SEC NEWS DIGEST


Issue  2003-147                                               August 1, 2003
     
     
     
COMMISSION ANNOUNCEMENTS

     
     
     
DAVID   SHILLMAN  NAMED  ASSOCIATE  DIRECTOR  OF  SEC'S  DIVISION  OF  MARKET REGULATION
     
     The  Commission today named David Shillman an Associate Director of  the
     Commission's  Division of Market Regulation.  In his new  position,  Mr.
     Shillman  will  direct, with Elizabeth King, the  Division's  Office  of
     Market  Supervision.  Mr. Shillman succeeds Alden Adkins, who  left  the
     Commission at the end of March.
     
     Annette Nazareth, the SEC's Director of Market Regulation, said,  "I  am
     very pleased that David will be coleading our Market Supervision office.
     David  has  wide  knowledge of the securities laws and understanding  of
     securities firms and markets.  He will make an enormous contribution  to
     the work of the Division."
     
     Mr.  Shillman  has  served for the past three years as  Counsel  to  the
     Director  of  the Division.  Previously, he was Senior Special  Counsel-
     International in the Division for two years and a Special Counsel in the
     Office of Chief Counsel for three years.
     
     Before  joining  the Commission, Mr.Shillman was an associate  with  the
     firms of Dow Lohnes & Albertson in Washington, D.C., and Willkie Farr  &
     Gallagher in New York City.
          
     Mr. Shillman graduated from Northwestern University and received his law
     degree, cum laude, from the University of Michigan Law School.    (Press
     Rel. 2003-91)
     
     
ENFORCEMENT PROCEEDINGS

     
     
     
SEC  ALLEGES FRAUD AND REPORTING VIOLATIONS BY NEVIS CAPITAL MANAGEMENT, LLC,
DAVID  WILMERDING, III AND JON BAKER IN CONNECTION WITH THEIR IPO  ALLOCATION
PRACTICES AND DISCLOSURES

     On  July 31, the Commission instituted public administrative and  cease-
     and-desist  proceedings  against Nevis Capital  Management,  LLC  (Nevis
     Capital),  a  registered  investment adviser, its  President,  David  R.
     Wilmerding, III (Wilmerding), and its Executive Vice-President,  Jon  C.
     Baker  (Baker),  all  of  the  Baltimore,  Maryland  area,  for  alleged
     violations  of  the antifraud and reporting provisions  of  the  federal
     securities  laws  relating  to  their  initial  public  offering   (IPO)
     allocation practices and disclosures.  This matter, which arose  from  a
     routine   regulatory  examination,  involves  fraudulent  and  deceptive
     conduct  by  Nevis Capital, Wilmerding and Baker that served to  benefit
     themselves, to the detriment of investors.

     In  the  Commission's Order, the Division of Enforcement (the  Division)
     alleges  that  between December 1998 and December 1999,  Nevis  Capital,
     Wilmerding  and Baker inequitably allocated IPO shares to  only  two  of
     their   approximately  105  clients,  the  Snowdon  Limited  Partnership
     (Snowdon)  and  the  Nevis Fund.  Nevis Capital and  Wilmerding  further
     falsely  stated  in  their Jan. 28, 1999, Form ADV  amendment  that  all
     clients  would be treated equally, on a pro rata basis, when,  in  fact,
     they had an undisclosed policy to allocate IPOs only to Snowdon and  the
     Nevis  Fund.  The Division alleges that the IPO shares had a significant
     impact  on  the  performance of Snowdon and the Nevis Fund,  which  also
     benefited Nevis Capital, Wilmerding and Baker, at the expense  of  their
     other   clients.    In  total,  Nevis  Capital  received   approximately
     $2,600,000  in fees as result of its allocation of IPOs to  Snowdon  and
     the  Nevis  Fund.   The Division further alleges that the  Nevis  Fund's
     exceptional cumulative returns of 90.1%, 154.6% and 286.5 %  as  of  May
     31, 1999, Sept. 30, 1999, and Dec. 31, 1999, would have been -5%,  -3.6%
     and  41% without first-day IPO gains.  The Division alleges that between
     December  1998  and  July  2000,  Nevis Capital,  Wilmerding  and  Baker
     misrepresented  the  reasons for the Nevis  Fund's  performance  in  its
     prospectus, annual and semi-annual reports and advertisements,  claiming
     that  the Fund's returns were attributable to their long-term investment
     strategy  and  failing to disclose that the Nevis  Fund's  returns  were
     primarily attributable to IPO investments.
     
     Based  upon  the  foregoing  conduct, the Division  alleges  that  Nevis
     Capital,  Wilmerding and Baker willfully violated Section 17(a)  of  the
     Securities Act of 1933, Section 10(b) of the Securities Exchange Act  of
     1934  and  Rule  10b-5 thereunder, and Section 34(b) of  the  Investment
     Company Act of 1940; Nevis Capital willfully violated and Wilmerding and
     Baker  willfully aided and abetted and caused Nevis Capital's violations
     of  Sections 206(1), 206(2) and 206(4) of the Investment Advisers Act of
     1940  (Advisers  Act)  and  Rule 206(4)-1(a)(5)  thereunder;  and  Nevis
     Capital  and  Wilmerding willfully violated Section 207 of the  Advisers
     Act.
     
     A  hearing  will  be  scheduled before an administrative  law  judge  to
     determine  whether the allegations contained in the Order are  true,  to
     provide Nevis Capital, Wilmerding and Baker an opportunity to respond to
     the  allegations  against them, and to determine  whether  any  remedial
     action should be ordered, and disgorgement and/or penalties imposed,  by
     the Commission.  (Rels. 33-8261; 34-48262; IA-2154; IC-26144; File No. 3-
     11201)

ADMINISTRATIVE PROCEEDINGS INSTITUTED AGAINST TIJI THOMAS

     On  August  1,  the  Commission issued an Order Instituting  Proceedings
     Pursuant  to  Section 15(b)(6) of the Securities Exchange Act  of  1934,
     Making Findings and Imposing Remedial Sanctions against Tiji Thomas.
     
     The  Order  makes  findings that from August 1999  through  April  2001,
     Thomas  was  acting as an unregistered broker-dealer, and  on  July  17,
     2003,  Thomas  was enjoined from violations of Sections 5(a),  5(c)  and
     17(a) of the Securities Act of 1933 and Sections 10(b) and 15(a) of  the
     Exchange  Act  of 1934 and Rule 10b-5 thereunder, by the  U.S.  District
     Court  for  the  Southern District of Texas (Houston Division)  [SEC  v.
     First  Americap, et al., H-01-1153].  Thomas consented to the injunction
     without admitting or denying any violation of the securities laws.   The
     Commission's  complaint alleged that Thomas and others  participated  in
     the  fraudulent  offer  and sale of so-called  "pre-IPO"  stock  of  two
     different issuers.  The complaint alleged that Thomas, while employed by
     First  Americap  Corp. and Capital Relations Group, LLC, supervised  the
     sales effort in which investors were cold-called and provided with false
     and misleading information about, among other things, impending IPOs  of
     the two issuers.
          
