SEC NEWS DIGEST Issue 2003-206 October 29, 2003 COMMISSION ANNOUNCEMENTS CHAIRMAN DONALDSON TO TESTIFY Chairman William H. Donaldson will testify before the Capital Markets, Insurance, and Government Sponsored Enterprises Subcommittee of the House Financial Services Committee on Thursday, October 30 concerning securities markets structure issues. The hearing will begin at 10:00 a.m. in Room 2128 of the Rayburn House Office Building. COMMISSION MEETINGS CLOSED MEETING - WEDNESDAY, NOVEMBER 5, 2003 - 10:30 A.M. The subject matter of the closed meeting scheduled for Wednesday, Nov. 5, 2003, will be: Formal orders of investigation; Institution and settlement of administrative proceedings of an enforcement nature; Institution and settlement of injunctive actions; and Opinions. 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 COMMISSION DECLARES DECISION AS TO JOHN BRUZZESE AND ROBERT GALLO FINAL The decision of an administrative law judge with respect to John Bruzzese and Robert Gallo has become final. The law judge sanctioned Bruzzese and Gallo based on findings that they violated Section 17(a) of the Securites Act of 1933, and Section 10(b) of the Exchange Act of 1934 and Exchange Act Rule 10b-5. The law judge found that Bruzzuse and Gallo willfully participated in schemes to manipulate several penny stocks. Bruzzese pleaded guilty to one count of conspiracy to commit securities fraud, wire fraud and commercial bribery. Gallo pleaded guilty and admitted to participating in fraudulent schemes, including failure to disclose to customers receipt and transmission of payments in connection with the sale of stock. The law judge ordered that Bruzzese and Gallo cease and desist from committing or causing any violation or any future violation of Section 17(a) of the Securities Act, and Section 10(b) of the Exchange Act and Exchange Act Rule 10b-5; barred Bruzzese and Gallo from association with any broker or dealer; and barred them from participating in any offering of penny stock. (Rels. 33-8315; 34- 48712; File No. 3-10229) COMMISSION DECLARES DECISION AS TO RICHARD CALLIPARI FINAL The decision of an administrative law judge with respect to Richard P. Callipari has become final. The law judge sanctioned Callipari based on his 2003 conviction for wire fraud, conspiracy to commit wire fraud, and obstructing a Commission proceeding. Callipari, who was associated with JAS Securities, participated in an options free-riding scheme from which he was accountable for $428,000 in losses to National Financial services Corporation, a broker-dealer. The law judge ordered that Callipari be barred from association with any broker or dealer. (Rel. 34-48713; File No. 3-11205) SEC BRINGS EMERGENCY ACTION AGAINST FORMER FLEETBOSTON EMPLOYEE FOR INSIDER TRADING The Commission announced today that on October 27 it obtained an ex parte temporary restraining order and asset freeze issued by the U.S. District Court in Boston, Massachusetts against a former FleetBoston employee and his relatives in connection with insider trading in securities of FleetBoston Financial Corporation. According to the Commission's complaint, the defendants bought FleetBoston securities late on Friday, October 24, just prior to the Monday, October 27 announcement of Fleet's acquisition by Bank of America Corporation. The Commission's complaint alleges that the purchasers engaged in illegal insider trading and, without the freeze, would have realized profits of at least $500,000, and potentially more than $1 million. According to the SEC's court pleadings filed on October 27, Guillermo Garcia Simon, a former FleetBank employee at the bank's Buenos Aires office, together with his wife Victoria Arana Simon and his brother Andres Garcia Simon, purchased 1100 Fleet call options during the last hours of trading on Friday, October 24 at a cost of about $11,000. The call options entitled the purchasers to buy Fleet stock for $35 per share. At the time, Fleet stock was trading at about $31 per share. The acquisition price of $45 per share was announced before the market opened on Monday, October 27. During the day on October 27 Fleet's stock price rose to $39.66 by 1 p.m., a 24% increase, with the call options increasing in value by over $500,000, and the value of the