SEC NEWS DIGEST Issue 2003-224 November 25, 2003 COMMISSION ANNOUNCEMENTS Joint Release The Office of the Comptroller of the Currency The Office of the New York State Attorney General The Securities and Exchange Commission The U.S. Department of Labor FEDERAL AND STATE AGENCIES ANNOUNCE ACTIONS AGAINST SECURITY TRUST COMPANY; PHOENIX BANK WILL UNDERGO ORDERLY DISSOLUTION AND CLOSE BY MARCH 31, 2004 The Office of the Comptroller of the Currency, the Securities and Exchange Commission, and the New York Attorney General today jointly announced a series of actions against Phoenix, Arizona-based Security Trust Company, N.A. (STC) and three former executives, arising from their participation in mutual fund late trading and market timing schemes. The NYAG announced criminal actions against STC's former chief executive officer, Grant D. Seeger; its former president, William A. Kenyon; and its former senior vice president for corporate services, Nicole McDermott. The SEC announced the filing of civil fraud charges against STC, Seeger, Kenyon, and McDermott. The OCC announced that STC will begin a process that will result in an orderly dissolution of the bank by March, 31, 2004. An order signed today by the OCC, which is the bank's primary regulator, requires the bank to take steps to ensure that the trust accounts and investment plans it administers experience the minimum disruption possible. The OCC also took an enforcement action against STC last month requiring the bank's controlling shareholder, Capital Management Investors Holdings, Inc. (CMIH), Chicago, Illinois, to provide a substantial capital infusion and make a general pledge of its assets that ensures the bank will have sufficient funds available for an orderly dissolution. The Labor Department's Employee Benefits Security Administration, which enforces provisions of the Employee Retirement Income Security Act that are designed to protect retirement and employee benefit plans, also participated in the OCC investigation. . An investigation by the New York Attorney General's office implicated Security Trust in certain improper and illegal activities, including late trading and market timing, and triggered an investigation by the other agencies. "I want to thank the OCC, SEC and Labor Department for their excellent assistance and cooperation on this case," said New York Attorney General Eliot Spitzer. "Coordination by regulators is imperative in ensuring that individuals and corporations are held accountable for misdeeds, and this case shows how that can be accomplished." "This action is an impressive example of cooperation between state and federal government agencies," said Comptroller of the Currency John D. Hawke, Jr. "Everyone involved displayed a high degree of professionalism and dedication, and acted in the best interests of the American people." "Financial intermediaries who illegally permit their customers to trade mutual fund shares at the expense of long-term investors violate the securities laws and will be held accountable," said Stephen M. Cutler, Director of the SEC's Division of Enforcement. "Today's important action was a product of swift investigation and effective cooperation by federal and state agencies alike." (Press Rel. 2003-165) ENFORCEMENT PROCEEDINGS IN THE MATTER OF GEORGE FAHEY On November 24, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934 and Section 203(f) of the Investment Advisers Act of 1940, Making Findings, and Imposing Remedial Sanctions (Order) against George F. Fahey. The Order finds that on Oct. 23, 2003, the U.S. District Court for the Western District of Texas entered a final judgment by consent against Fahey, which permanently enjoined him from future violations of 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 aiding and abetting violations of Sections 