     In anticipation of the institution of administrative proceedings, Thomas
     submitted an Offer of Settlement, which the Commission accepted, barring
     Thomas from association with any broker or dealer.  (Rel. 34-48268; File
     No. 3-11202)
     
ADMINISTRATIVE PROCEEDINGS INSTITUTED AGAINST ROBERT DOUGLAS WILLIAMS

     On  August  1,  the  Commission issued an Order Instituting  Proceedings
     Pursuant  to  Section 15(b)(6) of the Securities Exchange Act  of  1934,
     Making  Findings and Imposing Remedial Sanctions against Robert  Douglas
     Williams.

     The  Order  makes  findings  that from April 1999  through  April  2001,
     Williams  was acting as an unregistered broker-dealer, and on  July  17,
     2003,  Thomas  was enjoined from violations of Sections 5(a),  5(c)  and
     17(a) of the Securities Act of 1933 and Sections 10(b) and 15(a) of  the
     Exchange  Act  of 1934 and Rule 10b-5 thereunder, by the  U.S.  District
     Court  for  the  Southern District of Texas (Houston Division)  [SEC  v.
     First  Americap, et al., H-01-1153].  Thomas consented to the injunction
     without admitting or denying any violation of the securities laws.   The
     Commission's complaint alleged that Williams and others participated  in
     the  fraudulent  offer  and sale of so-called  "pre-IPO"  stock  of  two
     different  issuers.  The complaint alleged that Williams, as a principal
     of First Americap Corp. and Capital Relations Group, LLC, supervised the
     sales effort in which investors were cold-called and provided with false
     and misleading information about, among other things, impending IPOs  of
     the two issuers.
     
     In  anticipation  of  the  institution  of  administrative  proceedings,
     Williams   submitted  an  Offer  of  Settlement,  which  the  Commission
     accepted,  barring  Thomas from association with any broker  or  dealer.
     (Rel. 34-48269; File No. 3-11203)
     
ADMINISTRATIVE PROCEEDINGS INSTITUTED AGAINST STEPHEN THOMAS

     On  August  1,  the  Commission issued an Order Instituting  Proceedings
     Pursuant  to  Section 15(b)(6) of the Securities Exchange Act  of  1934,
     Making  Findings  and  Imposing Remedial Sanctions  against  Stephen  H.
     Thomas.

     The Order makes findings that from April 1999 through April 2001, Thomas
     was  acting  as  an unregistered broker-dealer, and on  July  17,  2003,
     Thomas was enjoined from violations of Sections 5(a), 5(c) and 17(a)  of
     the  Securities Act of 1933 and Sections 10(b) and 15(a) of the Exchange
     Act  of  1934 and Rule 10b-5 thereunder, by the U.S. District Court  for
     the  Southern  District  of  Texas  (Houston  Division)  [SEC  v.  First
     Americap,  et  al.,  H-01-1153].  Thomas  consented  to  the  injunction
     without admitting or denying any violation of the securities laws.   The
     Commission's  Complaint alleged that Thomas and others  participated  in
     the  fraudulent  offer  and sale of so-called  "pre-IPO"  stock  of  two
     different issuers.  The Complaint alleged that Thomas, as a principal of
     First  Americap  Corp. and Capital Relations Group, LLC, supervised  the
     sales effort in which investors were cold-called and provided with false
     and misleading information about, among other things, impending IPOs  of
     the two issuers.
     
     In anticipation of the institution of administrative proceedings, Thomas
     submitted an Offer of Settlement, which the Commission accepted, barring
     Thomas from association with any broker or dealer.  (Rel. 34-48270; File
     No. 3-11204)
     
     
SECURITIES ACT REGISTRATIONS
     

     The following registration statements have been filed with the SEC under
     the  Securities  Act  of  1933.   The reported  information  appears  as
     follows:   Form,  Name, Address and Phone Number (if available)  of  the
     issuer  of the security; Title and the number and/or face amount of  the
     securities being offered; Name of the managing underwriter or  depositor
     (if  applicable);  File number and date filed; Assigned  Branch;  and  a
     designation if the statement is a New Issue.

     Registration statements may be obtained in person or by writing  to  the
     Commission's  Public  Reference  Branch  at  450  Fifth  Street,   N.W.,
     Washington,  D.C.  20549  or  at  the  following  e-mail  box   address:
     <publicinfo@sec.gov>.  In most cases, this information is also available
     on the Commission's website: <www.sec.gov>.
     
          

S-4     FIRST AMERICAN CORP, 1 FIRST AMERICAN WAY, SANTA ANA, CA, 92707,
        714-800-3000 - 3,000,000 ($72,780,000.00) Equity, (File 333-107494 -
        Jul. 31) (BR. 01)

S-3     RFS HOLDING LLC, 1600 SUMMER STREET, STAMFORD, CT, 06927, 2033574000 -
        1,000,000 ($1,000,000.00) Asset-Backed Securities, (File 333-107495 -
        Jul. 31) (BR. )

S-4     AEROFLEX INC, 35 S SERVICE RD, PLAINVIEW, NY, 11803, 5166946700 -
        5,900,000 ($3,856,534.00) Equity, (File 333-107496 - Jul. 31) (BR. 36)

SB-2    VENTURES NATIONAL INC, 8133281002 - 2,220,000 ($3,219,000.00) Equity,
        (File 333-107497 - Jul. 31) (BR. 36)

S-4     NEW YORK COMMUNITY BANCORP INC, 615 MERRICK AVE, WESTBURY, NY, 11590,
        7183596400 - 0 ($1,949,400,000.00) Equity, (File 333-107498 - Jul. 31)
        (BR. 07)

S-8     CHAMPION ENTERPRISES INC, 2701 CAMBRIDGE COURT, STE 300, AUBURN HILLS,
        MI, 48326, 2483409090 - 0 ($8,723,120.00) Equity, (File 333-107499 -
        Jul. 31) (BR. 06)

S-8     DANAHER CORP /DE/, 2028280850 - 0 ($70,220,000.00) Equity,
        (File 333-107500 - Jul. 31) (BR. 36)

S-1     DATATEC SYSTEMS INC, 23 MADISON RD, FAIRFIELD, NJ, 07004, 9738084000 -
        9,546,250 ($10,345,545.00) Equity, (File 333-107502 - Jul. 31) (BR. 03)

S-3     CAPITAL AUTOMOTIVE REIT, 8270 GREENSBORO DR STE 950, MCLEAN, VA, 22102,
        7032883075 - 869,167 ($25,623,043.16) Equity, (File 333-107503 -
        Jul. 31) (BR. 08)

S-8     NEWTEK BUSINESS SERVICES INC, 100 QUENTIN ROOSEVELT BLVD., GARDEN CITY,
        NY, 11530, 5163902260 - 0 ($10,300,000.00) Equity, (File 333-107504 -
        Jul. 31) (BR. 07)

S-8     TCI SOLUTIONS INC, 17752 SKYPARK CIRCLE, SUITE 160, IRVINE, CA, 92614,
        9494761122 - 11,581,671 ($2,641,179.00) Equity, (File 333-107505 -
        Jul. 31) (BR. 03)

S-3     ENTRUST INC, 9729437300 - 8,351,259 ($27,926,610.10) Equity,
        (File 333-107506 - Jul. 31) (BR. 03)

S-8     MDC CORP INC, 45 HAZELTON AVE, TORONTO ONTARIO CANA, A6,
        185,673 ($4,305,341.00) Equity, (File 333-107507 - Jul. 31) (BR. 02)