underlying stock increasing by over $864,000. The complaint alleges that the defendants traded while in possession of material, nonpublic information about FleetBoston's merger with Bank of America in violation of Section 10(b) of the Securities Exchange Act and Rule 10b-5. The Commission seeks permanent injunctive relief, the disgorgement of all illegal profits, and the imposition of civil monetary penalties. The Hon. Nancy Gertner of the U.S. District Court for the District of Massachusetts granted the Commission's emergency request for a temporary restraining order freezing the traders' account and prohibiting them from transferring or disposing of the securities or any trading proceeds. The Commission obtained the order on the day the option purchase transaction would have settled, or become finalized. In addition, the court's order requires the defendants to provide account information and prohibits the defendants from destroying documents. [SEC v. Guillermo Garcia Simon, et al., USDC, District of Massachusetts, C.A. No. 03-12079-PBS] (LR-18429) COURT ORDERS JONATHAN FINK TO COMPLY WITH COMMISSION'S SUBPOENA The Commission today announced that, after a hearing on Oct. 9, 2003, in the federal district court of Massachusetts, the Honorable Rya W. Zobel, District Court Judge, granted the Commission's Application to compel Jonathan G. Fink, of Beverly Hills, California, to comply with a Commission subpoena. Pursuant to its Application, which was filed on Sept. 25, 2003, the Commission had sought an order directing Fink to show cause why he should not comply with the Commission's subpoena and/or an order compelling Fink to appear for testimony. Judge Zobel issued an order on October 9, 2003, requiring Fink to appear for testimony on October 20 and 21, 2003, and as ordered, Fink appeared for testimony on those dates at the Commission's Boston District Office. The Commission's Application alleged that, on June 2, 2003, the Commission served Fink with a subpoena requiring him to appear for testimony on July 1, 2003. At Fink's request, the Commission staff rescheduled Fink's testimony for July 16, 2003. Fink appeared for testimony on July 16; however, his testimony was not completed that day. As a result, Fink and Commission staff agreed to reconvene his testimony on August 28 and 29. Fink never appeared for testimony on those dates, claiming that he was ill. As of the date of the Commission's filing, Fink had not responded to the staff's requests that he provide documentary evidence concerning his purported illness, nor had he proposed alternative dates for reconvening his testimony. In its Application, the Commission alleged that, on April 15, 2003, the Commission issued a formal order of private investigation entitled In the Matter of Converge Global, Inc. Pursuant to the formal order, Commission staff began investigating a possible stock manipulation scheme related to Converge Global, Inc., a Florida-based holding company that purports to sell telecommunications products through TeleWrx, Inc., its sole operating subsidiary. Between at least March and June 2002, Converge and others disseminated spam e-mails and press releases projecting the explosive growth and success of TeleWrx's network marketing program. Among other things, Converge's trading volume increased 443%, on the day following issuance of one of the press releases. On June 26, 2002, Fink admitted, during a telephone interview with Commission staff, that he helped to draft at least some of Converge's press releases. Fink is also a purported "consultant" to Converge and, as such, appears to have received, and distributed, a significant amount of Converge shares during the period at issue. The Commission alleged in the Application that it required the continuation of Fink's testimony to determine his potential role with respect to the Converge press releases and the potential manipulation scheme related to trading in Converge common stock between at least March and June 2002. [SEC v. Jonathan F. Fink, USDC for the District of Massachusetts, 03-MBD- 10291 RWZ] (LR-18430) COURT PERMANENTLY ENJOINS CDH & AFFILIATES, INC. AND C. DAVID HALLMAN The Commission announced that on Oct. 23, 2003, the Honorable Jack T. Camp, permanently enjoined CDH & Affiliates, Inc. and