206(1) and 206(2) of the Investment Advisers Act. The Commission's complaint in that matter alleged that Fahey, former president of InverWorld, Inc. and InverWorld Securities, Inc., managed approximately $433 million of investor funds. At Fahey's direction, InverWorld misrepresented the true value of client investments in monthly account statements and disguised the nature of InverWorld's investment activities. The Order further finds that on Dec. 14, 2001, Fahey pleaded guilty to investment adviser fraud and conspiracy to launder money, and has been sentenced to 84 months imprisonment and ordered to pay criminal restitution of $139 million. Without admitting or denying the Commission's findings, except the entry of the injunction and the criminal conviction, Fahey agreed to be barred from association with any broker, dealer or investment adviser. (Rel. 34-48830; IA-2196; File No. 3-11344) SEC CHARGES SECURITY TRUST COMPANY, N.A. AND THREE FORMER EXECUTIVES FOR FACILITATING FRAUDULENT MUTUAL FUND LATE TRADING AND MARKET TIMING SCHEMES The Commission today announced civil fraud charges against Phoenix, Arizona-based Security Trust Company, N.A. (STC) and its former chief executive officer, president, and senior vice president, for facilitating and participating in fraudulent mutual fund late trading and market timing schemes by a group of related hedge funds. The Commisson's action was brought contemporaneously with related actions by the New York Attorney General and the Office of the Comptroller of the Currency, with whom the Commission has coordinated its efforts in this matter. The Commission also acknowledges the cooperation of the U.S. Department of Labor, Employee Benefits Security Administration. The Commission's complaint charges STC, an uninsured national banking association that, among other services, effects mutual fund trades for participants in retirement plans and processes data regarding those trades for the plans' third party administrators (TPAs); STC's former chief executive officer, Grant D. Seeger, age 40, of Phoenix, Arizona; its former president, William A. Kenyon, age 57, of Phoenix, Arizona; and its former senior vice president for corporate services, Nicole McDermott, age 34, who resides near Phoenix, Arizona. The Commission's action, filed this morning in United States District Court in Phoenix, alleges the following: ??Late Trading: "Late trading" refers to the practice of placing orders to buy or sell mutual fund shares after market close at 4:00 p.m. EST, but at the mutual fund's net asset value (NAV), or price, determined at the market close. Late trading enables the trader to profit from market events that occur after 4:00 p.m. EST but that are not reflected in that day's price. From May 2000 to July 2003, STC facilitated hundreds of mutual fund trades in nearly 400 different mutual funds by several hedge funds controlled by Edward J. Stern, known as the Canary Capital funds. Approximately 99% of these trades were transmitted to STC after the 4:00 p.m. EST market close; 82% of the trades were sent to STC between 6:00 p.m. and 9:00 p.m. EST. The hedge funds' late trading was effected by STC through its electronic trading platform, which was designed primarily for processing trades by TPAs for retirement plans. At the direction of Seeger and McDermott, STC repeatedly misrepresented to mutual funds that the hedge funds were a retirement plan account, even though STC, Seeger, Kenyon, and McDermott knew that the hedge funds were not a TPA or a retirement plan account. Mutual funds expected that retirement plans and their TPAs required several hours after the market closed to process trades submitted by plan participants before market close. In contrast, the hedge funds had no such business purpose for submitting their own trades as late