S-8     TRIMERIS INC, 3518 WESTGATE DRIVE, SUITE 300, DURHAM, NC, 27707,
        9194196050 - 1,300,000 ($58,864,000.00) Equity, (File 333-107508 -
        Jul. 31) (BR. 01)

S-8     GLOBETEL COMMUNICATIONS CORP, 444 BRICKELL AVE SUITE 522, MIAMI, FL,
        33131, 3055799922 - 21,000,000 ($682,500.00) Equity, (File 333-107509 -
        Jul. 31) (BR. 37)

S-3     GMAC COMMERCIAL MORTGAGE SECURITIES INC, 650 DRESHER ROAD HORSHAM,
        PENNSYLVANIA, PA, 190444, 4108842000 -
        2,700,000,000 ($2,700,000,000.00) Other, (File 333-107510 - Jul. 31)
        (BR. 05)

SB-2    ONE VOICE TECHNOLOGIES INC, 6333 GREENWICH DR #240, SAN DIEGO, CA,
        92122, 6195524466 - 16,174,023 ($1,455,662.07) Equity,
        (File 333-107511 - Jul. 31) (BR. 03)

S-8     GLOBESPANVIRATA INC, 100 SCHULZ DRIVE, RED BANK, NJ, 07701,
        7323457500 - 26,182,831 ($177,414,799.00) Equity, (File 333-107512 -
        Jul. 31) (BR. 36)

S-8     NTL INC, 110 E 59TH ST, 26TH FLOOR, NEW YORK, NY, 10022, 2129068440 -
        5,233,912 ($217,469,044.00) Equity, (File 333-107513 - Jul. 31) (BR. 37)

S-8     FEDERAL SECURITY PROTECTION SERVICES INC, 400 POYDRAS ST., SUITE 1510,
        NEW ORLEANS, LA, 70130, 3,700,000 ($166,500.00) Equity,
        (File 333-107514 - Jul. 31) (BR. 08)

S-3     VECTREN CORP, 20 NW FOURTH ST, EVANSVILLE, IN, 47708, 8124914000 -
        0 ($30,000,000.00) Equity, (File 333-107515 - Jul. 31) (BR. 02)

S-8     ZAMBA CORP, 6128329800 - 0 ($800,000.00) Equity, (File 333-107516 -
        Jul. 31) (BR. 03)

S-3     ADVANCED MAGNETICS INC, 61 MOONEY ST, CAMBRIDGE, MA, 02138,
        6174972070 - 0 ($11,976,435.00) Equity, (File 333-107517 - Jul. 31)
        (BR. 01)

S-8     ZAMBA CORP, 6128329800 - 0 ($1,600,000.00) Equity, (File 333-107518 -
        Jul. 31) (BR. 03)

S-8     DICON FIBEROPTICS INC, 1689 REGATTA BLVD., RICHMOND, CA, 94804,
        7,281,162 ($3,859,016.00) Equity, (File 333-107519 - Jul. 31) (BR. 36)

S-8     MICRON ENVIRO SYSTEMS INC, 789 WEST PENDER ST, SUITE 460, VANCOUVER BC,
        A1, V6C 1H2, 6046466903 - 2,500,000 ($50,000.00) Equity,
        (File 333-107520 - Jul. 31) (BR. 06)

N-2     NUVEEN DIVERSIFIED DIVIDEND & INCOME FUND, 333 WEST WACKER DRIVE,
        CHICAGO, IL, 60606, 1,000 ($15,000.00) Equity, (File 333-107521 -
        Jul. 31) (BR. )

S-4     SINCLAIR BROADCAST GROUP INC, 2000 WEST 41ST ST, BALTIMORE, MD, 21211,
        4104675005 - 0 ($100,000,000.00) Equity, (File 333-107522 - Jul. 31)
        (BR. 37)

S-1     INTERNATIONAL STEEL GROUP INC, 3250 INTERSTATE DRIVE, RICHFIELD, OH,
        44286, 3306599100 - 0 ($250,000,000.00) Equity, (File 333-107524 -
        Jul. 31) (BR. )

S-8     AUTOBYTEL  INC, 18872 MACARTHUR BLVD, SUITE 200, IRVINE, CA,
        92612-1400, 9492254500 - 300,000 ($1,890,000.00) Equity,
        (File 333-107525 - Jul. 31) (BR. 02)

S-8     NDCHEALTH CORP, NDCHEALTH CORPORATION, NDC PLAZA, ATLANTA, GA, 30329,
        4047282000 - 185,189 ($2,596,350.00) Equity, (File 333-107526 -
        Jul. 31) (BR. 08)

S-3     ULTIMATE SOFTWARE GROUP INC, 9542661000 - 0 ($29,867,954.00) Equity,
        (File 333-107527 - Jul. 31) (BR. 03)

S-8     INAMED CORP, 5540 EKWILL STREET, SUITE D, SANTA BARBARA, CA,
        93111-2919, 8056925400 - 0 ($30,331,900.00) Equity, (File 333-107528 -
        Jul. 31) (BR. 36)

S-8     AUGRID CORP, 2275 EAST 55TH STREET, 2ND FLOOR, CLEVELAND, OH, 44103,
        7025921816 - 230,000,000 ($2,300,000.00) Equity, (File 333-107529 -
        Jul. 31) (BR. 09)

S-4     EMC CORP, 176 SOUTH STREET, HOPKINTON, MA, 01748-9103, 5084351000 -
        0 ($1,027,689,211.00) Equity, (File 333-107530 - Jul. 31) (BR. 03)

S-8     KINGSWAY FINANCIAL SERVICES INC, 5310 EXPLORER DRIVE,
        MISSISSAUGA ONTARIO CANADA L4W 5H8, MISSISSAUGA, 8476197610 -
        0 ($29,743,459.23) Equity, (File 333-107531 - Jul. 31) (BR. 01)

S-3     MANUFACTURERS SERVICES LTD, 300 BAKER AVENUE, CONCORD, MA, 01742,
        6173307682 - 0 ($28,620,634.00) Equity, (File 333-107532 - Jul. 31)
        (BR. 36)

S-8     US AIRWAYS GROUP INC, 2345 CRYSTAL DR, ARLINGTON, VA, 22227,
        7038725306 - 0 ($49,643,775.84) Equity, (File 333-107534 - Jul. 31)
        (BR. 05)

S-3     DONNELLEY R H INC, 1 MANHATTANVILLE ROAD, PURCHASE, NY, 10577,
        9149336400 - 925,000,000 ($925,000,000.00) Non-Convertible Debt,
        (File 333-107535 - Jul. 31) (BR. 05)

S-3     HCA INC/TN, ONE PARK PLZ, NASHVILLE, TN, 37203, 6153449551 -
        2,500,000,000 ($2,500,000,000.00) Non-Convertible Debt,
        (File 333-107536 - Jul. 31) (BR. 01)

S-8     ORTHOFIX INTERNATIONAL N V, 7 ABRAHAM DE VEERSTRAAT, CURACAO,
        NETHERLANDS ANTILLES, P8, 00000, 1,500,000 ($34,916,750.00) Equity,
        (File 333-107537 - Jul. 31) (BR. 36)

S-3     SCICLONE PHARMACEUTICALS INC, 901 MARINER'S ISLAND BLVD., SUITE 205,
        SAN MATEO, CA, 94404, 650-358-3456 - 0 ($54,786,000.00) Equity,
        (File 333-107538 - Jul. 31) (BR. 01)

S-4     HLI OPERATING CO INC, 0 ($250,000,000.00) Non-Convertible Debt,
        (File 333-107539 - Jul. 31) (BR. )

S-3     ISLAND PACIFIC INC, 12707 HIGH BLUFF DRIVE, STE 335, SAN DIEGO, CA,
        92130, 8584814405 - 7,177,500 ($24,475,275.00) Equity,
        (File 333-107541 - Jul. 31) (BR. 03)

               

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.