C. David Hallman from future violations of Sections 10(b) and 15(a) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. The Commission's complaint alleged that from September 1997 through at least June 1999, Hallman and CDH, a corporation that Hallman controlled, fraudulently raised more than $2.2 million in fees from at least 27 customers, purportedly to prepare corporate bond offerings and sell the bonds for its customers. According to the complaint, Hallman and CDH misappropriated the funds for their own purposes. The complaint also alleged that in an effort to avoid detection of their scheme, Hallman and CDH continued until at least July 2001 to tell their customers that the customers' bond issues would be funded and made other misrepresentations to encourage the customers to believe that funding was imminent. In granting the SEC's motion for summary judgment against Hallman and CDH, the Court found that Hallman made numerous misrepresentations to CDH's customers, including false claims that he had sold bonds for some issuers, that bond sales were imminent and that the high yield investment programs he described to investors would generate large returns when, in fact, those programs did not exist. The Court also found that Hallman and CDH operated as unregistered brokers while selling this investment scheme to CDH's customers. [SEC v. CDH & Affiliates, Inc. and C. David Hallman, Civil Action Number 3:02-CV-017- JTC (ND Ga.)] (LR-18431) SEC CHARGES FORMER HEDGE FUND MANAGER EDWARD STRAFACI FOR FRAUDULENT VALUATION On October 29, the Commission filed an enforcement action against Edward J. Strafaci, the former portfolio manager of the Lipper convertible hedge funds, charging him with fraud in connection with the valuation of the funds. Simultaneously, the Office of the U.S. Attorney for the Southern District of New York announced Strafaci's indictment on criminal charges arising from the same conduct. The Commission's complaint, filed in the U.S. District Court for the Southern District of New York, alleges that from at least 1998 until January 2002, Strafaci knowingly and recklessly overstated the value of the convertible bonds and preferred stock held by the funds, resulting in the dissemination of materially false and misleading fund valuations and performance figures to investors and prospective investors, and the filing of false reports with the Commission. The complaint alleges that, contrary to representations in the funds' offering materials, Strafaci valued the Funds' convertible securities at prices materially in excess of, and not reasonably related to, market prices or the fair value of such securities. The hedge funds involved are: * Lipper Convertibles, L.P., f/k/a Lipco Partners, L.P. ; * Lipper Convertibles Series II, L.P. ; * Lipper Offshore Convertibles, L.P.; and * Lipper Fixed Income Fund, L.P. Each of the funds was allegedly managed by Lipper & Company, L.P., an investment adviser registered with the Commission, or an affiliate (collectively, Managing Entities); three of the funds were registered with the Commission as broker-dealers. According to the complaint, during the relevant period, Strafaci was the portfolio manager for each of the funds and was an executive vice- president and the Director of Fixed Income Money Management for the Managing Entities. Strafaci resigned these positions in January 2002, and is now allegedly the majority shareholder of, and portfolio manager for, a hedge fund holding company. He resides in Colts Neck, New Jersey. The complaint charges Strafaci with violating or aiding and abetting violations of certain antifraud provisions of the federal securities laws and with aiding and abetting various books-and-records and reporting provisions applicable to registered investment advisers and broker-dealers. Specifically, the complaint charges that Strafaci violated Section 17(a) of the Securities Act of 1933 and Section 10(b) of the Securities Exchange Act of 1934 (Exchange Act) and Rule 10b-5 thereunder; and aided and abetted violations of Section 17(a) of the Exchange Act and Rules 17a-3(a)(2), 17a-3(a)(11), 17a-4(b)(8) and 17a- 5(d) thereunder; and Sections 204, 206(1) and 206(2) of the Investment Advisers Act of 1940 and Rules 204-2(a)(16) and 204-2(e)(3) thereunder. The