as five hours after market close. ??Market Timing: "Market timing" refers to the practice of short term buying and selling of mutual fund shares in order to exploit inefficiencies in mutual fund pricing. During its three-year relationship with the Canary hedge funds, STC and the other defendants employed various methods to attempt to conceal the hedge funds' market timing activities from mutual funds, including the following: * "Shotgun" method -- STC employees opened accounts for the Canary hedge funds with numerous mutual funds to be traded through STC. The hedge funds then effected trades through these accounts to determine which funds would not detect or actively police timing. * "Omnibus" method -- STC opened five omnibus accounts for the Canary hedge funds at STC through which the hedge funds' trades were rotated in an attempt to evade detection by the mutual funds. * "Taxpayer ID" method -- STC opened mirror accounts for the five omnibus accounts using STC's taxpayer identification number. This approach sought to impede efforts by mutual fund companies to detect market timers by their tax ID numbers. * "Piggybacking" method -- Devised by Seeger and implemented by McDermott, this method involved STC setting up a sub-account within the account of one of STC's TPA clients and attaching the Canary hedge funds' mutual fund trades to the trades of this client without its knowledge. The mutual funds that the hedge funds traded through piggybacking had previously rejected the hedge funds for market timing, and the hedge funds hoped they could continue to trade these funds under the name of another STC client. The Commission's complaint alleges that STC had a compensation arrangement with the hedge funds that included as large as a 1% custodial fee (STC charged most of its TPA clients a custodial fee of just .10%) and a 4% profit sharing arrangement with respect to most of the hedge funds' trades. STC received approximately $5.8 million in direct compensation from the hedge funds. STC, Seeger, Kenyon, and McDermott are charged with violating 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. STC is also charged with violating Rule 22c-1, promulgated under Section 22(c) of the Investment Company Act of 1940. This provision prohibits the purchase or sale of mutual fund shares except at a price based on the current NAV of such shares that is next calculated after receipt of a buy or sell order. Seeger is also charged with violating Section 37 of the Investment Company Act, which prohibits stealing the assets of a registered investment company. The Commission is seeking an accounting, disgorgement, and penalties from all of the defendants and a judgment of permanent injunction against Seeger, Kenyon, and McDermott. [SEC v. Security Trust Company, N.A., Grant D. Seeger, William A. Kenyon and Nicole McDermott, USDC for the District of Arizona, Civil Action No. CV 03-2323 PHX JWS] (LR-18479; Press Rels. 2003-164 and 2003-165) INVESTMENT COMPANY ACT RELEASES FIRST TRUST PORTFOLIOS L.P., ET AL. A notice has been issued giving interested persons until Dec. 16, 2003, to request a hearing on an application filed by First Trust Portfolios, L.P. and FT Series for an order under Section 6(c) of the Investment Company Act for an exemption from Sections 12(d)(1)(A), (B), and (C) of the Act and under Sections 6(c) and 17(b) of the Act for an exemption from Section 17(a) of the Act. The order would permit certain registered unit investment trusts to acquire shares of registered management investment companies and unit investment trusts both within and outside the same group of investment companies. (Rel. IC-26261 - November 21) LEHMAN BROTHERS INC., ET AL. A notice has been issued giving interested persons until Dec. 19, 2003 to request a hearing on the application filed by