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:  <publicinfo@sec.gov>.  In
most  cases, this information is also available on the Commission's  website:
<www.sec.gov>.


                              STATE     8K ITEM NO.
NAME OF ISSUER                         CODE   1 2 3 4 5 6 7 8 9     DATE    COMMENT
------------------------------------------------------------------------------------
7 ELEVEN INC                            TX                    X   07/31/03

724 SOLUTIONS INC                                         X       07/30/03

8X8 INC /DE/                            DE            X   X       07/29/03

ACCESS ANYTIME BANCORP INC              DE                X       07/31/03

ACE SECURITIES CORP                     DE                X       07/15/03

ADC TELECOMMUNICATIONS INC              MN            X   X   X   07/30/03

ADVANCED POWER TECHNOLOGY INC                                     07/29/03

AFFILIATED COMPUTER SERVICES INC        DE                X   X   07/29/03

AGL RESOURCES INC                       GA                    X   04/22/03

AGL RESOURCES INC                       GA                    X   07/31/03

AIRBORNE INC /DE/                       DE                X   X   07/31/03

ALASKA COMMUNICATIONS SYSTEMS GROUP I   DE                X       07/31/03

ALCOA INC                               PA                        07/28/03

ALDILA INC                              DE                X       07/30/03

ALLEGIANCE TELECOM INC                  DE                X       07/30/03

ALLIANCE BANKSHARES CORP                                  X       07/29/03

ALLIED WASTE INDUSTRIES INC             DE                        06/30/03

ALLIED WASTE INDUSTRIES INC             DE                        07/31/02

ALLOY  INC                              DE            X   X       07/30/03

AMERICAN FINANCIAL GROUP INC            OH            X   X       07/07/03

AMERICAN ITALIAN PASTA CO               DE            X       X   07/30/03

AMERICAN POWER CONVERSION CORPORATION   MA                        05/28/03

AMERICAN WATER STAR  INC                NV            X   X       07/24/03

AMISTAR CORP                            CA                X       07/31/03

AMX CORP /TX/                           TX                        07/31/03

ANADARKO PETROLEUM CORP                 DE                X   X   07/31/03

ANALYSTS INTERNATIONAL CORP             MN                X       07/29/03

ANDREW CORP                             DE                X       07/29/03

ANSYS INC                               DE                X   X   07/31/03

ANTHEM INC                              IN                X       07/31/03

APAC CUSTOMER SERVICE INC               IL            X       X   07/30/03

APPLEBEES INTERNATIONAL INC             DE                        07/30/03

APPLICA INC                             FL                X   X   07/31/03

APPLIED IMAGING CORP                    DE            X   X       07/31/03

ARCH CHEMICALS INC                      VA                X       07/31/03

ARCHSTONE SMITH TRUST                   CO                        07/31/03

ARDEN REALTY INC                        MD                        07/30/03

ARMSTRONG HOLDINGS INC /PA/             PA            X           07/31/03

ARTESIAN RESOURCES CORP                 DE            X           07/29/03

ARTHROCARE CORP                         DE                X   X   07/23/03

ASBURY AUTOMOTIVE GROUP INC             DE            X           06/30/03

ASPECT COMMUNICATIONS CORP              CA                X       07/31/03

ASSOCIATED ESTATES REALTY CORP          OH                        06/30/03

ASSOCIATED MATERIALS INC                DE                X   X   07/31/03

ATARI INC                               DE                X   X   07/30/03

ATLANTIC DATA SERVICES INC              MA                        07/31/03

ATRION CORP                             DE                    X   07/30/03

AVIALL INC                              DE                X       07/30/03

AWARE INC /MA/                          MA                X       07/31/03

AXS ONE INC                             DE                X       07/30/03

BALLANTYNE OF OMAHA INC                 DE                X       07/31/03

BANC OF AMERICA FUNDING CORP MORT PAS   DE            X   X       07/29/03

BANC OF AMERICA MORT SEC INC ALTERNAT   DE            X   X       01/28/03

BANCINSURANCE CORP                      OH                X   X   07/30/03

BANK OF AMERICA MORTGAGE SEC INC MORT   DE            X   X       08/27/02

BANKATLANTIC BANCORP INC                FL                    X   07/30/03

BANYAN CORP /OR/                        OR            X   X       07/28/03

BARRY R G CORP /OH/                     OH                X       07/31/03

BAY VIEW CAPITAL CORP                   DE            X   X       07/22/03

BECKMAN COULTER INC                     DE                X       07/31/03

BECTON DICKINSON & CO                   NJ            X   X       07/31/03

BEMIS CO INC                            MO            X   X       07/14/03

BETTER MINERALS & AGGREGATES CO         DE      X     X   X       07/31/03

BINGO COM INC                           FL            X           07/31/03

BIOGENTECH CORP                         NV            X   X       07/30/03

BLACKSTOCKS DEVELOPMENT CORP            DE      X                 07/31/03

BOWNE & CO INC                          DE                X       07/30/03

BRADLEY PHARMACEUTICALS INC             DE            X   X       07/31/03

BRINKS CO                               VA                        07/31/03

BROWN SHOE CO INC                       NY                    X   07/31/03

BUSINESS OBJECTS SA                                       X       07/31/03

CALIFORNIA MICRO DEVICES CORP           CA                X       07/31/03

CALIPER TECHNOLOGIES CORP               DE                        07/31/03

CAPTARIS INC                            WA            X   X       07/31/03

CAPTARIS INC                            WA                X       07/31/03

CARACO PHARMACEUTICAL LABORATORIES LT   MI                X       07/25/03

CARBO CERAMICS INC                      DE                X       07/31/03

CARDINAL HEALTH INC                     OH                        07/31/03

CATALYTICA ENERGY SYSTEMS INC           DE                X   X   07/31/03

CDF FINANCING LLC                       DE            X   X       06/30/03

CDF FLOORPLAN RECEIVABLES LP            DE            X   X       06/30/03

CENTURY ALUMINUM CO                     DE                X       07/30/03

CENTURY BUSINESS SERVICES INC           DE                X       07/29/03

CENTURYTEL INC                          LA                        06/30/03

CEPHEID                                 CA                X       07/31/03

CHAMPION ENTERPRISES INC                MI            X   X       07/31/03

CHANNELL COMMERCIAL CORP                DE            X           07/31/03

CHARTER COMMUNICATIONS INC /MO/         DE                X       07/31/03

CHASE MANHATTAN AUTO OWNER TRUST 2003   DE            X   X       07/24/03

CHICAGO BRIDGE & IRON CO N V                                  X   07/30/03

CHICOS FAS INC                          FL            X   X       07/30/03

CHIPPAC INC                             CA                X       07/31/03

CHIQUITA BRANDS INTERNATIONAL INC       NJ                        07/31/03

CIMA LABS INC                           DE                X       07/31/03

CITIGROUP GLOBAL MARKETS HOLDINGS INC   NY                X       07/25/03