complaint seeks a permanent injunction, disgorgement, and civil money penalties. The litigation is pending. The Commission's investigation is continuing. The Commission acknowledges the assistance and cooperation of the U.S. Attorney's Office for the Southern District of New York and the Federal Bureau of Investigation in this investigation. [SEC v. Edward J. Strafaci, 03 CV 8524 (CSH) SDNY] (LR-18432); (Press Rel. 2003-143) SELF-REGULATORY ORGANIZATIONS WITHDRAWAL GRANTED An order has been issued granting the application of Insignia Systems, Inc. to withdraw its Common Stock, $.01 par value, from listing and registration on the Philadelphia Stock Exchange, effective at the opening of business on October 29. (Rel. 34-48710) 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-3 ANDREW CORP, 10500 W 153RD ST, ORLAND PARK, IL, 60462, 7083493300 - 0 ($240,000,000.00) Other, (File 333-110014 - Oct. 28) (BR. 06) S-3 FORWARD AIR CORP, 430 AIRPORT RD, GREENEVILLE, TN, 37745, 4236367100 - 0 ($76,481,900.00) Equity, (File 333-110015 - Oct. 28) (BR. 05) S-3 WCI COMMUNITIES INC, 24301 WALDEN CENTER DRIVE, SUITE 300, BONITA SPRINGS, FL, 34134, 2394988605 - 0 ($128,510,576.00) Equity, (File 333-110016 - Oct. 28) (BR. 06) S-4 EMC CORP, 176 SOUTH STREET, HOPKINTON, MA, 01748-9103, 5084351000 - 143,550,000 ($1,887,600,000.00) Equity, (File 333-110017 - Oct. 28) (BR. 03) S-3 COVENANT TRANSPORT INC, 400 BIRMINGHAM HIGHWAY, CHATTANOOGA, TN, 37419, 4238211212 - 0 ($40,549,000.00) Equity, (File 333-110018 - Oct. 28) (BR. 05) S-8 NOVA COMMUNICATIONS LTD, 370 AMAPOLA AVE, SUITE 202, TORRANCE, CA, 90501, 3106420200 - 100,000,000 ($3,000,000.00) Equity, (File 333-110021 - Oct. 28) (BR. 01) S-8 SPECIALIZED LEASING INC, 101 E. PANTANO RD, TUCSON, AZ, 85710, 5208859207 - 3,500,000 ($1,225,000.00) Equity, (File 333-110022 - Oct. 28) (BR. 03) S-3 EP MEDSYSTEMS INC, 100 STIERLI COURT, SUITE 107, MOUNT ARLINGTON, NJ, 07856, 9733982800 - 2,790,013 ($10,741,550.05) Equity, (File 333-110023 - Oct. 28) (BR. 36) SB-2 WIRELESS HOLDINGS INC, 226,200 ($45,250.00) Equity, (File 333-110024 - Oct. 28) (BR. ) S-4 MONITRONICS INTERNATIONAL INC, 0 ($160,000,000.00) Non-Convertible Debt, (File 333-110025 - Oct. 28) (BR. 08) N-2 PIONEER TAX QUALIFIED DIVIDEND FUND, 66,667 ($1,000,005.00) Equity, (File 333-110026 - Oct. 28) (BR. 16) S-3 AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST, 6985 UNION PARK CENTER, MIDVALE, UT, 84047, 8015655000 - 0 ($1,000,000.00) Asset-Backed Securities, (File 333-110028 - Oct. 28) (BR. 05) S-4 BRODER BROS CO, 0 ($175,000,000.00) Non-Convertible Debt, (File 333-110029 - Oct. 28) (BR. ) S-8 PEPSICO INC, 700 ANDERSON HILL RD, PURCHASE, NY, 10577, 9142532000 - 150,000 ($7,147,500.00) Equity, (File 333-110030 - Oct. 28) (BR. 02) S-3 AMERICA WEST AIRLINES INC, 4000 E SKY HARBOR BLVD, STE 2100, PHOENIX, AZ, 85034, 6026930800 - 252,695,000 ($252,695,000.00) Debt Convertible into Equity, (File 333-110031 - Oct. 28) (BR. 05) SB-2 ISONICS CORP, 5906 MCINTYRE STREET, GOLDEN, CO, 80403, 3032797900 - 0 ($11,097,500.00) Other, (File 333-110032 - Oct. 28) (BR. 02) S-3 VERITAS DGC INC, 10300 TOWN PARK DR, HOUSTON, TX, 77072, 7135128300 - 61,576 ($508,617.76) Equity, (File 333-110033 - Oct. 28) (BR. 04) S-3 KRISPY KREME DOUGHNUTS INC, 3367222981 - 443,917 ($18,422,555.50) Equity, (File 333-110034 - Oct. 28) (BR. 02) S-3 HALLIBURTON CO, 1401MCKINNEY, 1401 MCKINNEY, HOUSTON, TX, 77010, 7137592600 - 0 ($1,200,000,000.00) Debt Convertible into Equity, (File 333-110035 - Oct. 28) (BR. 04) S-8 CHINA WORLD TRADE CORP, GOLDION DIGITAL NETWORK CENTER, 138 TI YU RD. E. 4TH FL, TIAN HE GUANGZHOU, K3, 00000, 01185298826818 - 3,000,000 ($630,000.00) Equity, (File 333-110036 - Oct. 28) (BR. 06) S-3 FISHER SCIENTIFIC INTERNATIONAL INC, LIBERTY LANE, HAMPTON, NH, 03842, 6039265911 - 0 ($300,000,000.00) Debt Convertible into Equity, (File 333-110038 - Oct. 28) (BR. 02) S-3 ACE SECURITIES CORP, 6525 MORRISON BLVD, SUITE 318, CHARLOTTE, NC, 28211, 7043650569 - 7,000,000,000 ($7,000,000,000.00) Asset-Backed Securities, (File 333-110039 - Oct. 28) (BR. 05) 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 ------------------------------------------------------------------------------------------------ 1 800 CONTACTS INC DE X X 10/28/03 1ST STATE