applicants for a permanent order under Section 9(c) of the Act. On Oct. 31, 2003, the Commission issued a temporary order (Temporary Order) and notice of application for a permanent order (Original Notice) under Section 9(c) of the Act (IC-26241). This notice reflects that Neuberger Berman, LLC (Neuberger LLC) and Neuberger Berman Management Inc. (Neuberger Management, and together with Neuberger LLC, the Neuberger Applicants) were added as named applicants after the issuance of the Original Notice. The Temporary Order, which also applied to the Neuberger Applicants, remains effective as issued. (Rel. IC-26263 - November 24) HOLDING COMPANY ACT RELEASES GREAT PLAINS ENERGY INCORPORATED, ET AL. A notice has been issued giving interested persons until Dec. 15, 2003, to request a hearing on a proposal by Great Plains Energy Incorporated (GPE), a registered holding company under the Act; Kansas City Power & Light Company (KCPL), an electric utility company and a wholly owned subsidiary of GPE; Kansas City Power & Light Company Receivables Company, a nonutility subsidiary of KCPL; Great Plains Power Incorporated, a subsidiary company of GPE; and KLT, Inc., an intermediate holding company (Applicants). Applicants request authority for various financing transactions and an exemption from cost for services to exempt entities. In addition, specified subsidiaries request authority to pay dividends out of capital and unearned surplus, and GPE requests that the Commission reserve jurisdiction over KLT Investments II until December 31, 2005. (Rel. 35-27767) ENTERGY MISSISSIPPI, INC. A notice has been issued giving interested persons until Dec. 15, 2003, to request a hearing on a proposal by Entergy Mississippi, Inc. (Entergy Mississippi), a public utility subsidiary of Entergy Corporation, a registered public utility holding company under the Act. Entergy Mississippi seeks authorization and approval of the Commission with respect to its ongoing financing activities and the creation of specified types of new subsidiaries relating to those activities. (Rel. 35-27767) ENTERGY GULF STATES, INC. A notice has been issued giving interested persons until Dec. 15, 2003, to request a hearing on a proposal by Entergy Gulf States, Inc. (Entergy Gulf States), a public utility subsidiary of Entergy Corporation, a registered public utility holding company under the Act. Entergy Gulf States requests approval for a program of external financing and other related proposals for the period through March 31, 2007. (Rel. 35- 27767) AMEREN CORPORATION, ET AL. A notice has been issued giving interested persons until Dec. 15, 2003, to request a hearing on a proposal by Ameren Corporation (Ameren), a registered holding company, directly or through its nonutility subsidiaries, through Dec. 31, 2006: (1) to organize and acquire intermediate, financing and special purpose subsidiaries; (2) to transfer to Special Purpose Subsidiaries certain assets of Union Electric Development Corporation and CIPSCO Investment Company; (3) to issue guarantees in an aggregate principal amount at any one time outstanding not to exceed $ 300 million; (4) to sell goods and services to other nonutility subsidiaries, at other than cost; (5) to sell goods and services to customers both within and outside the United States; (6) to sell agency services to utility subsidiaries; (7) to invest in energy assets; (8) to pay dividends out of capital and unearned surplus; and (9) to engage in anticipatory interest-rate hedges. (Rel. 35-27767) OHIO VALLEY ELECTRIC CORPORATION A notice has been issued giving interested persons until Dec. 15, 2003, to request a hearing on a proposal by Ohio Valley Electric Corporation, a public utility subsidiary of American Electric Power Company, Inc., FirstEnergy Corp. and Allegheny Energy, Inc., each