CIVITAS BANKGROUP INC                   TN                    X   07/29/03

CLAIBORNE LIZ INC                       DE                X       07/31/03

CLARUS CORP                             DE            X   X       05/15/03

CLAYTON HOMES INC                       DE            X   X       07/30/03

COBIZ INC                               CO                X   X   07/31/03

COINSTAR INC                            DE                X       07/31/03

COMMERCESOUTH INC                       DE            X           07/31/03  AMEND

COMMERCIAL NATIONAL FINANCIAL CORP /M   MI                X   X   07/30/03

COMMUNITY FINANCIAL CORP /VA/           VA                X   X   07/30/03

CONE MILLS CORP                         NC                X   X   07/29/03

CONGOLEUM CORP                          DE            X   X       07/30/03

CONSTELLATION BRANDS INC                DE                X   X   07/30/03

CONSTELLATION ENERGY GROUP INC          MD                X       07/31/03

CONVERA CORP                            DE            X           07/28/03

CORAUTUS GENETICS INC                   DE            X   X       07/30/03

CORAUTUS GENETICS INC                   DE                X   X   07/30/03

CORIXA CORP                             DE                X       07/31/03

CORNELL COMPANIES INC                   DE                X       07/31/03

CORPORATE OFFICE PROPERTIES TRUST       MD                X       07/30/03

CORPORATE OFFICE PROPERTIES TRUST       MD                X       07/30/03  AMEND

COVAD COMMUNICATIONS GROUP INC          DE                X       07/31/03

CREDIT SUISSE FIRST BOSTON MORTGAGE S   DE            X           07/31/03

CREDIT SUISSE FIRST BOSTON MORTGAGE S   DE            X           07/31/03

CREDIT SUISSE FIST BOSTON HOME EQUITY   DE            X   X       07/25/03

CROMPTON CORP                           DE            X   X       07/31/03

CSFB MORTGAGE SEC CORP HOME EQ MORT P   DE            X   X       07/25/03

CSFB MORTGAGE-BACKED PASS-THROUGH CER   DE            X   X       07/25/03

CSFB SEC CORP CSFB MORT BACKED PASS T   DE            X   X       07/25/03

CSP INC /MA/                            MA                        07/31/03

CURATIVE HEALTH SERVICES INC            MN                        06/30/03

CURTISS WRIGHT CORP                     DE                X       07/30/03

CWABS INC                               DE            X   X       07/31/03

CWABS INC                               DE            X   X       07/21/03

CWABS INC                               DE            X   X       07/31/03

CWMBS INC                               DE                X       07/31/03

CWMBS INC                               DE                X       07/31/03

CWMBS INC                               DE                X       07/31/03

CWMBS INC                               DE                X       07/31/03

DAISYTEK INTERNATIONAL CORPORATION /D   DE            X   X       07/23/03

DATA I/O CORP                           WA                        07/30/03

DATAKEY INC                             MN                X       07/31/03

DATASCOPE CORP                          DE                        07/30/03

DAVE & BUSTERS INC                      MO                X   X   07/30/03

DELCO REMY INTERNATIONAL INC            DE                X   X   07/30/03

DELTA FINANCIAL CORP                    DE                X       07/31/03

DELTIC TIMBER CORP                      DE                X       07/30/03

DENBURY RESOURCES INC                   DE                X   X   07/31/03

DEPARTMENT 56 INC                       DE            X   X       07/31/03

DIAMONDCLUSTER INTERNATIONAL INC        DE                X   X   07/31/03

DNB FINANCIAL CORP /PA/                 PA                X   X   07/31/03

DOANE PET CARE CO                       DE                    X   07/30/03

DOCUMENT SCIENCES CORP                  DE                X       07/30/03

DURA AUTOMOTIVE SYSTEMS INC             DE                X       04/24/03

E LOAN INC                              DE                    X   07/24/03

EDISON CONTROLS CORP                    NJ                X   X   07/31/03

EDUCATION CAPITAL I LLC                 DE            X   X       07/17/03

EDUCATION FUNDING CAPITAL TRUST I                     X   X       07/16/03

EFC BANCORP INC                         DE                X       07/31/03

ELOYALTY CORP                           DE                X       07/31/03

ENBRIDGE ENERGY PARTNERS LP             DE            X   X       07/31/03

ENERGIZER HOLDINGS INC                  MO    X                   07/30/03

ENERGY WEST INC                         MT            X   X       07/31/03

ENTERPRISE PRODUCTS PARTNERS L P        DE            X           07/30/03

ENTREMED INC                            DE                X       07/30/03

EQUITY ONE INC                          MD                X   X   07/30/03

ESCO TECHNOLOGIES INC                   MO                    X   07/31/03

ETHAN ALLEN INTERIORS INC               DE                X   X   07/31/03

EVERGREEN RESOURCES INC                 CO                X       07/31/03

EVERGREEN SOLAR INC                     DE                        07/31/03

EVOLVING SYSTEMS INC                    DE                X       07/31/03

EXELON CORP                             PA                    X   07/31/03

EXPRESSJET HOLDINGS INC                 DE            X   X       07/30/03

EXTENDED SYSTEMS INC                    DE                X       07/28/03

EXXON MOBIL CORP                        NJ                    X   07/31/03

FELCOR LODGING TRUST INC                MD                        07/30/03

FIBERNET TELECOM GROUP INC\             DE            X   X       07/30/03

FIBERSTARS INC /CA/                     CA            X   X       07/30/03

FINISH LINE INC /DE/                    DE            X           07/31/03

FIRST BANKS INC                         MO                        07/31/03

FIRST CENTURY BANKSHARES INC            WV                X   X   07/30/03

FIRST NATIONAL CORP /VA/                VA                X       06/30/03

FIRST UNITED CORP/MD/                   MD            X   X       06/25/03

FIRSTFED AMERICA BANCORP INC            DE                X   X   07/31/03

FLEETBOSTON FINANCIAL CORP              RI            X   X       07/24/03

FLEETWOOD ENTERPRISES INC/DE/           DE                X       07/31/03

FLEXIINTERNATIONAL SOFTWARE INC/CT      DE                X   X   06/30/03

FMS FINANCIAL CORP                      NJ                X       07/22/03

FREMONT GENERAL CORP                    NV                        07/31/03

FRONTIER OIL CORP /NEW/                 WY                X       07/30/03

FULL HOUSE RESORTS INC                  DE            X   X       07/29/03

GALEY & LORD INC                        DE            X   X       07/25/03

GARTNER INC                             DE                X   X   07/31/03

GAYLORD ENTERTAINMENT CO /DE            DE                X       07/31/03

GEN PROBE INC                           DE                X       07/31/03

GENE LOGIC INC                          DE                X       04/01/03  AMEND

GENENCOR INTERNATIONAL INC              DE                X       07/31/03

GENERAL COMMUNICATION INC               AK                X       07/30/03

GENUITY INC                             DE                X   X   07/31/03

GENUS INC                               CA                X   X   07/30/03

GENVEC INC                              DE                X       07/31/03

