASS THROUGH CERTIFICATES ML DE X X 12/26/03 MORTGAGE PASS THROUGH CERTIFICATES SE DE X 12/25/03 MORTGAGE PASS THROUGH CERTIFICATES SE DE X 12/25/03 MORTGAGE PASS THROUGH CERTIFICATES SE DE X 12/25/03 MORTGAGE PASS-THROUGH CERTIFICATES SE DE X 12/25/03 MORTGAGE PASS-THROUGH CERTIFICATES SE DE X X 12/26/03 MORTGAGE PASS-THROUGH CERTIFICATES SE DE X 12/26/03 MORTGAGE PASS-THROUGH CERTIFICATES SE DE X 12/26/03 MS STRUCTURED ASSET CORP DE X 01/01/04 MS STRUCTURED SATURNS SERIES 2002-1 DE X 01/01/04 NATIONAL WINE & SPIRITS INC IN X X 01/06/04 NEW CENTURY HOME EQUITY LOAN TRUST SE DE X 12/26/03 NEW CENTURY HOME EQUITY LOAN TRUST SE DE X 12/26/03 NEW CENTURY HOME EQUITY LOAN TRUST SE DE X 12/26/03 NEW CENTURY MORT SEC INC HOME EQUITY DE X 12/26/03 NEW CENTURY MORT SEC INC HOME EQUITY DE X 12/26/03 NEW CENTURY MORTGAGE SEC HOME EQUITY DE X 12/26/03 NEW VISUAL CORP UT X 01/06/04 NEXTEL PARTNERS INC DE X 01/06/04 NOMURA ASSET ACC CORP ALTER LN TR SER DE X X 12/26/03 NOMURA ASSET ACCEPT CORP ALTERNATIVE DE X X 12/26/03 NOMURA ASSET ACCEPTANCE CORP ALT LOAN DE X X 12/26/03 NORTHERN STATES FINANCIAL CORP /DE/ DE X 01/06/04 NOVADEL PHARMA INC DE X X 11/26/03 AMEND NUEVO ENERGY CO DE X X 01/05/04 NUEVO ENERGY CO DE X X 01/05/04 OCEANEERING INTERNATIONAL INC DE X 01/06/04 ONE LIBERTY PROPERTIES INC MD X 12/30/03 OSTEOTECH INC DE X 01/05/04 OVERLAND STORAGE INC CA X 01/06/04 PAINCARE HOLDINGS INC CT X X 12/30/03 PHOENIX GOLD INTERNATIONAL INC OR X 01/05/04 PHOTO CONTROL CORP MN X 01/06/04 PRAXAIR INC DE X 12/31/03 QUALMARK CORP CO X 12/31/03 QUANEX CORP DE X X 12/31/03 QUEST RESOURCE CORP NV X X 12/22/03 RED HAT INC DE X X 12/23/03 RED HAT INC DE X X 01/05/04 REDBACK NETWORKS INC DE X X 12/22/03 REDBACK NETWORKS INC DE X X 01/06/04 REDBACK NETWORKS INC DE X X 01/06/04 RENAISSANCE HOME EQUITY LOAN TRUST 20 DE X 01/06/04 RENTECH INC /CO/ CO X 12/29/03 RESIDENTIAL ASSET MOR PRO INC GMACM M DE X X 12/25/03 RESIDENTIAL ASSET MORT PRODS INC GMAC DE X X 01/06/04 RESIDENTIAL ASSET SECURITIZATION TRUS X 12/26/03 RESIDENTIAL ASSET SECURITIZATION TRUS X 12/26/03 RESIDENTIAL ASSET SECURITIZATION TRUS X 12/26/03 REWARDS NETWORK INC DE X X 01/06/04 RITE AID CORP DE X X X 12/29/03 AMEND ROGERS CORP MA X X 01/05/04 ROXIO INC DE X X 01/06/04 SABRE HOLDINGS CORP DE X 01/05/04 SALOMON BROTH MORT SEC VII INC CITI H DE X 12/26/03 SAXON ASSET SEC CO MORT LOAN ASSET BA VA X 12/26/03 SAXON ASSET SECURITIES CO MORT LOAN A VA X 12/26/03 SAXON ASSET SECURITIES TRUST 2003-2 VA X 12/26/03 SCANSOURCE INC SC X X 01/05/04 SCHAWK INC DE X 01/06/04 SCOTTISH RE GROUP LTD E9 X X 12/22/03 SEVERN BANCORP INC MD X X 01/02/04 SMITH & WOLLENSKY RESTAURANT GROUP IN DE X X 01/06/04 SONIC CORP DE X 11/30/03 SONO TEK CORP NY X X 01/06/04 SPSS INC DE X 12/29/03 ST JUDE MEDICAL INC MN X 01/05/04 STRATUS SERVICES GROUP INC DE X X X 12/29/03 STRUCTURED ASSET INVESTMENT LOAN TRUS DE X X 12/26/03 STRUCTURED ASSET MORT INV II INC BEAR DE X X 12/27/03 STRUCTURED ASSET MORT INV INC BEAR ST DE X X 12/25/03 STRUCTURED ASSET MORT INV INC BEAR ST DE X X 12/25/03 STRUCTURED ASSET MORT INV INC BEAR ST DE X X 12/25/03 STRUCTURED ASSET MORT INVEST INC CDMC DE X 12/25/03 STRUCTURED ASSET MORTGAGE INVESTMENTS X X 12/28/03 STRUCTURED ASSET SEC CORP MORT PASS T DE X X 12/25/03 STRUCTURED ASSET SEC CORP MORT PASS T DE X X 12/26/03 STRUCTURED ASSET SEC CORP THORNBURG M DE X 12/22/03 SYMBOLLON CORP DE X X 12/16/03 AMEND THORNBURG MORTGAGE SECURITIES TRUST 2 DE X X 12/26/03 THORNBURG MORTGAGE SECURITIES TRUST 2 DE X X 12/26/03 TRINITY LEARNING CORP UT X X 01/06/04 U S LIQUIDS INC DE X X 01/06/04 ULTRALIFE BATTERIES INC DE X X 01/05/03 UNITED SURGICAL PARTNERS INTERNATIONA DE X X 01/05/04 UNITEDGLOBALCOM INC DE X X 01/05/04 UNITEDHEALTH GROUP INC MN X 01/06/04 UNIVISION COMMUNICATIONS INC DE X X 01/06/04 VALUECLICK INC/CA DE X X 12/07/03 VANGUARD AIRLINES INC \DE\ DE X 12/19/03 VERDISYS INC CA X X 01/05/04 VICON INDUSTRIES INC /NY/ NY X X 09/30/03 VIE FINANCIAL GROUP INC DE X 12/23/03 VOXWARE INC DE X X 01/05/04 VOXWARE INC DE X X 12/31/03 WALGREEN CO IL X X 01/05/04 WAMU MORTGAGE PASS THR CERTS SER 2003 DE X 12/22/03 WENDYS INTERNATIONAL INC OH X X 01/06/04 WESCO INTERNATIONAL INC DE X X 01/06/04 WORKSTREAM INC X X 01/06/04 WORLDSPAN L P DE X X 01/06/04 XOMA LTD /DE/ DE X X 01/06/04 YAHOO INC DE X 11/21/03 AMEND