BANCORP INC VA X X 10/27/03 ABAXIS INC CA X 10/28/03 ABFC ASSET CORP DE X X 10/28/03 AGERE SYSTEMS INC DE X X 10/28/03 AIR PRODUCTS & CHEMICALS INC /DE/ DE X X 10/28/03 ALARIS MEDICAL SYSTEMS INC DE X 10/28/03 ALLIED CAPITAL CORP MD X X 10/28/03 ALLIED WASTE INDUSTRIES INC DE X X 09/30/03 ALLMERICA FINANCIAL CORP DE X X 10/27/03 ALPHARMA INC DE X X 10/27/03 AMERICA SERVICE GROUP INC /DE DE X 10/27/03 AMERICAN COMMERCE SOLUTIONS DE X 10/24/03 AMERICAN HOME MORTGAGE HOLDINGS INC DE X X 10/28/03 AMERICAN OIL & GAS INC NV X X 10/28/03 AMICI VENTURES INC NY X 10/03/03 AMIS HOLDINGS INC X X 10/28/03 AMISTAR CORP CA X X 10/27/03 AMSURG CORP TN X X 10/28/03 ANDERSEN GROUP INC DE X X 10/27/03 ANSWERTHINK INC FL X 10/28/03 ANTHONY & SYLVAN POOLS CORP OH X X 10/27/03 APPLIED MICROSYSTEMS CORP /WA/ WA X X 10/24/03 ARAMARK CORP/DE DE X X 10/27/03 ARCH CHEMICALS INC VA X X 10/27/03 ARGOSY GAMING CO DE X X 10/28/03 ASCONI CORP NV X X 10/23/03 ASSET BACKED SECURITIES CORP HOME EQU DE X X 10/15/03 ATRIUM COMPANIES INC DE X X 10/28/03 AUTOBYTEL INC DE X X 10/23/03 AVON PRODUCTS INC NY X 10/28/03 BAIRNCO CORP /DE/ DE X X 10/04/03 BALCHEM CORP MD X X 10/28/03 BALL CORP IN X 09/28/03 BANC OF AMERICA MORT SEC INC MORT PAS DE X X 07/24/03 BANK OF AMERICA CORP /DE/ DE X X 10/27/03 BANK OF AMERICA MORT SEC INC MORT PAS DE X 07/25/03 BANK OF HAWAII CORP DE X 10/27/03 BANKATLANTIC BANCORP INC FL X 10/28/03 BANTA CORP WI X X 10/28/03 BAR HARBOR BANKSHARES ME X 10/27/03 BAYLAKE CORP WI X 10/27/03 BEAR STEARNS COMPANIES INC DE X X 10/21/03 BERKLEY W R CORP DE X 10/27/03 BETHLEHEM STEEL CORP /DE/ DE X X 10/22/03 BF ENTERPRISES INC DE X 10/28/03 BIOGEN INC MA X X 10/28/03 BIOJECT MEDICAL TECHNOLOGIES INC OR X X 10/27/03 BNP RESIDENTIAL PROPERTIES INC MD X X 10/27/03 BOMBARDIER RECEIVABLES MASTER TRUST I DE X 09/30/03 BONE CARE INTERNATIONAL INC WI X X 10/27/03 BOSTON BEER CO INC MA X 10/28/03 BOSTONFED BANCORP INC DE X X 10/24/03 BREMER FINANCIAL CORP MN X X 09/30/03 BWC FINANCIAL CORP CA X 10/28/03 C & F FINANCIAL CORP VA X X 10/23/03 CAMBRIDGE HEART INC DE X 10/28/03 CAMDEN NATIONAL CORP ME X X 10/28/03 CANDLEWOOD HOTEL CO INC DE X X 10/27/03 CAPITAL ONE FINANCIAL CORP DE X 10/27/03 CAPITAL TITLE GROUP INC DE X X 10/28/03 CAPITALSOURCE INC DE X 10/27/03 CAPTIVA SOFTWARE CORP DE X X 10/28/03 CARDIAC SCIENCE INC DE X X 10/28/03 CAREMARK RX INC DE X 10/28/03 CASTELLE \CA\ DE X X 10/24/03 CELADON GROUP INC DE X X 10/27/03 CELL GENESYS INC DE X X 10/27/03 CELLCO PARTNERSHIP X 10/28/03 CENTERSTATE BANKS OF FLORIDA INC FL X X 10/27/03 CENTEX FUNDING LLC CENTEX HOME EQ LN DE X X 10/27/03 CENTEX HOME EQUITY LOAN TRUST 2003-B DE X X 10/27/03 CENTRAL VERMONT PUBLIC SERVICE CORP VT X 10/28/03 CHASE MORTGAGE FINANCE CORP DE X X 10/22/03 CHEC FUNDING LLC CENTEX HOME EQUITY L DE X X 10/27/03 CHEESECAKE FACTORY INCORPORATED DE X 10/27/03 CINCINNATI FINANCIAL CORP DE X 10/28/03 CITGO PETROLEUM CORP DE X X 10/28/03 CITICORP MORTGAGE SECURITIES INC DE X X 10/28/03 CLARK INC DE X X 10/23/03 CLEVELAND CLIFFS INC OH X 10/27/03 CNB BANCORP INC /NY/ NY X X 10/28/03 CODDLE CREEK FINANCIAL CORP NC X X 10/28/03 COGENTRIX ENERGY INC NC X X 10/28/03 COLLAGENEX PHARMACEUTICALS INC DE X 10/28/03 COLONIAL BANCGROUP INC DE X X 10/28/03 COLONY RIH HOLDINGS INC DE X X 10/28/03 COMMERCIAL MORTGAGE PASS-THROUGH CERT DE X X 09/30/03 AMEND COMMUNITY FIRST BANKSHARES INC DE X X 10/28/03 COMMUNITY WEST BANCSHARES / CA X X 10/27/03 CONCORD EFS INC DE X X 10/28/03 CONCORDE CAREER COLLEGES INC DE X X 10/28/03 CONNECTICUT BANCSHARES INC/DE DE X X 10/27/03 CONSOL ENERGY INC X X 10/28/03 COOPER CAMERON CORP DE X X 09/30/03 COPPER MOUNTAIN NETWORKS INC DE X X 10/28/03 CORIO INC DE X X 10/28/03 COVENANT TRANSPORT INC NV X X 10/28/03 COVEST BANCSHARES INC DE X X 09/30/03 COWLITZ BANCORPORATION WA X X 09/30/03 COX COMMUNICATIONS INC /DE/ DE X X 10/28/03 CROWLEY MARITIME CORP DE X 10/28/03 CSG SYSTEMS INTERNATIONAL INC DE X X 10/28/03 CTI GROUP HOLDINGS INC DE X 10/28/03 CWABS INC REVOLVING HM EQ LN AST BACK DE X X 09/15/03 CWABS INC REVOLVING HM EQU LN ASST BA DE X X 10/15/03 CWABS INC REVOLVING HOME EQ LOAN ASSE DE X X 10/15/03 CWABS INC REVOLVING HOME EQ LOAN AST DE X X 10/15/03 CWABS REVOLVING HOME EQUITY LN ASSET DE X X 10/15/03 CWMBS INC DE X X 10/28/03 CWMBS INC DE X X 10/28/03 CWMBS