registered holding companies, to issue up to $200 million in short term indebtedness through the issuance and sale of notes to banks or other financial institutions from time-to-time through Dec. 31, 2006; provided that no note will mature later than June 30, 2007. (Rel. 35-27767) NISOURCE INC., ET AL. A notice has been issued giving interested persons until Dec. 15, 2003, to request a hearing on a proposal by NiSource Inc. (NiSource), a registered public-utility holding company under the Act, and its direct and indirect public-utility and nonutility subsidiaries to extend, restate and modify their current authorizations, under various Commission orders, to engage in external and intrasystem financing and related transactions during the period through Dec. 31, 2006. (Rel. 35- 27767) E.ON AG, ET AL. A notice has been issued giving interested persons until Dec. 15, 2003, to request a hearing on a proposal by E.ON AG (E.ON), a registered public-utility holding company under the Act, and Hibernia Industriewerte GmbH (Hibernia), a wholly owned nonutility subsidiary of E.ON, to permit (1) Hibernia, currently used to provide financing to all of the companies in the E.ON registered holding company system, to administer the E.ON Nonutility Money Pool, and (2) the interest rate paid to lenders to the pool to be set at market rates. (Rel. 35-27767) E.ON AG, ET AL. A notice has been issued giving interested persons until Dec. 15, 2003, to request a hearing on proposals by E.ON AG (E.ON), a registered holding company, E.ON US Investments Corp. (EUSIC), a registered holding company and LG&E Energy Corp. (LG&E Energy), an E.ON subsidiary and an exempt holding company (collectively, Applicants). Applicants request authority to reorganize LG&E Energy resulting in a change of organizational form from a Kentucky corporation to a Kentucky limited liability company. (Rel. 35-27767) SELF-REGULATORY ORGANIZATIONS APPROVAL OF PROPOSED RULE CHANGES The Commission approved a proposed rule change (SR-CSE-2003-10) submitted by The Cincinnati Stock Exchange to eliminate market order exposure requirements. Publication of the order in the Federal Register is expected during the week of November 24. (Rel. 34-48817) The Commission approved the proposed rule change (SR-Amex-2003-28), and granted accelerated approval to Amendment No. 3 thereto, filed by the Pacific Exchange relating to the elimination of the 10-second interval at which persons may enter Auto-Ex eligible orders for exchange-traded funds. Publication of the order is expected to in the Federal Register during the week of November 24. (Rel. 34-48818) The Commission approved a proposed rule change (SR-NASD-2003-134), and Amendment Nos. 1 and 2 thereto, submitted by the National Association of Securities Dealers, through its subsidiary, The Nasdaq Stock Market, Inc., to amend NASD Rule 4710 to allow Nasdaq National Market Execution System (SuperMontage) order entry firms to automatically internalize in SuperMontage. Publication of the order is expected to in the Federal Register during the week of November 24. (Rel. 34-48821) TEMPORARY APPROVAL OF A PROPOSED AMENDMENT TO THE PLAN FOR REPORTING OF CONSOLIDATED OPTIONS LAST SALE REPORTS AND QUOTATION INFORMATION The Options Price Reporting Authority filed, and the Commission approved on a temporary basis not to exceed 120 days, a proposed amendment to the Plan for Reporting of Consolidated Options Last Sale Reports and Quotation Information, and Amendments No. 1 and 2 thereto. The proposed amendment (SR-OPRA-2003-01) filed pursuant to Section 11A of the Securities Exchange Act of 1934 and Rule 11Aa3-2 thereunder will revise the manner in which OPRA engages in capacity planning and allocates its available system capacity among the parties to the Plan. Publication of the proposal is expected