GEO SPECIALTY CHEMICALS INC             OH                    X   07/30/03

GEORGIA GULF CORP /DE/                  DE                X   X   07/31/03

GILEAD SCIENCES INC                     DE                X   X   07/31/03

GLIMCHER REALTY TRUST                   MD            X   X       07/30/03

GMAC EDUCATION LOAN FUNDING TRUST I     DE            X   X       07/15/03

GREAT AMERICAN FINANCIAL RESOURCES IN   DE                X       06/30/03

GREAT WEST LIFE & ANNUITY INSURANCE C   CO                    X   07/30/03

GREATER ATLANTIC FINANCIAL CORP         DE                X       07/31/03

GREEN MOUNTAIN COFFEE ROASTERS INC      DE                    X   07/31/03

GREY WOLF INC                           TX                X       07/30/03

GROUP 1 AUTOMOTIVE INC                  DE            X   X       07/31/03

GROUP 1 AUTOMOTIVE INC                  DE                X       07/31/03

GS MORTGAGE SECURITIES CORP             DE            X   X       07/29/03

GULFMARK OFFSHORE INC                   DE                    X   07/30/03

GWL&A FINANCIAL INC                     DE                    X   07/30/03

HAWTHORNE FINANCIAL CORP                CA                X   X   07/24/03

HECLA MINING CO/DE/                     DE                    X   07/31/03

HEICO CORP                              FL                X       07/17/03

HEIDRICK & STRUGGLES INTERNATIONAL IN   DE                X       07/31/03

HERITAGE FINANCIAL HOLDING                          X     X       07/09/03  AMEND

HFC REVOLVING CORP  HOUSEHOLD HOME EQ   DE                X       07/21/03

HFC REVOLVING CORP HOUSEHOLD HOME EQU   DE                X       07/21/02

HOME CITY FINANCIAL CORP                OH                        07/25/03

HOME EQUITY MORTGAGE PASS THROUGH CER   DE            X   X       07/25/03

HORIZON PCS INC                         DE            X           07/31/03

HOUSEHOLD HOME EQUITY LOAN TRUST 1999   DE                X       07/21/03

HOUSEHOLD HOME EQUITY LOAN TRUST 2002                     X       07/21/03

HOUSEHOLD HOME EQUITY LOAN TRUST 2002   DE                X       07/21/03

HOUSEHOLD MORTGAGE LOAN TRUST 2003-HC   DE                X       07/21/03

HOUSEHOLD REVOLVING HOME EQUITY LOAN    DE                X       07/21/03

HOUSEHOLD REVOLVING HOME EQUITY LOAN    DE                X       07/21/03

HUB INTERNATIONAL LTD                                             07/31/03

HUDSON HIGHLAND GROUP INC               DE                X       07/29/03

IASIS HEALTHCARE CORP                   DE                X       07/30/03

ICOA INC                                NV            X   X       07/31/03

IDEC PHARMACEUTICALS CORP / DE          DE            X   X       06/19/03

IGATE CORP                              PA                X   X   07/31/03

IMAGISTICS INTERNATIONAL INC            DE                X       07/30/03

IMAX CORP                               A6                X       07/31/03

IMC GLOBAL INC                          DE                X       07/24/03

IMMUNOGEN INC                           MA            X   X       07/31/03

IMPAC SECURED ASSETS CORP               CA      X     X   X       07/29/03

IMPAC SECURED ASSETS CORP               CA                X       07/31/03

IMPAX LABORATORIES INC                  DE            X   X       07/29/03

INDEPENDENCE HOLDING CO                 DE                        06/30/03

INDUS INTERNATIONAL INC                 DE            X           07/29/03

INDUSTRIAL DISTRIBUTION GROUP INC       DE                X       07/31/03

INDYMAC ABS INC HM EQ MORT LN ASSET B   DE            X   X       06/28/01

INDYMAC INC HOME EQ MORT LOAN AS-BCK    DE            X   X       02/28/01

INFOSPACE INC                           DE                X       07/30/03

INSIGHTFUL CORP                         DE                X   X   07/31/03

INSMED INC                              VA                X       07/31/03

INSPIRE PHARMACEUTICALS INC             DE            X           07/31/03

INTEGRA LIFESCIENCES HOLDINGS CORP      DE                X       07/31/03

INTEREP NATIONAL RADIO SALES INC        NY                X       07/31/03

INTERGRAPH CORP                         DE                        07/31/03

INTERNATIONAL RECTIFIER CORP /DE/       DE                    X   07/31/03

INVERESK RESEARCH GROUP INC             DE      X         X       07/29/03

IRON MOUNTAIN INC/PA                    PA                X       07/31/03

IRON MOUNTAIN INC/PA                    PA      X                 07/16/03

IT GROUP INC                            DE            X   X       07/28/03

JMAR TECHNOLOGIES INC                   DE      X         X       07/18/03

JONES LANG LASALLE INC                  MD                X   X   07/30/03

JORGENSEN EARLE M CO /DE/               DE                X       07/30/03

K&F INDUSTRIES INC                      DE                X       07/31/03

KOS PHARMACEUTICALS INC                 FL                X   X   07/31/03

KROLL INC                               DE            X   X   X   07/31/03

LA QUINTA CORP                          DE                X   X   07/31/03

LANDMARK BANCORP INC                    DE                X       07/31/03

LEAP WIRELESS INTERNATIONAL INC         DE                X   X   07/21/03

LEE SARA CORP                           MD                X       07/31/03

LEHMAN ABS CORP KRAFT FOODS NOTE BACK   DE            X   X       07/24/03

LEXENT INC                              DE                X       07/28/03

LEXICON GENETICS INC/TX                 DE                X       07/31/03

LEXINGTON PRECISION CORP                DE            X   X       07/31/03

LIFETIME HOAN CORP                      DE                X       06/30/03

LIN TV CORP                             DE                    X   07/29/03

LINDSAY MANUFACTURING CO                DE            X   X       07/29/03

LIQUIDMETAL TECHNOLOGIES                                  X       07/31/03

LNB BANCORP INC                         OH                    X   07/31/03

LSB FINANCIAL CORP                      IN                X   X   07/30/03

LTC PROPERTIES INC                      MD                X   X   07/30/03

LYDALL INC /DE/                         DE                X   X   07/31/03

MADISON RIVER CAPITAL LLC               DE            X   X       07/31/03

MAGMA DESIGN AUTOMATION INC             DE                X       07/29/03

MAIN STREET BANKS INC /NEW/             GA                X   X   07/31/03

MARITRANS INC /DE/                      DE                X       07/30/03

MARITRANS INC /DE/                      DE                X       07/30/03  AMEND

MASSEY ENERGY CO                        DE                X   X   07/30/03

MAXWELL TECHNOLOGIES INC                DE                X       07/31/03

MCGRATH RENTCORP                        CA                        07/30/03

MEDALLION FINANCIAL CORP                DE            X   X       07/31/03

MEDICAL ACTION INDUSTRIES INC           DE                X       07/31/03

MEDIFAST INC                            DE            X           07/31/03

MEDSOURCE TECHNOLOGIES INC                                X   X   07/31/03

MENTOR GRAPHICS CORP                    OR            X   X       07/31/03

MERCURY COMPUTER SYSTEMS INC            MA                X       07/31/03

MERIDIAN BIOSCIENCE INC                 OH                X       07/24/03

MERISEL INC /DE/                        DE        X       X       06/30/03

MERRILL LYNCH DEPOSITOR INC PPLUS TRU   DE            X   X       07/30/03