INC DE X X 10/28/03 CYBEX INTERNATIONAL INC NY X X 10/28/03 CYTYC CORP DE X X 10/27/03 DELTA & PINE LAND CO DE X X 08/31/03 DIALYSIS CORP OF AMERICA FL X X 10/09/03 DIAMOND OFFSHORE DRILLING INC DE X X 10/28/03 DIGITAL BROADBAND NETWORKS INC CO X 10/28/03 DIODES INC /DEL/ DE X X 09/30/03 DJ ORTHOPEDICS INC DE X X 10/28/03 DOCUMENT SCIENCES CORP DE X X 10/27/03 DUCOMMUN INC /DE/ DE X 10/28/03 DUN & BRADSTREET CORP/NW DE X X 09/30/03 DUTCHFORK BANCSHARES INC DE X X 10/28/03 DYNAMICS RESEARCH CORP MA X X 10/28/03 EATERIES INC OK X 10/28/03 EDGAR ONLINE INC DE X X 10/28/03 ELDERTRUST MD X 09/30/03 EMS TECHNOLOGIES INC GA X 10/28/03 ENDWAVE CORP DE X X 10/28/03 ENTERGY CORP /DE/ DE X X 10/27/03 ENTERPRISE BANCORP INC /MA/ MA X X X 10/28/03 EQUINIX INC DE X X 10/27/03 EQUITY ONE ABS INC DE X X 10/28/03 ESTEE LAUDER COMPANIES INC DE X 10/28/03 ESTEE LAUDER COMPANIES INC DE X 10/28/03 EURONET WORLDWIDE INC DE X X 10/28/03 EXACT SCIENCES CORP DE X 10/27/03 EXCHANGE BANCSHARES INC OH X X 10/28/03 FARMERS CAPITAL BANK CORP KY X 10/27/03 FERRO CORP OH X 10/28/03 FIRST BANKS INC MO X 09/30/03 FIRST CITIZENS BANCSHARES INC /DE/ DE X X 09/30/03 FIRST OF LONG ISLAND CORP NY X X 10/21/03 FIRST SECURITY BANCORP INC /KY/ KY X 09/30/03 FIRST VIRTUAL COMMUNICATIONS INC DE X X 10/28/03 FIRSTBANK CORP MI X X 10/28/03 FIRSTFED BANCORP INC DE X 09/30/03 FIRSTWAVE TECHNOLOGIES INC GA X X 10/28/03 FLAG FINANCIAL CORP GA X X 09/30/03 FLEETBOSTON FINANCIAL CORP RI X X 10/28/03 FLEXIINTERNATIONAL SOFTWARE INC/CT DE X X 09/30/03 FMC TECHNOLOGIES INC X X 10/27/03 FORWARD AIR CORP TN X X 10/27/03 FOUR OAKS FINCORP INC NC X 10/27/03 FTD INC DE X X 10/28/03 FUEL TECH N V X 10/28/03 FURNITURE BRANDS INTERNATIONAL INC DE X X 10/28/03 FX ENERGY INC NV X 10/27/03 G&K SERVICES INC MN X X 10/28/03 GENERAL CABLE CORP /DE/ DE X X 10/28/03 GENESIS MICROCHIP INC /DE DE X X 10/28/03 GENIUS PRODUCTS INC NV X X 10/28/03 GENUS INC CA X X 10/27/03 GEORGIA BANK FINANCIAL CORP /GA GA X X 10/24/03 GILEAD SCIENCES INC DE X X 10/28/03 GK INTELLIGENT SYSTEMS INC DE X 10/27/03 GK INTELLIGENT SYSTEMS INC DE X 10/27/03 GLENBOROUGH REALTY TRUST INC MD X X 10/28/03 GOLDEN CYCLE GOLD CORP CO X X 10/16/03 GRAHAM CORP DE X X 09/30/03 GREATER COMMUNITY BANCORP NJ X X 10/23/03 GREY GLOBAL GROUP INC DE X X 10/28/03 GS MORTGAGE SECURITIES CORP DE X X 10/24/03 GS MORTGAGE SECURITIES CORP DE X X 10/28/03 HALLIBURTON CO DE X X 10/27/03 HANOVER DIRECT INC DE X 10/27/03 HEALTHTRAC INC X X 10/27/03 HF FINANCIAL CORP DE X 10/27/03 HICKORY TECH CORP MN X X 10/27/03 HOME EQUITY LOAN ASSET-BACKED CERTIFI DE X X 10/27/03 HOPFED BANCORP INC DE X 10/23/03 HORACE MANN EDUCATORS CORP /DE/ DE X X 10/27/03 HOST MARRIOTT CORP/ MD X X 10/28/03 HUBEI PHARMACEUTICAL GROUP LTD NV X X 10/14/03 HUDSON HIGHLAND GROUP INC DE X X 10/28/03 HUMAN GENOME SCIENCES INC DE X X 10/28/03 HUMATECH INC X 10/13/03 HYPERION SOLUTIONS CORP DE X X 10/21/03 IMAGIS TECHNOLOGIES INC A1 X 10/24/03 IMPAX LABORATORIES INC DE X 10/27/03 IMPERIAL OIL LTD X 10/28/03 INDIANTOWN COGENERATION LP DE X X 10/27/03 INFINITY PROPERTY & CASUALTY CORP OH X 09/30/03 INFOCUS CORP OR X X 10/28/03 INSITE VISION INC DE X X 10/21/03 INTEGRITY FINANCIAL CORP NC X 10/28/03 INTELLIGROUP INC NJ X X 10/28/03 INTERNAP NETWORK SERVICES CORP DE X X 10/28/03 INTERNATIONAL BUSINESS MACHINES CORP NY X 10/28/03 INTERNATIONAL RECTIFIER CORP /DE/ DE X 10/28/03 IRON AGE CORP DE X X 10/28/03 IRON AGE CORP DE X X 10/28/03 IRON AGE HOLDINGS CORP DE X X 10/28/03 IRON AGE HOLDINGS CORP DE X X 10/28/03 ITEX CORPORATION NV X X X 10/02/03 JDS UNIPHASE CORP /CA/ DE X X 10/27/03 JDS UNIPHASE CORP /CA/ DE X X 10/27/03 JEFFERSON BANCSHARES INC TN X X 10/24/03 JEFFERSON PILOT CORP NC X X 10/27/03 JONES APPAREL GROUP INC PA X X 10/28/03 KEY TRONIC CORP WA X 10/28/03 KEYCORP STUDENT LOAN TRUST 2000-B DE X X 10/27/03 KEYSTONE PROPERTY TRUST MD X 10/27/03 KILROY REALTY CORP MD X X 10/27/03 KIMBALL INTERNATIONAL INC IN X 10/28/03 KING PHARMACEUTICALS INC TN X X 10/28/03 KOS PHARMACEUTICALS INC FL X X 10/28/03 KROLL INC DE X 08/21/03 AMEND KRONOS INC MA X 10/28/03 LA JOLLA PHARMACEUTICAL CO DE X X 10/27/03 LAKELAND BANCORP INC NJ X 10/27/03 LANDRYS RESTAURANTS INC DE X 10/28/03 LARGE SCALE BIOLOGY CORP DE X X 10/22/03 LEFT RIGHT MARKETING TECHNOLOGY INC DE X X 10/28/03 LEHMAN ABS