Why would I get a 4039 Error with a data exception?

 USER COMPLETION CODE=4039 REASON CODE=00000000                       
TIME=10.20.19  SEQ=00394  CPU=0000  ASID=0077                         
PSW AT TIME OF ERROR  078D1000   880550D6  ILC 2  INTC 0D             
  ACTIVE LOAD MODULE           ADDRESS=07F411E0  OFFSET=00113EF6      
  NAME=CEEPLPKA                                                       
  DATA AT PSW  080550D0 - 00181610  0A0D58D0  D00498EC                
  AR/GR 0: 80D1EC28/84000000   1: 00000000/84000FC7                   
        2: 00000000/0817FFC8   3: 00000000/00060007                   
        4: 00000000/0817FFC8   5: 00000000/00000718                   
        6: 00000000/07F3C888   7: 00000000/00000010                   
        8: 00000000/87FD3B48   9: 00000000/08180717                   
        A: 00000000/0817FB5C   B: 00000000/08055000                   
        C: 00000000/07F3FD80   D: 00000000/081822B0                   
        E: 00000000/87FD3C88   F: 00000000/00000000                   
END OF SYMPTOM DUMP                                                   


This job has been running fine, but it abended twice - on close but not
the same input records with SOC-7 and 4039.  Looking at the dump, I see
the SOC-7 easily, but I'm trying to figure out why the old program is
trying to process the header record as a data record.   (one abort was
with the 2nd header record, the other was with the 1st header record). 

Normally SOC-7 is a trivial problem, especially since I see the error
and know it isn't something like a table overflow into program memory.
But I'm puzzled by the 4039.    Maybe I should have them run it with
SSRANGE checking, or do a tape to tape copy of the input file first.

At any rate, I'm poring through the code trying to find out why it is
processing the header record.

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