in the Federal Register during the week of November 24. (Rel. 34-48822) IMMEDIATE EFFECTIVENESS OF PROPOSED RULE CHANGE A proposed rule change filed by the National Association of Securities Dealers concerning late trade reports, reports of trades executed outside normal market hours, and clarifying NASD Rule 6420 (SR-NASD-2003- 154) 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 November 24. (Rel. 34-48823) 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 BOS BETTER ONLINE SOLUTIONS LTD, 625,000 ($1,909,375.00) Other, (File 333-110696 - Nov. 24) (BR. 03) S-8 WOLSELEY PLC, PARKVIEW 1220 ARLINGTON BUSINESS PARK, TEAL READING, UNITED KINGDOM, X0, R67 4FA, 441189298700 - 50,000,000 ($618,700,000.00) Other, (File 333-110702 - Nov. 24) (BR. 06) S-8 ITRON INC /WA/, 2818 N SULLIVAN RD, SPOKANE, WA, 99216, 5099249900 - 0 ($15,312,467.76) Equity, (File 333-110703 - Nov. 24) (BR. 37) S-8 AMARIN CORP PLC\UK, GEMINI HOUSE BARTHOLOMEWS WALK, CAMBRIDGESHIRE BUSINESS PARK, ELY CAMBRIDGESHIRE C, X0, 00000, 0 ($4,680,000.00) Equity, (File 333-110704 - Nov. 24) (BR. 01) S-8 INTERNATIONAL IMAGING SYSTEMS INC, 6689 NW 16TH TERRACE, --, FT. LAUDERDALE, FL, 33309, 954-978-9090 - 6,000,000 ($102,000.00) Equity, (File 333-110705 - Nov. 24) (BR. 02) S-8 EDUCATION MANAGEMENT CORPORATION, 4125620900 - 2,700,000 ($172,557,000.00) Equity, (File 333-110706 - Nov. 24) (BR. 08) S-8 DIGITAL INSIGHT CORP, 26025 MUREAU RD, CALABASAS, CA, 91302, 8188710000 - 675,000 ($13,007,250.00) Equity, (File 333-110707 - Nov. 24) (BR. 08) S-3 PATINA OIL & GAS CORP, 1625 BROADWAY, STE 2000, DENVER, CO, 80202, 3035928500 - 500,000 ($22,500,000.00) Equity, (File 333-110708 - Nov. 24) (BR. 04) S-8 NETSCREEN TECHNOLOGIES INC, 805 11TH AVENUE, BUILDING 3, SUNNYVALE, CA, 94089, (408) 543-2100 - 0 ($103,010,491.00) Equity, (File 333-110709 - Nov. 24) (BR. 03) S-3 CENTER BANCORP INC, 2455 MORRIS AVE, UNION, NJ, 07083, 9086889500 - 500,000 ($10,490,000.00) Equity, (File 333-110710 - Nov. 24) (BR. 07) S-8 ENERGY & ENGINE TECHNOLOGY CORP, 5308 WEST PLANO PARKWAY, PLANO, TX, 75093, 9727326360 - 1,000,000 ($95,000.00) Equity, (File 333-110711 - Nov. 24) (BR. 04) S-3 PARKERVISION INC, 8493 BAYMEADOWS WAY, JACKSONVILLE, FL, 32256, 9047371367 - 2,310,714 ($19,964,568.96) Equity, (File 333-110712 - Nov. 24) (BR. 37) S-8 ZHONE TECHNOLOGIES INC, 2 CRESCENT PLACE, OCEANPORT, NJ, 07757, 0 ($8,470,081.19) Equity, (File 333-110713 - Nov. 24) (BR. 37) S-3 JUNIPER NETWORKS INC, 1194 NORTH MATHILDA AVE, SUNNYVALE, CA, 94089, 6505268000 - 0 ($1,000,000,000.00) Unallocated (Universal) Shelf, (File 333-110714 - Nov. 24) (BR. 03) S-3 INVERNESS MEDICAL INNOVATIONS INC, 51 SAWYER ROAD, SUITE 200, WALTHAM, MA, 02453, 7816473900 - 692,506 ($14,542,626.00) Equity, (File 333-110715 - Nov. 24) (BR. 01) S-3 INVERNESS MEDICAL INNOVATIONS INC, 51 SAWYER ROAD, SUITE 200, WALTHAM, MA, 02453, 7816473900 - 1,550,933 ($32,569,593.00) Equity, (File 333-110716 - Nov. 24) (BR. 01) S-3 STEELCLOUD INC, 1306 SQUIRE COURT, DULLES, VA, 20166, 7034500400 - 0 ($11,893,901.19) Equity, (File 333-110717 - Nov. 24) (BR. 03) S-3 CONSTELLATION BRANDS INC, 300 WILLOWBROOK OFFICE PARK, FAIRPORT, NY, 14450, 5852183600 - 0 ($707,396,875.00) Unallocated (Universal) Shelf, (File 333-110718 - Nov. 24) (BR. 02) S-3 TRIARC COMPANIES INC, 280 PARK AVENUE, 24TH FLOOR, NEW YORK, NY, 10017, 212-451-3000 - 175,000,000 ($175,000,000.00) Debt Convertible into Equity, (File 333-110719 - Nov. 24) (BR. 04) SB-2 DIRECT RESPONSE FINANCIAL SERVICES INC, 7080 N. WHITNEY, SUITE 101, FRESNO, CA, 93720, 559-434-1565 - 1,890,179 ($2,268,214.80) Equity, (File 333-110721 - Nov. 24) (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 ------------------------------------------------------------------------------------------------ ABSC HOME EQUITY LOAN TRUST SERIES 20 NY X X 11/15/03 