CORP DE X 10/28/03 LEHMAN ABS CORP BACKED TRUST CERTS SE DE X X 10/15/03 LEHMAN ABS CORP BACKED TRUST CERTS SE DE X X 10/15/03 LEHMAN ABS CORP REPACK AMER GEN FLOAT DE X X 10/15/03 LEHMAN ABS CORP ROYAL & SUN ALLIANCE DE X X 10/15/03 LEHMAN ABS CORP ROYAL & SUN ALLIANCE DE X X 10/15/03 LESCO INC/OH OH X 10/28/03 LEVITT CORP X X 10/21/03 LIBBEY INC DE X 10/28/03 LIFELINE SYSTEMS INC MA X 10/27/03 LINK GROUP INC CO X X X 10/28/03 LKQ CORP DE X X 10/28/03 LOCKHEED MARTIN CORP MD X X 10/28/03 LOGICVISION INC DE X 10/28/03 LOOKSMART LTD DE X X 10/28/03 M I SCHOTTENSTEIN HOMES INC OH X X 10/28/03 MANCHESTER TECHNOLOGIES INC NY X 10/27/03 MARIMBA INC DE X X 10/28/03 MARTIN MIDSTREAM PARTNERS LP DE X X X 10/28/03 MAXIM INTEGRATED PRODUCTS INC DE X X 10/28/03 MAXIMUM DYNAMICS INC CO X 10/27/03 MAXYGEN INC DE X X 10/28/03 MBNA AMERICA BANK NATIONAL ASSOCIATIO DE X X 10/24/03 MCMORAN EXPLORATION CO /DE/ DE X 10/27/03 MDSI MOBILE DATA SOLUTIONS INC /CAN/ A1 X 10/28/03 MENTOR CORP /MN/ MN X X 09/30/03 MERRILL LYNCH & CO INC DE X X 09/26/03 MERRILL LYNCH & CO INC DE X X 10/28/03 METRO-GOLDWYN-MAYER INC DE X X 10/28/03 METROLOGIC INSTRUMENTS INC NJ X X 10/24/03 MICRO THERAPEUTICS INC DE X X 10/27/03 MICROSTRATEGY INC DE X X 10/28/03 MID-STATE BANCSHARES CA X X 10/23/03 MIDSOUTH BANCORP INC LA X 10/27/03 MIDWESTONE FINANCIAL GROUP INC IA X X 10/24/03 MOLEX INC DE X X 10/28/03 MONMOUTH CAPITAL CORP NJ X 10/27/03 MPS GROUP INC FL X X 10/28/03 MULTIMEDIA GAMES INC TX X X 10/28/03 NASSDA CORP DE X X 10/21/03 NATIONAL CITY CORP DE X X 10/28/03 NATIONAL OILWELL INC DE X 10/28/03 NAUTILUS GROUP INC WA X X X 10/28/03 NAVIGANT INTERNATIONAL INC DE X X 10/28/03 NBO SYSTEMS INC MD X X 10/03/03 NBT BANCORP INC DE X X 10/27/03 NELNET STUDENT LOAN FUNDING LLC X X 10/27/03 NESTOR INC DE X X 10/27/03 NETGEAR INC DE X X 10/28/03 NETIQ CORP X X 10/28/03 NEW CENTURY BANCORP INC NC X X X 10/28/03 AMEND NEW FOCUS INC CA X X 10/28/03 NISSAN AUTO RECEIVABLES 2003-B OWNER DE X 10/15/03 NISSAN MASTER OWNER TRUST RECEIVABLES DE X X 10/15/03 NORTHWEST INDIANA BANCORP IN X X 10/25/03 OCTEL CORP DE X X 10/27/03 OIL STATES INTERNATIONAL INC DE X X 10/27/03 OMNICOM GROUP INC NY X X X 10/28/03 OMTOOL LTD DE X 10/22/03 ON2 TECHNOLOGIES INC CO X X 10/28/03 ONE LIBERTY PROPERTIES INC MD X X 10/28/03 ONYX ACCEPTANCE FIN CORP ONYX ACCEPT DE X 09/30/03 ONYX ACCEPTANCE FINANCIAL CORP ONYX A DE X 09/30/03 ONYX ACCEPTANCE OWNER TRUST 2003-A DE X 09/30/03 OPENWAVE SYSTEMS INC DE X X 10/28/03 OPNET TECHNOLOGIES INC DE X 10/28/03 ORASURE TECHNOLOGIES INC DE X X X 10/28/03 ORIENTAL FINANCIAL GROUP INC PR X X X 10/22/03 ORTHOFIX INTERNATIONAL N V X X 10/28/03 OSHKOSH TRUCK CORP WI X X 10/28/03 OSULLIVAN INDUSTRIES HOLDINGS INC DE X X X 09/30/03 OVERSEAS SHIPHOLDING GROUP INC DE X 10/28/03 OXFORD HEALTH PLANS INC DE X X 10/28/03 PAM TRANSPORTATION SERVICES INC DE X X 10/27/03 PANAMERICAN BANCORP DE X X 10/09/03 PARK BANCORP INC IN X X 10/28/03 PC MALL INC DE X X 10/28/03 PC TEL INC DE X X 10/28/03 PEETS COFFEE & TEA INC WA X 10/27/03 PEGASUS SOLUTIONS INC DE X 09/30/03 PEMSTAR INC MN X X 10/28/03 PER SE TECHNOLOGIES INC DE X 10/28/03 PERFICIENT INC DE X X 10/28/03 PERFORMANCE FOOD GROUP CO TN X 09/27/03 PERRIGO CO MI X 10/28/03 PHARMANETICS INC NC X X 10/23/03 PHARSIGHT CORP CA X 10/28/03 PINNACLE SYSTEMS INC CA X X X 10/28/03 PLAINS ALL AMERICAN PIPELINE LP DE X X X 10/28/03 PLAYTEX PRODUCTS INC DE X 10/27/03 PLUG POWER INC DE X 10/22/03 PMI GROUP INC DE X 10/28/03 POLYMEDICA CORP MA X X 10/28/03 PRANDIUM INC DE X 10/21/03 PREMCOR INC DE X X 10/28/03 PRIMUS KNOWLEDGE SOLUTIONS INC WA X 10/28/03 PRINCETON NATIONAL BANCORP INC DE X X 10/27/03 PROQUEST CO DE X 10/21/03 PROSOFTTRAINING COM NV X X X 09/30/03 PROVIDENT BANCORP INC/NY/ X X 10/23/03 PROVINCE HEALTHCARE CO DE X X 09/30/03 PULASKI FINANCIAL CORP DE X X 10/28/03 PUMATECH INC DE X X 09/17/03 AMEND RAINIER PACIFIC FINANCIAL GROUP INC X X 10/27/03 RAIT INVESTMENT TRUST MD X X 10/22/03 REDENVELOPE INC DE X X 10/28/03 REGIONS FINANCIAL CORP DE X X 10/28/03 REGIS CORP MN X X 10/28/03 RENT A CENTER INC DE DE X X 10/27/03 RESIDENTIAL ASSET MORTGAGE PRODUCTS I DE X X 10/28/03 RESIDENTIAL ASSET MORTGAGE PRODUCTS I DE X X 10/28/03 RESIDENTIAL ASSET MORTGAGE PRODUCTS I DE X X 10/28/03 RESIDENTIAL ASSET SECURITIES CORP DE X X 