MERRILL LYNCH DEPOSITOR INC PPLUS TRU   DE            X   X       07/30/03

METHODE ELECTRONICS INC                 DE            X   X       07/30/03

METLIFE INC                             DE                X   X   07/30/03

MIDDLESEX WATER CO                      NJ            X           07/30/03

MIDDLESEX WATER CO                      NJ            X           07/30/03

MIIX GROUP INC                          DE                X       07/30/03

MILASTAR CORP                           DE            X           07/29/03

MOA HOSPITALITY INC                     DE        X               07/10/03

MOBILE NATION INC                       NV            X           07/30/03  AMEND

MOHEGAN TRIBAL GAMING AUTHORITY                           X       07/31/03

MONARCH CASINO & RESORT INC             NV                    X   07/29/03

MONDAVI ROBERT CORP                     CA            X           07/31/03

MONSANTO CO /NEW/                       DE                X   X   07/31/03

MORGAN STANLEY DEAN WITTER CAPITAL I    DE            X   X       07/28/03

MORTGAGE ASSET SECURITIZATION TRANSAC   DE            X           07/31/03

MORTGAGE LOAN ASSET-BACKED CERTIFICAT   DE            X   X       07/25/03

MTR GAMING GROUP INC                    DE                X       07/31/03

N2H2 INC                                WA                X       07/31/03

NANOGEN INC                             DE                        07/31/03

NASHUA CORP                             MA                    X   07/30/03

NATIONAL FUEL GAS CO                    NJ                X       06/30/03

NATIONAL SEMICONDUCTOR CORP             DE            X   X       07/30/03

NAVISITE INC                            DE      X         X       05/16/03  AMEND

NDCHEALTH CORP                          DE      X         X       07/31/03

NEKTAR THERAPEUTICS                     DE            X   X       07/30/03

NETRATINGS INC                          DE                X       07/31/03

NEW MEDIA INC                           DE      X                 07/30/03

NEW MEDIA INC                           DE      X                 07/31/03

NEWELL RUBBERMAID INC                   DE                X   X   07/31/03

NEWMONT MINING CORP /DE/                DE                X       07/31/03

NEXTERA ENTERPRISES INC                 DE            X   X       07/17/03

NL INDUSTRIES INC                       NJ                X   X   07/30/03

NOBILITY HOMES INC                      FL          X     X       07/31/03  AMEND

NORTHEAST BANCORP /ME/                  ME                X   X   06/30/03

NORTHEAST INDIANA BANCORP INC           DE                X   X   07/30/03

NORTHWAY FINANCIAL INC                  NH                X   X   07/29/03

NOVEN PHARMACEUTICALS INC               DE                X       07/31/03

NOVOSTE CORP /FL/                       FL                X   X   07/24/03

NUI CORP /NJ/                           NJ                X       07/31/03

OFFICE DEPOT INC                        DE      X         X       06/02/03  AMEND

OLYMPIC STEEL INC                       OH                X       07/31/03

OMNICARE INC                            DE                X       07/31/03

ON TECHNOLOGY CORP                      DE                X       07/31/03

OPLINK COMMUNICATIONS INC               DE                        07/31/03

OPTICAL COMMUNICATION PRODUCTS INC      DE            X   X       07/28/03

OVERSTOCK COM INC                       UT                        07/31/03

PAC-WEST TELECOMM INC                                         X   07/30/03

PAC-WEST TELECOMM INC                                         X   07/30/03

PACIFIC ENERGY PARTNERS LP                                X   X   07/30/03

PACIFICARE HEALTH SYSTEMS INC /DE/      DE                X   X   07/31/03

PACKETPORT COM                          NV      X         X       05/16/03  AMEND

PANTRY INC                              DE                X       07/24/03

PARAMCO FINANCIAL GROUP INC             NV      X         X       07/25/03

PARK OHIO HOLDINGS CORP                 OH                X       07/30/03

PARLEX CORP                             MA            X   X       07/28/03

PATINA OIL & GAS CORP                   DE                X       07/30/03

PEOPLES ENERGY CORP                     IL            X           07/31/03

PEP BOYS MANNY MOE & JACK               PA            X   X       07/31/03

PHELPS DODGE CORP                       NY            X           07/31/03

PHOENIX COMPANIES INC/DE                DE                        07/31/03

PHOSPHATE RESOURCE PARTNERS LIMITED P   DE                X       07/24/03

PIONEER DRILLING CO                     TX            X   X       07/30/03

PITTSBURGH FINANCIAL CORP               PA                X       07/30/03

PMI GROUP INC                           DE                    X   07/31/03

POLYONE CORP                                              X       07/29/03

POLYONE CORP                                              X       07/29/03

POWER ONE INC                           DE                        07/31/03

PREMIER FINANCIAL BANCORP INC           KY            X   X       07/31/03

PREMIERWEST BANCORP                     OR            X           07/31/03

PRIME HOSPITALITY CORP                  DE                X       07/31/03

PRIMEDIA INC                            DE                X       07/31/03

PROCTER & GAMBLE CO                     OH                    X   06/30/03

PROVIDENT FINANCIAL HOLDINGS INC        DE            X   X       07/31/03

PROVIDENT FINANCIAL SERVICES INC        DE            X   X       07/30/03

PSB BANCORP INC                         PA                X       07/31/03

PSS WORLD MEDICAL INC                   FL                        06/30/03

PTEK HOLDINGS INC                       GA                        07/30/03

QUESTAR CORP                            UT                        06/30/03

RADYNE COMSTREAM INC                    NY                X   X   06/30/03

RAPID BIO TESTS CORP                    NV    X                   07/28/03

READERS DIGEST ASSOCIATION INC          DE                X   X   06/30/03  AMEND

REGISTER COM INC                        DE                X       07/31/03

REPLIGEN CORP                           DE                        07/31/03

RESIDENTIAL ACCREDIT LOANS INC          DE            X   X       07/25/03

RESIDENTIAL ASSET MORTGAGE PROD INC G   DE            X   X       07/25/03

RESIDENTIAL ASSET MORTGAGE PRODUCTS I   DE            X   X       07/25/03

RESIDENTIAL ASSET SECURITIES CORP       DE            X   X       07/25/03

RESIDENTIAL FUNDING MORTGAGE SECURITI   DE            X   X       07/25/03

RESIDENTIAL FUNDING MORTGAGE SECURITI   DE            X   X       07/25/03

REUNION INDUSTRIES INC                  DE          X             07/21/03  AMEND

REVLON INC /DE/                         DE                        07/31/03

RIBAPHARM INC                                             X       07/31/03

RITA MEDICAL SYSTEMS INC                DE                    X   07/31/03

RMH TELESERVICES INC                    PA                X       07/30/03

ROCKFORD CORP                           AZ                X       07/31/03

ROSE HILLS CO                           DE            X           07/28/03

ROXIO INC                               DE                X       07/31/03

RUSS BERRIE & CO INC                    NJ                X       07/30/03

RUSSELL CORP                            AL                X       07/31/03

SABRE HOLDINGS CORP                     DE                    X   07/31/03