ADVANCED BIOTHERAPY INC DE X X 11/21/03 ADVANCED MICRO DEVICES INC DE X X 11/20/03 ADVANCIS PHARMACEUTICAL CORP X X 11/24/03 AEI NET LEASE INCOME & GROWTH FUND XX MN X X 11/13/03 ALLIANCE DATA SYSTEMS CORP DE X 11/24/03 AMERADA HESS CORP DE X X 11/19/03 AMERICAN DENTAL PARTNERS INC DE X X 11/18/03 ARGENT SECURITIES INC X X 11/24/03 ASSET BACKED FUNDING CORP DE X X 11/24/03 ATA HOLDINGS CORP IN X X 11/21/03 BANC OF AMERICA MORTGAGE SECURITIES I DE X X 11/24/03 BANC OF AMERICA MORTGAGE SECURITIES I DE X X 11/24/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X X 11/20/03 BARRISTER GLOBAL SERVICES NETWORK INC DE X X 11/24/03 BEAR STEARNS DEPOSITOR INC TRUST CERT X 11/15/03 BEST BUY CO INC MN X X 11/21/03 BIG 5 SPORTING GOODS CORP DE X 11/21/03 BIOMODA INC/NM X X 11/12/03 AMEND BMC INDUSTRIES INC/MN/ MN X X 11/19/03 BOEING CO DE X 11/24/03 BRE PROPERTIES INC /MD/ MD X 11/24/03 BROOKSTONE INC DE X X 11/19/03 BSQUARE CORP /WA WA X 11/20/03 BULLDOG TECHNOLOGIES INC NV X X 11/10/03 AMEND CADEMA CORP DE X 10/16/03 CAMPBELL SOUP CO NJ X 11/24/03 CCA INDUSTRIES INC DE X 11/24/03 CENTRAL EUROPEAN MEDIA ENTERPRISES LT X 11/24/03 CHASE MORTGAGE FINANCE CORP DE X X 11/14/03 CHASE MORTGAGE FINANCE CORP DE X X 11/20/03 CHILDTIME LEARNING CENTERS INC MI X X 11/17/03 CHINA FUND INC MD X 10/01/03 CITICORP MORTGAGE SECURITIES INC DE X X 11/21/03 CITIFINANCIAL MORTGAGE SECURITIES INC DE X 11/17/03 COLONIAL COMMERCIAL CORP NY X 11/24/03 COMMERCIAL NATIONAL FINANCIAL CORP /M MI X X 11/24/03 CONAGRA FOODS INC /DE/ DE X X 11/24/03 CONNETICS CORP DE X 11/21/03 CONSTELLATION BRANDS INC DE X X 11/12/03 COSI INC DE X X 11/24/03 CREDENCE SYSTEMS CORP DE X X 11/24/03 CSFB MORTGAGE SEC CORP COMM MORT PS T DE X X 11/24/03 CULP INC NC X X 11/02/03 CYTYC CORP DE X X 11/21/03 DAIMLERCHRYSLER SERVICES NORTH AMERIC MI X X 11/21/03 DELPHI CORP DE X X 11/21/03 DELPHI FINANCIAL GROUP INC/DE DE X X 11/24/03 DELTA AIR LINES INC /DE/ DE X X 11/24/03 DELTONA CORP DE X 09/30/03 DELTONA CORP DE X 09/30/03 DIAMOND DISCOVERIES INTERNATIONAL COR DE X 11/17/03 DOLE FOOD COMPANY INC DE X X 11/21/03 DREW INDUSTRIES INCORPORATED DE X X 11/24/03 DYNEGY INC /IL/ IL X X 11/22/03 EL PASO CORP/DE DE X X 11/24/03 ENBRIDGE ENERGY PARTNERS LP DE X X 11/19/03 ENCHANTED VILLAGE INC DE X 11/21/03 ENERGY & ENGINE TECHNOLOGY CORP NV X 11/24/03 EPICEDGE INC TX X X 11/21/03 EUNIVERSE INC DE X X 11/21/03 EXCHANGE NATIONAL BANCSHARES INC MO X X 11/19/03 EXELON CORP PA X 11/22/03 FERRELLGAS PARTNERS L P DE X X X 11/24/03 FERRELLGAS PARTNERS L P DE X X 11/24/03 FIRST UNION COMM MORT TRUST COMM MOR NY X X 11/15/03 FIRST UNION COMM MORT TRUST COMM MOR NY X X 11/17/02 FIRST UNION COMMERCIAL MORTGAGE PASS NC X X 11/24/03 FIRSTBANK NW CORP WA X X 11/21/03 FNB FINANCIAL SERVICES CORP NC X 11/24/03 FORTUNE BRANDS INC DE X X X 11/10/03 GEORGIA GULF CORP /DE/ DE X X 11/24/03 GEXA CORP TX X X 11/14/03 GLOBAL EPOINT INC NV X X X 11/18/03 GOAMERICA INC DE X X 11/14/03 GOVERNMENT TRUST 1 D IL X 11/15/03 GOVERNMENT TRUST 2 F IL X 11/15/03 GOVERNMENT TRUST 3 C IL X 11/15/03 GRANITE BROADCASTING CORP DE X X 11/24/03 GRANITE BROADCASTING CORP DE X X 11/24/03 GREENE COUNTY BANCSHARES INC TN X X 11/18/03 GREENWICH CAPITAL ACCEPT INC HARBORVI DE X X 11/24/03 GS MORTGAGE SEC CORP II COMM MORT PAS DE X X 11/10/03 HANCOCK FABRICS INC DE X X 11/18/03 HANGER ORTHOPEDIC GROUP INC DE X X 11/21/03 HARBORVIEW MORTGAGE LOAN TRUST 2003 1 DE X X 11/19/03 HARLEY DAVIDSON CUSTOMER FUNDING CORP NV X X 11/15/03 HARLEY DAVIDSON CUSTOMER FUNDING CORP NV X X 11/15/03 HARLEY DAVIDSON CUSTOMER FUNDING CORP NV X X 11/15/03 HARLEY DAVIDSON CUSTOMER FUNDING CORP NV X X 11/15/03 HASBRO INC RI X X 11/24/03 HEALTHSOUTH CORP DE X 11/24/03 HEARTLAND FINANCIAL USA INC DE X 11/24/03 HERITAGE PROPANE PARTNERS L P DE X X X 11/24/03 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