10/28/03 RESMED INC DE X X 10/28/03 RJ REYNOLDS TOBACCO HOLDINGS INC DE X 09/30/03 ROCK TENN CO GA X X 10/28/03 ROUSE COMPANY MD X 10/28/03 RXBAZAAR INC DE X X 10/27/03 SALIX PHARMACEUTICALS LTD X X 10/28/03 SAN DIEGO SOCCER DEVELOPMENT CORP CA X 10/10/03 SANCHEZ COMPUTER ASSOCIATES INC PA X X 10/28/03 SANGAMO BIOSCIENCES INC DE X X 10/28/03 SAUCONY INC MA X 10/28/03 SCANSOURCE INC SC X X 10/23/03 SCIENTIFIC ATLANTA INC GA X 10/23/03 SEATTLE GENETICS INC /WA DE X X 10/28/03 SECURE COMPUTING CORP DE X X 10/13/03 SECURITY FEDERAL CORPORATION SC X X 10/28/03 SEQUENOM INC DE X X 10/28/03 SERVICE 1ST BANCORP CA X X 10/28/03 SHAW GROUP INC LA X X 10/27/03 SHERWIN WILLIAMS CO OH X 10/28/03 SHIRE PHARMACEUTICALS GROUP PLC X X 10/28/03 SI INTERNATIONAL INC X X 10/28/03 SIERRA HEALTH SERVICES INC NV X 10/28/03 SKECHERS USA INC DE X X 10/23/03 SOHU COM INC DE X X 10/28/03 SONIC AUTOMOTIVE INC DE X X 10/28/03 SONIC AUTOMOTIVE INC DE X 10/28/03 SOUND FEDERAL BANCORP INC DE X X 10/27/03 SOUTH JERSEY INDUSTRIES INC NJ X X 09/30/03 SOUTHWEST BANCORP OF TEXAS INC TX X X 10/27/03 SPHERION CORP DE X 10/27/03 SPHERION CORP DE X 10/28/03 SPX CORP DE X 10/28/03 SRI SURGICAL EXPRESS INC FL X X 10/28/03 AMEND STATE AUTO FINANCIAL CORP OH X 10/27/03 STEELCLOUD INC VA X X 10/24/03 STEINWAY MUSICAL INSTRUMENTS INC DE X 10/28/03 STEPAN CO DE X X 10/24/03 STERLING FINANCIAL CORP /PA/ PA X X 10/28/03 STERLING FINANCIAL CORP /WA/ WA X 10/28/03 STEWARDSHIP FINANCIAL CORP NJ X X X 10/22/03 STILLWATER MINING CO /DE/ DE X X 10/27/03 STORAGENETWORKS INC DE X X 10/28/03 STRATEGIC CAPITAL RESOURCES INC DE X X 10/24/03 STREICHER MOBILE FUELING INC FL X 10/28/03 STRUCTURED ASSET MORTGAGE INVESTMENTS DE X X 10/28/03 STRUCTURED ASSET MORTGAGE INVESTMENTS DE X X 10/28/03 SYMMETRICOM INC DE X X 10/28/03 SYNTROLEUM CORP DE X X X 10/28/03 TALK AMERICA HOLDINGS INC DE X X 10/28/03 TANGER FACTORY OUTLET CENTERS INC NC X 09/30/03 TASTY BAKING CO PA X X 10/28/03 TAYLOR CAPITAL GROUP INC DE X 10/28/03 TCF FINANCIAL CORP DE X X X 10/28/03 TECHE BANCSHARES INC LA X X 10/27/03 TECHNICAL OLYMPIC USA INC DE X 10/22/03 TEJON RANCH CO DE X 10/27/03 TEMPLE INLAND INC DE X X 10/28/03 TENET HEALTHCARE CORP NV X 10/27/03 TEPPCO PARTNERS LP DE X X 10/28/03 TESORO PETROLEUM CORP /NEW/ DE X X 10/28/03 TF FINANCIAL CORP DE X X 10/24/03 THANE INTERNATIONAL INC DE X 10/28/03 TIME WARNER TELECOM INC DE X X 10/27/03 TOTAL IDENTITY CORP FL X X 10/13/03 TRANSACTION SYSTEMS ARCHITECTS INC DE X X 10/20/03 TRANSOCEAN INC E9 X X 10/28/03 TRANSPRO INC DE X X 10/27/03 TRIAD HOSPITALS INC DE X X 10/27/03 TRIMBLE NAVIGATION LTD /CA/ CA X X X 10/28/03 TVIA INC DE X X 10/28/03 UGC EUROPE INC DE X X 10/27/03 ULTRALIFE BATTERIES INC DE X X 10/28/03 UNITED COMMUNITY BANKS INC GA X X 10/28/03 UNITED DOMINION REALTY TRUST INC MD X 10/27/03 UNITED FINANCIAL BANKING COMPANIES IN VA X X 10/21/03 UNITED RENTALS INC /DE DE X 10/28/03 UNITED STATES STEEL CORP DE X X 10/28/03 UNITEDGLOBALCOM INC DE X X 10/27/03 UNIVERSAL CORP /VA/ VA X X 10/28/03 UNIVERSAL ELECTRONICS INC DE X X 10/28/03 UPC POLSKA INC DE X X 10/27/03 VAIL BANKS INC CO X X 10/24/03 VALASSIS COMMUNICATIONS INC DE X X 10/28/03 VALLEY COMMUNITY BANCSHARES INC X X 10/27/03 VALUECLICK INC/CA DE X 10/28/03 VARIAN MEDICAL SYSTEMS INC DE X X 10/28/03 VENTAS INC DE X X 10/27/03 VERIZON COMMUNICATIONS INC DE X 10/28/03 VILLAGEWORLD COM INC NY X 10/28/03 VISUAL DATA CORP FL X X 10/22/03 VIVUS INC CA X X X 10/28/03 VULCAN MATERIALS CO NJ X 10/27/03 W-H ENERGY SERVICES INC TX X 10/20/03 WASHINGTON FEDERAL INC WA X 10/27/03 WELLPOINT HEALTH NETWORKS INC /DE/ DE X X 10/27/03 WILLBROS GROUP INC R1 X 10/27/03 WILMINGTON TRUST CORP DE X 10/31/91 WINLAND ELECTRONICS INC MN X X 10/27/03 WPCS INTERNATIONAL INC DE X X 10/27/03 WPCS INTERNATIONAL INC DE X X 10/28/03 AMEND WRIGHT MEDICAL GROUP INC DE X X 10/28/03 YOUBET COM INC DE X X 10/28/03 ZEBRA TECHNOLOGIES CORP/DE DE X X 10/27/03 ZENITH NATIONAL INSURANCE CORP DE X 10/27/03 ZIEGLER COMPANIES INC WI X X X 09/30/03 NORTH PITTSBURGH SYSTEMS INC PA X 10/27/03 PACIFIC CAPITAL BANCORP /CA/ CA X X 10/23/03 SOUTHWEST BANCORP OF TEXAS INC TX X X X 10/27/03 BACKED CERTIFICATES SERIES DE X X 10/27/03 ADVANCE FINANCIAL BANCORP DE X X 10/27/03 ADVANCE FINANCIAL BANCORP DE X X 10/27/03 ADVANCED BIOTHERAPY INC DE X X 10/28/03