SAKS CREDIT CARD MASTER TRUST           NV                X       07/15/03

SALOMON BROTHERS MORTGAGE SECURITIES    DE                X       07/30/03

SAMSONITE CORP/FL                       DE            X   X       07/31/03

SAUER DANFOSS INC                       DE                X   X   07/30/03

SAVVIS COMMUNICATIONS CORP              DE            X   X       07/31/03

SCHWEITZER MAUDUIT INTERNATIONAL INC    DE                X   X   07/31/03

SCOTTS COMPANY                          OH                X       07/31/03

SDC INTERNATIONAL INC \DE\              DE            X   X       07/31/03

SEABULK INTERNATIONAL INC               DE            X           07/30/03

SEACOR SMIT INC                         DE                X       07/24/03

SELECTICA INC                           DE                X       07/31/03

SEMINIS INC                             IL                X       07/28/03

SENIOR HOUSING PROPERTIES TRUST         MD                X       07/30/03

SHIRE PHARMACEUTICALS GROUP PLC                           X       07/31/03

SHOPSMITH INC                           OH                        07/30/03

SI TECHNOLOGIES INC                     DE          X             07/16/03  AMEND

SILGAN HOLDINGS INC                     DE            X           07/30/03

SIMON PROPERTY GROUP INC /DE/           DE                X   X   07/31/03

SIRNA THERAPEUTICS INC                  CO            X   X       07/30/03

SLM FUNDING LLC                         DE            X   X       07/25/03

SONIC AUTOMOTIVE INC                    DE                    X   07/31/03

SONOSITE INC                                              X       07/31/03

SOUTHWALL TECHNOLOGIES INC /DE/         DE                X       07/31/03

SOVEREIGN SPECIALTY CHEMICALS INC       DE                X       07/31/03

SPARTAN MOTORS INC                      MI                X       07/31/03

SPORT CHALET INC                        DE                X       07/29/03

SPORTS CLUB CO INC                      DE            X   X   X   07/30/03

SPS TECHNOLOGIES INC                    PA                        06/30/03

SPSS INC                                DE                X       07/29/03

STANFIELD EDUCATIONAL ALTERNATIVES IN   FL            X           07/30/03

STEINER LEISURE LTD                     C5                X       06/30/03

STORAGENETWORKS INC                     DE            X   X       07/31/03

STRUCTURED ASSET MORTGAGE INVESTMENTS   DE                X       07/31/03

STRUCTURED ASSET MORTGAGE INVESTMENTS   DE            X   X       07/29/03

STRUCTURED ASSET MORTGAGE INVESTMENTS   DE            X   X       07/31/03

STRUCTURED ASSET MORTGAGE INVESTMENTS   DE            X           07/21/03

STRUCTURED ASSET SEC CORP MORT PASS T   DE            X   X       07/25/03

STRUCTURED ASSET SEC CORP MORT PASS T   DE            X   X       07/25/03

STRUCTURED ASSET SEC CORP MORT PASS T   DE            X   X       07/25/03

STRUCTURED ASSET SEC CORP MORT PASS T   DE            X   X       07/25/03

STRUCTURED ASSET SECURITIES CORP        DE            X           07/25/03

STRUCTURED ASSET SECURITIES CORP        DE            X           07/28/03

STRUCTURED ASSET SECURITIES CORP        DE            X           07/30/03

STRUCTURED ASSET SECURITIES CORP        DE            X           07/29/03

STRUCTURED ASSET SECURITIES CORP MORT   DE            X   X       07/25/03

SUMMIT FINANCIAL GROUP INC              WV                X   X   07/29/03

SUN HYDRAULICS CORP                     FL            X   X       07/30/03

SUNAIR ELECTRONICS INC                  FL                X       07/30/03

SUPERIOR GALLERIES INC                  DE            X           07/24/03

SUPREME INDUSTRIES INC                  DE            X           06/28/03

SWS GROUP INC                           DE                        07/30/03

SYNAPTICS INC                           CA                        07/31/03

SYNTHETECH INC                          OR                        07/31/03

SYSTEMONE TECHNOLOGIES INC              FL            X   X       07/30/03

TALX CORP                               MO                    X   07/30/03

TARGETED GENETICS CORP /WA/             WA                X       07/31/03

TASTY BAKING CO                         PA            X   X   X   07/30/03

TERAYON COMMUNICATION SYSTEMS           DE                X       07/30/03

TERRA INDUSTRIES INC                    MD                X       07/31/03

TERRA NITROGEN CO L P /DE               DE                X       07/31/03

TESORO PETROLEUM CORP /NEW/             DE                X       07/31/03

TIDEWATER INC                           DE            X           07/31/03

TRANS CONTINENTAL ENTERTAINMENT GROUP   DE            X   X       07/30/03

TRANSPRO INC                            DE                X       07/30/03

TUT SYSTEMS INC                         DE                        07/30/03

TVIA INC                                DE                X   X   07/29/03

TXU CORP /TX/                           TX            X           07/30/03

TXU CORP /TX/                           TX                X       07/31/03

U S PHYSICAL THERAPY INC /NV            NV                X       07/31/03

UFP TECHNOLOGIES INC                    DE                X       07/29/03

UNI MARTS INC                           DE                X       07/03/03

UNISOURCE ENERGY CORP                   AZ                X       07/30/03

UNITED ONLINE INC                       DE                X       07/31/03

UNITED STATES LIME & MINERALS INC       TX                X       07/29/03

UNOCAL CORP                             DE            X           07/29/03

USEC INC                                DE                        07/30/03

USI HOLDINGS CORP                       DE                X       07/30/03

VASCULAR SOLUTIONS INC                  DE                X   X   07/15/03

VENTURES NATIONAL INC                   UT            X   X       07/31/03

VERTICALNET INC                         PA            X   X   X   07/30/03

VIALINK CO                              DE            X           07/31/03

VIALINK CO                              DE            X           07/31/03

VICAL INC                               DE                    X   07/31/03

VIROPHARMA INC                          DE            X   X       07/30/03

VISHAY INTERTECHNOLOGY INC              DE                    X   07/30/03

VSE CORP                                DE                X       06/30/03

W-H ENERGY SERVICES INC                 TX                X       07/31/03

WABASH NATIONAL CORP /DE                DE            X   X       07/30/03

WALT DISNEY CO/                         DE            X           07/31/03

WALTER INDUSTRIES INC /NEW/             DE                    X   07/29/03

WASHINGTON POST CO                      DE                X       07/31/03

WCI COMMUNITIES INC                                   X   X       07/30/03

WESTCOAST HOSPITALITY CORP              WA            X           07/31/03

WGL HOLDINGS INC                        VA                        07/30/03

WILLIAMS CONTROLS INC                   DE                X       07/31/03

WILLIAMS SCOTSMAN INC                   MD            X   X       06/30/03

WILLOW GROVE BANCORP INC/NEW            PA                X       07/29/03

WISCONSIN ENERGY CORP                   WI                X       07/31/03

WORLDWIDE WIRELESS NETWORKS INC         NV        X       X       07/30/03

ZOOM TECHNOLOGIES INC                   DE                        06/30/03